-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, WTOOxq2pPTzOYAK5Jkgj0vZsqhtZ/i55Dw7WmYu6MJWbRoyJSuq4yF9m+8UvnD0m yOVwoCD/u1zq0f5h6fZUWA== 0000009749-01-000006.txt : 20010223 0000009749-01-000006.hdr.sgml : 20010223 ACCESSION NUMBER: 0000009749-01-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20001231 FILED AS OF DATE: 20010215 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TAUNUS CORP CENTRAL INDEX KEY: 0001092307 STANDARD INDUSTRIAL CLASSIFICATION: [] IRS NUMBER: 134060471 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: SEC FILE NUMBER: 028-04987 FILM NUMBER: 1547626 BUSINESS ADDRESS: STREET 1: 31 W 52ND STREET CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 2124698000 MAIL ADDRESS: STREET 1: 31 W 52ND STREET CITY: NEW YORK STATE: NY ZIP: 10019 13F-HR 1 0001.txt FORM 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2000 Check here if Amendment { }; Amendment Number: This Amendment (Check only one.): { } is a restatement. {x} adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Taunus Corporation Address: 31st West 52nd Street New York, New York 10019 13F File Number: 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 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: Damian Reitemeyer Title: Director Phone: 212-250-4599 Signature, Place, and Date of Signing: Damian Reitemeyer New York, New York November 15, 2000 Report Type (Check only one.): {X} 13F HOLDINGS REPORT. { } 13F NOTICE. { } 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 6 Form 13F Information Table Entry Total: 13552 Form 13F Information Table Value Total: 181365502 List of Other Included Managers: Bankers Trust Company 01 DB Alex. Brown Inc. 02 Investment Company Capital Corporation 03 Deutsche Bank Securities Inc. 04 EA Strategies 05 Deutsche Trust Bank 06 THE REPORTABLE SECURITIES OF ALEX. BROWN INVESTMENT MANAGEMENT ARE EXCLUDED FROM THIS FORM 13F. ALEX. BROWN INVESTMENT MANAGEMENT IS AN INDIRECT 50% OWNED AFFILIATE OF BANKERS TRUST CORPORATION AND HAS FILED A SEPARATE FORM 13F ON ITS OWN BEHALF. Confidential treatment has been requested under separate cover for a portion of the Manager's securities positions held at the end of this quarter. VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE D ICOS VISION SYS CORP N V ORD B49233107 130 8684 SH SHARED 8684 D DAIMLERCHRYSLER AG ORD D1668R123 86 2098 SH SHARED 02 2098 D DAIMLERCHRYSLER AG ORD D1668R123 13229 321100 SH SHARED 04 321100 D DAIMLERCHRYSLER AG ORD D1668R123 412 10000 SH SHARED 05 10000 D ACE LTD ORD G0070K103 1371 32307 SH SHARED 02 11300 21007 D AMDOCS LTD ORD G02602103 79 1200 SH SHARED 02 700 500 D AMDOCS LTD ORD G02602103 6 100 SH SHARED 04 100 D ANNUITY AND LIFE RE HLDGS ORD G03910109 7 225 SH SHARED 04 225 D ANNUITY AND LIFE RE HLDGS ORD G03910109 19 600 SH SHARED 02 500 100 D APEX SILVER MINES LTD ORD G04074103 77 9250 SH SHARED 02 9250 D APEX SILVER MINES LTD WT EXP 110402 G04074111 70 112000 SH SHARED 04 112000 D APW LTD COM G04397108 3 100 SH SHARED 04 100 D ASIA GLOBAL CROSSING LTD CL A G05330108 32 4900 SH SHARED 02 4900 D ASIACONTENT COM LTD CL A G05354108 0 1972 SH SHARED 02 1972 D CHINADOTCOM CORP CL A G2108N109 185 41112 SH SHARED 02 41112 D CHINADOTCOM CORP CL A G2108N109 0 218 SH SHARED 02 218 D COMMODORE HLDGS LTD ORD G23257101 7 45476 SH SHARED 02 45476 D COMMODORE HLDGS LTD WT EXP 071501 G23257119 0 27839 SH SHARED 02 27839 D DELPHI INTERNATIONAL LTD ORD G2706W105 6 1877 SH SHARED 02 1877 D DF CHINA TECHNOLOGY INC ORD G27545105 3 4567 SH SHARED 02 4567 D DSG INTL LTD ORD G28471103 5 1403 SH SHARED 02 1403 D ELAN PLC WT EXP 083105 G29539163 1 334 SH SHARED 02 334 D EL SITIO INC ORD G30177102 0 713 SH SHARED 02 713 D ESG RE LTD ORD G31215109 37 20248 SH SHARED 02 20248 D XCELERA INC COM G31611109 4 1090 SH SHARED 02 1090 D EVEREST RE GROUP LTD COM G3223R108 157 2200 SH SHARED 2200 D EVEREST RE GROUP LTD COM G3223R108 179 2500 SH SHARED 01 2500 D EVEREST RE GROUP LTD COM G3223R108 2127 29700 SH SHARED 04 29700 D EVEREST RE GROUP LTD COM G3223R108 358 5000 SH SHARED 05 5000 D FLAG TELECOM HOLDINGS LTD ORD G3529L102 16 2691 SH SHARED 05 2691 D FLAG TELECOM HOLDINGS LTD ORD G3529L102 23 3800 SH SHARED 02 2000 1800 D FLAG TELECOM HOLDINGS LTD ORD G3529L102 115 18500 SH SHARED 04 18500 D FRESH DEL MONTE PRODUCE INC ORD G36738105 45 10000 SH SHARED 04 10000 D GARMIN LTD ORD G37260109 23 1200 SH SHR/OTHR 01 1200 D GETGO MAIL COM INC COM G38529106 10 6845 SH SHARED 01 6845 D GLOBAL CROSSING LTD COM G3921A100 2822 197201 SH SHARED 02 135978 61223 D GLOBAL CROSSING LTD COM G3921A100 28152 1967069 SH SHARED 04 1967069 D GLOBAL CROSSING LTD COM G3921A100 549 38400 SH SHARED 05 38400 D GLOBAL CROSSING LTD PFD CV 6.375% G3921A126 41 800 SH SHR/OTHR 01 800 D GLOBALSTAR TELECOMMUNICTNS LTD COM G3930H104 0 184 SH SHARED 01 184 D GLOBALSTAR TELECOMMUNICTNS LTD COM G3930H104 201 221960 SH SHARED 02 207510 14450 D GLOBAL SOURCES LTD ORD G39300101 3 422 SH SHARED 02 422 D INTERWAVE COMMUNCTNS INTL LTD ORD G4911N102 34 21784 SH SHARED 02 21784 D IPC HLDGS LTD ORD G4933P101 39 1894 SH SHARED 02 1894 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 37 1700 SH SHARED 02 1700 D LJ INTL INC ORD G55312105 1 1015 SH SHARED 02 1015 D LORAL SPACE & COMMUNICATIONS COM G56462107 312 98000 SH SHARED 02 94000 4000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 658 30007 SH SHARED 04 30007 D MIH LTD CL A G6116R101 2 166 SH SHARED 04 166 D MIH LTD CL A G6116R101 37 2900 SH SHARED 04 2900 D NEW CHINA HOMES LTD ORD G6445R103 8 6912 SH SHARED 04 6912 D NEW CHINA HOMES LTD WT EXP 030905 G6445R111 0 1185 SH SHARED 04 1185 D NOVEL DENIM HLDGS LTD ORD G6674P109 53 6141 SH SHARED 04 6141 D OPENTV CORP CL A G67543101 32 3143 SH SHARED 04 3143 D OPENTV CORP CL A G67543101 24 2350 SH SHARED 02 2350 D PARTNERRE LTD COM G6852T105 701 11500 SH SHARED 05 11500 D PEAK INTL LTD ORD G69586108 0 2 SH SHARED 05 2 D QIAO XING UNIVERSAL TELEPHONE ORD G7303A109 0 187 SH SHARED 05 187 D QUINTALINUX LTD COM G73286109 4 4546 SH SHARED 05 4546 D QUINTALINUX LTD WT EXP 080805 G73286117 1 12806 SH SHARED 05 12806 D RENAISSANCE RE HLDGS LTD COM G7496G103 93 1200 SH SHARED 1200 D RENAISSANCE RE HLDGS LTD COM G7496G103 15 200 SH SHARED 02 200 D RENAISSANCE RE HLDGS LTD COM G7496G103 117 1500 SH SHARED 04 1500 D RENAISSANCE RE HLDGS LTD COM G7496G103 391 5000 SH SHARED 05 5000 D RSL COMMUNICATIONS LTD CL A G7702U102 1 8456 SH SHARED 05 8456 D SANTA FE INTL CORP ORD G7805C108 1875 58500 SH SHARED 01 58500 D SANTA FE INTL CORP ORD G7805C108 2420 75500 SH SHARED 04 75500 D SANTA FE INTL CORP ORD G7805C108 2311 72100 SH SHARED 05 72100 D SINA COM ORD G81477104 0 53 SH SHARED 05 53 D STEWART W P & CO LTD COM G84922106 2 100 SH SHARED 04 100 D HILFIGER TOMMY CORP ORD G8915Z102 18 1900 SH SHARED 02 1900 D HILFIGER TOMMY CORP ORD G8915Z102 761 77600 SH SHARED 04 77600 D TRANSOCEAN SEDCO FOREX INC ORD G90078109 509 11075 SH SHARED 02 6233 4842 D TRANSOCEAN SEDCO FOREX INC ORD G90078109 7338 159538 SH SHARED 04 159538 D TRANSOCEAN SEDCO FOREX INC ORD G90078109 579 12600 SH SHARED 05 12600 D TRITON ENERGY LTD ORD G90751101 90 3000 SH SHARED 02 3000 D TRITON ENERGY LTD ORD G90751101 720 24000 SH SHARED 04 24000 D XOMA LTD ORD G9825R107 14 1476 SH SHARED 04 1476 D XL CAP LTD CL A G98255105 69 800 SH SHARED 02 800 D XL CAP LTD CL A G98255105 87 1000 SH SHARED 05 1000 D UBS AG ORD H8920G155 1147 7022 SH SHARED 04 7022 D MILLICOM INTL CELLULAR S A ORD L6388F102 9 400 SH SHARED 02 400 D SBS BROADCASTING SA ORD L8137F102 1 54 SH SHARED 02 54 D STOLT OFFSHORE S A COM L8873E103 0 7 SH SHARED 02 7 D STOLT OFFSHORE S A COM L8873E103 38 3500 SH SHARED 02 3500 D STOLT OFFSHORE S A COM L8873E103 100 9100 SH SHARED 04 9100 D STOLT NIELSEN S A COM L88742108 171 10880 SH SHARED 04 10880 D ACCORD NETWORKS LTD COM M01690102 793 80350 SH SHARED 04 80350 D ACLN LTD ORD M01764105 1 74 SH SHARED 04 74 D ACS ELECTRONICS LTD ORD M01770102 0 70 SH SHARED 04 70 D ALADDIN KNOWLEDGE SYS LTD ORD M0392N101 1 320 SH SHARED 04 320 D ALADDIN KNOWLEDGE SYS LTD ORD M0392N101 3 996 SH SHARED 02 996 D ATTUNITY LTD ORD M15332105 0 5 SH SHARED 02 5 D AUDIOCODES LTD ORD M15342104 27 2038 SH SHARED 02 2038 D AUDIOCODES LTD ORD M15342104 249 18400 SH SHARED 04 18400 D BACKWEB TECHNOLOGIES LTD ORD M15633106 34 5046 SH SHARED 04 5046 D BACKWEB TECHNOLOGIES LTD ORD M15633106 34 5100 SH SHARED 02 2100 3000 D BOS BETTER ONLINE SOLUTIONS ORD M20115107 14 4952 SH SHARED 02 4952 D BREEZECOM LTD ORD M20385106 386 27000 SH SHARED 02 27000 D BVR SYS LTD ORD M20512105 0 107 SH SHARED 02 107 D BVR TECHNOLOGIES LTD ORD M20514101 8 4148 SH SHARED 02 4148 D CAMTEK LTD ORD M20791105 0 133 SH SHARED 02 133 D CHECK POINT SOFTWARE TECH LTD ORD M22465104 9 73 SH SHARED 02 73 D CHECK POINT SOFTWARE TECH LTD ORD M22465104 108 810 SH SHARED 02 400 410 D CHECK POINT SOFTWARE TECH LTD ORD M22465104 2070 15500 SH SHARED 04 15500 D CIMATRON LTD ORD M23798107 20 19644 SH SHARED 04 19644 D COMMTOUCH SOFTWARE LTD ORD M25596103 26 6874 SH SHARED 04 6874 D COMPUGEN LTD ORD M25722105 1 164 SH SHARED 04 164 D CRYSTAL SYS SOLUTIONS LTD ORD M26763108 7 1036 SH SHARED 04 1036 D ECTEL LTD ORD M29925100 6 581 SH SHARED 04 581 D ELBIT SYS LTD ORD M3760D101 3 250 SH SHARED 04 250 D ELBIT MEDICAL IMAGING LTD ORD M37605108 1 224 SH SHARED 04 224 D ESC MEDICAL SYS LTD ORD M40868107 0 3 SH SHARED 04 3 D ESHED ROBOTEC 1982 LTD ORD M4095C107 11 5392 SH SHARED 04 5392 D E SIM LTD ORD M40990109 67 30182 SH SHARED 02 30182 D FLOWARE WIRELESS SYSTEMS LTD ORD M45919103 0 53 SH SHARED 02 53 D FUNDTECH LTD ORD M47095100 0 5 SH SHARED 02 5 D GALILEO TECHNOLOGY LTD ORD M47298100 619 45868 SH SHARED 02 45868 D GALILEO TECHNOLOGY LTD ORD M47298100 3450 255625 SH SHARED 02 237150 18475 D GALILEO TECHNOLOGY LTD ORD M47298100 1 82 SH SHARED 04 82 D GILAT COMMUNICATIONS LTD ORD M50876107 8 4219 SH SHARED 04 4219 D GILAT SATELLITE NETWORKS LTD ORD M51474100 9 370 SH SHARED 04 370 D GILAT SATELLITE NETWORKS LTD ORD M51474100 163 6400 SH SHARED 04 6400 D INTERNET GOLD-GOLDEN LINES LTD ORD M56595107 0 331 SH SHARED 04 331 D JACADA LTD ORD M6184R101 9 2000 SH SHARED 02 2000 D LANOPTICS LTD ORD M6706C103 1 151 SH SHARED 02 151 D METALINK LTD ORD M69897102 19 2013 SH SHARED 02 2013 D METALINK LTD ORD M69897102 2 240 SH SHARED 02 240 D METALINK LTD ORD M69897102 99 10300 SH SHARED 04 10300 D MIND C T I LTD ORD M70240102 2 353 SH SHARED 04 353 D NEXUS TELOCATION SYS LTD ORD M74919107 2 4344 SH SHARED 04 4344 D NOVA MEASURING INSTRUMENTS LTD COM M7516K103 3 447 SH SHARED 04 447 D OPTIBASE LTD ORD M7524R108 0 30 SH SHARED 04 30 D OPTIBASE LTD ORD M7524R108 45 6800 SH SHARED 04 6800 D ORBOTECH LTD ORD M75253100 1 48 SH SHARED 04 48 D ORCKIT COMMUNICATIONS LTD COM M7531S107 0 43 SH SHARED 04 43 D ORCKIT COMMUNICATIONS LTD COM M7531S107 1 750 SH SHARED 02 750 D RADVIEW SOFTWARE LTD ORD M81867109 0 159 SH SHARED 02 159 D RADVISION LTD ORD M81869105 2 171 SH SHARED 02 171 D RADWARE LTD ORD M81873107 182 10800 SH SHARED 04 10800 D RIT TECHNOLOGIES LTD ORD M8215N109 3 424 SH SHARED 04 424 D SILICOM LTD ORD M84116108 0 243 SH SHARED 04 243 D TARO PHARMACEUTICAL INDS LTD ORD M8737E108 1 58 SH SHARED 04 58 D TARO PHARMACEUTICAL INDS LTD ORD M8737E108 62 2000 SH SHARED 01 2000 D TAT TECHNOLOGIES LTD ORD NEW M8740S227 2 700 SH SHARED 01 700 D TECNOMATIX TECHNOLOGIES LTD ORD M8743P105 0 11 SH SHARED 01 11 D TIOGA TECHNOLOGIES LTD ORD M8789G100 0 430 SH SHARED 01 430 D TIOGA TECHNOLOGIES LTD ORD M8789G100 1 750 SH SHARED 02 750 D TOP IMAGE SYSTEMS LTD ORD M87896102 0 160 SH SHARED 02 160 D TOWER SEMICONDUCTOR LTD ORD M87915100 0 16 SH SHARED 02 16 D TTI TEAM TELECOM INTL LTD ORD M88258104 4 328 SH SHARED 02 328 D VIRYANET LTD ORD M97540104 1 589 SH SHARED 02 589 D VOCALTEC COMMUNICATIONS LTD ORD M97601104 275 62045 SH SHARED 02 62045 D ASM INTL N V COM N07045102 0 90 SH SHARED 02 90 D ASM INTL N V COM N07045102 71 7700 SH SHARED 04 7700 D ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 0 40 SH SHARED 04 40 D ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 1353 60000 SH SHARED 01 60000 D ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 397 17600 SH SHARED 04 17600 D ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 478 21200 SH SHARED 05 21200 D CNH GLOBAL N V ORD N20935107 10 1250 SH SHARED 02 1250 D CNH GLOBAL N V ORD N20935107 862 100000 SH SHARED 05 100000 D CORE LABORATORIES N V COM N22717107 188 6900 SH SHARED 01 6900 D CORE LABORATORIES N V COM N22717107 117 4300 SH SHARED 02 300 4000 D ICTS INTERNATIONAL NV COM N43837108 3 505 SH SHARED 02 505 D IFCO SYSTEMS N V ORD N43961106 0 31 SH SHARED 02 31 D INDIGO N V ORD N44495104 4 1276 SH SHARED 02 1276 D INDIGO N V WT EXP 102101 N44495120 0 1753 SH SHARED 02 1753 D KPNQWEST N V CL C N50919104 0 27 SH SHARED 02 27 D KPNQWEST N V CL C N50919104 49 2600 SH SHARED 04 2600 D METRON TECHNOLOGY N V ORD N5665B105 0 8 SH SHARED 04 8 D ORTHOFIX INTL N V COM N6748L102 0 36 SH SHARED 04 36 D ORTHOFIX INTL N V COM N6748L102 19 1000 SH SHARED 02 1000 D QIAGEN N V ORD N72482107 0 18 SH SHARED 02 18 D QIAGEN N V ORD N72482107 0 24 SH SHARED 04 24 D SAPIENS INTL CORP N V ORD N7716A102 2 2322 SH SHARED 04 2322 D STATIA TERMINALS GROUP N V ORD N82345104 0 27 SH SHARED 04 27 D BANCO LATINOAMERICANO DE EXPO CL E P16994132 100 2900 SH SHARED 2900 D CARLISLE HLDGS LTD ORD P21277101 69 9961 SH SHARED 9961 D STEINER LEISURE LTD ORD P8744Y102 0 25 SH SHARED 25 D SUN INTL HOTELS LTD ORD P8797T133 57 2400 SH SHARED 2400 D ROYAL CARIBBEAN CRUISES LTD COM V7780T103 22 850 SH SHARED 02 850 D ROYAL CARIBBEAN CRUISES LTD COM V7780T103 26 1000 SH SHARED 05 1000 D ASE TEST LTD ORD Y02516105 0 35 SH SHARED 05 35 D ASE TEST LTD ORD Y02516105 56 6700 SH SHARED 04 6700 D CREATIVE TECHNOLOGY LTD ORD Y1775U107 16 1469 SH SHARED 04 1469 D CREATIVE TECHNOLOGY LTD ORD Y1775U107 26 2400 SH SHARED 04 2400 D FLEXTRONICS INTL LTD ORD Y2573F102 6 225 SH SHARED 04 225 D FLEXTRONICS INTL LTD ORD Y2573F102 142 5000 SH SHR/OTHR 01 5000 D FLEXTRONICS INTL LTD ORD Y2573F102 1084 38048 SH SHARED 02 34600 3448 D FLEXTRONICS INTL LTD ORD Y2573F102 1556 54630 SH SHARED 04 54630 D FLEXTRONICS INTL LTD ORD Y2573F102 54 1900 SH SHARED 05 1900 D GIGAMEDIA LTD ORD Y2711Y104 20 7620 SH SHARED 05 7620 D KOREA THRUNET CO LTD CL A Y49975108 37 15650 SH SHARED 05 15650 D PACIFIC INTERNET LTD ORD Y66183107 1 535 SH SHARED 05 535 D TEEKAY SHIPPING MARSHALL ISLND COM Y8564W103 140 3700 SH SHARED 3700 D AAON INC COM PAR $0.004 000360206 0 43 SH SHARED 43 D AAR CORP COM 000361105 640 50699 SH SHARED 01 50699 D AAR CORP COM 000361105 132 10503 SH SHARED 04 10503 D ABC-NACO INC COM 000752105 0 100 SH SHARED 04 100 D ABC-NACO INC COM 000752105 12 2000 SH SHARED 02 2000 D A B WATLEY GROUP INC COM 000788109 0 30 SH SHARED 02 30 D A C MOORE ARTS & CRAFTS INC COM 00086T103 0 24 SH SHARED 02 24 D ACR GROUP INC COM 00087B101 0 200 SH SHARED 02 200 D ACTV INC COM 00088E104 1 387 SH SHARED 02 387 D ACTV INC COM 00088E104 266 62801 SH SHARED 01 62801 D ACTV INC COM 00088E104 348 82000 SH SHARED 02 82000 D ACTV INC COM 00088E104 56 13197 SH SHARED 04 13197 D A CONSULTING TEAM INC COM 000881102 2 1810 SH SHARED 04 1810 D A D C TELECOMMUNICATIONS COM 000886101 11 618 SH SHARED 04 618 D A D C TELECOMMUNICATIONS COM 000886101 34073 1879916 SH SHARED 1879916 D A D C TELECOMMUNICATIONS COM 000886101 94254 5200231 SH SHARED 01 5198631 1600 D A D C TELECOMMUNICATIONS COM 000886101 1808 99774 SH SHARED 02 48570 51204 D A D C TELECOMMUNICATIONS COM 000886101 25340 1398079 SH SHARED 04 1398079 D A D C TELECOMMUNICATIONS COM 000886101 284 15700 SH SHARED 05 15700 D ADE CORP MASS COM 00089C107 0 45 SH SHARED 05 45 D ADE CORP MASS COM 00089C107 219 12439 SH SHARED 01 12439 D ADE CORP MASS COM 00089C107 65 3695 SH SHARED 04 3695 D ACM GOVT INCOME FD INC COM 000912105 25 3400 SH SHARED 04 3400 D ACM MANAGED INCOME FD INC COM 000919100 12 2605 SH SHARED 02 2605 D ABN AMRO HLDG NV SPONSORED ADR 000937102 97 4300 SH SHARED 01 4300 D ABN AMRO HLDG NV SPONSORED ADR 000937102 17 770 SH SHARED 02 770 D ABN AMRO HLDG NV SPONSORED ADR 000937102 56 2496 SH SHARED 05 2496 D ACT TELECONFERENCING INC COM 000955104 1 184 SH SHARED 05 184 D ABM INDS INC COM 000957100 1741 56850 SH SHARED 01 56850 D ABM INDS INC COM 000957100 278 9100 SH SHARED 02 1500 7600 D ABM INDS INC COM 000957100 198 6481 SH SHARED 04 6481 D ACT MFG INC COM 000973107 1 125 SH SHARED 04 125 D ACT MFG INC COM 000973107 398 25300 SH SHARED 01 25300 D ACT MFG INC COM 000973107 330 20968 SH SHARED 04 20968 D ACT MFG INC COM 000973107 88 5600 SH SHARED 05 5600 D AFLAC INC COM 001055102 41269 571700 SH SHARED 571700 D AFLAC INC COM 001055102 137213 1900804 SH SHARED 01 1895254 5550 D AFLAC INC COM 001055102 21 300 SH SHR/OTHR 01 300 D AFLAC INC COM 001055102 1992 27598 SH SHARED 02 2400 25198 D AFLAC INC COM 001055102 15503 214769 SH SHARED 04 214769 D AFLAC INC COM 001055102 418 5800 SH SHARED 05 5800 D AGCO CORP COM 001084102 1456 120100 SH SHARED 01 120100 D AGCO CORP COM 001084102 19 1600 SH SHR/OTHR 01 1600 D AGCO CORP COM 001084102 38 3150 SH SHARED 02 3150 D AGCO CORP COM 001084102 752 62047 SH SHARED 04 62047 D AGCO CORP COM 001084102 1063 87700 SH SHARED 05 87700 D AGL RES INC COM 001204106 2389 108291 SH SHARED 01 108291 D AGL RES INC COM 001204106 1238 56125 SH SHARED 04 56125 D AGL RES INC COM 001204106 158 7200 SH SHARED 05 7200 D AHL SVCS INC COM 001296102 65 6558 SH SHARED 05 6558 D AHL SVCS INC COM 001296102 25 2500 SH SHARED 02 2500 D AHL SVCS INC COM 001296102 1340 133200 SH SHARED 03 133200 D AES CORP COM 00130H105 1692 30570 SH SHARED 03 30570 D AES CORP COM 00130H105 25627 462800 SH SHARED 462800 D AES CORP COM 00130H105 174912 3158691 SH SHARED 01 3154582 4109 D AES CORP COM 00130H105 2496 45075 SH SHARED 02 12600 32475 D AES CORP COM 00130H105 20536 370866 SH SHARED 04 370866 D AES CORP COM 00130H105 1107 20000 SH SHARED 05 20000 D AK STL HLDG CORP COM 001547108 1491 170407 SH SHARED 01 170406 1 D AK STL HLDG CORP COM 001547108 18 2131 SH SHARED 02 2131 D AK STL HLDG CORP COM 001547108 892 101982 SH SHARED 04 101982 D AK STL HLDG CORP COM 001547108 264 30200 SH SHARED 05 30200 D AMB PROPERTY CORP COM 00163T109 1491 57800 SH SHARED 01 57800 D AMB PROPERTY CORP COM 00163T109 654 25363 SH SHARED 02 22313 3050 D AMB PROPERTY CORP COM 00163T109 160 6200 SH SHARED 04 6200 D AML COMMUNICATIONS INC COM 001733104 0 507 SH SHARED 04 507 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 538 21800 SH SHARED 01 21800 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 148 6026 SH SHARED 04 6026 D AMR CORP COM 001765106 603 15400 SH SHARED 15400 D AMR CORP COM 001765106 44173 1127255 SH SHARED 01 1124135 3120 D AMR CORP COM 001765106 78 2000 SH SHR/OTHR 01 2000 D AMR CORP COM 001765106 195 5000 SH SHARED 02 5000 D AMR CORP COM 001765106 4756 121369 SH SHARED 04 121369 D AMR CORP COM 001765106 5834 148900 SH SHARED 06 148900 D ANC RENTAL CORP COM 001813104 22 6410 SH SHARED 06 6410 D ANC RENTAL CORP COM 001813104 157 45054 SH SHARED 01 44986 68 D ANC RENTAL CORP COM 001813104 14 4081 SH SHARED 04 4081 D APAC CUSTOMER SERVICES INC COM 00185E106 42 11546 SH SHARED 04 11546 D APAC CUSTOMER SERVICES INC COM 00185E106 92 25029 SH SHARED 01 25029 D APAC CUSTOMER SERVICES INC COM 00185E106 33 9167 SH SHARED 04 9167 D APA OPTICS INC COM 001853100 0 69 SH SHARED 04 69 D ASA INTL LTD COM NEW 001912203 28 19116 SH SHARED 04 19116 D ATI TECHNOLOGIES INC COM 001941103 62 10783 SH SHARED 04 10783 D AT&T CORP COM 001957109 5 300 SH SHR/OTHR 04 300 D AT&T CORP COM 001957109 196 11400 SH SHARED 11400 D AT&T CORP COM 001957109 476123 27601364 SH SHARED 01 27349868 95 251401 D AT&T CORP COM 001957109 4366 253157 SH SHR/OTHR 01 152582 100575 D AT&T CORP COM 001957109 1965 113962 SH SHARED 02 31236 82726 D AT&T CORP COM 001957109 94904 5501693 SH SHARED 04 5501693 D AT&T CORP COM 001957109 883 51200 SH SHARED 05 51200 D AT&T CORP COM 001957109 8932 517836 SH SHARED 06 517836 D AT&T CORP COM LIB GRP A 001957208 49266 3632669 SH SHARED 01 3553668 79001 D AT&T CORP COM LIB GRP A 001957208 639 47180 SH SHR/OTHR 01 33200 13980 D AT&T CORP COM LIB GRP A 001957208 85 6298 SH SHARED 02 2500 3798 D AT&T CORP COM LIB GRP A 001957208 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SHARED 01 6571230 11824 D ALCOA INC COM 013817101 1341 40048 SH SHR/OTHR 01 22728 17320 D ALCOA INC COM 013817101 166 4966 SH SHARED 02 1106 3860 D ALCOA INC COM 013817101 30271 903630 SH SHARED 04 903630 D ALCOA INC COM 013817101 1051 31400 SH SHARED 05 31400 D ALCOA INC COM 013817101 27175 811204 SH SHARED 06 811204 D ALCATEL SPONSORED ADR 013904305 1588 28393 SH SHARED 01 28393 D ALCATEL SPONSORED ADR 013904305 13 244 SH SHR/OTHR 01 244 D ALCATEL SPONSORED ADR 013904305 646 11559 SH SHARED 02 1046 10513 D ALCATEL SPONSORED ADR 013904305 2634 47100 SH SHARED 04 47100 D ALDILA INC COM 014384101 5 4014 SH SHARED 04 4014 D ALEXANDER & BALDWIN INC COM 014482103 3 123 SH SHARED 04 123 D ALEXANDER & BALDWIN INC COM 014482103 2177 82952 SH SHARED 01 82952 D ALEXANDER & BALDWIN INC COM 014482103 42 1620 SH SHARED 02 950 670 D ALEXANDER & BALDWIN INC COM 014482103 1104 42061 SH SHARED 04 42061 D ALEXANDER & BALDWIN INC COM 014482103 144 5500 SH SHARED 05 5500 D ALEXANDERS INC COM 014752109 379 5600 SH SHARED 01 5600 D ALEXANDERS INC COM 014752109 0 2 SH SHARED 02 2 D ALEXANDERS INC COM 014752109 104 1537 SH SHARED 04 1537 D ALEXANDRIA REAL ESTATE EQ INC COM 015271109 643 17300 SH SHARED 01 17300 D ALEXANDRIA REAL ESTATE EQ INC COM 015271109 187 5034 SH SHARED 04 5034 D ALEXION PHARMACEUTICALS INC COM 015351109 3 58 SH SHARED 04 58 D ALEXION PHARMACEUTICALS INC COM 015351109 164029 2525978 SH SHARED 01 2525978 D ALEXION PHARMACEUTICALS INC COM 015351109 12 200 SH SHR/OTHR 01 200 D ALEXION PHARMACEUTICALS INC COM 015351109 377 5819 SH SHARED 04 5819 D ALFA CORP COM 015385107 0 1 SH SHARED 04 1 D ALFA CORP COM 015385107 1021 55600 SH SHARED 01 55600 D ALFA CORP COM 015385107 279 15204 SH SHARED 04 15204 D ALICO INC COM 016230104 25 1568 SH SHARED 04 1568 D ALKERMES INC COM 01642T108 1480 47200 SH SHARED 01 47200 D ALKERMES INC COM 01642T108 144 4600 SH SHARED 04 4600 D ALL AMERICAN SPORTPARK INC COM 01643P105 12 68350 SH SHARED 04 68350 D ALL AMERICAN SEMICONDUCTOR INC COM NEW 016557407 27 3005 SH SHARED 04 3005 D ALLAIRE CORP COM 016714107 0 28 SH SHARED 04 28 D ALLAIRE CORP COM 016714107 226 45100 SH SHARED 01 45100 D ALLAIRE CORP COM 016714107 44 8936 SH SHARED 04 8936 D ALLEGHANY CORP DEL COM 017175100 2304 11213 SH SHARED 01 11213 D ALLEGHANY CORP DEL COM 017175100 389 1893 SH SHARED 04 1893 D ALLEGHENY ENERGY INC COM 017361106 240 5000 SH SHARED 04 5000 D ALLEGHENY ENERGY INC COM 017361106 36499 757464 SH SHARED 01 754748 2716 D ALLEGHENY ENERGY INC COM 017361106 54 1140 SH SHR/OTHR 01 1140 D ALLEGHENY ENERGY INC COM 017361106 8 175 SH SHARED 02 175 D ALLEGHENY ENERGY INC COM 017361106 4387 91053 SH SHARED 04 91053 D ALLEGHENY ENERGY INC COM 017361106 144 3000 SH SHARED 05 3000 D ALLEGHENY TECHNOLOGIES INC COM 01741R102 9172 577820 SH SHARED 01 577154 666 D ALLEGHENY TECHNOLOGIES INC COM 01741R102 72 4550 SH SHR/OTHR 01 4550 D ALLEGHENY TECHNOLOGIES INC COM 01741R102 2353 148247 SH SHARED 04 148247 D ALLEGHENY TECHNOLOGIES INC COM 01741R102 31 2000 SH SHARED 05 2000 D ALLEGIANCE TELECOM INC COM 01747T102 144 6470 SH SHARED 05 6470 D ALLEGIANCE TELECOM INC COM 01747T102 2719 122150 SH SHARED 01 120675 1475 D ALLEGIANCE TELECOM INC COM 01747T102 493 22149 SH SHARED 04 22149 D ALLEN TELECOM INC COM 018091108 1057 58950 SH SHARED 01 58950 D ALLEN TELECOM INC COM 018091108 194 10848 SH SHARED 04 10848 D ALLERGAN INC COM 018490102 426963 4410236 SH SHARED 01 4407156 3080 D ALLERGAN INC COM 018490102 58 600 SH SHR/OTHR 01 600 D ALLERGAN INC COM 018490102 1752751 18104693 SH SHARED 04 18104693 D ALLERGAN INC COM 018490102 19313 199500 SH SHARED 06 199500 D ALLERGAN SPECIALTY THERAP CL A 018494104 132 4585 SH SHARED 01 4520 65 D ALLERGAN SPECIALTY THERAP CL A 018494104 0 15 SH SHR/OTHR 01 15 D ALLERGAN SPECIALTY THERAP CL A 018494104 0 1 SH SHARED 02 1 D ALLETE COM 018522102 3683 148444 SH SHARED 01 148444 D ALLETE COM 018522102 1924 77550 SH SHARED 04 77550 D ALLETE COM 018522102 243 9800 SH SHARED 05 9800 D ALLIANCE CAP MGMT HLDG L P 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COMMUNICATIONS CP COM 019496108 6 3000 SH SHR/OTHR 01 3000 D ALLIED RISER COMMUNICATIONS CP COM 019496108 12 6000 SH SHARED 02 6000 D ALLIED RISER COMMUNICATIONS CP COM 019496108 42 20913 SH SHARED 04 20913 D ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 25242 1733475 SH SHARED 01 1733475 D ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 2381 163565 SH SHARED 04 163565 D ALLMERICA FINL CORP COM 019754100 4748 65501 SH SHARED 01 65501 D ALLMERICA FINL CORP COM 019754100 604 8335 SH SHARED 02 8335 D ALLMERICA FINL CORP COM 019754100 2842 39200 SH SHARED 04 39200 D ALLMERICA FINL CORP COM 019754100 514 7100 SH SHARED 05 7100 D ALLOS THERAPEUTICS INC COM 019777101 0 70 SH SHARED 05 70 D ALLOS THERAPEUTICS INC COM 019777101 27 3400 SH SHARED 01 3400 D ALLOS THERAPEUTICS INC COM 019777101 1 150 SH SHARED 02 150 D ALLOS THERAPEUTICS INC COM 019777101 16 2007 SH SHARED 04 2007 D ALLSCRIPTS INC COM 019886100 2 248 SH SHARED 04 248 D ALLSCRIPTS INC COM 019886100 228 24500 SH SHARED 01 24500 D ALLSCRIPTS INC COM 019886100 18 2000 SH SHR/OTHR 01 2000 D ALLSCRIPTS INC COM 019886100 71 7606 SH SHARED 04 7606 D ALLMERICA SECS TR SH BEN INT 019921105 7 700 SH SHARED 02 700 D ALLSTATE CORP COM 020002101 36557 839200 SH SHARED 839200 D ALLSTATE CORP COM 020002101 233511 5360451 SH SHARED 01 5353909 6542 D ALLSTATE CORP COM 020002101 1408 32324 SH SHR/OTHR 01 3304 29020 D ALLSTATE CORP COM 020002101 1461 33544 SH SHARED 02 20446 13098 D ALLSTATE CORP COM 020002101 28471 653581 SH SHARED 04 653581 D ALLSTATE CORP COM 020002101 4682 107500 SH SHARED 05 107500 D ALLSTATE CORP COM 020002101 42 980 SH SHARED 06 980 D ALLTEL CORP COM 020039103 1126 18050 SH SHARED 06 18050 D ALLTEL CORP COM 020039103 31 500 SH SHR/OTHR 06 500 D ALLTEL CORP COM 020039103 18137 290500 SH SHARED 290500 D ALLTEL CORP COM 020039103 210357 3369109 SH SHARED 01 3039975 329134 D ALLTEL CORP COM 020039103 9779 156625 SH SHR/OTHR 01 76285 80340 D ALLTEL CORP COM 020039103 2267 36309 SH SHARED 02 10150 26159 D ALLTEL CORP COM 020039103 16315 261308 SH SHARED 04 261308 D ALLTEL CORP COM 020039103 824 13200 SH SHARED 05 13200 D ALLTRISTA CORP COM 020040101 0 25 SH SHARED 01 25 D ALPHA HOSPITALITY CORP COM 020732103 0 32 SH SHARED 01 32 D ALPHA INDS INC COM 020753109 1850 50000 SH SHARED 01 50000 D ALPHA INDS INC COM 020753109 122 3300 SH SHARED 04 3300 D ALPHA TECHNOLOGIES GROUP INC COM 020781100 1 135 SH SHARED 04 135 D ALPHARMA INC CL A 020813101 254182 5793340 SH SHARED 01 5793340 D ALPHARMA INC CL A 020813101 506 11535 SH SHARED 04 11535 D ALPHARMA INC CL A 020813101 324 7400 SH SHARED 05 7400 D ALPNET INC COM 021089107 15 35601 SH SHARED 05 35601 D ALTAIR INTL INC COM 02136W102 0 459 SH SHARED 05 459 D ALTERA CORP COM 021441100 1909 72581 SH SHARED 05 65026 7555 D ALTERA CORP COM 021441100 15963 606700 SH SHARED 606700 D ALTERA CORP COM 021441100 94538 3592964 SH SHARED 01 3568914 24050 D ALTERA CORP COM 021441100 52 2000 SH SHR/OTHR 01 2000 D ALTERA CORP COM 021441100 1875 71290 SH 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CHAMPION ENTERTAINMNT COM NEW 025119207 0 2112 SH SHARED 04 2112 D AMERICAN CTRY HLDGS INC COM NEW 025278201 2 1000 SH SHARED 02 1000 D AMERICAN DENTAL PARTNERS COM 025353103 0 77 SH SHARED 02 77 D AMERICAN DENTAL PARTNERS COM 025353103 225 30000 SH SHARED 02 30000 D AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 33 785 SH SHARED 02 785 D AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 2285 54100 SH SHARED 01 54100 D AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 25 600 SH SHARED 02 600 D AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 1626 38498 SH SHARED 04 38498 D AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 67 1600 SH SHARED 05 1600 D AMERICAN EDL PRODS INC COM PAR $0.05 02553T202 12 1400 SH SHARED 05 1400 D AMERICAN ELEC PWR INC COM 025537101 131055 2818390 SH SHARED 01 2812520 5870 D AMERICAN ELEC PWR INC COM 025537101 968 20822 SH SHR/OTHR 01 19692 1130 D AMERICAN ELEC PWR INC COM 025537101 328 7073 SH SHARED 02 800 6273 D AMERICAN ELEC PWR INC COM 025537101 14160 304524 SH SHARED 04 304524 D AMERICAN ELEC PWR INC COM 025537101 385 8300 SH SHARED 05 8300 D AMERICAN EXPRESS CO COM 025816109 1217 22160 SH SHARED 05 22160 D AMERICAN EXPRESS CO COM 025816109 127541 2321600 SH SHARED 2321600 D AMERICAN EXPRESS CO COM 025816109 619137 11269957 SH SHARED 01 10739701 530256 D AMERICAN EXPRESS CO COM 025816109 17191 312937 SH SHR/OTHR 01 193818 119119 D AMERICAN EXPRESS CO COM 025816109 12052 219392 SH SHARED 02 45933 173459 D AMERICAN EXPRESS CO COM 025816109 71771 1306427 SH SHARED 04 1306427 D AMERICAN EXPRESS CO COM 025816109 16102 293100 SH SHARED 05 293100 D AMERICAN FINL GROUP INC OHIO COM 025932104 1350 50840 SH SHARED 01 50840 D AMERICAN FINL GROUP INC OHIO COM 025932104 1216 45800 SH SHARED 04 45800 D AMERICAN FINL GROUP INC OHIO COM 025932104 204 7700 SH SHARED 05 7700 D AMERICAN FINL HLDGS INC COM 026075101 11 560 SH SHARED 05 560 D AMERICAN FINL HLDGS INC COM 026075101 2169 105170 SH SHARED 01 105170 D AMERICAN FINL HLDGS INC COM 026075101 219 10627 SH SHARED 04 10627 D 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PRODS CORP COM 026609107 721843 11358666 SH SHARED 01 11199565 8800 150301 D AMERICAN HOME PRODS CORP COM 026609107 37569 591187 SH SHR/OTHR 01 368847 222340 D AMERICAN HOME PRODS CORP COM 026609107 8234 129574 SH SHARED 02 22435 107139 D AMERICAN HOME PRODS CORP COM 026609107 87447 1376047 SH SHARED 04 1376047 D AMERICAN HOME PRODS CORP COM 026609107 896 14100 SH SHARED 05 14100 D AMERICAN HOMESTAR CORP COM 026651109 1 8287 SH SHARED 05 8287 D AMERICAN HOMESTAR CORP COM 026651109 1 10000 SH SHARED 02 10000 D AMERICAN INDL PPTYS REIT COM NEW 026791202 345 28200 SH SHARED 01 28200 D AMERICAN INDL PPTYS REIT COM NEW 026791202 83 6831 SH SHARED 04 6831 D AMERICAN INSD MTG INVS DEPOST UNIT LP 026862102 2 1300 SH SHARED 04 1300 D AMERICAN INTL GROUP INC COM 026874107 1708 17335 SH SHARED 04 17335 D AMERICAN INTL GROUP INC COM 026874107 51 525 SH SHR/OTHR 04 150 375 D AMERICAN INTL GROUP INC COM 026874107 2761478 28017675 SH SHARED 01 27282662 735013 D AMERICAN INTL GROUP INC COM 026874107 87780 890613 SH SHR/OTHR 01 451713 438900 D AMERICAN INTL GROUP INC COM 026874107 7523 76334 SH SHARED 02 15610 60724 D AMERICAN INTL GROUP INC COM 026874107 178252 1808534 SH SHARED 04 1808534 D AMERICAN INTL GROUP INC COM 026874107 6514 66100 SH SHARED 05 66100 D AMERICAN INTL GROUP INC COM 026874107 110364 1119751 SH SHARED 06 1119751 D AMERICAN ITALIAN PASTA CO CL A 027070101 717 26760 SH SHARED 01 26760 D AMERICAN ITALIAN PASTA CO CL A 027070101 191 7154 SH SHARED 04 7154 D AMERICAN LD LEASE INC COM 027118108 5 600 SH SHARED 02 600 D AMERICAN MGMT SYS INC COM 027352103 89 4500 SH SHARED 4500 D AMERICAN MGMT SYS INC COM 027352103 870 43963 SH SHARED 01 43963 D AMERICAN MGMT SYS INC COM 027352103 16 850 SH SHR/OTHR 01 850 D AMERICAN MGMT SYS INC COM 027352103 133 6750 SH SHARED 02 6750 D AMERICAN MGMT SYS INC COM 027352103 73 3700 SH SHARED 04 3700 D AMERICAN MED SEC GROUP INC COM 02744P101 15 2500 SH SHARED 02 2500 D AMERICAN NATL BANKSHARES INC COM 027745108 0 17 SH SHARED 02 17 D AMERICAN NATL INS CO COM 028591105 14 200 SH SHARED 02 200 D AMERICAN NATL INS CO COM 028591105 1184 16226 SH SHARED 01 16226 D AMERICAN NATL INS CO COM 028591105 293 4020 SH SHARED 04 4020 D AMERICAN PWR CONVERSION CORP COM 029066107 123 10000 SH SHARED 04 10000 D AMERICAN PWR CONVERSION CORP COM 029066107 16325 1319258 SH SHARED 01 1319258 D AMERICAN PWR CONVERSION CORP COM 029066107 22 1850 SH SHR/OTHR 01 1850 D AMERICAN PWR CONVERSION CORP COM 029066107 17 1400 SH SHARED 02 1400 D AMERICAN PWR CONVERSION CORP COM 029066107 2214 178923 SH SHARED 04 178923 D AMERICAN PWR CONVERSION CORP COM 029066107 49 4000 SH SHARED 05 4000 D AMERICAN REAL ESTATE PARTNR LP DEPOSITRY UNIT 029169109 1 161 SH SHARED 01 161 D AMERICAN REAL ESTATE PARTNR LP DEPOSITRY UNIT 029169109 376 42100 SH SHARED 04 42100 D AMERICAN RLTY INVS INC COM 029174109 0 40 SH SHARED 02 40 D AMERICAN RLTY INVS INC COM 029174109 181 13300 SH SHARED 04 13300 D AMERICAN SOFTWARE INC CL A 029683109 11 8100 SH SHARED 04 8100 D AMERICAN SOFTWARE INC CL A 029683109 11 8000 SH SHARED 04 8000 D AMERICAN STD COS INC DEL COM 029712106 4488 91020 SH SHARED 01 90620 400 D AMERICAN STD COS INC DEL COM 029712106 11 225 SH SHARED 02 75 150 D AMERICAN STD COS INC DEL COM 029712106 2529 51300 SH SHARED 04 51300 D AMERICAN STD COS INC DEL COM 029712106 507 10300 SH SHARED 05 10300 D AMERICAN STS WTR CO COM 029899101 508 13800 SH SHARED 01 13800 D AMERICAN STS WTR CO COM 029899101 144 3913 SH SHARED 04 3913 D AMERICAN TOWER CORP CL A 029912201 326912 8631340 SH SHARED 01 8631340 D AMERICAN TOWER CORP CL A 029912201 6799 179514 SH SHARED 02 25250 154264 D AMERICAN TOWER CORP CL A 029912201 255190 6737700 SH SHARED 04 6737700 D AMERICAN SUPERCONDUCTOR CORP COM 030111108 1307 45783 SH SHARED 01 44783 1000 D AMERICAN SUPERCONDUCTOR CORP COM 030111108 65 2300 SH SHARED 02 2000 300 D AMERICAN SUPERCONDUCTOR CORP COM 030111108 223 7829 SH SHARED 04 7829 D AMERICAN TECHNICNAL CERAMICS COM 030137103 108 10800 SH SHARED 01 10800 D AMERICAN TECHNICNAL CERAMICS COM 030137103 10 1000 SH SHARED 02 1000 D AMERICAN TECHNICNAL CERAMICS COM 030137103 12 1231 SH SHARED 04 1231 D AMERICAN TELESOURCE INTL INC COM 03018P108 26 70946 SH SHARED 01 70946 D AMERICAN TELESOURCE INTL INC COM 03018P108 8 22907 SH SHARED 04 22907 D AMERICAN WTR WKS INC COM 030411102 3523 119950 SH SHARED 01 119950 D AMERICAN WTR WKS INC COM 030411102 227 7750 SH SHARED 02 2000 5750 D AMERICAN WTR WKS INC COM 030411102 2129 72500 SH SHARED 04 72500 D AMERICAN WTR WKS INC COM 030411102 378 12900 SH SHARED 05 12900 D AMERICREDIT CORP COM 03060R101 103 3800 SH SHARED 3800 D AMERICREDIT CORP COM 03060R101 9642 353850 SH SHARED 01 353850 D AMERICREDIT CORP COM 03060R101 2207 81007 SH SHARED 04 81007 D AMERICREDIT CORP COM 03060R101 291 10700 SH SHARED 05 10700 D AMERIHOST PPTYS INC COM NEW 03070D209 2 754 SH SHARED 05 754 D AMERIPATH INC COM 03071D109 14 590 SH SHARED 05 590 D AMERIPATH INC COM 03071D109 955 38200 SH SHARED 01 38200 D AMERIPATH INC COM 03071D109 215 8600 SH SHARED 04 8600 D AMERISOURCE HEALTH CORP SB NT CV 144A 07 03071PAB8 1756 1500000 PRN SHARED 01 1500000 D AMERISOURCE HEALTH CORP CL A 03071P102 5349 105925 SH SHARED 01 105925 D AMERISOURCE HEALTH CORP CL A 03071P102 2707 53620 SH SHARED 04 53620 D AMERISOURCE HEALTH CORP CL A 03071P102 343 6800 SH SHARED 05 6800 D AMERITRADE HLDG CORP CL A 03072H109 2266 323798 SH SHARED 05 323798 D AMERITRADE HLDG CORP CL A 03072H109 677 96750 SH SHARED 01 96750 D AMERITRADE HLDG CORP CL A 03072H109 2 300 SH SHARED 02 300 D AMERITRADE HLDG CORP CL A 03072H109 2802 400312 SH SHARED 04 400312 D AMERUS GROUP CO COM 03072M108 35 1100 SH SHARED 1100 D AMES DEPT STORES INC COM NEW 030789507 86 59983 SH SHARED 01 59983 D AMES DEPT STORES INC COM NEW 030789507 0 500 SH SHR/OTHR 01 500 D AMES DEPT STORES INC COM NEW 030789507 16 11507 SH SHARED 04 11507 D AMERIGAS PARTNERS L P UNIT L P INT 030975106 33 2000 SH SHARED 02 2000 D AMERIGAS PARTNERS L P UNIT L P INT 030975106 71 4300 SH SHARED 04 4300 D AMETEK INC NEW COM 031100100 2064 79603 SH SHARED 01 79603 D AMETEK INC NEW COM 031100100 354 13660 SH SHR/OTHR 01 13660 D AMETEK INC NEW COM 031100100 15 600 SH SHARED 02 600 D AMETEK INC NEW COM 031100100 866 33420 SH SHARED 04 33420 D AMETEK INC NEW COM 031100100 108 4200 SH SHARED 05 4200 D AMGEN INC COM 031162100 899 14064 SH SHARED 05 39 14025 D AMGEN INC COM 031162100 12 200 SH SHR/OTHR 05 200 D AMGEN INC COM 031162100 97056 1518000 SH SHARED 1518000 D AMGEN INC COM 031162100 523507 8187869 SH SHARED 01 7922711 265158 D AMGEN INC COM 031162100 6256 97861 SH SHR/OTHR 01 33465 64396 D AMGEN INC COM 031162100 7353 115014 SH SHARED 02 52159 62855 D AMGEN INC COM 031162100 69363 1084880 SH SHARED 04 1084880 D AMGEN INC COM 031162100 1834 28700 SH SHARED 05 28700 D AMGEN INC COM 031162100 29129 455600 SH SHARED 06 455600 D AMKOR TECHNOLOGY INC COM 031652100 0 25 SH SHARED 06 25 D AMKOR TECHNOLOGY INC COM 031652100 1558 100450 SH SHARED 01 100450 D AMKOR TECHNOLOGY INC COM 031652100 125 8075 SH SHARED 02 3900 4175 D AMKOR TECHNOLOGY INC COM 031652100 9706 625600 SH SHARED 04 625600 D AMRESCO INC COM NEW 031909203 24 16934 SH SHARED 04 16934 D AMRESCO CAP TR COM SH BEN INT 031919103 0 42 SH SHARED 04 42 D AMRESCO CAP TR COM SH BEN INT 031919103 6592 671900 SH SHARED 04 671900 D AMPAL AMERN ISRAEL CORP CL A 032015109 183 30300 SH SHARED 01 27600 2700 D AMPAL AMERN ISRAEL CORP CL A 032015109 70 11583 SH SHARED 04 11583 D AMPAL AMERN ISRAEL CORP PFD CV 6.50% 032015307 6 396 SH SHARED 01 396 D AMPHENOL CORP NEW CL A 032095101 9663 246600 SH SHARED 01 242800 3800 D AMPHENOL CORP NEW CL A 032095101 176 4500 SH SHARED 04 4500 D AMPHENOL CORP NEW CL A 032095101 744 19000 SH SHARED 05 19000 D AMPLIDYNE INC COM 032103103 0 7 SH SHARED 05 7 D AMSOUTH BANCORPORATION COM 032165102 39313 2577952 SH SHARED 01 2577952 D AMSOUTH BANCORPORATION COM 032165102 0 9 SH SHARED 02 9 D AMSOUTH BANCORPORATION COM 032165102 4997 327733 SH SHARED 04 327733 D AMSOUTH 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8503145 14502 D ANALOG DEVICES INC COM 032654105 74 1450 SH SHR/OTHR 01 1450 D ANALOG DEVICES INC COM 032654105 667 13034 SH SHARED 02 7209 5825 D ANALOG DEVICES INC COM 032654105 1381335 26986066 SH SHARED 04 26986066 D ANALOG DEVICES INC COM 032654105 2446 47800 SH SHARED 05 47800 D ANALOGIC CORP COM PAR $0.05 032657207 0 7 SH SHARED 05 7 D ANALOGIC CORP COM PAR $0.05 032657207 635 14270 SH SHARED 01 14270 D ANALOGIC CORP COM PAR $0.05 032657207 109 2456 SH SHARED 04 2456 D ANALYSTS INTL CORP COM 032681108 19 5230 SH SHARED 04 5230 D ANALYSTS INTL CORP COM 032681108 113 29861 SH SHARED 01 29861 D ANALYSTS INTL CORP COM 032681108 30 8050 SH SHARED 04 8050 D ANALYTICAL SURVEYS INC COM NEW 032683302 27 72390 SH SHARED 04 72390 D ANALYTICAL SURVEYS INC COM NEW 032683302 0 1000 SH SHARED 01 1000 D ANANGEL-AMERN SHIPHOLDINGS LTD SPONSORED ADR 032721201 205 39162 SH SHARED 01 39162 D ANAREN MICROWAVE INC COM 032744104 2580 38406 SH SHARED 01 38406 D ANAREN MICROWAVE INC COM 032744104 585 8707 SH SHARED 04 8707 D ANCHOR BANCORP WIS INC COM 032839102 2 168 SH SHARED 04 168 D ANCHOR BANCORP WIS INC COM 032839102 687 42950 SH SHARED 01 42950 D ANCHOR BANCORP WIS INC COM 032839102 143 8946 SH SHARED 04 8946 D ANCHOR GAMING COM 033037102 54 1400 SH SHARED 1400 D ANCHOR GAMING COM 033037102 901 23120 SH SHARED 01 23120 D ANCHOR GAMING COM 033037102 624 16000 SH SHARED 02 16000 D ANCHOR GAMING COM 033037102 169 4340 SH SHARED 04 4340 D ANDERSEN GROUP INC COM 033501107 8 1201 SH SHARED 04 1201 D ANDOVER BANCORP INC DEL COM 034258103 371 10800 SH SHARED 01 9159 1641 D ANDOVER BANCORP INC DEL COM 034258103 88 2573 SH SHARED 04 2573 D ANDREW CORP COM 034425108 13982 642882 SH SHARED 01 642237 645 D ANDREW CORP COM 034425108 1579 72606 SH SHARED 04 72606 D ANDREW CORP COM 034425108 45 2100 SH SHARED 05 2100 D ANDRX GROUP COM 034553107 1 21 SH SHARED 05 21 D ANDRX GROUP COM 034553107 2381 41150 SH SHARED 01 41150 D ANDRX GROUP COM 034553107 134 2325 SH SHARED 02 1500 825 D ANDRX 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41600 SH SHARED 01 41600 D ANIXTER INTL INC COM 035290105 88850 4108703 SH SHARED 04 4108703 D ANNTAYLOR STORES CORP COM 036115103 1053 42260 SH SHARED 01 42260 D ANNTAYLOR STORES CORP COM 036115103 9 400 SH SHARED 02 300 100 D ANNTAYLOR STORES CORP COM 036115103 487 19544 SH SHARED 04 19544 D ANNTAYLOR STORES CORP COM 036115103 314 12600 SH SHARED 05 12600 D ANSOFT CORP COM 036384105 61 9047 SH SHARED 05 9047 D ANSOFT CORP COM 036384105 1217 180300 SH SHARED 01 180300 D ANTEC CORP COM 03664P105 28878 3652700 SH SHARED 01 3652700 D ANTEC CORP COM 03664P105 395 50000 SH SHARED 04 50000 D ANTEC CORP COM 03664P105 39 5000 SH SHARED 05 5000 D ANTENNA TV SA SPONSORED ADR 03672N100 0 33 SH SHARED 05 33 D ANTEX BIOLOGICS INC COM NEW 03672W308 1 1000 SH SHARED 02 1000 D ANTENNA PRODS INC COM 036728103 1 955 SH SHARED 02 955 D ANTHONY & SYLVAN POOLS CORP COM 036762102 0 1 SH SHARED 01 1 D ANSWERTHINK INC COM 036916104 0 185 SH SHARED 01 185 D ANSWERTHINK INC COM 036916104 150 41605 SH SHARED 01 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COM 03746E102 35 228024 SH SHARED 04 228024 D APARTMENT INVT & MGMT CO CL A 03748R101 5437 108894 SH SHARED 01 108894 D APARTMENT INVT & MGMT CO CL A 03748R101 1790 35864 SH SHARED 02 23456 12408 D APARTMENT INVT & MGMT CO CL A 03748R101 319 6400 SH SHARED 04 6400 D APERIAN INC COM 037531100 3 4669 SH SHARED 04 4669 D APERIAN INC COM 037531100 11 17664 SH SHARED 01 14524 3140 D APERIAN INC COM 037531100 0 6 SH SHARED 02 6 D APERIAN INC COM 037531100 3 4815 SH SHARED 04 4815 D APEX MUN FD INC COM 037580107 129 16200 SH SHARED 04 16200 D APHTON CORP COM 03759P101 11 650 SH SHARED 04 650 D APHTON CORP COM 03759P101 276 15366 SH SHARED 01 15366 D APHTON CORP COM 03759P101 98 5479 SH SHARED 04 5479 D APOGEE ENTERPRISES INC COM 037598109 1 212 SH SHARED 04 212 D APOGENT TECHNOLOGIES INC COM 03760A101 2881 140542 SH SHARED 01 140542 D APOGENT TECHNOLOGIES INC COM 03760A101 1590 77600 SH SHARED 04 77600 D APOGENT TECHNOLOGIES INC COM 03760A101 282 13800 SH SHARED 05 13800 D APOLLO GROUP INC CL 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1354 14400 SH SHARED 05 14400 D APPLERA CORP COM CE GEN GRP 038020202 3846 106470 SH SHARED 01 79750 26720 D APPLERA CORP COM CE GEN GRP 038020202 54 1516 SH SHARED 02 1516 D APPLERA CORP COM CE GEN GRP 038020202 404 11200 SH SHARED 04 11200 D APPLERA CORP COM CE GEN GRP 038020202 321 8900 SH SHARED 05 8900 D APPLICA INC COM 03815A106 255 52508 SH SHARED 01 52508 D APPLICA INC COM 03815A106 43 8946 SH SHARED 04 8946 D APPLIED DIGITAL SOLUTIONS COM 038188108 13 20220 SH SHARED 04 20220 D APPLIED EXTRUSION TECHNOLOGIES COM 038196101 0 68 SH SHARED 04 68 D APPLIED FILMS CORP COM 038197109 7455 364800 SH SHARED 01 364800 D APPLIED INDL TECHNOLOGIES INC COM 03820C105 776 37768 SH SHARED 01 37768 D APPLIED INDL TECHNOLOGIES INC COM 03820C105 158 7716 SH SHARED 04 7716 D APPLIED IMAGING CORP COM 03820G106 3 935 SH SHARED 04 935 D APPLIED IMAGING CORP COM 03820G106 18 5000 SH SHARED 02 5000 D APPLIED MICRO CIRCUITS CORP COM 03822W109 4 56 SH SHARED 02 56 D APPLIED MICRO CIRCUITS CORP COM 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038236105 108 9034 SH SHARED 04 9034 D APPLIED SIGNAL TECHNOLOGY INC COM 038237103 31 6209 SH SHARED 04 6209 D APPLIEDTHEORY CORP COM 03828R104 10 5494 SH SHARED 04 5494 D APPLIEDTHEORY CORP COM 03828R104 19 9800 SH SHARED 01 9800 D APPLIEDTHEORY CORP COM 03828R104 5 2896 SH SHARED 04 2896 D APPLIX INC COM 038316105 42 17185 SH SHARED 04 17185 D APTIMUS INC COM 03833V108 6 8731 SH SHARED 04 8731 D APTIMUS INC COM 03833V108 31 42500 SH SHARED 02 42500 D APTIMUS INC COM 03833V108 0 118 SH SHARED 04 118 D APTARGROUP INC COM 038336103 1827 62215 SH SHARED 01 62215 D APTARGROUP INC COM 038336103 410 13966 SH SHARED 04 13966 D ARADIGM CORP COM 038505103 28 1982 SH SHARED 04 1982 D ARADIGM CORP COM 038505103 582 39800 SH SHARED 01 33740 6060 D ARADIGM CORP COM 038505103 101 6943 SH SHARED 04 6943 D ARCH CHEMICALS INC COM 03937R102 656 36988 SH SHARED 01 36988 D ARCH CHEMICALS INC COM 03937R102 26 1500 SH SHR/OTHR 01 1500 D ARCH CHEMICALS INC COM 03937R102 130 7372 SH SHARED 04 7372 D ARCH COAL INC COM 039380100 554 39260 SH SHARED 01 39159 101 D ARCH COAL INC COM 039380100 91 6486 SH SHARED 04 6486 D ARCH COAL INC COM 039380100 5 400 SH SHARED 05 400 D ARCH WIRELESS INC COM 039392105 18 30030 SH SHARED 05 30030 D ARCH WIRELESS INC COM 039392105 46 74806 SH SHARED 01 73733 1073 D ARCH WIRELESS INC COM 039392105 32 52096 SH SHARED 04 52096 D ARCH WIRELESS INC WT EXP 090101 039392113 0 30605 SH SHARED 02 9000 21605 D ARCHER DANIELS MIDLAND CO COM 039483102 67744 4516284 SH SHARED 01 4516284 D ARCHER DANIELS MIDLAND CO COM 039483102 252 16840 SH SHR/OTHR 01 7008 9832 D ARCHER DANIELS MIDLAND CO COM 039483102 16 1086 SH SHARED 02 1086 D ARCHER DANIELS MIDLAND CO COM 039483102 7836 522448 SH SHARED 04 522448 D ARCHER DANIELS MIDLAND CO COM 039483102 223 14930 SH SHARED 05 14930 D ARCHSTONE CMNTYS TR SH BEN INT 039581103 2271 88200 SH SHARED 01 88200 D ARCHSTONE CMNTYS TR SH BEN INT 039581103 49 1934 SH SHARED 02 1714 220 D ARCHSTONE CMNTYS TR SH BEN INT 039581103 177 6900 SH SHARED 04 6900 D ARCTIC CAT INC COM 039670104 1 100 SH SHARED 04 100 D ARCTIC CAT INC COM 039670104 719 61888 SH SHARED 01 61888 D ARCTIC CAT INC COM 039670104 80 6937 SH SHARED 04 6937 D ARDEN GROUP INC CL A 039762109 34 819 SH SHARED 04 819 D ARDEN RLTY INC COM 039793104 2483 98843 SH SHARED 01 98843 D ARDEN RLTY INC COM 039793104 581 23149 SH SHARED 04 23149 D AREA BANCSHARES CORP NEW COM 039872106 38 2345 SH SHARED 04 2345 D AREA BANCSHARES CORP NEW COM 039872106 381 23150 SH SHARED 01 23150 D AREA BANCSHARES CORP NEW COM 039872106 89 5430 SH SHARED 04 5430 D AREMISSOFT CORP DEL COM 040026106 0 5 SH SHARED 04 5 D AREMISSOFT CORP DEL COM 040026106 1022 23953 SH SHARED 01 23953 D AREMISSOFT CORP DEL COM 040026106 188 4426 SH SHARED 04 4426 D ARENA PHARMACEUTICALS INC COM 040047102 0 55 SH SHARED 04 55 D ARGENTINA FD INC COM 040112104 62 6300 SH SHARED 01 6300 D ARGENTINA FD INC COM 040112104 62 6300 SH SHR/OTHR 01 6300 D ARGENTINA FD INC COM 040112104 2024 205000 SH SHARED 04 205000 D ARGONAUT GROUP INC COM 040157109 0 27 SH SHARED 04 27 D ARGONAUT GROUP INC COM 040157109 580 27650 SH SHARED 01 27650 D ARGONAUT GROUP INC COM 040157109 140 6714 SH SHARED 04 6714 D ARGONAUT TECHNOLOGIES INC COM 040175101 0 65 SH SHARED 04 65 D ARGOSY GAMING CO COM 040228108 679 35431 SH SHARED 01 35431 D ARGOSY GAMING CO COM 040228108 150 7837 SH SHARED 04 7837 D ARGUSS COMMUNICATIONS INC COM 040282105 163 17900 SH SHARED 01 17900 D ARGUSS COMMUNICATIONS INC COM 040282105 42 4700 SH SHARED 04 4700 D ARIAD PHARMACEUTICALS INC COM 04033A100 182 38418 SH SHARED 04 38418 D ARIAD PHARMACEUTICALS INC COM 04033A100 265 55800 SH SHARED 01 55800 D ARIAD PHARMACEUTICALS INC COM 04033A100 44 9390 SH SHARED 04 9390 D ARIEL CORP COM 04033M104 40 33763 SH SHARED 04 33763 D ARIBA INC COM 04033V104 7 149 SH SHARED 04 149 D ARIBA INC COM 04033V104 13111 244508 SH SHARED 01 244508 D ARIBA INC COM 04033V104 5 100 SH SHR/OTHR 01 100 D ARIBA INC COM 04033V104 11580 215952 SH SHARED 02 208141 7811 D ARIBA INC COM 04033V104 7445 138848 SH SHARED 04 138848 D ARIS CORP COM 04040A101 4 2440 SH SHARED 04 2440 D ARKANSAS BEST CORP DEL COM 040790107 1 75 SH SHARED 04 75 D ARKANSAS BEST CORP DEL COM 040790107 60 3300 SH SHARED 3300 D ARKANSAS BEST CORP DEL COM 040790107 572 31262 SH SHARED 01 31262 D ARKANSAS BEST CORP DEL COM 040790107 114 6246 SH SHARED 04 6246 D ARM HLDGS PLC SPONSORED ADR 042068106 176 7844 SH SHARED 04 7844 D ARMANINO FOODS DISTINCTION INC COM NO PAR 99 042166702 0 38 SH SHARED 04 38 D ARMOR HOLDINGS INC COM 042260109 336 19298 SH SHARED 01 19298 D ARMOR HOLDINGS INC COM 042260109 116 6705 SH SHARED 04 6705 D ARMSTRONG HLDGS INC COM 042384107 150 73093 SH SHARED 01 73093 D ARMSTRONG HLDGS INC COM 042384107 30 14876 SH SHARED 04 14876 D ARNOLD INDS INC COM 042595108 8 446 SH SHARED 04 446 D ARNOLD INDS INC COM 042595108 471 26200 SH SHARED 01 26200 D ARNOLD INDS INC COM 042595108 148 8237 SH SHARED 04 8237 D ARONEX PHARMACEUTICALS INC COM NEW 042666206 0 130 SH SHARED 04 130 D ARRAY BIOPHARMA INC COM 04269X105 2 265 SH SHARED 04 265 D ARRAY BIOPHARMA INC COM 04269X105 21 2410 SH SHARED 02 1410 1000 D ARROW ELECTRS INC COM 042735100 77 2700 SH SHARED 2700 D ARROW ELECTRS INC COM 042735100 3768 131637 SH SHARED 01 131237 400 D ARROW ELECTRS INC COM 042735100 8 300 SH SHR/OTHR 01 300 D ARROW ELECTRS INC COM 042735100 7 250 SH SHARED 02 250 D ARROW ELECTRS INC COM 042735100 2072 72400 SH SHARED 04 72400 D ARROW ELECTRS INC COM 042735100 120 4200 SH SHARED 05 4200 D ARROW FINL CORP COM 042744102 47 2451 SH SHARED 05 2451 D ARROW INTL INC COM 042764100 11 300 SH SHARED 05 300 D ARROW INTL INC COM 042764100 531 14100 SH SHARED 01 14100 D ARROW INTL INC COM 042764100 168 4466 SH SHARED 04 4466 D ARROW MAGNOLIA INTL INC COM 042768101 0 217 SH SHARED 02 217 D ART TECHNOLOGY GROUP INC COM 04289L107 5192 169900 SH SHARED 01 169900 D ART TECHNOLOGY GROUP INC COM 04289L107 155 5094 SH SHARED 04 5094 D ART TECHNOLOGY GROUP INC COM 04289L107 198 6500 SH SHARED 05 6500 D ARTISAN COMPONENTS INC COM 042923102 4 650 SH SHARED 05 650 D ARTISAN COMPONENTS INC COM 042923102 14 2000 SH SHARED 02 2000 D ARTESYN TECHNOLOGIES INC COM 043127109 496 31270 SH SHARED 02 31270 D ARTESYN TECHNOLOGIES INC COM 043127109 975 61457 SH SHARED 01 61457 D ARTESYN TECHNOLOGIES INC COM 043127109 200 12638 SH SHARED 04 12638 D ARTHROCARE CORP COM 043136100 3 170 SH SHARED 04 170 D ARTHROCARE CORP COM 043136100 766 39300 SH SHARED 01 39300 D ARTHROCARE CORP COM 043136100 19 1000 SH SHR/OTHR 01 1000 D ARTHROCARE CORP COM 043136100 2024 103800 SH SHARED 03 103800 D ARTHROCARE CORP COM 043136100 150 7713 SH SHARED 04 7713 D ARTISOFT INC COM 04314L106 0 35 SH SHARED 04 35 D ARTIFICIAL LIFE INC COM 04314Q105 26 5348 SH SHARED 04 5348 D ARTISTDIRECT INC COM 04315D103 8 16200 SH SHARED 02 16100 100 D ARVINMERITOR INC COM 043353101 1634 143702 SH SHARED 01 143702 D ARVINMERITOR INC COM 043353101 22 1986 SH SHARED 02 1986 D ARVINMERITOR INC COM 043353101 960 84412 SH SHARED 04 84412 D ARVINMERITOR INC COM 043353101 109 9585 SH SHARED 05 9585 D ASCENDANT SOLUTIONS INC COM 04349Y107 0 854 SH SHARED 05 854 D ASHFORD COM INC COM 044093102 10 33605 SH SHARED 05 33605 D ASHFORD COM INC COM 044093102 0 3000 SH SHARED 02 3000 D ASHLAND INC COM 044204105 534 14900 SH SHARED 14900 D ASHLAND INC COM 044204105 16244 452616 SH SHARED 01 452216 400 D ASHLAND INC COM 044204105 2508 69882 SH SHARED 04 69882 D ASHLAND INC COM 044204105 78 2200 SH SHARED 05 2200 D ASIA PAC FD INC COM 044901106 46 6000 SH SHARED 01 6000 D ASIA PACIFIC RESOURCES LTD COM 044902104 8 12376 SH SHARED 01 12376 D ASHTON TECHNOLOGY GROUP INC COM 045084100 4 5383 SH SHARED 01 5383 D ASHWORTH INC COM 04516H101 4 739 SH SHARED 01 739 D ASIA SATELLITE TELECOMMUNCNT SPONSORED ADR 04516X106 30 1500 SH SHARED 04 1500 D ASK JEEVES INC COM 045174109 0 81 SH SHARED 04 81 D ASK JEEVES INC COM 045174109 99 40700 SH SHARED 01 40700 D ASK JEEVES INC COM 045174109 8 3465 SH SHARED 02 300 3165 D ASK JEEVES INC COM 045174109 19 8160 SH SHARED 04 8160 D ASIAINFO HLDGS INC COM 04518A104 1 175 SH SHARED 04 175 D ASIAINFO HLDGS INC COM 04518A104 169 18110 SH SHARED 01 18110 D ASIAINFO HLDGS INC COM 04518A104 3 400 SH SHARED 04 400 D ASPECT COMMUNICATIONS CORP COM 04523Q102 485 60350 SH SHARED 01 60350 D ASPECT COMMUNICATIONS CORP COM 04523Q102 309 38400 SH SHARED 04 38400 D ASPECT MED SYS INC COM 045235108 98 11400 SH SHARED 01 8634 2766 D ASPECT MED SYS INC COM 045235108 3 454 SH SHARED 02 91 363 D ASPECT MED SYS INC COM 045235108 12 1449 SH SHARED 04 1449 D ASPEN TECHNOLOGY INC COM 045327103 4 131 SH SHARED 04 131 D ASPEN TECHNOLOGY INC COM 045327103 1718 51696 SH SHARED 01 51696 D ASPEN TECHNOLOGY INC COM 045327103 298 8975 SH SHARED 02 8975 D ASPEN TECHNOLOGY INC COM 045327103 386 11620 SH SHARED 04 11620 D ASPEON INC COM 045354107 0 279 SH SHARED 04 279 D ASPEON INC COM 045354107 1 1000 SH SHARED 02 1000 D ASSOCIATED BANC CORP COM 045487105 2808 92465 SH SHARED 01 92465 D ASSOCIATED BANC CORP COM 045487105 33 1093 SH SHARED 02 1093 D ASSOCIATED BANC CORP COM 045487105 1497 49300 SH SHARED 04 49300 D ASSOCIATED BANC CORP COM 045487105 276 9100 SH SHARED 05 9100 D ASSOCIATED ESTATES RLTY CORP COM 045604105 13 1700 SH SHARED 01 1700 D ASSOCIATED MATLS INC COM 045709102 0 25 SH SHARED 01 25 D AT HOME CORP COM SER A 045919107 306 55497 SH SHARED 01 55497 D AT HOME CORP COM SER A 045919107 1499 271095 SH SHARED 01 271095 D AT HOME CORP COM SER A 045919107 237 42865 SH SHARED 02 40629 2236 D AT HOME CORP COM SER A 045919107 32541 5883414 SH SHARED 04 5883414 D ASTEA INTL INC COM 04622E109 2 2450 SH SHARED 04 2450 D ASTEC INDS INC COM 046224101 3 242 SH SHARED 04 242 D ASTEC INDS INC COM 046224101 308 23360 SH SHARED 01 23360 D ASTEC INDS INC COM 046224101 32 2500 SH SHARED 02 2500 D ASTEC INDS INC COM 046224101 82 6231 SH SHARED 04 6231 D ASTORIA FINL CORP COM 046265104 632 11653 SH SHARED 04 78 11575 D ASTORIA FINL CORP COM 046265104 1075 19800 SH SHARED 19800 D ASTORIA FINL CORP COM 046265104 32915 606051 SH SHARED 01 604551 1500 D ASTORIA FINL CORP COM 046265104 2780 51189 SH SHARED 04 51189 D ASTORIA FINL CORP COM 046265104 206 3800 SH SHARED 05 3800 D ASTRAZENECA PLC SPONSORED ADR 046353108 7 150 SH SHR/OTHR 01 150 D ASTRAZENECA PLC SPONSORED ADR 046353108 139 2700 SH SHARED 04 2700 D ASTRO-MED INC NEW COM 04638F108 41 12000 SH SHARED 02 12000 D ASTROPOWER INC COM 04644A101 2 64 SH SHARED 02 64 D ASTROPOWER INC COM 04644A101 90 2900 SH SHARED 01 2900 D ASTROPOWER INC COM 04644A101 47 1500 SH SHR/OTHR 01 1500 D ASTROPOWER INC COM 04644A101 3264 104050 SH SHARED 03 104050 D AT RD INC COM 04648K105 14 6318 SH SHARED 03 6318 D AT RD INC COM 04648K105 51 23000 SH SHARED 02 23000 D ASYST TECHNOLOGY CORP COM 04648X107 0 22 SH SHARED 02 22 D ASYST TECHNOLOGY CORP COM 04648X107 911 67800 SH SHARED 01 67800 D ASYST TECHNOLOGY CORP COM 04648X107 405 30149 SH SHARED 04 30149 D ASYST TECHNOLOGY CORP COM 04648X107 9 700 SH SHARED 05 700 D AT TRACK COMMUNICATIONS INC COM 04648Y105 2 2681 SH SHARED 05 2681 D AT & T LATIN AMER CORP COM 04649A106 0 305 SH SHARED 05 305 D AT & T LATIN AMER CORP COM 04649A106 0 357 SH SHARED 02 357 D ATHEROGENICS INC COM 047439104 10 2174 SH SHARED 02 2174 D ATLANTIC COAST AIRLINES HLDGS COM 048396105 37 906 SH SHARED 02 906 D ATLANTIC COAST AIRLINES HLDGS COM 048396105 19843 485477 SH SHARED 01 485477 D ATLANTIC COAST AIRLINES HLDGS COM 048396105 4342 106250 SH SHARED 03 106250 D ATLANTIC COAST AIRLINES HLDGS COM 048396105 273 6694 SH SHARED 04 6694 D ATLANTIC DATA SERVICES COM 048523104 3 2700 SH SHARED 04 2700 D ATLAS AIR INC COM 049164106 1426 43710 SH SHARED 01 43710 D ATLAS AIR INC COM 049164106 73 2250 SH SHR/OTHR 01 2250 D ATLAS AIR INC COM 049164106 1009 30943 SH SHARED 04 30943 D ATLAS AIR INC COM 049164106 163 5000 SH SHARED 05 5000 D ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 47 2500 SH SHARED 01 2500 D ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 170 9000 SH SHR/OTHR 01 9000 D ATMEL CORP COM 049513104 178 15336 SH SHARED 01 15336 D ATMEL CORP COM 049513104 6399 550499 SH SHARED 01 550499 D ATMEL CORP COM 049513104 5569 479095 SH SHARED 02 449295 29800 D ATMEL CORP COM 049513104 117871 10139500 SH SHARED 04 10139500 D ATMEL CORP COM 049513104 1903 163700 SH SHARED 05 163700 D ATMOS ENERGY CORP COM 049560105 1442 59160 SH SHARED 01 59160 D ATMOS ENERGY CORP COM 049560105 18 750 SH SHARED 02 750 D ATMOS ENERGY CORP COM 049560105 300 12314 SH SHARED 04 12314 D ATOMIC BURRITO INC COM 04961R109 10 85150 SH SHARED 04 85150 D ATRIX LABS INC COM 04962L101 14 836 SH SHARED 04 836 D ATPLAN INC COM 04962Q100 6 883 SH SHARED 04 883 D ATTORNEYS COM INC COM 049866106 0 324 SH SHARED 04 324 D ATWOOD OCEANICS INC COM 050095108 955 21800 SH SHARED 01 21800 D ATWOOD OCEANICS INC COM 050095108 151 3463 SH SHARED 04 3463 D AUDIBLE INC COM 05069A104 48 110178 SH SHARED 04 110178 D AUDIBLE INC COM 05069A104 0 1487 SH SHARED 02 1487 D AUDIOHIGHWAY COM COM 050740109 0 314 SH SHARED 02 314 D AUDIOVOX CORP CL A 050757103 1 203 SH SHARED 02 203 D AUDIOVOX CORP CL A 050757103 352 39200 SH SHARED 01 39200 D AUDIOVOX CORP CL A 050757103 160 17847 SH SHARED 04 17847 D AULT INC COM 051503100 35 5000 SH SHARED 02 5000 D AURORA FOODS INC COM 05164B106 44 18200 SH SHARED 01 18200 D AURORA FOODS INC COM 05164B106 140 57492 SH SHARED 04 57492 D AURORA BIOSCIENCES CORP COM 051920106 1 34 SH SHARED 04 34 D AURORA BIOSCIENCES CORP COM 051920106 3844 122300 SH SHARED 01 122300 D AURORA BIOSCIENCES CORP COM 051920106 31 1000 SH SHR/OTHR 01 1000 D AURORA BIOSCIENCES CORP COM 051920106 1320 42000 SH SHARED 02 16450 25550 D AURORA BIOSCIENCES CORP COM 051920106 1035 32945 SH SHARED 04 32945 D AUSPEX SYS INC COM 052116100 0 134 SH SHARED 04 134 D AUTOBYTEL COM INC COM 05275N106 0 20 SH SHARED 04 20 D AUTOBYTEL COM INC COM 05275N106 3 1400 SH SHARED 01 1400 D AUTOBYTEL COM INC COM 05275N106 7 3000 SH SHARED 02 3000 D AUTOBYTEL COM INC COM 05275N106 0 15 SH SHARED 04 15 D AUTODESK INC COM 052769106 169 6300 SH SHARED 6300 D AUTODESK INC COM 052769106 11629 431718 SH SHARED 01 431718 D AUTODESK INC COM 052769106 139 5170 SH SHARED 02 5170 D AUTODESK INC COM 052769106 1269 47133 SH SHARED 04 47133 D AUTODESK INC COM 052769106 29 1100 SH SHARED 05 1100 D AUTOIMMUNE INC COM 052776101 4 3054 SH SHARED 05 3054 D AUTOLIV INC COM 052800109 1418 89017 SH SHARED 01 89017 D AUTOLIV INC COM 052800109 6 391 SH SHR/OTHR 01 153 238 D AUTOLIV INC COM 052800109 6 429 SH SHARED 02 429 D AUTOLIV INC COM 052800109 140 8800 SH SHARED 04 8800 D AUTOLOGIC INFORMATION INTL COM 052803103 0 54 SH SHARED 04 54 D AUTOMATIC DATA PROCESSING INC COM 053015103 305465 4824757 SH SHARED 01 4741757 83000 D AUTOMATIC DATA PROCESSING INC COM 053015103 3078 48626 SH SHR/OTHR 01 44726 3900 D AUTOMATIC DATA PROCESSING INC COM 053015103 500 7902 SH SHARED 02 766 7136 D AUTOMATIC DATA PROCESSING INC COM 053015103 329288 5201037 SH SHARED 04 5201037 D AUTOMATIC DATA PROCESSING INC COM 053015103 1209 19100 SH SHARED 05 19100 D AUTONATION INC COM 05329W102 61 10200 SH SHARED 10200 D AUTONATION INC COM 05329W102 1796 299367 SH SHARED 01 299367 D AUTONATION INC COM 05329W102 183 30500 SH SHARED 04 30500 D AUTOTOTE CORP CL A 053323101 8 2807 SH SHARED 01 2807 D AUTOWEB COM INC COM 053331104 0 379 SH SHARED 01 379 D AUTOZONE INC COM 053332102 726 25500 SH SHARED 25500 D AUTOZONE INC COM 053332102 25399 891206 SH SHARED 01 891206 D AUTOZONE INC COM 053332102 2915 102313 SH SHARED 04 102313 D AUTOZONE INC COM 053332102 296 10400 SH SHARED 05 10400 D AVADO BRANDS INC COM 05336P108 2 5314 SH SHARED 05 5314 D AVADO BRANDS INC COM 05336P108 5 9000 SH SHARED 02 9000 D AVADO BRANDS INC COM 05336P108 230 410300 SH SHARED 03 410300 D AVANIR PHARMACEUTICALS CL A 05348P104 38 7500 SH SHARED 02 7500 D AVANEX CORP COM 05348W109 40 681 SH SHARED 02 681 D AVANEX CORP COM 05348W109 5124 86030 SH SHARED 01 84930 1100 D AVANEX CORP COM 05348W109 303 5093 SH SHARED 02 4393 700 D AVANEX CORP COM 05348W109 30 513 SH SHARED 04 513 D AVANEX CORP COM 05348W109 238 4000 SH SHARED 05 4000 D AVALONBAY CMNTYS INC COM 053484101 11515 229739 SH SHARED 01 229739 D AVALONBAY CMNTYS INC COM 053484101 619 12362 SH SHARED 02 2702 9660 D AVALONBAY CMNTYS INC COM 053484101 310 6200 SH SHARED 04 6200 D AVANT CORP COM 053487104 1579 86265 SH SHARED 01 86265 D AVANT CORP COM 053487104 20 1100 SH SHR/OTHR 01 1100 D AVANT CORP COM 053487104 4 219 SH SHARED 02 219 D AVANT CORP COM 053487104 280 15312 SH SHARED 04 15312 D AVANTGO INC COM 05349M100 7 1150 SH SHARED 02 1150 D AVANT IMMUNOTHERAPEUTICS INC COM 053491106 3 457 SH SHARED 02 457 D AVANT IMMUNOTHERAPEUTICS INC COM 053491106 562 81748 SH SHARED 01 75147 6601 D AVANT IMMUNOTHERAPEUTICS INC COM 053491106 131 19120 SH SHARED 04 19120 D AVATAR HLDGS INC COM 053494100 2 128 SH SHARED 04 128 D AVAX TECHNOLOGIES INC COM PAR $0.004 053495305 49 13292 SH SHARED 02 13292 D AVAYA INC COM 053499109 21936 2127321 SH SHARED 01 2113704 13617 D AVAYA INC COM 053499109 303 29474 SH SHR/OTHR 01 20220 9254 D AVAYA INC COM 053499109 189 18407 SH SHARED 02 11336 7071 D AVAYA INC COM 053499109 4186 406026 SH SHARED 04 406026 D AVAYA INC COM 053499109 57 5600 SH SHARED 05 5600 D AVENTIS SPONSORED ADR 053561106 117 1400 SH SHARED 01 1400 D AVENTIS SPONSORED ADR 053561106 337 4000 SH SHARED 05 4000 D AVENUE A INC COM 053566105 28 15518 SH SHARED 05 15518 D AVENUE A INC COM 053566105 7 4000 SH SHARED 01 4000 D AVENUE A INC COM 053566105 3 2115 SH SHARED 04 2115 D AVERT INC COM 053596102 2 201 SH SHARED 04 201 D AVERT INC COM 053596102 584 44100 SH SHARED 01 44100 D AVERY DENNISON CORP COM 053611109 591 10775 SH SHARED 01 10775 D AVERY DENNISON CORP COM 053611109 80412 1465378 SH SHARED 01 1282376 183002 D AVERY DENNISON CORP COM 053611109 7644 139300 SH SHR/OTHR 01 69208 70092 D AVERY DENNISON CORP COM 053611109 130 2370 SH SHARED 02 100 2270 D AVERY DENNISON CORP COM 053611109 5064 92284 SH SHARED 04 92284 D AVERY DENNISON CORP COM 053611109 888 16200 SH SHARED 05 16200 D AVICI SYS INC COM 05367L109 247 10057 SH SHARED 05 10057 D AVICI SYS INC COM 05367L109 29 1180 SH SHARED 01 1180 D AVICI SYS INC COM 05367L109 492 20000 SH SHARED 05 20000 D AVID TECHNOLOGY INC COM 05367P100 5 320 SH SHARED 05 320 D AVID TECHNOLOGY INC COM 05367P100 56 3100 SH SHARED 3100 D AVID TECHNOLOGY INC COM 05367P100 10191 557950 SH SHARED 01 557950 D AVID TECHNOLOGY INC COM 05367P100 167 9173 SH SHARED 04 9173 D AVIGEN INC COM 053690103 4 197 SH SHARED 04 197 D AVIGEN INC COM 053690103 396 19100 SH SHARED 01 19100 D AVIGEN INC COM 053690103 134 6480 SH SHARED 04 6480 D AVIRON COM 053762100 2223 33278 SH SHARED 01 33278 D AVIRON COM 053762100 500 7489 SH SHARED 04 7489 D AVISTA CORP COM 05379B107 1689 82421 SH SHARED 01 82421 D AVISTA CORP COM 05379B107 401 19578 SH SHARED 04 19578 D AVISTAR COMMUNICATIONS CORP COM NEW 05379X208 2 475 SH SHARED 04 475 D AVISTAR COMMUNICATIONS CORP COM NEW 05379X208 528 117500 SH SHARED 01 117500 D AVIS GROUP HLDGS INC CL A 053790101 97 3000 SH SHARED 3000 D AVIS GROUP HLDGS INC CL A 053790101 27669 849740 SH SHARED 01 849740 D AVIS GROUP HLDGS INC CL A 053790101 68 2100 SH SHARED 02 2100 D AVIS GROUP HLDGS INC CL A 053790101 283 8702 SH SHARED 04 8702 D AVNET INC COM 053807103 25 1200 SH SHARED 1200 D AVNET INC COM 053807103 2907 135246 SH SHARED 01 134846 400 D AVNET INC COM 053807103 1696 78900 SH SHARED 04 78900 D AVNET INC COM 053807103 1941 90300 SH SHARED 05 90300 D AVOCENT CORP COM 053893103 1 43 SH SHARED 05 43 D AVOCENT CORP COM 053893103 2280 84478 SH SHARED 01 84478 D AVOCENT CORP COM 053893103 1211 44886 SH SHARED 04 44886 D AVOCENT CORP COM 053893103 151 5600 SH SHARED 05 5600 D AVON PRODS INC COM 054303102 244637 5109931 SH SHARED 01 5022814 87117 D AVON PRODS INC COM 054303102 4674 97647 SH SHR/OTHR 01 26830 70817 D AVON PRODS INC COM 054303102 100 2100 SH SHARED 02 2100 D AVON PRODS INC COM 054303102 9129 190696 SH SHARED 04 190696 D AWARE INC MASS COM 05453N100 5 319 SH SHARED 04 319 D AWARE INC MASS COM 05453N100 435 24561 SH SHARED 01 24561 D AWARE INC MASS COM 05453N100 8 500 SH SHARED 02 500 D AWARE INC MASS COM 05453N100 308 17388 SH SHARED 04 17388 D AXA SPONSORED ADR 054536107 4016 55933 SH SHARED 01 55503 430 D AXA SPONSORED ADR 054536107 311 4336 SH SHR/OTHR 01 3127 1209 D AXA SPONSORED ADR 054536107 2154 30000 SH SHARED 04 30000 D AXCELIS TECHNOLOGIES INC COM 054540109 41 4668 SH SHARED 04 4668 D AXCELIS TECHNOLOGIES INC COM 054540109 44 5000 SH SHARED 04 5000 D AXONYX INC COM 05461R101 63 10000 SH SHARED 01 10000 D AXONYX INC COM 05461R101 44 7000 SH SHARED 02 7000 D AXSYS TECHNOLOGIES INC COM 054615109 28 1054 SH SHARED 02 1054 D AXYS PHARMACEUTICALS INC COM 054635107 1 200 SH SHARED 02 200 D AZTEC TECHNOLOGY PARTNERS INC COM 05480L101 0 3948 SH SHARED 02 3948 D AZTEC TECHNOLOGY PARTNERS INC COM 05480L101 0 110 SH SHARED 01 110 D AZTEC TECHNOLOGY PARTNERS INC COM 05480L101 0 110 SH SHR/OTHR 01 110 D AZTAR CORP COM 054802103 143 11100 SH SHARED 11100 D AZTAR CORP COM 054802103 715 55310 SH SHARED 01 55310 D AZTAR CORP COM 054802103 182 14083 SH SHARED 04 14083 D BB&T CORP COM 054937107 93646 2509814 SH SHARED 01 2509814 D BB&T CORP COM 054937107 288 7721 SH SHR/OTHR 01 2800 4921 D BB&T CORP COM 054937107 4495 120480 SH SHARED 02 92397 28083 D BB&T CORP COM 054937107 11994 321452 SH SHARED 04 321452 D BB&T CORP COM 054937107 414 11100 SH SHARED 05 11100 D AZURIX CORP COM 05501M104 614 75000 SH SHARED 05 75000 D AZURIX CORP COM 05501M104 2508 306368 SH SHARED 01 306368 D AZURIX CORP COM 05501M104 123 15090 SH SHARED 04 15090 D B A S F A G SPONSORED ADR 055262505 6 145 SH SHARED 02 145 D BCE INC COM 05534B109 781 27000 SH SHARED 01 27000 D BCE INC COM 05534B109 3854 133200 SH SHARED 04 133200 D BEI TECHNOLOGIES INC COM 05538P104 0 71 SH SHARED 04 71 D BFX HOSPITALITY GROUP INC COM 055412100 0 4500 SH SHARED 02 4500 D BG PLC ADR FIN INST N 055434203 140 6910 SH SHARED 01 3136 3774 D BG PLC ADR FIN INST N 055434203 207 10192 SH SHR/OTHR 01 1567 8625 D BHC COMMUNICATIONS INC CL A 055448104 921 7133 SH SHARED 01 7133 D BHC COMMUNICATIONS INC CL A 055448104 51 400 SH SHARED 04 400 D BISYS GROUP INC COM 055472104 10737 206000 SH SHARED 01 205000 1000 D BISYS GROUP INC COM 055472104 62 1200 SH SHR/OTHR 01 1200 D BISYS GROUP INC COM 055472104 766 14700 SH SHARED 02 13500 1200 D BISYS GROUP INC COM 055472104 2178 41788 SH SHARED 04 41788 D BISYS GROUP INC COM 055472104 396 7600 SH SHARED 05 7600 D BJS WHOLESALE CLUB INC COM 05548J106 597 15575 SH SHARED 05 15575 D BJS WHOLESALE CLUB INC COM 05548J106 29973 781069 SH SHARED 01 754400 26669 D BJS WHOLESALE CLUB INC COM 05548J106 2107 54925 SH SHARED 04 54925 D BJ SVCS CO COM 055482103 45789 664816 SH SHARED 01 664816 D BJ SVCS CO COM 055482103 88 1280 SH SHARED 02 1280 D BJ SVCS CO COM 055482103 12190 177000 SH SHARED 04 177000 D BOK FINL CORP COM NEW 05561Q201 14 677 SH SHARED 04 677 D BOK FINL CORP COM NEW 05561Q201 231 10914 SH SHARED 01 10914 D BOK FINL CORP COM NEW 05561Q201 87 4131 SH SHARED 04 4131 D BP AMOCO P L C SPONSORED ADR 055622104 215 4498 SH SHR/OTHR 04 4498 D BP AMOCO P L C SPONSORED ADR 055622104 144384 3015858 SH SHARED 01 2874235 141623 D BP AMOCO P L C SPONSORED ADR 055622104 37648 786396 SH SHR/OTHR 01 406980 379416 D BP AMOCO P L C SPONSORED ADR 055622104 2419 50548 SH SHARED 02 14954 35594 D BP AMOCO P L C SPONSORED ADR 055622104 10776 225100 SH SHARED 04 225100 D BP AMOCO P L C SPONSORED ADR 055622104 9823 205200 SH SHARED 05 205200 D BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 23 1900 SH SHR/OTHR 01 1900 D BRE PROPERTIES INC CL A 05564E106 2582 81509 SH SHARED 01 81509 D BRE PROPERTIES INC CL A 05564E106 505 15960 SH SHR/OTHR 01 10260 5700 D BRE PROPERTIES INC CL A 05564E106 98 3100 SH SHARED 02 2000 1100 D BRE PROPERTIES INC CL A 05564E106 559 17662 SH SHARED 04 17662 D BNP RESIDENTIAL PPTYS INC COM 05564T103 23 3100 SH SHARED 02 2100 1000 D BSB BANCORP COM 055652101 154 11737 SH SHARED 01 11737 D BSB BANCORP COM 055652101 11 900 SH SHR/OTHR 01 900 D BSB BANCORP COM 055652101 45 3480 SH SHARED 04 3480 D BTG INC COM 05576J101 0 75 SH SHARED 04 75 D BMC SOFTWARE INC COM 055921100 516 36905 SH SHARED 04 20880 16025 D BMC SOFTWARE INC COM 055921100 26862 1918738 SH SHARED 01 1914063 4675 D BMC SOFTWARE INC COM 055921100 156 11182 SH SHR/OTHR 01 200 10982 D BMC SOFTWARE INC COM 055921100 515 36800 SH SHARED 02 2800 34000 D BMC SOFTWARE INC COM 055921100 4104 293149 SH SHARED 04 293149 D BMC SOFTWARE INC COM 055921100 67 4800 SH SHARED 05 4800 D BTU INTL INC COM 056032105 0 25 SH SHARED 05 25 D B2B INTERNET HOLDRS TR DEPOSTRY RCPT 056033103 2693 151200 SH SHARED 04 151200 D BACK YD BURGERS INC COM 05635W101 6 9562 SH SHARED 04 9562 D BACOU USA INC COM 056439102 179 6900 SH SHARED 01 6900 D BACOU USA INC COM 056439102 49 1895 SH SHARED 04 1895 D BAKER HUGHES INC COM 057224107 108490 2610335 SH SHARED 01 