<DOCUMENT>
<TYPE>13F-HR
<SEQUENCE>1
<FILENAME>alt13f0903.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, 2003

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

Institutional Investment Manager Filing this Report:

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

Form 13F File Number:   28-734

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

Person Signing this Report on Behalf of Reporting Manager:

Name:            Barbara J. Green
Title:              Vice President, Deputy General Counsel and Secretary

Signature, Place, and Date of Signing:

/S/ BARBARA J. GREEN



By: Barbara J. Green
San Mateo, California
November 13, 2003

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:     4,007

Form 13F Information Table Value Total:   $ 89,981,204
                                            (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 09/30/2003
10/22/2003 4:37 pm                                              REPORTING MANAGER:   FRANKLIN RESOURCES, INC.        Page:    1
(lg13frt.p)   S9H   ----------------------------------------------------------------------------------------------------------------
            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>
TRANSCANADA CORP                       ORDINARY SHS                 451841   18023161    SHARED   1   18023161         0         0
TRANSCANADA CORP                       ORDINARY SHS                  18419     734714    SHARED   2     732444         0      2270
TRANSCANADA CORP                       ORDINARY SHS                    176       7005    SHARED   3       7005         0         0
KINDRED HEALTHCARE INC                 COMMON SHS                   109827    3086984    SHARED   5    3086984         0         0
TRANSCANADA CORP                       ORDINARY SHS                  24298     969223    SHARED   8     713121         0    256102
ENERPLUS RESOURCES FUND                CLOSE END UT TR                  13        500    SHARED   9        500         0         0
AB WATLEY GROUP INC                    COMMON SHS      000788109       157     447350    SHARED   5     447350         0         0
ADC TELECOMMUNICATIONS INC             COMMON SHS      000886101       563     241501    SHARED   9     241501         0         0
ABM INDUSTRIES INC                     COMMON SHS      000957100     11118     785700    SHARED   4     785700         0         0
AFLAC INC                              COMMON SHS      001055102     52042    1611200    SHARED   4    1611200         0         0
AFLAC INC                              COMMON SHS      001055102        65       2000    SHARED   6          0         0      2000
AFLAC INC                              COMMON SHS      001055102      4450     137760    SHARED   8     137760         0         0
AFLAC INC                              COMMON SHS      001055102      4249     131562    SHARED   9     131562         0         0
AFLAC INC                              COMMON SHS      001055102      1938      60000    SHARED   A      60000         0         0
AGL RESOURCES INC                      COMMON SHS      001204106     14085     500000    SHARED   A     500000         0         0
AES CORP                               COMMON SHS      00130H105      1181     159098    SHARED   9     159098         0         0
AK STEEL HOLDING CORP                  COMMON SHS      001547108       128      63800    SHARED          63800         0         0
AK STEEL HOLDING CORP                  COMMON SHS      001547108     14317    7158400    SHARED   1    7158400         0         0
AK STEEL HOLDING CORP                  COMMON SHS      001547108        89      44292    SHARED   3      44292         0         0
AK STEEL HOLDING CORP                  COMMON SHS      001547108       589     294364    SHARED   8     294364         0         0
AK STEEL HOLDING CORP                  COMMON SHS      001547108       180      90000    SHARED   A      90000         0         0
AMB PROPERTY CORP                      REAL EST INV TR 00163T109       878      28502    SHARED   6          0         0     28502
AMB PROPERTY CORP                      REAL EST INV TR 00163T109     20658     670500    SHARED   A     670500         0         0
AMLI RESIDENTIAL PROPERTIES TRUST      REAL EST INV TR 001735109       872      33290    SHARED   6          0         0     33290
AMLI RESIDENTIAL PROPERTIES TRUST      REAL EST INV TR 001735109      9188     350700    SHARED   A     350700         0         0
AMR CORP                               COMMON SHS      001765106     12366    1080000    SHARED   7    1080000         0         0
AMR CORP                               COMMON SHS      001765106         6        488    SHARED   9        488         0         0
AOL TIME WARNER INC                    COMMON SHS      00184A105      3384     223927    SHARED          41090         0    182837
AOL TIME WARNER INC                    COMMON SHS      00184A105    130759    8653800    SHARED   1    8653800         0         0
AOL TIME WARNER INC                    COMMON SHS      00184A105      6468     428050    SHARED   2     428050         0         0
AOL TIME WARNER INC                    COMMON SHS      00184A105     20399    1350000    SHARED   7    1350000         0         0
AOL TIME WARNER INC                    COMMON SHS      00184A105      9237     611317    SHARED   9     611317         0         0
AOL TIME WARNER INC                    COMMON SHS      00184A105      7381     488470    SHARED   A     280770         0    207700
ATI TECHNOLOGIES INC                   ORDINARY SHS    001941103       243      12075    SHARED   1      12075         0         0
ATI TECHNOLOGIES INC                   ORDINARY SHS    001941103     37017    1837983    SHARED   2    1766663         0     71320
ATI TECHNOLOGIES INC                   ORDINARY SHS    001941103      3897     193500    SHARED   8     193500         0         0
AT&T CORP                              COMMON SHS      001957505      1207      56000    SHARED          56000         0         0
AT&T CORP                              COMMON SHS      001957505       185       8594    SHARED   1       8594         0         0
AT&T CORP                              COMMON SHS      001957505         0         12    SHARED   6          0         0        12
AT&T CORP                              COMMON SHS      001957505        84       3878    SHARED   8       3878         0         0
AT&T CORP                              COMMON SHS      001957505      1410      65420    SHARED   9      65420         0         0
ATMI INC                               COMMON SHS      00207R101     17483     691850    SHARED   9     691850         0         0
ATMI INC                               COMMON SHS      00207R101        56       2200    SHARED   A       2200         0         0
AT&T WIRELESS SERVICES INC             COMMON SHS      00209A106     18944    2315838    SHARED        1564858         0    750980
AT&T WIRELESS SERVICES INC             COMMON SHS      00209A106    478923   58548046    SHARED   1   58536276         0     11770
AT&T WIRELESS SERVICES INC             COMMON SHS      00209A106     12897    1576620    SHARED   2    1576620         0         0
AT&T WIRELESS SERVICES INC             COMMON SHS      00209A106         7        808    SHARED   6          0         0       808
AT&T WIRELESS SERVICES INC             COMMON SHS      00209A106      4764     582433    SHARED   9     582433         0         0
AT&T WIRELESS SERVICES INC             COMMON SHS      00209A106     39296    4803924    SHARED   A    4803924         0         0
AU OPTRONICS CORP                      AMER DEP RECPT  002255107       145      11400    SHARED   9      11400         0         0
ABBOTT LABORATORIES                    COMMON SHS      002824100     28092     660214    SHARED         549136         0    111078
ABBOTT LABORATORIES                    COMMON SHS      002824100    326273    7667999    SHARED   1    7667099         0       900
ABBOTT LABORATORIES                    COMMON SHS      002824100     27311     641850    SHARED   2     641850         0         0
ABBOTT LABORATORIES                    COMMON SHS      002824100      1665      39133    SHARED   3      39133         0         0
ABBOTT LABORATORIES                    COMMON SHS      002824100      3498      82210    SHARED   6      10323         0     71887
ABBOTT LABORATORIES                    COMMON SHS      002824100     17020     400000    SHARED   7     400000         0         0
ABBOTT LABORATORIES                    COMMON SHS      002824100     22950     539367    SHARED   8     539367         0         0
ABBOTT LABORATORIES                    COMMON SHS      002824100     50700    1191533    SHARED   9    1191533         0         0
ABBOTT LABORATORIES                    COMMON SHS      002824100     66086    1553147    SHARED   A    1369747         0    183400
ABERCROMBIE & FITCH CO                 COMMON SHS      002896207       643      23200    SHARED   9      23200         0         0
ABGENIX INC                            COMMON SHS      00339B107     26183    1807000    SHARED   A    1807000         0         0
ABITIBI-CONSOLIDATED INC               ORDINARY SHS    003924107      6617     698030    SHARED   1     683360         0     14670
ABITIBI-CONSOLIDATED INC               ORDINARY SHS    003924107     13930    1469450    SHARED   2    1469450         0         0
ABITIBI-CONSOLIDATED INC               ORDINARY SHS    003924107    155465   16399261    SHARED   5   16399261         0         0
ABITIBI-CONSOLIDATED INC               ORDINARY SHS    003924107      8959     945030    SHARED   8     944640         0       390
ABITIBI-CONSOLIDATED INC               ORDINARY SHS    003924107      1365     144000    SHARED   9     144000         0         0
ACCREDO HEALTH INC                     COMMON SHS      00437V104      5889     210400    SHARED   A     201200         0      9200
ACMAT CORP                             COMMON SHS      004616207      4884     392800    SHARED   4     392800         0         0
ACME COMMUNICATIONS INC                COMMON SHS      004631107      2778     367950    SHARED   6          0         0    367950
ACME COMMUNICATIONS INC                COMMON SHS      004631107      7569    1002500    SHARED   A    1002500         0         0
ACTION PERFORMANCE COS INC             COMMON SHS      004933107      7083     289800    SHARED   4     289800         0         0
ACTEL CORP                             COMMON SHS      004934105     14762     615850    SHARED   9     615850         0         0
ACTEL CORP                             COMMON SHS      004934105        46       1900    SHARED   A       1900         0         0
ACTUATE CORP                           COMMON SHS      00508B102      9329    2605800    SHARED   A    2605800         0         0
ADAPTEC INC                            COMMON SHS      00651F108     18629    2464200    SHARED   A    2464200         0         0
ADECCO SA                              AMER DEP RECPT  006754105      7601     614975    SHARED   3     614975         0         0
ADECCO SA                              AMER DEP RECPT  006754105       206      16700    SHARED   9      16700         0         0
ADELPHIA COMMUNICATIONS CORP           CONVERTIBLE BD  006848BG9     28943   83894000    SHARED   5   83894000         0         0
ADELPHIA COMMUNICATIONS CORP           CONVERTIBLE BD  006848BG9     39335  114015000    SHARED   A  114015000         0         0
ADELPHIA COMMUNICATIONS CORP           CONVERTIBLE BD  006848BH7      4587   13296000    SHARED   5   13296000         0         0
ADOBE SYSTEMS INC                      COMMON SHS      00724F101      3531      89933    SHARED   9      89933         0         0
ADOBE SYSTEMS INC                      COMMON SHS      00724F101     76064    1937434    SHARED   A    1937434         0         0
ADOLOR CORP                            COMMON SHS      00724X102       151       8253    SHARED   6          0         0      8253
ADOLOR CORP                            COMMON SHS      00724X102         9        500    SHARED   9        500         0         0
ADOLOR CORP                            COMMON SHS      00724X102     19462    1060600    SHARED   A    1054500         0      6100
ADTRAN INC                             COMMON SHS      00738A106      1071      17500    SHARED   A      17500         0         0
ADVANCE AUTO PARTS                     COMMON SHS      00751Y106         2         23    SHARED   6          0         0        23
ADVANCE AUTO PARTS                     COMMON SHS      00751Y106     57761     814676    SHARED   A     736476         0     78200
ADVANCED DIGITAL INFORMATION CORP      COMMON SHS      007525108       437      31168    SHARED   6          0         0     31168
ADVANCED DIGITAL INFORMATION CORP      COMMON SHS      007525108      1117      79700    SHARED   9      79700         0         0
ADVANCED DIGITAL INFORMATION CORP      COMMON SHS      007525108      2843     202800    SHARED   A     202800         0         0
ADVANCED FIBRE COMMUNICATIONS          COMMON SHS      00754A105     53585    2555308    SHARED   A    2555308         0         0
ADVANCED NEUROMODULATION SYSTEMS INC   COMMON SHS      00757T101     15188     380652    SHARED   9     380652         0         0
ADVANCED NEUROMODULATION SYSTEMS INC   COMMON SHS      00757T101        44       1100    SHARED   A       1100         0         0
ADVANCED MEDICAL OPTICS INC            COMMON SHS      00763M108      1596      88888    SHARED   7      88888         0         0
ADVANCED MEDICAL OPTICS INC            COMMON SHS      00763M108        22       1239    SHARED   9       1239         0         0
AEROPOSTALE INC                        COMMON SHS      007865108     10236     378400    SHARED   9     378400         0         0
AEROPOSTALE INC                        COMMON SHS      007865108        32       1200    SHARED   A       1200         0         0
ADVANCED MICRO DEVICES INC             CONV FLT RATE   007903AE7   6770156   75750000    SHARED   A   75750000         0         0
ADVANCED MICRO DEVICES INC             CONVERTIBLE BD  007903AF4      1695    1000000    SHARED   9    1000000         0         0
ADVANCEPCS                             COMMON SHS      00790K109      9706     213000    SHARED   5     213000         0         0
ADVANCEPCS                             COMMON SHS      00790K109     11178     245300    SHARED   A     245300         0         0
AEGON NV                               NEW YORK SHARES 007924103       251      21471    SHARED   9      21471         0         0
ADVANCED ENERGY INDUSTRIES INC         COMMON SHS      007973100      9115     483020    SHARED   6          0         0    483020
ADVANCED ENERGY INDUSTRIES INC         COMMON SHS      007973100       132       7000    SHARED   9       7000         0         0
ADVANCED ENERGY INDUSTRIES INC         COMMON SHS      007973100     60663    3214760    SHARED   A    3214760         0         0
ADVANCED ENERGY INDUSTRIES INC         CONVERTIBLE BD  007973AC4      1980    2000000    SHARED   A    2000000         0         0
AETERNA LABORATORIES INC               COMMON SHS      007975105        38      10000    SHARED   9      10000         0         0
AETHER SYSTEMS INC                     CONVERTIBLE BD  00808VAA3       107     110000    SHARED   9     110000         0         0
AETNA INC                              COMMON SHS      00817Y108       742      12150    SHARED          12150         0         0
AETNA INC                              COMMON SHS      00817Y108       176       2890    SHARED   1       2890         0         0
AETNA INC                              COMMON SHS      00817Y108      1143      18730    SHARED   9      18730         0         0
AETNA INC                              COMMON SHS      00817Y108     94979    1556263    SHARED   A    1553663         0      2600
AFFILIATED COMPUTER SERVICES INC       COMMON SHS      008190100        14        280    SHARED            280         0         0
AFFILIATED COMPUTER SERVICES INC       COMMON SHS      008190100         3         65    SHARED   6          0         0        65
AFFILIATED COMPUTER SERVICES INC       COMMON SHS      008190100     13371     274608    SHARED   9     274608         0         0
AFFILIATED COMPUTER SERVICES INC       COMMON SHS      008190100    195681    4018907    SHARED   A    3834007         0    184900
AFFILIATED COMPUTER SERVICES INC       CONVERTIBLE BD  008190AF7      5963    5000000    SHARED   A    5000000         0         0
AFFILIATED MANAGERS GROUP INC          COMMON SHS      008252108      5957      94850    SHARED   9      94850         0         0
AFFILIATED MANAGERS GROUP INC          COMMON SHS      008252108        19        300    SHARED   A        300         0         0
AFFYMETRIX INC                         COMMON SHS      00826T108       262      12500    SHARED   9      12500         0         0
AFFYMETRIX INC                         COMMON SHS      00826T108      2513     119700    SHARED   A     119700         0         0
AGERE SYSTEMS INC                      COMMON SHS      00845V100      9211    3000220    SHARED        3000220         0         0
AGERE SYSTEMS INC                      COMMON SHS      00845V100    128007   41696239    SHARED   1   41696239         0         0
AGERE SYSTEMS INC                      COMMON SHS      00845V100      6463    2105145    SHARED   2    2105145         0         0
AGERE SYSTEMS INC                      COMMON SHS      00845V100      9956    3242863    SHARED   8    3242863         0         0
AGERE SYSTEMS INC                      COMMON SHS      00845V100         3        892    SHARED   9        892         0         0
AGERE SYSTEMS INC                      COMMON SHS      00845V100       984     320570    SHARED   A     320570         0         0
AGERE SYSTEMS INC                      COMMON SHS      00845V209     14051    4862000    SHARED   1    4862000         0         0
AGERE SYSTEMS INC                      COMMON SHS      00845V209        74      25719    SHARED   9      25719         0         0
AGERE SYSTEMS INC                      COMMON SHS      00845V209     55265   19122800    SHARED   A   19122800         0         0
AGERE SYSTEMS INC                      CONVERTIBLE BD  00845VAA8     19182   14800000    SHARED   A   14800000         0         0
AGILENT TECHNOLOGIES INC               COMMON SHS      00846U101        11        490    SHARED            490         0         0
AGILENT TECHNOLOGIES INC               COMMON SHS      00846U101         0         15    SHARED   6          0         0        15
AGILENT TECHNOLOGIES INC               COMMON SHS      00846U101      8844     400000    SHARED   7     400000         0         0
AGILENT TECHNOLOGIES INC               COMMON SHS      00846U101      2405     108758    SHARED   9     108758         0         0
AGILENT TECHNOLOGIES INC               COMMON SHS      00846U101     59848    2706848    SHARED   A    2532248         0    174600
AGILE SOFTWARE CORP                    COMMON SHS      00846X105      1269     133300    SHARED         133300         0         0
AGILE SOFTWARE CORP                    COMMON SHS      00846X105       119      12525    SHARED   1      12525         0         0
AGILE SOFTWARE CORP                    COMMON SHS      00846X105      3027     317950    SHARED   2     317950         0         0
AGNICO EAGLE MINES LTD                 COMMON SHS      008474108      8034     650000    SHARED   A     650000         0         0
AGRIUM INC                             ORDINARY SHS    008916108     24593    1676900    SHARED   5    1676900         0         0
AGRIUM INC                             ORDINARY SHS    008916108      1250      72800    SHARED   8      72800         0         0
AIR PRODUCTS & CHEMICALS INC           COMMON SHS      009158106     22550     500000    SHARED   7     500000         0         0
AIR PRODUCTS & CHEMICALS INC           COMMON SHS      009158106      5676     125857    SHARED   9     125857         0         0
AIR PRODUCTS & CHEMICALS INC           COMMON SHS      009158106         5        112    SHARED   A        112         0         0
AIRTRAN HOLDINGS INC                   COMMON SHS      00949P108       208      12429    SHARED              0         0     12429
AIRTRAN HOLDINGS INC                   COMMON SHS      00949P108     11209     669200    SHARED   9     669200         0         0
AIRTRAN HOLDINGS INC                   COMMON SHS      00949P108        37       2200    SHARED   A       2200         0         0
AKZO NOBEL NV                          AMER DEP RECPT  010199305       561      17888    SHARED   2      15560         0      2328
AKZO NOBEL NV                          AMER DEP RECPT  010199305     15076     480909    SHARED   3     480909         0         0
AKZO NOBEL NV                          AMER DEP RECPT  010199305        25        800    SHARED   9        800         0         0
ALAMOSA HOLDINGS INC                   COMMON SHS      011589108       202      53900    SHARED   A      53900         0         0
ALASKA AIR GROUP INC                   COMMON SHS      011659109     37574    1350600    SHARED   4    1350600         0         0
ALASKA AIR GROUP INC                   COMMON SHS      011659109        33       1202    SHARED   6          0         0      1202
ALASKA AIR GROUP INC                   COMMON SHS      011659109     13910     500000    SHARED   7     500000         0         0
ALASKA AIR GROUP INC                   COMMON SHS      011659109        28       1000    SHARED   9       1000         0         0
ALASKA AIR GROUP INC                   COMMON SHS      011659109     24231     871000    SHARED   A     871000         0         0
ALASKA COMMUNICATIONS SYSTEMS HOLDINGS COMMON SHS      01167P101       707     156434    SHARED   6          0         0    156434
ALASKA COMMUNICATIONS SYSTEMS HOLDINGS COMMON SHS      01167P101     12899    2853800    SHARED   A    2853800         0         0
ALBERTO-CULVER CO                      EXCHGBLE EQUITY 013068101        23        390    SHARED            390         0         0
ALBERTO-CULVER CO                      EXCHGBLE EQUITY 013068101       274       4659    SHARED   3       4659         0         0
ALBERTO-CULVER CO                      EXCHGBLE EQUITY 013068101       424       7200    SHARED   9       7200         0         0
ALBERTO-CULVER CO                      EXCHGBLE EQUITY 013068101     25221     428779    SHARED   A     428779         0         0
ALBERTO-CULVER CO                      COMMON SHS      013068200       907      15800    SHARED          15800         0         0
ALBERTO-CULVER CO                      COMMON SHS      013068200       102       1785    SHARED   1       1785         0         0
ALBERTO-CULVER CO                      COMMON SHS      013068200      6448     112350    SHARED   2     112350         0         0
ALBERTO-CULVER CO                      COMMON SHS      013068200     67525    1176600    SHARED   4    1176600         0         0
ALBERTO-CULVER CO                      COMMON SHS      013068200       247       4300    SHARED   6          0         0      4300
ALBERTSONS INC                         COMMON SHS      013104104      6696     325511    SHARED         325511         0         0
ALBERTSONS INC                         COMMON SHS      013104104    236006   11473318    SHARED   1   11473318         0         0
ALBERTSONS INC                         COMMON SHS      013104104      2449     119060    SHARED   2     119060         0         0
ALBERTSONS INC                         COMMON SHS      013104104        16        785    SHARED   6          0         0       785
ALBERTSONS INC                         COMMON SHS      013104104       244      11844    SHARED   9      11844         0         0
ALCAN INC                              ORDINARY SHS    013716105      1004      19158    SHARED          19158         0         0
ALCAN INC                              ORDINARY SHS    013716105    170115    3509386    SHARED   2    3268956         0    240430
ALCAN INC                              ORDINARY SHS    013716105    102899    1963722    SHARED   8    1850014         0    113708
ALCAN INC                              COMMON SHS      013716105      2300      45597    SHARED   9      45597         0         0
ALCAN INC                              ORDINARY SHS    013716105       143       2730    SHARED   A       2730         0         0
ALCOA INC                              COMMON SHS      013817101      1453      55545    SHARED   6          0         0     55545
ALCOA INC                              COMMON SHS      013817101      5687     217397    SHARED   9     217397         0         0
ALCOA INC                              COMMON SHS      013817101     11592     443127    SHARED   A     443127         0         0
ALCATEL SA                             AMER DEP RECPT  013904305        15       1296    SHARED   9       1296         0         0
ALCATEL SA                             AMER DEP RECPT  013904305      4177     353086    SHARED   A     353086         0         0
ALDERWOODS GROUP INC                   COMMON SHS      014383103     22163    2859701    SHARED   5    2859701         0         0
ALEXANDER & BALDWIN INC                COMMON SHS      014482103     16553     589500    SHARED   5     589500         0         0
ALEXANDER & BALDWIN INC                COMMON SHS      014482103       340      12100    SHARED   9      12100         0         0
ALEXANDER'S INC                        REAL EST INV TR 014752109     60176     570390    SHARED   5     570390         0         0
ALEXANDER'S INC                        REAL EST INV TR 014752109       106       1000    SHARED   9       1000         0         0
ALEXANDRIA REAL ESTATE EQUITIES INC    REAL EST INV TR 015271109     14409     300000    SHARED   A     300000         0         0
ALEXION PHARMACEUTICALS INC            COMMON SHS      015351109      1632      97900    SHARED   A      97900         0         0
ALKERMES INC                           COMMON SHS      01642T108      1372     100000    SHARED   6          0         0    100000
ALKERMES INC                           COMMON SHS      01642T108      7929     577900    SHARED   9     577900         0         0
ALKERMES INC                           COMMON SHS      01642T108     22650    1650850    SHARED   A    1650850         0         0
ALLEGHANY CORP (DEL)                   COMMON SHS      017175100    142039     727473    SHARED   5     727473         0         0
ALLEGHANY CORP (DEL)                   COMMON SHS      017175100       353       1806    SHARED   9       1806         0         0
ALLEGHENY ENERGY INC                   COMMON SHS      017361106     49114    5373500    SHARED   5    5373500         0         0
ALLEGHENY ENERGY INC                   COMMON SHS      017361106        78       8524    SHARED   9       8524         0         0
ALLEN ORGAN CO                         COMMON SHS      017753104      4149      94800    SHARED   4      94800         0         0
ALLERGAN INC                           COMMON SHS      018490102     31492     400000    SHARED   7     400000         0         0
ALLERGAN INC                           COMMON SHS      018490102      9678     122925    SHARED   9     122925         0         0
ALLERGAN INC                           COMMON SHS      018490102     12652     160700    SHARED   A     160700         0         0
ALLETE INC                             COMMON SHS      018522102        42       1532    SHARED   9       1532         0         0
ALLETE INC                             COMMON SHS      018522102     32856    1200000    SHARED   A    1200000         0         0
ALLIANCE ATLANTIS COMMUNICATIONS CORP  ORDINARY SHS    01853E204      1890      88730    SHARED   2      88730         0         0
ALLIANCE ATLANTIS COMMUNICATIONS CORP  ORDINARY SHS    01853E204     23943    1124080    SHARED   8    1124080         0         0
ALLIANCE CAPITAL MANAGEMENT HOLDING LP LTD PARTNERSHIP 01855A101      3488     104142    SHARED   8      56900         0     47242
ALLIANCE CAPITAL MANAGEMENT HOLDING LP LTD PARTNERSHIP 01855A101       123       3661    SHARED   9       3661         0         0
ALLIANCE IMAGING INC                   COMMON SHS      018606202      3637    1057400    SHARED   A    1057400         0         0
ALLIANT ENERGY CORP                    COMMON SHS      018802108        40       1800    SHARED   9       1800         0         0
ALLIANT ENERGY CORP                    COMMON SHS      018802108    145750    6625000    SHARED   A    6625000         0         0
ALLIED CAPITAL CORP                    COMMON SHS      01903Q108       411      16720    SHARED   9      16720         0         0
ALLIED IRISH BANKS PLC                 AMER DEP RECPT  019228402      6639     223900    SHARED   8     223900         0         0
ALLIED IRISH BANKS PLC                 AMER DEP RECPT  019228402       664      22400    SHARED   9      22400         0         0
ALLIED WASTE INDUSTRIES INC            COMMON SHS      019589308     16252    1504855    SHARED   6          0         0   1504855
ALLIED WASTE INDUSTRIES INC            COMMON SHS      019589308        76       7000    SHARED   9       7000         0         0
ALLIED WASTE INDUSTRIES INC            COMMON SHS      019589308    105878    9803535    SHARED   A    9803535         0         0
ALLIED WASTE INDUSTRIES INC            CONVERT PREF    019589605        62       1000    SHARED   9       1000         0         0
ALLIED WASTE INDUSTRIES INC            CONVERT PREF    019589605     17187     276100    SHARED   A     276100         0         0
ALLSTATE CORP                          COMMON SHS      020002101     13412     367150    SHARED         367150         0         0
ALLSTATE CORP                          COMMON SHS      020002101      3251      89000    SHARED   4      89000         0         0
ALLSTATE CORP                          COMMON SHS      020002101        80       2194    SHARED   6          0         0      2194
ALLSTATE CORP                          COMMON SHS      020002101     16543     452870    SHARED   9     452870         0         0
ALLTEL CORP                            COMMON SHS      020039103      1319      28458    SHARED   6          0         0     28458
ALLTEL CORP                            COMMON SHS      020039103      1684      36344    SHARED   9      36344         0         0
ALLTEL CORP                            COMMON SHS      020039103     15705     338900    SHARED   A     338900         0         0
ALLTEL CORP                            CONVERT PREF    020039822       147       3000    SHARED   9       3000         0         0
ALLTEL CORP                            CONVERT PREF    020039822    158893    3250000    SHARED   A    3250000         0         0
ALLSTREAM INC                          COMMON SHS      02004C204      7150     183100    SHARED   4     183100         0         0
ALLSTREAM INC                          COMMON SHS      02004C204      5109     130829    SHARED   6          0         0    130829
ALLSTREAM INC                          COMMON SHS      02004C204     41053    1051300    SHARED   A    1051300         0         0
ALPHARMA INC                           COMMON SHS      020813101      1190      64000    SHARED          64000         0         0
ALPHARMA INC                           COMMON SHS      020813101      5558     298800    SHARED   2     298800         0         0
ALPHARMA INC                           COMMON SHS      020813101       269      14477    SHARED   3      14477         0         0
ALPHARMA INC                           COMMON SHS      020813101     21085    1133600    SHARED   A    1133600         0         0
ALPHARMA INC                           CONVERTIBLE BD  020813AD3      4640    4000000    SHARED   A    4000000         0         0
ALTERA CORP                            COMMON SHS      021441100         4        225    SHARED   9        225         0         0
ALTERA CORP                            COMMON SHS      021441100     55356    2928900    SHARED   A    2928900         0         0
ALTRIA GROUP INC                       COMMON SHS      02209S103        21        490    SHARED            490         0         0
ALTRIA GROUP INC                       COMMON SHS      02209S103      5672     129500    SHARED   4     129500         0         0
ALTRIA GROUP INC                       COMMON SHS      02209S103    183762    4195489    SHARED   5    4195489         0         0
ALTRIA GROUP INC                       COMMON SHS      02209S103      2780      63472    SHARED   6      12301         0     51171
ALTRIA GROUP INC                       COMMON SHS      02209S103      3278      74838    SHARED   8      57000         0     17838
ALTRIA GROUP INC                       COMMON SHS      02209S103     12567     286912    SHARED   9     286912         0         0
ALTRIA GROUP INC                       COMMON SHS      02209S103    254790    5817134    SHARED   A    5638934         0    178200
ALZA CORP                              CONVERT ZERO CP 02261WAB5    346875    5000000    SHARED   A    5000000         0         0
AMAZON.COM INC                         COMMON SHS      023135106      2187      45221    SHARED   A      45221         0         0
AMBAC FINANCIAL GROUP INC              COMMON SHS      023139108       250       3900    SHARED   9       3900         0         0
AMBAC FINANCIAL GROUP INC              COMMON SHS      023139108      3014      47100    SHARED   A      47100         0         0
AMERADA HESS CORP                      COMMON SHS      023551104      6348     126700    SHARED   5     126700         0         0
AMERADA HESS CORP                      COMMON SHS      023551104       848      16922    SHARED   9      16922         0         0
AMEREN CORP                            COMMON SHS      023608102      8780     204619    SHARED   9     204619         0         0
AMEREN CORP                            COMMON SHS      023608102    217129    5060105    SHARED   A    5060105         0         0
AMEREN CORP 9.75% PFD ACES             CONVERT PREF    023608201     22617     800600    SHARED   A     800600         0         0
AMERICA MOVIL SA DE CV                 AMER DEP RECPT  02364W105       775      33542    SHARED          28200         0      5342
AMERICA MOVIL SA DE CV                 AMER DEP RECPT  02364W105      1548      67000    SHARED   8      67000         0         0
AMERICA MOVIL SA DE CV                 AMER DEP RECPT  02364W105     19382     838695    SHARED   9     838695         0         0
AMERICA MOVIL SA DE CV                 AMER DEP RECPT  02364W105       247      10700    SHARED   A      10700         0         0
AMERICAN CAPITAL STRATEGIES LTD        COMMON SHS      024937104      7130     286807    SHARED   6          0         0    286807
AMERICAN CAPITAL STRATEGIES LTD        COMMON SHS      024937104     17211     692300    SHARED   A     692300         0         0
AMERICAN ELECTRIC POWER CO INC         COMMON SHS      025537101      1689      56291    SHARED   9      56291         0         0
AMERICAN ELECTRIC POWER CO INC         COMMON SHS      025537101    240288    8009600    SHARED   A    7902300         0    107300
AMERICAN EAGLE OUTFITTERS INC          COMMON SHS      02553E106      4474     301100    SHARED   4     301100         0         0
AMERICAN EXPRESS CO                    COMMON SHS      025816109       621      13771    SHARED              0         0     13771
AMERICAN EXPRESS CO                    COMMON SHS      025816109      4069      90300    SHARED   8      90300         0         0
AMERICAN EXPRESS CO                    COMMON SHS      025816109     73578    1632882    SHARED   9    1632882         0         0
AMERICAN EXPRESS CO                    COMMON SHS      025816109        51       1139    SHARED   A       1139         0         0
AMERICAN FINANCIAL REALTY TRUST        REAL EST INV TR 02607P305     19041    1350400    SHARED   5    1350400         0         0
AMERICAN FINANCIAL REALTY TRUST        REAL EST INV TR 02607P305      3365     238625    SHARED   9     238625         0         0
AMERICAN FINANCIAL REALTY TRUST        REAL EST INV TR 02607P305      5052     358300    SHARED   A     358300         0         0
AMERICAN INTERNATIONAL GROUP INC       COMMON SHS      026874107      5699      98769    SHARED            750         0     98019
AMERICAN INTERNATIONAL GROUP INC       COMMON SHS      026874107     45066     781042    SHARED   1     780542         0       500
AMERICAN INTERNATIONAL GROUP INC       COMMON SHS      026874107      8501     147327    SHARED   2     147327         0         0
AMERICAN INTERNATIONAL GROUP INC       COMMON SHS      026874107       333       5767    SHARED   3       5767         0         0
AMERICAN INTERNATIONAL GROUP INC       COMMON SHS      026874107     75745    1312732    SHARED   4    1312732         0         0
AMERICAN INTERNATIONAL GROUP INC       COMMON SHS      026874107       711      12331    SHARED   6          0         0     12331
AMERICAN INTERNATIONAL GROUP INC       COMMON SHS      026874107     20316     352105    SHARED   8     350280         0      1825
AMERICAN INTERNATIONAL GROUP INC       COMMON SHS      026874107    248106    4299939    SHARED   9    4299939         0         0
AMERICAN INTERNATIONAL GROUP INC       COMMON SHS      026874107     45406     786931    SHARED   A     626031         0    160900
AMERICAN MEDICAL SYSTEMS HOLDINGS LTD  COMMON SHS      02744M108      5726     263890    SHARED   6          0         0    263890
AMERICAN MEDICAL SYSTEMS HOLDINGS LTD  COMMON SHS      02744M108     26146    1204900    SHARED   A    1204900         0         0
AMERICAN NATIONAL INSURANCE CO         COMMON SHS      028591105     61100     718400    SHARED   4     718400         0         0
AMERICAN NATIONAL INSURANCE CO         COMMON SHS      028591105      1046      12300    SHARED   A      12300         0         0
AMERICAN PACIFIC CORP                  COMMON SHS      028740108      5672     668900    SHARED   4     668900         0         0
AMERICAN PACIFIC CORP                  COMMON SHS      028740108       281      33178    SHARED   A          0         0     33178
AMERICAN POWER CONVERSION CORP         COMMON SHS      029066107      8570     500000    SHARED   7     500000         0         0
AMERICAN POWER CONVERSION CORP         COMMON SHS      029066107       343      20000    SHARED   9      20000         0         0
AMERICAN STANDARD COS INC              COMMON SHS      029712106      2144      25445    SHARED   9      25445         0         0
AMERICAN STANDARD COS INC              COMMON SHS      029712106      4398      52200    SHARED   A      52200         0         0
AMERICAN STATES WATER CO               COMMON SHS      029899101      5834     247500    SHARED   A     247500         0         0
AMERICAN WOODMARK CORP                 COMMON SHS      030506109       770      17200    SHARED   4      17200         0         0
AMERSHAM PLC                           AMER DEP RECPT  030719108       324       7242    SHARED   2       7242         0         0
AMERSHAM PLC                           AMER DEP RECPT  030719108     18751     419011    SHARED   3     419011         0         0
AMERISOURCE HEALTH CORP                CONVERTIBLE BD  03071PAD4      5919    5000000    SHARED   A    5000000         0         0
AMERUS GROUP CO                        COMMON SHS      03072M108     11050     325000    SHARED   4     325000         0         0
AMERUS GROUP CO                        COMMON SHS      03072M108      1197      35200    SHARED   A      35200         0         0
AMERISOURCEBERGEN CORP                 COMMON SHS      03073E105       952      17612    SHARED          17612         0         0
AMERISOURCEBERGEN CORP                 COMMON SHS      03073E105    157347    2911144    SHARED   1    2911144         0         0
AMERISOURCEBERGEN CORP                 COMMON SHS      03073E105      9942     183945    SHARED   2     183945         0         0
AMERISOURCEBERGEN CORP                 COMMON SHS      03073E105         2         37    SHARED   6          0         0        37
AMERISOURCEBERGEN CORP                 COMMON SHS      03073E105       387       7155    SHARED   9       7155         0         0
AMERISOURCEBERGEN CORP                 COMMON SHS      03073E105    115288    2132988    SHARED   A    1988888         0    144100
AMERITRADE HOLDING CORP                COMMON SHS      03074K100       345      30700    SHARED   9      30700         0         0
AMERITRADE HOLDING CORP                COMMON SHS      03074K100     28226    2509000    SHARED   A    2509000         0         0
AMETEK INC                             COMMON SHS      031100100     12636     294818    SHARED   6          0         0    294818
AMETEK INC                             COMMON SHS      031100100       339       7900    SHARED   9       7900         0         0
AMETEK INC                             COMMON SHS      031100100     11688     272700    SHARED   A     272700         0         0
AMGEN INC                              COMMON SHS      031162100       469       7263    SHARED            420         0      6843
AMGEN INC                              COMMON SHS      031162100      1627      25204    SHARED   6          0         0     25204
AMGEN INC                              COMMON SHS      031162100     60179     932000    SHARED   7     932000         0         0
AMGEN INC                              COMMON SHS      031162100     95624    1480934    SHARED   9    1480934         0         0
AMGEN INC                              COMMON SHS      031162100    177867    2754638    SHARED   A    2619438         0    135200
AMKOR TECHNOLOGY INC                   CONVERTIBLE BD  031652AH3     86137   93500000    SHARED   A   93500000         0         0
AMSOUTH BANCORPORATION                 COMMON SHS      032165102       214      10100    SHARED   9      10100         0         0
AMYLIN PHARMACEUTICALS INC             COMMON SHS      032346108      9757     345500    SHARED   A     340600         0      4900
ANADARKO PETROLEUM CORP                COMMON SHS      032511107      3188      76333    SHARED   9      76333         0         0
ANADARKO PETROLEUM CORP                COMMON SHS      032511107      2326      55700    SHARED   A      55700         0         0
ANALOG DEVICES INC                     COMMON SHS      032654105     29500     775909    SHARED   9     775909         0         0
ANALOG DEVICES INC                     COMMON SHS      032654105     22348     587800    SHARED   A     587800         0         0
ANALOG DEVICES                         CONVERTIBLE BD  032654AD7       102     100000    SHARED   9     100000         0         0
ANAREN INC                             COMMON SHS      032744104      9157     717604    SHARED   A     717604         0         0
ANGLO AMERICAN PLC                     AMER DEP RECPT  03485P102        91       5000    SHARED   5       5000         0         0
ANGLO AMERICAN PLC                     AMER DEP RECPT  03485P102       715      39400    SHARED   9      39400         0         0
ANGLO AMERICAN PLC                     AMER DEP RECPT  03485P102      7632     420479    SHARED   A     420479         0         0
ANGIOTECH PHARMACEUTICALS INC          COMMON SHS      034918102     32829     752100    SHARED   A     749000         0      3100
ANGLOGOLD LTD                          AMER DEP RECPT  035128206        14        371    SHARED   1        371         0         0
ANGLOGOLD LTD                          AMER DEP RECPT  035128206       699      18550    SHARED   2      18550         0         0
ANGLOGOLD LTD                          AMER DEP RECPT  035128206       169       4490    SHARED   9       4490         0         0
ANGLOGOLD LTD                          AMER DEP RECPT  035128206    114165    3028240    SHARED   A    3028240         0         0
ANHEUSER BUSCH COS INC                 COMMON SHS      035229103         9        190    SHARED            190         0         0
ANHEUSER BUSCH COS INC                 COMMON SHS      035229103     60507    1226325    SHARED   9    1226325         0         0
ANHEUSER BUSCH COS INC                 COMMON SHS      035229103     14352     290882    SHARED   A     262882         0     28000
ANNALY MORTGAGE MANAGEMENT INC         COMMON SHS      035710409       869      52950    SHARED   9      52950         0         0
ANTHEM INC                             COMMON SHS      03674B104     16563     232205    SHARED   5     232205         0         0
ANTHEM INC                             COMMON SHS      03674B104        43        600    SHARED   9        600         0         0
ANTHEM INC                             COMMON SHS      03674B104      4367      61227    SHARED   A      58727         0      2500
ANTEON INTERNATIONAL CORP              COMMON SHS      03674E108         6        200    SHARED   9        200         0         0
ANTEON INTERNATIONAL CORP              COMMON SHS      03674E108      9945     325000    SHARED   A     325000         0         0
AON CORP                               COMMON SHS      037389103      8545     409856    SHARED         201332         0    208524
AON CORP                               COMMON SHS      037389103      2249     107865    SHARED   1     107865         0         0
AON CORP                               COMMON SHS      037389103      4581     219720    SHARED   2     219720         0         0
AON CORP                               COMMON SHS      037389103      1472      70623    SHARED   3      70623         0         0
AON CORP                               COMMON SHS      037389103        83       4000    SHARED   9       4000         0         0
APACHE CORP                            COMMON SHS      037411105       306       4412    SHARED              0         0      4412
APACHE CORP                            COMMON SHS      037411105      8018     115636    SHARED   8     113867         0      1769
APACHE CORP                            COMMON SHS      037411105     50768     732164    SHARED   9     732164         0         0
APACHE CORP                            COMMON SHS      037411105       782      11280    SHARED   A      11280         0         0
APARTMENT INVESTMENT & MANAGEMENT CO   REAL EST INV TR 03748R101       256       6500    SHARED   9       6500         0         0
APARTMENT INVESTMENT & MANAGEMENT CO   REAL EST INV TR 03748R101      6986     177500    SHARED   A     177500         0         0
APOLLO GROUP INC                       COMMON SHS      037604105      3421      51817    SHARED   9      51817         0         0
APOLLO GROUP INC                       COMMON SHS      037604105      2674      40500    SHARED   A      40500         0         0
UNIVERSITY OF PHOENIX ONLINE           COMMON SHS      037604204     25354     380800    SHARED   A     380800         0         0
APOLLO GOLD CORP                       ORDINARY SHS    03761E102      2688    1250000    SHARED   5    1250000         0         0
APOLLO GOLD CORP                       ORDINARY SHS    03761E102      2473    1150000    SHARED   A    1150000         0         0
APPLE COMPUTER INC                     COMMON SHS      037833100     10315     500000    SHARED   7     500000         0         0
APPLE COMPUTER INC                     COMMON SHS      037833100       641      31060    SHARED   9      31060         0         0
APPLERA CORP-APPLIED BIOSYSTEMS GROUP  COMMON SHS      038020103      1197      53659    SHARED   9      53659         0         0
APPLIED INDUSTRIAL TECHNOLOGIES INC    COMMON SHS      03820C105     13909     700000    SHARED   4     700000         0         0
APPLIED MATERIALS INC                  COMMON SHS      038222105       315      17363    SHARED           1490         0     15873
APPLIED MATERIALS INC                  COMMON SHS      038222105         2        135    SHARED   6          0         0       135
APPLIED MATERIALS INC                  COMMON SHS      038222105     62716    3457337    SHARED   9    3457337         0         0
APPLIED MATERIALS INC                  COMMON SHS      038222105     82780    4563396    SHARED   A    4040696         0    522700
APTARGROUP INC                         COMMON SHS      038336103      8409     229200    SHARED   4     229200         0         0
APTARGROUP INC                         COMMON SHS      038336103       532      14500    SHARED   9      14500         0         0
AQUANTIVE INC                          COMMON SHS      03839G105     18810    2031300    SHARED   A    2031300         0         0
AQUILA INC                             COMMON SHS      03840P102      3958    1171023    SHARED   A    1171023         0         0
ARACRUZ CELULOSE SA                    DEP RCPT PFD    038496204      1032      37790    SHARED   1      37790         0         0
ARACRUZ CELULOSE SA                    DEP RCPT PFD    038496204      5345     195805    SHARED   2     184655         0     11150
ARCH COAL INC                          COMMON SHS      039380100      9983     449500    SHARED   4     449500         0         0
ARCH COAL INC                          COMMON SHS      039380100       151       6800    SHARED   9       6800         0         0
ARCH COAL INC                          COMMON SHS      039380100      7616     342900    SHARED   A     152100         0    190800
ARCH WIRELESS INC                      COMMON SHS      039392709     22009    1958138    SHARED   A    1958138         0         0
ARCHER DANIELS MIDLAND CO              COMMON SHS      039483102     19083    1455638    SHARED   9    1455638         0         0
ARCHSTONE-SMITH TRUST                  REAL EST INV TR 039583109      1296      49113    SHARED   6          0         0     49113
ARCHSTONE-SMITH TRUST                  REAL EST INV TR 039583109       203       7700    SHARED   9       7700         0         0
ARCHSTONE-SMITH TRUST                  REAL EST INV TR 039583109     12047     456685    SHARED   A     456685         0         0
ARCHSTONE-SMITH TRUST                  CONVERT PREF    039583208       715      20000    SHARED   9      20000         0         0
ARCHSTONE-SMITH TRUST                  CONVERT PREF    039583208     36476    1020300    SHARED   A    1020300         0         0
ARDEN REALTY INC                       REAL EST INV TR 039793104      1065      38141    SHARED   6          0         0     38141
ARDEN REALTY INC                       REAL EST INV TR 039793104       120       4300    SHARED   9       4300         0         0
ARDEN REALTY INC                       REAL EST INV TR 039793104     18910     677300    SHARED   A     677300         0         0
ARGOSY GAMING CO                       COMMON SHS      040228108     12596     516227    SHARED   6          0         0    516227
ARGOSY GAMING CO                       COMMON SHS      040228108     33599    1377000    SHARED   A    1377000         0         0
ARM HOLDINGS PLC                       AMER DEP RECPT  042068106     13273    2714300    SHARED   A    2714300         0         0
ARRIS GROUP INC                        COMMON SHS      04269Q100      1546     268939    SHARED   6          0         0    268939
ARRIS GROUP INC                        COMMON SHS      04269Q100      3205     557400    SHARED   A     557400         0         0
ARTISAN COMPONENTS INC                 COMMON SHS      042923102      4651     276700    SHARED   9     276700         0         0
ARTISAN COMPONENTS INC                 COMMON SHS      042923102        17       1000    SHARED   A       1000         0         0
ARTS WAY MANUFACTURING CO INC          COMMON SHS      043168103       642     134500    SHARED   4     134500         0         0
ARVINMERITOR INC                       COMMON SHS      043353101       223      12499    SHARED   7      12499         0         0
ASCENTIAL SOFTWARE CORP                COMMON SHS      04362P207         7        400    SHARED   9        400         0         0
ASCENTIAL SOFTWARE CORP                COMMON SHS      04362P207     12727     686825    SHARED   A     686825         0         0
ASHANTI GOLDFIELDS CO LTD              GLBL DEP RECPT  043743202      8726     835000    SHARED   5     835000         0         0
ASHANTI GOLDFIELDS CO LTD              GLBL DEP RECPT  043743202     31588    3022750    SHARED   A    3022750         0         0
ASHFORD HOSPITALITY TRUST              REAL EST INV TR 044103109       413      46030    SHARED   6          0         0     46030
ASHFORD HOSPITALITY TRUST              REAL EST INV TR 044103109      5831     650000    SHARED   A     650000         0         0
ASK JEEVES INC                         COMMON SHS      045174109     47961    2756400    SHARED   A    2756400         0         0
ASPEN TECHNOLOGY INC                   COMMON SHS      045327103      2726     699063    SHARED   6          0         0    699063
ASPEN TECHNOLOGY INC                   COMMON SHS      045327103     15240    3907612    SHARED   A    3907612         0         0
ASTORIA FINANCIAL CORP                 COMMON SHS      046265104     61042    1975480    SHARED   5    1975480         0         0
ASTORIA FINANCIAL CORP                 COMMON SHS      046265104       142       4600    SHARED   9       4600         0         0
ASTRAZENECA PLC                        AMER DEP RECPT  046353108      6354     146400    SHARED   8     146400         0         0
ASTRAZENECA PLC                        AMER DEP RECPT  046353108      1353      31166    SHARED   9      31166         0         0
ATHEROGENICS INC                       COMMON SHS      047439104      1004      60000    SHARED   6          0         0     60000
ATHEROGENICS INC                       COMMON SHS      047439104      8795     525400    SHARED   A     525400         0         0
ATLANTIC COAST AIRLINES HOLDINGS INC   COMMON SHS      048396105      6102     717000    SHARED   4     717000         0         0
ATLANTIC COAST AIRLINES HOLDINGS INC   COMMON SHS      048396105       177      20857    SHARED   6          0         0     20857
ATLANTIC COAST AIRLINES HOLDINGS INC   COMMON SHS      048396105     26831    3152900    SHARED   A    3152900         0         0
ATLANTIC TELE-NETWORK INC              COMMON SHS      049079205      4759     225000    SHARED   4     225000         0         0
ATMEL CORP                             COMMON SHS      049513104        67      16690    SHARED   9      16690         0         0
ATMEL CORP                             COMMON SHS      049513104     11581    2888000    SHARED   A    2888000         0         0
ATMOS ENERGY CORP                      COMMON SHS      049560105     25060    1046800    SHARED   A    1046800         0         0
ATWOOD OCEANICS INC                    COMMON SHS      050095108      4213     175600    SHARED   4     175600         0         0
ATWOOD OCEANICS INC                    COMMON SHS      050095108     21596     900200    SHARED   A     816000         0     84200
AUTODESK INC                           COMMON SHS      052769106      3038     178500    SHARED   A     178500         0         0
AUTOLIV INC                            ORDINARY SHS    052800109     18022     597355    SHARED         597355         0         0
AUTOLIV INC                            ORDINARY SHS    052800109       100       3300    SHARED   1       3300         0         0
AUTOLIV INC                            ORDINARY SHS    052800109     54509    1806738    SHARED   2    1806602         0       136
AUTOLIV INC                            ORDINARY SHS    052800109      8218     272390    SHARED   3     272390         0         0
AUTOLIV INC                            ORDINARY SHS    052800109        85       2818    SHARED   9       2818         0         0
AUTOMATIC DATA PROCESSING INC          COMMON SHS      053015103      2575      71837    SHARED   6      11866         0     59971
AUTOMATIC DATA PROCESSING INC          COMMON SHS      053015103     28680     800000    SHARED   7     800000         0         0
AUTOMATIC DATA PROCESSING INC          COMMON SHS      053015103     15501     432381    SHARED   9     432381         0         0
AUTOMATIC DATA PROCESSING INC          COMMON SHS      053015103     15448     430900    SHARED   A     341100         0     89800
AUTOZONE INC                           COMMON SHS      053332102         3         30    SHARED   6          0         0        30
AUTOZONE INC                           COMMON SHS      053332102       423       4725    SHARED   9       4725         0         0
AUTOZONE INC                           COMMON SHS      053332102    117820    1315988    SHARED   A    1232888         0     83100
AVALONBAY COMMUNITIES INC              REAL EST INV TR 053484101      1757      37543    SHARED   6          0         0     37543
AVALONBAY COMMUNITIES INC              REAL EST INV TR 053484101        47       1000    SHARED   9       1000         0         0
AVALONBAY COMMUNITIES INC              REAL EST INV TR 053484101     16848     360000    SHARED   A     360000         0         0
AVAYA INC                              COMMON SHS      053499109       111      10144    SHARED   9      10144         0         0
AVAYA INC                              COMMON SHS      053499109     19075    1750000    SHARED   A    1750000         0         0
AVENTIS SA                             AMER DEP RECPT  053561106       226       4327    SHARED   2       4327         0         0
AVENTIS SA                             AMER DEP RECPT  053561106     17320     331167    SHARED   3     331167         0         0
AVENTIS SA                             AMER DEP RECPT  053561106       489       9350    SHARED   9       9350         0         0
AVERY DENNISON CORP                    COMMON SHS      053611109        71       1400    SHARED   6          0         0      1400
AVERY DENNISON CORP                    COMMON SHS      053611109     23340     462000    SHARED   7     462000         0         0
AVERY DENNISON CORP                    COMMON SHS      053611109       945      18711    SHARED   9      18711         0         0
AVID TECHNOLOGY INC                    COMMON SHS      05367P100      9247     175000    SHARED   9     175000         0         0
AVID TECHNOLOGY INC                    COMMON SHS      05367P100        32        600    SHARED   A        600         0         0
AVOCENT CORP                           COMMON SHS      053893103     11292     372800    SHARED   4     372800         0         0
AVOCENT CORP                           COMMON SHS      053893103       216       7131    SHARED   6          0         0      7131
AVOCENT CORP                           COMMON SHS      053893103     83595    2759831    SHARED   A    2759831         0         0
AVON PRODUCTS INC                      COMMON SHS      054303102     32009     495807    SHARED   9     495807         0         0
AXA SA                                 AMER DEP RECPT  054536107      5097     300000    SHARED   1     300000         0         0
AXA SA                                 AMER DEP RECPT  054536107       280      16470    SHARED   2      16470         0         0
AXA SA                                 AMER DEP RECPT  054536107     12034     708308    SHARED   3     708308         0         0
AXA SA                                 AMER DEP RECPT  054536107       729      42904    SHARED   9      42904         0         0
AXCELIS TECHNOLOGIES INC               COMMON SHS      054540109       165      20031    SHARED   9      20031         0         0
AZTAR CORP                             COMMON SHS      054802103     61659    3481600    SHARED   4    3481600         0         0
AXCAN PHARMA INC                       ORDINARY SHS    054923107      7280     398263    SHARED   8     383300         0     14963
BB&T CORP                              COMMON SHS      054937107       289       8057    SHARED   9       8057         0         0
BASF AG                                AMER DEP RECPT  055262505       618      14130    SHARED   2      14130         0         0
BASF AG                                AMER DEP RECPT  055262505     16247     371273    SHARED   3     371273         0         0
BCE INC                                ORDINARY SHS    05534B109     39974    1386361    SHARED        1066554         0    319807
BCE INC                                ORDINARY SHS    05534B109    400912   13753410    SHARED   1   13745694         0      7716
BCE INC                                ORDINARY SHS    05534B109    321862   11047234    SHARED   2   10527505         0    519729
BCE INC                                COMMON SHS      05534B109     11875     543466    SHARED   3     543466         0         0
BCE INC                                ORDINARY SHS    05534B109    119862    4111900    SHARED   5    4111900         0         0
BCE INC                                ORDINARY SHS    05534B109    124890    4284381    SHARED   8    4005427         0    278954
BCE INC                                COMMON SHS      05534B109      3935     155390    SHARED   9     155390         0         0
BCE INC                                ORDINARY SHS    05534B109       120       4120    SHARED   A       4120         0         0
BEI TECHNOLOGIES INC                   COMMON SHS      05538P104       702      45000    SHARED   9      45000         0         0
BISYS GROUP INC                        COMMON SHS      055472104      3833     291515    SHARED   9     291515         0         0
BISYS GROUP INC                        COMMON SHS      055472104       197      15000    SHARED   A      15000         0         0
BISYS GROUP INC                        CONVERTIBLE BD  055472AB0        68      70000    SHARED   9      70000         0         0
BISYS GROUP INC                        CONVERTIBLE BD  055472AB0      3860    4000000    SHARED   A    4000000         0         0
BJ SERVICES CO                         COMMON SHS      055482103     45006    1317129    SHARED   9    1317129         0         0
BJ SERVICES CO                         COMMON SHS      055482103       303       8856    SHARED   A       8856         0         0
BP PLC                                 AMER DEP RECPT  055622104        20        480    SHARED            480         0         0
BP PLC                                 AMER DEP RECPT  055622104      3243      77040    SHARED   2      49660         0     27380
BP PLC                                 AMER DEP RECPT  055622104     12013     285349    SHARED   3     285349         0         0
BP PLC                                 AMER DEP RECPT  055622104     19598     465500    SHARED   5     465500         0         0
BP PLC                                 AMER DEP RECPT  055622104      4152      98611    SHARED   6          0         0     98611
BP PLC                                 AMER DEP RECPT  055622104     12428     295200    SHARED   7     295200         0         0
BP PLC                                 AMER DEP RECPT  055622104      7144     169700    SHARED   8     169700         0         0
BP PLC                                 AMER DEP RECPT  055622104     80246    1906082    SHARED   9    1906082         0         0
BP PLC                                 AMER DEP RECPT  055622104    236416    5615572    SHARED   A    5615572         0         0
BP PRUDHOE BAY ROYALTY TR              COMMON SHS      055630107      2990     151400    SHARED   9     151400         0         0
BMC SOFTWARE INC                       COMMON SHS      055921100     28698    2060192    SHARED        1657629         0    402563
BMC SOFTWARE INC                       COMMON SHS      055921100     85551    6141529    SHARED   1    6139329         0      2200
BMC SOFTWARE INC                       COMMON SHS      055921100     13390     961230    SHARED   2     961230         0         0
BMC SOFTWARE INC                       COMMON SHS      055921100       908      65200    SHARED   8      65200         0         0
BMC SOFTWARE INC                       COMMON SHS      055921100       235      16850    SHARED   9      16850         0         0
BMC SOFTWARE INC                       COMMON SHS      055921100      1954     140292    SHARED   A     140292         0         0
BAKER HUGHES INC                       COMMON SHS      057224107         3         96    SHARED   6          0         0        96
BAKER HUGHES INC                       COMMON SHS      057224107       564      19068    SHARED   9      19068         0         0
BAKER HUGHES INC                       COMMON SHS      057224107       428      14479    SHARED   A      14479         0         0
BALDOR ELECTRIC CO                     COMMON SHS      057741100      4304     203899    SHARED   4     203899         0         0
BALDWIN & LYONS INC                    COMMON SHS      057755209      3593     153875    SHARED   4     153875         0         0
BALL CORPORATION                       COMMON SHS      058498106       238       4400    SHARED   9       4400         0         0
BANCO BRADESCO SA                      DEP RCPT PFD    059460204    115465    5724612    SHARED        5236842         0    487770
