-----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, QC95HLGLh9qj3bX3BIrgQxmxF7dumdj4IzjwndtYAJBOFhZp/FMkxOzCctXDKi+3 vvHn8gq4I2o6ZxwOLuPovg== 0000009749-01-000017.txt : 20010307 0000009749-01-000017.hdr.sgml : 20010307 ACCESSION NUMBER: 0000009749-01-000017 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20001231 FILED AS OF DATE: 20010301 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/A SEC ACT: SEC FILE NUMBER: 028-04987 FILM NUMBER: 1558783 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/A 1 0001.txt FORM 13F-HR/A UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: DEC 31, 2000 Check here if Amendment {x}; Amendment Number:2 This Amendment (Check only one.): {x} is a restatement. { } 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 March 01, 2001 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: 13812 Form 13F Information Table Value Total: 163170061 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 B4923310 130 8684 SH SHARED 8684 D DAIMLERCHRYSLER AG ORD D1668R12 86 2098 SH SHARED 02 2098 D DAIMLERCHRYSLER AG ORD D1668R12 13229 321100 SH SHARED 04 321100 D DAIMLERCHRYSLER AG ORD D1668R12 412 10000 SH SHARED 05 10000 D ACE LTD ORD G0070K10 1371 32307 SH SHARED 02 11300 21007 D AMDOCS LTD ORD G0260210 79 1200 SH SHARED 02 700 500 D AMDOCS LTD ORD G0260210 6 100 SH SHARED 04 100 D ANNUITY AND LIFE RE HLDGS ORD G0391010 7 225 SH SHARED 04 225 D ANNUITY AND LIFE RE HLDGS ORD G0391010 19 600 SH SHARED 02 500 100 D APEX SILVER MINES LTD ORD G0407410 77 9250 SH SHARED 02 9250 D APEX SILVER MINES LTD WT EXP 110402 G0407411 70 112000 SH SHARED 04 112000 D APW LTD COM G0439710 3 100 SH SHARED 04 100 D ASIA GLOBAL CROSSING LTD CL A G0533010 32 4900 SH SHARED 02 4900 D ASIACONTENT COM LTD CL A G0535410 0 1972 SH SHARED 02 1972 D CHINADOTCOM CORP CL A G2108N10 185 41112 SH SHARED 02 41112 D CHINADOTCOM CORP CL A G2108N10 0 218 SH SHARED 02 218 D COMMODORE HLDGS LTD ORD G2325710 7 45476 SH SHARED 02 45476 D COMMODORE HLDGS LTD WT EXP 071501 G2325711 0 27839 SH SHARED 02 27839 D DELPHI INTERNATIONAL LTD ORD G2706W10 6 1877 SH SHARED 02 1877 D DF CHINA TECHNOLOGY INC ORD G2754510 3 4567 SH SHARED 02 4567 D DSG INTL LTD ORD G2847110 5 1403 SH SHARED 02 1403 D ELAN PLC WT EXP 083105 G2953916 1 334 SH SHARED 02 334 D EL SITIO INC ORD G3017710 0 713 SH SHARED 02 713 D ESG RE LTD ORD G3121510 37 20248 SH SHARED 02 20248 D XCELERA INC COM G3161110 4 1090 SH SHARED 02 1090 D EVEREST RE GROUP LTD COM G3223R10 157 2200 SH SHARED 2200 D EVEREST RE GROUP LTD COM G3223R10 179 2500 SH SHARED 01 2500 D EVEREST RE GROUP LTD COM G3223R10 2127 29700 SH SHARED 04 29700 D EVEREST RE GROUP LTD COM G3223R10 358 5000 SH SHARED 05 5000 D FLAG TELECOM HOLDINGS LTD ORD G3529L10 16 2691 SH SHARED 05 2691 D FLAG TELECOM HOLDINGS LTD ORD G3529L10 23 3800 SH SHARED 02 2000 1800 D FLAG TELECOM HOLDINGS LTD ORD G3529L10 115 18500 SH SHARED 04 18500 D FRESH DEL MONTE PRODUCE INC ORD G3673810 45 10000 SH SHARED 04 10000 D GARMIN LTD ORD G3726010 23 1200 SH SHR/OTHR 01 1200 D GETGO MAIL COM INC COM G3852910 10 6845 SH SHARED 01 6845 D GLOBAL CROSSING LTD COM G3921A10 2822 197198 SH SHARED 02 135975 61223 D GLOBAL CROSSING LTD COM G3921A10 28152 1967069 SH SHARED 04 1967069 D GLOBAL CROSSING LTD COM G3921A10 549 38400 SH SHARED 05 38400 D GLOBAL CROSSING LTD PFD CV 6.375% G3921A12 41 800 SH SHR/OTHR 01 800 D GLOBAL CROSSING LTD COM G3921A9A 0 3 SH SHARED 02 3 D GLOBALSTAR TELECOMMUNICTNS LTD COM G3930H10 0 184 SH SHARED 02 184 D GLOBALSTAR TELECOMMUNICTNS LTD COM G3930H10 201 221950 SH SHARED 02 207500 14450 D GLOBAL SOURCES LTD ORD G3930010 3 422 SH SHARED 02 422 D INTERWAVE COMMUNCTNS INTL LTD ORD G4911N10 34 21784 SH SHARED 02 21784 D IPC HLDGS LTD ORD G4933P10 39 1894 SH SHARED 02 1894 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 37 1700 SH SHARED 02 1700 D LJ INTL INC ORD G5531210 1 1015 SH SHARED 02 1015 D LORAL SPACE & COMMUNICATIONS COM G5646210 312 98000 SH SHARED 02 94000 4000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 658 30007 SH SHARED 04 30007 D MIH LTD CL A G6116R10 2 166 SH SHARED 04 166 D MIH LTD CL A G6116R10 37 2900 SH SHARED 04 2900 D NEW CHINA HOMES LTD ORD G6445R10 8 6912 SH SHARED 04 6912 D NEW CHINA HOMES LTD WT EXP 030905 G6445R11 0 1185 SH SHARED 04 1185 D NOVEL DENIM HLDGS LTD ORD G6674P10 53 6141 SH SHARED 04 6141 D OPENTV CORP CL A G6754310 32 3143 SH SHARED 04 3143 D OPENTV CORP CL A G6754310 24 2350 SH SHARED 02 2350 D PARTNERRE LTD COM G6852T10 701 11500 SH SHARED 05 11500 D PEAK INTL LTD ORD G6958610 0 2 SH SHARED 05 2 D QIAO XING UNIVERSAL TELEPHONE ORD G7303A10 0 187 SH SHARED 05 187 D QUINTALINUX LTD COM G7328610 4 4546 SH SHARED 05 4546 D QUINTALINUX LTD WT EXP 080805 G7328611 1 12806 SH SHARED 05 12806 D RENAISSANCE RE HLDGS LTD COM G7496G10 93 1200 SH SHARED 1200 D RENAISSANCE RE HLDGS LTD COM G7496G10 15 200 SH SHARED 02 200 D RENAISSANCE RE HLDGS LTD COM G7496G10 117 1500 SH SHARED 04 1500 D RENAISSANCE RE HLDGS LTD COM G7496G10 391 5000 SH SHARED 05 5000 D RSL COMMUNICATIONS LTD CL A G7702U10 1 8456 SH SHARED 05 8456 D SANTA FE INTL CORP ORD G7805C10 1875 58500 SH SHARED 01 58500 D SANTA FE INTL CORP ORD G7805C10 2420 75500 SH SHARED 04 75500 D SANTA FE INTL CORP ORD G7805C10 2311 72100 SH SHARED 05 72100 D SINA COM ORD G8147710 0 53 SH SHARED 05 53 D STEWART W P & CO LTD COM G8492210 2 100 SH SHARED 04 100 D HILFIGER TOMMY CORP ORD G8915Z10 18 1900 SH SHARED 02 1900 D HILFIGER TOMMY CORP ORD G8915Z10 761 77600 SH SHARED 04 77600 D TRANSOCEAN SEDCO FOREX INC ORD G9007810 509 11075 SH SHARED 02 6233 4842 D TRANSOCEAN SEDCO FOREX INC ORD G9007810 7338 159538 SH SHARED 04 159538 D TRANSOCEAN SEDCO FOREX INC ORD G9007810 579 12600 SH SHARED 05 12600 D TRITON ENERGY LTD ORD G9075110 90 3000 SH SHARED 02 3000 D TRITON ENERGY LTD ORD G9075110 720 24000 SH SHARED 04 24000 D XOMA LTD ORD G9825R10 14 1476 SH SHARED 04 1476 D XL CAP LTD CL A G9825510 69 800 SH SHARED 02 800 D XL CAP LTD CL A G9825510 87 1000 SH SHARED 05 1000 D UBS AG ORD H8920G15 1147 7022 SH SHARED 04 7022 D MILLICOM INTL CELLULAR S A ORD L6388F10 9 400 SH SHARED 02 400 D SBS BROADCASTING SA ORD L8137F10 1 54 SH SHARED 02 54 D STOLT OFFSHORE S A COM L8873E10 0 7 SH SHARED 02 7 D STOLT OFFSHORE S A COM L8873E10 38 3500 SH SHARED 02 3500 D STOLT OFFSHORE S A COM L8873E10 100 9100 SH SHARED 04 9100 D STOLT NIELSEN S A COM L8874210 171 10880 SH SHARED 04 10880 D ACCORD NETWORKS LTD COM M0169010 793 80350 SH SHARED 04 80350 D ACLN LTD ORD M0176410 1 74 SH SHARED 04 74 D ACS