2592495 17840 D BAKER HUGHES INC COM 057224107 49 1200 SH SHR/OTHR 01 1200 D BAKER HUGHES INC COM 057224107 80 1934 SH SHARED 02 1934 D BAKER HUGHES INC COM 057224107 38092 916519 SH SHARED 04 916519 D BALDOR ELEC CO COM 057741100 955 45252 SH SHARED 01 45252 D BALDOR ELEC CO COM 057741100 195 9250 SH SHARED 02 2300 6950 D BALDOR ELEC CO COM 057741100 193 9171 SH SHARED 04 9171 D BALDWIN & LYONS INC CL B 057755209 11 504 SH SHARED 04 504 D BALDWIN & LYONS INC CL B 057755209 406 17500 SH SHARED 01 17500 D BALDWIN & LYONS INC CL B 057755209 103 4461 SH SHARED 04 4461 D BALDWIN PIANO & ORGAN CO COM 058246109 21 9950 SH SHARED 04 9950 D BALL CORP COM 058498106 621 13500 SH SHARED 13500 D BALL CORP COM 058498106 9945 215913 SH SHARED 01 215813 100 D BALL CORP COM 058498106 23 500 SH SHARED 02 500 D BALL CORP COM 058498106 1507 32735 SH SHARED 04 32735 D BALLANTYNE OMAHA INC COM 058516105 0 1358 SH SHARED 04 1358 D BALLARD PWR SYS INC COM 05858H104 0 3 SH SHARED 04 3 D BALLY TOTAL FITNESS HLDG CORP COM 05873K108 10222 301782 SH SHARED 01 299589 2193 D BALLY TOTAL FITNESS HLDG CORP COM 05873K108 8 250 SH SHARED 02 250 D BALLY TOTAL FITNESS HLDG CORP COM 05873K108 318 9398 SH SHARED 04 9398 D BALTIMORE TECHNOLOGIES PLC SPONSORED ADR 059284109 3 389 SH SHARED 04 389 D BANCFIRST CORP COM 05945F103 1 46 SH SHARED 04 46 D BANCFIRST CORP COM 05945F103 186 4700 SH SHARED 01 4700 D BANCFIRST CORP COM 05945F103 66 1673 SH SHARED 04 1673 D BANCINSURANCE CORP COM 05945K102 6 1430 SH SHARED 04 1430 D BANCFIRST CORP ZANESVILLE OHIO COM 059450106 1 68 SH SHARED 04 68 D BANCO SANTANDER CENT HISPANO ADR 05964H105 25 2448 SH SHARED 01 1224 1224 D BANCO SANTANDER CENT HISPANO ADR 05964H105 2 200 SH SHARED 02 200 D BANCO SANTANDER CHILE SPON ADR SER A 05965F108 58 3900 SH SHARED 01 3900 D BANCORPSOUTH INC COM 059692103 1380 113312 SH SHARED 01 113312 D BANCORPSOUTH INC COM 059692103 397 32657 SH SHARED 04 32657 D BANCROFT CONV FD INC COM 059695106 167 8800 SH SHARED 04 8800 D BANCWEST CORP NEW COM 059790105 96 3700 SH SHARED 3700 D BANCWEST CORP NEW COM 059790105 1752 67088 SH SHARED 01 60155 6933 D BANCWEST CORP NEW COM 059790105 240 9200 SH SHARED 04 9200 D BANDAG INC COM 059815100 1066 26300 SH SHARED 01 26300 D BANDAG INC COM 059815100 8 200 SH SHARED 02 200 D BANDAG INC COM 059815100 733 18071 SH SHARED 04 18071 D BANDAG INC COM 059815100 109 2700 SH SHARED 05 2700 D BANK OF AMERICA CORPORATION COM 060505104 19120 416800 SH SHARED 416800 D BANK OF AMERICA CORPORATION COM 060505104 555817 12115905 SH SHARED 01 12089908 25997 D BANK OF AMERICA CORPORATION COM 060505104 1389 30283 SH SHR/OTHR 01 1475 28808 D BANK OF AMERICA CORPORATION COM 060505104 3125 68131 SH SHARED 02 36433 31698 D BANK OF AMERICA CORPORATION COM 060505104 77569 1690895 SH SHARED 04 1690895 D BANK OF AMERICA CORPORATION COM 060505104 1302 28400 SH SHARED 05 28400 D BANK OF AMERICA CORPORATION COM 060505104 11302 246386 SH SHARED 06 246386 D BANK OF GRANITE CORP COM 062401104 391 16854 SH SHARED 01 16854 D BANK OF GRANITE CORP COM 062401104 103 4462 SH SHARED 04 4462 D BANK NEW YORK INC COM 064057102 1170 21210 SH SHARED 04 21210 D BANK NEW YORK INC COM 064057102 55 1000 SH SHR/OTHR 04 500 500 D BANK NEW YORK INC COM 064057102 63056 1142600 SH SHARED 1142600 D BANK NEW YORK INC COM 064057102 405415 7346210 SH SHARED 01 6672400 11000 662810 D BANK NEW YORK INC COM 064057102 17785 322284 SH SHR/OTHR 01 197562 124722 D BANK NEW YORK INC COM 064057102 3243 58769 SH SHARED 02 120 58649 D BANK NEW YORK INC COM 064057102 33616 609134 SH SHARED 04 609134 D BANK NEW YORK INC COM 064057102 4426 80200 SH SHARED 05 80200 D BANK NEW YORK INC COM 064057102 29116 527600 SH SHARED 06 527600 D BANK ONE CORP COM 06423A103 331659 9055551 SH SHARED 01 9040560 14991 D BANK ONE CORP COM 06423A103 19994 545925 SH SHR/OTHR 01 543495 2430 D BANK ONE CORP COM 06423A103 292 7994 SH SHARED 02 4315 3679 D BANK ONE CORP COM 06423A103 36815 1005195 SH SHARED 04 1005195 D BANK ONE CORP COM 06423A103 1065 29100 SH SHARED 06 29100 D BANK PLUS CORP COM 064446107 0 150 SH SHARED 06 150 D BANK TOKYO-MITSUBISHI LTD SPONSORED ADR 065379109 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CORP COM 066821109 83 3300 SH SHARED 05 3300 D BANYAN STRATEGIC RLTY TR SH BEN INT 06683M102 5 979 SH SHARED 05 979 D BANYAN STRATEGIC RLTY TR SH BEN INT 06683M102 5 1000 SH SHARED 04 1000 D BAR HBR BANKSHARES COM 066849100 1 100 SH SHARED 02 100 D BARCLAYS BK PLC ADR UNIT SERD2 06738C802 25 1000 SH SHARED 02 1000 D BARCLAYS BK PLC AM DEP NT RCPT 06738C836 5 200 SH SHARED 02 200 D BARCLAYS PLC ADR 06738E204 38 300 SH SHARED 01 300 D BARD C R INC COM 067383109 16572 355925 SH SHARED 01 355725 200 D BARD C R INC COM 067383109 97 2100 SH SHARED 02 1300 800 D BARD C R INC COM 067383109 2115 45443 SH SHARED 04 45443 D BARNES & NOBLE INC COM 067774109 127 4800 SH SHARED 4800 D BARNES & NOBLE INC COM 067774109 2807 105960 SH SHARED 01 105960 D BARNES & NOBLE INC COM 067774109 7 300 SH SHARED 02 300 D BARNES & NOBLE INC COM 067774109 1623 61262 SH SHARED 04 61262 D BARNES & NOBLE INC COM 067774109 227 8600 SH SHARED 05 8600 D BARNES GROUP INC COM 067806109 2409 121246 SH SHARED 01 26200 95046 D BARNES GROUP INC COM 067806109 128 6487 SH SHARED 04 6487 D BARNESANDNOBLE COM INC CL A 067846105 14 11255 SH SHARED 04 11255 D BARNESANDNOBLE COM INC CL A 067846105 80 61600 SH SHARED 01 55399 6201 D BARNESANDNOBLE COM INC CL A 067846105 5 4129 SH SHARED 04 4129 D BARRICK GOLD CORP COM 067901108 38627 2358213 SH SHARED 01 2357913 300 D BARRICK GOLD CORP COM 067901108 674 41160 SH SHARED 02 40860 300 D BARRICK GOLD CORP COM 067901108 20545 1254280 SH SHARED 04 1254280 D BARNWELL INDS INC COM 068221100 14 700 SH SHARED 01 700 D BARPOINT COM INC COM 068296102 0 500 SH SHARED 02 500 D BARR LABS INC COM 068306109 3425 46962 SH SHARED 01 46962 D BARR LABS INC COM 068306109 2424 33236 SH SHARED 04 33236 D BARRA INC COM 068313105 4 102 SH SHARED 04 102 D BARRA INC COM 068313105 77 1650 SH SHARED 1650 D BARRA INC COM 068313105 1469 31175 SH SHARED 01 31175 D BARRA INC COM 068313105 312 6637 SH SHARED 04 6637 D BARRETT RES CORP COM PAR $0.01 068480201 13296 234047 SH SHARED 01 234047 D BARRETT RES CORP COM PAR $0.01 068480201 641 11292 SH SHARED 04 11292 D BASS PUB LTD CO SPONSORED ADR 069904209 55 5000 SH SHARED 05 5000 D BASIN EXPL INC COM 070107107 5 232 SH SHARED 05 232 D BASIN EXPL INC COM 070107107 1963 76990 SH SHARED 01 76990 D BASIN EXPL INC COM 070107107 136 5371 SH SHARED 04 5371 D BASSETT FURNITURE INDS INC COM 070203104 7 700 SH SHARED 04 700 D BASSETT FURNITURE INDS INC COM 070203104 0 1 SH SHARED 01 1 D BATTLE MTN GOLD CO COM 071593107 441 261557 SH SHARED 01 261557 D BATTLE MTN GOLD CO COM 071593107 0 500 SH SHARED 02 500 D BATTLE MTN GOLD CO COM 071593107 5368 3182118 SH SHARED 04 3182118 D BAUSCH & LOMB INC COM 071707103 889 22000 SH SHARED 22000 D BAUSCH & LOMB INC COM 071707103 14369 355360 SH SHARED 01 354860 500 D BAUSCH & LOMB INC COM 071707103 3296 81511 SH SHARED 04 81511 D BAUSCH & LOMB INC COM 071707103 52 1300 SH SHARED 05 1300 D BAXTER INTL INC COM 071813109 204482 2315456 SH SHARED 01 2304890 10566 D BAXTER INTL INC COM 071813109 6816 77183 SH SHR/OTHR 01 75188 1995 D BAXTER INTL INC COM 071813109 375 4255 SH SHARED 02 2060 2195 D BAXTER INTL INC COM 071813109 29666 335924 SH SHARED 04 335924 D BAXTER INTL INC COM 071813109 1015 11500 SH SHARED 05 11500 D BAY BANCSHARES INC COM 07203N109 376 14700 SH SHARED 05 14700 D BAY VIEW CAP CORP DEL COM 07262L101 269 43190 SH SHARED 01 43190 D BAY VIEW CAP CORP DEL COM 07262L101 185 29700 SH SHARED 02 20000 9700 D BAY VIEW CAP CORP DEL COM 07262L101 106 17058 SH SHARED 04 17058 D BE AEROSPACE INC COM 073302101 35 2200 SH SHARED 01 2200 D BE FREE INC COM 073308108 4 2087 SH SHARED 01 2087 D BE FREE INC COM 073308108 85 39258 SH SHARED 01 38758 500 D BE FREE INC COM 073308108 24 11200 SH SHARED 02 11200 D BE FREE INC COM 073308108 20 9173 SH SHARED 04 9173 D BE INC COM 073309106 0 274 SH SHARED 04 274 D BE INC COM 073309106 2 3300 SH SHARED 02 3300 D BE SEMICONDUCTOR INDS N V NY REGSTRY SHS 073320103 6 700 SH SHARED 02 700 D BEA SYS INC COM 073325102 2844 42257 SH SHARED 02 42257 D BEA SYS INC COM 073325102 439513 6529494 SH SHARED 01 6529494 D BEA SYS INC COM 073325102 195 2900 SH SHR/OTHR 01 2900 D BEA SYS INC COM 073325102 2907 43195 SH SHARED 02 25920 17275 D BEA SYS INC COM 073325102 5230 77700 SH SHARED 04 77700 D BEACON POWER CORP COM 073677106 1 162 SH SHARED 04 162 D BEAR STEARNS COS INC COM 073902108 380 7500 SH SHARED 7500 D BEAR STEARNS COS INC COM 073902108 37347 736829 SH SHARED 01 736829 D BEAR STEARNS COS INC COM 073902108 70 1393 SH SHARED 02 1393 D BEAR STEARNS COS INC COM 073902108 5270 103985 SH SHARED 04 103985 D BEAR STEARNS COS INC COM 073902108 3466 68400 SH SHARED 05 68400 D BEASLEY BROADCAST GROUP INC CL A 074014101 34 4100 SH SHARED 01 4100 D BEASLEY BROADCAST GROUP INC CL A 074014101 6 800 SH SHARED 02 800 D BEASLEY BROADCAST GROUP INC CL A 074014101 26 3241 SH SHARED 04 3241 D BEAZER HOMES USA INC COM 07556Q105 1260 31500 SH SHARED 01 31500 D BEAZER HOMES USA INC COM 07556Q105 620 15500 SH SHARED 04 15500 D BEBE STORES INC COM 075571109 12 600 SH SHARED 04 600 D BEBE STORES INC COM 075571109 203 9511 SH SHARED 01 9511 D BEBE STORES INC COM 075571109 19 906 SH SHARED 04 906 D BECKMAN COULTER INC COM 075811109 830 19800 SH SHARED 19800 D BECKMAN COULTER INC COM 075811109 15213 362762 SH SHARED 01 362470 292 D BECKMAN COULTER INC COM 075811109 9 218 SH SHR/OTHR 01 218 D BECKMAN COULTER INC COM 075811109 3405 81200 SH SHARED 02 7000 74200 D BECKMAN COULTER INC COM 075811109 1820 43400 SH SHARED 04 43400 D BECKMAN COULTER INC COM 075811109 327 7800 SH SHARED 05 7800 D BECTON DICKINSON & CO COM 075887109 595 17200 SH SHR/OTHR 05 17200 D BECTON DICKINSON & CO COM 075887109 69179 1997965 SH SHARED 01 1984565 2600 10800 D BECTON DICKINSON & CO COM 075887109 2044 59035 SH SHR/OTHR 01 29035 30000 D BECTON DICKINSON & CO COM 075887109 299 8650 SH SHARED 02 5600 3050 D BECTON DICKINSON & CO COM 075887109 7405 213884 SH SHARED 04 213884 D BED BATH & BEYOND INC COM 075896100 51495 2301480 SH SHARED 01 2284280 17200 D BED BATH & BEYOND INC COM 075896100 656 29345 SH SHARED 02 600 28745 D BED BATH & BEYOND INC COM 075896100 5762 257538 SH SHARED 04 257538 D BEDFORD PPTY INVS INC COM PAR $0.02 076446301 516 25500 SH SHARED 01 25500 D BEDFORD PPTY INVS INC COM PAR $0.02 076446301 20 1000 SH SHARED 02 1000 D BEDFORD PPTY INVS INC COM PAR $0.02 076446301 136 6725 SH SHARED 04 6725 D BEL FUSE INC CL B 077347300 462 13595 SH SHARED 01 13595 D BEL FUSE INC CL B 077347300 113 3350 SH SHARED 04 3350 D BELCO OIL & GAS CORP COM 077410108 289 23259 SH SHARED 01 23259 D BELCO OIL & GAS CORP COM 077410108 86 6934 SH SHARED 04 6934 D BELCO OIL & GAS CORP PFD CONV 077410207 146 8000 SH SHR/OTHR 01 8000 D BELDEN INC COM 077459105 68 2700 SH SHARED 2700 D BELDEN INC COM 077459105 10827 426683 SH SHARED 01 426683 D BELDEN INC COM 077459105 20 800 SH SHR/OTHR 01 800 D BELDEN INC COM 077459105 243 9603 SH SHARED 04 9603 D BELL & HOWELL CO NEW COM 077852101 404 24500 SH SHARED 01 24500 D BELL & HOWELL CO NEW COM 077852101 4 300 SH SHARED 02 300 D BELL & HOWELL CO NEW COM 077852101 95 5808 SH SHARED 04 5808 D BELL CDA INTL INC COM 077914109 1 73 SH SHARED 04 73 D BELL MICROPRODUCTS INC COM 078137106 1 98 SH SHARED 04 98 D BELLSOUTH CORP COM 079860102 4 100 SH SHARED 04 100 D BELLSOUTH CORP COM 079860102 125791 3072800 SH SHARED 3072800 D BELLSOUTH CORP COM 079860102 1957076 47807022 SH SHARED 01 14105316 33701706 D BELLSOUTH CORP COM 079860102 9437 230536 SH SHR/OTHR 01 124512 106024 D BELLSOUTH CORP COM 079860102 1631 39845 SH SHARED 02 9888 29957 D BELLSOUTH CORP COM 079860102 65002 1587856 SH SHARED 04 1587856 D BELLSOUTH CORP COM 079860102 4408 107700 SH SHARED 05 107700 D BELLSOUTH CORP COM 079860102 1169 28580 SH SHARED 06 28580 D BELO A H CORP DEL COM SER A 080555105 7075 442227 SH SHARED 01 283617 158610 D BELO A H CORP DEL COM SER A 080555105 3056 191000 SH SHARED 04 191000 D BELO A H CORP DEL COM SER A 080555105 252 15800 SH SHARED 05 15800 D BEMIS INC COM 081437105 10905 324936 SH SHARED 01 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BSQUARE CORP COM 11776U102 2 485 SH SHARED 04 485 D BSQUARE CORP COM 11776U102 70 11800 SH SHARED 01 11800 D BSQUARE CORP COM 11776U102 27 4581 SH SHARED 04 4581 D BUCA INC COM 117769109 2 172 SH SHARED 04 172 D BUCA INC COM 117769109 83 5700 SH SHARED 01 5700 D BUCA INC COM 117769109 42 2895 SH SHARED 04 2895 D BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 129 4500 SH SHARED 01 4500 D BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 83 2900 SH SHR/OTHR 01 2900 D BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 141 4900 SH SHARED 02 3700 1200 D BUCKEYE TECHNOLOGIES INC COM 118255108 499 35500 SH SHARED 01 34500 1000 D BUCKEYE TECHNOLOGIES INC COM 118255108 7 500 SH SHARED 02 500 D BUCKEYE TECHNOLOGIES INC COM 118255108 147 10513 SH SHARED 04 10513 D BUCKLE INC COM 118440106 168 9600 SH SHARED 01 9600 D BUCKLE INC COM 118440106 54 3127 SH SHARED 04 3127 D BUDGET GROUP INC CL A 119003101 5 2500 SH SHARED 02 2500 D BUILDING MATLS HLDG CORP COM 120113105 0 45 SH SHARED 02 45 D BULL RUN CORP GA COM 120182100 0 92 SH SHARED 02 92 D BURLINGTON COAT FACTORY COM 121579106 562 29710 SH SHARED 01 29710 D BURLINGTON COAT FACTORY COM 121579106 127 6711 SH SHARED 04 6711 D BURLINGTON INDS INC COM 121693105 10 6167 SH SHARED 01 6167 D BURLINGTON INDS INC COM 121693105 655 374800 SH SHARED 04 374800 D BURLINGTON NORTHN SANTA FE CP COM 12189T104 94262 3329420 SH SHARED 01 3325516 3904 D BURLINGTON NORTHN SANTA FE CP COM 12189T104 5544 195822 SH SHR/OTHR 01 172737 23085 D BURLINGTON NORTHN SANTA FE CP COM 12189T104 63 2256 SH SHARED 02 2256 D BURLINGTON NORTHN SANTA FE CP COM 12189T104 10195 360127 SH SHARED 04 360127 D BURLINGTON RES INC COM 122014103 80450 1593080 SH SHARED 01 1591877 1203 D BURLINGTON RES INC COM 122014103 3596 71227 SH SHR/OTHR 01 60616 10611 D BURLINGTON RES INC COM 122014103 2007 39750 SH SHARED 02 1650 38100 D BURLINGTON RES INC COM 122014103 23932 473908 SH SHARED 04 473908 D BURLINGTON RES INC COM 122014103 1090 21600 SH SHARED 05 21600 D BURNHAM PAC PPTYS INC COM 12232C108 212 46000 SH SHARED 01 46000 D BURNHAM PAC PPTYS INC COM 12232C108 29 6400 SH SHR/OTHR 01 2000 4400 D BURNHAM PAC PPTYS INC COM 12232C108 4515 976227 SH SHARED 04 976227 D BURST COM INC COM 12284P106 0 550 SH SHARED 02 550 D BUSH INDS INC CL A 123164105 139 11980 SH SHARED 01 11980 D BUSH INDS INC CL A 123164105 38 3339 SH SHARED 04 3339 D BUSINESS OBJECTS S A SPONSORED ADR 12328X107 0 12 SH SHARED 04 12 D BUSINESS OBJECTS S A SPONSORED ADR 12328X107 11629 205386 SH SHARED 01 205386 D BUSINESS OBJECTS S A SPONSORED ADR 12328X107 2266 40029 SH SHARED 02 13029 27000 D BUSYBOX COM INC WT EXP 062705 123335119 0 100 SH SHARED 02 100 D BUY COM INC COM 124269101 1 1627 SH SHARED 02 1627 D BUY COM INC COM 124269101 26 40000 SH SHARED 02 40000 D BUY COM INC COM 124269101 3 5807 SH SHARED 04 5807 D C&D TECHNOLOGIES INC COM 124661109 107 2500 SH SHARED 2500 D C&D TECHNOLOGIES INC COM 124661109 8426 195120 SH SHARED 01 195120 D C&D TECHNOLOGIES INC COM 124661109 518 12000 SH SHARED 02 12000 D C&D TECHNOLOGIES INC COM 124661109 482 11175 SH SHARED 04 11175 D CAIS INTERNET INC COM 12476Q102 1 1964 SH SHARED 04 1964 D CAIS INTERNET INC COM 12476Q102 23 23906 SH SHARED 01 23906 D CAIS INTERNET INC COM 12476Q102 2 2463 SH SHARED 04 2463 D CBL & ASSOC PPTYS INC COM 124830100 850 33600 SH SHARED 01 33600 D CBL & ASSOC PPTYS INC COM 124830100 246 9727 SH SHARED 04 9727 D CCC INFORMATION SVCS GROUP INC COM 12487Q109 11 1914 SH SHARED 04 1914 D CCC INFORMATION SVCS GROUP INC COM 12487Q109 173 27700 SH SHARED 01 27700 D CCC INFORMATION SVCS GROUP INC COM 12487Q109 54 8728 SH SHARED 04 8728 D CB RICHARD ELLIS SVCS INC COM 12489L108 380 26050 SH SHARED 01 26050 D CB RICHARD ELLIS SVCS INC COM 12489L108 114 7832 SH SHARED 04 7832 D CBRL GROUP INC COM 12489V106 4 248 SH SHARED 04 248 D CBRL GROUP INC COM 12489V106 160 8800 SH SHARED 8800 D CBRL GROUP INC COM 12489V106 2209 121467 SH SHARED 01 121467 D CBRL GROUP INC COM 12489V106 27 1500 SH SHARED 02 1500 D CBRL GROUP INC COM 12489V106 1066 58628 SH SHARED 04 58628 D CBRL GROUP INC COM 12489V106 121 6700 SH SHARED 05 6700 D C BRIDGE INTERNET SOL INC COM 12500B105 0 125 SH SHARED 05 125 D C BRIDGE INTERNET SOL INC COM 12500B105 22 5800 SH SHARED 01 5800 D C BRIDGE INTERNET SOL INC COM 12500B105 6 1782 SH SHARED 04 1782 D CCBT FINL COS INC COM 12500Q102 25 1367 SH SHARED 04 1367 D C-CUBE MICROSYSTEMS INC NEW COM 12501N108 981 79678 SH SHARED 01 79678 D C-CUBE MICROSYSTEMS INC NEW COM 12501N108 257 20882 SH SHARED 02 20682 200 D C-CUBE MICROSYSTEMS INC NEW COM 12501N108 455 37020 SH SHARED 04 37020 D C-CUBE MICROSYSTEMS INC NEW COM 12501N108 110 9000 SH SHARED 05 9000 D C COR NET CORP COM 125010108 4 427 SH SHARED 05 427 D C COR NET CORP COM 125010108 394 40566 SH SHARED 01 40566 D C COR NET CORP COM 125010108 104 10719 SH SHARED 04 10719 D C D I CORP COM 125071100 390 26725 SH SHARED 01 26725 D C D I CORP COM 125071100 63 4353 SH SHARED 04 4353 D CD WHSE INC COM 12512W105 0 68 SH SHARED 04 68 D CDW COMPUTER CTRS INC COM 125129106 2235 80200 SH SHARED 01 80200 D CDW COMPUTER CTRS INC COM 125129106 10 360 SH SHARED 02 160 200 D CDW COMPUTER CTRS INC COM 125129106 1867 67000 SH SHARED 04 67000 D CDW COMPUTER CTRS INC COM 125129106 317 11400 SH SHARED 05 11400 D CEC ENTMT INC COM 125137109 1292 37878 SH SHARED 01 37878 D CEC ENTMT INC COM 125137109 631 18502 SH SHARED 04 18502 D CFS BANCORP INC COM 12525D102 1 155 SH SHARED 04 155 D CFM TECHNOLOGIES INC COM 12525K106 285 48553 SH SHARED 04 48553 D CH ENERGY GROUP INC COM 12541M102 1486 33219 SH SHARED 01 33119 100 D CH ENERGY GROUP INC COM 12541M102 210 4700 SH SHR/OTHR 01 4700 D CH ENERGY GROUP INC COM 12541M102 290 6482 SH SHARED 04 6482 D C H ROBINSON WORLDWIDE INC COM 12541W100 1 34 SH SHARED 04 34 D C H ROBINSON WORLDWIDE INC COM 12541W100 3662 116500 SH SHARED 01 109500 7000 D C H ROBINSON WORLDWIDE INC COM 12541W100 1958 62300 SH SHARED 04 62300 D C H ROBINSON WORLDWIDE INC COM 12541W100 352 11200 SH SHARED 05 11200 D CIGNA CORP COM 125509109 60408 456600 SH SHARED 456600 D CIGNA CORP COM 125509109 155273 1173647 SH SHARED 01 1162747 10900 D CIGNA CORP COM 125509109 1003 7584 SH SHR/OTHR 01 600 6984 D CIGNA CORP COM 125509109 331 2507 SH SHARED 02 1131 1376 D CIGNA CORP COM 125509109 17246 130357 SH SHARED 04 130357 D CIGNA HIGH INCOME SHS SH BEN INT 12551D109 12 3000 SH SHR/OTHR 01 3000 D CIT GROUP INC CL A 125577106 34083 1693602 SH SHARED 01 1693602 D CIT GROUP INC CL A 125577106 183 9125 SH SHARED 02 250 8875 D CIT GROUP INC CL A 125577106 4307 214026 SH SHARED 04 214026 D CIT GROUP INC CL A 125577106 108 5400 SH SHARED 05 5400 D CKE RESTAURANTS INC COM 12561E105 435 158242 SH SHARED 02 158242 D CLECO CORP NEW COM 12561W105 9912 181048 SH SHARED 01 178048 3000 D CLECO CORP NEW COM 12561W105 109 2000 SH SHR/OTHR 01 2000 D CLECO CORP NEW COM 12561W105 1277 23325 SH SHARED 04 23325 D CLECO CORP NEW COM 12561W105 164 3000 SH SHARED 05 3000 D CMGI INC COM 125750109 112 20074 SH SHARED 05 20074 D CMGI INC COM 125750109 1954 349435 SH SHARED 01 342185 7250 D CMGI INC COM 125750109 43 7790 SH SHR/OTHR 01 2500 5290 D CMGI INC COM 125750109 272 48642 SH SHARED 02 46588 2054 D CMGI INC COM 125750109 2188 391224 SH SHARED 04 391224 D CMGI INC COM 125750109 55 10000 SH SHARED 05 10000 D CMS ENERGY CORP COM 125896100 57 1800 SH SHARED 1800 D CMS ENERGY CORP COM 125896100 33032 1042451 SH SHARED 01 1036751 5700 D CMS ENERGY CORP COM 125896100 578 18243 SH SHR/OTHR 01 10343 7900 D CMS ENERGY CORP COM 125896100 26 824 SH SHARED 02 129 695 D CMS ENERGY CORP COM 125896100 3480 109834 SH SHARED 04 109834 D CMS ENERGY CORP COM 125896100 218 6900 SH SHARED 05 6900 D CPI CORP COM 125902106 312 15605 SH SHARED 01 15605 D CPI CORP COM 125902106 51 2575 SH SHARED 04 2575 D CPB INC COM 125903104 295 10600 SH SHARED 01 10600 D CPB INC COM 125903104 87 3121 SH SHARED 04 3121 D CSS INDS INC COM 125906107 487 22950 SH SHARED 01 20600 2350 D CSS INDS INC COM 125906107 47 2234 SH SHARED 04 2234 D C-MAC INDS INC COM 125920108 39 882 SH SHARED 01 882 D CNB FINL CORP COM 125921106 2 250 SH SHARED 01 250 D CSK AUTO CORP COM 125965103 93 24060 SH SHARED 01 24060 D CSK AUTO CORP COM 125965103 28 7374 SH SHARED 04 7374 D CNBT BANCSHARES INC COM 125972109 1 89 SH SHARED 04 89 D CNA FINL CORP COM 126117100 931 24050 SH SHARED 01 24050 D CNA FINL CORP COM 126117100 108 2800 SH SHARED 04 2800 D CNA INCOME SHS INC COM 126119106 14 2200 SH SHARED 02 2200 D CNA SURETY CORP COM 12612L108 296 20800 SH SHARED 01 20800 D CNA SURETY CORP COM 12612L108 36 2534 SH SHARED 02 2534 D CNA SURETY CORP COM 12612L108 92 6478 SH SHARED 04 6478 D CNF INC COM 12612W104 3877 114686 SH SHARED 01 114686 D CNF INC COM 12612W104 10 300 SH SHR/OTHR 01 300 D CNF INC COM 12612W104 1 50 SH SHARED 02 50 D CNF INC COM 12612W104 1700 50294 SH SHARED 04 50294 D CNF INC COM 12612W104 216 6400 SH SHARED 05 6400 D CNET NETWORKS INC COM 12613R104 160 10000 SH SHARED 05 10000 D CNET NETWORKS INC COM 12613R104 1090 68175 SH SHARED 01 68175 D CNET NETWORKS INC COM 12613R104 2965 185322 SH SHARED 02 184322 1000 D CNET NETWORKS INC COM 12613R104 691 43238 SH SHARED 04 43238 D CNS INC COM 126136100 38 10728 SH SHARED 04 10728 D C P CLARE CORP COM 12615K107 0 26 SH SHARED 04 26 D CRH PLC ADR 12626K203 0 16 SH SHARED 04 16 D CSG SYS INTL INC COM 126349109 38 820 SH SHARED 04 820 D CSG SYS INTL INC COM 126349109 3285 70000 SH SHARED 01 70000 D CSG SYS INTL INC COM 126349109 333 7100 SH SHARED 02 6400 700 D CSG SYS INTL INC COM 126349109 1816 38700 SH SHARED 04 38700 D CSG SYS INTL INC COM 126349109 323 6900 SH SHARED 05 6900 D CSX CORP COM 126408103 46196 1781099 SH SHARED 01 1711099 68200 1800 D CSX CORP COM 126408103 659 25414 SH SHR/OTHR 01 19014 6400 D CSX CORP COM 126408103 36 1400 SH SHARED 02 500 900 D CSX CORP COM 126408103 5158 198894 SH SHARED 04 198894 D CTC COMMUNICATIONS GROUP INC COM 126419100 88 19235 SH SHARED 04 19235 D CTC COMMUNICATIONS GROUP INC COM 126419100 141 30648 SH SHARED 01 30648 D CTC COMMUNICATIONS GROUP INC COM 126419100 28 6243 SH SHARED 04 6243 D CT COMMUNICATIONS INC COM NEW 126426402 19 1351 SH SHARED 04 1351 D CT COMMUNICATIONS INC COM NEW 126426402 449 32000 SH SHARED 01 32000 D CT COMMUNICATIONS INC COM NEW 126426402 88 6265 SH SHARED 04 6265 D CT HLDGS INC COM 12643Y103 4 16645 SH SHARED 04 16645 D CTS CORP COM 126501105 1814 49792 SH SHARED 01 49192 600 D CTS CORP COM 126501105 3 100 SH SHARED 02 100 D CTS CORP COM 126501105 588 16139 SH SHARED 04 16139 D CUNO INC COM 126583103 860 32100 SH SHARED 01 32100 D CUNO INC COM 126583103 168 6271 SH SHARED 04 6271 D CVB FINL CORP COM 126600105 280 16529 SH SHARED 01 16529 D CVB FINL CORP COM 126600105 114 6715 SH SHARED 04 6715 D CVS CORP COM 126650100 1511 25220 SH SHARED 04 25220 D CVS CORP COM 126650100 47 800 SH SHR/OTHR 04 500 300 D CVS CORP COM 126650100 605500 10102290 SH SHARED 01 8029254 2073036 D CVS CORP COM 126650100 134363 2241753 SH SHR/OTHR 01 1043431 1198322 D CVS CORP COM 126650100 1360 22696 SH SHARED 02 2000 20696 D CVS CORP COM 126650100 24821 414125 SH SHARED 04 414125 D CVS CORP COM 126650100 263 4400 SH SHARED 05 4400 D CVS CORP COM 126650100 48896 815800 SH SHARED 06 815800 D CV THERAPEUTICS INC COM 126667104 9 138 SH SHARED 06 138 D CV THERAPEUTICS INC COM 126667104 2147 30358 SH SHARED 01 30358 D CV THERAPEUTICS INC COM 126667104 442 6260 SH SHARED 04 6260 D CABLEVISION SYS CORP CL A 12686C109 8162 96100 SH SHARED 01 96100 D CABLEVISION SYS CORP CL A 12686C109 1248 14700 SH SHARED 02 2450 12250 D CABLEVISION SYS CORP CL A 12686C109 713 8400 SH SHARED 04 8400 D CABLEVISION SYS CORP CL A 12686C109 526 6200 SH SHARED 05 6200 D CABLETRON SYS INC COM 126920107 263 17500 SH SHARED 05 17500 D CABLETRON SYS INC COM 126920107 18832 1250313 SH SHARED 01 1244038 6275 D CABLETRON SYS INC COM 126920107 42 2814 SH SHARED 02 114 2700 D CABLETRON SYS INC COM 126920107 3233 214678 SH SHARED 04 214678 D CABLETRON SYS INC COM 126920107 54 3600 SH SHARED 05 3600 D CABLE DESIGN TECHNOLOGIES CORP COM 126924109 35 2100 SH SHARED 2100 D CABLE DESIGN TECHNOLOGIES CORP COM 126924109 1266 75309 SH SHARED 01 75309 D CABLE DESIGN TECHNOLOGIES CORP COM 126924109 287 17096 SH SHARED 04 17096 D CACHEFLOW INC COM 126946102 0 36 SH SHARED 04 36 D CACHEFLOW INC COM 126946102 361 21200 SH SHARED 01 21200 D CACHEFLOW INC COM 126946102 8 500 SH SHR/OTHR 01 500 D CACHEFLOW INC COM 126946102 155 9100 SH SHARED 04 9100 D CABOT CORP COM 127055101 2185 82870 SH SHARED 01 82470 400 D CABOT CORP COM 127055101 1289 48900 SH SHARED 04 48900 D CABOT CORP COM 127055101 200 7600 SH SHARED 05 7600 D CABOT INDUSTRIAL TRUST COM 127072106 1018 53100 SH SHARED 01 53100 D CABOT INDUSTRIAL TRUST COM 127072106 306 15968 SH SHARED 04 15968 D CABOT MICROELECTRONICS CORP COM 12709P103 336 6472 SH SHARED 04 6472 D CABOT MICROELECTRONICS CORP COM 12709P103 2523 48595 SH SHARED 01 48483 112 D CABOT MICROELECTRONICS CORP COM 12709P103 25 500 SH SHR/OTHR 01 500 D CABOT MICROELECTRONICS CORP COM 12709P103 1270 24468 SH SHARED 04 24468 D CABOT MICROELECTRONICS CORP COM 12709P103 160 3084 SH SHARED 05 3084 D CABOT OIL & GAS CORP CL A 127097103 2097 67264 SH SHARED 01 67264 D CABOT OIL & GAS CORP CL A 127097103 327 10489 SH SHARED 04 10489 D CABOT OIL & GAS CORP CL A 127097103 24 800 SH SHARED 05 800 D CACHE INC COM NEW 127150308 0 233 SH SHARED 05 233 D CACI INTL INC CL A 127190304 0 25 SH SHARED 05 25 D CACI INTL INC CL A 127190304 301 13100 SH SHARED 01 13100 D CACI INTL INC CL A 127190304 89 3908 SH SHARED 04 3908 D CADBURY SCHWEPPES PLC ADR 127209302 40 1400 SH SHARED 01 1400 D CADBURY SCHWEPPES PLC ADR 127209302 87 3000 SH SHARED 05 3000 D CADENCE DESIGN SYSTEM INC COM 127387108 11581 421157 SH SHARED 01 421157 D CADENCE DESIGN SYSTEM INC COM 127387108 8123 295382 SH SHARED 02 295382 D CADENCE DESIGN SYSTEM INC COM 127387108 5643 205200 SH SHARED 04 205200 D CADENCE DESIGN SYSTEM INC COM 127387108 665 24200 SH SHARED 05 24200 D CADIZ INC COM 127537108 402 45000 SH SHARED 01 45000 D CADIZ INC COM 127537108 123 13857 SH SHARED 04 13857 D CAL DIVE INTL INC COM 127914109 12 452 SH SHARED 04 452 D CAL DIVE INTL INC COM 127914109 1355 50918 SH SHARED 01 50918 D CAL DIVE INTL INC COM 127914109 255 9611 SH SHARED 04 9611 D CALDERA SYS INC COM 128780103 0 112 SH SHARED 04 112 D CALDERA SYS INC COM 128780103 38 19700 SH SHARED 01 19700 D CALDERA SYS INC COM 128780103 3 2010 SH SHARED 04 2010 D CALGON CARBON CORP COM 129603106 393 69250 SH SHARED 01 69250 D CALGON CARBON CORP COM 129603106 75 13202 SH SHARED 04 13202 D CALICO COMM INC COM 129897104 79 82532 SH SHARED 04 82532 D CALICO COMM INC COM 129897104 23 24100 SH SHARED 01 24100 D CALICO COMM INC COM 129897104 6 6597 SH SHARED 04 6597 D CALIFORNIA AMPLIFIER INC COM 129900106 276 29900 SH SHARED 01 29900 D CALIFORNIA AMPLIFIER INC COM 129900106 154 16653 SH SHARED 04 16653 D CALIBER LEARNING NETWORK INC COM 129914107 0 25 SH SHARED 04 25 D CALIBER LEARNING NETWORK INC COM 129914107 3 4000 SH SHARED 02 2000 2000 D CALIFORNIA COASTAL CMNTYS INC COM NEW 129915203 0 2 SH SHARED 01 2 D CALIFORNIA FED BK FSB LOS ANGL CONT LITIG REC 130209604 3 1601 SH SHARED 01 1601 D CALIFORNIA FED BK FSB LOS ANGL 2ND CONT LITIG 130209703 0 1459 SH SHARED 01 1459 D CALIFORNIA FED BK FSB LOS ANGL 2ND CONT LITIG 130209703 44 70800 SH SHARED 04 70800 D CALIFORNIA PIZZA KITCHEN INC COM 13054D109 10 380 SH SHARED 04 380 D CALIFORNIA PIZZA KITCHEN INC COM 13054D109 2 100 SH SHARED 02 100 D CALIFORNIA PIZZA KITCHEN INC COM 13054D109 2 100 SH SHARED 04 100 D CALIFORNIA WTR SVC GROUP COM 130788102 521 19300 SH SHARED 01 19300 D CALIFORNIA WTR SVC GROUP COM 130788102 144 5369 SH SHARED 04 5369 D CALIPER TECHNOLOGIES CORP COM 130876105 264 5627 SH SHARED 04 5627 D CALIPER TECHNOLOGIES CORP COM 130876105 564 12000 SH SHARED 01 12000 D CALIPER TECHNOLOGIES CORP COM 130876105 310 6603 SH SHARED 04 6603 D CALL-NET ENTERPRISES INC CL B NON-VTG 130910201 31 52782 SH SHARED 04 52782 D CALLAWAY GOLF CO COM 131193104 63 3400 SH SHARED 3400 D CALLAWAY GOLF CO COM 131193104 3290 176680 SH SHARED 01 175680 1000 D CALLAWAY GOLF CO COM 131193104 1720 92399 SH SHARED 04 92399 D CALLAWAY GOLF CO COM 131193104 188 10100 SH SHARED 05 10100 D CALLON PETE CO DEL COM 13123X102 1264 75800 SH SHARED 01 75800 D CALLON PETE CO DEL COM 13123X102 42 2567 SH SHARED 04 2567 D CALLOWAYS NURSERY INC COM 131255101 3 2632 SH SHARED 04 2632 D CALPINE CORP COM 131347106 87258 1936403 SH SHARED 01 1936403 D CALPINE CORP COM 131347106 167 3720 SH SHR/OTHR 01 3720 D CALPINE CORP COM 131347106 1154 25610 SH SHARED 02 10000 15610 D CALPINE CORP COM 131347106 12713 282138 SH SHARED 04 282138 D CALPINE CORP COM 131347106 905 20100 SH SHARED 05 20100 D CAMBRIDGE HEART INC COM 131910101 0 33 SH SHARED 05 33 D CAMBREX CORP COM 132011107 1502 33203 SH SHARED 01 33203 D CAMBREX CORP COM 132011107 444 9834 SH SHARED 04 9834 D CAMBRIDGE TECH PARTNERS MASS COM 132524109 4 1706 SH SHARED 04 1706 D CAMBRIDGE TECH PARTNERS MASS COM 132524109 391 149242 SH SHARED 01 149242 D CAMBRIDGE TECH PARTNERS MASS COM 132524109 0 200 SH SHARED 02 200 D CAMBRIDGE TECH PARTNERS MASS COM 132524109 54 20574 SH SHARED 04 20574 D CAMDEN PPTY TR SH BEN INT 133131102 11790 351969 SH SHARED 01 351969 D CAMDEN PPTY TR SH BEN INT 133131102 33 1000 SH SHARED 02 1000 D CAMDEN PPTY TR SH BEN INT 133131102 498 14871 SH SHARED 04 14871 D CAMINUS CORP COM 133766105 206 8900 SH SHARED 01 8800 100 D CAMINUS CORP COM 133766105 19 850 SH SHARED 02 300 550 D CAMINUS CORP COM 133766105 41 1782 SH SHARED 04 1782 D CAMPBELL SOUP CO COM 134429109 98126 2833974 SH SHARED 01 2830674 3300 D CAMPBELL SOUP CO COM 134429109 637 18400 SH SHR/OTHR 01 2800 15600 D CAMPBELL SOUP CO COM 134429109 31 900 SH SHARED 02 900 D CAMPBELL SOUP CO COM 134429109 11274 325612 SH SHARED 04 325612 D CANADIAN PAC LTD NEW COM 135923100 382 13400 SH SHARED 04 13400 D CANADIAN NATL RY CO COM 136375102 0 1 SH SHARED 01 1 D CANADIAN NATL RY CO COM 136375102 1579 53200 SH SHARED 04 53200 D CANADIAN NATL RY CO COM 136375102 5284 178000 SH SHARED 05 178000 D CANDELA CORP COM 136907102 0 60 SH SHARED 05 60 D CANDIES INC COM 137409108 0 40 SH SHARED 05 40 D CANNONDALE CORP COM 137798104 4 1168 SH SHARED 05 1168 D CANTAB PHARMACEUTICALS PLC SPON ADR NEW 138084207 29 5318 SH SHARED 05 5318 D CANTEL MEDICAL CORP COM 138098108 92 8500 SH SHARED 01 8500 D CAPITAL CITY BK GROUP INC COM 139674105 156 6300 SH SHARED 01 6300 D CAPITAL CITY BK GROUP INC COM 139674105 38 1568 SH SHARED 04 1568 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 8 600 SH SHARED 04 600 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 389 28204 SH SHARED 01 28204 D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 111 8058 SH SHARED 04 8058 D CAPITAL BEVERAGE CORP COM 139818108 3 6341 SH SHARED 04 6341 D CAPITAL CROSSING BK COM 140071101 7 642 SH SHARED 04 642 D CAPITAL ONE FINL CORP COM 14040H105 99471 1511452 SH SHARED 01 1510852 600 D CAPITAL ONE FINL CORP COM 14040H105 445 6775 SH SHR/OTHR 01 1000 5775 D CAPITAL ONE FINL CORP COM 14040H105 1038 15776 SH SHARED 02 15776 D CAPITAL ONE FINL CORP COM 14040H105 10106 153572 SH SHARED 04 153572 D CAPITAL ONE FINL CORP COM 14040H105 32030 486700 SH SHARED 06 486700 D CAPITOL FED FINL COM 14057C106 3 185 SH SHARED 06 185 D CAPITOL FED FINL COM 14057C106 778 46500 SH SHARED 01 46500 D CAPITOL FED FINL COM 14057C106 221 13194 SH SHARED 04 13194 D CAPSTONE TURBINE CORP COM 14067D102 56 2000 SH SHARED 01 1000 1000 D CAPSTONE TURBINE CORP COM 14067D102 50 1800 SH SHARED 02 1800 D CAPSTEAD MTG CORP COM NEW 14067E407 489 45021 SH SHARED 01 45021 D CAPSTEAD MTG CORP COM NEW 14067E407 73 6722 SH SHARED 04 6722 D CAPTEC NET LEASE REALTY INC COM 140724105 0 56 SH SHARED 04 56 D CAPTEC NET LEASE REALTY INC COM 140724105 3888 347600 SH SHARED 04 347600 D CARBIDE/GRAPHITE GROUP INC COM 140777103 10 5200 SH SHARED 01 5200 D CARBIDE/GRAPHITE GROUP INC COM 140777103 38 19000 SH SHARED 02 19000 D CARBO CERAMICS INC COM 140781105 198 5300 SH SHARED 01 5300 D CARBO CERAMICS INC COM 140781105 74 2002 SH SHARED 04 2002 D CARAUSTAR INDS INC COM 140909102 427 45611 SH SHARED 01 45611 D CARAUSTAR INDS INC COM 140909102 7 800 SH SHARED 02 800 D CARAUSTAR INDS INC COM 140909102 94 10061 SH SHARED 04 10061 D CARDIAC SCIENCE INC COM NEW 141410209 1 324 SH SHARED 04 324 D CARDIAC SCIENCE INC COM NEW 141410209 2 500 SH SHARED 02 500 D CARDIMA INC COM 14147M106 9 38595 SH SHARED 02 38595 D CARDINAL HEALTH INC COM 14149Y108 198480 1992279 SH SHARED 01 1990908 1371 D CARDINAL HEALTH INC COM 14149Y108 267 2688 SH SHR/OTHR 01 373 2315 D CARDINAL HEALTH INC COM 14149Y108 119 1200 SH SHARED 02 1200 D CARDINAL HEALTH INC COM 14149Y108 24275 243666 SH SHARED 04 243666 D CARDINAL HEALTH INC COM 14149Y108 747 7500 SH SHARED 05 7500 D CARDIODYNAMICS INTL CORP COM 141597104 24 7112 SH SHARED 05 7112 D CARDIODYNAMICS INTL CORP COM 141597104 125 36568 SH SHARED 01 36568 D CARDIODYNAMICS INTL CORP COM 141597104 41 11943 SH SHARED 04 11943 D CAREER EDUCATION CORP COM 141665109 4 122 SH SHARED 04 122 D CAREER EDUCATION CORP COM 141665109 1177 30092 SH SHARED 01 30092 D CAREER EDUCATION CORP COM 141665109 293 7491 SH SHARED 04 7491 D CAREMARK RX INC COM 141705103 48622 3585176 SH SHARED 01 3585176 D CAREMARK RX INC COM 141705103 4 302 SH SHR/OTHR 01 302 D CAREMARK RX INC COM 141705103 30 2265 SH SHARED 02 2265 D CAREMARK RX INC COM 141705103 1211 89324 SH SHARED 04 89324 D CARESCIENCE INC COM 141726109 0 845 SH SHARED 04 845 D CARESCIENCE INC COM 141726109 132 176900 SH SHARED 02 173400 3500 D CARESCIENCE INC COM 141726109 95 127200 SH SHARED 04 127200 D CARLISLE COS INC COM 142339100 2411 56166 SH SHARED 01 56166 D CARLISLE COS INC COM 142339100 1354 31542 SH SHARED 04 31542 D CARLISLE COS INC COM 142339100 171 4000 SH SHARED 05 4000 D CARLTON COMMUNICATIONS PLC ADR 142872209 2 52 SH SHARED 05 52 D CARNIVAL CORP COM 143658102 115138 3736814 SH SHARED 01 3734214 530 2070 D CARNIVAL CORP COM 143658102 49 1616 SH SHR/OTHR 01 1616 D CARNIVAL CORP COM 143658102 19236 624331 SH SHARED 04 624331 D CARNIVAL CORP COM 143658102 249 8100 SH SHARED 05 8100 D CARRIAGE SVCS INC CL A 143905107 15 9900 SH SHARED 01 9900 D CARPENTER TECHNOLOGY CORP COM 144285103 1438 41104 SH SHARED 01 41104 D CARPENTER TECHNOLOGY CORP COM 144285103 44 1272 SH SHARED 02 1272 D CARPENTER TECHNOLOGY CORP COM 144285103 751 21459 SH SHARED 04 21459 D CARPENTER TECHNOLOGY CORP COM 144285103 101 2900 SH SHARED 05 2900 D CARRAMERICA RLTY CORP COM 144418100 2032 64900 SH SHARED 01 64900 D CARRAMERICA RLTY CORP COM 144418100 109 3500 SH SHR/OTHR 01 3500 D CARRAMERICA RLTY CORP COM 144418100 187 6000 SH SHARED 04 6000 D CARREKER CORP COM 144433109 17755 510946 SH SHARED 01 268773 242173 D CARREKER CORP COM 144433109 154 4456 SH SHARED 04 4456 D CARRIER ACCESS CORP COM 144460102 6 695 SH SHARED 04 695 D CARRIER ACCESS CORP COM 144460102 217 24200 SH SHARED 01 24200 D CARRIER ACCESS CORP COM 144460102 92 10301 SH SHARED 04 10301 D CARRIER1 INTL S A ADR 144500303 7 2451 SH SHARED 04 2451 D CARRINGTON LABS INC COM 144525102 2 2045 SH SHARED 04 2045 D CARROLLTON BANCORP COM 145282109 26 2244 SH SHARED 02 2244 D CARTER WALLACE INC COM 146285101 2053 61542 SH SHARED 01 61542 D CARTER WALLACE INC COM 146285101 1239 37130 SH SHARED 04 37130 D CARTER WALLACE INC COM 146285101 210 6300 SH SHARED 05 6300 D CASCADE NAT GAS CORP COM 147339105 298 15850 SH SHARED 01 15850 D CASCADE NAT GAS CORP COM 147339105 81 4353 SH SHARED 04 4353 D CASELLA WASTE SYS INC CL A 147448104 17 2051 SH SHARED 04 2051 D CASELLA WASTE SYS INC CL A 147448104 211 24400 SH SHARED 01 24400 D CASELLA WASTE SYS INC CL A 147448104 94 10875 SH SHARED 04 10875 D CASEYS GEN STORES INC COM 147528103 41 2753 SH SHARED 04 2753 D CASEYS GEN STORES INC COM 147528103 1323 88636 SH SHARED 01 88636 D CASEYS GEN STORES INC COM 147528103 261 17502 SH SHARED 04 17502 D CASH AMER INTL INC COM 14754D100 154 35340 SH SHARED 01 35340 D CASH AMER INTL INC COM 14754D100 43 9944 SH SHARED 04 9944 D CASTLE DENTAL CTRS INC COM 14844P105 0 97 SH SHARED 04 97 D CATALINA MARKETING CORP COM 148867104 3447 88550 SH SHARED 01 88550 D CATALINA MARKETING CORP COM 148867104 1565 40200 SH SHARED 04 40200 D CATALINA MARKETING CORP COM 148867104 284 7300 SH SHARED 05 7300 D CATALYST INTL INC COM 14887T105 3 676 SH SHARED 05 676 D CATALYST SEMICONDUCTOR INC COM 148881105 4 1099 SH SHARED 05 1099 D CATALYTICA ENERGY SYS INC COM 148884109 0 4 SH SHARED 05 4 D CATALYTICA ENERGY SYS INC COM 148884109 199 11580 SH SHARED 01 11580 D CATALYTICA ENERGY SYS INC COM 148884109 4 248 SH SHR/OTHR 01 248 D CATALYTICA ENERGY SYS INC COM 148884109 34 2000 SH SHARED 02 2000 D CATALYTICA ENERGY SYS INC COM 148884109 36 2108 SH SHARED 04 2108 D CATALYTICA INC COM 148885106 0 6500 SH SHARED 01 6500 D CATAPULT COMMUNICATIONS CORP COM 149016107 2 150 SH SHARED 01 150 D CATELLUS DEV CORP COM 149111106 136 7800 SH SHARED 7800 D CATELLUS DEV CORP COM 149111106 3132 179016 SH SHARED 01 179016 D CATELLUS DEV CORP COM 149111106 17 1000 SH SHARED 02 1000 D CATELLUS DEV CORP COM 149111106 722 41257 SH SHARED 04 41257 D CATERPILLAR INC DEL COM 149123101 41932 886300 SH SHARED 886300 D CATERPILLAR INC DEL COM 149123101 119674 2529481 SH SHARED 01 2525131 4350 D CATERPILLAR INC DEL COM 149123101 837 17700 SH SHR/OTHR 01 17700 D CATERPILLAR INC DEL COM 149123101 426 9015 SH SHARED 02 9015 D CATERPILLAR INC DEL COM 149123101 26862 567780 SH SHARED 04 567780 D CATHAY BANCORP INC COM 149150104 1 19 SH SHARED 04 19 D CATHAY BANCORP INC COM 149150104 666 11300 SH SHARED 01 11300 D CATHAY BANCORP INC COM 149150104 204 3472 SH SHARED 04 3472 D CATO CORP NEW CL A 149205106 6 438 SH SHARED 04 438 D CATO CORP NEW CL A 149205106 524 38150 SH SHARED 01 38150 D CATO CORP NEW CL A 149205106 72 5259 SH SHARED 04 5259 D CAVALIER HOMES INC COM 149507105 108 123800 SH SHARED 04 123800 D CAVION TECHNOLOGIES INC CL A 149649105 5 5504 SH SHARED 04 5504 D CEDAR FAIR L P DEPOSITRY UNIT 150185106 25 1400 SH SHARED 02 1400 D CEDARA SOFTWARE CORP COM 150644102 4 2831 SH SHARED 02 2831 D CELADON GROUP INC COM 150838100 39 9000 SH SHARED 02 9000 D CELADON GROUP INC COM 150838100 21 5000 SH SHARED 02 5000 D CELL GENESYS INC COM 150921104 6 305 SH SHARED 02 305 D CELL GENESYS INC COM 150921104 16207 710500 SH SHARED 01 710500 D CELL GENESYS INC COM 150921104 300 13194 SH SHARED 04 13194 D CELLSTAR CORP COM 150925105 1 1090 SH SHARED 04 1090 D CELERITEK INC COM 150926103 5 150 SH SHARED 04 150 D CELERITEK INC COM 150926103 1017 26700 SH SHARED 01 26700 D CELERITEK INC COM 150926103 174 4586 SH SHARED 04 4586 D CELL THERAPEUTICS INC COM 150934107 24 551 SH SHARED 04 551 D CELL THERAPEUTICS INC COM 150934107 2325 51609 SH SHARED 01 51609 D CELL THERAPEUTICS INC COM 150934107 508 11290 SH SHARED 04 11290 D CELESTICA INC SUB VTG SHS 15101Q108 4233 78030 SH SHARED 01 78030 D CELESTICA INC SUB VTG SHS 15101Q108 1648 30390 SH SHARED 02 4400 25990 D CELESTICA INC SUB VTG SHS 15101Q108 1466 27034 SH SHARED 04 27034 D CELESTICA INC SUB VTG SHS 15101Q108 211 3900 SH SHARED 05 3900 D CELGENE CORP COM 151020104 3 100 SH SHARED 05 100 D CELGENE CORP COM 151020104 2494 76750 SH SHARED 01 71875 4875 D CELGENE CORP COM 151020104 211 6500 SH SHARED 04 6500 D CELL PATHWAYS INC NEW COM 15114R101 182 38383 SH SHARED 04 38383 D CELL PATHWAYS INC NEW COM 15114R101 211 44579 SH SHARED 01 44579 D CELL PATHWAYS INC NEW COM 15114R101 39 8380 SH SHARED 04 8380 D CELLPOINT INC COM 15115E109 0 24 SH SHARED 04 24 D CELLULAR TECHNICAL SVCS INC COM NEW 151167301 0 71 SH SHARED 04 71 D CELSION CORPORATION COM 15117N107 37 37867 SH SHARED 01 37867 D CELSION CORPORATION COM 15117N107 10 10000 SH SHARED 02 5000 5000 D CELSION CORPORATION COM 15117N107 18 18899 SH SHARED 04 18899 D CEMEX S A SPON ADR 5 ORD 151290889 52 2897 SH SHARED 01 2897 D CEMEX S A SPON ADR 5 ORD 151290889 0 18 SH SHARED 02 18 D CENIT BANCORP INC COM 15131W109 7 600 SH SHARED 02 600 D CENDANT CORP COM 151313103 50535 5250422 SH SHARED 01 5250422 D CENDANT CORP COM 151313103 4 500 SH SHR/OTHR 01 500 D CENDANT CORP COM 151313103 463 48200 SH SHARED 02 44000 4200 D CENDANT CORP COM 151313103 569547 59173751 SH SHARED 04 59173751 D CENDANT CORP COM 151313103 144 15000 SH SHARED 05 15000 D CENTAUR MNG & EXPL LTD SP ADRPAR$.20N 15133C507 0 33 SH SHARED 05 33 D CENTENNIAL BANCORP COM 15133T104 3 448 SH SHARED 05 448 D CENTENNIAL COMMUNCTNS CORP NEW CL A NEW 15133V208 193 10300 SH SHARED 01 10300 D CENTENNIAL COMMUNCTNS CORP NEW CL A NEW 15133V208 54 2914 SH SHARED 04 2914 D CENTENNIAL TECHNOLOGIES INC COM NEW 151392206 8 778 SH SHARED 04 778 D CENTENNIAL TECHNOLOGIES INC COM NEW 151392206 0 32 SH SHARED 01 32 D CENTER TR INC COM 151845104 360 77000 SH SHARED 02 47000 30000 D CENTER TR INC COM 151845104 130 27800 SH SHARED 04 27800 D CENTERPOINT PPTYS TR SH BEN INT 151895109 1563 33100 SH SHARED 01 33100 D CENTERPOINT PPTYS TR SH BEN INT 151895109 207 4400 SH SHR/OTHR 01 4400 D CENTERPOINT PPTYS TR SH BEN INT 151895109 380 8053 SH SHARED 04 8053 D CENTERSPAN COMMUNICATIONS CORP COM 152012100 14 1282 SH SHARED 04 1282 D CENTEX CONSTRUCTION PRODUCTS COM 15231R109 229 8400 SH SHARED 01 8400 D CENTEX CONSTRUCTION PRODUCTS COM 15231R109 78 2889 SH SHARED 04 2889 D CENTEX CORP COM 152312104 518 13800 SH SHARED 13800 D CENTEX CORP COM 152312104 22006 585884 SH SHARED 01 584684 1200 D CENTEX CORP COM 152312104 4 125 SH SHARED 02 125 D CENTEX CORP COM 152312104 2506 66725 SH SHARED 04 66725 D CENTEX CORP COM 152312104 48 1300 SH SHARED 05 1300 D CENTILLIUM COMMUNICATIONS INC COM 152319109 0 14 SH SHARED 05 14 D CENTILLIUM COMMUNICATIONS INC COM 152319109 166 7500 SH SHARED 01 7500 D CENTILLIUM COMMUNICATIONS INC COM 152319109 32 1462 SH SHARED 04 1462 D CENTRA SOFTWARE INC COM 15234X103 1 319 SH SHARED 04 319 D CENTRAL GARDEN & PET CO COM 153527106 59 8604 SH SHARED 04 8604 D CENTRAL GARDEN & PET CO COM 153527106 175 25532 SH SHARED 01 25532 D CENTRAL GARDEN & PET CO COM 153527106 49 7203 SH SHARED 04 7203 D CENTRAL PKG CORP COM 154785109 317 15850 SH SHARED 01 15850 D CENTRAL PKG CORP COM 154785109 96 4802 SH SHARED 04 4802 D CENTRAL VT PUB SVC CORP COM 155771108 8 700 SH SHARED 01 700 D CENTURA BKS INC COM 15640T100 1366 28316 SH SHARED 01 28316 D CENTURA BKS INC COM 15640T100 178 3700 SH SHARED 04 3700 D CENTURA SOFTWARE CORP COM 15640W103 1 1430 SH SHARED 04 1430 D CENTURY ALUM CO COM 156431108 0 63 SH SHARED 04 63 D CENTURY ALUM CO COM 156431108 157 13802 SH SHARED 01 13802 D CENTURY ALUM CO COM 156431108 54 4804 SH SHARED 04 4804 D CENTURY BANCORP INC N C COM 156433104 38 2053 SH SHARED 04 2053 D CENTURY BUSINESS SVCS INC COM 156490104 1 1618 SH SHARED 04 1618 D CENTURY BUSINESS SVCS INC COM 156490104 90 80870 SH SHARED 01 80870 D CENTURY BUSINESS SVCS INC COM 156490104 32 28947 SH SHARED 04 28947 D CENTURY SOUTH BKS INC COM 156683104 1689 50138 SH SHARED 04 50138 D CENTURY SOUTH BKS INC COM 156683104 424 12600 SH SHARED 01 12600 D CENTURY SOUTH BKS INC COM 156683104 594 17658 SH SHARED 04 17658 D CENTURYTEL INC COM 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157085101 293 3903 SH SHARED 04 3903 D CHALONE WINE GROUP LTD COM 157639105 1 210 SH SHARED 02 210 D CHAMPION ENTERPRISES INC COM 158496109 1264 459946 SH SHARED 01 459946 D CHAMPION ENTERPRISES INC COM 158496109 15 5700 SH SHR/OTHR 01 5700 D CHAMPION ENTERPRISES INC COM 158496109 50 18440 SH SHARED 04 18440 D CHAMPIONSHIP AUTO RACING TEAM COM 158711101 252 12000 SH SHARED 01 12000 D CHAMPIONSHIP AUTO RACING TEAM COM 158711101 96 4572 SH SHARED 04 4572 D CHAMPS ENTMT INC DEL COM 158787101 1 200 SH SHARED 04 200 D CHANNELL COML CORP COM 159186105 0 100 SH SHARED 04 100 D CHARLES & COLVARD LTD COM 159765106 24 17762 SH SHARED 04 17762 D CHARLES RIVER ASSOCIATES COM 159852102 128 12500 SH SHARED 01 12500 D CHARLES RIVER ASSOCIATES COM 159852102 20 2000 SH SHR/OTHR 01 2000 D CHARTER ONE FINL INC COM 160903100 41501 1437294 SH SHARED 01 1437294 D CHARTER ONE FINL INC COM 160903100 0 33 SH SHARED 02 33 D CHARTER ONE FINL INC COM 160903100 4944 171249 SH SHARED 04 171249 D CHARTER ONE FINL INC COM 160903100 104 3620 SH SHARED 05 3620 D CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 411 30600 SH SHARED 01 30600 D CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 106 7945 SH SHARED 04 7945 D CHARMING SHOPPES INC COM 161133103 5 987 SH SHARED 04 987 D CHARMING SHOPPES INC COM 161133103 1040 173418 SH SHARED 01 173418 D CHARMING SHOPPES INC COM 161133103 221 36875 SH SHARED 04 36875 D CHART INDS INC COM 16115Q100 2 500 SH SHR/OTHR 01 500 D CHARTER COMMUNICATIONS INC DEL CL A 16117M107 4 182 SH SHARED 01 182 D CHARTER COMMUNICATIONS INC DEL CL A 16117M107 129701 5717005 SH SHARED 01 5570500 146505 D CHARTER COMMUNICATIONS INC DEL CL A 16117M107 4 200 SH SHARED 02 200 D CHARTER COMMUNICATIONS INC DEL CL A 16117M107 195 8600 SH SHARED 04 8600 D CHARTERED SEMICONDUCTOR MFG ADR 16133R106 101 3850 SH SHARED 01 3850 D CHARTERED SEMICONDUCTOR MFG ADR 16133R106 181 6900 SH SHARED 04 6900 D CHARTERED SEMICONDUCTOR MFG ADR 16133R106 279 10600 SH SHARED 05 10600 D CHASE MANHATTAN CORP NEW COM 16161A108 1138 25050 SH SHARED 05 25050 D CHASE MANHATTAN CORP NEW COM 16161A108 17 375 SH SHR/OTHR 05 375 D CHASE MANHATTAN CORP NEW COM 16161A108 789180 17368670 SH SHARED 01 16974662 394008 D CHASE MANHATTAN CORP NEW COM 16161A108 12952 285056 SH SHR/OTHR 01 144470 140586 D CHASE MANHATTAN CORP NEW COM 16161A108 3485 76703 SH SHARED 02 21536 55167 D CHASE MANHATTAN CORP NEW COM 16161A108 102506 2256016 SH SHARED 04 2256016 D CHASE MANHATTAN CORP NEW COM 16161A108 8224 181000 SH SHARED 05 181000 D CHASE MANHATTAN CORP NEW COM 16161A108 49804 1096119 SH SHARED 06 1096119 D CHATEAU CMNTYS INC COM 161726104 910 29908 SH SHARED 01 29908 D CHATEAU CMNTYS INC COM 161726104 6 200 SH SHARED 02 200 D CHATEAU CMNTYS INC COM 161726104 258 8481 SH SHARED 04 8481 D CHATTEM INC COM 162456107 11 1987 SH SHARED 04 1987 D CHATTEM INC COM 162456107 8 1500 SH SHARED 02 1500 D CHEAP TICKETS INC COM 162672109 175 17950 SH SHARED 01 17950 D CHEAP TICKETS INC COM 162672109 33 3474 SH SHARED 04 3474 D 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33950 100 D CHELSEA GCA RLTY INC COM 163262108 46 1250 SH SHR/OTHR 01 1250 D CHELSEA GCA RLTY INC COM 163262108 230 6254 SH SHARED 04 6254 D CHEMED CORP COM 163596109 104 3100 SH SHARED 3100 D CHEMED CORP COM 163596109 722 21500 SH SHARED 01 21500 D CHEMED CORP COM 163596109 120 3574 SH SHARED 04 3574 D CHEMFIRST INC COM 16361A106 934 42375 SH SHARED 01 41775 600 D CHEMFIRST INC COM 16361A106 24 1100 SH SHR/OTHR 01 1100 D CHEMFIRST INC COM 16361A106 132 6028 SH SHARED 04 6028 D CHEMICAL FINL CORP COM 163731102 8 347 SH SHARED 04 347 D CHEMICAL FINL CORP COM 163731102 504 21573 SH SHARED 01 21573 D CHEMICAL FINL CORP COM 163731102 127 5474 SH SHARED 04 5474 D CHEROKEE INC DEL NEW COM 16444H102 3 400 SH SHARED 04 400 D CHESAPEAKE BIOLOGICAL LABS INC CL A 165146101 26 5871 SH SHARED 04 5871 D CHESAPEAKE CORP COM 165159104 535 26033 SH SHARED 01 26033 D CHESAPEAKE CORP COM 165159104 123 6029 SH SHARED 04 6029 D CHESAPEAKE ENERGY CORP COM 165167107 2225 219850 SH SHARED 01 219850 D CHESAPEAKE ENERGY CORP COM 165167107 524 51841 SH SHARED 04 51841 D CHEVRON CORPORATION COM 166751107 35 420 SH SHR/OTHR 04 420 D CHEVRON CORPORATION COM 166751107 40352 477900 SH SHARED 477900 D CHEVRON CORPORATION COM 166751107 711194 8422783 SH SHARED 01 8389104 33679 D CHEVRON CORPORATION COM 166751107 15657 185434 SH SHR/OTHR 01 133477 51957 D CHEVRON CORPORATION COM 166751107 1044 12365 SH SHARED 02 2525 9840 D CHEVRON CORPORATION COM 166751107 428760 5077869 SH SHARED 04 5077869 D CHEVRON CORPORATION COM 166751107 337 4000 SH SHARED 05 4000 D CHEVRON CORPORATION COM 166751107 28793 341000 SH SHARED 06 341000 D CHICOS FAS INC COM 168615102 4 193 SH SHARED 06 193 D CHICOS FAS INC COM 168615102 8582 411144 SH SHARED 01 411144 D CHICOS FAS INC COM 168615102 109 5257 SH SHARED 04 5257 D CHIEFTAIN INTL INC COM 16867C101 2102 76100 SH SHARED 01 76100 D CHIEFTAIN INTL INC COM 16867C101 149 5400 SH SHARED 04 5400 D CHILES OFFSHORE INC COM 16888M104 43 1750 SH SHARED 02 1750 D CHILDRENS PL RETAIL STORES INC COM 168905107 3 158 SH SHARED 02 158 D CHILDRENS PL RETAIL STORES INC COM 168905107 524 25900 SH SHARED 01 25900 D CHILDRENS PL RETAIL STORES INC COM 168905107 202 10000 SH SHARED 02 10000 D CHILDRENS PL RETAIL STORES INC COM 168905107 136 6719 SH SHARED 04 6719 D CHINA BROADBAND CORP LTD SPONSORED ADR 16936X102 0 25 SH SHARED 04 25 D CHINA RES DEV INC COM PAR $0.001 169406303 5 1762 SH SHARED 04 1762 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 108 4000 SH SHARED 02 4000 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 406 15000 SH SHARED 04 15000 D CHINA UNICOM LTD SPONSORED ADR 16945R104 31 2150 SH SHARED 01 2150 D CHINA UNICOM LTD SPONSORED ADR 16945R104 29 2000 SH SHARED 02 2000 D CHINAB2BSOURCING COM INC COM 169457108 0 200 SH SHARED 02 200 D CHINAB2BSOURCING COM INC WT EXP 042305 169457116 0 100 SH SHARED 02 100 D CHIPPAC INC CL A 169657103 0 64 SH SHARED 02 64 D CHIPPAC INC CL A 169657103 46 15500 SH SHARED 02 15500 D CHIPPAC INC CL A 169657103 5 1757 SH SHARED 04 1757 D CHOICE HOTELS INTL INC COM 169905106 943 68948 SH SHARED 01 68948 D CHOICE HOTELS INTL INC COM 169905106 278 20354 SH SHARED 04 20354 D CHIQUITA BRANDS INTL INC COM 170032106 86 86418 SH SHARED 01 75322 11096 D CHIQUITA BRANDS INTL INC COM 170032106 14 14530 SH SHARED 04 14530 D CHIRON CORP COM 170040109 44 1005 SH SHARED 04 1005 D CHIRON CORP COM 170040109 53190 1195303 SH SHARED 01 1193012 2291 D CHIRON CORP COM 170040109 451 10148 SH SHR/OTHR 01 7069 3079 D CHIRON CORP COM 170040109 249 5598 SH SHARED 02 3848 1750 D CHIRON CORP COM 170040109 9427 211848 SH SHARED 04 211848 D CHIRON CORP COM 170040109 271 6100 SH SHARED 05 6100 D CHITTENDEN CORP COM 170228100 1195 39443 SH SHARED 01 39443 D CHITTENDEN CORP COM 170228100 317 10490 SH SHARED 04 10490 D CHOICE ONE COMMUNICATION INC COM 17038P104 0 50 SH SHARED 04 50 D CHOICE ONE COMMUNICATION INC COM 17038P104 264 28350 SH SHARED 01 28350 D CHOICE ONE COMMUNICATION INC COM 17038P104 32 3472 SH SHARED 04 3472 D CHOICEPOINT INC COM 170388102 5610 85571 SH SHARED 01 84531 1040 D CHOICEPOINT INC COM 170388102 486 7414 SH SHR/OTHR 01 5314 2100 D CHOICEPOINT INC COM 170388102 1960 29900 SH SHARED 04 29900 D CHOICEPOINT INC COM 170388102 360 5500 SH SHARED 05 5500 D CHOLESTECH CORP COM 170393102 9 1665 SH SHARED 05 1665 D CHORDIANT SOFTWARE INC COM 170404107 0 272 SH SHARED 05 272 D CHORDIANT SOFTWARE INC COM 170404107 25 8500 SH SHARED 01 8500 D CHORDIANT SOFTWARE INC COM 170404107 5 1896 SH SHARED 04 1896 D CHRIS CRAFT INDS INC COM 170520100 2017 30336 SH SHARED 01 30336 D CHRIS CRAFT INDS INC COM 170520100 68 1030 SH SHARED 02 1030 D CHRIS CRAFT INDS INC COM 170520100 1815 27300 SH SHARED 04 27300 D CHRIS CRAFT INDS INC COM 170520100 305 4600 SH SHARED 05 4600 D CHRISTOPHER & BANKS CORP COM 171046105 4 152 SH SHARED 05 152 D CHRISTOPHER & BANKS CORP COM 171046105 95 3400 SH SHARED 3400 D CHRISTOPHER & BANKS CORP COM 171046105 7652 271500 SH SHARED 01 271500 D CHROMAVISION MED SYS INC COM 17111P104 9 3653 SH SHARED 01 3653 D CHROMAVISION MED SYS INC COM 17111P104 37 14296 SH SHARED 01 14296 D CHROMAVISION MED SYS INC COM 17111P104 14 5699 SH SHARED 04 5699 D CHROMATICS COLOR SCIENCES INTL COM NEW 171116304 0 245 SH SHARED 04 245 D CHRONIMED INC COM 171164106 6 500 SH SHARED 01 500 D CHRONIMED INC COM 171164106 6 500 SH SHR/OTHR 01 500 D CHUBB CORP COM 171232101 22083 255300 SH SHARED 255300 D CHUBB CORP COM 171232101 112253 1297724 SH SHARED 01 1285525 12199 D CHUBB CORP COM 171232101 1591 18400 SH SHR/OTHR 01 8300 10100 D CHUBB CORP COM 171232101 262 3030 SH SHARED 02 1000 2030 D CHUBB CORP COM 171232101 12646 146207 SH SHARED 04 146207 D CHURCH & DWIGHT INC COM 171340102 2469 110987 SH SHARED 01 91087 19900 D CHURCH & DWIGHT INC COM 171340102 1 50 SH SHARED 02 50 D CHURCH & DWIGHT INC COM 171340102 880 39566 SH SHARED 04 39566 D CHURCH & DWIGHT INC COM 171340102 111 5000 SH SHARED 05 5000 D CHURCHILL DOWNS INC COM 171484108 1 58 SH SHARED 05 58 D CHURCHILL DOWNS INC COM 171484108 319 10719 SH SHARED 01 10719 D CHURCHILL DOWNS INC COM 171484108 129 4350 SH SHARED 02 4350 D CHURCHILL DOWNS INC COM 171484108 133 4466 SH SHARED 04 4466 D CHYRON CORP COM NEW 171605207 15 12000 SH SHARED 02 12000 D CIBER INC COM 17163B102 403 82697 SH SHARED 01 81697 1000 D CIBER INC COM 17163B102 164 33691 SH SHARED 04 33691 D CIDCO INC COM 171768104 18 12302 SH SHARED 04 12302 D CIDCO INC COM 171768104 3 2500 SH SHARED 02 2500 D CIENA CORP COM 171779101 1 16 SH SHARED 02 16 D CIENA CORP COM 171779101 25433 313032 SH SHARED 01 304534 8498 D CIENA CORP COM 171779101 162 2000 SH SHR/OTHR 01 2000 D CIENA CORP COM 171779101 1716 21125 SH SHARED 02 6725 14400 D CIENA CORP COM 171779101 16274 200300 SH SHARED 04 200300 D CIGNA INVTS SECS INC COM 17179X106 3 200 SH SHARED 02 200 D CIMA LABS INC COM 171796105 6 107 SH SHARED 02 107 D CIMA LABS INC COM 171796105 57 882 SH SHARED 04 882 D CINCINNATI FINL CORP COM 172062101 41846 1057734 SH SHARED 01 1056993 741 D CINCINNATI FINL CORP COM 172062101 5210 131704 SH SHARED 04 131704 D CINCINNATI FINL CORP COM 172062101 130 3300 SH SHARED 05 3300 D CINERGY CORP COM 172474108 37705 1073461 SH SHARED 01 1069811 3650 D CINERGY CORP COM 172474108 184 5253 SH SHR/OTHR 01 153 5100 D CINERGY CORP COM 172474108 4588 130642 SH SHARED 04 130642 D CINERGY CORP COM 172474108 284 8100 SH SHARED 05 8100 D CIPHERGEN BIOSYSTEMS INC COM 17252Y104 3 241 SH SHARED 05 241 D CIPHERGEN BIOSYSTEMS INC COM 17252Y104 1 100 SH SHARED 04 100 D CIPRICO INC COM 172529109 0 19 SH SHARED 04 19 D CIRCOR INTL INC COM 17273K109 5 573 SH SHARED 01 573 D CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 16097 1399747 SH SHARED 01 1397747 2000 D CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 3825 332686 SH SHARED 04 332686 D CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 50 4400 SH SHARED 05 4400 D CISCO SYS INC COM 17275R102 1650 43145 SH SHARED 05 5000 38145 D CISCO SYS INC COM 17275R102 183 4800 SH SHR/OTHR 05 600 4200 D CISCO SYS INC COM 17275R102 95942 2508300 SH SHARED 2508300 D CISCO SYS INC COM 17275R102 2291086 59897680 SH SHARED 01 58251231 200 1646249 D CISCO SYS INC COM 17275R102 65597 1714957 SH SHR/OTHR 01 999587 715370 D CISCO SYS INC COM 17275R102 27925 730066 SH SHARED 02 424821 305245 D CISCO SYS INC COM 17275R102 310673 8122193 SH SHARED 04 8122193 D CISCO SYS INC COM 17275R102 3568 93300 SH SHARED 05 93300 D CISCO SYS INC COM 17275R102 111747 2921500 SH SHARED 06 2921500 D CIRRUS LOGIC CORP COM 172755100 227 12136 SH SHARED 06 12136 D CIRRUS LOGIC CORP COM 172755100 2258 120464 SH SHARED 01 120464 D CIRRUS LOGIC CORP COM 172755100 75 4000 SH SHARED 02 4000 D CIRRUS LOGIC CORP COM 172755100 1373 73231 SH SHARED 04 73231 D CIRRUS LOGIC CORP COM 172755100 217 11600 SH SHARED 05 11600 D CITADEL COMMUNICATIONS CORP COM 172853202 5 498 SH SHARED 05 498 D CITADEL COMMUNICATIONS CORP COM 172853202 643 53656 SH SHARED 01 53656 D CITADEL COMMUNICATIONS CORP COM 172853202 171 14316 SH SHARED 04 14316 D CINTAS CORP COM 172908105 10529 197977 SH SHARED 01 195727 2250 D CINTAS CORP COM 172908105 53 1000 SH SHARED 02 1000 D CINTAS CORP COM 172908105 7467 140400 SH SHARED 04 140400 D CINTAS CORP COM 172908105 1180 22200 SH SHARED 05 22200 D CITIGROUP INC COM 172967101 1780 34862 SH SHARED 05 34862 D CITIGROUP INC COM 172967101 61 1198 SH SHR/OTHR 05 532 666 D CITIGROUP INC COM 172967101 255061 4995142 SH SHARED 4995142 D CITIGROUP INC COM 172967101 2096059 41049293 SH SHARED 01 39958900 1090393 D CITIGROUP INC COM 172967101 36235 709637 SH SHR/OTHR 01 274888 434749 D CITIGROUP INC COM 172967101 14597 285886 SH SHARED 02 75448 210438 D CITIGROUP INC COM 172967101 271076 5308767 SH SHARED 04 5308767 D CITIGROUP INC COM 172967101 11933 233700 SH SHARED 05 233700 D CITIGROUP INC COM 172967101 110639 2166763 SH SHARED 06 2166763 D CITIZENS BKG CORP MICH COM 174420109 17 603 SH SHARED 06 603 D CITIZENS BKG CORP MICH COM 174420109 1891 65090 SH SHARED 01 65090 D CITIZENS BKG CORP MICH COM 174420109 532 18326 SH SHARED 04 18326 D CITIZENS COMMUNICATIONS CO COM 17453B101 3093 235707 SH SHARED 01 235707 D CITIZENS COMMUNICATIONS CO COM 17453B101 7 551 SH SHARED 02 551 D CITIZENS COMMUNICATIONS CO COM 17453B101 933 71100 SH SHARED 04 71100 D CITIZENS CMNTY BANCORP INC COM 174900100 14 1350 SH SHARED 04 1350 D CITRIX SYS INC COM 177376100 7 324 SH SHARED 04 324 D CITRIX SYS INC COM 177376100 28843 1281933 SH SHARED 01 1281933 D CITRIX SYS INC COM 177376100 22 1000 SH SHR/OTHR 01 1000 D CITRIX SYS INC COM 177376100 661 29394 SH SHARED 02 28630 764 D CITRIX SYS INC COM 177376100 315995 14044257 SH SHARED 04 14044257 D CITRIX SYS INC COM 177376100 47 2100 SH SHARED 05 2100 D CITY BK LYNNWOOD WASH COM 17770A109 6 311 SH SHARED 05 311 D CITY BK LYNNWOOD WASH COM 17770A109 184 8642 SH SHARED 01 8642 D CITY BK LYNNWOOD WASH COM 17770A109 74 3483 SH SHARED 04 3483 D CITY INVESTING CO LIQ TR UNIT BEN INT 177900107 221 169000 SH SHARED 04 169000 D CITY NATL CORP COM 178566105 2617 67432 SH SHARED 01 67432 D CITY NATL CORP COM 178566105 1342 34600 SH SHARED 04 34600 D CITY NATL CORP COM 178566105 322 8300 SH SHARED 05 8300 D CITY TELECOM H K LTD SPONSORED ADR 178677209 0 207 SH SHARED 05 207 D CLAIMSNET COM INC COM 179570106 0 175 SH SHARED 05 175 D CLAIRES STORES INC COM 179584107 1512 84321 SH SHARED 01 84321 D CLAIRES STORES INC COM 179584107 989 55167 SH SHARED 04 55167 D CLAIRES STORES INC COM 179584107 175 9800 SH SHARED 05 9800 D CLARCOR INC COM 179895107 986 47700 SH SHARED 01 47700 D CLARCOR INC COM 179895107 196 9499 SH SHARED 04 9499 D CLARENT CORP DEL COM 180461105 84 7500 SH SHARED 04 7500 D CLARENT CORP DEL COM 180461105 579 51200 SH SHARED 01 51200 D CLARENT CORP DEL COM 180461105 30 2720 SH SHARED 02 1520 1200 D CLARENT CORP DEL COM 180461105 300 26546 SH SHARED 04 26546 D CLARITI TELECOMM INTL LTD COM NEW 180638207 6 1893 SH SHARED 04 1893 D CLARK / BARDES HLDGS INC COM 180668105 0 34 SH SHARED 04 34 D CLARK DICK PRODTNS INC COM 181512104 2 177 SH SHARED 04 177 D CLARUS CORP COM 182707109 193 27700 SH SHARED 01 27700 D CLARUS CORP COM 182707109 50 7211 SH SHARED 02 7211 D CLARUS CORP COM 182707109 42 6137 SH SHARED 04 6137 D CLASSIC BANCSHARES INC COM 18272M104 0 29 SH SHARED 04 29 D CLASSIC COMMUNICATIONS INC CL A 182728204 130 59542 SH SHARED 04 59542 D CLAYTON HOMES INC COM 184190106 3140 273047 SH SHARED 01 273047 D CLAYTON HOMES INC COM 184190106 50 4404 SH SHARED 02 4404 D CLAYTON HOMES INC COM 184190106 1464 127350 SH SHARED 04 127350 D CLAYTON HOMES INC COM 184190106 209 18200 SH SHARED 05 18200 D CLEAN HARBORS INC COM 184496107 19 11144 SH SHARED 05 11144 D CLEAR CHANNEL COMMUNICATIONS COM 184502102 385491 7958624 SH SHARED 01 7953233 5391 D CLEAR CHANNEL COMMUNICATIONS COM 184502102 22669 468014 SH SHARED 02 363169 104845 D CLEAR CHANNEL COMMUNICATIONS COM 184502102 942898 19466496 SH SHARED 04 19466496 D CLEAR CHANNEL COMMUNICATIONS COM 184502102 649 13400 SH SHARED 06 13400 D CLEARLY CDN BEVERAGE CORP COM NEW 184901205 9 12734 SH SHARED 06 12734 D CLEARNET COMMUNICATIONS INC CL A NON-VTG 184902104 3 68 SH SHARED 04 68 D CLEVELAND CLIFFS INC COM 185896107 418 19400 SH SHARED 01 19400 D CLEVELAND CLIFFS INC COM 185896107 86 4022 SH SHARED 04 4022 D CLICK COMMERCE INC COM 18681D109 0 25 SH SHARED 04 25 D CLICKACTION INC COM 18681E107 0 143 SH SHARED 04 143 D CLICKACTION INC COM 18681E107 457 83200 SH SHARED 01 83200 D CLICK2LEARN COM INC COM 18681S106 82 8500 SH SHARED 01 8500 D CLICK2LEARN COM INC COM 18681S106 33 3481 SH SHARED 04 3481 D CLICKNSETTLE COM INC COM 18682E106 5 9000 SH SHARED 04 9000 D CLOROX CO DEL COM 189054109 25971 731600 SH SHARED 731600 D CLOROX CO DEL COM 189054109 62047 1747815 SH SHARED 01 1745115 2700 D CLOROX CO DEL COM 189054109 113 3200 SH SHR/OTHR 01 3200 D CLOROX CO DEL COM 189054109 1151 32426 SH SHARED 02 29116 3310 D CLOROX CO DEL COM 189054109 8284 233353 SH SHARED 04 233353 D CLOROX CO DEL COM 189054109 717 20200 SH SHARED 05 20200 D CLOROX CO DEL COM 189054109 22049 621100 SH SHARED 06 621100 D CLOSURE MED CORP COM 189093107 324 9000 SH SHARED 01 9000 D CLOSURE MED CORP COM 189093107 30 850 SH SHARED 02 850 D CLOSURE MED CORP COM 189093107 88 2461 SH SHARED 04 2461 D COACHMEN INDS INC COM 189873102 226 21600 SH SHARED 01 21600 D COACHMEN INDS INC COM 189873102 56 5372 SH SHARED 04 5372 D COAST FEDERAL LITIGATION TR RT 19034Q110 8 5829 SH SHARED 04 5829 D COAST FEDERAL LITIGATION TR RT 19034Q110 1 900 SH SHARED 01 900 D COAST FEDERAL LITIGATION TR RT 19034Q110 1876 1364848 SH SHARED 04 1364848 D COASTAL BANCORP INC COM 19041P105 48 2000 SH SHARED 04 2000 D COASTAL CORP COM 190441105 143371 1623466 SH SHARED 01 1619566 3900 D COASTAL CORP COM 190441105 3180 36018 SH SHR/OTHR 01 3790 32228 D COASTAL CORP COM 190441105 310 3513 SH SHARED 02 935 2578 D COASTAL CORP COM 190441105 30217 342170 SH SHARED 04 342170 D COASTAL CORP COM 190441105 494 5600 SH SHARED 05 5600 D COBALT GROUP INC COM 19074Q103 4 4077 SH SHARED 05 4077 D COBRA ELECTRS CORP COM 191042100 0 43 SH SHARED 05 43 D COCA COLA BOTTLING CO CONS COM 191098102 0 17 SH SHARED 05 17 D COCA COLA BOTTLING CO CONS COM 191098102 87 2300 SH SHARED 01 2300 D COCA COLA BOTTLING CO CONS COM 191098102 28 764 SH SHARED 04 764 D COCA COLA CO COM 191216100 91405 1500000 SH SHARED 1500000 D COCA COLA CO COM 191216100 1147869 18836983 SH SHARED 01 18691881 145102 D COCA COLA CO COM 191216100 18797 308481 SH SHR/OTHR 01 255258 53223 D COCA COLA CO COM 191216100 3007 49360 SH SHARED 02 17840 31520 D COCA COLA CO COM 191216100 261964 4298936 SH SHARED 04 4298936 D COCA COLA CO COM 191216100 1334 21900 SH SHARED 06 21900 D COCA COLA ENTERPRISES INC COM 191219104 51550 2713162 SH SHARED 01 2713162 D COCA COLA ENTERPRISES INC COM 191219104 15 800 SH SHARED 02 800 D COCA COLA ENTERPRISES INC COM 191219104 30142 1586470 SH SHARED 04 1586470 D COCA COLA ENTERPRISES INC COM 191219104 190 10000 SH SHARED 05 10000 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 191241108 44 2000 SH SHARED 01 2000 D COEUR D ALENE MINES CORP IDAHO COM 192108108 9 10000 SH SHARED 01 10000 D COFLEXIP SPONSORED ADR 192384105 6 109 SH SHARED 01 109 D COFLEXIP SPONSORED ADR 192384105 6 100 SH SHARED 04 100 D COGNEX CORP COM 192422103 2620 118450 SH SHARED 01 118450 D COGNEX CORP COM 192422103 376 17000 SH SHARED 02 14000 3000 D COGNEX CORP COM 192422103 285 12900 SH SHARED 04 12900 D COGNICASE INC COM 192423101 6 1076 SH SHARED 04 1076 D COGNOS INC COM 19244C109 19 1025 SH SHR/OTHR 01 1025 D COGNOS INC COM 19244C109 165 8800 SH SHARED 02 1000 7800 D COGNOS INC COM 19244C109 4830 256800 SH SHARED 04 256800 D COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 1 34 SH SHARED 04 34 D COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 584 16100 SH SHARED 01 16100 D COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 201 5548 SH SHARED 04 5548 D COHEN & STEERS RLTY INCOME FD COM 19247P107 8 1250 SH SHARED 02 1250 D COHERENT INC COM 192479103 6 200 SH SHARED 02 200 D COHERENT INC COM 192479103 1554 47824 SH SHARED 01 46824 1000 D COHERENT INC COM 192479103 344 10609 SH SHARED 04 10609 D COHOES BANCORP INC COM 192513109 403 21252 SH SHARED 04 21252 D COHU INC COM 192576106 4 346 SH SHARED 04 346 D COHU INC COM 192576106 650 46683 SH SHARED 01 46683 D COHU INC COM 192576106 109 7831 SH SHARED 04 7831 D COINSTAR INC COM 19259P300 0 3 SH SHARED 04 3 D COINSTAR INC COM 19259P300 579 37978 SH SHARED 01 37978 D COINSTAR INC COM 19259P300 32 2124 SH SHARED 02 2124 D COINSTAR INC COM 19259P300 119 7834 SH SHARED 04 7834 D COLDWATER CREEK INC COM 193068103 1 37 SH SHARED 04 37 D COLDWATER CREEK INC COM 193068103 2481 79900 SH SHARED 01 79842 58 D COLDWATER CREEK INC COM 193068103 31 1013 SH SHARED 04 1013 D COLE KENNETH PRODTNS INC CL A 193294105 388 9650 SH SHARED 01 9650 D COLE KENNETH PRODTNS INC CL A 193294105 120 3001 SH SHARED 04 3001 D COLE KENNETH PRODTNS INC CL A 193294105 120 3000 SH SHARED 05 3000 D COLLATERAL THERAPEUTICS COM 193921103 133 7523 SH SHARED 01 7523 D COLLATERAL THERAPEUTICS COM 193921103 53 3000 SH SHARED 04 3000 D COLGATE PALMOLIVE CO COM 194162103 48832 756500 SH SHARED 756500 D COLGATE PALMOLIVE CO COM 194162103 330011 5112500 SH SHARED 01 4938810 1200 172490 D COLGATE PALMOLIVE CO COM 194162103 14097 218400 SH SHR/OTHR 01 133900 84500 D COLGATE PALMOLIVE CO COM 194162103 1294 20050 SH SHARED 02 11550 8500 D COLGATE PALMOLIVE CO COM 194162103 38426 595304 SH SHARED 04 595304 D COLGATE PALMOLIVE CO COM 194162103 51071 791200 SH SHARED 06 791200 D COLLAGENEX PHARMACEUTICALS INC COM 19419B100 327 88900 SH SHARED 02 81600 7300 D COLLAGENEX PHARMACEUTICALS INC COM 19419B100 168 45600 SH SHARED 03 45600 D COLLAGENEX PHARMACEUTICALS INC COM 19419B100 2 801 SH SHARED 04 801 D COLLINS & AIKMAN CORP NEW COM 194830105 299 71482 SH SHARED 01 71482 D COLLINS & AIKMAN CORP NEW COM 194830105 101 24145 SH SHARED 04 24145 D COLLINS INDS INC COM 194858106 0 14 SH SHARED 04 14 D COLONIAL BANCGROUP INC COM 195493309 1528 142196 SH SHARED 01 142196 D COLONIAL BANCGROUP INC COM 195493309 416 38744 SH SHARED 04 38744 D COLONIAL CALIF INSD MUN FD COM 195598107 238 17332 SH SHARED 02 17332 D COLONIAL COML CORP COM NEW 195621404 3 1165 SH SHARED 02 1165 D COLONIAL PPTYS TR COM SH BEN INT 195872106 1105 42400 SH SHARED 01 42400 D COLONIAL PPTYS TR COM SH BEN INT 195872106 209 8051 SH SHARED 04 8051 D COLORADO BUSINESS BANKSHARES COM 196333108 30 1800 SH SHARED 01 1800 D COLORADO MEDTECH INC COM 19652U104 0 219 SH SHARED 01 219 D COLT TELECOM GROUP PLC SPONSORED ADR 196877104 4 56 SH SHARED 01 56 D COLUMBIA BKG SYS INC COM 197236102 3 194 SH SHARED 01 194 D COLUMBIA LABS INC COM 197779101 313 72600 SH SHARED 01 72600 D COLUMBIA LABS INC COM 197779101 21 5000 SH SHARED 02 5000 D COLUMBIA LABS INC COM 197779101 40 9281 SH SHARED 04 9281 D COLUMBIA SPORTSWEAR CO COM 198516106 0 2 SH SHARED 04 2 D COLUMBIA SPORTSWEAR CO COM 198516106 333 6700 SH SHARED 01 6700 D COLUMBIA SPORTSWEAR CO COM 198516106 122 2464 SH SHARED 04 2464 D COLUMBUS MCKINNON CORP N Y COM 199333105 0 98 SH SHARED 04 98 D COLUMBUS MCKINNON CORP N Y COM 199333105 174 19645 SH SHARED 01 19645 D COLUMBUS MCKINNON CORP N Y COM 199333105 41 4714 SH SHARED 04 4714 D COMFORT SYS USA INC COM 199908104 63 29671 SH SHARED 01 29671 D COMFORT SYS USA INC COM 199908104 719 338388 SH SHARED 02 337988 400 D COMFORT SYS USA INC COM 199908104 23 11183 SH SHARED 04 11183 D COMARCO INC COM 200080109 12 951 SH SHARED 04 951 D COMCAST CORP CL A 200300101 7 172 SH SHARED 04 172 D COMCAST CORP CL A 200300101 652 15801 SH SHARED 01 12401 3400 D COMCAST CORP CL A 200300101 82 2000 SH SHR/OTHR 01 2000 D COMCAST CORP CL A 200300101 313 7600 SH SHARED 02 100 7500 D COMCAST CORP CL A SPL 200300200 1524 36519 SH SHARED 02 414 36105 D COMCAST CORP CL A SPL 200300200 37 900 SH SHR/OTHR 02 300 600 D COMCAST CORP CL A SPL 200300200 63334 1517000 SH SHARED 1517000 D COMCAST CORP CL A SPL 200300200 374076 8959921 SH SHARED 01 8246572 713349 D COMCAST CORP CL A SPL 200300200 14299 342494 SH SHR/OTHR 01 170604 171890 D COMCAST CORP CL A SPL 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200525103 2172 51126 SH SHARED 01 51126 D COMMERCE BANCSHARES INC COM 200525103 26 630 SH SHR/OTHR 01 630 D COMMERCE