BANCO BRADESCO SA                      DEP RCPT PFD    059460204      4931     244475    SHARED   1     244475         0         0
BANCO ITAU HOLDINGS FINANCEIRA S.A.    AMER DEP RECPT  059602201       446      12331    SHARED   1      12331         0         0
BANCO ITAU HOLDINGS FINANCEIRA S.A.    AMER DEP RECPT  059602201      1992      55040    SHARED   9      55040         0         0
BANCO SANTANDER CENTRAL HISPANO SA     AMER DEP RECPT  05964H105       439      51640    SHARED   9      51640         0         0
BANK OF AMERICA CORP                   COMMON SHS      060505104     15059     192960    SHARED         114338         0     78622
BANK OF AMERICA CORP                   COMMON SHS      060505104     10411     133410    SHARED   1     133410         0         0
BANK OF AMERICA CORP                   COMMON SHS      060505104      3270      41900    SHARED   2      41900         0         0
BANK OF AMERICA CORP                   COMMON SHS      060505104      2497      32000    SHARED   4      32000         0         0
BANK OF AMERICA CORP                   COMMON SHS      060505104     20851     267181    SHARED   5     267181         0         0
BANK OF AMERICA CORP                   COMMON SHS      060505104      3054      39135    SHARED   6       7073         0     32062
BANK OF AMERICA CORP                   COMMON SHS      060505104     10880     139420    SHARED   8     129171         0     10249
BANK OF AMERICA CORP                   COMMON SHS      060505104     48763     624851    SHARED   9     624851         0         0
BANK OF AMERICA CORP                   COMMON SHS      060505104     38607     494705    SHARED   A     393705         0    101000
BANK OF HAWAII CORP                    COMMON SHS      062540109       443      13178    SHARED   9      13178         0         0
BANK OF MONTREAL                       ORDINARY SHS    063671101      3141      67273    SHARED   2      67273         0         0
BANK OF MONTREAL                       ORDINARY SHS    063671101    141006    3020041    SHARED   8    2793022         0    227019
BANK OF MONTREAL                       COMMON SHS      063671101       690      20000    SHARED   9      20000         0         0
BANK OF NEW YORK CO INC                COMMON SHS      064057102      3850     132246    SHARED           4260         0    127986
BANK OF NEW YORK CO INC                COMMON SHS      064057102      2234      76744    SHARED   1      76744         0         0
BANK OF NEW YORK CO INC                COMMON SHS      064057102       895      30755    SHARED   2      30755         0         0
BANK OF NEW YORK CO INC                COMMON SHS      064057102         3        115    SHARED   6          0         0       115
BANK OF NEW YORK CO INC                COMMON SHS      064057102      7125     244764    SHARED   8     244764         0         0
BANK OF NEW YORK CO INC                COMMON SHS      064057102     28923     993573    SHARED   9     993573         0         0
BANK OF NEW YORK CO INC                COMMON SHS      064057102     13636     468428    SHARED   A     384228         0     84200
BANK OF NOVA SCOTIA                    ORDINARY SHS    064149107      2192      34733    SHARED   2      34733         0         0
BANK OF NOVA SCOTIA                    ORDINARY SHS    064149107    215815    3420200    SHARED   8    3156126         0    264074
BANK OF NOVA SCOTIA                    ORDINARY SHS    064149107       493      10566    SHARED   9      10566         0         0
BANK ONE CORP                          COMMON SHS      06423A103        15        400    SHARED   6          0         0       400
BANK ONE CORP                          COMMON SHS      06423A103      3502      90601    SHARED   9      90601         0         0
BANK ONE CORP                          COMMON SHS      06423A103      1628      42112    SHARED   A      42112         0         0
BANKNORTH GROUP INC                    COMMON SHS      06646R107      3568     126432    SHARED   5     126432         0         0
BANKNORTH GROUP INC                    COMMON SHS      06646R107       395      14009    SHARED   9      14009         0         0
C R BARD INC                           COMMON SHS      067383109       873      12300    SHARED   9      12300         0         0
C R BARD INC                           COMMON SHS      067383109     37999     535200    SHARED   A     535200         0         0
BARNES & NOBLES INC                    COMMON SHS      067774109       254      10000    SHARED   9      10000         0         0
BARNES & NOBLES INC                    CONVERTIBLE BD  067774AD1       366     355000    SHARED   9     355000         0         0
BARRICK GOLD CORP                      ORDINARY SHS    067901108       610      24000    SHARED          24000         0         0
BARRICK GOLD CORP                      COMMON SHS      067901108    497657   19660404    SHARED   1   19660404         0         0
BARRICK GOLD CORP                      ORDINARY SHS    067901108     42819    1683812    SHARED   2    1585752         0     98060
BARRICK GOLD CORP                      COMMON SHS      067901108    102405    5438370    SHARED   5    5438370         0         0
BARRICK GOLD CORP                      ORDINARY SHS    067901108      1758      69134    SHARED   8      69134         0         0
BARRICK GOLD CORP                      COMMON SHS      067901108       135       7190    SHARED   9       7190         0         0
BARRICK GOLD CORP                      COMMON SHS      067901108     51768    2749235    SHARED   A    2749235         0         0
BARR LABORATORIES INC                  COMMON SHS      068306109         7        100    SHARED   9        100         0         0
BARR LABORATORIES INC                  COMMON SHS      068306109      3581      52500    SHARED   A       8700         0     43800
BAUSCH & LOMB INC                      COMMON SHS      071707103       327       7400    SHARED   9       7400         0         0
BAXTER INTERNATIONAL INC               COMMON SHS      071813109         1         43    SHARED   6          0         0        43
BAXTER INTERNATIONAL INC               COMMON SHS      071813109     14530     500000    SHARED   7     500000         0         0
BAXTER INTERNATIONAL INC               COMMON SHS      071813109     11275     387994    SHARED   8     369050         0     18944
BAXTER INTERNATIONAL INC               COMMON SHS      071813109      1880      64680    SHARED   9      64680         0         0
BAXTER INTERNATIONAL INC               COMMON SHS      071813109         3        100    SHARED   A        100         0         0
BAYER AG                               AMER DEP RECPT  072730302       248      11494    SHARED   2       9900         0      1594
BAYER AG                               AMER DEP RECPT  072730302        11        500    SHARED   9        500         0         0
BAYER AG                               AMER DEP RECPT  072730302       884      41000    SHARED   A      36000         0      5000
BEA SYSTEMS INC                        COMMON SHS      073325102       490      40700    SHARED   9      40700         0         0
BEA SYSTEMS INC                        COMMON SHS      073325102      9743     808547    SHARED   A     808547         0         0
BEAR STEARNS COMPANIES INC             COMMON SHS      073902108     47835     639502    SHARED   5     639502         0         0
BEAR STEARNS COMPANIES INC             COMMON SHS      073902108       251       3357    SHARED   9       3357         0         0
BEARINGPOINT INC                       COMMON SHS      074002106      4252     532869    SHARED         192439         0    340430
BEARINGPOINT INC                       COMMON SHS      074002106      1774     222325    SHARED   1     222325         0         0
BEARINGPOINT INC                       COMMON SHS      074002106      9037    1132450    SHARED   2    1132450         0         0
BEARINGPOINT INC                       COMMON SHS      074002106      1401     175550    SHARED   3     175550         0         0
BEARINGPOINT INC                       COMMON SHS      074002106      9675    1212381    SHARED   6          0         0   1212381
BEARINGPOINT INC                       COMMON SHS      074002106      6800     852100    SHARED   8     852100         0         0
BEARINGPOINT INC                       COMMON SHS      074002106        80      10000    SHARED   9      10000         0         0
BEARINGPOINT INC                       COMMON SHS      074002106     16461    2062800    SHARED   A    2062800         0         0
BEAZER HOMES USA INC                   COMMON SHS      07556Q105         9        112    SHARED   1        112         0         0
BEAZER HOMES USA INC                   COMMON SHS      07556Q105         8        100    SHARED   9        100         0         0
BEAZER HOMES USA INC                   COMMON SHS      07556Q105      1342      15895    SHARED   A      15895         0         0
BECKMAN COULTER INC                    COMMON SHS      075811109       287       6300    SHARED   9       6300         0         0
BECTON DICKINSON & CO                  COMMON SHS      075887109     34711     961000    SHARED   4     961000         0         0
BECTON DICKINSON & CO                  COMMON SHS      075887109        47       1300    SHARED   6          0         0      1300
BECTON DICKINSON & CO                  COMMON SHS      075887109       890      24643    SHARED   9      24643         0         0
BECTON DICKINSON & CO                  COMMON SHS      075887109      1459      40400    SHARED   A      35500         0      4900
BED BATH & BEYOND INC                  COMMON SHS      075896100      3638      95285    SHARED   9      95285         0         0
BED BATH & BEYOND INC                  COMMON SHS      075896100      3352      87800    SHARED   A      87800         0         0
BEDFORD PROPERTY INVESTORS INC         REAL EST INV TR 076446301       557      21450    SHARED   6          0         0     21450
BEDFORD PROPERTY INVESTORS INC         REAL EST INV TR 076446301     13901     535700    SHARED   A     535700         0         0
BELLSOUTH CORP                         COMMON SHS      079860102      3740     157951    SHARED   6      10515         0    147436
BELLSOUTH CORP                         COMMON SHS      079860102     16024     676709    SHARED   9     676709         0         0
BELLSOUTH CORP                         COMMON SHS      079860102     40501    1710334    SHARED   A    1542634         0    167700
BEMIS COMPANY INC                      COMMON SHS      081437105     16962     382900    SHARED   4     382900         0         0
BEMIS COMPANY INC                      COMMON SHS      081437105      8911     201162    SHARED   9     201162         0         0
BERKLEY W R CORP                       COMMON SHS      084423102     31850     929645    SHARED   1     929645         0         0
BERKLEY W R CORP                       COMMON SHS      084423102       676      19727    SHARED   9      19727         0         0
BERKLEY W R CORP                       COMMON SHS      084423102      1531      44695    SHARED   A      44695         0         0
BERKSHIRE HATHAWAY INC                 COMMON SHS      084670108    320700       4276    SHARED   5       4276         0         0
BERKSHIRE HATHAWAY INC                 COMMON SHS      084670108      3750         50    SHARED   9         50         0         0
BERKSHIRE HATHAWAY INC                 COMMON SHS      084670108     18000        240    SHARED   A        240         0         0
BERKSHIRE HATHAWAY INC                 COMMON SHS      084670207    304480     121987    SHARED   5     121987         0         0
BERKSHIRE HATHAWAY INC                 COMMON SHS      084670207     23051       9235    SHARED   9       9235         0         0
BERKSHIRE HATHAWAY INC                 COMMON SHS      084670207      7693       3082    SHARED   A        942         0      2140
BEST BUY COMPANY INC                   COMMON SHS      086516101       238       5000    SHARED           5000         0         0
BEST BUY COMPANY INC                   COMMON SHS      086516101     11660     245375    SHARED   9     245375         0         0
BEST BUY COMPANY INC                   COMMON SHS      086516101      4973     104650    SHARED   A     104650         0         0
BHP BILLITON LTD                       AMER DEP RECPT  088606108       707      49825    SHARED   2      49825         0         0
BHP BILLITON LTD                       AMER DEP RECPT  088606108     20363    1436069    SHARED   3    1436069         0         0
BHP BILLITON LTD                       AMER DEP RECPT  088606108      1798     126802    SHARED   9     126802         0         0
BIG 5 SPORTING GOODS CORP              COMMON SHS      08915P101     10696     700000    SHARED   A     700000         0         0
BIG LOTS INC                           COMMON SHS      089302103     22529    1425000    SHARED   4    1425000         0         0
BIG LOTS INC                           COMMON SHS      089302103         9        600    SHARED   9        600         0         0
BIG LOTS INC                           COMMON SHS      089302103         8        514    SHARED   A        514         0         0
BIO-RAD LABORATORIES INC               COMMON SHS      090572207     26750     524500    SHARED   A     519600         0      4900
BIOGEN INC                             COMMON SHS      090597105      5931     155130    SHARED   9     155130         0         0
BIOGEN INC                             COMMON SHS      090597105     21229     555300    SHARED   A     555300         0         0
BIOMET INC                             COMMON SHS      090613100      1017      30271    SHARED   9      30271         0         0
BIOMET INC                             COMMON SHS      090613100         2         70    SHARED   A         70         0         0
BIOMARIN PHARMACEUTICAL INC            COMMON SHS      09061G101      7740    1010400    SHARED   A    1010400         0         0
BIOTECH HOLDRS TRUST DEPOSITARY RECEIP CLOSE END MUT F 09067D201        26        200    SHARED   9        200         0         0
BIOTECH HOLDRS TRUST DEPOSITARY RECEIP CLOSE END MUT F 09067D201      3226      25000    SHARED   A      25000         0         0
BIOVAIL CORP                           ORDINARY SHS    09067J109      1273      33146    SHARED          30000         0      3146
BIOVAIL CORP                           COMMON SHS      09067J109     39250     790356    SHARED   8     729574         0     60782
BIOVAIL CORP                           COMMON SHS      09067J109     64622    1739486    SHARED   9    1739486         0         0
BIOVAIL CORP                           COMMON SHS      09067J109      1587      42730    SHARED   A      37830         0      4900
BIOSITE INC                            COMMON SHS      090945106         4        130    SHARED   9        130         0         0
BIOSITE INC                            COMMON SHS      090945106       851      30000    SHARED   A      26100         0      3900
BLACK & DECKER CORP                    COMMON SHS      091797100       846      20863    SHARED   9      20863         0         0
H & R BLOCK INC                        COMMON SHS      093671105      3597      83368    SHARED   9      83368         0         0
BLOCKBUSTER INC                        COMMON SHS      093679108       300      14300    SHARED   9      14300         0         0
BOARDWALK EQUITIES INC                 ORDINARY SHS    096613104      2325     151352    SHARED   6          0         0    151352
BOARDWALK EQUITIES INC                 ORDINARY SHS    096613104       159      10340    SHARED   8          0         0     10340
BOARDWALK EQUITIES INC                 ORDINARY SHS    096613104       209      13600    SHARED   9      13600         0         0
BOARDWALK EQUITIES INC                 COMMON SHS      096613104     25072    2189700    SHARED   A    2189700         0         0
BOEING CO                              COMMON SHS      097023105      5175     150729    SHARED          67783         0     82946
BOEING CO                              COMMON SHS      097023105    195373    5691023    SHARED   1    5691023         0         0
BOEING CO                              COMMON SHS      097023105      1222      35600    SHARED   2      35600         0         0
BOEING CO                              COMMON SHS      097023105       345      10039    SHARED   3      10039         0         0
BOEING CO                              COMMON SHS      097023105     34330    1000000    SHARED   7    1000000         0         0
BOEING CO                              COMMON SHS      097023105     11309     329420    SHARED   8     326250         0      3170
BOEING CO                              COMMON SHS      097023105      1262      36748    SHARED   9      36748         0         0
BOEING CO                              COMMON SHS      097023105     10451     304420    SHARED   A     194920         0    109500
BOISE CASCADE CORP                     COMMON SHS      097383103        10        380    SHARED            380         0         0
BOISE CASCADE CORP                     COMMON SHS      097383103      7651     277210    SHARED   2     277210         0         0
BOISE CASCADE CORP                     COMMON SHS      097383103       216       7825    SHARED   3       7825         0         0
BOISE CASCADE CORP                     COMMON SHS      097383103       134       4850    SHARED   9       4850         0         0
BOISE CASCADE CORP                     COMMON SHS      097383103        45       1640    SHARED   A       1640         0         0
BORG WARNER INC                        COMMON SHS      099724106      1347      19850    SHARED   9      19850         0         0
BORG WARNER INC                        COMMON SHS      099724106     56784     836900    SHARED   A     836900         0         0
BORLAND SOFTWARE CORP                  COMMON SHS      099849101      6507     706476    SHARED   6          0         0    706476
BORLAND SOFTWARE CORP                  COMMON SHS      099849101     21211    2303000    SHARED   A    2303000         0         0
BOSTON CHICKEN INC                     CONVERTIBLE BD  100578AB9         0      20000    SHARED   9      20000         0         0
BOSTON PRIVATE FINANCIAL HOLDINGS INC  COMMON SHS      101119105      8288     351800    SHARED   A     351800         0         0
BOSTON PROPERTIES INC                  REAL EST INV TR 101121101      2851      65590    SHARED   6          0         0     65590
BOSTON PROPERTIES INC                  REAL EST INV TR 101121101       950      21850    SHARED   9      21850         0         0
BOSTON PROPERTIES INC                  REAL EST INV TR 101121101     40266     926300    SHARED   A     926300         0         0
BOSTON SCIENTIFIC CORP                 COMMON SHS      101137107       847      13275    SHARED   9      13275         0         0
BOSTON SCIENTIFIC CORP                 COMMON SHS      101137107      1211      18983    SHARED   A      16783         0      2200
BOWATER INC                            COMMON SHS      102183100      3724      88530    SHARED            230         0     88300
BOWATER INC                            COMMON SHS      102183100    156871    3729700    SHARED   1    3729700         0         0
BOWATER INC                            COMMON SHS      102183100       179       4252    SHARED   2       4252         0         0
BOWATER INC                            COMMON SHS      102183100      3085      73338    SHARED   8      73338         0         0
BOWATER INC                            COMMON SHS      102183100       206       4900    SHARED   9       4900         0         0
BOWATER INC                            COMMON SHS      102183100       505      12000    SHARED   A      12000         0         0
BRACKNELL CORP                         ORDINARY SHS    10382K102         0     321400    SHARED   8     321400         0         0
BRADY CORP                             COMMON SHS      104674106     10020     315000    SHARED   4     315000         0         0
BRADY CORP                             COMMON SHS      104674106        16        500    SHARED   6          0         0       500
BRANDYWINE REALTY TRUST                REAL EST INV TR 105368203       862      33550    SHARED   6          0         0     33550
BRANDYWINE REALTY TRUST                REAL EST INV TR 105368203         5        188    SHARED   9        188         0         0
BRANDYWINE REALTY TRUST                REAL EST INV TR 105368203      7124     277300    SHARED   A     277300         0         0
BRASCAN CORP                           ORDINARY SHS    10549P606    228567    6694985    SHARED   5    6694985         0         0
BRASCAN CORP                           ORDINARY SHS    10549P606     88720    2598706    SHARED   8    2356580         0    242126
BRIGGS & STRATTON CORP                 COMMON SHS      109043109      8168     139000    SHARED   4     139000         0         0
BRINKS COMPANY                         COMMON SHS      109696104        39       2250    SHARED   9       2250         0         0
BRINKS COMPANY                         COMMON SHS      109696104      6171     355500    SHARED   A     355500         0         0
BRISTOL MYERS SQUIBB CO                COMMON SHS      110122108     24362     949396    SHARED         693628         0    255768
BRISTOL MYERS SQUIBB CO                COMMON SHS      110122108    528973   20614683    SHARED   1   20612993         0      1690
BRISTOL MYERS SQUIBB CO                COMMON SHS      110122108     16784     654075    SHARED   2     654075         0         0
BRISTOL MYERS SQUIBB CO                COMMON SHS      110122108      1675      65270    SHARED   3      65270         0         0
BRISTOL MYERS SQUIBB CO                COMMON SHS      110122108         2         90    SHARED   6          0         0        90
BRISTOL MYERS SQUIBB CO                COMMON SHS      110122108     16422     640000    SHARED   7     640000         0         0
BRISTOL MYERS SQUIBB CO                COMMON SHS      110122108     13403     522344    SHARED   8     522344         0         0
BRISTOL MYERS SQUIBB CO                COMMON SHS      110122108     28167    1097698    SHARED   9    1097698         0         0
BRISTOL MYERS SQUIBB CO                COMMON SHS      110122108    225713    8796294    SHARED   A    8647194         0    149100
BRITISH AIRWAYS PLC                    AMER DEP RECPT  110419306       232       8225    SHARED   2       8225         0         0
BRITISH AIRWAYS PLC                    AMER DEP RECPT  110419306      7092     251303    SHARED   3     251303         0         0
BRITISH AIRWAYS PLC                    AMER DEP RECPT  110419306     14110     500000    SHARED   7     500000         0         0
BRITISH AIRWAYS PLC                    AMER DEP RECPT  110419306        62       2199    SHARED   9       2199         0         0
BRITISH AMERICAN TOBACCO PLC           AMER DEP RECPT  110448107      2728     125950    SHARED   5     125950         0         0
BRITISH AMERICAN TOBACCO PLC           AMER DEP RECPT  110448107         2         73    SHARED   9         73         0         0
BROADCOM CORP                          COMMON SHS      111320107        67       2500    SHARED   9       2500         0         0
BROADCOM CORP                          COMMON SHS      111320107       990      37200    SHARED   A      37200         0         0
BROOKFIELD PROPERTIES CORP             ORDINARY SHS    112900105       844      26637    SHARED   6          0         0     26637
BROOKFIELD PROPERTIES CORP             COMMON SHS      112900105     11783     501400    SHARED   A     501400         0         0
BROOKLINE BANCORP INC                  COMMON SHS      11373M107     24544    1667400    SHARED   5    1667400         0         0
BROOKLINE BANCORP INC                  COMMON SHS      11373M107        32       2186    SHARED   9       2186         0         0
BROWN-FORMAN CORP                      COMMON SHS      115637100     27312     335860    SHARED   5     335860         0         0
BROWN-FORMAN CORP                      COMMON SHS      115637209     73031     923047    SHARED   5     923047         0         0
TOM BROWN INC                          COMMON SHS      115660201     26001    1011700    SHARED   A    1011700         0         0
BROWN SHOE CO INC                      COMMON SHS      115736100     15523     489700    SHARED   4     489700         0         0
BRUNSWICK CORP                         COMMON SHS      117043109       257      10000    SHARED   9      10000         0         0
BUCKEYE PARTNERS LP                    LTD PARTNERSHIP 118230101       330       8260    SHARED   9       8260         0         0
BURLINGTON NORTHERN SANTA FE CORP      COMMON SHS      12189T104     20004     692900    SHARED   4     692900         0         0
BURLINGTON NORTHERN SANTA FE CORP      COMMON SHS      12189T104     56642    1961970    SHARED   5    1961970         0         0
BURLINGTON NORTHERN SANTA FE CORP      COMMON SHS      12189T104     12196     422445    SHARED   9     422445         0         0
BURLINGTON RESOURCES INC               COMMON SHS      122014103     15062     312484    SHARED   9     312484         0         0
BURLINGTON RESOURCES INC               COMMON SHS      122014103       280       5800    SHARED   A       5800         0         0
BUSINESS OBJECTS SA                    AMER DEP RECPT  12328X107       110       4408    SHARED              0         0      4408
BUSINESS OBJECTS SA                    AMER DEP RECPT  12328X107        30       1190    SHARED   9       1190         0         0
BUSINESS OBJECTS SA                    AMER DEP RECPT  12328X107      9354     374900    SHARED   A     374900         0         0
C&D TECHNOLOGIES INC                   COMMON SHS      124661109     15676     828527    SHARED   6          0         0    828527
C&D TECHNOLOGIES INC                   COMMON SHS      124661109     11776     622400    SHARED   A     622400         0         0
CAE INC                                ORDINARY SHS    124765108     40764    8040273    SHARED   8    7431709         0    608564
CDI CORP                               COMMON SHS      125071100      8429     311823    SHARED   6          0         0    311823
CDI CORP                               COMMON SHS      125071100     18410     681100    SHARED   A     681100         0         0
CDW CORP                               COMMON SHS      12512N105     16531     286295    SHARED   9     286295         0         0
C H ROBINSON WORLDWIDE INC             COMMON SHS      12541W100        22        590    SHARED            590         0         0
C H ROBINSON WORLDWIDE INC             COMMON SHS      12541W100      9536     256284    SHARED   6          0         0    256284
C H ROBINSON WORLDWIDE INC             COMMON SHS      12541W100    135597    3644100    SHARED   A    3644100         0         0
CIGNA CORP                             COMMON SHS      125509109     15113     338478    SHARED         247449         0     91029
CIGNA CORP                             COMMON SHS      125509109    142108    3182700    SHARED   1    3181920         0       780
CIGNA CORP                             COMMON SHS      125509109      7342     164440    SHARED   2     164440         0         0
CIGNA CORP                             COMMON SHS      125509109      1134      25396    SHARED   3      25396         0         0
CIGNA CORP                             COMMON SHS      125509109     47800    1070550    SHARED   5    1070550         0         0
CIGNA CORP                             COMMON SHS      125509109         2         50    SHARED   6          0         0        50
CIGNA CORP                             COMMON SHS      125509109      9697     217180    SHARED   8     217180         0         0
CIGNA CORP                             COMMON SHS      125509109      2964      66389    SHARED   9      66389         0         0
CIGNA CORP                             COMMON SHS      125509109      9484     212400    SHARED   A     209300         0      3100
CIT GROUP INC                          COMMON SHS      125581108     63560    2210000    SHARED   4    2210000         0         0
CIT GROUP INC                          COMMON SHS      125581108         2         82    SHARED   6          0         0        82
CIT GROUP INC                          COMMON SHS      125581108        72       2500    SHARED   9       2500         0         0
CIT GROUP INC                          COMMON SHS      125581108     18936     658400    SHARED   A     309100         0    349300
CMS ENERGY CORP                        COMMON SHS      125896100     29340    3981000    SHARED   A    3981000         0         0
CNA SURETY CORP                        COMMON SHS      12612L108       141      14000    SHARED   9      14000         0         0
CNF INC                                COMMON SHS      12612W104      4325     134945    SHARED   9     134945         0         0
CNOOC LTD                              AMER DEP RECPT  126132109     52806    1536400    SHARED   1    1533800         0      2600
CNOOC LTD                              AMER DEP RECPT  126132109      8845     257332    SHARED   2     255900         0      1432
CNOOC LTD                              AMER DEP RECPT  126132109     11253     327400    SHARED   8     327400         0         0
CNOOC LTD                              AMER DEP RECPT  126132109        34       1000    SHARED   9       1000         0         0
CSX CORP                               COMMON SHS      126408103       390      13323    SHARED   9      13323         0         0
CSX CORP                               COMMON SHS      126408103         4        126    SHARED   A        126         0         0
CUNO INC                               COMMON SHS      126583103      3378      86200    SHARED   7      86200         0         0
CUNO INC                               COMMON SHS      126583103     13521     345000    SHARED   A     345000         0         0
CVS CORP                               COMMON SHS      126650100      4181     134620    SHARED   8     130550         0      4070
CVS CORP                               COMMON SHS      126650100      4633     149172    SHARED   9     149172         0         0
CV THERAPEUTICS INC                    COMMON SHS      126667104       550      25000    SHARED   6          0         0     25000
CV THERAPEUTICS INC                    COMMON SHS      126667104      8234     374250    SHARED   9     374250         0         0
CV THERAPEUTICS INC                    COMMON SHS      126667104      1599      72700    SHARED   A      72700         0         0
CABLE & WIRELESS PLC                   AMER DEP RECPT  126830207       169      29955    SHARED   2      29955         0         0
CABLE & WIRELESS PLC                   AMER DEP RECPT  126830207      4506     797591    SHARED   3     797591         0         0
CABLE & WIRELESS PLC                   AMER DEP RECPT  126830207        12       2120    SHARED   9       2120         0         0
CABLE DESIGN TECHNOLOGIES CORP         COMMON SHS      126924109      3665     458100    SHARED   4     458100         0         0
CABOT CORP                             COMMON SHS      127055101        23        810    SHARED            810         0         0
CABOT CORP                             COMMON SHS      127055101      6768     237400    SHARED   4     237400         0         0
CABOT CORP                             COMMON SHS      127055101     19128     670925    SHARED   6          0         0    670925
CABOT CORP                             COMMON SHS      127055101       349      12250    SHARED   9      12250         0         0
CABOT CORP                             COMMON SHS      127055101    144782    5078275    SHARED   A    5018275         0     60000
CADBURY SCHWEPPES PLC                  AMER DEP RECPT  127209302     12965     516750    SHARED   3     516750         0         0
CADBURY SCHWEPPES PLC                  AMER DEP RECPT  127209302        48       1920    SHARED   9       1920         0         0
CADENCE DESIGN SYS INC                 COMMON SHS      127387108       515      38398    SHARED          30498         0      7900
CADENCE DESIGN SYS INC                 COMMON SHS      127387108    110791    8267977    SHARED   1    8267977         0         0
CADENCE DESIGN SYS INC                 COMMON SHS      127387108      3329     248410    SHARED   2     248410         0         0
CADENCE DESIGN SYS INC                 COMMON SHS      127387108      1765     131708    SHARED   3     131708         0         0
CADENCE DESIGN SYS INC                 COMMON SHS      127387108         1        109    SHARED   6          0         0       109
CADENCE DESIGN SYS INC                 COMMON SHS      127387108       933      69600    SHARED   8      69600         0         0
CADENCE DESIGN SYS INC                 COMMON SHS      127387108       328      24500    SHARED   9      24500         0         0
CADENCE DESIGN SYS INC                 COMMON SHS      127387108        54       4009    SHARED   A       4009         0         0
CAL DIVE INTERNATIONAL INC             COMMON SHS      127914109      8289     426381    SHARED   6          0         0    426381
CAL DIVE INTERNATIONAL INC             COMMON SHS      127914109       194      10000    SHARED   9      10000         0         0
CAL DIVE INTERNATIONAL INC             COMMON SHS      127914109     20202    1039200    SHARED   A    1039200         0         0
CALIFORNIA WATER SERVICE GROUP         COMMON SHS      130788102       191       7400    SHARED   9       7400         0         0
CALIFORNIA WATER SERVICE GROUP         COMMON SHS      130788102      2581     100000    SHARED   A     100000         0         0
CALPINE CORP                           CONVERTIBLE BD  131347BA3    146581  159111000    SHARED   5  159111000         0         0
CAMDEN PROPERTY TRUST                  REAL EST INV TR 133131102       320       8324    SHARED   9       8324         0         0
CAMDEN PROPERTY TRUST                  REAL EST INV TR 133131102       384      10000    SHARED   A      10000         0         0
CAMPBELL SOUP CO                       COMMON SHS      134429109       924      34850    SHARED   9      34850         0         0
CANADIAN IMPERIAL BANK OF COMMERCE CIB ORDINARY SHS    136069101      3079      55664    SHARED   2      55664         0         0
CANADIAN IMPERIAL BANK OF COMMERCE CIB ORDINARY SHS    136069101    120576    2180009    SHARED   8    2074714         0    105295
CANADIAN IMPERIAL BANK OF COMMERCE CIB COMMON SHS      136069101       165       4025    SHARED   9       4025         0         0
CANADIAN NATIONAL RAILWAY CO           ORDINARY SHS    136375102        91       1300    SHARED   2       1300         0         0
CANADIAN NATIONAL RAILWAY CO           ORDINARY SHS    136375102    145481    2084855    SHARED   5    2084855         0         0
CANADIAN NATIONAL RAILWAY CO           ORDINARY SHS    136375102    114330    1638438    SHARED   8    1528818         0    109620
CANADIAN NATIONAL RAILWAY CO           COMMON SHS      136375102      4807      92409    SHARED   9      92409         0         0
CANADIAN NATURAL RESOURCES LTD         ORDINARY SHS    136385101      5870     105600    SHARED              0         0    105600
CANADIAN NATURAL RESOURCES LTD         ORDINARY SHS    136385101      6860     142470    SHARED   2     142470         0         0
CANADIAN NATURAL RESOURCES LTD         ORDINARY SHS    136385101     10833     194880    SHARED   8     194880         0         0
CANADIAN PACIFIC RAILWAY LTD           ORDINARY SHS    13645T100      1741      54437    SHARED   2      54437         0         0
CANADIAN PACIFIC RAILWAY LTD           COMMON SHS      13645T100      5903     250000    SHARED   7     250000         0         0
CANADIAN PACIFIC RAILWAY LTD           ORDINARY SHS    13645T100      9931     310447    SHARED   8     310447         0         0
CANADIAN PACIFIC RAILWAY LTD           COMMON SHS      13645T100       110       4650    SHARED   9       4650         0         0
CANDLEWOOD HOTEL CO INC                COMMON SHS      13741M108       414    1035000    SHARED   A    1035000         0         0
CANON INC                              AMER DEP RECPT  138006309       395       8100    SHARED   2       8100         0         0
CANON INC                              AMER DEP RECPT  138006309      8506     174580    SHARED   9     174580         0         0
CANON INC                              AMER DEP RECPT  138006309        39        800    SHARED   A        800         0         0
CAPITAL AUTOMOTIVE                     REAL EST INV TR 139733109       625      20500    SHARED   9      20500         0         0
CAPITAL ONE FINANCIAL CORP             COMMON SHS      14040H105       821      14400    SHARED   9      14400         0         0
CAPITAL ONE FINANCIAL CORP             COMMON SHS      14040H105      2570      45059    SHARED   A      45059         0         0
CAPITALSOURCE INC                      COMMON SHS      14055X102       105       6000    SHARED   9       6000         0         0
CAPITALSOURCE INC                      COMMON SHS      14055X102      6389     365100    SHARED   A     275000         0     90100
CARBO CERAMICS INC                     COMMON SHS      140781105      1862      51500    SHARED   A      51500         0         0
CARDINAL HEALTH INC                    COMMON SHS      14149Y108       311       5318    SHARED            350         0      4968
CARDINAL HEALTH INC                    COMMON SHS      14149Y108     13795     236250    SHARED   7     236250         0         0
CARDINAL HEALTH INC                    COMMON SHS      14149Y108      9648     165227    SHARED   8     163487         0      1740
CARDINAL HEALTH INC                    COMMON SHS      14149Y108     90283    1546212    SHARED   9    1546212         0         0
CARDINAL HEALTH INC                    COMMON SHS      14149Y108     16314     279391    SHARED   A     276391         0      3000
CAREER EDUCATION CORP                  COMMON SHS      141665109       376       8300    SHARED   9       8300         0         0
CAREMARK RX INC                        COMMON SHS      141705103        18        800    SHARED            800         0         0
CAREMARK RX INC                        COMMON SHS      141705103      1709      75625    SHARED   7      75625         0         0
CAREMARK RX INC                        COMMON SHS      141705103         9        400    SHARED   9        400         0         0
CAREMARK RX INC                        COMMON SHS      141705103     94019    4160149    SHARED   A    4148449         0     11700
CARLISLE COMPANIES INC                 COMMON SHS      142339100     41125     942800    SHARED   4     942800         0         0
CARNIVAL CORP                          COMMON SHS      143658300       395      12020    SHARED          12020         0         0
CARNIVAL CORP                          COMMON SHS      143658300    110740    3366967    SHARED   1    3366967         0         0
CARNIVAL CORP                          COMMON SHS      143658300       411      12501    SHARED   2      12501         0         0
CARNIVAL CORP                          COMMON SHS      143658300     16445     500000    SHARED   7     500000         0         0
CARNIVAL CORP                          COMMON SHS      143658300      9164     278634    SHARED   9     278634         0         0
CARRAMERICA REALTY CORP                REAL EST INV TR 144418100      2142      71760    SHARED   6          0         0     71760
CARRAMERICA REALTY CORP                REAL EST INV TR 144418100       337      11300    SHARED   9      11300         0         0
CARRAMERICA REALTY CORP                REAL EST INV TR 144418100     33629    1126600    SHARED   A    1126600         0         0
CASUAL MALE RETAIL GROUP INC           COMMON SHS      148711104      2626     355400    SHARED   A     355400         0         0
CATAPULT COMMUNICATIONS CORP           COMMON SHS      149016107     11101     882445    SHARED   A     882445         0         0
CATELLUS DEVELOPMENT CORP              COMMON SHS      149111106      1276      52173    SHARED   6          0         0     52173
CATELLUS DEVELOPMENT CORP              COMMON SHS      149111106       137       5600    SHARED   9       5600         0         0
CATELLUS DEVELOPMENT CORP              COMMON SHS      149111106     45247    1850600    SHARED   A    1850600         0         0
CATERPILLAR INC                        COMMON SHS      149123101      2937      42658    SHARED   9      42658         0         0
CATO CORP                              COMMON SHS      149205106      6051     300000    SHARED   4     300000         0         0
CAVALIER HOMES INC                     COMMON SHS      149507105      2208     800000    SHARED   4     800000         0         0
CELL GENESYS INC                       COMMON SHS      150921104      4614     366800    SHARED   9     366800         0         0
CELL GENESYS INC                       COMMON SHS      150921104        15       1200    SHARED   A       1200         0         0
CELESTICA INC                          ORDINARY SHS    15101Q108     13863     772010    SHARED         611385         0    160625
CELESTICA INC                          COMMON SHS      15101Q108     15328     946390    SHARED   1     940690         0      5700
CELESTICA INC                          ORDINARY SHS    15101Q108     84285    4120829    SHARED   2    3965639         0    155190
CELESTICA INC                          COMMON SHS      15101Q108      8311     524000    SHARED   3     524000         0         0
CELESTICA INC                          ORDINARY SHS    15101Q108      5657     265600    SHARED   8     265600         0         0
CELESTICA INC                          COMMON SHS      15101Q108       166      10456    SHARED   9      10456         0         0
CELESTICA INC                          COMMON SHS      15101Q108     15856     999720    SHARED   A     999720         0         0
CELGENE CORP                           COMMON SHS      151020104       322       7429    SHARED              0         0      7429
CELGENE CORP                           COMMON SHS      151020104       680      15700    SHARED   9      15700         0         0
CELGENE CORP                           COMMON SHS      151020104      7167     165414    SHARED   A     165414         0         0
CEMEX SA                               AMER DEP RECPT  151290889       497      19934    SHARED          19934         0         0
CEMEX SA                               AMER DEP RECPT  151290889    255635   10245904    SHARED   1   10233962         0     11942
CEMEX SA                               AMER DEP RECPT  151290889     11583     464260    SHARED   2     464260         0         0
CEMEX SA                               AMER DEP RECPT  151290889      9326     373793    SHARED   3     373793         0         0
CENDANT CORP                           COMMON SHS      151313103        21       1120    SHARED           1120         0         0
CENDANT CORP                           COMMON SHS      151313103      1626      87000    SHARED   4      87000         0         0
CENDANT CORP                           COMMON SHS      151313103    116340    6224741    SHARED   5    6224741         0         0
CENDANT CORP                           COMMON SHS      151313103      1957     104718    SHARED   6          0         0    104718
CENDANT CORP                           COMMON SHS      151313103     76755    4106739    SHARED   A    3656739         0    450000
CENTENE CORP                           COMMON SHS      15135B101      2626      86400    SHARED   A      86400         0         0
CENTERPOINT PROPERTIES CORP            REAL EST INV TR 151895109     19206     281982    SHARED   9     281982         0         0
CENTERPOINT PROPERTIES CORP            CONVERT PREF    151895307      1234      15850    SHARED   9      15850         0         0
CENTERPOINT ENERGY INC                 COMMON SHS      15189T107     44684    4872900    SHARED   A    4872900         0         0
CENTERPULSE AG                         AMER DEP RECPT  152005104      9919     353000    SHARED   5     353000         0         0
CENTRAL PARKING CORP                   COMMON SHS      154785109      1700     138800    SHARED         138800         0         0
CENTRAL PARKING CORP                   COMMON SHS      154785109      6963     568400    SHARED   2     568400         0         0
CENTRAL PARKING CORP                   COMMON SHS      154785109       220      17979    SHARED   3      17979         0         0
CENTRAL PARKING CORP                   COMMON SHS      154785109      5735     468200    SHARED   8     468200         0         0
CENTRAL VERMONT PUBLIC SERVICE CORP    COMMON SHS      155771108      1553      70000    SHARED   4      70000         0         0
CENTRAL VERMONT PUBLIC SERVICE CORP    COMMON SHS      155771108        67       3000    SHARED   9       3000         0         0
CENTRAL VERMONT PUBLIC SERVICE CORP    COMMON SHS      155771108      9200     414800    SHARED   A     414800         0         0
CENTURYTEL INC                         COMMON SHS      156700106      3292      97146    SHARED   9      97146         0         0
CENTURYTEL INC                         COMMON SHS      156700106     52821    1558612    SHARED   A    1558612         0         0
CERIDIAN CORP                          COMMON SHS      156779100        60       3235    SHARED           3235         0         0
CERIDIAN CORP                          COMMON SHS      156779100     15259     819514    SHARED   1     819514         0         0
CERIDIAN CORP                          COMMON SHS      156779100      6293     337950    SHARED   2     337950         0         0
CERIDIAN CORP                          COMMON SHS      156779100       395      21225    SHARED   3      21225         0         0
CERIDIAN CORP                          COMMON SHS      156779100       136       7300    SHARED   9       7300         0         0
CERNER CORP                            COMMON SHS      156782104      1330      43100    SHARED   A      37500         0      5600
CERTEGY INC                            COMMON SHS      156880106      6422     200000    SHARED   7     200000         0         0
CERTEGY INC                            COMMON SHS      156880106       117       3658    SHARED   9       3658         0         0
CHAMPPS ENTERTAINMENT INC              COMMON SHS      158787101      6090     920000    SHARED   4     920000         0         0
CHARLES RIVER ASSOCIATES INC           COMMON SHS      159852102      6930     242900    SHARED   9     242900         0         0
CHARLES RIVER ASSOCIATES INC           COMMON SHS      159852102        26        900    SHARED   A        900         0         0
CHARTER ONE FINANCIAL INC              COMMON SHS      160903100       492      16087    SHARED   9      16087         0         0
CHARMING SHOPPES INC                   COMMON SHS      161133103     29692    5200000    SHARED   4    5200000         0         0
CHARMING SHOPPES INC                   COMMON SHS      161133103     10897    1908384    SHARED   6          0         0   1908384
CHARMING SHOPPES INC                   COMMON SHS      161133103     15094    2643500    SHARED   A    2643500         0         0
CHARMING SHOPPES INC                   CONVERTIBLE BD  161133AC7      1843    2000000    SHARED   A    2000000         0         0
CHARTER COMMUNICATIONS INC             COMMON SHS      16117M107       103      25000    SHARED   9      25000         0         0
CHECKFREE CORP                         CONVERTIBLE BD  162816AC6       125     125000    SHARED   9     125000         0         0
CHELSEA PROPERTY GROUP INC             REAL EST INV TR 163421100      3350      69932    SHARED   9      69932         0         0
CHELSEA PROPERTY GROUP INC             REAL EST INV TR 163421100      6280     131100    SHARED   A     131100         0         0
CHESAPEAKE ENERGY CORP                 COMMON SHS      165167107     19943    1850000    SHARED   A    1850000         0         0
CHEVRONTEXACO CORP                     COMMON SHS      166764100     18184     254500    SHARED         254500         0         0
CHEVRONTEXACO CORP                     COMMON SHS      166764100      6313      88358    SHARED   6       9984         0     78374
CHEVRONTEXACO CORP                     COMMON SHS      166764100      3823      53511    SHARED   8      38700         0     14811
CHEVRONTEXACO CORP                     COMMON SHS      166764100     27163     380167    SHARED   9     380167         0         0
CHEVRONTEXACO CORP                     COMMON SHS      166764100    304178    4257208    SHARED   A    4257208         0         0
CHICO'S FAS INC                        COMMON SHS      168615102       280       9146    SHARED              0         0      9146
CHICO'S FAS INC                        COMMON SHS      168615102     10893     355500    SHARED   9     355500         0         0
CHICO'S FAS INC                        COMMON SHS      168615102        31       1000    SHARED   A       1000         0         0
CHINA MOBILE (HONG KONG) LTD           AMER DEP RECPT  16941M109      1271      97550    SHARED          97550         0         0
CHINA MOBILE (HONG KONG) LTD           AMER DEP RECPT  16941M109      1303     100000    SHARED   1     100000         0         0
CHINA MOBILE (HONG KONG) LTD           AMER DEP RECPT  16941M109     13651    1047680    SHARED   2    1047680         0         0
CHINA MOBILE (HONG KONG) LTD           AMER DEP RECPT  16941M109      2537     194700    SHARED   A     194700         0         0
CHIRON CORP                            COMMON SHS      170040109      1131      21873    SHARED   9      21873         0         0
CHIRON CORP                            COMMON SHS      170040109     12923     250000    SHARED   A     250000         0         0
CHOICEPOINT INC                        COMMON SHS      170388102      5360     160000    SHARED   7     160000         0         0
CHOICEPOINT INC                        COMMON SHS      170388102       572      17080    SHARED   9      17080         0         0
CHOICEPOINT INC                        COMMON SHS      170388102      4020     120000    SHARED   A     120000         0         0
CHROMCRAFT REVINGTON INC               COMMON SHS      171117104      2470     200000    SHARED   4     200000         0         0
CHUBB CORP                             COMMON SHS      171232101        89       1375    SHARED   6          0         0      1375
CHUBB CORP                             COMMON SHS      171232101       104       1600    SHARED   8       1600         0         0
CHUBB CORP                             COMMON SHS      171232101     10793     166349    SHARED   9     166349         0         0
CHUBB CORP                             CONVERT PREF    171232309      5528     200000    SHARED   A     200000         0         0
CHUNGHWA TELECOM CO LTD                AMER DEP RECPT  17133Q205       972      69350    SHARED   1      69350         0         0
CHUNGHWA TELECOM CO LTD                AMER DEP RECPT  17133Q205     63755    4550702    SHARED   2    4381452         0    169250
CHUNGHWA TELECOM CO LTD                AMER DEP RECPT  17133Q205     32971    2353400    SHARED   5    2353400         0         0
CHUNGHWA TELECOM CO LTD                AMER DEP RECPT  17133Q205        10        700    SHARED   9        700         0         0
CHUNGHWA TELECOM CO LTD                AMER DEP RECPT  17133Q205       664      47400    SHARED   A      47400         0         0
CHURCH & DWIGHT CO INC                 COMMON SHS      171340102       279       7960    SHARED   9       7960         0         0
CIENA CORP                             COMMON SHS      171779101       189      31900    SHARED   9      31900         0         0
CIENA CORP                             COMMON SHS      171779101     37159    6287545    SHARED   A    5804845         0    482700
CIENA CORP                             CONVERTIBLE BD  171779AA9       341     400000    SHARED   9     400000         0         0
CINERGY CORP                           COMMON SHS      172474108       235       6415    SHARED   9       6415         0         0
CINERGY CORP                           COMMON SHS      172474108    241816    6589000    SHARED   A    6589000         0         0
CIRCOR INTERNATIONAL INC               COMMON SHS      17273K109     18627     970150    SHARED   4     970150         0         0
CISCO SYSTEMS INC                      COMMON SHS      17275R102        28       1450    SHARED           1450         0         0
CISCO SYSTEMS INC                      COMMON SHS      17275R102         4        183    SHARED   6          0         0       183
CISCO SYSTEMS INC                      COMMON SHS      17275R102     26379    1350000    SHARED   7    1350000         0         0
CISCO SYSTEMS INC                      COMMON SHS      17275R102    130546    6680950    SHARED   9    6680950         0         0
CISCO SYSTEMS INC                      COMMON SHS      17275R102    114022    5835303    SHARED   A    5451303         0    384000
CITADEL BROADCASTING CORP              COMMON SHS      17285T106      6961     352300    SHARED   A     352300         0         0
CINTAS CORP                            COMMON SHS      172908105      1977      53675    SHARED   9      53675         0         0
CITIGROUP INC                          COMMON SHS      172967101       432       9494    SHARED            460         0      9034
CITIGROUP INC                          COMMON SHS      172967101      2867      63000    SHARED   4      63000         0         0
CITIGROUP INC                          COMMON SHS      172967101      8055     177000    SHARED   5     177000         0         0
CITIGROUP INC                          COMMON SHS      172967101      8326     182948    SHARED   6      18683         0    164265
CITIGROUP INC                          COMMON SHS      172967101     26051     572433    SHARED   8     569474         0      2959
CITIGROUP INC                          COMMON SHS      172967101    151761    3334667    SHARED   9    3334667         0         0
CITIGROUP INC                          COMMON SHS      172967101    107525    2362666    SHARED   A    2125966         0    236700
CITIZENS COMMUNICATIONS CO             COMMON SHS      17453B101       193      17242    SHARED   9      17242         0         0
CITIZENS COMMUNICATIONS CO             COMMON SHS      17453B101      3637     324400    SHARED   A     324400         0         0
CITRIX SYSTEMS INC                     COMMON SHS      177376100       997      45165    SHARED   9      45165         0         0
CITY INVESTING CO LIQUIDATING TRUST    COMMON SHS      177900107     12537    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      5440     106753    SHARED   5     106753         0         0
CITY NATIONAL CORP                     COMMON SHS      178566105      7959     156190    SHARED   6          0         0    156190
CITY NATIONAL CORP                     COMMON SHS      178566105       357       7000    SHARED   9       7000         0         0
CITY NATIONAL CORP                     COMMON SHS      178566105     56530    1109300    SHARED   A    1109300         0         0
CLAIRE'S STORES INC                    COMMON SHS      179584107      9951     297400    SHARED   9     297400         0         0
CLAIRE'S STORES INC                    COMMON SHS      179584107        33       1000    SHARED   A       1000         0         0
CLARCOR INC                            COMMON SHS      179895107      5137     131710    SHARED   6          0         0    131710
CLEAR CHANNEL COMMUNICATIONS INC       COMMON SHS      184502102        19        500    SHARED            500         0         0
CLEAR CHANNEL COMMUNICATIONS INC       COMMON SHS      184502102     19150     500000    SHARED   7     500000         0         0
CLEAR CHANNEL COMMUNICATIONS INC       COMMON SHS      184502102     63269    1651933    SHARED   9    1651933         0         0
CLEAR CHANNEL COMMUNICATIONS INC       COMMON SHS      184502102     28613     747064    SHARED   A     747064         0         0
CLEVELAND CLIFFS INC                   COMMON SHS      185896107      8573     334900    SHARED   A     334900         0         0
CLOROX CO                              COMMON SHS      189054109      6431     140201    SHARED   9     140201         0         0
CLOROX CO                              COMMON SHS      189054109     18348     400000    SHARED   A     400000         0         0
COACH INC                              COMMON SHS      189754104      3619      66290    SHARED   9      66290         0         0
COCA-COLA CO                           COMMON SHS      191216100        26        600    SHARED            600         0         0
COCA-COLA CO                           COMMON SHS      191216100       216       5026    SHARED   6          0         0      5026
COCA-COLA CO                           COMMON SHS      191216100     39975     930510    SHARED   9     930510         0         0
COCA-COLA CO                           COMMON SHS      191216100     85507    1990384    SHARED   A    1784584         0    205800
COEUR D'ALENE MINES CORP               COMMON SHS      192108108      9392    3020000    SHARED   5    3020000         0         0
COEUR D'ALENE MINES CORP               COMMON SHS      192108108      1711     550000    SHARED   A     550000         0         0
COGNEX CORP                            COMMON SHS      192422103       331      12600    SHARED   A      12600         0         0
COGNIZANT TECHNOLOGY SOLUTIONS CORP    COMMON SHS      192446102        60       1641    SHARED   6          0         0      1641
COGNIZANT TECHNOLOGY SOLUTIONS CORP    COMMON SHS      192446102        64       1758    SHARED   9       1758         0         0
COGNIZANT TECHNOLOGY SOLUTIONS CORP    COMMON SHS      192446102     40551    1111900    SHARED   A    1111900         0         0
COGNOS INC                             ORDINARY SHS    19244C109         1         24    SHARED   8          0         0        24
COGNOS INC                             COMMON SHS      19244C109     47442    1529400    SHARED   A    1529400         0         0
COHERENT INC                           COMMON SHS      192479103     14777     599974    SHARED   6          0         0    599974
COHERENT INC                           COMMON SHS      192479103        39       1600    SHARED   9       1600         0         0
COHERENT INC                           COMMON SHS      192479103     66028    2680800    SHARED   A    2680800         0         0
COHU INC                               COMMON SHS      192576106     12366     632200    SHARED   4     632200         0         0
COINSTAR INC                           COMMON SHS      19259P300      4966     369200    SHARED   2     369200         0         0
COLGATE-PALMOLIVE CO                   COMMON SHS      194162103       462       8264    SHARED   6          0         0      8264
COLGATE-PALMOLIVE CO                   COMMON SHS      194162103      5015      89726    SHARED   9      89726         0         0
COLGATE-PALMOLIVE CO                   COMMON SHS      194162103      7187     128591    SHARED   A     128591         0         0
COLOMBIA REPUBLIC OF                   LT GOVT BND FXD 195325AT2      5581      50000    SHARED   2      50000         0         0
COLUMBIA LABORATORIES INC              COMMON SHS      197779101       947      78400    SHARED   A      68400         0     10000
COMCAST CORP                           COMMON SHS      20030N101      3237     104814    SHARED         104814         0         0
COMCAST CORP                           COMMON SHS      20030N101       721      23334    SHARED   1      23334         0         0
COMCAST CORP                           COMMON SHS      20030N101      1934      62636    SHARED   2      62636         0         0
COMCAST CORP                           COMMON SHS      20030N101         1         20    SHARED   6          0         0        20
COMCAST CORP                           COMMON SHS      20030N101      2910      94243    SHARED   8      94243         0         0
COMCAST CORP                           COMMON SHS      20030N101     33548    1086408    SHARED   9    1086408         0         0
COMCAST CORP                           COMMON SHS      20030N101      3745     121266    SHARED   A      50484         0     70782
COMCAST CORP                           COMMON SHS      20030N200       386      13056    SHARED              0         0     13056
COMCAST CORP                           COMMON SHS      20030N200         5        155    SHARED   6          0         0       155
COMCAST CORP                           COMMON SHS      20030N200     35735    1209718    SHARED   9    1209718         0         0
COMCAST CORP                           COMMON SHS      20030N200      9940     336500    SHARED   A     336500         0         0
COMERICA INC                           COMMON SHS      200340107      1864      40000    SHARED   5      40000         0         0
COMERICA INC                           COMMON SHS      200340107       446       9579    SHARED   9       9579         0         0
COMERICA INC                           COMMON SHS      200340107    124655    2675000    SHARED   A    2675000         0         0
COMMERCE BANCORP INC                   COMMON SHS      200519106        14        300    SHARED            300         0         0
COMMERCE BANCORP INC                   COMMON SHS      200519106      2619      54675    SHARED   9      54675         0         0
COMMERCE BANCORP INC                   COMMON SHS      200519106     38032     793830    SHARED   A     793830         0         0
COMMERCIAL FEDERAL CORP                COMMON SHS      201647104     43368    1781047    SHARED   5    1781047         0         0
COMMONWEALTH INDUSTRIES INC            COMMON SHS      203004106      4133     870000    SHARED   4     870000         0         0
COMMONWEALTH TELEPHONE ENTERPRISES INC COMMON SHS      203349105       236       5877    SHARED   6          0         0      5877
COMMONWEALTH TELEPHONE ENTERPRISES INC COMMON SHS      203349105        44       1100    SHARED   9       1100         0         0
COMMONWEALTH TELEPHONE ENTERPRISES INC COMMON SHS      203349105      6425     160100    SHARED   A     160100         0         0
CIA ENERGETICA DE MINAS GERAIS (CEMIG) DEP RCPT PFD    204409601       467      39478    SHARED          39478         0         0
COMPANHIA BRASILEIRA DE DISTR PAO DE A DEP RCPT PFD    20440T201       369      19529    SHARED   1      19529         0         0
CIA VALE DO RIO DOCE                   DEP RCPT PFD    204412100     78838    2136530    SHARED        1971660         0    164870
CIA VALE DO RIO DOCE                   DEP RCPT PFD    204412100    100933    2735304    SHARED   1    2735304         0         0
CIA VALE DO RIO DOCE                   DEP RCPT PFD    204412100     63243    1713915    SHARED   2    1666320         0     47595
CIA VALE DO RIO DOCE                   DEP RCPT PFD    204412100     10075     273039    SHARED   3     273039         0         0
CIA VALE DO RIO DOCE                   DEP RCPT PFD    204412100     83934    2274645    SHARED   8    2216945         0     57700
CIA VALE DO RIO DOCE                   DEP RCPT PFD    204412100       701      19000    SHARED   9      19000         0         0
CIA VALE DO RIO DOCE                   AMER DEP RECPT  204412209      9593     235000    SHARED         235000         0         0
CIA VALE DO RIO DOCE                   AMER DEP RECPT  204412209     45220    1107800    SHARED   1    1099560         0      8240
CIA VALE DO RIO DOCE                   AMER DEP RECPT  204412209      1928      47220    SHARED   2      47220         0         0
CIA VALE DO RIO DOCE                   AMER DEP RECPT  204412209        27        670    SHARED   8        670         0         0
CIA VALE DO RIO DOCE                   AMER DEP RECPT  204412209      1102      27000    SHARED   9      27000         0         0
CIA VALE DO RIO DOCE                   AMER DEP RECPT  204412209        54       1320    SHARED   A       1320         0         0
COMPANHIA PARANAENSE DE ENERGIA-COPEL  DEP RCPT PFD    20441B407     18629    5785494    SHARED        5785494         0         0
CIA DE BEBIDAS DAS AMERICAS (AMBEV)    DEP RCPT PFD    20441W203      1381      63800    SHARED   9      63800         0         0
COMPANIA ANONIMA NACIONAL TELEFONOS DE AMER DEP RECPT  204421101      2144     155130    SHARED         132790         0     22340
COMPANIA DE MINAS BUENAVENTURA SA      AMER DEP RECPT  204448104     19572     494493    SHARED   A     494493         0         0
COMPANIA DE TELECOMUNICACIONES DE CHIL AMER DEP RECPT  204449300       292      22920    SHARED   1      22920         0         0
COMPANIA DE TELECOMUNICACIONES DE CHIL AMER DEP RECPT  204449300     86961    6820464    SHARED   2    6300814         0    519650