ELECTRONICS LTD ORD M0177010 0 70 SH SHARED 04 70 D ALADDIN KNOWLEDGE SYS LTD ORD M0392N10 1 320 SH SHARED 04 320 D ALADDIN KNOWLEDGE SYS LTD ORD M0392N10 3 996 SH SHARED 02 996 D ATTUNITY LTD ORD M1533210 0 5 SH SHARED 02 5 D AUDIOCODES LTD ORD M1534210 27 2038 SH SHARED 02 2038 D AUDIOCODES LTD ORD M1534210 249 18400 SH SHARED 04 18400 D BACKWEB TECHNOLOGIES LTD ORD M1563310 34 5046 SH SHARED 04 5046 D BACKWEB TECHNOLOGIES LTD ORD M1563310 34 5100 SH SHARED 02 2100 3000 D BOS BETTER ONLINE SOLUTIONS ORD M2011510 14 4952 SH SHARED 02 4952 D BREEZECOM LTD ORD M2038510 386 27000 SH SHARED 02 27000 D BVR SYS LTD ORD M2051210 0 107 SH SHARED 02 107 D BVR TECHNOLOGIES LTD ORD M2051410 8 4148 SH SHARED 02 4148 D CAMTEK LTD ORD M2079110 0 133 SH SHARED 02 133 D CHECK POINT SOFTWARE TECH LTD ORD M2246510 9 73 SH SHARED 02 73 D CHECK POINT SOFTWARE TECH LTD ORD M2246510 108 810 SH SHARED 02 400 410 D CHECK POINT SOFTWARE TECH LTD ORD M2246510 2070 15500 SH SHARED 04 15500 D CIMATRON LTD ORD M2379810 20 19644 SH SHARED 04 19644 D COMMTOUCH SOFTWARE LTD ORD M2559610 26 6874 SH SHARED 04 6874 D COMPUGEN LTD ORD M2572210 1 164 SH SHARED 04 164 D CRYSTAL SYS SOLUTIONS LTD ORD M2676310 7 1036 SH SHARED 04 1036 D ECTEL LTD ORD M2992510 6 581 SH SHARED 04 581 D ELBIT SYS LTD ORD M3760D10 3 250 SH SHARED 04 250 D ELBIT MEDICAL IMAGING LTD ORD M3760510 1 224 SH SHARED 04 224 D ESC MEDICAL SYS LTD ORD M4086810 0 3 SH SHARED 04 3 D ESHED ROBOTEC 1982 LTD ORD M4095C10 11 5392 SH SHARED 04 5392 D E SIM LTD ORD M4099010 67 30182 SH SHARED 02 30182 D FLOWARE WIRELESS SYSTEMS LTD ORD M4591910 0 53 SH SHARED 02 53 D FUNDTECH LTD ORD M4709510 0 5 SH SHARED 02 5 D GALILEO TECHNOLOGY LTD ORD M4729810 619 45868 SH SHARED 02 45868 D GALILEO TECHNOLOGY LTD ORD M4729810 3450 255625 SH SHARED 02 237150 18475 D GALILEO TECHNOLOGY LTD ORD M4729810 1 82 SH SHARED 04 82 D GILAT COMMUNICATIONS LTD ORD M5087610 8 4219 SH SHARED 04 4219 D GILAT SATELLITE NETWORKS LTD ORD M5147410 9 370 SH SHARED 04 370 D GILAT SATELLITE NETWORKS LTD ORD M5147410 163 6400 SH SHARED 04 6400 D INTERNET GOLD-GOLDEN LINES LTD ORD M5659510 0 331 SH SHARED 04 331 D JACADA LTD ORD M6184R10 9 2000 SH SHARED 02 2000 D LANOPTICS LTD ORD M6706C10 1 151 SH SHARED 02 151 D METALINK LTD ORD M6989710 19 2013 SH SHARED 02 2013 D METALINK LTD ORD M6989710 2 240 SH SHARED 02 240 D METALINK LTD ORD M6989710 99 10300 SH SHARED 04 10300 D MIND C T I LTD ORD M7024010 2 353 SH SHARED 04 353 D NEXUS TELOCATION SYS LTD ORD M7491910 2 4344 SH SHARED 04 4344 D NOVA MEASURING INSTRUMENTS LTD COM M7516K10 3 447 SH SHARED 04 447 D OPTIBASE LTD ORD M7524R10 0 30 SH SHARED 04 30 D OPTIBASE LTD ORD M7524R10 45 6800 SH SHARED 04 6800 D ORBOTECH LTD ORD M7525310 1 48 SH SHARED 04 48 D ORCKIT COMMUNICATIONS LTD COM M7531S10 0 43 SH SHARED 04 43 D ORCKIT COMMUNICATIONS LTD COM M7531S10 1 750 SH SHARED 02 750 D RADVIEW SOFTWARE LTD ORD M8186710 0 159 SH SHARED 02 159 D RADVISION LTD ORD M8186910 2 171 SH SHARED 02 171 D RADWARE LTD ORD M8187310 182 10800 SH SHARED 04 10800 D RIT TECHNOLOGIES LTD ORD M8215N10 3 424 SH SHARED 04 424 D SILICOM LTD ORD M8411610 0 243 SH SHARED 04 243 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 1 58 SH SHARED 04 58 D TARO PHARMACEUTICAL INDS LTD ORD M8737E10 62 2000 SH SHARED 01 2000 D TAT TECHNOLOGIES LTD ORD NEW M8740S22 2 700 SH SHARED 01 700 D TECNOMATIX TECHNOLOGIES LTD ORD M8743P10 0 11 SH SHARED 01 11 D TIOGA TECHNOLOGIES LTD ORD M8789G10 0 430 SH SHARED 01 430 D TIOGA TECHNOLOGIES LTD ORD M8789G10 1 750 SH SHARED 02 750 D TOP IMAGE SYSTEMS LTD ORD M8789610 0 160 SH SHARED 02 160 D TOWER SEMICONDUCTOR LTD ORD M8791510 0 16 SH SHARED 02 16 D TTI TEAM TELECOM INTL LTD ORD M8825810 4 328 SH SHARED 02 328 D VIRYANET LTD ORD M9754010 1 589 SH SHARED 02 589 D VOCALTEC COMMUNICATIONS LTD ORD M9760110 275 62045 SH SHARED 02 62045 D ASM INTL N V COM N0704510 0 90 SH SHARED 02 90 D ASM INTL N V COM N0704510 71 7700 SH SHARED 04 7700 D ASM LITHOGRAPHY HLDG N V N Y SHS N0705911 0 40 SH SHARED 04 40 D ASM LITHOGRAPHY HLDG N V N Y SHS N0705911 1353 60000 SH SHARED 01 60000 D ASM LITHOGRAPHY HLDG N V N Y SHS N0705911 397 17600 SH SHARED 04 17600 D ASM LITHOGRAPHY HLDG N V N Y SHS N0705911 478 21200 SH SHARED 05 21200 D CNH GLOBAL N V ORD N2093510 10 1250 SH SHARED 02 1250 D CNH GLOBAL N V ORD N2093510 862 100000 SH SHARED 05 100000 D CORE LABORATORIES N V COM N2271710 188 6900 SH SHARED 01 6900 D CORE LABORATORIES N V COM N2271710 117 4300 SH SHARED 02 300 4000 D ICTS INTERNATIONAL NV COM N4383710 3 505 SH SHARED 02 505 D IFCO SYSTEMS N V ORD N4396110 0 31 SH SHARED 02 31 D INDIGO N V ORD N4449510 4 1276 SH SHARED 02 1276 D INDIGO N V WT EXP 102101 N4449512 0 1753 SH SHARED 02 1753 D KPNQWEST N V CL C N5091910 0 27 SH SHARED 02 27 D KPNQWEST N V CL C N5091910 49 2600 SH SHARED 04 2600 D METRON TECHNOLOGY N V ORD N5665B10 0 8 SH SHARED 04 8 D ORTHOFIX INTL N V COM N6748L10 0 36 SH SHARED 04 36 D ORTHOFIX INTL N V COM N6748L10 19 1000 SH SHARED 02 1000 D QIAGEN N V ORD N7248210 0 18 SH SHARED 02 18 D QIAGEN N V ORD N7248210 0 24 SH SHARED 04 24 D SAPIENS INTL CORP N V ORD N7716A10 2 2322 SH SHARED 04 2322 D STATIA TERMINALS GROUP N V ORD N8234510 0 27 SH SHARED 04 27 D BANCO LATINOAMERICANO DE EXPO CL E P1699413 100 2900 SH SHARED 2900 D CARLISLE HLDGS LTD ORD P2127710 69 9961 SH SHARED 9961 D STEINER LEISURE LTD ORD P8744Y10 0 25 SH SHARED 25 D SUN INTL HOTELS LTD ORD P8797T13 57 2400 SH SHARED 2400 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 22 850 SH SHARED 02 850 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 26 1000 SH SHARED 05 1000 D ASE TEST LTD ORD Y0251610 0 35 SH SHARED 05 35 D ASE TEST LTD ORD Y0251610 56 6700 SH SHARED 04 6700 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 16 1469 SH SHARED 04 1469 D CREATIVE TECHNOLOGY LTD ORD Y1775U10 26 2400 SH SHARED 04 2400 D FLEXTRONICS INTL LTD ORD Y2573F10 6 225 SH SHARED 04 225 D FLEXTRONICS INTL LTD ORD Y2573F10 142 5000 SH SHR/OTHR 01 5000 D FLEXTRONICS INTL LTD ORD Y2573F10 1084 38048 SH SHARED 02 34600 3448 D FLEXTRONICS INTL LTD ORD Y2573F10 1556 54630 SH SHARED 04 54630 D FLEXTRONICS INTL LTD ORD Y2573F10 54 1900 SH SHARED 05 1900 D GIGAMEDIA LTD ORD Y2711Y10 20 7620 SH SHARED 05 7620 D KOREA THRUNET CO LTD CL A Y4997510 37 15650 SH SHARED 05 15650 D PACIFIC INTERNET LTD ORD Y6618310 1 535 SH SHARED 05 535 D TEEKAY SHIPPING MARSHALL ISLND COM Y8564W10 140 3700 SH SHARED 3700 D AAON INC COM PAR $0.004 00036020 0 43 SH SHARED 43 D AAR CORP COM 00036110 640 50699 SH