BANCSHARES INC COM 200525103 246 5794 SH SHARED 04 5794 D COMMERCE BANCSHARES INC COM 200525103 43 1026 SH SHARED 05 1026 D COMMERCE GROUP INC MASS COM 200641108 1034 38050 SH SHARED 01 38050 D COMMERCE GROUP INC MASS COM 200641108 7 268 SH SHARED 02 268 D COMMERCE GROUP INC MASS COM 200641108 264 9729 SH SHARED 04 9729 D COMMERCE ONE INC DEL COM 200693109 1 49 SH SHARED 04 49 D COMMERCE ONE INC DEL COM 200693109 4608 182070 SH SHARED 01 182070 D COMMERCE ONE INC DEL COM 200693109 3404 134484 SH SHARED 02 132690 1794 D COMMERCE ONE INC DEL COM 200693109 680 26900 SH SHARED 04 26900 D COMMERCE ONE INC DEL COM 200693109 521 20600 SH SHARED 05 20600 D COMMAND SYS INC COM 200903102 0 10 SH SHARED 05 10 D COMMERCIAL BK NY COM 201462108 0 67 SH SHARED 05 67 D COMMERCIAL BANKSHARES INC COM 201607108 0 32 SH SHARED 05 32 D COMMERCIAL FEDERAL CORPORATION COM 201647104 2154 110870 SH SHARED 01 110870 D COMMERCIAL FEDERAL CORPORATION COM 201647104 410 21125 SH SHARED 04 21125 D COMMERCIAL METALS CO COM 201723103 73 3300 SH SHARED 3300 D COMMERCIAL METALS CO COM 201723103 609 27387 SH SHARED 01 27387 D COMMERCIAL METALS CO COM 201723103 119 5360 SH SHARED 04 5360 D COMMERCIAL NET LEASE RLTY INC COM 202218103 390 38300 SH SHARED 01 38300 D COMMERCIAL NET LEASE RLTY INC COM 202218103 120 11848 SH SHARED 04 11848 D COMMONWEALTH BIOTECHNOLOGIES COM 202739108 39 10495 SH SHARED 04 10495 D COMMONWEALTH INDS INC DEL COM 203004106 1 400 SH SHARED 04 400 D COMMONWEALTH TEL ENTERPRISES COM 203349105 2 85 SH SHARED 04 85 D COMMONWEALTH TEL ENTERPRISES COM 203349105 902 25797 SH SHARED 01 25797 D COMMONWEALTH TEL ENTERPRISES COM 203349105 148 4236 SH SHARED 04 4236 D COMMONWEALTH TEL ENTERPRISES CL B 203349204 0 25 SH SHARED 04 25 D COMMSCOPE INC COM 203372107 1053 63615 SH SHARED 01 63215 400 D COMMSCOPE INC COM 203372107 14 850 SH SHARED 02 850 D COMMSCOPE INC COM 203372107 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SH SHARED 04 162534 D COMPUTER TASK GROUP INC COM 205477102 78 20000 SH SHARED 01 20000 D COMPUTER TASK GROUP INC COM 205477102 78 20000 SH SHR/OTHR 01 20000 D COMPX INTERNATIONAL INC CL A 20563P101 336 37650 SH SHARED 01 37650 D COMPX INTERNATIONAL INC CL A 20563P101 14 1676 SH SHARED 04 1676 D COMPUWARE CORP COM 205638109 0 77 SH SHARED 04 77 D COMPUWARE CORP COM 205638109 15691 2510632 SH SHARED 01 2510532 100 D COMPUWARE CORP COM 205638109 12 2000 SH SHARED 02 2000 D COMPUWARE CORP COM 205638109 2567 410797 SH SHARED 04 410797 D COMPUWARE CORP COM 205638109 46 7400 SH SHARED 05 7400 D COMSTOCK RES INC COM NEW 205768203 1685 114255 SH SHARED 01 114255 D COMSTOCK RES INC COM NEW 205768203 79 5400 SH SHARED 02 5400 D COMSTOCK RES INC COM NEW 205768203 128 8702 SH SHARED 04 8702 D COMTECH TELECOMMUNICATIONS CP COM NEW 205826209 0 22 SH SHARED 04 22 D COMVERSE TECHNOLOGY INC SR DEB CV 144A05 205862AH8 3354 3000000 PRN SHARED 04 3000000 D COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 8 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22051J308 7 953 SH SHARED 04 953 D CORUS BANKSHARES INC COM 220873103 4 86 SH SHARED 04 86 D CORUS BANKSHARES INC COM 220873103 583 11800 SH SHARED 01 11800 D CORUS BANKSHARES INC COM 220873103 171 3474 SH SHARED 04 3474 D CORVAS INTL INC COM 221005101 85 5981 SH SHARED 04 5981 D CORVEL CORP COM 221006109 198 5725 SH SHARED 01 5725 D CORVEL CORP COM 221006109 77 2234 SH SHARED 04 2234 D CORVIS CORP COM 221009103 75 3164 SH SHARED 04 164 3000 D CORVIS CORP COM 221009103 4094 171930 SH SHARED 01 163030 8900 D CORVIS CORP COM 221009103 151 6365 SH SHARED 02 225 6140 D CORVIS CORP COM 221009103 2 94 SH SHARED 04 94 D COSINE COMMUNICATIONS INC COM 221222102 138 10000 SH SHARED 04 10000 D COSINE COMMUNICATIONS INC COM 221222102 25 1850 SH SHARED 02 1700 150 D COST PLUS INC CALIF COM 221485105 3 103 SH SHARED 02 103 D COST PLUS INC CALIF COM 221485105 955 32526 SH SHARED 01 32526 D COST PLUS INC CALIF COM 221485105 3 124 SH SHARED 02 124 D COST PLUS INC CALIF COM 221485105 512 17458 SH SHARED 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COUNTRYWIDE CR INDS INC DEL COM 222372104 41133 818585 SH SHARED 01 817385 1200 D COUNTRYWIDE CR INDS INC DEL COM 222372104 15 300 SH SHR/OTHR 01 300 D COUNTRYWIDE CR INDS INC DEL COM 222372104 368 7325 SH SHARED 02 7125 200 D COUNTRYWIDE CR INDS INC DEL COM 222372104 4690 93347 SH SHARED 04 93347 D COUSINS PPTYS INC COM 222795106 1520 54433 SH SHARED 01 54433 D COUSINS PPTYS INC COM 222795106 119 4282 SH SHR/OTHR 01 1500 2782 D COUSINS PPTYS INC COM 222795106 213 7650 SH SHARED 02 1200 6450 D COUSINS PPTYS INC COM 222795106 439 15718 SH SHARED 04 15718 D COVAD COMMUNICATIONS GROUP INC COM 222814204 82 50002 SH SHARED 04 50002 D COVAD COMMUNICATIONS GROUP INC COM 222814204 226 137050 SH SHARED 01 137050 D COVAD COMMUNICATIONS GROUP INC COM 222814204 166 100262 SH SHARED 02 87682 12580 D COVAD COMMUNICATIONS GROUP INC COM 222814204 21 13100 SH SHARED 04 13100 D COVALENT GROUP INC COM 222815102 1 471 SH SHARED 04 471 D COVANCE INC COM 222816100 1376 128026 SH SHARED 01 128026 D COVANCE INC COM 222816100 11 1050 SH SHR/OTHR 01 250 800 D COVANCE INC COM 222816100 21 2000 SH SHARED 02 2000 D COVANCE INC COM 222816100 644 59953 SH SHARED 04 59953 D COVANCE INC COM 222816100 80 7500 SH SHARED 05 7500 D COVENANT TRANS INC CL A 22284P105 374 34800 SH SHARED 02 34800 D COVENTRY HEALTH CARE INC COM 222862104 10 400 SH SHARED 02 400 D COVENTRY HEALTH CARE INC COM 222862104 32602 1221650 SH SHARED 01 1221650 D COVENTRY HEALTH CARE INC COM 222862104 617 23140 SH SHARED 04 23140 D COVISTA COMMUNICATIONS INC COM 223574104 3 2546 SH SHARED 04 2546 D COWLITZ BANCORP LONGVIEW WASH COM 223767104 8 1930 SH SHARED 04 1930 D COX COMMUNICATIONS INC NEW CL A 224044107 38120 818700 SH SHARED 818700 D COX COMMUNICATIONS INC NEW CL A 224044107 17228 370009 SH SHARED 01 361941 8068 D COX COMMUNICATIONS INC NEW CL A 224044107 293 6300 SH SHR/OTHR 01 6000 300 D COX COMMUNICATIONS INC NEW CL A 224044107 142 3060 SH SHARED 02 3060 D COX COMMUNICATIONS INC NEW CL A 224044107 563 12100 SH SHARED 04 12100 D COX RADIO INC CL A 224051102 595 26410 SH SHARED 01 26410 D COX RADIO INC CL A 224051102 115 5100 SH SHARED 02 2000 3100 D COX RADIO INC CL A 224051102 101 4500 SH SHARED 04 4500 D CRAFTMADE INTL INC COM 22413E104 1 255 SH SHARED 04 255 D CRANE CO COM 224399105 12485 439054 SH SHARED 01 436779 2275 D CRANE CO COM 224399105 426 15000 SH SHR/OTHR 01 15000 D CRANE CO COM 224399105 38 1350 SH SHARED 02 1350 D CRANE CO COM 224399105 1413 49713 SH SHARED 04 49713 D CRANE CO COM 224399105 14 500 SH SHARED 05 500 D CRAWFORD & CO CL B 224633107 695 59825 SH SHARED 01 59825 D CRAWFORD & CO CL B 224633107 161 13851 SH SHARED 04 13851 D CREATIVE COMPUTER APPLICATIONS COM NEW 224901306 0 20 SH SHARED 02 20 D CREDIT SUISSE ASSET MGMT STRAT COM 224918102 0 64 SH SHARED 04 64 D CRAY INC COM 225223106 5 3463 SH SHARED 04 3463 D CRAY INC COM 225223106 7 5000 SH SHARED 02 5000 D CREATIVE HOST SERVICES COM 22527P102 2 642 SH SHARED 02 642 D CREDENCE SYS CORP COM 225302108 1 68 SH SHARED 02 68 D CREDENCE SYS CORP COM 225302108 20522 892300 SH SHARED 01 892300 D CREDENCE SYS CORP COM 225302108 14 625 SH SHR/OTHR 01 625 D CREDENCE SYS CORP COM 225302108 894 38900 SH SHARED 04 38900 D CREDENCE SYS CORP COM 225302108 163 7100 SH SHARED 05 7100 D CREDIT ACCEP CORP MICH COM 225310101 1 200 SH SHARED 05 200 D CREDIT ACCEP CORP MICH COM 225310101 184 30700 SH SHARED 01 30700 D CREDIT ACCEP CORP MICH COM 225310101 37 6267 SH SHARED 04 6267 D CREE INC COM 225447101 284 8000 SH SHARED 04 8000 D CREE INC COM 225447101 7909 222600 SH SHARED 01 221550 1050 D CREE INC COM 225447101 42 1200 SH SHARED 02 1200 D CREE INC COM 225447101 229 6450 SH SHARED 04 6450 D CREO PRODS INC COM 225606102 17 886 SH SHARED 04 886 D CRESCENT BKG CO COM 225646108 48 5000 SH SHARED 02 5000 D CRESCENT REAL ESTATE EQUITIES COM 225756105 3586 161199 SH SHARED 01 161199 D CRESCENT REAL ESTATE EQUITIES COM 225756105 176 7910 SH SHARED 04 7910 D CRESTLINE CAP CORP COM 226153104 859 33373 SH SHARED 01 27248 6125 D CRESTLINE CAP CORP COM 226153104 37 1450 SH SHR/OTHR 01 1450 D CRESTLINE CAP CORP COM 226153104 16 658 SH SHARED 02 608 50 D CRESTLINE CAP CORP COM 226153104 138 5363 SH SHARED 04 5363 D CRITICAL PATH INC COM 22674V100 1 60 SH SHARED 04 60 D CRITICAL PATH INC COM 22674V100 1386 45100 SH SHARED 01 45100 D CRITICAL PATH INC COM 22674V100 62 2038 SH SHARED 02 2038 D CRITICAL PATH INC COM 22674V100 126 4100 SH SHARED 04 4100 D CRITICARE SYS INC COM 226901106 1 1148 SH SHARED 04 1148 D CROMPTON CORP COM 227116100 2245 213888 SH SHARED 01 213888 D CROMPTON CORP COM 227116100 101 9689 SH SHR/OTHR 01 9689 D CROMPTON CORP COM 227116100 1 184 SH SHARED 02 184 D CROMPTON CORP COM 227116100 1231 117327 SH SHARED 04 117327 D CROMPTON CORP COM 227116100 157 15000 SH SHARED 05 15000 D CROSS A T CO CL A 227478104 3 800 SH SHARED 01 800 D CROSS A T CO CL A 227478104 3 800 SH SHR/OTHR 01 800 D CROSS TIMBERS OIL CO COM 227573102 3223 116149 SH SHARED 01 116149 D CROSS TIMBERS OIL CO COM 227573102 208 7500 SH SHR/OTHR 01 7500 D CROSS TIMBERS OIL CO COM 227573102 760 27394 SH SHARED 04 27394 D CROSS TIMBERS OIL CO COM 227573102 30 1100 SH SHARED 05 1100 D CROSSMANN CMNTYS INC COM 22764E109 0 13 SH SHARED 05 13 D CROSSMANN CMNTYS INC COM 22764E109 156 7464 SH SHARED 01 7464 D CROSSMANN CMNTYS INC COM 22764E109 60 2888 SH SHARED 04 2888 D CROSSROADS SYS INC COM 22765D100 211 45090 SH SHARED 04 45090 D CROSSROADS SYS INC COM 22765D100 257 54900 SH SHARED 01 49109 5791 D CROSSROADS SYS INC COM 22765D100 37 8050 SH SHARED 02 8050 D CROSSROADS SYS INC COM 22765D100 16 3480 SH SHARED 04 3480 D CROSSWALK COM INC COM 227685104 0 649 SH SHARED 04 649 D CROSSWAVE COMMUNICATIONS INC ADR 227686102 0 74 SH SHARED 04 74 D CROSSWORLDS SOFTWARE INC COM 22769P109 7 1736 SH SHARED 04 1736 D CROSSKEYS SYSTEMS CORP COM 227911104 12 13300 SH SHARED 04 13300 D CROWN ANDERSEN INC COM 228190104 7 1300 SH SHARED 04 1300 D CROWN CASTLE INTL CORP COM 228227104 4 158 SH SHARED 04 158 D CROWN CASTLE INTL CORP COM 228227104 2338 86400 SH SHARED 01 86400 D CROWN CASTLE INTL CORP COM 228227104 446 16500 SH SHARED 04 16500 D CROWN CORK & SEAL INC COM 228255105 1308 175893 SH SHARED 01 175293 600 D CROWN CORK & SEAL INC COM 228255105 121 16400 SH SHARED 02 10000 6400 D CROWN CORK & SEAL INC COM 228255105 98 13300 SH SHARED 04 13300 D CROWN CRAFTS INC COM 228309100 24 87140 SH SHARED 01 33820 53320 D CROWN MEDIA HLDGS INC CL A 228411104 2 130 SH SHARED 01 130 D CROWN MEDIA HLDGS INC CL A 228411104 213 10500 SH SHARED 01 10500 D CROWN MEDIA HLDGS INC CL A 228411104 182 9000 SH SHARED 02 9000 D CROWN MEDIA HLDGS INC CL A 228411104 81 4018 SH SHARED 04 4018 D CRUCELL N V SPONSORED ADR 228769105 19 3145 SH SHARED 04 3145 D CRYO-CELL INTL INC COM 228895108 4 1991 SH SHARED 04 1991 D CRYOLIFE INC COM 228903100 539 17836 SH SHARED 01 17836 D CRYOLIFE INC COM 228903100 183 6081 SH SHARED 04 6081 D CRYPTOLOGIC INC COM 228906103 0 43 SH SHARED 04 43 D CUBIC CORP COM 229669106 128 5000 SH SHARED 01 5000 D CUBIC CORP COM 229669106 54 2119 SH SHARED 04 2119 D CUBIST PHARMACEUTICALS INC COM 229678107 3 105 SH SHARED 04 105 D CUBIST PHARMACEUTICALS INC COM 229678107 1205 41573 SH SHARED 01 41573 D CUBIST PHARMACEUTICALS INC COM 229678107 304 10514 SH SHARED 04 10514 D CULLEN FROST BANKERS INC COM 229899109 4339 103774 SH SHARED 01 103774 D CULLEN FROST BANKERS INC COM 229899109 837 20027 SH SHARED 04 20027 D CULP INC COM 230215105 10 5200 SH SHARED 01 5200 D CUMMINS ENGINE INC COM 231021106 303 8000 SH SHARED 8000 D CUMMINS ENGINE INC COM 231021106 13352 351959 SH SHARED 01 351959 D CUMMINS ENGINE INC COM 231021106 26 700 SH SHARED 02 700 D CUMMINS ENGINE INC COM 231021106 1830 48257 SH SHARED 04 48257 D CUMMINS ENGINE INC COM 231021106 1418 37400 SH SHARED 05 37400 D CUMULUS MEDIA INC CL A 231082108 0 164 SH SHARED 05 164 D CUMULUS MEDIA INC CL A 231082108 259 71578 SH SHARED 01 71578 D CUMULUS MEDIA INC CL A 231082108 11 3100 SH SHARED 02 500 2600 D CUMULUS MEDIA INC CL A 231082108 7 2200 SH SHARED 03 2200 D CUMULUS MEDIA INC CL A 231082108 49 13744 SH SHARED 04 13744 D CURAGEN CORP COM 23126R101 0 36 SH SHARED 04 36 D CURAGEN CORP COM 23126R101 55831 2044200 SH SHARED 01 2044200 D CURAGEN CORP COM 23126R101 40 1500 SH SHARED 02 1500 D CURAGEN CORP COM 23126R101 355355 13010968 SH SHARED 04 13010968 D CURATIVE HEALTH SVCS INC COM 231264102 15 2759 SH SHARED 04 2759 D CURATIVE HEALTH SVCS INC COM 231264102 27 5000 SH SHARED 02 5000 D CURIS INC COM 231269101 221 25000 SH SHARED 02 25000 D CURIS INC COM 231269101 7 880 SH SHARED 01 400 480 D CURON MED INC COM 231292103 1 355 SH SHARED 01 355 D CURTIS INTL LTD COM 231461104 0 1000 SH SHARED 01 1000 D CURTISS WRIGHT CORP COM 231561101 534 11500 SH SHARED 01 11500 D CURTISS WRIGHT CORP COM 231561101 93 2000 SH SHARED 04 2000 D CUSEEME NETWORKS INC COM 231629106 2 2400 SH SHARED 04 2400 D CYBERIAN OUTPOST INC COM 231914102 55 46337 SH SHARED 04 46337 D CYBERIAN OUTPOST INC COM 231914102 30 25377 SH SHARED 02 24177 1200 D CUTTER & BUCK INC COM 232217109 1 150 SH SHARED 02 150 D CYBEAR GROUP NEW COM 23243C102 4 12032 SH SHARED 02 12032 D CYBEAR GROUP NEW COM 23243C102 0 44 SH SHARED 05 44 D CYBER-CARE INC COM 23243T105 60 28695 SH SHARED 05 28695 D CYBER-CARE INC COM 23243T105 177 83600 SH SHARED 01 83600 D CYBER-CARE INC COM 23243T105 40 19114 SH SHARED 04 19114 D CYANOTECH CORP COM NEW 232437202 0 37 SH SHARED 04 37 D CYBERCASH INC COM 232462101 0 147 SH SHARED 04 147 D CYBERCASH INC COM 232462101 0 100 SH SHARED 02 100 D CYBERSOURCE CORP COM 23251J106 0 31 SH SHARED 02 31 D CYBERSOURCE CORP COM 23251J106 55 23225 SH SHARED 01 23225 D CYBERSOURCE CORP COM 23251J106 11 5000 SH SHARED 02 5000 D CYBERSOURCE CORP COM 23251J106 23 9946 SH SHARED 04 9946 D CYBERONICS INC COM 23251P102 8 350 SH SHARED 04 350 D CYBERONICS INC COM 23251P102 827 35601 SH SHARED 01 35601 D CYBERONICS INC COM 23251P102 150 6475 SH SHARED 04 6475 D CYBEROPTICS CORP COM 232517102 1 115 SH SHARED 04 115 D CYBEROPTICS CORP COM 232517102 366 21618 SH SHARED 01 21618 D CYBEROPTICS CORP COM 232517102 48 2887 SH SHARED 04 2887 D CYGNUS INC COM 232560102 0 153 SH SHARED 04 153 D CYGNUS INC COM 232560102 211 43300 SH SHARED 01 40300 3000 D CYGNUS INC COM 232560102 2 500 SH SHR/OTHR 01 500 D CYGNUS INC COM 232560102 24 5000 SH SHARED 02 5000 D CYGNUS INC COM 232560102 45 9388 SH SHARED 04 9388 D CYLINK CORP COM 232565101 22 10444 SH SHARED 04 10444 D CYLINK CORP COM 232565101 52 24525 SH SHARED 01 24525 D CYLINK CORP COM 232565101 0 200 SH SHARED 02 200 D CYLINK CORP COM 232565101 19 8959 SH SHARED 04 8959 D CYMER INC COM 232572107 3 147 SH SHARED 04 147 D CYMER INC COM 232572107 1296 50374 SH SHARED 01 50374 D CYMER INC COM 232572107 290 11292 SH SHARED 04 11292 D CYPRESS COMMUNICATIONS INC COM 232743104 9 11000 SH SHARED 01 11000 D CYPRESS COMMUNICATIONS INC COM 232743104 4 5000 SH SHARED 02 5000 D CYPRESS COMMUNICATIONS INC COM 232743104 3 3913 SH SHARED 04 3913 D CYPRESS SEMICONDUCTOR CORP COM 232806109 130910 6649593 SH SHARED 01 6649593 D CYPRESS SEMICONDUCTOR CORP COM 232806109 3556 180644 SH SHARED 02 180644 D CYPRESS SEMICONDUCTOR CORP COM 232806109 31503 1600200 SH SHARED 04 1600200 D CYPRESS SEMICONDUCTOR CORP COM 232806109 3663 186100 SH SHARED 05 186100 D CYSIVE INC COM 23281T108 36 8803 SH SHARED 05 8803 D CYSIVE INC COM 23281T108 28 6900 SH SHARED 01 6900 D CYSIVE INC COM 23281T108 10 2578 SH SHARED 04 2578 D CYRK INC COM 232817106 9 3000 SH SHARED 04 3000 D CYTOCLONAL PHARMACAUTICALS INC COM 23282G105 0 72 SH SHARED 04 72 D CYTOCLONAL PHARMACAUTICALS INC COM 23282G105 14 2000 SH SHARED 02 2000 D CYTEC INDS INC COM 232820100 59 1500 SH SHARED 1500 D CYTEC INDS INC COM 232820100 3404 85235 SH SHARED 01 85235 D CYTEC INDS INC COM 232820100 6 168 SH SHARED 02 168 D CYTEC INDS INC COM 232820100 1687 42264 SH SHARED 04 42264 D CYTEC INDS INC COM 232820100 219 5500 SH SHARED 05 5500 D CYTOGEN CORP COM 232824102 74 31821 SH SHARED 05 31821 D CYTOGEN CORP COM 232824102 290 124100 SH SHARED 01 124100 D CYTOGEN CORP COM 232824102 0 200 SH SHARED 02 200 D CYTOGEN CORP COM 232824102 69 29725 SH SHARED 04 29725 D D & E COMMUNICATIONS INC COM 232860106 0 28 SH SHARED 04 28 D D & K HEALTHCARE RES INC COM 232861104 0 71 SH SHARED 04 71 D CYTYC CORP COM 232946103 7 118 SH SHARED 04 118 D CYTYC CORP COM 232946103 3190 51000 SH SHARED 01 51000 D CYTYC CORP COM 232946103 256 4100 SH SHARED 04 4100 D DDI CORP COM 233162106 0 10 SH SHARED 04 10 D DDI CORP COM 233162106 755 27741 SH SHARED 01 27741 D DDI CORP COM 233162106 8 300 SH SHARED 02 300 D DDI CORP COM 233162106 134 4923 SH SHARED 04 4923 D DMC STRATEX NETWORKS INC COM 23322L106 1 100 SH SHARED 04 100 D DMC STRATEX NETWORKS INC COM 23322L106 1164 77600 SH SHARED 01 77600 D DMC STRATEX NETWORKS INC COM 23322L106 607 40500 SH SHARED 02 27450 13050 D DMC STRATEX NETWORKS INC COM 23322L106 100 6700 SH SHARED 04 6700 D DQE INC COM 23329J104 2539 77534 SH SHARED 01 77534 D DQE INC COM 23329J104 24 750 SH SHR/OTHR 01 750 D DQE INC COM 23329J104 6 192 SH SHARED 02 192 D DQE INC COM 23329J104 1404 42900 SH SHARED 04 42900 D DQE INC COM 23329J104 255 7800 SH SHARED 05 7800 D DPL INC COM 233293109 5582 168207 SH SHARED 01 168207 D DPL INC COM 233293109 82 2475 SH SHR/OTHR 01 2475 D DPL INC COM 233293109 124 3750 SH SHARED 02 3750 D DPL INC COM 233293109 3136 94500 SH SHARED 04 94500 D DPL INC COM 233293109 630 19000 SH SHARED 05 19000 D D R HORTON INC COM 23331A109 173 7100 SH SHARED 7100 D D R HORTON INC COM 23331A109 10343 423259 SH SHARED 01 423259 D D R HORTON INC COM 23331A109 505 20675 SH SHARED 04 20675 D DSP GROUP INC COM 23332B106 0 8 SH SHARED 04 8 D DSP GROUP INC COM 23332B106 1314 62450 SH SHARED 01 62450 D DSP GROUP INC COM 23332B106 25 1200 SH SHARED 02 1200 D DSP GROUP INC COM 23332B106 802 38112 SH SHARED 04 38112 D DSP GROUP INC COM 23332B106 75 3600 SH SHARED 05 3600 D DST SYS INC DEL COM 233326107 7939 118506 SH SHARED 01 118506 D DST SYS INC DEL COM 233326107 8334 124400 SH SHARED 04 124400 D DST SYS INC DEL COM 233326107 663 9900 SH SHARED 05 9900 D DT INDUSTRIES INC COM 23333J108 1 385 SH SHARED 05 385 D DTE ENERGY CO COM 233331107 206 5300 SH SHARED 5300 D DTE ENERGY CO COM 233331107 40158 1031366 SH SHARED 01 1030566 800 D DTE ENERGY CO COM 233331107 19 500 SH SHARED 02 500 D DTE ENERGY CO COM 233331107 4535 116479 SH SHARED 04 116479 D DTE ENERGY CO COM 233331107 330 8500 SH SHARED 05 8500 D DVI INC COM 233343102 260 15250 SH SHARED 01 15250 D DVI INC COM 233343102 63 3699 SH SHARED 04 3699 D DAG MEDIA INC COM 233729102 0 615 SH SHARED 04 615 D DAIN RAUSCHER CORP COM 233856103 2876 30384 SH SHARED 01 30384 D DAIN RAUSCHER CORP COM 233856103 940 9928 SH SHARED 04 9928 D DAL-TILE INTL INC COM 23426R108 8028 565925 SH SHARED 01 565925 D DAL-TILE INTL INC COM 23426R108 305 21562 SH SHARED 04 21562 D DAKTRONICS INC COM 234264109 19 1620 SH SHARED 04 1620 D DALEEN TECHNOLOGIES INC COM 23437N104 34 9300 SH SHARED 01 9300 D DALEEN TECHNOLOGIES INC COM 23437N104 7 2000 SH SHARED 02 2000 D DALEEN TECHNOLOGIES INC COM 23437N104 14 3903 SH SHARED 04 3903 D DALLAS SEMICONDUCTOR CORP COM 235204104 2325 90750 SH SHARED 01 90750 D DALLAS SEMICONDUCTOR CORP COM 235204104 12 500 SH SHARED 02 500 D DALLAS SEMICONDUCTOR CORP COM 235204104 1227 47900 SH SHARED 04 47900 D DALLAS SEMICONDUCTOR CORP COM 235204104 1909 74500 SH SHARED 05 74500 D DAN RIV INC GA CL A 235774106 15 7031 SH SHARED 01 7031 D DANA CORP COM 235811106 16993 1109821 SH SHARED 01 1108919 902 D DANA CORP COM 235811106 117 7700 SH SHARED 02 7700 D DANA CORP COM 235811106 3557 232354 SH SHARED 04 232354 D DANA CORP COM 235811106 266 17400 SH SHARED 05 17400 D DANAHER CORP DEL COM 235851102 64270 939974 SH SHARED 01 939574 400 D DANAHER CORP DEL COM 235851102 88 1300 SH SHR/OTHR 01 1300 D DANAHER CORP DEL COM 235851102 242 3540 SH SHARED 02 2000 1540 D DANAHER CORP DEL COM 235851102 7810 114237 SH SHARED 04 114237 D DANKA BUSINESS SYS PLC SPONSORED ADR 236277109 3 9997 SH SHARED 04 9997 D DAOU SYS INC COM 237015102 0 1113 SH SHARED 04 1113 D DAOU SYS INC COM 237015102 31 58969 SH SHARED 02 58969 D DARDEN RESTAURANTS INC COM 237194105 674 29500 SH SHARED 29500 D DARDEN RESTAURANTS INC COM 237194105 19955 872378 SH SHARED 01 871478 900 D DARDEN RESTAURANTS INC COM 237194105 393 17200 SH SHR/OTHR 01 11500 5700 D DARDEN RESTAURANTS INC COM 237194105 7 325 SH SHARED 02 25 300 D DARDEN RESTAURANTS INC COM 237194105 6256 273523 SH SHARED 04 273523 D DARDEN RESTAURANTS INC COM 237194105 22 1000 SH SHARED 05 1000 D DASSAULT SYS S A SPONSORED ADR 237545108 9 141 SH SHARED 05 141 D DASSAULT SYS S A SPONSORED ADR 237545108 543 8209 SH SHARED 01 8209 D DATA BROADCASTING CORP COM 237596101 1 552 SH SHARED 01 552 D DATA BROADCASTING CORP COM 237596101 329 94000 SH SHARED 01 94000 D DATA BROADCASTING CORP COM 237596101 94 26935 SH SHARED 04 26935 D DATA CRITICAL CORP DEL COM 237622105 1 625 SH SHARED 02 625 D DATA DIMENSIONS INC COM PAR $0.001 237654207 47 138960 SH SHARED 02 138960 D DATA I O CORP COM 237690102 15 7362 SH SHARED 02 7362 D DATA RACE INC COM 237842109 2 3291 SH SHARED 02 3291 D DATA RETURN CORP COM 23785M104 94 25100 SH SHARED 01 25100 D DATA RETURN CORP COM 23785M104 3 1000 SH SHARED 02 1000 D DATA RETURN CORP COM 23785M104 239 63815 SH SHARED 04 63815 D DATA RESH ASSOC INC COM 237853106 0 53 SH SHARED 04 53 D DATAKEY INC COM 237909106 5 1571 SH SHARED 04 1571 D DATAWATCH CORP COM 237917109 0 1100 SH SHARED 04 1100 D DATAWATCH CORP COM 237917109 0 1000 SH SHARED 02 1000 D DATALINK CORP COM 237934104 0 44 SH SHARED 02 44 D DATALEX PLC ADR 23803V102 0 36 SH SHARED 02 36 D DATARAM CORP COM PAR $1 238108203 48 4200 SH SHARED 04 4200 D DATASCOPE CORP COM 238113104 2 82 SH SHARED 04 82 D DATASCOPE CORP COM 238113104 820 23956 SH SHARED 01 23956 D DATASCOPE CORP COM 238113104 160 4693 SH SHARED 04 4693 D DATASTREAM SYS INC COM 238124101 44 4590 SH SHARED 04 4590 D DATASTREAM SYS INC COM 238124101 783 80374 SH SHARED 01 77874 2500 D DATASTREAM SYS INC COM 238124101 60 6255 SH SHARED 04 6255 D DATATRAK INTL INC COM 238134100 19 7066 SH SHARED 04 7066 D DATRON SYS INC DEL COM 238173108 25 2115 SH SHARED 04 2115 D DATUM INC COM 238208102 7 357 SH SHARED 04 357 D DATUM INC COM 238208102 13 600 SH SHARED 02 600 D DAUGHERTY RES INC COM 238215107 1 798 SH SHARED 02 798 D DAVITA INC COM 23918K108 195 11400 SH SHARED 11400 D DAVITA INC COM 23918K108 2103 122847 SH SHARED 01 122847 D DAVOX CORP COM 239208101 16 1646 SH SHARED 01 1646 D DAVOX CORP COM 239208101 434 44592 SH SHARED 01 44592 D DAVOX CORP COM 239208101 36 3698 SH SHARED 04 3698 D DAWSON GEOPHYSICAL CO COM 239359102 0 39 SH SHARED 04 39 D DAWSON GEOPHYSICAL CO COM 239359102 55 6000 SH SHARED 01 6000 D DE BEERS CONS MINES LTD ADR DEFD 240253302 0 18 SH SHARED 01 18 D DE BEERS CONS MINES LTD ADR DEFD 240253302 6 255 SH SHARED 02 255 D DEAN FOODS CO COM 242361103 2166 70601 SH SHARED 01 70601 D DEAN FOODS CO COM 242361103 1131 36859 SH SHARED 04 36859 D DEAN FOODS CO COM 242361103 515 16800 SH SHARED 05 16800 D DEB SHOPS INC COM 242728103 0 32 SH SHARED 05 32 D DEBT STRATEGIES FD INC NEW COM 24276Q109 28 4500 SH SHR/OTHR 01 4500 D DEERE & CO COM 244199105 81177 1771972 SH SHARED 01 1770272 1700 D DEERE & CO COM 244199105 604 13200 SH SHR/OTHR 01 4500 8700 D DEERE & CO COM 244199105 517 11300 SH SHARED 02 3000 8300 D DEERE & CO COM 244199105 9618 209966 SH SHARED 04 209966 D DEL GLOBAL TECHNOLOGIES CORP COM 245073101 0 210 SH SHARED 04 210 D DEL MONTE FOODS CO COM 24522P103 556 76700 SH SHARED 01 76700 D DEL MONTE FOODS CO COM 24522P103 146 20244 SH SHARED 04 20244 D DELCATH SYS INC UNIT EX 101801 24661P203 1 275 SH SHARED 04 275 D DELCO REMY INTL INC CL A 246626105 207 24000 SH SHARED 01 24000 D DELCO REMY INTL INC CL A 246626105 72 8377 SH SHARED 04 8377 D DELHAIZE AMER INC CL A 246688105 436 24703 SH SHARED 01 24703 D DELHAIZE AMER INC CL A 246688105 103 5851 SH SHARED 02 5851 D DELHAIZE AMER INC CL A 246688105 1 100 SH SHARED 04 100 D DELHAIZE AMER INC CL B 246688204 1918 106582 SH SHARED 01 106582 D DELHAIZE AMER INC CL B 246688204 217 12100 SH SHARED 04 12100 D DELIAS CORP CL A 24688Q101 3 2258 SH SHARED 04 2258 D DELIAS CORP CL A 24688Q101 27 19400 SH SHARED 02 19400 D DELL COMPUTER CORP COM 247025109 104899 6015900 SH SHARED 6015900 D DELL COMPUTER CORP COM 247025109 318951 18291653 SH SHARED 01 18229432 62221 D DELL COMPUTER CORP COM 247025109 822 47176 SH SHR/OTHR 01 17600 29576 D DELL COMPUTER CORP COM 247025109 3327 190830 SH SHARED 02 106319 84511 D DELL COMPUTER CORP COM 247025109 45939 2634597 SH SHARED 04 2634597 D DELL COMPUTER CORP COM 247025109 1049 60200 SH SHARED 05 60200 D DELL COMPUTER CORP COM 247025109 10 600 SH SHARED 06 600 D DELPHI AUTOMOTIVE SYS CORP COM 247126105 190 16900 SH SHARED 16900 D DELPHI AUTOMOTIVE SYS CORP COM 247126105 47183 4194048 SH SHARED 01 4188673 5375 D DELPHI AUTOMOTIVE SYS CORP COM 247126105 267 23807 SH SHR/OTHR 01 15699 8108 D DELPHI AUTOMOTIVE SYS CORP COM 247126105 20 1862 SH SHARED 02 299 1563 D DELPHI AUTOMOTIVE SYS CORP COM 247126105 6986 621014 SH SHARED 04 621014 D DELPHI AUTOMOTIVE SYS CORP COM 247126105 425 37800 SH SHARED 05 37800 D DELPHI FINL GROUP INC CL A 247131105 818 21267 SH SHARED 01 21267 D DELPHI FINL GROUP INC CL A 247131105 223 5812 SH SHARED 04 5812 D DELTA & PINE LD CO COM 247357106 1381 65971 SH SHARED 01 65971 D DELTA & PINE LD CO COM 247357106 357 17075 SH SHARED 04 17075 D DELTA AIR LINES INC DEL COM 247361108 833 16600 SH SHARED 16600 D DELTA AIR LINES INC DEL COM 247361108 46039 917356 SH SHARED 01 914616 2740 D DELTA AIR LINES INC DEL COM 247361108 34 684 SH SHR/OTHR 01 684 D DELTA AIR LINES INC DEL COM 247361108 241 4802 SH SHARED 02 4802 D DELTA AIR LINES INC DEL COM 247361108 5521 110027 SH SHARED 04 110027 D DELTA AIR LINES INC DEL COM 247361108 1425 28400 SH SHARED 05 28400 D DELTATHREE COM INC CL A 24783N102 1 1525 SH SHARED 05 1525 D DELTATHREE COM INC CL A 24783N102 22 18800 SH SHARED 01 18800 D DELTATHREE COM INC CL A 24783N102 4 3477 SH SHARED 04 3477 D DELTEK SYS INC COM 24785A108 89 21124 SH SHARED 04 21124 D DELTEK SYS INC COM 24785A108 19 4700 SH SHARED 01 4700 D DELTEK SYS INC COM 24785A108 13 3247 SH SHARED 04 3247 D DELTIC TIMBER CORP COM 247850100 873 36569 SH SHARED 01 28428 8141 D DELTIC TIMBER CORP COM 247850100 1257 52670 SH SHR/OTHR 01 52670 D DELTIC TIMBER CORP COM 247850100 93 3916 SH SHARED 04 3916 D DENBURY RES INC COM NEW 247916208 14 1300 SH SHARED 01 1300 D DENBURY RES INC COM NEW 247916208 554 50367 SH SHARED 04 50367 D DELUXE CORP COM 248019101 96 3800 SH SHARED 3800 D DELUXE CORP COM 248019101 12496 494515 SH SHARED 01 494515 D DELUXE CORP COM 248019101 1477 58487 SH SHARED 04 58487 D DELUXE CORP COM 248019101 45 1800 SH SHARED 05 1800 D DENDREON CORP COM 24823Q107 7 517 SH SHARED 05 517 D DENDRITE INTL INC COM 248239105 4 199 SH SHARED 05 199 D DENDRITE INTL INC COM 248239105 1145 51199 SH SHARED 01 51199 D DENDRITE INTL INC COM 248239105 16 750 SH SHARED 02 750 D DENDRITE INTL INC COM 248239105 496 22171 SH SHARED 04 22171 D DENSE PAC MICROSYSTEMS INC COM NEW 248719304 0 78 SH SHARED 04 78 D DENSE PAC MICROSYSTEMS INC COM NEW 248719304 6 3000 SH SHARED 02 3000 D DENTAL MED DIAGNOSTIC SYS COM NEW 24873K208 3 9611 SH SHARED 02 9611 D DENTSPLY INTL INC NEW COM 249030107 4 127 SH SHARED 02 127 D DENTSPLY INTL INC NEW COM 249030107 50 1300 SH SHARED 1300 D DENTSPLY INTL INC NEW COM 249030107 13536 345990 SH SHARED 01 345990 D DENTSPLY INTL INC NEW COM 249030107 1455 37200 SH SHARED 04 37200 D DENTSPLY INTL INC NEW COM 249030107 266 6800 SH SHARED 05 6800 D DESCARTES SYS GROUP INC COM 249906108 15 664 SH SHARED 05 664 D DESIGNS INC COM 25057L102 1 850 SH SHARED 05 850 D DETECTION SYS INC COM 250644101 2599 145966 SH SHARED 05 145966 D DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 29 1000 SH SHARED 01 1000 D DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 29 1000 SH SHR/OTHR 01 1000 D DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 90 3090 SH SHARED 02 1880 1210 D DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 23056 788255 SH SHARED 04 788255 D DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 87 3000 SH SHARED 05 3000 D DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 1691 127096 SH SHARED 01 127096 D DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 592 44545 SH SHARED 02 35045 9500 D DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 285 21453 SH SHARED 04 21453 D DEVON ENERGY CORP NEW COM 25179M103 63189 1036407 SH SHARED 01 1036407 D DEVON ENERGY CORP NEW COM 25179M103 48 800 SH SHR/OTHR 01 800 D DEVON ENERGY CORP NEW COM 25179M103 3829 62810 SH SHARED 02 31325 31485 D DEVON ENERGY CORP NEW COM 25179M103 70661 1158959 SH SHARED 04 1158959 D DEVON ENERGY CORP NEW COM 25179M103 2091 34300 SH SHARED 05 34300 D DEVX ENERGY INC COM NEW 25189P203 38 4845 SH SHARED 05 4845 D DEVX ENERGY INC COM NEW 25189P203 5262 668200 SH SHARED 01 668200 D DEVX ENERGY INC COM NEW 25189P203 0 11 SH SHARED 02 11 D DEVRY INC DEL COM 251893103 3416 90500 SH SHARED 01 86500 4000 D DEVRY INC DEL COM 251893103 1910 50600 SH SHARED 04 50600 D DEVRY INC DEL COM 251893103 347 9200 SH SHARED 05 9200 D DIACRIN INC COM 25243N103 2 585 SH SHARED 05 585 D DIAGEO P L C SPON ADR NEW 25243Q205 144 3250 SH SHARED 01 3250 D DIAGEO P L C SPON ADR NEW 25243Q205 39 880 SH SHARED 02 405 475 D DIAGNOSTIC PRODS CORP COM 252450101 931 17050 SH SHARED 01 16750 300 D DIAGNOSTIC PRODS CORP COM 252450101 249 4566 SH SHARED 04 4566 D DIAL CORP NEW COM 25247D101 2033 184892 SH SHARED 01 184092 800 D DIAL CORP NEW COM 25247D101 12 1100 SH SHARED 02 1100 D DIAL CORP NEW COM 25247D101 1042 94803 SH SHARED 04 94803 D DIAL CORP NEW COM 25247D101 137 12500 SH SHARED 05 12500 D DIALOG SEMICONDUCTOR PLC SPONSORED ADR 25250P108 34 3800 SH SHARED 02 3800 D DIAMETRICS MED INC COM 252532106 5 974 SH SHARED 02 974 D DIAMETRICS MED INC COM 252532106 150 25418 SH SHARED 01 25418 D DIAMETRICS MED INC COM 252532106 57 9721 SH SHARED 04 9721 D DIAMOND OFFSHORE DRILLING INC COM 25271C102 339333 8483329 SH SHARED 01 8482429 900 D DIAMOND OFFSHORE DRILLING INC COM 25271C102 2272 56800 SH SHARED 02 55300 1500 D DIAMOND OFFSHORE DRILLING INC COM 25271C102 372024 9300600 SH SHARED 04 9300600 D DIAMONDS TR UNIT SER 1 252787106 9 90 SH SHARED 01 90 D DIAMONDS TR UNIT SER 1 252787106 1825 17100 SH SHARED 02 17000 100 D DIAMONDS TR UNIT SER 1 252787106 14949 140000 SH SHARED 04 140000 D DIANON SYS INC COM 252826102 2 63 SH SHARED 04 63 D DIEBOLD INC COM 253651103 73 2200 SH SHARED 2200 D DIEBOLD INC COM 253651103 3232 96864 SH SHARED 01 96414 450 D DIEBOLD INC COM 253651103 1071 32100 SH SHARED 02 32100 D DIEBOLD INC COM 253651103 1758 52700 SH SHARED 04 52700 D DIEBOLD INC COM 253651103 313 9400 SH SHARED 05 9400 D DIEDRICH COFFEE INC COM 253675102 0 134 SH SHARED 05 134 D DIGENE CORP COM 253752109 616 13800 SH SHARED 01 13800 D DIGENE CORP COM 253752109 89 2000 SH SHARED 02 2000 D DIGENE CORP COM 253752109 189 4247 SH SHARED 04 4247 D DIGEX INC DEL CL A 253756100 733 32600 SH SHARED 01 32600 D DIGEX INC DEL CL A 253756100 22 1000 SH SHARED 02 1000 D DIGEX INC DEL CL A 253756100 47 2100 SH SHARED 04 2100 D DIGI INTL INC COM 253798102 12 2029 SH SHARED 04 2029 D DIGIMARC CORP COM 253807101 10 609 SH SHARED 04 609 D DIGIMARC CORP COM 253807101 302 18306 SH SHARED 01 18306 D DIGIMARC CORP COM 253807101 12 772 SH SHARED 02 772 D DIGIMARC CORP COM 253807101 53 3241 SH SHARED 04 3241 D DIGITAL BIOMETRICS INC COM 253833107 4 1523 SH SHARED 04 1523 D DIGITAL COURIER TECHNOLOGIES COM 253838106 0 34609 SH SHARED 01 34609 D DIGITAL IMPACT INC DEL COM 25385G106 172 73664 SH SHARED 01 73664 D DIGITAL IMPACT INC DEL COM 25385G106 33 14100 SH SHARED 01 14100 D DIGITAL IMPACT INC DEL COM 25385G106 7 3241 SH SHARED 04 3241 D DIGITAL IS INC DEL COM 25385N101 584 144000 SH SHARED 01 144000 D DIGITAL IS INC DEL COM 25385N101 50 12510 SH SHARED 02 12200 310 D DIGITAL IS INC DEL COM 25385N101 109 27062 SH SHARED 04 27062 D DIGITAL INSIGHT CORP COM 25385P106 1 56 SH SHARED 04 56 D DIGITAL INSIGHT CORP COM 25385P106 464 25727 SH SHARED 01 25727 D DIGITAL INSIGHT CORP COM 25385P106 8 450 SH SHARED 02 450 D DIGITAL INSIGHT CORP COM 25385P106 147 8161 SH SHARED 04 8161 D DIGITAL LIGHTWAVE INC COM 253855100 0 16 SH SHARED 04 16 D DIGITAL LIGHTWAVE INC COM 253855100 564 17800 SH SHARED 01 17800 D DIGITAL LIGHTWAVE INC COM 253855100 25 800 SH SHARED 02 700 100 D DIGITAL LIGHTWAVE INC COM 253855100 228 7200 SH SHARED 04 7200 D DIGITAL LIGHTHOUSE CORP COM 25386P105 21 33335 SH SHARED 04 33335 D DIGITAL RECORDERS INC COM 253869101 3 2000 SH SHARED 02 2000 D DIGITAL VIDEO SYS INC COM NEW 25387R407 1 364 SH SHARED 02 364 D DIGITAL RIV INC COM 25388B104 221 93449 SH SHARED 02 93449 D DIGITAL RIV INC COM 25388B104 110 46550 SH SHARED 01 45550 1000 D DIGITAL RIV INC COM 25388B104 44 18530 SH SHARED 02 10680 7850 D DIGITAL RIV INC COM 25388B104 18 7751 SH SHARED 04 7751 D DIGITAS INC COM 25388K104 0 119 SH SHARED 04 119 D DIGITAS INC COM 25388K104 190 37700 SH SHARED 01 37700 D DIGITAS INC COM 25388K104 264 52200 SH SHARED 02 52200 D DIGITAS INC COM 25388K104 17 3504 SH SHARED 04 3504 D DIGITALTHINK INC COM 25388M100 6 377 SH SHARED 04 377 D DIGITALTHINK INC COM 25388M100 406 23800 SH SHARED 01 23800 D DIGITALTHINK INC COM 25388M100 30 1781 SH SHARED 04 1781 D DIGITAL GENERATION SYS INC COM 253921100 6 3000 SH SHARED 02 3000 D DIME CMNTY BANCSHARES COM 253922108 2 97 SH SHARED 02 97 D DIME CMNTY BANCSHARES COM 253922108 1737 68806 SH SHARED 01 68806 D DIME CMNTY BANCSHARES COM 253922108 7 300 SH SHR/OTHR 01 300 D DIME CMNTY BANCSHARES COM 253922108 115 4574 SH SHARED 04 4574 D DILLARDS INC CL A 254067101 8370 708653 SH SHARED 01 708253 400 D DILLARDS INC CL A 254067101 33 2800 SH SHARED 02 300 2500 D DILLARDS INC CL A 254067101 1210 102492 SH SHARED 04 102492 D DIME BANCORP INC NEW COM 25429Q102 919 31100 SH SHARED 31100 D DIME BANCORP INC NEW COM 25429Q102 21394 723726 SH SHARED 01 723726 D DIME BANCORP INC NEW COM 25429Q102 67 2300 SH SHARED 02 2300 D DIME BANCORP INC NEW COM 25429Q102 2731 92400 SH SHARED 04 92400 D DIME BANCORP INC NEW COM 25429Q102 606 20500 SH SHARED 05 20500 D DIMON INC COM 254394109 42 7657 SH SHARED 01 7657 D DIODES INC COM 254543101 2 199 SH SHARED 01 199 D DIONEX CORP COM 254546104 16 486 SH SHARED 01 486 D DIONEX CORP COM 254546104 2182 63250 SH SHARED 01 63250 D DIONEX CORP COM 254546104 552 16000 SH SHR/OTHR 01 16000 D DIONEX CORP COM 254546104 69 2000 SH SHARED 02 2000 D DIONEX CORP COM 254546104 307 8927 SH SHARED 04 8927 D DIRECT INSITE CORP COM 25457C108 11 36570 SH SHARED 04 36570 D DISC GRAPHICS INC COM 254590102 0 50 SH SHARED 04 50 D DISCOVERY PARTNERS INTL INC COM 254675101 2214 182600 SH SHARED 01 182600 D DISNEY WALT CO COM DISNEY 254687106 27 936 SH SHR/OTHR 01 936 D DISNEY WALT CO COM DISNEY 254687106 31590 1091700 SH SHARED 1091700 D DISNEY WALT CO COM DISNEY 254687106 508069 17557792 SH SHARED 01 17055877 1416 500499 D DISNEY WALT CO COM DISNEY 254687106 20299 701505 SH SHR/OTHR 01 278038 423467 D DISNEY WALT CO COM DISNEY 254687106 2966 102508 SH SHARED 02 26022 76486 D DISNEY WALT CO COM DISNEY 254687106 63493 2194210 SH SHARED 04 2194210 D DISNEY WALT CO COM DISNEY 254687106 1672 57800 SH SHARED 05 57800 D DISNEY WALT CO COM DISNEY 254687106 21054 727600 SH SHARED 06 727600 D DISNEY WALT CO COM INTRNT GRP 254687205 394 91515 SH SHARED 01 49409 42106 D DISNEY WALT CO COM INTRNT GRP 254687205 34 7995 SH SHARED 02 1955 6040 D DISNEY WALT CO COM INTRNT GRP 254687205 17 4000 SH SHARED 04 4000 D DISPLAY TECHNOLOGIES INC COM 25469V102 0 4143 SH SHARED 04 4143 D DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR 254753106 92 5300 SH SHARED 01 5300 D DIRECT FOCUS INC COM 254931108 93 2800 SH SHARED 2800 D DIRECT FOCUS INC COM 254931108 969 28900 SH SHARED 01 28900 D DIRECT FOCUS INC COM 254931108 168 5032 SH SHARED 04 5032 D DITECH COMMUNICATIONS CORP COM 25500M103 399 24900 SH SHARED 01 24900 D DITECH COMMUNICATIONS CORP COM 25500M103 937 58340 SH SHARED 02 55600 2740 D DITECH COMMUNICATIONS CORP COM 25500M103 268 16739 SH SHARED 04 16739 D DIVERSA CORP COM 255064107 2 130 SH SHARED 04 130 D DIVERSA CORP COM 255064107 136 7600 SH SHARED 01 7600 D DIVERSA CORP COM 255064107 730 40730 SH SHARED 02 40630 100 D DIVERSA CORP COM 255064107 53 2979 SH SHARED 04 2979 D DIVERSINET CORP COM NEW 25536K204 46 20746 SH SHARED 04 20746 D DIVERSINET CORP COM NEW 25536K204 81 36100 SH SHARED 02 32800 3300 D DIVINE INTERVENTURES INC CL A 255404105 3 2198 SH SHARED 02 2198 D DIVINE INTERVENTURES INC CL A 255404105 152 97700 SH SHARED 04 97700 D DIVINE INTERVENTURES INC CL A 255404105 79 50900 SH SHARED 05 50900 D DIXIE GROUP INC CL A 255519100 1 607 SH SHARED 05 607 D DIXIE GROUP INC CL A 255519100 3 1500 SH SHARED 02 1500 D DOCUCORP INTL INC COM 255911109 59 29600 SH SHARED 02 29600 D DOCUCORP INTL INC COM 255911109 0 30 SH SHARED 02 30 D DOBSON COMMUNICATIONS CORP CL A 256069105 0 46 SH SHARED 02 46 D DOBSON COMMUNICATIONS CORP CL A 256069105 209 14300 SH SHARED 01 13700 600 D DOBSON COMMUNICATIONS CORP CL A 256069105 117 8000 SH SHARED 02 5400 2600 D DOBSON COMMUNICATIONS CORP CL A 256069105 36 2463 SH SHARED 04 2463 D DOCENT INC COM 25608L106 118 13500 SH SHARED 02 10800 2700 D DOCENT INC COM 25608L106 1541 176131 SH SHARED 04 176131 D DOCUMENT SCIENCES CORP COM 25614R105 0 1050 SH SHARED 04 1050 D DOCUMENT SCIENCES CORP COM 25614R105 30 40000 SH SHARED 01 20000 20000 D DOCUMENT SCIENCES CORP COM 25614R105 6 8600 SH SHR/OTHR 01 8600 D DOCUMENTUM INC COM 256159104 19 390 SH SHARED 01 390 D DOCUMENTUM INC COM 256159104 14538 292600 SH SHARED 01 292600 D DOCUMENTUM INC COM 256159104 1373 27650 SH SHARED 02 12050 15600 D DOCUMENTUM INC COM 256159104 4509 90750 SH SHARED 03 90750 D DOCUMENTUM INC COM 256159104 627 12620 SH SHARED 04 12620 D DOLE FOOD INC COM 256605106 1556 95046 SH SHARED 01 95046 D DOLE FOOD INC COM 256605106 5 364 SH SHARED 02 200 164 D DOLE FOOD INC COM 256605106 883 53976 SH SHARED 04 53976 D DOLE FOOD INC COM 256605106 121 7400 SH SHARED 05 7400 D DOLLAR GEN CORP COM 256669102 42752 2265043 SH SHARED 01 2263121 1922 D DOLLAR GEN CORP COM 256669102 328 17383 SH SHARED 02 4556 12827 D DOLLAR GEN CORP COM 256669102 4959 262751 SH SHARED 04 262751 D DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 1079 57550 SH SHARED 01 46523 11027 D DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 177 9492 SH SHARED 04 9492 D DOLLAR TREE STORES INC COM 256747106 281 11497 SH SHARED 04 11497 D DOLLAR TREE STORES INC COM 256747106 16687 681133 SH SHARED 01 681133 D DOLLAR TREE STORES INC COM 256747106 19 800 SH SHR/OTHR 01 800 D DOLLAR TREE STORES INC COM 256747106 120 4925 SH SHARED 02 3450 1475 D DOLLAR TREE STORES INC COM 256747106 4079 166500 SH SHARED 04 166500 D DOLLAR TREE STORES INC COM 256747106 1929 78750 SH SHARED 05 78750 D DOMINION RES INC VA NEW COM 25746U109 130280 1944491 SH SHARED 01 1938120 3799 2572 D DOMINION RES INC VA NEW COM 25746U109 1942 28996 SH SHR/OTHR 01 21701 7295 D DOMINION RES INC VA NEW COM 25746U109 374 5585 SH SHARED 02 1176 4409 D DOMINION RES INC VA NEW COM 25746U109 13636 203529 SH SHARED 04 203529 D DOMINION RES INC VA NEW COM 25746U109 710 10600 SH SHARED 05 10600 D DONALDSON INC COM 257651109 2110 75872 SH SHARED 01 75872 D DONALDSON INC COM 257651109 168 6050 SH SHARED 02 6050 D DONALDSON INC COM 257651109 1226 44109 SH SHARED 04 44109 D DONALDSON INC COM 257651109 169 6100 SH SHARED 05 6100 D DONALDSON LUFKIN & JENRETTE NW COM DLJDIRECT 257661504 321 85800 SH SHARED 05 85800 D DONALDSON LUFKIN & JENRETTE NW COM DLJDIRECT 257661504 100 26703 SH SHARED 01 20603 6100 D DONALDSON LUFKIN & JENRETTE NW COM DLJDIRECT 257661504 29 7840 SH SHARED 04 7840 D DONEGAL GROUP INC COM 257701102 1 138 SH SHARED 04 138 D DONNELLEY R R & SONS CO COM 257867101 461 17100 SH SHARED 17100 D DONNELLEY R R & SONS CO COM 257867101 23551 872265 SH SHARED 01 858565 13700 D DONNELLEY R R & SONS CO COM 257867101 274 10166 SH SHR/OTHR 01 4300 5866 D DONNELLEY R R & SONS CO COM 257867101 218 8100 SH SHARED 02 1800 6300 D DONNELLEY R R & SONS CO COM 257867101 2644 97928 SH SHARED 04 97928 D DONNELLEY R R & SONS CO COM 257867101 67 2500 SH SHARED 05 2500 D DORAL FINL CORP COM 25811P100 20 857 SH SHARED 05 857 D DORAL FINL CORP COM 25811P100 147 6100 SH SHARED 6100 D DORAL FINL CORP COM 25811P100 1058 43750 SH SHARED 01 43750 D DORAL FINL CORP COM 25811P100 313 12960 SH SHARED 04 12960 D DORCHESTER HUGOTON LTD DEPOSTARY RCPT 258205202 26 1655 SH SHARED 04 1655 D DOT HILL SYS CORP COM 25848T109 60 15687 SH SHARED 01 15687 D DOT HILL SYS CORP COM 25848T109 17 4456 SH SHARED 04 4456 D DOUBLE EAGLE PETE & MNG CO WT EXP 121701 258570118 3 2120 SH SHARED 04 2120 D DOUBLE EAGLE PETE & MNG CO COM PAR $0.10 258570209 35 7570 SH SHARED 04 7570 D DOUBLECLICK INC COM 258609304 110 10000 SH SHARED 04 10000 D DOUBLECLICK INC COM 258609304 1073 97594 SH SHARED 01 97594 D DOUBLECLICK INC COM 258609304 623 56686 SH SHARED 02 56150 536 D DOUBLECLICK INC COM 258609304 1057 96138 SH SHARED 04 96138 D DOVER CORP COM 260003108 61724 1521737 SH SHARED 01 1515137 6600 D DOVER CORP COM 260003108 551 13600 SH SHR/OTHR 01 13600 D DOVER CORP COM 260003108 32 800 SH SHARED 02 800 D DOVER CORP COM 260003108 14449 356229 SH SHARED 04 356229 D DOVER CORP COM 260003108 1448 35700 SH SHARED 05 35700 D DOVER DOWNS ENTMT INC COM 260086103 199 17800 SH SHARED 01 17800 D DOVER DOWNS ENTMT INC COM 260086103 53 4809 SH SHARED 04 4809 D DOW CHEM CO COM 260543103 182587 4985316 SH SHARED 01 4955636 29680 D DOW CHEM CO COM 260543103 3838 104809 SH SHR/OTHR 01 32453 72356 D DOW CHEM CO COM 260543103 126 3450 SH SHARED 02 3450 D DOW CHEM CO COM 260543103 27347 746697 SH SHARED 04 746697 D DOW CHEM CO COM 260543103 32 900 SH SHARED 06 900 D DOW JONES & CO INC COM 260561105 35884 633718 SH SHARED 01 632918 800 D DOW JONES & CO INC COM 260561105 2472 43672 SH SHR/OTHR 01 500 43172 D DOW JONES & CO INC COM 260561105 3864 68243 SH SHARED 04 68243 D DOWNEY FINL CORP COM 261018105 170 3100 SH SHARED 3100 D DOWNEY FINL CORP COM 261018105 1530 27829 SH SHARED 01 27829 D DOWNEY FINL CORP COM 261018105 466 8473 SH SHARED 04 8473 D DRESDNER RCM GLBL STRATGC INCM COM 26157B101 1272 188500 SH SHARED 04 188500 D DRESS BARN INC COM 261570105 1 51 SH SHARED 04 51 D DRESS BARN INC COM 261570105 1168 40310 SH SHARED 01 40310 D DRESS BARN INC COM 261570105 168 5810 SH SHARED 04 5810 D DREYERS GRAND ICE CREAM INC COM 261878102 22 684 SH SHARED 04 684 D DREYERS GRAND ICE CREAM INC COM 261878102 1560 48372 SH SHARED 01 48372 D DREYERS GRAND ICE CREAM INC COM 261878102 322 10000 SH SHARED 02 10000 D DREYERS GRAND ICE CREAM INC COM 261878102 795 24663 SH SHARED 04 24663 D DREYERS GRAND ICE CREAM INC COM 261878102 119 3700 SH SHARED 05 3700 D DRIL-QUIP INC COM 262037104 1579 46200 SH SHARED 01 46200 D DRIL-QUIP INC COM 262037104 118 3480 SH SHARED 04 3480 D DRKOOP COM INC COM 262098106 0 2422 SH SHARED 04 2422 D DROVERS BANCSHARES CORP COM 262120108 261 9600 SH SHARED 04 9600 D DRUGMAX COM INC COM 262240104 0 115 SH SHARED 04 115 D DRUGSTORE COM INC COM 262241102 1 1389 SH SHARED 04 1389 D DRUGSTORE COM INC COM 262241102 18 20900 SH SHARED 01 20900 D DRUGSTORE COM INC COM 262241102 7 8267 SH SHARED 04 8267 D DSET CORP COM 262504103 43 24166 SH SHARED 01 24166 D DSET CORP COM 262504103 5 3000 SH SHARED 02 3000 D DSET CORP COM 262504103 7 3909 SH SHARED 04 3909 D DSL NET INC COM 262506108 6 11351 SH SHARED 04 11351 D DSL NET INC COM 262506108 42 80220 SH SHARED 01 80220 D DSL NET INC COM 262506108 14 27750 SH SHARED 02 22800 4950 D DSL NET INC COM 262506108 5 10852 SH SHARED 04 10852 D DU PONT E I DE NEMOURS & CO COM 263534109 131949 2731200 SH SHARED 2731200 D DU PONT E I DE NEMOURS & CO COM 263534109 424896 8794847 SH SHARED 01 8705883 1576 87388 D DU PONT E I DE NEMOURS & CO COM 263534109 17573 363750 SH SHR/OTHR 01 236059 127691 D DU PONT E I DE NEMOURS & CO COM 263534109 550 11391 SH SHARED 02 1227 10164 D DU PONT E I DE NEMOURS & CO COM 263534109 52305 1082670 SH SHARED 04 1082670 D DU PONT E I DE NEMOURS & CO COM 263534109 86 1800 SH SHARED 05 1800 D DU PONT E I DE NEMOURS & CO COM 263534109 20431 422900 SH SHARED 06 422900 D DUALSTAR TECHNOLOGIES COM 263572109 12 45712 SH SHARED 06 45712 D DUANE READE INC COM 263578106 859 28132 SH SHARED 01 28132 D DUANE READE INC COM 263578106 218 7145 SH SHARED 04 7145 D DUCKWALL-ALCO STORES INC NEW COM 264142100 3 595 SH SHARED 04 595 D DUCOMMUN INC DEL COM 264147109 104 9463 SH SHARED 02 9463 D DUFF & PHELPS UTILS INCOME INC COM 264324104 76 7274 SH SHARED 02 7274 D DUFF & PHELPS UTILS TXFR INCM COM 264325101 248 18800 SH SHARED 04 18800 D DUKE ENERGY CORP COM 264399106 56360 661122 SH SHARED 661122 D DUKE ENERGY CORP COM 264399106 248858 2919162 SH SHARED 01 2900296 18866 D DUKE ENERGY CORP COM 264399106 624 7325 SH SHR/OTHR 01 4445 2880 D DUKE ENERGY CORP COM 264399106 1449 17008 SH SHARED 02 5941 11067 D DUKE ENERGY CORP COM 264399106 25716 301657 SH SHARED 04 301657 D DUKE ENERGY CORP COM 264399106 3350 39300 SH SHARED 05 39300 D DUKE WEEKS REALTY CORP COM NEW 264411505 3341 135676 SH SHARED 01 135251 425 D DUKE WEEKS REALTY CORP COM NEW 264411505 2640 107247 SH SHARED 02 51745 55502 D DUKE WEEKS REALTY CORP COM NEW 264411505 285 11600 SH SHARED 04 11600 D DUN & BRADSTREET CORP DEL NEW COM 26483E100 7972 308098 SH SHARED 01 305948 2150 D DUN & BRADSTREET CORP DEL NEW COM 26483E100 1957 75642 SH SHR/OTHR 01 62887 12755 D DUN & BRADSTREET CORP DEL NEW COM 26483E100 8 310 SH SHARED 02 310 D DUN & BRADSTREET CORP DEL NEW COM 26483E100 1555 60100 SH SHARED 04 60100 D DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 17 3300 SH SHARED 3300 D DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 119 22832 SH SHARED 01 22832 D DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 24 4697 SH SHARED 04 4697 D DUPONT PHOTOMASKS INC GTD SB CV ZRO 04 26613XAC5 18 20000 PRN SHARED 04 20000 D DUPONT PHOTOMASKS INC COM 26613X101 12093 228861 SH SHARED 01 228861 D DUPONT PHOTOMASKS INC COM 26613X101 106 2022 SH SHARED 04 2022 D DURAMED PHARMACEUTICALS INC COM 266354109 6 2000 SH SHARED 02 2000 D DURBAN ROODEPOORT DEEP 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EMCORE CORP COM 290846104 2 48 SH SHARED 04 48 D EMCORE CORP COM 290846104 1955 41600 SH SHARED 01 41600 D EMCORE CORP COM 290846104 446 9509 SH SHARED 04 9509 D EMERGE INTERACTIVE INC CL A 29088W103 2 705 SH SHARED 04 705 D EMERGE INTERACTIVE INC CL A 29088W103 23 6400 SH SHARED 01 6400 D EMERGE INTERACTIVE INC CL A 29088W103 0 50 SH SHR/OTHR 01 50 D EMERGE INTERACTIVE INC CL A 29088W103 0 50 SH SHARED 02 50 D EMERGE INTERACTIVE INC CL A 29088W103 9 2682 SH SHARED 04 2682 D EMERGING VISION INC COM 29089W102 0 2197 SH SHARED 04 2197 D EMERGING MKTS TELECOMNC FD NEW COM 290890102 2 267 SH SHARED 02 267 D EMERGING MKTS TELECOMNC FD NEW COM 290890102 2548 313685 SH SHARED 04 313685 D EMERGING MKTS INCOME FD COM 290918101 37 3100 SH SHARED 04 3100 D EMERGENT INFORMATION TECH INC COM 290931104 0 277 SH SHARED 04 277 D EMERSON ELEC CO COM 291011104 58612 743700 SH SHARED 743700 D EMERSON ELEC CO COM 291011104 319459 4053439 SH SHARED 01 4023017 1550 28872 D EMERSON ELEC CO COM 291011104 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40000 SH SHARED 02 40000 D EN POINTE TECHNOLOGIES INC COM 29247F108 0 151 SH SHARED 02 151 D EMULEX CORP COM NEW 292475209 183 2300 SH SHARED 02 2300 D EMULEX CORP COM NEW 292475209 6135 76750 SH SHARED 01 76475 275 D EMULEX CORP COM NEW 292475209 885 11080 SH SHARED 02 10980 100 D EMULEX CORP COM NEW 292475209 549 6875 SH SHARED 04 6875 D EMUSIC COM INC COM 292476108 7 25147 SH SHARED 04 25147 D ENCAD INC COM 292503109 0 49 SH SHARED 04 49 D ENCHIRA BIOTECHNOLOGY CORP COM 29251Q107 3 642 SH SHARED 02 571 71 D ENCOMPASS SVCS CORP COM 29255U104 507 100280 SH SHARED 01 93257 7023 D ENCOMPASS SVCS CORP COM 29255U104 124 24595 SH SHARED 04 24595 D ENCORE WIRE CORP COM 292562105 0 60 SH SHARED 04 60 D ENDESA S A SPONSORED ADR 29258N107 58 3500 SH SHARED 01 3500 D ENDWAVE CORP COM 29264A107 39 12742 SH SHARED 01 12742 D ENDWAVE CORP COM 29264A107 594 190350 SH SHARED 02 189900 450 D ENDO PHARMACEUTICALS HLDGS INC WT EXP 123102 29264F114 3 14400 SH SHARED 01 14400 D ENDOCARE INC COM 29264P104 157 12351 SH SHARED 01 12351 D ENDOCARE INC COM 29264P104 49 3910 SH SHARED 04 3910 D ENERGEN CORP COM 29265N108 103 3200 SH SHARED 3200 D ENERGEN CORP COM 29265N108 2002 62200 SH SHARED 01 62200 D ENERGEN CORP COM 29265N108 338 10511 SH SHARED 04 10511 D ENERGEN CORP COM 29265N108 54 1700 SH SHARED 05 1700 D ENERGY CONVERSION DEVICES INC COM 292659109 0 18 SH SHARED 05 18 D ENERGY CONVERSION DEVICES INC COM 292659109 776 38352 SH SHARED 01 38352 D ENERGY CONVERSION DEVICES INC COM 292659109 126 6245 SH SHARED 04 6245 D ENERGY CONVERSION DEVICES INC WT EXP 073101 292659224 0 118 SH SHARED 04 118 D ENERGIS PLC SPONSORED ADR 29266H100 1 35 SH SHARED 04 35 D ENERGY EAST CORP COM 29266M109 3013 153094 SH SHARED 01 153094 D ENERGY EAST CORP COM 29266M109 100 5130 SH SHARED 02 2730 2400 D ENERGY EAST CORP COM 29266M109 1708 86780 SH SHARED 04 86780 D ENERGY EAST CORP COM 29266M109 340 17300 SH SHARED 05 17300 D ENERGIZER HLDGS INC COM 29266R108 2758 129067 SH SHARED 01 127666 1401 D ENERGIZER HLDGS INC COM 29266R108 76 3568 SH SHR/OTHR 01 1726 1842 D ENERGIZER HLDGS INC COM 29266R108 55 2597 SH SHARED 02 2531 66 D ENERGIZER HLDGS INC COM 29266R108 1581 74000 SH SHARED 04 74000 D ENERGIZER HLDGS INC COM 29266R108 284 13300 SH SHARED 05 13300 D ENERGY SEARCH INC TENN COM 29271T107 8 1123 SH SHARED 05 1123 D ENERGY SEARCH INC TENN WT A EX 013002 29271T115 0 294 SH SHARED 05 294 D ENERSIS S A SPONSORED ADR 29274F104 48 2728 SH SHARED 01 2728 D ENGAGE INC COM 292827102 0 43 SH SHARED 01 43 D ENGAGE INC COM 292827102 31 42200 SH SHARED 01 42200 D ENGAGE INC COM 292827102 2 3300 SH SHARED 04 3300 D ENGELHARD CORP COM 292845104 17732 870290 SH SHARED 01 870290 D ENGELHARD CORP COM 292845104 2388 117240 SH SHARED 04 117240 D ENGELHARD CORP COM 292845104 75 3700 SH SHARED 05 3700 D ENGINEERED SUPPORT SYS INC COM 292866100 1 48 SH SHARED 05 48 D ENDOCARDIAL SOLUTIONS INC COM 292962107 0 150 SH SHARED 05 150 D ENESCO GROUP INC COM 292973104 9 2000 SH SHARED 02 2000 D ENHANCE FINL SVCS GROUP INC COM 293310108 1479 95872 SH SHARED 01 95872 D ENHANCE FINL SVCS GROUP INC COM 293310108 154 10000 SH SHARED 02 10000 D ENHANCE FINL SVCS GROUP INC COM 293310108 162 10514 SH SHARED 04 10514 D ENHERENT CORP COM 293313102 20 21470 SH SHARED 04 21470 D ENRON CORP COM 293561106 1377 16570 SH SHARED 04 16570 D ENRON CORP COM 293561106 78 950 SH SHR/OTHR 04 350 600 D ENRON CORP COM 293561106 6275 75500 SH SHARED 75500 D ENRON CORP COM 293561106 659883 7938450 SH SHARED 01 7313613 624837 D ENRON CORP COM 293561106 29727 357623 SH SHR/OTHR 01 158674 198949 D ENRON CORP COM 293561106 2193 26387 SH SHARED 02 5373 21014 D ENRON CORP COM 293561106 68179 820201 SH SHARED 04 820201 D ENRON CORP COM 293561106 3133 37700 SH SHARED 05 37700 D ENRON CORP COM 293561106 83540 1005000 SH SHARED 06 1005000 D ENTERCOM COMMUNICATIONS CORP CL A 293639100 437 12700 SH SHARED 01 12700 D ENTERCOM COMMUNICATIONS CORP CL A 293639100 141 4100 SH SHARED 02 2400 1700 D ENTERCOM COMMUNICATIONS CORP 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ENTRUST TECHNOLOGIES INC COM 293848107 517 39800 SH SHARED 01 39800 D ENTRUST TECHNOLOGIES INC COM 293848107 591 45500 SH SHARED 02 45500 D ENTRUST TECHNOLOGIES INC COM 293848107 440 33900 SH SHARED 04 33900 D ENZON INC COM 293904108 27 442 SH SHARED 04 442 D ENZON INC COM 293904108 4465 71946 SH SHARED 01 71946 D ENZON INC COM 293904108 23 375 SH SHR/OTHR 01 375 D ENZON INC COM 293904108 1005 16203 SH SHARED 04 16203 D ENVIRONMENTAL TECHNOLOGIES CP COM 293961108 0 1170 SH SHARED 04 1170 D ENVOY COMMUNICATIONS GROUP INC COM 293986105 26 10771 SH SHARED 04 10771 D EPCOS AG ARD 29410P107 25 300 SH SHARED 05 300 D ENZO BIOCHEM INC COM 294100102 744 29936 SH SHARED 01 29936 D ENZO BIOCHEM INC COM 294100102 16 650 SH SHR/OTHR 01 650 D ENZO BIOCHEM INC COM 294100102 1254 50428 SH SHARED 04 50428 D EOTT ENERGY PARTNERS L P UNIT LTD PRTNR 294103106 32 2000 SH SHARED 02 2000 D EPIMMUNE INC COM 29425Y101 3 1487 SH SHARED 02 1487 D EPIMMUNE INC COM 29425Y101 18 6911 SH SHARED 02 6911 D EPICOR SOFTWARE CORP COM 29426L108 0 1007 SH SHARED 02 1007 D EPICEDGE INC COM 29426X102 2 7924 SH SHARED 01 7924 D EPICEDGE INC COM 29426X102 0 12 SH SHARED 02 12 D EPICEDGE INC COM 29426X102 1 3906 SH SHARED 04 3906 D EPLUS INC COM 294268107 64 5642 SH SHARED 01 5642 D EPLUS INC COM 294268107 23 2108 SH SHARED 04 2108 D EPOCH PHARMACEUTICALS INC COM 294273107 0 9 SH SHARED 04 9 D EPOCH PHARMACEUTICALS INC COM 294273107 49 7500 SH SHARED 02 7500 D EPRESENCE INC COM 294348107 17 4087 SH SHARED 02 4087 D EPRESENCE INC COM 294348107 222 51164 SH SHARED 01 51164 D EPRESENCE INC COM 294348107 39 9171 SH SHARED 04 9171 D EPRISE CORP COM 294352109 49 27226 SH SHARED 04 27226 D EPRISE CORP COM 294352109 4 2600 SH SHARED 01 2600 D EPRISE CORP COM 294352109 243 134468 SH SHARED 02 106428 28040 D EPRISE CORP COM 294352109 3 1732 SH SHARED 04 1732 D EQUANT N V NY REG SHS 294409107 23 900 SH SHARED 01 900 D EQUANT N V NY REG SHS 294409107 1 50 SH SHARED 02 50 D EQUANT N V NY REG SHS 294409107 351 13500 SH SHARED 04 13500 D EQUIFAX INC COM 294429105 39130 1364050 SH SHARED 01 1344850 3500 15700 D EQUIFAX INC COM 294429105 2146 74822 SH SHR/OTHR 01 59322 15500 D EQUIFAX INC COM 294429105 252 8800 SH SHARED 02 3600 5200 D EQUIFAX INC COM 294429105 3649 127225 SH SHARED 04 127225 D EQUIFAX INC COM 294429105 94 3300 SH SHARED 05 3300 D EQUINOX SYS INC COM 294436100 729 75341 SH SHARED 05 75341 D EQUINIX INC COM 29444U106 3 839 SH SHARED 05 839 D EQUINIX INC COM 29444U106 0 200 SH SHARED 02 200 D EQUITABLE RES INC COM 294549100 153 2300 SH SHARED 2300 D EQUITABLE RES INC COM 294549100 13771 206312 SH SHARED 01 206062 250 D EQUITABLE RES INC COM 294549100 801 12012 SH SHR/OTHR 01 4275 7737 D EQUITABLE RES INC COM 294549100 10 150 SH SHARED 02 150 D EQUITABLE RES INC COM 294549100 193 2900 SH SHARED 04 2900 D EQUITEX INC COM PAR $0.02 294592308 10 2102 SH SHARED 04 2102 D EQUITY INCOME FD UT 1 EX SR-ATT 294700703 221 1600 SH SHARED 01 1300 300 D EQUITY INCOME FD UT 1 EX SR-ATT 294700703 138 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II INC COM 294766100 40 4600 SH SHARED 04 4600 D ERGO SCIENCE CORP COM 29481E106 3 5086 SH SHARED 04 5086 D ERICSSON L M TEL CO ADR CL B SEK10 294821400 12 1075 SH SHARED 04 1075 D ERICSSON L M TEL CO ADR CL B SEK10 294821400 3771 337156 SH SHARED 01 207256 129900 D ERICSSON L M TEL CO ADR CL B SEK10 294821400 232 20800 SH SHR/OTHR 01 20800 D ERICSSON L M TEL CO ADR CL B SEK10 294821400 2563 229157 SH SHARED 02 68257 160900 D ERICSSON L M TEL CO ADR CL B SEK10 294821400 2653 237150 SH SHARED 04 237150 D ERICSSON L M TEL CO ADR CL B SEK10 294821400 3881 347000 SH SHARED 05 347000 D ERIE INDTY CO CL A 29530P102 6 206 SH SHARED 05 206 D ERIE INDTY CO CL A 29530P102 1247 41845 SH SHARED 01 41845 D ERIE INDTY CO CL A 29530P102 174 5839 SH SHARED 04 5839 D EROOMSYSTEM TECHNOLOGIES INC COM 296016108 2 998 SH SHARED 04 998 D ESAFETYWORLD INC COM 29605M109 0 14 SH SHARED 04 14 D ESCO TECHNOLOGIES INC COM 296315104 250 12102 SH SHARED 01 12102 D ESCO TECHNOLOGIES INC COM 296315104 92 4467 SH SHARED 04 4467 D ESHARE COMMUNICATIONS INC GA COM 296428105 15 12000 SH SHARED 04 12000 D ESPEED INC CL A 296643109 1 105 SH SHARED 04 105 D ESPEED INC CL A 296643109 370 23600 SH SHARED 01 23600 D ESPEED INC CL A 296643109 162 10376 SH SHARED 04 10376 D ESPIRITO SANTO FINL GROUP SA SPONSORED ADR 29665F200 67 3800 SH SHARED 3800 D ESPIRITO SANTO FINL GROUP SA SPONSORED ADR 29665F200 17 1000 SH SHARED 01 1000 D ESPIRITO SANTO FINL GROUP SA SPONSORED ADR 29665F200 17 1000 SH SHR/OTHR 01 1000 D ESPIRITO SANTO FINL GROUP SA SPONSORED ADR 29665F200 53 3000 SH SHARED 02 3000 D ESOFT INC COM 296904105 7 8072 SH SHARED 02 8072 D ESOFT INC COM 296904105 0 600 SH SHARED 01 600 D ESSEX PPTY TR INC COM 297178105 1325 24212 SH SHARED 01 24212 D ESSEX PPTY TR INC COM 297178105 391 7154 SH SHARED 04 7154 D ESTERLINE TECHNOLOGIES CORP COM 297425100 645 24600 SH SHARED 01 24600 D ESTERLINE TECHNOLOGIES CORP COM 297425100 176 6715 SH SHARED 04 6715 D ETHAN ALLEN INTERIORS INC COM 297602104 2337 69782 SH SHARED 01 69782 D ETHAN ALLEN INTERIORS INC COM 297602104 556 16616 SH SHARED 04 16616 D ETHYL CORP COM 297659104 165 115514 SH SHARED 01 115514 D ETHYL CORP COM 297659104 1 1000 SH SHARED 02 1000 D ETHYL CORP COM 297659104 34 24260 SH SHARED 04 24260 D ETOYS INC COM 297862104 0 4814 SH SHARED 04 4814 D ETOYS INC COM 297862104 28 152000 SH SHARED 01 150149 1851 D ETOYS INC COM 297862104 8 47925 SH SHARED 04 47925 D EUFAULA BANCCORP INC COM 29816N102 64 8600 SH SHARED 01 8600 D EURONET SVCS INC COM 298736109 0 152 SH SHARED 01 152 D EURO909 COM A S SPONSORED ADR 298737107 1 1000 SH SHARED 01 1000 D EUROPE FD INC COM 29874M103 1194 79600 SH SHARED 04 79600 D EUROWEB INTL CORP COM 298801101 1 2030 SH SHARED 04 2030 D EUROWEB INTL CORP WT A EX 040102 298801119 1 6302 SH SHARED 04 6302 D EUROWEB INTL CORP WT B EX 040102 298801127 0 1865 SH SHARED 04 1865 D EVANS & SUTHERLAND COMPUTER CP COM 299096107 2 274 SH SHARED 04 274 D EVERCEL INC COM 299759100 4 470 SH SHARED 04 470 D EVERGREEN RES INC COM NO PAR 299900308 3307 85636 SH SHARED 01 85636 D EVERGREEN RES INC COM NO PAR 299900308 77 2000 SH SHARED 02 2000 D EVERGREEN RES INC COM NO PAR 299900308 232 6027 SH SHARED 04 6027 D EVERLAST WORLDWIDE INC COM 300355104 0 400 SH SHARED 04 400 D EVERTRUST FINL GROUP INC COM 300412103 3 242 SH SHARED 04 242 D EVERTRUST FINL GROUP INC COM 300412103 692 54300 SH SHARED 04 54300 D EVOLVE SOFTWARE INC COM 30049P104 0 24 SH SHARED 04 24 D EVOLVE SOFTWARE INC COM 30049P104 38 7800 SH SHARED 02 7200 600 D EVOLVE SOFTWARE INC COM 30049P104 0 48 SH SHARED 04 48 D EVOLVING SYS INC COM 30049R100 27 12944 SH SHARED 04 12944 D EVOLVING SYS INC COM 30049R100 12 6000 SH SHARED 02 6000 D EXAR CORP COM 300645108 140 4550 SH SHARED 02 4550 D EXAR CORP COM 300645108 4575 147682 SH SHARED 01 147132 550 D EXAR CORP COM 300645108 14 475 SH SHR/OTHR 01 475 D EXAR CORP COM 300645108 483 15606 SH SHARED 04 15606 D EXCALIBUR TECHNOLOGIES CORP COM NEW 300651205 84 4762 SH SHARED 04 4762 D EXCEL LEGACY CORP SUB DB CONV 9%04 300665AA4 6 8000 PRN SHARED 01 8000 D EXCEL TECHNOLOGY INC COM 30067T103 503 25250 SH SHARED 01 25250 D EXCEL TECHNOLOGY INC COM 30067T103 69 3475 SH SHARED 04 3475 D EXCELON CORP COM 300691102 12 8583 SH SHARED 04 8583 D EXCELON CORP COM 300691102 96 64300 SH SHARED 01 64300 D EXCELON CORP COM 300691102 15 10057 SH SHARED 04 10057 D EXCHANGE APPLICATIONS COM 300867108 0 15 SH SHARED 04 15 D EXCHANGE APPLICATIONS COM 300867108 74 61122 SH SHARED 01 61122 D EXCHANGE APPLICATIONS COM 300867108 316 259742 SH SHARED 02 253842 5900 D EXCHANGE APPLICATIONS COM 300867108 15 12524 SH SHARED 04 12524 D EXELON CORP COM 30161N101 100933 1437600 SH SHARED 1437600 D EXELON CORP COM 30161N101 177967 2534790 SH SHARED 01 2531565 3225 D EXELON CORP COM 30161N101 285 4061 SH SHR/OTHR 01 2987 1074 D EXELON CORP COM 30161N101 156 2232 SH SHARED 02 432 1800 D EXELON CORP COM 30161N101 17613 250870 SH SHARED 04 250870 D EXELON CORP COM 30161N101 612 8725 SH SHARED 05 8725 D EXELON CORP COM 30161N101 48788 694900 SH SHARED 06 694900 D EXELIXIS INC COM 30161Q104 3 220 SH SHARED 06 220 D EXELIXIS INC COM 30161Q104 157 10800 SH SHARED 01 9800 1000 D EXELIXIS INC COM 30161Q104 52 3587 SH SHARED 04 3587 D EXTENDED SYSTEMS INC COM 301973103 18 1615 SH SHARED 04 1615 D EXTENDED SYSTEMS INC COM 301973103 171 14700 SH SHARED 01 14700 D EXTENDED SYSTEMS INC COM 301973103 74 6410 SH SHARED 04 6410 D EXIDE CORP COM 302051107 258 33905 SH SHARED 01 33905 D EXIDE CORP COM 302051107 57 7490 SH SHARED 04 7490 D EXIGENT INTERNATIONAL INC COM 302056106 19 12273 SH SHARED 04 12273 D EXODUS COMMUNICATIONS INC COM 302088109 37 1891 SH SHARED 04 1891 D EXODUS COMMUNICATIONS INC COM 302088109 131465 6573266 SH SHARED 01 6572466 800 D EXODUS COMMUNICATIONS INC COM 302088109 96 4800 SH SHR/OTHR 01 4800 D EXODUS COMMUNICATIONS INC COM 302088109 2559 127965 SH SHARED 02 80085 47880 D EXODUS COMMUNICATIONS INC COM 302088109 4597 229855 SH SHARED 04 229855 D EXODUS COMMUNICATIONS INC COM 302088109 140 7000 SH SHARED 05 7000 D EXPEDIA INC COM 302125109 6 671 SH SHARED 05 671 D EXPEDIA INC COM 302125109 39 4150 SH SHARED 01 4150 D EXPEDIA INC COM 302125109 657 68750 SH SHARED 02 68750 D EXPEDIA INC COM 302125109 24 2569 SH SHARED 04 2569 D EXPEDITORS INTL WASH INC COM 302130109 4 75 SH SHARED 04 75 D EXPEDITORS INTL WASH INC COM 302130109 3680 68550 SH SHARED 01 68550 D EXPEDITORS INTL WASH INC COM 302130109 2019 37625 SH SHARED 04 37625 D EXPEDITORS INTL WASH INC COM 302130109 370 6900 SH SHARED 05 6900 D EXPERTELLIGENCE INC COM NEW 302132204 12 3619 SH SHARED 05 3619 D EXPLORATION CO COM NEW 302133202 281 95860 SH SHARED 05 95860 D EXPRESS SCRIPTS INC CL A 302182100 71 700 SH SHARED 700 D EXPRESS SCRIPTS INC CL A 302182100 4386 42900 SH SHARED 01 41400 1500 D EXPRESS SCRIPTS INC CL A 302182100 132 1300 SH SHARED 02 1300 D EXPRESS SCRIPTS INC CL A 302182100 2752 26918 SH SHARED 04 26918 D EXPRESS SCRIPTS INC CL A 302182100 511 5000 SH SHARED 05 5000 D EXTENDED STAY AMER INC COM 30224P101 1733 134897 SH SHARED 01 123523 11374 D EXTENDED STAY AMER INC COM 30224P101 354 27609 SH SHARED 04 27609 D EXTENSITY INC COM 302255104 2 398 SH SHARED 04 398 D EXTENSITY INC COM 302255104 40 6800 SH SHARED 01 6800 D EXTENSITY INC COM 302255104 1159 192780 SH SHARED 02 192280 500 D EXTENSITY INC COM 302255104 10 1725 SH SHARED 04 1725 D EXTREME NETWORKS INC COM 30226D106 2 55 SH SHARED 04 55 D EXTREME NETWORKS INC COM 30226D106 1913 48900 SH SHARED 01 48900 D EXTREME NETWORKS INC COM 30226D106 456 11662 SH SHARED 02 11662 D EXTREME NETWORKS INC COM 30226D106 172 4400 SH SHARED 04 4400 D EXTREME NETWORKS INC COM 30226D106 74 1900 SH SHARED 05 1900 D EXULT INC DEL COM 302284104 0 49 SH SHARED 05 49 D EZCORP INC CL A NON VTG 302301106 0 57 SH SHARED 05 57 D EXXON MOBIL CORP COM 30231G102 1085 12487 SH SHARED 05 12487 D EXXON MOBIL CORP COM 30231G102 17 200 SH SHR/OTHR 05 200 D EXXON MOBIL CORP COM 30231G102 124198 1428600 SH SHARED 1428600 D EXXON MOBIL CORP COM 30231G102 2705384 31118907 SH SHARED 01 30274118 63845 780944 D EXXON MOBIL CORP COM 30231G102 140734 1618814 SH SHR/OTHR 01 1015380 603434 D EXXON MOBIL CORP COM 30231G102 12063 138761 SH SHARED 02 42694 96067 D EXXON MOBIL CORP COM 30231G102 269571 3100773 SH SHARED 04 3100773 D EXXON MOBIL CORP COM 30231G102 15674 180300 SH SHARED 05 180300 D EXXON MOBIL CORP COM 30231G102 113104 1300990 SH SHARED 06 1300990 D EZENIA INC COM 302311105 1 1000 SH SHARED 06 1000 D EZENIA INC COM 302311105 7 6900 SH SHARED 02 6900 D F&M BANCORP MD COM 302367107 175 8519 SH SHARED 02 8519 D F&M BANCORP MD COM 302367107 227 11013 SH SHARED 01 11013 D F&M BANCORP MD COM 302367107 37 1807 SH SHARED 02 1807 D F&M BANCORP MD COM 302367107 87 4252 SH SHARED 04 4252 D F & M NATL CORP COM 302374103 785 30062 SH SHARED 01 30062 D F & M NATL CORP COM 302374103 251 9616 SH SHARED 04 9616 D FBL FINL GROUP INC CL A 30239F106 255 14713 SH SHARED 01 14713 D FBL FINL GROUP INC CL A 30239F106 20 1200 SH SHARED 02 1200 D FBL FINL GROUP INC CL A 30239F106 71 4125 SH SHARED 04 4125 D FEI CO COM 30241L109 0 1 SH SHARED 04 1 D FEI CO COM 30241L109 432 18990 SH SHARED 01 18990 D FEI CO COM 30241L109 11 500 SH SHARED 02 500 D FEI CO COM 30241L109 124 5474 SH SHARED 04 5474 D F M C CORP COM NEW 302491303 903 12600 SH SHARED 12600 D F M C CORP COM NEW 302491303 15604 217681 SH SHARED 01 217281 400 D F M C CORP COM NEW 302491303 4119 57470 SH SHARED 04 57470 D F M C CORP COM NEW 302491303 229 3200 SH SHARED 05 3200 D F N B CORP N C COM 302519103 9 750 SH SHARED 02 750 D FNB CORP PA COM 302520101 631 30066 SH SHARED 01 30066 D FNB CORP PA COM 302520101 182 8705 SH SHARED 04 8705 D FNB FINANCIAL SERVICES CORP COM 302526108 8 800 SH SHARED 02 800 D FPIC INS GROUP INC COM 302563101 35 3900 SH SHARED 02 3900 D FPL GROUP INC COM 302571104 32416 451800 SH SHARED 451800 D FPL GROUP INC COM 302571104 103402 1441150 SH SHARED 01 1430706 800 9644 D FPL GROUP INC COM 302571104 880 12272 SH SHR/OTHR 01 10289 1983 D FPL GROUP INC COM 302571104 182 2550 SH SHARED 02 200 2350 D FPL GROUP INC COM 302571104 10184 141949 SH SHARED 04 141949 D FPL GROUP INC COM 302571104 581 8100 SH SHARED 05 8100 D FSI INTL INC COM 302633102 0 52 SH SHARED 05 52 D FSI INTL INC COM 302633102 668 79841 SH SHARED 01 79841 D FSI INTL INC COM 302633102 81 9733 SH SHARED 04 9733 D FVC COM INC COM 30266P100 34 34285 SH SHARED 04 34285 D FVC COM INC COM 30266P100 0 300 SH SHARED 02 300 D F Y I INC COM 302712104 939 25483 SH SHARED 01 25483 D F Y I INC COM 302712104 189 5141 SH SHARED 04 5141 D FCNB CORP COM 302920103 1 50 SH SHARED 04 50 D FACTORY 2-U INC COM 303072102 5 155 SH SHARED 04 155 D FACTORY 2-U INC COM 303072102 731 22083 SH SHARED 01 22083 D FACTORY 2-U INC COM 303072102 159 4817 SH SHARED 04 4817 D FACTSET RESH SYS INC COM 303075105 930 25100 SH SHARED 01 25100 D FACTSET RESH SYS INC COM 303075105 290 7833 SH SHARED 04 7833 D FACTUAL DATA CORP COM 303094106 6 1174 SH SHARED 04 1174 D FACTUAL DATA CORP WT EXP 051301 303094114 7 20897 SH SHARED 04 20897 D FAIR ISAAC & CO INC COM 303250104 96 1900 SH SHARED 1900 D FAIR ISAAC & CO INC COM 303250104 724 14200 SH SHARED 01 14200 D FAIR ISAAC & CO INC COM 303250104 26 525 SH SHR/OTHR 01 525 D FAIR ISAAC & CO INC COM 303250104 15 300 SH SHARED 02 300 D FAIR ISAAC & CO INC COM 303250104 233 4570 SH SHARED 04 4570 D FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 36 2500 SH SHARED 2500 D FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 781 54100 SH SHARED 01 54100 D FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 1540 106675 SH SHARED 02 99500 7175 D FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 1339 92800 SH SHARED 04 92800 D FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 3423 237100 SH SHARED 05 237100 D FAIRFIELD CMNTYS INC COM PAR $0.01 304231301 66 4700 SH SHARED 4700 D FAIRFIELD CMNTYS INC COM PAR $0.01 304231301 18906 1344487 SH SHARED 01 1344487 D FAIRFIELD CMNTYS INC COM PAR $0.01 304231301 231 16441 SH SHARED 04 16441 D FAIRMARKET INC COM 305158107 7 5052 SH SHARED 04 5052 D FAIRMARKET INC COM 305158107 133 89100 SH SHARED 02 89100 D FAMILY DLR STORES INC COM 307000109 14847 692624 SH SHARED 01 692624 D FAMILY DLR STORES INC COM 307000109 770 35950 SH SHARED 02 11950 24000 D FAMILY DLR STORES INC COM 307000109 2713 126600 SH SHARED 04 126600 D FARMER BROS CO COM 307675108 269 1300 SH SHARED 01 1300 D FARMER BROS CO COM 307675108 69 336 SH SHARED 04 336 D FARMERS CAP BK CORP COM 309562106 19 695 SH SHARED 04 695 D FARMERS CAP BK CORP COM 309562106 201 7300 SH SHARED 01 7300 D FARMERS CAP BK CORP COM 309562106 67 2454 SH SHARED 04 2454 D FASHIONMALL COM COM 31186K106 0 164 SH SHARED 04 164 D FASTNET CORP COM 311877104 0 811 SH SHARED 04 811 D FASTENAL CO COM 311900104 0 11 SH SHARED 04 11 D FASTENAL CO COM 311900104 3132 57092 SH SHARED 01 57092 D FASTENAL CO COM 311900104 1585 28900 SH SHARED 04 28900 D FASTENAL CO COM 311900104 274 5000 SH SHARED 05 5000 D FEDDERS CORP COM 313135105 317 68700 SH SHARED 01 68700 D FEDDERS CORP COM 313135105 48 10493 SH SHARED 04 10493 D FEDDERS CORP CL A 313135303 3 938 SH SHARED 01 701 237 D FEDERAL AGRIC MTG CORP CL