COMPANIA DE TELECOMUNICACIONES DE CHIL AMER DEP RECPT  204449300      9436     740107    SHARED   8     740107         0         0
COMPASS BANCSHARES INC                 COMMON SHS      20449H109       349      10096    SHARED   9      10096         0         0
COMPUTER ASSOCIATES INTERNATIONAL INC  COMMON SHS      204912109        10        400    SHARED            400         0         0
COMPUTER ASSOCIATES INTERNATIONAL INC  COMMON SHS      204912109       932      35712    SHARED   9      35712         0         0
COMPUTER ASSOCIATES INTERNATIONAL INC  COMMON SHS      204912109      7670     293751    SHARED   A     293751         0         0
COMPUTER SCIENCES CORP                 COMMON SHS      205363104         1         36    SHARED   6          0         0        36
COMPUTER SCIENCES CORP                 COMMON SHS      205363104     37570    1000000    SHARED   7    1000000         0         0
COMPUTER SCIENCES CORP                 COMMON SHS      205363104      3782     100662    SHARED   9     100662         0         0
COMPUTER SCIENCES CORP                 COMMON SHS      205363104      8476     225600    SHARED   A     225600         0         0
COMPUWARE CORP                         COMMON SHS      205638109       223      41600    SHARED   9      41600         0         0
COMVERSE TECHNOLOGY INC                COMMON SHS      205862402       123       8200    SHARED   9       8200         0         0
COMVERSE TECHNOLOGY INC                COMMON SHS      205862402      1248      83397    SHARED   A      83397         0         0
CONAGRA FOODS INC                      COMMON SHS      205887102      4036     190000    SHARED         190000         0         0
CONAGRA FOODS INC                      COMMON SHS      205887102      1554      73150    SHARED   9      73150         0         0
COM21 INC                              COMMON SHS      205937105         0      13000    SHARED   9      13000         0         0
CONCEPTUS INC                          COMMON SHS      206016107      5125     391186    SHARED   6          0         0    391186
CONCEPTUS INC                          COMMON SHS      206016107     14920    1138900    SHARED   A    1138900         0         0
CONCORD COMMUNICATIONS INC             COMMON SHS      206186108      3299     252000    SHARED   9     252000         0         0
CONCORD COMMUNICATIONS INC             COMMON SHS      206186108        10        800    SHARED   A        800         0         0
CONCORD EFS INC                        COMMON SHS      206197105     51053    3734700    SHARED   5    3734700         0         0
CONCORD EFS INC                        COMMON SHS      206197105         1         91    SHARED   6          0         0        91
CONCORD EFS INC                        COMMON SHS      206197105      3815     279105    SHARED   9     279105         0         0
CONCORD EFS INC                        COMMON SHS      206197105      9431     689900    SHARED   A     439600         0    250300
CONCUR TECHNOLOGIES INC                COMMON SHS      206708109       593      50000    SHARED   A      50000         0         0
CONEXANT SYSTEMS INC                   COMMON SHS      207142100      1698     300000    SHARED   7     300000         0         0
CONMED CORP                            COMMON SHS      207410101      4860     235470    SHARED   6          0         0    235470
CONNETICS CORP                         COMMON SHS      208192104        15        817    SHARED   6          0         0       817
CONNETICS CORP                         COMMON SHS      208192104      2088     115600    SHARED   A     115600         0         0
CONOCOPHILLIPS                         COMMON SHS      20825C104      1424      26000    SHARED   4      26000         0         0
CONOCOPHILLIPS                         COMMON SHS      20825C104       887      16210    SHARED   6      12438         0      3772
CONOCOPHILLIPS                         COMMON SHS      20825C104      8911     162751    SHARED   8     162751         0         0
CONOCOPHILLIPS                         COMMON SHS      20825C104      8001     146133    SHARED   9     146133         0         0
CONOCOPHILLIPS                         COMMON SHS      20825C104      2839      51856    SHARED   A      51856         0         0
CONSOL ENERGY                          COMMON SHS      20854P109      2820     151800    SHARED   1     151800         0         0
CONSOL ENERGY                          COMMON SHS      20854P109     10251     551700    SHARED   4     551700         0         0
CONSOL ENERGY                          COMMON SHS      20854P109      1250      67300    SHARED   5      67300         0         0
CONSOLIDATED EDISON INC                COMMON SHS      209115104      1968      48276    SHARED   9      48276         0         0
CONSOLIDATED EDISON INC                COMMON SHS      209115104     20380     500000    SHARED   A     500000         0         0
CONSTELLATION BRANDS INC               COMMON SHS      21036P108       433      14200    SHARED   9      14200         0         0
CONSTELLATION ENERGY GROUP             COMMON SHS      210371100       291       8120    SHARED   9       8120         0         0
CONSTELLATION ENERGY GROUP             COMMON SHS      210371100     21468     600000    SHARED   A     600000         0         0
CONTINENTAL AIRLINES INC               COMMON SHS      210795308      8290     500000    SHARED   7     500000         0         0
CONTINENTAL AIRLINES INC               COMMON SHS      210795308        47       2857    SHARED   A       2857         0         0
CONTINENTAL MATERIAL CORP              COMMON SHS      211615307      2313      99500    SHARED   4      99500         0         0
CONVERGYS CORP                         COMMON SHS      212485106        68       3700    SHARED   9       3700         0         0
CONVERGYS CORP                         COMMON SHS      212485106      4271     232900    SHARED   A     232900         0         0
COOPER CAMERON CORP                    COMMON SHS      216640102       245       5300    SHARED   9       5300         0         0
COOPER COMPANIES INC                   COMMON SHS      216648402        16        400    SHARED   9        400         0         0
COOPER COMPANIES INC                   COMMON SHS      216648402     14315     351300    SHARED   A     351300         0         0
COORS (ADOLFO)                         COMMON SHS      217016104     70033    1302700    SHARED   A    1164800         0    137900
COPART INC                             COMMON SHS      217204106       527      48800    SHARED   9      48800         0         0
CORINTHIAN COLLEGES INC                COMMON SHS      218868107      1615      28250    SHARED   9      28250         0         0
CORN PRODUCTS INTL INC                 COMMON SHS      219023108     35672    1120000    SHARED   4    1120000         0         0
CORN PRODUCTS INTL INC                 COMMON SHS      219023108       892      27997    SHARED   9      27997         0         0
CORN PRODUCTS INTL INC                 COMMON SHS      219023108      1046      32846    SHARED   A      32846         0         0
CORNING INC                            COMMON SHS      219350105     11625    1234084    SHARED   9    1234084         0         0
CORPORATE EXECUTIVE BOARD CO           COMMON SHS      21988R102      8597     183116    SHARED   6          0         0    183116
CORPORATE EXECUTIVE BOARD CO           COMMON SHS      21988R102     35109     747800    SHARED   A     747800         0         0
CORPORATE OFFICE PROPERTIES TRUST      REAL EST INV TR 22002T108       451      24347    SHARED   6          0         0     24347
CORPORATE OFFICE PROPERTIES TRUST      REAL EST INV TR 22002T108       518      28000    SHARED   9      28000         0         0
CORPORATE OFFICE PROPERTIES TRUST      REAL EST INV TR 22002T108      7404     400000    SHARED   A     400000         0         0
CORRECTIONAL PROPERTIES TRUST          REAL EST INV TR 22025E104       437      17500    SHARED   9      17500         0         0
CORUS BANKSHARES INC                   COMMON SHS      220873103       696      13000    SHARED   4      13000         0         0
COST PLUS INC                          COMMON SHS      221485105     23603     639300    SHARED   A     639300         0         0
COSTCO WHOLESALE CORP                  COMMON SHS      22160K105         6        180    SHARED   6          0         0       180
COSTCO WHOLESALE CORP                  COMMON SHS      22160K105      6040     194323    SHARED   8     190965         0      3358
COSTCO WHOLESALE CORP                  COMMON SHS      22160K105     61960    1993552    SHARED   9    1993552         0         0
COSTCO WHOLESALE CORP                  COMMON SHS      22160K105       208       6700    SHARED   A       6700         0         0
COTT CORP                              ORDINARY SHS    22163N106      9101     288745    SHARED   8     288745         0         0
COTT CORP                              COMMON SHS      22163N106        35       1500    SHARED   9       1500         0         0
COUNTRYWIDE FINANCIAL CORP             COMMON SHS      222372104        23        300    SHARED            300         0         0
COUNTRYWIDE FINANCIAL CORP             COMMON SHS      222372104         2         23    SHARED   6          0         0        23
COUNTRYWIDE FINANCIAL CORP             COMMON SHS      222372104       567       7241    SHARED   9       7241         0         0
COUNTRYWIDE FINANCIAL CORP             COMMON SHS      222372104    158921    2030160    SHARED   A    1929160         0    101000
COUNTRYWIDE FINANCIAL CORP             CONVERT ZERO CP 222372AE4    589500    6000000    SHARED   A    6000000         0         0
COURIER CORP                           COMMON SHS      222660102      5091     100000    SHARED   4     100000         0         0
COUSINS PROPERTIES INC                 REAL EST INV TR 222795106      1658      59736    SHARED   6          0         0     59736
COUSINS PROPERTIES INC                 REAL EST INV TR 222795106       250       9000    SHARED   9       9000         0         0
COUSINS PROPERTIES INC                 REAL EST INV TR 222795106     13659     492200    SHARED   A     492200         0         0
COVANSYS CORP                          COMMON SHS      22281W103       365      60000    SHARED   9      60000         0         0
COVENTRY HEALTH CARE INC               COMMON SHS      222862104    101023    1915500    SHARED   A    1912600         0      2900
COX COMMUNICATIONS INC                 COMMON SHS      224044107       585      18511    SHARED   9      18511         0         0
COX COMMUNICATIONS INC                 COMMON SHS      224044107      6346     200700    SHARED   A     110900         0     89800
CP SHIPS LTD                           ORDINARY SHS    22409V102      1901      66718    SHARED   2      66718         0         0
CP SHIPS LTD                           ORDINARY SHS    22409V102     12474     437672    SHARED   8     437672         0         0
CP SHIPS LTD                           COMMON SHS      22409V102         5        225    SHARED   9        225         0         0
CRANE CO                               COMMON SHS      224399105     10678     456120    SHARED   5     456120         0         0
CRANE CO                               COMMON SHS      224399105     13854     591800    SHARED   A     591800         0         0
CREDENCE SYSTEMS CORP                  COMMON SHS      225302108     11079     963400    SHARED   9     963400         0         0
CREDENCE SYSTEMS CORP                  COMMON SHS      225302108      6621     575700    SHARED   A     575700         0         0
CREE INC                               COMMON SHS      225447101      1174      63400    SHARED   9      63400         0         0
CRESCENT REAL ESTATE EQUITIES CO       REAL EST INV TR 225756105       174      12000    SHARED   9      12000         0         0
CRESCENT REAL ESTATE EQUITIES CO       REAL EST INV TR 225756105      3816     263200    SHARED   A     263200         0         0
CROWN AMERICAN REALTY TRUST            REAL EST INV TR 228186102       462      38840    SHARED   6          0         0     38840
CROWN AMERICAN REALTY TRUST            REAL EST INV TR 228186102      1702     143000    SHARED   A     143000         0         0
CROWN CASTLE INTERNATIONAL CORP        COMMON SHS      228227104     74287    7894435    SHARED   1    7894435         0         0
CTI MOLECULAR IMAGING INC              COMMON SHS      22943D105     15659    1060200    SHARED   A    1060200         0         0
CUBIST PHARMACEUTICALS INC             CONVERTIBLE BD  229678AB3      2404    3000000    SHARED   A    3000000         0         0
CULLEN FROST BANKERS INC               COMMON SHS      229899109       378      10144    SHARED   9      10144         0         0
CULLEN FROST BANKERS INC               COMMON SHS      229899109     29482     791900    SHARED   A     791900         0         0
CURTISS WRIGHT CORP                    COMMON SHS      231561408       203       2841    SHARED   9       2841         0         0
CYMER INC                              COMMON SHS      232572107       346       8400    SHARED   9       8400         0         0
CYMER INC                              COMMON SHS      232572107     45703    1109300    SHARED   A    1109300         0         0
CYPRESS BIOSCIENCE INC                 COMMON SHS      232674507         0         37    SHARED   9         37         0         0
CYPRESS BIOSCIENCE INC                 COMMON SHS      232674507      2337     303100    SHARED   A     303100         0         0
CYPRESS SEMICONDUCTOR CORP             COMMON SHS      232806109      7205     407500    SHARED   9     407500         0         0
CYPRESS SEMICONDUCTOR CORP             COMMON SHS      232806109        21       1200    SHARED   A       1200         0         0
CYPRESS SEMICONDUCTOR CORP             CONVERTIBLE BD  232806AF6       653     660000    SHARED   9     660000         0         0
CYTYC CORP                             COMMON SHS      232946103       429      28500    SHARED   9      28500         0         0
CYTYC CORP                             COMMON SHS      232946103      1763     117200    SHARED   A     102100         0     15100
DNP SELECT INCOME FUND INC             CLOSE END MUT F 23325P104       357      33801    SHARED   9      33801         0         0
DRS TECHNOLOGIES INC                   COMMON SHS      23330X100         5        200    SHARED   9        200         0         0
DRS TECHNOLOGIES INC                   COMMON SHS      23330X100      9980     413600    SHARED   A     303800         0    109800
D R HORTON INC                         COMMON SHS      23331A109     37662    1151750    SHARED   4    1151750         0         0
D R HORTON INC                         COMMON SHS      23331A109      5132     156954    SHARED   9     156954         0         0
D R HORTON INC                         COMMON SHS      23331A109     35159    1075200    SHARED   A    1075200         0         0
DST SYSTEMS INC                        COMMON SHS      233326107       402      10700    SHARED   9      10700         0         0
DSP GROUP INC                          COMMON SHS      23332B106      6686     268400    SHARED   9     268400         0         0
DSP GROUP INC                          COMMON SHS      23332B106        22        900    SHARED   A        900         0         0
DTE ENERGY COMPANY                     COMMON SHS      233331107       736      19964    SHARED   9      19964         0         0
DTE ENERGY COMPANY                     COMMON SHS      233331107    256429    6951166    SHARED   A    6667166         0    284000
DANA CORP                              COMMON SHS      235811106       336      21801    SHARED   9      21801         0         0
DANAHER CORP                           COMMON SHS      235851102      2533      34288    SHARED   9      34288         0         0
DARDEN RESTAURANTS INC                 COMMON SHS      237194105         1         73    SHARED   6          0         0        73
DARDEN RESTAURANTS INC                 COMMON SHS      237194105        35       1863    SHARED   9       1863         0         0
DARDEN RESTAURANTS INC                 COMMON SHS      237194105     16449     865759    SHARED   A     655759         0    210000
DEAN FOODS INC                         COMMON SHS      242370104       749      24137    SHARED   9      24137         0         0
DEAN FOODS INC                         COMMON SHS      242370104     81168    2615795    SHARED   A    2559795         0     56000
DECOMA INTERNATIONAL INC               ORDINARY SHS    24359C100      2484     183870    SHARED   2     183870         0         0
DECOMA INTERNATIONAL INC               ORDINARY SHS    24359C100     11531     853530    SHARED   8     853530         0         0
DEERE & CO                             COMMON SHS      244199105     15993     300000    SHARED   7     300000         0         0
DEERE & CO                             COMMON SHS      244199105      2198      41224    SHARED   9      41224         0         0
DEERE & CO                             COMMON SHS      244199105         3         63    SHARED   A         63         0         0
DEL MONTE FOODS CO                     COMMON SHS      24522P103      7819     897685    SHARED         897685         0         0
DEL MONTE FOODS CO                     COMMON SHS      24522P103         3        357    SHARED   6          0         0       357
DEL MONTE FOODS CO                     COMMON SHS      24522P103      1467     168429    SHARED   9     168429         0         0
DELL INC                               COMMON SHS      24702R101         4        128    SHARED   6          0         0       128
DELL INC                               COMMON SHS      24702R101     16695     500000    SHARED   7     500000         0         0
DELL INC                               COMMON SHS      24702R101      9378     280849    SHARED   9     280849         0         0
DELL INC                               COMMON SHS      24702R101     85577    2562952    SHARED   A    2360952         0    202000
DELPHI CORP                            COMMON SHS      247126105      1282     141658    SHARED   6          0         0    141658
DELPHI CORP                            COMMON SHS      247126105       103      11400    SHARED   9      11400         0         0
DELPHI CORP                            COMMON SHS      247126105     10842    1198000    SHARED   A    1198000         0         0
DELTA AIR LINES INC                    COMMON SHS      247361108     12635     950000    SHARED   7     950000         0         0
DELTA AIR LINES INC                    COMMON SHS      247361108        38       2852    SHARED   9       2852         0         0
DELTA AIR LINES INC                    COMMON SHS      247361108         5        397    SHARED   A        397         0         0
DELTA APPAREL INC                      COMMON SHS      247368103      5134     340000    SHARED   4     340000         0         0
DELTA WOODSIDE INDUSTRIES INC          COMMON SHS      247909203      1512     560000    SHARED   4     560000         0         0
DENTSPLY INTERNATIONAL INC             COMMON SHS      249030107        94       2100    SHARED   9       2100         0         0
DENTSPLY INTERNATIONAL INC             COMMON SHS      249030107      2193      48900    SHARED   A      42600         0      6300
DEVON ENERGY CORP                      COMMON SHS      25179M103        15        310    SHARED            310         0         0
DEVON ENERGY CORP                      COMMON SHS      25179M103      1518      31507    SHARED   9      31507         0         0
DEVON ENERGY CORP                      COMMON SHS      25179M103     14376     298324    SHARED   A     298324         0         0
DEVON ENERGY CORP                      CONVERTIBLE BD  25179MAA1       115     112000    SHARED   9     112000         0         0
DEVRY INC                              COMMON SHS      251893103       383      16200    SHARED   9      16200         0         0
DIAGEO PLC                             AMER DEP RECPT  25243Q205       155       3514    SHARED              0         0      3514
DIAGEO PLC                             AMER DEP RECPT  25243Q205      3974      90000    SHARED   8      90000         0         0
DIAGEO PLC                             AMER DEP RECPT  25243Q205      1632      36955    SHARED   9      36955         0         0
DIAL CORP                              COMMON SHS      25247D101      1077      50000    SHARED          50000         0         0
DIAL CORP                              COMMON SHS      25247D101        96       4435    SHARED   1       4435         0         0
DIAL CORP                              COMMON SHS      25247D101      8323     386400    SHARED   2     386400         0         0
DIAL CORP                              COMMON SHS      25247D101       301      13991    SHARED   3      13991         0         0
DIAL CORP                              COMMON SHS      25247D101      5542     257300    SHARED   8     257300         0         0
DIAL CORP                              COMMON SHS      25247D101         2        100    SHARED   9        100         0         0
DIAMONDS TRUST                         OPEN END UT TR  252787106       457       4910    SHARED   9       4910         0         0
DIEBOLD INC                            COMMON SHS      253651103     43458     858000    SHARED   4     858000         0         0
DIEBOLD INC                            COMMON SHS      253651103      3014      59497    SHARED   6       8545         0     50952
DIEBOLD INC                            COMMON SHS      253651103      1428      28200    SHARED   9      28200         0         0
DIEBOLD INC                            COMMON SHS      253651103     70186    1385700    SHARED   A    1385700         0         0
DIGITAL INSIGHT CORP                   COMMON SHS      25385P106     40674    2043900    SHARED   A    2043900         0         0
DIGITAL THEATER SYSTEMS INC            COMMON SHS      25389G102       114       4000    SHARED   9       4000         0         0
DIGITAL THEATER SYSTEMS INC            COMMON SHS      25389G102      6215     218200    SHARED   A     218200         0         0
DILLARDS INC                           COMMON SHS      254067101     39425    2820100    SHARED   4    2820100         0         0
DILLARDS INC                           COMMON SHS      254067101      8342     596711    SHARED   A     596711         0         0
DIME BANCORP INC                       WTS TO EQUITY   25429Q110         4      24100    SHARED   9      24100         0         0
DIMON INC                              COMMON SHS      254394109     21695    3144200    SHARED   4    3144200         0         0
DIMON INC                              COMMON SHS      254394109        21       3000    SHARED   6          0         0      3000
DIONEX CORP                            COMMON SHS      254546104      1904      48370    SHARED   6          0         0     48370
DIONEX CORP                            COMMON SHS      254546104      9840     250000    SHARED   7     250000         0         0
DIONEX CORP                            COMMON SHS      254546104       590      15000    SHARED   9      15000         0         0
DIRECT GENERAL CORP                    COMMON SHS      25456W204      4622     184350    SHARED   9     184350         0         0
DIRECT GENERAL CORP                    COMMON SHS      25456W204        10        400    SHARED   A        400         0         0
DISCOVERY LABORATORIES INC             COMMON SHS      254668106       576      80000    SHARED   A      80000         0         0
DISNEY (WALT) CO                       COMMON SHS      254687106        24       1170    SHARED           1170         0         0
DISNEY (WALT) CO                       COMMON SHS      254687106      2351     116574    SHARED   6          0         0    116574
DISNEY (WALT) CO                       COMMON SHS      254687106     20170    1000000    SHARED   7    1000000         0         0
DISNEY (WALT) CO                       COMMON SHS      254687106     59803    2964958    SHARED   9    2964958         0         0
DISNEY (WALT) CO                       COMMON SHS      254687106     41546    2059774    SHARED   A    2059774         0         0
DIXIE GROUP INC                        COMMON SHS      255519100      3001     405000    SHARED   4     405000         0         0
DOBSON COMMUNICATIONS CORP             COMMON SHS      256069105      1548     190600    SHARED   A     190600         0         0
DOCUMENTUM INC                         COMMON SHS      256159104       243      11384    SHARED              0         0     11384
DOCUMENTUM INC                         COMMON SHS      256159104     20975     984300    SHARED   9     984300         0         0
DOCUMENTUM INC                         COMMON SHS      256159104      1451      68100    SHARED   A      68100         0         0
DOLLAR THRIFTY AUTOMOTIVE GROUP INC    COMMON SHS      256743105     46849    2062000    SHARED   4    2062000         0         0
DOLLAR TREE STORES INC                 COMMON SHS      256747106         1         33    SHARED   6          0         0        33
DOLLAR TREE STORES INC                 COMMON SHS      256747106        34       1000    SHARED   9       1000         0         0
DOLLAR TREE STORES INC                 COMMON SHS      256747106     43152    1288130    SHARED   A    1194030         0     94100
DOMINION RESOURCES INC                 COMMON SHS      25746U109         2         30    SHARED   6          0         0        30
DOMINION RESOURCES INC                 COMMON SHS      25746U109      5433      87778    SHARED   9      87778         0         0
DOMINION RESOURCES INC                 COMMON SHS      25746U109    254409    4110000    SHARED   A    4110000         0         0
DONALDSON CO INC                       COMMON SHS      257651109     22126     410500    SHARED   4     410500         0         0
R R DONNELLEY & SONS CO                COMMON SHS      257867101     23097     928702    SHARED         762302         0    166400
R R DONNELLEY & SONS CO                COMMON SHS      257867101     67845    2727980    SHARED   1    2727980         0         0
R R DONNELLEY & SONS CO                COMMON SHS      257867101      4197     168740    SHARED   2     168740         0         0
R R DONNELLEY & SONS CO                COMMON SHS      257867101       357      14351    SHARED   3      14351         0         0
R R DONNELLEY & SONS CO                COMMON SHS      257867101      3382     135973    SHARED   6      20182         0    115791
R R DONNELLEY & SONS CO                COMMON SHS      257867101      7056     283700    SHARED   8     283700         0         0
R R DONNELLEY & SONS CO                COMMON SHS      257867101       182       7300    SHARED   9       7300         0         0
R R DONNELLEY & SONS CO                COMMON SHS      257867101     28747    1155890    SHARED   A    1155890         0         0
DORAL FINANCIAL CORP                   COMMON SHS      25811P100       291       6200    SHARED   9       6200         0         0
DOREL INDUSTRIES INC                   ORDINARY SHS    25822C205    127617    3270553    SHARED   8    3122825         0    147728
DOT HILL SYSTEMS CORP                  COMMON SHS      25848T109      6134     445800    SHARED   9     445800         0         0
DOT HILL SYSTEMS CORP                  COMMON SHS      25848T109        19       1400    SHARED   A       1400         0         0
DOUBLECLICK INC                        COMMON SHS      258609304     40172    3730000    SHARED   A    3730000         0         0
DOVER CORP                             COMMON SHS      260003108     22212     628000    SHARED   4     628000         0         0
DOVER CORP                             COMMON SHS      260003108        28        800    SHARED   6          0         0       800
DOVER CORP                             COMMON SHS      260003108      2134      60345    SHARED   9      60345         0         0
DOW CHEMICAL CO                        COMMON SHS      260543103     25856     794597    SHARED         635910         0    158687
DOW CHEMICAL CO                        COMMON SHS      260543103    139983    4301877    SHARED   1    4299477         0      2400
DOW CHEMICAL CO                        COMMON SHS      260543103     10981     337470    SHARED   2     337470         0         0
DOW CHEMICAL CO                        COMMON SHS      260543103      1741      53517    SHARED   3      53517         0         0
DOW CHEMICAL CO                        COMMON SHS      260543103      2045      62834    SHARED   6          0         0     62834
DOW CHEMICAL CO                        COMMON SHS      260543103     15727     483307    SHARED   9     483307         0         0
DOW CHEMICAL CO                        COMMON SHS      260543103    106694    3278843    SHARED   A    3278843         0         0
DOW JONES & CO INC                     COMMON SHS      260561105     37211     785880    SHARED   5     785880         0         0
DOW JONES & CO INC                     COMMON SHS      260561105      1890      39918    SHARED   6          0         0     39918
DOW JONES & CO INC                     COMMON SHS      260561105      1206      25460    SHARED   9      25460         0         0
DOW JONES & CO INC                     COMMON SHS      260561105     15375     324700    SHARED   A     324700         0         0
DREXLER TECHNOLOGY CORP                COMMON SHS      261876106      2323     165720    SHARED   6          0         0    165720
DREXLER TECHNOLOGY CORP                COMMON SHS      261876106      7534     537400    SHARED   A     537400         0         0
DU PONT (EI) DE NEMOURS & CO           COMMON SHS      263534109      2972      74282    SHARED   6      12687         0     61595
DU PONT (EI) DE NEMOURS & CO           COMMON SHS      263534109     53995    1349532    SHARED   9    1349532         0         0
DU PONT (EI) DE NEMOURS & CO           COMMON SHS      263534109    148006    3699215    SHARED   A    3699215         0         0
DUCKWALL ALCO STORES INC               COMMON SHS      264142100      4290     300000    SHARED   4     300000         0         0
DUKE ENERGY CORP                       COMMON SHS      264399106        11        600    SHARED   6          0         0       600
DUKE ENERGY CORP                       COMMON SHS      264399106      6797     381661    SHARED   9     381661         0         0
DUKE ENERGY CORP                       COMMON SHS      264399106    104928    5891500    SHARED   A    5891500         0         0
DUKE ENERGY CORP 8.25% PFD             CONVERT PREF    264399585      3889     297800    SHARED   9     297800         0         0
DUKE REALTY CORP                       REAL EST INV TR 264411505       425      14561    SHARED   6          0         0     14561
DUKE REALTY CORP                       REAL EST INV TR 264411505       178       6100    SHARED   9       6100         0         0
DUKE REALTY CORP                       REAL EST INV TR 264411505      2920     100000    SHARED   A     100000         0         0
DUN & BRADSTREET CORP                  COMMON SHS      26483E100      1507      36267    SHARED   1      36267         0         0
DUN & BRADSTREET CORP                  COMMON SHS      26483E100       981      23610    SHARED   2      23610         0         0
DUN & BRADSTREET CORP                  COMMON SHS      26483E100         1         15    SHARED   6          0         0        15
DUN & BRADSTREET CORP                  COMMON SHS      26483E100      5068     122000    SHARED   7     122000         0         0
DUN & BRADSTREET CORP                  COMMON SHS      26483E100       671      16143    SHARED   9      16143         0         0
DUN & BRADSTREET CORP                  COMMON SHS      26483E100      3302      79500    SHARED   A      79500         0         0
DUQUESNE LIGHT HOLDINGS INC            COMMON SHS      266233105       157      10171    SHARED   9      10171         0         0
ECC INTERNATIONAL CORP                 COMMON SHS      268255106      2458     470000    SHARED   4     470000         0         0
EMC CORP                               COMMON SHS      268648102     19158    1516890    SHARED   1    1516890         0         0
EMC CORP                               COMMON SHS      268648102       610      48270    SHARED   2      48270         0         0
EMC CORP                               COMMON SHS      268648102         4        320    SHARED   6          0         0       320
EMC CORP                               COMMON SHS      268648102     12630    1000000    SHARED   7    1000000         0         0
EMC CORP                               COMMON SHS      268648102      3595     284666    SHARED   8     284666         0         0
EMC CORP                               COMMON SHS      268648102      2118     167673    SHARED   9     167673         0         0
EMC CORP                               COMMON SHS      268648102     21418    1695828    SHARED   A    1695828         0         0
ENSCO INTERNATIONAL INC                COMMON SHS      26874Q100       342      12764    SHARED              0         0     12764
ENSCO INTERNATIONAL INC                COMMON SHS      26874Q100      3071     114500    SHARED   4     114500         0         0
ENSCO INTERNATIONAL INC                COMMON SHS      26874Q100     20157     751550    SHARED   9     751550         0         0
ENSCO INTERNATIONAL INC                COMMON SHS      26874Q100       536      20000    SHARED   A      20000         0         0
ENI SPA                                AMER DEP RECPT  26874R108       822      10745    SHARED   2      10745         0         0
ENI SPA                                AMER DEP RECPT  26874R108     16850     220175    SHARED   3     220175         0         0
ENI SPA                                AMER DEP RECPT  26874R108        17        225    SHARED   9        225         0         0
EOG RESOURCES INC                      COMMON SHS      26875P101         8        200    SHARED   9        200         0         0
EOG RESOURCES INC                      COMMON SHS      26875P101      1617      38747    SHARED   A      38747         0         0
E.ON AG                                AMER DEP RECPT  268780103       663      13580    SHARED   2      13580         0         0
E.ON AG                                AMER DEP RECPT  268780103     11110     227669    SHARED   3     227669         0         0
ESB FINANCIAL CORP                     COMMON SHS      26884F102      1207      82907    SHARED   A          0         0     82907
E*TRADE GROUP INC                      COMMON SHS      269246104       139      15000    SHARED   9      15000         0         0
E*TRADE GROUP INC                      COMMON SHS      269246104     79112    8543424    SHARED   A    8543424         0         0
EASTMAN CHEMICAL CO                    COMMON SHS      277432100        13        400    SHARED            400         0         0
EASTMAN CHEMICAL CO                    COMMON SHS      277432100     19018     567700    SHARED   1     567700         0         0
EASTMAN CHEMICAL CO                    COMMON SHS      277432100        12        350    SHARED   6          0         0       350
EASTMAN CHEMICAL CO                    COMMON SHS      277432100       184       5505    SHARED   9       5505         0         0
EASTMAN CHEMICAL CO                    COMMON SHS      277432100     74066    2210940    SHARED   A    2210940         0         0
EASTMAN KODAK CO                       COMMON SHS      277461109        27       1296    SHARED   6          0         0      1296
EASTMAN KODAK CO                       COMMON SHS      277461109      2224     106194    SHARED   9     106194         0         0
EASTMAN KODAK CO                       COMMON SHS      277461109         6        277    SHARED   A        277         0         0
EATON CORP                             COMMON SHS      278058102      7046      79505    SHARED   9      79505         0         0
EBAY INC                               COMMON SHS      278642103     15396     287721    SHARED   9     287721         0         0
EBAY INC                               COMMON SHS      278642103     56178    1049856    SHARED   A    1049856         0         0
ECHOSTAR COMMUNICATIONS CORP           CONVERTIBLE BD  278762AB5       256     250000    SHARED   9     250000         0         0
ECHOSTAR COMMUNICATIONS CORP           CONVERTIBLE BD  278762AD1       256     250000    SHARED   9     250000         0         0
ECHOSTAR COMMUNICATIONS CORP           CONVERTIBLE BD  278762AD1     56306   55000000    SHARED   A   55000000         0         0
ECOLAB INC                             COMMON SHS      278865100       809      32048    SHARED   9      32048         0         0
ECOLOGY & ENVIRONMENT INC              COMMON SHS      278878103      2415     230000    SHARED   4     230000         0         0
EDELBROCK CORP                         COMMON SHS      279434104      2145     194100    SHARED   4     194100         0         0
EDUCATION MANAGEMENT CORP              COMMON SHS      28139T101       444       7700    SHARED   9       7700         0         0
EDWARDS LIFESCIENCES CORP              COMMON SHS      28176E108      1354      50000    SHARED   7      50000         0         0
EDWARDS LIFESCIENCES CORP              COMMON SHS      28176E108        39       1437    SHARED   9       1437         0         0
EL PASO ENERGY CAPITAL TRUST I         CONVERT PREF    283678209      8738     290000    SHARED   A     290000         0         0
ELDER BEERMAN STORES CORP              COMMON SHS      284470101      3188     400000    SHARED   4     400000         0         0
ELDORADO GOLD CORP NEW                 ORDINARY SHS    284902103      9655    2735000    SHARED   5    2735000         0         0
ELECTRO SCIENTIFIC INDUSTRIES INC      COMMON SHS      285229100     18020     855225    SHARED   6          0         0    855225
ELECTRO SCIENTIFIC INDUSTRIES INC      COMMON SHS      285229100     56403    2676938    SHARED   A    2676938         0         0
ELECTRONIC ARTS INC                    COMMON SHS      285512109       378       4100    SHARED   9       4100         0         0
ELECTRONIC ARTS INC                    COMMON SHS      285512109     24166     262016    SHARED   A     262016         0         0
ELECTRONIC DATA SYSTEMS CORP           COMMON SHS      285661104     10090     499500    SHARED         392933         0    106567
ELECTRONIC DATA SYSTEMS CORP           COMMON SHS      285661104    242887   12024107    SHARED   1   12024107         0         0
ELECTRONIC DATA SYSTEMS CORP           COMMON SHS      285661104      4053     200630    SHARED   2     200630         0         0
ELECTRONIC DATA SYSTEMS CORP           COMMON SHS      285661104       338      16730    SHARED   3      16730         0         0
ELECTRONIC DATA SYSTEMS CORP           COMMON SHS      285661104       125       6194    SHARED   6          0         0      6194
ELECTRONIC DATA SYSTEMS CORP           COMMON SHS      285661104       881      43600    SHARED   8      43600         0         0
ELECTRONIC DATA SYSTEMS CORP           COMMON SHS      285661104      5965     295311    SHARED   9     295311         0         0
ELECTRONIC DATA SYSTEMS CORP           COMMON SHS      285661104      9102     450580    SHARED   A     450580         0         0
EMBARCADERO TECHNOLOGIES INC           COMMON SHS      290787100      5575     555300    SHARED   9     555300         0         0
EMBARCADERO TECHNOLOGIES INC           COMMON SHS      290787100        18       1800    SHARED   A       1800         0         0
EMBRAER-EMPRESA BRAS DE AERONAUTICA SA AMER DEP RECPT  29081M102     77001    3649328    SHARED        3260038         0    389290
EMBRAER-EMPRESA BRAS DE AERONAUTICA SA AMER DEP RECPT  29081M102     25177    1193220    SHARED   1    1190168         0      3052
EMBRAER-EMPRESA BRAS DE AERONAUTICA SA AMER DEP RECPT  29081M102     14817     702242    SHARED   2     604250         0     97992
EMBRAER-EMPRESA BRAS DE AERONAUTICA SA AMER DEP RECPT  29081M102     63684    3018200    SHARED   A    3018200         0         0
EMCORE CORP                            COMMON SHS      290846104      1036     352220    SHARED   6          0         0    352220
EMCORE CORP                            COMMON SHS      290846104      4644    1579500    SHARED   A    1579500         0         0
EMERGING MARKETS TELECOMMUNICATIONS FU CLOSE END MUT F 290890102      1630     250000    SHARED   4     250000         0         0
EMERSON ELECTRIC CO                    COMMON SHS      291011104      4895      92964    SHARED              0         0     92964
EMERSON ELECTRIC CO                    COMMON SHS      291011104      1690      32100    SHARED   3      32100         0         0
EMERSON ELECTRIC CO                    COMMON SHS      291011104      3139      59613    SHARED   6       7492         0     52121
EMERSON ELECTRIC CO                    COMMON SHS      291011104     26325     500000    SHARED   7     500000         0         0
EMERSON ELECTRIC CO                    COMMON SHS      291011104       155       2940    SHARED   8       2940         0         0
EMERSON ELECTRIC CO                    COMMON SHS      291011104      7054     133970    SHARED   9     133970         0         0
EMERSON ELECTRIC CO                    COMMON SHS      291011104     18106     343900    SHARED   A     231700         0    112200
EMMIS COMMUNICATIONS CORP              COMMON SHS      291525103       162       8006    SHARED              0         0      8006
EMMIS COMMUNICATIONS CORP              COMMON SHS      291525103      8191     405900    SHARED   9     405900         0         0
EMMIS COMMUNICATIONS CORP              COMMON SHS      291525103        30       1500    SHARED   A       1500         0         0
EMULEX CORP                            COMMON SHS      292475209      5169     202950    SHARED   9     202950         0         0
EMULEX CORP                            COMMON SHS      292475209     20781     815900    SHARED   A     815900         0         0
ENCANA CORP                            ORDINARY SHS    292505104       578      11815    SHARED   2      11815         0         0
ENCANA CORP                            COMMON SHS      292505104     12442     342000    SHARED   7     342000         0         0
ENCANA CORP                            ORDINARY SHS    292505104     84693    1731965    SHARED   8    1630643         0    101322
ENCANA CORP                            COMMON SHS      292505104      1849      50811    SHARED   9      50811         0         0
ENBRIDGE INC                           ORDINARY SHS    29250N105     74262    1542314    SHARED   8    1417047         0    125267
ENDESA SA                              AMER DEP RECPT  29258N107     19038    1224323    SHARED   2     907602         0    316721
ENDESA SA                              AMER DEP RECPT  29258N107      3145     202236    SHARED   8      77036         0    125200
ENDESA SA                              AMER DEP RECPT  29258N107       275      17662    SHARED   9      17662         0         0
ENERGEN CORP                           COMMON SHS      29265N108        13        360    SHARED   9        360         0         0
ENERGEN CORP                           COMMON SHS      29265N108      3745     103500    SHARED   A     103500         0         0
ENERGY EAST CORP                       COMMON SHS      29266M109       163       7286    SHARED   9       7286         0         0
ENERGY EAST CORP                       COMMON SHS      29266M109    129017    5752000    SHARED   A    5752000         0         0
ENERGIZER HOLDINGS INC                 COMMON SHS      29266R108       613      16660    SHARED   9      16660         0         0
ENERPLUS RESOURCES FUND                CLOSE END UT TR 29274D604     21901     621303    SHARED   8     621303         0         0
ENERPLUS RESOURCES FUND                CLOSE END UT TR 29274D604       166       4705    SHARED   9       4705         0         0
ENGELHARD CORP                         COMMON SHS      292845104      1207      43626    SHARED   9      43626         0         0
ENTERCOM COMMUNICATIONS CORP           COMMON SHS      293639100       387       8634    SHARED   9       8634         0         0
ENTERCOM COMMUNICATIONS CORP           COMMON SHS      293639100     41001     914800    SHARED   A     914800         0         0
ENTERGY CORP                           COMMON SHS      29364G103      1094      20200    SHARED          20200         0         0
ENTERGY CORP                           COMMON SHS      29364G103     26864     496100    SHARED   1     496100         0         0
ENTERGY CORP                           COMMON SHS      29364G103     43320     800000    SHARED   4     800000         0         0
ENTERGY CORP                           COMMON SHS      29364G103      1481      27350    SHARED   9      27350         0         0
ENTERGY CORP                           COMMON SHS      29364G103     81333    1502000    SHARED   A    1502000         0         0
ENTERTAINMENT PROPERTIES TRUST         REAL EST INV TR 29380T105       638      21260    SHARED   6          0         0     21260
ENTERTAINMENT PROPERTIES TRUST         REAL EST INV TR 29380T105      9126     304200    SHARED   A     304200         0         0
ENTRAVISION COMMUNICATIONS CORP        COMMON SHS      29382R107     15008    1579760    SHARED   6          0         0   1579760
ENTRAVISION COMMUNICATIONS CORP        COMMON SHS      29382R107     69360    7301100    SHARED   A    7301100         0         0
ENTRUST INC                            COMMON SHS      293848107      7272    1481054    SHARED   6          0         0   1481054
ENTRUST INC                            COMMON SHS      293848107     20066    4086700    SHARED   A    4086700         0         0
ENZON PHARMACEUTICALS INC              COMMON SHS      293904108      4291     368600    SHARED   9     368600         0         0
ENZON PHARMACEUTICALS INC              COMMON SHS      293904108        13       1100    SHARED   A       1100         0         0
ENZON PHARMACEUTICALS INC              CONVERTIBLE BD  293904AB4     16331   19500000    SHARED   A   19500000         0         0
ENVIRONMENTAL ELEMENTS CORP            COMMON SHS      293940102        83     142663    SHARED   A          0         0    142663
EQUIFAX INC                            COMMON SHS      294429105      8908     400000    SHARED   7     400000         0         0
EQUIFAX INC                            COMMON SHS      294429105       207       9316    SHARED   9       9316         0         0
EQUIFAX INC                            COMMON SHS      294429105      3069     137800    SHARED   A     137800         0         0
EQUITABLE RESOURCES INC                COMMON SHS      294549100        25        600    SHARED   9        600         0         0
EQUITABLE RESOURCES INC                COMMON SHS      294549100     17468     425000    SHARED   A     425000         0         0
EQUITY OFFICE PROPERTIES TRUST         REAL EST INV TR 294741103      1597      58000    SHARED   4      58000         0         0
EQUITY OFFICE PROPERTIES TRUST         REAL EST INV TR 294741103      3922     142445    SHARED   6          0         0    142445
EQUITY OFFICE PROPERTIES TRUST         REAL EST INV TR 294741103      4181     151867    SHARED   9     151867         0         0
EQUITY OFFICE PROPERTIES TRUST         REAL EST INV TR 294741103     55776    2026013    SHARED   A    2026013         0         0
EQUITY RESIDENTIAL                     REAL EST INV TR 29476L107      3807     130014    SHARED   6          0         0    130014
EQUITY RESIDENTIAL                     REAL EST INV TR 29476L107      7859     268411    SHARED   9     268411         0         0
EQUITY RESIDENTIAL                     REAL EST INV TR 29476L107     59485    2031600    SHARED   A    2031600         0         0
EQUITY RESIDENTIAL                     CONVERT PREF    29476L859      1070      41025    SHARED   9      41025         0         0
ERICSSON (LM) TELEPHONE CO             AMER DEP RECPT  294821608      1643     111788    SHARED   9     111788         0         0
ERICSSON (LM) TELEPHONE CO             AMER DEP RECPT  294821608      9113     619900    SHARED   A     619900         0         0
ERIE INDTY CO                          COMMON SHS      29530P102     29696     763400    SHARED   4     763400         0         0
ESCO TECHNOLOGIES INC                  COMMON SHS      296315104     27995     618400    SHARED   4     618400         0         0
ESCO TECHNOLOGIES INC                  COMMON SHS      296315104      3314      73204    SHARED   6          0         0     73204
ESPEED INC                             COMMON SHS      296643109     24638    1089700    SHARED   A    1089700         0         0
ESPEY MANUFACTURING & ELECTRONICS CORP COMMON SHS      296650104      1790      78000    SHARED   4      78000         0         0
ESPRIT EXPLORATION LTD                 ORDINARY SHS    29666K109      8771    3297200    SHARED   8    3297200         0         0
ESSEX PROPERTY TRUST INC               REAL EST INV TR 297178105       514       8200    SHARED   9       8200         0         0
ESSEX PROPERTY TRUST INC               REAL EST INV TR 297178105     18813     300000    SHARED   A     300000         0         0
EVERGREEN RESOURCES INC                COMMON SHS      299900308      4847     179500    SHARED   9     179500         0         0
EVERGREEN RESOURCES INC                COMMON SHS      299900308        16        600    SHARED   A        600         0         0
EXAR CORP                              COMMON SHS      300645108     10740     760100    SHARED   A     760100         0         0
EXELON CORP                            COMMON SHS      30161N101         2         25    SHARED   6          0         0        25
EXELON CORP                            COMMON SHS      30161N101      4587      72243    SHARED   9      72243         0         0
EXELON CORP                            COMMON SHS      30161N101    365376    5753950    SHARED   A    5675350         0     78600
EXELIXIS INC                           COMMON SHS      30161Q104       536      75000    SHARED   6          0         0     75000
EXELIXIS INC                           COMMON SHS      30161Q104     10974    1537000    SHARED   A    1537000         0         0
EXODUS COMMUNICATIONS INC              COMMON SHS      302088109         0      30200    SHARED   9      30200         0         0
EXPEDITORS INT'L WAS INC               COMMON SHS      302130109        22        650    SHARED            650         0         0
EXPEDITORS INT'L WAS INC               COMMON SHS      302130109         1         29    SHARED   6          0         0        29
EXPEDITORS INT'L WAS INC               COMMON SHS      302130109    102013    2964641    SHARED   A    2964641         0         0
EXPONENT INC                           COMMON SHS      30214U102      1739     100000    SHARED   4     100000         0         0
EXPRESS SCRIPTS INC                    COMMON SHS      302182100      1602      26205    SHARED   9      26205         0         0
EXPRESS SCRIPTS INC                    COMMON SHS      302182100     17905     292800    SHARED   A     292800         0         0
EXTREME NETWORKS INC                   COMMON SHS      30226D106      4935     782158    SHARED   6          0         0    782158
EXTREME NETWORKS INC                   COMMON SHS      30226D106     29670    4702100    SHARED   A    4702100         0         0
EXXON MOBIL CORP                       COMMON SHS      30231G102       460      12557    SHARED            530         0     12027
EXXON MOBIL CORP                       COMMON SHS      30231G102      4196     114642    SHARED   6          0         0    114642
EXXON MOBIL CORP                       COMMON SHS      30231G102     17981     491277    SHARED   8     469152         0     22125
EXXON MOBIL CORP                       COMMON SHS      30231G102    273367    7469054    SHARED   9    7469054         0         0
EXXON MOBIL CORP                       COMMON SHS      30231G102     64503    1762383    SHARED   A    1260983         0    501400
FBL FINANCIAL GROUP INC                COMMON SHS      30239F106     12936     525000    SHARED   4     525000         0         0
FLIR SYSTEMS INC                       COMMON SHS      302445101     17982     701864    SHARED   6          0         0    701864
FLIR SYSTEMS INC                       COMMON SHS      302445101        26       1000    SHARED   9       1000         0         0
FLIR SYSTEMS INC                       COMMON SHS      302445101     26171    1021500    SHARED   A    1021500         0         0
FMC CORP                               COMMON SHS      302491303      6807     270125    SHARED   6          0         0    270125
FMC CORP                               COMMON SHS      302491303     20092     797300    SHARED   A     797300         0         0
FMC TECHNOLOGIES INC                   COMMON SHS      30249U101      9461     441677    SHARED   6          0         0    441677
FMC TECHNOLOGIES INC                   COMMON SHS      30249U101     16179     755316    SHARED   A     755316         0         0
FPL GROUP INC                          COMMON SHS      302571104        44        700    SHARED   6          0         0       700
FPL GROUP INC                          COMMON SHS      302571104     12989     205526    SHARED   9     205526         0         0
FPL GROUP INC                          COMMON SHS      302571104    155364    2458299    SHARED   A    2394199         0     64100
FSI INTERNATIONAL INC                  COMMON SHS      302633102      3315     650000    SHARED   4     650000         0         0
FSI INTERNATIONAL INC                  COMMON SHS      302633102         5       1000    SHARED   9       1000         0         0
FTI CONSULTING INC                     COMMON SHS      302941109     12958     746875    SHARED   9     746875         0         0
FTI CONSULTING INC                     COMMON SHS      302941109        40       2300    SHARED   A       2300         0         0
FAIR ISAAC INC                         COMMON SHS      303250104      1150      19500    SHARED   9      19500         0         0
FAIR ISAAC INC                         COMMON SHS      303250104      8543     144894    SHARED   A     144894         0         0
FAIRCHILD SEMICONDUCTOR CORP           CONVERTIBLE BD  303727AJ0     18249   18550000    SHARED   A   18550000         0         0
FAIRMONT HOTELS & RESORTS INC          ORDINARY SHS    305204109       881      25318    SHARED   2      25318         0         0
FAIRMONT HOTELS & RESORTS INC          ORDINARY SHS    305204109     13427     467547    SHARED   6          0         0    467547
FAIRMONT HOTELS & RESORTS INC          COMMON SHS      305204109      3219     125000    SHARED   7     125000         0         0
FAIRMONT HOTELS & RESORTS INC          ORDINARY SHS    305204109      3059      87922    SHARED   8      87922         0         0
FAIRMONT HOTELS & RESORTS INC          COMMON SHS      305204109        70       2725    SHARED   9       2725         0         0
FAIRMONT HOTELS & RESORTS INC          COMMON SHS      305204109     72450    2813600    SHARED   A    2813600         0         0
FAMILY DOLLAR STORES INC               COMMON SHS      307000109        24        600    SHARED            600         0         0
FAMILY DOLLAR STORES INC               COMMON SHS      307000109     70254    1761200    SHARED   4    1761200         0         0
FAMILY DOLLAR STORES INC               COMMON SHS      307000109       271       6800    SHARED   6          0         0      6800
FAMILY DOLLAR STORES INC               COMMON SHS      307000109      7978     200000    SHARED   7     200000         0         0
FAMILY DOLLAR STORES INC               COMMON SHS      307000109      2726      68350    SHARED   9      68350         0         0
FAMILY DOLLAR STORES INC               COMMON SHS      307000109     16395     411000    SHARED   A     411000         0         0
FARMER BROS CO                         COMMON SHS      307675108     59157     184688    SHARED   5     184688         0         0
FASTNET CORPORATION                    COMMON SHS      311877104        13     898400    SHARED   9     898400         0         0
FREDDIE MAC                            COMMON SHS      313400301        22        420    SHARED            420         0         0
FREDDIE MAC                            COMMON SHS      313400301      1623      31000    SHARED   4      31000         0         0
FREDDIE MAC                            COMMON SHS      313400301    164424    3140865    SHARED   5    3140865         0         0
FREDDIE MAC                            COMMON SHS      313400301         3         51    SHARED   6          0         0        51
FREDDIE MAC                            COMMON SHS      313400301       732      13980    SHARED   9      13980         0         0
FREDDIE MAC                            COMMON SHS      313400301     45717     873289    SHARED   A     636489         0    236800
FANNIE MAE                             COMMON SHS      313586109        20        280    SHARED            280         0         0
FANNIE MAE                             COMMON SHS      313586109     81944    1167300    SHARED   4    1167300         0         0
FANNIE MAE                             COMMON SHS      313586109      2678      38148    SHARED   6       6586         0     31562
FANNIE MAE                             COMMON SHS      313586109        35        500    SHARED   8        500         0         0
FANNIE MAE                             COMMON SHS      313586109     32041     456424    SHARED   9     456424         0         0
FANNIE MAE                             COMMON SHS      313586109     67100     955842    SHARED   A     774292         0    181550
FEDERAL SIGNAL CORP                    COMMON SHS      313855108       222      14900    SHARED   9      14900         0         0
FEDERATED DEPARTMENT STORES INC        COMMON SHS      31410H101     37375     892000    SHARED   4     892000         0         0
FEDERATED DEPARTMENT STORES INC        COMMON SHS      31410H101      1128      26918    SHARED   9      26918         0         0
FEDERATED INVESTORS INC                COMMON SHS      314211103         1         52    SHARED   6          0         0        52
FEDERATED INVESTORS INC                COMMON SHS      314211103       763      27550    SHARED   9      27550         0         0
FEDERATED INVESTORS INC                COMMON SHS      314211103    103837    3748625    SHARED   A    3748625         0         0
FEDEX CORP                             COMMON SHS      31428X106       826      12822    SHARED   9      12822         0         0
FELCOR LODGING TRUST INC               REAL EST INV TR 31430F101      8360     806972    SHARED   6          0         0    806972
FELCOR LODGING TRUST INC               REAL EST INV TR 31430F101      2048     197700    SHARED   A     197700         0         0
FELCOR LODGING TRUST INC               CONVERT PREF    31430F200     48112    2106500    SHARED   A    2106500         0         0
FERRO CORP                             COMMON SHS      315405100       238      11137    SHARED   9      11137         0         0
F5 NETWORKS INC                        COMMON SHS      315616102     33499    1741100    SHARED   A    1741100         0         0
FIDELITY NATIONAL FINANCIAL INC        COMMON SHS      316326107       535      17788    SHARED   9      17788         0         0
FIFTH THIRD BANCORP                    COMMON SHS      316773100        23        410    SHARED            410         0         0
FIFTH THIRD BANCORP                    COMMON SHS      316773100         2         33    SHARED   6          0         0        33
FIFTH THIRD BANCORP                    COMMON SHS      316773100     12079     217751    SHARED   9     217751         0         0
FIFTH THIRD BANCORP                    COMMON SHS      316773100     44956     810459    SHARED   A     584859         0    225600
FILENET CORP                           COMMON SHS      316869106      5038     251028    SHARED   6          0         0    251028
FILENET CORP                           COMMON SHS      316869106     23390    1165400    SHARED   A    1165400         0         0
FINANCIAL FEDERAL CORP                 COMMON SHS      317492106      9992     327503    SHARED   6          0         0    327503
FINANCIAL FEDERAL CORP                 COMMON SHS      317492106        31       1000    SHARED   9       1000         0         0
FINANCIAL FEDERAL CORP                 COMMON SHS      317492106     23975     785800    SHARED   A     785800         0         0
FIRST COMMUNITY BANCORP                COMMON SHS      31983B101     14252     425560    SHARED   5     425560         0         0
FIRST DATA CORP                        COMMON SHS      319963104       299       7481    SHARED            620         0      6861
FIRST DATA CORP                        COMMON SHS      319963104         6        139    SHARED   6          0         0       139
FIRST DATA CORP                        COMMON SHS      319963104     56740    1419918    SHARED   9    1419918         0         0
FIRST DATA CORP                        COMMON SHS      319963104     60388    1511216    SHARED   A    1451216         0     60000
FIRST DEFIANCE FINANCIAL CORP          COMMON SHS      32006W106      5476     235000    SHARED   4     235000         0         0
FIRST HORIZON PHARMACEUTICAL CORP      COMMON SHS      32051K106       131      20468    SHARED   6          0         0     20468
FIRST HORIZON PHARMACEUTICAL CORP      COMMON SHS      32051K106      7036    1099400    SHARED   A    1099400         0         0
FIRST INDIANA CORP                     COMMON SHS      32054R108      1702      92000    SHARED   4      92000         0         0
FIRST HEALTH GROUP CORP                COMMON SHS      320960107       553      21150    SHARED   9      21150         0         0
FIRST NIAGARA FINANCIAL GROUP INC      COMMON SHS      33582V108      1510     100000    SHARED   4     100000         0         0
FIRST NIAGARA FINANCIAL GROUP INC      COMMON SHS      33582V108     42183    2793549    SHARED   5    2793549         0         0
FIRST ST BANCORPORATION                COMMON SHS      336453105      4172     140900    SHARED   5     140900         0         0
FIRST ST BANCORPORATION                COMMON SHS      336453105      5617     189700    SHARED   A     189700         0         0
FIRST TENNESSEE NATIONAL CORP          COMMON SHS      337162101       382       9000    SHARED   9       9000         0         0
FIRST TENNESSEE NATIONAL CORP          COMMON SHS      337162101         4        100    SHARED   A        100         0         0
FISERV INC                             COMMON SHS      337738108      3058      84398    SHARED   9      84398         0         0
FIRSTENERGY CORP                       COMMON SHS      337932107       826      25890    SHARED   9      25890         0         0
FIRSTENERGY CORP                       COMMON SHS      337932107    308879    9682729    SHARED   A    9682729         0         0
FISHER SCIENTIFIC INTERNATIONAL INC    COMMON SHS      338032204     10469     263760    SHARED   6          0         0    263760
FISHER SCIENTIFIC INTERNATIONAL INC    COMMON SHS      338032204        28        700    SHARED   9        700         0         0
FISHER SCIENTIFIC INTERNATIONAL INC    COMMON SHS      338032204     41718    1051100    SHARED   A    1043100         0      8000
FLEET BOSTON FINANCIAL CORP            COMMON SHS      339030108      1417      47000    SHARED   4      47000         0         0
FLEET BOSTON FINANCIAL CORP            COMMON SHS      339030108     78373    2599437    SHARED   5    2599437         0         0
FLEET BOSTON FINANCIAL CORP            COMMON SHS      339030108      2708      89810    SHARED   6          0         0     89810
FLEET BOSTON FINANCIAL CORP            COMMON SHS      339030108     17593     583521    SHARED   9     583521         0         0
FLEET BOSTON FINANCIAL CORP            COMMON SHS      339030108    191697    6358100    SHARED   A    6358100         0         0
FLEXSTEEL INDUSTRIES INC               COMMON SHS      339382103      1093      60000    SHARED   4      60000         0         0
FLORIDA EAST COAST INDUSTRIES INC      COMMON SHS      340632108     13528     470546    SHARED   1     470546         0         0
FLORIDA EAST COAST INDUSTRIES INC      COMMON SHS      340632108    183365    6377910    SHARED   5    6377910         0         0
FLORIDA EAST COAST INDUSTRIES INC      COMMON SHS      340632108        89       3100    SHARED   9       3100         0         0