SHARED 01 50699 D AAR CORP COM 00036110 132 10503 SH SHARED 04 10503 D ABC-NACO INC COM 00075210 0 100 SH SHARED 04 100 D ABC-NACO INC COM 00075210 12 2000 SH SHARED 02 2000 D A B WATLEY GROUP INC COM 00078810 0 30 SH SHARED 02 30 D A C MOORE ARTS & CRAFTS INC COM 00086T10 0 24 SH SHARED 02 24 D ACR GROUP INC COM 00087B10 0 200 SH SHARED 02 200 D ACTV INC COM 00088E10 1 387 SH SHARED 02 387 D ACTV INC COM 00088E10 266 62801 SH SHARED 01 62801 D ACTV INC COM 00088E10 348 82000 SH SHARED 02 82000 D ACTV INC COM 00088E10 56 13197 SH SHARED 04 13197 D A CONSULTING TEAM INC COM 00088110 2 1810 SH SHARED 04 1810 D A D C TELECOMMUNICATIONS COM 00088610 11 618 SH SHARED 04 618 D A D C TELECOMMUNICATIONS COM 00088610 34073 1879916 SH SHARED 1879916 D A D C TELECOMMUNICATIONS COM 00088610 94254 5200231 SH SHARED 01 5198631 1600 D A D C TELECOMMUNICATIONS COM 00088610 1808 99774 SH SHARED 02 48570 51204 D A D C TELECOMMUNICATIONS COM 00088610 25340 1398079 SH SHARED 04 1398079 D A D C TELECOMMUNICATIONS COM 00088610 284 15700 SH SHARED 05 15700 D ADE CORP MASS COM 00089C10 0 45 SH SHARED 05 45 D ADE CORP MASS COM 00089C10 219 12439 SH SHARED 01 12439 D ADE CORP MASS COM 00089C10 65 3695 SH SHARED 04 3695 D ACM GOVT INCOME FD INC COM 00091210 25 3400 SH SHARED 04 3400 D ACM MANAGED INCOME FD INC COM 00091910 12 2605 SH SHARED 02 2605 D ABN AMRO HLDG NV SPONSORED ADR 00093710 97 4300 SH SHARED 01 4300 D ABN AMRO HLDG NV SPONSORED ADR 00093710 17 770 SH SHARED 02 770 D ABN AMRO HLDG NV SPONSORED ADR 00093710 56 2496 SH SHARED 05 2496 D ACT TELECONFERENCING INC COM 00095510 1 184 SH SHARED 05 184 D ABM INDS INC COM 00095710 1741 56850 SH SHARED 01 56850 D ABM INDS INC COM 00095710 278 9100 SH SHARED 02 1500 7600 D ABM INDS INC COM 00095710 198 6481 SH SHARED 04 6481 D ACT MFG INC COM 00097310 1 125 SH SHARED 04 125 D ACT MFG INC COM 00097310 398 25300 SH SHARED 01 25300 D ACT MFG INC COM 00097310 330 20968 SH SHARED 04 20968 D ACT MFG INC COM 00097310 88 5600 SH SHARED 05 5600 D AFLAC INC COM 00105510 41269 571700 SH SHARED 571700 D AFLAC INC COM 00105510 137213 1900804 SH SHARED 01 1895254 5550 D AFLAC INC COM 00105510 21 300 SH SHR/OTHR 01 300 D AFLAC INC COM 00105510 1992 27598 SH SHARED 02 2400 25198 D AFLAC INC COM 00105510 15503 214769 SH SHARED 04 214769 D AFLAC INC COM 00105510 418 5800 SH SHARED 05 5800 D AGCO CORP COM 00108410 1456 120100 SH SHARED 01 120100 D AGCO CORP COM 00108410 19 1600 SH SHR/OTHR 01 1600 D AGCO CORP COM 00108410 38 3150 SH SHARED 02 3150 D AGCO CORP COM 00108410 752 62047 SH SHARED 04 62047 D AGCO CORP COM 00108410 1063 87700 SH SHARED 05 87700 D AGL RES INC COM 00120410 2389 108291 SH SHARED 01 108291 D AGL RES INC COM 00120410 1238 56125 SH SHARED 04 56125 D AGL RES INC COM 00120410 158 7200 SH SHARED 05 7200 D AHL SVCS INC COM 00129610 65 6558 SH SHARED 05 6558 D AHL SVCS INC COM 00129610 25 2500 SH SHARED 02 2500 D AHL SVCS INC COM 00129610 1340 133200 SH SHARED 03 133200 D AES CORP COM 00130H10 16 30570 SH SHARED 03 30570 D AES CORP COM 00130H10 25627 462800 SH SHARED 462800 D AES CORP COM 00130H10 174912 3158691 SH SHARED 01 3154582 4109 D AES CORP COM 00130H10 2496 45075 SH SHARED 02 12600 32475 D AES CORP COM 00130H10 20536 370866 SH SHARED 04 370866 D AES CORP COM 00130H10 1107 20000 SH SHARED 05 20000 D AK STL HLDG CORP COM 00154710 1491 170407 SH SHARED 01 170406 1 D AK STL HLDG CORP COM 00154710 18 2131 SH SHARED 02 2131 D AK STL HLDG CORP COM 00154710 892 101982 SH SHARED 04 101982 D AK STL HLDG CORP COM 00154710 264 30200 SH SHARED 05 30200 D AMB PROPERTY CORP COM 00163T10 1491 57800 SH SHARED 01 57800 D AMB PROPERTY CORP COM 00163T10 654 25363 SH SHARED 02 22313 3050 D AMB PROPERTY CORP COM 00163T10 160 6200 SH SHARED 04 6200 D AML COMMUNICATIONS INC COM 00173310 0 507 SH SHARED 04 507 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 538 21800 SH SHARED 01 21800 D AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 148 6026 SH SHARED 04 6026 D AMR CORP COM 00176510 603 15400 SH SHARED 15400 D AMR CORP COM 00176510 44173 1127255 SH SHARED 01 1124135 3120 D AMR CORP COM 00176510 78 2000 SH SHR/OTHR 01 2000 D AMR CORP COM 00176510 195 5000 SH SHARED 02 5000 D AMR CORP COM 00176510 4756 121369 SH SHARED 04 121369 D AMR CORP COM 00176510 5834 148900 SH SHARED 06 148900 D ANC RENTAL CORP COM 00181310 22 6410 SH SHARED 06 6410 D ANC RENTAL CORP COM 00181310 157 45054 SH SHARED 01 44986 68 D ANC RENTAL CORP COM 00181310 14 4081 SH SHARED 04 4081 D APAC CUSTOMER SERVICES INC COM 00185E10 42 11546 SH SHARED 04 11546 D APAC CUSTOMER SERVICES INC COM 00185E10 92 25029 SH SHARED 01 25029 D APAC CUSTOMER SERVICES INC COM 00185E10 33 9167 SH SHARED 04 9167 D APA OPTICS INC COM 00185310 0 69 SH SHARED 04 69 D ASA INTL LTD ST 00191220 28 19116 SH SHARED 04 19116 D ATI TECHNOLOGIES INC COM 00194110 62 10783 SH SHARED 04 10783 D AT&T CORP COM 00195710 5 300 SH SHR/OTHR 04 300 D AT&T CORP COM 00195710 196 11400 SH SHARED 11400 D AT&T CORP COM 00195710 476123 27601364 SH SHARED 01 27349868 95 251401 D AT&T CORP COM 00195710 4366 253157 SH SHR/OTHR 01 152582 100575 D AT&T CORP COM 00195710 1964 113912 SH SHARED 02 31186 82726 D AT&T CORP COM 00195710 94904 5501693 SH SHARED 04 5501693 D AT&T CORP COM 00195710 883 51200 SH SHARED 05 51200 D AT&T CORP COM 00195710 8932 517836 SH SHARED 06 517836 D AT&T CORP COM LIB GRP A 00195720 49266 3632669 SH SHARED 01 3553668 79001 D AT&T CORP COM LIB GRP A 00195720 639 47180 SH SHR/OTHR 01 33200 13980 D AT&T CORP COM LIB GRP A 00195720 85 6298 SH SHARED 02 2500 3798 D AT&T CORP COM LIB GRP A 00195720 7209 531600 SH SHARED 04 531600 D AT&T CORP COM LIB GRP A 00195720 81 6000 SH SHARED 05 6000 D AT&T CORP COM WIRLES GRP 00195740 7568 437200 SH SHARED 01 434100 3100 D AT&T CORP COM WIRLES GRP 00195740 5 300 SH SHR/OTHR 01 300 D AT&T CORP COM WIRLES 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D APPLIED MATLS INC COM 03822210 5175 135532 SH SHR/OTHR 01 87196 48336 D APPLIED MATLS INC COM 03822210 2192 57425 SH SHARED 02 47400 10025 D APPLIED MATLS INC COM 03822210 57802 1513665 SH SHARED 04 1513665 D APPLIED MATLS INC COM 03822210 2527 66200 SH SHARED 05 66200 D APPLIED MATLS INC COM 0382229A 0 5 SH SHARED 02 5 D APPLIED MOLECULAR EVOLUTION IN COM 03823E10 0 12 SH SHARED 02 12 D APPLIED SCIENCE & TECHNOLOGY COM 03823610 0 8 SH SHARED 02 8 D APPLIED SCIENCE & TECHNOLOGY COM 03823610 724 60400 SH SHARED 01 60400 D APPLIED SCIENCE & TECHNOLOGY COM 03823610 108 9034 SH SHARED 04 9034 D APPLIED SIGNAL TECHNOLOGY INC COM 03823710 