C 313148306 28 1200 SH SHARED 01 1200 D FEDERAL HOME LN MTG CORP COM 313400301 38 555 SH SHARED 01 555 D FEDERAL HOME LN MTG CORP COM 313400301 337417 4898989 SH SHARED 01 4869989 29000 D FEDERAL HOME LN MTG CORP COM 313400301 2279 33100 SH SHR/OTHR 01 30700 2400 D FEDERAL HOME LN MTG CORP COM 313400301 1043 15147 SH SHARED 02 9140 6007 D FEDERAL HOME LN MTG CORP COM 313400301 49736 722121 SH SHARED 04 722121 D FEDERAL HOME LN MTG CORP COM 313400301 3361 48800 SH SHARED 05 48800 D FEDERAL HOME LN MTG CORP COM 313400301 1631 23690 SH SHARED 06 23690 D FEDERAL MOGUL CORP COM 313549107 306 132650 SH SHARED 01 132650 D FEDERAL MOGUL CORP COM 313549107 46 20000 SH SHARED 02 20000 D FEDERAL MOGUL CORP COM 313549107 109 47396 SH SHARED 04 47396 D FEDERAL NATL MTG ASSN COM 313586109 17 200 SH SHR/OTHR 04 200 D FEDERAL NATL MTG ASSN COM 313586109 133248 1536000 SH SHARED 1536000 D FEDERAL NATL MTG ASSN COM 313586109 669348 7715828 SH SHARED 01 7590312 125516 D FEDERAL NATL MTG ASSN COM 313586109 9878 113873 SH SHR/OTHR 01 57874 55999 D FEDERAL NATL MTG ASSN COM 313586109 3205 36953 SH SHARED 02 7514 29439 D FEDERAL NATL MTG ASSN COM 313586109 90544 1043741 SH SHARED 04 1043741 D FEDERAL NATL MTG ASSN COM 313586109 4727 54500 SH SHARED 05 54500 D FEDERAL NATL MTG ASSN COM 313586109 75888 874800 SH SHARED 06 874800 D FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1245 65548 SH SHARED 01 65548 D FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 231 12190 SH SHARED 02 6600 5590 D FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1383 72821 SH SHARED 04 72821 D FEDERAL SCREW WKS COM 313819104 1 48 SH SHARED 04 48 D FEDERAL SIGNAL CORP COM 313855108 1823 92912 SH SHARED 01 92912 D FEDERAL SIGNAL CORP COM 313855108 32 1650 SH SHARED 02 1650 D FEDERAL SIGNAL CORP COM 313855108 921 46961 SH SHARED 04 46961 D FEDERAL SIGNAL CORP COM 313855108 117 6000 SH SHARED 05 6000 D FEDERATED DEPT STORES INC DEL COM 31410H101 50109 1431686 SH SHARED 01 1430086 1600 D FEDERATED DEPT STORES INC DEL COM 31410H101 56 1609 SH SHARED 02 200 1409 D FEDERATED DEPT STORES INC DEL COM 31410H101 6810 194592 SH SHARED 04 194592 D FEDERATED DEPT STORES INC DEL COM 31410H101 140 4000 SH SHARED 05 4000 D FEDERATED DEPT STORES INC DEL COM 31410H101 1148 32800 SH SHARED 06 32800 D FEDERATED DEPT STORES INC DEL WT D EX 121901 31410H127 0 1 SH SHARED 04 1 D FEDERATED INVS INC PA CL B 314211103 43 1500 SH SHARED 1500 D FEDERATED INVS INC PA CL B 314211103 2282 78375 SH SHARED 01 78375 D FEDERATED INVS INC PA CL B 314211103 1033 35500 SH SHARED 04 35500 D FEDEX CORP COM 31428X106 18657 466900 SH SHARED 466900 D FEDEX CORP COM 31428X106 88433 2213046 SH SHARED 01 2209606 3440 D FEDEX CORP COM 31428X106 702 17580 SH SHR/OTHR 01 5380 12200 D FEDEX CORP COM 31428X106 285 7139 SH SHARED 02 4120 3019 D FEDEX CORP COM 31428X106 11359 284278 SH SHARED 04 284278 D FEDEX CORP COM 31428X106 219 5500 SH SHARED 05 5500 D FELCOR LODGING TR INC COM 31430F101 1953 81603 SH SHARED 01 81603 D FELCOR LODGING TR INC COM 31430F101 39 1650 SH SHARED 02 1650 D FELCOR LODGING TR INC COM 31430F101 438 18337 SH SHARED 04 18337 D FELCOR LODGING TR INC PFD CV A $1.95 31430F200 15 800 SH SHARED 02 800 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 315293100 43 3300 SH SHARED 02 3300 D FERRO CORP COM 315405100 1792 77945 SH SHARED 01 77945 D FERRO CORP COM 315405100 821 35723 SH SHARED 04 35723 D FERRO CORP COM 315405100 105 4600 SH SHARED 05 4600 D F5 NETWORKS INC COM 315616102 364 38400 SH SHARED 01 38400 D F5 NETWORKS INC COM 315616102 208 21995 SH SHARED 04 21995 D FIBERMARK INC COM 315646109 3 500 SH SHARED 02 500 D FIBERNET TELECOM GRP INC COM 315653105 8 1610 SH SHARED 02 1610 D FIBERNET TELECOM GRP INC COM 315653105 35 6400 SH SHARED 01 6400 D FIBERNET TELECOM GRP INC COM 315653105 20 3697 SH SHARED 04 3697 D FIBERSTARS INC COM 315662106 4 562 SH SHARED 04 562 D FIDELITY BANCORP INC DEL COM 31583B105 0 10 SH SHARED 04 10 D FIDELITY HLDGS INC COM NEW 31617J306 6 14260 SH SHARED 04 14260 D FIDELITY NATL CORP GA COM 316320100 0 46 SH SHARED 04 46 D FIDELITY NATL FINL INC COM 316326107 8066 218375 SH SHARED 01 218375 D FIDELITY NATL FINL INC COM 316326107 782 21197 SH SHARED 04 21197 D 5TH AVE CHANNEL CORP COM 316700103 6 15450 SH SHARED 04 15450 D FIFTH THIRD BANCORP COM 316773100 3 66 SH SHARED 04 66 D FIFTH THIRD BANCORP COM 316773100 184124 3081589 SH SHARED 01 3072257 9332 D FIFTH THIRD BANCORP COM 316773100 22569 377725 SH SHARED 04 377725 D FILENET CORP COM 316869106 13 504 SH SHARED 04 504 D FILENET CORP COM 316869106 22994 843828 SH SHARED 01 843828 D FILENET CORP COM 316869106 81 3000 SH SHR/OTHR 01 3000 D FILENET CORP COM 316869106 365 13419 SH SHARED 04 13419 D FINANCIAL FED CORP COM 317492106 384 16100 SH SHARED 01 16100 D FINANCIAL FED CORP COM 317492106 101 4245 SH SHARED 04 4245 D FINANCIAL PERFORMANCE CP COM NEW 317630309 0 170 SH SHARED 04 170 D FIND SVP INC COM NEW 317718302 0 489 SH SHARED 04 489 D FINDWHAT COM COM 317794105 0 8 SH SHARED 04 8 D FINISAR COM 31787A101 2 70 SH SHARED 04 70 D FINISAR COM 31787A101 2720 93800 SH SHARED 01 90800 3000 D FINISAR COM 31787A101 2497 86118 SH SHARED 02 40500 45618 D FINISAR COM 31787A101 255 8800 SH SHARED 04 8800 D FINET COM INC COM PAR $0.01 317922300 1 26786 SH SHARED 04 26786 D FINISH LINE INC CL A 317923100 40 6900 SH SHARED 6900 D FINOVA GROUP INC COM 317928109 118 118575 SH SHARED 01 118575 D FINOVA GROUP INC COM 317928109 0 300 SH SHARED 02 300 D FINOVA GROUP INC COM 317928109 23 23917 SH SHARED 04 23917 D FIREBRAND FINL GROUP INC COM 318149101 0 1815 SH SHARED 04 1815 D FIREPOND INC COM 318224102 0 27 SH SHARED 04 27 D FIREPOND INC COM 318224102 59 6300 SH SHARED 01 6300 D FIREPOND INC COM 318224102 20 2119 SH SHARED 04 2119 D FIRST AMERN CORP CALIF COM 318522307 193 5900 SH SHARED 5900 D FIRST AMERN CORP CALIF COM 318522307 2562 77960 SH SHARED 01 77960 D FIRST AMERN CORP CALIF COM 318522307 708 21559 SH SHARED 04 21559 D FIRST AUSTRALIA FD INC COM 318652104 29 5000 SH SHR/OTHR 01 5000 D FIRST AUSTRALIA FD INC COM 318652104 1312 225800 SH SHARED 04 225800 D FIRST AUSTRALIA PRIME INCOME COM 318653102 8 2000 SH SHARED 01 2000 D FIRST AUSTRALIA PRIME INCOME COM 318653102 40 10000 SH SHR/OTHR 01 10000 D FIRST AUSTRALIA PRIME INCOME COM 318653102 14 3500 SH SHARED 02 3500 D FIRST AUSTRALIA PRIME INCOME COM 318653102 5203 1288100 SH SHARED 04 1288100 D FIRST BANCORP P R COM 318672102 707 29966 SH SHARED 01 29966 D FIRST BANCORP P R COM 318672102 190 8053 SH SHARED 04 8053 D FIRST BANCORP N C COM 318910106 0 10 SH SHARED 04 10 D FIRST BKS AMER INC COM 31928N103 0 12 SH SHARED 02 12 D FIRST BELL BANCORP INC COM 319301107 9 700 SH SHARED 04 700 D FIRST BUSEY CORP COM 319383105 3 161 SH SHARED 04 161 D FIRST BUSEY CORP COM 319383105 123 6200 SH SHARED 01 6200 D FIRST BUSEY CORP COM 319383105 69 3472 SH SHARED 04 3472 D FIRST CASH FINL SVCS INC COM 31942D107 1 663 SH SHARED 04 663 D FIRST CHARTER CORP COM 319439105 5 346 SH SHARED 04 346 D FIRST CHARTER CORP COM 319439105 568 38246 SH SHARED 01 38246 D FIRST CHARTER CORP COM 319439105 33 2246 SH SHARED 02 2246 D FIRST CHARTER CORP COM 319439105 182 12297 SH SHARED 04 12297 D FIRST CTZNS BANCSHARES INC N C CL A 31946M103 5 69 SH SHARED 04 69 D FIRST CTZNS BANCSHARES INC N C CL A 31946M103 714 8844 SH SHARED 01 8844 D FIRST CTZNS BANCSHARES INC N C CL A 31946M103 84 1044 SH SHR/OTHR 01 1044 D FIRST CTZNS BANCSHARES INC N C CL A 31946M103 181 2244 SH SHARED 04 2244 D FIRST COASTAL CORP COM NEW 319699203 0 51 SH SHARED 02 51 D FIRST COMWLTH FINL CORP PA COM 319829107 817 81744 SH SHARED 01 81744 D FIRST COMWLTH FINL CORP PA COM 319829107 226 22686 SH SHARED 04 22686 D FIRST CONSULTING GROUP INC COM 31986R103 132 27933 SH SHARED 01 27933 D FIRST CONSULTING GROUP INC COM 31986R103 32 6936 SH SHARED 04 6936 D FIRST FED CAP CORP COM 319960100 283 19560 SH SHARED 01 19560 D FIRST FED CAP CORP COM 319960100 84 5811 SH SHARED 04 5811 D FIRST DATA CORP COM 319963104 6 120 SH SHARED 04 120 D FIRST DATA CORP COM 319963104 154665 2935560 SH SHARED 01 2930660 4900 D FIRST DATA CORP COM 319963104 249 4734 SH SHR/OTHR 01 3200 1534 D FIRST DATA CORP COM 319963104 1064 20203 SH SHARED 02 3125 17078 D FIRST DATA CORP COM 319963104 20323 385738 SH SHARED 04 385738 D FIRST DATA CORP COM 319963104 237 4500 SH SHARED 05 4500 D FIRST ECOM COM INC COM 32008N104 2 2766 SH SHARED 05 2766 D FIRST FED BANCSHARES ARK INC COM 32020F105 2 130 SH SHARED 05 130 D FIRST FINL BANKSHARES COM 32020R109 4 132 SH SHARED 05 132 D FIRST FINL BANKSHARES COM 32020R109 480 15274 SH SHARED 01 15274 D FIRST FINL BANKSHARES COM 32020R109 122 3905 SH SHARED 04 3905 D FIRST FINL BANCORP OH COM 320209109 2 127 SH SHARED 04 127 D FIRST FINL BANCORP OH COM 320209109 966 56842 SH SHARED 01 56842 D FIRST FINL BANCORP OH COM 320209109 233 13742 SH SHARED 04 13742 D FIRST FINL CORP IND COM 320218100 319 10010 SH SHARED 01 10010 D FIRST FINL CORP IND COM 320218100 82 2574 SH SHARED 04 2574 D FIRST FINL HLDGS INC COM 320239106 4 240 SH SHARED 04 240 D FIRST FINL HLDGS INC COM 320239106 316 16100 SH SHARED 01 16100 D FIRST FINL HLDGS INC COM 320239106 101 5147 SH SHARED 04 5147 D FIRST INDUSTRIAL REALTY TRUST COM 32054K103 16746 492543 SH SHARED 01 490518 2025 D FIRST INDUSTRIAL REALTY TRUST COM 32054K103 656 19320 SH SHR/OTHR 01 6320 13000 D FIRST INDUSTRIAL REALTY TRUST COM 32054K103 3420 100605 SH SHARED 02 23550 77055 D FIRST INDUSTRIAL REALTY TRUST COM 32054K103 512 15088 SH SHARED 04 15088 D FIRST IND CORP COM 32054R108 7 303 SH SHARED 04 303 D FIRST IND CORP COM 32054R108 340 14494 SH SHARED 01 14494 D FIRST IND CORP COM 32054R108 81 3477 SH SHARED 04 3477 D FIRST ISRAEL FD INC COM 32063L100 145 9100 SH SHR/OTHR 01 9100 D FIRST MARINER BANCORP COM 320795107 0 5 SH SHARED 01 5 D FIRST MERCHANTS CORP COM 320817109 6 297 SH SHARED 01 297 D FIRST MERCHANTS CORP COM 320817109 408 18000 SH SHARED 01 18000 D FIRST MERCHANTS CORP COM 320817109 103 4580 SH SHARED 04 4580 D FIRST MIDWEST BANCORP DEL COM 320867104 13 479 SH SHARED 04 479 D FIRST MIDWEST BANCORP DEL COM 320867104 1623 56481 SH SHARED 01 56481 D FIRST MIDWEST BANCORP DEL COM 320867104 459 15980 SH SHARED 04 15980 D FIRST HEALTH GROUP CORP COM 320960107 0 10 SH SHARED 04 10 D FIRST HEALTH GROUP CORP COM 320960107 3256 69936 SH SHARED 01 69936 D FIRST HEALTH GROUP CORP COM 320960107 23 500 SH SHR/OTHR 01 500 D FIRST HEALTH GROUP CORP COM 320960107 1643 35300 SH SHARED 04 35300 D FIRST HEALTH GROUP CORP COM 320960107 293 6300 SH SHARED 05 6300 D FIRST NIAGARA FINL GROUP INC COM 33582U100 206 19100 SH SHARED 01 19100 D FIRST NIAGARA FINL GROUP INC COM 33582U100 50 4690 SH SHARED 04 4690 D FIRST PL FINL CORP COM 33610T109 5 520 SH SHARED 04 520 D FIRST SENTINEL BANCORP INC COM 33640T103 12 1092 SH SHARED 04 1092 D FIRST SENTINEL BANCORP INC COM 33640T103 573 49881 SH SHARED 01 49881 D FIRST SENTINEL BANCORP INC COM 33640T103 151 13186 SH SHARED 04 13186 D FIRST SOUTHN BANCSHARES INC COM 33645B107 7 1350 SH SHARED 04 1350 D 1ST SOURCE CORP COM 336901103 4 253 SH SHARED 04 253 D 1ST SOURCE CORP COM 336901103 214 11745 SH SHARED 01 11745 D 1ST SOURCE CORP COM 336901103 83 4576 SH SHARED 04 4576 D FIRST TEAM SPORTS INC COM 337157101 0 450 SH SHARED 04 450 D FIRST TENN NATL CORP COM 337162101 4830 166924 SH SHARED 01 166924 D FIRST TENN NATL CORP COM 337162101 289 10000 SH SHARED 02 10000 D FIRST TENN NATL CORP COM 337162101 2749 95000 SH SHARED 04 95000 D FIRST UN CORP COM 337358105 210969 7585557 SH SHARED 01 7558501 27056 D FIRST UN CORP COM 337358105 1931 69440 SH SHR/OTHR 01 36291 33149 D FIRST UN CORP COM 337358105 1060 38129 SH SHARED 02 12540 25589 D FIRST UN CORP COM 337358105 71360 2565818 SH SHARED 04 2565818 D FIRST UN CORP COM 337358105 2325 83600 SH SHARED 05 83600 D FIRST UN REAL EST EQ&MTG INVTS SH BEN INT 337400105 56 22220 SH SHARED 01 22220 D FIRST VA BANKS INC COM 337477103 2747 57246 SH SHARED 01 56721 525 D FIRST VA BANKS INC COM 337477103 72 1500 SH SHR/OTHR 01 1500 D FIRST VA BANKS INC COM 337477103 48 1000 SH SHARED 02 1000 D FIRST VA BANKS INC COM 337477103 1632 34000 SH SHARED 04 34000 D FIRST VA BANKS INC COM 337477103 302 6300 SH SHARED 05 6300 D FIRST WASH RLTY TR INC COM 337489504 307 11900 SH SHARED 01 11900 D FIRST WASH RLTY TR INC COM 337489504 1045 40498 SH SHARED 02 24198 16300 D FIRST WASH RLTY TR INC COM 337489504 83 3250 SH SHARED 04 3250 D FIRSTSERVICE CORP SUB VTG SH 33761N109 43 3000 SH SHARED 02 3000 D FIRSTCITY FINL CORP COM 33761X107 1 819 SH SHARED 02 819 D FIRST YRS INC COM 337610109 15 1976 SH SHARED 02 1976 D FIRSTWAVE TECHNOLOGIES INC COM 33762N108 2 2275 SH SHARED 02 2275 D FIRSTWORLD COMMUNICATIONS INC COM SER B 337625305 19 29560 SH SHARED 02 29560 D FIRSTWORLD COMMUNICATIONS INC COM SER B 337625305 2 3911 SH SHARED 04 3911 D FIRSTAR CORP NEW WIS COM 33763V109 164154 7060415 SH SHARED 01 7053323 7092 D FIRSTAR CORP NEW WIS COM 33763V109 83 3595 SH SHR/OTHR 01 1568 2027 D FIRSTAR CORP NEW WIS COM 33763V109 19174 824704 SH SHARED 04 824704 D FIRSTAR CORP NEW WIS COM 33763V109 169 7300 SH SHARED 05 7300 D FISCHER IMAGING CORP COM 337719108 0 85 SH SHARED 05 85 D FISERV INC COM 337738108 0 9 SH SHARED 05 9 D FISERV INC COM 337738108 8826 186069 SH SHARED 01 185394 675 D FISERV INC COM 337738108 37 800 SH SHR/OTHR 01 800 D FISERV INC COM 337738108 14 300 SH SHARED 02 300 D FISERV INC COM 337738108 5493 115800 SH SHARED 04 115800 D FISERV INC COM 337738108 782 16500 SH SHARED 05 16500 D FIRSTFED FINL CORP COM 337907109 132 4100 SH SHARED 4100 D FIRSTFED FINL CORP COM 337907109 757 23450 SH SHARED 01 23450 D FIRSTFED FINL CORP COM 337907109 216 6706 SH SHARED 04 6706 D FIRSTFED FINL CORP COM 337907109 420 13000 SH SHARED 05 13000 D FIRSTMERIT CORP COM 337915102 1 50 SH SHARED 05 50 D FIRSTMERIT CORP COM 337915102 2549 95363 SH SHARED 01 95363 D FIRSTMERIT CORP COM 337915102 1713 64100 SH SHARED 04 64100 D FIRSTMERIT CORP COM 337915102 187 7000 SH SHARED 05 7000 D FLAGSTAR BANCORP INC COM 337930101 0 19 SH SHARED 05 19 D FIRSTSPARTAN FINL CORP COM 337931109 20 571 SH SHARED 05 571 D FIRSTSPARTAN FINL CORP COM 337931109 18 500 SH SHARED 02 500 D FIRSTENERGY CORP COM 337932107 52364 1659101 SH SHARED 01 1657401 1700 D FIRSTENERGY CORP COM 337932107 91 2887 SH SHARED 02 2887 D FIRSTENERGY CORP COM 337932107 5757 182408 SH SHARED 04 182408 D FIRSTENERGY CORP COM 337932107 252 8000 SH SHARED 05 8000 D FISHER SCIENTIFIC INTL INC COM NEW 338032204 2376 64460 SH SHARED 01 64460 D FISHER SCIENTIFIC INTL INC COM NEW 338032204 573 15546 SH SHARED 04 15546 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 40 5600 SH SHARED 02 5600 D FLANDERS CORP COM 338494107 15 7599 SH SHARED 02 7599 D FLEETBOSTON FINL CORP COM 339030108 28055 746900 SH SHARED 746900 D FLEETBOSTON FINL CORP COM 339030108 275016 7321655 SH SHARED 01 7267712 53943 D FLEETBOSTON FINL CORP COM 339030108 64 1721 SH SHR/OTHR 01 1721 D FLEETBOSTON FINL CORP COM 339030108 2629 70004 SH SHARED 02 6725 63279 D FLEETBOSTON FINL CORP COM 339030108 33986 904810 SH SHARED 04 904810 D FLEETBOSTON FINL CORP COM 339030108 976 26000 SH SHARED 06 26000 D FLEETBOSTON FINL CORP WT EXP 012601 339030116 2 84 SH SHARED 01 84 D FLEETWOOD ENTERPRISES INC COM 339099103 628 59877 SH SHARED 01 59877 D FLEETWOOD ENTERPRISES INC COM 339099103 133 12744 SH SHARED 04 12744 D FLEMING COS INC COM 339130106 66 5600 SH SHARED 5600 D FLEMING COS INC COM 339130106 845 71554 SH SHARED 01 71554 D FLEMING COS INC COM 339130106 53 4500 SH SHARED 02 4500 D FLEMING COS INC COM 339130106 182 15426 SH SHARED 04 15426 D FLEXSTEEL INDS INC COM 339382103 3 345 SH SHARED 04 345 D FLORIDA BANKS INC COM 340560101 3 665 SH SHARED 04 665 D FLORIDA EAST COAST INDS CL A 340632108 509 14200 SH SHARED 01 14200 D FLORIDA EAST COAST INDS CL A 340632108 57 1600 SH SHR/OTHR 01 1600 D FLORIDA EAST COAST INDS CL A 340632108 14 400 SH SHARED 02 400 D FLORIDA EAST COAST INDS CL A 340632108 100 2800 SH SHARED 04 2800 D FLORIDA EAST COAST INDS CL B 340632207 242 7092 SH SHARED 01 7092 D FLORIDA EAST COAST INDS CL B 340632207 196 5752 SH SHR/OTHR 01 5752 D FLORIDA EAST COAST INDS CL B 340632207 9 276 SH SHARED 02 276 D FLORIDA ROCK INDS INC COM 341140101 978 25000 SH SHARED 01 25000 D FLORIDA ROCK INDS INC COM 341140101 78 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SH SHARED 01 39444 D FOSSIL INC COM 349882100 79 5483 SH SHARED 04 5483 D FOSTER L B CO COM 350060109 0 36 SH SHARED 04 36 D FOSTER WHEELER CORP COM 350244109 370 70513 SH SHARED 01 70513 D FOSTER WHEELER CORP COM 350244109 112 21474 SH SHARED 04 21474 D FOUNDRY NETWORKS INC COM 35063R100 66 4415 SH SHARED 04 4415 D FOUNDRY NETWORKS INC COM 35063R100 4019 267956 SH SHARED 01 262180 5776 D FOUNDRY NETWORKS INC COM 35063R100 3 250 SH SHR/OTHR 01 250 D FOUNDRY NETWORKS INC COM 35063R100 1163 77560 SH SHARED 02 68160 9400 D FOUNDRY NETWORKS INC COM 35063R100 2313 154217 SH SHARED 04 154217 D FOUNDRY NETWORKS INC COM 35063R100 135 9000 SH SHARED 05 9000 D 4 KIDS ENTMT INC COM 350865101 235 26400 SH SHARED 01 26400 D 4 KIDS ENTMT INC COM 350865101 95 10674 SH SHARED 04 10674 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 884 13900 SH SHARED 05 13900 D FOURTH SHIFT CORP COM 351128103 23 19084 SH SHARED 05 19084 D FOX ENTMT GROUP INC CL A 35138T107 3363 188186 SH SHARED 01 188186 D FOX ENTMT GROUP INC CL A 35138T107 411 23000 SH SHARED 04 23000 D FOX ENTMT GROUP INC CL A 35138T107 661 37000 SH SHARED 05 37000 D FRANCE GROWTH FD INC COM 35177K108 458 43700 SH SHARED 04 43700 D FRANCE TELECOM SPONSORED ADR 35177Q105 494 5776 SH SHARED 01 5776 D FRANCHISE FIN CORP AMER COM 351807102 1707 73266 SH SHARED 01 73266 D FRANCHISE FIN CORP AMER COM 351807102 16 711 SH SHARED 02 711 D FRANCHISE FIN CORP AMER COM 351807102 513 22017 SH SHARED 04 22017 D FRANKLIN BK NA SOUTHFIELD MICH COM 352456107 0 16 SH SHARED 04 16 D FRANKLIN ELEC INC COM 353514102 19 286 SH SHARED 04 286 D FRANKLIN ELEC INC COM 353514102 458 6700 SH SHARED 01 6700 D FRANKLIN ELEC INC COM 353514102 121 1780 SH SHARED 04 1780 D FRANKLIN RES INC COM 354613101 61313 1609276 SH SHARED 01 1608676 600 D FRANKLIN RES INC COM 354613101 182 4800 SH SHR/OTHR 01 4800 D FRANKLIN RES INC COM 354613101 7 202 SH SHARED 02 202 D FRANKLIN RES INC COM 354613101 7414 194597 SH SHARED 04 194597 D FRANKLIN RES INC COM 354613101 247 6500 SH SHARED 05 6500 D FREDS INC CL A 356108100 2 137 SH SHARED 05 137 D FREDS INC CL A 356108100 1754 83280 SH SHARED 01 83280 D FREDS INC CL A 356108100 70 3362 SH SHARED 04 3362 D FREEMARKETS INC COM 356602102 125 6600 SH SHARED 01 6600 D FREEMARKETS INC COM 356602102 2055 108200 SH SHARED 02 108200 D FREEMARKETS INC COM 356602102 212 11200 SH SHARED 04 11200 D FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 9111 1064131 SH SHARED 01 1064131 D FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 15 1833 SH SHARED 02 1833 D FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 1366 159568 SH SHARED 04 159568 D FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 202 23600 SH SHARED 05 23600 D FREESERVE P L C SPONSORED ADR 356872101 0 50 SH SHARED 05 50 D FREMONT GEN CORP COM 357288109 286 101757 SH SHARED 01 101757 D FREMONT GEN CORP COM 357288109 15 5384 SH SHR/OTHR 01 5384 D FREMONT GEN CORP COM 357288109 63 22686 SH SHARED 04 22686 D FRENCH FRAGRANCES INC COM 357658103 0 64 SH SHARED 04 64 D FRESENIUS 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FOOD EXPRESS INDS INC COM 359360104 13 7027 SH SHARED 04 7027 D FUELCELL ENERGY INC COM 35952H106 1 24 SH SHARED 04 24 D FUELCELL ENERGY INC COM 35952H106 19320 281800 SH SHARED 281800 D FUELCELL ENERGY INC COM 35952H106 1494 21800 SH SHARED 01 21800 D FUELCELL ENERGY INC COM 35952H106 282 4126 SH SHARED 04 4126 D FUEL-TECH N V COM 359523107 13 7830 SH SHARED 04 7830 D FULLER H B CO COM 359694106 16 423 SH SHARED 04 423 D FULLER H B CO COM 359694106 1207 30599 SH SHARED 01 30599 D FULLER H B CO COM 359694106 566 14350 SH SHARED 04 14350 D FULLER H B CO COM 359694106 51 1300 SH SHARED 05 1300 D FULTON FINL CORP PA COM 360271100 4 185 SH SHARED 05 185 D FULTON FINL CORP PA COM 360271100 2862 124108 SH SHARED 01 117520 6588 D FULTON FINL CORP PA COM 360271100 660 28628 SH SHARED 04 28628 D FUTUREMEDIA PLC SPONSORED ADR 360912109 1 9665 SH SHARED 04 9665 D FURNITURE BRANDS INTL INC COM 360921100 246 11700 SH SHARED 11700 D FURNITURE BRANDS INTL INC COM 360921100 8887 421955 SH SHARED 01 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COM 36155Q109 4 2127 SH SHARED 04 2127 D GPU INC COM 36225X100 31826 864567 SH SHARED 01 864567 D GPU INC COM 36225X100 14 400 SH SHR/OTHR 01 400 D GPU INC COM 36225X100 22 600 SH SHARED 02 600 D GPU INC COM 36225X100 4047 109958 SH SHARED 04 109958 D GPU INC COM 36225X100 180 4900 SH SHARED 05 4900 D GSB FINL CORP COM 362263105 2 137 SH SHARED 05 137 D GSI LUMONICS INC COM 36229U102 21 2714 SH SHARED 05 2714 D GSI LUMONICS INC COM 36229U102 5 673 SH SHARED 02 673 D GT GROUP TELECOM INC CL B NON VTG 362359408 11 1597 SH SHARED 02 1597 D GT GROUP TELECOM INC CL B NON VTG 362359408 1005 134100 SH SHARED 01 134100 D GTSI CORP COM 36238K103 1 472 SH SHARED 01 472 D GABELLI ASSET MGMT INC CL A 36239Y102 222 6700 SH SHARED 01 6700 D GABELLI ASSET MGMT INC CL A 36239Y102 70 2124 SH SHARED 04 2124 D GABELLI SER FDS INC CONV SECS FD 36240B109 182 20000 SH SHR/OTHR 01 20000 D GABLES RESIDENTIAL TR SH BEN INT 362418105 993 35483 SH SHARED 01 35483 D GABLES RESIDENTIAL TR SH BEN INT 362418105 250 8955 SH SHARED 04 8955 D GADZOOX NETWORKS INC COM 362555104 233 111463 SH SHARED 04 111463 D GADZOOX NETWORKS INC COM 362555104 55 26700 SH SHARED 01 26700 D GADZOOX NETWORKS INC COM 362555104 4 2000 SH SHARED 02 1700 300 D GADZOOX NETWORKS INC COM 362555104 8 3914 SH SHARED 04 3914 D GAIAM INC CL A 36268Q103 3 200 SH SHARED 01 200 D GAIAM INC CL A 36268Q103 13 906 SH SHARED 04 906 D GALAGEN INC COM 362913105 1 4619 SH SHARED 04 4619 D GALEN HLDGS PLC SPONSORED ADR 363240102 1 31 SH SHARED 04 31 D GALEN HLDGS PLC SPONSORED ADR 363240102 90 1875 SH SHARED 02 1875 D GALEY & LORD INC COM 36352K103 5 2000 SH SHARED 02 2000 D GALILEO INTERNATIONAL INC COM 363547100 1980 99000 SH SHARED 01 99000 D GALILEO INTERNATIONAL INC COM 363547100 1242 62100 SH SHARED 04 62100 D GALILEO INTERNATIONAL INC COM 363547100 240 12000 SH SHARED 05 12000 D GALLAGHER ARTHUR J & CO COM 363576109 4381 68862 SH SHARED 01 68862 D GALLAGHER ARTHUR J & CO COM 363576109 2638 41467 SH SHARED 04 41467 D GALLAHER GROUP 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734384 SH SHARED 06 734384 D GARDEN FRESH RESTAURANT CORP COM 365235100 0 143 SH SHARED 06 143 D GARDENBURGER INC COM 365476100 329 659380 SH SHARED 06 659380 D GARDNER DENVER INC COM 365558105 443 20837 SH SHARED 01 20069 768 D GARDNER DENVER INC COM 365558105 246 11559 SH SHR/OTHR 01 11559 D GARDNER DENVER INC COM 365558105 107 5037 SH SHARED 04 5037 D GARTNER GROUP INC NEW COM 366651107 4136 599500 SH SHARED 599500 D GARTNER GROUP INC NEW COM 366651107 787 114130 SH SHARED 01 114130 D GARTNER GROUP INC NEW COM 366651107 30 4401 SH SHARED 02 4401 D GARTNER GROUP INC NEW COM 366651107 217 31578 SH SHARED 04 31578 D GARTNER GROUP INC NEW CL B 366651206 422 66617 SH SHARED 01 66096 521 D GARTNER GROUP INC NEW CL B 366651206 209 33061 SH SHR/OTHR 01 31368 1693 D GARTNER GROUP INC NEW CL B 366651206 26 4182 SH SHARED 02 4000 182 D GARTNER GROUP INC NEW CL B 366651206 449 70870 SH SHARED 04 70870 D GARTNER GROUP INC NEW CL B 366651206 72 11400 SH SHARED 05 11400 D GASONICS INTL CORP COM 367278108 1 94 SH SHARED 05 94 D GASONICS INTL CORP COM 367278108 53 2900 SH SHARED 2900 D GASONICS INTL CORP COM 367278108 653 35563 SH SHARED 01 35563 D GASONICS INTL CORP COM 367278108 3222 175371 SH SHARED 04 175371 D GATEWAY INC COM 367626108 7620 423600 SH SHARED 423600 D GATEWAY INC COM 367626108 39089 2172866 SH SHARED 01 2171066 1800 D GATEWAY INC COM 367626108 6 350 SH SHR/OTHR 01 350 D GATEWAY INC COM 367626108 88 4910 SH SHARED 02 4910 D GATEWAY INC COM 367626108 8322 462596 SH SHARED 04 462596 D GATEWAY INC COM 367626108 179 10000 SH SHARED 05 10000 D GAYLORD ENTMT CO NEW COM 367905106 720 34528 SH SHARED 01 34528 D GAYLORD ENTMT CO NEW COM 367905106 140 6725 SH SHARED 04 6725 D GAYLORD CONTAINER CORP CL A 368145108 79 79650 SH SHARED 01 79650 D GAYLORD CONTAINER CORP CL A 368145108 20 20910 SH SHARED 04 20910 D GEERLINGS & WADE INC COM 368473104 0 10 SH SHARED 04 10 D GEHL CO COM 368483103 22 1660 SH SHARED 04 1660 D GELTEX PHARMACEUTICALS INC COM 368538104 0 7700 SH SHARED 01 729 6971 D GEMINI GENOMICS PLC SPONSORED ADR 36865M109 0 67 SH SHARED 01 67 D GEMSTAR-TV GUIDE INTL INC COM 36866W106 48 1047 SH SHARED 01 1047 D GEMSTAR-TV GUIDE INTL INC COM 36866W106 7225 156646 SH SHARED 01 152195 4451 D GEMSTAR-TV GUIDE INTL INC COM 36866W106 2875 62346 SH SHARED 02 28408 33938 D GEMSTAR-TV GUIDE INTL INC COM 36866W106 2006 43500 SH SHARED 04 43500 D GEMPLUS INTL S A ADR 36866Y102 17 979 SH SHARED 04 979 D GENAISSANCE PHARMACEUTICALS COM 36867W105 138 7700 SH SHARED 02 3700 4000 D GENCORP INC COM 368682100 865 89887 SH SHARED 01 89887 D GENCORP INC COM 368682100 126 13091 SH SHARED 04 13091 D GENE LOGIC INC COM 368689105 46 2549 SH SHARED 04 2549 D GENE LOGIC INC COM 368689105 846 46050 SH SHARED 01 46050 D GENE LOGIC INC COM 368689105 394 21458 SH SHARED 04 21458 D GENELABS TECHNOLOGIES INC COM 368706107 0 216 SH SHARED 04 216 D GENENCOR INTL INC COM 368709101 27 1500 SH SHR/OTHR 01 1500 D GENENTECH INC COM NEW 368710406 180081 2209584 SH SHARED 01 2199950 9634 D GENENTECH INC COM NEW 368710406 48 600 SH SHR/OTHR 01 600 D GENENTECH INC COM NEW 368710406 1425793 17494400 SH SHARED 04 17494400 D GENER S A SPONSORED ADR 368731105 28 1596 SH SHARED 01 1596 D GENERAL AMERN INVS INC COM 368802104 18 512 SH SHARED 01 512 D GENERAL BINDING CORP COM 369154109 40 5946 SH SHARED 01 5946 D GENERAL CABLE CORP DEL NEW COM 369300108 43 9900 SH SHARED 9900 D GENERAL CABLE CORP DEL NEW COM 369300108 172 38800 SH SHARED 01 38800 D GENERAL CABLE CORP DEL NEW COM 369300108 51 11508 SH SHARED 04 11508 D GENERAL CHEM GROUP INC COM 369332101 13 14000 SH SHARED 04 14000 D GENERAL COMMUNICATION INC CL A 369385109 666 95200 SH SHARED 01 95200 D GENERAL COMMUNICATION INC CL A 369385109 115 16438 SH SHARED 04 16438 D GENERAL DATACOMM INDS INC COM 369487103 17 16500 SH SHARED 01 16500 D GENERAL DYNAMICS CORP COM 369550108 161344 2068522 SH SHARED 01 2066806 1716 D GENERAL DYNAMICS CORP COM 369550108 30231 387584 SH SHR/OTHR 01 387584 D GENERAL DYNAMICS CORP COM 369550108 321 4120 SH SHARED 02 900 3220 D GENERAL DYNAMICS CORP COM 369550108 12591 161427 SH SHARED 04 161427 D GENERAL DYNAMICS CORP COM 369550108 3377 43300 SH SHARED 05 43300 D GENERAL ELEC CO COM 369604103 1999 41710 SH SHARED 05 41710 D GENERAL ELEC CO COM 369604103 345 7200 SH SHR/OTHR 05 600 6600 D GENERAL ELEC CO COM 369604103 4390251 91583770 SH SHARED 01 87967073 1115154 2501543 D GENERAL ELEC CO COM 369604103 267536 5580994 SH SHR/OTHR 01 3550721 2030273 D GENERAL ELEC CO COM 369604103 23737 495174 SH SHARED 02 131275 363899 D GENERAL ELEC CO COM 369604103 383832 8007019 SH SHARED 04 8007019 D GENERAL ELEC CO COM 369604103 20373 425000 SH SHARED 05 425000 D GENERAL ELEC CO COM 369604103 171902 3586000 SH SHARED 06 3586000 D GENERAL GROWTH PPTYS INC COM 370021107 2551 70500 SH SHARED 01 70500 D GENERAL GROWTH PPTYS INC COM 370021107 54 1500 SH SHARED 02 1500 D GENERAL GROWTH PPTYS INC COM 370021107 170 4700 SH SHARED 04 4700 D GENERAL MAGIC INC COM 370253106 13 9500 SH SHARED 02 9500 D GENERAL MLS INC COM 370334104 53296 1196000 SH SHARED 1196000 D GENERAL MLS INC COM 370334104 101783 2284088 SH SHARED 01 2271486 12602 D GENERAL MLS INC COM 370334104 4475 100434 SH SHR/OTHR 01 79634 20800 D GENERAL MLS INC COM 370334104 218 4906 SH SHARED 02 150 4756 D GENERAL MLS INC COM 370334104 9949 223284 SH SHARED 04 223284 D GENERAL MLS INC COM 370334104 1697 38100 SH SHARED 05 38100 D GENERAL MTRS CORP COM 370442105 88436 1736200 SH SHARED 1736200 D GENERAL MTRS CORP COM 370442105 223219 4382274 SH SHARED 01 4373050 752 8472 D GENERAL MTRS CORP COM 370442105 1714 33661 SH SHR/OTHR 01 20746 12915 D GENERAL MTRS CORP COM 370442105 286 5634 SH SHARED 02 1030 4604 D GENERAL MTRS CORP COM 370442105 72895 1431097 SH SHARED 04 1431097 D GENERAL MTRS CORP COM 370442105 3876 76100 SH SHARED 05 76100 D GENERAL MTRS CORP CL H NEW 370442832 26189 1138658 SH SHARED 01 1134632 792 3234 D GENERAL MTRS CORP CL H NEW 370442832 325 14166 SH SHR/OTHR 01 12047 2119 D GENERAL MTRS CORP CL H NEW 370442832 285 12425 SH SHARED 02 2452 9973 D GENERAL MTRS CORP CL H NEW 370442832 1426 62000 SH SHARED 04 62000 D GENERAL MTRS CORP CL H NEW 370442832 414 18000 SH SHARED 05 18000 D GENERAL SEMICONDUCTOR INC COM 370787103 26 4200 SH SHARED 4200 D GENERAL SEMICONDUCTOR INC COM 370787103 562 90005 SH SHARED 01 90005 D GENERAL SEMICONDUCTOR INC COM 370787103 160 25650 SH SHARED 04 25650 D GENESCO INC COM 371532102 65 2700 SH SHARED 2700 D GENESCO INC COM 371532102 2971 121600 SH SHARED 01 121600 D GENESCO INC COM 371532102 209 8583 SH SHARED 04 8583 D GENESEE & WYO INC CL A 371559105 9 329 SH SHARED 04 329 D GENESISINTERMEDIA COM INC COM 37184T106 17 1000 SH SHARED 02 1000 D GENTEX CORP COM 371901109 0 20 SH SHARED 02 20 D GENTEX CORP COM 371901109 1584 85050 SH SHARED 01 85050 D GENTEX CORP COM 371901109 337 18100 SH SHARED 04 18100 D GENTEX CORP COM 371901109 108 5800 SH SHARED 05 5800 D GENESIS MICROCHIP INC COM 371933102 52 5700 SH SHARED 04 5700 D GENLYTE GROUP INC 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GRIFFON CORP COM 398433102 82 10464 SH SHARED 04 10464 D GROUP 1 AUTOMOTIVE INC COM 398905109 193 20600 SH SHARED 01 20600 D GROUP 1 AUTOMOTIVE INC COM 398905109 57 6136 SH SHARED 04 6136 D GROW BIZ INTL INC COM 399817105 3 762 SH SHARED 04 762 D GRUPO FINANCIARO GALICIA S A SP ADR 10 SH B 399909100 31 2115 SH SHARED 01 2115 D GRUPO RADIO CENTRO S A DE C V SPONSORED ADR 40049C102 7 1000 SH SHARED 04 1000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 739 16457 SH SHARED 01 16457 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 134 3000 SH SHARED 05 3000 D GTECH HLDGS CORP COM 400518106 31838 1548400 SH SHARED 1548400 D GTECH HLDGS CORP COM 400518106 1487 72352 SH SHARED 01 72352 D GTECH HLDGS CORP COM 400518106 736 35820 SH SHARED 04 35820 D GTECH HLDGS CORP COM 400518106 88 4300 SH SHARED 05 4300 D GUCCI GROUP N V COM NY REG 401566104 8292 93700 SH SHARED 01 93700 D GUCCI GROUP N V COM NY REG 401566104 0 3 SH SHARED 04 3 D GUCCI GROUP N V COM NY REG 401566104 486 5500 SH SHARED 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136 27000 SH SHARED 02 27000 D GULF INDONESIA RES LTD COM 402284103 27 3000 SH SHARED 01 3000 D GULF ISLAND FABRICATION INC COM 402307102 0 3 SH SHARED 01 3 D GULF ISLAND FABRICATION INC COM 402307102 85 4700 SH SHARED 01 4700 D GULF ISLAND FABRICATION INC COM 402307102 56 3119 SH SHARED 04 3119 D GUM TECH INTL INC COM 402803100 13 2000 SH SHARED 02 2000 D GYMBOREE CORP COM 403777105 13 1000 SH SHARED 02 1000 D H T E INC COM 403926108 43 48154 SH SHARED 02 48154 D H & CB SPON ADR 1/2SH 404008203 58 5200 SH SHARED 01 5200 D H & Q HEALTHCARE FD SH BEN INT 404052102 258 10541 SH SHR/OTHR 01 10541 D H & Q HEALTHCARE FD SH BEN INT 404052102 63 2580 SH SHARED 02 2580 D H & Q HEALTHCARE FD SH BEN INT 404052102 56 2300 SH SHARED 04 2300 D H & Q LIFE SCIENCES INVS SH BEN INT 404053100 43 2000 SH SHARED 04 2000 D HCA-HEALTHCARE CO COM 404119109 862 19600 SH SHARED 19600 D HCA-HEALTHCARE CO COM 404119109 174699 3969548 SH SHARED 01 3969374 174 D HCA-HEALTHCARE CO COM 404119109 299 6800 SH SHARED 02 2330 4470 D HCA-HEALTHCARE CO COM 404119109 22796 517994 SH SHARED 04 517994 D HCA-HEALTHCARE CO COM 404119109 1205 27400 SH SHARED 05 27400 D HCC INS HLDGS INC COM 404132102 1847 68602 SH SHARED 01 68602 D HCC INS HLDGS INC COM 404132102 70 2600 SH SHR/OTHR 01 2600 D HCC INS HLDGS INC COM 404132102 433 16092 SH SHARED 04 16092 D H D VEST INC COM 404150104 1 194 SH SHARED 04 194 D HEI INC COM 404160103 3 300 SH SHARED 04 300 D HMG WORLDWIDE CORP COM 404235103 0 280 SH SHARED 04 280 D HNC SOFTWARE INC COM 40425P107 3 127 SH SHARED 04 127 D HNC SOFTWARE INC COM 40425P107 1583 53324 SH SHARED 01 53324 D HNC SOFTWARE INC COM 40425P107 374 12621 SH SHARED 04 12621 D HRPT PPTYS TR COM SH BEN INT 40426W101 2314 306050 SH SHARED 01 304850 1200 D HRPT PPTYS TR COM SH BEN INT 40426W101 28 3800 SH SHR/OTHR 01 3800 D HRPT PPTYS TR COM SH BEN INT 40426W101 509 67319 SH SHARED 04 67319 D H POWER CORP COM 40427A108 0 97 SH SHARED 04 97 D H POWER CORP COM 40427A108 18 2350 SH SHARED 02 2350 D HSBC HLDGS PLC SPON ADR NEW 404280406 22 300 SH SHR/OTHR 01 300 D HSBC HLDGS PLC SPON ADR NEW 404280406 176 2400 SH SHARED 02 2400 D HS RES INC COM 404297103 958 22625 SH SHARED 01 22625 D HS RES INC COM 404297103 84 2000 SH SHARED 02 2000 D HS RES INC COM 404297103 265 6260 SH SHARED 04 6260 D HS RES INC COM 404297103 46 1100 SH SHARED 05 1100 D HA-LO INDS INC COM 404429102 170 75937 SH SHARED 01 75937 D HA-LO INDS INC COM 404429102 52 23151 SH SHARED 04 23151 D HAEMONETICS CORP COM 405024100 1449 46950 SH SHARED 01 46950 D HAEMONETICS CORP COM 405024100 4 142 SH SHARED 02 142 D HAEMONETICS CORP COM 405024100 310 10057 SH SHARED 04 10057 D HAGGAR CORP COM 405173105 5 458 SH SHARED 04 458 D HAHN AUTOMOTIVE WHSE INC COM 405191107 0 173 SH SHARED 04 173 D HAIN CELESTIAL GROUP INC COM 405217100 4 125 SH SHARED 04 125 D HAIN CELESTIAL GROUP INC COM 405217100 1669 51382 SH SHARED 01 51382 D HAIN CELESTIAL GROUP INC COM 405217100 8 253 SH SHARED 02 253 D HAIN CELESTIAL GROUP INC COM 405217100 417 12854 SH SHARED 04 12854 D HALIFAX CORP COM 405752106 36 13420 SH SHARED 02 13420 D HALL KINION ASSOCIATES INC COM 406069104 4 224 SH SHARED 02 224 D HALL KINION ASSOCIATES INC COM 406069104 615 30600 SH SHARED 01 30600 D HALL KINION ASSOCIATES INC COM 406069104 69 3474 SH SHARED 04 3474 D HALLIBURTON CO COM 406216101 1921 53000 SH SHARED 53000 D HALLIBURTON CO COM 406216101 132071 3643363 SH SHARED 01 3503703 800 138860 D HALLIBURTON CO COM 406216101 2987 82413 SH SHR/OTHR 01 28795 53618 D HALLIBURTON CO COM 406216101 614 16940 SH SHARED 02 5590 11350 D HALLIBURTON CO COM 406216101 17158 473333 SH SHARED 04 473333 D HALLIBURTON CO COM 406216101 4977 137300 SH SHARED 05 137300 D HALLIBURTON CO COM 406216101 7544 208120 SH SHARED 06 208120 D HALLWOOD ENERGY CORP DEL COM 40636X105 279 29445 SH SHARED 04 29445 D JOHN HANCOCK BK &THRIFT OPP FD SH BEN INT 409735107 579 65273 SH SHARED 02 65273 D JOHN HANCOCK BK &THRIFT OPP FD SH BEN INT 409735107 8310 936400 SH SHARED 04 936400 D HANCOCK HLDG CO COM 410120109 45 1183 SH SHARED 04 1183 D HANCOCK HLDG CO COM 410120109 534 13970 SH SHARED 01 13970 D HANCOCK HLDG CO COM 410120109 132 3475 SH SHARED 04 3475 D HANCOCK JOHN PATRIOT GLOBL DEV COM 41013G103 23 1932 SH SHARED 02 1932 D HANCOCK JOHN PATRIOT PFD DIV COM 41013J107 19 1747 SH SHARED 02 1747 D HANCOCK JOHN PATRIOT PFD DIV COM 41013J107 66 6000 SH SHARED 04 6000 D HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T105 122 11600 SH SHARED 04 11600 D HANCOCK JOHN PATRIOT SELCT DIV COM 41013U102 117 9000 SH SHARED 04 9000 D HANCOCK JOHN FINL SVCS INC COM 41014S106 9235 245470 SH SHARED 01 243470 2000 D HANCOCK JOHN FINL SVCS INC COM 41014S106 33 900 SH SHR/OTHR 01 900 D HANCOCK JOHN FINL SVCS INC COM 41014S106 109 2915 SH SHARED 02 829 2086 D HANCOCK JOHN FINL SVCS INC COM 41014S106 349 9300 SH SHARED 04 9300 D HANDLEMAN CO DEL COM 410252100 363 48475 SH SHARED 01 48475 D HANDLEMAN CO DEL COM 410252100 75 10062 SH SHARED 04 10062 D HANDSPRING INC COM 410293104 62 1600 SH SHARED 02 1600 D HANOVER CAP MTG HLDGS INC COM 410761100 2 500 SH SHARED 04 500 D HANOVER COMPRESSOR CO COM 410768105 3275 73500 SH SHARED 01 73500 D HANOVER COMPRESSOR CO COM 410768105 1978 44400 SH SHARED 04 44400 D HANOVER COMPRESSOR CO COM 410768105 338 7600 SH SHARED 05 7600 D HANOVER DIRECT INC COM 410783104 49 131912 SH SHARED 01 131912 D HANOVER DIRECT INC COM 410783104 21 57811 SH SHARED 04 57811 D HANSEN NAT CORP COM 411310105 13 3522 SH SHARED 04 3522 D HANSON PLC SPON ADR NEW 411352404 17 500 SH SHR/OTHR 01 500 D HARCOURT GEN INC COM 41163G101 50226 878078 SH SHARED 01 871978 6100 D HARCOURT GEN INC COM 41163G101 89 1561 SH SHR/OTHR 01 1561 D HARCOURT GEN INC COM 41163G101 3290 57519 SH SHARED 04 57519 D HARCOURT GEN INC COM 41163G101 91 1600 SH SHARED 05 1600 D HARDIN BANCORP INC COM 411819105 21 1020 SH SHARED 05 1020 D HARBOR FLA BANCSHARES INC COM 411901101 0 28 SH SHARED 05 28 D HARBOR FLA BANCSHARES INC COM 411901101 352 23610 SH SHARED 01 23610 D HARBOR FLA BANCSHARES INC COM 411901101 130 8722 SH SHARED 04 8722 D HARLAND JOHN H CO COM 412693103 77 5500 SH SHARED 5500 D HARLAND JOHN H CO COM 412693103 850 60184 SH SHARED 01 60184 D HARLAND JOHN H CO COM 412693103 154 10967 SH SHARED 04 10967 D HARLEY DAVIDSON INC COM 412822108 410 10330 SH SHARED 04 10330 D HARLEY DAVIDSON INC COM 412822108 23241 584700 SH SHARED 584700 D HARLEY DAVIDSON INC COM 412822108 98020 2465916 SH SHARED 01 2456725 9191 D HARLEY DAVIDSON INC COM 412822108 143 3600 SH SHR/OTHR 01 3600 D HARLEY DAVIDSON INC COM 412822108 250 6300 SH SHARED 02 1200 5100 D HARLEY DAVIDSON INC COM 412822108 10068 253292 SH SHARED 04 253292 D HARLEY DAVIDSON INC COM 412822108 453 11400 SH SHARED 05 11400 D HARLEYSVILLE GROUP INC COM 412824104 2 81 SH SHARED 05 81 D HARLEYSVILLE GROUP INC COM 412824104 587 20100 SH SHARED 01 20100 D HARLEYSVILLE GROUP INC COM 412824104 150 5143 SH SHARED 04 5143 D HARLEYSVILLE NATL CORP PA COM 412850109 0 13 SH SHARED 04 13 D HARLEYSVILLE NATL CORP PA COM 412850109 424 12238 SH SHARED 01 12238 D HARLEYSVILLE NATL CORP PA COM 412850109 116 3362 SH SHARED 04 3362 D HARMAN INTL INDS INC COM 413086109 631 17300 SH SHARED 17300 D HARMAN INTL INDS INC COM 413086109 1721 47176 SH SHARED 01 47176 D HARMAN INTL INDS INC COM 413086109 388 10650 SH SHARED 02 10000 650 D HARMAN INTL INDS INC COM 413086109 450 12335 SH SHARED 04 12335 D HARMONIC INC COM 413160102 147 26002 SH SHARED 04 26002 D HARMONIC INC COM 413160102 329 57853 SH SHARED 01 57853 D HARMONIC INC COM 413160102 2 400 SH SHR/OTHR 01 400 D HARMONIC INC COM 413160102 557 97973 SH SHARED 02 21157 76816 D HARMONIC INC COM 413160102 26 4600 SH SHARED 04 4600 D HARMONY GOLD MNG LTD SPONSORED ADR 413216300 24 5241 SH SHARED 04 5241 D HARRAHS ENTMT INC COM 413619107 23574 893825 SH SHARED 01 890325 3500 D HARRAHS ENTMT INC COM 413619107 26 1000 SH SHARED 02 1000 D HARRAHS ENTMT INC COM 413619107 2763 104782 SH SHARED 04 104782 D HARRIS & HARRIS GROUP INC COM 413833104 46 18931 SH SHARED 04 18931 D HARRIS & HARRIS GROUP INC COM 413833104 3 1500 SH SHARED 02 1500 D HARRIS CORP DEL COM 413875105 428 14000 SH SHARED 14000 D HARRIS CORP DEL COM 413875105 2872 93790 SH SHARED 01 93390 400 D HARRIS CORP DEL COM 413875105 18 600 SH SHR/OTHR 01 600 D HARRIS CORP DEL COM 413875105 1950 63700 SH SHARED 04 63700 D HARRIS INTERACTIVE INC COM 414549105 0 50 SH SHARED 04 50 D HARRYS FMRS MKT INC CL A 415863109 0 1550 SH SHARED 02 1550 D HARSCO CORP COM 415864107 2235 90545 SH SHARED 01 90545 D HARSCO CORP COM 415864107 19 800 SH SHARED 02 800 D HARSCO CORP COM 415864107 1023 41441 SH SHARED 04 41441 D HARSCO CORP COM 415864107 130 5300 SH SHARED 05 5300 D HARTE-HANKS INC COM 416196103 1303 55018 SH SHARED 01 55018 D HARTE-HANKS INC COM 416196103 56 2400 SH SHARED 02 2400 D HARTE-HANKS INC COM 416196103 1167 49300 SH SHARED 04 49300 D HARTE-HANKS INC COM 416196103 213 9000 SH SHARED 05 9000 D HARTFORD FINL SVCS GROUP INC COM 416515104 41139 582500 SH SHARED 582500 D HARTFORD FINL SVCS GROUP INC COM 416515104 115229 1631574 SH SHARED 01 1627326 4248 D HARTFORD FINL SVCS GROUP INC COM 416515104 1306 18494 SH SHR/OTHR 01 13000 5494 D HARTFORD FINL SVCS GROUP INC COM 416515104 856 12123 SH SHARED 02 1032 11091 D HARTFORD FINL SVCS GROUP INC COM 416515104 14422 204209 SH SHARED 04 204209 D HARTFORD FINL SVCS GROUP INC COM 416515104 2825 40000 SH SHARED 05 40000 D HARTFORD FINL SVCS GROUP INC COM 416515104 1334 18900 SH SHARED 06 18900 D HARVARD BIOSCIENCE INC COM 416906105 0 100 SH SHARED 04 100 D HARTMARX CORP COM 417119104 17 7235 SH SHARED 01 7235 D HARVEY ELECTRONICS INC COM 417660107 2 3087 SH SHARED 01 3087 D HARVEY ENTMT CO COM 417662103 2 11328 SH SHARED 01 11328 D HASBRO INC COM 418056107 12563 1182445 SH SHARED 01 1182445 D HASBRO INC COM 418056107 94 8900 SH SHR/OTHR 01 8900 D HASBRO INC COM 418056107 10 1000 SH SHARED 02 1000 D HASBRO INC COM 418056107 1505 141709 SH SHARED 04 141709 D HASBRO INC COM 418056107 564 53100 SH SHARED 05 53100 D HASTINGS ENTMT INC COM 418365102 0 19 SH SHARED 05 19 D HATHAWAY CORP COM 419011101 2 750 SH SHARED 05 750 D HAUPPAUGE DIGITAL INC COM 419131107 9 6138 SH SHARED 05 6138 D HAVAS ADVERTISING SPONSORED ADR 419313101 365 25852 SH SHARED 01 17246 8606 D HAVAS ADVERTISING SPONSORED ADR 419313101 48 3427 SH SHARED 02 3427 D HAVERTY FURNITURE INC COM 419596101 204 20700 SH SHARED 01 20700 D HAVERTY FURNITURE INC COM 419596101 61 6269 SH SHARED 04 6269 D HAWAIIAN ELEC INDUSTRIES COM 419870100 2382 64058 SH SHARED 01 63808 250 D HAWAIIAN ELEC INDUSTRIES COM 419870100 1266 34048 SH SHARED 04 34048 D HAWAIIAN ELEC INDUSTRIES COM 419870100 159 4300 SH SHARED 05 4300 D HAWKER PACIFIC AEROSPACE COM 420123101 4 1400 SH SHARED 05 1400 D HAYES LEMMERZ INTL INC COM 420781106 177 26500 SH SHARED 01 26500 D HAYES LEMMERZ INTL INC COM 420781106 44 6600 SH SHARED 04 6600 D HEARME COM 421903105 6 10749 SH SHARED 04 10749 D HEALTHCARE SVCS GRP INC COM 421906108 446 70000 SH SHARED 02 70000 D HEALTH CARE PPTY INVS INC COM 421915109 3129 104759 SH SHARED 01 101627 3132 D HEALTH CARE PPTY INVS INC COM 421915109 26 900 SH SHR/OTHR 01 900 D HEALTH CARE PPTY INVS INC COM 421915109 645 21623 SH SHARED 02 10354 11269 D HEALTH CARE PPTY INVS INC COM 421915109 558 18682 SH SHARED 04 18682 D HEALTHSOUTH CORP COM 421924101 91 5600 SH SHARED 5600 D HEALTHSOUTH CORP COM 421924101 46039 2822415 SH SHARED 01 2821483 932 D HEALTHSOUTH CORP COM 421924101 4478 274573 SH SHARED 02 218373 56200 D HEALTHSOUTH CORP COM 421924101 21212 1300411 SH SHARED 04 1300411 D HEALTHSOUTH CORP COM 421924101 133 8200 SH SHARED 05 8200 D HEALTH MGMT ASSOC INC NEW CL A 421933102 17963 865708 SH SHARED 01 865708 D HEALTH MGMT ASSOC INC NEW CL A 421933102 253 12200 SH SHARED 02 12200 D HEALTH MGMT ASSOC INC NEW CL A 421933102 3714 179000 SH SHARED 04 179000 D HEALTH MGMT ASSOC INC NEW CL A 421933102 898 43300 SH SHARED 05 43300 D HEALTH RISK MGMT INC COM 421935107 0 145 SH SHARED 05 145 D HEALTHCARE RLTY TR COM 421946104 1297 61044 SH SHARED 01 61044 D HEALTHCARE RLTY TR COM 421946104 3 150 SH SHARED 02 150 D HEALTHCARE RLTY TR COM 421946104 332 15655 SH SHARED 04 15655 D HEALTHPLAN SVCS CORP COM 421959107 0 1 SH SHARED 04 1 D HEARTPORT INC COM 421969106 4 2560 SH SHARED 04 2560 D HEAD N V NY RERISTRY SH 422070102 28 4900 SH SHARED 04 4900 D HEADWATERS INC COM 42210P102 30 13000 SH SHARED 04 13000 D HEALTH CARE REIT INC COM 42217K106 606 37325 SH SHARED 01 37325 D HEALTH CARE REIT INC COM 42217K106 142 8785 SH SHARED 02 6350 2435 D HEALTH CARE REIT INC COM 42217K106 180 11078 SH SHARED 04 11078 D HEALTH GRADES INC COM 42218Q102 2 8486 SH SHARED 04 8486 D HEALTHAXIS INC COM 42219D100 0 104 SH SHARED 04 104 D HEALTH MGMT SYS INC COM 42219M100 0 479 SH SHARED 04 479 D HEALTHCENTRAL COM COM 42221V106 0 2900 SH SHARED 04 2900 D HEALTHCARE COM CORP COM 42221Y100 3 2351 SH SHARED 04 2351 D HEALTHCARE COM CORP COM 42221Y100 4 3000 SH SHARED 02 3000 D HEALTHEXTRAS INC COM 422211102 30 8710 SH SHARED 02 8710 D HEALTHWATCH INC COM PAR $0.05 422214809 4 8400 SH SHARED 02 8400 D HEALTH NET INC COM 42222G108 175 6700 SH SHARED 6700 D HEALTH NET INC COM 42222G108 16759 639974 SH SHARED 01 639974 D HEALTH NET INC COM 42222G108 3133 119653 SH SHARED 04 119653 D HEALTH NET INC COM 42222G108 421 16100 SH SHARED 05 16100 D HEALTHGATE DATA CORP COM 42222H106 0 2974 SH SHARED 05 2974 D HEALTHTRONICS INC COM 42222L107 1 164 SH SHARED 05 164 D HEALTHSTREAM INC COM 42222N103 0 653 SH SHARED 05 653 D HEARST-ARGYLE TELEVISION INC COM 422317107 552 27017 SH SHARED 01 27017 D HEARST-ARGYLE TELEVISION INC COM 422317107 49 2400 SH SHARED 04 2400 D HEARTLAND EXPRESS INC COM 422347104 1 80 SH SHARED 04 80 D HEARTLAND EXPRESS INC COM 422347104 663 29086 SH SHARED 01 29086 D HEARTLAND EXPRESS INC COM 422347104 130 5701 SH SHARED 04 5701 D HEAVENLYDOOR COM INC COM 42248Q106 2 44730 SH SHARED 04 44730 D HECLA MNG CO COM 422704106 25 50000 SH SHARED 01 50000 D HECLA MNG CO COM 422704106 1 2000 SH SHARED 02 2000 D HEICO CORP NEW COM 422806109 283 18139 SH SHARED 01 18139 D HEICO CORP NEW COM 422806109 48 3132 SH SHARED 04 3132 D HEICO CORP NEW CL A 422806208 31 2700 SH SHARED 01 2700 D HEIDRICK & STRUGGLES INTL INC COM 422819102 2 69 SH SHARED 01 69 D HEIDRICK & STRUGGLES INTL INC COM 422819102 1219 29000 SH SHARED 01 29000 D HEIDRICK & STRUGGLES INTL INC COM 422819102 315 7491 SH SHARED 04 7491 D HEINZ H J CO COM 423074103 125831 2652610 SH SHARED 01 2646010 6600 D HEINZ H J CO COM 423074103 3504 73875 SH SHR/OTHR 01 49475 24400 D HEINZ H J CO COM 423074103 443 9352 SH SHARED 02 2277 7075 D HEINZ H J CO COM 423074103 12803 269899 SH SHARED 04 269899 D HELIX TECHNOLOGY CORP COM 423319102 1008 42605 SH SHARED 01 42605 D HELIX TECHNOLOGY CORP COM 423319102 331 14000 SH SHARED 02 14000 D HELIX TECHNOLOGY CORP COM 423319102 206 8725 SH SHARED 04 8725 D HELLENIC TELECOM ORGANIZATN SA SPONSORED ADR 423325307 124 17200 SH SHARED 04 17200 D HELLER FINANCIAL INC CL A 423328103 687 22400 SH SHARED 22400 D HELLER FINANCIAL INC CL A 423328103 980 31942 SH SHARED 01 31942 D HELLER FINANCIAL INC CL A 423328103 33 1100 SH SHARED 02 1100 D HELLER FINANCIAL INC CL A 423328103 101 3300 SH SHARED 04 3300 D HELMERICH & PAYNE INC COM 423452101 3762 85750 SH SHARED 01 85750 D HELMERICH & PAYNE INC COM 423452101 32 750 SH SHARED 02 750 D HELMERICH & PAYNE INC COM 423452101 1614 36800 SH SHARED 04 36800 D HEMAGEN DIAGNOSTICS INC COM 423501105 0 2373 SH SHARED 04 2373 D HENLEY HEALTHCARE INC COM 42550V107 5 24822 SH SHARED 04 24822 D HENRY JACK & ASSOC INC COM 426281101 1 23 SH SHARED 04 23 D HENRY JACK & ASSOC INC COM 426281101 2646 42600 SH SHARED 01 42600 D HENRY JACK & ASSOC INC COM 426281101 55 900 SH SHR/OTHR 01 900 D HENRY JACK & ASSOC INC COM 426281101 1901 30600 SH SHARED 04 30600 D HENRY JACK & ASSOC INC COM 426281101 360 5800 SH SHARED 05 5800 D HERBALIFE INTL INC CL A 426908208 8 1133 SH SHARED 1133 D HERBALIFE INTL INC CL A 426908208 198 26088 SH SHARED 01 23337 2751 D HERBALIFE INTL INC CL A 426908208 39 5138 SH SHARED 04 5138 D HERBALIFE INTL INC CL B 426908307 2 354 SH SHARED 04 354 D HERITAGE COMMERCE CORP COM 426927109 132 14292 SH SHARED 02 14292 D HERCULES INC COM 427056106 14900 781686 SH SHARED 01 762436 19250 D HERCULES INC COM 427056106 85 4500 SH SHR/OTHR 01 1500 3000 D HERCULES INC COM 427056106 1791 93992 SH SHARED 04 93992 D HERCULES INC COM 427056106 116 6100 SH SHARED 05 6100 D HERLEY INDS INC DEL COM 427398102 4 266 SH SHARED 05 266 D HERSHEY FOODS CORP COM 427866108 58265 905093 SH SHARED 01 901693 3400 D HERSHEY FOODS CORP COM 427866108 611 9492 SH SHARED 02 1000 8492 D HERSHEY FOODS CORP COM 427866108 6768 105136 SH SHARED 04 105136 D HERTZ CORP CL A 428040109 1513 44350 SH SHARED 01 44350 D HERTZ CORP CL A 428040109 68 2000 SH SHARED 04 2000 D HESKA CORP COM 42805E108 5 7935 SH SHARED 04 7935 D HEWLETT PACKARD CO COM 428236103 340 10800 SH SHR/OTHR 04 10800 D HEWLETT PACKARD CO COM 428236103 107310 3400000 SH SHARED 3400000 D HEWLETT PACKARD CO COM 428236103 518315 16422138 SH SHARED 01 16090739 3650 327749 D HEWLETT PACKARD CO COM 428236103 23637 748924 SH SHR/OTHR 01 479738 269186 D HEWLETT PACKARD CO COM 428236103 2518 79789 SH SHARED 02 12226 67563 D HEWLETT PACKARD CO COM 428236103 106864 3385850 SH SHARED 04 3385850 D HEWLETT PACKARD CO COM 428236103 5696 180500 SH SHARED 06 180500 D HEXCEL CORP NEW COM 428291108 382 42804 SH SHARED 01 42804 D HEXCEL CORP NEW COM 428291108 65 7369 SH SHARED 04 7369 D HI / FN INC COM 428358105 1 61 SH SHARED 04 61 D HI / FN INC COM 428358105 581 21161 SH SHARED 01 21161 D HI / FN INC COM 428358105 6 252 SH SHARED 02 252 D HI / FN INC COM 428358105 73 2684 SH SHARED 04 2684 D HI-TECH PHARMACAL INC COM 42840B101 1 430 SH SHARED 04 430 D HIBERNIA CORP CL A 428656102 169 13300 SH SHARED 13300 D HIBERNIA CORP CL A 428656102 7694 603488 SH SHARED 01 603488 D HIBERNIA CORP CL A 428656102 15 1250 SH SHARED 02 1250 D HIBERNIA CORP CL A 428656102 1982 155500 SH SHARED 04 155500 D HIBERNIA CORP CL A 428656102 281 22100 SH SHARED 05 22100 D HIBERNIA FOODS PLC SPONSORED ADR 428660104 0 97 SH SHARED 05 97 D HICKORY TECH CORP COM 429060106 2 134 SH SHARED 05 134 D HICKORY TECH CORP COM 429060106 522 25491 SH SHARED 01 25491 D HICKORY TECH CORP COM 429060106 110 5369 SH SHARED 04 5369 D HIGH PLAINS CORP COM 429701105 13 4246 SH SHARED 04 4246 D HIGH SPEED ACCESS CORP COM 42979U102 61 57541 SH SHARED 04 57541 D HIGH SPEED ACCESS CORP COM 42979U102 48 45200 SH SHARED 01 45200 D HIGH SPEED ACCESS CORP COM 42979U102 13 12971 SH SHARED 04 12971 D HIGHLANDS INS GROUP INC COM 431032101 59 6605 SH SHARED 01 6605 D HIGHWOODS PPTYS INC COM 431284108 2472 99401 SH SHARED 01 99401 D HIGHWOODS PPTYS INC COM 431284108 730 29350 SH SHARED 02 13700 15650 D HIGHWOODS PPTYS INC COM 431284108 569 22913 SH SHARED 04 22913 D HILB ROGAL & HAMILTON CO COM 431294107 717 18000 SH SHARED 01 18000 D HILB ROGAL & HAMILTON CO COM 431294107 39 1000 SH SHARED 02 1000 D HILB ROGAL & HAMILTON CO COM 431294107 204 5138 SH SHARED 04 5138 D HILLENBRAND INDS INC COM 431573104 3112 60435 SH SHARED 01 60435 D HILLENBRAND INDS INC COM 431573104 103 2000 SH SHARED 02 2000 D HILLENBRAND INDS INC COM 431573104 2714 52700 SH SHARED 04 52700 D HILLENBRAND INDS INC COM 431573104 427 8300 SH SHARED 05 8300 D HILTON HOTELS CORP COM 432848109 29691 2827802 SH SHARED 01 2766890 60912 D HILTON HOTELS CORP COM 432848109 3717 354044 SH SHR/OTHR 01 199044 155000 D HILTON HOTELS CORP COM 432848109 456 43505 SH SHARED 02 13005 30500 D HILTON HOTELS CORP COM 432848109 3165 301433 SH SHARED 04 301433 D HILTON HOTELS CORP COM 432848109 764 72800 SH SHARED 05 72800 D HINES HORTICULTURE INC COM 433245107 0 294 SH SHARED 05 294 D HIRSCH INTL CORP CL A 433550100 11 11836 SH SHARED 05 11836 D HISPANIC BROADCASTING CORP CL A 43357B104 3419 134100 SH SHARED 01 134100 D HISPANIC BROADCASTING CORP CL A 43357B104 4451 174582 SH SHARED 02 36058 138524 D HISPANIC BROADCASTING CORP CL A 43357B104 2499 98000 SH SHARED 04 98000 D HISPANIC BROADCASTING CORP CL A 43357B104 367 14400 SH SHARED 05 14400 D HISPANIC TV NETWORK INC COM 43357C102 4 7680 SH SHARED 05 7680 D HITACHI LIMITED ADR 10 COM 433578507 17 200 SH SHR/OTHR 01 200 D HITACHI LIMITED ADR 10 COM 433578507 6 80 SH SHARED 02 80 D HITACHI LIMITED ADR 10 COM 433578507 3 40 SH SHARED 04 40 D HITACHI LIMITED ADR 10 COM 433578507 43 500 SH SHARED 05 500 D HOLLINGER INTL INC CL A 435569108 1131 71267 SH SHARED 01 71267 D HOLLINGER INTL INC CL A 435569108 244 15431 SH SHARED 04 15431 D HOLLIS-EDEN PHARMACEUTICALS COM 435902101 20 4000 SH SHARED 01 2000 2000 D HOLLIS-EDEN PHARMACEUTICALS COM 435902101 22 4400 SH SHARED 02 4400 D HOLLYWOOD ENTMT CORP COM 436141105 21 20035 SH SHARED 02 20035 D HOLLYWOOD ENTMT CORP COM 436141105 62 58450 SH SHARED 01 58450 D HOLLYWOOD ENTMT CORP COM 436141105 13 12409 SH SHARED 04 12409 D HOME DEPOT INC COM 437076102 791 17329 SH SHARED 04 17329 D HOME DEPOT INC COM 437076102 65 1425 SH SHR/OTHR 04 600 825 D HOME DEPOT INC COM 437076102 1164376 25485957 SH SHARED 01 22424110 3061847 D HOME DEPOT INC COM 437076102 45925 1005216 SH SHR/OTHR 01 202726 802490 D HOME DEPOT INC COM 437076102 12598 275759 SH SHARED 02 85517 190242 D HOME DEPOT INC COM 437076102 118348 2590419 SH SHARED 04 2590419 D HOME DEPOT INC COM 437076102 1959 42900 SH SHARED 05 42900 D HOME PRODS INTL INC COM 437305105 1 800 SH SHARED 05 800 D HOME PPTYS N Y INC COM 437306103 941 33700 SH SHARED 01 33700 D HOME PPTYS N Y INC COM 437306103 234 8379 SH SHARED 04 8379 D HOMEBASE INC COM 43738E108 7 7957 SH SHARED 01 7957 D HOMESEEKERS COM INC COM 437605108 11 22467 SH SHARED 01 22467 D HOMESERVICES COM INC COM 437606106 0 42 SH SHARED 01 42 D HOMESTAKE MNG CO COM 437614100 7243 1729980 SH SHARED 01 1729980 D HOMESTAKE MNG CO COM 437614100 17563 4194727 SH SHARED 04 4194727 D HOMESTAKE MNG CO COM 437614100 149 35700 SH SHARED 05 35700 D HOMESTORE COM INC COM 437852106 539 26800 SH SHARED 01 26800 D HOMESTORE COM INC COM 437852106 103 5166 SH SHARED 02 5166 D HOMESTORE COM INC COM 437852106 106 5300 SH SHARED 04 5300 D HOMETOWN AUTO RETAILERS COM 437858103 2 5447 SH SHARED 04 5447 D HON INDS INC COM 438092108 2647 103804 SH SHARED 01 103804 D HON INDS INC COM 438092108 1530 60000 SH SHARED 04 60000 D HON INDS INC COM 438092108 201 7900 SH SHARED 05 7900 D HONDA MOTOR LTD AMERN SHS 438128308 125 1700 SH SHARED 01 1700 D HONDA MOTOR LTD AMERN SHS 438128308 36 500 SH SHR/OTHR 01 500 D HONEYWELL INTL INC COM 438516106 672 14217 SH SHARED 01 14217 D HONEYWELL INTL INC COM 438516106 327186 6915518 SH SHARED 01 6836591 32571 46356 D HONEYWELL INTL INC COM 438516106 3982 84182 SH SHR/OTHR 01 38464 45718 D HONEYWELL INTL INC COM 438516106 1253 26487 SH SHARED 02 26487 D HONEYWELL INTL INC COM 438516106 71725 1516010 SH SHARED 04 1516010 D HONEYWELL INTL INC COM 438516106 785 16600 SH SHARED 05 16600 D HONEYWELL INTL INC COM 438516106 3354 70900 SH SHARED 06 70900 D HOOPER HOLMES INC COM 439104100 934 84500 SH SHARED 01 84500 D HOOPER HOLMES INC COM 439104100 30 2800 SH SHR/OTHR 01 2800 D HOOPER HOLMES INC COM 439104100 285 25812 SH SHARED 04 25812 D HORACE MANN EDUCATORS CORP NEW COM 440327104 1746 81718 SH SHARED 01 81718 D HORACE MANN EDUCATORS CORP NEW COM 440327104 903 42264 SH SHARED 04 42264 D HORACE MANN EDUCATORS CORP NEW COM 440327104 115 5400 SH SHARED 05 5400 D HORIZON OFFSHORE INC COM 44043J105 1 82 SH SHARED 05 82 D HORIZON OFFSHORE INC COM 44043J105 2607 132000 SH SHARED 01 132000 D HORIZON OFFSHORE INC COM 44043J105 68 3466 SH SHARED 04 3466 D HORIZON ORGANIC HOLDING COM 44043T103 0 21 SH SHARED 04 21 D HORMEL FOODS CORP COM 440452100 2221 119300 SH SHARED 01 119300 D HORMEL FOODS CORP COM 440452100 1810 97200 SH SHARED 04 97200 D HORMEL FOODS CORP COM 440452100 74 4000 SH SHARED 05 4000 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1991 88028 SH SHARED 01 88028 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 447 19778 SH SHARED 04 19778 D HOST MARRIOTT CORP NEW COM 44107P104 14539 1123853 SH SHARED 01 268186 855667 D HOST MARRIOTT CORP NEW COM 44107P104 204 15778 SH SHR/OTHR 01 15778 D HOST MARRIOTT CORP NEW COM 44107P104 269 20796 SH SHARED 02 3000 17796 D HOST MARRIOTT CORP NEW COM 44107P104 222 17200 SH SHARED 04 17200 D HOT TOPIC INC COM 441339108 2 149 SH SHARED 04 149 D HOT TOPIC INC COM 441339108 723 44000 SH SHARED 01 41550 2450 D HOT TOPIC INC COM 441339108 108 6608 SH SHARED 04 6608 D HOTEL RESERVATIONS NETWORK INC CL A 441451101 0 24 SH SHARED 04 24 D HOTEL RESERVATIONS NETWORK INC CL A 441451101 349 12300 SH SHARED 01 12300 D HOTEL RESERVATIONS NETWORK INC CL A 441451101 57 2022 SH SHARED 04 2022 D HOTJOBS COM INC COM 441474103 1 106 SH SHARED 04 106 D HOTJOBS COM INC COM 441474103 346 30271 SH SHARED 01 24200 6071 D HOTJOBS COM INC COM 441474103 251 22000 SH SHARED 02 21000 1000 D HOTJOBS COM INC COM 441474103 97 8485 SH SHARED 04 8485 D HOUGHTON MIFFLIN CO COM 441560109 2805 60486 SH SHARED 01 60486 D HOUGHTON MIFFLIN CO COM 441560109 125 2700 SH SHARED 02 2000 700 D HOUGHTON MIFFLIN CO COM 441560109 1376 29684 SH SHARED 04 29684 D HOUGHTON MIFFLIN CO COM 441560109 194 4200 SH SHARED 05 4200 D HOUSEHOLD INTL INC COM 441815107 814 14800 SH SHARED 14800 D HOUSEHOLD INTL INC COM 441815107 192258 3495618 SH SHARED 01 3456942 38676 D HOUSEHOLD INTL INC COM 441815107 1431 26030 SH SHR/OTHR 01 12000 14030 D HOUSEHOLD INTL INC COM 441815107 416 7569 SH SHARED 02 1956 5613 D HOUSEHOLD INTL INC COM 441815107 24973 454064 SH SHARED 04 454064 D HOUSTON EXPL CO COM 442120101 259 6800 SH SHARED 01 6800 D HOUSTON EXPL CO COM 442120101 128 3358 SH SHARED 04 3358 D HUANENG PWR INTL INC SPON ADR N 443304100 101 5400 SH SHARED 5400 D HUANENG PWR INTL INC SPON ADR N 443304100 24 1300 SH SHARED 01 1300 D HUB GROUP INC CL A 443320106 29 3278 SH SHARED 01 3278 D HUB GROUP INC CL A 443320106 0 20 SH SHARED 04 20 D HUBBELL INC CL B 443510201 1771 66832 SH SHARED 01 66832 D HUBBELL INC CL B 443510201 31 1200 SH SHR/OTHR 01 1200 D HUBBELL INC CL B 443510201 4 158 SH SHARED 02 158 D HUBBELL INC CL B 443510201 1163 43900 SH SHARED 04 43900 D HUBBELL INC CL B 443510201 219 8300 SH SHARED 05 8300 D HUDSON CITY BANCORP COM 443683107 9 453 SH SHARED 05 453 D HUDSON CITY BANCORP COM 443683107 528 26100 SH SHARED 01 26100 D HUDSON CITY BANCORP COM 443683107 10 500 SH SHR/OTHR 01 500 D HUDSON CITY BANCORP COM 443683107 96 4788 SH SHARED 04 4788 D HUDSON RIV BANCORP INC COM 444128102 351 27700 SH SHARED 04 27700 D HUDSON UNITED BANCORP COM 444165104 294 14050 SH SHARED 04 14050 D HUDSON UNITED BANCORP COM 444165104 136 6500 SH SHARED 6500 D HUDSON UNITED BANCORP COM 444165104 2380 113678 SH SHARED 01 111854 1824 D HUDSON UNITED BANCORP COM 444165104 19 950 SH SHR/OTHR 01 950 D HUDSON UNITED BANCORP COM 444165104 11 537 SH SHARED 02 537 D HUDSON UNITED BANCORP COM 444165104 468 22363 SH SHARED 04 22363 D HUGHES SUPPLY INC COM 444482103 69 3900 SH SHARED 3900 D HUGHES SUPPLY INC COM 444482103 662 36926 SH SHARED 01 36926 D HUGHES SUPPLY INC COM 444482103 164 9169 SH SHARED 04 9169 D HUGOTON RTY TR TEX UNIT BEN INT 444717102 95 6300 SH SHARED 01 6300 D HUGOTON RTY TR TEX UNIT BEN INT 444717102 121 8000 SH SHR/OTHR 01 8000 D HUMANA INC COM 444859102 140 9200 SH SHARED 9200 D HUMANA INC COM 444859102 19712 1292621 SH SHARED 01 1292471 150 D HUMANA INC COM 444859102 9 600 SH SHR/OTHR 01 600 D HUMANA INC COM 444859102 22 1450 SH SHARED 02 1450 D HUMANA INC COM 444859102 2986 195806 SH SHARED 04 195806 D HUMAN GENOME SCIENCES INC COM 444903108 5 78 SH SHARED 04 78 D HUMAN GENOME SCIENCES INC COM 444903108 221947 3202157 SH SHARED 01 3185007 17150 D HUMAN GENOME SCIENCES INC COM 444903108 69 1000 SH SHR/OTHR 01 1000 D HUMAN GENOME SCIENCES INC COM 444903108 491 7090 SH SHARED 02 4000 3090 D HUMAN GENOME SCIENCES INC COM 444903108 1583 22845 SH SHARED 04 22845 D HUMAN GENOME SCIENCES INC COM 444903108 485 7000 SH SHARED 05 7000 D HUMMINGBIRD INC COM 44544R101 66 2019 SH SHARED 05 2019 D HUNGRY MINDS INC CL A 445549108 17 2800 SH SHARED 05 2800 D HUNGRY MINDS INC CL A 445549108 0 100 SH SHARED 01 100 D HUNT CORP COM 445591100 7 1575 SH SHARED 01 1575 D HUNT J B TRANS SVCS INC COM 445658107 16 953 SH SHARED 01 953 D HUNT J B TRANS SVCS INC COM 445658107 748 44550 SH SHARED 01 44550 D HUNT J B TRANS SVCS INC COM 445658107 500 29776 SH SHARED 04 29776 D HUNT J B TRANS SVCS INC COM 445658107 79 4700 SH SHARED 05 4700 D HUNTINGTON BANCSHARES INC COM 446150104 27504 1699186 SH SHARED 01 1699186 D HUNTINGTON BANCSHARES INC COM 446150104 3500 216231 SH SHARED 04 216231 D HUNTINGTON BANCSHARES INC COM 446150104 161 10000 SH SHARED 05 10000 D HUTCHINSON TECHNOLOGY INC COM 448407106 1 90 SH SHARED 05 90 D HUTCHINSON TECHNOLOGY INC COM 448407106 1038 75550 SH SHARED 01 75550 D HUTCHINSON TECHNOLOGY INC COM 448407106 213 15519 SH SHARED 04 15519 D HUTTIG BLDG PRODS INC COM 448451104 16 4011 SH SHARED 01 3609 402 D HUTTIG BLDG PRODS INC COM 448451104 9 2289 SH SHR/OTHR 01 2289 D HYBRID NETWORKS INC COM 44860K102 328 42113 SH SHARED 01 42113 D HYBRID NETWORKS INC COM 44860K102 27 3500 SH SHARED 02 3500 D HYCOR BIOMEDICAL INC COM 448623108 6 1215 SH SHARED 02 1215 D HYDRIL CO COM 448774109 35 2000 SH SHARED 02 2000 D HYDROGENICS CORP COM 448882100 9 2162 SH SHARED 02 2162 D ICN PHARMACEUTICALS INC NEW COM 448924100 13853 451433 SH SHARED 01 450467 966 D ICN PHARMACEUTICALS INC NEW COM 448924100 61 2000 SH SHARED 02 2000 D ICN PHARMACEUTICALS INC NEW COM 448924100 1801 58701 SH SHARED 04 58701 D ICN PHARMACEUTICALS INC NEW COM 448924100 322 10500 SH SHARED 05 10500 D IDT CORP COM 448947101 1 65 SH SHARED 05 65 D IDT CORP COM 448947101 854 41924 SH SHARED 01 41924 D IDT CORP COM 448947101 182 8948 SH SHARED 04 8948 D HYPERCOM CORP COM 44913M105 53 17100 SH SHARED 01 17100 D HYPERCOM CORP COM 44913M105 15 4821 SH SHARED 04 4821 D HYPERION SOLUTIONS CORP COM 44914M104 158 10236 SH SHARED 04 10236 D HYPERION SOLUTIONS CORP COM 44914M104 945 61279 SH SHARED 01 61279 D HYPERION SOLUTIONS CORP COM 44914M104 88 5702 SH SHARED 02 3802 1900 D HYPERION SOLUTIONS CORP COM 44914M104 196 12743 SH SHARED 04 12743 D HYSEQ INC COM 449163302 301 21000 SH SHARED 01 20500 500 D HYSEQ INC COM 449163302 56 3915 SH SHARED 04 3915 D HYTEK MICROSYSTEMS INC COM 449180108 49 10705 SH SHARED 04 10705 D IBP INC COM 449223106 278 10400 SH SHARED 10400 D IBP INC COM 449223106 3447 128883 SH SHARED 01 128883 D IBP INC COM 449223106 14 555 SH SHARED 02 555 D IBP INC COM 449223106 9119 340900 SH SHARED 04 340900 D IBP INC COM 449223106 374 14000 SH SHARED 05 14000 D I B S INTERACTIVE INC COM 44923E101 1 1350 SH SHARED 05 1350 D ICG COMMUNICATIONS INC COM 449246107 0 98800 SH SHARED 01 98800 D ICG COMMUNICATIONS INC COM 449246107 0 800 SH SHARED 02 800 D ICO HLDGS INC COM 449293109 9 4826 SH SHARED 02 4826 D ICOS CORP COM 449295104 2557 49250 SH SHARED 01 49250 D ICOS CORP COM 449295104 36 700 SH SHARED 02 700 D ICOS CORP COM 449295104 192 3700 SH SHARED 04 3700 D ICU MED INC COM 44930G107 542 18000 SH SHARED 02 18000 D I-CABLE COMMUNICATIONS LTD SPONSORED ADR 44934B104 0 10 SH SHARED 02 10 D IDEC PHARMACEUTICALS CORP COM 449370105 16583 87484 SH SHARED 01 87484 D IDEC PHARMACEUTICALS CORP COM 449370105 28 150 SH SHR/OTHR 01 150 D IDEC PHARMACEUTICALS CORP COM 449370105 7 39 SH SHARED 02 39 D IDEC PHARMACEUTICALS CORP COM 449370105 7411 39100 SH SHARED 04 39100 D IDEC PHARMACEUTICALS CORP COM 449370105 2255 11900 SH SHARED 05 11900 D I D SYSTEMS INC COM 449489103 0 263 SH SHARED 05 263 D IEC ELECTRS CORP NEW COM 44949L105 11 21306 SH SHARED 05 21306 D IDX SYS CORP COM 449491109 3 151 SH SHARED 05 151 D IDX SYS CORP COM 449491109 547 21900 SH SHARED 01 20900 1000 D IDX SYS CORP COM 449491109 151 6073 SH SHARED 04 6073 D IFR SYSTEMS INC COM 449507102 18 5198 SH SHARED 04 5198 D IFS INTL HLDGS INC COM NEW 449515303 0 250 SH SHARED 04 250 D IFX CORP COM NEW 449518208 24 10382 SH SHARED 04 10382 D I-FLOW CORP COM NEW 449520303 4 2916 SH SHARED 04 2916 D IGEN INC COM 449536101 321 26106 SH SHARED 01 25406 700 D IGEN INC COM 449536101 124 10102 SH SHARED 04 10102 D IGO CORP COM 449592104 0 78 SH SHARED 04 78 D IHOP CORP COM 449623107 522 24100 SH SHARED 01 24100 D IHOP CORP COM 449623107 169 7821 SH SHARED 04 7821 D I I S INTELLIGENT INFO LTD ORD SH NEW 449633205 0 205 SH SHARED 04 205 D IMC GLOBAL INC COM 449669100 1977 127071 SH SHARED 01 127071 D IMC GLOBAL INC COM 449669100 1300 83600 SH SHARED 04 83600 D IMC GLOBAL INC COM 449669100 1725 110900 SH SHARED 05 110900 D IMP INC COM NEW 449693209 0 280 SH SHARED 05 280 D I-LINK CORP COM 449927102 0 935 SH SHARED 05 935 D I-LINK CORP COM 449927102 7 10000 SH SHARED 01 5000 5000 D IMS HEALTH INC COM 449934108 80294 2973882 SH SHARED 01 2951516 22366 D IMS HEALTH INC COM 449934108 6731 249331 SH SHR/OTHR 01 174410 74921 D IMS HEALTH INC COM 449934108 121 4500 SH SHARED 02 1700 2800 D IMS HEALTH INC COM 449934108 6336 234698 SH SHARED 04 234698 D IMS HEALTH INC COM 449934108 167 6200 SH SHARED 05 6200 D IRT PPTY CO COM 450058102 389 47975 SH SHARED 01 47975 D IRT PPTY CO COM 450058102 26 3300 SH SHARED 02 3300 D IRT PPTY CO COM 450058102 99 12293 SH SHARED 04 12293 D ITC DELTACOM INC COM 45031T104 0 57 SH SHARED 04 57 D ITC DELTACOM INC COM 45031T104 716 132840 SH SHARED 01 132840 D ITC DELTACOM INC COM 45031T104 107 20024 SH SHARED 04 20024 D ISTAR FINL INC COM 45031U101 1327 67436 SH SHARED 01 67436 D ISTAR FINL INC COM 45031U101 151 7700 SH SHARED 04 7700 D I-SECTOR CORP COM 45031W107 0 194 SH SHARED 04 194 D ISTA PHARMACEUTICALS INC COM 45031X105 8 770 SH SHARED 04 770 D I-STAT CORP COM 450312103 0 4 SH SHARED 04 4 D I-STAT CORP COM 450312103 477 18069 SH SHARED 01 18069 D I-STAT CORP COM 450312103 165 6268 SH SHARED 04 6268 D ITT EDUCATIONAL SERVICES INC COM 45068B109 479 21800 SH SHARED 01 21800 D ITT EDUCATIONAL SERVICES INC COM 45068B109 154 7000 SH SHARED 02 2000 5000 D ITT EDUCATIONAL SERVICES INC COM 45068B109 120 5478 SH SHARED 04 5478 D ITXC CORP COM 45069F109 72 10513 SH SHARED 04 10513 D ITXC CORP COM 45069F109 252 36400 SH SHARED 01 36400 D ITXC CORP COM 45069F109 16 2353 SH SHARED 04 2353 D IXIA COM 45071R109 1 77 SH SHARED 04 77 D IXIA COM 45071R109 2 100 SH SHARED 04 100 D IXL ENTERPRISES INC COM 450718101 128 128506 SH SHARED 04 128506 D IXL ENTERPRISES INC COM 450718101 58 58200 SH SHARED 01 57200 1000 D IXL ENTERPRISES INC COM 450718101 16 16219 SH SHARED 04 16219 D IASIAWORKS INC COM 45072L101 699 143400 SH SHARED 02 140400 3000 D IBEAM BROADCASTING CORP COM 45073P101 12 11916 SH SHARED 02 11916 D IBEAM BROADCASTING CORP COM 45073P101 32 30500 SH SHARED 01 30500 D IBEAM BROADCASTING CORP COM 45073P101 5 5033 SH SHARED 04 5033 D IBASIS INC COM 450732102 0 161 SH SHARED 04 161 D IBASIS INC COM 450732102 216 52550 SH SHARED 01 52550 D IBASIS INC COM 450732102 3737 906150 SH SHARED 02 905150 1000 D IBASIS INC COM 450732102 38380 9304248 SH SHARED 04 9304248 D IBIS TECHNOLOGY CORP COM 450909106 2 146 SH SHARED 04 146 D IBIS TECHNOLOGY CORP COM 450909106 594 30900 SH SHARED 01 30900 D IBIS TECHNOLOGY CORP COM 450909106 212 11041 SH SHARED 04 11041 D ITT INDS INC IND COM 450911102 24614 635220 SH SHARED 01 634246 974 D ITT INDS INC IND COM 450911102 117 3031 SH SHR/OTHR 01 1000 2031 D ITT INDS INC IND COM 450911102 16 434 SH SHARED 02 286 148 D ITT INDS INC IND COM 450911102 2700 69696 SH SHARED 04 69696 D ITT INDS INC IND COM 450911102 3 100 SH SHARED 05 100 D IVI CHECKMATE CORP COM 450928106 1 1379 SH SHARED 05 1379 D ICICI BK LTD ADR 45104G104 127 20000 SH SHARED 04 20000 D IDACORP INC COM 451107106 4017 81881 SH SHARED 01 81881 D IDACORP INC COM 451107106 1900 38736 SH SHARED 04 38736 D IDACORP INC COM 451107106 245 5000 SH SHARED 05 5000 D IDEX CORP COM 45167R104 1450 43800 SH SHARED 01 43800 D IDEX CORP COM 45167R104 49 1500 SH SHR/OTHR 01 1500 D IDEX CORP COM 45167R104 388 11736 SH SHARED 04 11736 D IDEXX LABS INC COM 45168D104 1373 62446 SH SHARED 01 62446 D IDEXX LABS INC COM 45168D104 285 12963 SH SHARED 04 12963 D IENTERTAINMENT NETWORK INC COM 45169Q104 29 119908 SH SHARED 04 119908 D IGATE CAPITAL CORP COM 45169U105 0 128 SH SHARED 04 128 D IGATE CAPITAL CORP COM 45169U105 138 48006 SH SHARED 01 48006 D IGATE CAPITAL CORP COM 45169U105 2 1000 SH SHARED 02 1000 D IGATE CAPITAL CORP COM 45169U105 39 13641 SH SHARED 04 13641 D IKON OFFICE SOLUTIONS INC COM 451713101 620 248048 SH SHARED 01 248048 D IKON OFFICE SOLUTIONS INC COM 451713101 141 56690 SH SHARED 04 56690 D IDENTIX INC COM 451906101 281 35900 SH SHARED 01 35900 D IDENTIX INC COM 451906101 1 200 SH SHARED 02 200 D IDENTIX INC COM 451906101 82 10495 SH SHARED 04 10495 D ILEX ONCOLOGY INC COM 451923106 1012 38467 SH SHARED 01 38467 D ILEX ONCOLOGY INC COM 451923106 255 9724 SH SHARED 04 9724 D IL FORNAIO AMER CORP COM 451926109 0 11 SH SHARED 04 11 D IL FORNAIO AMER CORP COM 451926109 1631 125490 SH SHARED 02 125490 D IL FORNAIO AMER CORP COM 451926109 861 66300 SH SHARED 03 66300 D ILLINOIS TOOL WKS INC COM 452308109 126263 2119873 SH SHARED 01 2114774 5099 D