FLUOR CORP                             COMMON SHS      343412102       243       6520    SHARED   9       6520         0         0
FLOWSERVE CORP                         COMMON SHS      34354P105     22862    1126191    SHARED   6          0         0   1126191
FLOWSERVE CORP                         COMMON SHS      34354P105     57281    2821700    SHARED   A    2821700         0         0
FOMENTO ECONOMICO MEXICANO SA DE CV FE AMER DEP RECPT  344419106     54652    1432550    SHARED        1241550         0    191000
FOMENTO ECONOMICO MEXICANO SA DE CV FE AMER DEP RECPT  344419106      9463     248050    SHARED   5     248050         0         0
FOOT LOCKER INC                        COMMON SHS      344849104     32325    1995400    SHARED   A    1995400         0         0
FORD MOTOR CO                          COMMON SHS      345370860     36968    3432541    SHARED   1    3432541         0         0
FORD MOTOR CO                          COMMON SHS      345370860      1663     154388    SHARED   9     154388         0         0
FORD MOTOR CO                          COMMON SHS      345370860         5        447    SHARED   A        447         0         0
FORD MOTOR CO CAP TR II                CONVERT PREF    345395206      6208     143330    SHARED   9     143330         0         0
FORD MOTOR CO CAP TR II                CONVERT PREF    345395206    315249    7278900    SHARED   A    7278900         0         0
FORDING CANADIAN COAL TR               EQUITY UNIT     345425102      6752     229664    SHARED   5     229664         0         0
FORDING CANADIAN COAL TR               COMMON SHS      345425102         0          5    SHARED   9          5         0         0
FOREST CITY ENTERPRISES INC            COMMON SHS      345550107       892      20399    SHARED   6          0         0     20399
FOREST CITY ENTERPRISES INC            COMMON SHS      345550107      8632     197300    SHARED   A     197300         0         0
FOREST LABORATORIES INC                COMMON SHS      345838106       632      12286    SHARED            430         0     11856
FOREST LABORATORIES INC                COMMON SHS      345838106     62870    1221962    SHARED   9    1221962         0         0
FOREST LABORATORIES INC                COMMON SHS      345838106     49783     967600    SHARED   A     757500         0    210100
FOREST OIL CORP                        COMMON SHS      346091705        48       2000    SHARED   9       2000         0         0
FOREST OIL CORP                        COMMON SHS      346091705       479      20000    SHARED   A      20000         0         0
FORTUNE BRANDS INC                     COMMON SHS      349631101        88       1544    SHARED   6          0         0      1544
FORTUNE BRANDS INC                     COMMON SHS      349631101      1101      19396    SHARED   9      19396         0         0
FORWARD AIR CORP                       COMMON SHS      349853101     14589     527628    SHARED   6          0         0    527628
FORWARD AIR CORP                       COMMON SHS      349853101     50380    1822048    SHARED   A    1822048         0         0
FOSSIL INC                             COMMON SHS      349882100       199       8203    SHARED              0         0      8203
FOSSIL INC                             COMMON SHS      349882100     12373     510650    SHARED   9     510650         0         0
FOSSIL INC                             COMMON SHS      349882100        39       1600    SHARED   A       1600         0         0
FOUR SEASONS HOTELS INC                COMMON SHS      35100E104     42697     857200    SHARED   A     857200         0         0
FOX ENTERTAINMENT GROUP INC            COMMON SHS      35138T107     23816     850860    SHARED   5     850860         0         0
FOX ENTERTAINMENT GROUP INC            COMMON SHS      35138T107      1762      62964    SHARED   9      62964         0         0
FOX ENTERTAINMENT GROUP INC            COMMON SHS      35138T107     19651     702075    SHARED   A     702075         0         0
FRANKLIN RESOURCES INC                 COMMON SHS      354613101         3         68    SHARED   6          0         0        68
FRANKLIN RESOURCES INC                 COMMON SHS      354613101    464172   10499264    SHARED   9   10499264         0         0
FRANKLIN RESOURCES INC                 COMMON SHS      354613101     49744    1125182    SHARED   A          0         0   1125182
FRED'S INC                             COMMON SHS      356108100     16480     500000    SHARED   4     500000         0         0
FRED'S INC                             COMMON SHS      356108100      1869      56690    SHARED   9      56690         0         0
FRED'S INC                             COMMON SHS      356108100     31569     957800    SHARED   A     957800         0         0
FREEPORT MCMORAN COPPER & GOLD INC     COMMON SHS      35671D857       121       3665    SHARED   9       3665         0         0
FREEPORT MCMORAN COPPER & GOLD INC     COMMON SHS      35671D857     28456     859700    SHARED   A     859700         0         0
FRESH BRANDS INC                       COMMON SHS      35803U108     10348     758100    SHARED   4     758100         0         0
FURNITURE BRANDS INTERNATIONAL INC     COMMON SHS      360921100     16482     683900    SHARED   9     683900         0         0
FURNITURE BRANDS INTERNATIONAL INC     COMMON SHS      360921100        53       2200    SHARED   A       2200         0         0
G & K SERVICES INC                     COMMON SHS      361268105      1035      29583    SHARED   9      29583         0         0
GA FINANCIAL INC                       COMMON SHS      361437106      4666     172000    SHARED   4     172000         0         0
GSI LUMONICS INC                       ORDINARY SHS    36229U102      1324     120000    SHARED         120000         0         0
GSI LUMONICS INC                       ORDINARY SHS    36229U102        89       8085    SHARED   1       8085         0         0
GSI LUMONICS INC                       ORDINARY SHS    36229U102     19213    1741890    SHARED   2    1690820         0     51070
GSI LUMONICS INC                       ORDINARY SHS    36229U102     13170    1194040    SHARED   8    1194040         0         0
GTSI CORP                              COMMON SHS      36238K103      2102     203100    SHARED   4     203100         0         0
GALEN HOLDINGS PLC                     AMER DEP RECPT  363240102      7667     168500    SHARED   A     168500         0         0
ARTHUR J GALLAGHER & CO                COMMON SHS      363576109     52021    1839500    SHARED   4    1839500         0         0
ARTHUR J GALLAGHER & CO                COMMON SHS      363576109      2845     100617    SHARED   6       9924         0     90693
ARTHUR J GALLAGHER & CO                COMMON SHS      363576109        17        600    SHARED   9        600         0         0
ARTHUR J GALLAGHER & CO                COMMON SHS      363576109    105762    3739820    SHARED   A    3558520         0    181300
GALLAHER GROUP PLC                     AMER DEP RECPT  363595109      1333      35550    SHARED   5      35550         0         0
GALLAHER GROUP PLC                     AMER DEP RECPT  363595109       260       6920    SHARED   9       6920         0         0
GAMESTOP CORP                          COMMON SHS      36466R101      1953     122800    SHARED         122800         0         0
GAMESTOP CORP                          COMMON SHS      36466R101     11252     707700    SHARED   2     707700         0         0
GAMESTOP CORP                          COMMON SHS      36466R101        64       4000    SHARED   9       4000         0         0
GANNETT CO INC                         COMMON SHS      364730101     15822     204000    SHARED         204000         0         0
GANNETT CO INC                         COMMON SHS      364730101       985      12700    SHARED   2      12700         0         0
GANNETT CO INC                         COMMON SHS      364730101      1277      16465    SHARED   3      16465         0         0
GANNETT CO INC                         COMMON SHS      364730101      3258      42000    SHARED   4      42000         0         0
GANNETT CO INC                         COMMON SHS      364730101     28433     366600    SHARED   5     366600         0         0
GANNETT CO INC                         COMMON SHS      364730101     10221     131782    SHARED   9     131782         0         0
GANNETT CO INC                         COMMON SHS      364730101      3358      43300    SHARED   A      43300         0         0
GAP INC                                COMMON SHS      364760108      2321     135559    SHARED   9     135559         0         0
GARDEN FRESH RESTAURANT CORP           COMMON SHS      365235100      4296     270000    SHARED   4     270000         0         0
GARTNER INC                            COMMON SHS      366651107      1513     137300    SHARED         137300         0         0
GARTNER INC                            COMMON SHS      366651107        12       1060    SHARED   1       1060         0         0
GARTNER INC                            COMMON SHS      366651107      1662     150840    SHARED   A     150840         0         0
GARTNER INC                            COMMON SHS      366651206      3260     299336    SHARED   1     299336         0         0
GARTNER INC                            COMMON SHS      366651206      9218     846509    SHARED   2     846509         0         0
GARTNER INC                            COMMON SHS      366651206        21       1901    SHARED   9       1901         0         0
GATEWAY INC                            COMMON SHS      367626108      2830     500000    SHARED   7     500000         0         0
GEHL CO                                COMMON SHS      368483103      4615     405200    SHARED   4     405200         0         0
GENAERA CORP                           COMMON SHS      36867G100       463     100000    SHARED   6          0         0    100000
GENENTECH INC                          COMMON SHS      368710406        20        250    SHARED            250         0         0
GENENTECH INC                          COMMON SHS      368710406     40070     500000    SHARED   7     500000         0         0
GENENTECH INC                          COMMON SHS      368710406      9850     122906    SHARED   9     122906         0         0
GENENTECH INC                          COMMON SHS      368710406    102219    1275500    SHARED   A    1274300         0      1200
GENERAL DYNAMICS CORP                  COMMON SHS      369550108        22        280    SHARED            280         0         0
GENERAL DYNAMICS CORP                  COMMON SHS      369550108      2698      34559    SHARED   6       6160         0     28399
GENERAL DYNAMICS CORP                  COMMON SHS      369550108     39030     500000    SHARED   7     500000         0         0
GENERAL DYNAMICS CORP                  COMMON SHS      369550108       101       1300    SHARED   9       1300         0         0
GENERAL DYNAMICS CORP                  COMMON SHS      369550108     32590     417500    SHARED   A     417500         0         0
GENERAL ELECTRIC CO                    COMMON SHS      369604103       647      21703    SHARED           1440         0     20263
GENERAL ELECTRIC CO                    COMMON SHS      369604103     67394    2260800    SHARED   4    2260800         0         0
GENERAL ELECTRIC CO                    COMMON SHS      369604103      5119     171718    SHARED   6          0         0    171718
GENERAL ELECTRIC CO                    COMMON SHS      369604103     20985     703951    SHARED   8     669684         0     34267
GENERAL ELECTRIC CO                    COMMON SHS      369604103    406667   13641958    SHARED   9   13641958         0         0
GENERAL ELECTRIC CO                    COMMON SHS      369604103    112025    3757982    SHARED   A    3006782         0    751200
GENERAL GROWTH PROPERTIES              REAL EST INV TR 370021107       968      13506    SHARED   6          0         0     13506
GENERAL GROWTH PROPERTIES              REAL EST INV TR 370021107      1834      25574    SHARED   9      25574         0         0
GENERAL GROWTH PROPERTIES              REAL EST INV TR 370021107     34182     476730    SHARED   A     476730         0         0
GENERAL MILLS INC                      COMMON SHS      370334104     19360     411300    SHARED         411300         0         0
GENERAL MILLS INC                      COMMON SHS      370334104    152068    3230670    SHARED   1    3230670         0         0
GENERAL MILLS INC                      COMMON SHS      370334104       562      11935    SHARED   2      11935         0         0
GENERAL MILLS INC                      COMMON SHS      370334104         3         55    SHARED   6          0         0        55
GENERAL MILLS INC                      COMMON SHS      370334104      4012      85237    SHARED   8      52500         0     32737
GENERAL MILLS INC                      COMMON SHS      370334104      4515      95913    SHARED   9      95913         0         0
GENERAL MILLS INC                      COMMON SHS      370334104      1600      34000    SHARED   A          0         0     34000
GENERAL MOTORS CORP                    COMMON SHS      370442105     40202     982218    SHARED   1     982218         0         0
GENERAL MOTORS CORP                    COMMON SHS      370442105      2188      53467    SHARED   9      53467         0         0
GENERAL MOTORS CORP                    CONVERT PREF    370442717        54       2000    SHARED   9       2000         0         0
GENERAL MOTORS CORP                    CONVERT PREF    370442717    131166    4867000    SHARED   A    4867000         0         0
GENERAL MOTORS CORP - GM HUGHES ELECTR COMMON SHS      370442832      1056      73781    SHARED   9      73781         0         0
GENERAL MOTORS CORP - GM HUGHES ELECTR COMMON SHS      370442832      1436     100378    SHARED   A     100378         0         0
GENESEE CORP                           COMMON SHS      371601204       545     116800    SHARED   4     116800         0         0
GENESIS HEALTH VENTURES INC            COMMON SHS      37183F107       259      10700    SHARED   A       9300         0      1400
GENTEX CORP                            COMMON SHS      371901109     78697    2258800    SHARED   A    2258800         0         0
GENLYTE GROUP INC                      COMMON SHS      372302109      5489     123300    SHARED   4     123300         0         0
GENTA INC                              COMMON SHS      37245M207      5798     457600    SHARED   A     457600         0         0
GENUINE PARTS CO                       COMMON SHS      372460105        43       1350    SHARED   6          0         0      1350
GENUINE PARTS CO                       COMMON SHS      372460105     14765     461700    SHARED   7     461700         0         0
GENUINE PARTS CO                       COMMON SHS      372460105      5175     161832    SHARED   8     113625         0     48207
GENUINE PARTS CO                       COMMON SHS      372460105       348      10875    SHARED   9      10875         0         0
GENZYME CORP-GENERAL DIVISION          COMMON SHS      372917104       861      18620    SHARED   9      18620         0         0
GENZYME CORP-GENERAL DIVISION          COMMON SHS      372917104     37763     816500    SHARED   A     813500         0      3000
GEORGIA-PACIFIC (GEORGIA-PAC CORP)     COMMON SHS      373298108      3901     160940    SHARED   2     160940         0         0
GEORGIA-PACIFIC (GEORGIA-PAC CORP)     COMMON SHS      373298108       145       5969    SHARED   8       5969         0         0
GEORGIA-PACIFIC (GEORGIA-PAC CORP)     COMMON SHS      373298108       766      31614    SHARED   9      31614         0         0
GEORGIA-PACIFIC (GEORGIA-PAC CORP)     COMMON SHS      373298108     64792    2672950    SHARED   A    2672950         0         0
GIBRALTAR STEEL CORP                   COMMON SHS      37476F103      5246     238000    SHARED   4     238000         0         0
GIBRALTAR STEEL CORP                   COMMON SHS      37476F103     24916    1130500    SHARED   A    1130500         0         0
GILEAD SCIENCES INC                    COMMON SHS      375558103      1119      20000    SHARED   6          0         0     20000
GILEAD SCIENCES INC                    COMMON SHS      375558103       103       1850    SHARED   9       1850         0         0
GILEAD SCIENCES INC                    COMMON SHS      375558103     58335    1043000    SHARED   A    1043000         0         0
GILLETTE CO                            COMMON SHS      375766102       256       8000    SHARED   6          0         0      8000
GILLETTE CO                            COMMON SHS      375766102      5092     159210    SHARED   8     155430         0      3780
GILLETTE CO                            COMMON SHS      375766102      7755     242481    SHARED   9     242481         0         0
GILLETTE CO                            COMMON SHS      375766102        11        340    SHARED   A        340         0         0
GILDAN ACTIVEWEAR INC                  ORDINARY SHS    375916103    130412    3438239    SHARED   8    3212070         0    226169
GLAMIS GOLD LTD                        COMMON SHS      376775102     53810    3009500    SHARED   5    3009500         0         0
GLAMIS GOLD LTD                        COMMON SHS      376775102      6019     456000    SHARED   A     456000         0         0
GLAXOSMITHKLINE PLC                    AMER DEP RECPT  37733W105     15486     365235    SHARED   3     365235         0         0
GLAXOSMITHKLINE PLC                    AMER DEP RECPT  37733W105      2544      60000    SHARED   8      60000         0         0
GLAXOSMITHKLINE PLC                    AMER DEP RECPT  37733W105      2454      57866    SHARED   9      57866         0         0
GLAXOSMITHKLINE PLC                    AMER DEP RECPT  37733W105      1268      29900    SHARED   A      26100         0      3800
GLENBOROUGH REALTY TRUST INC           REAL EST INV TR 37803P105      1697      89974    SHARED   6          0         0     89974
GLENBOROUGH REALTY TRUST INC           REAL EST INV TR 37803P105       322      17050    SHARED   9      17050         0         0
GLENBOROUGH REALTY TRUST INC           REAL EST INV TR 37803P105     26532    1406800    SHARED   A    1406800         0         0
GLENBOROUGH REALTY TRUST INC           CONVERT PREF    37803P204       538      22450    SHARED   9      22450         0         0
GLENBOROUGH REALTY TRUST INC           CONVERT PREF    37803P204     93651    3907000    SHARED   A    3907000         0         0
GLIMCHER REALTY TRUST                  REAL EST INV TR 379302102      1646      78134    SHARED   6          0         0     78134
GLIMCHER REALTY TRUST                  REAL EST INV TR 379302102        21       1000    SHARED   9       1000         0         0
GLIMCHER REALTY TRUST                  REAL EST INV TR 379302102     19926     945700    SHARED   A     945700         0         0
GLOBAL INDUSTRIES LTD                  COMMON SHS      379336100     17411    3826500    SHARED   4    3826500         0         0
GLOBAL INDUSTRIES LTD                  COMMON SHS      379336100       534     117400    SHARED   A     117400         0         0
GLOBAL PAYMENTS INC                    COMMON SHS      37940X102        75       2076    SHARED   9       2076         0         0
GLOBAL PAYMENTS INC                    COMMON SHS      37940X102     23731     659200    SHARED   A     659200         0         0
GOLD FIELDS LTD                        AMER DEP RECPT  38059T106      5520     389528    SHARED   A     389528         0         0
GOLDEN TELECOM INC                     ORDINARY SHS    38122G107      1420      51930    SHARED          51930         0         0
GOLDEN WEST FINANCIAL CORP             COMMON SHS      381317106       406       4531    SHARED   3       4531         0         0
GOLDEN WEST FINANCIAL CORP             COMMON SHS      381317106      3348      37400    SHARED   5      37400         0         0
GOLDEN WEST FINANCIAL CORP             COMMON SHS      381317106      7557      84431    SHARED   8      84431         0         0
GOLDEN WEST FINANCIAL CORP             COMMON SHS      381317106       277       3100    SHARED   9       3100         0         0
GOLDMAN SACHS GROUP INC                COMMON SHS      38141G104        23        270    SHARED            270         0         0
GOLDMAN SACHS GROUP INC                COMMON SHS      38141G104     13961     166400    SHARED   9     166400         0         0
GOLDMAN SACHS GROUP INC                COMMON SHS      38141G104     31740     378310    SHARED   A     303610         0     74700
GOODRICH CORP                          COMMON SHS      382388106     15165     625600    SHARED         541100         0     84500
GOODRICH CORP                          COMMON SHS      382388106         2         65    SHARED   8         65         0         0
GOODRICH CORP                          COMMON SHS      382388106         7        300    SHARED   9        300         0         0
GOODRICH CORP                          COMMON SHS      382388106      4654     192000    SHARED   A      89000         0    103000
GOODYS FAMILY CLOTHING INC             COMMON SHS      382588101       255      25905    SHARED   1      25905         0         0
GOODYS FAMILY CLOTHING INC             COMMON SHS      382588101      9684     982100    SHARED   2     982100         0         0
GOODYS FAMILY CLOTHING INC             COMMON SHS      382588101      3921     397700    SHARED   8     397700         0         0
GRACO INC                              COMMON SHS      384109104     41692    1110300    SHARED   4    1110300         0         0
GRACO INC                              COMMON SHS      384109104       107       2850    SHARED   6          0         0      2850
GRACO INC                              COMMON SHS      384109104       253       6750    SHARED   9       6750         0         0
GRAINGER W W INC                       COMMON SHS      384802104     23775     500000    SHARED   7     500000         0         0
GRAINGER W W INC                       COMMON SHS      384802104       812      17076    SHARED   9      17076         0         0
GREAT PLAINS ENERGY INC                COMMON SHS      391164100       224       7400    SHARED   9       7400         0         0
GREAT PLAINS ENERGY INC                COMMON SHS      391164100     13644     450000    SHARED   A     450000         0         0
GREATER BAY BANCORP INC                COMMON SHS      391648102      4974     239150    SHARED   6          0         0    239150
GREATER BAY BANCORP INC                COMMON SHS      391648102     16811     808221    SHARED   A     808221         0         0
GREEN MOUNTAIN POWER CORP              COMMON SHS      393154109      4548     201700    SHARED   4     201700         0         0
GREEN MOUNTAIN POWER CORP              COMMON SHS      393154109        20        890    SHARED   9        890         0         0
GREENPOINT FINANCIAL CORP              COMMON SHS      395384100     51971    1740505    SHARED   5    1740505         0         0
GREENPOINT FINANCIAL CORP              COMMON SHS      395384100       246       8250    SHARED   9       8250         0         0
GREY WOLF INC                          COMMON SHS      397888108     40501   11638300    SHARED   A   11638300         0         0
GRIFFIN LAND & NURSERIES INC           COMMON SHS      398231100      2329     173000    SHARED   4     173000         0         0
GRIFFIN LAND & NURSERIES INC           COMMON SHS      398231100         0         12    SHARED   9         12         0         0
GRIFFON CORP                           COMMON SHS      398433102       443      24659    SHARED   6          0         0     24659
GRUPO TELEVISA SA DE CV                AMER DEP RECPT  40049J206     27011     738200    SHARED         624800         0    113400
GRUPO TELEVISA SA DE CV                AMER DEP RECPT  40049J206      2340      63950    SHARED   9      63950         0         0
GRUPO AEROPORTUARIO DEL SURESTE SA DE  AMER DEP RECPT  40051E202      2026     137800    SHARED         137800         0         0
GRUPO AEROPORTUARIO DEL SURESTE SA DE  AMER DEP RECPT  40051E202       427      29060    SHARED   1      29060         0         0
GRUPO AEROPORTUARIO DEL SURESTE SA DE  AMER DEP RECPT  40051E202     20012    1361375    SHARED   2    1336785         0     24590
GRUPO AEROPORTUARIO DEL SURESTE SA DE  AMER DEP RECPT  40051E202       290      19755    SHARED   3      19755         0         0
GUANGSHEN RAILWAY COMPANY LIMITED      AMER DEP RECPT  40065W107      5669     455000    SHARED   8     455000         0         0
GUIDANT CORP                           COMMON SHS      401698105       384       8190    SHARED   9       8190         0         0
GUIDANT CORP                           COMMON SHS      401698105      4720     100743    SHARED   A      16043         0     84700
GUITAR CENTER INC                      COMMON SHS      402040109     12356     384200    SHARED   A     384200         0         0
GULF ISLAND FABRICATION INC            COMMON SHS      402307102       190      12600    SHARED   A      12600         0         0
GYMBOREE INC                           COMMON SHS      403777105       381      27037    SHARED   6          0         0     27037
GYMBOREE INC                           COMMON SHS      403777105     60980    4327900    SHARED   A    4327900         0         0
H & Q HEALTHCARE INVESTORS FUND        CLOSE END MUT F 404052102      2649     150000    SHARED   4     150000         0         0
HCA INC                                COMMON SHS      404119109        40       1090    SHARED           1090         0         0
HCA INC                                COMMON SHS      404119109     28996     786645    SHARED   1     786645         0         0
HCA INC                                COMMON SHS      404119109     63241    1715700    SHARED   5    1715700         0         0
HCA INC                                COMMON SHS      404119109         2         61    SHARED   6          0         0        61
HCA INC                                COMMON SHS      404119109      4939     133999    SHARED   8     133999         0         0
HCA INC                                COMMON SHS      404119109       448      12147    SHARED   9      12147         0         0
HCA INC                                COMMON SHS      404119109     37941    1029317    SHARED   A     745917         0    283400
HDFC BANK LTD                          AMER DEP RECPT  40415F101       452      21000    SHARED   9      21000         0         0
HSBC HOLDINGS PLC                      AMER DEP RECPT  404280406       611       9255    SHARED   2       8490         0       765
HSBC HOLDINGS PLC                      AMER DEP RECPT  404280406     14903     225797    SHARED   3     225797         0         0
HSBC HOLDINGS PLC                      AMER DEP RECPT  404280406      8086     122520    SHARED   8     122520         0         0
HSBC HOLDINGS PLC                      AMER DEP RECPT  404280406      1410      21362    SHARED   9      21362         0         0
HAGGAR CORP                            COMMON SHS      405173105      6489     420000    SHARED   4     420000         0         0
HALLIBURTON CO                         COMMON SHS      406216101        20        840    SHARED            840         0         0
HALLIBURTON CO                         COMMON SHS      406216101       755      31133    SHARED   9      31133         0         0
HALLIBURTON CO                         COMMON SHS      406216101     15261     629300    SHARED   A     629300         0         0
JOHN HANCOCK BANK & THRIFT OPPORTUNITY CLOSE END MUT F 409735107     14817    1650000    SHARED   4    1650000         0         0
JOHN HANCOCK BANK & THRIFT OPPORTUNITY CLOSE END MUT F 409735107        51       5700    SHARED   9       5700         0         0
HANCOCK HOLDING CO                     COMMON SHS      410120109      4516      91500    SHARED   4      91500         0         0
JOHN HANCOCK FINANCIAL SERVICES INC    COMMON SHS      41014S106      6388     189000    SHARED   5     189000         0         0
JOHN HANCOCK FINANCIAL SERVICES INC    COMMON SHS      41014S106        61       1801    SHARED   9       1801         0         0
HANDLEMAN CO                           COMMON SHS      410252100     23082    1367400    SHARED   4    1367400         0         0
HANOVER COMPRESSOR CO                  CONVERTIBLE BD  410768AC9     22775   25200000    SHARED   A   25200000         0         0
HARDINGE INC                           COMMON SHS      412324303      5782     700000    SHARED   4     700000         0         0
HARLEY-DAVIDSON INC                    COMMON SHS      412822108         1         30    SHARED   6          0         0        30
HARLEY-DAVIDSON INC                    COMMON SHS      412822108      9640     200000    SHARED   7     200000         0         0
HARLEY-DAVIDSON INC                    COMMON SHS      412822108       839      17400    SHARED   9      17400         0         0
HARLEY-DAVIDSON INC                    COMMON SHS      412822108      9260     192123    SHARED   A     192123         0         0
HARLEYSVILLE GROUP INC                 COMMON SHS      412824104      5021     215400    SHARED   4     215400         0         0
HARLEYSVILLE GROUP INC                 COMMON SHS      412824104        28       1200    SHARED   9       1200         0         0
HARMONY GOLD MINING CO LTD             AMER DEP RECPT  413216300        29       2000    SHARED   9       2000         0         0
HARMONY GOLD MINING CO LTD             AMER DEP RECPT  413216300      1030      71109    SHARED   A      71109         0         0
HARTE HANKS INC                        COMMON SHS      416196103       968      52500    SHARED   9      52500         0         0
HARTFORD FINANCIAL SERVICES GROUP INC  COMMON SHS      416515104    148032    2812700    SHARED   5    2812700         0         0
HARTFORD FINANCIAL SERVICES GROUP INC  COMMON SHS      416515104      9976     189541    SHARED   9     189541         0         0
HARTFORD FINANCIAL SERVICES GROUP INC  COMMON SHS      416515104       242       4590    SHARED   A       4590         0         0
HARVARD INDUSTRIES INC                 COMMON SHS      417434503         5     903584    SHARED   A     903584         0         0
HASBRO INC                             COMMON SHS      418056107     33624    1800000    SHARED   4    1800000         0         0
HASBRO INC                             COMMON SHS      418056107     11208     600000    SHARED   7     600000         0         0
HAVERTY FURNITURE COS INC              COMMON SHS      419596101     16818     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     53107    1220000    SHARED   A    1220000         0         0
HAWTHORNE FINL CORP                    COMMON SHS      420542102      3365      83797    SHARED   5      83797         0         0
HEALTHCARE SERVICES GROUP INC          COMMON SHS      421906108      2864     173600    SHARED   4     173600         0         0
HEALTHCARE SERVICES GROUP INC          COMMON SHS      421906108      3283     198975    SHARED   8     198975         0         0
HEALTH CARE PROPERTY INVESTORS INC     REAL EST INV TR 421915109        16        350    SHARED   8        350         0         0
HEALTH CARE PROPERTY INVESTORS INC     REAL EST INV TR 421915109       481      10300    SHARED   9      10300         0         0
HEALTH CARE PROPERTY INVESTORS INC     REAL EST INV TR 421915109      7005     150000    SHARED   A     150000         0         0
HEALTHSOUTH CORP                       CONVERTIBLE BD  421924AF8      8900   10000000    SHARED   5   10000000         0         0
HEALTH MANAGEMENT ASSOCIATES INC       COMMON SHS      421933102      4503     206459    SHARED   9     206459         0         0
HEALTH MANAGEMENT ASSOCIATES INC       COMMON SHS      421933102     15524     711774    SHARED   A     711774         0         0
HEADWATERS INC                         COMMON SHS      42210P102     11633     722524    SHARED   6          0         0    722524
HEADWATERS INC                         COMMON SHS      42210P102     12207     758200    SHARED   A     466100         0    292100
HEALTH NET INC                         COMMON SHS      42222G108     11860     374473    SHARED   5     374473         0         0
HEALTH NET INC                         COMMON SHS      42222G108     46412    1465500    SHARED   A    1459100         0      6400
HEARTLAND EXPRESS INC                  COMMON SHS      422347104      4679     194791    SHARED   9     194791         0         0
HEARTLAND EXPRESS INC                  COMMON SHS      422347104        14        600    SHARED   A        600         0         0
H J HEINZ CO                           COMMON SHS      423074103     11902     347200    SHARED         347200         0         0
H J HEINZ CO                           COMMON SHS      423074103    263596    7689485    SHARED   1    7689485         0         0
H J HEINZ CO                           COMMON SHS      423074103        27        800    SHARED   6          0         0       800
H J HEINZ CO                           COMMON SHS      423074103     16340     476650    SHARED   9     476650         0         0
HELMERICH & PAYNE INC                  COMMON SHS      423452101       337      12900    SHARED   9      12900         0         0
JACK HENRY & ASSOCIATES INC            COMMON SHS      426281101       348      20000    SHARED   9      20000         0         0
JACK HENRY & ASSOCIATES INC            COMMON SHS      426281101     16980     976400    SHARED   A     976400         0         0
HERSHEY FOODS CORP                     COMMON SHS      427866108     18766     258200    SHARED   7     258200         0         0
HERSHEY FOODS CORP                     COMMON SHS      427866108      1073      14757    SHARED   9      14757         0         0
HERSHEY FOODS CORP                     COMMON SHS      427866108        10        133    SHARED   A        133         0         0
HEWITT ASSOCIATES, INC.                COMMON SHS      42822Q100         1         61    SHARED   6          0         0        61
HEWITT ASSOCIATES, INC.                COMMON SHS      42822Q100        19        800    SHARED   9        800         0         0
HEWITT ASSOCIATES, INC.                COMMON SHS      42822Q100     53714    2205900    SHARED   A    2205900         0         0
HEWLETT PACKARD CO                     COMMON SHS      428236103      9779     505138    SHARED         257979         0    247159
HEWLETT PACKARD CO                     COMMON SHS      428236103     97724    5047724    SHARED   1    5047724         0         0
HEWLETT PACKARD CO                     COMMON SHS      428236103      5410     279425    SHARED   2     279425         0         0
HEWLETT PACKARD CO                     COMMON SHS      428236103       608      31407    SHARED   3      31407         0         0
HEWLETT PACKARD CO                     COMMON SHS      428236103       987      51000    SHARED   4      51000         0         0
HEWLETT PACKARD CO                     COMMON SHS      428236103      1644      84934    SHARED   6          0         0     84934
HEWLETT PACKARD CO                     COMMON SHS      428236103     21611    1116250    SHARED   7    1116250         0         0
HEWLETT PACKARD CO                     COMMON SHS      428236103     11741     606432    SHARED   9     606432         0         0
HEWLETT PACKARD CO                     COMMON SHS      428236103     21747    1123274    SHARED   A    1116274         0      7000
HIBERNIA CORP                          COMMON SHS      428656102      5807     286600    SHARED   5     286600         0         0
HIGH INCOME OPPORTUNITY FUND           CLOSE END MUT F 42967Q105      7396    1043100    SHARED   4    1043100         0         0
HIGH INCOME OPPORTUNITY FUND           CLOSE END MUT F 42967Q105        19       2651    SHARED   9       2651         0         0
HIGH YIELD INCOME FUND INC             CLOSE END MUT F 429904105       821     151000    SHARED   4     151000         0         0
HIGH YIELD INCOME FUND INC             CLOSE END MUT F 429904105        11       2000    SHARED   9       2000         0         0
HIGH YIELD PLUS FUND                   CLOSE END MUT F 429906100        59      14500    SHARED   9      14500         0         0
HIGHWOODS PROPERTIES INC               REAL EST INV TR 431284108        16        650    SHARED            650         0         0
HIGHWOODS PROPERTIES INC               REAL EST INV TR 431284108      3631     152200    SHARED   8     152200         0         0
HIGHWOODS PROPERTIES INC               REAL EST INV TR 431284108       119       5000    SHARED   9       5000         0         0
HILLENBRAND INDUSTRIES INC             COMMON SHS      431573104     65109    1154000    SHARED   4    1154000         0         0
HILLENBRAND INDUSTRIES INC             COMMON SHS      431573104     20582     364800    SHARED   5     364800         0         0
HILLENBRAND INDUSTRIES INC             COMMON SHS      431573104       113       2000    SHARED   6          0         0      2000
HILLENBRAND INDUSTRIES INC             COMMON SHS      431573104      2657      47100    SHARED   A      44000         0      3100
HILTON HOTELS CORP                     COMMON SHS      432848109       652      40189    SHARED   6          0         0     40189
HILTON HOTELS CORP                     COMMON SHS      432848109         4        262    SHARED   9        262         0         0
HILTON HOTELS CORP                     COMMON SHS      432848109     51345    3165540    SHARED   A    3165540         0         0
HITACHI LTD                            AMER DEP RECPT  433578507       125       2275    SHARED   2       2275         0         0
HITACHI LTD                            AMER DEP RECPT  433578507     11530     210065    SHARED   3     210065         0         0
HITACHI LTD                            AMER DEP RECPT  433578507       638      11630    SHARED   8      11630         0         0
HITACHI LTD                            AMER DEP RECPT  433578507        73       1333    SHARED   9       1333         0         0
HOLLINGER INTERNATIONAL INC            COMMON SHS      435569108      2181     176620    SHARED   8     176620         0         0
HOLLINGER INTERNATIONAL INC            COMMON SHS      435569108        31       2500    SHARED   9       2500         0         0
HOLLY CORP                             COMMON SHS      435758305      1908      77000    SHARED   4      77000         0         0
HOME DEPOT INC                         COMMON SHS      437076102      7838     246095    SHARED   8     246095         0         0
HOME DEPOT INC                         COMMON SHS      437076102    106424    3341416    SHARED   9    3341416         0         0
HOME DEPOT INC                         COMMON SHS      437076102     27855     874563    SHARED   A     874563         0         0
HONDA MOTOR CO LTD                     AMER DEP RECPT  438128308      3669     182000    SHARED   8     182000         0         0
HONDA MOTOR CO LTD                     AMER DEP RECPT  438128308       297      14750    SHARED   9      14750         0         0
HONEYWELL INTERNATIONAL INC            COMMON SHS      438516106      7905     300000    SHARED         300000         0         0
HONEYWELL INTERNATIONAL INC            COMMON SHS      438516106       817      31000    SHARED   4      31000         0         0
HONEYWELL INTERNATIONAL INC            COMMON SHS      438516106      3518     133504    SHARED   6      23268         0    110236
HONEYWELL INTERNATIONAL INC            COMMON SHS      438516106        18        700    SHARED   8        700         0         0
HONEYWELL INTERNATIONAL INC            COMMON SHS      438516106     71776    2723947    SHARED   9    2723947         0         0
HONEYWELL INTERNATIONAL INC            COMMON SHS      438516106     21123     801643    SHARED   A     689443         0    112200
HOOKER FURNITURE CORP                  COMMON SHS      439038100      2644      75600    SHARED   4      75600         0         0
HOSPITALITY PROPERTIES TRUST           REAL EST INV TR 44106M102       910      25950    SHARED   9      25950         0         0
HOST MARRIOTT CORP                     REAL EST INV TR 44107P104      1849     172293    SHARED   6          0         0    172293
HOST MARRIOTT CORP                     REAL EST INV TR 44107P104        12       1110    SHARED   9       1110         0         0
HOST MARRIOTT CORP                     REAL EST INV TR 44107P104     72934    6797200    SHARED   A    6797200         0         0
HOT TOPIC INC                          COMMON SHS      441339108     29320    1300800    SHARED   A    1300800         0         0
HUANENG POWER INTERNATIONAL INC        AMER DEP RECPT  443304100       176       3218    SHARED              0         0      3218
HUANENG POWER INTERNATIONAL INC        AMER DEP RECPT  443304100      2029      37100    SHARED   9      37100         0         0
HUBBELL INC                            COMMON SHS      443510201      6416     175836    SHARED          88736         0     87100
HUBBELL INC                            COMMON SHS      443510201     16640     456020    SHARED   1     456020         0         0
HUBBELL INC                            COMMON SHS      443510201      7060     193464    SHARED   2     193464         0         0
HUBBELL INC                            COMMON SHS      443510201       308       8450    SHARED   3       8450         0         0
HUBBELL INC                            COMMON SHS      443510201      6839     187415    SHARED   8     187415         0         0
HUBBELL INC                            COMMON SHS      443510201       749      20524    SHARED   9      20524         0         0
HUBBELL INC                            COMMON SHS      443510201      2363      64760    SHARED   A      64760         0         0
HUDSON CITY BANCORP INC                COMMON SHS      443683107     81871    2654716    SHARED   5    2654716         0         0
HUDSON CITY BANCORP INC                COMMON SHS      443683107       506      16400    SHARED   9      16400         0         0
HUMAN GENOME SCIENCES INC              COMMON SHS      444903108      3464     253620    SHARED   9     253620         0         0
HUMAN GENOME SCIENCES INC              COMMON SHS      444903108      9073     664200    SHARED   A     664200         0         0
HUTCHINSON TECHNOLOGY INC              COMMON SHS      448407106      5240     158300    SHARED   4     158300         0         0
HYDRIL CO                              COMMON SHS      448774109      7190     354900    SHARED   A     354900         0         0
ICN PHARMACEUTICALS INC                COMMON SHS      448924100        10        600    SHARED            600         0         0
ICN PHARMACEUTICALS INC                COMMON SHS      448924100       146       8530    SHARED   1       8530         0         0
ICN PHARMACEUTICALS INC                COMMON SHS      448924100       511      29800    SHARED   2      29800         0         0
ICN PHARMACEUTICALS INC                COMMON SHS      448924100      2052     119600    SHARED   4     119600         0         0
ICN PHARMACEUTICALS INC                COMMON SHS      448924100     71306    4155353    SHARED   5    4155353         0         0
ICN PHARMACEUTICALS INC                COMMON SHS      448924100      8777     511470    SHARED   8     511470         0         0
ICN PHARMACEUTICALS INC                COMMON SHS      448924100      4812     280400    SHARED   A     280400         0         0
ICN PHARMACEUTICALS INC                CONVERTIBLE BD  448924AM2     33381   35000000    SHARED   A   35000000         0         0
HYPERCOM CORP                          COMMON SHS      44913M105      2839     526755    SHARED   6          0         0    526755
HYPERION SOLUTIONS CORP                COMMON SHS      44914M104      3821     132347    SHARED   9     132347         0         0
HYPERION SOLUTIONS CORP                COMMON SHS      44914M104     70030    2425700    SHARED   A    2425700         0         0
ICU MED INC                            COMMON SHS      44930G107      6724     247129    SHARED   6          0         0    247129
IDEC PHARMACEUTICALS CORP              COMMON SHS      449370105        10        290    SHARED            290         0         0
IDEC PHARMACEUTICALS CORP              COMMON SHS      449370105      1658      50000    SHARED   6          0         0     50000
IDEC PHARMACEUTICALS CORP              COMMON SHS      449370105     18312     552400    SHARED   9     552400         0         0
IDEC PHARMACEUTICALS CORP              COMMON SHS      449370105    128976    3890674    SHARED   A    3755974         0    134700
IDEC PHARMACEUTICALS CORP              CONVERT ZERO CP 449370AC9    336563    2500000    SHARED   A    2500000         0         0
IMC GLOBAL INC                         CONVERT PREF    449669209      2058      40000    SHARED   A      40000         0         0
IMS HEALTH INC                         COMMON SHS      449934108      4871     230848    SHARED            800         0    230048
IMS HEALTH INC                         COMMON SHS      449934108       245      11600    SHARED   2      11600         0         0
IMS HEALTH INC                         COMMON SHS      449934108       140       6629    SHARED   6          0         0      6629
IMS HEALTH INC                         COMMON SHS      449934108     10550     500000    SHARED   7     500000         0         0
IMS HEALTH INC                         COMMON SHS      449934108      4657     220696    SHARED   8     220696         0         0
IMS HEALTH INC                         COMMON SHS      449934108      2774     131483    SHARED   9     131483         0         0
INVERSIONES Y REPRESENTACION SA        GLBL DEP RECPT  450047204     30099    3271588    SHARED   1    3266630         0      4958
ISTAR FINANCIAL INC                    REAL EST INV TR 45031U101        21        550    SHARED            550         0         0
ISTAR FINANCIAL INC                    REAL EST INV TR 45031U101     59500    1527600    SHARED   5    1527600         0         0
ISTAR FINANCIAL INC                    REAL EST INV TR 45031U101      2841      72933    SHARED   6          0         0     72933
ISTAR FINANCIAL INC                    REAL EST INV TR 45031U101       575      14750    SHARED   9      14750         0         0
ISTAR FINANCIAL INC                    REAL EST INV TR 45031U101    115137    2956024    SHARED   A    2956024         0         0
ITLA CAPITAL CORP                      COMMON SHS      450565106     27363     642175    SHARED   5     642175         0         0
ITT EDUCATIONAL SERVICES INC           COMMON SHS      45068B109      2291      47800    SHARED   9      47800         0         0
ITT INDUSTRIES INC                     COMMON SHS      450911102       816      13630    SHARED   9      13630         0         0
ITT INDUSTRIES INC                     COMMON SHS      450911102     40691     680000    SHARED   A     680000         0         0
ICICI BANK LTD                         AMER DEP RECPT  45104G104     46096    4365111    SHARED   2    3816736         0    548375
ICICI BANK LTD                         AMER DEP RECPT  45104G104      1478     140000    SHARED   9     140000         0         0
IDINE REWARDS NETWORK INC              COMMON SHS      45168A100      1214      74700    SHARED   9      74700         0         0
IDINE REWARDS NETWORK INC              COMMON SHS      45168A100         5        300    SHARED   A        300         0         0
IGATE CORP                             COMMON SHS      45169U105       384      65000    SHARED   9      65000         0         0
ILEX ONCOLOGY INC                      COMMON SHS      451923106      9833     592000    SHARED   A     592000         0         0
ILLINOIS TOOL WORKS INC                COMMON SHS      452308109     33130     500000    SHARED   7     500000         0         0
ILLINOIS TOOL WORKS INC                COMMON SHS      452308109      4248      64115    SHARED   9      64115         0         0
ILLINOIS TOOL WORKS INC                COMMON SHS      452308109        14        212    SHARED   A        212         0         0
IMCLONE SYSTEMS INC                    COMMON SHS      45245W109       480      12400    SHARED   9      12400         0         0
IMAGISTICS INTERNATIONAL INC           COMMON SHS      45247T104         0          1    SHARED   6          0         0         1
IMAGISTICS INTERNATIONAL INC           COMMON SHS      45247T104        60       2071    SHARED   9       2071         0         0
IMAGISTICS INTERNATIONAL INC           COMMON SHS      45247T104      2287      78900    SHARED   A      78900         0         0
IMPERIAL CHEMICAL INDUSTRIES PLC       AMER DEP RECPT  452704505       189      16991    SHARED   2      16991         0         0
IMPERIAL CHEMICAL INDUSTRIES PLC       AMER DEP RECPT  452704505      1143     102545    SHARED   3     102545         0         0
IMMUNOMEDICS INC                       COMMON SHS      452907108      1605     219300    SHARED   A     219300         0         0
IMPERIAL OIL LTD                       ORDINARY SHS    453038408      7209     141900    SHARED   8      90150         0     51750
IMPERIAL OIL LTD                       COMMON SHS      453038408       303       8150    SHARED   9       8150         0         0
INCO LTD                               ORDINARY SHS    453258402       180       4805    SHARED   8       4805         0         0
INCO LTD                               COMMON SHS      453258402      1265      34000    SHARED   9      34000         0         0
INDEVUS PHARMACEUTICALS INC            COMMON SHS      454072109       535     100000    SHARED   A     100000         0         0
INDYMAC BANCORP INC                    REAL EST INV TR 456607100       361      15600    SHARED   9      15600         0         0
INFORMATICA CORP                       COMMON SHS      45666Q102     21336    2863902    SHARED   A    2863902         0         0
INFORMATION HOLDINGS INC               COMMON SHS      456727106      2891     144326    SHARED   6          0         0    144326
INFOSYS TECHNOLOGIES LTD               AMER DEP RECPT  456788108       830      12200    SHARED   9      12200         0         0
INFOSYS TECHNOLOGIES LTD               AMER DEP RECPT  456788108      4370      64200    SHARED   A      64200         0         0
INFOSPACE INC                          COMMON SHS      45678T201        65       3200    SHARED   9       3200         0         0
INFOSPACE INC                          COMMON SHS      45678T201     11862     581200    SHARED   A     581200         0         0
ING GROEP NV                           AMER DEP RECPT  456837103       565      30565    SHARED   2      30565         0         0
ING GROEP NV                           AMER DEP RECPT  456837103     16902     913615    SHARED   3     913615         0         0
ING GROEP NV                           AMER DEP RECPT  456837103      3350     181074    SHARED   8     181074         0         0
ING GROEP NV                           AMER DEP RECPT  456837103       139       7530    SHARED   9       7530         0         0
INNOVEX INC                            COMMON SHS      457647105      2314     232600    SHARED   9     232600         0         0
INNOVEX INC                            COMMON SHS      457647105         8        800    SHARED   A        800         0         0
INSIGHT COMMUNICATIONS INC             COMMON SHS      45768V108      4342     456049    SHARED   A     456049         0         0
INNKEEPERS USA TRUST                   CONVERT PREF    4576J0302     49404    1968300    SHARED   A    1968300         0         0
INSPIRE PHARMACEUTICALS INC            COMMON SHS      457733103       157       9106    SHARED   6          0         0      9106
INSPIRE PHARMACEUTICALS INC            COMMON SHS      457733103      3605     209600    SHARED   A     209600         0         0
INSTEEL INDUSTRIES INC                 COMMON SHS      45774W108       567     810000    SHARED   4     810000         0         0
INTEGRA LIFESCIENCES HOLDINGS CORP     COMMON SHS      457985208      3944     139400    SHARED   A     139400         0         0
INSURED MUNICIPAL INCOME FUND          OPEN END MUT FD 45809F104       182      13000    SHARED   9      13000         0         0
INTEGRATED DEVICE TECHNOLOGY INC       COMMON SHS      458118106     12632    1017040    SHARED   6          0         0   1017040
INTEGRATED DEVICE TECHNOLOGY INC       COMMON SHS      458118106        25       2000    SHARED   9       2000         0         0
INTEGRATED DEVICE TECHNOLOGY INC       COMMON SHS      458118106     59843    4818244    SHARED   A    4818244         0         0
INTEGRATED CIRCUIT SYSTEMS INC         COMMON SHS      45811K208    120013    3995100    SHARED   A    3995100         0         0
INTEGRATED SILICON SOLUTION INC        COMMON SHS      45812P107     12829    1289300    SHARED   A    1289300         0         0
INTEL CORP                             COMMON SHS      458140100       734      26686    SHARED           1130         0     25556
INTEL CORP                             COMMON SHS      458140100         4        140    SHARED   6          0         0       140
INTEL CORP                             COMMON SHS      458140100     22008     800000    SHARED   7     800000         0         0
INTEL CORP                             COMMON SHS      458140100    205371    7465331    SHARED   9    7465331         0         0
INTEL CORP                             COMMON SHS      458140100    136682    4968450    SHARED   A    4519450         0    449000
INTELLICORP INC                        COMMON SHS      458153103         0      20000    SHARED   9      20000         0         0
INTERACTIVE CORP                       COMMON SHS      45840Q101       260       7875    SHARED              0         0      7875
INTERACTIVE CORP                       COMMON SHS      45840Q101         4        130    SHARED   6          0         0       130
INTERACTIVE CORP                       COMMON SHS      45840Q101     19837     600200    SHARED   7     600200         0         0
INTERACTIVE CORP                       COMMON SHS      45840Q101     36207    1095524    SHARED   9    1095524         0         0
INTERACTIVE CORP                       COMMON SHS      45840Q101      9588     290100    SHARED   A     290100         0         0
INTERGRAPH CORP                        COMMON SHS      458683109     19788     850000    SHARED   4     850000         0         0
INTERMUNE INC                          COMMON SHS      45884X103     12033     630677    SHARED   6          0         0    630677
INTERMUNE INC                          COMMON SHS      45884X103     69754    3655860    SHARED   A    3648360         0      7500
INTERMUNE INC                          CONVERTIBLE BD  45884XAA1      8091    8539000    SHARED   A    8539000         0         0
INTEGRATED ALARM SERVICES              COMMON SHS      45890M109     11696    1400000    SHARED   5    1400000         0         0
INTERNATIONAL BUSINESS MACHINES CORP   COMMON SHS      459200101       260       2948    SHARED            150         0      2798
INTERNATIONAL BUSINESS MACHINES CORP   COMMON SHS      459200101      1943      22000    SHARED   4      22000         0         0
INTERNATIONAL BUSINESS MACHINES CORP   COMMON SHS      459200101     49465     560000    SHARED   7     560000         0         0
INTERNATIONAL BUSINESS MACHINES CORP   COMMON SHS      459200101     15710     177855    SHARED   8     176400         0      1455
INTERNATIONAL BUSINESS MACHINES CORP   COMMON SHS      459200101    234362    2653259    SHARED   9    2653259         0         0
INTERNATIONAL BUSINESS MACHINES CORP   COMMON SHS      459200101     92452    1046668    SHARED   A     920968         0    125700
INTL FLAVORS & FRAGRANCES INC          COMMON SHS      459506101     88917    2687925    SHARED   5    2687925         0         0
INTL FLAVORS & FRAGRANCES INC          COMMON SHS      459506101     16540     500000    SHARED   7     500000         0         0
INTL FLAVORS & FRAGRANCES INC          COMMON SHS      459506101      2590      78299    SHARED   9      78299         0         0
INTERNATIONAL GAME TECHNOLOGY          COMMON SHS      459902102       666      23644    SHARED   9      23644         0         0
INTERNATIONAL GAME TECHNOLOGY          COMMON SHS      459902102     16892     600080    SHARED   A     600080         0         0
INTERNATIONAL PAPER CO                 COMMON SHS      460146103     17784     455758    SHARED         275813         0    179945
INTERNATIONAL PAPER CO                 COMMON SHS      460146103    253602    6499281    SHARED   1    6498661         0       620
INTERNATIONAL PAPER CO                 COMMON SHS      460146103      7442     190730    SHARED   2     190730         0         0
INTERNATIONAL PAPER CO                 COMMON SHS      460146103      1698      43510    SHARED   3      43510         0         0
INTERNATIONAL PAPER CO                 COMMON SHS      460146103      2458      63000    SHARED   4      63000         0         0
INTERNATIONAL PAPER CO                 COMMON SHS      460146103         3         70    SHARED   6          0         0        70
INTERNATIONAL PAPER CO                 COMMON SHS      460146103      2588      66316    SHARED   9      66316         0         0
INTERNATIONAL PAPER CO                 COMMON SHS      460146103        56       1432    SHARED   A       1432         0         0
INTL RECTIFIER CORP                    COMMON SHS      460254105       325       8678    SHARED              0         0      8678
INTL RECTIFIER CORP                    COMMON SHS      460254105     13389     357600    SHARED   9     357600         0         0
INTL RECTIFIER CORP                    COMMON SHS      460254105      2658      71000    SHARED   A      71000         0         0
INTERNATIONAL SHIPHOLDING CORP         COMMON SHS      460321201      4728     480000    SHARED   4     480000         0         0
INTERNET SECURITY SYSTEMS INC          COMMON SHS      46060X107       999      79881    SHARED   A      79881         0         0
INTERPUBLIC GROUP OF COMPANIES INC     COMMON SHS      460690100        19       1370    SHARED           1370         0         0
INTERPUBLIC GROUP OF COMPANIES INC     COMMON SHS      460690100    100957    7149897    SHARED   1    7149897         0         0
INTERPUBLIC GROUP OF COMPANIES INC     COMMON SHS      460690100      4512     319542    SHARED   2     319542         0         0
INTERPUBLIC GROUP OF COMPANIES INC     COMMON SHS      460690100       361      25573    SHARED   3      25573         0         0
INTERPUBLIC GROUP OF COMPANIES INC     COMMON SHS      460690100      7323     518616    SHARED   9     518616         0         0
INTERPUBLIC GROUP OF COMPANIES INC     CONVERTIBLE BD  460690AF7      1322    1370000    SHARED   9    1370000         0         0
INTERSIL CORP                          COMMON SHS      46069S109     11583     486698    SHARED   6          0         0    486698
INTERSIL CORP                          COMMON SHS      46069S109    125359    5267165    SHARED   A    5267165         0         0
INTRAWEST CORP                         ORDINARY SHS    460915200      1074      56900    SHARED   2      56900         0         0
INTRAWEST CORP                         COMMON SHS      460915200      6645     475000    SHARED   4     475000         0         0
INTRAWEST CORP                         ORDINARY SHS    460915200      5774     305820    SHARED   8     305820         0         0
INTRAWEST CORP                         COMMON SHS      460915200      5469     390950    SHARED   9     390950         0         0
INTRAWEST CORP                         COMMON SHS      460915200        17       1200    SHARED   A       1200         0         0
INTERTAPE POLYMER GROUP INC            ORDINARY SHS    460919103      2060     213300    SHARED   2     213300         0         0
INTERTAPE POLYMER GROUP INC            ORDINARY SHS    460919103      9426     975770    SHARED   8     975770         0         0
INTIER AUTOMOTIVE INC                  ORDINARY SHS    46115N104     14548     636100    SHARED   8     636100         0         0
INTUIT INC                             COMMON SHS      461202103      2671      55370    SHARED   9      55370         0         0
INTUIT INC                             COMMON SHS      461202103     82051    1700884    SHARED   A    1700884         0         0
INVESTMENT TECHNOLOGY GROUP INC        COMMON SHS      46145F105       185       9641    SHARED   6          0         0      9641
INVESTMENT TECHNOLOGY GROUP INC        COMMON SHS      46145F105       259      13500    SHARED   9      13500         0         0
INVIVO CORP                            COMMON SHS      461858102      6307     402000    SHARED   4     402000         0         0
INVITROGEN CORP                        COMMON SHS      46185R100     79359    1368500    SHARED   1    1368500         0         0
INVITROGEN CORP                        COMMON SHS      46185R100      5474      94400    SHARED   2      94400         0         0
INVITROGEN CORP                        COMMON SHS      46185R100       391       6746    SHARED   3       6746         0         0
INVITROGEN CORP                        COMMON SHS      46185R100       825      14220    SHARED   9      14220         0         0
INVESTORS FINANCIAL SERVICES CORP      COMMON SHS      461915100       464      14768    SHARED   9      14768         0         0
INVESTORS FINANCIAL SERVICES CORP      COMMON SHS      461915100     31114     990894    SHARED   A     990894         0         0
IONICS INC                             COMMON SHS      462218108      9784     400000    SHARED   7     400000         0         0
IONICS INC                             COMMON SHS      462218108       100       4100    SHARED   9       4100         0         0
IPAYMENT INC                           COMMON SHS      46262E105       228      10000    SHARED   9      10000         0         0
IRON MOUNTAIN INC                      COMMON SHS      462846106      1806      50300    SHARED   9      50300         0         0
IRON MOUNTAIN INC                      COMMON SHS      462846106     24994     696200    SHARED   A     696200         0         0
ISHARES MSCI HONG KONG INDEX FUND      CLOSE END MUT F 464286871        25       2630    SHARED   1       2630         0         0
ISHARES MSCI HONG KONG INDEX FUND      CLOSE END MUT F 464286871      3540     373830    SHARED   A     373830         0         0
ISHARES RUSSELL 2000 GROWTH INDEX FUND CLOSE END MUT F 464287648       302       5750    SHARED   9       5750         0         0
ISHARES TR RUSSELL 2000 INDEX FUND     CLOSE END MUT F 464287655       854       8800    SHARED   9       8800         0         0
I2 TECHNOLOGIES INC                    COMMON SHS      465754109      9663    7608600    SHARED   A    7608600         0         0
IVAX CORP                              COMMON SHS      465823102       203      10350    SHARED   9      10350         0         0
IVAX CORP                              COMMON SHS      465823102     50227    2562625    SHARED   A    2562625         0         0
IVAX CORP                              CONVERTIBLE BD  465823AG7       296     300000    SHARED   9     300000         0         0
IVAX CORP                              CONVERTIBLE BD  465823AG7      4931    5000000    SHARED   A    5000000         0         0
JDS UNIPHASE CORP                      COMMON SHS      46612J101       128      35617    SHARED   9      35617         0         0
JDS UNIPHASE CORP                      COMMON SHS      46612J101      1260     350000    SHARED   A     350000         0         0
JDA SOFTWARE GROUP INC                 COMMON SHS      46612K108      2736     184000    SHARED   A     184000         0         0
J JILL GROUP INC                       COMMON SHS      466189107      3728     324201    SHARED   6          0         0    324201
J JILL GROUP INC                       COMMON SHS      466189107     14036    1220500    SHARED   A    1220500         0         0
JLG INDUSTRIES INC                     COMMON SHS      466210101      5062     439400    SHARED   4     439400         0         0
JP MORGAN CHASE & CO                   COMMON SHS      46625H100       802      23353    SHARED          13444         0      9909
JP MORGAN CHASE & CO                   COMMON SHS      46625H100    103577    3017090    SHARED   1    3017090         0         0
JP MORGAN CHASE & CO                   COMMON SHS      46625H100      4223     123000    SHARED   2     123000         0         0
JP MORGAN CHASE & CO                   COMMON SHS      46625H100      3923     114265    SHARED   6      18579         0     95686
JP MORGAN CHASE & CO                   COMMON SHS      46625H100     17110     498409    SHARED   8     466212         0     32197