31 6209 SH SHARED 04 6209 D APPLIEDTHEORY CORP COM 03828R10 10 5494 SH SHARED 04 5494 D APPLIEDTHEORY CORP COM 03828R10 19 9800 SH SHARED 01 9800 D APPLIEDTHEORY CORP COM 03828R10 5 2896 SH SHARED 04 2896 D APPLIX INC COM 03831610 42 17185 SH SHARED 04 17185 D APTIMUS INC COM 03833V10 6 8731 SH SHARED 04 8731 D APTIMUS INC COM 03833V10 31 42500 SH SHARED 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ARMOR HOLDINGS INC COM 04226010 336 19298 SH SHARED 01 19298 D ARMOR HOLDINGS INC COM 04226010 116 6705 SH SHARED 04 6705 D ARMSTRONG HLDGS INC COM 04238410 150 73093 SH SHARED 01 73093 D ARMSTRONG HLDGS INC COM 04238410 30 14876 SH SHARED 04 14876 D ARNOLD INDS INC COM 04259510 8 446 SH SHARED 04 446 D ARNOLD INDS INC COM 04259510 471 26200 SH SHARED 01 26200 D ARNOLD INDS INC COM 04259510 148 8237 SH SHARED 04 8237 D ARONEX PHARMACEUTICALS INC ST 04266620 0 130 SH SHARED 04 130 D ARRAY BIOPHARMA INC COM 04269X10 2 265 SH SHARED 04 265 D ARRAY BIOPHARMA INC COM 04269X10 21 2410 SH SHARED 02 1410 1000 D ARROW ELECTRS INC COM 04273510 77 2700 SH SHARED 2700 D ARROW ELECTRS INC COM 04273510 3768 131637 SH SHARED 01 131237 400 D ARROW ELECTRS INC COM 04273510 8 300 SH SHR/OTHR 01 300 D ARROW ELECTRS INC COM 04273510 7 250 SH SHARED 02 250 D ARROW ELECTRS INC COM 04273510 2072 72400 SH SHARED 04 72400 D ARROW ELECTRS INC COM 04273510 120 4200 SH SHARED 05 4200 D ARROW FINL CORP COM 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LTD COM 04490210 8 12376 SH SHARED 01 12376 D ASHTON TECHNOLOGY GROUP INC COM 04508410 4 5383 SH SHARED 01 5383 D ASHWORTH INC COM 04516H10 4 739 SH SHARED 01 739 D ASIA SATELLITE TELECOMMUNCNT SPONSORED ADR 04516X10 30 1500 SH SHARED 04 1500 D ASK JEEVES INC COM 04517410 0 81 SH SHARED 04 81 D ASK JEEVES INC COM 04517410 99 40700 SH SHARED 01 40700 D ASK JEEVES INC COM 04517410 8 3465 SH SHARED 02 300 3165 D ASK JEEVES INC COM 04517410 19 8160 SH SHARED 04 8160 D ASIAINFO HLDGS INC COM 04518A10 1 175 SH SHARED 04 175 D ASIAINFO HLDGS INC COM 04518A10 169 18110 SH SHARED 01 18110 D ASIAINFO HLDGS INC COM 04518A10 3 400 SH SHARED 04 400 D ASPECT COMMUNICATIONS CORP COM 04523Q10 485 60350 SH SHARED 01 60350 D ASPECT COMMUNICATIONS CORP COM 04523Q10 309 38400 SH SHARED 04 38400 D ASPECT MED SYS INC COM 04523510 98 11400 SH SHARED 01 8634 2766 D ASPECT MED SYS INC COM 04523510 3 454 SH SHARED 02 91 363 D ASPECT MED SYS INC COM 04523510 12 1449 SH SHARED 04 1449 D ASPEN TECHNOLOGY INC COM 04532710 4 131 SH SHARED 04 131 D ASPEN TECHNOLOGY INC COM 04532710 1718 51696 SH SHARED 01 51696 D ASPEN TECHNOLOGY INC COM 04532710 298 8975 SH SHARED 02 8975 D ASPEN TECHNOLOGY INC COM 04532710 386 11620 SH SHARED 04 11620 D ASPEON INC COM 04535410 0 279 SH SHARED 04 279 D ASPEON INC COM 04535410 1 1000 SH SHARED 02 1000 D ASSOCIATED BANC CORP COM 04548710 2808 92465 SH SHARED 01 92465 D ASSOCIATED BANC CORP COM 04548710 33 1093 SH SHARED 02 1093 D ASSOCIATED BANC CORP COM 04548710 1497 49300 SH SHARED 04 49300 D ASSOCIATED BANC CORP COM 04548710 276 9100 SH SHARED 05 9100 D ASSOCIATED ESTATES RLTY CORP COM 04560410 13 1700 SH SHARED 01 1700 D ASSOCIATED MATLS INC COM 04570910 0 25 SH SHARED 01 25 D AT HOME CORP COM SER A 045919AC 0 4040000 PRN SHARED 04 4040000 D AT HOME CORP COM SER A 045919AD 2 40000 PRN SHARED 04 40000 D AT HOME CORP COM SER A 045919AF 7605 1375000 PRN SHARED 04 1375000 D AT HOME CORP COM SER A 04591910 0 55497 SH SHARED 04 55497 D AT HOME CORP COM SER A 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SHARED 02 12000 D ASTROPOWER INC COM 04644A10 2 64 SH SHARED 02 64 D ASTROPOWER INC COM 04644A10 90 2900 SH SHARED 01 2900 D ASTROPOWER INC COM 04644A10 47 1500 SH SHR/OTHR 01 1500 D ASTROPOWER INC COM 04644A10 3264 104050 SH SHARED 03 104050 D AT RD INC COM 04648K10 14 6318 SH SHARED 03 6318 D AT RD INC COM 04648K10 51 23000 SH SHARED 02 23000 D ASYST TECHNOLOGY CORP COM 04648X10 0 22 SH SHARED 02 22 D ASYST TECHNOLOGY CORP COM 04648X10 911 67800 SH SHARED 01 67800 D ASYST TECHNOLOGY CORP COM 04648X10 405 30149 SH SHARED 04 30149 D ASYST TECHNOLOGY CORP COM 04648X10 9 700 SH SHARED 05 700 D AT TRACK COMMUNICATIONS INC COM 04648Y10 2 2681 SH SHARED 05 2681 D AT & T LATIN AMER CORP COM 04649A10 0 305 SH SHARED 05 305 D AT & T LATIN AMER CORP COM 04649A10 0 357 SH SHARED 02 357 D ATHEROGENICS INC COM 04743910 10 2174 SH SHARED 02 2174 D ATLANTIC COAST AIRLINES HLDGS COM 04839610 37 906 SH SHARED 02 906 D ATLANTIC COAST AIRLINES HLDGS COM 04839610 19843 485477 SH SHARED 01 485477 D 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BIOSCIENCES CORP COM 05192010 1 34 SH SHARED 04 34 D AURORA BIOSCIENCES CORP COM 05192010 3844 122300 SH SHARED 01 122300 D AURORA BIOSCIENCES CORP COM 05192010 31 1000 SH SHR/OTHR 01 1000 D AURORA BIOSCIENCES CORP COM 05192010 1320 42000 SH SHARED 02 16450 25550 D AURORA BIOSCIENCES CORP COM 05192010 1035 32945 SH SHARED 04 32945 D AUSPEX SYS INC COM 05211610 0 134 SH SHARED 04 134 D AUTOBYTEL COM INC COM 05275N10 0 20 SH SHARED 04 20 D AUTOBYTEL COM INC COM 05275N10 3 1400 SH SHARED 01 1400 D AUTOBYTEL COM INC COM 05275N10 7 3000 SH SHARED 02 3000 D AUTOBYTEL COM INC COM 05275N10 0 15 SH SHARED 04 15 D AUTODESK INC COM 05276910 169 6300 SH SHARED 6300 D AUTODESK INC COM 05276910 11629 431718 SH SHARED 01 431718 D AUTODESK INC COM 05276910 139 5170 SH SHARED 02 5170 D AUTODESK INC COM 05276910 1269 47133 SH SHARED 04 47133 D AUTODESK INC COM 05276910 29 1100 SH SHARED 05 1100 D AUTOIMMUNE INC COM 05277610 4 3054 SH SHARED 05 3054 D AUTOLIV INC COM 05280010 1418 89017 SH SHARED 01 89017 D AUTOLIV INC COM 05280010 6 391 SH SHR/OTHR 01 153 238 D AUTOLIV INC COM 05280010 6 429 SH SHARED 02 429 D AUTOLIV INC COM 05280010 140 8800 SH SHARED 04 8800 D AUTOLOGIC INFORMATION INTL COM 05280310 0 54 SH SHARED 04 54 D AUTOMATIC DATA PROCESSING INC CNB 053015AC 297566 4700000 PRN SHARED 04 4700000 D AUTOMATIC DATA PROCESSING INC COM 05301510 3054 4824757 SH SHARED 01 4741757 83000 D AUTOMATIC DATA PROCESSING INC COM 05301510 30 48626 SH SHR/OTHR 01 44726 3900 D AUTOMATIC DATA PROCESSING INC COM 05301510 500 7902 SH SHARED 02 766 7136 D AUTOMATIC DATA PROCESSING INC COM 05301510 317 501037 SH SHARED 04 501037 D AUTOMATIC DATA PROCESSING INC COM 05301510 12 19100 SH SHARED 05 19100 D AUTONATION INC COM 05329W10 61 10200 SH SHARED 10200 D AUTONATION INC COM 05329W10 1796 299367 SH SHARED 01 299367 D AUTONATION INC COM 05329W10 183 30500 SH SHARED 04 30500 D AUTOTOTE CORP CL A 05332310 8 2807 SH SHARED 01 2807 D AUTOWEB COM INC COM 05333110 