ILLINOIS TOOL WKS INC COM 452308109 23 400 SH SHR/OTHR 01 400 D ILLINOIS TOOL WKS INC COM 452308109 151 2540 SH SHARED 02 2540 D ILLINOIS TOOL WKS INC COM 452308109 15038 252478 SH SHARED 04 252478 D ILLINOIS TOOL WKS INC COM 452308109 1161 19500 SH SHARED 05 19500 D ILLUMINA INC COM 452327109 0 7 SH SHARED 05 7 D ILLUMINET HLDGS INC COM 452334105 638 27825 SH SHARED 01 27825 D ILLUMINET HLDGS INC COM 452334105 9 412 SH SHARED 02 412 D ILLUMINET HLDGS INC COM 452334105 355 15517 SH SHARED 04 15517 D ILOG S A SPONSORED ADR 452360100 1 52 SH SHARED 04 52 D IMAGE ENTMT INC COM NEW 452439201 21 6596 SH SHARED 04 6596 D IMAGEX COM INC COM 45244D102 65 63907 SH SHARED 04 63907 D IMATION CORP COM 45245A107 1483 95733 SH SHARED 01 95733 D IMATION CORP COM 45245A107 70 4534 SH SHR/OTHR 01 4294 240 D IMATION CORP COM 45245A107 614 39647 SH SHARED 04 39647 D IMATION CORP COM 45245A107 72 4700 SH SHARED 05 4700 D IMAGEWARE SYS INC COM 45245S108 23 5000 SH SHARED 02 5000 D IMAGEWARE SYS INC WT EXP 033105 45245S116 64 51500 SH SHARED 02 51500 D IMCLONE SYS INC COM 45245W109 2618 59500 SH SHARED 01 59500 D IMCLONE SYS INC COM 45245W109 255 5800 SH SHARED 04 5800 D IMANAGE INC COM 45245Y105 14 3153 SH SHARED 04 3153 D IMAGINON INC COM 45246K104 1 17430 SH SHARED 04 17430 D IMMTECH INTL INC COM 452519101 3 400 SH SHARED 04 400 D IMMUNE RESPONSE CORP DEL COM 45252T106 253 96535 SH SHARED 04 96535 D IMMUNE RESPONSE CORP DEL COM 45252T106 100 38200 SH SHARED 01 38200 D IMMUNE RESPONSE CORP DEL COM 45252T106 24 9276 SH SHARED 04 9276 D IMMERSION CORP COM 452521107 0 54 SH SHARED 04 54 D IMMERSION CORP COM 452521107 301 40071 SH SHARED 01 40071 D IMMERSION CORP COM 452521107 37 5035 SH SHARED 04 5035 D IMMUCELL CORP COM PAR $0.10 452525306 3 1923 SH SHARED 04 1923 D IMMUCOR INC COM 452526106 0 200 SH SHARED 04 200 D IMMUNEX CORP NEW COM 452528102 14693 361698 SH SHARED 01 359448 2250 D IMMUNEX CORP NEW COM 452528102 304 7500 SH SHR/OTHR 01 7500 D IMMUNEX CORP NEW COM 452528102 19 477 SH SHARED 02 477 D IMMUNEX CORP NEW COM 452528102 12679 312100 SH SHARED 04 312100 D IMMUNEX CORP NEW COM 452528102 89 2200 SH SHARED 05 2200 D IMMUNOGEN INC COM 45253H101 8 396 SH SHARED 05 396 D IMMUNOGEN INC COM 45253H101 1329 62020 SH SHARED 01 57588 4432 D IMMUNOGEN INC COM 45253H101 318 14875 SH SHARED 04 14875 D IMPATH INC COM 45255G101 3 53 SH SHARED 04 53 D IMPATH INC COM 45255G101 59 900 SH SHARED 900 D IMPATH INC COM 45255G101 2136 32128 SH SHARED 01 32128 D IMPATH INC COM 45255G101 106 1600 SH SHR/OTHR 01 1600 D IMPATH INC COM 45255G101 415 6243 SH SHARED 04 6243 D IMPCO TECHNOLOGIES INC COM 45255W106 0 12 SH SHARED 04 12 D IMPCO TECHNOLOGIES INC COM 45255W106 204 17000 SH SHARED 01 17000 D IMPCO TECHNOLOGIES INC COM 45255W106 21 1792 SH SHARED 04 1792 D IMPERIAL BANCORP COM 452556103 3844 146472 SH SHARED 01 146472 D IMPERIAL BANCORP COM 452556103 4473 170401 SH SHARED 04 170401 D IMPAX LABORATORIES INC COM 45256B101 10 1515 SH SHARED 04 1515 D IMPERIAL CHEM INDS PLC ADR NEW 452704505 202 6000 SH SHR/OTHR 01 6000 D IMPERIAL CR INDS INC COM 452729106 4 9830 SH SHARED 01 9830 D IMPERIAL CR INDS INC COM 452729106 4 10430 SH SHARED 01 10430 D IMATRON INC COM 452906100 4 3604 SH SHARED 01 3604 D IMATRON INC COM 452906100 124 90654 SH SHARED 01 90654 D IMATRON INC COM 452906100 50 36550 SH SHARED 04 36550 D IMMUNOMEDICS INC COM 452907108 52 2463 SH SHARED 04 2463 D IMMUNOMEDICS INC COM 452907108 930 43300 SH SHARED 01 43300 D IMMUNOMEDICS INC COM 452907108 264 12317 SH SHARED 04 12317 D IMPERIAL OIL LTD COM NEW 453038408 23 900 SH SHARED 02 900 D IMPERIAL PKG CORP COM 453077109 20 1111 SH SHARED 01 1111 D IMPERIAL SUGAR CO NEW COM 453096109 135 166947 SH SHARED 01 166947 D IMPERIAL SUGAR CO NEW COM 453096109 135 166947 SH SHR/OTHR 01 166947 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 453142101 1 88 SH SHARED 01 88 D IMPROVENET INC COM 45321E106 0 133 SH SHARED 01 133 D IMPSAT FIBER NETWORKS INC COM 45321T103 92 21091 SH SHARED 01 21091 D IMPSAT FIBER NETWORKS INC COM 45321T103 56 12900 SH SHARED 01 12900 D IMPSAT FIBER NETWORKS INC COM 45321T103 20 4688 SH SHARED 04 4688 D IMRGLOBAL CORPORATION COM 45321W106 138 25710 SH SHARED 01 25710 D IMRGLOBAL CORPORATION COM 45321W106 109 20464 SH SHARED 04 20464 D INAMED CORP COM 453235103 2 134 SH SHARED 04 134 D INAMED CORP COM 453235103 483 23661 SH SHARED 01 23661 D INAMED CORP COM 453235103 278 13629 SH SHARED 04 13629 D INCARA PHARMACEUTICALS CORP COM 45324E103 0 93 SH SHARED 04 93 D INCO LTD COM 453258402 17996 1073748 SH SHARED 01 1073748 D INCO LTD COM 453258402 3298 196803 SH SHARED 04 196803 D INCO LTD COM 453258402 992 59200 SH SHARED 05 59200 D INCYTE GENOMICS INC COM 45337C102 1 65 SH SHARED 05 65 D INCYTE GENOMICS INC COM 45337C102 101358 4074700 SH SHARED 01 4074500 200 D INCYTE GENOMICS INC COM 45337C102 952 38293 SH SHARED 02 20468 17825 D INCYTE GENOMICS INC COM 45337C102 1115 44850 SH SHARED 03 44850 D INCYTE GENOMICS INC COM 45337C102 33194 1334450 SH SHARED 04 1334450 D INCYTE GENOMICS INC COM 45337C102 432 17400 SH SHARED 05 17400 D INDEPENDENCE CMNTY BK CORP COM 453414104 2 175 SH SHARED 05 175 D INDEPENDENCE CMNTY BK CORP COM 453414104 1923 120693 SH SHARED 01 120693 D INDEPENDENCE CMNTY BK CORP COM 453414104 19 1200 SH SHARED 02 1200 D INDEPENDENCE CMNTY BK CORP COM 453414104 409 25699 SH SHARED 04 25699 D INDEPENDENCE HLDG CO NEW COM NEW 453440307 1 146 SH SHARED 04 146 D INDEPENDENT BANK CORP MASS COM 453836108 3 298 SH SHARED 04 298 D INDEPENDENT BANK CORP MASS COM 453836108 72 5800 SH SHARED 01 5800 D INDEPENDENT BANK CORP MASS COM 453836108 58 4693 SH SHARED 04 4693 D INDEPENDENT BANK CORP MICH COM 453838104 0 37 SH SHARED 04 37 D INDIA GROWTH FD INC COM 454090101 2306 205010 SH SHARED 04 205010 D INDUS INTL INC COM 45578L100 1 541 SH SHARED 04 541 D INDUS INTL INC COM 45578L100 29 14100 SH SHARED 01 14100 D INDUS INTL INC COM 45578L100 3 1500 SH SHARED 02 1500 D INDUS INTL INC COM 45578L100 11 5363 SH SHARED 04 5363 D INDUSTRI-MATEMATIK INTL CORP COM 455792101 5 2379 SH SHARED 04 2379 D INDUSTRI-MATEMATIK INTL CORP COM 455792101 5 2000 SH SHARED 02 2000 D INDUSTRIAL BANCORP INC COM 455882100 638 32305 SH SHARED 02 32305 D INDUSTRIAL HLDGS INC COM 456160100 68 64587 SH SHARED 02 64587 D INDUSTRIAL HLDGS INC WT B EX 011401 456160126 0 3071 SH SHARED 02 3071 D INDUSTRIAL HLDGS INC WT C EX 011401 456160134 111 275445 SH SHARED 02 275445 D INDYMAC BANCORP INC COM 456607100 3686 124976 SH SHARED 01 124976 D INDYMAC BANCORP INC COM 456607100 513 17420 SH SHARED 02 1700 15720 D INDYMAC BANCORP INC COM 456607100 775 26283 SH SHARED 04 26283 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N103 36 1000 SH SHR/OTHR 01 1000 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N103 448 12461 SH SHARED 02 8600 3861 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N103 61 1700 SH SHARED 04 1700 D INFINITY BROADCASTING CP NEW CL A 45662S102 775 27765 SH SHARED 04 27765 D INFINITY BROADCASTING CP NEW CL A 45662S102 25 900 SH SHR/OTHR 04 300 600 D INFINITY BROADCASTING CP NEW CL A 45662S102 32538 1164700 SH SHARED 1164700 D INFINITY BROADCASTING CP NEW CL A 45662S102 49180 1760405 SH SHARED 01 1275725 484680 D INFINITY BROADCASTING CP NEW CL A 45662S102 6642 237768 SH SHR/OTHR 01 92416 145352 D INFINITY BROADCASTING CP NEW CL A 45662S102 3878 138827 SH SHARED 02 77135 61692 D INFINITY BROADCASTING CP NEW CL A 45662S102 2019 72300 SH SHARED 04 72300 D INET TECHNOLOGIES INC COM 45662V105 3 78 SH SHARED 04 78 D INET TECHNOLOGIES INC COM 45662V105 68 1700 SH SHARED 01 1700 D INET TECHNOLOGIES INC COM 45662V105 222 5500 SH SHARED 04 5500 D INFINITY INC COM PAR $.0001 45663L403 13 2133 SH SHARED 04 2133 D INFICON HLDG AG ADR 45663T109 0 20 SH SHARED 04 20 D INFICON HLDG AG ADR 45663T109 5 500 SH SHARED 02 500 D INFOCROSSING INC COM 45664X109 0 38 SH SHARED 02 38 D INFOCROSSING INC COM 45664X109 0 100 SH SHARED 02 100 D INFOCURE CORP COM 45665A108 44 11903 SH SHARED 02 11903 D INFOCURE CORP COM 45665A108 0 34 SH SHARED 02 34 D INFOCURE CORP COM 45665A108 255 68000 SH SHARED 04 68000 D INFOCUS CORP COM 45665B106 19 1322 SH SHARED 04 1322 D INFOCUS CORP COM 45665B106 1256 85191 SH SHARED 01 85191 D INFOCUS CORP COM 45665B106 122 8300 SH SHARED 02 8300 D INFOCUS CORP COM 45665B106 586 39779 SH SHARED 04 39779 D INFOCUS CORP COM 45665B106 73 5000 SH SHARED 05 5000 D INFOGRAMES INC COM 45665T107 5 984 SH SHARED 05 984 D INFOGRAMES INC COM 45665T107 50 8990 SH SHARED 01 8990 D INFOGRAMES INC COM 45665T107 5 1000 SH SHARED 02 1000 D INFOGRAMES INC COM 45665T107 31 5695 SH SHARED 04 5695 D INFODATA SYS INC COM NEW 456650209 0 1000 SH SHARED 04 1000 D INFORMATICA CORP COM 45666Q102 3536 89400 SH SHARED 01 89400 D INFORMATICA CORP COM 45666Q102 831 21030 SH SHARED 04 21030 D INFONET SVCS CORP CL B 45666T106 271 54300 SH SHARED 01 54300 D INFONET SVCS CORP CL B 45666T106 23 4600 SH SHARED 04 4600 D INFONAUTICS CORP CL A 456662105 22 31068 SH SHARED 04 31068 D INFONOW CORP COM NEW 456664309 7 5039 SH SHARED 04 5039 D INFORMATION ARCHITECTS CORP COM 45669R107 60 33319 SH SHARED 04 33319 D INFORMATION ARCHITECTS CORP COM 45669R107 95 52900 SH SHARED 01 52900 D INFORMATION ARCHITECTS CORP COM 45669R107 15 8588 SH SHARED 04 8588 D INFORMATION HLDGS INC COM 456727106 234 9996 SH SHARED 01 9996 D INFORMATION HLDGS INC COM 456727106 137 5885 SH SHARED 04 5885 D INFORMAX INC COM 45677N205 0 5 SH SHARED 04 5 D INFORTE CORP COM 45677R107 24 1800 SH SHARED 01 1800 D INFORTE CORP COM 45677R107 12 887 SH SHARED 04 887 D INFORMIX CORP COM 456779107 923 310941 SH SHARED 01 310941 D INFORMIX CORP COM 456779107 3 1020 SH SHARED 02 1020 D INFORMIX CORP COM 456779107 808 272300 SH SHARED 04 272300 D INFORMIX CORP COM 456779107 116 39200 SH SHARED 05 39200 D INFOSPACE INC COM 45678T102 406 45960 SH SHARED 05 45960 D INFOSPACE INC COM 45678T102 2595 293465 SH SHARED 01 293214 251 D INFOSPACE INC COM 45678T102 767 86779 SH SHARED 02 77826 8953 D INFOSPACE INC COM 45678T102 4639 524600 SH SHARED 04 524600 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 5 61 SH SHARED 04 61 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 151 1641 SH SHARED 04 1641 D INFOVISTA S A ADR 456817105 3 151 SH SHARED 04 151 D INFOUSA INC NEW COM 456818301 0 98 SH SHARED 04 98 D INFOUSA INC NEW COM 456818301 126 37550 SH SHARED 01 37550 D INFOUSA INC NEW COM 456818301 6 2000 SH SHARED 02 2000 D INFOUSA INC NEW COM 456818301 36 10927 SH SHARED 04 10927 D ING GROEP N V SPONSORED ADR 456837103 942 11764 SH SHARED 01 11763 1 D ING GROEP N V SPONSORED ADR 456837103 307 3838 SH SHARED 02 2219 1619 D INGENUUS CORP COM 456846104 5 20000 SH SHARED 02 20000 D INGENUUS CORP COM 456846104 1 5000 SH SHARED 02 5000 D INGERSOLL-RAND CO COM 456866102 50154 1197712 SH SHARED 01 1196462 1250 D INGERSOLL-RAND CO COM 456866102 603 14400 SH SHR/OTHR 01 1500 12900 D INGERSOLL-RAND CO COM 456866102 78 1885 SH SHARED 02 1885 D INGERSOLL-RAND CO COM 456866102 5815 138886 SH SHARED 04 138886 D INGERSOLL-RAND CO COM 456866102 799 19100 SH SHARED 06 19100 D INFORMATION RES INC COM 456905108 3 911 SH SHARED 06 911 D INFOINTERACTIVE INC COM 456918101 0 804 SH SHARED 06 804 D INGLES MKTS INC CL A 457030104 10 1018 SH SHARED 06 1018 D INGLES MKTS INC CL A 457030104 218 21750 SH SHARED 01 21750 D INGLES MKTS INC CL A 457030104 39 3906 SH SHARED 04 3906 D INGRAM MICRO INC CL A 457153104 816 72552 SH SHARED 01 72552 D INGRAM MICRO INC CL A 457153104 256 22800 SH SHARED 04 22800 D INHALE THERAPEUTIC SYS INC COM 457191104 12 245 SH SHARED 04 245 D INHALE THERAPEUTIC SYS INC COM 457191104 2762 54706 SH SHARED 01 54706 D INHALE THERAPEUTIC SYS INC COM 457191104 2344 46435 SH SHARED 02 31500 14935 D INHALE THERAPEUTIC SYS INC COM 457191104 685 13565 SH SHARED 04 13565 D INITIO INC COM 457203107 71 46508 SH SHARED 04 46508 D INKINE PHARMACEUTICALS INC COM 457214104 0 80 SH SHARED 04 80 D INKTOMI CORP COM 457277101 1 77 SH SHARED 04 77 D INKTOMI CORP COM 457277101 2239 125272 SH SHARED 01 125272 D INKTOMI CORP COM 457277101 7 425 SH SHR/OTHR 01 425 D INKTOMI CORP COM 457277101 828 46333 SH SHARED 02 40888 5445 D INKTOMI CORP COM 457277101 2841 158988 SH SHARED 04 158988 D INNKEEPERS USA TR COM 4576J0104 517 46800 SH SHARED 01 46800 D INNKEEPERS USA TR COM 4576J0104 148 13424 SH SHARED 04 13424 D INNOVATIVE GAMING CORP AMER COM 45764F107 3 6532 SH SHARED 04 6532 D INNODATA CORP COM NEW 457642205 1 108 SH SHARED 04 108 D INNOVEX INC COM 457647105 0 37 SH SHARED 04 37 D INSIGHT ENTERPRISES INC COM 45765U103 2 160 SH SHARED 04 160 D INSIGHT ENTERPRISES INC COM 45765U103 891 49686 SH SHARED 01 49686 D INSIGHT ENTERPRISES INC COM 45765U103 226 12633 SH SHARED 04 12633 D INSIGNIA SYS INC COM 45765Y105 24 4900 SH SHARED 04 4900 D INPUT/OUTPUT INC COM 457652105 1970 193400 SH SHARED 01 193400 D INPUT/OUTPUT INC COM 457652105 153 15084 SH SHARED 04 15084 D INPRISE CORP COM 45766C102 22 4043 SH SHARED 04 4043 D INPRISE CORP COM 45766C102 352 63709 SH SHARED 01 63709 D INPRISE CORP COM 45766C102 2 500 SH SHARED 02 500 D INPRISE CORP COM 45766C102 119 21562 SH SHARED 04 21562 D INSIGNIA SOLUTIONS PLC SPONSORED ADR 45766J107 1 378 SH SHARED 04 378 D INSIGHT HEALTH SVCS CORP COM 45766Q101 0 19 SH SHARED 04 19 D INSITE VISION INC COM 457660108 9 3000 SH SHARED 02 3000 D INSITUFORM TECHNOLOGIES INC CL A 457667103 1490 37390 SH SHARED 01 37390 D INSITUFORM TECHNOLOGIES INC CL A 457667103 294 7373 SH SHARED 04 7373 D INSMED INC COM NEW 457669208 3 1058 SH SHARED 04 1058 D INSMED INC COM NEW 457669208 4 1250 SH SHR/OTHR 01 1250 D INSMED INC COM NEW 457669208 0 250 SH SHARED 02 250 D INSIGNIA FINL GROUP INC NEW COM 45767A105 520 43816 SH SHARED 01 43816 D INSIGNIA FINL GROUP INC NEW COM 45767A105 10 878 SH SHARED 02 878 D INSIGNIA FINL GROUP INC NEW COM 45767A105 84 7147 SH SHARED 04 7147 D INSIGHT COMMUNICATIONS INC CL A 45768V108 266 11357 SH SHARED 04 7 11350 D INSIGHT COMMUNICATIONS INC CL A 45768V108 1618 68884 SH SHARED 01 61784 7100 D INSIGHT COMMUNICATIONS INC CL A 45768V108 30 1300 SH SHARED 02 1300 D INSIGHT COMMUNICATIONS INC CL A 45768V108 372 15862 SH SHARED 04 15862 D INNOVEDA INC COM 45769F102 1 935 SH SHARED 04 935 D INNOVEDA INC COM 45769F102 0 15 SH SHARED 02 15 D INSILICON CORP COM 45769H108 6 1000 SH SHARED 02 1000 D INNOVATIVE SOLUTIONS & SUPPORT COM 45769N105 7 400 SH SHARED 02 400 D INNOVATIVE SOLUTIONS & SUPPORT COM 45769N105 1641 93700 SH SHARED 01 93700 D INRANGE TECHNOLOGIES CORP CL B 45769V206 60 3550 SH SHARED 02 3300 250 D INRANGE TECHNOLOGIES CORP CL B 45769V206 1 100 SH SHARED 04 100 D INPRIMIS INC COM 45769X103 0 98 SH SHARED 04 98 D INPRIMIS INC COM 45769X103 13 14200 SH SHARED 02 14200 D INSPIRE INS SOLUTIONS INC COM 457732105 0 4381 SH SHARED 02 4381 D INSPIRE PHARMACEUTICALS INC COM 457733103 2 87 SH SHARED 02 87 D INSPIRE PHARMACEUTICALS INC COM 457733103 44 1700 SH SHARED 02 1200 500 D INSPIRE PHARMACEUTICALS INC COM 457733103 13 508 SH SHARED 04 508 D INSURANCE AUTO AUCTIONS INC COM 457875102 0 70 SH SHARED 04 70 D INSURANCE AUTO AUCTIONS INC COM 457875102 209 17470 SH SHARED 01 17470 D INSURANCE AUTO AUCTIONS INC COM 457875102 40 3350 SH SHARED 04 3350 D INTEGRATED MEASUREMENT SYS INC COM 457923100 200 25273 SH SHARED 04 25273 D INTEGRA LIFESCIENCES HLDGS CP COM NEW 457985208 41 3048 SH SHARED 04 3048 D INSURED MUN INCOME FD COM 45809F104 12 1000 SH SHARED 02 1000 D INSURED MUN INCOME FD COM 45809F104 249 19500 SH SHARED 04 19500 D INSWEB CORP COM 45809K103 0 618 SH SHARED 04 618 D INSWEB CORP COM 45809K103 27 31300 SH SHARED 01 31300 D INTASYS CORP COM 45809M109 39 98037 SH SHARED 01 98037 D INTEGRAL SYS INC MD COM 45810H107 1 73 SH SHARED 01 73 D INTEGRAL SYS INC MD COM 45810H107 28 2000 SH SHARED 01 2000 D INTEGRATED BUSINESS SYS & SVCS COM 45810X102 4 1328 SH SHARED 01 1328 D INTEG INC COM 458100104 13 2049 SH SHARED 01 2049 D INTEGRATED ELECTRICAL SVC COM 45811E103 270 45645 SH SHARED 01 45645 D INTEGRATED ELECTRICAL SVC COM 45811E103 75 12745 SH SHARED 04 12745 D INTEGRATED CIRCUIT SYS INC COM 45811K208 3 181 SH SHARED 04 181 D INTEGRATED CIRCUIT SYS INC COM 45811K208 655 39600 SH SHARED 01 39600 D INTEGRATED CIRCUIT SYS INC COM 45811K208 81 4930 SH SHARED 04 4930 D INTEGRATED DEVICE TECHNOLOGY COM 458118106 205 6205 SH SHARED 04 30 6175 D INTEGRATED DEVICE TECHNOLOGY COM 458118106 10488 316631 SH SHARED 01 315906 725 D INTEGRATED DEVICE TECHNOLOGY COM 458118106 3870 116850 SH SHARED 04 116850 D INTEGRATED DEVICE TECHNOLOGY COM 458118106 3 100 SH SHARED 05 100 D INTEGRATED SILICON SOLUTION COM 45812P107 3 226 SH SHARED 05 226 D INTEGRATED SILICON SOLUTION COM 45812P107 931 64800 SH SHARED 01 64800 D INTEGRATED SILICON SOLUTION COM 45812P107 144 10056 SH SHARED 04 10056 D INTEGRA BK CORP COM 45814P105 4 185 SH SHARED 04 185 D INTEGRA BK CORP COM 45814P105 539 21120 SH SHARED 01 21120 D INTEGRA BK CORP COM 45814P105 165 6491 SH SHARED 04 6491 D INTELIDATA TECHNOLOGIES CORP COM 45814T107 32 12593 SH SHARED 04 12593 D INTELIDATA TECHNOLOGIES CORP COM 45814T107 131 50720 SH SHARED 01 50720 D INTELIDATA TECHNOLOGIES CORP COM 45814T107 38 14880 SH SHARED 04 14880 D INTEL CORP COM 458140100 1424 47387 SH SHARED 04 16062 31325 D INTEL CORP COM 458140100 36 1200 SH SHR/OTHR 04 600 600 D INTEL CORP COM 458140100 110435 3673600 SH SHARED 3673600 D INTEL CORP COM 458140100 1561915 51956464 SH SHARED 01 51227547 200 728717 D INTEL CORP COM 458140100 21021 699263 SH SHR/OTHR 01 457944 241319 D INTEL CORP COM 458140100 22037 733070 SH SHARED 02 394654 338416 D INTEL CORP COM 458140100 218404 7265136 SH SHARED 04 7265136 D INTEL CORP COM 458140100 2305 76700 SH SHARED 05 76700 D INTEL CORP COM 458140100 39185 1303500 SH SHARED 06 1303500 D INTELECT COMMUNICATIONS INC COM 458144102 3 8860 SH SHARED 06 8860 D INTELECT COMMUNICATIONS INC COM 458144102 31 82800 SH SHARED 01 82800 D INTELECT COMMUNICATIONS INC COM 458144102 0 35 SH SHARED 02 35 D INTELECT COMMUNICATIONS INC COM 458144102 11 29629 SH SHARED 04 29629 D INTELLICORP INC COM 458153103 0 1498 SH SHARED 04 1498 D INTELLIGROUP INC COM 45816A106 43 50125 SH SHARED 04 50125 D INTEGRATED INFORMATION SYS INC COM 45817B103 9 15071 SH SHARED 04 15071 D INTEGRATED TELECOM EXPRESS INC COM 45817U101 18 3912 SH SHARED 04 3912 D INTER PARFUMS INC COM 458334109 0 23 SH SHARED 04 23 D INTER TEL INC COM 458372109 0 38 SH SHARED 04 38 D INTER TEL INC COM 458372109 358 46690 SH SHARED 01 46690 D INTER TEL INC COM 458372109 159 20757 SH SHARED 04 20757 D INTERACTIVE INTELLIGENCE INC COM 45839M103 1 52 SH SHARED 04 52 D INTERACTIVE INTELLIGENCE INC COM 45839M103 120 5000 SH SHARED 01 5000 D INTERACTIVE INTELLIGENCE INC COM 45839M103 40 1679 SH SHARED 04 1679 D INTERACT COMM CORP COM 45839Y107 0 57 SH SHARED 04 57 D INTERACT COMM CORP COM 45839Y107 139 16600 SH SHARED 01 16600 D INTERACT COMM CORP COM 45839Y107 45 5488 SH SHARED 04 5488 D INTERCEPT GROUP INC COM 45845L107 133 5016 SH SHARED 04 5016 D INTERCEPT GROUP INC COM 45845L107 3001 112482 SH SHARED 01 112482 D INTERCEPT GROUP INC COM 45845L107 83 3133 SH SHARED 04 3133 D INTERDENT INC COM 45865R109 0 90 SH SHARED 04 90 D INTERDIGITAL COMMUNICATIONS CP COM 45866A105 513 95010 SH SHARED 01 89393 5617 D INTERDIGITAL COMMUNICATIONS CP COM 45866A105 113 20908 SH SHARED 04 20908 D INTEREP NATL RADIO SALES INC COM 45866V109 0 58 SH SHARED 04 58 D INTERFACE INC CL A 458665106 0 28 SH SHARED 04 28 D INTERFACE INC CL A 458665106 916 105541 SH SHARED 01 105541 D INTERFACE INC CL A 458665106 15 1800 SH SHARED 02 1800 D INTERFACE INC CL A 458665106 154 17775 SH SHARED 04 17775 D INTERGRAPH CORP COM 458683109 502 83789 SH SHARED 01 83789 D INTERGRAPH CORP COM 458683109 42 7100 SH SHARED 02 7100 D INTERGRAPH CORP COM 458683109 103 17209 SH SHARED 04 17209 D INTERGROUP CORP COM 458685104 0 44 SH SHARED 04 44 D INTERLAND INC COM 458726106 0 58 SH SHARED 04 58 D INTERLEUKIN GENETICS INC COM 458738101 179 56239 SH SHARED 04 56239 D INTERLIANT INC COM 458742103 0 37 SH SHARED 04 37 D INTERLIANT INC COM 458742103 195 61389 SH SHARED 01 61389 D INTERLIANT INC COM 458742103 59 18688 SH SHARED 04 18688 D INTERLINK ELECTRS COM 458751104 273 21529 SH SHARED 01 21529 D INTERLINK ELECTRS COM 458751104 108 8573 SH SHARED 04 8573 D INTERLINQ SOFTWARE CORP COM 458753100 0 18 SH SHARED 04 18 D INTERLOGIX INC COM 458763109 1 84 SH SHARED 04 84 D INTERLOGIX INC COM 458763109 282 14950 SH SHARED 01 14950 D INTERLOGIX INC COM 458763109 145 7698 SH SHARED 04 7698 D INTERMEDIA COMMUNICATIONS INC COM 458801107 2600 361799 SH SHARED 04 361799 D INTERMET CORP COM 45881K104 1 301 SH SHARED 04 301 D INTERNAP NETWORK SVCS CORP COM 45885A102 290 40077 SH SHARED 04 40077 D INTERNAP NETWORK SVCS CORP COM 45885A102 305 42100 SH SHARED 01 42100 D INTERNAP NETWORK SVCS CORP COM 45885A102 7 1000 SH SHARED 02 1000 D INTERNAP NETWORK SVCS CORP COM 45885A102 414 57200 SH SHARED 04 57200 D INTERMUNE PHARMACEUTICALS INC COM 45885B100 410 9200 SH SHARED 01 9200 D INTERMUNE PHARMACEUTICALS INC COM 45885B100 8 200 SH SHARED 02 200 D INTERMUNE PHARMACEUTICALS INC COM 45885B100 129 2904 SH SHARED 04 2904 D INTERNATIONAL AIRCRAFT INVS COM 458860103 1 300 SH SHARED 04 300 D INTERNATIONAL ASSETS HLDG CORP COM 459028106 2 856 SH SHARED 04 856 D INTERNATIONAL BANCSHARES CORP COM 459044103 16 484 SH SHARED 04 484 D INTERNATIONAL BANCSHARES CORP COM 459044103 766 22461 SH SHARED 01 22461 D INTERNATIONAL BANCSHARES CORP COM 459044103 209 6133 SH SHARED 04 6133 D INTERNATIONAL BUSINESS MACHS COM 459200101 773 9095 SH SHARED 04 9095 D INTERNATIONAL BUSINESS MACHS COM 459200101 116382 1369200 SH SHARED 1369200 D INTERNATIONAL BUSINESS MACHS COM 459200101 1232573 14500860 SH SHARED 01 14139443 185098 176319 D INTERNATIONAL BUSINESS MACHS COM 459200101 45349 533518 SH SHR/OTHR 01 439185 94333 D INTERNATIONAL BUSINESS MACHS COM 459200101 7761 91311 SH SHARED 02 30170 61141 D INTERNATIONAL BUSINESS MACHS COM 459200101 128877 1516205 SH SHARED 04 1516205 D INTERNATIONAL BUSINESS MACHS COM 459200101 688 8100 SH SHARED 05 8100 D INTERNATIONAL BUSINESS MACHS COM 459200101 77962 917200 SH SHARED 06 917200 D INTERNATIONAL FIBERCOM INC COM 45950T101 4 916 SH SHARED 06 916 D INTERNATIONAL FIBERCOM INC COM 45950T101 251 51000 SH SHARED 01 51000 D INTERNATIONAL FIBERCOM INC COM 45950T101 148 30000 SH SHARED 02 30000 D INTERNATIONAL FIBERCOM INC COM 45950T101 54 11073 SH SHARED 04 11073 D INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 14364 707190 SH SHARED 01 706290 900 D INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 803 39559 SH SHR/OTHR 01 10000 29559 D INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 4 200 SH SHARED 02 200 D INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 1634 80481 SH SHARED 04 80481 D INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 353 17400 SH SHARED 05 17400 D INTERNATIONAL ISOTOPES INC COM 45972C102 1 6766 SH SHARED 05 6766 D INTERNATIONAL GAME TECHNOLOGY COM 459902102 144 3000 SH SHARED 3000 D INTERNATIONAL GAME TECHNOLOGY COM 459902102 4864 101337 SH SHARED 01 101337 D INTERNATIONAL GAME TECHNOLOGY COM 459902102 2803 58400 SH SHARED 04 58400 D INTERNATIONAL GAME TECHNOLOGY COM 459902102 336 7000 SH SHARED 05 7000 D INTERNATIONAL MULTIFOODS CORP 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SHARED 04 1428985 D JOHNSON & JOHNSON COM 478160104 4486 42700 SH SHARED 05 42700 D JOHNSON & JOHNSON COM 478160104 52520 499900 SH SHARED 06 499900 D JOHNSON CTLS INC COM 478366107 32078 616898 SH SHARED 01 615598 1300 D JOHNSON CTLS INC COM 478366107 20 400 SH SHARED 02 400 D JOHNSON CTLS INC COM 478366107 5040 96935 SH SHARED 04 96935 D JOHNSON CTLS INC COM 478366107 608 11700 SH SHARED 05 11700 D JONES APPAREL GROUP INC COM 480074103 5886 182874 SH SHARED 01 182874 D JONES APPAREL GROUP INC COM 480074103 64 2000 SH SHR/OTHR 01 2000 D JONES APPAREL GROUP INC COM 480074103 3756 116700 SH SHARED 04 116700 D JONES APPAREL GROUP INC COM 480074103 1042 32400 SH SHARED 05 32400 D JONES LANG LASALLE INC COM 48020Q107 730 52682 SH SHARED 01 52682 D JONES LANG LASALLE INC COM 48020Q107 166 11967 SH SHARED 04 11967 D JORE CORP COM 480815109 0 31 SH SHARED 04 31 D JOS A BANK CLOTHIERS INC COM 480838101 8 1900 SH SHARED 04 1900 D JOURNAL REGISTER CO COM 481138105 983 61203 SH SHARED 01 61203 D 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SHARED 01 43055 D JUPITER MEDIA METRIX INC COM 48206U104 22 2459 SH SHARED 02 946 1513 D JUPITER MEDIA METRIX INC COM 48206U104 70 7610 SH SHARED 04 7610 D JWGENESIS FINL CORP COM 482227105 0 64 SH SHARED 01 64 D KLA-TENCOR CORP COM 482480100 43054 1278065 SH SHARED 01 1278065 D KLA-TENCOR CORP COM 482480100 47 1400 SH SHARED 02 1400 D KLA-TENCOR CORP COM 482480100 6710 199196 SH SHARED 04 199196 D K MART CORP COM 482584109 17718 3335599 SH SHARED 01 3332499 3100 D K MART CORP COM 482584109 20 3900 SH SHARED 02 300 3600 D K MART CORP COM 482584109 4028 758358 SH SHARED 04 758358 D K MART CORP COM 482584109 131 24800 SH SHARED 05 24800 D K-SWISS INC CL A 482686102 0 20 SH SHARED 02 20 D K2 DIGITAL INC COM 482733102 0 1481 SH SHARED 02 1481 D KVH INDS INC COM 482738101 6 1200 SH SHARED 02 1200 D K V PHARMACEUTICAL CO CL B CONV 482740107 573 23650 SH SHARED 01 23650 D K V PHARMACEUTICAL CO CL B CONV 482740107 173 7147 SH SHARED 04 7147 D K V PHARMACEUTICAL CO CL A 482740206 50 2000 SH SHARED 02 2000 D KAISER ALUMINUM CORP COM 483007100 176 47800 SH SHARED 01 47800 D KAISER ALUMINUM CORP COM 483007100 41 11302 SH SHARED 04 11302 D KAISER VENTURES INC COM 483100103 43 4300 SH SHARED 02 4300 D KAMAN CORP CL A 483548103 28 1704 SH SHARED 02 1704 D KAMAN CORP CL A 483548103 703 41661 SH SHARED 01 41661 D KAMAN CORP CL A 483548103 147 8725 SH SHARED 04 8725 D KANA COMMUNICATIONS COM 483600102 291 25350 SH SHARED 04 25350 D KANA COMMUNICATIONS COM 483600102 1085 94400 SH SHARED 01 94400 D KANA COMMUNICATIONS COM 483600102 5 500 SH SHARED 02 500 D KANA COMMUNICATIONS COM 483600102 323 28100 SH SHARED 04 28100 D KANSAS CITY LIFE INS CO COM 484836101 9 259 SH SHARED 04 259 D KANSAS CITY LIFE INS CO COM 484836101 346 9800 SH SHARED 01 9800 D KANSAS CITY LIFE INS CO COM 484836101 91 2581 SH SHARED 04 2581 D KANSAS CITY PWR & LT CO COM 485134100 3673 133894 SH SHARED 01 133894 D KANSAS CITY PWR & LT CO COM 485134100 24 900 SH SHARED 02 900 D KANSAS CITY PWR & LT CO COM 485134100 1762 64240 SH SHARED 04 64240 D KANSAS CITY PWR & LT CO COM 485134100 219 8000 SH SHARED 05 8000 D KANSAS CITY SOUTHN INDS INC COM NEW 485170302 788 77850 SH SHARED 01 76260 1590 D KANSAS CITY SOUTHN INDS INC COM NEW 485170302 3 337 SH SHARED 02 87 250 D KANSAS CITY SOUTHN INDS INC COM NEW 485170302 52 5200 SH SHARED 04 5200 D KAUFMAN & BROAD HOME CORP COM 486168107 158 4700 SH SHARED 4700 D KAUFMAN & BROAD HOME CORP COM 486168107 11943 354557 SH SHARED 01 354357 200 D KAUFMAN & BROAD HOME CORP COM 486168107 1747 51879 SH SHARED 04 51879 D KAUFMAN & BROAD HOME CORP COM 486168107 720 21400 SH SHARED 05 21400 D KAYDON CORP COM 486587108 1561 62786 SH SHARED 01 62786 D KAYDON CORP COM 486587108 779 31328 SH SHARED 04 31328 D KAYDON CORP COM 486587108 99 4000 SH SHARED 05 4000 D KAYE GROUP INC COM 486589104 0 35 SH SHARED 05 35 D KEANE INC COM 486665102 780 80081 SH SHARED 01 80081 D KEANE INC COM 486665102 605 62100 SH SHARED 04 62100 D KEANE INC COM 486665102 90 9300 SH SHARED 05 9300 D KEEBLER FOODS CO COM 487256109 36220 874100 SH SHARED 874100 D KEEBLER FOODS CO COM 487256109 25415 613361 SH SHARED 01 613361 D KEEBLER FOODS CO COM 487256109 136 3300 SH SHARED 04 3300 D KEITHLEY INSTRS INC COM 487584104 762 17700 SH SHARED 01 17700 D KEITHLEY INSTRS INC COM 487584104 144 3352 SH SHARED 04 3352 D KELLOGG CO COM 487836108 70688 2692881 SH SHARED 01 2692881 D KELLOGG CO COM 487836108 225 8596 SH SHR/OTHR 01 800 7796 D KELLOGG CO COM 487836108 60 2300 SH SHARED 02 2300 D KELLOGG CO COM 487836108 8748 333295 SH SHARED 04 333295 D KELLOGG CO COM 487836108 186 7100 SH SHARED 05 7100 D KELLSTROM INDS INC COM 488035106 0 250 SH SHARED 05 250 D KELLSTROM INDS INC COM 488035106 158 54000 SH SHARED 02 29000 25000 D KELLWOOD CO COM 488044108 890 42132 SH SHARED 01 42132 D KELLWOOD CO COM 488044108 198 9384 SH SHARED 04 9384 D KELLY SVCS INC CL A 488152208 0 30 SH SHARED 04 30 D KELLY SVCS INC CL A 488152208 18 800 SH SHARED 800 D KELLY SVCS INC CL A 488152208 1061 44951 SH SHARED 01 44951 D KELLY SVCS INC CL A 488152208 701 29699 SH SHARED 04 29699 D KELLY SVCS INC CL A 488152208 111 4700 SH SHARED 05 4700 D KEMET CORP COM 488360108 21 1400 SH SHARED 1400 D KEMET CORP COM 488360108 1960 129600 SH SHARED 01 129600 D KEMET CORP COM 488360108 5 380 SH SHARED 02 380 D KEMET CORP COM 488360108 977 64600 SH SHARED 04 64600 D KEMET CORP COM 488360108 561 37100 SH SHARED 05 37100 D KEMPER STRATEGIC MUN INCOME TR COM SH BEN INT 488427105 84 7500 SH SHR/OTHR 01 7500 D KENDLE INTERNATIONAL INC COM 48880L107 397 40000 SH SHARED 02 40000 D KENNAMETAL INC COM 489170100 1959 67263 SH SHARED 01 67263 D KENNAMETAL INC COM 489170100 14 500 SH SHARED 02 500 D KENNAMETAL INC COM 489170100 924 31743 SH SHARED 04 31743 D KENNEDY-WILSON INC COM NEW 489399204 0 70 SH SHARED 04 70 D KENSEY NASH CORP COM 490057106 1 121 SH SHARED 04 121 D KENT ELECTRS CORP COM 490553104 788 47800 SH SHARED 01 47800 D KENT ELECTRS CORP COM 490553104 387 23470 SH SHARED 04 23470 D KENT FINL SVCS INC COM NEW 490560208 6 1649 SH SHARED 04 1649 D KERAVISION INC COM 492061106 0 2713 SH SHARED 04 2713 D KERAVISION INC COM 492061106 0 100 SH SHARED 02 100 D KERR MCGEE CORP COM 492386107 800473 11958608 SH SHARED 01 11957360 1248 D KERR MCGEE CORP COM 492386107 395 5908 SH SHR/OTHR 01 2646 3262 D KERR MCGEE CORP COM 492386107 4491 67107 SH SHARED 02 9850 57257 D KERR MCGEE CORP COM 492386107 28470 425334 SH SHARED 04 425334 D KERR MCGEE CORP COM 492386107 5555 83000 SH SHARED 05 83000 D KESTREL ENERGY INC COM 492545108 0 259 SH SHARED 05 259 D KEVCO INC COM 492716105 3 7038 SH SHARED 05 7038 D KEY ENERGY SVCS INC COM 492914106 1403 134500 SH SHARED 01 134500 D KEY ENERGY SVCS INC COM 492914106 397 38116 SH SHARED 04 38116 D KEY PRODTN INC COM 493138101 528 15746 SH SHARED 01 15746 D KEY PRODTN INC COM 493138101 134 4020 SH SHARED 04 4020 D KEY TECHNOLOGY INC COM 493143101 0 86 SH SHARED 04 86 D KEY TRONICS CORP COM 493144109 1 625 SH SHARED 04 625 D KEY3MEDIA GROUP INC COM 49326R104 479 39350 SH SHARED 01 32819 6531 D KEY3MEDIA GROUP INC COM 49326R104 60 5000 SH SHARED 02 5000 D KEY3MEDIA GROUP INC COM 49326R104 94 7716 SH SHARED 04 7716 D KEYCORP NEW COM 493267108 90473 3231190 SH SHARED 01 3184414 46776 D KEYCORP NEW COM 493267108 540 19310 SH SHR/OTHR 01 10900 8410 D KEYCORP NEW COM 493267108 10805 385927 SH SHARED 04 385927 D KEYNOTE SYS INC COM 493308100 0 38 SH SHARED 04 38 D KEYNOTE SYS INC COM 493308100 415 29300 SH SHARED 01 29300 D KEYNOTE SYS INC COM 493308100 5 400 SH SHARED 02 400 D KEYNOTE SYS INC COM 493308100 268 18904 SH SHARED 04 18904 D KEYSPAN CORP COM 49337W100 156 3700 SH SHARED 3700 D KEYSPAN CORP COM 49337W100 48603 1146996 SH SHARED 01 1138146 8850 D KEYSPAN CORP COM 49337W100 145 3440 SH SHR/OTHR 01 3000 440 D KEYSPAN CORP COM 49337W100 36 864 SH SHARED 02 864 D KEYSPAN CORP COM 49337W100 4800 113296 SH SHARED 04 113296 D KEYSPAN CORP COM 49337W100 169 4000 SH SHARED 05 4000 D KFORCE COM INC COM 493732101 5 1727 SH SHARED 05 1727 D KFORCE COM INC COM 493732101 162 53081 SH SHARED 01 53081 D KFORCE COM INC COM 493732101 44 14413 SH SHARED 04 14413 D KILROY RLTY CORP COM 49427F108 7217 257200 SH SHARED 01 257200 D KILROY RLTY CORP COM 49427F108 54 1950 SH SHARED 02 1950 D KILROY RLTY CORP COM 49427F108 291 10386 SH SHARED 04 10386 D KIMBALL INTL INC CL B 494274103 4 293 SH SHARED 04 293 D KIMBALL INTL INC CL B 494274103 889 61350 SH SHARED 01 54669 6681 D KIMBALL INTL INC CL B 494274103 173 11963 SH SHARED 04 11963 D KIMBERLY CLARK CORP COM 494368103 30721 434600 SH SHARED 434600 D KIMBERLY CLARK CORP COM 494368103 297426 4207476 SH SHARED 01 4192131 15345 D KIMBERLY CLARK CORP COM 494368103 11670 165101 SH SHR/OTHR 01 77355 87746 D KIMBERLY CLARK CORP COM 494368103 601 8514 SH SHARED 02 800 7714 D KIMBERLY CLARK CORP COM 494368103 41060 580852 SH SHARED 04 580852 D KIMCO REALTY CORP COM 49446R109 6069 137359 SH SHARED 01 126334 11025 D KIMCO REALTY CORP COM 49446R109 1005 22748 SH SHR/OTHR 01 7298 15450 D KIMCO REALTY CORP COM 49446R109 395 8953 SH SHARED 02 7653 1300 D KIMCO REALTY CORP COM 49446R109 198 4500 SH SHARED 04 4500 D KINDER MORGAN INC KANS COM 49455P101 50877 974904 SH SHARED 01 974904 D KINDER MORGAN INC KANS COM 49455P101 339 6500 SH SHARED 02 6500 D KINDER MORGAN INC KANS COM 49455P101 4957 94993 SH SHARED 04 94993 D KINDER MORGAN INC KANS COM 49455P101 172 3300 SH SHARED 05 3300 D KINDER MORGAN ENERGY PARTNERS UT LTD PARTNER 494550106 1095 19460 SH SHARED 01 19460 D KINDER MORGAN ENERGY PARTNERS UT LTD PARTNER 494550106 1095 19460 SH SHR/OTHR 01 19460 D KINDER MORGAN ENERGY PARTNERS UT LTD PARTNER 494550106 188 3339 SH SHARED 02 3339 D KING PHARMACEUTICALS INC COM 495582108 515 9975 SH SHARED 02 9975 D KING PHARMACEUTICALS INC COM 495582108 63401 1226644 SH SHARED 01 1225219 1425 D KING PHARMACEUTICALS INC COM 495582108 6895 133408 SH SHARED 04 133408 D KIRBY CORP COM 497266106 920 43821 SH SHARED 01 43821 D KIRBY CORP COM 497266106 197 9386 SH SHARED 04 9386 D KLAMATH FIRST BANCORP INC COM 49842P103 0 50 SH SHARED 04 50 D KLAMATH FIRST BANCORP INC COM 49842P103 38 3200 SH SHARED 04 3200 D KMART FING I PFD TRCV 7.75% 498778208 29379 1100900 SH SHARED 1100900 D KNAPE & VOGT MFG CO COM 498782101 0 61 SH SHARED 61 D KNIGHT RIDDER INC COM 499040103 392 6900 SH SHARED 6900 D KNIGHT RIDDER INC COM 499040103 33650 591661 SH SHARED 01 562559 29102 D KNIGHT RIDDER INC COM 499040103 2504 44042 SH SHR/OTHR 01 1000 43042 D KNIGHT RIDDER INC COM 499040103 95 1680 SH SHARED 02 580 1100 D KNIGHT RIDDER INC COM 499040103 3670 64529 SH SHARED 04 64529 D KNIGHT TRADING GROUP INC COM 499063105 677 48641 SH SHARED 04 48641 D KNIGHT TRADING GROUP INC COM 499063105 1156 83000 SH SHARED 01 83000 D KNIGHT TRADING GROUP INC COM 499063105 43 3085 SH SHARED 02 2265 5350 D KNIGHT TRADING GROUP INC COM 499063105 5135 368500 SH SHARED 04 368500 D KNIGHT TRADING GROUP INC COM 499063105 209 15000 SH SHARED 05 15000 D KNIGHT TRANSN INC COM 499064103 3 202 SH SHARED 05 202 D KNIGHT TRANSN INC COM 499064103 117 6112 SH SHARED 01 6112 D KNIGHT TRANSN INC COM 499064103 51 2664 SH SHARED 04 2664 D KNOT INC COM 499184109 0 80 SH SHARED 04 80 D KOGER EQUITY INC COM 500228101 89842 5773172 SH SHARED 01 5773172 D KOGER EQUITY INC COM 500228101 0 2 SH SHARED 02 2 D KOGER EQUITY INC COM 500228101 161 10399 SH SHARED 04 10399 D KOHLS CORP COM 500255104 750 12300 SH SHARED 12300 D KOHLS CORP COM 500255104 136035 2230097 SH SHARED 01 2229397 700 D KOHLS CORP COM 500255104 488 8000 SH SHR/OTHR 01 8000 D KOHLS CORP COM 500255104 1235 20250 SH SHARED 02 19750 500 D KOHLS CORP COM 500255104 16128 264403 SH SHARED 04 264403 D KOMAG INC COM 500453105 8 12499 SH SHARED 04 12499 D KOMAG INC COM 500453105 9 14893 SH SHARED 01 14893 D KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 464 14295 SH SHARED 01 14295 D KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 65 2000 SH SHR/OTHR 01 2000 D KONOVER PPTY TR INC COM 50047R100 144 33000 SH SHARED 04 33000 D KONINKLIJKE PHILIPS ELECTRS NV SP ADR NEW2000 500472303 1241 34258 SH SHARED 01 33405 853 D KONINKLIJKE PHILIPS ELECTRS NV SP ADR NEW2000 500472303 1128 31121 SH SHR/OTHR 01 9845 21276 D KONINKLIJKE PHILIPS ELECTRS NV SP ADR NEW2000 500472303 361 9964 SH SHARED 02 8000 1964 D KONINKLIJKE PHILIPS ELECTRS NV SP ADR NEW2000 500472303 36 1000 SH SHARED 04 1000 D KONINKLIJKE PHILIPS ELECTRS NV SP ADR NEW2000 500472303 362 10000 SH SHARED 05 10000 D KOOR INDS LTD SPONSORED ADR 500507108 8 641 SH SHARED 01 641 D KOPIN CORP COM 500600101 1030 93200 SH SHARED 01 93200 D KOPIN CORP COM 500600101 3 340 SH SHARED 02 340 D KOPIN CORP COM 500600101 268 24300 SH SHARED 04 24300 D KOREA TELECOM SPONSORED ADR 50063P103 18592 599752 SH SHARED 01 599752 D KOREA TELECOM SPONSORED ADR 50063P103 99 3200 SH SHARED 04 3200 D KOREA ELECTRIC PWR SPONSORED ADR 500631106 476 46443 SH SHARED 01 46443 D KOREA FD COM 500634100 126 12000 SH SHR/OTHR 01 12000 D KOREA FD COM 500634100 4604 436000 SH SHARED 04 436000 D KOREAN INVT FD INC COM 500637103 515 91700 SH SHARED 04 91700 D KOSAN BIOSCIENCES INC COM 50064W107 0 1 SH SHARED 04 1 D KORN FERRY INTL COM NEW 500643200 1352 63644 SH SHARED 01 63644 D KORN FERRY INTL COM NEW 500643200 1065 50149 SH SHARED 04 50149 D KORN FERRY INTL COM NEW 500643200 106 5000 SH SHARED 05 5000 D KOS PHARMACEUTICALS INC COM 500648100 176 10031 SH SHARED 01 10031 D KOS PHARMACEUTICALS INC COM 500648100 68 3909 SH SHARED 04 3909 D KREISLER MFG CORP COM 500773106 9 2600 SH SHARED 04 2600 D KRISPY KREME DOUGHNUTS INC COM 501014104 767 9243 SH SHARED 01 9243 D KRISPY KREME DOUGHNUTS INC COM 501014104 132 1600 SH SHARED 02 1350 250 D KRISPY KREME DOUGHNUTS INC COM 501014104 93 1127 SH SHARED 04 1127 D KROGER CO COM 501044101 15363 567700 SH SHARED 567700 D KROGER CO COM 501044101 160472 5929795 SH SHARED 01 5912295 17500 D KROGER CO COM 501044101 162 6000 SH SHR/OTHR 01 6000 D KROGER CO COM 501044101 1190 43978 SH SHARED 02 2200 41778 D KROGER CO COM 501044101 18480 682913 SH SHARED 04 682913 D KROGER CO COM 501044101 855 31600 SH SHARED 05 31600 D KROGER CO COM 501044101 1685 62300 SH SHARED 06 62300 D KROLL O GARA CO COM 501050108 0 6 SH SHARED 06 6 D KRONOS INC COM 501052104 8 279 SH SHARED 06 279 D KRONOS INC COM 501052104 4198 135696 SH SHARED 01 135696 D KRONOS INC COM 501052104 148 4806 SH SHARED 04 4806 D KULICKE & SOFFA INDS INC COM 501242101 1 169 SH SHARED 04 169 D KULICKE & SOFFA INDS INC COM 501242101 11065 983600 SH SHARED 01 980000 3600 D KULICKE & SOFFA INDS INC COM 501242101 213 19000 SH SHARED 04 19000 D KULICKE & SOFFA INDS INC COM 501242101 56 5000 SH SHARED 05 5000 D KUSHNER-LOCKE CO COM NEW 501337406 15 247502 SH SHARED 05 247502 D LCA-VISION INC COM NEW 501803209 15 14327 SH SHARED 05 14327 D LCC INTERNATIONAL INC CL A 501810105 1 180 SH SHARED 05 180 D LCC INTERNATIONAL INC CL A 501810105 309 28500 SH SHARED 01 28500 D LCC INTERNATIONAL INC CL A 501810105 44 4125 SH SHARED 04 4125 D LTV CORP NEW COM 501921100 61 178562 SH SHARED 01 178562 D LTV CORP NEW COM 501921100 0 1000 SH SHARED 02 1000 D LTV CORP NEW COM 501921100 14 41730 SH SHARED 04 41730 D LNR PPTY CORP COM 501940100 59 2700 SH SHARED 2700 D LNR PPTY CORP COM 501940100 12311 559636 SH SHARED 01 559514 122 D LNR PPTY CORP COM 501940100 196 8940 SH SHARED 04 8940 D LML PMT SYS INC COM 50208P109 0 14 SH SHARED 04 14 D L S B BANCSHARES N C COM 502158108 0 37 SH SHARED 02 37 D LSI LOGIC CORP COM 502161102 334 19550 SH SHARED 02 19550 D LSI LOGIC CORP COM 502161102 13 800 SH SHR/OTHR 02 800 D LSI LOGIC CORP COM 502161102 146302 8560733 SH SHARED 01 6886528 1674205 D LSI LOGIC CORP COM 502161102 36755 2150715 SH SHR/OTHR 01 890050 1260665 D LSI LOGIC CORP COM 502161102 671 39304 SH SHARED 02 10504 28800 D LSI LOGIC CORP COM 502161102 81191 4750801 SH SHARED 04 4750801 D LSI LOGIC CORP COM 502161102 864 50600 SH SHARED 05 50600 D LTC HEALTHCARE INC COM 50217R104 1 830 SH SHARED 01 830 D LTC PPTYS INC COM 502175102 39 11094 SH SHARED 01 11094 D LTC PPTYS INC COM 502175102 28 8000 SH SHR/OTHR 01 8000 D LTX CORP COM 502392103 12 959 SH SHARED 01 959 D LTX CORP COM 502392103 1075 83024 SH SHARED 01 72113 10911 D LTX CORP COM 502392103 446 34460 SH SHARED 04 34460 D LTX CORP COM 502392103 9 700 SH SHARED 05 700 D L-3 COMMUNICATIONS HLDGS INC SR SB CV 144A 09 502424AA2 3318 3000000 PRN SHARED 01 3000000 D L-3 COMMUNICATIONS HLDGS INC COM 502424104 2914 37850 SH SHARED 01 37850 D L-3 COMMUNICATIONS HLDGS INC COM 502424104 1878 24400 SH SHARED 04 24400 D L-3 COMMUNICATIONS HLDGS INC COM 502424104 338 4400 SH SHARED 05 4400 D LVMH MOET HENNESSY LOU VUITTON SPONSORED ADR 502441207 0 7 SH SHARED 05 7 D LVMH MOET HENNESSY LOU VUITTON SPONSORED ADR 502441207 45 3465 SH SHARED 04 3465 D LA JOLLA PHARMACEUTICAL CO COM 503459109 9 1950 SH SHARED 04 1950 D LA Z BOY INC COM 505336107 1363 86600 SH SHARED 01 86600 D LA Z BOY INC COM 505336107 369 23473 SH SHARED 04 23473 D LABORATORIO CHILE SA ADR 50540H104 16 900 SH SHARED 01 900 D LABORATORY CORP AMER HLDGS COM NEW 50540R409 140 800 SH SHARED 800 D LABORATORY CORP AMER HLDGS COM NEW 50540R409 4810 27331 SH SHARED 01 27331 D LABORATORY CORP AMER HLDGS COM NEW 50540R409 522 2970 SH SHARED 02 2970 D LABORATORY CORP AMER HLDGS COM NEW 50540R409 1182 6719 SH SHARED 04 6719 D LABOR READY INC COM NEW 505401208 250 75625 SH SHARED 01 75025 600 D LABOR READY INC COM NEW 505401208 42 12964 SH SHARED 04 12964 D LABRANCHE & CO INC COM 505447102 19978 653689 SH SHARED 01 653689 D LABRANCHE & CO INC COM 505447102 611 20000 SH SHARED 02 20000 D LABRANCHE & CO INC COM 505447102 437 14317 SH SHARED 04 14317 D LACLEDE GAS CO COM 505588103 677 29000 SH SHARED 01 29000 D LACLEDE GAS CO COM 505588103 172 7375 SH SHARED 04 7375 D LAFARGE CORP COM 505862102 222 9400 SH SHARED 9400 D LAFARGE CORP COM 505862102 594 25182 SH SHARED 01 25182 D LAFARGE CORP COM 505862102 63 2700 SH SHARED 04 2700 D LAFARGE CORP COM 505862102 1835 77700 SH SHARED 06 77700 D LAIDLAW INC COM 50730K503 54 576000 SH SHARED 06 576000 D LAIDLAW INC COM 50730K503 0 4900 SH SHARED 01 4900 D LAKEHEAD PIPE LINE PARTNERS LP COM UNIT-CL A 511557100 68 1670 SH SHARED 02 1670 D LAKES GAMING INC COM 51206P109 0 37 SH SHARED 02 37 D LAM RESEARCH CORP COM 512807108 168 11632 SH SHARED 02 11632 D LAM RESEARCH CORP COM 512807108 2280 157275 SH SHARED 01 157275 D LAM RESEARCH CORP COM 512807108 2 200 SH SHARED 02 200 D LAM RESEARCH CORP COM 512807108 88371 6094600 SH SHARED 04 6094600 D LAM RESEARCH CORP COM 512807108 5257 362600 SH SHARED 05 362600 D LAMAR ADVERTISING CO CL A 512815101 291625 7556250 SH SHARED 01 7556250 D LAMAR ADVERTISING CO CL A 512815101 2894 75000 SH SHARED 02 73350 1650 D LAMAR ADVERTISING CO CL A 512815101 137351 3558894 SH SHARED 04 3558894 D LANCASTER COLONY CORP COM 513847103 4 155 SH SHARED 04 155 D LANCASTER COLONY CORP COM 513847103 1796 64012 SH SHARED 01 64012 D LANCASTER COLONY CORP COM 513847103 1017 36253 SH SHARED 04 36253 D LANCASTER COLONY CORP COM 513847103 145 5200 SH SHARED 05 5200 D LANCE INC COM 514606102 8 680 SH SHARED 05 680 D LANCE INC COM 514606102 628 49625 SH SHARED 01 49625 D LANCE INC COM 514606102 359 28433 SH SHARED 04 28433 D LANCE INC COM 514606102 48 3800 SH SHARED 05 3800 D LANDACORP INC COM 514756105 0 227 SH SHARED 05 227 D LANDAIR CORP COM 514757103 5 1400 SH SHARED 05 1400 D LANDAIR CORP COM 514757103 0 75 SH SHARED 04 75 D LANDAUER INC COM 51476K103 293 16000 SH SHARED 02 16000 D LANDEC CORP COM 514766104 0 280 SH SHARED 02 280 D LANDAMERICA FINL GROUP INC COM 514936103 3511 86850 SH SHARED 01 86850 D LANDAMERICA FINL GROUP INC COM 514936103 162 4008 SH SHARED 04 4008 D LANDMARK SYS CORP COM 51506S100 0 50 SH SHARED 04 50 D LANDRYS SEAFOOD RESTAURANTS COM 51508L103 48 4900 SH SHARED 4900 D LANDRYS SEAFOOD RESTAURANTS COM 51508L103 496 50000 SH SHARED 01 50000 D LANDRYS SEAFOOD RESTAURANTS COM 51508L103 84 8484 SH SHARED 04 8484 D LANDS END INC COM 515086106 960 38239 SH SHARED 01 38239 D LANDS END INC COM 515086106 659 26245 SH SHARED 04 26245 D LANDSTAR SYS INC COM 515098101 35 637 SH SHARED 04 637 D LANDSTAR SYS INC COM 515098101 1316 23756 SH SHARED 01 23756 D LANDSTAR SYS INC COM 515098101 184 3336 SH SHARED 04 3336 D LANIER WORLDWIDE INC COM 51589L105 1506 502000 SH SHARED 01 501800 200 D LANTE CORP COM 516540101 0 170 SH SHARED 01 170 D LANTE CORP COM 516540101 25 16200 SH SHARED 01 16200 D LANTE CORP COM 516540101 0 400 SH SHARED 02 200 200 D LANTE CORP COM 516540101 9 5839 SH SHARED 04 5839 D LANTRONIX INC COM 516548104 3 555 SH SHARED 04 555 D LARGE SCALE BIOLOGY CORP COM 517053104 0 61 SH SHARED 04 61 D LARSCOM INC CL A 51729Y108 0 361 SH SHARED 04 361 D LASER-PACIFIC MEDIA CORP COM 517923108 0 455 SH SHARED 04 455 D LASERSIGHT INC COM 517924106 5 4294 SH SHARED 04 4294 D LASALLE HOTEL PPTYS COM SH BEN INT 517942108 226 14900 SH SHARED 01 14900 D LASALLE HOTEL PPTYS COM SH BEN INT 517942108 64 4242 SH SHARED 04 4242 D LASER MTG MGMT INC COM 51806D100 161 47000 SH SHARED 04 47000 D LASER VISION CTRS INC COM 51807H100 23 14467 SH SHARED 04 14467 D LASERSCOPE COM 518081104 9 8276 SH SHARED 04 8276 D LASTMINUTE COM PLC SPONSORED ADR 518129101 2 573 SH SHARED 04 573 D LATIN AMER EQUITY FD INC NEW COM 51827Q106 4225 328227 SH SHARED 04 328227 D LATITUDE COMMUNICATIONS INC COM 518292107 37 9678 SH SHARED 04 9678 D LATITUDE COMMUNICATIONS INC COM 518292107 78 20200 SH SHARED 01 20200 D LATITUDE COMMUNICATIONS INC COM 518292107 19 4926 SH SHARED 04 4926 D LATTICE SEMICONDUCTOR CORP COM 518415104 1 74 SH SHARED 04 74 D LATTICE SEMICONDUCTOR CORP COM 518415104 47609 2591000 SH SHARED 01 2591000 D LATTICE SEMICONDUCTOR CORP COM 518415104 1411 76800 SH SHARED 04 76800 D LATTICE SEMICONDUCTOR CORP COM 518415104 396 21600 SH SHARED 05 21600 D LAUDER ESTEE COS INC CL A 518439104 1532 34970 SH SHARED 05 34970 D LAUDER ESTEE COS INC CL A 518439104 69116 1577561 SH SHARED 01 1279936 297625 D LAUDER ESTEE COS INC CL A 518439104 2416 55145 SH SHR/OTHR 01 5125 50020 D LAUDER ESTEE COS INC CL A 518439104 291 6650 SH SHARED 02 6650 D LAUDER ESTEE COS INC CL A 518439104 519 11850 SH SHARED 04 11850 D LAWSON PRODS INC COM 520776105 487 17925 SH SHARED 01 17925 D LAWSON PRODS INC COM 520776105 60 2219 SH SHARED 04 2219 D LAYNE CHRISTENSEN CO COM 521050104 0 30 SH SHARED 04 30 D LEADING BRANDS INC COM 52170U108 230 230662 SH SHARED 04 230662 D LEADINGSIDE INC COM 521711101 0 1881 SH SHARED 04 1881 D LEAP WIRELESS INTL INC COM 521863100 1243 49725 SH SHARED 01 49400 325 D LEAP WIRELESS INTL INC COM 521863100 1 50 SH SHR/OTHR 01 50 D LEAP WIRELESS INTL INC COM 521863100 388 15536 SH SHARED 02 2897 12639 D LEAP WIRELESS INTL INC COM 521863100 266 10654 SH SHARED 04 10654 D LEAPNET INC COM 521864108 3 4500 SH SHARED 04 4500 D LEAPNET INC COM 521864108 0 200 SH SHARED 02 200 D LEAR CORP COM 521865105 52 2100 SH SHARED 2100 D LEAR CORP COM 521865105 3379 136218 SH SHARED 01 136218 D LEAR CORP COM 521865105 7 300 SH SHARED 02 300 D LEAR CORP COM 521865105 1658 66845 SH SHARED 04 66845 D LEARN2 COM INC COM 522002104 11 29358 SH SHARED 04 29358 D LEARNING TREE INTL INC COM 522015106 2 48 SH SHARED 04 48 D LEARNING TREE INTL INC COM 522015106 840 16983 SH SHARED 01 16983 D LEARNING TREE INTL INC COM 522015106 210 4252 SH SHARED 04 4252 D LECHTERS CORP COM 523238103 3 17521 SH SHARED 04 17521 D LEE ENTERPRISES INC COM 523768109 2555 85729 SH SHARED 01 85329 400 D LEE ENTERPRISES INC COM 523768109 1356 45501 SH SHARED 04 45501 D LEE ENTERPRISES INC COM 523768109 172 5800 SH SHARED 05 5800 D LEGATO SYS INC COM 524651106 14 1991 SH SHARED 05 1991 D LEGATO SYS INC COM 524651106 1310 176151 SH SHARED 01 176151 D LEGATO SYS INC COM 524651106 62 8400 SH SHARED 02 8400 D LEGATO SYS INC COM 524651106 1148 154386 SH SHARED 04 154386 D LEGATO SYS INC COM 524651106 85 11500 SH SHARED 05 11500 D LEGGETT & PLATT INC COM 524660107 27934 1475146 SH SHARED 01 1473846 1300 D LEGGETT & PLATT INC COM 524660107 15 800 SH SHARED 02 800 D LEGGETT & PLATT INC COM 524660107 3087 163030 SH SHARED 04 163030 D LEGGETT & PLATT INC COM 524660107 81 4300 SH SHARED 05 4300 D LEGG MASON INC COM 524901105 23410 429548 SH SHARED 01 429548 D LEGG MASON INC COM 524901105 92 1700 SH SHR/OTHR 01 1700 D LEGG MASON INC COM 524901105 141 2600 SH SHARED 02 2600 D LEGG MASON INC COM 524901105 2490 45700 SH SHARED 04 45700 D LEGG MASON INC COM 524901105 332 6100 SH SHARED 05 6100 D LEHMAN BROS HLDGS INC COM 524908100 899 13300 SH SHARED 05 13300 D LEHMAN BROS HLDGS INC COM 524908100 973 14400 SH SHARED 14400 D LEHMAN BROS HLDGS INC COM 524908100 154604 2286196 SH SHARED 01 2181027 105169 D LEHMAN BROS HLDGS INC COM 524908100 3330 49246 SH SHR/OTHR 01 21770 27476 D LEHMAN BROS HLDGS INC COM 524908100 954 14120 SH SHARED 02 2100 12020 D LEHMAN BROS HLDGS INC COM 524908100 20846 308261 SH SHARED 04 308261 D LEHMAN BROS HLDGS INC COM 524908100 2366 35000 SH SHARED 05 35000 D LENDINGTREE INC COM 52602Q105 1 873 SH SHARED 05 873 D LENNAR CORP COM 526057104 25937 715526 SH SHARED 01 715526 D LENNAR CORP COM 526057104 499901 13790399 SH SHARED 04 13790399 D LENNAR CORP COM 526057104 503 13900 SH SHARED 05 13900 D LENNOX INTL INC COM 526107107 388 50159 SH SHARED 01 50159 D LENNOX INTL INC COM 526107107 119 15432 SH SHARED 04 15432 D LESCO INC OHIO COM 526872106 6 525 SH SHARED 04 525 D LEUCADIA NATL CORP COM 527288104 2784 78586 SH SHARED 01 78586 D LEUCADIA NATL CORP COM 527288104 99 2800 SH SHR/OTHR 01 2800 D LEUCADIA NATL CORP COM 527288104 3 100 SH SHARED 02 100 D LEUCADIA NATL CORP COM 527288104 1791 50555 SH SHARED 04 50555 D LEVEL 8 SYS INC COM 52729M102 39 6400 SH SHARED 01 6400 D LEVEL 8 SYS INC COM 52729M102 13 2246 SH SHARED 04 2246 D LEVEL 3 COMMUNICATIONS INC COM 52729N100 325200 9911010 SH SHARED 01 9911010 D LEVEL 3 COMMUNICATIONS INC COM 52729N100 711 21675 SH SHARED 02 6675 15000 D LEVEL 3 COMMUNICATIONS INC COM 52729N100 21777 663700 SH SHARED 04 663700 D LEXAR MEDIA INC COM 52886P104 0 10 SH SHARED 04 10 D LEXENT INC COM 52886Q102 0 14 SH SHARED 04 14 D LEXICON GENETICS INC COM 528872104 0 19 SH SHARED 04 19 D LEXICON GENETICS INC COM 528872104 403 24287 SH SHARED 01 24287 D LEXICON GENETICS INC COM 528872104 4 276 SH SHARED 02 276 D LEXICON GENETICS INC COM 528872104 65 3915 SH SHARED 04 3915 D LEXINGTON CORP PPTYS TR COM 529043101 282 23900 SH SHARED 01 23900 D LEXINGTON CORP PPTYS TR COM 529043101 79 6703 SH SHARED 04 6703 D LEXMARK INTL NEW CL A 529771107 47450 1070817 SH SHARED 01 1070817 D LEXMARK INTL NEW CL A 529771107 13 305 SH SHARED 02 305 D LEXMARK INTL NEW CL A 529771107 4612 104096 SH SHARED 04 104096 D LIBBEY INC COM 529898108 586 19300 SH SHARED 01 19300 D LIBBEY INC COM 529898108 183 6025 SH SHARED 04 6025 D LIBERATE TECHNOLOGIES COM 530129105 8 625 SH SHARED 04 625 D LIBERATE TECHNOLOGIES COM 530129105 763 56000 SH SHARED 01 56000 D LIBERATE TECHNOLOGIES COM 530129105 16 1225 SH SHARED 02 1225 D LIBERATE TECHNOLOGIES COM 530129105 256 18800 SH SHARED 04 18800 D LIBERATE TECHNOLOGIES COM 530129105 170 12500 SH SHARED 05 12500 D LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 29 2382 SH SHARED 01 2382 D LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 24 2008 SH SHARED 02 2008 D LIBERTY CORP S C COM 530370105 1122 27585 SH SHARED 01 25175 2410 D LIBERTY CORP S C COM 530370105 254 6260 SH SHARED 04 6260 D LIBERTY DIGITAL INC CL A 530436104 0 25 SH SHARED 04 25 D LIBERTY DIGITAL INC CL A 530436104 144 28500 SH SHARED 01 28500 D LIBERTY DIGITAL INC CL A 530436104 50 10000 SH SHARED 02 10000 D LIBERTY DIGITAL INC CL A 530436104 26 5200 SH SHARED 04 5200 D LIBERTY FINL COS INC COM 530512102 843 18935 SH SHARED 01 18935 D LIBERTY FINL COS INC COM 530512102 239 5366 SH SHARED 04 5366 D LIBERTY LIVEWIRE CORP CL A 530709104 0 36 SH SHARED 04 36 D LIBERTY LIVEWIRE CORP CL A 530709104 14 1900 SH SHARED 01 1900 D LIBERTY LIVEWIRE CORP CL A 530709104 7 998 SH SHARED 04 998 D LIBERTY PPTY TR SH BEN INT 531172104 2619 91700 SH SHARED 01 91500 200 D LIBERTY PPTY TR SH BEN INT 531172104 28 1000 SH SHARED 02 1000 D LIBERTY PPTY TR SH BEN INT 531172104 174 6100 SH SHARED 04 6100 D LIFEWAY FOODS INC COM 531914109 5 986 SH SHARED 04 986 D LIFECELL CORP COM 531927101 2 1430 SH SHARED 04 1430 D LIFEMARK CORP COM 53219F102 10 931 SH SHARED 04 931 D LIFEPOINT HOSPITALS INC COM 53219L109 7 159 SH SHARED 04 159 D LIFEPOINT HOSPITALS INC COM 53219L109 3315 66150 SH SHARED 01 66149 1 D LIFEPOINT HOSPITALS INC COM 53219L109 2 51 SH SHARED 02 15 36 D LIFEPOINT HOSPITALS INC COM 53219L109 4637 92524 SH SHARED 04 92524 D LIFELINE SYS INC COM 532192101 0 41 SH SHARED 04 41 D LIGAND PHARMACEUTICALS INC CL B 53220K207 2 206 SH SHARED 04 206 D LIGAND PHARMACEUTICALS INC CL B 53220K207 1598 114166 SH SHARED 01 98057 16109 D LIGAND PHARMACEUTICALS INC CL B 53220K207 37 2650 SH SHR/OTHR 01 2650 D LIGAND PHARMACEUTICALS INC CL B 53220K207 2011 143694 SH SHARED 04 143694 D LIFEMINDERS INC COM 53220Q105 0 109 SH SHARED 04 109 D LIFEMINDERS INC COM 53220Q105 86 24700 SH SHARED 01 24700 D LIFEMINDERS INC COM 53220Q105 16 4574 SH SHARED 04 4574 D LIGHTBRIDGE INC COM 532226107 10 821 SH SHARED 04 821 D LIGHTBRIDGE INC COM 532226107 257 19581 SH SHARED 01 19581 D LIGHTBRIDGE INC COM 532226107 88 6718 SH SHARED 04 6718 D LIGHTPATH TECHNOLOGIES INC CL A 532257102 8 610 SH SHARED 04 610 D LIGHTPATH TECHNOLOGIES INC CL A 532257102 462 33300 SH SHARED 01 33300 D LIGHTPATH TECHNOLOGIES INC CL A 532257102 97 7000 SH SHARED 02 7000 D LIGHTPATH TECHNOLOGIES INC CL A 532257102 83 6026 SH SHARED 04 6026 D LIGHTSPAN INC COM 53226T103 2 2000 SH SHARED 04 2000 D LIGHTSPAN INC COM 53226T103 4 3119 SH SHARED 04 3119 D LILLY ELI & CO COM 532457108 1176 12640 SH SHARED 04 12640 D LILLY ELI & CO COM 532457108 13 150 SH SHR/OTHR 04 150 D LILLY ELI & CO COM 532457108 127355 1368500 SH SHARED 1368500 D LILLY ELI & CO COM 532457108 879032 9445670 SH SHARED 01 9027193 418477 D LILLY ELI & CO COM 532457108 16570 178062 SH SHR/OTHR 01 83640 94422 D LILLY ELI & CO COM 532457108 5427 58323 SH SHARED 02 16555 41768 D LILLY ELI & CO COM 532457108 81268 873277 SH SHARED 04 873277 D LILLY ELI & CO COM 532457108 4178 44900 SH SHARED 05 44900 D LIMITED INC COM 532716107 51777 3034682 SH SHARED 01 3031976 2706 D LIMITED INC COM 532716107 26 1550 SH SHARED 02 250 1300 D LIMITED INC COM 532716107 6452 378166 SH SHARED 04 378166 D LIMITED INC COM 532716107 1508 88400 SH SHARED 05 88400 D LINCARE HLDGS INC COM 532791100 5131 89925 SH SHARED 01 89925 D LINCARE HLDGS INC COM 532791100 17 300 SH SHR/OTHR 01 300 D LINCARE HLDGS INC COM 532791100 2812 49292 SH SHARED 04 49292 D LINCARE HLDGS INC COM 532791100 399 7000 SH SHARED 05 7000 D LINCOLN ELEC HLDGS INC COM 533900106 1 88 SH SHARED 05 88 D LINCOLN ELEC HLDGS INC COM 533900106 970 49474 SH SHARED 01 49474 D LINCOLN ELEC HLDGS INC COM 533900106 263 13425 SH SHARED 04 13425 D LINCOLN NATL CORP IND COM 534187109 4 100 SH SHARED 04 100 D LINCOLN NATL CORP IND COM 534187109 397 8400 SH SHARED 8400 D LINCOLN NATL CORP IND COM 534187109 67458 1425815 SH SHARED 01 1418597 400 6818 D LINCOLN NATL CORP IND COM 534187109 449 9500 SH SHR/OTHR 01 9500 D LINCOLN NATL CORP IND COM 534187109 667 14110 SH SHARED 02 14110 D LINCOLN NATL CORP IND COM 534187109 7777 164390 SH SHARED 04 164390 D LINDBERG CORP COM 535171102 882 49211 SH SHARED 04 49211 D LINDSAY MFG CO COM 535555106 553 24483 SH SHARED 01 24483 D LINDSAY MFG CO COM 535555106 188 8326 SH SHARED 02 8326 D LINDSAY MFG CO COM 535555106 103 4582 SH SHARED 04 4582 D LINEAR TECHNOLOGY CORP COM 535678106 13690 296000 SH SHARED 296000 D LINEAR TECHNOLOGY CORP COM 535678106 98702 2134113 SH SHARED 01 2134113 D LINEAR TECHNOLOGY CORP COM 535678106 15055 325532 SH SHARED 04 325532 D LINENS N THINGS INC COM 535679104 2023 73250 SH SHARED 01 73250 D LINENS N THINGS INC COM 535679104 21 775 SH SHR/OTHR 01 775 D LINENS N THINGS INC COM 535679104 429 15543 SH SHARED 04 15543 D LINENS N THINGS INC COM 535679104 157 5700 SH SHARED 06 5700 D LION BIOSCIENCE AKTIENGESELLSC SPONSORED ADR 536191109 3 47 SH SHARED 06 47 D LIONBRIDGE TECHNOLOGIES INC COM 536252109 1 520 SH SHARED 06 520 D LIQUID AUDIO INC COM 53631T102 0 31 SH SHARED 06 31 D LIQUID AUDIO INC COM 53631T102 32 12500 SH SHARED 02 12500 D LIQUI BOX CORP COM 536314107 4 120 SH SHARED 02 120 D LIQUI BOX CORP COM 536314107 134 3600 SH SHARED 01 3600 D LIQUI BOX CORP COM 536314107 41 1124 SH SHARED 04 1124 D LITRONIC INC COM 537004103 40 15999 SH SHARED 04 15999 D LITTELFUSE INC COM 537008104 1319 46086 SH SHARED 01 46086 D LITTELFUSE INC COM 537008104 3 130 SH SHARED 02 130 D LITTELFUSE INC COM 537008104 221 7724 SH SHARED 04 7724 D LITTELFUSE INC WT A EX122701N 537008120 3975 150000 SH SHARED 04 150000 D LITTLEFIELD CORP COM 537590101 1 1200 SH SHARED 04 1200 D LITTON INDS INC COM 538021106 259 3300 SH SHARED 3300 D LITTON INDS INC COM 538021106 4799 60996 SH SHARED 01 59296 1700 D LITTON INDS INC COM 538021106 0 4 SH SHARED 02 4 D LITTON INDS INC COM 538021106 2533 32200 SH SHARED 04 32200 D LITTON INDS INC COM 538021106 479 6100 SH SHARED 05 6100 D LIVEPERSON INC COM 538146101 178 168081 SH SHARED 05 168081 D LIVEPERSON INC COM 538146101 103 97047 SH SHARED 01 300 96747 D LIVEPERSON INC COM 538146101 1 1569 SH SHARED 04 1569 D LIZ CLAIBORNE INC COM 539320101 17786 427298 SH SHARED 01 426498 800 D LIZ CLAIBORNE INC COM 539320101 1965 47227 SH SHARED 04 47227 D LO-JACK CORP COM 539451104 0 39 SH SHARED 04 39 D LOCAL FINL CORP COM 539553107 5 400 SH SHARED 04 400 D LOCKHEED MARTIN CORP COM 539830109 14041 413600 SH SHARED 413600 D LOCKHEED MARTIN CORP COM 539830109 96014 2828124 SH SHARED 01 2825774 2350 D LOCKHEED MARTIN CORP COM 539830109 202 5972 SH SHR/OTHR 01 900 5072 D LOCKHEED MARTIN CORP COM 539830109 274 8096 SH SHARED 02 550 7546 D LOCKHEED MARTIN CORP COM 539830109 12136 357485 SH SHARED 04 357485 D LOCKHEED MARTIN CORP COM 539830109 1266 37300 SH SHARED 05 37300 D LODGIAN INC COM 54021P106 3 1000 SH SHARED 02 1000 D LODGIAN INC COM 54021P106 23 7000 SH SHARED 04 7000 D LODGENET ENTMT CORP COM 540211109 1 90 SH SHARED 04 90 D LODGENET ENTMT CORP COM 540211109 210 11917 SH SHARED 01 11917 D LODGENET ENTMT CORP COM 540211109 82 4700 SH SHARED 04 4700 D LOEWS CORP COM 540424108 756 7300 SH SHARED 7300 D LOEWS CORP COM 540424108 67564 652410 SH SHARED 01 651310 1100 D LOEWS CORP COM 540424108 2205 21300 SH SHR/OTHR 01 21300 D LOEWS CORP COM 540424108 117 1135 SH SHARED 02 125 1010 D LOEWS CORP COM 540424108 8539 82460 SH SHARED 04 82460 D LOEWS CORP COM 540424108 3086 29800 SH SHARED 05 29800 D LOG ON AMER INC COM 540473105 0 70 SH SHARED 05 70 D LOGILITY INC COM 54140Y103 12 7962 SH SHARED 05 7962 D LOGIC DEVICES INC COM 541402103 3 3136 SH SHARED 05 3136 D LOGITECH INTERNATIONAL S A SPONSORED ADR 541419107 0 10 SH SHARED 05 10 D LOISLAW COM INC COM 541431102 19 4510 SH SHARED 05 4510 D LONDON PAC GROUP LTD SPONSORED ADR 542073101 1 200 SH SHARED 02 200 D LONE STAR STEAKHOUSE SALOON COM 542307103 7 788 SH SHARED 02 788 D LONE STAR STEAKHOUSE SALOON COM 542307103 57 6000 SH SHARED 6000 D LONE STAR STEAKHOUSE SALOON COM 542307103 484 50300 SH SHARED 01 50300 D LONE STAR STEAKHOUSE SALOON COM 542307103 249 25926 SH SHARED 04 25926 D LONE STAR STEAKHOUSE SALOON COM 542307103 33 3500 SH SHARED 05 3500 D LONE STAR TECHNOLOGIES INC COM 542312103 6538 169836 SH SHARED 01 169836 D LONE STAR TECHNOLOGIES INC COM 542312103 353 9171 SH SHARED 04 9171 D LONG ISLAND FINANCIAL CORP COM 542669106 33 2587 SH SHARED 02 2587 D LONGS DRUG STORES CORP COM 543162101 7247 300394 SH SHARED 01 299194 1200 D LONGS DRUG STORES CORP COM 543162101 981 40682 SH SHARED 04 40682 D LONGS DRUG STORES CORP COM 543162101 21 900 SH SHARED 05 900 D LONGVIEW FIBRE CO COM 543213102 1508 111714 SH SHARED 01 111714 D LONGVIEW FIBRE CO COM 543213102 348 25800 SH SHARED 02 25800 D LONGVIEW FIBRE CO COM 543213102 727 53922 SH SHARED 04 53922 D LONGVIEW FIBRE CO COM 543213102 91 6800 SH SHARED 05 6800 D LOOKSMART LTD COM 543442107 0 174 SH SHARED 05 174 D LOOKSMART LTD COM 543442107 238 97900 SH SHARED 01 97900 D LOOKSMART LTD COM 543442107 13 5500 SH SHARED 02 500 5000 D LOOKSMART LTD COM 543442107 39 16089 SH SHARED 04 16089 D LOUDEYE TECHNOLOGIES INC COM 545754103 0 817 SH SHARED 04 817 D LOUDEYE TECHNOLOGIES INC COM 545754103 0 400 SH SHARED 01 400 D LOUDEYE TECHNOLOGIES INC COM 545754103 0 650 SH SHARED 02 650 D LOUDEYE TECHNOLOGIES INC COM 545754103 2 1998 SH SHARED 04 1998 D LOUIS DREYFUS NAT GAS CORP COM 546011107 1135 24793 SH SHARED 01 24793 D LOUIS DREYFUS NAT GAS CORP COM 546011107 36 800 SH SHR/OTHR 01 800 D LOUIS DREYFUS NAT GAS CORP COM 546011107 13 300 SH SHARED 02 300 D LOUIS DREYFUS NAT GAS CORP COM 546011107 373 8159 SH SHARED 04 8159 D LOUISIANA PAC CORP COM 546347105 8727 861935 SH SHARED 01 861935 D LOUISIANA PAC CORP COM 546347105 23 2300 SH SHR/OTHR 01 1000 1300 D LOUISIANA PAC CORP COM 546347105 2 204 SH SHARED 02 204 D LOUISIANA PAC CORP COM 546347105 1185 117132 SH SHARED 04 117132 D LOUISIANA PAC CORP COM 546347105 45 4500 SH SHARED 05 4500 D LOWES COS INC COM 548661107 477 10735 SH SHARED 05 10735 D LOWES COS INC COM 548661107 118962 2673313 SH SHARED 01 2668098 5215 D LOWES COS INC COM 548661107 411 9249 SH SHARED 02 3837 5412 D LOWES COS INC COM 548661107 17923 402764 SH SHARED 04 402764 D LOWES COS INC COM 548661107 2358 53000 SH SHARED 05 53000 D LOWRANCE ELECTRS INC COM 548900109 57 18439 SH SHARED 05 18439 D LUBRIZOL CORP COM 549271104 2771 107615 SH SHARED 01 107215 400 D LUBRIZOL CORP COM 549271104 6 250 SH SHARED 02 250 D LUBRIZOL CORP COM 549271104 1388 53938 SH SHARED 04 53938 D LUBRIZOL CORP COM 549271104 208 8100 SH SHARED 05 8100 D LUBYS INC COM 549282101 249 41524 SH SHARED 01 41524 D LUBYS INC COM 549282101 3 500 SH SHARED 02 500 D LUBYS INC COM 549282101 52 8720 SH SHARED 04 8720 D LUCENT TECHNOLOGIES INC COM 549463107 6 500 SH SHARED 04 500 D LUCENT TECHNOLOGIES INC COM 549463107 31639 2343700 SH SHARED 2343700 D LUCENT TECHNOLOGIES INC COM 549463107 349277 25872383 SH SHARED 01 25628331 244052 D LUCENT TECHNOLOGIES INC COM 549463107 6894 510728 SH SHR/OTHR 01 299091 211637 D LUCENT TECHNOLOGIES INC COM 549463107 2125 157415 SH SHARED 02 57252 100163 D LUCENT TECHNOLOGIES INC COM 549463107 83434 6180335 SH SHARED 04 6180335 D LUCENT TECHNOLOGIES INC COM 549463107 4972 368300 SH SHARED 05 368300 D LUCENT TECHNOLOGIES INC COM 549463107 8 600 SH SHARED 06 600 D LUMENON INNOV LIGHTWAVE TECH COM 55024L109 5 1084 SH SHARED 06 1084 D LUMINANT WORLDWIDE CORP COM 550260103 5 7018 SH SHARED 06 7018 D LUMINANT WORLDWIDE CORP COM 550260103 121 149200 SH SHARED 02 149200 D LUMINANT WORLDWIDE CORP COM 550260103 0 47 SH SHARED 04 47 D LUMINEX CORP DEL COM 55027E102 0 36 SH SHARED 04 36 D LUMINEX CORP DEL COM 55027E102 117 4500 SH SHARED 01 4500 D LUMINEX CORP DEL COM 55027E102 46 1792 SH SHARED 04 1792 D LUMINENT INC COM 55027R103 1 230 SH SHARED 04 230 D LUMISYS INC COM 550274104 0 2258 SH SHARED 04 2258 D LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 522 38000 SH SHARED 01 19000 19000 D LYNX THERAPEUTICS INC COM NEW 551812308 179 19971 SH SHARED 01 19971 D LYNX THERAPEUTICS INC COM NEW 551812308 198 22000 SH SHARED 02 2000 20000 D LYNX THERAPEUTICS INC COM NEW 551812308 35 3908 SH SHARED 04 3908 D LYONDELL CHEMICAL CO COM 552078107 1761 115072 SH SHARED 01 114672 400 D LYONDELL CHEMICAL CO COM 552078107 1272 83100 SH SHARED 04 83100 D LYONDELL CHEMICAL CO COM 552078107 313 20500 SH SHARED 05 20500 D M & F WORLDWIDE CORP COM 552541104 0 56 SH SHARED 01 56 D M & T BK CORP COM 55261F104 8798 129388 SH SHARED 01 129388 D M & T BK CORP COM 55261F104 4651 68400 SH SHARED 04 68400 D M & T BK CORP COM 55261F104 571 8400 SH SHARED 05 8400 D MAF BANCORP INC COM 55261R108 8 301 SH SHARED 05 301 D MAF BANCORP INC COM 55261R108 1328 46720 SH SHARED 01 46720 D MAF BANCORP INC COM 55261R108 254 8948 SH SHARED 04 8948 D MBIA INC COM 55262C100 53266 718600 SH SHARED 01 714532 4068 D MBIA INC COM 55262C100 585 7896 SH SHR/OTHR 01 6396 1500 D MBIA INC COM 55262C100 49 670 SH SHARED 02 280 390 D MBIA INC COM 55262C100 6005 81014 SH SHARED 04 81014 D MBIA INC COM 55262C100 163 2200 SH SHARED 05 2200 D MBNA CORP COM 55262L100 65803 1781500 SH SHARED 1781500 D MBNA CORP COM 55262L100 224406 6075396 SH SHARED 01 6066551 8845 D MBNA CORP COM 55262L100 1806 48906 SH SHARED 02 17183 31723 D MBNA CORP COM 55262L100 25684 695372 SH SHARED 04 695372 D MBNA CORP COM 55262L100 716 19400 SH SHARED 05 19400 D MB FINL INC COM 55263D107 8 600 SH SHARED 05 600 D MBC HLDG CO COM 55264X102 0 372 SH SHARED 05 372 D MCN ENERGY GROUP INC COM 55267J100 4806 173599 SH SHARED 01 173599 D MCN ENERGY GROUP INC COM 55267J100 3225 116500 SH SHARED 04 116500 D MCN ENERGY GROUP INC COM 55267J100 315 11400 SH SHARED 05 11400 D MDC CORP CL A SUBVTGNEW 55267W309 8 1177 SH SHARED 05 1177 D M D C HLDGS INC COM 552676108 115 3500 SH SHARED 3500 D M D C HLDGS INC COM 552676108 965 29300 SH SHARED 01 29300 D M D C HLDGS INC COM 552676108 275 8366 SH SHARED 04 8366 D M D C HLDGS INC COM 552676108 197 6000 SH SHARED 05 6000 D MDSI MOBILE DATA SOLUTIONS INC COM 55268N100 0 106 SH SHARED 05 106 D MDI ENTMT INC COM 55268S109 1 1420 SH SHARED 05 1420 D MDU RES GROUP INC COM 552690109 3237 99600 SH SHARED 01 99600 D MDU RES GROUP INC COM 552690109 817 25146 SH SHARED 04 25146 D MCSI INC COM 55270M108 3 147 SH SHARED 04 147 D MCSI INC COM 55270M108 2348 109886 SH SHARED 01 109886 D MCSI INC COM 55270M108 88 4128 SH SHARED 04 4128 D MEVC DRAPER FISHER JURVET FD I COM 55271E105 8 720 SH SHARED 02 720 D MEVC DRAPER FISHER JURVET FD I COM 55271E105 1715 140000 SH SHARED 04 140000 D MFC BANCORP LTD COM NEW 55271X202 11 1520 SH SHARED 04 1520 D MEMC ELECTR MATLS INC COM 552715104 642 66285 SH SHARED 01 66285 D MEMC ELECTR MATLS INC COM 552715104 125 12966 SH SHARED 04 12966 D MFS INTER INCOME TR SH BEN INT 55273C107 472 71300 SH SHARED 01 71300 D MFS INTER INCOME TR SH BEN INT 55273C107 807 121860 SH SHR/OTHR 01 121860 D MGIC INVT CORP WIS COM 552848103 49824 738836 SH SHARED 01 738236 600 D MGIC INVT CORP WIS COM 552848103 56 834 SH SHARED 02 834 D MGIC INVT CORP WIS COM 552848103 6037 89523 SH SHARED 04 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COMMUNICATIONS INC COM 553477100 488 36550 SH SHARED 02 3850 32700 D MRV COMMUNICATIONS INC COM 553477100 103114 7709481 SH SHARED 04 7709481 D MSB FINL INC COM 553519109 0 110 SH SHARED 04 110 D MSC INDL DIRECT INC CL A 553530106 606 33600 SH SHARED 01 23592 10008 D MSC INDL DIRECT INC CL A 553530106 57 3200 SH SHARED 04 3200 D MSC SOFTWARE CORP COM 553531104 785 100000 SH SHR/OTHR 01 100000 D M S CARRIERS INC COM 553533100 1011 30900 SH SHARED 01 30900 D M S CARRIERS INC COM 553533100 1375 42004 SH SHARED 01 42004 D M S CARRIERS INC COM 553533100 106 3263 SH SHARED 04 3263 D MTR GAMING GROUP INC COM 553769100 13 2860 SH SHARED 04 2860 D MTS SYS CORP COM 553777103 0 19 SH SHARED 04 19 D MTI TECHNOLOGY CORP COM 553903105 1 311 SH SHARED 04 311 D MTI TECHNOLOGY CORP COM 553903105 219 55796 SH SHARED 01 55796 D MTI TECHNOLOGY CORP COM 553903105 49 12523 SH SHARED 04 12523 D M-WAVE INC COM 554034108 0 76 SH SHARED 04 76 D MACDERMID INC COM 554273102 475 25003 SH SHARED 01 25003 D MACDERMID INC COM 554273102 21 1125 SH SHR/OTHR 01 1125 D MACDERMID INC COM 554273102 131 6933 SH SHARED 04 6933 D MACE SEC INTL INC COM 554335109 90 100000 SH SHARED 04 100000 D MACERICH CO COM 554382101 889 46362 SH SHARED 01 46362 D MACERICH CO COM 554382101 235 12291 SH SHARED 04 12291 D MACK CALI RLTY CORP COM 554489104 2188 76619 SH SHARED 01 73704 2915 D MACK CALI RLTY CORP COM 554489104 51 1800 SH SHR/OTHR 01 1800 D MACK CALI RLTY CORP COM 554489104 117 4100 SH SHARED 04 4100 D MACROCHEM CORP DEL COM 555903103 24 9620 SH SHARED 01 9620 D MACROCHEM CORP DEL COM 555903103 4 1900 SH SHARED 02 1900 D MACROVISION CORP COM 555904101 48 654 SH SHARED 02 654 D MACROVISION CORP COM 555904101 3845 51950 SH SHARED 01 51950 D MACROVISION CORP COM 555904101 230 3110 SH SHARED 02 3110 D MACROVISION CORP COM 555904101 2620 35400 SH SHARED 04 35400 D MACROVISION CORP COM 555904101 510 6900 SH SHARED 05 6900 D MACROMEDIA INC COM 556100105 6 99 SH SHARED 05 99 D MACROMEDIA INC COM 556100105 4209 69300 SH SHARED 01 69300 D MACROMEDIA INC COM 556100105 30 500 SH SHARED 02 500 D MACROMEDIA INC COM 556100105 2492 41022 SH SHARED 04 41022 D MACROMEDIA INC COM 556100105 394 6500 SH SHARED 05 6500 D MACRONIX INTL LTD SPONSORED ADR 