JP MORGAN CHASE & CO                   COMMON SHS      46625H100     44720    1302637    SHARED   9    1302637         0         0
JP MORGAN CHASE & CO                   COMMON SHS      46625H100    138761    4041985    SHARED   A    4041985         0         0
JABIL CIRCUIT INC                      COMMON SHS      466313103       889      34112    SHARED   3      34112         0         0
JABIL CIRCUIT INC                      COMMON SHS      466313103     85371    3277200    SHARED   A    3277200         0         0
JACK IN THE BOX INC                    COMMON SHS      466367109     16611     933200    SHARED   A     574000         0    359200
JACOBS ENGINEERING GROUP               COMMON SHS      469814107      4177      92625    SHARED   9      92625         0         0
JACOBS ENGINEERING GROUP               COMMON SHS      469814107     15839     351200    SHARED   A     351200         0         0
JACUZZI BRANDS                         COMMON SHS      469865109       342      55162    SHARED   9      55162         0         0
JAKKS PACIFIC INC                      COMMON SHS      47012E106      2049     168100    SHARED         168100         0         0
JAKKS PACIFIC INC                      COMMON SHS      47012E106        92       7510    SHARED   1       7510         0         0
JAKKS PACIFIC INC                      COMMON SHS      47012E106      7009     575000    SHARED   2     575000         0         0
JAKKS PACIFIC INC                      COMMON SHS      47012E106       216      17691    SHARED   3      17691         0         0
JAKKS PACIFIC INC                      COMMON SHS      47012E106      5562     456300    SHARED   8     456300         0         0
JEFFERIES GROUP INC                    COMMON SHS      472319102      8337     289968    SHARED   9     289968         0         0
JEFFERIES GROUP INC                    COMMON SHS      472319102     14228     494900    SHARED   A     494900         0         0
JEFFERSON PILOT CORP                   COMMON SHS      475070108      1525      34364    SHARED   6          0         0     34364
JEFFERSON PILOT CORP                   COMMON SHS      475070108      1395      31443    SHARED   9      31443         0         0
JEFFERSON PILOT CORP                   COMMON SHS      475070108     11423     257400    SHARED   A     257400         0         0
JOHNSON & JOHNSON                      COMMON SHS      478160104       281       5667    SHARED            520         0      5147
JOHNSON & JOHNSON                      COMMON SHS      478160104         4         74    SHARED   6          0         0        74
JOHNSON & JOHNSON                      COMMON SHS      478160104     49322     996000    SHARED   7     996000         0         0
JOHNSON & JOHNSON                      COMMON SHS      478160104      3986      80500    SHARED   8      80500         0         0
JOHNSON & JOHNSON                      COMMON SHS      478160104    188221    3800908    SHARED   9    3800908         0         0
JOHNSON & JOHNSON                      COMMON SHS      478160104     60741    1226587    SHARED   A     909387         0    317200
JOHNSON CONTROLS INC                   COMMON SHS      478366107     18920     200000    SHARED   7     200000         0         0
JOHNSON CONTROLS INC                   COMMON SHS      478366107         9        100    SHARED   9        100         0         0
JONES LANG LASALLE INC                 COMMON SHS      48020Q107      1151      62241    SHARED   6          0         0     62241
JONES LANG LASALLE INC                 COMMON SHS      48020Q107     25802    1394700    SHARED   A    1394700         0         0
JOY GLOBAL INC                         COMMON SHS      481165108     70408    4484598    SHARED   5    4484598         0         0
JUNIPER NETWORKS INC                   COMMON SHS      48203R104       293      19615    SHARED   9      19615         0         0
JUNIPER NETWORKS INC                   COMMON SHS      48203R104     10332     692500    SHARED   A     692500         0         0
JUNIPER NETWORKS INC                   CONVERTIBLE BD  48203RAA2        74      76000    SHARED   9      76000         0         0
KCS ENERGY INC                         COMMON SHS      482434206       595      87437    SHARED   9      87437         0         0
KLA-TENCOR CORP                        COMMON SHS      482480100        21        410    SHARED            410         0         0
KLA-TENCOR CORP                        COMMON SHS      482480100      1875      36483    SHARED   9      36483         0         0
KLA-TENCOR CORP                        COMMON SHS      482480100     43978     855604    SHARED   A     855604         0         0
KLM ROYAL DUTCH AIRLINES               NEW YORK SHARES 482516309      7790     500000    SHARED   7     500000         0         0
KT CORP                                AMER DEP RECPT  48268K101     19321     969461    SHARED         969461         0         0
KT CORP                                AMER DEP RECPT  48268K101    399480   20044179    SHARED   1   20034879         0      9300
KT CORP                                AMER DEP RECPT  48268K101    145415    7296276    SHARED   2    6974546         0    321730
KT CORP                                AMER DEP RECPT  48268K101     11134     558673    SHARED   3     558673         0         0
KT CORP                                AMER DEP RECPT  48268K101     66626    3343021    SHARED   8    3250721         0     92300
KT CORP                                AMER DEP RECPT  48268K101      1630      81780    SHARED   9      81780         0         0
KT CORP                                AMER DEP RECPT  48268K101      1622      81400    SHARED   A      81400         0         0
K2 INC                                 COMMON SHS      482732104      5832     392700    SHARED   9     392700         0         0
K2 INC                                 COMMON SHS      482732104      3007     202500    SHARED   A     202500         0         0
KANSAS CITY LIFE INSURANCE CO          COMMON SHS      484836101      7796     170000    SHARED   4     170000         0         0
KANSAS CITY LIFE INSURANCE CO          COMMON SHS      484836101       105       2300    SHARED   9       2300         0         0
KAYDON CORP                            COMMON SHS      486587108      9577     403400    SHARED   4     403400         0         0
KB HOME                                COMMON SHS      48666K109       418       7000    SHARED   9       7000         0         0
KB HOME                                COMMON SHS      48666K109         3         47    SHARED   A         47         0         0
KELLOGG CO                             COMMON SHS      487836108      5836     175000    SHARED         175000         0         0
KELLOGG CO                             COMMON SHS      487836108       668      20026    SHARED   9      20026         0         0
KELLWOOD CO                            COMMON SHS      488044108     15053     450000    SHARED   4     450000         0         0
KELLWOOD CO                            COMMON SHS      488044108      3218      96200    SHARED   8      96200         0         0
KELLWOOD CO                            COMMON SHS      488044108        60       1800    SHARED   9       1800         0         0
KELLY SERVICES INC                     COMMON SHS      488152208     37580    1506800    SHARED   4    1506800         0         0
KEMET CORP                             COMMON SHS      488360108     12972    1018238    SHARED   A    1018238         0         0
KENDLE INTERNATIONAL INC               COMMON SHS      48880L107       225      41015    SHARED   6          0         0     41015
KENDLE INTERNATIONAL INC               COMMON SHS      48880L107       310      56500    SHARED   A      48900         0      7600
KENNAMETAL INC                         COMMON SHS      489170100      9294     248492    SHARED   6          0         0    248492
KENNAMETAL INC                         COMMON SHS      489170100     39300    1050800    SHARED   A    1050800         0         0
KEYCORP                                COMMON SHS      493267108     68446    2676800    SHARED   5    2676800         0         0
KEYCORP                                COMMON SHS      493267108      1681      65727    SHARED   6          0         0     65727
KEYCORP                                COMMON SHS      493267108       312      12220    SHARED   9      12220         0         0
KEYCORP                                COMMON SHS      493267108     11172     436900    SHARED   A     436900         0         0
KEYSPAN CORP                           COMMON SHS      49337W100       380      10842    SHARED   9      10842         0         0
KEYSPAN CORP                           COMMON SHS      49337W100    162947    4645000    SHARED   A    4645000         0         0
KILROY REALTY CORP                     REAL EST INV TR 49427F108      1465      51301    SHARED   6          0         0     51301
KILROY REALTY CORP                     REAL EST INV TR 49427F108       100       3500    SHARED   9       3500         0         0
KILROY REALTY CORP                     REAL EST INV TR 49427F108     19134     670200    SHARED   A     670200         0         0
KIMBERLY-CLARK CORP                    COMMON SHS      494368103        21        400    SHARED            400         0         0
KIMBERLY-CLARK CORP                    COMMON SHS      494368103      1427      27800    SHARED   2      27800         0         0
KIMBERLY-CLARK CORP                    COMMON SHS      494368103      2566      50000    SHARED   4      50000         0         0
KIMBERLY-CLARK CORP                    COMMON SHS      494368103      4975      96948    SHARED   6       8443         0     88505
KIMBERLY-CLARK CORP                    COMMON SHS      494368103      5364     104515    SHARED   8     102125         0      2390
KIMBERLY-CLARK CORP                    COMMON SHS      494368103      4915      95779    SHARED   9      95779         0         0
KIMBERLY-CLARK CORP                    COMMON SHS      494368103     35511     691957    SHARED   A     561957         0    130000
KIMCO REALTY CORP                      REAL EST INV TR 49446R109       862      21050    SHARED   6          0         0     21050
KIMCO REALTY CORP                      REAL EST INV TR 49446R109      1090      26600    SHARED   9      26600         0         0
KIMCO REALTY CORP                      REAL EST INV TR 49446R109     10243     250000    SHARED   A     250000         0         0
KINDER MORGAN ENERGY PARTNERS LP       LTD PARTNERSHIP 494550106     29473     688616    SHARED   9     688616         0         0
KINDER MORGAN INC                      COMMON SHS      49455P101     20416     378000    SHARED         378000         0         0
KINDER MORGAN INC                      COMMON SHS      49455P101       640      11852    SHARED   9      11852         0         0
KINDER MORGAN MANAGEMENT LLC           COMMON SHS      49455U100      1776      46539    SHARED   9      46539         0         0
KINDRED HEALTHCARE INC                 WTS TO EQUITY   494580111      6884     560242    SHARED   5     560242         0         0
KINDRED HEALTHCARE INC                 WTS TO EQUITY   494580111      1737     134263    SHARED   A     134263         0         0
KINDRED HEALTHCARE INC                 WTS TO EQUITY   494580129     14769    1400603    SHARED   5    1400603         0         0
KINDRED HEALTHCARE INC                 WTS TO EQUITY   494580129      3726     335658    SHARED   A     335658         0         0
KING PHARMACEUTICALS INC               COMMON SHS      495582108      4930     325429    SHARED              0         0    325429
KING PHARMACEUTICALS INC               COMMON SHS      495582108     19851    1310300    SHARED   1    1309400         0       900
KING PHARMACEUTICALS INC               COMMON SHS      495582108      1986     131070    SHARED   2     131070         0         0
KING PHARMACEUTICALS INC               COMMON SHS      495582108         2        145    SHARED   6          0         0       145
KING PHARMACEUTICALS INC               COMMON SHS      495582108       162      10700    SHARED   9      10700         0         0
KING PHARMACEUTICALS INC               COMMON SHS      495582108     16985    1121100    SHARED   A     711000         0    410100
KINROSS GOLD CORP                      ORDINARY SHS    496902206     25680    2515163    SHARED   A    2515163         0         0
KINGSWAY FINANCIAL SERVICES INC        ORDINARY SHS    496904103     68775    5415341    SHARED   8    5176234         0    239107
KNIGHT-RIDDER INC                      COMMON SHS      499040103      1523      22836    SHARED   9      22836         0         0
KNIGHT-RIDDER INC                      COMMON SHS      499040103      3335      50000    SHARED   A      50000         0         0
KNIGHT TRANSPORTATION INC              COMMON SHS      499064103     17539     699600    SHARED   A     699600         0         0
KOHL'S CORP                            COMMON SHS      500255104        12        230    SHARED            230         0         0
KOHL'S CORP                            COMMON SHS      500255104        66       1230    SHARED   9       1230         0         0
KOHL'S CORP                            COMMON SHS      500255104     20892     390500    SHARED   A     334000         0     56500
KOMAG INC                              COMMON SHS      500453204      1130      64500    SHARED   A      64500         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV     NEW YORK SHARES 500472303      2623     114436    SHARED   1     114436         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV     NEW YORK SHARES 500472303      8719     380414    SHARED   2     377175         0      3239
KONINKLIJKE PHILIPS ELECTRONICS NV     NEW YORK SHARES 500472303     18112     790219    SHARED   3     790219         0         0
KONINKLIJKE PHILIPS ELECTRONICS NV     NEW YORK SHARES 500472303       378      16474    SHARED   9      16474         0         0
KOOKMIN BANK                           AMER DEP RECPT  50049M109      1029      31266    SHARED          26099         0      5167
KOOKMIN BANK                           AMER DEP RECPT  50049M109     18072     549290    SHARED   1     549290         0         0
KOOKMIN BANK                           AMER DEP RECPT  50049M109     64471    1959595    SHARED   2    1856701         0    102894
KOOKMIN BANK                           AMER DEP RECPT  50049M109      8809     267765    SHARED   3     267765         0         0
KOOKMIN BANK                           AMER DEP RECPT  50049M109      5124     155750    SHARED   8     155750         0         0
KOOKMIN BANK                           AMER DEP RECPT  50049M109     15445     469455    SHARED   9     469455         0         0
KOOKMIN BANK                           AMER DEP RECPT  50049M109       139       4240    SHARED   A       4240         0         0
KOPIN CORP                             COMMON SHS      500600101     11351    1637900    SHARED   9    1637900         0         0
KOPIN CORP                             COMMON SHS      500600101        33       4800    SHARED   A       4800         0         0
KOREA ELECTRIC POWER CORP              AMER DEP RECPT  500631106      5944     565000    SHARED         565000         0         0
KOREA ELECTRIC POWER CORP              AMER DEP RECPT  500631106     10959    1041760    SHARED   1    1041760         0         0
KOREA ELECTRIC POWER CORP              AMER DEP RECPT  500631106     27065    2572742    SHARED   2    2539545         0     33197
KOREA ELECTRIC POWER CORP              AMER DEP RECPT  500631106     12324    1171446    SHARED   3    1171446         0         0
KOREA ELECTRIC POWER CORP              AMER DEP RECPT  500631106      5679     539787    SHARED   8     539787         0         0
KOREA ELECTRIC POWER CORP              AMER DEP RECPT  500631106      4802     456500    SHARED   9     456500         0         0
KOSAN BIOSCIENCES INC                  COMMON SHS      50064W107      6643     834500    SHARED   A     834500         0         0
KRAFT FOODS INC                        COMMON SHS      50075N104     29000     983036    SHARED         877883         0    105153
KRAFT FOODS INC                        COMMON SHS      50075N104     44586    1511400    SHARED   1    1511400         0         0
KRAFT FOODS INC                        COMMON SHS      50075N104     12821     434620    SHARED   2     434620         0         0
KRAFT FOODS INC                        COMMON SHS      50075N104      1361      46150    SHARED   3      46150         0         0
KRAFT FOODS INC                        COMMON SHS      50075N104      7625     258489    SHARED   8     258489         0         0
KRAFT FOODS INC                        COMMON SHS      50075N104      3114     105550    SHARED   9     105550         0         0
KRAFT FOODS INC                        COMMON SHS      50075N104     10639     360660    SHARED   A     360660         0         0
KROGER CO                              COMMON SHS      501044101     31066    1738419    SHARED        1431940         0    306479
KROGER CO                              COMMON SHS      501044101    254276   14229190    SHARED   1   14229190         0         0
KROGER CO                              COMMON SHS      501044101      6589     368700    SHARED   2     368700         0         0
KROGER CO                              COMMON SHS      501044101       870      48711    SHARED   3      48711         0         0
KROGER CO                              COMMON SHS      501044101     83721    4684985    SHARED   5    4684985         0         0
KROGER CO                              COMMON SHS      501044101         2        130    SHARED   6          0         0       130
KROGER CO                              COMMON SHS      501044101     10908     610427    SHARED   8     610427         0         0
KROGER CO                              COMMON SHS      501044101       383      21410    SHARED   9      21410         0         0
KROLL INC                              COMMON SHS      501049100        47       2500    SHARED   9       2500         0         0
KROLL INC                              COMMON SHS      501049100      5426     291700    SHARED   A     291700         0         0
LSI LOGIC CORP                         CONVERTIBLE BD  502161AE2       159     160000    SHARED   9     160000         0         0
LTX CORP                               COMMON SHS      502392103     15621    1387300    SHARED   A    1387300         0         0
L-3 COMMUNICATIONS HOLDINGS INC        COMMON SHS      502424104      2464      56980    SHARED   9      56980         0         0
L-3 COMMUNICATIONS HOLDINGS INC        COMMON SHS      502424104     93975    2172823    SHARED   A    2172823         0         0
L-3 COMMUNICATIONS HOLDINGS INC        CONVERTIBLE BD  502424AD6     10763   10500000    SHARED   A   10500000         0         0
LA-Z-BOY INC                           COMMON SHS      505336107      5856     263800    SHARED   4     263800         0         0
LA-Z-BOY INC                           COMMON SHS      505336107       222      10000    SHARED   9      10000         0         0
LABOR READY INC                        COMMON SHS      505401208      8312     827100    SHARED   A     827100         0         0
LABORATORY CORP OF AMERICA HOLDINGS    COMMON SHS      50540R409      4555     158700    SHARED   5     158700         0         0
LABORATORY CORP OF AMERICA HOLDINGS    COMMON SHS      50540R409       375      13050    SHARED   9      13050         0         0
LABORATORY CORP OF AMERICA HOLDINGS    COMMON SHS      50540R409      4710     164100    SHARED   A     164100         0         0
LABRANCHE & CO INC                     COMMON SHS      505447102      6590     451389    SHARED   6          0         0    451389
LAFARGE NORTH AMERICA INC              COMMON SHS      505862102     24287     697900    SHARED   5     697900         0         0
LAFARGE NORTH AMERICA INC              COMMON SHS      505862102       167       4800    SHARED   9       4800         0         0
LAM RESEARCH CORP                      COMMON SHS      512807108     21608     975547    SHARED   6          0         0    975547
LAM RESEARCH CORP                      COMMON SHS      512807108        24       1100    SHARED   9       1100         0         0
LAM RESEARCH CORP                      COMMON SHS      512807108    203926    9206590    SHARED   A    9206590         0         0
LAM RESEARCH CORP                      CONVERTIBLE BD  512807AE8     24636   25300000    SHARED   A   25300000         0         0
LAMAR ADVERTISING CO                   COMMON SHS      512815101      1506      51325    SHARED   9      51325         0         0
LAMAR ADVERTISING CO                   COMMON SHS      512815101      4457     151892    SHARED   A     151892         0         0
LANCASTER COLONY CORP                  COMMON SHS      513847103     27867     700700    SHARED   4     700700         0         0
LANCASTER COLONY CORP                  COMMON SHS      513847103       524      13168    SHARED   6          0         0     13168
LANCASTER COLONY CORP                  COMMON SHS      513847103        21        530    SHARED   9        530         0         0
LANDSTAR SYSTEM INC                    COMMON SHS      515098101     33769     553412    SHARED   A     553412         0         0
LATIN AMERICA EQUITY FUND INC          CLOSE END MUT F 51827Q106      2802     222015    SHARED   4     222015         0         0
LATTICE SEMICONDUCTOR CORP             COMMON SHS      518415104      7654    1076486    SHARED   5    1076486         0         0
LATTICE SEMICONDUCTOR CORP             COMMON SHS      518415104     18429    2592000    SHARED   A    2592000         0         0
ESTEE LAUDER COMPANIES INC             COMMON SHS      518439104     15544     455835    SHARED   9     455835         0         0
ESTEE LAUDER COMPANIES INC             COMMON SHS      518439104     11660     341950    SHARED   A     279150         0     62800
LAWSON SOFTWARE INC                    COMMON SHS      520780107     14261    2011400    SHARED   A    2011400         0         0
LAYNE CHRISTENSEN COMPANY              COMMON SHS      521050104      5085     530000    SHARED   4     530000         0         0
LEAPFROG ENTERPRISES INC               COMMON SHS      52186N106       160       4200    SHARED   9       4200         0         0
LEAPFROG ENTERPRISES INC               COMMON SHS      52186N106     14569     383400    SHARED   A     383400         0         0
LEGGETT & PLATT INC                    COMMON SHS      524660107     32350    1495600    SHARED   4    1495600         0         0
LEGGETT & PLATT INC                    COMMON SHS      524660107        82       3800    SHARED   6          0         0      3800
LEGGETT & PLATT INC                    COMMON SHS      524660107        11        500    SHARED   9        500         0         0
LEGG MASON INC                         COMMON SHS      524901105       573       7932    SHARED   9       7932         0         0
LEHMAN BROTHERS HOLDINGS INC           COMMON SHS      524908100       414       6000    SHARED   4       6000         0         0
LEHMAN BROTHERS HOLDINGS INC           COMMON SHS      524908100         4         52    SHARED   6          0         0        52
LEHMAN BROTHERS HOLDINGS INC           COMMON SHS      524908100       892      12919    SHARED   9      12919         0         0
LEHMAN BROTHERS HOLDINGS INC           COMMON SHS      524908100         7         97    SHARED   A         97         0         0
LENNAR CORP                            COMMON SHS      526057104     18670     240000    SHARED   4     240000         0         0
LENNAR CORP                            COMMON SHS      526057104       565       7269    SHARED   9       7269         0         0
LENNAR CORP                            COMMON SHS      526057302      1800      24000    SHARED   4      24000         0         0
LENNAR CORP                            COMMON SHS      526057302        10        130    SHARED   9        130         0         0
LENNOX INTERNATIONAL INC               COMMON SHS      526107107     16290    1115000    SHARED   4    1115000         0         0
LENNOX INTERNATIONAL INC               COMMON SHS      526107107      2089     143000    SHARED   A     143000         0         0
LENNOX INTERNATIONAL INC               CONVERTIBLE BD  526107AB3      2315    2000000    SHARED   A    2000000         0         0
LEVEL 3 COMMUNICATIONS INC             CONVERTIBLE BD  52729NBA7       492     500000    SHARED   9     500000         0         0
LEXAR MEDIA INC                        COMMON SHS      52886P104       532      31215    SHARED              0         0     31215
LEXAR MEDIA INC                        COMMON SHS      52886P104      2289     134302    SHARED   9     134302         0         0
LEXAR MEDIA INC                        COMMON SHS      52886P104         7        398    SHARED   A        398         0         0
LEXINGTON CORPORATE PROPERTIES TRUST   REAL EST INV TR 529043101       846      44130    SHARED   6          0         0     44130
LEXINGTON CORPORATE PROPERTIES TRUST   REAL EST INV TR 529043101      9203     480300    SHARED   A     480300         0         0
LEXMARK INTERNATIONAL INC              COMMON SHS      529771107     11376     180540    SHARED   8     178785         0      1755
LEXMARK INTERNATIONAL INC              COMMON SHS      529771107       294       4662    SHARED   9       4662         0         0
LEXMARK INTERNATIONAL INC              COMMON SHS      529771107     40289     639400    SHARED   A     577800         0     61600
LIBERTY MEDIA CORP                     CONVERTIBLE BD  530715AN1      9688   12500000    SHARED   A   12500000         0         0
LIBERTY MEDIA CORP                     CONVERTIBLE BD  530715AR2      7800    8000000    SHARED   A    8000000         0         0
LIBERTY MEDIA CORP                     COMMON SHS      530718105    324492   32546838    SHARED   5   32546838         0         0
LIBERTY MEDIA CORP                     COMMON SHS      530718105         2        190    SHARED   6          0         0       190
LIBERTY MEDIA CORP                     COMMON SHS      530718105      1849     185443    SHARED   9     185443         0         0
LIBERTY MEDIA CORP                     COMMON SHS      530718105      4880     489457    SHARED   A     489457         0         0
LIBERTY PROPERTY TRUST                 REAL EST INV TR 531172104      2764      74755    SHARED   6          0         0     74755
LIBERTY PROPERTY TRUST                 REAL EST INV TR 531172104     16395     443342    SHARED   9     443342         0         0
LIBERTY PROPERTY TRUST                 REAL EST INV TR 531172104     63328    1712500    SHARED   A    1712500         0         0
LIFEPOINT HOSPITALS INC                COMMON SHS      53219L109       155       6465    SHARED              0         0      6465
LIFEPOINT HOSPITALS INC                COMMON SHS      53219L109      2970     123500    SHARED   9     123500         0         0
LIFEPOINT HOSPITALS INC                COMMON SHS      53219L109     15806     657200    SHARED   A     519100         0    138100
LIFEPOINT HOSPITALS HLDG               CONVERTIBLE BD  53219LAE9      2366    2500000    SHARED   A    2500000         0         0
LIGAND PHARMACEUTICALS INC             COMMON SHS      53220K207      5980     463900    SHARED   A     454000         0      9900
LIHIR GOLD LTD                         AMER DEP RECPT  532349206      1163      50000    SHARED   A      50000         0         0
ELI LILLY & CO                         COMMON SHS      532457108        36        600    SHARED   6          0         0       600
ELI LILLY & CO                         COMMON SHS      532457108     23760     400000    SHARED   7     400000         0         0
ELI LILLY & CO                         COMMON SHS      532457108     34148     574878    SHARED   9     574878         0         0
ELI LILLY & CO                         COMMON SHS      532457108      5396      90849    SHARED   A      23249         0     67600
LIMITED BRANDS INC                     COMMON SHS      532716107     14031     930456    SHARED   4     930456         0         0
LIMITED BRANDS INC                     COMMON SHS      532716107         7        475    SHARED   6          0         0       475
LINCARE HOLDINGS INC                   COMMON SHS      532791100       850      23200    SHARED   9      23200         0         0
LINCOLN NATIONAL CORP                  COMMON SHS      534187109     14126     399263    SHARED   9     399263         0         0
LINEAR TECHNOLOGY CORP                 COMMON SHS      535678106        26        730    SHARED            730         0         0
LINEAR TECHNOLOGY CORP                 COMMON SHS      535678106       718      20041    SHARED   9      20041         0         0
LINEAR TECHNOLOGY CORP                 COMMON SHS      535678106     71521    1997237    SHARED   A    1997237         0         0
LINENS N THINGS INC                    COMMON SHS      535679104      7108     298900    SHARED   4     298900         0         0
LIONS GATE ENTMT CORP                  COMMON SHS      535919203      6547    2189500    SHARED   9    2189500         0         0
LIONS GATE ENTMT CORP                  COMMON SHS      535919203        21       7000    SHARED   A       7000         0         0
LIQUIDATION WORLD INC                  ORDINARY SHS    53634D203      1511     359700    SHARED   8     359700         0         0
LIZ CLAIBORNE INC                      COMMON SHS      539320101       553      16240    SHARED   9      16240         0         0
LIZ CLAIBORNE INC                      COMMON SHS      539320101     51555    1514100    SHARED   A    1514100         0         0
LOCKHEED MARTIN CORP                   COMMON SHS      539830109        18        390    SHARED            390         0         0
LOCKHEED MARTIN CORP                   COMMON SHS      539830109     23075     500000    SHARED   7     500000         0         0
LOCKHEED MARTIN CORP                   COMMON SHS      539830109      9224     199872    SHARED   9     199872         0         0
LOCKHEED MARTIN CORP                   COMMON SHS      539830109     25294     548074    SHARED   A     455374         0     92700
LOEWS CORP - CAROLINA GROUP            COMMON SHS      540424207     60610    2635200    SHARED   A    2444700         0    190500
LOGITECH INTERNATIONAL SA              AMER DEP RECPT  541419107      5209     168031    SHARED   6          0         0    168031
LOGITECH INTERNATIONAL SA              AMER DEP RECPT  541419107     15190     490000    SHARED   A     490000         0         0
LONE STAR TECHNOLOGIES INC             COMMON SHS      542312103      4843     359000    SHARED   4     359000         0         0
LONE STAR TECHNOLOGIES INC             COMMON SHS      542312103       263      19500    SHARED   A      19500         0         0
LOOKSMART LTD                          COMMON SHS      543442107        31      10000    SHARED   9      10000         0         0
LOWE'S COMPANIES INC                   COMMON SHS      548661107        15        290    SHARED            290         0         0
LOWE'S COMPANIES INC                   COMMON SHS      548661107        21        400    SHARED   8        400         0         0
LOWE'S COMPANIES INC                   COMMON SHS      548661107      4369      84176    SHARED   9      84176         0         0
LOWE'S COMPANIES INC                   COMMON SHS      548661107     16014     308562    SHARED   A     308562         0         0
LUCENT TECHNOLOGIES INC                COMMON SHS      549463107       892     412955    SHARED   9     412955         0         0
LUCENT TECHNOLOGIES INC                COMMON SHS      549463107     10088    4670400    SHARED   A    4670400         0         0
LUCENT TECHNOLOGIES INC                CONVERTIBLE BD  549463AG2       469     500000    SHARED   9     500000         0         0
LUCENT TECHNOLOGIES INC                CONVERTIBLE BD  549463AH0       481     500000    SHARED   9     500000         0         0
LUXOTTICA GROUP SPA                    AMER DEP RECPT  55068R202      1316      92093    SHARED          84600         0      7493
LUXOTTICA GROUP SPA                    AMER DEP RECPT  55068R202      2472     173000    SHARED   8     173000         0         0
LUXOTTICA GROUP SPA                    AMER DEP RECPT  55068R202     12036     842300    SHARED   9     842300         0         0
LUXOTTICA GROUP SPA                    AMER DEP RECPT  55068R202        16       1100    SHARED   A       1100         0         0
LYONDELL CHEMICALS CO                  COMMON SHS      552078107       589      46100    SHARED          46100         0         0
LYONDELL CHEMICALS CO                  COMMON SHS      552078107     18629    1457686    SHARED   1    1457686         0         0
LYONDELL CHEMICALS CO                  COMMON SHS      552078107     23326    1825200    SHARED   A    1526000         0    299200
M & T BANK CORP                        COMMON SHS      55261F104      1369      15686    SHARED   9      15686         0         0
MBIA INC                               COMMON SHS      55262C100        24        430    SHARED            430         0         0
MBIA INC                               COMMON SHS      55262C100         2         38    SHARED   6          0         0        38
MBIA INC                               COMMON SHS      55262C100      1247      22690    SHARED   9      22690         0         0
MBIA INC                               COMMON SHS      55262C100    161768    2942845    SHARED   A    2804845         0    138000
MBNA CORP                              COMMON SHS      55262L100      5734     251471    SHARED   9     251471         0         0
MBNA CORP                              COMMON SHS      55262L100        43       1892    SHARED   A       1892         0         0
MDC HOLDINGS INC                       COMMON SHS      552676108     17820     330000    SHARED   4     330000         0         0
MDU RESOURCES GROUP INC                COMMON SHS      552690109       476      14100    SHARED   9      14100         0         0
MDS INC                                ORDINARY SHS    55269P302     53642    2932839    SHARED   8    2739376         0    193463
MGIC INVESTMENT CORP                   COMMON SHS      552848103     23796     457000    SHARED   4     457000         0         0
MGIC INVESTMENT CORP                   COMMON SHS      552848103        62       1200    SHARED   9       1200         0         0
MGIC INVESTMENT CORP                   COMMON SHS      552848103        10        201    SHARED   A        201         0         0
MGI PHARMA INC                         COMMON SHS      552880106      1178      30000    SHARED   6          0         0     30000
MGI PHARMA INC                         COMMON SHS      552880106     22288     567700    SHARED   A     564300         0      3400
MI DEVELOPEMENTS INC                   ORDINARY SHS    55304X104       476      15345    SHARED   8       1525         0     13820
MI DEVELOPEMENTS INC                   COMMON SHS      55304X104         9        394    SHARED   9        394         0         0
M/I SCHOTTENSTEIN HOMES INC            COMMON SHS      55305B101       952      24000    SHARED   4      24000         0         0
MTS SYSTEMS CORP                       COMMON SHS      553777103      3082     202482    SHARED   6          0         0    202482
MACERICH CO                            REAL EST INV TR 554382101      3005      79594    SHARED   6          0         0     79594
MACERICH CO                            REAL EST INV TR 554382101       245       6500    SHARED   9       6500         0         0
MACERICH CO                            REAL EST INV TR 554382101     42846    1135000    SHARED   A    1135000         0         0
MACK-CALI REALTY CORP                  REAL EST INV TR 554489104       658      16780    SHARED   6          0         0     16780
MACK-CALI REALTY CORP                  REAL EST INV TR 554489104        22        570    SHARED   9        570         0         0
MAGNA INTERNATIONAL INC                ORDINARY SHS    559222401    155723    1597160    SHARED   8    1472736         0    124424
MAGNA INTERNATIONAL INC                COMMON SHS      559222401        57        788    SHARED   9        788         0         0
MAINE & MARITIMES CORP                 COMMON SHS      560377103       976      27100    SHARED   4      27100         0         0
MANAGED HIGH INCOME PORTFOLIO INC      CLOSE END MUT F 56166C105      6685     978800    SHARED   4     978800         0         0
MANAGED HIGH INCOME PORTFOLIO INC      CLOSE END MUT F 56166C105        25       3711    SHARED   9       3711         0         0
MANDALAY RESORT GROUP                  COMMON SHS      562567107         2         60    SHARED   6          0         0        60
MANDALAY RESORT GROUP                  COMMON SHS      562567107     30261     763970    SHARED   A     763970         0         0
MANHATTAN ASSOCIATES INC               COMMON SHS      562750109      4072     157300    SHARED   9     157300         0         0
MANHATTAN ASSOCIATES INC               COMMON SHS      562750109        13        500    SHARED   A        500         0         0
MANPOWER INC                           COMMON SHS      56418H100       507      13669    SHARED              0         0     13669
MANPOWER INC                           COMMON SHS      56418H100     44891    1210010    SHARED   9    1210010         0         0
MANUFACTURED HOME COMMUNITIES INC      REAL EST INV TR 564682102       889      22701    SHARED   6          0         0     22701
MANUFACTURED HOME COMMUNITIES INC      REAL EST INV TR 564682102     17321     442100    SHARED   A     442100         0         0
MANULIFE FINANCIAL CORP                COMMON SHS      56501R106     14450     500000    SHARED   4     500000         0         0
MANULIFE FINANCIAL CORP                ORDINARY SHS    56501R106    136955    3508964    SHARED   8    3283610         0    225354
MANULIFE FINANCIAL CORP                COMMON SHS      56501R106        46       1600    SHARED   9       1600         0         0
MARATHON OIL CORP                      COMMON SHS      565849106      2679      94000    SHARED   4      94000         0         0
MARATHON OIL CORP                      COMMON SHS      565849106        74       2600    SHARED   6          0         0      2600
MARATHON OIL CORP                      COMMON SHS      565849106       251       8800    SHARED   9       8800         0         0
MARSH & MCLENNAN COS INC               COMMON SHS      571748102      1740      36553    SHARED   6          0         0     36553
MARSH & MCLENNAN COS INC               COMMON SHS      571748102     14129     296775    SHARED   8     296775         0         0
MARSH & MCLENNAN COS INC               COMMON SHS      571748102      9777     205357    SHARED   9     205357         0         0
MARSH & MCLENNAN COS INC               COMMON SHS      571748102     19183     402930    SHARED   A     310430         0     92500
MARSHALL & ILSLEY CORP                 COMMON SHS      571834100      1413      44814    SHARED   9      44814         0         0
MARRIOTT INTERNATIONAL INC             COMMON SHS      571903202       797      18520    SHARED   9      18520         0         0
MARRIOTT INTERNATIONAL INC             COMMON SHS      571903202        47       1102    SHARED   A       1102         0         0
MARTIN MARIETTA MATERIALS INC          COMMON SHS      573284106     60760    1666933    SHARED   5    1666933         0         0
MARTIN MARIETTA MATERIALS INC          COMMON SHS      573284106      3412      93619    SHARED   9      93619         0         0
MARVEL ENTERPRISES INC                 COMMON SHS      57383M108      7681     345200    SHARED   9     345200         0         0
MARVEL ENTERPRISES INC                 COMMON SHS      57383M108        22       1000    SHARED   A       1000         0         0
MASCO CORP                             COMMON SHS      574599106      2668     109000    SHARED   4     109000         0         0
MASCO CORP                             COMMON SHS      574599106     16679     681345    SHARED   9     681345         0         0
MASCOTECH INC                          CONVERTIBLE BD  574670AB1       167     170000    SHARED   9     170000         0         0
MASSEY ENERGY CO                       COMMON SHS      576206106        60       4500    SHARED   9       4500         0         0
MASSEY ENERGY CO                       COMMON SHS      576206106       253      19000    SHARED   A      19000         0         0
MATRIX SERVICE CO                      COMMON SHS      576853105      4618     260000    SHARED   4     260000         0         0
MATTEL INC                             COMMON SHS      577081102      5440     286919    SHARED          97417         0    189502
MATTEL INC                             COMMON SHS      577081102      2015     106297    SHARED   1     106297         0         0
MATTEL INC                             COMMON SHS      577081102      5601     295400    SHARED   2     295400         0         0
MATTEL INC                             COMMON SHS      577081102     18960    1000000    SHARED   7    1000000         0         0
MATTEL INC                             COMMON SHS      577081102      6175     325707    SHARED   8     325707         0         0
MATTEL INC                             COMMON SHS      577081102      6439     339636    SHARED   9     339636         0         0
MATTEL INC                             COMMON SHS      577081102     40626    2142742    SHARED   A    2142742         0         0
MAXIM INTEGRATED PRODUCTS INC          COMMON SHS      57772K101        99       2506    SHARED   9       2506         0         0
MAXIM INTEGRATED PRODUCTS INC          COMMON SHS      57772K101      2650      67100    SHARED   A      67100         0         0
MAY DEPARTMENT STORES CO               COMMON SHS      577778103        15        600    SHARED   6          0         0       600
MAY DEPARTMENT STORES CO               COMMON SHS      577778103      1482      60173    SHARED   9      60173         0         0
MAXIMUS INC                            COMMON SHS      577933104      8500     246720    SHARED   6          0         0    246720
MAXIMUS INC                            COMMON SHS      577933104       241       7000    SHARED   9       7000         0         0
MAXIMUS INC                            COMMON SHS      577933104     32442     941700    SHARED   A     941700         0         0
MAYTAG CORP                            COMMON SHS      578592107      1463      58580    SHARED   9      58580         0         0
MAYTAG CORP                            COMMON SHS      578592107      4322     173100    SHARED   A      35600         0    137500
MCCLATCHY COMPANY                      COMMON SHS      579489105        92       1550    SHARED   9       1550         0         0
MCCLATCHY COMPANY                      COMMON SHS      579489105     10992     184800    SHARED   A     184800         0         0
MCCORMICK & CO INC                     COMMON SHS      579780206       241       8800    SHARED   9       8800         0         0
MCDATA CORP                            COMMON SHS      580031201         0          5    SHARED   6          0         0         5
MCDATA CORP                            COMMON SHS      580031201         2        153    SHARED   9        153         0         0
MCDATA CORP                            COMMON SHS      580031201     31802    2656800    SHARED   A    2656800         0         0
MCDERMOTT INTERNATIONAL INC            COMMON SHS      580037109       114      20000    SHARED   A      20000         0         0
MCDONALD'S CORP                        COMMON SHS      580135101      2966     126000    SHARED   4     126000         0         0
MCDONALD'S CORP                        COMMON SHS      580135101      1776      75449    SHARED   6      16481         0     58968
MCDONALD'S CORP                        COMMON SHS      580135101     11950     507655    SHARED   9     507655         0         0
MCDONALD'S CORP                        COMMON SHS      580135101     27179    1154600    SHARED   A     847600         0    307000
MCG CAPITAL CORP                       COMMON SHS      58047P107     24053    1540849    SHARED   5    1540849         0         0
MCGRAW-HILL COMPANIES INC              COMMON SHS      580645109     25175     405200    SHARED   5     405200         0         0
MCGRAW-HILL COMPANIES INC              COMMON SHS      580645109      1175      18911    SHARED   6          0         0     18911
MCGRAW-HILL COMPANIES INC              COMMON SHS      580645109     14584     234737    SHARED   9     234737         0         0
MCGRAW-HILL COMPANIES INC              COMMON SHS      580645109      9884     159080    SHARED   A     159080         0         0
MCKESSON CORP                          COMMON SHS      58155Q103         1         36    SHARED   6          0         0        36
MCKESSON CORP                          COMMON SHS      58155Q103       226       6800    SHARED   9       6800         0         0
MCKESSON CORP                          COMMON SHS      58155Q103     36839    1106598    SHARED   A     940598         0    166000
MCMORAN EXPLORATION CO                 COMMON SHS      582411104         2        189    SHARED   9        189         0         0
MCMORAN EXPLORATION CO                 COMMON SHS      582411104       291      27737    SHARED   A      27737         0         0
MEADOWBROOK INSURANCE GROUP INC        COMMON SHS      58319P108      8070    1954000    SHARED   5    1954000         0         0
MEADWESTVACO CORP                      COMMON SHS      583334107     55511    2176901    SHARED   5    2176901         0         0
MEADWESTVACO CORP                      COMMON SHS      583334107       125       4890    SHARED   9       4890         0         0
MEDCO HEALTH SOLUTIONS INC             COMMON SHS      58405U102         0          5    SHARED   6          0         0         5
MEDCO HEALTH SOLUTIONS INC             COMMON SHS      58405U102      1251      48240    SHARED   7      48240         0         0
MEDCO HEALTH SOLUTIONS INC             COMMON SHS      58405U102         0          6    SHARED   8          0         0         6
MEDCO HEALTH SOLUTIONS INC             COMMON SHS      58405U102     12674     488780    SHARED   9     488780         0         0
MEDCO HEALTH SOLUTIONS INC             COMMON SHS      58405U102         3        100    SHARED   A        100         0         0
MEDIACOM COMMUNICATIONS CORP           COMMON SHS      58446K105      3929     586400    SHARED   A     586400         0         0
MEDIACOM COMMUNICATIONS CORP           CONVERTIBLE BD  58446KAA3      4488    5000000    SHARED   A    5000000         0         0
MEDICINES CO                           COMMON SHS      584688105     17124     658600    SHARED   A     658600         0         0
MEDICIS PHARMACEUTICAL CORP            COMMON SHS      584690309      4822      82279    SHARED   6          0         0     82279
MEDICIS PHARMACEUTICAL CORP            COMMON SHS      584690309     16560     282600    SHARED   A     280000         0      2600
MEDIMMUNE INC                          COMMON SHS      584699102       825      25000    SHARED   6          0         0     25000
MEDIMMUNE INC                          COMMON SHS      584699102     19809     600085    SHARED   9     600085         0         0
MEDIMMUNE INC                          COMMON SHS      584699102     23221     703442    SHARED   A     700442         0      3000
MEDTRONIC INC                          COMMON SHS      585055106       184       3925    SHARED              0         0      3925
MEDTRONIC INC                          COMMON SHS      585055106       303       6466    SHARED   6          0         0      6466
MEDTRONIC INC                          COMMON SHS      585055106     89492    1907332    SHARED   9    1907332         0         0
MEDTRONIC INC                          COMMON SHS      585055106     15983     340646    SHARED   A     307546         0     33100
MELLON FINANCIAL CORP                  COMMON SHS      58551A108      2200      73000    SHARED   4      73000         0         0
MELLON FINANCIAL CORP                  COMMON SHS      58551A108      1344      44605    SHARED   9      44605         0         0
MELLON FINANCIAL CORP                  COMMON SHS      58551A108        13        432    SHARED   A        432         0         0
MENS WEARHOUSE INC                     COMMON SHS      587118100      8962     349400    SHARED   4     349400         0         0
MERCANTILE BANKSHARES CORP             COMMON SHS      587405101     31299     782475    SHARED   4     782475         0         0
MERCANTILE BANKSHARES CORP             COMMON SHS      587405101       131       3275    SHARED   6          0         0      3275
MERCANTILE BANKSHARES CORP             COMMON SHS      587405101       768      19200    SHARED   9      19200         0         0
MERCANTILE BANKSHARES CORP             COMMON SHS      587405101     15578     389450    SHARED   A     389450         0         0
MERCER INTERNATIONAL INC               COMMON SHS      588056101      3343     545400    SHARED   4     545400         0         0
MERCHANTS GROUP INC                    COMMON SHS      588539106      3965     190000    SHARED   4     190000         0         0
MERCK & CO INC                         COMMON SHS      589331107        28        560    SHARED            560         0         0
MERCK & CO INC                         COMMON SHS      589331107     76684    1514894    SHARED   5    1514894         0         0
MERCK & CO INC                         COMMON SHS      589331107      2315      45740    SHARED   6          0         0     45740
MERCK & CO INC                         COMMON SHS      589331107     20248     400000    SHARED   7     400000         0         0
MERCK & CO INC                         COMMON SHS      589331107     14407     284615    SHARED   8     269280         0     15335
MERCK & CO INC                         COMMON SHS      589331107    244675    4833564    SHARED   9    4833564         0         0
MERCK & CO INC                         COMMON SHS      589331107     62783    1240289    SHARED   A    1038989         0    201300
MERCURY GENERAL CORP                   COMMON SHS      589400100     24374     544300    SHARED   4     544300         0         0
MERCURY GENERAL CORP                   COMMON SHS      589400100       255       5700    SHARED   6          0         0      5700
MERCURY INTERACTIVE CORP               COMMON SHS      589405109      6640     146228    SHARED   9     146228         0         0
MERCURY INTERACTIVE CORP               COMMON SHS      589405109    106721    2350170    SHARED   A    2350170         0         0
MERCURY INTERACTIVE CORP               CONVERTIBLE BD  589405AA7       416     417000    SHARED   9     417000         0         0
MEREDITH CORP                          COMMON SHS      589433101    105073    2275776    SHARED   5    2275776         0         0
MEREDITH CORP                          COMMON SHS      589433101        46       1000    SHARED   9       1000         0         0
MERISTAR HOSPITALITY CORP              REAL EST INV TR 58984Y103      5876     829887    SHARED   6          0         0    829887
MERISTAR HOSPITALITY CORP              REAL EST INV TR 58984Y103     24401    3446400    SHARED   A    3446400         0         0
MERISTAR HOSPITALITY CORP              CONVERTIBLE BD  58984YAJ2    121500  100000000    SHARED   A  100000000         0         0
MERIT MEDICAL SYSTEMS INC              COMMON SHS      589889104      4546     205700    SHARED   A     205700         0         0
MERIDIAN GOLD INC                      ORDINARY SHS    589975101      9249     578760    SHARED   A     578760         0         0
MERITAGE CORP                          COMMON SHS      59001A102       642      13585    SHARED   6          0         0     13585
MERITAGE CORP                          COMMON SHS      59001A102      2241      47430    SHARED   9      47430         0         0
MERITAGE CORP                          COMMON SHS      59001A102     23101     488900    SHARED   A     488900         0         0
MERIX CORP                             COMMON SHS      590049102     22126    1342594    SHARED   A    1342594         0         0
MERRILL LYNCH & CO INC                 COMMON SHS      590188108       131       2445    SHARED           2445         0         0
MERRILL LYNCH & CO INC                 COMMON SHS      590188108     32260     602660    SHARED   1     602660         0         0
MERRILL LYNCH & CO INC                 COMMON SHS      590188108       775      14485    SHARED   2      14485         0         0
MERRILL LYNCH & CO INC                 COMMON SHS      590188108      1575      29432    SHARED   9      29432         0         0
MERRILL LYNCH & CO INC                 COMMON SHS      590188108      5394     100764    SHARED   A      27764         0     73000
MESA AIR GROUP INC                     COMMON SHS      590479101      9154     824700    SHARED   4     824700         0         0
METHANEX CORP                          ORDINARY SHS    59151K108     29263    2322457    SHARED   8    2127867         0    194590
METLIFE INC                            COMMON SHS      59156R108     14025     500000    SHARED   4     500000         0         0
METLIFE INC                            COMMON SHS      59156R108      4496     160270    SHARED   5     160270         0         0
METLIFE INC                            COMMON SHS      59156R108      1327      47313    SHARED   9      47313         0         0
METLIFE INC                            COMMON SHS      59156R108      2499      89100    SHARED   A      89100         0         0
METSO OYJ                              AMER DEP RECPT  592671101      2472     243796    SHARED   2     243796         0         0
METSO OYJ                              AMER DEP RECPT  592671101      1144     112850    SHARED   3     112850         0         0
METTLER-TOLEDO INTERNATIONAL INC       COMMON SHS      592688105        26        720    SHARED            720         0         0
METTLER-TOLEDO INTERNATIONAL INC       COMMON SHS      592688105     10537     293100    SHARED   4     293100         0         0
METTLER-TOLEDO INTERNATIONAL INC       COMMON SHS      592688105     29485     820156    SHARED   6          0         0    820156
METTLER-TOLEDO INTERNATIONAL INC       COMMON SHS      592688105    183521    5104900    SHARED   A    4970200         0    134700
MEXICO FUND                            CLOSE END MUT F 592835102      9064     620800    SHARED   4     620800         0         0
MEXICO FUND                            CLOSE END MUT F 592835102        17       1166    SHARED   9       1166         0         0
MICHAELS STORES INC                    COMMON SHS      594087108     10304     252800    SHARED   A     252800         0         0
MICREL INC                             COMMON SHS      594793101     12386    1016060    SHARED   6          0         0   1016060
MICREL INC                             COMMON SHS      594793101       305      25000    SHARED   7      25000         0         0
MICREL INC                             COMMON SHS      594793101      7559     620100    SHARED   9     620100         0         0
MICREL INC                             COMMON SHS      594793101    106812    8762300    SHARED   A    8762300         0         0
MICROSOFT CORP                         COMMON SHS      594918104       685      24642    SHARED           2040         0     22602
MICROSOFT CORP                         COMMON SHS      594918104      1967      70785    SHARED   6          0         0     70785
MICROSOFT CORP                         COMMON SHS      594918104     27790    1000000    SHARED   7    1000000         0         0
MICROSOFT CORP                         COMMON SHS      594918104     18699     672850    SHARED   8     668755         0      4095
MICROSOFT CORP                         COMMON SHS      594918104    185229    6665306    SHARED   9    6665306         0         0
MICROSOFT CORP                         COMMON SHS      594918104    352216   12674202    SHARED   A   11746302         0    927900
MICROCHIP TECHNOLOGY INC               COMMON SHS      595017104        19        790    SHARED            790         0         0
MICROCHIP TECHNOLOGY INC               COMMON SHS      595017104      1099      45925    SHARED   9      45925         0         0
MICROCHIP TECHNOLOGY INC               COMMON SHS      595017104     89897    3755103    SHARED   A    3755103         0         0
MICROCELL TELECOMMUNICATIONS INC       ORDINARY SHS    59501T874      3543     221269    SHARED   A     221269         0         0
MICROMUSE INC                          COMMON SHS      595094103      4826     590000    SHARED   A     590000         0         0
MICROTUNE INC                          COMMON SHS      59514P109       989     387900    SHARED   A     387900         0         0
MID ATLANTIC MEDICAL SERVICES INC      COMMON SHS      59523C107      1044      20300    SHARED   A      17700         0      2600
MIDCAP SPDR TRUST                      OPEN END UT TR  595635103      3073      32920    SHARED   9      32920         0         0
MILLENNIUM PHARMACEUTICALS INC         COMMON SHS      599902103       770      50000    SHARED   6          0         0     50000
MILLENNIUM PHARMACEUTICALS INC         COMMON SHS      599902103        51       3298    SHARED   9       3298         0         0
MILLENNIUM PHARMACEUTICALS INC         COMMON SHS      599902103     53157    3453993    SHARED   A    3444593         0      9400
MILLIPORE CORP                         COMMON SHS      601073109     18424     400000    SHARED   7     400000         0         0
MILLIPORE CORP                         COMMON SHS      601073109       298       6461    SHARED   9       6461         0         0
MILLS CORP                             REAL EST INV TR 601148109       591      15008    SHARED   9      15008         0         0
MINDSPEED TECHNOLOGIES INC             COMMON SHS      602682106       539     100000    SHARED   7     100000         0         0
MINERALS TECHNOLOGIES INC              COMMON SHS      603158106     11135     218753    SHARED   6          0         0    218753
MINERALS TECHNOLOGIES INC              COMMON SHS      603158106      9987     196200    SHARED   9     196200         0         0
MINERALS TECHNOLOGIES INC              COMMON SHS      603158106     44548     875200    SHARED   A     875200         0         0
MOLEX INC                              COMMON SHS      608554101       107       3750    SHARED   6          0         0      3750
MOLEX INC                              COMMON SHS      608554101      4188     146483    SHARED   7     146483         0         0
MOLEX INC                              COMMON SHS      608554101       275       9612    SHARED   9       9612         0         0
MOLEX INC                              COMMON SHS      608554200      3595     146483    SHARED   7     146483         0         0
MOLEX INC                              COMMON SHS      608554200       140       5718    SHARED   9       5718         0         0
MOLINA HEALTHCARE INC                  COMMON SHS      60855R100       402      14500    SHARED   9      14500         0         0
MOLINA HEALTHCARE INC                  COMMON SHS      60855R100     13667     492500    SHARED   A     492500         0         0
MONACO COACH CORP                      COMMON SHS      60886R103      7390     446500    SHARED   4     446500         0         0
MONSANTO CO                            COMMON SHS      61166W101       337      14072    SHARED   2      14072         0         0
MONSANTO CO                            COMMON SHS      61166W101     20442     853900    SHARED   4     853900         0         0
MONSANTO CO                            COMMON SHS      61166W101       225       9386    SHARED   9       9386         0         0
MONSANTO CO                            COMMON SHS      61166W101     61047    2550007    SHARED   A    2550007         0         0
MOODY'S CORP                           COMMON SHS      615369105         2         30    SHARED   6          0         0        30
MOODY'S CORP                           COMMON SHS      615369105     13413     244000    SHARED   7     244000         0         0
MOODY'S CORP                           COMMON SHS      615369105      2229      40547    SHARED   9      40547         0         0
MOODY'S CORP                           COMMON SHS      615369105    129523    2356257    SHARED   A    2356257         0         0
MOORE WALLACE INC                      COMMON SHS      615857109       256      18000    SHARED   9      18000         0         0
MORGAN STANLEY                         COMMON SHS      617446448     11166     221280    SHARED         122513         0     98767
MORGAN STANLEY                         COMMON SHS      617446448     90216    1787871    SHARED   1    1787871         0         0
MORGAN STANLEY                         COMMON SHS      617446448      4890      96900    SHARED   2      96900         0         0
MORGAN STANLEY                         COMMON SHS      617446448      1396      27675    SHARED   3      27675         0         0
MORGAN STANLEY                         COMMON SHS      617446448       858      17000    SHARED   4      17000         0         0
MORGAN STANLEY                         COMMON SHS      617446448      2706      53635    SHARED   6          0         0     53635
MORGAN STANLEY                         COMMON SHS      617446448     40426     801140    SHARED   9     801140         0         0
MORGAN STANLEY                         COMMON SHS      617446448     40731     807199    SHARED   A     807199         0         0
MOTOROLA INC                           COMMON SHS      620076109        23       1900    SHARED           1900         0         0
MOTOROLA INC                           COMMON SHS      620076109     45652    3813901    SHARED   1    3813901         0         0
MOTOROLA INC                           COMMON SHS      620076109       499      41700    SHARED   2      41700         0         0
MOTOROLA INC                           COMMON SHS      620076109        18       1545    SHARED   3       1545         0         0
MOTOROLA INC                           COMMON SHS      620076109      2551     213145    SHARED   6          0         0    213145
MOTOROLA INC                           COMMON SHS      620076109      1186      99100    SHARED   8      99100         0         0
MOTOROLA INC                           COMMON SHS      620076109      5150     430239    SHARED   9     430239         0         0
MOTOROLA INC                           COMMON SHS      620076109     58929    4923086    SHARED   A    4427486         0    495600
MOTOROLA INC                           CONVERT PREF    620076208     47400    1250000    SHARED   A    1250000         0         0
MUELLER INDUSTRIES INC                 COMMON SHS      624756102     24267     953500    SHARED   4     953500         0         0
MUELLER INDUSTRIES INC                 COMMON SHS      624756102     33550    1318290    SHARED   5    1318290         0         0
MUELLER INDUSTRIES INC                 COMMON SHS      624756102       262      10300    SHARED   9      10300         0         0
MUNIHOLDINGS INSURED FUND INC          CLOSE END MUT F 625930102       173      13000    SHARED   9      13000         0         0
MUNIYIELD CALIFORNIA INSURED INC       CLOSE END MUT F 62629L104       827      59400    SHARED   9      59400         0         0
MUNIYIELD NEW YORK INSURED FUND        CLOSE END MUT F 626301105       270      20297    SHARED   9      20297         0         0
MURPHY OIL CORP                        COMMON SHS      626717102       826      14054    SHARED   9      14054         0         0
MYERS INDUSTRIES INC                   COMMON SHS      628464109     21305    2128377    SHARED   4    2128377         0         0
MYERS INDUSTRIES INC                   COMMON SHS      628464109       148      14797    SHARED   6          0         0     14797
MYKROLIS CORP                          COMMON SHS      62852P103      9392     773663    SHARED   6          0         0    773663
MYKROLIS CORP                          COMMON SHS      62852P103      3287     270725    SHARED   7     270725         0         0
MYKROLIS CORP                          COMMON SHS      62852P103         9        720    SHARED   9        720         0         0
MYLAN LABORATORIES INC                 COMMON SHS      628530107      4003     103563    SHARED         103563         0         0
MYLAN LABORATORIES INC                 COMMON SHS      628530107      2841      73513    SHARED   1      73513         0         0