0 379 SH SHARED 01 379 D AUTOZONE INC 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CORP COM 05348710 20 1100 SH SHR/OTHR 01 1100 D AVANT CORP COM 05348710 4 219 SH SHARED 02 219 D AVANT CORP COM 05348710 280 15312 SH SHARED 04 15312 D AVANTGO INC COM 05349M10 7 1150 SH SHARED 02 1150 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 3 457 SH SHARED 02 457 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 562 81748 SH SHARED 01 75147 6601 D AVANT IMMUNOTHERAPEUTICS INC COM 05349110 131 19120 SH SHARED 04 19120 D AVATAR HLDGS INC COM 05349410 2 128 SH SHARED 04 128 D AVAX TECHNOLOGIES INC COM PAR $0.004 05349530 49 13292 SH SHARED 02 13292 D AVAYA INC COM 05349910 21936 2127321 SH SHARED 01 2113704 13617 D AVAYA INC COM 05349910 303 29474 SH SHR/OTHR 01 20220 9254 D AVAYA INC COM 05349910 189 18407 SH SHARED 02 11336 7071 D AVAYA INC COM 05349910 4186 406026 SH SHARED 04 406026 D AVAYA INC COM 05349910 57 5600 SH SHARED 05 5600 D AVENTIS SPONSORED ADR 05356110 117 1400 SH SHARED 01 1400 D AVENTIS SPONSORED ADR 05356110 337 4000 SH SHARED 05 4000 D AVENUE A INC COM 05356610 28 15518 SH SHARED 05 15518 D AVENUE A INC COM 05356610 7 4000 SH SHARED 01 4000 D AVENUE A INC COM 05356610 3 2115 SH SHARED 04 2115 D AVERT INC COM 05359610 2 201 SH SHARED 04 201 D AVERT INC COM 05359610 584 44100 SH SHARED 01 44100 D AVERY DENNISON CORP COM 05361110 591 10775 SH SHARED 01 10775 D AVERY DENNISON CORP COM 05361110 80412 1465378 SH SHARED 01 1282376 183002 D AVERY DENNISON CORP COM 05361110 7644 139300 SH SHR/OTHR 01 69208 70092 D AVERY DENNISON CORP COM 05361110 130 2370 SH SHARED 02 100 2270 D AVERY DENNISON CORP COM 05361110 5064 92284 SH SHARED 04 92284 D AVERY DENNISON CORP COM 05361110 888 16200 SH SHARED 05 16200 D AVICI SYS INC COM 05367L10 247 10057 SH SHARED 05 10057 D AVICI SYS INC COM 05367L10 29 1180 SH SHARED 01 1180 D AVICI SYS INC COM 05367L10 492 20000 SH SHARED 05 20000 D AVID TECHNOLOGY INC COM 05367P10 5 320 SH SHARED 05 320 D AVID TECHNOLOGY INC COM 05367P10 56 3100 SH SHARED 3100 D AVID TECHNOLOGY INC COM 05367P10 10191 557950 SH SHARED 01 557950 D AVID TECHNOLOGY INC COM 05367P10 167 9173 SH SHARED 04 9173 D AVIGEN INC COM 05369010 4 197 SH SHARED 04 197 D AVIGEN INC COM 05369010 396 19100 SH SHARED 01 19100 D AVIGEN INC COM 05369010 134 6480 SH SHARED 04 6480 D AVIRON COM 05376210 2223 33278 SH SHARED 01 33278 D AVIRON COM 05376210 500 7489 SH SHARED 04 7489 D AVISTA CORP COM 05379B10 1689 82421 SH SHARED 01 82421 D AVISTA CORP COM 05379B10 401 19578 SH SHARED 04 19578 D AVISTAR COMMUNICATIONS CORP ST 05379X20 2 475 SH SHARED 04 475 D AVISTAR COMMUNICATIONS CORP equit-comm 05379X20 528 117500 SH SHARED 01 117500 D AVIS GROUP HLDGS INC CL A 05379010 97 3000 SH SHARED 3000 D AVIS GROUP HLDGS INC CL A 05379010 27669 849740 SH SHARED 01 849740 D AVIS GROUP HLDGS INC CL A 05379010 68 2100 SH SHARED 02 2100 D AVIS GROUP HLDGS INC CL A 05379010 283 8702 SH SHARED 04 8702 D AVNET INC COM 05380710 25 1200 SH SHARED 1200 D AVNET INC COM 05380710 2907 135246 SH SHARED 01 134846 400 D AVNET INC COM 05380710 1696 78900 SH SHARED 04 78900 D 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11162110 5106 55615 SH SHARED 02 47250 8365 D BROCADE COMMUNICATIONS SYS INC COM 11162110 30456 331722 SH SHARED 04 331722 D BROKAT AKTIENGESELLSCHAFT SPONSORED ADR 11208020 0 68 SH SHARED 04 68 D BROOKLINE BANCORP INC COM 11373910 93 8134 SH SHARED 04 8134 D BROOKLINE BANCORP INC COM 11373910 173 15100 SH SHARED 01 15100 D BROOKLINE BANCORP INC COM 11373910 56 4930 SH SHARED 04 4930 D BROOKS AUTOMATION INC COM 11434A10 2 83 SH SHARED 04 83 D BROOKS AUTOMATION INC COM 11434A10 647 23083 SH SHARED 01 23083 D BROOKS AUTOMATION INC COM 11434A10 224 8000 SH SHARED 02 8000 D BROOKS AUTOMATION INC COM 11434A10 188 6731 SH SHARED 04 6731 D BROOKS AUTOMATION INC COM 11434A10 39 1400 SH SHARED 05 1400 D BROOKSTONE INC COM 11453710 2 170 SH SHARED 05 170 D BROOKSTONE INC COM 11453710 113 9265 SH SHARED 02 9265 D BROOKTROUT INC COM 11458010 4 450 SH SHARED 02 450 D BROOKTROUT INC COM 11458010 313 33158 SH SHARED 01 33158 D BROOKTROUT INC COM 11458010 127 13506 SH SHARED 04 13506 D BROWN & BROWN INC COM 11523610 1046 29900 SH SHARED 01 29900 D BROWN & BROWN INC COM 11523610 305 8720 SH SHARED 04 8720 D BROWN FORMAN CORP CL B 11563720 25691 386333 SH SHARED 01 384833 1500 D BROWN FORMAN CORP CL B 11563720 3711 55806 SH SHARED 04 55806 D BROWN FORMAN CORP CL B 11563720 106 1600 SH SHARED 05 1600 D BROWN TOM INC ST 11566020 9 285 SH SHARED 05 285 D BROWN TOM INC 620 11566020 1976 60110 SH SHARED 01 60110 D BROWN TOM INC ST 11566020 0 5 SH SHARED 02 5 D BROWN TOM INC ST 11566020 371 11290 SH SHARED 04 11290 D BROWN SHOE INC NEW COM 11573610 1250 96204 SH SHARED 01 96204 D BROWN SHOE INC NEW COM 11573610 780 60000 SH SHR/OTHR 01 60000 D BROWN SHOE INC NEW COM 11573610 90 6940 SH SHARED 04 6940 D BRUNSWICK CORP COM 11704310 57 3500 SH SHARED 3500 D BRUNSWICK CORP COM 11704310 11142 677921 SH SHARED 01 677921 D BRUNSWICK CORP COM 11704310 1 100 SH SHARED 02 100 D BRUNSWICK CORP COM 11704310 1740 105880 SH SHARED 04 105880 D BRUNSWICK CORP COM 11704310 36 2200 SH SHARED 05 2200 D BRUSH ENGINEERED MATLS INC COM 11742110 603 29898 SH SHARED 01 29898 D BRUSH ENGINEERED MATLS INC COM 11742110 130 6480 SH SHARED 04 6480 D B2BSTORES COM INC COM 11776S10 20 13727 SH SHARED 04 13727 D BSQUARE CORP COM 11776U10 2 485 SH SHARED 04 485 D BSQUARE CORP COM 11776U10 70 11800 SH SHARED 01 11800 D BSQUARE CORP COM 11776U10 27 4581 SH SHARED 04 4581 D BUCA INC COM 11776910 2 172 SH SHARED 04 172 D BUCA INC COM 11776910 83 5700 SH SHARED 01 5700 D BUCA INC COM 11776910 42 2895 SH SHARED 04 2895 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 129 4500 SH SHARED 01 4500 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 83 2900 SH SHR/OTHR 01 2900 D BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 141 4900 SH SHARED 02 3700 1200 D BUCKEYE TECHNOLOGIES INC COM 11825510 499 35500 SH SHARED 01 34500 1000 D BUCKEYE TECHNOLOGIES INC COM 11825510 7 500 SH SHARED 02 500 D BUCKEYE TECHNOLOGIES INC COM 11825510 147 10513 SH SHARED 04 10513 D BUCKLE INC COM 11844010 168 9600 SH SHARED 01 9600 D BUCKLE INC COM 11844010 54 3127 SH SHARED 04 3127 D BUDGET GROUP INC CL A 11900310 5 2500 SH SHARED 02 2500 D BUILDING MATLS HLDG CORP COM 12011310 0 45 SH SHARED 02 45 D BULL RUN CORP GA COM 12018210 0 92 SH SHARED 02 92 D BURLINGTON COAT FACTORY COM 12157910 562 29710 SH SHARED 01 29710 D BURLINGTON COAT FACTORY COM 12157910 127 