556103109 8 709 SH SHARED 04 709 D MADDEN STEVEN LTD COM 556269108 1 149 SH SHARED 04 149 D MADDEN STEVEN LTD COM 556269108 237 31200 SH SHARED 01 31200 D MADDEN STEVEN LTD COM 556269108 26 3503 SH SHARED 04 3503 D MADECO SA SPONSORED ADR 556304103 587 122400 SH SHARED 04 122400 D MADECO SA SPONSORED ADR 556304103 4 900 SH SHARED 01 900 D MADISON GAS & ELEC CO COM 557497104 9 411 SH SHARED 01 411 D MADISON GAS & ELEC CO COM 557497104 534 23640 SH SHARED 01 23640 D MADISON GAS & ELEC CO COM 557497104 146 6479 SH SHARED 04 6479 D MAGAININ PHARMACEUTICALS INC COM 559036108 3 1763 SH SHARED 04 1763 D MAGAININ PHARMACEUTICALS INC COM 559036108 22 10000 SH SHARED 02 10000 D MAGELLAN PETE CORP COM 559091301 3 3644 SH SHARED 02 3644 D MAGIC SOFTWARE ENTERPRISES LTD ORD 559166103 1 447 SH SHARED 02 447 D MAGNA INTL INC CL A 559222401 83874 2000000 SH SHARED 01 2000000 D MAGNA INTL INC CL A 559222401 27259 650000 SH SHARED 04 650000 D MAGNETEK INC COM 559424106 360 27700 SH SHARED 01 27700 D MAGNETEK INC COM 559424106 94 7261 SH SHARED 04 7261 D MAGNUM HUNTER RES INC COM PAR $0.002 55972F203 487 44800 SH SHARED 02 11300 33500 D MAGNUM SPORTS & ENTMT INC COM 55972X105 0 679 SH SHARED 02 679 D MAGYAR TAVKOZLESI RT SPONSORED ADR 559776109 510 24976 SH SHARED 01 24976 D MAGYAR TAVKOZLESI RT SPONSORED ADR 559776109 212 10400 SH SHARED 04 10400 D MAIL COM INC SUB NT CONV 7%05 560311AC6 140 1000000 PRN SHARED 04 1000000 D MAIL COM INC CL A 560311102 3 5295 SH SHARED 04 5295 D MAIL COM INC CL A 560311102 46 64100 SH SHARED 01 64100 D MAIL COM INC CL A 560311102 0 300 SH SHARED 02 300 D MAIL COM INC CL A 560311102 11 16332 SH SHARED 04 16332 D MAIL-WELL INC COM 560321200 300 69584 SH SHARED 01 69584 D MAIL-WELL INC COM 560321200 78 18210 SH SHARED 04 18210 D MAIN STREET AND MAIN INC COM NEW 560345308 21 7048 SH SHARED 04 7048 D MAKITA CORP ADR NEW 560877300 9 1396 SH SHARED 04 1396 D MALLON RES CORP COM NEW 561240201 7 1025 SH SHARED 04 1025 D MALLON RES CORP COM NEW 561240201 870 120000 SH SHR/OTHR 01 120000 D MANAGEMENT NETWORK GROUP INC COM 561693102 9 826 SH SHARED 01 826 D MANAGEMENT NETWORK GROUP INC COM 561693102 59 5000 SH SHARED 01 5000 D MANAGEMENT NETWORK GROUP INC COM 561693102 24 2021 SH SHARED 04 2021 D MANATRON INC COM 562048108 0 255 SH SHARED 04 255 D MANDALAY RESORT GROUP COM 562567107 1795 81868 SH SHARED 01 81868 D MANDALAY RESORT GROUP COM 562567107 1193 54400 SH SHARED 04 54400 D MANDALAY RESORT GROUP COM 562567107 28 1300 SH SHARED 05 1300 D MANHATTAN ASSOCS INC COM 562750109 289 6800 SH SHARED 01 6800 D MANHATTAN ASSOCS INC COM 562750109 76 1784 SH SHARED 04 1784 D MANITOWOC INC COM 563571108 1217 41976 SH SHARED 01 41976 D MANITOWOC INC COM 563571108 278 9612 SH SHARED 04 9612 D MANNATECH INC COM 563771104 0 291 SH SHARED 04 291 D MANOR CARE INC NEW COM 564055101 132 6400 SH SHARED 6400 D MANOR CARE INC NEW COM 564055101 15598 756306 SH SHARED 01 756306 D MANOR CARE INC NEW COM 564055101 2201 106736 SH SHARED 04 106736 D MANOR CARE INC NEW COM 564055101 49 2400 SH SHARED 05 2400 D MANPOWER INC COM 56418H100 4589 120771 SH SHARED 01 120771 D MANPOWER INC COM 56418H100 2120 55800 SH SHARED 04 55800 D MANPOWER INC COM 56418H100 372 9800 SH SHARED 05 9800 D MANUFACTURED HOME CMNTYS INC COM 564682102 987 34050 SH SHARED 01 34050 D MANUFACTURED HOME CMNTYS INC COM 564682102 24 833 SH SHARED 02 833 D MANUFACTURED HOME CMNTYS INC COM 564682102 207 7148 SH SHARED 04 7148 D MAPICS INC COM 564910107 0 122 SH SHARED 04 122 D MANULIFE FINL CORP COM 56501R106 68 2180 SH SHARED 02 2180 D MANULIFE FINL CORP COM 56501R106 1450 46236 SH SHARED 04 46236 D MANUGISTICS GROUP INC COM 565011103 4422 77592 SH SHARED 01 77592 D MANUGISTICS GROUP INC COM 565011103 9305 163248 SH SHARED 02 162848 400 D MANUGISTICS GROUP INC COM 565011103 61743 1083211 SH SHARED 04 1083211 D MAPINFO CORP COM 565105103 1245 26362 SH SHARED 01 26362 D MAPINFO CORP COM 565105103 258 5473 SH SHARED 04 5473 D MARCHFIRST INC COM 566244109 95 63775 SH SHARED 04 63775 D MARCHFIRST INC COM 566244109 183 122658 SH SHARED 01 122658 D MARCHFIRST INC COM 566244109 0 285 SH SHARED 02 285 D MARCHFIRST INC COM 566244109 152 101400 SH SHARED 04 101400 D MARCONI PLC SPONSORED ADR 566306205 39 1943 SH SHARED 04 1943 D MARCONI PLC SPONSORED ADR 566306205 25 1250 SH SHARED 02 1250 D MARCUS CORP COM 566330106 477 34387 SH SHARED 01 34387 D MARCUS CORP COM 566330106 119 8600 SH SHARED 04 8600 D MARGATE INDS INC COM PAR $.005 566902409 5 2204 SH SHARED 04 2204 D MARIMBA INC COM 56781Q109 1 265 SH SHARED 04 265 D MARIMBA INC COM 56781Q109 255 56800 SH SHARED 01 56800 D MARIMBA INC COM 56781Q109 18 4100 SH SHARED 02 3600 500 D MARIMBA INC COM 56781Q109 25 5591 SH SHARED 04 5591 D MARINE TRANS CORP COM 567912100 111 16263 SH SHARED 04 16263 D MARINE DRILLING COS INC COM PAR $0.01 568240204 18589 694950 SH SHARED 01 694950 D MARINE DRILLING COS INC COM PAR $0.01 568240204 325 12150 SH SHARED 02 5750 6400 D MARINE DRILLING COS INC COM PAR $0.01 568240204 139 5200 SH SHARED 04 5200 D MARINE DRILLING COS INC COM PAR $0.01 568240204 227 8500 SH SHARED 05 8500 D MARKEL CORP COM 570535104 1706 9430 SH SHARED 01 9430 D MARKEL CORP COM 570535104 36 200 SH SHARED 02 200 D MARKEL CORP COM 570535104 404 2234 SH SHARED 04 2234 D MARKETING SPECIALISTS CORP COM 57060R107 0 3430 SH SHARED 04 3430 D MARKETWATCH COM INC COM 570619106 0 266 SH SHARED 04 266 D MARKETWATCH COM INC COM 570619106 19 6500 SH SHARED 01 6500 D MARKETWATCH COM INC COM 570619106 15 5300 SH SHARED 02 5300 D MARKETWATCH COM INC COM 570619106 4 1457 SH SHARED 04 1457 D MARKETING SVCS GROUP INC COM 570907105 4 3438 SH SHARED 04 3438 D MARSH & MCLENNAN COS INC COM 571748102 1181 10100 SH SHARED 04 10100 D MARSH & MCLENNAN COS INC COM 571748102 60313 515500 SH SHARED 515500 D MARSH & MCLENNAN COS INC COM 571748102 246273 2104898 SH SHARED 01 2095398 5800 3700 D MARSH & MCLENNAN COS INC COM 571748102 1613 13790 SH SHR/OTHR 01 10400 3390 D MARSH & MCLENNAN COS INC COM 571748102 498 4262 SH SHARED 02 4262 D MARSH & MCLENNAN COS INC COM 571748102 25601 218819 SH SHARED 04 218819 D MARSH & MCLENNAN COS INC COM 571748102 2433 20800 SH SHARED 05 20800 D MARSH & MCLENNAN COS INC COM 571748102 42763 365500 SH SHARED 06 365500 D MARSHALL & ILSLEY CORP COM 571834100 7113 139947 SH SHARED 01 139947 D MARSHALL & ILSLEY CORP COM 571834100 3898 76700 SH SHARED 04 76700 D MARRIOTT INTL INC NEW CL A 571903202 143321 3392232 SH SHARED 01 1821269 1570963 D MARRIOTT INTL INC NEW CL A 571903202 1743 41266 SH SHR/OTHR 01 41266 D MARRIOTT INTL INC NEW CL A 571903202 106 2512 SH SHARED 02 2000 512 D MARRIOTT INTL INC NEW CL A 571903202 8033 190139 SH SHARED 04 190139 D MARTEK BIOSCIENCES CORP COM 572901106 3 303 SH SHARED 04 303 D MARTEK BIOSCIENCES CORP COM 572901106 239 19548 SH SHARED 01 19548 D MARTEK BIOSCIENCES CORP COM 572901106 12 1000 SH SHARED 02 1000 D MARTEK BIOSCIENCES CORP COM 572901106 83 6831 SH SHARED 04 6831 D MARTHA STEWART LIVING OMNIMED CL A 573083102 209 10421 SH SHARED 01 10421 D MARTHA STEWART LIVING OMNIMED CL A 573083102 4 200 SH SHARED 02 200 D MARTHA STEWART LIVING OMNIMED CL A 573083102 71 3587 SH SHARED 04 3587 D MARTIN MARIETTA MATLS INC COM 573284106 3102 73344 SH SHARED 01 70969 2375 D MARTIN MARIETTA MATLS INC COM 573284106 425 10050 SH SHARED 02 1700 8350 D MARTIN MARIETTA MATLS INC COM 573284106 1459 34500 SH SHARED 04 34500 D MARTIN MARIETTA MATLS INC COM 573284106 516 12200 SH SHARED 05 12200 D MASCO CORP COM 574599106 84590 3293120 SH SHARED 01 3285420 7700 D MASCO CORP COM 574599106 647 25200 SH SHR/OTHR 01 7600 17600 D MASCO CORP COM 574599106 42 1660 SH SHARED 02 1660 D MASCO CORP COM 574599106 10032 390553 SH SHARED 04 390553 D MASCO CORP COM 574599106 511 19900 SH SHARED 05 19900 D MASISA S A SPONSORED ADR 574799102 14 1200 SH SHARED 01 1200 D MASSBANK CORP READ MASS COM 576152102 15 532 SH SHARED 01 532 D MASSBANK CORP READ MASS COM 576152102 15 532 SH SHR/OTHR 01 532 D MASSEY ENERGY CORP COM 576206106 2127 166872 SH SHARED 01 166872 D MASSEY ENERGY CORP COM 576206106 600 47096 SH SHARED 04 47096 D MASSEY ENERGY CORP COM 576206106 87 6900 SH SHARED 05 6900 D MASTEC INC COM 576323109 614 30700 SH SHARED 01 30700 D MASTEC INC COM 576323109 650 32500 SH SHARED 04 32500 D MASTEC INC COM 576323109 126 6300 SH SHARED 05 6300 D MATAV-CABLE SYS MEDIA LTD SPONSORED ADR 576561104 2 73 SH SHARED 05 73 D MATHSOFT INC COM 576798102 23 14493 SH SHARED 05 14493 D MATRIA HEALTHCARE INC COM NEW 576817209 0 29 SH SHARED 05 29 D MATRIA HEALTHCARE INC COM NEW 576817209 15 1581 SH SHARED 01 1581 D MATRIA HEALTHCARE INC COM NEW 576817209 9 1000 SH SHARED 02 1000 D MATRITECH INC COM 576818108 3 929 SH SHARED 02 929 D MATRIX PHARMACEUTICAL INC COM 576844104 758 44272 SH SHARED 01 44272 D MATRIX PHARMACEUTICAL INC COM 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SH SHARED 01 76 D MAXIM INTEGRATED PRODS INC COM 57772K101 10026 209700 SH SHARED 209700 D MAXIM INTEGRATED PRODS INC COM 57772K101 93163 1948544 SH SHARED 01 1948544 D MAXIM INTEGRATED PRODS INC COM 57772K101 765 16010 SH SHARED 02 6250 9760 D MAXIM INTEGRATED PRODS INC COM 57772K101 12799 267702 SH SHARED 04 267702 D MAXIM PHARMACEUTICALS INC COM 57772M107 1 180 SH SHARED 04 180 D MAXIM PHARMACEUTICALS INC COM 57772M107 215 33789 SH SHARED 01 33789 D MAXIM PHARMACEUTICALS INC COM 57772M107 6 1000 SH SHR/OTHR 01 1000 D MAXIM PHARMACEUTICALS INC COM 57772M107 56 8939 SH SHARED 04 8939 D MAXTOR CORP COM NEW 577729205 0 87 SH SHARED 04 87 D MAXTOR CORP COM NEW 577729205 679 121546 SH SHARED 01 105574 15972 D MAXTOR CORP COM NEW 577729205 957 171207 SH SHARED 04 171207 D MAXWELL SHOE INC CL A 577766108 0 64 SH SHARED 04 64 D MAXWELL TECHNOLOGIES INC COM 577767106 2 177 SH SHARED 04 177 D MAXYGEN INC COM 577776107 6 270 SH SHARED 04 270 D MAXYGEN INC COM 577776107 242 9900 SH SHARED 01 9900 D MAXYGEN INC COM 577776107 274 11205 SH SHARED 04 11205 D MAY DEPT STORES CO COM 577778103 79811 2436981 SH SHARED 01 2419331 17650 D MAY DEPT STORES CO COM 577778103 787 24040 SH SHR/OTHR 01 18076 5964 D MAY DEPT STORES CO COM 577778103 371 11356 SH SHARED 02 46 11310 D MAY DEPT STORES CO COM 577778103 7856 239883 SH SHARED 04 239883 D MAXICARE HEALTH PLANS INC COM NEW 577904204 1 1354 SH SHARED 04 1354 D MAXXAM INC COM 577913106 27 1800 SH SHARED 01 1800 D MAXXAM INC COM 577913106 0 10 SH SHARED 02 10 D MAXXAM INC COM 577913106 66 4400 SH SHARED 04 4400 D MAXXAM INC COM 577913106 9 600 SH SHARED 05 600 D MAVERICK TUBE CORP COM 577914104 902 39883 SH SHARED 01 37829 2054 D MAVERICK TUBE CORP COM 577914104 17 780 SH SHARED 02 780 D MAVERICK TUBE CORP COM 577914104 156 6935 SH SHARED 04 6935 D MAXIMUS INC COM 577933104 503 14400 SH SHARED 01 14400 D MAXIMUS INC COM 577933104 156 4466 SH SHARED 04 4466 D MAYNARD OIL CO COM 578444101 0 20 SH SHARED 04 20 D MAYTAG CORP COM 578592107 310 9600 SH SHARED 9600 D MAYTAG CORP COM 578592107 33485 1036322 SH SHARED 01 1034322 2000 D MAYTAG CORP COM 578592107 4637 143523 SH SHR/OTHR 01 143523 D MAYTAG CORP COM 578592107 19 600 SH SHARED 02 600 D MAYTAG CORP COM 578592107 3327 102985 SH SHARED 04 102985 D MAYTAG CORP COM 578592107 581 18000 SH SHARED 05 18000 D MAZEL STORES INC COM 578792103 0 87 SH SHARED 05 87 D MCAFEE COM CORP CL A 579062100 13 2618 SH SHARED 05 2618 D MCAFEE COM CORP CL A 579062100 97 19431 SH SHARED 01 19431 D MCAFEE COM CORP CL A 579062100 12 2455 SH SHARED 04 2455 D MCCLATCHY CO CL A 579489105 1408 33034 SH SHARED 01 33034 D MCCLATCHY CO CL A 579489105 314 7367 SH SHARED 04 7367 D MCCORMICK & CO INC COM NON VTG 579780206 3054 84709 SH SHARED 01 84709 D MCCORMICK & CO INC COM NON VTG 579780206 1193 33097 SH SHARED 02 30105 2992 D MCCORMICK & CO INC COM NON VTG 579780206 1875 52000 SH SHARED 04 52000 D MCCORMICK & CO INC COM NON VTG 579780206 147 4100 SH SHARED 05 4100 D MCDATA CORP CL B 580031102 8 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3000 SH SHARED 3000 D MEDIA 100 INC COM 58440W105 63 24719 SH SHARED 01 24719 D MEDIA 100 INC COM 58440W105 10 4240 SH SHARED 04 4240 D MEDIA GEN INC CL A 584404107 1658 45565 SH SHARED 01 45565 D MEDIA GEN INC CL A 584404107 811 22288 SH SHARED 04 22288 D MEDIA GEN INC CL A 584404107 120 3300 SH SHARED 05 3300 D MEDIA LOGIC INC COM 58441B100 0 10921 SH SHARED 02 10921 D MEDIAPLEX INC COM 58446B105 25 30900 SH SHARED 01 30900 D MEDIAPLEX INC COM 58446B105 2 2500 SH SHARED 02 2500 D MEDIAPLEX INC COM 58446B105 4 4927 SH SHARED 04 4927 D MEDIACOM COMMUNICATIONS CORP CL A 58446K105 9 564 SH SHARED 04 564 D MEDIACOM COMMUNICATIONS CORP CL A 58446K105 574 33400 SH SHARED 01 33400 D MEDIACOM COMMUNICATIONS CORP CL A 58446K105 132 7719 SH SHARED 04 7719 D MEDICAL ALLIANCE INC COM 58449S105 8 2100 SH SHARED 02 2100 D MEDICAL ASSURN INC COM 58449U100 455 27273 SH SHARED 01 27273 D MEDICAL ASSURN INC COM 58449U100 122 7368 SH SHARED 04 7368 D MEDICALCONTROL INC COM 584636104 0 15 SH SHARED 04 15 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SYS INC COM 584946107 0 38 SH SHARED 05 38 D MEDQUIST INC COM 584949101 488 30525 SH SHARED 01 30525 D MEDQUIST INC COM 584949101 0 2 SH SHARED 02 2 D MEDQUIST INC COM 584949101 91 5702 SH SHARED 04 5702 D MEDINEX SYS INC COM 585001100 1 6296 SH SHARED 04 6296 D MEDITRUST CORP PAIRED CTF NEW 58501T306 721 281656 SH SHARED 01 281656 D MEDITRUST CORP PAIRED CTF NEW 58501T306 8 3178 SH SHARED 02 3178 D MEDITRUST CORP PAIRED CTF NEW 58501T306 143 55892 SH SHARED 04 55892 D MEDIX RES INC COM 585011109 1 1000 SH SHARED 02 1000 D MEDSTONE INTL INC NEW COM 58505C101 11 2000 SH SHARED 01 2000 D MEDSTONE INTL INC NEW COM 58505C101 11 2000 SH SHR/OTHR 01 2000 D MEDTRONIC INC COM 585055106 1585 26260 SH SHARED 01 26260 D MEDTRONIC INC COM 585055106 639480 10591813 SH SHARED 01 10091837 150 499826 D MEDTRONIC INC COM 585055106 18235 302045 SH SHR/OTHR 01 160380 141665 D MEDTRONIC INC COM 585055106 11758 194764 SH SHARED 02 34629 160135 D MEDTRONIC INC COM 585055106 67992 1126176 SH SHARED 04 1126176 D MEEMIC HLDGS INC COM 585135106 2 87 SH SHARED 04 87 D MELLON FINL CORP COM 58551A108 22237 452100 SH SHARED 452100 D MELLON FINL CORP COM 58551A108 284265 5779291 SH SHARED 01 5413633 83926 281732 D MELLON FINL CORP COM 58551A108 26621 541226 SH SHR/OTHR 01 426232 114994 D MELLON FINL CORP COM 58551A108 1048 21307 SH SHARED 02 5400 15907 D MELLON FINL CORP COM 58551A108 29387 597467 SH SHARED 04 597467 D MEMBERWORKS INC COM 586002107 6 308 SH SHARED 04 308 D MEMBERWORKS INC COM 586002107 290 13672 SH SHARED 01 13672 D MEMBERWORKS INC COM 586002107 45 2121 SH SHARED 02 2021 100 D MEMBERWORKS INC COM 586002107 3138 147700 SH SHARED 03 147700 D MEMBERWORKS INC COM 586002107 85 4034 SH SHARED 04 4034 D MENS WEARHOUSE INC COM 587118100 11155 409380 SH SHARED 01 409380 D MENS WEARHOUSE INC COM 587118100 335 12316 SH SHARED 04 12316 D MENTOR CORP MINN COM 587188103 8 437 SH SHARED 04 437 D MENTOR CORP MINN COM 587188103 913 46846 SH SHARED 01 46846 D MENTOR CORP MINN COM 587188103 159 8160 SH SHARED 04 8160 D MENTOR GRAPHICS CORP COM 587200106 0 26 SH SHARED 04 26 D MENTOR GRAPHICS CORP COM 587200106 63 2300 SH SHARED 2300 D MENTOR GRAPHICS CORP COM 587200106 23871 870059 SH SHARED 01 870059 D MENTOR GRAPHICS CORP COM 587200106 274 10005 SH SHARED 02 10005 D MENTOR GRAPHICS CORP COM 587200106 1839 67044 SH SHARED 04 67044 D MENTOR GRAPHICS CORP COM 587200106 227 8300 SH SHARED 05 8300 D MERANT PLC SPONSORED ADR 587336108 3 506 SH SHARED 05 506 D MERCANTILE BANKSHARES CORP COM 587405101 8 187 SH SHARED 05 187 D MERCANTILE BANKSHARES CORP COM 587405101 4119 95381 SH SHARED 01 95381 D MERCANTILE BANKSHARES CORP COM 587405101 259 6000 SH SHR/OTHR 01 6000 D MERCANTILE BANKSHARES CORP COM 587405101 424 9824 SH SHARED 02 750 9074 D MERCANTILE BANKSHARES CORP COM 587405101 2228 51600 SH SHARED 04 51600 D MERCANTILE BANKSHARES CORP COM 587405101 125 2900 SH SHARED 05 2900 D MERCATOR SOFTWARE INC COM 587587106 57 10652 SH SHARED 05 10652 D MERCATOR SOFTWARE INC COM 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COM 589644103 4 158 SH SHARED 01 158 D MERIDIAN MED TECHNOLOGIES INC COM 589658103 0 1 SH SHARED 01 1 D MERIDIAN RESOURCE CORP COM 58977Q109 172 19976 SH SHARED 01 19976 D MERIDIAN RESOURCE CORP COM 58977Q109 53 6246 SH SHARED 04 6246 D MERISTAR HOSPITALITY CORP COM 58984Y103 1073 54541 SH SHARED 01 54541 D MERISTAR HOSPITALITY CORP COM 58984Y103 29803 1513848 SH SHARED 04 1513848 D MERISEL INC COM 589849108 1 7110 SH SHARED 04 7110 D MERISEL INC COM 589849108 5 34328 SH SHARED 01 34328 D MERIT MED SYS INC COM 589889104 0 101 SH SHARED 01 101 D MERIX CORP COM 590049102 273 20465 SH SHARED 01 20465 D MERRILL LYNCH & CO INC COM 590188108 72325 1060700 SH SHARED 1060700 D MERRILL LYNCH & CO INC COM 590188108 397961 5836330 SH SHARED 01 5823530 12800 D MERRILL LYNCH & CO INC COM 590188108 129 1900 SH SHR/OTHR 01 1100 800 D MERRILL LYNCH & CO INC COM 590188108 5111 74963 SH SHARED 02 67440 7523 D MERRILL LYNCH & CO INC COM 590188108 55763 817797 SH SHARED 04 817797 D MERRILL LYNCH & CO INC COM 590188108 1131 16600 SH SHARED 05 16600 D MERRY LAND PROPERTIES INC COM 590441101 0 85 SH SHARED 02 10 75 D MESA AIR GROUP INC COM 590479101 10 1545 SH SHARED 02 1545 D MESA AIR GROUP INC COM 590479101 266 38000 SH SHARED 01 38000 D MESA AIR GROUP INC COM 590479101 4 621 SH SHARED 02 621 D MESA AIR GROUP INC COM 590479101 88 12633 SH SHARED 04 12633 D MESA LABS INC COM 59064R109 4 786 SH SHARED 04 786 D MESABA HLDGS INC COM 59066B102 406 32364 SH SHARED 04 32364 D MESABA HLDGS INC COM 59066B102 180 14400 SH SHARED 01 14400 D MESABA HLDGS INC COM 59066B102 60 4805 SH SHARED 04 4805 D MESA RTY TR UNIT BEN INT 590660106 40 1000 SH SHARED 02 1000 D MESABI TR CTF BEN INT 590672101 10 3000 SH SHARED 02 3000 D META GROUP INC COM 591002100 52 8100 SH SHARED 01 8100 D META GROUP INC COM 591002100 21 3351 SH SHARED 04 3351 D METAL MGMT INC COM 591097100 1 7512 SH SHARED 04 7512 D METALCLAD CORP COM NEW 591142203 0 200 SH SHARED 02 200 D METALS USA INC COM 591324108 136 48383 SH SHARED 01 48383 D METALS USA INC COM 591324108 3710 1319582 SH SHARED 02 1319582 D METALS USA INC COM 591324108 27 9733 SH SHARED 04 9733 D METASOLV SOFTWARE INC COM 591393103 0 39 SH SHARED 04 39 D METASOLV SOFTWARE INC COM 591393103 120 13200 SH SHARED 01 12200 1000 D METASOLV SOFTWARE INC COM 591393103 416 45630 SH SHARED 02 39500 6130 D METASOLV SOFTWARE INC COM 591393103 243 26700 SH SHARED 04 26700 D METAWAVE COMMUNICATIONS CP COM 591409107 1 127 SH SHARED 04 127 D METAWAVE COMMUNICATIONS CP COM 591409107 880 96500 SH SHARED 01 96500 D METAWAVE COMMUNICATIONS CP COM 591409107 9 1000 SH SHR/OTHR 01 1000 D METAWAVE COMMUNICATIONS CP COM 591409107 27 3001 SH SHARED 04 3001 D METHODE ELECTRS INC CL A 591520200 9 393 SH SHARED 04 393 D METHODE ELECTRS INC CL A 591520200 1498 65328 SH SHARED 01 65328 D METHODE ELECTRS INC CL A 591520200 315 13767 SH SHARED 04 13767 D METLIFE INC COM 59156R108 166378 4753670 SH SHARED 01 4753670 D METLIFE INC COM 59156R108 21036 601033 SH SHARED 04 601033 D METRETEK TECHNOLOGIES INC COM 59159Q107 4 4073 SH SHARED 04 4073 D METRICOM INC COM 591596101 8 815 SH SHARED 04 815 D METRICOM INC COM 591596101 436 43400 SH SHARED 01 43400 D METRICOM INC COM 591596101 21 2150 SH SHARED 02 2150 D METRICOM INC COM 591596101 83 8264 SH SHARED 04 8264 D METRICOM INC COM 591596101 398 39600 SH SHARED 05 39600 D METRIS COS INC COM 591598107 2459 93466 SH SHARED 01 93466 D METRIS COS INC COM 591598107 20 775 SH SHR/OTHR 01 775 D METRIS COS INC COM 591598107 623 23695 SH SHARED 04 23695 D METRO GOLDWYN MAYER INC COM 591610100 176 10800 SH SHARED 01 10800 D METRO GOLDWYN MAYER INC COM 591610100 123 7600 SH SHARED 04 7600 D METRO INFORMATION SERVICES INC COM 59162P104 0 131 SH SHARED 04 131 D METROCALL INC COM 591647102 67 143766 SH SHARED 04 143766 D METROCALL INC COM 591647102 64 138443 SH SHARED 01 138443 D METROCALL INC COM 591647102 0 2000 SH SHARED 02 2000 D METROCALL INC COM 591647102 14 29969 SH SHARED 04 29969 D METROMEDIA FIBER NETWORK INC CL A 591689104 74 7360 SH SHARED 04 7360 D METROMEDIA FIBER NETWORK INC CL A 591689104 5513 544511 SH SHARED 01 544511 D METROMEDIA FIBER NETWORK INC CL A 591689104 3 300 SH SHR/OTHR 01 300 D METROMEDIA FIBER NETWORK INC CL A 591689104 73 7210 SH SHARED 02 600 6610 D METROMEDIA FIBER NETWORK INC CL A 591689104 1856 183343 SH SHARED 04 183343 D METROMEDIA INTL GROUP INC COM 591695101 308 118800 SH SHARED 01 118591 209 D METROMEDIA INTL GROUP INC COM 591695101 13 5000 SH SHR/OTHR 01 5000 D METROMEDIA INTL GROUP INC COM 591695101 6 2500 SH SHARED 02 2500 D METROMEDIA INTL GROUP INC COM 591695101 71 27396 SH SHARED 04 27396 D METTLER TOLEDO INTERNATIONAL COM 592688105 12946 238090 SH SHARED 01 236771 1319 D METTLER TOLEDO INTERNATIONAL COM 592688105 1737 31950 SH SHARED 02 8300 23650 D METTLER TOLEDO INTERNATIONAL COM 592688105 820 15091 SH SHARED 04 15091 D MEXICAN RESTAURANTS INC COM 59283R104 0 32 SH SHARED 04 32 D MEXICO EQUITY & INCOME FD COM 592834105 2540 322600 SH SHARED 04 322600 D MEXICO FD INC COM 592835102 59 4000 SH SHARED 01 4000 D MEXICO FD INC COM 592835102 59 4000 SH SHR/OTHR 01 4000 D MEXICO FD INC COM 592835102 30 2050 SH SHARED 02 2050 D MEXICO FD INC COM 592835102 15247 1029400 SH SHARED 04 1029400 D MICHAEL FOOD INC NEW COM 594079105 640 21261 SH SHARED 04 21261 D MICHAEL FOOD INC NEW COM 594079105 832 27641 SH SHARED 01 27641 D MICHAEL FOOD INC NEW COM 594079105 446 14819 SH SHARED 04 14819 D MICHAELS STORES INC COM 594087108 1515 57178 SH SHARED 01 57178 D MICHAELS STORES INC COM 594087108 337 12740 SH SHARED 04 12740 D MICHAELS STORES INC COM 594087108 58 2200 SH SHARED 05 2200 D MICRO COMPONENT TECHNOLOGY INC COM 59479Q100 0 135 SH SHARED 05 135 D MICRO COMPONENT TECHNOLOGY INC COM 59479Q100 1 633 SH SHARED 02 633 D MICREL INC COM 594793101 42 1268 SH SHARED 02 1268 D MICREL INC COM 594793101 13798 409600 SH SHARED 01 409600 D MICREL INC COM 594793101 23 700 SH SHR/OTHR 01 700 D MICREL INC COM 594793101 2034 60400 SH SHARED 04 60400 D MICREL INC COM 594793101 276 8200 SH SHARED 05 8200 D MICRO GENERAL CORP COM NEW 594838302 1 220 SH SHARED 05 220 D MICRO LINEAR CORP COM 594850109 0 88 SH SHARED 05 88 D MICROS SYS INC COM 594901100 3 171 SH SHARED 05 171 D MICROS SYS INC COM 594901100 592 32483 SH SHARED 01 32483 D MICROS SYS INC COM 594901100 195 10712 SH SHARED 04 10712 D MICROSOFT CORP COM 594918104 1500 34586 SH SHARED 04 5001 29585 D MICROSOFT CORP COM 594918104 26 600 SH SHR/OTHR 04 300 300 D MICROSOFT CORP COM 594918104 91243 2103600 SH SHARED 2103600 D MICROSOFT CORP COM 594918104 1768206 40765572 SH SHARED 01 39818430 100 947042 D MICROSOFT CORP COM 594918104 34069 785463 SH SHR/OTHR 01 309022 476441 D MICROSOFT CORP COM 594918104 16951 390816 SH SHARED 02 159626 231190 D MICROSOFT CORP COM 594918104 277451 6396579 SH SHARED 04 6396579 D MICROSOFT CORP COM 594918104 15432 355800 SH SHARED 05 355800 D MICROSOFT CORP COM 594918104 75455 1739600 SH SHARED 06 1739600 D MICROTEST INC COM 594941106 13 4352 SH SHARED 06 4352 D MICROVISION INC WASH COM 594960106 1 67 SH SHARED 06 67 D MICROVISION INC WASH COM 594960106 470 26904 SH SHARED 01 25404 1500 D MICROVISION INC WASH COM 594960106 80 4585 SH SHARED 04 4585 D MICROSTRATEGY INC CL A 594972101 49 5161 SH SHARED 04 5161 D MICROSTRATEGY INC CL A 594972101 465 49006 SH SHARED 01 49006 D MICROSTRATEGY INC CL A 594972101 2 300 SH SHARED 02 300 D MICROSTRATEGY INC CL A 594972101 97 10283 SH SHARED 04 10283 D MICRO THERAPEUTICS INC COM 59500W100 1 334 SH SHARED 04 334 D MICROCELL TELECOMMUNICATIONS CL B NON VTG 59501T304 43 2295 SH SHARED 04 2295 D MICROCELL TELECOMMUNICATIONS CL B NON VTG 59501T304 119 6300 SH SHARED 04 6300 D MICROCHIP TECHNOLOGY INC COM 595017104 3691 168290 SH SHARED 01 168290 D MICROCHIP TECHNOLOGY INC COM 595017104 120 5500 SH SHARED 02 5500 D MICROCHIP TECHNOLOGY INC COM 595017104 2380 108500 SH SHARED 04 108500 D MICROCHIP TECHNOLOGY INC COM 595017104 780 35600 SH SHARED 05 35600 D MICROCIDE PHARMACEUTICALS INC COM 595018102 13 3249 SH SHARED 02 3249 D MICROGRAFX INC COM 595077108 54 97472 SH SHARED 02 97472 D MICROLOG CORP COM 595079104 3 5894 SH SHARED 02 5894 D MICROMUSE INC COM 595094103 0 1 SH SHARED 02 1 D MICROMUSE INC COM 595094103 7490 124100 SH SHARED 01 124100 D MICROMUSE INC COM 595094103 1895 31400 SH SHARED 04 31400 D MICRON ELECTRONICS INC COM 595100108 125 32124 SH SHARED 04 32124 D MICRON ELECTRONICS INC COM 595100108 219 56151 SH SHARED 01 56151 D MICRON ELECTRONICS INC COM 595100108 53 13641 SH SHARED 04 13641 D MICRON TECHNOLOGY INC COM 595112103 147156 4145261 SH SHARED 01 4141161 4100 D MICRON TECHNOLOGY INC COM 595112103 326 9200 SH SHARED 02 9200 D MICRON TECHNOLOGY INC COM 595112103 21461 604543 SH SHARED 04 604543 D MICROSEMI CORP COM 595137100 4 149 SH SHARED 04 149 D MICROSEMI CORP COM 595137100 886 31882 SH SHARED 01 31882 D MICROSEMI CORP COM 595137100 500 18000 SH SHARED 02 18000 D MICROSEMI CORP COM 595137100 117 4242 SH SHARED 04 4242 D MICROTUNE INC DEL COM 59514P109 1 87 SH SHARED 04 87 D MICROTUNE INC DEL COM 59514P109 1 100 SH SHR/OTHR 01 100 D MICROTOUCH SYS INC COM 595145103 1471 70427 SH SHARED 01 70427 D MICROTOUCH SYS INC COM 595145103 2924 140000 SH SHARED 01 140000 D MICROWARE SYS CORP COM 595150103 1 2900 SH SHARED 01 2900 D MICROWAVE FILTER CO INC COM 595176108 0 570 SH SHARED 01 570 D MID-AMER APT CMNTYS INC COM 59522J103 503 22300 SH SHARED 01 22300 D MID-AMER APT CMNTYS INC COM 59522J103 151 6721 SH SHARED 04 6721 D MID ATLANTIC MED SVCS INC COM 59523C107 59 3000 SH SHARED 3000 D MID ATLANTIC MED SVCS INC COM 59523C107 1487 75100 SH SHARED 01 75100 D MID ATLANTIC MED SVCS INC COM 59523C107 9 500 SH SHARED 02 500 D MID ATLANTIC MED SVCS INC COM 59523C107 334 16880 SH SHARED 04 16880 D MID-STATE BANCSHARES COM 595440108 450 12700 SH SHARED 01 12700 D MID-STATE BANCSHARES COM 595440108 42 1200 SH SHR/OTHR 01 1200 D MID-STATE BANCSHARES COM 595440108 150 4252 SH SHARED 04 4252 D MIDAS GROUP INC COM 595626102 444 37253 SH SHARED 01 36970 283 D MIDAS GROUP INC COM 595626102 1 146 SH SHR/OTHR 01 146 D MIDAS GROUP INC COM 595626102 74 6243 SH SHARED 04 6243 D MIDCOAST ENERGY RES INC COM 59563W104 273 12532 SH SHARED 01 11845 687 D MIDCOAST ENERGY RES INC COM 59563W104 92 4252 SH SHARED 04 4252 D MIDCAP SPDR TR UNIT SER 1 595635103 275 2914 SH SHARED 02 300 2614 D MIDCAP SPDR TR UNIT SER 1 595635103 16996 180100 SH SHARED 04 180100 D MID AMER BANCORP COM 595915109 261 11513 SH SHARED 01 11513 D MID AMER BANCORP COM 595915109 76 3359 SH SHARED 04 3359 D MIDDLESEX WATER CO COM 596680108 5 169 SH SHARED 04 169 D MIDDLESEX WATER CO COM 596680108 8 240 SH SHARED 01 240 D MIDLAND CO COM 597486109 163 5900 SH SHARED 01 5900 D MIDLAND CO COM 597486109 46 1677 SH SHARED 04 1677 D MIDWEST EXPRESS HLDGS INC COM 597911106 245 16700 SH SHARED 01 16700 D MIDWEST EXPRESS HLDGS INC COM 597911106 80 5475 SH SHARED 04 5475 D MIDWAY GAMES INC COM 598148104 281 39581 SH SHARED 01 39581 D MIDWAY GAMES INC COM 598148104 0 119 SH SHARED 02 119 D MIDWAY GAMES INC COM 598148104 80 11403 SH SHARED 04 11403 D MIDWEST BANC HOLDINGS INC COM 598251106 6 452 SH SHARED 04 452 D MIDWEST GRAIN PRODS INC COM 59832G104 13 1498 SH SHARED 04 1498 D MIKOHN GAMING CORP COM 59862K108 7 2386 SH SHARED 04 2386 D MILACRON INC COM 598709103 1033 64355 SH SHARED 01 64355 D MILACRON INC COM 598709103 213 13282 SH SHARED 04 13282 D MILLENNIUM PHARMACEUTICALS INC COM 599902103 22349 361198 SH SHARED 01 327248 33950 D MILLENNIUM PHARMACEUTICALS INC COM 599902103 167 2700 SH SHARED 02 2700 D MILLENNIUM PHARMACEUTICALS INC COM 599902103 11026 178200 SH SHARED 04 178200 D MILLENNIUM PHARMACEUTICALS INC COM 599902103 1837 29700 SH SHARED 05 29700 D MILLENNIUM CHEMICALS INC COM 599903101 1957 108016 SH SHARED 01 107416 600 D MILLENNIUM CHEMICALS INC COM 599903101 451 24936 SH SHARED 04 24936 D MILLER HERMAN INC COM 600544100 3 122 SH SHARED 04 122 D MILLER HERMAN INC COM 600544100 3731 129787 SH SHARED 01 129787 D MILLER HERMAN INC COM 600544100 11 400 SH SHARED 02 400 D MILLER HERMAN INC COM 600544100 1658 57700 SH SHARED 04 57700 D MILLER HERMAN INC COM 600544100 270 9400 SH SHARED 05 9400 D MILLIPORE CORP COM 601073109 20916 332006 SH SHARED 01 326060 5946 D MILLIPORE CORP COM 601073109 18 300 SH SHARED 02 300 D MILLIPORE CORP COM 601073109 2331 37005 SH SHARED 04 37005 D MILLS CORP COM 601148109 679 41030 SH SHARED 01 38063 2967 D MILLS CORP COM 601148109 101 6135 SH SHARED 04 6135 D MINDARROW SYS INC COM 602551103 0 30 SH SHARED 04 30 D MINE SAFETY APPLIANCES CO COM 602720104 341 13600 SH SHARED 01 13600 D MINE SAFETY APPLIANCES CO COM 602720104 87 3484 SH SHARED 04 3484 D MINERALS TECHNOLOGIES INC COM 603158106 1458 42668 SH SHARED 01 42668 D MINERALS TECHNOLOGIES INC COM 603158106 715 20932 SH SHARED 04 20932 D MINERALS TECHNOLOGIES INC COM 603158106 92 2700 SH SHARED 05 2700 D MINIMED INC COM 60365K108 1 27 SH SHARED 05 27 D MINIMED INC COM 60365K108 2782 66200 SH SHARED 01 66000 200 D MINIMED INC COM 60365K108 117 2800 SH SHR/OTHR 01 2800 D MINIMED INC COM 60365K108 21 500 SH SHARED 02 500 D MINIMED INC COM 60365K108 2030 48300 SH SHARED 04 48300 D MINIMED INC COM 60365K108 353 8400 SH SHARED 05 8400 D MINNESOTA MNG & MFG CO COM 604059105 2253 18700 SH SHARED 18700 D MINNESOTA MNG & MFG CO COM 604059105 420738 3491605 SH SHARED 01 3468746 22859 D MINNESOTA MNG & MFG CO COM 604059105 14369 119247 SH SHR/OTHR 01 78400 40847 D MINNESOTA MNG & MFG CO COM 604059105 547 4542 SH SHARED 02 345 4197 D MINNESOTA MNG & MFG CO COM 604059105 58721 487315 SH SHARED 04 487315 D MINNESOTA MNG & MFG CO COM 604059105 759 6300 SH SHARED 05 6300 D MIPS TECHNOLOGIES INC CL A 604567107 4 152 SH SHARED 05 152 D MIPS TECHNOLOGIES INC CL A 604567107 1929 72287 SH SHARED 01 72287 D MIPS TECHNOLOGIES INC CL A 604567107 402 15089 SH SHARED 04 15089 D MIPS TECHNOLOGIES INC CL B 604567206 212 8356 SH SHARED 04 8356 D MIPS TECHNOLOGIES INC CL B 604567206 417 16399 SH SHARED 01 16399 D MIPS TECHNOLOGIES INC CL B 604567206 266 10474 SH SHARED 02 10474 D MIPS TECHNOLOGIES INC CL B 604567206 637 25000 SH SHARED 04 25000 D MIPS TECHNOLOGIES INC CL B 604567206 147 5800 SH SHARED 05 5800 D MIRAE CORP SPONSORED ADR 60461U109 7 5000 SH SHARED 04 5000 D MIRAVANT MED TECHNOLOGIES COM 604690107 186 20116 SH SHARED 01 20116 D MIRAVANT MED TECHNOLOGIES COM 604690107 1629 175577 SH SHARED 04 175577 D MISONIX INC COM 604871103 3 450 SH SHARED 04 450 D MISSISSIPPI CHEM CORP COM NEW 605288208 1 371 SH SHARED 01 370 1 D MISSISSIPPI VY BANCSHARES INC COM 605720101 313 10662 SH SHARED 01 10662 D MISSISSIPPI VY BANCSHARES INC COM 605720101 72 2458 SH SHARED 04 2458 D MITCHAM INDS INC COM 606501104 0 128 SH SHARED 04 128 D MITCHELL ENERGY & DEV CORP CL A 606592202 13012 212450 SH SHARED 01 212450 D MITCHELL ENERGY & DEV CORP CL A 606592202 29 475 SH SHARED 02 475 D MITCHELL ENERGY & DEV CORP CL A 606592202 792 12945 SH SHARED 04 12945 D MITEK SYS INC COM NEW 606710200 1 3071 SH SHARED 04 3071 D MITY ENTERPRISES INC COM 606850105 32 5326 SH SHARED 04 5326 D MOBIUS MGMT SYSTEMS INC COM 606925105 1 500 SH SHARED 02 500 D MOBILE MINI INC COM 60740F105 13 567 SH SHARED 02 567 D MOBILE MINI INC COM 60740F105 224 9781 SH SHARED 01 9781 D MOBILE MINI INC COM 60740F105 192 8380 SH SHARED 04 8380 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 777 32400 SH SHARED 01 32400 D MOBILITY ELECTRONICS INC COM 60741U101 1 735 SH SHARED 01 735 D MOBILITY ELECTRONICS INC COM 60741U101 221 90690 SH SHARED 02 78650 12040 D MOBILITY ELECTRONICS INC COM 60741U101 0 74 SH SHARED 04 74 D MOCON INC COM 607494101 5 896 SH SHARED 04 896 D MODEM MEDIA INC CL A 607533106 0 138 SH SHARED 04 138 D MODEM MEDIA INC CL A 607533106 79 23872 SH SHARED 01 23872 D MODEM MEDIA INC CL A 607533106 13 4134 SH SHARED 04 4134 D MODINE MFG CO COM 607828100 1031 49703 SH SHARED 01 49703 D MODINE MFG CO COM 607828100 577 27807 SH SHARED 04 27807 D MODINE MFG CO COM 607828100 80 3900 SH SHARED 05 3900 D MODIS PROFESSIONAL SVCS INC COM 607830106 704 170681 SH SHARED 01 170681 D MODIS PROFESSIONAL SVCS INC COM 607830106 9 2300 SH SHARED 02 300 2000 D MODIS PROFESSIONAL SVCS INC COM 607830106 406 98438 SH SHARED 04 98438 D MODIS PROFESSIONAL SVCS INC COM 607830106 52 12700 SH SHARED 05 12700 D MOHAWK INDS INC COM 608190104 12914 471767 SH SHARED 01 471767 D MOHAWK INDS INC COM 608190104 1370 50068 SH SHARED 04 50068 D MOHAWK INDS INC COM 608190104 194 7100 SH SHARED 05 7100 D MOLECULAR DEVICES CORP COM 60851C107 7 108 SH SHARED 05 108 D MOLECULAR DEVICES CORP COM 60851C107 1943 28400 SH SHARED 01 28400 D MOLECULAR DEVICES CORP COM 60851C107 18 275 SH SHR/OTHR 01 275 D MOLECULAR DEVICES CORP COM 60851C107 19 290 SH SHARED 02 290 D MOLECULAR DEVICES CORP COM 60851C107 428 6266 SH SHARED 04 6266 D MOLEX INC COM 608554101 422 11907 SH SHARED 04 11907 D MOLEX INC COM 608554101 46647 1314007 SH SHARED 01 1305770 8237 D MOLEX INC COM 608554101 29 831 SH SHARED 02 831 D MOLEX INC COM 608554101 6513 183466 SH SHARED 04 183466 D MOLEX INC COM 608554101 146 4125 SH SHARED 05 4125 D MOLEX INC CL A 608554200 153 6052 SH SHARED 05 727 5325 D MOLEX INC CL A 608554200 7828 307755 SH SHARED 01 288713 19042 D MOLEX INC CL A 608554200 59 2342 SH SHR/OTHR 01 2342 D MOLEX INC CL A 608554200 15 625 SH SHARED 04 625 D MOMENTUM BUSINESS APPS INC CL A 60877P108 0 54 SH SHARED 04 54 D MOMENTUM BUSINESS APPS INC CL A 60877P108 0 4 SH SHARED 01 4 D MOMENTUM BUSINESS APPS INC CL A 60877P108 0 4 SH SHR/OTHR 01 4 D MOMENTUM BUSINESS APPS INC CL A 60877P108 0 80 SH SHARED 02 80 D MONACO COACH CORP COM 60886R103 412 23300 SH SHARED 01 23300 D MONACO COACH CORP COM 60886R103 110 6242 SH SHARED 04 6242 D MONARCH DENTAL CORP COM 609044102 31 63377 SH SHARED 04 63377 D MONARCH DENTAL CORP COM 609044102 2 4483 SH SHARED 02 4483 D MONDAVI ROBERT CORP CL A 609200100 1 20 SH SHARED 02 20 D MONDAVI ROBERT CORP CL A 609200100 1149 21233 SH SHARED 01 15534 5699 D MONDAVI ROBERT CORP CL A 609200100 174 3228 SH SHARED 04 3228 D MONSANTO CO NEW COM 61166W101 24 900 SH SHARED 02 900 D MONSANTO CO NEW COM 61166W101 216 8000 SH SHARED 05 8000 D MONTANA POWER CO COM 612085100 3004 144782 SH SHARED 01 144182 600 D MONTANA POWER CO COM 612085100 41 2000 SH SHR/OTHR 01 2000 D MONTANA POWER CO COM 612085100 26 1300 SH SHARED 02 1300 D MONTANA POWER CO COM 612085100 2539 122400 SH SHARED 04 122400 D MONTANA POWER CO COM 612085100 288 13900 SH SHARED 05 13900 D MONTEREY PASTA CO COM 612570101 42 8848 SH SHARED 05 8848 D MONY GROUP INC COM 615337102 69 1400 SH SHARED 1400 D MONY GROUP INC COM 615337102 2375 48050 SH SHARED 01 48050 D MONY GROUP INC COM 615337102 1690 34200 SH SHARED 04 34200 D MONY GROUP INC COM 615337102 54 1100 SH SHARED 05 1100 D MOODYS CORP COM 615369105 39446 1535674 SH SHARED 01 1531774 3900 D MOODYS CORP COM 615369105 3898 151785 SH SHR/OTHR 01 125775 26010 D MOODYS CORP COM 615369105 18 730 SH SHARED 02 730 D MOODYS CORP COM 615369105 3332 129725 SH SHARED 04 129725 D MOODYS CORP COM 615369105 84 3300 SH SHARED 05 3300 D MOOG INC CL A 615394202 268 9253 SH SHARED 01 9253 D MOOG INC CL A 615394202 83 2896 SH SHARED 04 2896 D MOORE LTD COM 615785102 10 3301 SH SHARED 01 3301 D MORGAN J P & CO INC COM 616880100 71231 430400 SH SHARED 430400 D MORGAN J P & CO INC COM 616880100 285322 1724004 SH SHARED 01 1668145 1700 54159 D MORGAN J P & CO INC COM 616880100 28929 174803 SH SHR/OTHR 01 112242 62561 D MORGAN J P & CO INC COM 616880100 2548 15396 SH SHARED 02 1605 13791 D MORGAN J P & CO INC COM 616880100 180172 1088657 SH SHARED 04 1088657 D MORGAN J P & CO INC COM 616880100 1224 7400 SH SHARED 05 7400 D MORGAN KEEGAN INC COM 617410105 1396 52680 SH SHARED 01 52680 D MORGAN KEEGAN INC COM 617410105 224 8490 SH SHARED 04 8490 D MORGAN STANLEY D WITTER EMG DB COM 61744H105 68 10000 SH SHR/OTHR 01 10000 D MORGAN STANLEY D WITTER EMG DB COM 61744H105 736 107100 SH SHARED 04 107100 D MORGAN STAN D WITTER ASIA PAC COM 61744U106 190 21900 SH SHARED 01 21900 D MORGAN STAN D WITTER ASIA PAC COM 61744U106 59 6900 SH SHR/OTHR 01 6900 D MORGAN STAN D WITTER ASIA PAC COM 61744U106 448 51600 SH SHARED 04 51600 D MORGAN STAN D WITTER AFRIC INV COM 617444104 3214 408226 SH SHARED 04 408226 D MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 651 8220 SH SHARED 04 8220 D MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 47 600 SH SHR/OTHR 04 300 300 D MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 133940 1690100 SH SHARED 1690100 D MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 678169 8557340 SH SHARED 01 8328720 228620 D MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 13378 168819 SH SHR/OTHR 01 97760 71059 D MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 1855 23407 SH SHARED 02 6246 17161 D MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 89490 1129214 SH SHARED 04 1129214 D MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 6633 83700 SH SHARED 05 83700 D MORGAN STANLEY D WITTER INDIA COM 61745C105 5192 469400 SH SHARED 04 469400 D MORGAN STANLEY DEAN WITTER MUN INC TR III 61745P460 2152 225100 SH SHARED 04 225100 D MORGAN STANLEY DEAN WITTER MUN INCM TR II 61745P478 5135 526700 SH SHARED 04 526700 D MORGAN STANLEY DEAN WITTER MUN INCOME TR 61745P486 5390 552900 SH SHARED 04 552900 D MORGAN STANLEY DEAN WITTER QUALT MUN INCM 61745P734 74 5300 SH SHARED 02 5300 D MORRISON MGMT SPECIALISTS INC COM 618459101 576 16520 SH SHARED 01 16520 D MORRISON MGMT SPECIALISTS INC COM 618459101 172 4927 SH SHARED 04 4927 D MORTGAGE COM INC COM 61910V102 0 3576 SH SHARED 04 3576 D MOTHERS WK INC COM 619903107 279 28100 SH SHARED 02 24200 3900 D MOTOR CARGO INDS COM 619907108 3 526 SH SHARED 02 526 D MOTIENT CORP COM 619908106 64 16035 SH SHARED 02 16035 D MOTIENT CORP COM 619908106 285 71303 SH SHARED 01 71303 D MOTIENT CORP COM 619908106 187 46950 SH SHARED 02 19700 27250 D MOTIENT CORP COM 619908106 52 13029 SH SHARED 04 13029 D MOTOROLA INC COM 620076109 8 400 SH SHR/OTHR 04 400 D MOTOROLA INC COM 620076109 345203 17047103 SH SHARED 01 16835137 211966 D MOTOROLA INC COM 620076109 6870 339284 SH SHR/OTHR 01 212390 126894 D MOTOROLA INC COM 620076109 5014 247620 SH SHARED 02 172132 75488 D MOTOROLA INC COM 620076109 66524 3285140 SH SHARED 04 3285140 D MOTOROLA INC COM 620076109 1792 88500 SH SHARED 05 88500 D MOTOROLA INC COM 620076109 4252 210000 SH SHARED 06 210000 D MOVADO GROUP INC COM 624580106 2 160 SH SHARED 06 160 D MPOWER COMMUNICATIONS CORP COM 62473J106 8 1755 SH SHARED 06 1755 D MPOWER COMMUNICATIONS CORP COM 62473J106 435 85000 SH SHARED 01 85000 D MPOWER COMMUNICATIONS CORP COM 62473J106 7 1500 SH SHARED 02 1500 D MPOWER COMMUNICATIONS CORP COM 62473J106 94 18453 SH SHARED 04 18453 D MP3 COM INC COM 62473M109 115 32167 SH SHARED 04 32167 D MP3 COM INC COM 62473M109 114 31800 SH SHARED 01 31800 D MP3 COM INC COM 62473M109 28 7943 SH SHARED 04 7943 D MUELLER INDS INC COM 624756102 1852 69100 SH SHARED 01 67100 2000 D MUELLER INDS INC COM 624756102 20 775 SH SHR/OTHR 01 775 D MUELLER INDS INC COM 624756102 347 12972 SH SHARED 04 12972 D MULTIPLE ZONES INC COM 624906103 0 278 SH SHARED 04 278 D MULTEX COM INC COM 625367107 3 300 SH SHARED 04 300 D MULTEX COM INC COM 625367107 285 21564 SH SHARED 01 21564 D MULTEX COM INC COM 625367107 84 6374 SH SHARED 04 6374 D MULTI LINK TELECOM COM 62541M107 9 2345 SH SHARED 04 2345 D MULTI LINK TELECOM WT EXP 051202 62541M115 0 1200 SH SHARED 04 1200 D MUNIHOLDINGS N Y INSD FD INC COM 625931100 0 7 SH SHARED 01 7 D MUNIHOLDINGS N Y INSD FD INC COM 625931100 33 2600 SH SHR/OTHR 01 700 1900 D MUNIHOLDINGS N Y INSD FD INC COM 625931100 75 5900 SH SHARED 04 5900 D MUNICIPAL ADVANTAGE FD INC COM 626189104 87 7200 SH SHARED 04 7200 D MUNICIPAL PARTNERS FD INC COM 62622C101 96 8000 SH SHARED 04 8000 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B101 62 2800 SH SHARED 01 2800 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B101 306 13715 SH SHARED 02 12215 1500 D MUNIHOLDINGS FLA INSD FD COM 62624W105 829 68800 SH SHARED 04 68800 D MUNIINSURED FD INC COM 626245104 41 5000 SH SHR/OTHR 01 5000 D MUNIHOLDINGS INSD FD II INC COM 62625A102 23 2100 SH SHARED 04 2100 D MUNIHOLDINGS FD INC COM 62625H107 783 66000 SH SHARED 04 66000 D MUNIHOLDINGS N J INSD FD IV COM 62626C107 11 900 SH SHARED 04 900 D MUNIHOLDINGS MICH INSD FD II COM 62626D105 79 5600 SH SHARED 04 5600 D MUNIYIELD FLA FD COM 626297105 324 26800 SH SHARED 04 26800 D MUNIYIELD MICH INSD FD INC COM 62630J106 230 18200 SH SHARED 04 18200 D MUNIYIELD PA INSD FD COM 62630V109 34 2760 SH SHARED 02 2760 D MUNIYIELD PA INSD FD COM 62630V109 6 500 SH SHARED 04 500 D MUNIYIELD MICH FD INC COM 626300107 139 11400 SH SHARED 04 11400 D MUNIYIELD N Y INSD FD INC COM 626301105 388 30043 SH SHR/OTHR 01 4831 25212 D MURPHY OIL CORP COM 626717102 60 1000 SH SHARED 1000 D MURPHY OIL CORP COM 626717102 5969 98780 SH SHARED 01 70280 28500 D MURPHY OIL CORP COM 626717102 11141 184350 SH SHR/OTHR 01 184350 D MURPHY OIL CORP COM 626717102 12 200 SH SHARED 02 200 D MURPHY OIL CORP COM 626717102 2006 33200 SH SHARED 04 33200 D MURPHY OIL CORP COM 626717102 356 5900 SH SHARED 05 5900 D MUSE TECHNOLOGIES INC COM 627487101 0 760 SH SHARED 05 760 D MUSICMAKER COM INC COM NEW 62757C207 3 1077 SH SHARED 05 1077 D MUSICLAND STORES CORP COM 62758B109 60 4900 SH SHARED 4900 D MUSICLAND STORES CORP COM 62758B109 3215 259814 SH SHARED 01 259814 D MUSICLAND STORES CORP COM 62758B109 129 10498 SH SHARED 04 10498 D MUTUAL RISK MGMT LTD COM 628351108 152 10044 SH SHARED 02 7244 2800 D MUTUAL RISK MGMT LTD COM 628351108 303 20000 SH SHARED 04 20000 D MYERS INDS INC COM 628464109 554 38233 SH SHARED 01 38233 D MYERS INDS INC COM 628464109 92 6371 SH SHARED 04 6371 D MYLAN LABS INC COM 628530107 4618 183363 SH SHARED 01 183363 D MYLAN LABS INC COM 628530107 5 200 SH SHR/OTHR 01 200 D MYLAN LABS INC COM 628530107 26 1050 SH SHARED 02 1050 D MYLAN LABS INC COM 628530107 3045 120900 SH SHARED 04 120900 D MYLAN LABS INC COM 628530107 599 23800 SH SHARED 05 23800 D MYRIAD GENETICS INC COM 62855J104 0 11 SH SHARED 05 11 D MYRIAD GENETICS INC COM 62855J104 2838 34300 SH SHARED 01 34300 D MYRIAD GENETICS INC COM 62855J104 47 575 SH SHR/OTHR 01 575 D MYRIAD GENETICS INC COM 62855J104 637 7704 SH SHARED 04 7704 D MYRIAD GENETICS INC COM 62855J104 124 1500 SH SHARED 05 1500 D MYPOINTS COM INC COM 62855T102 0 300 SH SHARED 05 300 D MYPOINTS COM INC COM 62855T102 46 38900 SH SHARED 01 38900 D MYPOINTS COM INC COM 62855T102 11 9503 SH SHARED 04 9503 D MYND CORP COM 628551103 0 2000 SH SHARED 01 2000 D MYTURN COM COM 628690109 1 1587 SH SHARED 01 1587 D NABI INC COM 628716102 0 139 SH SHARED 01 139 D NABI INC COM 628716102 1874 405221 SH SHARED 01 405221 D NABI INC COM 628716102 4 1000 SH SHARED 02 1000 D NABI INC COM 628716102 64 13860 SH SHARED 04 13860 D NBC INTERNET INC CL A 62873D105 1050 300018 SH SHARED 04 300018 D NBC INTERNET INC CL A 62873D105 201 57600 SH SHARED 01 57600 D NBC INTERNET INC CL A 62873D105 63 18271 SH SHARED 02 15271 3000 D NBC INTERNET INC CL A 62873D105 48 13964 SH SHARED 04 13964 D NBT BANCORP INC COM 628778102 3 231 SH SHARED 04 231 D NBT BANCORP INC COM 628778102 349 23900 SH SHARED 01 23900 D NBT BANCORP INC COM 628778102 130 8955 SH SHARED 04 8955 D NBTY INC COM 628782104 189 39990 SH SHARED 04 39990 D NBTY INC COM 628782104 23 4900 SH SHARED 4900 D NBTY INC COM 628782104 622 131088 SH SHARED 01 131088 D NBTY INC COM 628782104 105 22142 SH SHARED 04 22142 D NCH CORP COM 628850109 337 8882 SH SHARED 01 8882 D NCH CORP COM 628850109 163 4301 SH SHARED 04 4301 D NCH CORP COM 628850109 22 600 SH SHARED 05 600 D NCI BUILDING SYS INC COM 628852105 39 2100 SH SHARED 2100 D NCI BUILDING SYS INC COM 628852105 893 47500 SH SHARED 01 28700 18800 D NCI BUILDING SYS INC COM 628852105 128 6828 SH SHARED 04 6828 D NCO GROUP INC COM 628858102 2 69 SH SHARED 04 69 D NCO GROUP INC COM 628858102 1137 37457 SH SHARED 01 37457 D NCO GROUP INC COM 628858102 577 19000 SH SHARED 02 17800 1200 D NCO GROUP INC COM 628858102 738 24298 SH SHARED 04 24298 D NCO GROUP INC COM 628858102 103 3400 SH SHARED 05 3400 D NCR CORP NEW COM 62886E108 712 14500 SH SHARED 14500 D NCR CORP NEW COM 62886E108 33884 689760 SH SHARED 01 689347 413 D NCR CORP NEW COM 62886E108 42 856 SH SHR/OTHR 01 157 699 D NCR CORP NEW COM 62886E108 6 142 SH SHARED 02 18 124 D NCR CORP NEW COM 62886E108 3895 79290 SH SHARED 04 79290 D NCR CORP NEW COM 62886E108 103 2100 SH SHARED 05 2100 D NDS GROUP PLC SPONSORED ADR 628891103 0 14 SH SHARED 05 14 D NS GROUP INC COM 628916108 228 24218 SH SHARED 01 24218 D NS GROUP INC COM 628916108 37 4000 SH SHARED 02 4000 D NS GROUP INC COM 628916108 62 6601 SH SHARED 04 6601 D NL INDS INC COM NEW 629156407 1111 45853 SH SHARED 01 45206 647 D NL INDS INC COM NEW 629156407 197 8163 SH SHARED 04 8163 D NMT MED INC COM 629294109 0 377 SH SHARED 04 377 D NN INC COM 629337106 0 72 SH SHARED 04 72 D NPS PHARMACEUTICALS INC COM 62936P103 17 366 SH SHARED 04 366 D NPS PHARMACEUTICALS INC COM 62936P103 1748 36419 SH SHARED 01 36419 D NPS PHARMACEUTICALS INC COM 62936P103 439 9166 SH SHARED 04 9166 D NPC INTERNATIONAL INC COM 629360306 0 57 SH SHARED 04 57 D NPC INTERNATIONAL INC COM 629360306 179 16573 SH SHARED 01 16573 D NPC INTERNATIONAL INC COM 629360306 36 3356 SH SHARED 04 3356 D NQL INC COM 629369109 3 6164 SH SHARED 04 6164 D NRG ENERGY INC COM 629377102 7929 285100 SH SHARED 01 276134 8966 D NRG ENERGY INC COM 629377102 27 1000 SH SHARED 02 1000 D NRG ENERGY INC COM 629377102 72 2600 SH SHARED 04 2600 D NRG ENERGY INC COM 629377102 472 17000 SH SHARED 05 17000 D NTL INC COM 629407107 54243 2266107 SH SHARED 01 2266107 D NTL INC COM 629407107 794 33200 SH SHARED 04 33200 D NTL INC COM 629407107 0 25 SH SHARED 05 25 D NUCO2 INC COM 629428103 26 3382 SH SHARED 05 3382 D NUI CORP COM 629430109 747 23225 SH SHARED 01 23225 D NUI CORP COM 629430109 67 2100 SH SHR/OTHR 01 2100 D NUI CORP COM 629430109 135 4200 SH SHARED 02 4200 D NUI CORP COM 629430109 162 5033 SH SHARED 04 5033 D NVR INC COM 62944T105 173 1400 SH SHARED 1400 D NVR INC COM 62944T105 2593 20982 SH SHARED 01 20982 D NVR INC COM 62944T105 440 3562 SH SHARED 04 3562 D NX NETWORKS INC COM 629478108 51 82853 SH SHARED 04 82853 D NX NETWORKS INC COM 629478108 47 75900 SH SHARED 01 75900 D NX NETWORKS INC COM 629478108 8 13851 SH SHARED 04 13851 D NABORS INDS INC COM 629568106 58348 986451 SH SHARED 01 986451 D NABORS INDS INC COM 629568106 41 700 SH SHR/OTHR 01 700 D NABORS INDS INC COM 629568106 130 2200 SH SHARED 02 1800 400 D NABORS INDS INC COM 629568106 408170 6900606 SH SHARED 04 6900606 D NACCO INDS INC CL A 629579103 148 3400 SH SHARED 3400 D NACCO INDS INC CL A 629579103 455 10418 SH SHARED 01 10418 D NACCO INDS INC CL A 629579103 112 2565 SH SHARED 04 2565 D NACCO INDS INC CL A 629579103 43 1000 SH SHARED 05 1000 D NAM TAI ELECTRS INC COM PAR $0.02 629865205 0 48 SH SHARED 05 48 D NAM TAI ELECTRS INC COM PAR $0.02 629865205 7 500 SH SHARED 01 500 D NANOGEN INC COM 630075109 272 30255 SH SHARED 01 30255 D NANOGEN INC COM 630075109 243 27000 SH SHARED 01 27000 D NANOGEN INC COM 630075109 50 5591 SH SHARED 04 5591 D NANOMETRICS INC COM 630077105 3 250 SH SHARED 04 250 D NANOMETRICS INC COM 630077105 252 18300 SH SHARED 01 18300 D NANOMETRICS INC COM 630077105 24 1783 SH SHARED 04 1783 D NANOPHASE TCHNOLOGIES CORP COM 630079101 21 1977 SH SHARED 04 1977 D NANOPHASE TCHNOLOGIES CORP COM 630079101 132 12000 SH SHARED 02 12000 D NAPRO BIOTHERAPUTICS INC COM 630795102 28 3330 SH SHARED 02 3330 D NARA BK N A LOS ANGELES CALIF COM 630801108 0 9 SH SHARED 02 9 D NASDAQ 100 TR UNIT SER 1 631100104 25223 432100 SH SHARED 432100 D NASDAQ 100 TR UNIT SER 1 631100104 21553 369218 SH SHARED 01 315168 54050 D NASDAQ 100 TR UNIT SER 1 631100104 215 3700 SH SHR/OTHR 01 2000 1700 D NASDAQ 100 TR UNIT SER 1 631100104 3162 54175 SH SHARED 02 47170 7005 D NASDAQ 100 TR UNIT SER 1 631100104 161193 2761350 SH SHARED 04 2761350 D NASDAQ 100 TR UNIT SER 1 631100104 8989 154000 SH SHARED 05 154000 D NASH FINCH CO COM 631158102 25 2224 SH SHARED 05 2224 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 631728409 0 16 SH SHARED 05 16 D NATCO GROUP INC CL A 63227W203 35 4300 SH SHARED 02 3500 800 D NATHANS FAMOUS INC NEW COM 632347100 10 2912 SH SHARED 02 2912 D NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 632525309 63953 2234200 SH SHARED 2234200 D NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 632525309 6993 244300 SH SHARED 04 244300 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 632525408 18222 223756 SH SHARED 04 223756 D NATIONAL BK GREECE S A SPONSORED ADR 633643408 523 72800 SH SHARED 04 72800 D NATIONAL BK GREECE S A SPONSORED ADR 633643408 42 5900 SH SHARED 04 5900 D NATIONAL CITY BANCORPORATION COM 635312101 6 423 SH SHARED 04 423 D NATIONAL CITY CORP COM 635405103 126824 4411302 SH SHARED 01 4403102 8200 D NATIONAL CITY CORP COM 635405103 173 6040 SH SHR/OTHR 01 4600 1440 D NATIONAL CITY CORP COM 635405103 23 800 SH SHARED 02 800 D NATIONAL CITY CORP COM 635405103 14529 505375 SH SHARED 04 505375 D NATIONAL COMM BANCORP COM 635449101 0 40 SH SHARED 04 40 D NATIONAL COMM BANCORP COM 635449101 6949 280780 SH SHARED 01 280780 D NATIONAL COMM BANCORP COM 635449101 30 1250 SH SHR/OTHR 01 1250 D NATIONAL COMM BANCORP COM 635449101 603 24375 SH SHARED 02 20847 3528 D NATIONAL COMM BANCORP COM 635449101 3742 151200 SH SHARED 04 151200 D NATIONAL COMM BANCORP COM 635449101 668 27000 SH SHARED 05 27000 D NATIONAL DATA CORP COM 635621105 65 1800 SH SHARED 1800 D NATIONAL DATA CORP COM 635621105 2247 61360 SH SHARED 01 61360 D NATIONAL DATA CORP COM 635621105 109 3000 SH SHARED 02 3000 D NATIONAL DATA CORP COM 635621105 466 12749 SH SHARED 04 12749 D NATIONAL DENTEX CORP COM 63563H109 0 6 SH SHARED 04 6 D NATIONAL FUEL GAS CO N J COM 636180101 2593 41209 SH SHARED 01 40581 628 D NATIONAL FUEL GAS CO N J COM 636180101 12 200 SH SHARED 02 200 D NATIONAL FUEL GAS CO N J COM 636180101 1818 28900 SH SHARED 04 28900 D NATIONAL FUEL GAS CO N J COM 636180101 327 5200 SH SHARED 05 5200 D NATIONAL GOLF PPTYS INC COM 63623G109 423 20600 SH SHARED 01 20600 D NATIONAL GOLF PPTYS INC COM 63623G109 127 6200 SH SHR/OTHR 01 6200 D NATIONAL GOLF PPTYS INC COM 63623G109 101 4931 SH SHARED 04 4931 D NATIONAL HEALTH INVS INC COM 63633D104 236 32100 SH SHARED 01 32100 D NATIONAL HEALTH INVS INC COM 63633D104 70 9501 SH SHARED 04 9501 D NATIONAL HOME CTRS INC COM 636376105 212 200472 SH SHARED 04 200472 D NATIONAL INFO CONSORTIUM INC COM 636491102 45 29587 SH SHARED 04 29587 D NATIONAL INFO CONSORTIUM INC COM 636491102 45 29500 SH SHARED 01 29500 D NATIONAL INFO CONSORTIUM INC COM 636491102 9 6490 SH SHARED 04 6490 D NATIONAL INSTRS CORP COM 636518102 3 67 SH SHARED 04 67 D NATIONAL INSTRS CORP COM 636518102 1619 33350 SH SHARED 01 33350 D NATIONAL INSTRS CORP COM 636518102 1709 35200 SH SHARED 04 35200 D NATIONAL INSTRS CORP COM 636518102 335 6900 SH SHARED 05 6900 D NATIONAL MED HEALTH CARD SYS COM NEW 636918302 8 6382 SH SHARED 05 6382 D NATIONAL-OILWELL INC COM 637071101 32377 836900 SH SHARED 01 836900 D NATIONAL-OILWELL INC COM 637071101 59 1538 SH SHR/OTHR 01 1538 D NATIONAL-OILWELL INC COM 637071101 9358 241900 SH SHARED 04 241900 D NATIONAL-OILWELL INC COM 637071101 88 2300 SH SHARED 05 2300 D NATIONAL PENN BANCSHARES INC COM 637138108 0 33 SH SHARED 05 33 D NATIONAL PENN BANCSHARES INC COM 637138108 482 23910 SH SHARED 01 23910 D NATIONAL PENN BANCSHARES INC COM 637138108 146 7267 SH SHARED 04 7267 D NATIONAL PRESTO INDS INC COM 637215104 382 12450 SH SHARED 01 12450 D NATIONAL PRESTO INDS INC COM 637215104 54 1784 SH SHARED 04 1784 D NATIONAL PROCESSING INC COM 637229105 257 15150 SH SHARED 01 15150 D NATIONAL PROCESSING INC COM 637229105 39 2350 SH SHARED 04 2350 D NATIONAL SEMICONDUCTOR CORP COM 637640103 4008 199200 SH SHARED 199200 D NATIONAL SEMICONDUCTOR CORP COM 637640103 25190 1251702 SH SHARED 01 1251502 200 D NATIONAL SEMICONDUCTOR CORP COM 637640103 2 100 SH SHR/OTHR 01 100 D NATIONAL SEMICONDUCTOR CORP COM 637640103 144 7200 SH SHARED 02 300 6900 D NATIONAL SEMICONDUCTOR CORP COM 637640103 3303 164172 SH SHARED 04 164172 D NATIONAL SEMICONDUCTOR CORP COM 637640103 416 20700 SH SHARED 05 20700 D NATIONAL SVC INDS INC COM 637657107 146 5700 SH SHARED 5700 D NATIONAL SVC INDS INC COM 637657107 10212 397568 SH SHARED 01 306006 91562 D NATIONAL SVC INDS INC COM 637657107 1212 47203 SH SHARED 04 47203 D NATIONAL SVC INDS INC COM 637657107 25 1000 SH SHARED 05 1000 D NATIONAL STL CORP CL B 637844309 55 47109 SH SHARED 01 47109 D NATIONAL STL CORP CL B 637844309 9 7829 SH SHARED 04 7829 D NATIONAL TECHNICAL SYS INC COM 638104109 0 66 SH SHARED 04 66 D NATIONAL TECHTEAM INC COM 638108100 87 39591 SH SHARED 04 39591 D NATIONAL WESTN LIFE INS CO CL A 638522102 27 271 SH SHARED 04 271 D NATIONAL WESTN LIFE INS CO CL A 638522102 257 2500 SH SHARED 01 2500 D NATIONAL WESTN LIFE INS CO CL A 638522102 80 782 SH SHARED 04 782 D NATIONSRENT INC COM 638588103 77 49737 SH SHARED 01 49737 D NATIONSRENT INC COM 638588103 22 14309 SH SHARED 04 14309 D NATIONWIDE FINL SVCS INC CL A 638612101 1410 29700 SH SHARED 01 29700 D NATIONWIDE FINL SVCS INC CL A 638612101 109 2300 SH SHARED 04 2300 D NATIONWIDE FINL SVCS INC CL A 638612101 95 2000 SH SHARED 05 2000 D NATIONWIDE FINL SVCS INC CL A 638612101 1216 25600 SH SHARED 06 25600 D NATIONWIDE HEALTH PPTYS INC COM 638620104 1326 103000 SH SHARED 01 102400 600 D NATIONWIDE HEALTH PPTYS INC COM 638620104 162 12600 SH SHR/OTHR 01 7600 5000 D NATIONWIDE HEALTH PPTYS INC COM 638620104 7 570 SH SHARED 02 570 D NATIONWIDE HEALTH PPTYS INC COM 638620104 233 18098 SH SHARED 04 18098 D NATROL INC COM 638789107 4 2798 SH SHARED 04 2798 D NATURAL ALTERNATIVES INTL INC COM NEW 638842302 0 352 SH SHARED 04 352 D NATURAL MICROSYSTEMS CORP SUB NT CV 5%05 638882AA8 1082 2500000 PRN SHARED 04 2500000 D NATURAL MICROSYSTEMS CORP COM 638882100 6 698 SH SHARED 04 698 D NATURAL MICROSYSTEMS CORP COM 638882100 15314 1550800 SH SHARED 01 1550800 D NATURAL MICROSYSTEMS CORP COM 638882100 499 50600 SH SHARED 02 50600 D NATURAL MICROSYSTEMS CORP COM 638882100 640 64811 SH SHARED 04 64811 D NAVIGATORS GROUP INC COM 638904102 8 620 SH SHARED 04 620 D NAVIGATORS GROUP INC COM 638904102 23 1800 SH SHARED 01 1800 D NAVIGATORS GROUP INC COM 638904102 23 1800 SH SHR/OTHR 01 1800 D NATURES SUNSHINE PRODUCTS INC COM 639027101 1 201 SH SHARED 01 201 D NAUTICA ENTERPRISES INC COM 639089101 3 236 SH SHARED 01 236 D NAUTICA ENTERPRISES INC COM 639089101 1088 71450 SH SHARED 01 71450 D NAUTICA ENTERPRISES INC COM 639089101 15 1010 SH SHARED 02 1010 D NAUTICA ENTERPRISES INC COM 639089101 165 10853 SH SHARED 04 10853 D NAVARRE CORP COM 639208107 0 830 SH SHARED 04 830 D NAVISTAR INTL CORP NEW COM 63934E108 102 3900 SH SHARED 3900 D NAVISTAR INTL CORP NEW COM 63934E108 11316 432145 SH SHARED 01 431745 400 D NAVISTAR INTL CORP NEW COM 63934E108 23 900 SH SHARED 02 900 D NAVISTAR INTL CORP NEW COM 63934E108 3014 115119 SH SHARED 04 115119 D NAVISTAR INTL CORP NEW COM 63934E108 3375 128900 SH SHARED 05 128900 D NAVIDEC INC COM 63934Q101 19 8000 SH SHARED 02 3000 5000 D NAVISITE INC COM 63935M109 0 112 SH SHARED 02 112 D NAVISITE INC COM 63935M109 7 3000 SH SHARED 01 3000 D NAVISITE INC COM 63935M109 2 1100 SH SHARED 04 1100 D NAVIGANT CONSULTING INC COM 63935N107 235 61775 SH SHARED 01 61775 D NAVIGANT CONSULTING INC COM 63935N107 55 14428 SH SHARED 04 14428 D NAVIGANT INTL INC COM 63935R108 0 52 SH SHARED 01 52 D NAVIGANT INTL INC COM 63935R108 0 55 SH SHR/OTHR 01 55 D NEIMAN MARCUS GROUP INC CL A 640204202 46 1300 SH SHARED 1300 D NEIMAN MARCUS GROUP INC CL A 640204202 2743 77148 SH SHARED 01 77148 D NEIMAN MARCUS GROUP INC CL A 640204202 21 600 SH SHARED 02 600 D NEIMAN MARCUS GROUP INC CL A 640204202 1603 45099 SH SHARED 04 45099 D NEIMAN MARCUS GROUP INC CL B 640204301 149 4507 SH SHARED 01 3268 1239 D NEIMAN MARCUS GROUP INC CL B 640204301 15 470 SH SHR/OTHR 01 470 D NEOFORMA COM INC COM 640475109 0 228 SH SHARED 01 228 D NEOFORMA COM INC COM 640475109 37 45800 SH SHARED 01 45800 D NEOFORMA COM INC COM 640475109 4 5473 SH SHARED 04 5473 D NEOGEN CORP COM 640491106 31 3830 SH SHARED 04 3830 D NEOMAGIC CORP COM 640497103 200 67400 SH SHARED 04 67400 D NEOMEDIA TECHNOLOGIES INC COM 640505103 6 2239 SH SHARED 04 2239 D NEOMEDIA TECHNOLOGIES INC COM 640505103 0 1 SH SHARED 02 1 D NEON COMMUNICATIONS INC COM 640506101 2 403 SH SHARED 02 403 D NEON COMMUNICATIONS INC COM 640506101 255 39361 SH SHARED 01 39361 D NEON COMMUNICATIONS INC COM 640506101 14 2244 SH SHARED 04 2244 D NEON SYS INC COM 640509105 25 4066 SH SHARED 04 4066 D NEON SYS INC COM 640509105 89 14336 SH SHARED 01 10668 3668 D NEON SYS INC COM 640509105 10 1674 SH SHARED 04 1674 D NEORX CORP COM PAR $0.02 640520300 235 44785 SH SHARED 01 44785 D NEORX CORP COM PAR $0.02 640520300 44 8496 SH SHARED 04 8496 D NEOSE TECHNOLOGIES INC COM 640522108 547 16586 SH SHARED 01 16586 D NEOSE TECHNOLOGIES INC COM 640522108 33 1000 SH SHARED 02 1000 D NEOSE TECHNOLOGIES INC COM 640522108 147 4457 SH SHARED 04 4457 D NEOWARE SYS INC COM 64065P102 1 1025 SH SHARED 04 1025 D NEOPHARM INC COM 640919106 0 17 SH SHARED 04 17 D NETBANK 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NETMANAGE INC COM 641144100 19 20683 SH SHARED 04 20683 D NETPLEX GROUP INC COM 641147103 1 17733 SH SHARED 04 17733 D NETSOL INTERNATIONAL INC COM 64115A105 7 1124 SH SHARED 04 1124 D NETSOL INTERNATIONAL INC COM 64115A105 26 3800 SH SHARED 01 3800 D NETSOL INTERNATIONAL INC COM 64115A105 10 1563 SH SHARED 04 1563 D NETSOLVE INC COM 64115J106 0 53 SH SHARED 04 53 D NETSOLVE INC COM 64115J106 163 21500 SH SHARED 01 11507 9993 D NETSOLVE INC COM 64115J106 15 2021 SH SHARED 04 2021 D NETPLIANCE INC COM 64115K103 3 6857 SH SHARED 04 6857 D NETPLIANCE INC COM 64115K103 0 400 SH SHARED 01 400 D NETPLIANCE INC COM 64115K103 0 100 SH SHARED 02 100 D NETPLIANCE INC COM 64115K103 1 3123 SH SHARED 04 3123 D NETIQ CORP COM 64115P102 1 15 SH SHARED 04 15 D NETIQ CORP COM 64115P102 4115 47100 SH SHARED 01 47100 D NETIQ CORP COM 64115P102 928 10624 SH SHARED 04 10624 D NETSCOUT SYS INC COM 64115T104 0 14 SH SHARED 04 14 D NETSCOUT SYS INC COM 64115T104 170 17000 SH SHARED 01 17000 D NETSCOUT SYS INC 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NETWORK ACCESS SOLUTIONS CORP COM 64120S109 4 6478 SH SHARED 04 6478 D NETWOLVES CORP COM 64120V102 10 3994 SH SHARED 04 3994 D NETWORK EQUIP TECHNOLOGIES COM 641208103 341 53000 SH SHARED 01 53000 D NETWORK EQUIP TECHNOLOGIES COM 641208103 135 21000 SH SHARED 02 21000 D NETWORK EQUIP TECHNOLOGIES COM 641208103 148 23091 SH SHARED 04 23091 D NETWORK SYS INTL INC COM 64121L103 8 3322 SH SHARED 04 3322 D NETWORK-1 SEC SOLUTIONS INC COM 64121N109 5 1700 SH SHARED 04 1700 D NETWORK PERIPHERALS INC COM 64121R100 195 30387 SH SHARED 04 187 30200 D NETWORK PERIPHERALS INC COM 64121R100 489 76076 SH SHARED 01 63808 12268 D NETWORK PERIPHERALS INC COM 64121R100 20 3200 SH SHR/OTHR 01 3200 D NETWORK PERIPHERALS INC COM 64121R100 43 6699 SH SHARED 04 6699 D NETWORK PLUS CORP COM 64122D506 299 119646 SH SHARED 04 119646 D NETWORK PLUS CORP COM 64122D506 37 15100 SH SHARED 01 15100 D NETWORK PLUS CORP COM 64122D506 10 4354 SH SHARED 04 4354 D NET2000 COMMUNICATIONS INC COM 64122G103 72 41921 SH SHARED 04 41921 D NET2000 COMMUNICATIONS INC COM 64122G103 38 22200 SH SHARED 01 22200 D NET2000 COMMUNICATIONS INC COM 64122G103 7 4456 SH SHARED 04 4456 D NETZERO INC COM 64122R109 0 809 SH SHARED 04 809 D NETZERO INC COM 64122R109 25 29400 SH SHARED 01 29400 D NETZERO INC COM 64122R109 12 14533 SH SHARED 04 14533 D NETWORK COMM INC COM 64122T105 0 500 SH SHARED 04 500 D NETWORK COMM INC COM 64122T105 20 27386 SH SHARED 01 27386 D NETWORK COMM INC COM 64122T105 9 12187 SH SHARED 04 12187 D NETZEE INC COM 64122W108 0 113 SH SHARED 04 113 D NEUBERGER BERMAN INC COM 641234109 4069 50200 SH SHARED 01 50200 D NEUBERGER BERMAN INC COM 641234109 202 2500 SH SHARED 02 2500 D NEUBERGER BERMAN INC COM 641234109 2837 35000 SH SHARED 04 35000 D NEUBERGER BERMAN INC COM 641234109 48 600 SH SHARED 05 600 D NEUROGEN CORP COM 64124E106 554 15800 SH SHARED 01 15800 D NEUROGEN CORP COM 64124E106 188 5369 SH SHARED 04 5369 D NEUROBIOLOGICAL TECHNOLOGIES COM 64124W106 524 131200 SH SHARED 01 131200 D NEUROBIOLOGICAL TECHNOLOGIES COM 64124W106 278 69600 SH SHARED 02 69600 D NEUROCRINE BIOSCIENCES INC COM 64125C109 10 327 SH SHARED 02 327 D NEUROCRINE BIOSCIENCES INC COM 64125C109 1017 30729 SH SHARED 01 30729 D NEUROCRINE BIOSCIENCES INC COM 64125C109 261 7894 SH SHARED 04 7894 D NEW CENTURY FINANCIAL CORP COM 64352D101 4 414 SH SHARED 04 414 D NEW ENGLAND BUSINESS SVC INC COM 643872104 427 23400 SH SHARED 01 23400 D NEW ENGLAND BUSINESS SVC INC COM 643872104 87 4802 SH SHARED 04 4802 D NEW ENGLAND RLTY ASSOC LTD PAR DEPOSITRY RCPT 644206104 24 1400 SH SHARED 04 1400 D NEW ERA OF NETWORKS INC COM 644312100 119 20294 SH SHARED 04 20294 D NEW ERA OF NETWORKS INC COM 644312100 274 46700 SH SHARED 01 46700 D NEW ERA OF NETWORKS INC COM 644312100 307 52255 SH SHARED 04 52255 D NEW FOCUS INC COM 644383101 359 10342 SH SHARED 04 10342 D NEW FOCUS INC COM 644383101 4218 121400 SH SHARED 01 121400 D NEW FOCUS INC COM 644383101 21 625 SH SHR/OTHR 01 625 D NEW FOCUS INC COM 644383101 86 2500 SH SHARED 02 2500 D NEW FOCUS INC COM 644383101 17 500 SH SHARED 04 500 D NEW FRONTIER MEDIA INC COM 644398109 14 9653 SH SHARED 04 9653 D NEW GERMANY FD INC COM 644465106 5 662 SH SHARED 02 662 D NEW HORIZON KIDS QUEST INC COM 645511106 0 1081 SH SHARED 02 1081 D NEW HORIZONS WORLDWIDE INC COM 645526104 1 83 SH SHARED 02 83 D NEW JERSEY RES COM 646025106 1618 37432 SH SHARED 01 36416 1016 D NEW JERSEY RES COM 646025106 103 2400 SH SHARED 02 2400 D NEW JERSEY RES COM 646025106 290 6726 SH SHARED 04 6726 D NEW PLAN EXCEL RLTY TR INC COM 648053106 1732 131997 SH SHARED 01 131997 D NEW PLAN EXCEL RLTY TR INC COM 648053106 35 2700 SH SHARED 02 2700 D NEW PLAN EXCEL RLTY TR INC COM 648053106 446 34000 SH SHARED 04 34000 D NEW TEL LTD SPONSORED ADR 648867109 0 27 SH SHARED 04 27 D NEW WORLD COFFEE-MANHATN BAGEL COM NEW 648904209 2 1964 SH SHARED 04 1964 D NEW VY CORP WT EXP 061404 649080116 0 4 SH SHARED 02 4 D NEW VY CORP COM PAR $.01 649080504 0 21 SH SHARED 02 21 D NEW YORK CMNTY BANCORP INC COM 649445103 2 58 SH SHARED 02 58 D NEW YORK CMNTY BANCORP INC COM 649445103 1317 35852 SH SHARED 01 35852 D NEW YORK CMNTY BANCORP INC COM 649445103 237 6473 SH SHARED 04 6473 D NEW YORK HEALTH CARE INC COM 649487105 0 600 SH SHARED 04 600 D NEW YORK TIMES CO CL A 650111107 47778 1192624 SH SHARED 01 1189484 3140 D NEW YORK TIMES CO CL A 650111107 124 3110 SH SHR/OTHR 01 350 2760 D NEW YORK TIMES CO CL A 650111107 6271 156533 SH SHARED 04 156533 D NEW YORK TIMES CO CL A 650111107 1422 35500 SH SHARED 05 35500 D NEW YORK TIMES CO CL A 650111107 1313 32780 SH SHARED 06 32780 D NEWCOR INC COM 651186108 0 18 SH SHARED 01 18 D NEWELL RUBBERMAID INC COM 651229106 43263 1901705 SH SHARED 01 1900180 1525 D NEWELL RUBBERMAID INC COM 651229106 3 160 SH SHR/OTHR 01 160 D NEWELL RUBBERMAID INC COM 651229106 332 14602 SH SHARED 02 14602 D NEWELL RUBBERMAID INC COM 651229106 5532 243200 SH SHARED 04 243200 D NEWFIELD EXPL CO COM 651290108 1596 33650 SH SHARED 01 33650 D NEWFIELD EXPL CO COM 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HLDGS INC COM 653520106 2265 135739 SH SHARED 04 135739 D NIAGARA MOHAWK HLDGS INC COM 653520106 60 3600 SH SHARED 05 3600 D NICOR INC COM 654086107 13775 318978 SH SHARED 01 318978 D NICOR INC COM 654086107 18 430 SH SHR/OTHR 01 430 D NICOR INC COM 654086107 1678 38872 SH SHARED 04 38872 D NICOR INC COM 654086107 47 1100 SH SHARED 05 1100 D NIKE INC CL B 654106103 101758 1823240 SH SHARED 01 1819240 4000 D NIKE INC CL B 654106103 295 5300 SH SHR/OTHR 01 1400 3900 D NIKE INC CL B 654106103 401 7199 SH SHARED 02 7199 D NIKE INC CL B 654106103 17362 311092 SH SHARED 04 311092 D NIKE INC CL B 654106103 234 4200 SH SHARED 05 4200 D NIKU CORP COM 654113109 146 20043 SH SHARED 05 20043 D NIKU CORP COM 654113109 277 37950 SH SHARED 01 37950 D NIKU CORP COM 654113109 952 130200 SH SHARED 02 130200 D NIKU CORP COM 654113109 25 3467 SH SHARED 04 3467 D 99 CENTS ONLY STORES COM 65440K106 414 15141 SH SHARED 01 15141 D 99 CENTS ONLY STORES COM 65440K106 131 4806 SH SHARED 04 4806 D 99 CENTS ONLY 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867280 SH SHARED 01 865880 1400 D NORDSTROM INC COM 655664100 15 860 SH SHARED 02 860 D NORDSTROM INC COM 655664100 1902 104625 SH SHARED 04 104625 D NORFOLK SOUTHERN CORP COM 655844108 43449 3263969 SH SHARED 01 3241920 1125 20924 D NORFOLK SOUTHERN CORP COM 655844108 1783 133979 SH SHR/OTHR 01 106285 27694 D NORFOLK SOUTHERN CORP COM 655844108 59 4501 SH SHARED 02 568 3933 D NORFOLK SOUTHERN CORP COM 655844108 6761 507896 SH SHARED 04 507896 D NORFOLK SOUTHERN CORP COM 655844108 1658 124600 SH SHARED 05 124600 D NORSAT INTL INC NEW COM 656512100 56 18499 SH SHARED 05 18499 D NORSTAN INC COM 656535101 0 10 SH SHARED 05 10 D NORTECH SYS INC COM 656553104 1 248 SH SHARED 05 248 D NORTEK INC COM 656559101 71 3000 SH SHARED 3000 D NORTEK INC COM 656559101 331 14000 SH SHARED 01 14000 D NORTEK INC COM 656559101 82 3475 SH SHARED 04 3475 D NORTEL INVERSORA S A SPON ADR PFD B 656567401 2082 260300 SH SHARED 04 260300 D NORTEL NETWORKS CORP NEW COM 656568102 626412 19537539 SH SHARED 01 19477879 59660 D NORTEL NETWORKS CORP NEW COM 656568102 95996 2994097 SH SHARED 04 2994097 D NORTEL NETWORKS CORP NEW COM 656568102 1256 39200 SH SHARED 05 39200 D NORTH AMERN SCIENTIFIC INC COM 65715D100 35 2432 SH SHARED 05 2432 D NORTH AMERN TECH GROUP INC COM NEW 657193207 0 1000 SH SHARED 01 1000 D NORTH EUROPEAN OIL RTY TR SH BEN INT 659310106 54 3300 SH SHARED 01 3300 D NORTH EUROPEAN OIL RTY TR SH BEN INT 659310106 82 5000 SH SHR/OTHR 01 5000 D NORTH EUROPEAN OIL RTY TR SH BEN INT 659310106 102 6200 SH SHARED 04 6200 D NORTH FORK BANCORPORATION NY COM 659424105 19782 805401 SH SHARED 01 801351 4050 D NORTH FORK BANCORPORATION NY COM 659424105 3087 125700 SH SHARED 04 125700 D NORTH FORK BANCORPORATION NY COM 659424105 395 16100 SH SHARED 05 16100 D NORTH PITTSBURGH SYS INC COM 661562108 7 672 SH SHARED 05 672 D NORTH PITTSBURGH SYS INC COM 661562108 241 21934 SH SHARED 01 21934 D NORTH PITTSBURGH SYS INC COM 661562108 63 5816 SH SHARED 04 5816 D NORTHEAST UTILS COM 664397106 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665859104 783 9600 SH SHARED 05 9600 D NORTHFIELD LABS INC COM 666135108 31 3000 SH SHARED 02 3000 D NORTHLAND CRANBERRIES INC CL A 666499108 1 1700 SH SHARED 02 1700 D NORTHPOINT COMMUNICATIONS HLDG COM 666610100 1 3745 SH SHARED 02 3745 D NORTHPOINT COMMUNICATIONS HLDG COM 666610100 35 102900 SH SHARED 01 78335 24565 D NORTHPOINT COMMUNICATIONS HLDG COM 666610100 0 2300 SH SHARED 02 2200 100 D NORTHPOINT COMMUNICATIONS HLDG COM 666610100 2 7904 SH SHARED 04 7904 D NORTHROP GRUMMAN CORP COM 666807102 56965 686336 SH SHARED 01 686136 200 D NORTHROP GRUMMAN CORP COM 666807102 48 579 SH SHARED 02 579 D NORTHROP GRUMMAN CORP COM 666807102 7972 96049 SH SHARED 04 96049 D NORTHROP GRUMMAN CORP COM 666807102 3112 37500 SH SHARED 05 37500 D NORTHWEST AIRLS CORP CL A 667280101 2 80 SH SHARED 05 80 D NORTHWEST AIRLS CORP CL A 667280101 1700 56452 SH SHARED 01 56452 D NORTHWEST AIRLS CORP CL A 667280101 60 2000 SH SHR/OTHR 01 2000 D NORTHWEST AIRLS CORP CL A 667280101 6 200 SH SHARED 02 200 D NORTHWEST AIRLS CORP CL A 667280101 93 3100 SH SHARED 04 3100 D NORTHWEST BANCORP INC PA COM 667328108 25 2853 SH SHARED 04 2853 D NORTHWEST BANCORP INC PA COM 667328108 136 15100 SH SHARED 01 15100 D NORTHWEST BANCORP INC PA COM 