MYLAN LABORATORIES INC                 COMMON SHS      628530107     14240     368430    SHARED   2     368430         0         0
MYLAN LABORATORIES INC                 COMMON SHS      628530107       295       7630    SHARED   3       7630         0         0
MYLAN LABORATORIES INC                 COMMON SHS      628530107     11284     291964    SHARED   8     291964         0         0
MYLAN LABORATORIES INC                 COMMON SHS      628530107       135       3494    SHARED   9       3494         0         0
MYLAN LABORATORIES INC                 COMMON SHS      628530107      1629      42150    SHARED   A      36150         0      6000
NBTY INC                               COMMON SHS      628782104        56       2400    SHARED   9       2400         0         0
NBTY INC                               COMMON SHS      628782104      3059     131000    SHARED   A     131000         0         0
NCO GROUP INC                          COMMON SHS      628858102     11292     481141    SHARED   6          0         0    481141
NCO GROUP INC                          COMMON SHS      628858102     18652     794700    SHARED   A     794700         0         0
NCO GROUP INC                          CONVERTIBLE BD  628858AB8      5000    5000000    SHARED   A    5000000         0         0
NS GROUP INC                           COMMON SHS      628916108       340      52700    SHARED   A      52700         0         0
NEC CORP                               AMER DEP RECPT  629050204       110      14625    SHARED   2      14625         0         0
NEC CORP                               AMER DEP RECPT  629050204         2        330    SHARED   3        330         0         0
NII HOLDINGS INC                       COMMON SHS      62913F201      7281     121976    SHARED   6          0         0    121976
NII HOLDINGS INC                       COMMON SHS      62913F201     43865     734884    SHARED   A     734884         0         0
NPS PHARMACEUTICALS INC                COMMON SHS      62936P103      1393      50000    SHARED   6          0         0     50000
NPS PHARMACEUTICALS INC                COMMON SHS      62936P103     55267    1984460    SHARED   A    1979460         0      5000
NTL INC                                COMMON SHS      62940M104    194885    4135936    SHARED   5    4135936         0         0
NTL INC                                COMMON SHS      62940M104        60       1278    SHARED   9       1278         0         0
NTL INC                                COMMON SHS      62940M104     31592     670461    SHARED   A     670461         0         0
NVR INC                                COMMON SHS      62944T105      1306       2800    SHARED   9       2800         0         0
NVR INC                                COMMON SHS      62944T105     65357     140100    SHARED   A     140100         0         0
NASDAQ 100                             OPEN END UT TR  631100104      1107      34160    SHARED   9      34160         0         0
NASHUA CORP                            COMMON SHS      631226107      3776     475000    SHARED   4     475000         0         0
NATIONAL AUSTRALIA CAP SEC (UK) PLC    CONVERT PREF    632525309      4097     113805    SHARED   9     113805         0         0
NATIONAL AUSTRALIA BANK LTD            AMER DEP RECPT  632525408      1565      15000    SHARED   8      15000         0         0
NATIONAL AUSTRALIA BANK LTD            AMER DEP RECPT  632525408       146       1400    SHARED   9       1400         0         0
NATIONAL CITY CORP                     COMMON SHS      635405103       891      30240    SHARED   9      30240         0         0
NATIONAL COMMERCE FINANCIAL CORP       COMMON SHS      63545P104     61018    2452500    SHARED   4    2452500         0         0
NATIONAL COMMERCE FINANCIAL CORP       COMMON SHS      63545P104      2769     111290    SHARED   6          0         0    111290
NATIONAL COMMERCE FINANCIAL CORP       COMMON SHS      63545P104        40       1600    SHARED   9       1600         0         0
NATIONAL COMMERCE FINANCIAL CORP       COMMON SHS      63545P104     83689    3363700    SHARED   A    3363700         0         0
NATIONAL INSTRUMENTS CORP              COMMON SHS      636518102     10889     270534    SHARED   6          0         0    270534
NATIONAL INSTRUMENTS CORP              COMMON SHS      636518102        12        300    SHARED   9        300         0         0
NATIONAL INSTRUMENTS CORP              COMMON SHS      636518102     76168    1892385    SHARED   A    1892385         0         0
NATIONAL RV HOLDINGS INC               COMMON SHS      637277104      3480     400000    SHARED   4     400000         0         0
NATIONAL SEMICONDUCTOR CORP            COMMON SHS      637640103         0          3    SHARED   9          3         0         0
NATIONAL SEMICONDUCTOR CORP            COMMON SHS      637640103     13672     423400    SHARED   A     423400         0         0
NATIONAL WESTERN LIFE INSURANCE CO     COMMON SHS      638522102     20604     150000    SHARED   4     150000         0         0
NATIONWIDE FINANCIAL SERVICES INC      COMMON SHS      638612101     41757    1332400    SHARED   5    1332400         0         0
NATIONWIDE FINANCIAL SERVICES INC      COMMON SHS      638612101        27        852    SHARED   9        852         0         0
NATIONWIDE HEALTH PROPERTIES INC       REAL EST INV TR 638620104       224      12800    SHARED   9      12800         0         0
NAVIGANT CONSULTING INC                COMMON SHS      63935N107      5061     411114    SHARED   6          0         0    411114
NEIMAN MARCUS GROUP INC                COMMON SHS      640204202     16718     400900    SHARED   A     400900         0         0
NEIMAN MARCUS GROUP INC                COMMON SHS      640204301       243       6200    SHARED   A       6200         0         0
NEKTAR THERAPEUTIC                     COMMON SHS      640268108      8036     627800    SHARED   9     627800         0         0
NEKTAR THERAPEUTIC                     COMMON SHS      640268108     10511     821200    SHARED   A     810400         0     10800
NEOSE TECHNOLOGIES INC                 COMMON SHS      640522108      2338     250000    SHARED   A     250000         0         0
NETWORK ASSOCIATES INC                 COMMON SHS      640938106      5735     416823    SHARED   6          0         0    416823
NETWORK ASSOCIATES INC                 COMMON SHS      640938106      2856     207548    SHARED   A     207548         0         0
NETFLIX COM INC                        COMMON SHS      64110L106       225       6700    SHARED   9       6700         0         0
NETIQ CORP                             COMMON SHS      64115P102      3615     302800    SHARED   4     302800         0         0
NETIQ CORP                             COMMON SHS      64115P102     14423    1207923    SHARED   6          0         0   1207923
NETIQ CORP                             COMMON SHS      64115P102       184      15400    SHARED   9      15400         0         0
NETIQ CORP                             COMMON SHS      64115P102     29790    2495000    SHARED   A    2495000         0         0
NETSCREEN TECHNOLOGIES INC             COMMON SHS      64117V107     30860    1388200    SHARED   A    1388200         0         0
NETWORK APPLIANCE INC                  COMMON SHS      64120L104       345      16800    SHARED   9      16800         0         0
NETWORK APPLIANCE INC                  COMMON SHS      64120L104     89957    4381758    SHARED   A    4381758         0         0
NEUBERGER BERMAN INC                   COMMON SHS      641234109      9806     234200    SHARED   5     234200         0         0
NEUBERGER BERMAN INC                   COMMON SHS      641234109        63       1500    SHARED   9       1500         0         0
NEUROCRINE BIOSCIENCES INC             COMMON SHS      64125C109       495      10000    SHARED   6          0         0     10000
NEUROCRINE BIOSCIENCES INC             COMMON SHS      64125C109      6616     133600    SHARED   A     133600         0         0
NEW IRELAND FUND INC                   CLOSE END MUT F 645673104      1678     135000    SHARED   4     135000         0         0
NEW PLAN EXCEL REALTY TRUST INC        REAL EST INV TR 648053106       273      11700    SHARED   9      11700         0         0
NEW YORK TIMES CO                      COMMON SHS      650111107     10495     241487    SHARED   9     241487         0         0
NEW YORK TIMES CO                      COMMON SHS      650111107     34151     785800    SHARED   A     684400         0    101400
NEWELL RUBBERMAID INC                  COMMON SHS      651229106      3219     148555    SHARED           3255         0    145300
NEWELL RUBBERMAID INC                  COMMON SHS      651229106       451      20800    SHARED   2      20800         0         0
NEWELL RUBBERMAID INC                  COMMON SHS      651229106      5675     261884    SHARED   8     261884         0         0
NEWELL RUBBERMAID INC                  COMMON SHS      651229106       738      34035    SHARED   9      34035         0         0
NEWFIELD EXPLORATION COMPANY           COMMON SHS      651290108       262       6800    SHARED   9       6800         0         0
NEWFIELD EXPLORATION COMPANY           COMMON SHS      651290108     51085    1324474    SHARED   A    1324474         0         0
NEWHALL LAND & FARMING CO              LTD PARTNERSHIP 651426108       316       8000    SHARED   9       8000         0         0
NEWMONT MINING CORP                    COMMON SHS      651639106     91889    2350700    SHARED   5    2350700         0         0
NEWMONT MINING CORP                    COMMON SHS      651639106       696      17797    SHARED   9      17797         0         0
NEWMONT MINING CORP                    COMMON SHS      651639106     41002    1048914    SHARED   A    1048914         0         0
NEWS CORP LTD                          AMER DEP RECPT  652487703      1160      35356    SHARED          30800         0      4556
NEWS CORP LTD                          AMER DEP RECPT  652487703      1902      58000    SHARED   2      58000         0         0
NEWS CORP LTD                          AMER DEP RECPT  652487703      1345      41000    SHARED   8      41000         0         0
NEWS CORP LTD                          AMER DEP RECPT  652487703     25926     790442    SHARED   9     790442         0         0
NEWS CORP LTD                          AMER DEP RECPT  652487703      4120     125600    SHARED   A     125600         0         0
NEWS CORP LTD                          DEP RCPT PFD    652487802      2589      94870    SHARED   2      94000         0       870
NEWS CORP LTD                          DEP RCPT PFD    652487802      7247     265549    SHARED   9     265549         0         0
NEXTERA ENTERPRISES INC                COMMON SHS      65332E101        16      37732    SHARED   9      37732         0         0
NEXTEL COMMUNICATIONS INC              COMMON SHS      65332V103         2         90    SHARED   6          0         0        90
NEXTEL COMMUNICATIONS INC              COMMON SHS      65332V103       992      50400    SHARED   9      50400         0         0
NEXTEL COMMUNICATIONS INC              COMMON SHS      65332V103      3988     202534    SHARED   A     202534         0         0
NEXTEL COMMUNICATIONS INC              CONVERTIBLE BD  65332VAY9     62344   66500000    SHARED   A   66500000         0         0
NEXEN INC                              ORDINARY SHS    65334H102    131739    3584723    SHARED   8    3332066         0    252657
NICOR INC                              COMMON SHS      654086107        21        600    SHARED   6          0         0       600
NICOR INC                              COMMON SHS      654086107     23794     677111    SHARED   A     677111         0         0
NIKE INC                               COMMON SHS      654106103     10470     172150    SHARED   1     172150         0         0
NIKE INC                               COMMON SHS      654106103     23703     389727    SHARED   9     389727         0         0
NIKE INC                               COMMON SHS      654106103      8501     139778    SHARED   A     139778         0         0
NIPPON TELEGRAPH & TELEPHONE CORP      AMER DEP RECPT  654624105       701      30960    SHARED   1      30960         0         0
NIPPON TELEGRAPH & TELEPHONE CORP      AMER DEP RECPT  654624105      6348     280377    SHARED   2     280377         0         0
NIPPON TELEGRAPH & TELEPHONE CORP      AMER DEP RECPT  654624105      9831     434231    SHARED   3     434231         0         0
NIPPON TELEGRAPH & TELEPHONE CORP      AMER DEP RECPT  654624105       105       4645    SHARED   8       4645         0         0
NIPPON TELEGRAPH & TELEPHONE CORP      AMER DEP RECPT  654624105        61       2700    SHARED   9       2700         0         0
NISOURCE INC                           COMMON SHS      65473P105       336      16813    SHARED   9      16813         0         0
NISOURCE INC                           COMMON SHS      65473P105    121981    6105157    SHARED   A    6105157         0         0
NOKIA CORP                             AMER DEP RECPT  654902204       247      15856    SHARED           1220         0     14636
NOKIA CORP                             AMER DEP RECPT  654902204      2058     131935    SHARED   6      16736         0    115199
NOKIA CORP                             AMER DEP RECPT  654902204     66825    4283640    SHARED   9    4283640         0         0
NOKIA CORP                             AMER DEP RECPT  654902204     42047    2695300    SHARED   A    2695300         0         0
NOBLE ENERGY INC                       COMMON SHS      655044105        43       1128    SHARED   9       1128         0         0
NOBLE ENERGY INC                       COMMON SHS      655044105       448      11700    SHARED   A      11700         0         0
NOMURA HOLDINGS INC                    AMER DEP RECPT  65535H208       258      16074    SHARED              0         0     16074
NOMURA HOLDINGS INC                    AMER DEP RECPT  65535H208       113       7050    SHARED   9       7050         0         0
RELIANT ENERGY RESOURCES               CONVERTIBLE BD  655419AC3        10      10000    SHARED   9      10000         0         0
NORDSTROM INC                          COMMON SHS      655664100      1243      50114    SHARED   9      50114         0         0
NORDSTROM INC                          COMMON SHS      655664100     10056     405326    SHARED   A     405326         0         0
NORFOLK SOUTHERN CORP                  COMMON SHS      655844108     65705    3551600    SHARED   5    3551600         0         0
NORFOLK SOUTHERN CORP                  COMMON SHS      655844108      2549     137808    SHARED   9     137808         0         0
NORSK HYDRO ASA                        AMER DEP RECPT  656531605     32217     627281    SHARED   2     425581         0    201700
NORSK HYDRO ASA                        AMER DEP RECPT  656531605        31        600    SHARED   9        600         0         0
NORTEL INVERSORA SA                    AMER DEP RECPT  656567401      1677     524000    SHARED   A     524000         0         0
NORTEL NETWORKS CORP                   ORDINARY SHS    656568102       897     161660    SHARED   2     161660         0         0
NORTEL NETWORKS CORP                   ORDINARY SHS    656568102      7630    1374748    SHARED   8    1374748         0         0
NORTEL NETWORKS CORP                   COMMON SHS      656568102       288      70251    SHARED   9      70251         0         0
NORTEL NETWORKS CORP                   COMMON SHS      656568102      1151     280700    SHARED   A     280700         0         0
NORTEL NETWORKS CORP                   CONVERTIBLE BD  656568AB8    260570  293600000    SHARED   A  293600000         0         0
NORTH AMERICAN PALLADIUM LTD           ORDINARY SHS    656912102      2344     377500    SHARED   A     377500         0         0
NORTH EUROPEAN OIL ROYALTY TRUST       COMMON SHS      659310106       251      11300    SHARED   9      11300         0         0
NORTH FORK BANCORP INC                 COMMON SHS      659424105      7924     228020    SHARED   9     228020         0         0
NORTH FORK BANCORP INC                 COMMON SHS      659424105         6        160    SHARED   A        160         0         0
NORTHEAST UTILITIES                    COMMON SHS      664397106     31360    1750000    SHARED   4    1750000         0         0
NORTHEAST UTILITIES                    COMMON SHS      664397106        70       3900    SHARED   9       3900         0         0
NORTHERN TRUST CORP                    COMMON SHS      665859104       479      11283    SHARED   9      11283         0         0
NORTHROP GRUMMAN CORP                  COMMON SHS      666807102    151227    1753970    SHARED   5    1753970         0         0
NORTHROP GRUMMAN CORP                  COMMON SHS      666807102     43110     500000    SHARED   7     500000         0         0
NORTHROP GRUMMAN CORP                  COMMON SHS      666807102     11650     135119    SHARED   9     135119         0         0
NORTHROP GRUMMAN CORP                  COMMON SHS      666807102         9        104    SHARED   A        104         0         0
NORTHWEST AIRLINES CORP                COMMON SHS      667280101      4850     500000    SHARED   7     500000         0         0
NORTHWEST NATURAL GAS CO               COMMON SHS      667655104       218       7500    SHARED   9       7500         0         0
NORTHWEST PIPE COMPANY                 COMMON SHS      667746101      2189     162900    SHARED   4     162900         0         0
NOVA CHEMICALS CORP                    ORDINARY SHS    66977W109     10802     501690    SHARED   6          0         0    501690
NOVA CHEMICALS CORP                    COMMON SHS      66977W109        28       1360    SHARED   9       1360         0         0
NOVA CHEMICALS CORP                    COMMON SHS      66977W109     28666    1412100    SHARED   A    1412100         0         0
NOVARTIS AG                            AMER DEP RECPT  66987V109       346       8900    SHARED   2       8900         0         0
NOVARTIS AG                            AMER DEP RECPT  66987V109       988      25430    SHARED   9      25430         0         0
NUANCE COMMUNICATIONS INC              COMMON SHS      669967101      8209    1417800    SHARED   A    1417800         0         0
NOVELLUS SYSTEMS INC                   COMMON SHS      670008101        14        400    SHARED            400         0         0
NOVELLUS SYSTEMS INC                   COMMON SHS      670008101       311       9200    SHARED   9       9200         0         0
NOVELLUS SYSTEMS INC                   COMMON SHS      670008101     42975    1273320    SHARED   A    1273320         0         0
NOVEN PHARMACEUTICALS INC              COMMON SHS      670009109      1029      90300    SHARED   A      81800         0      8500
NSTAR                                  COMMON SHS      67019E107       340       7160    SHARED   9       7160         0         0
NSTAR                                  COMMON SHS      67019E107       736      15500    SHARED   A      15500         0         0
NUCOR CORP                             COMMON SHS      670346105     76982    1677900    SHARED   4    1677900         0         0
NUCOR CORP                             COMMON SHS      670346105       147       3200    SHARED   6          0         0      3200
NUCOR CORP                             COMMON SHS      670346105      2912      63480    SHARED   9      63480         0         0
NUEVO ENERGY CO                        COMMON SHS      670509108      7159     394000    SHARED   4     394000         0         0
NUEVO FINANCING I                      CONVERT PREF    670511203     64247    1701900    SHARED   A    1701900         0         0
NUVEEN PREMIUM INCOME MUNICIPAL FUND 4 CLOSE END MUT F 6706K4105       316      25000    SHARED   9      25000         0         0
NUVEEN QUALITY PFD INCOME FD           CLOSE END MUT F 67071S101       270      18000    SHARED   9      18000         0         0
NUVEEN NEW JERSEY PREMIUM INCOME MUNIC CLOSE END MUT F 67101N106       200      12598    SHARED   9      12598         0         0
OSI PHARMACEUTICALS INC                COMMON SHS      671040103       812      25000    SHARED   6          0         0     25000
OSI PHARMACEUTICALS INC                COMMON SHS      671040103         0         11    SHARED   9         11         0         0
OSI PHARMACEUTICALS INC                COMMON SHS      671040103     58896    1813850    SHARED   A    1810750         0      3100
OSI PHARMACEUTICALS INC                CONVERTIBLE BD  671040AB9      4337    4500000    SHARED   A    4500000         0         0
OCCIDENTAL PETROLEUM CORP              COMMON SHS      674599105      1339      38000    SHARED   4      38000         0         0
OCCIDENTAL PETROLEUM CORP              COMMON SHS      674599105     12431     352865    SHARED   8     352865         0         0
OCCIDENTAL PETROLEUM CORP              COMMON SHS      674599105        99       2800    SHARED   9       2800         0         0
OCEANEERING INTERNATIONAL INC          COMMON SHS      675232102      7056     300000    SHARED         300000         0         0
OFFICEMAX INC                          COMMON SHS      67622M108     13971    1491000    SHARED   4    1491000         0         0
OFFICEMAX INC                          COMMON SHS      67622M108        23       2500    SHARED   9       2500         0         0
OFFICEMAX INC                          COMMON SHS      67622M108     11933    1273585    SHARED   A    1273585         0         0
OFFSHORE LOGISTICS INC                 COMMON SHS      676255102     24141    1189200    SHARED   4    1189200         0         0
OFFSHORE LOGISTICS INC                 COMMON SHS      676255102        20        978    SHARED   6          0         0       978
OFFSHORE LOGISTICS INC                 COMMON SHS      676255102        55       2700    SHARED   9       2700         0         0
OIL STATES INTERNATIONAL INC           COMMON SHS      678026105      7011     552500    SHARED   4     552500         0         0
OIL STATES INTERNATIONAL INC           COMMON SHS      678026105     32338    2548300    SHARED   A    2548300         0         0
OLD REPUBLIC INTERNATIONAL CORP        COMMON SHS      680223104    136016    4110500    SHARED   4    4110500         0         0
OLD REPUBLIC INTERNATIONAL CORP        COMMON SHS      680223104    189290    5720460    SHARED   5    5720460         0         0
OLD REPUBLIC INTERNATIONAL CORP        COMMON SHS      680223104      1370      41412    SHARED   6          0         0     41412
OLD REPUBLIC INTERNATIONAL CORP        COMMON SHS      680223104        40       1200    SHARED   9       1200         0         0
OLD REPUBLIC INTERNATIONAL CORP        COMMON SHS      680223104      5691     172000    SHARED   A     172000         0         0
OLIN CORP                              COMMON SHS      680665205      6407     405000    SHARED   4     405000         0         0
OLIN CORP                              COMMON SHS      680665205     10117     639495    SHARED   6          0         0    639495
OLIN CORP                              COMMON SHS      680665205     26263    1660100    SHARED   A    1660100         0         0
OMNICARE INC                           COMMON SHS      681904108        14        400    SHARED   9        400         0         0
OMNICARE INC                           COMMON SHS      681904108      2603      72199    SHARED   A      63599         0      8600
OMNICOM GROUP INC                      COMMON SHS      681919106       283       3933    SHARED            310         0      3623
OMNICOM GROUP INC                      COMMON SHS      681919106     45189     628935    SHARED   5     628935         0         0
OMNICOM GROUP INC                      COMMON SHS      681919106         1         13    SHARED   6          0         0        13
OMNICOM GROUP INC                      COMMON SHS      681919106     52375     728947    SHARED   9     728947         0         0
OMNICOM GROUP INC                      COMMON SHS      681919106     20020     278639    SHARED   A     251639         0     27000
OMNIVISION TECHNOLOGIES INC            COMMON SHS      682128103      2171      51400    SHARED   A      51400         0         0
OMNICARE INC                           PREFERRED       68214L201       500      10000    SHARED   9      10000         0         0
ON ASSIGNMENT INC                      COMMON SHS      682159108        54      10200    SHARED   9      10200         0         0
ONEOK INC                              COMMON SHS      682680103       156       7744    SHARED   9       7744         0         0
ONEOK INC                              COMMON SHS      682680103     68671    3404600    SHARED   A    3404600         0         0
ONYX PHARMACEUTICALS INC               COMMON SHS      683399109       377      17500    SHARED   6          0         0     17500
ONYX PHARMACEUTICALS INC               COMMON SHS      683399109     10358     480200    SHARED   A     480200         0         0
VIMPEL COMMUNICATIONS                  AMER DEP RECPT  68370R109      8687     142740    SHARED         142740         0         0
ORACLE CORP                            COMMON SHS      68389X105        18       1570    SHARED           1570         0         0
ORACLE CORP                            COMMON SHS      68389X105      5610     500000    SHARED   7     500000         0         0
ORACLE CORP                            COMMON SHS      68389X105     17215    1534338    SHARED   9    1534338         0         0
ORACLE CORP                            COMMON SHS      68389X105     68656    6119070    SHARED   A    5719070         0    400000
OSHKOSH B'GOSH INC                     COMMON SHS      688222207      1204      46800    SHARED   4      46800         0         0
OSHKOSH TRUCK CORP                     COMMON SHS      688239201     19013     480000    SHARED   4     480000         0         0
OSHKOSH TRUCK CORP                     COMMON SHS      688239201     31613     798100    SHARED   A     798100         0         0
OVERLAND STORAGE INC                   COMMON SHS      690310107      1292      87600    SHARED   A      87600         0         0
OVERSEAS SHIPHOLDING GROUP INC         COMMON SHS      690368105     50710    1961700    SHARED   4    1961700         0         0
OVERTURE SERVICES INC                  COMMON SHS      69039R100     11706     441900    SHARED   5     441900         0         0
OVERTURE SERVICES INC                  COMMON SHS      69039R100     34699    1309900    SHARED   A    1309900         0         0
OWENS & MINOR INC                      COMMON SHS      690732102      5056     209812    SHARED   6          0         0    209812
OWENS & MINOR INC                      COMMON SHS      690732102       178       7400    SHARED   9       7400         0         0
OXFORD HEALTH PLANS INC                COMMON SHS      691471106         5        125    SHARED   9        125         0         0
OXFORD HEALTH PLANS INC                COMMON SHS      691471106      1058      25600    SHARED   A      22300         0      3300
PMC-SIERRA INC                         COMMON SHS      69344F106       472      35800    SHARED   9      35800         0         0
PMC-SIERRA INC                         COMMON SHS      69344F106     14215    1077656    SHARED   A    1077656         0         0
PMC-SIERRA INC                         CONVERTIBLE BD  69344FAB2     40906   42500000    SHARED   A   42500000         0         0
PMI GROUP INC                          COMMON SHS      69344M101        29        850    SHARED            850         0         0
PMI GROUP INC                          COMMON SHS      69344M101     43082    1276500    SHARED   4    1276500         0         0
PMI GROUP INC                          COMMON SHS      69344M101      3156      93500    SHARED   5      93500         0         0
PMI GROUP INC                          COMMON SHS      69344M101        24        704    SHARED   9        704         0         0
PMI GROUP INC                          COMMON SHS      69344M101    115320    3416877    SHARED   A    3039877         0    377000
PNC FINANCIAL SERVICES GROUP           COMMON SHS      693475105      4658      97900    SHARED   5      97900         0         0
PNC FINANCIAL SERVICES GROUP           COMMON SHS      693475105      2425      50977    SHARED   9      50977         0         0
PNC FINANCIAL SERVICES GROUP           COMMON SHS      693475105         7        148    SHARED   A        148         0         0
POSCO                                  AMER DEP RECPT  693483109       519      18155    SHARED          18155         0         0
POSCO                                  AMER DEP RECPT  693483109      6633     231940    SHARED   1     231940         0         0
POSCO                                  AMER DEP RECPT  693483109     16946     592506    SHARED   2     591400         0      1106
POSCO                                  AMER DEP RECPT  693483109      9302     325260    SHARED   3     325260         0         0
POSCO                                  AMER DEP RECPT  693483109     14506     507193    SHARED   9     507193         0         0
POSCO                                  AMER DEP RECPT  693483109       114       4000    SHARED   A       4000         0         0
PNM RESOURCES INC                      COMMON SHS      69349H107     34831    1242200    SHARED   4    1242200         0         0
PNM RESOURCES INC                      COMMON SHS      69349H107      1769      63100    SHARED   8      63100         0         0
PNM RESOURCES INC                      COMMON SHS      69349H107       163       5800    SHARED   9       5800         0         0
PPG INDUSTRIES INC                     COMMON SHS      693506107       157       3000    SHARED   8       3000         0         0
PPG INDUSTRIES INC                     COMMON SHS      693506107      1216      23283    SHARED   9      23283         0         0
PPL CORP                               COMMON SHS      69351T106      3052      74529    SHARED   6      13954         0     60575
PPL CORP                               COMMON SHS      69351T106       197       4807    SHARED   9       4807         0         0
PPL CORP                               COMMON SHS      69351T106     83704    2044065    SHARED   A    2044065         0         0
PRG-SCHULTZ INTERNATIONAL INC          COMMON SHS      69357C107      9571    1684997    SHARED   6          0         0   1684997
PRG-SCHULTZ INTERNATIONAL INC          COMMON SHS      69357C107     15285    2691000    SHARED   A    2691000         0         0
PS BUSINESS PARKS INC                  REAL EST INV TR 69360J107      1955      51810    SHARED   6          0         0     51810
PS BUSINESS PARKS INC                  REAL EST INV TR 69360J107       528      14000    SHARED   9      14000         0         0
PS BUSINESS PARKS INC                  REAL EST INV TR 69360J107     32645     865000    SHARED   A     865000         0         0
PACIFIC CAPITAL BANCORP                COMMON SHS      69404P101       457      14977    SHARED   9      14977         0         0
PACIFIC CREST CAP INC                  COMMON SHS      694166109      4246     200000    SHARED   5     200000         0         0
PACIFICARE HEALTH SYSTEMS INC          CONVERTIBLE BD  695112AG7      2720    2000000    SHARED   A    2000000         0         0
PACKETEER INC                          COMMON SHS      695210104      2988     248000    SHARED   9     248000         0         0
PACKETEER INC                          COMMON SHS      695210104        11        900    SHARED   A        900         0         0
PACTIV CORP                            COMMON SHS      695257105        99       4894    SHARED           4894         0         0
PACTIV CORP                            COMMON SHS      695257105     37330    1840728    SHARED   1    1839298         0      1430
PACTIV CORP                            COMMON SHS      695257105       645      31828    SHARED   2      31828         0         0
PACTIV CORP                            COMMON SHS      695257105        16        773    SHARED   9        773         0         0
PALL CORP                              COMMON SHS      696429307       469      20903    SHARED   6          0         0     20903
PALL CORP                              COMMON SHS      696429307     11220     500000    SHARED   7     500000         0         0
PALL CORP                              COMMON SHS      696429307       698      31123    SHARED   9      31123         0         0
PALL CORP                              COMMON SHS      696429307    102291    4558426    SHARED   A    4550526         0      7900
PAN PACIFIC RETAIL PROPERTIES INC      REAL EST INV TR 69806L104      1269      29500    SHARED   9      29500         0         0
PANERA BREAD CO                        COMMON SHS      69840W108      6591     160925    SHARED   9     160925         0         0
PANERA BREAD CO                        COMMON SHS      69840W108        20        500    SHARED   A        500         0         0
PARAMETRIC TECHNOLOGY CORP             COMMON SHS      699173100      5192    1664164    SHARED   6          0         0   1664164
PAREXEL INTERNATIONAL CORP             COMMON SHS      699462107      5368     350367    SHARED   6          0         0    350367
PAREXEL INTERNATIONAL CORP             COMMON SHS      699462107      3928     256400    SHARED   A     256400         0         0
PARK ELECTROCHEMICAL CORP              COMMON SHS      700416209     10074     442800    SHARED   A     442800         0         0
PARK PLACE ENTERTAINMENT CORP          COMMON SHS      700690100     45410    5039914    SHARED   5    5039914         0         0
PARK PLACE ENTERTAINMENT CORP          COMMON SHS      700690100         4        424    SHARED   9        424         0         0
PARKER DRILLING CO                     COMMON SHS      701081101       380     161000    SHARED   A     161000         0         0
PARKER HANNIFIN CORP                   COMMON SHS      701094104       482      10775    SHARED   9      10775         0         0
PARKER HANNIFIN CORP                   COMMON SHS      701094104      1675      37481    SHARED   A      37481         0         0
PARKWAY PROPERTIES INC                 REAL EST INV TR 70159Q104       444      10162    SHARED   6          0         0     10162
PARKWAY PROPERTIES INC                 REAL EST INV TR 70159Q104     13329     305000    SHARED   A     305000         0         0
PATTERSON DENTAL CO                    COMMON SHS      703412106      5094      88475    SHARED   9      88475         0         0
PATTERSON UTI ENERGY INC               COMMON SHS      703481101       855      31594    SHARED   6          0         0     31594
PATTERSON UTI ENERGY INC               COMMON SHS      703481101        49       1800    SHARED   9       1800         0         0
PATTERSON UTI ENERGY INC               COMMON SHS      703481101     26528     979994    SHARED   A     979994         0         0
PAYCHEX INC                            COMMON SHS      704326107        28        830    SHARED            830         0         0
PAYCHEX INC                            COMMON SHS      704326107         2         49    SHARED   6          0         0        49
PAYCHEX INC                            COMMON SHS      704326107     19084     562457    SHARED   9     562457         0         0
PAYCHEX INC                            COMMON SHS      704326107     59265    1746674    SHARED   A    1650774         0     95900
PEABODY ENERGY CORP                    COMMON SHS      704549104     59183    1886600    SHARED   4    1886600         0         0
PEABODY ENERGY CORP                    COMMON SHS      704549104      1067      34000    SHARED   A      34000         0         0
PECHINEY SA                            AMER DEP RECPT  705151207     13375     489028    SHARED   1     482928         0      6100
PECHINEY SA                            AMER DEP RECPT  705151207       640      23400    SHARED   2      23400         0         0
PECHINEY SA                            AMER DEP RECPT  705151207      6977     255100    SHARED   5     255100         0         0
PEDIATRIX MEDICAL GROUP INC            COMMON SHS      705324101     27585     599025    SHARED   9     599025         0         0
PEDIATRIX MEDICAL GROUP INC            COMMON SHS      705324101        87       1900    SHARED   A       1900         0         0
PEGASUS SOLUTIONS INC                  COMMON SHS      705906105       279      20200    SHARED   6          0         0     20200
PEGASUS SOLUTIONS INC                  COMMON SHS      705906105      2412     174411    SHARED   9     174411         0         0
PEGASUS SOLUTIONS INC                  COMMON SHS      705906105     17001    1229290    SHARED   A    1229290         0         0
PEMSTAR INC                            COMMON SHS      706552106      3026     850000    SHARED   9     850000         0         0
PEMSTAR INC                            COMMON SHS      706552106        10       2900    SHARED   A       2900         0         0
PENN AMERICA GROUP INC                 COMMON SHS      707247102      4644     310000    SHARED   4     310000         0         0
PENN NATIONAL GAMING INC               COMMON SHS      707569109      3505     164400    SHARED   A     164400         0         0
PENN TRAFFIC CO                        COMMON SHS      707832200        56     389598    SHARED   A     389598         0         0
PENN VIRGINIA RESOURCES PARTNERS LP    LTD PARTNERSHIP 707884102       281       9400    SHARED   9       9400         0         0
PENNEY JC CO INC                       COMMON SHS      708160106      2877     134627    SHARED   6      29352         0    105275
PENNEY JC CO INC                       COMMON SHS      708160106      1118      52334    SHARED   9      52334         0         0
PENNEY JC CO INC                       COMMON SHS      708160106     12880     602700    SHARED   A     602700         0         0
PENNSYLVANIA REAL ESTATE INVESTMENT TR REAL EST INV TR 709102107        35       1050    SHARED   9       1050         0         0
PENNSYLVANIA REAL ESTATE INVESTMENT TR REAL EST INV TR 709102107      4181     125000    SHARED   A     125000         0         0
PENTAIR INC                            COMMON SHS      709631105     22295     559200    SHARED   A     559200         0         0
PEOPLES BANCORP INC                    COMMON SHS      709789101     11208     418845    SHARED   4     418845         0         0
PEOPLES ENERGY CORP                    COMMON SHS      711030106       217       5249    SHARED   9       5249         0         0
PEOPLES ENERGY CORP                    COMMON SHS      711030106       695      16800    SHARED   A      16800         0         0
PEOPLESOFT INC                         COMMON SHS      712713106      8809     484300    SHARED   5     484300         0         0
PEOPLESOFT INC                         COMMON SHS      712713106      1472      80950    SHARED   9      80950         0         0
PEPCO HOLDINGS INC                     COMMON SHS      713291102        16        900    SHARED            900         0         0
PEPCO HOLDINGS INC                     COMMON SHS      713291102    136174    7880430    SHARED   1    7880430         0         0
PEPCO HOLDINGS INC                     COMMON SHS      713291102       316      18283    SHARED   3      18283         0         0
PEPCO HOLDINGS INC                     COMMON SHS      713291102        31       1812    SHARED   9       1812         0         0
PEPCO HOLDINGS INC                     COMMON SHS      713291102    134822    7802200    SHARED   A    7802200         0         0
PEPSI BOTTLING GROUP INC               COMMON SHS      713409100     11925     579450    SHARED   5     579450         0         0
PEPSI BOTTLING GROUP INC               COMMON SHS      713409100         8        400    SHARED   9        400         0         0
PEPSIAMERICAS INC                      COMMON SHS      71343P200       385      26600    SHARED   9      26600         0         0
PEPSICO INC                            COMMON SHS      713448108       203       4420    SHARED              0         0      4420
PEPSICO INC                            COMMON SHS      713448108         6        140    SHARED   6          0         0       140
PEPSICO INC                            COMMON SHS      713448108        14        300    SHARED   8        300         0         0
PEPSICO INC                            COMMON SHS      713448108     73352    1600534    SHARED   9    1600534         0         0
PEPSICO INC                            COMMON SHS      713448108     47406    1034383    SHARED   A     918983         0    115400
PERFORMANCE FOOD GROUP CO              COMMON SHS      713755106      4763     117000    SHARED   A     117000         0         0
PERFORMANCE FOOD GROUP CO              CONVERTIBLE BD  713755AA4      7336    5500000    SHARED   A    5500000         0         0
PERICOM SEMICONDUCTOR CORP             COMMON SHS      713831105      4609     460867    SHARED   6          0         0    460867
PERICOM SEMICONDUCTOR CORP             COMMON SHS      713831105      7747     774705    SHARED   A     774705         0         0
PERKINELMER INC                        COMMON SHS      714046109       464      30312    SHARED   9      30312         0         0
P T INDOSAT (PERSERO) TBK              AMER DEP RECPT  715680104       170      15000    SHARED   2      15000         0         0
P T TELEKOMUNIKASI INDONESIA TBK       AMER DEP RECPT  715684106       703      51600    SHARED   9      51600         0         0
PETCO ANIMAL SUPPLIES INC              COMMON SHS      716016209      8903     285350    SHARED   9     285350         0         0
PETCO ANIMAL SUPPLIES INC              COMMON SHS      716016209        31       1000    SHARED   A       1000         0         0
PETRO-CANADA                           ORDINARY SHS    71644E102       472       9000    SHARED   2       9000         0         0
PETRO-CANADA                           ORDINARY SHS    71644E102    137186    2613565    SHARED   8    2421619         0    191946
PETROCHINA CO LTD                      AMER DEP RECPT  71646E100      2166      64565    SHARED   6          0         0     64565
PETROCHINA CO LTD                      AMER DEP RECPT  71646E100      4922     146700    SHARED   9     146700         0         0
PETROCHINA CO LTD                      AMER DEP RECPT  71646E100     10196     303900    SHARED   A     303900         0         0
PETROBRAS ENERGIA PARTICIPACIONES SA   AMER DEP RECPT  71646M102      2393     270358    SHARED   1     269963         0       395
PETROLEUM & RESOURCES CORP             CLOSE END MUT F 716549100      3195     150000    SHARED   4     150000         0         0
PETROLEUM & RESOURCES CORP             CLOSE END MUT F 716549100        71       3349    SHARED   9       3349         0         0
PETROLEO BRASILEIRO SA (PETROBRAS)     DEP RCPT PFD    71654V101    110181    5185001    SHARED        4584180         0    600821
PETROLEO BRASILEIRO SA (PETROBRAS)     DEP RCPT PFD    71654V101     79088    3721800    SHARED   1    3721800         0         0
PETROLEO BRASILEIRO SA (PETROBRAS)     DEP RCPT PFD    71654V101       616      28990    SHARED   2      28990         0         0
PETROLEO BRASILEIRO SA (PETROBRAS)     AMER DEP RECPT  71654V408      1504      65600    SHARED   9      65600         0         0
PETROLEO BRASILEIRO SA (PETROBRAS)     AMER DEP RECPT  71654V408     36688    1600000    SHARED   A    1600000         0         0
PETROLEUM HELICOPTERS INC              COMMON SHS      716604103      2764      95100    SHARED   4      95100         0         0
PETROLEUM HELICOPTERS INC              COMMON SHS      716604202      6764     230000    SHARED   4     230000         0         0
PETROQUEST ENERGY INC                  COMMON SHS      716748108      3635    1741008    SHARED   A    1741008         0         0
PETSMART INC                           COMMON SHS      716768106       982      43250    SHARED   9      43250         0         0
PFIZER INC                             COMMON SHS      717081103      8438     277763    SHARED         102859         0    174904
PFIZER INC                             COMMON SHS      717081103    286836    9441598    SHARED   1    9440439         0      1159
PFIZER INC                             COMMON SHS      717081103     11799     388384    SHARED   2     388384         0         0
PFIZER INC                             COMMON SHS      717081103      1642      54055    SHARED   3      54055         0         0
PFIZER INC                             COMMON SHS      717081103     75585    2488000    SHARED   4    2488000         0         0
PFIZER INC                             COMMON SHS      717081103      3515     115713    SHARED   6          0         0    115713
PFIZER INC                             COMMON SHS      717081103     60760    2000000    SHARED   7    2000000         0         0
PFIZER INC                             COMMON SHS      717081103     20953     689711    SHARED   8     686151         0      3560
PFIZER INC                             COMMON SHS      717081103    202851    6677120    SHARED   9    6677120         0         0
PFIZER INC                             COMMON SHS      717081103    245724    8088343    SHARED   A    7191263         0    897080
PHARMACEUTICAL PRODUCT DEVELOPMENT INC COMMON SHS      717124101        55       2300    SHARED   9       2300         0         0
PHARMACEUTICAL PRODUCT DEVELOPMENT INC COMMON SHS      717124101     38157    1590542    SHARED   A    1590542         0         0
PHARMACEUTICAL RES INC                 COMMON SHS      717125108      1081      15839    SHARED   A      15839         0         0
PHARMACEUTICAL HLDRS TR                CLOSE END MUT F 71712A206      2193      29500    SHARED   A      29500         0         0
PHELPS DODGE CORP                      COMMON SHS      717265102       590      12610    SHARED   9      12610         0         0
PHILIPPINE LONG DISTANCE TELEPHONE CO  AMER DEP RECPT  718252604      8452     716243    SHARED         716243         0         0
PHILIPPINE LONG DISTANCE TELEPHONE CO  AMER DEP RECPT  718252604      1664     141000    SHARED   2     141000         0         0
PHILIPPINE LONG DISTANCE TELEPHONE CO  AMER DEP RECPT  718252604     12487    1058259    SHARED   8    1058259         0         0
PHILIPPINE LONG DISTANCE TELEPHONE CO  GLBL DEP RECPT  718252703        12        300    SHARED            300         0         0
PHILIPPINE LONG DISTANCE TELEPHONE CO  GLBL DEP RECPT  718252703      2440      60700    SHARED   2      60700         0         0
PHOENIX COMPANIES INC                  COMMON SHS      71902E109      6264     542307    SHARED   6          0         0    542307
PHOENIX COMPANIES INC                  COMMON SHS      71902E109      8080     699600    SHARED   A     699600         0         0
PHOSPHATE RESOURCE PARTNERS LP         LTD PARTNERSHIP 719217101       486     415000    SHARED   A     415000         0         0
PHOTON DYNAMICS INC                    COMMON SHS      719364101     10609     363950    SHARED   9     363950         0         0
PHOTON DYNAMICS INC                    COMMON SHS      719364101        32       1100    SHARED   A       1100         0         0
PHOTRONICS INC                         COMMON SHS      719405102       213      10000    SHARED   9      10000         0         0
PIER 1 IMPORTS INC                     COMMON SHS      720279108     44079    2291000    SHARED   A    2291000         0         0
PINNACLE SYSTEMS INC                   COMMON SHS      723481107       176      20834    SHARED              0         0     20834
PINNACLE SYSTEMS INC                   COMMON SHS      723481107     24238    2875200    SHARED   9    2875200         0         0
PINNACLE SYSTEMS INC                   COMMON SHS      723481107        77       9100    SHARED   A       9100         0         0
PINNACLE WEST CAPITAL CORP             COMMON SHS      723484101      1795      50550    SHARED   6          0         0     50550
PINNACLE WEST CAPITAL CORP             COMMON SHS      723484101      9926     279602    SHARED   8     269435         0     10167
PINNACLE WEST CAPITAL CORP             COMMON SHS      723484101       142       4000    SHARED   9       4000         0         0
PINNACLE WEST CAPITAL CORP             COMMON SHS      723484101    127238    3584170    SHARED   A    3584170         0         0
PIONEER NATURAL RESOURCES CO           COMMON SHS      723787107        14        560    SHARED            560         0         0
PIONEER NATURAL RESOURCES CO           COMMON SHS      723787107      4074     160000    SHARED   4     160000         0         0
PIONEER NATURAL RESOURCES CO           COMMON SHS      723787107     10630     417500    SHARED   A     417500         0         0
PITNEY BOWES INC                       COMMON SHS      724479100      3375      88067    SHARED   6      13161         0     74906
PITNEY BOWES INC                       COMMON SHS      724479100      2666      69575    SHARED   9      69575         0         0
PITNEY BOWES INC                       COMMON SHS      724479100     18110     472600    SHARED   A     472600         0         0
PLACER DOME INC                        COMMON SHS      725906101       135       9800    SHARED   9       9800         0         0
PLACER DOME INC                        COMMON SHS      725906101     23326    1696455    SHARED   A    1696455         0         0
PLANTRONICS INC                        COMMON SHS      727493108        31       1300    SHARED   9       1300         0         0
PLANTRONICS INC                        COMMON SHS      727493108       735      30800    SHARED   A      30800         0         0
PLEXUS CORP                            COMMON SHS      729132100      7212     464100    SHARED   A     464100         0         0
PLUM CREEK TIMBER CO INC               REAL EST INV TR 729251108     15291     601069    SHARED         601069         0         0
PLUM CREEK TIMBER CO INC               REAL EST INV TR 729251108      7672     301564    SHARED   9     301564         0         0
POGO PRODUCING CO                      COMMON SHS      730448107       679      15000    SHARED   9      15000         0         0
POLARIS INDUSTRIES INC                 COMMON SHS      731068102        67        900    SHARED   9        900         0         0
POLARIS INDUSTRIES INC                 COMMON SHS      731068102     10596     142900    SHARED   A     142900         0         0
POLO RALPH LAUREN CORP                 COMMON SHS      731572103       196       7300    SHARED   9       7300         0         0
POLO RALPH LAUREN CORP                 COMMON SHS      731572103     63751    2377000    SHARED   A    2377000         0         0
POLYCOM INC                            COMMON SHS      73172K104      8357     503150    SHARED   9     503150         0         0
POLYCOM INC                            COMMON SHS      73172K104      5471     329400    SHARED   A     329400         0         0
POLYONE CORP                           COMMON SHS      73179P106      5895    1500000    SHARED   4    1500000         0         0
POPE & TALBOT INC                      COMMON SHS      732827100      4412     291800    SHARED   A          0         0    291800
PORTFOLIO RECOVERY ASSOCS INC          COMMON SHS      73640Q105      5453     214500    SHARED   9     214500         0         0
PORTFOLIO RECOVERY ASSOCS INC          COMMON SHS      73640Q105        18        700    SHARED   A        700         0         0
PORTUGAL TELECOM SGPS SA               AMER DEP RECPT  737273102        56       7162    SHARED   2          0         0      7162
PORTUGAL TELECOM SGPS SA               AMER DEP RECPT  737273102     17973    2283735    SHARED   3    2283735         0         0
PORTUGAL TELECOM SGPS SA               AMER DEP RECPT  737273102        55       6978    SHARED   9       6978         0         0
PORTUGAL TELECOM SGPS SA               AMER DEP RECPT  737273102      3692     469116    SHARED   A     469116         0         0
POTLATCH CORP                          COMMON SHS      737628107     39629    1333400    SHARED   5    1333400         0         0
POWELL INDUSTRIES INC                  COMMON SHS      739128106      3708     220700    SHARED   4     220700         0         0
POZEN INC                              COMMON SHS      73941U102       711      40000    SHARED   6          0         0     40000
POZEN INC                              COMMON SHS      73941U102       807      45400    SHARED   A      39500         0      5900
PRANDIUM INC                           COMMON SHS      73972W407       193     621036    SHARED   A     621036         0         0
PRAXAIR INC                            COMMON SHS      74005P104     36860     595000    SHARED   4     595000         0         0
PRAXAIR INC                            COMMON SHS      74005P104         6         95    SHARED   6          0         0        95
PRAXAIR INC                            COMMON SHS      74005P104       556       8982    SHARED   9       8982         0         0
PRECISION DRILLING CORP                ORDINARY SHS    74022D100     15627     306177    SHARED   2     296037         0     10140
PRECISION DRILLING CORP                ORDINARY SHS    74022D100      4098      80298    SHARED   8      80298         0         0
PRECISION DRILLING CORP                COMMON SHS      74022D100       448      11900    SHARED   A      11900         0         0
PREMCOR INC                            COMMON SHS      74045Q104         8        330    SHARED            330         0         0
PREMCOR INC                            COMMON SHS      74045Q104     15307     660638    SHARED   6          0         0    660638
PREMCOR INC                            COMMON SHS      74045Q104     91610    3953800    SHARED   A    3953800         0         0
PREMIER FARNELL PLC                    AMER DEP RECPT  74050U107       119      15500    SHARED   9      15500         0         0
PRESIDENTIAL LIFE CORP                 COMMON SHS      740884101     21575    1426000    SHARED   4    1426000         0         0
PRIDE INTERNATIONAL INC                COMMON SHS      74153Q102     57644    3400847    SHARED   A    3400847         0         0
PRIME HOSPITALITY CORP                 COMMON SHS      741917108      8186     942000    SHARED   2     942000         0         0
PRIME HOSPITALITY CORP                 COMMON SHS      741917108       265      30490    SHARED   3      30490         0         0
PRIME HOSPITALITY CORP                 COMMON SHS      741917108      6107     702800    SHARED   4     702800         0         0
PRIME HOSPITALITY CORP                 COMMON SHS      741917108     17483    2011800    SHARED   5    2011800         0         0
PRINCIPAL FINANCIAL GROUP              COMMON SHS      74251V102     23621     762200    SHARED   4     762200         0         0
PRINCIPAL FINANCIAL GROUP              COMMON SHS      74251V102     14353     463145    SHARED   5     463145         0         0
PRINCIPAL FINANCIAL GROUP              COMMON SHS      74251V102       108       3495    SHARED   9       3495         0         0
PRINTRONIX INC                         COMMON SHS      742578107      1723     130000    SHARED   4     130000         0         0
PROCTER & GAMBLE CO                    COMMON SHS      742718109        21        230    SHARED            230         0         0
PROCTER & GAMBLE CO                    COMMON SHS      742718109      8579      92430    SHARED   2      92430         0         0
PROCTER & GAMBLE CO                    COMMON SHS      742718109         1         15    SHARED   3         15         0         0
PROCTER & GAMBLE CO                    COMMON SHS      742718109     71509     770400    SHARED   4     770400         0         0
PROCTER & GAMBLE CO                    COMMON SHS      742718109         2         24    SHARED   6          0         0        24
PROCTER & GAMBLE CO                    COMMON SHS      742718109     22826     245913    SHARED   8     227413         0     18500
PROCTER & GAMBLE CO                    COMMON SHS      742718109     75988     818665    SHARED   9     818665         0         0
PROCTER & GAMBLE CO                    COMMON SHS      742718109     88315     951465    SHARED   A     845265         0    106200
PROGRESS ENERGY INC                    COMMON SHS      743263105         2         40    SHARED   6          0         0        40
PROGRESS ENERGY INC                    COMMON SHS      743263105      4112      92477    SHARED   9      92477         0         0
PROGRESS ENERGY INC                    COMMON SHS      743263105    220175    4952201    SHARED   A    4952201         0         0
PROGRESSIVE CORP                       COMMON SHS      743315103       311       4500    SHARED   9       4500         0         0
PROLOGIS                               REAL EST INV TR 743410102      2880      95211    SHARED   6          0         0     95211
PROLOGIS                               REAL EST INV TR 743410102      2234      73845    SHARED   9      73845         0         0
PROLOGIS                               REAL EST INV TR 743410102     76938    2543400    SHARED   A    2543400         0         0
PROSPERITY BANCSHARES INC              COMMON SHS      743606105      4437     208200    SHARED   5     208200         0         0
PROTECTIVE LIFE CORP                   COMMON SHS      743674103      2740      91800    SHARED   4      91800         0         0
PROTECTIVE LIFE CORP                   COMMON SHS      743674103        75       2500    SHARED   9       2500         0         0
PROTECTIVE LIFE CORP                   COMMON SHS      743674103      2669      89400    SHARED   A      89400         0         0
PROTEIN DESIGN LABS INC                COMMON SHS      74369L103      4947     356900    SHARED   A     356900         0         0
PROVIDENCE & WORCHESTER RAILROAD CO    COMMON SHS      743737108      1827     205000    SHARED   4     205000         0         0
PROVIDENCE & WORCHESTER RAILROAD CO    COMMON SHS      743737108       374      42000    SHARED   7      42000         0         0
PROVIDENCE SERVICE CORP                COMMON SHS      743815102       395      25000    SHARED   9      25000         0         0
PROVINCE HEALTHCARE CO                 COMMON SHS      743977100      3258     251600    SHARED   9     251600         0         0
PROVINCE HEALTHCARE CO                 COMMON SHS      743977100        12        900    SHARED   A        900         0         0
PROVIDIAN FINANCIAL CORP               COMMON SHS      74406A102       444      37700    SHARED   9      37700         0         0
PROVIDIAN FINANCIAL CORP               CONVERT ZERO CP 74406AAB8   4416759   99253000    SHARED   5   99253000         0         0
PROVIDIAN FINANCIAL CORP               CONVERTIBLE BD  74406AAC6       289     250000    SHARED   9     250000         0         0
PRUDENTIAL FINANCIAL INC               COMMON SHS      744320102     54172    1450000    SHARED   4    1450000         0         0
PRUDENTIAL FINANCIAL INC               COMMON SHS      744320102    142941    3826036    SHARED   5    3826036         0         0
PRUDENTIAL FINANCIAL INC               COMMON SHS      744320102       147       3946    SHARED   6          0         0      3946
PRUDENTIAL FINANCIAL INC               COMMON SHS      744320102       447      11963    SHARED   9      11963         0         0
PRUDENTIAL FINANCIAL INC               COMMON SHS      744320102        15        389    SHARED   A        389         0         0
PUBLIC SERVICE ENTERPRISE GROUP INC    COMMON SHS      744573106      2997      71364    SHARED   9      71364         0         0
PUBLIC SERVICE ENTERPRISE GROUP INC    COMMON SHS      744573106    112644    2682000    SHARED   A    2682000         0         0
PUBLIC STORAGE INC                     REAL EST INV TR 74460D109      1780      45380    SHARED   6          0         0     45380
PUBLIC STORAGE INC                     REAL EST INV TR 74460D109       198       5042    SHARED   9       5042         0         0
PUBLIC STORAGE INC                     REAL EST INV TR 74460D109     26194     667700    SHARED   A     667700         0         0
PUGET ENERGY INC                       COMMON SHS      745310102       135       6000    SHARED   9       6000         0         0
PUGET ENERGY INC                       COMMON SHS      745310102     29150    1299600    SHARED   A    1299600         0         0
PULTE HOMES INC                        COMMON SHS      745867101     44207     650000    SHARED   4     650000         0         0
PULTE HOMES INC                        COMMON SHS      745867101       177       2600    SHARED   9       2600         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       388      30000    SHARED   9      30000         0         0
QLOGIC CORP                            COMMON SHS      747277101        16        330    SHARED            330         0         0
QLOGIC CORP                            COMMON SHS      747277101        62       1322    SHARED   9       1322         0         0
QLOGIC CORP                            COMMON SHS      747277101     93458    1988043    SHARED   A    1988043         0         0
QUALCOMM INC                           COMMON SHS      747525103       500      12004    SHARED            390         0     11614
QUALCOMM INC                           COMMON SHS      747525103        42       1000    SHARED   6          0         0      1000
QUALCOMM INC                           COMMON SHS      747525103     16115     387000    SHARED   9     387000         0         0
QUALCOMM INC                           COMMON SHS      747525103     56917    1366876    SHARED   A    1274876         0     92000
QUEBECOR WORLD INC                     ORDINARY SHS    748203106     81910    3228597    SHARED   8    3002419         0    226178
QUEST DIAGNOSTICS INC                  COMMON SHS      74834L100         3         46    SHARED   6          0         0        46
QUEST DIAGNOSTICS INC                  COMMON SHS      74834L100     50302     829516    SHARED   9     829516         0         0
QUEST DIAGNOSTICS INC                  COMMON SHS      74834L100      8411     138700    SHARED   A     138700         0         0
QUEST SOFTWARE INC                     COMMON SHS      74834T103      5026     415412    SHARED   6          0         0    415412
QUEST SOFTWARE INC                     COMMON SHS      74834T103     30545    2524400    SHARED   A    2524400         0         0
QUESTAR CORP                           COMMON SHS      748356102       633      20533    SHARED   9      20533         0         0
QUESTAR CORP                           COMMON SHS      748356102       669      21700    SHARED   A      21700         0         0
QUICKSILVER RES INC                    COMMON SHS      74837R104      6064     248200    SHARED   9     248200         0         0
QUICKSILVER RES INC                    COMMON SHS      74837R104        20        800    SHARED   A        800         0         0
QUIKSILVER INC                         COMMON SHS      74838C106     17108    1072623    SHARED   A    1072623         0         0
QUILMES INDUSTRIAL SA                  AMER DEP RECPT  74838Y207     27720    1840670    SHARED        1683105         0    157565
QUINENCO SA                            AMER DEP RECPT  748718103       924     132503    SHARED         132503         0         0
QWEST COMMUNICATIONS INTERNATIONAL INC COMMON SHS      749121109        50      14827    SHARED   9      14827         0         0
R.H. DONNELLEY CORP                    COMMON SHS      74955W307        25        620    SHARED   6          0         0       620
R.H. DONNELLEY CORP                    COMMON SHS      74955W307       203       5012    SHARED   9       5012         0         0
RLI CORPORATION                        COMMON SHS      749607107     51593    1567236    SHARED   4    1567236         0         0
RLI CORPORATION                        COMMON SHS      749607107       232       7050    SHARED   6          0         0      7050
RPM INTERNATIONAL INC                  COMMON SHS      749685103      8332     638000    SHARED   4     638000         0         0
RPM INTERNATIONAL INC                  COMMON SHS      749685103     11826     905493    SHARED   9     905493         0         0
RSA SECURITY INC                       COMMON SHS      749719100      5765     403700    SHARED   9     403700         0         0
RSA SECURITY INC                       COMMON SHS      749719100     40655    2847000    SHARED   A    2847000         0         0
RTI INTERNATIONAL METALS INC           COMMON SHS      74973W107      4103     390000    SHARED   4     390000         0         0
RADIAN GROUP INC                       COMMON SHS      750236101     31080     700000    SHARED   4     700000         0         0