6711 SH SHARED 04 6711 D BURLINGTON INDS INC COM 12169310 10 6167 SH SHARED 01 6167 D BURLINGTON INDS INC COM 12169310 655 374800 SH SHARED 04 374800 D BURLINGTON NORTHN SANTA FE CP COM 12189T10 94262 3329420 SH SHARED 01 3325516 3904 D BURLINGTON NORTHN SANTA FE CP COM 12189T10 5544 195822 SH SHR/OTHR 01 172737 23085 D BURLINGTON NORTHN SANTA FE CP COM 12189T10 63 2256 SH SHARED 02 2256 D BURLINGTON NORTHN SANTA FE CP COM 12189T10 10195 360127 SH SHARED 04 360127 D BURLINGTON RES INC COM 12201410 80450 1593080 SH SHARED 01 1591877 1203 D BURLINGTON RES INC COM 12201410 3596 71227 SH SHR/OTHR 01 60616 10611 D BURLINGTON RES INC COM 12201410 2007 39750 SH SHARED 02 1650 38100 D BURLINGTON RES INC COM 12201410 23932 473908 SH SHARED 04 473908 D BURLINGTON RES INC COM 12201410 1090 21600 SH SHARED 05 21600 D BURNHAM PAC PPTYS INC COM 12232C10 212 46000 SH SHARED 01 46000 D BURNHAM PAC PPTYS INC COM 12232C10 29 6400 SH SHR/OTHR 01 2000 4400 D BURNHAM PAC PPTYS INC COM 12232C10 4515 976227 SH SHARED 04 976227 D BURST COM INC COM 12284P10 0 550 SH SHARED 02 550 D BUSH INDS INC CL A 12316410 139 11980 SH SHARED 01 11980 D BUSH INDS INC CL A 12316410 38 3339 SH SHARED 04 3339 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 0 12 SH SHARED 04 12 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 11629 205386 SH SHARED 01 205386 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 2266 40029 SH SHARED 02 13029 27000 D BUSYBOX COM INC WT EXP 062705 12333511 0 100 SH SHARED 02 100 D BUY COM INC COM 12426910 1 1627 SH SHARED 02 1627 D BUY COM INC COM 12426910 26 40000 SH SHARED 02 40000 D BUY COM INC COM 12426910 3 5807 SH SHARED 04 5807 D C&D TECHNOLOGIES INC COM 12466110 107 2500 SH SHARED 2500 D C&D TECHNOLOGIES INC COM 12466110 8426 195120 SH SHARED 01 195120 D C&D TECHNOLOGIES INC COM 12466110 518 12000 SH SHARED 02 12000 D C&D TECHNOLOGIES INC COM 12466110 482 11175 SH SHARED 04 11175 D CAIS INTERNET INC COM 12476Q10 1 1964 SH SHARED 04 1964 D CAIS INTERNET INC COM 12476Q10 23 23906 SH SHARED 01 23906 D CAIS INTERNET INC COM 12476Q10 2 2463 SH SHARED 04 2463 D CBL & ASSOC PPTYS INC COM 12483010 850 33600 SH SHARED 01 33600 D CBL & ASSOC PPTYS INC COM 12483010 246 9727 SH SHARED 04 9727 D CCC INFORMATION SVCS GROUP INC COM 12487Q10 11 1914 SH SHARED 04 1914 D CCC INFORMATION SVCS GROUP INC COM 12487Q10 173 27700 SH SHARED 01 27700 D CCC INFORMATION SVCS GROUP INC COM 12487Q10 54 8728 SH SHARED 04 8728 D CB RICHARD ELLIS SVCS INC COM 12489L10 380 26050 SH SHARED 01 26050 D CB RICHARD ELLIS SVCS INC COM 12489L10 114 7832 SH SHARED 04 7832 D CBRL GROUP INC COM 12489V10 4 248 SH SHARED 04 248 D CBRL GROUP INC COM 12489V10 160 8800 SH SHARED 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SHARED 01 26725 D C D I CORP COM 12507110 63 4353 SH SHARED 04 4353 D CD WHSE INC COM 12512W10 0 68 SH SHARED 04 68 D CDW COMPUTER CTRS INC COM 12512910 2235 80200 SH SHARED 01 80200 D CDW COMPUTER CTRS INC COM 12512910 10 360 SH SHARED 02 160 200 D CDW COMPUTER CTRS INC COM 12512910 1867 67000 SH SHARED 04 67000 D CDW COMPUTER CTRS INC COM 12512910 317 11400 SH SHARED 05 11400 D CEC ENTMT INC COM 12513710 1292 37878 SH SHARED 01 37878 D CEC ENTMT INC COM 12513710 631 18502 SH SHARED 04 18502 D CFS BANCORP INC COM 12525D10 1 155 SH SHARED 04 155 D CFM TECHNOLOGIES INC COM 12525K10 285 48553 SH SHARED 04 48553 D CH ENERGY GROUP INC COM 12541M10 1486 33219 SH SHARED 01 33119 100 D CH ENERGY GROUP INC COM 12541M10 210 4700 SH SHR/OTHR 01 4700 D CH ENERGY GROUP INC COM 12541M10 290 6482 SH SHARED 04 6482 D C H ROBINSON WORLDWIDE INC COM 12541W10 1 34 SH SHARED 04 34 D C H ROBINSON WORLDWIDE INC COM 12541W10 3662 116500 SH SHARED 01 109500 7000 D C H ROBINSON WORLDWIDE INC COM 12541W10 1958 62300 SH SHARED 04 62300 D C H ROBINSON WORLDWIDE INC COM 12541W10 352 11200 SH SHARED 05 11200 D CIGNA CORP COM 12550910 60408 456600 SH SHARED 456600 D CIGNA CORP COM 12550910 155273 1173647 SH SHARED 01 1162747 10900 D CIGNA CORP COM 12550910 1003 7584 SH SHR/OTHR 01 600 6984 D CIGNA CORP COM 12550910 331 2507 SH SHARED 02 1131 1376 D CIGNA CORP COM 12550910 17246 130357 SH SHARED 04 130357 D CIGNA HIGH INCOME SHS SH BEN INT 12551D10 12 3000 SH SHR/OTHR 01 3000 D CIT GROUP INC CL A 12557710 34083 1693602 SH SHARED 01 1693602 D CIT GROUP INC CL A 12557710 183 9125 SH SHARED 02 250 8875 D CIT GROUP INC CL A 12557710 4307 214026 SH SHARED 04 214026 D CIT GROUP INC CL A 12557710 108 5400 SH SHARED 05 5400 D CKE RESTAURANTS INC CORCB 12561EAB 27 10000 PRN SHARED 02 10000 D CKE RESTAURANTS INC COM 12561E10 407 148242 SH SHARED 02 148242 D CLECO CORP NEW COM 12561W10 9912 181048 SH SHARED 01 178048 3000 D CLECO CORP NEW COM 12561W10 109 2000 SH SHR/OTHR 01 2000 D CLECO CORP NEW COM 12561W10 1277 23325 SH SHARED 04 23325 D CLECO CORP NEW COM 12561W10 164 3000 SH SHARED 05 3000 D CMGI INC COM 12575010 112 20074 SH SHARED 05 20074 D CMGI INC COM 12575010 1954 349435 SH SHARED 01 342185 7250 D CMGI INC COM 12575010 43 7790 SH SHR/OTHR 01 2500 5290 D CMGI INC COM 12575010 272 48642 SH SHARED 02 46588 2054 D CMGI INC COM 12575010 2188 391224 SH SHARED 04 391224 D CMGI INC COM 12575010 55 10000 SH SHARED 05 10000 D CMS ENERGY CORP COM 12589610 57 1800 SH SHARED 1800 D CMS ENERGY CORP COM 12589610 33032 1042451 SH SHARED 01 1036751 5700 D CMS ENERGY CORP COM 12589610 514 16243 SH SHR/OTHR 01 8343 7900 D CMS ENERGY CORP COM 12589610 26 824 SH SHARED 02 129 695 D CMS ENERGY CORP COM 12589610 3480 109834 SH SHARED 04 109834 D CMS ENERGY CORP COM 12589610 218 6900 SH SHARED 05 6900 D CMS ENERGY CORP COM 12589630 63 2000 SH SHR/OTHR 01 2000 D CPI CORP COM 12590210 312 15605 SH SHARED 01 15605 D CPI CORP COM 12590210 51 2575 SH SHARED 04 2575 D CPB INC COM 12590310 295 10600 SH SHARED 01 10600 D CPB INC COM 12590310 87 3121 SH SHARED 04 3121 D CSS INDS INC COM 12590610 487 22950 SH SHARED 01 20600 2350 D CSS INDS INC COM 12590610 47 2234 SH SHARED 04 2234 D C-MAC INDS INC COM 12592010 39 882 SH SHARED 01 882 D CNB FINL CORP COM 12592110 2 250 SH SHARED 01 250 D CSK AUTO CORP COM 12596510 93 24060 SH SHARED 01 24060 D CSK AUTO CORP COM 12596510 28 7374 SH SHARED 04 7374 D CNBT BANCSHARES INC COM 12597210 1 89 SH SHARED 04 89 D CNA FINL CORP COM 12611710 931 24050 SH SHARED 01 24050 D CNA FINL CORP COM 12611710 108 2800 SH SHARED 04 2800 D CNA INCOME SHS INC COM 12611910 14 2200 SH SHARED 02 2200 D CNA SURETY CORP COM 12612L10 296 20800 SH SHARED 01 20800 D CNA SURETY CORP COM 12612L10 36 2534 SH SHARED 02 2534 D CNA SURETY CORP COM 