667328108 50 5593 SH SHARED 04 5593 D NORTHWEST NAT GAS CO COM 667655104 1415 53432 SH SHARED 01 53432 D NORTHWEST NAT GAS CO COM 667655104 260 9834 SH SHARED 04 9834 D NORTHWEST PIPE CO COM 667746101 0 73 SH SHARED 04 73 D NORTHWEST PIPE CO COM 667746101 7 1000 SH SHARED 04 1000 D NORTHWESTERN CORP COM 668074107 719 31100 SH SHARED 01 31100 D NORTHWESTERN CORP COM 668074107 25 1100 SH SHARED 02 300 800 D NORTHWESTERN CORP COM 668074107 209 9049 SH SHARED 04 9049 D NOVA CHEMICALS CORP COM 66977W109 129 6866 SH SHARED 01 6866 D NOVA CORP GA COM 669784100 123 6200 SH SHARED 6200 D NOVA CORP GA COM 669784100 1225 61473 SH SHARED 01 61473 D NOVA CORP GA COM 669784100 556 27910 SH SHARED 02 12000 15910 D NOVA CORP GA COM 669784100 972 48800 SH SHARED 04 48800 D NOVA CORP GA COM 669784100 183 9200 SH SHARED 05 9200 D NOVAMED EYECARE INC COM 66986W108 5 5547 SH SHARED 05 5547 D NOVATEL WIRELESS INC COM 66987M109 0 58 SH SHARED 05 58 D NOVARTIS A G SPONSORED ADR 66987V109 367 8212 SH SHARED 01 7212 1000 D NOVARTIS A G SPONSORED ADR 66987V109 194 4350 SH SHARED 02 4350 D NOVARTIS A G SPONSORED ADR 66987V109 125 2800 SH SHARED 05 2800 D NOVAMETRIX MED SYS INC COM 669870107 1 277 SH SHARED 05 277 D NU HORIZONS ELECTRS CORP COM 669908105 95 10700 SH SHARED 10700 D NOVADIGM INC COM 669937104 81 12842 SH SHARED 01 12842 D NOVADIGM INC COM 669937104 868 137650 SH SHARED 02 109150 28500 D NOVADIGM INC COM 669937104 89 14100 SH SHARED 03 14100 D NOVADIGM INC COM 669937104 32 5151 SH SHARED 04 5151 D NOVATEL INC COM 669954109 24 14635 SH SHARED 04 14635 D NUANCE COMMUNICATIONS INC COM 669967101 107 2484 SH SHARED 04 2484 D NUANCE COMMUNICATIONS INC COM 669967101 536 12450 SH SHARED 01 12450 D NUANCE COMMUNICATIONS INC COM 669967101 86 2010 SH SHARED 04 2010 D NOVELL INC COM 670006105 16727 3205064 SH SHARED 01 3205064 D NOVELL INC COM 670006105 4621 885485 SH SHARED 02 69835 815650 D NOVELL INC COM 670006105 2643 506553 SH SHARED 04 506553 D NOVELLUS SYS INC COM 670008101 31837 885913 SH SHARED 01 883813 2100 D NOVELLUS SYS INC COM 670008101 524 14600 SH SHARED 02 13600 1000 D NOVELLUS SYS INC COM 670008101 3873 107789 SH SHARED 04 107789 D NOVEN PHARMACEUTICALS INC COM 670009109 2 67 SH SHARED 04 67 D NOVEN PHARMACEUTICALS INC COM 670009109 1420 38000 SH SHARED 01 38000 D NOVEN PHARMACEUTICALS INC COM 670009109 205 5494 SH SHARED 02 3000 2494 D NOVEN PHARMACEUTICALS INC COM 670009109 279 7489 SH SHARED 04 7489 D NOVOSTE CORP COM 67010C100 805 29300 SH SHARED 01 29300 D NOVOSTE CORP COM 67010C100 174 6360 SH SHARED 04 6360 D NOVO-NORDISK A S ADR 670100205 265 3000 SH SHARED 01 3000 D NOVO-NORDISK A S ADR 670100205 13 150 SH SHARED 02 150 D NU SKIN ENTERPRISES INC CL A 67018T105 294 55388 SH SHARED 01 55388 D NU SKIN ENTERPRISES INC 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FINL SVCS GROUP INC COM 693475105 489 6700 SH SHARED 6700 D PNC FINL SVCS GROUP INC COM 693475105 170029 2327195 SH SHARED 01 2318695 8500 D PNC FINL SVCS GROUP INC COM 693475105 599 8200 SH SHARED 02 3300 4900 D PNC FINL SVCS GROUP INC COM 693475105 19716 269853 SH SHARED 04 269853 D PNV INC COM 69348A103 0 1587 SH SHARED 04 1587 D PPG INDS INC COM 693506107 58034 1253117 SH SHARED 01 1252817 300 D PPG INDS INC COM 693506107 866 18700 SH SHR/OTHR 01 5700 13000 D PPG INDS INC COM 693506107 76 1645 SH SHARED 02 1645 D PPG INDS INC COM 693506107 7092 153154 SH SHARED 04 153154 D PPG INDS INC COM 693506107 838 18100 SH SHARED 05 18100 D PPL CORP COM 69351T106 38372 849200 SH SHARED 849200 D PPL CORP COM 69351T106 45610 1009361 SH SHARED 01 1009361 D PPL CORP COM 69351T106 54 1200 SH SHARED 02 1200 D PPL CORP COM 69351T106 5384 119166 SH SHARED 04 119166 D PPL CORP COM 69351T106 253 5600 SH SHARED 05 5600 D PPT VISION INC COM 693519100 7 2332 SH SHARED 05 2332 D PRI AUTOMATION INC COM 69357H106 11 613 SH SHARED 05 613 D PRI AUTOMATION INC COM 69357H106 907 48400 SH SHARED 01 48400 D PRI AUTOMATION INC COM 69357H106 15 800 SH SHR/OTHR 01 800 D PRI AUTOMATION INC COM 69357H106 327 17443 SH SHARED 04 17443 D PRWW LTD COM 693591109 58 7650 SH SHARED 04 7650 D PS BUSINESS PKS INC CALIF COM 69360J107 970 34900 SH SHARED 01 34900 D PS BUSINESS PKS INC CALIF COM 69360J107 251 9049 SH SHARED 04 9049 D P T PASIFIK SATELIT NUSANTARA SPONSORED ADR 69365Q106 0 89 SH SHARED 04 89 D P T PASIFIK SATELIT NUSANTARA SPONSORED ADR 69365Q106 1 500 SH SHARED 01 500 D P V C CONTAINER CORP COM 693651101 13 3663 SH SHARED 01 3663 D PSS WORLD MED INC COM 69366A100 25 5067 SH SHARED 01 5067 D PSS WORLD MED INC COM 69366A100 627 125576 SH SHARED 01 125576 D PSS WORLD MED INC COM 69366A100 80 16150 SH SHARED 02 15050 1100 D PSS WORLD MED INC COM 69366A100 1839 367950 SH SHARED 03 367950 D PSS WORLD MED INC COM 69366A100 888 177719 SH SHARED 04 177719 D PTEK HLDGS INC COM 69366M104 1 919 SH SHARED 04 919 D PTEK HLDGS INC COM 69366M104 7 5362 SH SHARED 01 5362 D PTEK HLDGS INC COM 69366M104 1 1200 SH SHARED 02 1200 D PW EAGLE INC COM 69366Y108 0 66 SH SHARED 02 66 D PAC-WEST TELECOM INC COM 69371Y101 34 10019 SH SHARED 02 10019 D PAC-WEST TELECOM INC COM 69371Y101 2691 783183 SH SHARED 01 783183 D PAC-WEST TELECOM INC COM 69371Y101 23 6830 SH SHARED 04 6830 D PACCAR INC COM 693718108 27365 555647 SH SHARED 01 553947 1700 D PACCAR INC COM 693718108 98 2000 SH SHR/OTHR 01 2000 D PACCAR INC COM 693718108 3489 70861 SH SHARED 04 70861 D PACHOLDER HIGH YIELD FD INC COM 693742108 0 80 SH SHARED 04 80 D PACIFIC AEROSPACE & ELECTRONIC COM 693758104 0 111 SH SHARED 04 111 D PACER TECHNOLOGY COM NEW 693905200 1 721 SH SHARED 04 721 D PACIFIC CAP BANCORP NEW COM 69404P101 8 314 SH SHARED 04 314 D PACIFIC CAP BANCORP NEW COM 69404P101 832 29600 SH SHARED 01 29600 D PACIFIC CAP BANCORP NEW COM 69404P101 73 2614 SH SHARED 02 2614 D PACIFIC CAP BANCORP NEW COM 69404P101 289 10285 SH SHARED 04 10285 D PACIFIC CENTY FINL CORP COM 694058108 247 14000 SH SHARED 14000 D PACIFIC CENTY FINL CORP COM 694058108 1690 95570 SH SHARED 01 95570 D PACIFIC CENTY FINL CORP COM 694058108 26 1500 SH SHR/OTHR 01 1500 D PACIFIC CENTY FINL CORP COM 694058108 1036 58600 SH SHARED 04 58600 D PACIFIC CENTY FINL CORP COM 694058108 185 10500 SH SHARED 05 10500 D PACIFIC CENTY CYBERWORKS LTD SPONSORED ADR 694059106 4 770 SH SHARED 01 770 D PACIFIC CENTY CYBERWORKS LTD SPONSORED ADR 694059106 29 4800 SH SHARED 02 4800 D PACIFIC GATEWAY EXCHANGE INC COM 694327107 0 228 SH SHARED 02 228 D PACIFIC GATEWAY EXCHANGE INC COM 694327107 0 300 SH SHARED 02 300 D PACIFIC GATEWAY EXCHANGE INC COM 694327107 4 136750 SH SHARED 03 136750 D PACIFIC GULF PPTYS INC COM 694396102 251 41100 SH SHARED 01 41100 D PACIFIC GULF PPTYS INC COM 694396102 61 10000 SH SHR/OTHR 01 10000 D PACIFIC GULF PPTYS INC COM 694396102 60 9950 SH SHARED 02 6850 3100 D PACIFIC GULF PPTYS INC COM 694396102 46 7580 SH SHARED 04 7580 D PACIFIC NORTHWEST BANCORP COM 69466M103 295 21417 SH SHARED 01 21417 D PACIFIC NORTHWEST BANCORP COM 69466M103 74 5365 SH SHARED 04 5365 D PACIFIC SUNWEAR CALIF INC COM 694873100 13 530 SH SHARED 04 530 D PACIFIC SUNWEAR CALIF INC COM 694873100 1304 50891 SH SHARED 01 50891 D PACIFIC SUNWEAR CALIF INC COM 694873100 14 562 SH SHR/OTHR 01 562 D PACIFIC SUNWEAR CALIF INC COM 694873100 12 500 SH SHARED 02 500 D PACIFIC SUNWEAR CALIF INC COM 694873100 315 12306 SH SHARED 04 12306 D PACIFICARE HEALTH SYS DEL COM 695112102 315 21004 SH SHARED 04 21004 D PACIFICARE HEALTH SYS DEL COM 695112102 157 10500 SH SHARED 10500 D PACIFICARE HEALTH SYS DEL COM 695112102 789 52614 SH SHARED 01 52514 100 D PACIFICARE HEALTH SYS DEL COM 695112102 600 40000 SH SHARED 04 40000 D PACIFICARE HEALTH SYS DEL COM 695112102 70 4700 SH SHARED 05 4700 D PACKAGING CORP AMER COM 695156109 900 55831 SH SHARED 01 55831 D PACKAGING CORP AMER COM 695156109 56 3500 SH SHARED 02 3500 D PACKAGING CORP AMER COM 695156109 3807 236152 SH SHARED 04 236152 D PACKARD BIOSCIENCE INC COM 695172205 19 1676 SH SHARED 04 1676 D PACKARD BIOSCIENCE INC COM 695172205 184 15900 SH SHARED 01 15900 D PACKARD BIOSCIENCE INC COM 695172205 55 4807 SH SHARED 04 4807 D PACKETEER INC COM 695210104 2 180 SH SHARED 04 180 D PACKETEER INC COM 695210104 377 30500 SH SHARED 01 30500 D PACKETEER INC COM 695210104 162 13130 SH SHARED 04 13130 D PACTIV CORP COM 695257105 16485 1332171 SH SHARED 01 1331471 700 D PACTIV CORP COM 695257105 538 43550 SH SHARED 02 41050 2500 D PACTIV CORP COM 695257105 2586 209015 SH SHARED 04 209015 D PACTIV CORP COM 695257105 47 3800 SH SHARED 05 3800 D PAKISTAN INVT FD INC COM 695844100 1780 770300 SH SHARED 04 770300 D PALATIN TECHNOLOGIES INC COM NEW 696077304 6 2000 SH SHARED 02 2000 D PALL CORP COM 696429307 18666 875858 SH SHARED 01 873402 2456 D PALL CORP COM 696429307 452 21249 SH SHR/OTHR 01 16549 4700 D PALL CORP COM 696429307 17 800 SH SHARED 02 800 D PALL CORP COM 696429307 2184 102484 SH SHARED 04 102484 D PALL CORP COM 696429307 102 4800 SH SHARED 05 4800 D PALM HARBOR HOMES COM 696639103 3 245 SH SHARED 05 245 D PALM HARBOR HOMES COM 696639103 334 21222 SH SHARED 01 21222 D PALM HARBOR HOMES COM 696639103 112 7144 SH SHARED 04 7144 D PALM INC COM 696642107 9 338 SH SHARED 04 338 D PALM INC COM 696642107 35592 1257143 SH SHARED 1257143 D PALM INC COM 696642107 114339 4038544 SH SHARED 01 4028166 10378 D PALM INC COM 696642107 19 696 SH SHR/OTHR 01 696 D PALM INC COM 696642107 657 23236 SH SHARED 02 14202 9034 D PALM INC COM 696642107 15565 549786 SH SHARED 04 549786 D PALM INC COM 696642107 872 30800 SH SHARED 05 30800 D PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 13 9796 SH SHARED 05 9796 D PAN AMERICAN SILVER CORP COM 697900108 2 1135 SH SHARED 05 1135 D PANAMSAT CORP NEW COM 697933109 0 3 SH SHARED 05 3 D PANAMSAT CORP NEW COM 697933109 960 27688 SH SHARED 01 27688 D PANAMSAT CORP NEW COM 697933109 1266 36500 SH SHARED 04 36500 D PAN PACIFIC RETAIL PPTYS INC COM 69806L104 532 23882 SH SHARED 01 23882 D PAN PACIFIC RETAIL PPTYS INC COM 69806L104 169 7605 SH SHARED 04 7605 D PANERA BREAD CO CL A 69840W108 1 64 SH SHARED 04 64 D PANTRY INC COM 698657103 0 22 SH SHARED 04 22 D PAPA JOHNS INTL INC COM 698813102 2 106 SH SHARED 04 106 D PAPA JOHNS INTL INC COM 698813102 1019 45832 SH SHARED 01 45832 D PAPA JOHNS INTL INC COM 698813102 20 925 SH SHR/OTHR 01 925 D PAPA JOHNS INTL INC COM 698813102 80 3600 SH SHARED 02 1000 2600 D PAPA JOHNS INTL INC COM 698813102 2036 91525 SH SHARED 03 91525 D PAPA JOHNS INTL INC COM 698813102 485 21827 SH SHARED 04 21827 D PAPA JOHNS INTL INC COM 698813102 68 3100 SH SHARED 05 3100 D PARADIGM MED INDS INC DEL COM 69900Q108 75 40499 SH SHARED 05 40499 D PARADIGM GENETICS INC COM 69900R106 9 981 SH SHARED 05 981 D PARADIGM GENETICS INC COM 69900R106 91 9100 SH SHARED 01 9100 D PARADIGM GENETICS INC COM 69900R106 20 2021 SH SHARED 04 2021 D PARADISE MUSIC & ENTMT INC COM 699071106 0 3165 SH SHARED 04 3165 D PARADYNE NETWORKS INC COM 69911G107 0 425 SH SHARED 04 425 D PARADYNE NETWORKS INC COM 69911G107 54 29800 SH SHARED 01 29800 D PARADYNE NETWORKS INC COM 69911G107 11 6598 SH SHARED 04 6598 D PARALLEL PETE CORP DEL COM 699157103 0 130 SH SHARED 04 130 D PARAMETRIC TECHNOLOGY CORP COM 699173100 4 337 SH SHARED 04 337 D PARAMETRIC TECHNOLOGY CORP COM 699173100 26407 1965261 SH SHARED 01 1965061 200 D PARAMETRIC TECHNOLOGY CORP COM 699173100 1153 85858 SH SHARED 02 10250 75608 D PARAMETRIC TECHNOLOGY CORP COM 699173100 14323 1065972 SH SHARED 04 1065972 D PARAMETRIC TECHNOLOGY CORP COM 699173100 77 5800 SH SHARED 05 5800 D PAREXEL INTL CORP COM 699462107 0 50 SH SHARED 05 50 D PAREXEL INTL CORP COM 699462107 1063 98354 SH SHARED 01 98354 D PAREXEL INTL CORP COM 699462107 216 20000 SH SHARED 02 20000 D PAREXEL INTL CORP COM 699462107 102 9507 SH SHARED 04 9507 D PARIS CORP COM 699556106 0 100 SH SHARED 04 100 D PARK ELECTROCHEMICAL CORP COM 700416209 59 1950 SH SHARED 1950 D PARK ELECTROCHEMICAL CORP COM 700416209 10035 327037 SH SHARED 01 327037 D PARK ELECTROCHEMICAL CORP COM 700416209 168 5481 SH SHARED 04 5481 D PARK NATL CORP COM 700658107 1056 11780 SH SHARED 01 11780 D PARK NATL CORP COM 700658107 321 3587 SH SHARED 04 3587 D PARK OHIO HLDGS CORP COM 700666100 2 427 SH SHARED 04 427 D PARK PL ENTMT CORP COM 700690100 5505 461220 SH SHARED 01 458520 2700 D PARK PL ENTMT CORP COM 700690100 58 4925 SH SHARED 02 1025 3900 D PARK PL ENTMT CORP COM 700690100 3688 309000 SH SHARED 04 309000 D PARK PL ENTMT CORP COM 700690100 574 48100 SH SHARED 05 48100 D PARKER DRILLING CO COM 701081101 721 142435 SH SHARED 01 142435 D PARKER DRILLING CO COM 701081101 149 29512 SH SHARED 04 29512 D PARKER HANNIFIN CORP COM 701094104 37224 843612 SH SHARED 01 840812 2800 D PARKER HANNIFIN CORP COM 701094104 6 150 SH SHARED 02 150 D PARKER HANNIFIN CORP COM 701094104 4325 98033 SH SHARED 04 98033 D PARKERVISION INC COM 701354102 745 20360 SH SHARED 01 20360 D PARKERVISION INC COM 701354102 114 3132 SH SHARED 04 3132 D PARKWAY PPTYS INC COM 70159Q104 412 13900 SH SHARED 01 13900 D PARKWAY PPTYS INC COM 70159Q104 115 3902 SH SHARED 04 3902 D PARLEX CORP COM 701630105 0 5 SH SHARED 04 5 D PARLUX FRAGRANCES INC COM 701645103 0 523 SH SHARED 04 523 D PARTHUS TECHNOLOGIES PLC SPONSORED ADR 70211Y103 1 50 SH SHARED 04 50 D PARTSBASE COM INC COM 70214P109 2 1271 SH SHARED 04 1271 D PATHMARK STORES INC NEW COM 70322A101 11 708 SH SHARED 04 708 D PATHMARK STORES INC NEW WT EXP 092810 70322A119 0 14 SH SHARED 04 14 D PATHMARK STORES INC NEW WT EXP 092810 70322A119 204 42560 SH SHARED 04 42560 D PATINA OIL & GAS CORP COM 703224105 499 20812 SH SHARED 01 20812 D PATINA OIL & GAS CORP COM 703224105 686 28600 SH SHARED 02 28600 D PATINA OIL & GAS CORP COM 703224105 128 5371 SH SHARED 04 5371 D PATINA OIL & GAS CORP WT EXP 050201 703224113 14 1200 SH SHARED 02 1200 D PATRIOT BANK CORP PA COM 70335P103 0 78 SH SHARED 02 78 D PATTERSON DENTAL CO COM 703412106 2068 61050 SH SHARED 01 61050 D PATTERSON DENTAL CO COM 703412106 152 4500 SH SHARED 04 4500 D PATTERSON ENERGY INC COM 703414102 4 114 SH SHARED 04 114 D PATTERSON ENERGY INC COM 703414102 2648 71101 SH SHARED 01 71101 D PATTERSON ENERGY INC COM 703414102 18 500 SH SHARED 02 500 D PATTERSON ENERGY INC COM 703414102 537 14425 SH SHARED 04 14425 D PAULA FINL DEL COM 703588103 1 1100 SH SHARED 04 1100 D PAWNMART INC COM NEW 704157205 0 334 SH SHARED 04 334 D PAXAR CORP COM 704227107 45 4500 SH SHARED 4500 D PAXAR CORP COM 704227107 592 58162 SH SHARED 01 58162 D PAXAR CORP COM 704227107 157 15416 SH SHARED 04 15416 D PAXSON COMMUNICATIONS CORP COM 704231109 179 15000 SH SHARED 04 15000 D PAXSON COMMUNICATIONS CORP COM 704231109 514 43100 SH SHARED 01 43100 D PAXSON COMMUNICATIONS CORP COM 704231109 154 12959 SH SHARED 04 12959 D PAYCHEX INC COM 704326107 680 14005 SH SHARED 04 143 13862 D PAYCHEX INC COM 704326107 37421 769600 SH SHARED 769600 D PAYCHEX INC COM 704326107 131254 2699327 SH SHARED 01 2680232 19095 D PAYCHEX INC COM 704326107 932 19169 SH SHARED 02 8320 10849 D PAYCHEX INC COM 704326107 16019 329448 SH SHARED 04 329448 D PAYCHEX INC COM 704326107 393 8100 SH SHARED 05 8100 D PAYLESS SHOESOURCE INC COM 704379106 169 2400 SH SHARED 2400 D PAYLESS SHOESOURCE INC COM 704379106 4056 57340 SH SHARED 01 57008 332 D PAYLESS SHOESOURCE INC COM 704379106 0 5 SH SHR/OTHR 01 5 D PAYLESS SHOESOURCE INC COM 704379106 2660 37610 SH SHARED 04 37610 D PCORDER COM INC CL A 70453H107 0 292 SH SHARED 04 292 D PEAPOD INC COM 704718105 2 2816 SH SHARED 04 2816 D PEC SOLUTIONS INC COM 705107100 1 200 SH SHARED 01 200 D PEC SOLUTIONS INC COM 705107100 9 1128 SH SHARED 04 1128 D PEDIATRIX MED GROUP COM 705324101 120 5000 SH SHARED 01 5000 D PEERLESS SYS CORP COM 705536100 3 4007 SH SHARED 01 4007 D PEGASYSTEMS INC COM 705573103 0 129 SH SHARED 01 129 D PEGASUS COMMUNICATIONS CORP CL A 705904100 870 33800 SH SHARED 01 33800 D PEGASUS COMMUNICATIONS CORP CL A 705904100 303 11801 SH SHARED 04 11801 D PEGASUS 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INC COM 708046107 120 6137 SH SHARED 04 6137 D PENNEY J C INC COM 708160106 19543 1797092 SH SHARED 01 1794992 1600 500 D PENNEY J C INC COM 708160106 131 12113 SH SHR/OTHR 01 3525 8588 D PENNEY J C INC COM 708160106 18 1722 SH SHARED 02 1722 D PENNEY J C INC COM 708160106 3008 276635 SH SHARED 04 276635 D PENNEY J C INC COM 708160106 556 51200 SH SHARED 05 51200 D PENNSYLVANIA RL ESTATE INVT TR SH BEN INT 709102107 380 19900 SH SHARED 01 19900 D PENNSYLVANIA RL ESTATE INVT TR SH BEN INT 709102107 66 3500 SH SHR/OTHR 01 3500 D PENNSYLVANIA RL ESTATE INVT TR SH BEN INT 709102107 91 4808 SH SHARED 04 4808 D PENNZOIL-QUAKER STATE COMPANY COM 709323109 2430 188815 SH SHARED 01 188815 D PENNZOIL-QUAKER STATE COMPANY COM 709323109 1048 81431 SH SHARED 04 81431 D PENNZOIL-QUAKER STATE COMPANY COM 709323109 132 10300 SH SHARED 05 10300 D PENTACON INC COM 709620108 8 11000 SH SHARED 02 10000 1000 D PENTAIR INC COM 709631105 1512 62539 SH SHARED 01 62539 D PENTAIR INC COM 709631105 2002 82800 SH SHARED 04 82800 D PENTAIR INC COM 709631105 154 6400 SH SHARED 05 6400 D PENTASTAR COMMUNICATIONS INC COM 709632103 3 138 SH SHARED 05 138 D PENTON MEDIA INC COM 709668107 919 34200 SH SHARED 01 34200 D PENTON MEDIA INC COM 709668107 225 8372 SH SHARED 04 8372 D PEOPLEPC INC COM 709776108 67 89865 SH SHARED 04 89865 D PEOPLES BANCSHARES INC MASS COM 709795108 4 360 SH SHARED 04 360 D PEOPLES BK BRIDGEPORT CONN COM 710198102 21 833 SH SHARED 04 833 D PEOPLES BK BRIDGEPORT CONN COM 710198102 1142 44154 SH SHARED 01 44154 D PEOPLES BK BRIDGEPORT CONN COM 710198102 275 10632 SH SHARED 04 10632 D PEOPLES ENERGY CORP COM 711030106 12543 280307 SH SHARED 01 279607 700 D PEOPLES ENERGY CORP COM 711030106 268 6000 SH SHR/OTHR 01 6000 D PEOPLES ENERGY CORP COM 711030106 4 100 SH SHARED 02 100 D PEOPLES ENERGY CORP COM 711030106 1717 38375 SH SHARED 04 38375 D PEOPLES ENERGY CORP COM 711030106 35 800 SH SHARED 05 800 D PEOPLESOFT INC COM 712713106 733 19723 SH SHARED 05 19723 D PEOPLESOFT INC COM 712713106 71734 1929028 SH SHARED 01 1929028 D PEOPLESOFT INC COM 712713106 7 200 SH SHR/OTHR 01 200 D PEOPLESOFT INC COM 712713106 585 15737 SH SHARED 02 15237 500 D PEOPLESOFT INC COM 712713106 33561 902500 SH SHARED 04 902500 D PEP BOYS MANNY MOE & JACK COM 713278109 303 83602 SH SHARED 01 83602 D PEP BOYS MANNY MOE & JACK COM 713278109 37 10400 SH SHARED 02 400 10000 D PEP BOYS MANNY MOE & JACK COM 713278109 66 18326 SH SHARED 04 18326 D PEPSI BOTTLING GROUP INC COM 713409100 3650 91700 SH SHARED 01 91700 D PEPSI BOTTLING GROUP INC COM 713409100 1106 27800 SH SHARED 04 27800 D PEPSI BOTTLING GROUP INC COM 713409100 199 5000 SH SHARED 05 5000 D PEPSICO INC COM 713448108 7 150 SH SHARED 05 150 D PEPSICO INC COM 713448108 386 7800 SH SHR/OTHR 05 7800 D PEPSICO INC COM 713448108 584693 11797208 SH SHARED 01 11584622 212586 D PEPSICO INC COM 713448108 33737 680712 SH SHR/OTHR 01 384922 295790 D PEPSICO INC COM 713448108 2090 42179 SH SHARED 02 20867 21312 D PEPSICO INC COM 713448108 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53700 SH SHARED 05 53700 D QWEST COMMUNICATIONS INTL INC COM 749121109 41586 1017400 SH SHARED 06 1017400 D R & B INC COM 749124103 0 171 SH SHARED 06 171 D R & G FINANCIAL CORP CL B 749136107 1 91 SH SHARED 06 91 D R & G FINANCIAL CORP CL B 749136107 256 18000 SH SHARED 01 18000 D R & G FINANCIAL CORP CL B 749136107 55 3917 SH SHARED 04 3917 D RCM TECHNOLOGIES INC COM NEW 749360400 0 25 SH SHARED 04 25 D RCN CORP COM 749361101 6 1004 SH SHARED 04 1004 D RCN CORP COM 749361101 299 47400 SH SHARED 01 46400 1000 D RCN CORP COM 749361101 1 300 SH SHR/OTHR 01 300 D RCN CORP COM 749361101 26 4200 SH SHARED 04 4200 D RCN CORP COM 749361101 31 5000 SH SHARED 05 5000 D RFS HOTEL INVS INC COM 74955J108 694 53200 SH SHARED 01 49100 4100 D RFS HOTEL INVS INC COM 74955J108 124 9505 SH SHARED 04 9505 D R H DONNELLEY CORP COM NEW 74955W307 2696 110907 SH SHARED 01 110207 700 D R H DONNELLEY CORP COM NEW 74955W307 87 3592 SH SHR/OTHR 01 80 3512 D R H DONNELLEY CORP COM NEW 74955W307 2 100 SH SHARED 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RELIANT ENERGY INC COM 75952J108 140 3250 SH SHR/OTHR 01 250 3000 D RELIANT ENERGY INC COM 75952J108 181 4198 SH SHARED 02 1400 2798 D RELIANT ENERGY INC COM 75952J108 10245 236557 SH SHARED 04 236557 D RELIANT ENERGY INC COM 75952J108 723 16700 SH SHARED 05 16700 D RELM WIRELESS CORP COM 759525108 0 308 SH SHARED 05 308 D REMEC INC COM 759543101 3 392 SH SHARED 05 392 D REMEC INC COM 759543101 635 66048 SH SHARED 01 66048 D REMEC INC COM 759543101 142 14755 SH SHARED 04 14755 D REMEDY CORP COM 759548100 0 25 SH SHARED 04 25 D REMEDY CORP COM 759548100 802 48450 SH SHARED 01 48450 D REMEDY CORP COM 759548100 263 15900 SH SHARED 02 15900 D REMEDY CORP COM 759548100 339 20484 SH SHARED 04 20484 D REMEDYTEMP INC CL A 759549108 9 1200 SH SHARED 04 1200 D RENAISSANCE WORLDWIDE INC COM 75968A109 28 36458 SH SHARED 04 36458 D RELIABILITY INC COM 759903107 17 7136 SH SHARED 04 7136 D REPLIGEN CORP COM 759916109 0 50 SH SHARED 04 50 D REPUBLIC BANCSHARES INC COM 759929102 0 26 SH SHARED 04 26 D 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SHARED 02 3 D REPUBLIC BANCORP INC COM 760282103 7 708 SH SHARED 02 708 D REPUBLIC BANCORP INC COM 760282103 694 64205 SH SHARED 01 64205 D REPUBLIC BANCORP INC COM 760282103 39 3630 SH SHARED 02 3630 D REPUBLIC BANCORP INC COM 760282103 209 19336 SH SHARED 04 19336 D REPUBLIC FIRST BANCORP INC COM 760416107 0 116 SH SHARED 04 116 D REPUBLIC SECURITY FINL CORP COM 760758102 635 88075 SH SHARED 04 88075 D REPUBLIC SECURITY FINL CORP COM 760758102 481 66642 SH SHARED 01 66642 D REPUBLIC SECURITY FINL CORP COM 760758102 144 20000 SH SHARED 02 20000 D REPUBLIC SECURITY FINL CORP COM 760758102 136 18899 SH SHARED 04 18899 D REPUBLIC SVCS INC COM 760759100 2569 149500 SH SHARED 01 146000 3500 D REPUBLIC SVCS INC COM 760759100 4 250 SH SHARED 02 250 D REPUBLIC SVCS INC COM 760759100 274 16000 SH SHARED 04 16000 D RESEARCH INC COM 760898106 0 100 SH SHARED 04 100 D RESEARCH FRONTIERS INC COM 760911107 0 40 SH SHARED 04 40 D RESEARCH FRONTIERS INC COM 760911107 254 14548 SH SHARED 01 14548 D 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SHARED 02 1200 1250 D SAFEGUARD SCIENTIFICS INC COM 786449108 285 43100 SH SHARED 04 43100 D SAFEGUARD SCIENTIFICS INC COM 786449108 65 9900 SH SHARED 05 9900 D SAFENET INC COM 78645R107 188 4000 SH SHARED 01 4000 D SAFENET INC COM 78645R107 94 2000 SH SHARED 02 2000 D SAFESCIENCE INC COM 786452102 0 450 SH SHARED 02 450 D SAFEWAY INC COM NEW 786514208 34606 553700 SH SHARED 553700 D SAFEWAY INC COM NEW 786514208 221135 3538162 SH SHARED 01 3515762 22400 D SAFEWAY INC COM NEW 786514208 915 14650 SH SHR/OTHR 01 8850 5800 D SAFEWAY INC COM NEW 786514208 1115 17850 SH SHARED 02 7000 10850 D SAFEWAY INC COM NEW 786514208 36788 588608 SH SHARED 04 588608 D SAFEWAY INC COM NEW 786514208 1175 18800 SH SHARED 05 18800 D SAFLINK CORP COM 786578104 2 8839 SH SHARED 05 8839 D SAFLINK CORP COM 786578104 0 1666 SH SHARED 02 1666 D SAGA COMMUNICATIONS CL A 786598102 151 10216 SH SHARED 01 10216 D SAGA COMMUNICATIONS CL A 786598102 4 307 SH SHARED 02 307 D SAGA COMMUNICATIONS CL A 786598102 36 2462 SH SHARED 04 2462 D SAGA SYS INC COM 786610105 419 36660 SH SHARED 01 36660 D SAGA SYS INC COM 786610105 131 11506 SH SHARED 04 11506 D SAGE INC COM 786632109 1 115 SH SHARED 04 115 D SAGE INC COM 786632109 22 1500 SH SHARED 04 1500 D SAGENT TECHNOLOGY INC COM 786693101 0 108 SH SHARED 04 108 D SAGENT TECHNOLOGY INC COM 786693101 59 43061 SH SHARED 01 43061 D SAGENT TECHNOLOGY INC COM 786693101 7 5811 SH SHARED 04 5811 D ST FRANCIS CAP CORP COM 789374105 0 23 SH SHARED 04 23 D ST JOE CO COM 790148100 973 44250 SH SHARED 01 44250 D ST JOE CO COM 790148100 506 23000 SH SHR/OTHR 01 23000 D ST JOE CO COM 790148100 26 1200 SH SHARED 02 1200 D ST JOE CO COM 790148100 59 2700 SH SHARED 04 2700 D ST JOSEPH LT & PWR CO COM 790654107 74 3054 SH SHARED 01 3054 D ST JOSEPH LT & PWR CO COM 790654107 136 5554 SH SHR/OTHR 01 1500 4054 D ST JUDE MED INC COM 790849103 35616 579728 SH SHARED 01 579170 558 D ST JUDE MED INC COM 790849103 79 1300 SH SHARED 02 1300 D ST JUDE MED INC COM 790849103 5902 96077 SH SHARED 04 96077 D ST MARY LD & EXPL CO COM 792228108 4 129 SH SHARED 04 129 D ST MARY LD & EXPL CO COM 792228108 1569 47100 SH SHARED 01 47100 D ST MARY LD & EXPL CO COM 792228108 361 10851 SH SHARED 04 10851 D ST PAUL COS INC COM 792860108 423 7800 SH SHARED 7800 D ST PAUL COS INC COM 792860108 94202 1734477 SH SHARED 01 1731376 3101 D ST PAUL COS INC COM 792860108 27 500 SH SHR/OTHR 01 500 D ST PAUL COS INC COM 792860108 163 3008 SH SHARED 02 50 2958 D ST PAUL COS INC COM 792860108 10252 188766 SH SHARED 04 188766 D ST PAUL COS INC COM 792860108 1167 21500 SH SHARED 05 21500 D SAKS INC COM 79377W108 1886 188686 SH SHARED 01 188686 D SAKS INC COM 79377W108 1 100 SH SHARED 02 100 D SAKS INC COM 79377W108 1042 104200 SH SHARED 04 104200 D SAKS INC COM 79377W108 190 19000 SH SHARED 05 19000 D SALEM COMMUNICATIONS CORP DEL CL A 794093104 2 154 SH SHARED 05 154 D SALEM COMMUNICATIONS CORP DEL CL A 794093104 491 32911 SH SHARED 01 32911 D SALEM COMMUNICATIONS CORP DEL CL A 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SHARED 04 233219 D SCIENTIFIC LEARNING CORP COM 808760102 0 200 SH SHARED 01 200 D SCIENTIFIC LEARNING CORP COM 808760102 5 1242 SH SHARED 04 1242 D SCIOS INC COM 808905103 2 100 SH SHARED 02 100 D SCIQUEST COM INC COM 80908Q107 26 19893 SH SHARED 02 19893 D SCIQUEST COM INC COM 80908Q107 55 42200 SH SHARED 01 42200 D SCIQUEST COM INC COM 80908Q107 6 4700 SH SHARED 02 200 4500 D SCIQUEST COM INC COM 80908Q107 10 7619 SH SHARED 04 7619 D SCITEX LTD ORD 809090103 0 8 SH SHARED 04 8 D SCOTT TECHNOLOGIES INC COM 810022301 2 90 SH SHARED 04 90 D SCOTT TECHNOLOGIES INC COM 810022301 492 22000 SH SHARED 01 22000 D SCOTT TECHNOLOGIES INC COM 810022301 107 4818 SH SHARED 04 4818 D SCOTTISH PWR PLC SPON ADR FINAL 81013T705 35 1160 SH SHARED 01 1160 D SCOTTS CO CL A 810186106 1291 34975 SH SHARED 01 34975 D SCOTTS CO CL A 810186106 226 6135 SH SHARED 04 6135 D SCREAMINGMEDIA INC COM 810883108 26 8899 SH SHARED 04 8899 D SCREAMINGMEDIA INC COM 810883108 3 1000 SH SHARED 01 1000 D SCREAMINGMEDIA INC COM 810883108 62 20800 SH SHARED 02 20800 D SCRIPPS E W CO OHIO CL A 811054204 1977 31458 SH SHARED 01 31458 D SCRIPPS E W CO OHIO CL A 811054204 157 2500 SH SHARED 04 2500 D SCUDDER GLOBAL HIGH INCOME FD COM 81115E101 95 19000 SH SHARED 04 19000 D SCUDDER NEW ASIA FD INC COM 811183102 93 10000 SH SHR/OTHR 01 10000 D SCUDDER NEW ASIA FD INC COM 811183102 23 2500 SH SHARED 02 2500 D SEA CONTAINERS LTD CL A 811371707 65 3000 SH SHARED 01 3000 D SEABOARD CORP COM 811543107 78 500 SH SHARED 01 500 D SEABOARD CORP COM 811543107 15 100 SH SHARED 04 100 D SEACHANGE INTL INC COM 811699107 10 532 SH SHARED 04 532 D SEACHANGE INTL INC COM 811699107 481 23700 SH SHARED 01 23700 D SEACHANGE INTL INC COM 811699107 136 6702 SH SHARED 04 6702 D SEACOAST FINL SVCS CORP COM 81170Q106 468 39027 SH SHARED 01 37209 1818 D SEACOAST FINL SVCS CORP COM 81170Q106 122 10233 SH SHARED 04 10233 D SEACOAST BKG CORP FLA CL A 811707108 15 600 SH SHARED 01 600 D SEACOAST BKG CORP FLA CL A 811707108 15 600 SH SHR/OTHR 01 600 D SEACOR SMIT INC COM 811904101 107283 2038650 SH SHARED 01 2038650 D SEACOR SMIT INC COM 811904101 347 6597 SH SHARED 04 6597 D SEALED AIR CORP NEW COM 81211K100 21028 689448 SH SHARED 01 686233 3215 D SEALED AIR CORP NEW COM 81211K100 225 7404 SH SHR/OTHR 01 950 6454 D SEALED AIR CORP NEW COM 81211K100 13 445 SH SHARED 02 445 D SEALED AIR CORP NEW COM 81211K100 3688 120936 SH SHARED 04 120936 D SEALED AIR CORP NEW COM 81211K100 667 21900 SH SHARED 05 21900 D SEALED AIR CORP NEW PFD CV A $2 81211K209 11218 347850 SH SHARED 04 347850 D SEARS ROEBUCK & CO COM 812387108 594 17100 SH SHARED 17100 D SEARS ROEBUCK & CO COM 812387108 85571 2462478 SH SHARED 01 2458078 4400 D SEARS ROEBUCK & CO COM 812387108 420 12100 SH SHR/OTHR 01 500 11600 D SEARS ROEBUCK & CO COM 812387108 73 2117 SH SHARED 02 2117 D SEARS ROEBUCK & CO COM 812387108 10094 290501 SH SHARED 04 290501 D SECTOR SPDR TR SBI INT-ENERGY 81369Y506 603 18185 SH SHARED 02 18100 85 D SECTOR SPDR TR SBI INT-FINL 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6100 D SELECT COMFORT CORP COM 81616X103 0 151 SH SHARED 05 151 D SELECTICA INC COM 816288104 11 485 SH SHARED 05 485 D SELECTICA INC COM 816288104 353 14600 SH SHARED 01 14600 D SELECTICA INC COM 816288104 43 1781 SH SHARED 04 1781 D SELECTIVE INS GROUP INC COM 816300107 5 207 SH SHARED 04 207 D SELECTIVE INS GROUP INC COM 816300107 961 39650 SH SHARED 01 39650 D SELECTIVE INS GROUP INC COM 816300107 235 9731 SH SHARED 04 9731 D SEMA GROUP PLC SPONSORED ADR 81661R100 8 989 SH SHARED 04 989 D SEMA GROUP PLC SPONSORED ADR 81661R100 61 7475 SH SHARED 01 2989 4486 D SEMELE GROUP INC COM NEW 816618201 1 500 SH SHARED 04 500 D SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 230 4700 SH SHARED 02 1700 3000 D SEMINIS INC CL A 816658108 1 2209 SH SHARED 02 2209 D SEMINIS INC CL A 816658108 3 4808 SH SHARED 04 4808 D SEMTECH CORP COM 816850101 223 10151 SH SHARED 04 10151 D SEMTECH CORP COM 816850101 145174 6580300 SH SHARED 01 6580300 D SEMTECH CORP COM 816850101 2 100 SH SHARED 02 100 D SEMTECH CORP COM 816850101 1367 62000 SH SHARED 04 62000 D SEMTECH CORP COM 816850101 145 6600 SH SHARED 05 6600 D SEMPRA ENERGY COM 816851109 31250 1344100 SH SHARED 1344100 D SEMPRA ENERGY COM 816851109 43755 1881957 SH SHARED 01 1878569 3388 D SEMPRA ENERGY COM 816851109 87 3751 SH SHR/OTHR 01 3000 751 D SEMPRA ENERGY COM 816851109 4536 195105 SH SHARED 04 195105 D SEMPRA ENERGY COM 816851109 99 4300 SH SHARED 05 4300 D SEMX CORP COM 816854103 39 8676 SH SHARED 05 8676 D SEMITOOL INC COM 816909105 1 134 SH SHARED 05 134 D SEMITOOL INC COM 816909105 238 24600 SH SHARED 01 24600 D SEMITOOL INC COM 816909105 56 5823 SH SHARED 04 5823 D SENETEK PLC SPONSORED ADR 817209307 28 32855 SH SHARED 04 32855 D SENIOR HIGH INCOME PORTFOLIO COM 81721E107 19 3375 SH SHARED 01 3375 D SENIOR HSG PPTYS TR SH BEN INT 81721M109 222 23923 SH SHARED 01 21958 1965 D SENIOR HSG PPTYS TR SH BEN INT 81721M109 3 380 SH SHR/OTHR 01 380 D SENIOR HSG PPTYS TR SH BEN INT 81721M109 46 5034 SH SHARED 04 5034 D SENSIENT 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817320104 50 1400 SH SHARED 05 1400 D SEQUENOM INC COM 817337108 210 15000 SH SHARED 01 15000 D SEQUENOM INC COM 817337108 29 2119 SH SHARED 04 2119 D SEQUOIA SOFTWARE CORP COM 817439102 26 13853 SH SHARED 04 13853 D SEQUOIA SOFTWARE CORP COM 817439102 37 19700 SH SHARED 01 19700 D SEQUOIA SOFTWARE CORP COM 817439102 41 22000 SH SHARED 02 22000 D SEQUOIA SOFTWARE CORP COM 817439102 3 1789 SH SHARED 04 1789 D SERANOVA INC COM 817476104 40 18159 SH SHARED 04 18159 D SERENA SOFTWARE INC COM 817492101 7 218 SH SHARED 04 218 D SERENA SOFTWARE INC COM 817492101 1042 30451 SH SHARED 01 30451 D SERENA SOFTWARE INC COM 817492101 209 6130 SH SHARED 04 6130 D SERONO S A SPONSORED ADR 81752M101 2 100 SH SHARED 02 100 D SERVICE CORP INTL COM 817565104 876 500982 SH SHARED 01 500982 D SERVICE CORP INTL COM 817565104 11 6309 SH SHR/OTHR 01 6309 D SERVICE CORP INTL COM 817565104 2 1165 SH SHARED 02 1165 D SERVICE CORP INTL COM 817565104 185 106080 SH SHARED 04 106080 D SERVICEMASTER CO COM 81760N109 6995 608321 SH SHARED 01 582156 26165 D SERVICEMASTER CO COM 81760N109 960 83524 SH SHR/OTHR 01 65642 17882 D SERVICEMASTER CO COM 81760N109 506 44000 SH SHARED 02 2000 42000 D SERVICEMASTER CO COM 81760N109 309 26900 SH SHARED 04 26900 D SERVICEWARE TECHNOLOGIES INC COM 81763Q109 0 15 SH SHARED 04 15 D 7-ELEVEN INC COM NEW 817826209 193 22070 SH SHARED 01 22070 D 7-ELEVEN INC COM NEW 817826209 27 3175 SH SHARED 04 3175 D 724 SOLUTIONS INC COM 81788Q100 0 26 SH SHARED 04 26 D SHANDONG HUANENG PWR DEV LTD SPON ADR N 819419102 4447 555200 SH SHARED 01 555200 D SHANDONG HUANENG PWR DEV LTD SPON ADR N 819419102 152 19000 SH SHARED 04 19000 D SHARPER IMAGE CORP COM 820013100 44 2863 SH SHARED 04 2863 D SHARPER IMAGE CORP COM 820013100 109 7100 SH SHARED 7100 D SHARPER IMAGE CORP COM 820013100 1618 105300 SH SHARED 01 105300 D SHAW GROUP INC COM 820280105 2445 48900 SH SHARED 01 48900 D SHAW GROUP INC COM 820280105 672 13440 SH SHARED 04 13440 D SHAW INDS INC COM 820286102 3276 173043 SH SHARED 01 173043 D SHAW INDS INC COM 820286102 28 1500 SH SHARED 02 500 1000 D SHAW INDS INC COM 820286102 1708 90200 SH SHARED 04 90200 D SHAW INDS INC COM 820286102 325 17200 SH SHARED 05 17200 D SHELL TRANS & TRADING PLC NEW YRK SH NEW 822703609 633 12826 SH SHARED 01 12826 D SHELL TRANS & TRADING PLC NEW YRK SH NEW 822703609 207 4200 SH SHR/OTHR 01 4200 D SHELL TRANS & TRADING PLC NEW YRK SH NEW 822703609 10 204 SH SHARED 02 204 D SHELL TRANS & TRADING PLC NEW YRK SH NEW 822703609 296 6000 SH SHARED 05 6000 D SHENANDOAH TELECOMMUNICATIONS COM 82312B106 3 100 SH SHARED 05 100 D SHERWIN WILLIAMS CO COM 824348106 30194 1147574 SH SHARED 01 1145574 2000 D SHERWIN WILLIAMS CO COM 824348106 49 1900 SH SHR/OTHR 01 1900 D SHERWIN WILLIAMS CO COM 824348106 299 11370 SH SHARED 02 370 11000 D SHERWIN WILLIAMS CO COM 824348106 3465 131690 SH SHARED 04 131690 D SHERWIN WILLIAMS CO COM 824348106 405 15400 SH SHARED 05 15400 D SHILOH INDS INC COM 824543102 0 219 SH SHARED 05 219 D SHIRE PHARMACEUTICALS GRP PLC SPONSORED ADR 82481R106 23 500 SH SHARED 01 500 D SHIRE PHARMACEUTICALS GRP PLC SPONSORED ADR 82481R106 4 104 SH SHARED 02 104 D SHIRE PHARMACEUTICALS GRP PLC SPONSORED ADR 82481R106 6 132 SH SHARED 04 132 D SHOE CARNIVAL INC COM 824889109 2 300 SH SHARED 04 300 D SHOE PAVILION INC COM 824894109 3 2853 SH SHARED 04 2853 D SHOPKO STORES INC COM 824911101 175 35090 SH SHARED 01 35090 D SHOPKO STORES INC COM 824911101 55 11078 SH SHARED 04 11078 D SHOLODGE INC COM 825034101 16 3637 SH SHARED 04 3637 D SHOP AT HOME INC COM NEW 825066301 1 1260 SH SHARED 04 1260 D SHOP AT HOME INC COM NEW 825066301 6 5000 SH SHARED 02 5000 D SHOPNET COM INC COM 82508N104 0 220 SH SHARED 02 220 D SHORELINE FINL CORP COM 825190101 3 255 SH SHARED 02 255 D SHOWCASE CORP COM 82539P102 1 170 SH SHARED 02 170 D SHOWCASE CORP COM 82539P102 21 3000 SH SHARED 02 3000 D SHUFFLE MASTER INC COM 825549108 0 24 SH SHARED 02 24 D SHURGARD STORAGE CTRS INC COM 82567D104 1345 55050 SH SHARED 01 44717 10333 D SHURGARD STORAGE CTRS INC COM 82567D104 32 1342 SH SHARED 02 1342 D SHURGARD STORAGE CTRS INC COM 82567D104 284 11622 SH SHARED 04 11622 D SICOR INC COM 825846108 2 150 SH SHARED 04 150 D SICOR INC COM 825846108 1372 95050 SH SHARED 01 87848 7202 D SICOR INC COM 825846108 22 1575 SH SHR/OTHR 01 1575 D SICOR INC COM 825846108 144 10000 SH SHARED 02 10000 D SICOR INC COM 825846108 248 17211 SH SHARED 04 17211 D SIEBEL SYS INC COM 826170102 140 2082 SH SHARED 04 2082 D SIEBEL SYS INC COM 826170102 44337 655634 SH SHARED 655634 D SIEBEL SYS INC COM 826170102 357990 5293755 SH SHARED 01 5292955 800 D SIEBEL SYS INC COM 826170102 11466 169565 SH SHARED 02 73945 95620 D SIEBEL SYS INC COM 826170102 499409 7384989 SH SHARED 04 7384989 D SIEBERT FINL CORP COM 826176109 2 524 SH SHARED 04 524 D SIEBERT FINL CORP COM 826176109 0 100 SH SHARED 02 100 D SIERRA PAC RES NEW COM 826428104 2646 164760 SH SHARED 01 164760 D SIERRA PAC RES NEW COM 826428104 18 1152 SH SHR/OTHR 01 1152 D SIERRA 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SH SHARED 02 1600 1000 D SILICON VY BANCSHARES COM 827064106 2106 60956 SH SHARED 04 60956 D SILICON VY BANCSHARES COM 827064106 210 6100 SH SHARED 05 6100 D SILICON VY GROUP INC COM 827066101 761 26487 SH SHARED 05 26487 D SILICON VY GROUP INC COM 827066101 48 1700 SH SHARED 1700 D SILICON VY GROUP INC COM 827066101 8955 311489 SH SHARED 01 311489 D SILICON VY GROUP INC COM 827066101 526 18299 SH SHARED 04 18299 D SILICONIX INC COM NEW 827079203 2 131 SH SHARED 04 131 D SILICONIX INC COM NEW 827079203 334 14850 SH SHARED 01 14850 D SILICONIX INC COM NEW 827079203 116 5199 SH SHARED 04 5199 D SILICONWARE PRECISION INDS LTD SPONSD ADR SPL 827084864 0 230 SH SHARED 04 230 D SILICONWARE PRECISION INDS LTD SPONSD ADR SPL 827084864 2 1000 SH SHARED 04 1000 D SILVERSTREAM SOFTWARE INC COM 827907106 286 13900 SH SHARED 01 13900 D SILVERSTREAM SOFTWARE INC COM 827907106 20 1000 SH SHARED 02 1000 D SILVERSTREAM SOFTWARE INC COM 827907106 387 18787 SH SHARED 04 18787 D SILVER STD RES INC COM 82823L106 1 1318 SH SHARED 04 1318 D SILVERLINE TECHNOLOGIES LTD SPONSORED ADR 828408104 255 25400 SH SHARED 04 25400 D SIMIONE CENTRAL HOLDINGS INC COM PAR $0.001 828654301 5 1745 SH SHARED 04 1745 D SIMIONE CENTRAL HOLDINGS INC COM PAR $0.001 828654301 3 1191 SH SHARED 01 1191 D SIMON PPTY GROUP INC NEW COM 828806109 3961 165054 SH SHARED 01 165054 D SIMON PPTY GROUP INC NEW COM 828806109 388 16170 SH SHARED 02 11400 4770 D SIMON PPTY GROUP INC NEW COM 828806109 225 9400 SH SHARED 04 9400 D SIMON PPTY GROUP INC NEW COM 828806109 45 1900 SH SHARED 05 1900 D SIMON TRANSN SVCS INC CL A 828813105 0 58 SH SHARED 05 58 D SIMON TRANSN SVCS INC CL A 828813105 572 107850 SH SHARED 02 107850 D SIMPLE TECHNOLOGY INC COM 828820100 0 80 SH SHARED 02 80 D SIMPSON MANUFACTURING CO INC COM 829073105 582 11416 SH SHARED 01 11416 D SIMPSON MANUFACTURING CO INC COM 829073105 165 3236 SH SHARED 04 3236 D SIMULA INC COM 829206101 100 50000 SH SHR/OTHR 01 50000 D SINCLAIR BROADCAST GROUP INC CL A 829226109 800 79821 SH SHARED 01 79821 D SINCLAIR BROADCAST GROUP INC CL A 829226109 32 3200 SH SHARED 02 3200 D SINCLAIR BROADCAST GROUP INC CL A 829226109 177 17668 SH SHARED 04 17668 D SIRIUS SATELLITE RADIO INC COM 82966U103 0 31 SH SHARED 04 31 D SIRIUS SATELLITE RADIO INC COM 82966U103 1895 63311 SH SHARED 01 63311 D SIRIUS SATELLITE RADIO INC COM 82966U103 14 500 SH SHARED 02 500 D SIRIUS SATELLITE RADIO INC COM 82966U103 545 18205 SH SHARED 04 18205 D SITEL CORP COM 82980K107 218 75950 SH SHARED 01 75950 D SITEL CORP COM 82980K107 28 10000 SH SHARED 02 7000 3000 D SITEL CORP COM 82980K107 52 18104 SH SHARED 04 18104 D SIPEX CORP COM 829909100 5 225 SH SHARED 04 225 D SIPEX CORP COM 829909100 962 40206 SH SHARED 01 40206 D SIPEX CORP COM 829909100 361 15100 SH SHARED 02 6000 9100 D SIPEX CORP COM 829909100 5518 230550 SH SHARED 03 230550 D SIPEX CORP COM 829909100 209 8749 SH SHARED 04 8749 D SIX FLAGS INC COM 83001P109 2260 131500 SH SHARED 01 131500 D SIX FLAGS INC COM 83001P109 2426 141200 SH SHARED 04 141200 D SIX FLAGS INC COM 83001P109 173 10100 SH SHARED 05 10100 D SKECHERS U S A INC CL A 830566105 454 29336 SH SHARED 01 29336 D SKECHERS U S A INC CL A 830566105 410 26500 SH SHARED 02 25000 1500 D SKECHERS U S A INC CL A 830566105 84 5480 SH SHARED 04 5480 D SKILLSOFT CORP COM 83066P101 1 95 SH SHARED 04 95 D SKILLSOFT CORP COM 83066P101 3721 198500 SH SHARED 01 198500 D SKY FINL GROUP INC COM 83080P103 29 1781 SH SHARED 01 1781 D SKY FINL GROUP INC COM 83080P103 1969 117567 SH SHARED 01 117567 D SKY FINL GROUP INC COM 83080P103 552 32984 SH SHARED 04 32984 D SKYEPHARMA PLC SPONSORED ADR 830808101 1 185 SH SHARED 04 185 D SKYEPHARMA PLC SPONSORED ADR 830808101 3 361 SH SHARED 02 361 D SKYLINE CORP COM 830830105 244 12890 SH SHARED 01 12890 D SKYLINE CORP COM 830830105 42 2232 SH SHARED 02 700 1532 D SKYLINE CORP COM 830830105 48 2567 SH SHARED 04 2567 D SKYMALL INC COM 830859104 1 1365 SH SHARED 04 1365 D SKYWEST INC COM 830879102 10 362 SH SHARED 04 362 D SKYWEST INC COM 830879102 2378 82736 SH SHARED 01 82736 D SKYWEST INC COM 830879102 536 18664 SH SHARED 04 18664 D SMART & FINAL INC COM 831683107 91 10800 SH SHARED 01 10800 D SMART & FINAL INC COM 831683107 39 4688 SH SHARED 04 4688 D SMARTERKIDS COM COM 83169C106 3 5829 SH SHARED 04 5829 D SMARTSERV ONLINE INC WT EXP 032001 83169M112 4 2000 SH SHARED 02 2000 D SMARTSERV ONLINE INC COM NE 83169M203 1 181 SH SHARED 02 181 D SMARTSERV ONLINE INC COM NE 83169M203 87 12400 SH SHARED 01 12400 D SMARTSERV ONLINE INC COM NE 83169M203 12 1780 SH SHARED 04 1780 D SMARTDISK CORP COM 83169Q105 26 6900 SH SHARED 01 6900 D SMARTDISK CORP COM 83169Q105 0 200 SH SHR/OTHR 01 200 D SMARTDISK CORP COM 83169Q105 8 2246 SH SHARED 04 2246 D SMARTFORCE PUB LTD CO SPONSORED ADR 83170A206 7547 200943 SH SHARED 02 59600 141343 D SMARTFORCE PUB LTD CO SPONSORED ADR 83170A206 751 20000 SH SHARED 04 20000 D SMITH A O COM 831865209 649 38060 SH SHARED 01 38060 D SMITH A O COM 831865209 142 8364 SH SHARED 04 8364 D SMARTIRE SYSTEMS INC COM 831913108 0 15 SH SHARED 04 15 D SMITH INTL INC COM 832110100 17765 238265 SH SHARED 01 238265 D SMITH INTL INC COM 832110100 29 400 SH SHARED 02 200 200 D SMITH INTL INC COM 832110100 20996 281600 SH SHARED 04 281600 D SMITH INTL INC COM 832110100 223 3000 SH SHARED 05 3000 D SMITH MICRO SOFTWARE INC COM 832154108 0 81 SH SHARED 05 81 D SMITH CHARLES E RESDNTL RLTY COM 832197107 1274 27112 SH SHARED 01 27112 D SMITH CHARLES E RESDNTL RLTY COM 832197107 27 586 SH SHARED 02 586 D SMITH CHARLES E RESDNTL RLTY COM 832197107 398 8483 SH SHARED 04 8483 D SMITHFIELD FOODS INC COM 832248108 3051 100380 SH SHARED 01 100380 D SMITHFIELD FOODS INC COM 832248108 2107 69338 SH SHARED 04 69338 D SMITHFIELD FOODS INC COM 832248108 30 1000 SH SHARED 05 1000 D SMITHKLINE BEECHAM PLC ADR REP ORD 832378301 0 5300 SH SHARED 01 5300 D SMITHKLINE BEECHAM PLC ADR REP ORD 832378301 0 4956 SH SHARED 02 600 4356 D SMITHKLINE BEECHAM PLC ADR REP ORD 832378301 0 44800 SH SHARED 04 44800 D SMITHKLINE BEECHAM PLC ADR REP ORD 832378301 0 3000 SH SHARED 05 3000 D SMITHWAY MTR XPRESS CORP CL A 832653109 2 1523 SH SHARED 05 1523 D SMTC CORP COM 832682108 4 366 SH SHARED 05 366 D SMUCKER J M CO COM 832696306 1356 48525 SH SHARED 01 48525 D SMUCKER J M CO COM 832696306 204 7300 SH SHR/OTHR 01 7300 D SMUCKER J M CO COM 832696306 672 24075 SH SHARED 04 24075 D SMUCKER J M CO COM 832696306 103 3700 SH SHARED 05 3700 D SMURFIT-STONE CONTAINER CORP COM 832727101 2199 147228 SH SHARED 01 145433 1795 D SMURFIT-STONE CONTAINER CORP COM 832727101 6 451 SH SHARED 02 451 D SMURFIT-STONE CONTAINER CORP COM 832727101 536 35900 SH SHARED 04 35900 D SNYDER COMMUNICATIONS INC COM CIRCLE COM 832914204 1 2458 SH SHARED 04 2458 D SNYDER COMMUNICATIONS INC COM CIRCLE COM 832914204 0 2 SH SHARED 01 2 D SNYDER COMMUNICATIONS INC COM CIRCLE COM 832914204 0 375 SH SHARED 02 375 D SNAP ON INC COM 833034101 13096 469845 SH SHARED 01 469845 D SNAP ON INC COM 833034101 25 900 SH SHARED 02 900 D SNAP ON INC COM 833034101 1888 67754 SH SHARED 04 67754 D SNAP ON INC COM 833034101 203 7300 SH SHARED 05 7300 D SNOWBALL COM INC COM 83335R102 0 1529 SH SHARED 05 1529 D SNOWBALL COM INC COM 83335R102 0 500 SH SHARED 01 500 D SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B 833635105 417 19900 SH SHARED 01 19900 D SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B 833635105 10 500 SH SHARED 01 500 D SOCKET COMMUNICATIONS INC COM 833672108 4 1296 SH SHARED 01 1296 D SODEXHO MARRIOTT SVCS INC COM 833793102 3815 172462 SH SHARED 01 68290 104172 D SODEXHO MARRIOTT SVCS INC COM 833793102 0 25 SH SHR/OTHR 01 25 D SODEXHO MARRIOTT SVCS INC COM 833793102 1 50 SH SHARED 02 50 D SODEXHO MARRIOTT SVCS INC COM 833793102 279 12638 SH SHARED 04 12638 D SOFTNET SYS INC COM 833964109 96 53350 SH SHARED 04 53350 D SOFTNET SYS INC COM 833964109 97 53800 SH SHARED 01 53800 D SOFTNET SYS INC COM 833964109 21 12000 SH SHARED 02 12000 D SOFTNET SYS INC COM 833964109 19 10970 SH SHARED 04 10970 D SOFTECH INC COM 834021107 0 1050 SH SHARED 04 1050 D SOHU COM INC COM 83408W103 27 11434 SH SHARED 04 11434 D SOLECTRON CORP LYON ZERO CPN 20 834182AL1 14879 29640000 PRN SHARED 04 29640000 D SOLECTRON CORP COM 834182107 304380 8978773 SH SHARED 01 8902983 75790 D SOLECTRON CORP COM 834182107 558 16486 SH SHR/OTHR 01 13586 2900 D SOLECTRON CORP COM 834182107 3242 95644 SH SHARED 02 5587 90057 D SOLECTRON CORP COM 834182107 1587077 46816451 SH SHARED 04 46816451 D SOLECTRON CORP COM 834182107 542 16000 SH SHARED 05 16000 D SOLECTRON CORP COM 834182107 13 400 SH SHARED 06 400 D SOLUTIA INC COM 834376105 2737 228115 SH SHARED 01 227515 600 D SOLUTIA INC COM 834376105 27 2290 SH SHR/OTHR 01 690 1600 D SOLUTIA INC COM 834376105 1296 108052 SH SHARED 04 108052 D SOLUTIA INC COM 834376105 194 16200 SH SHARED 05 16200 D SOMERA COMMUNICATION COM 834458101 2 247 SH SHARED 05 247 D SOMERA COMMUNICATION COM 834458101 337 38868 SH SHARED 01 38868 D SOMERA COMMUNICATION COM 834458101 98 11297 SH SHARED 04 11297 D SONERA GROUP PLC SPONSORED ADR 835433202 0 42 SH SHARED 04 42 D SONERA GROUP PLC SPONSORED ADR 835433202 675 38900 SH SHARED 04 38900 D SONIC AUTOMOTIVE INC CL A 83545G102 94 13816 SH SHARED 01 13816 D SONIC AUTOMOTIVE INC CL A 83545G102 52 7701 SH SHARED 04 7701 D SONIC INNOVATIONS INC COM 83545M109 1 250 SH SHARED 04 250 D SONIC INNOVATIONS INC COM 83545M109 83 12500 SH SHARED 01 12500 D SONIC INNOVATIONS INC COM 83545M109 0 100 SH SHARED 02 100 D SONIC INNOVATIONS INC COM 83545M109 19 2889 SH SHARED 04 2889 D SONIC FDRY INC COM 83545R108 32 24600 SH SHARED 01 24600 D SONIC FDRY INC COM 83545R108 7 5700 SH SHARED 04 5700 D SONIC CORP COM 835451105 3 147 SH SHARED 04 147 D SONIC CORP COM 835451105 13186 565648 SH SHARED 01 565648 D SONIC CORP COM 835451105 239 10281 SH SHARED 04 10281 D SONICBLUE INC COM 83546Q109 208 50525 SH SHARED 04 50525 D SONICBLUE INC COM 83546Q109 691 167700 SH SHARED 01 167700 D SONICBLUE INC COM 83546Q109 4 1040 SH SHARED 02 1040 D SONICBLUE INC COM 83546Q109 148 35978 SH SHARED 04 35978 D SONIC SOLUTIONS COM 835460106 0 41 SH SHARED 04 41 D SONICWALL INC COM 835470105 4 278 SH SHARED 04 278 D SONICWALL INC COM 835470105 836 51450 SH SHARED 01 51450 D SONICWALL INC COM 835470105 16 1000 SH SHARED 02 1000 D SONICWALL INC COM 835470105 397 24466 SH SHARED 04 24466 D SONOCO PRODS CO COM 835495102 2575 119080 SH SHARED 01 119080 D SONOCO PRODS CO COM 835495102 18 854 SH SHARED 02 854 D SONOCO PRODS CO COM 835495102 1598 73900 SH SHARED 04 73900 D SONOCO PRODS CO COM 835495102 283 13100 SH SHARED 05 13100 D SONOSITE INC COM 83568G104 0 72 SH SHARED 05 72 D SONOSITE INC COM 83568G104 7108 557503 SH SHARED 01 557503 D SONOSITE INC COM 83568G104 66 5185 SH SHARED 04 5185 D SONUS PHARMACEUTICALS INC COM 835692104 0 864 SH SHARED 04 864 D SONY CORP ADR NEW 835699307 3087 44422 SH SHARED 01 43520 902 D SONY CORP ADR NEW 835699307 334 4820 SH SHR/OTHR 01 4820 D SONY CORP ADR NEW 835699307 166 2400 SH SHARED 02 2400 D SOTHEBYS HLDGS INC CL A 835898107 1978 85347 SH SHARED 01 84347 1000 D SOTHEBYS HLDGS INC CL A 835898107 1261 54401 SH SHARED 04 54401 D SOTHEBYS HLDGS INC CL A 835898107 78 3400 SH SHARED 05 3400 D SONUS NETWORKS INC COM 835916107 593 23500 SH SHARED 01 21802 1698 D SONUS NETWORKS INC COM 835916107 32 1300 SH SHARED 04 1300 D SOURCE INFORMATION MGMT CO COM NEW 836151209 1 400 SH SHARED 04 400 D SOURCE INFORMATION MGMT CO COM NEW 836151209 162 43353 SH SHARED 01 43353 D SOURCE INFORMATION MGMT CO COM NEW 836151209 47 12724 SH SHARED 04 12724 D SOURCE MEDIA INC COM NEW 836153304 1 3735 SH SHARED 04 3735 D SOURCINGLINK NET INC COM NEW 836171207 0 284 SH SHARED 04 284 D SOUTH FINL GROUP INC COM 837841105 1890 142679 SH SHARED 01 142679 D SOUTH FINL GROUP INC COM 837841105 222 16770 SH SHARED 04 16770 D SOUTH JERSEY INDS INC COM 838518108 511 17189 SH SHARED 01 17152 37 D SOUTH JERSEY INDS INC COM 838518108 136 4572 SH SHARED 04 4572 D SOUTHEASTERN THRIFT&BK FD INC COM 841901101 1 102 SH SHARED 04 102 D SOUTHERN AFRICA FD INC COM 842157109 410 36888 SH SHARED 04 36888 D SOUTHERN CO COM 842587107 166854 5018178 SH SHARED 01 5014046 4132 D SOUTHERN CO COM 842587107 269 8100 SH SHR/OTHR 01 6700 1400 D SOUTHERN CO COM 842587107 175 5278 SH SHARED 02 5278 D SOUTHERN CO COM 842587107 18699 562395 SH SHARED 04 562395 D SOUTHERN CO COM 842587107 967 29100 SH SHARED 05 29100 D SOUTHERN ENERGY HOMES INC COM 842814105 0 52 SH SHARED 05 52 D SOUTHERN ENERGY INC DEL COM 842816100 11281 398481 SH SHARED 01 396881 1600 D SOUTHERN ENERGY INC DEL COM 842816100 22 800 SH SHARED 02 800 D SOUTHERN ENERGY INC DEL COM 842816100 141 5000 SH SHARED 04 5000 D SOUTHERN ENERGY INC DEL COM 842816100 113 4000 SH SHARED 05 4000 D SOUTHERN PAC PETE NL ADR NEW 843581307 37 19575 SH SHARED 05 19575 D SOUTHERN PERU COPPER CORP COM 843611104 483 37581 SH SHARED 01 37581 D SOUTHERN PERU COPPER CORP COM 843611104 126 9838 SH SHARED 04 9838 D SOUTHERN UN CO NEW COM 844030106 1151 43461 SH SHARED 01 43461 D SOUTHERN UN CO NEW COM 844030106 11 420 SH SHARED 02 420 D SOUTHERN UN CO NEW COM 844030106 326 12316 SH SHARED 04 12316 D SOUTHSIDE BANCSHARES INC COM 84470P109 0 11 SH SHARED 04 11 D SOUTHTRUST CORP COM 844730101 55285 1358802 SH SHARED 01 1257819 100983 D SOUTHTRUST CORP COM 844730101 12 300 SH SHARED 02 300 D SOUTHTRUST CORP COM 844730101 5493 135027 SH SHARED 04 135027 D SOUTHWEST AIRLS CO COM 844741108 21968 655200 SH SHARED 655200 D SOUTHWEST AIRLS CO COM 844741108 121644 3627922 SH SHARED 01 3623022 4900 D SOUTHWEST AIRLS CO COM 844741108 489 14602 SH SHARED 02 7815 6787 D SOUTHWEST AIRLS CO COM 844741108 13729 409464 SH SHARED 04 409464 D SOUTHWEST AIRLS CO COM 844741108 378 11300 SH SHARED 05 11300 D SOUTHWEST BANCORPORATION TEX COM 84476R109 2644 61600 SH SHARED 01 61600 D SOUTHWEST BANCORP INC OKLA COM 844767103 0 60 SH SHARED 01 60 D SOUTHWEST GAS CORP COM 844895102 1081 49441 SH SHARED 01 49441 D SOUTHWEST GAS CORP COM 844895102 268 12289 SH SHARED 04 12289 D SOUTHWALL TECHNOLOGIES INC COM 844909101 1 460 SH SHARED 04 460 D SOUTHWEST SECS GROUP INC COM 845224104 134 5200 SH SHARED 5200 D SOUTHWEST SECS GROUP INC COM 845224104 3983 153939 SH SHARED 01 29825 124114 D SOUTHWEST SECS GROUP INC COM 845224104 161 6252 SH SHARED 04 6252 D SOUTHWESTERN ENERGY CO COM 845467109 516 49800 SH SHARED 01 49800 D SOUTHWESTERN ENERGY CO COM 845467109 106 10228 SH SHARED 04 10228 D SOVEREIGN BANCORP INC COM 845905108 0 76 SH SHARED 04 76 D SOVEREIGN BANCORP INC COM 845905108 16585 2041349 SH SHARED 01 2041349 D SOVEREIGN BANCORP INC COM 845905108 1354 166700 SH SHARED 04 166700 D SOVEREIGN BANCORP INC COM 845905108 242 29800 SH SHARED 05 29800 D SOVRAN SELF STORAGE INC COM 84610H108 300 15100 SH SHARED 01 15100 D SOVRAN SELF STORAGE INC COM 84610H108 93 4692 SH SHARED 04 4692 D SPACEHAB INC COM 846243103 2 800 SH SHARED 04 800 D SPACELABS MED INC COM 846247104 7 546 SH SHARED 04 546 D SPANISH BROADCASTING SYS INC CL A 846425882 6 1324 SH SHARED 04 1324 D SPANISH BROADCASTING SYS INC CL A 846425882 293 58652 SH SHARED 01 58652 D SPANISH BROADCASTING SYS INC CL A 846425882 137 27461 SH SHARED 04 27461 D SPARTAN MTRS INC COM 846819100 0 57 SH SHARED 04 57 D SPARTAN STORES INC COM 846822104 0 81 SH SHARED 04 81 D SPARTECH CORP COM NEW 847220209 392 19100 SH SHARED 01 19100 D SPARTECH CORP COM NEW 847220209 125 6127 SH SHARED 04 6127 D SPATIALIGHT INC COM 847248101 1 1500 SH SHARED 04 1500 D SPECIAL METALS CORP COM 84741Y103 1 550 SH SHARED 04 550 D SPECTRA-PHYSICS LASERS INC COM 847568102 7 314 SH SHARED 04 314 D SPECTRA-PHYSICS LASERS INC COM 847568102 154 6100 SH SHARED 01 6100 D SPECTRA-PHYSICS LASERS INC COM 847568102 33 1345 SH SHARED 04 1345 D SPECTRALINK CORP COM 847580107 180 12500 SH SHARED 04 12500 D SPECTRALINK CORP COM 847580107 242 16800 SH SHARED 01 16800 D SPECTRALINK CORP COM 847580107 66 4582 SH SHARED 04 4582 D SPECTRANETICS CORP COM 84760C107 1 974 SH SHARED 04 974 D SPECTRANETICS CORP COM 84760C107 2 1800 SH SHARED 01 1800 D SPECTRASITE HLDGS INC COM 84760T100 609 46000 SH SHARED 01 46000 D SPECTRASITE HLDGS INC COM 84760T100 82 6250 SH SHARED 02 5500 750 D SPECTRASITE HLDGS INC COM 84760T100 71 5400 SH SHARED 04 5400 D SPECTRIAN CORP COM 847608106 6 400 SH SHARED 01 400 D SPECTRIAN CORP COM 847608106 6 400 SH SHR/OTHR 01 400 D SPECTRUM SIGNAL PROCESSING INC COM 84763F107 14 9153 SH SHARED 01 9153 D SPECTRX INC COM 847635109 19 2581 SH SHARED 01 2581 D SPEECHWORKS INTL INC COM 84764M101 1 25 SH SHARED 01 25 D SPEECHWORKS INTL INC COM 84764M101 39 800 SH SHARED 02 600 200 D SPEEDFAM-IPEC INC COM 847705100 3 506 SH SHARED 02 506 D SPEEDFAM-IPEC INC COM 847705100 235 38843 SH SHARED 01 38843 D SPEEDFAM-IPEC INC COM 847705100 1497 247000 SH SHARED 02 3500 243500 D SPEEDFAM-IPEC INC COM 847705100 59 9835 SH SHARED 04 9835 D SPEEDWAY MOTORSPORTS INC COM 847788106 327 13666 SH SHARED 01 13666 D SPEEDWAY MOTORSPORTS INC COM 847788106 2 100 SH SHARED 02 100 D SPEEDWAY MOTORSPORTS INC COM 847788106 131 5476 SH SHARED 04 5476 D SPHERION CORP COM 848420105 61 5400 SH SHARED 5400 D SPHERION CORP COM 848420105 1030 91097 SH SHARED 01 91097 D SPHERION CORP COM 848420105 24 2200 SH SHARED 02 2200 D SPHERION CORP COM 848420105 249 22036 SH SHARED 04 22036 D SPIEGEL INC CL A 848457107 4 1143 SH SHARED 04 1143 D SPIEGEL INC CL A 848457107 159 37022 SH SHARED 01 37022 D SPIEGEL INC CL A 848457107 25 5817 SH SHARED 04 5817 D SPIEKER PPTYS INC COM 848497103 14656 292400 SH SHARED 01 292400 D SPIEKER PPTYS INC COM 848497103 986 19680 SH SHARED 02 6950 12730 D SPIEKER PPTYS INC COM 848497103 260 5200 SH SHARED 04 5200 D SPINNAKER EXPL CO COM 84855W109 536 12622 SH SHARED 01 12622 D SPINNAKER EXPL CO COM 84855W109 119 2800 SH SHARED 02 2800 D SPINNAKER EXPL CO COM 84855W109 224 5292 SH SHARED 04 5292 D SPIRE CORP COM 848565107 0 36 SH SHARED 04 36 D SPIRE CORP COM 848565107 16 4000 SH SHR/OTHR 01 4000 D SPORTSMANS GUIDE INC COM NEW 848907200 6 10023 SH SHARED 01 10023 D SPORT-HALEY INC COM 848925103 6 2375 SH SHARED 01 2375 D SPORTSLINE COM INC COM 848934105 0 113 SH SHARED 01 113 D SPORTSLINE COM INC COM 848934105 1163 219011 SH SHARED 01 219011 D SPORTSLINE COM INC COM 848934105 0 50 SH SHARED 02 50 D SPORTSLINE COM INC COM 848934105 38 7222 SH SHARED 04 7222 D SPORTS AUTH INC COM 849176102 0 375 SH SHARED 02 375 D SPRINGS INDS INC CL A 851783100 738 22757 SH SHARED 01 22757 D SPRINGS INDS INC CL A 851783100 159 4930 SH SHARED 04 4930 D SPRINT CORP COM FON GROUP 852061100 39590 1949100 SH SHARED 1949100 D SPRINT CORP COM FON GROUP 852061100 120286 5921952 SH SHARED 01 5907132 14820 D SPRINT CORP COM FON GROUP 852061100 494 24346 SH SHR/OTHR 01 20346 4000 D SPRINT CORP COM FON GROUP 852061100 277 13659 SH SHARED 02 5600 8059 D SPRINT CORP COM FON GROUP 852061100 37435 1843004 SH SHARED 04 1843004 D SPRINT CORP COM FON GROUP 852061100 148 7300 SH SHARED 05 7300 D SPRINT CORP PCS COM SER 1 852061506 394592 19307734 SH SHARED 01 19282247 25487 D SPRINT CORP PCS COM SER 1 852061506 230 11256 SH SHR/OTHR 01 9046 2210 D SPRINT CORP PCS COM SER 1 852061506 256 12532 SH SHARED 02 3550 8982 D SPRINT CORP PCS COM SER 1 852061506 407322 19930634 SH SHARED 04 19930634 D SPRINT CORP PCS COM SER 1 852061506 145 7100 SH SHARED 05 7100 D SPRINT CORP PCS COM SER 1 852061506 6934 339300 SH SHARED 06 339300 D ST ASSEMBLY TEST SVSC LTD ADR 85227G102 0 2 SH SHARED 06 2 D ST ASSEMBLY TEST SVSC LTD ADR 85227G102 14 1100 SH SHARED 01 1100 D SS&C TECHNOLOGIES INC COM 85227Q100 27 6400 SH SHARED 01 6400 D SS&C TECHNOLOGIES INC COM 85227Q100 27 6400 SH SHARED 02 4700 1700 D STAAR SURGICAL CO COM PAR $0.01 852312305 217 17300 SH SHARED 01 17300 D STAAR SURGICAL CO COM PAR $0.01 852312305 66 5256 SH SHARED 04 5256 D STAFF LEASING INC COM 852381102 9 3037 SH SHARED 04 3037 D STAFF LEASING INC COM 852381102 678 226224 SH SHARED 01 226224 D STAFF LEASING INC COM 852381102 651 217224 SH SHR/OTHR 01 217224 D STAKE TECHNOLOGY LTD COM 852559103 32 22616 SH SHARED 01 22616 D STAMPS COM INC COM 852857101 272 97900 SH SHARED 01 97900 D STAMPS COM INC COM 852857101 160 57600 SH SHARED 01 57600 D STAMPS COM INC COM 852857101 32 11736 SH SHARED 04 11736 D STANCORP FINL GROUP INC COM 852891100 133 2800 SH SHARED 2800 D STANCORP FINL GROUP INC COM 852891100 2019 42297 SH SHARED 01 42297 D STANCORP FINL GROUP INC COM 852891100 47 1000 SH SHR/OTHR 01 1000 D STANCORP FINL GROUP INC COM 852891100 587 12313 SH SHARED 04 12313 D STANDARD COML CORP COM 853258101 0 12 SH SHARED 02 12 D STANDARD MICROSYSTEMS CORP COM 853626109 361 17839 SH SHARED 01 17839 D STANDARD MICROSYSTEMS CORP COM 853626109 111 5483 SH SHARED 04 5483 D STANDARD MTR PRODS INC COM 853666105 3 500 SH SHARED 02 500 D STANDARD PAC CORP NEW COM 85375C101 116 5000 SH SHARED 5000 D STANDARD PAC CORP NEW COM 85375C101 1361 58250 SH SHARED 01 58250 D STANDARD PAC CORP NEW COM 85375C101 219 9374 SH SHARED 04 9374 D STANDARD PAC CORP NEW COM 85375C101 467 20000 SH SHARED 05 20000 D STANDARD REGISTER CO COM 853887107 331 23292 SH SHARED 01 23292 D STANDARD REGISTER CO COM 853887107 70 4930 SH SHARED 04 4930 D STANDEX INTL CORP COM 854231107 424 20600 SH SHARED 01 20600 D STANDEX INTL CORP COM 854231107 100 4859 SH SHARED 04 4859 D STANFORD MICRODEVICES INC COM 854399102 3 85 SH SHARED 04 85 D STANFORD MICRODEVICES INC COM 854399102 435 12100 SH SHARED 01 12100 D STANFORD MICRODEVICES INC COM 854399102 70 1950 SH SHARED 02 900 1050 D STANFORD MICRODEVICES INC COM 854399102 58 1629 SH SHARED 04 1629 D STANLEY WKS COM 854616109 20000 641316 SH SHARED 01 639916 1400 D STANLEY WKS COM 854616109 59 1900 SH SHR/OTHR 01 1900 D STANLEY WKS COM 854616109 754 24200 SH SHARED 02 24200 D STANLEY WKS COM 854616109 2166 69460 SH SHARED 04 69460 D STANLEY WKS COM 854616109 218 7000 SH SHARED 05 7000 D STARBASE CORP COM NEW 854910205 34 14832 SH SHARED 05 14832 D STARBASE CORP COM NEW 854910205 205 87698 SH SHARED 01 87698 D STARBASE CORP COM NEW 854910205 42 18211 SH SHARED 04 18211 D STAR TELECOMMUNICATIONS INC COM 854923109 40 40000 SH SHARED 04 40000 D STAPLES INC COM 855030102 43665 3696676 SH SHARED 01 3692951 3725 D STAPLES INC COM 855030102 1567 132732 SH SHARED 02 72128 60604 D STAPLES INC COM 855030102 4897 414648 SH SHARED 04 414648 D STAPLES INC COM 855030102 379 32100 SH SHARED 05 32100 D STAR SCIENTIFIC INC COM 85517P101 0 100 SH SHARED 05 100 D STAR SCIENTIFIC INC COM 85517P101 18 7719 SH SHARED 04 7719 D STARBUCKS CORP COM 855244109 430 9725 SH SHARED 04 9725 D STARBUCKS CORP COM 855244109 57465 1298658 SH SHARED 01 1287995 10663 D STARBUCKS CORP COM 855244109 2897 65477 SH SHARED 02 5100 60377 D STARBUCKS CORP COM 855244109 5106 115400 SH SHARED 03 115400 D STARBUCKS CORP COM 855244109 7810 176511 SH SHARED 04 176511 D STARBUCKS CORP COM 855244109 849 19200 SH SHARED 05 19200 D STARMEDIA NETWORK INC COM 855546107 1 983 SH SHARED 05 983 D STARMEDIA NETWORK INC COM 855546107 98 51942 SH SHARED 01 51942 D STARMEDIA NETWORK INC COM 855546107 4 2250 SH SHARED 02 2250 D STARMEDIA NETWORK INC COM 855546107 27 14300 SH SHARED 04 14300 D STARTEK INC COM 85569C107 144 9425 SH SHARED 01 9425 D STARTEK INC COM 85569C107 44 2893 SH SHARED 04 2893 D STARTEC GLOBAL COMM CORP COM 85569E103 16 4152 SH SHARED 04 4152 D STARTEC GLOBAL COMM CORP COM 85569E103 275 71100 SH SHARED 01 71100 D STATE AUTO FINL CORP COM 855707105 11 663 SH SHARED 01 663 D STATE AUTO FINL CORP COM 855707105 350 19600 SH SHARED 01 19600 D STATE AUTO FINL CORP COM 855707105 83 4696 SH SHARED 04 4696 D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 51409 1458414 SH SHARED 01 1458214 200 D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 49 1418 SH SHR/OTHR 01 1418 D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 202 5740 SH SHARED 02 3150 2590 D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 5685 161303 SH SHARED 04 161303 D STARTECH ENVIRONMENTAL CORP COM 855906103 0 50 SH SHARED 04 50 D STATE STR CORP COM 857477103 152148 1224926 SH SHARED 01 1207546 17380 D STATE STR CORP COM 857477103 600 4832 SH SHR/OTHR 01 3332 1500 D STATE STR CORP COM 857477103 2252 18132 SH SHARED 02 4450 13682 D STATE STR CORP COM 857477103 18661 150238 SH SHARED 04 150238 D STATEN IS BANCORP INC COM 857550107 1272 59550 SH SHARED 01 59550 D STATEN IS BANCORP INC COM 857550107 301 14087 SH SHARED 04 14087 D STATION CASINOS INC COM 857689103 814 54523 SH SHARED 01 54523 D STATION CASINOS INC COM 857689103 200 13415 SH SHARED 04 13415 D STATION CASINOS INC COM 857689103 60 4050 SH SHARED 05 4050 D STEEL DYNAMICS INC COM 858119100 4 384 SH SHARED 05 384 D STEEL DYNAMICS INC COM 858119100 629 57230 SH SHARED 01 57230 D STEEL DYNAMICS INC COM 858119100 211 19257 SH SHARED 04 19257 D STEEL TECHNOLOGIES INC COM 858147101 58 10613 SH SHARED 04 10613 D STEELCASE INC CL A 858155203 40 2900 SH SHARED 2900 D STEELCASE INC CL A 858155203 542 39100 SH SHARED 01 39100 D STEELCASE INC CL A 858155203 95 6900 SH SHARED 04 6900 D STEIN MART INC COM 858375108 6 566 SH SHARED 04 566 D STEIN MART INC COM 858375108 477 41096 SH SHARED 01 41096 D STEIN MART INC COM 858375108 120 10398 SH SHARED 04 10398 D STEMCELLS INC COM 85857R105 45 18015 SH SHARED 04 18015 D STEMCELLS INC COM 85857R105 19 7700 SH SHARED 01 7700 D STEPAN CO COM 858586100 232 9800 SH SHARED 01 9800 D STEPAN CO COM 858586100 50 2124 SH SHARED 04 2124 D STERLING BANCSHARES INC COM 858907108 606 30700 SH SHARED 01 30700 D STERLING BANCSHARES INC COM 858907108 9 500 SH SHARED 02 500 D STERLING BANCSHARES INC COM 858907108 202 10276 SH SHARED 04 10276 D STERICYCLE INC COM 858912108 1 31 SH SHARED 04 31 D STERICYCLE INC COM 858912108 1276 33469 SH SHARED 01 30548 2921 D STERICYCLE INC COM 858912108 204 5368 SH SHARED 04 5368 D STERILE RECOVERIES INC COM 859151102 48 3194 SH SHARED 04 3194 D STERIS CORP COM 859152100 158 9800 SH SHARED 9800 D STERIS CORP COM 859152100 2279 141368 SH SHARED 01 141368 D STERIS CORP COM 859152100 1133 70287 SH SHARED 04 70287 D STERIS CORP COM 859152100 140 8700 SH SHARED 05 8700 D STERLING FINL CORP COM 859317109 42 2857 SH SHARED 05 2857 D STEWART & STEVENSON SVCS INC COM 860342104 1339 58985 SH SHARED 01 58985 D STEWART & STEVENSON SVCS INC COM 860342104 661 29151 SH SHARED 04 29151 D STEWART & STEVENSON SVCS INC COM 860342104 65 2900 SH SHARED 05 2900 D STEWART ENTERPRISES INC CL A 860370105 2 1055 SH SHARED 05 1055 D STEWART ENTERPRISES INC CL A 860370105 292 153700 SH SHARED 01 153700 D STEWART ENTERPRISES INC CL A 860370105 68 35783 SH SHARED 04 35783 D STEWART INFORMATION SVCS CORP COM 860372101 319 14400 SH SHARED 01 14400 D STEWART INFORMATION SVCS CORP COM 860372101 93 4226 SH SHARED 04 4226 D STILLWATER MNG CO COM 86074Q102 2273 57775 SH SHARED 01 57775 D STILLWATER MNG CO COM 86074Q102 236 6000 SH SHARED 02 6000 D STILLWATER MNG CO COM 86074Q102 593 15086 SH SHARED 04 15086 D STILWELL FINL INC COM 860831106 59873 1518215 SH SHARED 01 1518215 D STILWELL FINL INC COM 860831106 86 2187 SH SHARED 02 350 1837 D STILWELL FINL INC COM 860831106 6809 172680 SH SHARED 04 172680 D STILWELL FINL INC COM 860831106 264 6700 SH SHARED 05 6700 D STMICROELECTRONICS N V COM 861012102 33 790 SH SHARED 02 690 100 D STMICROELECTRONICS N V COM 861012102 516293 12059550 SH SHARED 04 12059550 D STOCKWALK COM GROUP INC COM 86149C104 1 739 SH SHARED 04 739 D STOCKWALK COM GROUP INC COM 86149C104 0 200 SH SHARED 01 200 D STOCKWALK COM GROUP INC COM 86149C104 5 2460 SH SHARED 04 2460 D STOLT NIELSEN S A SPON ADR REP B 861565109 4 265 SH SHARED 04 265 D STOLT OFFSHORE S A SPON ADR CL A 861567105 2 226 SH SHARED 04 226 D STONE ENERGY CORP COM 861642106 1894 29344 SH SHARED 01 29344 D STONE ENERGY CORP COM 861642106 418 6483 SH SHARED 04 6483 D STONERIDGE INC COM 86183P102 151 22400 SH SHARED 01 22400 D STONERIDGE INC COM 86183P102 32 4816 SH SHARED 04 4816 D STORAGE USA INC COM 861907103 1850 58277 SH SHARED 01 39677 18600 D STORAGE USA INC COM 861907103 37 1190 SH SHARED 02 1000 190 D STORAGE USA INC COM 861907103 336 10610 SH SHARED 04 10610 D STORA ENSO CORP SPON ADR REP R 86210M106 86 7388 SH SHARED 01 7388 D STORAGENETWORKS INC COM 86211E103 3 154 SH SHARED 01 154 D STORAGENETWORKS INC COM 86211E103 71 2875 SH SHARED 02 2375 500 D STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 1885 209533 SH SHARED 01 209533 D STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 7 800 SH SHARED 02 800 D STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 931 103520 SH SHARED 04 103520 D STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 120 13400 SH SHARED 05 13400 D STRATASYS INC COM 862685104 6 2311 SH SHARED 05 2311 D STRATEGIC DIAGNOSTICS INC COM 862700101 5 2259 SH SHARED 05 2259 D STRATEGIC DIAGNOSTICS INC COM 862700101 18 8000 SH SHARED 02 8000 D STRATEGIC DISTR INC COM 862701208 15 36295 SH SHARED 02 36295 D STRATEGIC DISTR INC COM 862701208 0 1030 SH SHARED 02 1030 D STRATEGIC GLOBAL INCOME FD COM 862719101 93 9000 SH SHR/OTHR 01 9000 D STRATEGIC GLOBAL INCOME FD COM 862719101 97 9400 SH SHARED 04 9400 D STRATESEC INC COM 862792108 10 4500 SH SHARED 02 4500 D STRATOS LIGHTWAVE INC COM 863100103 0 18 SH SHARED 02 18 D STRATTEC SEC CORP COM 863111100 0 24 SH SHARED 02 24 D STRATTEC SEC CORP COM 863111100 34 1123 SH SHARED 01 963 160 D STRATUS PPTYS INC COM 863167102 0 82 SH SHARED 01 82 D STRATUS PPTYS INC COM 863167102 0 100 SH SHARED 02 100 D STRAYER ED INC COM 863236105 3 155 SH SHARED 02 155 D STRAYER ED INC COM 863236105 299 11710 SH SHARED 01 11710 D STRAYER ED INC COM 863236105 74 2898 SH SHARED 04 2898 D STRIDE RITE CORP COM 863314100 561 80150 SH SHARED 01 80150 D STRIDE RITE CORP COM 863314100 116 16669 SH SHARED 04 16669 D STRUCTURAL DYNAMICS RESH CORP COM 863555108 759 75955 SH SHARED 01 75955 D STRUCTURAL DYNAMICS RESH CORP COM 863555108 0 29 SH SHARED 02 29 D STRUCTURAL DYNAMICS RESH CORP COM 863555108 460 46089 SH SHARED 04 46089 D STRUCTURAL DYNAMICS RESH CORP COM 863555108 48 4800 SH SHARED 05 4800 D STRYKER CORP COM 863667101 71648 1416249 SH SHARED 01 1416249 D STRYKER CORP COM 863667101 222 4400 SH SHR/OTHR 01 4400 D STRYKER CORP COM 863667101 1883 37240 SH SHARED 02 5990 31250 D STRYKER CORP COM 863667101 7650 151232 SH SHARED 04 151232 D STRYKER CORP COM 863667101 505 10000 SH SHARED 05 10000 D STUDENT ADVANTAGE INC COM 86386Q105 0 147 SH SHARED 05 147 D STUDENT LN CORP COM 863902102 310 5700 SH SHARED 01 5700 D STUDENT LN CORP COM 863902102 85 1564 SH SHARED 04 1564 D STURM RUGER & CO INC COM 864159108 395 41872 SH SHARED 01 41872 D STURM RUGER & CO INC COM 864159108 72 7699 SH SHARED 04 7699 D STYLECLICK INC CL A 86422L102 0 100 SH SHARED 04 100 D SUBURBAN LODGES AMER INC COM 864444104 0 44 SH SHARED 04 44 D SUBURBAN PROPANE PARTNERS L P UNIT LTD PARTN 864482104 99 4560 SH SHARED 02 4560 D SUBURBAN PROPANE PARTNERS L P UNIT LTD PARTN 864482104 124 5700 SH SHARED 04 5700 D SUFFOLK BANCORP COM 864739107 0 3 SH SHARED 04 3 D SUFFOLK BANCORP COM 864739107 1185 38404 SH SHARED 01 38404 D SUIZA FOODS CORP COM 865077101 523 10900 SH SHARED 10900 D SUIZA FOODS CORP COM 865077101 7020 146265 SH SHARED 01 146265 D SUIZA FOODS CORP COM 865077101 1397 29115 SH SHARED 04 29115 D SUIZA FOODS CORP COM 865077101 268 5600 SH SHARED 05 5600 D SUMMIT BANCORP COM 866005101 526 13775 SH SHARED 05 13775 D SUMMIT BANCORP COM 866005101 55580 1455486 SH SHARED 01 1451511 3975 D SUMMIT BANCORP COM 866005101 57 1500 SH SHR/OTHR 01 1500 D SUMMIT BANCORP COM 866005101 103 2700 SH SHARED 02 2700 D SUMMIT BANCORP COM 866005101 18272 478493 SH SHARED 04 478493 D SUMMIT BANCORP COM 866005101 305 8000 SH SHARED 05 8000 D SUMMIT PPTYS INC COM 866239106 847 32600 SH SHARED 01 32600 D SUMMIT PPTYS INC COM 866239106 263 10126 SH SHARED 04 10126 D SUN BANCORP INC COM 86663B102 3 490 SH SHARED 04 490 D SUN COMMUNITIES INC COM 866674104 783 23400 SH SHARED 01 23400 D SUN COMMUNITIES INC COM 866674104 236 7064 SH SHARED 02 5564 1500 D SUN COMMUNITIES INC COM 866674104 225 6718 SH SHARED 04 6718 D SUN CMNTY BANCORP LTD COM 866678105 1 221 SH SHARED 04 221 D SUN LIFE FINL SVCS CDA INC COM 866796105 726 27300 SH SHARED 01 27300 D SUN LIFE FINL SVCS CDA INC COM 866796105 1150 43200 SH SHARED 04 43200 D SUN MICROSYSTEMS INC COM 866810104 1266 45440 SH SHARED 04 5000 40440 D SUN MICROSYSTEMS INC COM 866810104 55 2000 SH SHR/OTHR 04 1000 1000 D SUN MICROSYSTEMS INC COM 866810104 85021 3050100 SH SHARED 