RADIAN GROUP INC                       COMMON SHS      750236101      3197      72000    SHARED   8      72000         0         0
RADIAN GROUP INC                       COMMON SHS      750236101       559      12600    SHARED   9      12600         0         0
RADIAN GROUP INC                       COMMON SHS      750236101     91844    2068548    SHARED   A    2068548         0         0
RADIO ONE INC                          COMMON SHS      75040P108      1066      72500    SHARED   A      72500         0         0
RADIO ONE INC                          COMMON SHS      75040P405      2315     161200    SHARED   A     161200         0         0
RADIOSHACK CORP                        COMMON SHS      750438103        85       3000    SHARED   9       3000         0         0
RADIOSHACK CORP                        COMMON SHS      750438103      4011     141200    SHARED   A     141200         0         0
RAMCO-GERSHENSON PPTYS TR              REAL EST INV TR 751452202      1103      43359    SHARED   6          0         0     43359
RAMCO-GERSHENSON PPTYS TR              REAL EST INV TR 751452202        76       3000    SHARED   9       3000         0         0
RAMCO-GERSHENSON PPTYS TR              REAL EST INV TR 751452202     17067     670600    SHARED   A     670600         0         0
RANDGOLD RESOURCES LTD                 AMER DEP RECPT  752344309     14651     637000    SHARED   A     637000         0         0
RANDGOLD & EXPLORATION CO LTD          AMER DEP RECPT  753009307      7324     557800    SHARED   5     557800         0         0
RARE HOSPITALITY INTERNATIONAL INC     COMMON SHS      753820109      1241      49800    SHARED   9      49800         0         0
RARE HOSPITALITY INTERNATIONAL INC     COMMON SHS      753820109         5        200    SHARED   A        200         0         0
RAYTHEON CO                            COMMON SHS      755111507        13        470    SHARED            470         0         0
RAYTHEON CO                            COMMON SHS      755111507      1034      36933    SHARED   1      36933         0         0
RAYTHEON CO                            COMMON SHS      755111507      4539     162120    SHARED   2     162120         0         0
RAYTHEON CO                            COMMON SHS      755111507      1395      49838    SHARED   3      49838         0         0
RAYTHEON CO                            COMMON SHS      755111507       512      18276    SHARED   6      13111         0      5165
RAYTHEON CO                            COMMON SHS      755111507     16800     600000    SHARED   7     600000         0         0
RAYTHEON CO                            COMMON SHS      755111507      5217     186308    SHARED   9     186308         0         0
RAYTHEON CO                            COMMON SHS      755111507     14927     533100    SHARED   A     533100         0         0
READERS DIGEST ASSOCIATION INC         COMMON SHS      755267101        14       1002    SHARED   9       1002         0         0
READERS DIGEST ASSOCIATION INC         COMMON SHS      755267101      3587     256400    SHARED   A     256400         0         0
RECKSON ASSOCIATES REALTY CORP         REAL EST INV TR 75621K106       823      35603    SHARED   6          0         0     35603
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     10952     473900    SHARED   A     473900         0         0
RECKSON ASSOCIATES REALTY CORP         CONVERT PREF    75621K205     51481    2049000    SHARED   A    2049000         0         0
RED HAT INC                            COMMON SHS      756577102      6400     633650    SHARED   9     633650         0         0
RED HAT INC                            COMMON SHS      756577102        21       2100    SHARED   A       2100         0         0
RED ROBIN GOURMET BURGERS              COMMON SHS      75689M101       255      10000    SHARED   9      10000         0         0
REEBOK INTERNATIONAL LTD               COMMON SHS      758110100       271       8100    SHARED   9       8100         0         0
REEBOK INTERNATIONAL LTD               COMMON SHS      758110100     12108     362200    SHARED   A     362200         0         0
REED ELSEVIER PLC                      AMER DEP RECPT  758205108       299       9450    SHARED   9       9450         0         0
REGAL ENTERTAINMENT GROUP              COMMON SHS      758766109       577      31000    SHARED   9      31000         0         0
REGENCY CENTERS CORP                   REAL EST INV TR 758849103      1321      35853    SHARED   6          0         0     35853
REGENCY CENTERS CORP                   REAL EST INV TR 758849103     18425     500000    SHARED   A     500000         0         0
REGENERATION TECHNOLOGIES INC          COMMON SHS      75886N100       522      57700    SHARED   A      50200         0      7500
REGIS CORP                             COMMON SHS      758932107       375      11673    SHARED   6          0         0     11673
REGIS CORP                             COMMON SHS      758932107     14323     446200    SHARED   9     446200         0         0
REGIS CORP                             COMMON SHS      758932107     16201     504700    SHARED   A     504700         0         0
REGIONS FINANCIAL CORP                 COMMON SHS      758940100       503      14680    SHARED   9      14680         0         0
REHABCARE GROUP INC                    COMMON SHS      759148109      5563     326276    SHARED   6          0         0    326276
REHABCARE GROUP INC                    COMMON SHS      759148109      2992     175500    SHARED   A     175500         0         0
RELIANCE STEEL & ALUMINUM CO           COMMON SHS      759509102     35049    1579500    SHARED   4    1579500         0         0
RELIANCE STEEL & ALUMINUM CO           COMMON SHS      759509102      8630     388927    SHARED   6          0         0    388927
RELIANCE STEEL & ALUMINUM CO           COMMON SHS      759509102     18539     835450    SHARED   A     835450         0         0
RELIANT RESOURCES INC                  COMMON SHS      75952B105     36456    7120300    SHARED   5    7120300         0         0
REPLIGEN CORP                          COMMON SHS      759916109       163      30200    SHARED   A      26300         0      3900
RENAL CARE GROUP INC                   COMMON SHS      759930100         4        105    SHARED   8        105         0         0
RENAL CARE GROUP INC                   COMMON SHS      759930100     37609    1101300    SHARED   A    1101300         0         0
RENT-A-CENTER INC                      COMMON SHS      76009N100     24020     743665    SHARED   A     577665         0    166000
REPSOL YPF SA                          AMER DEP RECPT  76026T205     14502     880485    SHARED   2     329010         0    551475
REPSOL YPF SA                          AMER DEP RECPT  76026T205     14974     909166    SHARED   3     909166         0         0
REPSOL YPF SA                          AMER DEP RECPT  76026T205       116       7050    SHARED   9       7050         0         0
REPUBLIC SERVICES INC                  COMMON SHS      760759100    142051    6274350    SHARED   5    6274350         0         0
REPUBLIC SERVICES INC                  COMMON SHS      760759100       190       8400    SHARED   9       8400         0         0
RESMED INC                             COMMON SHS      761152107     15545     353450    SHARED   9     353450         0         0
RESMED INC                             COMMON SHS      761152107        48       1100    SHARED   A       1100         0         0
RESOURCES CONNECTION INC               COMMON SHS      76122Q105      9068     371519    SHARED   6          0         0    371519
RESOURCES CONNECTION INC               COMMON SHS      76122Q105     25098    1028269    SHARED   A    1028269         0         0
RETEK INC                              COMMON SHS      76128Q109     14314    2120600    SHARED   A    2120600         0         0
REUTERS GROUP PLC                      AMER DEP RECPT  76132M102       767      35370    SHARED   9      35370         0         0
REYNOLDS & REYNOLDS CO                 COMMON SHS      761695105     65387    2373400    SHARED   4    2373400         0         0
REYNOLDS & REYNOLDS CO                 COMMON SHS      761695105      1288      46741    SHARED   9      46741         0         0
ROADWAY CORP                           COMMON SHS      769742107     22756     466600    SHARED   5     466600         0         0
ROBERT HALF INTL INC                   COMMON SHS      770323103        25       1280    SHARED           1280         0         0
ROBERT HALF INTL INC                   COMMON SHS      770323103      5850     300000    SHARED   7     300000         0         0
ROBERT HALF INTL INC                   COMMON SHS      770323103      1635      83850    SHARED   9      83850         0         0
ROBERT HALF INTL INC                   COMMON SHS      770323103     79017    4052143    SHARED   A    4052143         0         0
ROCKWELL AUTOMATION INC                COMMON SHS      773903109      2709     103202    SHARED   6      15269         0     87933
ROCKWELL AUTOMATION INC                COMMON SHS      773903109      2625     100000    SHARED   7     100000         0         0
ROCKWELL AUTOMATION INC                COMMON SHS      773903109        18        675    SHARED   9        675         0         0
ROCKWELL AUTOMATION INC                COMMON SHS      773903109     32931    1254501    SHARED   A    1254501         0         0
ROCKWELL COLLINS INC                   COMMON SHS      774341101      2525     100000    SHARED   7     100000         0         0
ROCKWELL COLLINS INC                   COMMON SHS      774341101        17        675    SHARED   9        675         0         0
ROCKWELL COLLINS INC                   COMMON SHS      774341101     37381    1480420    SHARED   A    1480420         0         0
ROFIN-SINAR TECHNOLOGIES INC           COMMON SHS      775043102      2408     114700    SHARED   4     114700         0         0
ROHM & HAAS CO                         COMMON SHS      775371107      1830      54698    SHARED   9      54698         0         0
ROPER INDUSTRIES INC                   COMMON SHS      776696106     58178    1335900    SHARED   4    1335900         0         0
ROPER INDUSTRIES INC                   COMMON SHS      776696106       135       3100    SHARED   6          0         0      3100
ROPER INDUSTRIES INC                   COMMON SHS      776696106       174       4000    SHARED   9       4000         0         0
ROPER INDUSTRIES INC                   COMMON SHS      776696106     10030     230300    SHARED   A     230300         0         0
ROSS STORES INC                        COMMON SHS      778296103       355       7660    SHARED            320         0      7340
ROSS STORES INC                        COMMON SHS      778296103         2         47    SHARED   6          0         0        47
ROSS STORES INC                        COMMON SHS      778296103     22568     486790    SHARED   9     486790         0         0
ROSS STORES INC                        COMMON SHS      778296103    101096    2180679    SHARED   A    2180679         0         0
ROSTELECOM                             AMER DEP RECPT  778529107      8589     832266    SHARED         832266         0         0
ROUSE CO                               REAL EST INV TR 779273101      2589      62080    SHARED   6          0         0     62080
ROUSE CO                               REAL EST INV TR 779273101        75       1800    SHARED   9       1800         0         0
ROUSE CO                               REAL EST INV TR 779273101     33339     799500    SHARED   A     799500         0         0
ROUSE CO                               CONVERT PREF    779273309       321       5600    SHARED   9       5600         0         0
ROWAN COMPANIES INC                    COMMON SHS      779382100      6116     248800    SHARED   4     248800         0         0
ROWAN COMPANIES INC                    COMMON SHS      779382100       310      12600    SHARED   9      12600         0         0
ROWAN COMPANIES INC                    COMMON SHS      779382100     46312    1884136    SHARED   A    1884136         0         0
ROYAL BANK OF CANADA                   ORDINARY SHS    780087102       868      14600    SHARED   2      14600         0         0
ROYAL BANK OF CANADA                   ORDINARY SHS    780087102    160923    2706858    SHARED   8    2472321         0    234537
ROYAL BANK OF CANADA                   COMMON SHS      780087102       190       4320    SHARED   9       4320         0         0
ROYAL DUTCH PETROLEUM CO               NEW YORK SHARES 780257804      8155     184500    SHARED   1     184500         0         0
ROYAL DUTCH PETROLEUM CO               NEW YORK SHARES 780257804      2668      60360    SHARED   2      47000         0     13360
ROYAL DUTCH PETROLEUM CO               NEW YORK SHARES 780257804      7072     160000    SHARED   4     160000         0         0
ROYAL DUTCH PETROLEUM CO               NEW YORK SHARES 780257804     13914     314800    SHARED   5     314800         0         0
ROYAL DUTCH PETROLEUM CO               NEW YORK SHARES 780257804       443      10025    SHARED   6          0         0     10025
ROYAL DUTCH PETROLEUM CO               NEW YORK SHARES 780257804     12376     280000    SHARED   7     280000         0         0
ROYAL DUTCH PETROLEUM CO               NEW YORK SHARES 780257804      2652      60000    SHARED   8      60000         0         0
ROYAL DUTCH PETROLEUM CO               NEW YORK SHARES 780257804     63377    1433863    SHARED   9    1433863         0         0
ROYAL DUTCH PETROLEUM CO               NEW YORK SHARES 780257804    143654    3250100    SHARED   A    3250100         0         0
KONINKLIJKE KPN NV                     AMER DEP RECPT  780641205       228      30400    SHARED   9      30400         0         0
RUSSELL METALS INC                     ORDINARY SHS    781903604       947     150600    SHARED   2     150600         0         0
RUSSELL METALS INC                     ORDINARY SHS    781903604      6344    1008618    SHARED   8    1008618         0         0
RUSS BERRIE & CO INC                   COMMON SHS      782233100     46442    1378500    SHARED   4    1378500         0         0
S & K FAMOUS BRANDS INC                COMMON SHS      783774102      4433     260000    SHARED   4     260000         0         0
SBC COMMUNICATIONS INC                 COMMON SHS      78387G103     19204     863112    SHARED         583287         0    279825
SBC COMMUNICATIONS INC                 COMMON SHS      78387G103    179727    8077609    SHARED   1    8077609         0         0
SBC COMMUNICATIONS INC                 COMMON SHS      78387G103     13964     627585    SHARED   2     627585         0         0
SBC COMMUNICATIONS INC                 COMMON SHS      78387G103      1274      57240    SHARED   3      57240         0         0
SBC COMMUNICATIONS INC                 COMMON SHS      78387G103       890      40000    SHARED   4      40000         0         0
SBC COMMUNICATIONS INC                 COMMON SHS      78387G103      5365     241121    SHARED   6      24908         0    216213
SBC COMMUNICATIONS INC                 COMMON SHS      78387G103      7326     329275    SHARED   8     325065         0      4210
SBC COMMUNICATIONS INC                 COMMON SHS      78387G103     49083    2205987    SHARED   9    2205987         0         0
SBC COMMUNICATIONS INC                 COMMON SHS      78387G103    196563    8834294    SHARED   A    8670994         0    163300
SCI SYSTEMS INC                        CONVERTIBLE BD  783890AF3     98857  108485000    SHARED   A  108485000         0         0
SK TELECOM CO LTD                      AMER DEP RECPT  78440P108    131461    7368889    SHARED   1    7368889         0         0
SK TELECOM CO LTD                      AMER DEP RECPT  78440P108      1216      68152    SHARED   2      68152         0         0
SK TELECOM CO LTD                      AMER DEP RECPT  78440P108       301      16852    SHARED   9      16852         0         0
SK TELECOM CO LTD                      AMER DEP RECPT  78440P108      3643     204200    SHARED   A     204200         0         0
SL GREEN REALTY CORP                   REAL EST INV TR 78440X101      1645      45548    SHARED   6          0         0     45548
SL GREEN REALTY CORP                   REAL EST INV TR 78440X101       794      22000    SHARED   9      22000         0         0
SL GREEN REALTY CORP                   REAL EST INV TR 78440X101     25707     711900    SHARED   A     711900         0         0
SLM CORP                               COMMON SHS      78442P106      4514     115850    SHARED   9     115850         0         0
S & P 500 DEPOSITORY RECEIPT           OPEN END UT TR  78462F103       602       6020    SHARED   9       6020         0         0
S & P 500 DEPOSITORY RECEIPT           OPEN END UT TR  78462F103     30815     308300    SHARED   A     308300         0         0
SPX CORP                               COMMON SHS      784635104       721      15920    SHARED   9      15920         0         0
SR TELECOM INC                         ORDINARY SHS    78464P208       318      46001    SHARED   2      46001         0         0
SR TELECOM INC                         ORDINARY SHS    78464P208      1147     165799    SHARED   8     165799         0         0
SABRE HOLDINGS CORP                    COMMON SHS      785905100     17192     800000    SHARED   7     800000         0         0
SABRE HOLDINGS CORP                    COMMON SHS      785905100         4        208    SHARED   9        208         0         0
SAFETY INSURANCE GROUP INC             COMMON SHS      78648T100      1474      95000    SHARED   4      95000         0         0
SAFETY INSURANCE GROUP INC             COMMON SHS      78648T100     11294     727680    SHARED   5     727680         0         0
SAFEWAY INC                            COMMON SHS      786514208      1766      77000    SHARED   4      77000         0         0
SAFEWAY INC                            COMMON SHS      786514208     27202    1185775    SHARED   5    1185775         0         0
SAFEWAY INC                            COMMON SHS      786514208        13        550    SHARED   8        550         0         0
SAFEWAY INC                            COMMON SHS      786514208       987      43045    SHARED   9      43045         0         0
ST JOE COMPANY                         COMMON SHS      790148100     45416    1415700    SHARED   1    1415700         0         0
ST JOE COMPANY                         COMMON SHS      790148100     47568    1482803    SHARED   5    1482803         0         0
ST JOE COMPANY                         COMMON SHS      790148100        64       2000    SHARED   9       2000         0         0
ST JUDE MEDICAL INC                    COMMON SHS      790849103       269       5000    SHARED   9       5000         0         0
ST JUDE MEDICAL INC                    COMMON SHS      790849103      1056      19640    SHARED   A      17140         0      2500
ST PAUL COMPANIES INC                  COMMON SHS      792860108     32660     882000    SHARED   4     882000         0         0
ST PAUL COMPANIES INC                  COMMON SHS      792860108      3756     101434    SHARED   6      14836         0     86598
ST PAUL COMPANIES INC                  COMMON SHS      792860108     31599     853331    SHARED   9     853331         0         0
ST PAUL COMPANIES INC                  COMMON SHS      792860108     24425     659600    SHARED   A     659600         0         0
ST PAUL COMPANIES INC                  CONVERT PREF    792860306      2820      40305    SHARED   9      40305         0         0
SAKS INC                               COMMON SHS      79377W108     17392    1508400    SHARED   4    1508400         0         0
SALISBURY BANCORP INC                  COMMON SHS      795226109       282       9310    SHARED   9       9310         0         0
SALIX PHARMACEUTICALS LTD              COMMON SHS      795435106      1723      89484    SHARED   6          0         0     89484
SALIX PHARMACEUTICALS LTD              COMMON SHS      795435106     21115    1096300    SHARED   A    1088300         0      8000
SAN PAOLO-IMI SPA                      AMER DEP RECPT  799175104     11606     581773    SHARED   3     581773         0         0
SANOFI SYNTHELABO SA                   AMER DEP RECPT  80105N105       215       7121    SHARED              0         0      7121
SANOFI SYNTHELABO SA                   AMER DEP RECPT  80105N105        33       1100    SHARED   9       1100         0         0
SAP AG                                 AMER DEP RECPT  803054204       192       6310    SHARED              0         0      6310
SAP AG                                 AMER DEP RECPT  803054204       411      13500    SHARED   2      13500         0         0
SAP AG                                 AMER DEP RECPT  803054204     50726    1668080    SHARED   9    1668080         0         0
SAP AG                                 AMER DEP RECPT  803054204      2570      84500    SHARED   A      84500         0         0
SAPIENT CORP                           COMMON SHS      803062108     18550    5167100    SHARED   A    5167100         0         0
SARA LEE CORP                          COMMON SHS      803111103        20       1090    SHARED           1090         0         0
SARA LEE CORP                          COMMON SHS      803111103    104522    5692937    SHARED   1    5692937         0         0
SARA LEE CORP                          COMMON SHS      803111103       933      50800    SHARED   2      50800         0         0
SARA LEE CORP                          COMMON SHS      803111103      2589     141000    SHARED   4     141000         0         0
SARA LEE CORP                          COMMON SHS      803111103      4089     222692    SHARED   6      23233         0    199459
SARA LEE CORP                          COMMON SHS      803111103      7321     398739    SHARED   8     398739         0         0
SARA LEE CORP                          COMMON SHS      803111103      3692     201097    SHARED   9     201097         0         0
SARA LEE CORP                          COMMON SHS      803111103     38730    2109462    SHARED   A    1659462         0    450000
SATYAM COMPUTERS SERVICES LTD          AMER DEP RECPT  804098101       159      12316    SHARED           5085         0      7231
SATYAM COMPUTERS SERVICES LTD          AMER DEP RECPT  804098101     26911    2086141    SHARED   1    2073121         0     13020
SATYAM COMPUTERS SERVICES LTD          AMER DEP RECPT  804098101     45768    3547925    SHARED   2    3385785         0    162140
SATYAM COMPUTERS SERVICES LTD          AMER DEP RECPT  804098101      2987     231556    SHARED   3     231556         0         0
SATYAM COMPUTERS SERVICES LTD          AMER DEP RECPT  804098101      2282     176930    SHARED   A     176930         0         0
SAXON CAPITAL INC                      COMMON SHS      80556P302     46110    2690185    SHARED   5    2690185         0         0
SCANA CORP                             COMMON SHS      80589M102     12330     360000    SHARED         360000         0         0
SCANA CORP                             COMMON SHS      80589M102       655      19110    SHARED   9      19110         0         0
SCANA CORP                             COMMON SHS      80589M102       432      12621    SHARED   A      12621         0         0
HENRY SCHEIN INC                       COMMON SHS      806407102       136       2400    SHARED   9       2400         0         0
HENRY SCHEIN INC                       COMMON SHS      806407102      1588      28000    SHARED   A      24500         0      3500
SCHERING-PLOUGH CORP                   COMMON SHS      806605101         8        530    SHARED            530         0         0
SCHERING-PLOUGH CORP                   COMMON SHS      806605101      2028     133056    SHARED   6      26277         0    106779
SCHERING-PLOUGH CORP                   COMMON SHS      806605101     27432    1800000    SHARED   7    1800000         0         0
SCHERING-PLOUGH CORP                   COMMON SHS      806605101      1069      70141    SHARED   8      44400         0     25741
SCHERING-PLOUGH CORP                   COMMON SHS      806605101      3817     250476    SHARED   9     250476         0         0
SCHERING-PLOUGH CORP                   COMMON SHS      806605101     25029    1642300    SHARED   A    1401600         0    240700
SCHLUMBERGER LTD                       COMMON SHS      806857108        30        630    SHARED   6          0         0       630
SCHLUMBERGER LTD                       COMMON SHS      806857108     19360     400000    SHARED   7     400000         0         0
SCHLUMBERGER LTD                       COMMON SHS      806857108     31782     656644    SHARED   9     656644         0         0
SCHLUMBERGER LTD                       COMMON SHS      806857108      4869     100600    SHARED   A     100600         0         0
SCHOLASTIC CORP                        COMMON SHS      807066105      4532     157400    SHARED   2     157400         0         0
SCHOLASTIC CORP                        COMMON SHS      807066105       694      24116    SHARED   9      24116         0         0
CHARLES SCHWAB CORP                    COMMON SHS      808513105       566      47519    SHARED   9      47519         0         0
CHARLES SCHWAB CORP                    COMMON SHS      808513105     14372    1206718    SHARED   A    1206718         0         0
SCOTTS CO                              COMMON SHS      810186106      7260     132729    SHARED   6          0         0    132729
SCOTTS CO                              COMMON SHS      810186106        82       1500    SHARED   9       1500         0         0
SCOTTS CO                              COMMON SHS      810186106      1477      27000    SHARED   A      27000         0         0
EW SCRIPPS CO                          COMMON SHS      811054204    206755    2429552    SHARED   5    2429552         0         0
EW SCRIPPS CO                          COMMON SHS      811054204        13        148    SHARED   A        148         0         0
SCUDDER HIGH INCOME TR                 CLOSE END MUT F 811153105       193      30000    SHARED   9      30000         0         0
SEACHANGE INTERNATIONAL INC            COMMON SHS      811699107      4347     346900    SHARED   A     346900         0         0
SEARS ROEBUCK & CO                     COMMON SHS      812387108      7237     165500    SHARED         165500         0         0
SEARS ROEBUCK & CO                     COMMON SHS      812387108      3573      81702    SHARED   8      81702         0         0
SEARS ROEBUCK & CO                     COMMON SHS      812387108      1728      39519    SHARED   9      39519         0         0
SEATTLE GENETICS INC                   COMMON SHS      812578102       607     100000    SHARED   6          0         0    100000
SEATTLE GENETICS INC                   COMMON SHS      812578102      3035     500000    SHARED   A     500000         0         0
AMEX INDUSTRIAL SELECT SPDR FUND       CLOSE END MUT F 81369Y704       228       9775    SHARED   9       9775         0         0
SELECT MEDICAL CORP                    COMMON SHS      816196109      7952     276118    SHARED   9     276118         0         0
SELECT MEDICAL CORP                    COMMON SHS      816196109     15411     535100    SHARED   A     528100         0      7000
SELECTIVE INSURANCE GROUP INC          COMMON SHS      816300107     19344     650000    SHARED   4     650000         0         0
SELECTIVE INSURANCE GROUP INC          COMMON SHS      816300107         5        181    SHARED   9        181         0         0
SEMTECH CORP                           COMMON SHS      816850101     19955    1081012    SHARED   6          0         0   1081012
SEMTECH CORP                           COMMON SHS      816850101      1377      74600    SHARED   9      74600         0         0
SEMTECH CORP                           COMMON SHS      816850101    136443    7391300    SHARED   A    7391300         0         0
SEMPRA ENERGY                          COMMON SHS      816851109         1         21    SHARED   6          0         0        21
SEMPRA ENERGY                          COMMON SHS      816851109       246       8362    SHARED   9       8362         0         0
SEMPRA ENERGY                          COMMON SHS      816851109     85781    2921700    SHARED   A    2921700         0         0
SEMPRA ENERGY                          CONVERT PREF    816851208     59214    2140000    SHARED   A    2140000         0         0
SENECA FOODS CORP                      COMMON SHS      817070105      2349     121500    SHARED   4     121500         0         0
SENECA FOODS CORP                      COMMON SHS      817070501      4887     256600    SHARED   4     256600         0         0
SENIOR HOUSING PROPERTIES TRUST        REAL EST INV TR 81721M109       411      28500    SHARED   9      28500         0         0
SERENA SOFTWARE INC                    COMMON SHS      817492101     14329     770400    SHARED   A     770400         0         0
SEROLOGICALS CORP                      COMMON SHS      817523103      1153      87700    SHARED   A      76300         0     11400
SERVICEMASTER CO                       COMMON SHS      81760N109       402      39187    SHARED   9      39187         0         0
SHELL TRANSPORT & TRADING CO PLC       AMER DEP RECPT  822703609     80289    2126310    SHARED   2    1961110         0    165200
SHELL TRANSPORT & TRADING CO PLC       AMER DEP RECPT  822703609     11639     308229    SHARED   3     308229         0         0
SHELL TRANSPORT & TRADING CO PLC       AMER DEP RECPT  822703609      2711      71790    SHARED   6      11418         0     60372
SHELL TRANSPORT & TRADING CO PLC       AMER DEP RECPT  822703609      3689      97700    SHARED   8      97700         0         0
SHELL TRANSPORT & TRADING CO PLC       AMER DEP RECPT  822703609       902      23889    SHARED   9      23889         0         0
SHELL TRANSPORT & TRADING CO PLC       AMER DEP RECPT  822703609     23585     624600    SHARED   A     624600         0         0
SHERWIN-WILLIAMS CO                    COMMON SHS      824348106       295      10033    SHARED   9      10033         0         0
SHIRE PHARMACEUTICALS GROUP PLC        AMER DEP RECPT  82481R106       190       8590    SHARED   2       8590         0         0
SHIRE PHARMACEUTICALS GROUP PLC        AMER DEP RECPT  82481R106     15634     707098    SHARED   3     707098         0         0
SHIRE PHARMACEUTICALS GROUP PLC        AMER DEP RECPT  82481R106         2        102    SHARED   6          0         0       102
SHIRE PHARMACEUTICALS GROUP PLC        AMER DEP RECPT  82481R106       216       9750    SHARED   9       9750         0         0
SHIRE PHARMACEUTICALS GROUP PLC        AMER DEP RECPT  82481R106     39189    1772476    SHARED   A    1768176         0      4300
SHUFFLE MASTER INC                     COMMON SHS      825549108      8464     311400    SHARED   9     311400         0         0
SHUFFLE MASTER INC                     COMMON SHS      825549108        27       1000    SHARED   A       1000         0         0
SICOR INC                              COMMON SHS      825846108      9640     500000    SHARED   A     500000         0         0
SIEBEL SYSTEMS INC                     COMMON SHS      826170102      4217     433875    SHARED   9     433875         0         0
SIEMENS AG                             AMER DEP RECPT  826197501       221       3725    SHARED              0         0      3725
SIEMENS AG                             AMER DEP RECPT  826197501       431       7250    SHARED   9       7250         0         0
SIERRA HEALTH SERVICES INC             COMMON SHS      826322109      5409     263233    SHARED   6          0         0    263233
SIERRA HEALTH SERVICES INC             COMMON SHS      826322109     18561     903200    SHARED   A     903200         0         0
SIERRA PACIFIC RESOURCES CO            COMMON SHS      826428104     22805    4702000    SHARED   4    4702000         0         0
SIERRA PACIFIC RESOURCES CO            COMMON SHS      826428104      1208     249119    SHARED   6          0         0    249119
SIERRA PACIFIC RESOURCES CO            COMMON SHS      826428104      6687    1378809    SHARED   A    1378809         0         0
SIGMA-ALDRICH CORP                     COMMON SHS      826552101     10388     200000    SHARED   7     200000         0         0
SIGMA-ALDRICH CORP                     COMMON SHS      826552101      1868      35970    SHARED   9      35970         0         0
SIGMA-ALDRICH CORP                     COMMON SHS      826552101      6493     125000    SHARED   A     125000         0         0
SILENT WITNESS ENTERPRISES LTD         ORDINARY SHS    826906307      3196     467200    SHARED   8     467200         0         0
SILICON VALLEY BANCSHARES              COMMON SHS      827064106     20640     747000    SHARED   A     747000         0         0
SIMON PROPERTY GROUP INC               REAL EST INV TR 828806109      4333      99425    SHARED   6          0         0     99425
SIMON PROPERTY GROUP INC               REAL EST INV TR 828806109      9882     226750    SHARED   9     226750         0         0
SIMON PROPERTY GROUP INC               REAL EST INV TR 828806109     58186    1335157    SHARED   A    1335157         0         0
SIMON PROPERTY GROUP INC               CONVERT PREF    828806406       692       6144    SHARED   9       6144         0         0
SIMON PROPERTY GROUP INC               CONVERT PREF    828806406      2818      25000    SHARED   A      25000         0         0
SINCLAIR BROADCAST GROUP INC           COMMON SHS      829226109     13327    1311738    SHARED   5    1311738         0         0
SIRIUS SATELLITE RADIO INC             CONVERTIBLE BD  82966UAA1       751     500000    SHARED   9     500000         0         0
SKYWEST INC                            COMMON SHS      830879102      8528     492400    SHARED   4     492400         0         0
SKYWEST INC                            COMMON SHS      830879102        14        800    SHARED   9        800         0         0
SKYWEST INC                            COMMON SHS      830879102     15642     903100    SHARED   A     903100         0         0
SMITH & NEPHEW PLC                     AMER DEP RECPT  83175M205       125       1880    SHARED              0         0      1880
SMITH & NEPHEW PLC                     AMER DEP RECPT  83175M205       253       3800    SHARED   9       3800         0         0
SMITH INTERNATIONAL INC                COMMON SHS      832110100       237       6600    SHARED   9       6600         0         0
SMITH INTERNATIONAL INC                COMMON SHS      832110100      8898     247300    SHARED   A     247300         0         0
SMUCKER J M CO (THE)                   COMMON SHS      832696405         1         16    SHARED   6          0         0        16
SMUCKER J M CO (THE)                   COMMON SHS      832696405      1147      27195    SHARED   9      27195         0         0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA  DEP RCPT PFD    833635105       224       5600    SHARED   2       5600         0         0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA  DEP RCPT PFD    833635105      3455      86400    SHARED   8      86400         0         0
SOLECTRON CORP                         COMMON SHS      834182107        15       2550    SHARED           2550         0         0
SOLECTRON CORP                         COMMON SHS      834182107       691     118089    SHARED   9     118089         0         0
SOLECTRON CORP                         COMMON SHS      834182107      4001     684000    SHARED   A     684000         0         0
SOLUTIA INC                            COMMON SHS      834376105      7072    1772365    SHARED   6          0         0   1772365
SOLUTIA INC                            COMMON SHS      834376105         2        600    SHARED   9        600         0         0
SOLUTIA INC                            COMMON SHS      834376105      3842     962900    SHARED   A     535400         0    427500
SONOCO PRODUCTS CO                     COMMON SHS      835495102     15914     725000    SHARED         725000         0         0
SONY CORP                              AMER DEP RECPT  835699307     20349     584755    SHARED   2     576465         0      8290
SONY CORP                              AMER DEP RECPT  835699307     12621     362672    SHARED   3     362672         0         0
SONY CORP                              AMER DEP RECPT  835699307        52       1500    SHARED   6          0         0      1500
SONY CORP                              AMER DEP RECPT  835699307        33        950    SHARED   8        950         0         0
SONY CORP                              AMER DEP RECPT  835699307     15083     433415    SHARED   9     433415         0         0
SONY CORP                              AMER DEP RECPT  835699307      4708     135300    SHARED   A     135300         0         0
SOUTH JERSEY INDUSTRIES INC            COMMON SHS      838518108       433      11437    SHARED   9      11437         0         0
SOUTHERN CO                            COMMON SHS      842587107      1761      60070    SHARED   9      60070         0         0
SOUTHERN CO                            COMMON SHS      842587107    172196    5873000    SHARED   A    5873000         0         0
SOUTHTRUST CORP                        COMMON SHS      844730101      3442     117100    SHARED   5     117100         0         0
SOUTHTRUST CORP                        COMMON SHS      844730101       288       9800    SHARED   9       9800         0         0
SOUTHWEST AIRLINES CO                  COMMON SHS      844741108        19       1060    SHARED           1060         0         0
SOUTHWEST AIRLINES CO                  COMMON SHS      844741108      1154      65200    SHARED   7      65200         0         0
SOUTHWEST AIRLINES CO                  COMMON SHS      844741108      7807     441077    SHARED   9     441077         0         0
SOUTHWEST AIRLINES CO                  COMMON SHS      844741108     13423     758340    SHARED   A     758340         0         0
SOVEREIGN BANCORP INC                  COMMON SHS      845905108    212973   11481020    SHARED   5   11481020         0         0
SOVEREIGN BANCORP INC                  COMMON SHS      845905108        19       1000    SHARED   9       1000         0         0
SOVRAN SELF STORAGE INC                REAL EST INV TR 84610H108       133       4000    SHARED   9       4000         0         0
SOVRAN SELF STORAGE INC                REAL EST INV TR 84610H108       829      25000    SHARED   A      25000         0         0
SPACEHAB INC                           COMMON SHS      846243103       123     136500    SHARED   4     136500         0         0
SPARTON CORP                           COMMON SHS      847235108      1614     153000    SHARED   4     153000         0         0
SPINNAKER EXPLORATION CO               COMMON SHS      84855W109     13447     560300    SHARED   A     560300         0         0
SPRINT CORP FON GROUP                  COMMON SHS      852061100      1505      99675    SHARED   9      99675         0         0
SPRINT CORP FON GROUP                  COMMON SHS      852061100      5912     391500    SHARED   A     165000         0    226500
SPRINT CORP (PCS GROUP)                COMMON SHS      852061506       214      37266    SHARED   9      37266         0         0
SPRINT CORP (PCS GROUP)                COMMON SHS      852061506      4680     816800    SHARED   A     816800         0         0
STANCORP FINANCIAL GROUP INC           COMMON SHS      852891100     39658     690300    SHARED   4     690300         0         0
STANDARD COMMERCIAL CORP               COMMON SHS      853258101      9706     527500    SHARED   4     527500         0         0
STANDARD MICROSYSTEMS CORP             COMMON SHS      853626109     13490     500000    SHARED   4     500000         0         0
STANLEY WORKS                          COMMON SHS      854616109      2267      76783    SHARED   6      12736         0     64047
STANLEY WORKS                          COMMON SHS      854616109       160       5430    SHARED   9       5430         0         0
STANLEY WORKS                          COMMON SHS      854616109     12198     413200    SHARED   A     413200         0         0
STAPLES INC                            COMMON SHS      855030102       410      17261    SHARED              0         0     17261
STAPLES INC                            COMMON SHS      855030102     55356    2330790    SHARED   9    2330790         0         0
STARBUCKS CORP                         COMMON SHS      855244109     16437     570730    SHARED   9     570730         0         0
STARBUCKS CORP                         COMMON SHS      855244109      6035     209536    SHARED   A     209536         0         0
STARWOOD HOTELS & RESORTS WORLDWIDE IN COMMON SHS      85590A203      1841      52905    SHARED   6          0         0     52905
STARWOOD HOTELS & RESORTS WORLDWIDE IN COMMON SHS      85590A203        35       1000    SHARED   9       1000         0         0
STARWOOD HOTELS & RESORTS WORLDWIDE IN COMMON SHS      85590A203     69436    1995300    SHARED   A    1995300         0         0
STATE STREET CORP                      COMMON SHS      857477103     15507     344600    SHARED   4     344600         0         0
STATE STREET CORP                      COMMON SHS      857477103        63       1400    SHARED   6          0         0      1400
STATE STREET CORP                      COMMON SHS      857477103     39636     880794    SHARED   9     880794         0         0
STATE STREET CORP                      EQUITY UNIT     857477202      7139      31900    SHARED   9      31900         0         0
STATION CASINOS INC                    COMMON SHS      857689103     26108     853200    SHARED   A     853200         0         0
STERIS CORP                            COMMON SHS      859152100     10646     462458    SHARED   6          0         0    462458
STERIS CORP                            COMMON SHS      859152100       898      39025    SHARED   9      39025         0         0
STERIS CORP                            COMMON SHS      859152100     11119     483000    SHARED   A     483000         0         0
STERLING FINANCIAL CORP                COMMON SHS      859319105      3111     110499    SHARED   5     110499         0         0
STEWART & STEVENSON SERVICES INC       COMMON SHS      860342104      2882     191900    SHARED   4     191900         0         0
STEWART & STEVENSON SERVICES INC       COMMON SHS      860342104         2        100    SHARED   9        100         0         0
STILLWATER MINING CO                   COMMON SHS      86074Q102      1595     253246    SHARED   A     253246         0         0
STMICROELECTRONICS NV                  NEW YORK SHARES 861012102       157       6546    SHARED              0         0      6546
STMICROELECTRONICS NV                  NEW YORK SHARES 861012102      1659      69000    SHARED   9      69000         0         0
STMICROELECTRONICS NV                  NEW YORK SHARES 861012102      4971     206700    SHARED   A     206700         0         0
STONE ENERGY CORP                      COMMON SHS      861642106        16        453    SHARED   9        453         0         0
STONE ENERGY CORP                      COMMON SHS      861642106      8658     245400    SHARED   A     245400         0         0
STORA ENSO OYJ                         AMER DEP RECPT  86210M106     13360    1091500    SHARED   3    1091500         0         0
STORAGE TECHNOLOGY CORP                COMMON SHS      862111200         7        300    SHARED   9        300         0         0
STORAGE TECHNOLOGY CORP                COMMON SHS      862111200      6643     275200    SHARED   A     275200         0         0
STRYKER CORP                           COMMON SHS      863667101     16030     212855    SHARED   9     212855         0         0
STRYKER CORP                           COMMON SHS      863667101     10546     140030    SHARED   A     140030         0         0
SUBURBAN PROPANE PARTNERS L P          COMMON SHS      864482104       215       7140    SHARED   9       7140         0         0
SUEZ SA                                AMER DEP RECPT  864686100       320      20150    SHARED   2      20150         0         0
SUEZ SA                                AMER DEP RECPT  864686100     13633     857420    SHARED   3     857420         0         0
SUEZ SA                                AMER DEP RECPT  864686100        16       1000    SHARED   9       1000         0         0
SUN COMMUNITIES INC                    REAL EST INV TR 866674104        12        300    SHARED   9        300         0         0
SUN COMMUNITIES INC                    REAL EST INV TR 866674104      5520     140100    SHARED   A     140100         0         0
SUN LIFE FINANCIAL INC                 ORDINARY SHS    866796105      1563      53440    SHARED   2      53440         0         0
SUN LIFE FINANCIAL INC                 ORDINARY SHS    866796105     63322    2164852    SHARED   8    1963010         0    201842
SUN LIFE FINANCIAL INC                 COMMON SHS      866796105       124       5720    SHARED   9       5720         0         0
SUN MICROSYSTEMS INC                   COMMON SHS      866810104      5296    1600000    SHARED   7    1600000         0         0
SUN MICROSYSTEMS INC                   COMMON SHS      866810104      3228     975214    SHARED   9     975214         0         0
SUN MICROSYSTEMS INC                   COMMON SHS      866810104      1423     430000    SHARED   A     430000         0         0
SUN HEALTHCARE GROUP INC               COMMON SHS      866933104         0      20000    SHARED   9      20000         0         0
SUNCOR ENERGY INC                      ORDINARY SHS    867229106    103315    4144214    SHARED   8    3844681         0    299533
SUNCOR ENERGY INC                      COMMON SHS      867229106      1307      54300    SHARED   9      54300         0         0
SUNGARD DATA SYSTEMS INC               COMMON SHS      867363103     13155     500000    SHARED   7     500000         0         0
SUNGARD DATA SYSTEMS INC               COMMON SHS      867363103       305      11600    SHARED   9      11600         0         0
SUNRISE SENIOR LIVING INC              CONVERTIBLE BD  86768KAE6       151     150000    SHARED   9     150000         0         0
SUNTRUST BANKS INC                     COMMON SHS      867914103      3711      61479    SHARED   9      61479         0         0
SUPERCONDUCTOR TECHNOLOGIES INC        COMMON SHS      867931107        42      10791    SHARED   9      10791         0         0
SUPERIOR ENERGY SERVICES INC           COMMON SHS      868157108      8946     912905    SHARED   6          0         0    912905
SUPERIOR ENERGY SERVICES INC           COMMON SHS      868157108        25       2500    SHARED   9       2500         0         0
SUPERIOR ENERGY SERVICES INC           COMMON SHS      868157108     46486    4743493    SHARED   A    4743493         0         0
SUPERIOR INDUSTRIES INTL INC           COMMON SHS      868168105     68582    1691300    SHARED   4    1691300         0         0
SUPERIOR INDUSTRIES INTL INC           COMMON SHS      868168105       187       4600    SHARED   6          0         0      4600
SUPERIOR INDUSTRIES INTL INC           COMMON SHS      868168105       560      13800    SHARED   9      13800         0         0
SUPERIOR INDUSTRIES INTL INC           COMMON SHS      868168105     55862    1377600    SHARED   A    1268600         0    109000
SUPERIOR UNIFORM GROUP INC             COMMON SHS      868358102      7385     537500    SHARED   4     537500         0         0
SWIFT ENERGY CO                        COMMON SHS      870738101      8563     606900    SHARED   A     606900         0         0
SYMANTEC CORP                          COMMON SHS      871503108     46345     735399    SHARED   9     735399         0         0
SYMANTEC CORP                          COMMON SHS      871503108     33746     535480    SHARED   A     535480         0         0
SYMANTEC CORP                          CONVERTIBLE BD  871503AB4      3795    2000000    SHARED   A    2000000         0         0
SYMBOL TECHNOLOGIES INC                COMMON SHS      871508107       219      18350    SHARED   9      18350         0         0
SYMS CORP                              COMMON SHS      871551107      9352    1430000    SHARED   4    1430000         0         0
SYNAPTICS INC                          COMMON SHS      87157D109        11       1000    SHARED   9       1000         0         0
SYNAPTICS INC                          COMMON SHS      87157D109      1716     159500    SHARED   A     159500         0         0
SYNOPSYS INC                           COMMON SHS      871607107     30960    1006190    SHARED         817536         0    188654
SYNOPSYS INC                           COMMON SHS      871607107     46037    1496164    SHARED   1    1494984         0      1180
SYNOPSYS INC                           COMMON SHS      871607107     11460     372440    SHARED   2     372440         0         0
SYNOPSYS INC                           COMMON SHS      871607107       419      13628    SHARED   3      13628         0         0
SYNOPSYS INC                           COMMON SHS      871607107      8321     270434    SHARED   8     270434         0         0
SYNOPSYS INC                           COMMON SHS      871607107      3040      98800    SHARED   9      98800         0         0
SYNOPSYS INC                           COMMON SHS      871607107    135205    4394040    SHARED   A    4394040         0         0
SYSCO CORP                             COMMON SHS      871829107     17927     548054    SHARED   9     548054         0         0
SYSCO CORP                             COMMON SHS      871829107     12222     373641    SHARED   A     373641         0         0
TBC CORP                               COMMON SHS      872180104      1373      54800    SHARED   9      54800         0         0
TBC CORP                               COMMON SHS      872180104         5        200    SHARED   A        200         0         0
TCF FINANCIAL CORP                     COMMON SHS      872275102       422       8800    SHARED   9       8800         0         0
TCF FINANCIAL CORP                     COMMON SHS      872275102      6066     126500    SHARED   A     126500         0         0
TDK CORP                               AMER DEP RECPT  872351408       208       3500    SHARED   9       3500         0         0
TECO ENERGY                            COMMON SHS      872375100       401      29000    SHARED   9      29000         0         0
TECO ENERGY                            COMMON SHS      872375100    174659   12638100    SHARED   A   12638100         0         0
TEPPCO PARTNERS L.P.                   COMMON SHS      872384102       460      13000    SHARED   9      13000         0         0
TJX COMPANIES INC                      COMMON SHS      872540109       738      38000    SHARED   4      38000         0         0
TJX COMPANIES INC                      COMMON SHS      872540109        10        525    SHARED   6          0         0       525
TJX COMPANIES INC                      COMMON SHS      872540109       397      20420    SHARED   9      20420         0         0
TJX COMPANIES INC                      COMMON SHS      872540109      6097     313980    SHARED   A     313980         0         0
TXU CORP                               COMMON SHS      873168108        52       2200    SHARED   6          0         0      2200
TXU CORP                               COMMON SHS      873168108      1290      54752    SHARED   9      54752         0         0
TXU CORP                               COMMON SHS      873168108    127910    5429100    SHARED   A    5429100         0         0
TAIWAN SEMICONDUCTOR MANUFACTURING CO  AMER DEP RECPT  874039100      1306     120628    SHARED         114000         0      6628
TAIWAN SEMICONDUCTOR MANUFACTURING CO  AMER DEP RECPT  874039100      1949     180000    SHARED   8     180000         0         0
TAIWAN SEMICONDUCTOR MANUFACTURING CO  AMER DEP RECPT  874039100     55786    5151071    SHARED   9    5151071         0         0
TAIWAN SEMICONDUCTOR MANUFACTURING CO  AMER DEP RECPT  874039100      5938     548300    SHARED   A     548300         0         0
TALISMAN ENERGY INC                    COMMON SHS      87425E103     10911     230000    SHARED         230000         0         0
TALISMAN ENERGY INC                    ORDINARY SHS    87425E103      2724      42500    SHARED   2      42500         0         0
TALISMAN ENERGY INC                    ORDINARY SHS    87425E103     10459     163160    SHARED   8     163160         0         0
TALISMAN ENERGY INC                    COMMON SHS      87425E103       693      14600    SHARED   A      14600         0         0
TANDY BRANDS ACCESSORIES INC           COMMON SHS      875378101       817      57200    SHARED   4      57200         0         0
TANGER FACTORY OUTLET CENTERS INC      REAL EST INV TR 875465106       487      13250    SHARED   9      13250         0         0
TANOX INC                              COMMON SHS      87588Q109       600      30000    SHARED   6          0         0     30000
TANOX INC                              COMMON SHS      87588Q109     14753     737300    SHARED   A     737300         0         0
TARGET CORP                            COMMON SHS      87612E106     28495     757242    SHARED         593919         0    163323
TARGET CORP                            COMMON SHS      87612E106     13432     356944    SHARED   1     356944         0         0
TARGET CORP                            COMMON SHS      87612E106     16226     431205    SHARED   2     431205         0         0
TARGET CORP                            COMMON SHS      87612E106      1679      44626    SHARED   3      44626         0         0
TARGET CORP                            COMMON SHS      87612E106         6        148    SHARED   6          0         0       148
TARGET CORP                            COMMON SHS      87612E106      6198     164705    SHARED   8     164705         0         0
TARGET CORP                            COMMON SHS      87612E106      7703     204698    SHARED   9     204698         0         0
TARGET CORP                            COMMON SHS      87612E106     19210     510508    SHARED   A     409608         0    100900
TAUBMAN CENTERS INC                    REAL EST INV TR 876664103       793      40483    SHARED   6          0         0     40483
TAUBMAN CENTERS INC                    REAL EST INV TR 876664103      8005     408400    SHARED   A     408400         0         0
TAYLOR CAP GROUP INC                   COMMON SHS      876851106      3426     148456    SHARED   5     148456         0         0
TECUMSEH PRODUCTS CO                   COMMON SHS      878895101     10650     300000    SHARED   4     300000         0         0
TECUMSEH PRODUCTS CO                   COMMON SHS      878895200     24252     650000    SHARED   4     650000         0         0
TECUMSEH PRODUCTS CO                   COMMON SHS      878895200       605      16210    SHARED   6          0         0     16210
TECUMSEH PRODUCTS CO                   COMMON SHS      878895200         7        200    SHARED   9        200         0         0
TEKTRONIX INC                          COMMON SHS      879131100     18354     741561    SHARED   6          0         0    741561
TEKTRONIX INC                          COMMON SHS      879131100       292      11798    SHARED   9      11798         0         0
TEKTRONIX INC                          COMMON SHS      879131100    200349    8094913    SHARED   A    8094913         0         0
TELE NORTE LESTE PARTICIPACOES SA      DEP RCPT PFD    879246106       279      20012    SHARED   1      20012         0         0
TELECOM ARGENTINA STET-FRANCE TELECOM  AMER DEP RECPT  879273209        13       2086    SHARED   9       2086         0         0
TELECOM ARGENTINA STET-FRANCE TELECOM  AMER DEP RECPT  879273209     10931    1700000    SHARED   A    1700000         0         0
TELECOM CORPORATION OF NEW ZEALAND LTD AMER DEP RECPT  879278208      2859     117090    SHARED   2     117090         0         0
TELECOM CORPORATION OF NEW ZEALAND LTD AMER DEP RECPT  879278208        26       1050    SHARED   9       1050         0         0
TELECOMUNICACOES BRASILEIRAS SA (TELEB DEP RCPT PFD    879287308       209       6500    SHARED   2       6000         0       500
TELECOMUNICACOES BRASILEIRAS SA (TELEB DEP RCPT PFD    879287308       270       8400    SHARED   8       8400         0         0
TELEFLEX INC                           COMMON SHS      879369106     37411     861400    SHARED   4     861400         0         0
TELEFLEX INC                           COMMON SHS      879369106       130       3000    SHARED   6          0         0      3000
TELEFLEX INC                           COMMON SHS      879369106     21715     500000    SHARED   7     500000         0         0
TELEFLEX INC                           COMMON SHS      879369106       156       3600    SHARED   9       3600         0         0
TELEFONICA SA                          AMER DEP RECPT  879382208      1984      55975    SHARED          55975         0         0
TELEFONICA SA                          AMER DEP RECPT  879382208       879      24787    SHARED   1      24787         0         0
TELEFONICA SA                          AMER DEP RECPT  879382208    134462    3793000    SHARED   2    3487443         0    305558
TELEFONICA SA                          AMER DEP RECPT  879382208     19345     545695    SHARED   3     545695         0         0
TELEFONICA SA                          AMER DEP RECPT  879382208     87904    2479661    SHARED   8    2293278         0    186383
TELEFONICA SA                          AMER DEP RECPT  879382208       693      19552    SHARED   9      19552         0         0
TELEFONICA SA                          AMER DEP RECPT  879382208      5281     148965    SHARED   A     148965         0         0
TELEFONOS DE MEXICO SA (TELMEX)        AMER DEP RECPT  879403780    130038    4256547    SHARED        3881967         0    374580
TELEFONOS DE MEXICO SA (TELMEX)        AMER DEP RECPT  879403780    310972   10179101    SHARED   1   10171821         0      7280
TELEFONOS DE MEXICO SA (TELMEX)        AMER DEP RECPT  879403780    195234    6390627    SHARED   2    6159699         0    230928
TELEFONOS DE MEXICO SA (TELMEX)        AMER DEP RECPT  879403780     17025     557277    SHARED   3     557277         0         0
TELEFONOS DE MEXICO SA (TELMEX)        AMER DEP RECPT  879403780     74626    2442735    SHARED   8    2344735         0     98000
TELEFONOS DE MEXICO SA (TELMEX)        AMER DEP RECPT  879403780       996      32593    SHARED   9      32593         0         0
TELEFONOS DE MEXICO SA (TELMEX)        AMER DEP RECPT  879403780      7766     254215    SHARED   A     254215         0         0
TELEPHONE & DATA SYSTEMS INC           COMMON SHS      879433100       322       5700    SHARED   9       5700         0         0
TELEMIG CELULAR PARTICIPACOES SA       DEP RCPT PFD    87944E105       366      13960    SHARED   1      13960         0         0
TELEMIG CELULAR PARTICIPACOES SA       DEP RCPT PFD    87944E105      9325     355508    SHARED   2     355508         0         0
TELIK INC                              COMMON SHS      87959M109       501      25000    SHARED   6          0         0     25000
TELIK INC                              COMMON SHS      87959M109      6799     339100    SHARED   9     339100         0         0
TELIK INC                              COMMON SHS      87959M109     15807     788400    SHARED   A     788400         0         0
TEMPLE INLAND INC                      COMMON SHS      879868107        10        200    SHARED            200         0         0
TEMPLE INLAND INC                      COMMON SHS      879868107     44062     907560    SHARED   1     907560         0         0
TEMPLE INLAND INC                      COMMON SHS      879868107      7521     154910    SHARED   2     154910         0         0
TEMPLE INLAND INC                      COMMON SHS      879868107      2903      59800    SHARED   8      59800         0         0
TEMPLE INLAND INC                      COMMON SHS      879868107       398       8195    SHARED   9       8195         0         0
TEMPLE INLAND INC                      COMMON SHS      879868107      1092      22500    SHARED   A      22500         0         0
TEMPLETON GLOBAL INCOME FUND INC       CLOSE END MUT F 880198106       253      30054    SHARED   9      30054         0         0
TENARIS SA                             AMER DEP RECPT  88031M109     44926    1706928    SHARED        1548222         0    158706
TENET HEALTHCARE CORP                  COMMON SHS      88033G100         2        119    SHARED   6          0         0       119
TENET HEALTHCARE CORP                  COMMON SHS      88033G100       185      12800    SHARED   9      12800         0         0
TENET HEALTHCARE CORP                  COMMON SHS      88033G100     15028    1037879    SHARED   A     579479         0    458400
TERADYNE INC                           COMMON SHS      880770102        24       1300    SHARED   9       1300         0         0
TERADYNE INC                           COMMON SHS      880770102      3028     162773    SHARED   A     162773         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD     AMER DEP RECPT  881624209     22222     388838    SHARED   2     383358         0      5480
TEVA PHARMACEUTICAL INDUSTRIES LTD     AMER DEP RECPT  881624209      4072      71250    SHARED   8      71250         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD     AMER DEP RECPT  881624209       977      17100    SHARED   9      17100         0         0
TEVA PHARMACEUTICAL INDUSTRIES LTD     AMER DEP RECPT  881624209     11287     197500    SHARED   A     194500         0      3000
TESMA INTERNATIONAL INC                ORDINARY SHS    881908107     19992     653128    SHARED   8     545655         0    107473
TEXAS CAPITAL BANCSHARES INC           COMMON SHS      88224Q107      3837     314000    SHARED   5     314000         0         0
TEXAS CAPITAL BANCSHARES INC           COMMON SHS      88224Q107      3661     299600    SHARED   A     299600         0         0
TEXAS INDUSTRIES INC                   COMMON SHS      882491103     19680     800000    SHARED   4     800000         0         0
TEXAS INSTRUMENTS INC                  COMMON SHS      882508104     11742     515000    SHARED   7     515000         0         0
TEXAS INSTRUMENTS INC                  COMMON SHS      882508104     24719    1084179    SHARED   9    1084179         0         0
TEXAS INSTRUMENTS INC                  COMMON SHS      882508104        44       1940    SHARED   A       1940         0         0
TEXAS REGIONAL BANCSHARES INC          COMMON SHS      882673106      4634     137140    SHARED   9     137140         0         0
TEXAS REGIONAL BANCSHARES INC          COMMON SHS      882673106     13086     387274    SHARED   A     387274         0         0
TEXTRON INC                            COMMON SHS      883203101     20711     525000    SHARED   7     525000         0         0
TEXTRON INC                            COMMON SHS      883203101       100       2540    SHARED   9       2540         0         0
THERMO ELECTRON CORP                   COMMON SHS      883556102        23       1070    SHARED           1070         0         0
THERMO ELECTRON CORP                   COMMON SHS      883556102       671      30910    SHARED   6          0         0     30910
THERMO ELECTRON CORP                   COMMON SHS      883556102       603      27768    SHARED   9      27768         0         0
THERMO ELECTRON CORP                   COMMON SHS      883556102    108925    5019586    SHARED   A    5009286         0     10300
THOMAS & BETTS CORP                    COMMON SHS      884315102      7925     500000    SHARED   7     500000         0         0
THOMAS INDUSTRIES INC                  COMMON SHS      884425109      3773     132300    SHARED   4     132300         0         0
THOMSON CORP                           ORDINARY SHS    884903105      5024     122818    SHARED   8      95890         0     26928
THOMSON CORP                           COMMON SHS      884903105      4424     118700    SHARED   9     118700         0         0
THOR INDUSTRIES INC                    COMMON SHS      885160101      2269      42000    SHARED   A      42000         0         0
THORATEC CORP                          COMMON SHS      885175307       269      15823    SHARED   6          0         0     15823
THORATEC CORP                          COMMON SHS      885175307      7736     455300    SHARED   A     455300         0         0
3COM CORP                              COMMON SHS      885535104         3        497    SHARED   9        497         0         0