12612L10 92 6478 SH SHARED 04 6478 D CNF INC COM 12612W10 3877 114686 SH SHARED 01 114686 D CNF INC COM 12612W10 10 300 SH SHR/OTHR 01 300 D CNF INC COM 12612W10 1 50 SH SHARED 02 50 D CNF INC COM 12612W10 1700 50294 SH SHARED 04 50294 D CNF INC COM 12612W10 216 6400 SH SHARED 05 6400 D CNET NETWORKS INC COM 12613R10 160 10000 SH SHARED 05 10000 D CNET NETWORKS INC COM 12613R10 1090 68175 SH SHARED 01 68175 D CNET NETWORKS INC COM 12613R10 2965 185322 SH SHARED 02 184322 1000 D CNET NETWORKS INC COM 12613R10 691 43238 SH SHARED 04 43238 D CNS INC COM 12613610 38 10728 SH SHARED 04 10728 D C P CLARE CORP COM 12615K10 0 26 SH SHARED 04 26 D CRH PLC ADR 12626K20 0 16 SH SHARED 04 16 D CSG SYS INTL INC COM 12634910 38 820 SH SHARED 04 820 D CSG SYS INTL INC COM 12634910 3285 70000 SH SHARED 01 70000 D CSG SYS INTL INC COM 12634910 333 7100 SH SHARED 02 6400 700 D CSG SYS INTL INC COM 12634910 1816 38700 SH SHARED 04 38700 D CSG SYS INTL INC COM 12634910 323 6900 SH SHARED 05 6900 D CSX CORP COM 12640810 46196 1781099 SH SHARED 01 1711099 68200 1800 D CSX CORP COM 12640810 659 25414 SH SHR/OTHR 01 19014 6400 D CSX CORP COM 12640810 36 1400 SH SHARED 02 500 900 D CSX CORP COM 12640810 5158 198894 SH SHARED 04 198894 D CTC COMMUNICATIONS GROUP INC COM 12641910 88 19235 SH SHARED 04 19235 D CTC COMMUNICATIONS GROUP INC COM 12641910 141 30648 SH SHARED 01 30648 D CTC COMMUNICATIONS GROUP INC COM 12641910 28 6243 SH SHARED 04 6243 D CT COMMUNICATIONS INC ST 12642640 19 1351 SH SHARED 04 1351 D CT COMMUNICATIONS INC equit-comm 12642640 449 32000 SH SHARED 01 32000 D CT COMMUNICATIONS INC ST 12642640 88 6265 SH SHARED 04 6265 D CT HLDGS INC COM 12643Y10 4 16645 SH SHARED 04 16645 D CTS CORP COM 12650110 1814 49792 SH SHARED 01 49192 600 D CTS CORP COM 12650110 3 100 SH SHARED 02 100 D CTS CORP COM 12650110 588 16139 SH SHARED 04 16139 D CENDANT CORP CNB 126545AD 556642 57833000 PRN SHARED 04 57833000 D CUNO INC COM 12658310 860 32100 SH SHARED 01 32100 D CUNO INC COM 12658310 168 6271 SH SHARED 04 6271 D CVB FINL CORP COM 12660010 280 16529 SH SHARED 01 16529 D CVB FINL CORP COM 12660010 114 6715 SH SHARED 04 6715 D CVS CORP COM 12665010 1511 25220 SH SHARED 04 25220 D CVS CORP COM 12665010 47 800 SH SHR/OTHR 04 500 300 D CVS CORP COM 12665010 605500 10102290 SH SHARED 01 8029254 2073036 D CVS CORP COM 12665010 134363 2241753 SH SHR/OTHR 01 1043431 1198322 D CVS CORP COM 12665010 1360 22696 SH SHARED 02 2000 20696 D CVS CORP COM 12665010 24821 414125 SH SHARED 04 414125 D CVS CORP COM 12665010 263 4400 SH SHARED 05 4400 D CVS CORP COM 12665010 48896 815800 SH SHARED 06 815800 D CV THERAPEUTICS INC COM 12666710 9 138 SH SHARED 06 138 D CV THERAPEUTICS INC COM 12666710 2147 30358 SH SHARED 01 30358 D CV THERAPEUTICS INC COM 12666710 442 6260 SH SHARED 04 6260 D CABLEVISION SYS CORP CL A 12686C10 8162 96100 SH SHARED 01 96100 D CABLEVISION SYS CORP CL A 12686C10 1248 14700 SH SHARED 02 2450 12250 D CABLEVISION SYS CORP CL A 12686C10 713 8400 SH SHARED 04 8400 D CABLEVISION SYS CORP CL A 12686C10 526 6200 SH SHARED 05 6200 D CABLETRON SYS INC COM 12692010 263 17500 SH SHARED 05 17500 D CABLETRON SYS INC COM 12692010 18832 1250313 SH SHARED 01 1244038 6275 D CABLETRON SYS INC COM 12692010 42 2814 SH SHARED 02 114 2700 D CABLETRON SYS INC COM 12692010 3233 214678 SH SHARED 04 214678 D CABLETRON SYS INC COM 12692010 54 3600 SH SHARED 05 3600 D CABLE DESIGN TECHNOLOGIES CORP COM 12692410 35 2100 SH SHARED 2100 D CABLE DESIGN TECHNOLOGIES CORP COM 12692410 1266 75309 SH SHARED 01 75309 D CABLE DESIGN TECHNOLOGIES CORP COM 12692410 287 17096 SH SHARED 04 17096 D CACHEFLOW INC COM 12694610 0 36 SH SHARED 04 36 D CACHEFLOW INC COM 12694610 361 21200 SH SHARED 01 21200 D CACHEFLOW INC COM 12694610 8 500 SH SHR/OTHR 01 500 D CACHEFLOW INC COM 12694610 155 9100 SH SHARED 04 9100 D CABOT CORP COM 12705510 2185 82870 SH SHARED 01 82470 400 D CABOT CORP COM 12705510 1289 48900 SH SHARED 04 48900 D CABOT CORP COM 12705510 200 7600 SH SHARED 05 7600 D CABOT INDUSTRIAL TRUST COM 12707210 1018 53100 SH SHARED 01 53100 D CABOT INDUSTRIAL TRUST COM 12707210 306 15968 SH SHARED 04 15968 D CABOT MICROELECTRONICS CORP COM 12709P10 336 6472 SH SHARED 04 6472 D CABOT MICROELECTRONICS CORP COM 12709P10 2523 48595 SH SHARED 01 48483 112 D CABOT MICROELECTRONICS CORP COM 12709P10 25 500 SH SHR/OTHR 01 500 D CABOT MICROELECTRONICS CORP COM 12709P10 1270 24468 SH SHARED 04 24468 D CABOT MICROELECTRONICS CORP COM 12709P10 160 3084 SH SHARED 05 3084 D CABOT OIL & GAS CORP CL A 12709710 2097 67264 SH SHARED 01 67264 D CABOT OIL & GAS CORP CL A 12709710 327 10489 SH SHARED 04 10489 D CABOT OIL & GAS CORP CL A 12709710 24 800 SH SHARED 05 800 D CACHE INC ST 12715030 0 233 SH SHARED 05 233 D CACI INTL INC CL A 12719030 0 25 SH SHARED 05 25 D CACI INTL INC CL A 12719030 301 13100 SH SHARED 01 13100 D CACI INTL INC CL A 12719030 89 3908 SH SHARED 04 3908 D CADBURY SCHWEPPES PLC ADR 12720930 40 1400 SH SHARED 01 1400 D CADBURY SCHWEPPES PLC ADR 12720930 87 3000 SH SHARED 05 3000 D CADENCE DESIGN SYSTEM INC COM 12738710 11581 421157 SH SHARED 01 421157 D CADENCE DESIGN SYSTEM INC COM 12738710 8123 295382 SH SHARED 02 295382 D CADENCE DESIGN SYSTEM INC COM 12738710 5643 205200 SH SHARED 04 205200 D CADENCE DESIGN SYSTEM INC COM 12738710 665 24200 SH SHARED 05 24200 D CADIZ INC COM 12753710 402 45000 SH SHARED 01 45000 D CADIZ INC COM 12753710 123 13857 SH SHARED 04 13857 D CAL DIVE INTL INC COM 12791410 12 452 SH SHARED 04 452 D CAL DIVE INTL INC COM 12791410 1355 50918 SH SHARED 01 50918 D CAL DIVE INTL INC COM 12791410 255 9611 SH SHARED 04 9611 D CALDERA SYS INC COM 12878010 0 112 SH SHARED 04 112 D CALDERA SYS INC COM 12878010 38 19700 SH SHARED 01 19700 D CALDERA SYS INC COM 12878010 3 2010 SH SHARED 04 2010 D CALGON CARBON CORP COM 12960310 393 69250 SH SHARED 01 69250 D CALGON CARBON CORP COM 12960310 75 13202 SH SHARED 04 13202 D CALICO COMM INC COM 12989710 79 82532 SH SHARED 04 82532 D CALICO COMM INC COM 12989710 23 24100 SH SHARED 01 24100 D CALICO COMM INC COM 12989710 6 6597 SH SHARED 04 6597 D CALIFORNIA AMPLIFIER INC COM 12990010 276 29900 SH SHARED 01 29900 D CALIFORNIA AMPLIFIER INC COM 12990010 154 16653 SH SHARED 04 16653 D CALIBER LEARNING NETWORK INC COM 12991410 0 25 SH SHARED 04 25 D CALIBER LEARNING NETWORK INC COM 12991410 3 4000 SH SHARED 02 2000 2000 D CALIFORNIA COASTAL CMNTYS INC equit-comm 12991520 0 2 SH SHARED 01 2 D CALIFORNIA FED BK FSB LOS ANGL CONT LITIG REC 13020960 3 1601 SH SHARED 01 1601 D CALIFORNIA