3050100 D SUN MICROSYSTEMS INC COM 866810104 740691 26571908 SH SHARED 01 25158847 200 1412861 D SUN MICROSYSTEMS INC COM 866810104 19163 687478 SH SHR/OTHR 01 353562 333916 D SUN MICROSYSTEMS INC COM 866810104 15275 547992 SH SHARED 02 322518 225474 D SUN MICROSYSTEMS INC COM 866810104 106617 3824840 SH SHARED 04 3824840 D SUN MICROSYSTEMS INC COM 866810104 5867 210500 SH SHARED 05 210500 D SUN HYDRAULICS CORP COM 866942105 8 1300 SH SHARED 01 1300 D SUNBURST HOSPITALITY CORP COM 866948102 0 4 SH SHARED 01 4 D SUNBEAM CORP COM 867071102 42 137082 SH SHARED 01 137082 D SUNBEAM CORP COM 867071102 0 2000 SH SHARED 02 2000 D SUNBEAM CORP COM 867071102 9 29962 SH SHARED 04 29962 D SUNDAY COMMUNICATION LTD SPONSORED ADR 867270100 8 4497 SH SHARED 04 4497 D SUNDAY COMMUNICATION LTD SPONSORED ADR 867270100 2 1200 SH SHARED 02 1200 D SUNGLASS HUT INTL INC COM 86736F106 333 65033 SH SHARED 01 65033 D SUNGLASS HUT INTL INC COM 86736F106 92 18000 SH SHARED 02 18000 D SUNGLASS HUT INTL INC COM 86736F106 73 14318 SH SHARED 04 14318 D SUNGARD DATA SYS INC COM 867363103 24624 522529 SH SHARED 01 407705 114824 D SUNGARD DATA SYS INC COM 867363103 1650 35015 SH SHARED 02 35015 D SUNGARD DATA SYS INC COM 867363103 4901 104000 SH SHARED 04 104000 D SUNHAWK COM CORP COM 86737B104 262 36275 SH SHARED 04 36275 D SUNOCO INC COM 86764P109 154 4600 SH SHARED 4600 D SUNOCO INC COM 86764P109 24131 716341 SH SHARED 01 716341 D SUNOCO INC COM 86764P109 6 205 SH SHR/OTHR 01 205 D SUNOCO INC COM 86764P109 4587 136177 SH SHARED 04 136177 D SUNOCO INC COM 86764P109 70 2100 SH SHARED 05 2100 D SUNQUEST INFORMATION SYS INC COM 867654105 0 48 SH SHARED 05 48 D SUNRISE ASSISTED LIVING INC COM 86768K106 641 25664 SH SHARED 01 25664 D SUNRISE ASSISTED LIVING INC COM 86768K106 6978 279150 SH SHARED 03 279150 D SUNRISE ASSISTED LIVING INC COM 86768K106 178 7152 SH SHARED 04 7152 D SUNRISE TECHNOLOGIES INTL INC COM 86769L103 0 344 SH SHARED 04 344 D SUNRISE TECHNOLOGIES INTL INC COM 86769L103 177 99832 SH SHARED 01 99832 D SUNRISE TECHNOLOGIES INTL INC COM 86769L103 35 19781 SH SHARED 04 19781 D SUNTRUST BKS INC COM 867914103 6363 101000 SH SHARED 101000 D SUNTRUST BKS INC COM 867914103 137143 2176882 SH SHARED 01 2172406 4476 D SUNTRUST BKS INC COM 867914103 1220 19380 SH SHR/OTHR 01 660 18720 D SUNTRUST BKS INC COM 867914103 883 14020 SH SHARED 02 1778 12242 D SUNTRUST BKS INC COM 867914103 14880 236198 SH SHARED 04 236198 D SUPERCONDUCTOR TECHNOLOGIES COM 867931107 1 315 SH SHARED 04 315 D SUPERCONDUCTOR TECHNOLOGIES COM 867931107 116 32100 SH SHARED 01 32100 D SUPERCONDUCTOR TECHNOLOGIES COM 867931107 24 6830 SH SHARED 04 6830 D SUPERGEN INC COM 868059106 1 110 SH SHARED 04 110 D SUPERGEN INC COM 868059106 472 34083 SH SHARED 01 34083 D SUPERGEN INC COM 868059106 376 27166 SH SHARED 04 27166 D SUPERIOR CONSULTANT HLDGS CORP COM 868146101 1 571 SH SHARED 04 571 D SUPERIOR ENERGY SVCS INC COM 868157108 930 80926 SH SHARED 01 80926 D SUPERIOR ENERGY SVCS INC COM 868157108 199 17331 SH SHARED 04 17331 D SUPERIOR INDS INTL INC COM 868168105 1303 41293 SH SHARED 01 41293 D SUPERIOR INDS INTL INC COM 868168105 759 24064 SH SHARED 04 24064 D SUPERIOR INDS INTL INC COM 868168105 107 3400 SH SHARED 05 3400 D SUPERIOR TR I PFD CV 8.50% 86836P202 1 188 SH SHARED 01 188 D SUPERIOR TELECOM INC COM 868365107 19 9980 SH SHARED 01 9980 D SUPERIOR TELECOM INC COM 868365107 6 3478 SH SHARED 04 3478 D SUPERTEX INC COM 868532102 54 2761 SH SHARED 04 2761 D SUPERTEX INC COM 868532102 1198 60638 SH SHARED 01 60638 D SUPERTEX INC COM 868532102 61 3120 SH SHARED 04 3120 D SUPERVALU INC COM 868536103 94 6800 SH SHARED 6800 D SUPERVALU INC COM 868536103 14038 1011802 SH SHARED 01 1010002 1800 D SUPERVALU INC COM 868536103 0 1 SH SHARED 02 1 D SUPERVALU INC COM 868536103 1713 123469 SH SHARED 04 123469 D SUPERVALU INC COM 868536103 117 8500 SH SHARED 05 8500 D SURMODICS INC COM 868873100 5245 142490 SH SHARED 01 142490 D SURMODICS INC COM 868873100 172 4694 SH SHARED 04 4694 D SUSQUEHANNA BANCSHARES INC PA COM 869099101 5 356 SH SHARED 04 356 D SUSQUEHANNA BANCSHARES INC PA COM 869099101 854 51763 SH SHARED 01 51763 D SUSQUEHANNA BANCSHARES INC PA COM 869099101 250 15210 SH SHARED 04 15210 D SWANK INC COM PAR $0.10N 869716308 21 34705 SH SHARED 04 34705 D SWEDISH MATCH AB SPONSORED ADR 870309507 2 60 SH SHARED 02 60 D SWIFT ENERGY CO COM 870738101 1548 41150 SH SHARED 01 41150 D SWIFT ENERGY CO COM 870738101 286 7606 SH SHARED 04 7606 D SWIFT TRANSN CO COM 870756103 38 1930 SH SHARED 04 1930 D SWIFT TRANSN CO COM 870756103 1590 80275 SH SHARED 01 80275 D SWIFT TRANSN CO COM 870756103 69058 3485679 SH SHARED 02 3485679 D SWIFT TRANSN CO COM 870756103 1147 57917 SH SHARED 04 57917 D SWIFT TRANSN CO COM 870756103 164 8300 SH SHARED 05 8300 D SWISS ARMY BRANDS INC COM 870827102 6 1000 SH SHARED 02 1000 D SWISS HELVETIA FD INC COM 870875101 12 858 SH SHARED 01 858 D SWISS HELVETIA FD INC COM 870875101 77 5362 SH SHR/OTHR 01 5362 D SWITCHBOARD INC COM 871045100 2 961 SH SHARED 01 961 D SWITCHBOARD INC COM 871045100 13 4396 SH SHARED 01 4396 D SWITCHBOARD INC COM 871045100 6 2022 SH SHARED 04 2022 D SYBASE INC COM 871130100 31 1569 SH SHARED 04 1569 D SYBASE INC COM 871130100 2270 114580 SH SHARED 01 114580 D SYBASE INC COM 871130100 1281 64700 SH SHARED 04 64700 D SYBASE INC COM 871130100 237 12000 SH SHARED 05 12000 D SYBRON DENTAL SPECIALTIES INC COM 871142105 697 41344 SH SHARED 01 41344 D SYBRON DENTAL SPECIALTIES INC COM 871142105 54 3200 SH SHARED 04 3200 D SYCAMORE NETWORKS INC COM 871206108 1 31 SH SHARED 04 31 D SYCAMORE NETWORKS INC COM 871206108 13015 349400 SH SHARED 01 349400 D SYCAMORE NETWORKS INC COM 871206108 11 300 SH SHR/OTHR 01 300 D SYCAMORE NETWORKS INC COM 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SHARED 02 50 D SYMANTEC CORP COM 871503108 2501 74944 SH SHARED 04 74944 D SYMANTEC CORP COM 871503108 297 8900 SH SHARED 05 8900 D SYMBOL TECHNOLOGIES INC COM 871508107 779 21662 SH SHARED 05 21662 D SYMBOL TECHNOLOGIES INC COM 871508107 35984 999579 SH SHARED 01 999579 D SYMBOL TECHNOLOGIES INC COM 871508107 164 4575 SH SHR/OTHR 01 2250 2325 D SYMBOL TECHNOLOGIES INC COM 871508107 71 1975 SH SHARED 02 1500 475 D SYMBOL TECHNOLOGIES INC COM 871508107 4222 117278 SH SHARED 04 117278 D SYMBOL TECHNOLOGIES INC COM 871508107 108 3000 SH SHARED 05 3000 D SYMMETRICOM INC COM 871543104 0 56 SH SHARED 05 56 D SYMMETRICOM INC COM 871543104 447 45872 SH SHARED 01 45872 D SYMMETRICOM INC COM 871543104 88 9065 SH SHARED 04 9065 D SYMYX TECHNOLOGIES COM 87155S108 26 736 SH SHARED 04 736 D SYMYX TECHNOLOGIES COM 87155S108 13436 373249 SH SHARED 01 373249 D SYMYX TECHNOLOGIES COM 87155S108 301 8371 SH SHARED 04 8371 D SYNAPTIC PHARMACEUTICAL CORP COM 87156R109 32 6400 SH SHARED 04 6400 D SYNAGRO TECHNOLOGIES INC COM NEW 871562203 0 30 SH SHARED 04 30 D SYNALLOY CP DEL COM 871565107 2 432 SH SHARED 04 432 D SYNALLOY CP DEL COM 871565107 2 450 SH SHARED 02 450 D SYNBIOTICS CORP COM 871566105 21 49340 SH SHARED 02 49340 D SYNAVANT INC COM 87157A105 349 74610 SH SHARED 01 74201 409 D SYNAVANT INC COM 87157A105 44 9390 SH SHR/OTHR 01 8529 861 D SYNAVANT INC COM 87157A105 0 185 SH SHARED 02 85 100 D SYNAVANT INC COM 87157A105 1 310 SH SHARED 05 310 D SYNCOR INTL CORP DEL COM 87157J106 5 140 SH SHARED 05 140 D SYNCOR INTL CORP DEL COM 87157J106 1466 40322 SH SHARED 01 40322 D SYNCOR INTL CORP DEL COM 87157J106 308 8493 SH SHARED 04 8493 D SYNERGY BRANDS INC COM 87159E105 2 3525 SH SHARED 04 3525 D SYNGENTA AG SPONSORED ADR 87160A100 8 738 SH SHARED 01 630 108 D SYNGENTA AG SPONSORED ADR 87160A100 0 18 SH SHR/OTHR 01 18 D SYNGENTA AG SPONSORED ADR 87160A100 2 242 SH SHARED 02 242 D SYNGENTA AG SPONSORED ADR 87160A100 38 3500 SH SHARED 04 3500 D SYNGENTA AG SPONSORED ADR 87160A100 0 1 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25000 SH SHARED 02 25000 D TCF FINL CORP COM 872275102 5599 125649 SH SHARED 01 125649 D TCF FINL CORP COM 872275102 42 950 SH SHR/OTHR 01 950 D TCF FINL CORP COM 872275102 2704 60700 SH SHARED 04 60700 D TCF FINL CORP COM 872275102 396 8900 SH SHARED 05 8900 D TCI INTL INC COM 872293105 7 753 SH SHARED 05 753 D TC PIPELINES LP UT COM LTD PRT 87233Q108 44 2318 SH SHARED 05 2318 D TCSI CORP COM 87233R106 11 8512 SH SHARED 05 8512 D TCSI CORP COM 87233R106 8 6000 SH SHARED 02 6000 D TCW CONV SECS FD INC COM 872340104 34 3280 SH SHARED 01 3280 D TCW CONV SECS FD INC COM 872340104 145 14000 SH SHR/OTHR 01 14000 D TD WATERHOUSE GRP INC COM 872362108 267 20200 SH SHARED 01 20200 D TD WATERHOUSE GRP INC COM 872362108 51 3900 SH SHARED 04 3900 D TECO ENERGY INC COM 872375100 16259 502213 SH SHARED 01 497989 4224 D TECO ENERGY INC COM 872375100 336 10400 SH SHR/OTHR 01 2400 8000 D TECO ENERGY INC COM 872375100 28 888 SH SHARED 02 888 D TECO ENERGY INC COM 872375100 3004 92800 SH SHARED 04 92800 D TECO ENERGY INC COM 872375100 602 18600 SH SHARED 05 18600 D TEPPCO PARTNERS L P UT LTD PARTNER 872384102 12 500 SH SHR/OTHR 01 500 D TEPPCO PARTNERS L P UT LTD PARTNER 872384102 204 8325 SH SHARED 02 4325 4000 D THCG INC COM 87242T101 0 71 SH SHARED 02 71 D THQ INC COM NEW 872443403 14 607 SH SHARED 02 607 D THQ INC COM NEW 872443403 3334 136790 SH SHARED 01 136790 D THQ INC COM NEW 872443403 188 7729 SH SHARED 04 7729 D TII INDS INC COM NEW 872479209 3 3400 SH SHARED 04 3400 D TJX COS INC NEW COM 872540109 54303 1956893 SH SHARED 01 1945993 10900 D TJX COS INC NEW COM 872540109 138 5000 SH SHARED 02 2000 3000 D TJX COS INC NEW COM 872540109 9834 354414 SH SHARED 04 354414 D TLC LASER EYE CENTERS INC COM 87255E108 65 48562 SH SHARED 04 48562 D T-NETIX INC COM 872597109 0 385 SH SHARED 04 385 D T / R SYS INC COM 87263U102 1 162 SH SHARED 04 162 D T / R SYS INC COM 87263U102 9 1450 SH SHARED 02 1450 D TRW INC COM 872649108 236 6100 SH SHARED 6100 D TRW INC COM 872649108 33537 865485 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253261 D TXU CORP COM 873168108 274 6200 SH SHARED 05 6200 D TACO CABANA INC COM 873425102 0 100 SH SHARED 05 100 D TAITRON COMPONENTS INC CL A 874028103 0 77 SH SHARED 05 77 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 264 15337 SH SHARED 01 15337 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 21 1250 SH SHARED 02 900 350 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 181 10515 SH SHARED 04 10515 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 524 30400 SH SHARED 05 30400 D TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 849 73900 SH SHARED 01 73900 D TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 23 2000 SH SHARED 02 2000 D TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 122 10633 SH SHARED 04 10633 D TALARIAN CORP COM 874090103 0 68 SH SHARED 04 68 D TALARIAN CORP COM 874090103 10 3000 SH SHARED 02 3000 D TALBOTS INC COM 874161102 2427 53200 SH SHARED 01 53200 D TALBOTS INC COM 874161102 95 2100 SH SHARED 04 2100 D TALISMAN ENERGY INC COM 87425E103 889 24000 SH SHARED 04 24000 D TALISMAN ENTERPRISES INC COM NEW 874254204 0 120 SH SHARED 04 120 D TALK CITY INC COM 874263106 0 317 SH SHARED 04 317 D TALK COM INC COM 874264104 17 12071 SH SHARED 04 12071 D TALK COM INC COM 874264104 112 78448 SH SHARED 01 78448 D TALK COM INC COM 874264104 2 2000 SH SHARED 02 2000 D TALK COM INC COM 874264104 39 27164 SH SHARED 04 27164 D TALX CORP COM 874918105 200 5000 SH SHARED 04 5000 D TANDY BRANDS ACCESSORIES INC COM 875378101 1 182 SH SHARED 04 182 D TANGER FACTORY OUTLET CTRS INC COM 875465106 173 7600 SH SHARED 01 7600 D TANGER FACTORY OUTLET CTRS INC COM 875465106 42 1850 SH SHARED 02 1850 D TANGER FACTORY OUTLET CTRS INC COM 875465106 48 2114 SH SHARED 04 2114 D TANNING TECHNOLOGY CORP COM 87588P101 46 12600 SH SHARED 01 12600 D TANNING TECHNOLOGY CORP COM 87588P101 17 4715 SH SHARED 04 4715 D TANOX INC COM 87588Q109 66 1700 SH SHARED 01 1700 D TANOX INC COM 87588Q109 27 694 SH SHARED 04 694 D TANGRAM ENTERPRISE SOLUTIONS COM 875924102 2 5430 SH SHARED 04 5430 D TARGET CORP COM 87612E106 3434 106500 SH SHARED 106500 D TARGET CORP COM 87612E106 226925 7036460 SH SHARED 01 7014560 21900 D TARGET CORP COM 87612E106 7071 219268 SH SHR/OTHR 01 123792 95476 D TARGET CORP COM 87612E106 748 23200 SH SHARED 02 8650 14550 D TARGET CORP COM 87612E106 24384 756106 SH SHARED 04 756106 D TARGET CORP COM 87612E106 1279 39660 SH SHARED 06 39660 D TARGETED GENETICS CORP COM 87612M108 51 7766 SH SHARED 06 7766 D TARGETED GENETICS CORP COM 87612M108 302 45279 SH SHARED 01 45279 D TARGETED GENETICS CORP COM 87612M108 70 10492 SH SHARED 04 10492 D TARRANT APPAREL GROUP COM 876289109 3 1095 SH SHARED 04 1095 D TASEKO MINES LTD COM 876511106 2 3586 SH SHARED 04 3586 D TAUBMAN CTRS INC COM 876664103 465 42600 SH SHARED 01 42600 D TAUBMAN CTRS INC COM 876664103 109 10008 SH SHARED 02 6138 3870 D TAUBMAN CTRS INC COM 876664103 141 12968 SH SHARED 04 12968 D TEAM COMMUNICATIONS GROUP COM 87815F108 2 790 SH SHARED 04 790 D TEAM FINANCIAL INC COM 87815X109 0 121 SH SHARED 04 121 D TECH DATA CORP COM 878237106 32 1218 SH SHARED 04 1218 D TECH DATA CORP COM 878237106 45 1700 SH SHARED 1700 D TECH DATA CORP COM 878237106 2291 84719 SH SHARED 01 84419 300 D TECH DATA CORP COM 878237106 12 450 SH SHARED 02 450 D TECH DATA CORP COM 878237106 1076 39800 SH SHARED 04 39800 D TECH DATA CORP COM 878237106 186 6900 SH SHARED 05 6900 D TECH OPS SEVCON INC COM 878293109 225 25000 SH SHARED 02 25000 D TECHNE CORP COM 878377100 191 5300 SH SHARED 02 5300 D TECHNE CORP COM 878377100 2018 55966 SH SHARED 01 52675 3291 D TECHNE CORP COM 878377100 19 550 SH SHR/OTHR 01 550 D TECHNE CORP COM 878377100 7 210 SH SHARED 02 210 D TECHNE CORP COM 878377100 158 4400 SH SHARED 04 4400 D TECHNICAL COMMUNICATIONS CORP COM 878409101 1 1025 SH SHARED 04 1025 D TECHNITROL INC COM 878555101 32 800 SH SHARED 800 D TECHNITROL INC COM 878555101 1521 37000 SH SHARED 01 37000 D TECHNITROL INC COM 878555101 381 9279 SH SHARED 04 9279 D TECHNOLOGY SOLUTIONS CO COM 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SHARED 04 3371 D TELEDYNE TECHNOLOGIES INC COM 879360105 1164 49288 SH SHARED 01 49149 139 D TELEDYNE TECHNOLOGIES INC COM 879360105 282 11969 SH SHARED 04 11969 D TELEFLEX INC COM 879369106 3328 75337 SH SHARED 01 75337 D TELEFLEX INC COM 879369106 710 16090 SH SHARED 02 3000 13090 D TELEFLEX INC COM 879369106 1752 39671 SH SHARED 04 39671 D TELEFLEX INC COM 879369106 220 5000 SH SHARED 05 5000 D TELEFONICA S A SPONSORED ADR 879382208 741 14830 SH SHARED 01 8944 5886 D TELEFONICA S A SPONSORED ADR 879382208 272 5452 SH SHARED 02 4021 1431 D TELEFONICA DEL PERU S A SPON ADR CL B 879384105 60 9900 SH SHARED 01 9900 D TELEFONOS DE MEXICO S A SR DB CV 4.25%04 879403AD5 5725 5500000 PRN SHARED 04 5500000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 180500 4000000 SH SHARED 01 4000000 D TELENETICS CORP COM NEW 87943P408 0 813 SH SHARED 01 813 D TELENETICS CORP COM NEW 87943P408 9 10000 SH SHARED 02 10000 D TELEPHONE & DATA SYS INC COM 879433100 6704 74489 SH SHARED 01 73889 600 D TELEPHONE & DATA SYS INC COM 879433100 662 7365 SH SHARED 02 3765 3600 D TELEPHONE & DATA SYS INC COM 879433100 4311 47900 SH SHARED 04 47900 D TELENOR ASA SPONSORED ADR 87944W105 12 1025 SH SHARED 04 1025 D TELESCAN INC COM 879516102 33 31159 SH SHARED 04 31159 D TELESP CELULAR PART S A SPON ADR PFD 87952L108 59 2200 SH SHARED 01 2200 D TELEWEST COMMUNICATIONS PLC SPONSORED ADR 87956P105 0 46 SH SHARED 01 46 D TELEWEST COMMUNICATIONS PLC SPONSORED ADR 87956P105 7 500 SH SHARED 05 500 D TELIGENT INC CL A 87959Y103 26 13607 SH SHARED 05 13607 D TELIGENT INC CL A 87959Y103 88 45700 SH SHARED 01 45700 D TELIGENT INC CL A 87959Y103 2 1500 SH SHARED 02 1100 400 D TELIGENT INC CL A 87959Y103 13 6935 SH SHARED 04 6935 D TELLABS INC COM 879664100 34018 602100 SH SHARED 602100 D TELLABS INC COM 879664100 177450 3140709 SH SHARED 01 3111609 29100 D TELLABS INC COM 879664100 72 1290 SH SHR/OTHR 01 920 370 D TELLABS INC COM 879664100 1388 24571 SH SHARED 02 5140 19431 D TELLABS INC COM 879664100 19806 350552 SH SHARED 04 350552 D TELTRONICS INC COM NEW 879698306 3 3188 SH SHARED 04 3188 D TELULAR CORP COM NEW 87970T208 1 243 SH SHARED 04 243 D TELOCITY INC COM 87971D103 249 124499 SH SHARED 04 124499 D TELOCITY INC COM 87971D103 18 9000 SH SHARED 02 9000 D TELOCITY INC COM 87971D103 8 4248 SH SHARED 04 4248 D TELSCAPE INTL INC NEW COM 87971Q104 11 11562 SH SHARED 04 11562 D TEMPLE INLAND INC COM 879868107 20834 388523 SH SHARED 01 388323 200 D TEMPLE INLAND INC COM 879868107 424 7920 SH SHR/OTHR 01 7920 D TEMPLE INLAND INC COM 879868107 2650 49423 SH SHARED 04 49423 D TEMPLE INLAND INC COM 879868107 611 11400 SH SHARED 05 11400 D TELETECH HOLDINGS INC COM 879939106 8 459 SH SHARED 05 459 D TELETECH HOLDINGS INC COM 879939106 411 22400 SH SHARED 01 22400 D TELETECH HOLDINGS INC COM 879939106 209 11389 SH SHARED 04 11389 D TELESYSTEM INTL WIRELESS INC SUB VTG SHS 879946101 3 700 SH SHARED 04 700 D TEMPLETON DRAGON FD INC COM 88018T101 43 6000 SH SHARED 02 6000 D TEMPLETON EMERG MKT APPRECN FD COM 880190103 94 10400 SH SHARED 04 10400 D TEMPLETON EMERGING MKTS FD INC COM 880191101 0 100 SH SHARED 01 100 D TEMPLETON EMERG MKTS INCOME FD COM 880192109 968 100000 SH SHR/OTHR 01 100000 D TEMPLETON EMERG MKTS INCOME FD COM 880192109 67 7000 SH SHARED 02 3500 3500 D TEMPLETON EMERG MKTS INCOME FD COM 880192109 182 18800 SH SHARED 04 18800 D TEMPLETON GLOBAL INCOME FD INC COM 880198106 30 5000 SH SHR/OTHR 01 5000 D TEMPLETON RUSSIA FD INC COM 88022F105 21 2000 SH SHARED 02 2000 D TENFOLD CORP COM 88033A103 38 25835 SH SHARED 02 25835 D TENFOLD CORP COM 88033A103 23 15500 SH SHARED 01 15500 D TENFOLD CORP COM 88033A103 0 100 SH SHARED 02 100 D TENFOLD CORP COM 88033A103 7 5209 SH SHARED 04 5209 D TENET HEALTHCARE CORP COM 88033G100 116678 2625706 SH SHARED 01 2591806 33900 D TENET HEALTHCARE CORP COM 88033G100 17 400 SH SHARED 02 400 D TENET HEALTHCARE CORP COM 88033G100 16325 367385 SH SHARED 04 367385 D TENET HEALTHCARE CORP COM 88033G100 448 10100 SH SHARED 05 10100 D TENGASCO INC COM NEW 88033R205 131 10500 SH SHARED 02 10500 D TENNANT CO COM 880345103 782 16300 SH SHARED 01 16300 D TENNANT CO COM 880345103 57 1200 SH SHARED 04 1200 D TENNECO AUTOMOTIVE INC COM 880349105 2627 875811 SH SHARED 01 875811 D TENNECO AUTOMOTIVE INC COM 880349105 0 130 SH SHARED 02 10 120 D TENNECO AUTOMOTIVE INC COM 880349105 40 13640 SH SHARED 04 13640 D TERADYNE INC COM 880770102 271 7300 SH SHARED 04 7300 D TERADYNE INC COM 880770102 52514 1409784 SH SHARED 01 1408769 1015 D TERADYNE INC COM 880770102 41 1125 SH SHARED 02 1125 D TERADYNE INC COM 880770102 5427 145705 SH SHARED 04 145705 D TERAGLOBAL COMMUNICATIONS CORP COM 880771100 0 1672 SH SHARED 04 1672 D TERAYON COMMUNICATION SYS COM 880775101 19 4919 SH SHARED 04 4919 D TERAYON COMMUNICATION SYS COM 880775101 243 60000 SH SHARED 01 60000 D TERAYON COMMUNICATION SYS COM 880775101 573 141175 SH SHARED 02 111200 29975 D TERAYON COMMUNICATION SYS COM 880775101 66667 16412600 SH SHARED 04 16412600 D TERAYON COMMUNICATION SYS COM 880775101 12 3000 SH SHARED 05 3000 D TEREX CORP NEW COM 880779103 611 37795 SH SHARED 01 37795 D TEREX CORP NEW COM 880779103 164 10162 SH SHARED 04 10162 D TERRA NETWORKS S A SPONSORED ADR 88100W103 8 802 SH SHARED 04 802 D TERRA NETWORKS S A SPONSORED ADR 88100W103 1452 137550 SH SHARED 01 15050 122500 D TERRA NETWORKS S A SPONSORED ADR 88100W103 367 34829 SH SHARED 02 5211 29618 D TERREMARK WORLDWIDE INC COM 881448104 112 149727 SH SHARED 01 139727 10000 D TERREMARK WORLDWIDE INC COM 881448104 36 48518 SH SHARED 04 48518 D TESCO CORP COM 88157K101 1 100 SH SHARED 04 100 D TESORO PETE CORP COM 881609101 855 73611 SH SHARED 01 73611 D TESORO PETE CORP COM 881609101 139 11965 SH SHARED 04 11965 D TESORO PETE CORP PIES CV 1/100S 881609408 480 40000 SH SHARED 01 40000 D TETRA TECH INC NEW COM 88162G103 1 44 SH SHARED 01 44 D TETRA TECH INC NEW COM 88162G103 1553 48737 SH SHARED 01 48737 D TETRA TECH INC NEW COM 88162G103 441 13856 SH SHARED 04 13856 D TEVA PHARMACEUTICAL INDS LTD ADR 881624209 119104 1626000 SH SHARED 01 1626000 D TEVA PHARMACEUTICAL INDS LTD ADR 881624209 73 1000 SH SHARED 02 1000 D TEVA PHARMACEUTICAL INDS LTD ADR 881624209 9346 127600 SH SHARED 04 127600 D TEVA PHARMACEUTICAL INDS LTD ADR 881624209 139 1900 SH SHARED 05 1900 D TEXACO INC COM 881694103 129505 2084600 SH SHARED 2084600 D TEXACO INC COM 881694103 248839 4005457 SH SHARED 01 3952440 53017 D TEXACO INC COM 881694103 4082 65710 SH SHR/OTHR 01 20700 45010 D TEXACO INC COM 881694103 1021 16437 SH SHARED 02 7113 9324 D TEXACO INC COM 881694103 49389 795006 SH SHARED 04 795006 D TEXACO INC COM 881694103 1037 16700 SH SHARED 05 16700 D TEXACO INC COM 881694103 0 10 SH SHARED 06 10 D TEXAS BIOTECHNOLOGY CORP COM 88221T104 442 51546 SH SHARED 01 51546 D TEXAS BIOTECHNOLOGY CORP COM 88221T104 137 15978 SH SHARED 04 15978 D TEXAS INDS INC COM 882491103 1114 37141 SH SHARED 01 37141 D TEXAS INDS INC COM 882491103 250 8365 SH SHARED 04 8365 D TEXAS INSTRS INC COM 882508104 1058 22345 SH SHARED 04 22345 D TEXAS INSTRS INC COM 882508104 23 500 SH SHR/OTHR 04 150 350 D TEXAS INSTRS INC COM 882508104 102860 2171200 SH SHARED 2171200 D TEXAS INSTRS INC COM 882508104 626682 13228120 SH SHARED 01 12920076 308044 D TEXAS INSTRS INC COM 882508104 4942 104332 SH SHR/OTHR 01 46493 57839 D TEXAS INSTRS INC COM 882508104 7948 167778 SH SHARED 02 39370 128408 D TEXAS INSTRS INC COM 882508104 109258 2306255 SH SHARED 04 2306255 D TEXAS INSTRS INC COM 882508104 28259 596500 SH SHARED 06 596500 D TEXAS REGL BANCSHARES INC CL A VTG 882673106 5 176 SH SHARED 06 176 D TEXAS REGL BANCSHARES INC CL A VTG 882673106 782 24090 SH SHARED 01 24090 D TEXAS REGL BANCSHARES INC CL A VTG 882673106 48 1500 SH SHR/OTHR 01 1500 D TEXAS REGL BANCSHARES INC CL A VTG 882673106 65 2000 SH SHARED 02 2000 D TEXAS REGL BANCSHARES INC CL A VTG 882673106 197 6068 SH SHARED 04 6068 D TEXTRON INC COM 883203101 50909 1094833 SH SHARED 01 1089508 5325 D TEXTRON INC COM 883203101 353 7600 SH SHR/OTHR 01 7600 D TEXTRON INC COM 883203101 96 2072 SH SHARED 02 2072 D TEXTRON INC COM 883203101 6388 137393 SH SHARED 04 137393 D TEXTRON INC COM 883203101 5556 119500 SH SHARED 05 119500 D TEXTRON INC PFD CONV $2.08 883203200 6 35 SH SHARED 02 35 D THEGLOBE COM INC COM 88335R101 2 8642 SH SHARED 02 8642 D THERAGENICS CORP COM 883375107 235 47108 SH SHARED 01 47108 D THERAGENICS CORP COM 883375107 10 2000 SH SHARED 02 2000 D THERAGENICS CORP COM 883375107 51 10276 SH SHARED 04 10276 D THERMA-WAVE INC COM 88343A108 298 21300 SH SHARED 01 21300 D THERMA-WAVE INC COM 88343A108 519 37100 SH SHARED 02 17100 20000 D THERMA-WAVE INC COM 88343A108 64 4586 SH SHARED 04 4586 D THERMO CARDIOSYSTEMS INC COM NONREDEEM 88355K200 191 21900 SH SHARED 01 21900 D THERMO CARDIOSYSTEMS INC COM NONREDEEM 88355K200 53 6133 SH SHARED 04 6133 D THERMO FIBERTEK INC COM 88355W105 22 6400 SH SHARED 01 6400 D THERMO FIBERTEK INC COM 88355W105 7 2246 SH SHARED 04 2246 D THERMO ELECTRON CORP COM 883556102 39417 1324946 SH SHARED 01 1321775 3171 D THERMO ELECTRON CORP COM 883556102 254 8569 SH SHR/OTHR 01 8569 D THERMO ELECTRON CORP COM 883556102 401 13500 SH SHARED 02 13500 D THERMO ELECTRON CORP COM 883556102 4931 165780 SH SHARED 04 165780 D THERMO ELECTRON CORP COM 883556102 107 3600 SH SHARED 05 3600 D THERMOGENESIS CORP COM NEW 883623209 0 45 SH SHARED 05 45 D THESTREET COM COM 88368Q103 3 1201 SH SHARED 05 1201 D THESTREET COM COM 88368Q103 4 1500 SH SHARED 01 1500 D THINKPATH COM INC COM 884099102 17 21650 SH SHARED 01 21650 D THISTLE GROUP HLDGS CO COM 88431E103 0 32 SH SHARED 01 32 D THOMAS & BETTS CORP COM 884315102 10970 677753 SH SHARED 01 677353 400 D THOMAS & BETTS CORP COM 884315102 16 1000 SH SHR/OTHR 01 1000 D THOMAS & BETTS CORP COM 884315102 785 48554 SH SHARED 04 48554 D THOMAS & BETTS CORP COM 884315102 19 1200 SH SHARED 05 1200 D THOMAS INDS INC COM 884425109 559 24060 SH SHARED 01 24060 D THOMAS INDS INC COM 884425109 46 2000 SH SHARED 02 2000 D THOMAS INDS INC COM 884425109 142 6134 SH SHARED 04 6134 D THOMSON MULTIMEDIA SPONSORED ADR 885118109 58 1300 SH SHARED 04 1300 D THOR INDS INC COM 885160101 361 18288 SH SHARED 01 16375 1913 D THOR INDS INC COM 885160101 50 2581 SH SHARED 04 2581 D THORATEC LABS CORP COM NEW 885175307 7 675 SH SHARED 04 675 D THORATEC LABS CORP COM NEW 885175307 171 15602 SH SHARED 01 15602 D THORATEC LABS CORP COM NEW 885175307 0 66 SH SHARED 02 66 D THORATEC LABS CORP COM NEW 885175307 67 6140 SH SHARED 04 6140 D 3DO CO COM 88553W105 0 40 SH SHARED 04 40 D 3DO CO COM 88553W105 119 45700 SH SHARED 01 45700 D 3DO CO COM 88553W105 21 8000 SH SHARED 02 8000 D 3DO CO COM 88553W105 26 10278 SH SHARED 04 10278 D 3DFX INTERACTIVE INC COM 88553X103 0 2439 SH SHARED 04 2439 D 3DFX INTERACTIVE INC COM 88553X103 10 41300 SH SHARED 01 41300 D 3DFX INTERACTIVE INC COM 88553X103 3 12967 SH SHARED 04 12967 D 3COM CORP COM 885535104 169 19950 SH SHARED 04 19950 D 3COM CORP COM 885535104 47 5600 SH SHARED 5600 D 3COM CORP COM 885535104 4249 499900 SH SHARED 01 497000 2900 D 3COM CORP COM 885535104 1 200 SH SHR/OTHR 01 200 D 3COM CORP COM 885535104 52 6132 SH SHARED 02 1675 4457 D 3COM CORP COM 885535104 2857 336183 SH SHARED 04 336183 D 3COM CORP COM 885535104 421 49600 SH SHARED 05 49600 D THREE FIVE SYS INC COM 88554L108 552 30699 SH SHARED 01 30699 D THREE FIVE SYS INC COM 88554L108 152 8484 SH SHARED 04 8484 D 360NETWORKS INC SUB VTG SHS 88575T205 30 2376 SH SHARED 04 2376 D TIBCO SOFTWARE INC COM 88632Q103 8 187 SH SHARED 04 187 D TIBCO SOFTWARE INC COM 88632Q103 5747 119900 SH SHARED 01 119900 D TIBCO SOFTWARE INC COM 88632Q103 5160 107645 SH SHARED 02 74000 33645 D TIBCO SOFTWARE INC COM 88632Q103 2132 44487 SH SHARED 04 44487 D TIBCO SOFTWARE INC COM 88632Q103 330 6900 SH SHARED 05 6900 D TICKETS COM INC COM 88633M101 2 7384 SH SHARED 05 7384 D TICKETMASTER ONLINE-CITYSEARCH CL B 88633P203 213 25500 SH SHARED 01 25500 D TICKETMASTER ONLINE-CITYSEARCH CL B 88633P203 165 19810 SH SHARED 02 10000 9810 D TICKETMASTER ONLINE-CITYSEARCH CL B 88633P203 15 1900 SH SHARED 04 1900 D TIDEL TECHNOLOGIES INC COM 886368109 27 4824 SH SHARED 04 4824 D TIDEWATER INC COM 886423102 26671 601058 SH SHARED 01 601058 D TIDEWATER INC COM 886423102 97 2200 SH SHR/OTHR 01 2200 D TIDEWATER INC COM 886423102 4 100 SH SHARED 02 100 D TIDEWATER INC COM 886423102 2418 54500 SH SHARED 04 54500 D TIDEWATER INC COM 886423102 2906 65500 SH SHARED 05 65500 D TIER TECHNOLOGIES INC CL B 88650Q100 20 3578 SH SHARED 05 3578 D TIFFANY & CO NEW COM 886547108 35502 1122608 SH SHARED 01 1119808 2800 D TIFFANY & CO NEW COM 886547108 177 5600 SH SHR/OTHR 01 5600 D TIFFANY & CO NEW COM 886547108 14 460 SH SHARED 02 460 D TIFFANY & CO NEW COM 886547108 4320 136630 SH SHARED 04 136630 D TIFFANY & CO NEW COM 886547108 1989 62900 SH SHARED 05 62900 D TIFFANY & CO NEW COM 886547108 6821 215700 SH SHARED 06 215700 D TIMBERLAND CO CL A 887100105 93 1400 SH SHARED 1400 D TIMBERLAND CO CL A 887100105 7376 110300 SH SHARED 01 110300 D TIMBERLAND CO CL A 887100105 449 6722 SH SHARED 04 6722 D TIMBERLINE SOFTWARE CORP COM 887134104 2 675 SH SHARED 04 675 D TIME WARNER INC COM 887315109 724 13875 SH SHARED 04 13875 D TIME WARNER INC COM 887315109 15 300 SH SHR/OTHR 04 300 D TIME WARNER INC COM 887315109 2476 47400 SH SHARED 47400 D TIME WARNER INC COM 887315109 552853 10582957 SH SHARED 01 10232294 350663 D TIME WARNER INC COM 887315109 16729 320234 SH SHR/OTHR 01 131712 188522 D TIME WARNER INC COM 887315109 3508 67168 SH SHARED 02 18372 48796 D TIME WARNER INC COM 887315109 120006 2297220 SH SHARED 04 2297220 D TIME WARNER INC COM 887315109 2188 41900 SH SHARED 05 41900 D TIME WARNER INC COM 887315109 9591 183600 SH SHARED 06 183600 D TIME WARNER TELECOM INC CL A 887319101 3628 57200 SH SHARED 01 57200 D TIME WARNER TELECOM INC CL A 887319101 34 550 SH SHARED 02 300 250 D TIME WARNER TELECOM INC CL A 887319101 310 4900 SH SHARED 04 4900 D TIMKEN CO COM 887389104 160 10600 SH SHARED 10600 D TIMKEN CO COM 887389104 7160 473411 SH SHARED 01 473411 D TIMKEN CO COM 887389104 33 2200 SH SHARED 02 2200 D TIMKEN CO COM 887389104 972 64303 SH SHARED 04 64303 D TIMKEN CO COM 887389104 21 1400 SH SHARED 05 1400 D TITAN CORP COM 888266103 988 60800 SH SHARED 01 60800 D TITAN CORP COM 888266103 645 39700 SH SHARED 04 39700 D TITAN CORP COM 888266103 115 7100 SH SHARED 05 7100 D TITAN PHARMACEUTICALS INC DEL COM 888314101 1410 39887 SH SHARED 01 39887 D TITAN PHARMACEUTICALS INC DEL COM 888314101 327 9250 SH SHARED 02 8750 500 D TITAN PHARMACEUTICALS INC DEL COM 888314101 316 8954 SH SHARED 04 8954 D TIVO INC COM 888706108 216 40300 SH SHARED 01 40300 D TIVO INC COM 888706108 31 5820 SH SHARED 04 5820 D TODHUNTER INTL INC DEL COM 889050100 140 20000 SH SHARED 02 20000 D TOKIO MARINE & FIRE INS LTD ADR NEW 889090403 19 350 SH SHARED 02 350 D TOKIO MARINE & FIRE INS LTD ADR NEW 889090403 250 4400 SH SHARED 01 4400 D TOKIO MARINE & FIRE INS LTD ADR NEW 889090403 250 4400 SH SHR/OTHR 01 4400 D TOKIO MARINE & FIRE INS LTD ADR NEW 889090403 9 165 SH SHARED 02 165 D TOLL BROTHERS INC COM 889478103 171 4200 SH SHARED 4200 D TOLL BROTHERS INC COM 889478103 1734 42427 SH SHARED 01 42427 D TOLL BROTHERS INC COM 889478103 332 8143 SH SHARED 04 8143 D TOLLGRADE COMMUNICATIONS INC COM 889542106 740 20300 SH SHARED 01 20300 D TOLLGRADE COMMUNICATIONS INC COM 889542106 5 150 SH SHARED 02 150 D TOLLGRADE COMMUNICATIONS INC COM 889542106 171 4691 SH SHARED 04 4691 D TOO INC COM 890333107 633 50649 SH SHARED 01 50449 200 D TOO INC COM 890333107 0 17 SH SHARED 02 17 D TOO INC COM 890333107 149 11962 SH SHARED 04 11962 D TOOTSIE ROLL INDS INC COM 890516107 1761 38242 SH SHARED 01 38242 D TOOTSIE ROLL INDS INC COM 890516107 322 7004 SH SHR/OTHR 01 7004 D TOOTSIE ROLL INDS INC COM 890516107 260 5646 SH SHARED 02 5646 D TOOTSIE ROLL INDS INC COM 890516107 1754 38100 SH SHARED 04 38100 D TOPJOBS NET PLC SPONSORED ADR 890726102 34 26036 SH SHARED 04 26036 D TOPPS INC COM 890786106 11 1300 SH SHARED 04 1300 D TOPPS INC COM 890786106 56 6100 SH SHARED 6100 D TOPPS INC COM 890786106 705 76746 SH SHARED 01 76746 D TOPPS INC COM 890786106 220 24000 SH SHARED 02 7500 16500 D TOPPS INC COM 890786106 150 16327 SH SHARED 04 16327 D TORCH ENERGY ROYALTY TRUST UNIT BEN INT 891013104 70 10000 SH SHARED 04 10000 D TORCHMARK CORP COM 891027104 33584 873747 SH SHARED 01 872447 1300 D TORCHMARK CORP COM 891027104 6458 168016 SH SHARED 04 168016 D TORO CO COM 891092108 58 1600 SH SHARED 1600 D TORO CO COM 891092108 827 22550 SH SHARED 01 22550 D TORO CO COM 891092108 58 1600 SH SHARED 02 600 1000 D TORO CO COM 891092108 163 4464 SH SHARED 04 4464 D TOSCO CORP COM NEW 891490302 794 23400 SH SHARED 23400 D TOSCO CORP COM NEW 891490302 33690 992747 SH SHARED 01 992747 D TOSCO CORP COM NEW 891490302 175 5163 SH SHARED 02 5100 63 D TOSCO CORP COM NEW 891490302 3965 116853 SH SHARED 04 116853 D TOSCO CORP COM NEW 891490302 356 10500 SH SHARED 05 10500 D TOTAL ENTMT RESTAURANT CORP COM 89150E100 1 590 SH SHARED 05 590 D TOTAL FINA ELF S A SPONSORED ADR 89151E109 722 9935 SH SHARED 01 7985 1950 D TOTAL FINA ELF S A SPONSORED ADR 89151E109 50 700 SH SHR/OTHR 01 300 400 D TOTAL FINA ELF S A SPONSORED ADR 89151E109 1148 15800 SH SHARED 04 15800 D TOTAL FINA ELF S A SPONSORED ADR 89151E109 763 10500 SH SHARED 05 10500 D TOTAL RESH CORP COM 891511107 6 1940 SH SHARED 05 1940 D TOWER AUTOMOTIVE INC COM 891707101 477 53090 SH SHARED 01 53090 D TOWER AUTOMOTIVE INC COM 891707101 1125 125000 SH SHARED 02 125000 D TOWER AUTOMOTIVE INC COM 891707101 204 22668 SH SHARED 04 22668 D TOTAL SYS SVCS INC COM 891906109 345 15434 SH SHARED 01 15434 D TOTAL SYS SVCS INC COM 891906109 76 3400 SH SHARED 04 3400 D TRACK DATA CORP COM 891918104 279 388797 SH SHARED 04 388797 D TRACK DATA CORP COM 891918104 3 5000 SH SHARED 02 5000 D TOWN & CTRY TR SH BEN INT 892081100 784 40600 SH SHARED 01 39600 1000 D TOWN & CTRY TR SH BEN INT 892081100 270 14000 SH SHR/OTHR 01 14000 D TOWN & CTRY TR SH BEN INT 892081100 153 7950 SH SHARED 02 7950 D TOWN & CTRY TR SH BEN INT 892081100 120 6256 SH SHARED 04 6256 D TOYMAX INTERNATIONAL INC COM 892268103 1 691 SH SHARED 04 691 D TOYS R US INC COM 892335100 30791 1845256 SH SHARED 01 1822656 22600 D TOYS R US INC COM 892335100 42 2531 SH SHR/OTHR 01 2531 D TOYS R US INC COM 892335100 35 2100 SH SHARED 02 1000 1100 D TOYS R US INC COM 892335100 2999 179738 SH SHARED 04 179738 D TRADER COM NV NY REGSTR CL A 89254T102 1 200 SH SHARED 02 200 D TRAFFIX INC COM 892721101 52 30585 SH SHARED 02 30585 D TRAILER BRIDGE COM 892782103 6 3755 SH SHARED 02 3755 D TRAILER BRIDGE COM 892782103 8 5000 SH SHARED 02 5000 D TRAMMELL CROW CO COM 89288R106 413 30600 SH SHARED 01 30600 D TRAMMELL CROW CO COM 89288R106 128 9508 SH SHARED 04 9508 D TRANS-GLOBAL RES N L SP ADR NEW 199 892909508 2 19746 SH SHARED 04 19746 D TRANSACT TECHNOLOGIES INC COM 892918103 0 22 SH SHARED 04 22 D TRANS INDS INC COM 893239103 0 99 SH SHARED 04 99 D TRANS WORLD AIRLS INC WT EXP 082302 893349134 0 150 SH SHARED 01 150 D TRANS WORLD AIRLS INC WT EXP 082302 893349134 0 41 SH SHARED 02 41 D TRANS WORLD AIRLS INC COM PAR$.01NEW 893349837 1 1231 SH SHARED 01 1231 D TRANS WORLD AIRLS INC COM PAR$.01NEW 893349837 1 1697 SH SHARED 02 1697 D TRANS WORLD ENTMT CORP COM 89336Q100 4 462 SH SHARED 02 462 D TRANS WORLD ENTMT CORP COM 89336Q100 497 55719 SH SHARED 01 55719 D TRANS WORLD ENTMT CORP COM 89336Q100 106 11961 SH SHARED 04 11961 D TRANSACTION SYS ARCHITECTS CL A 893416107 880 76114 SH SHARED 01 76114 D TRANSACTION SYS ARCHITECTS CL A 893416107 72 6279 SH SHARED 02 4100 2179 D TRANSACTION SYS ARCHITECTS CL A 893416107 511 44259 SH SHARED 04 44259 D TRANSACTION SYS ARCHITECTS CL A 893416107 50 4400 SH SHARED 05 4400 D TRANSATLANTIC HLDGS INC COM 893521104 1270 12000 SH SHARED 01 11850 150 D TRANSATLANTIC HLDGS INC COM 893521104 8 82 SH SHARED 02 82 D TRANSATLANTIC HLDGS INC COM 893521104 169 1600 SH SHARED 04 1600 D TRANSCANADA PIPELINES LTD COM 893526103 3 333 SH SHARED 01 333 D TRANSCONTINENTAL RLTY INVS COM NEW 893617209 44 5000 SH SHARED 04 5000 D TRANSGENOMIC INC COM 89365K206 0 40 SH SHARED 04 40 D TRANSKARYOTIC THERAPIES INC COM 893735100 0 14 SH SHARED 04 14 D TRANSKARYOTIC THERAPIES INC COM 893735100 1298 35645 SH SHARED 01 35645 D TRANSKARYOTIC THERAPIES INC COM 893735100 281 7720 SH SHARED 04 7720 D TRANSMEDIA ASIA PAC INC COM 89376P103 0 2680 SH SHARED 04 2680 D TRANSMETA CORP DEL COM 89376R109 600 25550 SH SHARED 02 24900 650 D TRANSCEND SERVICES INC COM NEW 893929208 0 100 SH SHARED 02 100 D TRANSMONTAIGNE INC COM 893934109 81 29800 SH SHARED 01 29800 D TRANSMONTAIGNE INC COM 893934109 28 10490 SH SHARED 04 10490 D TRAVELOCITY COM INC COM 893953109 361 29850 SH SHARED 01 29850 D TRAVELOCITY COM INC COM 893953109 70 5821 SH SHARED 04 5821 D TRANSWITCH CORP COM 894065101 69 1764 SH SHARED 04 1764 D TRANSWITCH CORP COM 894065101 104819 2679100 SH SHARED 01 2679100 D TRANSWITCH CORP COM 894065101 1 50 SH SHARED 02 50 D TRANSWITCH CORP COM 894065101 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D U S-CHINA INDUSTRIAL EXCHANGE COM NEW 90329W302 1 218 SH SHARED 01 218 D U S G CORP COM NEW 903293405 1846 82078 SH SHARED 01 82078 D U S G CORP COM NEW 903293405 22 1001 SH SHARED 02 1001 D U S G CORP COM NEW 903293405 729 32400 SH SHARED 04 32400 D US LEC CORP CL A 90331S109 75 15660 SH SHARED 01 15660 D US LEC CORP CL A 90331S109 18 3902 SH SHARED 04 3902 D USEC INC COM 90333E108 4538 1052473 SH SHARED 01 1052473 D USEC INC COM 90333E108 232 53912 SH SHARED 04 53912 D USA BIOMASS CORP COM 90333F105 0 108 SH SHARED 04 108 D U S CONCRETE INC COM 90333L102 0 39 SH SHARED 04 39 D U S LABORATORIES INC COM 90333T105 2 711 SH SHARED 04 711 D U S LABORATORIES INC WT EXP 021904 90333T113 11 16600 SH SHARED 04 16600 D U S AGGREGATES INC COM 90334D109 28 3655 SH SHARED 01 3655 D U S AGGREGATES INC COM 90334D109 116 15100 SH SHARED 02 2400 12700 D U S AGGREGATES INC COM 90334D109 15 2009 SH SHARED 04 2009 D U S INTERACTIVE INC COM 90334M109 1 3940 SH SHARED 04 3940 D U S INTERACTIVE INC COM 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HEALTH INC COM 922793104 326 25958 SH SHARED 01 25958 D VENTIV HEALTH INC COM 922793104 10 833 SH SHARED 02 833 D VENTIV HEALTH INC COM 922793104 77 6137 SH SHARED 04 6137 D VENTRO CORP COM 922815105 0 85 SH SHARED 04 85 D VENTRO CORP COM 922815105 2552 2552000 SH SHARED 01 2551276 724 D VENTRO CORP COM 922815105 45 45000 SH SHARED 02 45000 D VENTRO CORP COM 922815105 8 8601 SH SHARED 04 8601 D VENATOR GROUP INC COM 922944103 4288 276650 SH SHARED 01 276650 D VENATOR GROUP INC COM 922944103 49 3200 SH SHR/OTHR 01 3200 D VENATOR GROUP INC COM 922944103 830 53564 SH SHARED 04 53564 D VENATOR GROUP INC COM 922944103 74 4800 SH SHARED 05 4800 D VENTURE CATALYST INC UTAH COM 92326Q106 0 243 SH SHARED 05 243 D VERITY INC COM 92343C106 1255 52167 SH SHARED 01 52167 D VERITY INC COM 92343C106 601 25000 SH SHARED 02 25000 D VERITY INC COM 92343C106 322 13386 SH SHARED 04 13386 D VERISIGN INC COM 92343E102 72 972 SH SHARED 04 972 D VERISIGN INC COM 92343E102 23425 315760 SH SHARED 01 315760 D VERISIGN INC COM 92343E102 373 5040 SH SHARED 02 1600 3440 D VERISIGN INC COM 92343E102 3093 41700 SH SHARED 04 41700 D VERISIGN INC COM 92343E102 704 9500 SH SHARED 05 9500 D VERITAS DGC INC COM 92343P107 15827 490000 SH SHARED 01 490000 D VERITAS DGC INC COM 92343P107 357 11067 SH SHARED 04 11067 D VERIZON COMMUNICATIONS COM 92343V104 276 5524 SH SHARED 04 5524 D VERIZON COMMUNICATIONS COM 92343V104 65 1300 SH SHR/OTHR 04 1300 D VERIZON COMMUNICATIONS COM 92343V104 130610 2605700 SH SHARED 2605700 D VERIZON COMMUNICATIONS COM 92343V104 1072070 21387931 SH SHARED 01 21218107 951 168873 D VERIZON COMMUNICATIONS COM 92343V104 22504 448968 SH SHR/OTHR 01 231755 217213 D VERIZON COMMUNICATIONS COM 92343V104 3589 71619 SH SHARED 02 12001 59618 D VERIZON COMMUNICATIONS COM 92343V104 113554 2265429 SH SHARED 04 2265429 D VERIZON COMMUNICATIONS COM 92343V104 52821 1053800 SH SHARED 06 1053800 D VERITAS SOFTWARE CO COM 923436109 564 6449 SH SHARED 06 229 6220 D VERITAS SOFTWARE CO COM 923436109 21 250 SH SHR/OTHR 06 250 D VERITAS SOFTWARE CO COM 923436109 247252 2825741 SH SHARED 01 2771744 53997 D VERITAS SOFTWARE CO COM 923436109 1129 12905 SH SHR/OTHR 01 4375 8530 D VERITAS SOFTWARE CO COM 923436109 11548 131988 SH SHARED 02 121233 10755 D VERITAS SOFTWARE CO COM 923436109 120558 1377809 SH SHARED 04 1377809 D VERITAS SOFTWARE CO COM 923436109 1583 18100 SH SHARED 05 18100 D VERMONT PURE HLDGS LTD NEW COM 924237100 0 200 SH SHR/OTHR 01 200 D VERMONT TEDDY BEAR INC COM 92427X109 0 154 SH SHARED 01 154 D VESTCOM INTL INC COM 924904105 1 754 SH SHARED 01 754 D VERTEL CORP COM 924907108 0 63 SH SHARED 01 63 D VERTEL CORP COM 924907108 163 69900 SH SHARED 01 63901 5999 D VERTEL CORP COM 924907108 25 10851 SH SHARED 04 10851 D VERSANT CORP COM 925284101 21 9670 SH SHARED 04 9670 D VERSATA INC COM 925298101 203 22800 SH SHARED 01 22800 D VERSATA INC COM 925298101 13 1563 SH SHARED 04 1563 D VERSATEL TELECOM INTL N V SPONSORED ADR 925301103 66 7666 SH SHARED 04 7666 D VERSICOR INC COM 925314106 1 135 SH SHARED 04 135 D VERSO TECHNOLOGIES INC COM 925317109 212 141654 SH SHARED 04 141654 D VERSO TECHNOLOGIES INC COM 925317109 0 81 SH SHR/OTHR 01 81 D VERTEX PHARMACEUTICALS INC COM 92532F100 327577 4581500 SH SHARED 01 4581500 D VERTEX PHARMACEUTICALS INC COM 92532F100 57 800 SH SHR/OTHR 01 800 D VERTEX PHARMACEUTICALS INC COM 92532F100 28 400 SH SHARED 02 400 D VERTEX PHARMACEUTICALS INC COM 92532F100 3281 45900 SH SHARED 04 45900 D VERTEX PHARMACEUTICALS INC COM 92532F100 543 7600 SH SHARED 05 7600 D VERTICALNET INC COM 92532L107 399 60000 SH SHARED 05 60000 D VERTICALNET INC COM 92532L107 526 79100 SH SHARED 01 79100 D VERTICALNET INC COM 92532L107 30 4650 SH SHARED 02 3350 1300 D VERTICALNET INC COM 92532L107 52 7900 SH SHARED 04 7900 D VERTEX INTERACTIVE INC COM 925322109 73 11785 SH SHARED 04 11785 D VERTEX INTERACTIVE INC COM 925322109 87 14056 SH SHARED 01 14056 D VERTEX INTERACTIVE INC COM 925322109 30 4925 SH SHARED 04 4925 D VIALINK CO COM 92552Q101 50 17900 SH SHARED 01 17900 D VIALINK CO COM 92552Q101 19 6938 SH SHARED 04 6938 D VIAD CORP COM 92552R109 3019 131264 SH SHARED 01 131264 D VIAD CORP COM 92552R109 46 2000 SH SHR/OTHR 01 2000 D VIAD CORP COM 92552R109 1575 68500 SH SHARED 04 68500 D VIAD CORP COM 92552R109 285 12400 SH SHARED 05 12400 D VIASAT INC COM 92552V100 2 212 SH SHARED 05 212 D VIASAT INC COM 92552V100 305 23300 SH SHARED 01 23300 D VIASAT INC COM 92552V100 4 370 SH SHARED 02 370 D VIASAT INC COM 92552V100 150 11463 SH SHARED 04 11463 D VIACOM INC CL A 925524100 84 1806 SH SHARED 01 1662 144 D VIACOM INC CL A 925524100 188 4000 SH SHARED 02 2075 1925 D VIACOM INC CL B 925524308 6 130 SH SHARED 02 130 D VIACOM INC CL B 925524308 85547 1829900 SH SHARED 1829900 D VIACOM INC CL B 925524308 524642 11222289 SH SHARED 01 11137897 84392 D VIACOM INC CL B 925524308 2423 51832 SH SHR/OTHR 01 19375 32457 D VIACOM INC CL B 925524308 3730 79803 SH SHARED 02 42836 36967 D VIACOM INC CL B 925524308 60683 1298032 SH SHARED 04 1298032 D VIACOM INC CL B 925524308 1491 31900 SH SHARED 05 31900 D VIATEL INC COM 925529208 352 94906 SH SHARED 01 94906 D VIATEL INC COM 925529208 22 6000 SH SHARED 02 5000 1000 D VIATEL INC COM 925529208 73 19674 SH SHARED 04 19674 D VIASYSTEMS GROUP INC COM 92553H100 479 57700 SH SHARED 01 57700 D VIASYSTEMS GROUP INC COM 92553H100 12 1500 SH SHARED 02 1500 D VIASYSTEMS GROUP INC COM 92553H100 143 17314 SH SHARED 04 17314 D VIASYSTEMS GROUP INC COM 92553H100 282 34000 SH SHARED 05 34000 D VIANT CORP COM 92553N107 34 8628 SH SHARED 05 8628 D VIANT CORP COM 92553N107 263 66300 SH SHARED 01 66300 D VIANT CORP COM 92553N107 246 62090 SH SHARED 04 62090 D VIADOR INC COM 92553R108 0 125 SH SHARED 04 125 D VIADOR INC COM 92553R108 36 27924 SH SHARED 01 27924 D VIADOR INC COM 92553R108 6 4573 SH SHARED 04 4573 D VIASOURCE COMMUNICATIONS INC COM 92553W107 9 5090 SH SHARED 04 5090 D VICAL INC COM 925602104 3 185 SH SHARED 04 185 D VICAL INC COM 925602104 491 26561 SH SHARED 01 26561 D VICAL INC COM 925602104 101 5500 SH SHARED 02 4000 1500 D VICAL INC COM 925602104 142 7714 SH SHARED 04 7714 D VICINITY CORP COM 925653107 0 124 SH SHARED 04 124 D VICINITY CORP COM 925653107 22 7736 SH SHARED 01 7736 D VICINITY CORP COM 925653107 8 3001 SH SHARED 04 3001 D VICOR CORP COM 925815102 1 56 SH SHARED 04 56 D VICOR CORP COM 925815102 785 25874 SH SHARED 01 25874 D VICOR CORP COM 925815102 75 2500 SH SHARED 02 2500 D VICOR CORP COM 925815102 233 7700 SH SHARED 04 7700 D VIA NET WRKS INC COM 925912107 5 1433 SH SHARED 04 1433 D VIA NET WRKS INC COM 925912107 168 44185 SH SHARED 01 44185 D VIA NET WRKS INC COM 925912107 7 2000 SH SHARED 02 2000 D VIA NET WRKS INC COM 925912107 22 5820 SH SHARED 04 5820 D VIDAMED INC COM 926530106 0 15 SH SHARED 04 15 D VIDAMED INC COM 926530106 166 60700 SH SHARED 02 60700 D VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G600 0 50 SH SHARED 04 50 D VIEWCAST COM INC COM 926713108 9 11733 SH SHARED 04 11733 D VIEWPOINT CORP COM 92672P108 5 947 SH SHARED 04 947 D VIEWPOINT CORP COM 92672P108 146 27000 SH SHARED 01 27000 D VIEWPOINT CORP COM 92672P108 30 5640 SH SHARED 02 5640 D VIEWPOINT CORP COM 92672P108 48 8942 SH SHARED 04 8942 D VIGNETTE CORP COM 926734104 2 135 SH SHARED 04 135 D VIGNETTE CORP COM 926734104 4604 255822 SH SHARED 01 255822 D VIGNETTE CORP COM 926734104 1594 88585 SH SHARED 02 25890 62695 D VIGNETTE CORP COM 926734104 518 28800 SH SHARED 04 28800 D VIISAGE TECHNOLOGY INC COM 92675K106 2 3369 SH SHARED 04 3369 D VINA TECHNOLOGIES INC COM 92719D100 22 7000 SH SHARED 02 7000 D VINA CONCHA Y TORO S A SPONSORED ADR 927191106 15 400 SH SHARED 01 400 D VINTAGE PETE INC COM 927460105 1332 61990 SH SHARED 01 61990 D VINTAGE PETE INC COM 927460105 81 3800 SH SHARED 02 3800 D VINTAGE PETE INC COM 927460105 410 19109 SH SHARED 04 19109 D VION PHARMACEUTICALS INC COM 927624106 0 61 SH SHARED 04 61 D VION PHARMACEUTICALS INC COM 927624106 64 8000 SH SHARED 02 2000 6000 D VIRAGE INC COM 92763Q106 5 1067 SH SHARED 02 1067 D VIRAGE INC COM 92763Q106 3 700 SH SHARED 02 700 D VIRATA CORP COM 927646109 1 105 SH SHARED 02 105 D VIRATA CORP COM 927646109 418 38500 SH SHARED 01 38500 D VIRATA CORP COM 927646109 16 1500 SH SHARED 02 1500 D VIRATA CORP COM 927646109 34 3200 SH SHARED 04 3200 D VIRGIN EXPRESS HLDGS PLC SPONSORED ADR 92765K107 0 782 SH SHARED 04 782 D VITALCOM INC COM 927917104 17 13882 SH SHARED 04 13882 D VITALCOM INC COM 927917104 0 213 SH SHARED 02 213 D VIROPHARMA INC COM 928241108 0 31 SH SHARED 02 31 D VIROPHARMA INC COM 928241108 84 5800 SH SHARED 04 5800 D VIRTUALFUND COM INC COM 92825A107 7 12756 SH SHARED 04 12756 D VISIBLE GENETICS INC COM 92829S104 0 25 SH SHARED 04 25 D VISHAY INTERTECHNOLOGY INC COM 928298108 63 4200 SH SHARED 4200 D VISHAY INTERTECHNOLOGY INC COM 928298108 6078 401892 SH SHARED 01 387692 14200 D VISHAY INTERTECHNOLOGY INC COM 928298108 17 1175 SH SHR/OTHR 01 1175 D VISHAY INTERTECHNOLOGY INC COM 928298108 9 660 SH SHARED 02 360 300 D VISHAY INTERTECHNOLOGY INC COM 928298108 3460 228800 SH SHARED 04 228800 D VISHAY INTERTECHNOLOGY INC COM 928298108 1474 97500 SH SHARED 05 97500 D VISTA INFORMATION SOLUTIONS COM NEW 928365204 2 2680 SH SHARED 05 2680 D VISTEON CORP COM 92839U107 12 1060 SH SHARED 1060 D VISTEON CORP COM 92839U107 11395 990909 SH SHARED 01 989101 1808 D VISTEON CORP COM 92839U107 108 9465 SH SHR/OTHR 01 502 8963 D VISTEON CORP COM 92839U107 56 4886 SH SHARED 02 2215 2671 D VISTEON CORP COM 92839U107 1265 110028 SH SHARED 04 110028 D VISTEON CORP COM 92839U107 46 4000 SH SHARED 05 4000 D VISUAL DATA CORP WT EXP 073002 928428119 1 8530 SH SHARED 05 8530 D VISX INC DEL COM 92844S105 1162 111400 SH SHARED 01 111400 D VISX INC DEL COM 92844S105 16 1550 SH SHARED 02 1550 D VISX INC DEL COM 92844S105 2485 238189 SH SHARED 04 238189 D VISX INC DEL COM 92844S105 83 8000 SH SHARED 05 8000 D VISUAL NETWORKS INC COM 928444108 3 1089 SH SHARED 05 1089 D VISUAL NETWORKS INC COM 928444108 180 55511 SH SHARED 01 55511 D VISUAL NETWORKS INC COM 928444108 1 467 SH SHARED 02 467 D VISUAL NETWORKS INC COM 928444108 38 11972 SH SHARED 04 11972 D VITAL SIGNS INC COM 928469105 29 932 SH SHARED 04 932 D VITAL SIGNS INC COM 928469105 279 8700 SH SHARED 01 8700 D VITAL SIGNS INC COM 928469105 68 2125 SH SHARED 04 2125 D VITAMINSHOPPE COM INC CL A 92848M104 11 16577 SH SHARED 04 16577 D VITRIA TECHNOLOGY COM 92849Q104 140 18075 SH SHARED 04 10000 8075 D VITRIA TECHNOLOGY COM 92849Q104 503 64990 SH SHARED 01 63270 1720 D VITRIA TECHNOLOGY COM 92849Q104 16 2100 SH SHR/OTHR 01 2100 D VITRIA TECHNOLOGY COM 92849Q104 6218 802420 SH SHARED 02 802420 D VITRIA TECHNOLOGY COM 92849Q104 49 6400 SH SHARED 04 6400 D VITESSE SEMICONDUCTOR CORP COM 928497106 253 4575 SH SHARED 04 4575 D VITESSE SEMICONDUCTOR CORP COM 928497106 466005 8425036 SH SHARED 01 8411540 13496 D VITESSE SEMICONDUCTOR CORP COM 928497106 105 1912 SH SHR/OTHR 01 1912 D VITESSE SEMICONDUCTOR CORP COM 928497106 230 4168 SH SHARED 02 4000 168 D VITESSE SEMICONDUCTOR CORP COM 928497106 9711 175568 SH SHARED 04 175568 D VIVENDI UNIVERSAL SPON ADR NEW 92851S204 32003 490017 SH SHARED 01 490017 D VIVENDI UNIVERSAL SPON ADR NEW 92851S204 26 400 SH SHARED 02 400 D VIVENDI UNIVERSAL SPON ADR NEW 92851S204 22795 349020 SH SHARED 04 349020 D VIVENDI UNIVERSAL SPON ADR NEW 92851S204 1110 17000 SH SHARED 05 17000 D VIZACOM INC COM 92855E102 1 7192 SH SHARED 05 7192 D VIVUS INC COM 928551100 7 3266 SH SHARED 05 3266 D VIVUS INC COM 928551100 109 50899 SH SHARED 01 50899 D VIVUS INC COM 928551100 27 12630 SH SHARED 04 12630 D VIXEL CORP DEL COM 928552108 0 117 SH SHARED 04 117 D VIXEL CORP DEL COM 928552108 10 5352 SH SHARED 02 5352 D VLASIC FOODS INTL INC COM 928559103 0 1730 SH SHARED 01 1470 260 D VLASIC FOODS INTL INC COM 928559103 0 30 SH SHR/OTHR 01 30 D VODAVI TECHNOLOGY INC COM 92857V102 0 444 SH SHARED 01 444 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 37976 1060429 SH SHARED 01 899204 161225 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 5838 163039 SH SHR/OTHR 01 80834 82205 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 1171 32699 SH SHARED 02 11310 21389 D VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 3154 88090 SH SHARED 04 88090 D VOICESTREAM WIRELESS CORP COM 928615103 208 2071 SH SHARED 04 16 2055 D VOICESTREAM WIRELESS CORP COM 928615103 72128 716800 SH SHARED 716800 D VOICESTREAM WIRELESS CORP COM 928615103 46428 461404 SH SHARED 01 461334 70 D VOICESTREAM WIRELESS CORP COM 928615103 252 2510 SH SHARED 02 2510 D VOICESTREAM WIRELESS CORP COM 928615103 30115 299280 SH SHARED 04 299280 D VOLT INFORMATION SCIENCES INC COM 928703107 14 700 SH SHARED 700 D VOLT INFORMATION SCIENCES INC COM 928703107 268 12950 SH SHARED 01 12950 D VOLT INFORMATION SCIENCES INC COM 928703107 67 3236 SH SHARED 04 3236 D VOLVO AKTIEBOLAGET ADR B 928856400 40 2433 SH SHARED 04 2433 D VOYAGEUR FLA INSD MUN INCOME SH BEN INT 928926104 1 100 SH SHARED 04 100 D VYSIS INC COM 928961101 3 465 SH SHARED 04 465 D VORNADO OPERATING CO COM 92904N103 0 210 SH SHARED 01 210 D VORNADO OPERATING CO COM 92904N103 0 85 SH SHR/OTHR 01 85 D VORNADO RLTY TR SH BEN INT 929042109 14349 374549 SH SHARED 01 374549 D VORNADO RLTY TR SH BEN INT 929042109 65 1700 SH SHR/OTHR 01 1700 D VORNADO RLTY TR SH BEN INT 929042109 371 9700 SH SHARED 02 1600 8100 D VORNADO RLTY TR SH BEN INT 929042109 214 5600 SH SHARED 04 5600 D VOXWARE INC COM 92906L105 65 69463 SH SHARED 04 69463 D VSOURCE INC COM 92908B105 0 65 SH SHARED 04 65 D VULCAN MATLS CO COM 929160109 38460 803350 SH SHARED 01 803350 D VULCAN MATLS CO COM 929160109 25 525 SH SHARED 02 525 D VULCAN MATLS CO COM 929160109 3921 81918 SH SHARED 04 81918 D VULCAN MATLS CO COM 929160109 105 2200 SH SHARED 05 2200 D WFS FINL INC COM 92923B106 0 50 SH SHARED 05 50 D WFS FINL INC COM 92923B106 200 10825 SH SHARED 01 10825 D WFS FINL INC COM 92923B106 64 3471 SH SHARED 04 3471 D WD-40 CO COM 929236107 0 34 SH SHARED 04 34 D WD-40 CO COM 929236107 857 44100 SH SHARED 01 44100 D WD-40 CO COM 929236107 85 4400 SH SHR/OTHR 01 4400 D WD-40 CO COM 929236107 11 600 SH SHARED 02 600 D WD-40 CO COM 929236107 99 5138 SH SHARED 04 5138 D WGL HLDGS INC COM 92924F106 2836 93204 SH SHARED 01 93204 D WGL HLDGS INC COM 92924F106 225 7400 SH SHARED 02 6600 800 D WGL HLDGS INC COM 92924F106 1470 48307 SH SHARED 04 48307 D WGL HLDGS INC COM 92924F106 185 6100 SH SHARED 05 6100 D WCM CAP INC COM NEW 92924P203 4 6966 SH SHARED 05 6966 D W-H ENERGY SVCS INC COM 92925E108 29 1500 SH SHARED 02 1500 D W HLDG CO INC COM 929251106 361 31100 SH SHARED 01 31100 D W HLDG CO INC COM 929251106 124 10734 SH SHARED 04 10734 D WJ COMMUNICATIONS INC COM 929284107 0 63 SH SHARED 04 63 D WMS INDS INC COM 929297109 9389 466544 SH SHARED 01 466544 D WMS INDS INC COM 929297109 2 100 SH SHARED 02 100 D WMS INDS INC COM 929297109 182 9049 SH SHARED 04 9049 D WPP GROUP PLC SPON ADR NEW 929309300 482 7681 SH SHARED 01 3924 3757 D WPP GROUP PLC SPON ADR NEW 929309300 53 851 SH SHARED 02 835 16 D WPS RESOURCES CORP COM 92931B106 1472 40000 SH SHARED 01 40000 D WPS RESOURCES CORP COM 92931B106 14 400 SH SHARED 02 400 D WPS RESOURCES CORP COM 92931B106 386 10488 SH SHARED 04 10488 D WRP CORP COM 929317105 7 11469 SH SHARED 04 11469 D WSFS FINL CORP COM 929328102 1 112 SH SHARED 04 112 D WABASH NATL CORP COM 929566107 341 39650 SH SHARED 01 39650 D WABASH NATL CORP COM 929566107 87 10200 SH SHARED 02 3200 7000 D WABASH NATL CORP COM 929566107 73 8494 SH SHARED 04 8494 D WABTEC CORP COM 929740108 518 44154 SH SHARED 01 44154 D WABTEC CORP COM 929740108 127 10838 SH SHARED 04 10838 D WACHOVIA CORP COM 929771103 86902 1495104 SH SHARED 01 1489612 5492 D WACHOVIA CORP COM 929771103 1005 17296 SH SHR/OTHR 01 8020 9276 D WACHOVIA CORP COM 929771103 633 10895 SH SHARED 02 2489 8406 D WACHOVIA CORP COM 929771103 10093 173646 SH SHARED 04 173646 D WACHOVIA CORP COM 929771103 127 2200 SH SHARED 05 2200 D WACKENHUT CORP COM SER A 929794105 328 24350 SH SHARED 01 17100 7250 D WACKENHUT CORP COM SER A 929794105 46 3478 SH SHARED 04 3478 D WADDELL & REED FINL INC CL A 930059100 90 2400 SH SHARED 2400 D WADDELL & REED FINL INC CL A 930059100 4022 106908 SH SHARED 01 106646 262 D WADDELL & REED FINL INC CL A 930059100 41 1100 SH SHR/OTHR 01 1100 D WADDELL & REED FINL INC CL A 930059100 2509 66700 SH SHARED 04 66700 D WADDELL & REED FINL INC CL A 930059100 436 11600 SH SHARED 05 11600 D WADDELL & REED FINL INC CL B 930059209 131 3505 SH SHARED 01 2719 786 D WAL MART STORES INC COM 931142103 1559 29350 SH SHARED 01 29350 D WAL MART STORES INC COM 931142103 39 750 SH SHR/OTHR 01 400 350 D WAL MART STORES INC COM 931142103 241993 4555177 SH SHARED 4555177 D WAL MART STORES INC COM 931142103 1790303 33699822 SH SHARED 01 33133374 566448 D WAL MART STORES INC COM 931142103 31515 593235 SH SHR/OTHR 01 288805 304430 D WAL MART STORES INC COM 931142103 4424 83293 SH SHARED 02 18687 64606 D WAL MART STORES INC COM 931142103 270642 5094456 SH SHARED 04 5094456 D WAL MART STORES INC COM 931142103 2390 45000 SH SHARED 05 45000 D WAL MART STORES INC COM 931142103 65253 1228300 SH SHARED 06 1228300 D WALGREEN CO COM 931422109 43 1044 SH SHARED 06 1044 D WALGREEN CO COM 931422109 86450 2067600 SH SHARED 2067600 D WALGREEN CO COM 931422109 334612 8002786 SH SHARED 01 7855001 147785 D WALGREEN CO COM 931422109 10841 259288 SH SHR/OTHR 01 217692 41596 D WALGREEN CO COM 931422109 587 14060 SH SHARED 02 8800 5260 D WALGREEN CO COM 931422109 32902 786918 SH SHARED 04 786918 D WALGREEN CO COM 931422109 2483 59400 SH SHARED 05 59400 D WALKER INTERACTIVE SYS INC COM 931664106 2 1991 SH SHARED 05 1991 D WALLACE COMPUTER SERVICES INC COM 932270101 144 8500 SH SHARED 8500 D WALLACE COMPUTER SERVICES INC COM 932270101 1317 77490 SH SHARED 01 77490 D WALLACE COMPUTER SERVICES INC COM 932270101 692 40741 SH SHARED 04 40741 D WALLACE COMPUTER SERVICES INC COM 932270101 90 5300 SH SHARED 05 5300 D WALTER INDS INC COM 93317Q105 392 52300 SH SHARED 01 52300 D WALTER INDS INC COM 93317Q105 111 14931 SH SHARED 04 14931 D WARNACO GROUP INC CL A 934390105 167 99565 SH SHARED 01 96724 2841 D WARNACO GROUP INC CL A 934390105 1 1000 SH SHARED 02 1000 D WARNACO GROUP INC CL A 934390105 34 20464 SH SHARED 04 20464 D WASHINGTON FED INC COM 938824109 0 33 SH SHARED 04 33 D WASHINGTON FED INC COM 938824109 2673 94008 SH SHARED 01 92948 1060 D WASHINGTON FED INC COM 938824109 578 20338 SH SHARED 04 20338 D WASHINGTON GROUP INTL INC COM 938862109 431 52677 SH SHARED 01 52677 D WASHINGTON GROUP INTL INC COM 938862109 0 100 SH SHR/OTHR 01 100 D WASHINGTON GROUP INTL INC COM 938862109 103 12634 SH SHARED 04 12634 D WASHINGTON GROUP INTL INC WT EXP 031103 938862117 1 930 SH SHARED 01 924 6 D WASHINGTON GROUP INTL INC WT EXP 031103 938862117 0 1 SH SHARED 02 1 D WASHINGTON MUT INC COM 939322103 864 16300 SH SHARED 16300 D WASHINGTON MUT INC COM 939322103 204131 3847029 SH SHARED 01 3843449 3580 D WASHINGTON MUT INC COM 939322103 185 3500 SH SHR/OTHR 01 3500 D WASHINGTON MUT INC COM 939322103 362 6836 SH SHARED 02 850 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20100 SH SHARED 05 20100 D WILLIAMS CLAYTON ENERGY INC COM 969490101 4 155 SH SHARED 05 155 D WILLIAMS CLAYTON ENERGY INC COM 969490101 170 6300 SH SHARED 01 6300 D WILLIAMS CLAYTON ENERGY INC COM 969490101 48 1782 SH SHARED 04 1782 D WILLIAMS SONOMA INC COM 969904101 118 5905 SH SHARED 04 5905 D WILLIAMS SONOMA INC COM 969904101 9232 461636 SH SHARED 01 460361 1275 D WILLIAMS SONOMA INC COM 969904101 106 5300 SH SHR/OTHR 01 5300 D WILLIAMS SONOMA INC COM 969904101 44 2200 SH SHARED 02 2200 D WILLIAMS SONOMA INC COM 969904101 808 40425 SH SHARED 04 40425 D WILLIAMS SONOMA INC COM 969904101 466 23300 SH SHARED 05 23300 D WILMINGTON TRUST CORP COM 971807102 2401 38703 SH SHARED 01 38703 D WILMINGTON TRUST CORP COM 971807102 1137 18334 SH SHARED 02 18334 D WILMINGTON TRUST CORP COM 971807102 1477 23800 SH SHARED 04 23800 D WILSHIRE REAL ESTATE INVT COM 971892104 3 1500 SH SHARED 04 1500 D WILSONS THE LEATHER EXPERTS COM 972463103 156 11184 SH SHARED 01 11184 D WILSONS THE LEATHER EXPERTS 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21350 SH SHARED 01 21350 D WOLVERINE TUBE INC COM 978093102 38 3239 SH SHARED 04 3239 D WOLVERINE WORLD WIDE INC COM 978097103 1441 94493 SH SHARED 01 94243 250 D WOLVERINE WORLD WIDE INC COM 978097103 247 16206 SH SHARED 04 16206 D WOMEN COM NETWORKS INC COM 978149102 1 5823 SH SHARED 04 5823 D WOMEN COM NETWORKS INC COM 978149102 5 26900 SH SHARED 01 26900 D WOMEN COM NETWORKS INC COM 978149102 0 2691 SH SHARED 02 200 2491 D WOMEN COM NETWORKS INC COM 978149102 1 6600 SH SHARED 04 6600 D WOODHEAD INDS INC COM 979438108 5 290 SH SHARED 04 290 D WOODHEAD INDS INC COM 979438108 213 10881 SH SHARED 01 10881 D WOODHEAD INDS INC COM 979438108 87 4467 SH SHARED 04 4467 D WOODWARD GOVERNOR CO COM 980745103 0 13 SH SHARED 04 13 D WOODWARD GOVERNOR CO COM 980745103 581 13000 SH SHARED 01 13000 D WOODWARD GOVERNOR CO COM 980745103 145 3244 SH SHARED 04 3244 D WORKFLOW MGMT INC COM 98137N109 79 11596 SH SHARED 04 11596 D WORKFLOW MGMT INC COM 98137N109 0 73 SH SHARED 01 73 D WORKFLOW MGMT INC COM 98137N109 0 73 SH SHR/OTHR 01 73 D WORKFLOW MGMT INC COM 98137N109 20 3000 SH SHARED 04 3000 D WORLD ACCESS INC COM 98141A101 3 1407 SH SHARED 04 1407 D WORLD ACCESS INC COM 98141A101 9 3900 SH SHARED 3900 D WORLD ACCESS INC COM 98141A101 226 94100 SH SHARED 01 94100 D WORLD ACCESS INC COM 98141A101 26 11040 SH SHARED 02 40 11000 D WORLD ACCESS INC COM 98141A101 68 28414 SH SHARED 04 28414 D WORLDGATE COMMUNICATIONS INC COM 98156L307 8 2212 SH SHARED 04 2212 D WORLDGATE COMMUNICATIONS INC COM 98156L307 116 30601 SH SHARED 01 30601 D WORLDGATE COMMUNICATIONS INC COM 98156L307 19 5154 SH SHARED 04 5154 D WORLD WRESTLING FEDN ENTMT INC CL A 98156Q108 283 17721 SH SHARED 01 17721 D WORLD WRESTLING FEDN ENTMT INC CL A 98156Q108 636 39805 SH SHARED 04 39805 D WORLDCOM INC GA NEW COM 98157D106 815 58001 SH SHARED 04 58001 D WORLDCOM INC GA NEW COM 98157D106 33 2350 SH SHR/OTHR 04 250 2100 D WORLDCOM INC GA NEW COM 98157D106 34366 2443900 SH SHARED 2443900 D WORLDCOM INC GA NEW COM 98157D106 317037 22545655 SH SHARED 01 22251591 294064 D WORLDCOM INC GA NEW COM 98157D106 1870 133045 SH SHR/OTHR 01 64055 68990 D WORLDCOM INC GA NEW COM 98157D106 4336 308373 SH SHARED 02 121113 187260 D WORLDCOM INC GA NEW COM 98157D106 52645 3743796 SH SHARED 04 3743796 D WORLDCOM INC GA NEW COM 98157D106 1259 89600 SH SHARED 05 89600 D WORLDCOM INC GA NEW COM 98157D106 24198 1720825 SH SHARED 06 1720825 D WORLDWIDE XCEED GROUP INC COM 981609100 10 84684 SH SHARED 06 84684 D WORLDWIDE XCEED GROUP INC COM 981609100 2 23461 SH SHARED 01 23461 D WORLDWIDE XCEED GROUP INC COM 981609100 0 6943 SH SHARED 04 6943 D WORONOCO BANCORP INC COM 981630106 663 51000 SH SHARED 04 51000 D WORTHINGTON INDS INC COM 981811102 5380 667398 SH SHARED 01 667398 D WORTHINGTON INDS INC COM 981811102 828 102807 SH SHARED 04 102807 D WORTHINGTON INDS INC COM 981811102 17 2200 SH SHARED 05 2200 D WORLDPAGES COM INC COM 981922107 109 40900 SH SHARED 01 40900 D WORLDPAGES COM INC COM 981922107 36 13635 SH SHARED 04 13635 D WRIGLEY WM JR CO COM 982526105 71633 747648 SH SHARED 01 742548 5100 D WRIGLEY WM JR CO COM 982526105 795 8300 SH SHR/OTHR 01 8300 D WRIGLEY WM JR CO COM 982526105 196 2056 SH SHARED 02 2056 D WRIGLEY WM JR CO COM 982526105 8458 88279 SH SHARED 04 88279 D WRIGLEY WM JR CO COM 982526105 344 3600 SH SHARED 05 3600 D WYNDHAM INTL INC CL A 983101106 412 235524 SH SHARED 01 235524 D WYNDHAM INTL INC CL A 983101106 0 536 SH SHR/OTHR 01 536 D WYNDHAM INTL INC CL A 983101106 29 17000 SH SHARED 02 17000 D WYNDHAM INTL INC CL A 983101106 102 58685 SH SHARED 04 58685 D XM SATELLITE RADIO HLDGS INC CL A 983759101 2 183 SH SHARED 04 183 D XM SATELLITE RADIO HLDGS INC CL A 983759101 298 18600 SH SHARED 01 18600 D XM SATELLITE RADIO HLDGS INC CL A 983759101 116 7250 SH SHARED 02 7250 D XM SATELLITE RADIO HLDGS INC CL A 983759101 271 16899 SH SHARED 04 16899 D XO COMMUNICATIONS INC CL A 983764101 907 50925 SH SHARED 04 25000 25925 D XO COMMUNICATIONS INC CL A 983764101 10 600 SH SHR/OTHR 04 600 D XO COMMUNICATIONS INC CL A 983764101 20748 1164864 SH SHARED 01 880198 284666 D XO COMMUNICATIONS INC CL A 983764101 1232 69202 SH SHR/OTHR 01 13950 55252 D XO COMMUNICATIONS INC CL A 983764101 206 11586 SH SHARED 02 800 10786 D XO COMMUNICATIONS INC CL A 983764101 1401 78675 SH SHARED 04 78675 D X-RITE INC COM 983857103 5 736 SH SHARED 04 736 D X-RITE INC COM 983857103 154 19745 SH SHARED 01 19745 D X-RITE INC COM 983857103 51 6595 SH SHARED 04 6595 D XCARE NET INC COM 98388Y101 2 463 SH SHARED 04 463 D XCEL ENERGY INC COM 98389B100 64461 2218052 SH SHARED 01 2214727 3325 D XCEL ENERGY INC COM 98389B100 242 8341 SH SHR/OTHR 01 7341 1000 D XCEL ENERGY INC COM 98389B100 1077 37075 SH SHARED 02 3500 33575 D XCEL ENERGY INC COM 98389B100 8068 277637 SH SHARED 04 277637 D XCEL ENERGY INC COM 98389B100 212 7300 SH SHARED 05 7300 D XETA TECHNOLOGIES INC COM 983909102 641 64184 SH SHARED 05 64184 D XETA TECHNOLOGIES INC COM 983909102 3 375 SH SHARED 02 375 D XILINX INC COM 983919101 1 40 SH SHARED 02 40 D XILINX INC COM 983919101 47693 1034000 SH SHARED 1034000 D XILINX INC COM 983919101 124821 2706155 SH SHARED 01 2692255 13900 D XILINX INC COM 983919101 7656 165995 SH SHARED 02 158130 7865 D XILINX INC COM 983919101 13912 301618 SH SHARED 04 301618 D XILINX INC COM 983919101 1107 24000 SH SHARED 05 24000 D XIRCOM INC COM 983922105 1 127 SH SHARED 05 127 D XIRCOM INC COM 983922105 814 52550 SH SHARED 01 52550 D XIRCOM INC COM 983922105 161 10398 SH SHARED 04 10398 D XETEL CORP COM 983942103 15 4475 SH SHARED 04 4475 D XEIKON N V SPONSORED ADR 984003103 2 365 SH SHARED 04 365 D XEIKON N V SPONSORED ADR 984003103 822 137050 SH SHARED 02 31000 106050 D XEIKON N V SPONSORED ADR 984003103 0 47 SH SHARED 04 47 D XENOVA GROUP PLC SPONSORED ADR 984111104 69 46049 SH SHARED 04 46049 D XEROX CORP COM 984121103 24344 5263777 SH SHARED 01 5261992 1785 D XEROX CORP COM 984121103 101 21896 SH SHR/OTHR 01 12442 9454 D XEROX CORP COM 984121103 112 24400 SH SHARED 02 9100 15300 D XEROX CORP COM 984121103 37651 8140768 SH SHARED 04 8140768 D XEROX CORP COM 984121103 2283 493800 SH SHARED 05 493800 D XPEDIOR INC COM 98413B100 0 665 SH SHARED 05 665 D XPEDIOR INC COM 98413B100 2 7151 SH SHARED 01 7151 D XPEDIOR INC COM 98413B100 0 3356 SH SHARED 04 3356 D XTRA CORP COM 984138107 124 2600 SH SHARED 2600 D XTRA CORP COM 984138107 1144 23850 SH SHARED 01 23850 D XTRA CORP COM 984138107 225 4696 SH SHARED 04 4696 D XYBERNAUT CORP COM 984149104 35 20944 SH SHARED 04 20944 D XYBERNAUT CORP COM 984149104 107 63600 SH SHARED 01 63600 D XYBERNAUT CORP COM 984149104 0 500 SH SHARED 02 300 200 D XYBERNAUT CORP COM 984149104 21 12640 SH SHARED 04 12640 D YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 553 18500 SH SHARED 01 18500 D YADKIN VY BK&TR CO ELKIN N C COM 984308106 1 192 SH SHARED 02 192 D YAHOO INC COM 984332106 303 10100 SH SHARED 02 10000 100 D YAHOO INC COM 984332106 7 250 SH SHR/OTHR 02 250 D YAHOO INC COM 984332106 30347 1009500 SH SHARED 1009500 D YAHOO INC COM 984332106 110438 3673676 SH SHARED 01 3669782 340 3554 D YAHOO INC COM 984332106 102 3396 SH SHR/OTHR 01 1261 2135 D YAHOO INC COM 984332106 2466 82056 SH SHARED 02 79908 2148 D YAHOO INC COM 984332106 14986 498511 SH SHARED 04 498511 D YAHOO INC COM 984332106 156 5200 SH SHARED 05 5200 D YANKEE CANDLE INC COM 984757104 185 16725 SH SHARED 05 16725 D YANKEE CANDLE INC COM 984757104 200 18100 SH SHARED 01 16850 1250 D YANKEE CANDLE INC COM 984757104 85 7697 SH SHARED 04 7697 D XICOR INC COM 984903104 0 26 SH SHARED 04 26 D XICOR INC COM 984903104 3 1000 SH SHARED 02 1000 D YELLOW CORP COM 985509108 868 42682 SH SHARED 01 42682 D YELLOW CORP COM 985509108 188 9274 SH SHARED 04 9274 D YORK GROUP INC COM 986632107 0 289 SH SHARED 04 289 D YORK INTL CORP NEW COM 986670107 2624 85514 SH SHARED 01 85514 D YORK INTL CORP NEW COM 986670107 1210 39461 SH SHARED 04 39461 D YORK INTL CORP NEW COM 986670107 177 5800 SH SHARED 05 5800 D YOUNG BROADCASTING INC CL A 987434107 2 82 SH SHARED 05 82 D YOUNG BROADCASTING INC CL A 987434107 989 29561 SH SHARED 01 29561 D YOUNG BROADCASTING INC CL A 987434107 160 4803 SH SHARED 04 4803 D YOUTHSTREAM MEDIA NETWORKS INC COM 987819109 166 221923 SH SHARED 04 221923 D Z TEL TECHNOLOGIES INC COM 988792107 0 99 SH SHARED 04 99 D Z TEL TECHNOLOGIES INC COM 988792107 75 14500 SH SHARED 01 14500 D Z TEL TECHNOLOGIES INC COM 988792107 12 2463 SH SHARED 04 2463 D ZALE CORP NEW COM 988858106 1954 67267 SH SHARED 01 67267 D ZALE CORP NEW COM 988858106 21 725 SH SHR/OTHR 01 725 D ZALE CORP NEW COM 988858106 399 13743 SH SHARED 04 13743 D ZALE CORP NEW COM 988858106 203 7000 SH SHARED 05 7000 D ZAMBA CORP COM 988881108 3 1151 SH SHARED 05 1151 D ZI CORP COM 988918108 34 4353 SH SHARED 05 4353 D ZANY BRAINY INC COM 98906Q101 2 5000 SH SHARED 05 5000 D ZAPATA CORP COM NEW 989070503 0 200 SH SHR/OTHR 01 200 D ZAPATA CORP COM NEW 989070503 9 6000 SH SHARED 04 6000 D ZAPME CORP COM 98912E100 4 8158 SH SHARED 04 8158 D ZEBRA TECHNOLOGIES CORP CL A 989207105 19 469 SH SHARED 04 469 D ZEBRA TECHNOLOGIES CORP CL A 989207105 2163 53031 SH SHARED 01 53031 D ZEBRA TECHNOLOGIES CORP CL A 989207105 11 275 SH SHR/OTHR 01 275 D ZEBRA TECHNOLOGIES CORP CL A 989207105 401 9834 SH SHARED 04 9834 D ZENITH NATL INS CORP COM 989390109 370 12600 SH SHARED 01 12600 D ZENITH NATL INS CORP COM 989390109 102 3480 SH SHARED 04 3480 D ZEROPLUS COM INC COM 98949Y103 0 473 SH SHARED 04 473 D ZILA INC COM PAR $0.01 989513205 0 284 SH SHARED 04 284 D ZILA INC COM PAR $0.01 989513205 26 13000 SH SHARED 01 6500 6500 D ZILA INC COM PAR $0.01 989513205 2 1000 SH SHARED 02 1000 D ZINDART LTD SPONSORED ADR 989597109 1 656 SH SHARED 02 656 D ZIONS BANCORPORATION COM 989701107 11 184 SH SHARED 02 184 D ZIONS BANCORPORATION COM 989701107 8020 128452 SH SHARED 01 128352 100 D ZIONS BANCORPORATION COM 989701107 62 1000 SH SHR/OTHR 01 1000 D ZIONS BANCORPORATION COM 989701107 575 9221 SH SHARED 02 9221 D ZIONS BANCORPORATION COM 989701107 4008 64200 SH SHARED 04 64200 D ZIONS BANCORPORATION COM 989701107 824 13200 SH SHARED 05 13200 D ZIXIT CORP COM 98974P100 89 10209 SH SHARED 05 10209 D ZIXIT CORP COM 98974P100 272 31111 SH SHARED 01 31111 D ZIXIT CORP COM 98974P100 128 14700 SH SHARED 02 13700 1000 D ZIXIT CORP COM 98974P100 56 6480 SH SHARED 04 6480 D ZORAN CORP COM 98975F101 7 484 SH SHARED 04 484 D ZORAN CORP COM 98975F101 697 45000 SH SHARED 01 45000 D ZORAN CORP COM 98975F101 306 19806 SH SHARED 04 19806 D ZONAGEN INC COM 98975L108 16 6202 SH SHARED 04 6202 D ZOLTEK COS INC COM 98975W104 3 1204 SH SHARED 04 1204 D ZOOM TELEPHONICS INC COM 98976E103 0 81 SH SHARED 04 81 D ZWEIG FD COM 989834106 49 5000 SH SHARED 02 5000 D ZYGO CORP COM 989855101 641 22693 SH SHARED 01 22693 D ZYGO CORP COM 989855101 721 25500 SH SHARED 02 4500 21000 D ZYGO CORP COM 989855101 141 5011 SH SHARED 04 5011 D ZYMETX INC COM 989859103 15 11525 SH SHARED 04 11525 D ZOLL MED CORP COM 989922109 1434 40900 SH SHARED 01 40900 D ZOLL MED CORP COM 989922109 117 3360 SH SHARED 04 3360 D ZOMAX INC MINN COM 989929104 13 2853 SH SHARED 04 2853 D ZOMAX INC MINN COM 989929104 207 45456 SH SHARED 01 45456 D ZOMAX INC MINN COM 989929104 2 500 SH SHARED 02 500 D ZOMAX INC MINN COM 989929104 204 44778 SH SHARED 04 44778 S REPORT SUMMARY 13552 DATA RECORDS 181365502 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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