3COM CORP                              COMMON SHS      885535104      4020     681400    SHARED   A     681400         0         0
3M CO                                  COMMON SHS      88579Y101         2         30    SHARED   6          0         0        30
3M CO                                  COMMON SHS      88579Y101     55256     800000    SHARED   7     800000         0         0
3M CO                                  COMMON SHS      88579Y101      1848      26759    SHARED   8      20700         0      6059
3M CO                                  COMMON SHS      88579Y101     27784     402264    SHARED   9     402264         0         0
3M CO                                  COMMON SHS      88579Y101       141       2038    SHARED   A       2038         0         0
TIDEWATER INC                          COMMON SHS      886423102      6597     233100    SHARED   4     233100         0         0
TIER TECHNOLOGIES INC                  COMMON SHS      88650Q100      4504     505450    SHARED   9     505450         0         0
TIER TECHNOLOGIES INC                  COMMON SHS      88650Q100        14       1600    SHARED   A       1600         0         0
TIFFANY & CO                           COMMON SHS      886547108        19        520    SHARED            520         0         0
TIFFANY & CO                           COMMON SHS      886547108     13066     350000    SHARED   7     350000         0         0
TIFFANY & CO                           COMMON SHS      886547108      5836     156323    SHARED   9     156323         0         0
TIFFANY & CO                           COMMON SHS      886547108     47598    1275072    SHARED   A    1275072         0         0
TIMBERLAND COMPANY                     COMMON SHS      887100105      9496     222600    SHARED   4     222600         0         0
TIMBERLAND COMPANY                     COMMON SHS      887100105       213       5000    SHARED   9       5000         0         0
TIMKEN CO                              COMMON SHS      887389104     23104    1516000    SHARED   4    1516000         0         0
TOLL BROTHERS INC                      COMMON SHS      889478103      4303     141452    SHARED   9     141452         0         0
TOO INC                                COMMON SHS      890333107        83       5650    SHARED   1       5650         0         0
TOO INC                                COMMON SHS      890333107      3769     255900    SHARED   2     255900         0         0
TOOTSIE ROLL INDUSTRIES INC            COMMON SHS      890516107       657      21198    SHARED   7      21198         0         0
TOOTSIE ROLL INDUSTRIES INC            COMMON SHS      890516107      2379      76727    SHARED   9      76727         0         0
TORCHMARK CORP                         COMMON SHS      891027104       361       8887    SHARED   3       8887         0         0
TORCHMARK CORP                         COMMON SHS      891027104       664      16328    SHARED   9      16328         0         0
TORO CO                                COMMON SHS      891092108     18702     415600    SHARED   A     415600         0         0
TORONTO DOMINION BANK                  ORDINARY SHS    891160509       131       3430    SHARED           3430         0         0
TORONTO DOMINION BANK                  ORDINARY SHS    891160509    127951    3346000    SHARED   1    3346000         0         0
TORONTO DOMINION BANK                  ORDINARY SHS    891160509      2410      63028    SHARED   2      63028         0         0
TORONTO DOMINION BANK                  ORDINARY SHS    891160509     13696     358153    SHARED   8     357246         0       907
TORONTO DOMINION BANK                  COMMON SHS      891160509       189       6666    SHARED   9       6666         0         0
TOTAL SA                               AMER DEP RECPT  89151E109     16549     218318    SHARED   5     218318         0         0
TOTAL SA                               AMER DEP RECPT  89151E109      6867      90600    SHARED   8      90600         0         0
TOTAL SA                               AMER DEP RECPT  89151E109      4123      54394    SHARED   9      54394         0         0
TOUCH AMERICA HOLDINGS, INC.           COMMON SHS      891539108         0      28000    SHARED   9      28000         0         0
TOWER AUTOMOTIVE INC                   COMMON SHS      891707101      1180     262200    SHARED   4     262200         0         0
TOWN & COUNTRY TRUST                   REAL EST INV TR 892081100       834      35500    SHARED   9      35500         0         0
TOYOTA MOTOR CORP                      AMER DEP RECPT  892331307      1888      31700    SHARED   8      31700         0         0
TOYS R US INC                          COMMON SHS      892335100       650      54025    SHARED          54025         0         0
TOYS R US INC                          COMMON SHS      892335100    127530   10601023    SHARED   1   10601023         0         0
TOYS R US INC                          COMMON SHS      892335100      8247     685530    SHARED   2     685530         0         0
TOYS R US INC                          COMMON SHS      892335100      1645     136773    SHARED   3     136773         0         0
TOYS R US INC                          COMMON SHS      892335100     33864    2815000    SHARED   4    2815000         0         0
TOYS R US INC                          COMMON SHS      892335100        60       5000    SHARED   6          0         0      5000
TOYS R US INC                          COMMON SHS      892335100      1226     101900    SHARED   8     101900         0         0
TOYS R US INC                          COMMON SHS      892335100      1060      88121    SHARED   9      88121         0         0
TPG NV                                 AMER DEP RECPT  892339102     12351     645321    SHARED   3     645321         0         0
TRACTOR SUPPLY CO                      COMMON SHS      892356106      3727     113600    SHARED   A     113600         0         0
TRADESTATION GROUP INC                 COMMON SHS      89267P105      8181    1094900    SHARED   9    1094900         0         0
TRADESTATION GROUP INC                 COMMON SHS      89267P105        27       3600    SHARED   A       3600         0         0
TRANS-LUX CORP                         CONVERTIBLE BD  893247AD8      7350    8000000    SHARED   A    8000000         0         0
TRANSATLANTIC HOLDINGS INC             COMMON SHS      893521104      4806      67577    SHARED   9      67577         0         0
TRANSCANADA CORP                       COMMON SHS      89353D107       130       7005    SHARED   3       7005         0         0
TRANSCANADA CORP                       COMMON SHS      89353D107       303      16300    SHARED   9      16300         0         0
TRANSPRO INC                           COMMON SHS      893885103      1189     290000    SHARED   4     290000         0         0
TRAVELERS PROPERTY CASUALTY CORP       COMMON SHS      89420G109    182961   11521487    SHARED   5   11521487         0         0
TRAVELERS PROPERTY CASUALTY CORP       COMMON SHS      89420G109         5        310    SHARED   6          0         0       310
TRAVELERS PROPERTY CASUALTY CORP       COMMON SHS      89420G109       553      34815    SHARED   9      34815         0         0
TRAVELERS PROPERTY CASUALTY CORP       CONVERT PREF    89420G307       523      22800    SHARED   9      22800         0         0
TRAVELERS PROPERTY CASUALTY CORP       CONVERT PREF    89420G307      5735     250000    SHARED   A     250000         0         0
TRAVELERS PROPERTY CASUALTY CORP       COMMON SHS      89420G406       264      16599    SHARED   5      16599         0         0
TRAVELERS PROPERTY CASUALTY CORP       COMMON SHS      89420G406        10        640    SHARED   6          0         0       640
TRAVELERS PROPERTY CASUALTY CORP       COMMON SHS      89420G406       294      18527    SHARED   9      18527         0         0
TRIAD HOSPITALS INC                    COMMON SHS      89579K109      6957     229764    SHARED   2     229764         0         0
TRIAD HOSPITALS INC                    COMMON SHS      89579K109     17284     570800    SHARED   5     570800         0         0
TRIAD HOSPITALS INC                    COMMON SHS      89579K109      3317     109533    SHARED   8     109533         0         0
TRIAD HOSPITALS INC                    COMMON SHS      89579K109        44       1450    SHARED   9       1450         0         0
TRIAD HOSPITALS INC                    COMMON SHS      89579K109     13926     459900    SHARED   A     250100         0    209800
TRIBUNE CO                             COMMON SHS      896047107      5002     108974    SHARED   9     108974         0         0
TRIBUNE CO                             COMMON SHS      896047107      7724     168284    SHARED   A     109284         0     59000
TRICO MARINE SERVICES INC              COMMON SHS      896106101       568     269000    SHARED   A     269000         0         0
TRIMBLE NAVIGATION LTD                 COMMON SHS      896239100     11436     494000    SHARED   A     494000         0         0
TRIMERIS INC                           COMMON SHS      896263100      4996     198500    SHARED   A     198500         0         0
TRINITY INDUSTRIES INC                 COMMON SHS      896522109     46708    1806900    SHARED   4    1806900         0         0
TRINITY INDUSTRIES INC                 COMMON SHS      896522109        76       2948    SHARED   9       2948         0         0
TRIZEC PROPERTIES INC                  REAL EST INV TR 89687P107       664      54126    SHARED   6          0         0     54126
TRIZEC PROPERTIES INC                  REAL EST INV TR 89687P107         6        500    SHARED   9        500         0         0
TRIZEC PROPERTIES INC                  REAL EST INV TR 89687P107     13918    1135200    SHARED   A    1135200         0         0
TRIZEC HAHN CORP                       CONVERTIBLE BD  896938AB3     41353   59500000    SHARED   A   59500000         0         0
TRIPATH IMAGING INC                    COMMON SHS      896942109       298      34310    SHARED   9      34310         0         0
TRUSTCO BANK CORP NY                   COMMON SHS      898349105     12443    1006709    SHARED   4    1006709         0         0
TRUSTCO BANK CORP NY                   COMMON SHS      898349105       160      12985    SHARED   6          0         0     12985
TUESDAY MORNING CORP                   COMMON SHS      899035505     12954     465479    SHARED   6          0         0    465479
TUESDAY MORNING CORP                   COMMON SHS      899035505     96258    3458795    SHARED   A    3231895         0    226900
TULARIK INC                            COMMON SHS      899165104        17       1758    SHARED   9       1758         0         0
TULARIK INC                            COMMON SHS      899165104      6784     688000    SHARED   A     688000         0         0
TUMBLEWEED SOFTWARE CORP               COMMON SHS      899690101       146      26364    SHARED              0         0     26364
TUMBLEWEED SOFTWARE CORP               COMMON SHS      899690101       998     179800    SHARED   9     179800         0         0
TUMBLEWEED SOFTWARE CORP               COMMON SHS      899690101      4596     828000    SHARED   A     828000         0         0
TYCO INTERNATIONAL GROUP SA            CONVERTIBLE BD  902118BE7       564     500000    SHARED   9     500000         0         0
TYCO INTERNATIONAL LTD                 ORDINARY SHS    902124106        63       3075    SHARED           3075         0         0
TYCO INTERNATIONAL LTD                 ORDINARY SHS    902124106      7090     347020    SHARED   1     347020         0         0
TYCO INTERNATIONAL LTD                 ORDINARY SHS    902124106      1084      53055    SHARED   2      53055         0         0
TYCO INTERNATIONAL LTD                 ORDINARY SHS    902124106      1824      89280    SHARED   3      89280         0         0
TYCO INTERNATIONAL LTD                 ORDINARY SHS    902124106     31668    1550052    SHARED   7    1550052         0         0
TYCO INTERNATIONAL LTD                 ORDINARY SHS    902124106     21711    1062711    SHARED   8    1062711         0         0
TYCO INTERNATIONAL LTD                 ORDINARY SHS    902124106      1911      93520    SHARED   9      93520         0         0
TYCO INTERNATIONAL LTD                 ORDINARY SHS    902124106         6        310    SHARED   A        310         0         0
UCBH HOLDINGS INC                      COMMON SHS      90262T308       282       9334    SHARED              0         0      9334
UCBH HOLDINGS INC                      COMMON SHS      90262T308      6430     212700    SHARED   9     212700         0         0
UCBH HOLDINGS INC                      COMMON SHS      90262T308     15227     503700    SHARED   A     503700         0         0
UIL HOLDINGS CORP                      COMMON SHS      902748102         1         37    SHARED   9         37         0         0
UIL HOLDINGS CORP                      COMMON SHS      902748102      9594     274200    SHARED   A     274200         0         0
UMB FINANCIAL CORP                     COMMON SHS      902788108      4406      93400    SHARED   4      93400         0         0
UMB FINANCIAL CORP                     COMMON SHS      902788108       132       2797    SHARED   9       2797         0         0
UST INC                                COMMON SHS      902911106     15303     435000    SHARED         435000         0         0
UST INC                                COMMON SHS      902911106        13        370    SHARED   9        370         0         0
US BANCORP                             COMMON SHS      902973304      6372     265617    SHARED         265617         0         0
US BANCORP                             COMMON SHS      902973304     47980    2000000    SHARED   1    2000000         0         0
US BANCORP                             COMMON SHS      902973304      7021     292652    SHARED   4     292652         0         0
US BANCORP                             COMMON SHS      902973304     39525    1647564    SHARED   5    1647564         0         0
US BANCORP                             COMMON SHS      902973304      3606     150292    SHARED   6      27239         0    123053
US BANCORP                             COMMON SHS      902973304      4766     198685    SHARED   8     198685         0         0
US BANCORP                             COMMON SHS      902973304     33865    1411626    SHARED   9    1411626         0         0
US BANCORP                             COMMON SHS      902973304     21492     895877    SHARED   A     895877         0         0
URS CORP NEW                           COMMON SHS      903236107      1721      88700    SHARED          88700         0         0
URS CORP NEW                           COMMON SHS      903236107        10        500    SHARED   9        500         0         0
UBIQUITEL INC                          COMMON SHS      903474302        16      10000    SHARED   9      10000         0         0
ULTRAPAR PARTICIPACOES SA              AMER DEP RECPT  90400P101      3376     323990    SHARED         225390         0     98600
UMPQUA HOLDINGS CORP                   COMMON SHS      904214103      9654     507300    SHARED   A     507300         0         0
UNIBANCO UNIAO DE BANCOS BRASILEIROS S GLBL DEP RECPT  90458E107     72866    3680097    SHARED        3516517         0    163580
UNIBANCO UNIAO DE BANCOS BRASILEIROS S GLBL DEP RECPT  90458E107       316      15980    SHARED   1      15980         0         0
UNIBANCO UNIAO DE BANCOS BRASILEIROS S GLBL DEP RECPT  90458E107       805      40640    SHARED   2      40640         0         0
UNIBANCO UNIAO DE BANCOS BRASILEIROS S GLBL DEP RECPT  90458E107        30       1500    SHARED   9       1500         0         0
UNIFIRST CORP                          COMMON SHS      904708104       314      13280    SHARED   6          0         0     13280
UNILEVER PLC                           AMER DEP RECPT  904767704      3617     104410    SHARED   8     104410         0         0
UNILEVER PLC                           AMER DEP RECPT  904767704       954      27533    SHARED   9      27533         0         0
UNILEVER NV                            NEW YORK SHARES 904784709       150       2540    SHARED   2       2540         0         0
UNILEVER NV                            NEW YORK SHARES 904784709      9769     165065    SHARED   3     165065         0         0
UNILEVER NV                            NEW YORK SHARES 904784709       127       2142    SHARED   6          0         0      2142
UNILEVER NV                            NEW YORK SHARES 904784709       374       6313    SHARED   8       6313         0         0
UNILEVER NV                            NEW YORK SHARES 904784709       454       7668    SHARED   9       7668         0         0
UNION ACCEPTANCE CORP                  COMMON SHS      904832102      1582    4794594    SHARED   5    4794594         0         0
UNION PACIFIC CORP                     COMMON SHS      907818108     17451     300000    SHARED   7     300000         0         0
UNION PACIFIC CORP                     COMMON SHS      907818108     10034     172493    SHARED   9     172493         0         0
UNIONBANCAL CORP                       COMMON SHS      908906100     42795     862800    SHARED   5     862800         0         0
UNIONBANCAL CORP                       COMMON SHS      908906100        25        500    SHARED   9        500         0         0
UNITED BUSINESS MEDIA PLC              AMER DEP RECPT  90969M101       557      79875    SHARED   3      79875         0         0
UNITED DOMINION REALTY TRUST INC       REAL EST INV TR 910197102       301      16417    SHARED   9      16417         0         0
UNITED FIRE & CASUALTY CO              COMMON SHS      910331107     14659     400970    SHARED   5     400970         0         0
UNITED FIRE & CASUALTY CO              CONVERT PREF    910331305      3660     130000    SHARED   5     130000         0         0
UNITED MICROELECTRONICS CORP           AMER DEP RECPT  910873207       318      70403    SHARED   1      70403         0         0
UNITED MICROELECTRONICS CORP           AMER DEP RECPT  910873207      5923    1313300    SHARED   A    1313300         0         0
UNITED NATIONAL BANCORP                COMMON SHS      910909100       267       8032    SHARED   9       8032         0         0
UNITED NATURAL FOODS INC               COMMON SHS      911163103       259       7817    SHARED              0         0      7817
UNITED NATURAL FOODS INC               COMMON SHS      911163103     11549     347960    SHARED   9     347960         0         0
UNITED NATURAL FOODS INC               COMMON SHS      911163103     14365     432800    SHARED   A     432800         0         0
UNITED ONLINE INC                      COMMON SHS      911268100     22519     648600    SHARED   A     648600         0         0
UNITED PARCEL SERVICE INC              COMMON SHS      911312106        18        279    SHARED   6          0         0       279
UNITED PARCEL SERVICE INC              COMMON SHS      911312106     58591     918357    SHARED   9     918357         0         0
UNITED PARCEL SERVICE INC              COMMON SHS      911312106     12573     197074    SHARED   A     140974         0     56100
UNITED RETAIL GROUP INC                COMMON SHS      911380103      2548     830000    SHARED   4     830000         0         0
UNITED STATES STEEL CORP               COMMON SHS      912909108     46790    2545700    SHARED   4    2545700         0         0
UNITED STATES STEEL CORP               COMMON SHS      912909108       128       6962    SHARED   9       6962         0         0
UNITED STATES STEEL CORP               CONVERT PREF    912909207       333       5000    SHARED   9       5000         0         0
UNITED SURGICAL PARTNERS INTERNATIONAL COMMON SHS      913016309       250       8837    SHARED              0         0      8837
UNITED SURGICAL PARTNERS INTERNATIONAL COMMON SHS      913016309     12327     435593    SHARED   9     435593         0         0
UNITED SURGICAL PARTNERS INTERNATIONAL COMMON SHS      913016309        42       1500    SHARED   A       1500         0         0
UNITED TECHNOLOGIES CORP               COMMON SHS      913017109        26        330    SHARED            330         0         0
UNITED TECHNOLOGIES CORP               COMMON SHS      913017109         3         36    SHARED   6          0         0        36
UNITED TECHNOLOGIES CORP               COMMON SHS      913017109     30912     400000    SHARED   7     400000         0         0
UNITED TECHNOLOGIES CORP               COMMON SHS      913017109     12028     155640    SHARED   8     154090         0      1550
UNITED TECHNOLOGIES CORP               COMMON SHS      913017109     60946     788645    SHARED   9     788645         0         0
UNITED TECHNOLOGIES CORP               COMMON SHS      913017109     45707     591445    SHARED   A     537545         0     53900
UNITED THERAPEUTICS CORP               COMMON SHS      91307C102      7119     315147    SHARED   6          0         0    315147
UNITED THERAPEUTICS CORP               COMMON SHS      91307C102     36679    1623700    SHARED   A    1618700         0      5000
UNITEDHEALTH GROUP INC                 COMMON SHS      91324P102      5756     114382    SHARED   9     114382         0         0
UNITEDHEALTH GROUP INC                 COMMON SHS      91324P102     17115     340120    SHARED   A     340120         0         0
UNITRIN INC                            COMMON SHS      913275103      9480     311217    SHARED   9     311217         0         0
UNIVERSAL CORP                         COMMON SHS      913456109     17627     418400    SHARED   4     418400         0         0
UNIVERSAL CORP                         COMMON SHS      913456109        42       1000    SHARED   6          0         0      1000
UNIVERSAL HEALTH SERVICES INC          COMMON SHS      913903100       198       4000    SHARED   9       4000         0         0
UNIVERSAL HEALTH SERVICES INC          COMMON SHS      913903100     50286    1016900    SHARED   A     916600         0    100300
UNIVISION COMMUNICATIONS INC           COMMON SHS      914906102        21        650    SHARED            650         0         0
UNIVISION COMMUNICATIONS INC           COMMON SHS      914906102       845      26475    SHARED   9      26475         0         0
UNIVISION COMMUNICATIONS INC           COMMON SHS      914906102    179066    5608072    SHARED   A    5473472         0    134600
UNOCAL CORP                            COMMON SHS      915289102      1965      62346    SHARED   9      62346         0         0
UNOCAL CORP                            COMMON SHS      915289102      1081      34311    SHARED   A      34311         0         0
UNUMPROVIDENT CORP                     COMMON SHS      91529Y106      1217      82365    SHARED   9      82365         0         0
UNUMPROVIDENT CORP                     CONVERT PREF    91529Y403      4833     150000    SHARED   A     150000         0         0
URBAN OUTFITTERS INC                   COMMON SHS      917047102     16931     649700    SHARED   A     649700         0         0
VCA ANTECH INC                         COMMON SHS      918194101     26988    1146000    SHARED   A    1146000         0         0
V F CORP                               COMMON SHS      918204108     19455     500000    SHARED   7     500000         0         0
V F CORP                               COMMON SHS      918204108       459      11800    SHARED   9      11800         0         0
VALERO ENERGY CORP                     COMMON SHS      91913Y100       262       6843    SHARED   9       6843         0         0
VALSPAR CORP                           COMMON SHS      920355104        14        300    SHARED            300         0         0
VALSPAR CORP                           COMMON SHS      920355104     16262     348594    SHARED   6          0         0    348594
VALSPAR CORP                           COMMON SHS      920355104     76645    1642979    SHARED   A    1642979         0         0
VALUECLICK INC                         COMMON SHS      92046N102      5895     701000    SHARED   A     701000         0         0
VARCO INTERNATIONAL INC                COMMON SHS      922122106     10703     632930    SHARED   6          0         0    632930
VARCO INTERNATIONAL INC                COMMON SHS      922122106     88138    5212181    SHARED   A    5212181         0         0
VARIAN INC                             COMMON SHS      922206107     17348     553882    SHARED   6          0         0    553882
VARIAN INC                             COMMON SHS      922206107    125596    4010100    SHARED   A    4010100         0         0
VARIAN SEMICONDUCTOR EQUIPMENT ASSOCIA COMMON SHS      922207105     24461     653167    SHARED   6          0         0    653167
VARIAN SEMICONDUCTOR EQUIPMENT ASSOCIA COMMON SHS      922207105    157077    4194300    SHARED   A    4194300         0         0
VARIAN MEDICAL SYSTEMS INC             COMMON SHS      92220P105        14        250    SHARED            250         0         0
VARIAN MEDICAL SYSTEMS INC             COMMON SHS      92220P105    150995    2626916    SHARED   A    2626916         0         0
VECTREN CORP                           COMMON SHS      92240G101        47       1998    SHARED   9       1998         0         0
VECTREN CORP                           COMMON SHS      92240G101     21258     900000    SHARED   A     900000         0         0
VENTAS INC                             REAL EST INV TR 92276F100       322      18807    SHARED              0         0     18807
VENTAS INC                             REAL EST INV TR 92276F100     84465    4933730    SHARED   5    4933730         0         0
VENTAS INC                             REAL EST INV TR 92276F100      1410      82376    SHARED   6          0         0     82376
VENTAS INC                             REAL EST INV TR 92276F100     13319     777950    SHARED   9     777950         0         0
VENTAS INC                             REAL EST INV TR 92276F100     19733    1152600    SHARED   A    1152600         0         0
VENTANA MEDICAL SYSTEMS INC            COMMON SHS      92276H106        40       1000    SHARED   9       1000         0         0
VENTANA MEDICAL SYSTEMS INC            COMMON SHS      92276H106      3571      88600    SHARED   A      88600         0         0
VERITAS SOFTWARE CORP                  COMMON SHS      923436109       223       7104    SHARED   9       7104         0         0
VERITAS SOFTWARE CORP                  COMMON SHS      923436109       845      26900    SHARED   A      26900         0         0
VERITY INC                             COMMON SHS      92343C106       220      16853    SHARED   6          0         0     16853
VERITY INC                             COMMON SHS      92343C106     49367    3777100    SHARED   A    3777100         0         0
VERISIGN INC                           COMMON SHS      92343E102      2561     190101    SHARED              0         0    190101
VERISIGN INC                           COMMON SHS      92343E102     46656    3463667    SHARED   1    3463667         0         0
VERISIGN INC                           COMMON SHS      92343E102      3280     243470    SHARED   2     243470         0         0
VERISIGN INC                           COMMON SHS      92343E102         9        700    SHARED   9        700         0         0
VERISIGN INC                           COMMON SHS      92343E102      4380     325200    SHARED   A     325200         0         0
VERIZON COMMUNICATIONS                 COMMON SHS      92343V104      1200      37000    SHARED   4      37000         0         0
VERIZON COMMUNICATIONS                 COMMON SHS      92343V104      3594     110778    SHARED   6      15706         0     95072
VERIZON COMMUNICATIONS                 COMMON SHS      92343V104     12207     376290    SHARED   8     348505         0     27785
VERIZON COMMUNICATIONS                 COMMON SHS      92343V104     60869    1876346    SHARED   9    1876346         0         0
VERIZON COMMUNICATIONS                 COMMON SHS      92343V104    195576    6028864    SHARED   A    5893664         0    135200
VERINT SYSTEMS INC                     COMMON SHS      92343X100      1918      89600    SHARED   A      89600         0         0
VERTEX PHARMACEUTICALS INC             COMMON SHS      92532F100        33       2656    SHARED   9       2656         0         0
VERTEX PHARMACEUTICALS INC             COMMON SHS      92532F100      2982     242400    SHARED   A     242400         0         0
VIACOM INC                             COMMON SHS      925524100      7680     200000    SHARED   7     200000         0         0
VIACOM INC                             COMMON SHS      925524100      4895     127480    SHARED   9     127480         0         0
VIACOM INC                             COMMON SHS      925524308       456      11897    SHARED            640         0     11257
VIACOM INC                             COMMON SHS      925524308         7        185    SHARED   6          0         0       185
VIACOM INC                             COMMON SHS      925524308      3830     100000    SHARED   7     100000         0         0
VIACOM INC                             COMMON SHS      925524308     70751    1847280    SHARED   9    1847280         0         0
VIACOM INC                             COMMON SHS      925524308     28343     740038    SHARED   A     700038         0     40000
VIASAT INC                             COMMON SHS      92552V100     15450     867500    SHARED   A     867500         0         0
VICURON PHARMACEUTICALS INC            COMMON SHS      926471103      1062      60000    SHARED   6          0         0     60000
VICURON PHARMACEUTICALS INC            COMMON SHS      926471103     12801     723200    SHARED   A     723200         0         0
VILLAGE SUPER MARKET INC               COMMON SHS      927107409      2993     110675    SHARED   4     110675         0         0
VITESSE SEMICONDUCTOR CORP             COMMON SHS      928497106     60487    9451100    SHARED   A    9451100         0         0
VODAFONE GROUP PLC                     AMER DEP RECPT  92857W100       130       6435    SHARED              0         0      6435
VODAFONE GROUP PLC                     AMER DEP RECPT  92857W100       117       5780    SHARED   6          0         0      5780
VODAFONE GROUP PLC                     AMER DEP RECPT  92857W100     14411     711653    SHARED   9     711653         0         0
VODAFONE GROUP PLC                     AMER DEP RECPT  92857W100     15998     790000    SHARED   A     790000         0         0
VOLVO AB                               AMER DEP RECPT  928856400      1056      45353    SHARED   2      44103         0      1250
VOLVO AB                               AMER DEP RECPT  928856400     13146     564680    SHARED   3     564680         0         0
VOLVO AB                               AMER DEP RECPT  928856400        47       2000    SHARED   9       2000         0         0
VORNADO REALTY TRUST                   REAL EST INV TR 929042109      5664     117901    SHARED   6          0         0    117901
VORNADO REALTY TRUST                   REAL EST INV TR 929042109      1561      32500    SHARED   9      32500         0         0
VORNADO REALTY TRUST                   REAL EST INV TR 929042109     64081    1333900    SHARED   A    1333900         0         0
WFS FINANCIAL INC                      COMMON SHS      92923B106      5251     141800    SHARED   A     141800         0         0
WPP GROUP PLC                          AMER DEP RECPT  929309300       240       5694    SHARED              0         0      5694
WPP GROUP PLC                          AMER DEP RECPT  929309300      4768     112936    SHARED   3     112936         0         0
WPP GROUP PLC                          AMER DEP RECPT  929309300      1902      45050    SHARED   8      45050         0         0
WPP GROUP PLC                          AMER DEP RECPT  929309300        80       1885    SHARED   9       1885         0         0
WACHOVIA CORP                          COMMON SHS      929903102      4906     119100    SHARED   5     119100         0         0
WACHOVIA CORP                          COMMON SHS      929903102        11        275    SHARED   6          0         0       275
WACHOVIA CORP                          COMMON SHS      929903102     21685     526465    SHARED   9     526465         0         0
WACHOVIA CORP                          COMMON SHS      929903102        21        510    SHARED   A        510         0         0
WADDELL & REED FINANCIAL INC           COMMON SHS      930059100         6        249    SHARED   9        249         0         0
WADDELL & REED FINANCIAL INC           COMMON SHS      930059100     16718     709300    SHARED   A     709300         0         0
WAL-MART STORES INC                    COMMON SHS      931142103       403       7219    SHARED            370         0      6849
WAL-MART STORES INC                    COMMON SHS      931142103       135       2425    SHARED   6          0         0      2425
WAL-MART STORES INC                    COMMON SHS      931142103     16076     287835    SHARED   8     285730         0      2105
WAL-MART STORES INC                    COMMON SHS      931142103    312855    5601697    SHARED   9    5601697         0         0
WAL-MART STORES INC                    COMMON SHS      931142103     89933    1610254    SHARED   A    1399354         0    210900
WALGREEN CO                            COMMON SHS      931422109         2         51    SHARED   6          0         0        51
WALGREEN CO                            COMMON SHS      931422109     55961    1826402    SHARED   9    1826402         0         0
WALGREEN CO                            COMMON SHS      931422109     28975     945643    SHARED   A     726443         0    219200
WALTER INDUSTRIES INC                  COMMON SHS      93317Q105      2033     189505    SHARED   A     189505         0         0
WASHINGTON MUTUAL INC                  COMMON SHS      939322103     77805    1976250    SHARED   4    1976250         0         0
WASHINGTON MUTUAL INC                  COMMON SHS      939322103      4795     121792    SHARED   6      17004         0    104788
WASHINGTON MUTUAL INC                  COMMON SHS      939322103     12801     325144    SHARED   8     301250         0     23894
WASHINGTON MUTUAL INC                  COMMON SHS      939322103     12292     312210    SHARED   9     312210         0         0
WASHINGTON MUTUAL INC                  COMMON SHS      939322103     47315    1201808    SHARED   A     991008         0    210800
WASHINGTON POST CO                     COMMON SHS      939640108    368738     554493    SHARED   5     554493         0         0
WASHINGTON POST CO                     COMMON SHS      939640108      1370       2060    SHARED   9       2060         0         0
WASHINGTON REAL ESTATE INVESTMENT TRUS REAL EST INV TR 939653101       252       8681    SHARED   9       8681         0         0
WASTE CONNECTIONS INC                  COMMON SHS      941053100      4933     140581    SHARED   6          0         0    140581
WASTE CONNECTIONS INC                  COMMON SHS      941053100     60253    1717100    SHARED   A    1571500         0    145600
WASTE CONNECTIONS INC                  CONVERTIBLE BD  941053AB6      4315    4000000    SHARED   A    4000000         0         0
WASTE MANAGEMENT INC                   COMMON SHS      94106L109     15048     575000    SHARED         575000         0         0
WASTE MANAGEMENT INC                   COMMON SHS      94106L109    126960    4851363    SHARED   1    4851363         0         0
WASTE MANAGEMENT INC                   COMMON SHS      94106L109     49331    1885036    SHARED   5    1885036         0         0
WASTE MANAGEMENT INC                   COMMON SHS      94106L109       348      13310    SHARED   9      13310         0         0
WATERS CORP                            COMMON SHS      941848103       228       8313    SHARED   6          0         0      8313
WATERS CORP                            COMMON SHS      941848103     13715     500000    SHARED   7     500000         0         0
WATERS CORP                            COMMON SHS      941848103       875      31900    SHARED   9      31900         0         0
WATERS CORP                            COMMON SHS      941848103     87271    3181600    SHARED   A    2966100         0    215500
WATSON PHARMACEUTICALS INC             COMMON SHS      942683103       125       3000    SHARED   9       3000         0         0
WATSON PHARMACEUTICALS INC             COMMON SHS      942683103     47402    1137000    SHARED   A    1137000         0         0
WATTS INDUSTRIES INC                   COMMON SHS      942749102      4629     262700    SHARED   4     262700         0         0
WATTS INDUSTRIES INC                   COMMON SHS      942749102        37       2100    SHARED   6          0         0      2100
WAYPOINT FINANCIAL CORP                COMMON SHS      946756103      4675     233730    SHARED   5     233730         0         0
WEBEX COMMUNICATIONS INC               COMMON SHS      94767L109       285      15000    SHARED   9      15000         0         0
WEBMETHODS INC                         COMMON SHS      94768C108      8995    1127165    SHARED   6          0         0   1127165
WEBMETHODS INC                         COMMON SHS      94768C108     11046    1384200    SHARED   A    1384200         0         0
WEINGARTEN REALTY INVESTORS            REAL EST INV TR 948741103      1220      27100    SHARED   9      27100         0         0
WELLCHOICE INC                         COMMON SHS      949475107      1003      33300    SHARED   A      29000         0      4300
WELLPOINT HEALTH NETWORKS INC          COMMON SHS      94973H108      2885      37430    SHARED   2      37430         0         0
WELLPOINT HEALTH NETWORKS INC          COMMON SHS      94973H108         2         21    SHARED   5         21         0         0
WELLPOINT HEALTH NETWORKS INC          COMMON SHS      94973H108      3864      50132    SHARED   8      50132         0         0
WELLPOINT HEALTH NETWORKS INC          COMMON SHS      94973H108       388       5040    SHARED   9       5040         0         0
WELLPOINT HEALTH NETWORKS INC          COMMON SHS      94973H108      2472      32066    SHARED   A      32066         0         0
WELLS FARGO & CO                       COMMON SHS      949746101        21        400    SHARED            400         0         0
WELLS FARGO & CO                       COMMON SHS      949746101      3850      74764    SHARED   6          0         0     74764
WELLS FARGO & CO                       COMMON SHS      949746101     14197     275664    SHARED   8     250410         0     25254
WELLS FARGO & CO                       COMMON SHS      949746101     62030    1204470    SHARED   9    1204470         0         0
WELLS FARGO & CO                       COMMON SHS      949746101     85135    1653100    SHARED   A    1549800         0    103300
WESCAST INDUSTRIES INC                 ORDINARY SHS    950813105      9297     234647    SHARED   8     227700         0      6947
WEST MARINE INC                        COMMON SHS      954235107      7125     374000    SHARED   4     374000         0         0
WEST MARINE INC                        COMMON SHS      954235107      7902     414825    SHARED   9     414825         0         0
WEST MARINE INC                        COMMON SHS      954235107        25       1300    SHARED   A       1300         0         0
WEST PHARMACEUTICAL SERVICES INC       COMMON SHS      955306105     52109    1664300    SHARED   4    1664300         0         0
WEST PHARMACEUTICAL SERVICES INC       COMMON SHS      955306105        19        600    SHARED   9        600         0         0
WESTCORP                               COMMON SHS      957907108      9791     280134    SHARED   6          0         0    280134
WESTCORP                               COMMON SHS      957907108      4246     121500    SHARED   A     121500         0         0
WESTERN WIRELESS CORP                  COMMON SHS      95988E204      8901     477500    SHARED   6          0         0    477500
WESTERN WIRELESS CORP                  COMMON SHS      95988E204      6490     348200    SHARED   A     348200         0         0
WESTPAC BANKING CORP                   AMER DEP RECPT  961214301       411       7412    SHARED   9       7412         0         0
WESTPORT RESOURCES CORP                COMMON SHS      961418100       182       7744    SHARED              0         0      7744
WESTPORT RESOURCES CORP                COMMON SHS      961418100      9590     407378    SHARED   6          0         0    407378
WESTPORT RESOURCES CORP                COMMON SHS      961418100      7255     308200    SHARED   9     308200         0         0
WESTPORT RESOURCES CORP                COMMON SHS      961418100       878      37300    SHARED   A      37300         0         0
WET SEAL INC                           COMMON SHS      961840105       256      25466    SHARED   6          0         0     25466
WEYERHAEUSER CO                        COMMON SHS      962166104        10        170    SHARED            170         0         0
WEYERHAEUSER CO                        COMMON SHS      962166104       372       6367    SHARED   3       6367         0         0
WEYERHAEUSER CO                        COMMON SHS      962166104      1282      21927    SHARED   9      21927         0         0
WHEATON RIV MINERALS LTD               ORDINARY SHS    962902102     25068    9319014    SHARED   5    9319014         0         0
WHEATON RIV MINERALS LTD               ORDINARY SHS    962902102     14123    5250000    SHARED   A    5250000         0         0
WHEATON RIV MINERALS LTD               WTS TO EQUITY   962902177      5940    4499999    SHARED   5    4499999         0         0
WHEATON RIV MINERALS LTD               WTS TO EQUITY   962902177      1733    1312500    SHARED   A    1312500         0         0
WHOLE FOODS MARKET INC                 COMMON SHS      966837106       179       3245    SHARED              0         0      3245
WHOLE FOODS MARKET INC                 COMMON SHS      966837106     31479     570482    SHARED   9     570482         0         0
WHOLE FOODS MARKET INC                 COMMON SHS      966837106      7725     140000    SHARED   A     140000         0         0
WILLIAMS COMMUNICATIONS GROUP INC      COMMON SHS      969455104         0      28835    SHARED   9      28835         0         0
WILLIAMS-SONOMA INC                    COMMON SHS      969904101      1462      54200    SHARED   A      54200         0         0
WILMINGTON TRUST CORP                  COMMON SHS      971807102      7948     258400    SHARED   4     258400         0         0
WILMINGTON TRUST CORP                  COMMON SHS      971807102       117       3800    SHARED   6          0         0      3800
WILMINGTON TRUST CORP                  COMMON SHS      971807102       987      32102    SHARED   9      32102         0         0
WILSHIRE FINANCIAL SERVICES GROUP INC  COMMON SHS      971867205      3513     757100    SHARED   4     757100         0         0
WILSON GREATBATCH TECHNOLOGIES INC     COMMON SHS      972232102      9150     253821    SHARED   6          0         0    253821
WILSON GREATBATCH TECHNOLOGIES INC     COMMON SHS      972232102     30423     843900    SHARED   A     840200         0      3700
WIND RIVER SYSTEMS INC                 COMMON SHS      973149107      5083     893312    SHARED   6          0         0    893312
WIND RIVER SYSTEMS INC                 COMMON SHS      973149107      4868     855500    SHARED   A     855500         0         0
WINDROSE MEDICAL PROPERTIES            REAL EST INV TR 973491103       328      28057    SHARED   6          0         0     28057
WINDROSE MEDICAL PROPERTIES            REAL EST INV TR 973491103      6026     515000    SHARED   A     515000         0         0
WIPRO LTD                              AMER DEP RECPT  97651M109       494      17000    SHARED   9      17000         0         0
WISCONSIN ENERGY CORP                  COMMON SHS      976657106        24        800    SHARED   6          0         0       800
WISCONSIN ENERGY CORP                  COMMON SHS      976657106      2957      96725    SHARED   9      96725         0         0
WISCONSIN ENERGY CORP                  COMMON SHS      976657106      9171     300000    SHARED   A     300000         0         0
WOLVERINE WORLD WIDE INC               COMMON SHS      978097103      1116      57500    SHARED   4      57500         0         0
WORLDCOM INC-WORLDCOM GROUP            COMMON SHS      98157D106         2      24400    SHARED   9      24400         0         0
WM WRIGLEY JR CO                       COMMON SHS      982526105      1672      30235    SHARED   9      30235         0         0
WM WRIGLEY JR CO                       COMMON SHS      982526105      4983      90113    SHARED   A      90113         0         0
WYETH                                  COMMON SHS      983024100        47       1030    SHARED           1030         0         0
WYETH                                  COMMON SHS      983024100      4010      86981    SHARED   6      12125         0     74856
WYETH                                  COMMON SHS      983024100     27660     600000    SHARED   7     600000         0         0
WYETH                                  COMMON SHS      983024100     16513     358205    SHARED   8     355450         0      2755
WYETH                                  COMMON SHS      983024100     23662     513271    SHARED   9     513271         0         0
WYETH                                  COMMON SHS      983024100     88019    1909300    SHARED   A    1673300         0    236000
XM SATELLITE RADIO HOLDINGS INC        COMMON SHS      983759101       155      10000    SHARED   9      10000         0         0
XTO ENERGY INC                         COMMON SHS      98385X106      1548      73756    SHARED   A      73756         0         0
XCEL ENERGY INC                        COMMON SHS      98389B100     13583     878000    SHARED   4     878000         0         0
XCEL ENERGY INC                        COMMON SHS      98389B100       230      14899    SHARED   9      14899         0         0
XCEL ENERGY INC                        COMMON SHS      98389B100     89912    5812050    SHARED   A    5812050         0         0
XANSER CORP                            COMMON SHS      98389J103      7336    2800000    SHARED   4    2800000         0         0
XILINX INC                             COMMON SHS      983919101        19        650    SHARED            650         0         0
XILINX INC                             COMMON SHS      983919101       774      27165    SHARED   9      27165         0         0
XILINX INC                             COMMON SHS      983919101     63112    2213691    SHARED   A    1988201         0    225490
XEROX CORP                             COMMON SHS      984121103       470      45814    SHARED   9      45814         0         0
YAHOO INC                              COMMON SHS      984332106     28304     800000    SHARED   7     800000         0         0
YAHOO INC                              COMMON SHS      984332106       230       6500    SHARED   9       6500         0         0
YAHOO INC                              COMMON SHS      984332106     33237     939419    SHARED   A     939419         0         0
XICOR INC                              COMMON SHS      984903104      5089     547747    SHARED   6          0         0    547747
XICOR INC                              COMMON SHS      984903104     28462    3063728    SHARED   A    3063728         0         0
YORK INTERNATIONAL CORP                COMMON SHS      986670107     12591     364000    SHARED   4     364000         0         0
YUM! BRANDS INC                        COMMON SHS      988498101       823      27797    SHARED   9      27797         0         0
ZALE CORP                              COMMON SHS      988858106     34009     765800    SHARED   4     765800         0         0
ZIMMER HOLDINGS INC                    COMMON SHS      98956P102        76       1375    SHARED   6          0         0      1375
ZIMMER HOLDINGS INC                    COMMON SHS      98956P102      3526      64000    SHARED   7      64000         0         0
ZIMMER HOLDINGS INC                    COMMON SHS      98956P102     11574     210063    SHARED   9     210063         0         0
ZIMMER HOLDINGS INC                    COMMON SHS      98956P102      7717     140050    SHARED   A     140050         0         0
ZYGO CORP                              COMMON SHS      989855101       488      29751    SHARED   6          0         0     29751
CELANESE AG                            ORDINARY SHS    D1497A101     13212     400000    SHARED   4     400000         0         0
CELANESE AG                            ORDINARY SHS    D1497A101      1351      40897    SHARED   A      40897         0         0
DAIMLERCHRYSLER AG                     ORDINARY SHS    D1668R123       874      24916    SHARED   9      24916         0         0
DEUTSCHE BANK AG                       ORDINARY SHS    D18190898       243       4000    SHARED   9       4000         0         0
ACE LTD                                ORDINARY SHS    G0070K103     17708     535311    SHARED         320163         0    215148
ACE LTD                                ORDINARY SHS    G0070K103    441745   13353836    SHARED   1   13347386         0      6450
ACE LTD                                ORDINARY SHS    G0070K103    166110    5021475    SHARED   2    4814081         0    207394
ACE LTD                                ORDINARY SHS    G0070K103     25676     776185    SHARED   8     731285         0     44900
ACE LTD                                ORDINARY SHS    G0070K103       504      15235    SHARED   9      15235         0         0
ACE LTD                                ORDINARY SHS    G0070K103      1444      43647    SHARED   A      43647         0         0
AMDOCS LTD                             COMMON SHS      G02602103     39196    2084900    SHARED   A    2084900         0         0
AXIS CAPITAL HOLDINGS LTD              COMMON SHS      G0692U109       678      27191    SHARED          27191         0         0
AXIS CAPITAL HOLDINGS LTD              COMMON SHS      G0692U109      2357      94480    SHARED   2      81380         0     13100
AXIS CAPITAL HOLDINGS LTD              COMMON SHS      G0692U109        12        500    SHARED   9        500         0         0
ACCENTURE LTD                          COMMON SHS      G1150G111        24       1060    SHARED           1060         0         0
ACCENTURE LTD                          COMMON SHS      G1150G111     31848    1425600    SHARED   2    1425600         0         0
ACCENTURE LTD                          COMMON SHS      G1150G111      7702     344761    SHARED   8     344761         0         0
ACCENTURE LTD                          COMMON SHS      G1150G111     43371    1941410    SHARED   9    1941410         0         0
ACCENTURE LTD                          COMMON SHS      G1150G111     23202    1038600    SHARED   A    1038600         0         0
BUNGE LTD                              COMMON SHS      G16962105        21        760    SHARED            760         0         0
BUNGE LTD                              COMMON SHS      G16962105     54656    1987500    SHARED   4    1987500         0         0
BUNGE LTD                              COMMON SHS      G16962105      4607     167517    SHARED   6          0         0    167517
BUNGE LTD                              COMMON SHS      G16962105      1650      60000    SHARED   9      60000         0         0
BUNGE LTD                              COMMON SHS      G16962105    140560    5111275    SHARED   A    5111275         0         0
CREDICORP LTD                          ORDINARY SHS    G2519Y108       217      21700    SHARED   1      21700         0         0
CREDICORP LTD                          ORDINARY SHS    G2519Y108      2441     244100    SHARED   8     244100         0         0
ENDURANCE SPECIALTY HOLDINGS           ORDINARY SHS    G30397106       236       8095    SHARED              0         0      8095
ENDURANCE SPECIALTY HOLDINGS           ORDINARY SHS    G30397106      6173     211400    SHARED   9     211400         0         0
ENDURANCE SPECIALTY HOLDINGS           ORDINARY SHS    G30397106        20        700    SHARED   A        700         0         0
EVEREST RE GROUP LTD                   ORDINARY SHS    G3223R108       947      12600    SHARED   9      12600         0         0
GLOBALSANTAFE CORP                     COMMON SHS      G3930E101      3221     134500    SHARED   4     134500         0         0
GLOBALSANTAFE CORP                     COMMON SHS      G3930E101      1084      45260    SHARED   9      45260         0         0
GLOBALSANTAFE CORP                     COMMON SHS      G3930E101     36055    1505434    SHARED   A    1505434         0         0
INGERSOLL RAND CO                      ORDINARY SHS    G4776G101       230       4300    SHARED   6          0         0      4300
INGERSOLL RAND CO                      ORDINARY SHS    G4776G101     26773     501000    SHARED   7     501000         0         0
INGERSOLL RAND CO                      ORDINARY SHS    G4776G101      8690     162609    SHARED   8     160384         0      2225
INGERSOLL RAND CO                      ORDINARY SHS    G4776G101      3871      72440    SHARED   9      72440         0         0
IPC HOLDINGS LTD                       COMMON SHS      G4933P101     48300    1380000    SHARED   4    1380000         0         0
IPC HOLDINGS LTD                       COMMON SHS      G4933P101     18526     529300    SHARED   5     529300         0         0
IPC HOLDINGS LTD                       COMMON SHS      G4933P101      1426      40744    SHARED   6          0         0     40744
IPC HOLDINGS LTD                       COMMON SHS      G4933P101      9058     258800    SHARED   A     258800         0         0
MARVELL TECHNOLOGY GROUP LTD           ORDINARY SHS    G5876H105      1453      38500    SHARED   A      38500         0         0
MONTPELIER RE HOLDINGS LTD             COMMON SHS      G62185106      9757     323600    SHARED   4     323600         0         0
MONTPELIER RE HOLDINGS LTD             COMMON SHS      G62185106      5011     166200    SHARED   5     166200         0         0
MONTPELIER RE HOLDINGS LTD             COMMON SHS      G62185106        30       1000    SHARED   9       1000         0         0
MONTPELIER RE HOLDINGS LTD             COMMON SHS      G62185106     50438    1672900    SHARED   A    1672900         0         0
NABORS INDUSTRIES LTD                  COMMON SHS      G6359F103      1014      27215    SHARED   9      27215         0         0
NABORS INDUSTRIES LTD                  COMMON SHS      G6359F103       853      22900    SHARED   A      22900         0         0
NOBLE CORP                             COMMON SHS      G65422100        20        576    SHARED            576         0         0
NOBLE CORP                             COMMON SHS      G65422100    187360    5512200    SHARED   1    5511600         0       600
NOBLE CORP                             COMMON SHS      G65422100      5950     175065    SHARED   9     175065         0         0
NOBLE CORP                             COMMON SHS      G65422100      1586      46675    SHARED   A      46675         0         0
PARTNERRE LTD                          ORDINARY SHS    G6852T105      1217      24012    SHARED   1      24012         0         0
PARTNERRE LTD                          ORDINARY SHS    G6852T105      2061      40670    SHARED   2      34770         0      5900
PARTNERRE LTD                          ORDINARY SHS    G6852T105      9486     187216    SHARED   8     187216         0         0
PARTNERRE LTD                          ORDINARY SHS    G6852T105       146       2875    SHARED   9       2875         0         0
RENAISSANCE HOLDINGS LTD               ORDINARY SHS    G7496G103       672      14725    SHARED   9      14725         0         0
RENAISSANCE HOLDINGS LTD               ORDINARY SHS    G7496G103        18        400    SHARED   A        400         0         0
SCOTTISH RE GROUP LTD                  ORDINARY SHS    G7885T104     18069     748200    SHARED   5     748200         0         0
SCOTTISH RE GROUP LTD                  ORDINARY SHS    G7885T104     10150     420300    SHARED   9     420300         0         0
SCOTTISH RE GROUP LTD                  ORDINARY SHS    G7885T104        31       1300    SHARED   A       1300         0         0
TOMMY HILFIGER CORP                    COMMON SHS      G8915Z102     33348    2800000    SHARED   4    2800000         0         0
TRANSOCEAN INC                         COMMON SHS      G90078109      3190     159500    SHARED   4     159500         0         0
TRANSOCEAN INC                         COMMON SHS      G90078109       112       5605    SHARED   6          0         0      5605
TRANSOCEAN INC                         COMMON SHS      G90078109      1549      77440    SHARED   7      77440         0         0
TRANSOCEAN INC                         COMMON SHS      G90078109      2889     144428    SHARED   9     144428         0         0
WEATHERFORD INTERNATIONAL LTD          COMMON SHS      G95089101        20        540    SHARED            540         0         0
WEATHERFORD INTERNATIONAL LTD          COMMON SHS      G95089101       117       3090    SHARED   9       3090         0         0
WEATHERFORD INTERNATIONAL LTD          COMMON SHS      G95089101     73924    1956700    SHARED   A    1956700         0         0
WHITE MOUNTAINS INSURANCE GROUP INC    COMMON SHS      G9618E107     14928      37600    SHARED          37600         0         0
WHITE MOUNTAINS INSURANCE GROUP INC    COMMON SHS      G9618E107    497982    1254267    SHARED   5    1254267         0         0
WHITE MOUNTAINS INSURANCE GROUP INC    COMMON SHS      G9618E107       579       1459    SHARED   9       1459         0         0
WILLIS GROUP HOLDINGS LTD              COMMON SHS      G96655108      4439     144350    SHARED   1     144350         0         0
WILLIS GROUP HOLDINGS LTD              COMMON SHS      G96655108      2337      75990    SHARED   2      75990         0         0
WILLIS GROUP HOLDINGS LTD              COMMON SHS      G96655108     39157    1273400    SHARED   5    1273400         0         0
WILLIS GROUP HOLDINGS LTD              COMMON SHS      G96655108       263       8550    SHARED   9       8550         0         0
WILLIS GROUP HOLDINGS LTD              COMMON SHS      G96655108      2368      77000    SHARED   A      77000         0         0
XL CAPITAL LTD                         ORDINARY SHS    G98255105     20828     268961    SHARED         208810         0     60151
XL CAPITAL LTD                         ORDINARY SHS    G98255105    363605    4695307    SHARED   1    4693607         0      1700
XL CAPITAL LTD                         ORDINARY SHS    G98255105    164895    2129321    SHARED   2    2028311         0    101010
XL CAPITAL LTD                         ORDINARY SHS    G98255105     14534     187681    SHARED   3     187681         0         0
XL CAPITAL LTD                         ORDINARY SHS    G98255105         8        106    SHARED   6          0         0       106
XL CAPITAL LTD                         ORDINARY SHS    G98255105      1713      22123    SHARED   9      22123         0         0
XL CAPITAL LTD                         ORDINARY SHS    G98255105      3179      41050    SHARED   A      41050         0         0
XOMA LTD                               COMMON SHS      G9825R107      7451    1006900    SHARED   9    1006900         0         0
XOMA LTD                               COMMON SHS      G9825R107        21       2900    SHARED   A       2900         0         0
ALCON INC                              ORDINARY SHS    H01301102       197       3500    SHARED   9       3500         0         0
ALCON INC                              ORDINARY SHS    H01301102      8423     150000    SHARED   A     150000         0         0
UBS AG                                 ORDINARY SHS    H8920M855       216       3850    SHARED              0         0      3850
UBS AG                                 ORDINARY SHS    H8920M855       532       9465    SHARED   2       9465         0         0
UBS AG                                 ORDINARY SHS    H8920M855     17181     305549    SHARED   3     305549         0         0
UBS AG                                 ORDINARY SHS    H8920M855       866      15400    SHARED   9      15400         0         0
MILLICOM INTL CELLULAR S A             ORDINARY SHS    L6388F110         0          4    SHARED   6          0         0         4
MILLICOM INTL CELLULAR S A             ORDINARY SHS    L6388F110     19741     438200    SHARED   A     438200         0         0
CHECK POINT SOFTWARE TECHNOLOGIES LTD  ORDINARY SHS    M22465104     12290     731576    SHARED         630660         0    100916
CHECK POINT SOFTWARE TECHNOLOGIES LTD  ORDINARY SHS    M22465104    260733   15519831    SHARED   1   15514631         0      5200
CHECK POINT SOFTWARE TECHNOLOGIES LTD  ORDINARY SHS    M22465104    133590    7951775    SHARED   2    7614993         0    336782
CHECK POINT SOFTWARE TECHNOLOGIES LTD  ORDINARY SHS    M22465104     11220     667862    SHARED   3     667862         0         0
CHECK POINT SOFTWARE TECHNOLOGIES LTD  ORDINARY SHS    M22465104     15380     915498    SHARED   8     915498         0         0
CHECK POINT SOFTWARE TECHNOLOGIES LTD  ORDINARY SHS    M22465104       257      15305    SHARED   9      15305         0         0
CHECK POINT SOFTWARE TECHNOLOGIES LTD  ORDINARY SHS    M22465104     10204     607352    SHARED   A     607352         0         0
ORBOTECH LTD                           ORDINARY SHS    M75253100        72       3545    SHARED   1       3545         0         0
ORBOTECH LTD                           ORDINARY SHS    M75253100     17604     861265    SHARED   2     836465         0     24800
ORBOTECH LTD                           ORDINARY SHS    M75253100      1337      65430    SHARED   8      65430         0         0
RADVIEW SOFTWARE LTD                   COMMON SHS      M81867109        90     143000    SHARED   A     143000         0         0
RADWARE LTD                            ORDINARY SHS    M81873107      2599     143200    SHARED   8     143200         0         0
ASML HOLDING NV                        NEW YORK SHARES N07059111     23542    1793000    SHARED   A    1793000         0         0
CNH GLOBAL NV                          ORDINARY SHS    N20935206     14405    1123599    SHARED   2    1051599         0     72000
CNH GLOBAL NV                          ORDINARY SHS    N20935206     24916    1943500    SHARED   4    1943500         0         0
CNH GLOBAL NV                          ORDINARY SHS    N20935206     10935     853000    SHARED   A     853000         0         0
CORE LABORATORIES NV                   COMMON SHS      N22717107     26920    1916000    SHARED   A    1916000         0         0
STELMAR SHIPPING LTD                   ORDINARY SHS    V8726M103      4655     266000    SHARED   4     266000         0         0
ASE TEST LTD                           ORDINARY SHS    Y02516105      3399     391120    SHARED   1     386820         0      4300
ASE TEST LTD                           ORDINARY SHS    Y02516105        41       4760    SHARED   2          0         0      4760
CREATIVE TECHNOLOGY LTD                ORDINARY SHS    Y1775U107      4919     460625    SHARED   2     431525         0     29100
FLEXTRONICS INTERNATIONAL LTD          ORDINARY SHS    Y2573F102      1027      72400    SHARED   9      72400         0         0
FLEXTRONICS INTERNATIONAL LTD          ORDINARY SHS    Y2573F102      1418     100000    SHARED   A     100000         0         0
OMI CORP                               COMMON SHS      Y6476W104     14951    2258500    SHARED   4    2258500         0         0
OMI CORP                               COMMON SHS      Y6476W104      4298     649300    SHARED   9     649300         0         0
OMI CORP                               COMMON SHS      Y6476W104        14       2100    SHARED   A       2100         0         0
TEEKAY SHIPPING CORP                   COMMON SHS      Y8564W103     46179    1091700    SHARED   4    1091700         0         0
TEEKAY SHIPPING CORP                   COMMON SHS      Y8564W103      5114     120894    SHARED   6          0         0    120894
                                                                 ---------

         GRAND TOTAL                                              89981204



   *** RECORD TOTALS ***

    RECS READ:    221,768
RECS SELECTED:    106,100
   LINE ITEMS:      4,007

</TABLE>


















































</TEXT>
</DOCUMENT>