FED BK FSB LOS ANGL 2ND CONT LITIG 13020970 0 1459 SH SHARED 01 1459 D CALIFORNIA FED BK FSB LOS ANGL 2ND CONT LITIG 13020970 44 70800 SH SHARED 04 70800 D ADAPTIVE BROADBAND CORP COM 13044210 7 1300 SH SHARED 04 1300 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 10 380 SH SHARED 04 380 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 2 100 SH SHARED 02 100 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 2 100 SH SHARED 04 100 D CALIFORNIA WTR SVC GROUP COM 13078810 521 19300 SH SHARED 01 19300 D CALIFORNIA WTR SVC GROUP COM 13078810 144 5369 SH SHARED 04 5369 D CALIPER TECHNOLOGIES CORP COM 13087610 264 5627 SH SHARED 04 5627 D CALIPER TECHNOLOGIES CORP COM 13087610 564 12000 SH SHARED 01 12000 D CALIPER 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CEDAR FAIR L P DEPOSITRY UNIT 15018510 25 1400 SH SHARED 02 1400 D CEDARA SOFTWARE CORP COM 15064410 4 2831 SH SHARED 02 2831 D CELADON GROUP INC COM 15083810 39 9000 SH SHARED 02 9000 D CELADON GROUP INC COM 15083810 21 5000 SH SHARED 02 5000 D CELL GENESYS INC COM 15092110 6 305 SH SHARED 02 305 D CELL GENESYS INC COM 15092110 16207 710500 SH SHARED 01 710500 D CELL GENESYS INC COM 15092110 300 13194 SH SHARED 04 13194 D CELLSTAR CORP COM 15092510 1 1090 SH SHARED 04 1090 D CELERITEK INC COM 15092610 5 150 SH SHARED 04 150 D CELERITEK INC COM 15092610 1017 26700 SH SHARED 01 26700 D CELERITEK INC COM 15092610 174 4586 SH SHARED 04 4586 D CELL THERAPEUTICS INC COM 15093410 24 551 SH SHARED 04 551 D CELL THERAPEUTICS INC COM 15093410 2325 51609 SH SHARED 01 51609 D CELL THERAPEUTICS INC COM 15093410 508 11290 SH SHARED 04 11290 D CELESTICA INC SUB VTG SHS 15101Q10 4233 78030 SH SHARED 01 78030 D CELESTICA INC SUB VTG SHS 15101Q10 1648 30390 SH SHARED 02 4400 25990 D CELESTICA INC SUB 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CHALONE WINE GROUP LTD COM 15763910 1 210 SH SHARED 02 210 D CHAMPION ENTERPRISES INC COM 15849610 1264 459946 SH SHARED 01 459946 D CHAMPION ENTERPRISES INC COM 15849610 15 5700 SH SHR/OTHR 01 5700 D CHAMPION ENTERPRISES INC COM 15849610 50 18440 SH SHARED 04 18440 D CHAMPIONSHIP AUTO RACING TEAM COM 15871110 252 12000 SH SHARED 01 12000 D CHAMPIONSHIP AUTO RACING TEAM COM 15871110 96 4572 SH SHARED 04 4572 D CHAMPS ENTMT INC DEL COM 15878710 1 200 SH SHARED 04 200 D CHANNELL COML CORP COM 15918610 0 100 SH SHARED 04 100 D CHARLES & COLVARD LTD COM 15976510 24 17762 SH SHARED 04 17762 D CHARLES RIVER ASSOCIATES COM 15985210 128 12500 SH SHARED 01 12500 D CHARLES RIVER ASSOCIATES COM 15985210 20 2000 SH SHR/OTHR 01 2000 D CHARTER ONE FINL INC COM 16090310 41501 1437294 SH SHARED 01 1437294 D CHARTER ONE FINL INC COM 16090310 0 33 SH SHARED 02 33 D CHARTER ONE FINL INC COM 16090310 4944 171249 SH SHARED 04 171249 D CHARTER ONE FINL INC COM 16090310 104 3620 SH SHARED 05 3620 D CHARTER 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16322310 18 6314 SH SHARED 05 6314 D CHELSEA GCA RLTY INC COM 16326210 1255 34050 SH SHARED 01 33950 100 D CHELSEA GCA RLTY INC COM 16326210 46 1250 SH SHR/OTHR 01 1250 D CHELSEA GCA RLTY INC COM 16326210 230 6254 SH SHARED 04 6254 D CHEMED CORP COM 16359610 104 3100 SH SHARED 3100 D CHEMED CORP COM 16359610 722 21500 SH SHARED 01 21500 D CHEMED CORP COM 16359610 120 3574 SH SHARED 04 3574 D CHEMFIRST INC COM 16361A10 934 42375 SH SHARED 01 41775 600 D CHEMFIRST INC COM 16361A10 24 1100 SH SHR/OTHR 01 1100 D CHEMFIRST INC COM 16361A10 132 6028 SH SHARED 04 6028 D CHEMICAL FINL CORP COM 16373110 8 347 SH SHARED 04 347 D CHEMICAL FINL CORP COM 16373110 504 21573 SH SHARED 01 21573 D CHEMICAL FINL CORP COM 16373110 127 5474 SH SHARED 04 5474 D CHEROKEE INC DEL NEW COM 16444H10 3 400 SH SHARED 04 400 D CHESAPEAKE BIOLOGICAL LABS INC CL A 16514610 26 5871 SH SHARED 04 5871 D CHESAPEAKE CORP COM 16515910 535 26033 SH SHARED 01 26033 D CHESAPEAKE CORP COM 16515910 123 6029 SH SHARED 04 6029 D CHESAPEAKE ENERGY CORP COM 16516710 2225 219850 SH SHARED 01 219850 D CHESAPEAKE ENERGY CORP COM 16516710 524 51841 SH SHARED 04 51841 D CHEVRON CORPORATION COM 16675110 0 420 SH SHR/OTHR 04 420 D CHEVRON CORPORATION COM 16675110 40352 477900 SH SHARED 477900 D CHEVRON CORPORATION COM 16675110 0 5054783 SH SHARED 01 5021104 33679 D CHEVRON CORPORATION COM 16675110 0 87434 SH SHR/OTHR 01 45477 41957 D CHEVRON CORPORATION COM 16675110 1044 12365 SH SHARED 02 2525 9840 D CHEVRON CORPORATION COM 16675110 444 526869 SH SHARED 04 526869 D CHEVRON CORPORATION COM 16675110 0 4000 SH SHARED 05 4000 D CHEVRON CORPORATION COM 16675110 2 341000 SH SHARED 06 341000 D CHICOS FAS INC COM 16861510 4 193 SH SHARED 06 193 D CHICOS FAS INC COM 16861510 8582 411144 SH SHARED 01 411144 D CHICOS FAS INC COM 16861510 109 5257 SH SHARED 04 5257 D CHIEFTAIN INTL INC COM 16867C10 2102 76100 SH SHARED 01 76100 D CHIEFTAIN INTL INC COM 16867C10 149 5400 SH SHARED 04 5400 D CHILES OFFSHORE INC COM 16888M10 43 1750 SH SHARED 02 1750 D CHILDRENS PL RETAIL STORES INC COM 16890510 3 158 SH SHARED 02 158 D CHILDRENS PL RETAIL STORES INC COM 16890510 524 25900 SH SHARED 01 25900 D CHILDRENS PL RETAIL STORES INC COM 16890510 202 10000 SH SHARED 02 10000 D CHILDRENS PL RETAIL STORES INC COM 16890510 136 6719 SH SHARED 04 6719 D CHINA BROADBAND CORP LTD SPONSORED ADR 16936X10 0 25 SH SHARED 04 25 D CHINA RES DEV INC COM PAR $0.001 16940630 5 1762 SH SHARED 04 1762 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 108 4000 SH SHARED 02 4000 D CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 406 15000 SH SHARED 04 15000 D CHINA UNICOM LTD SPONSORED ADR 16945R10 31 2150 SH SHARED 01 2150 D CHINA UNICOM LTD SPONSORED ADR 16945R10 29 2000 SH SHARED 02 2000 D CHINAB2BSOURCING COM INC COM 16945710 0 200 SH SHARED 02 200 D CHINAB2BSOURCING COM INC WT EXP 042305 16945711 0 100 SH SHARED 02 100 D CHIPPAC INC CL A 16965710 0 64 SH SHARED 02 64 D CHIPPAC INC CL A 16965710 46 15500 SH SHARED 02 15500 D CHIPPAC INC CL A 16965710 5 1757 SH SHARED 04 1757 D CHOICE HOTELS INTL INC COM 16990510 943 68948 SH SHARED 01 68948 D CHOICE HOTELS INTL INC COM 16990510 278 20354 SH SHARED 04 20354 D CHIQUITA BRANDS INTL INC COM 17003210 86 86418 SH SHARED 01 75322 11096 D CHIQUITA BRANDS INTL INC COM 17003210 14 14530 SH SHARED 04 14530 D CHIRON CORP COM 17004010 44 1005 SH SHARED 04 1005 D CHIRON CORP COM 17004010 53190 1195303 SH SHARED 01 1193012 2291 D CHIRON CORP COM 17004010 451 10148 SH SHR/OTHR 01 7069 3079 D CHIRON CORP COM 17004010 249 5598 SH SHARED 02 3848 1750 D CHIRON CORP COM 17004010 9427 211848 SH SHARED 04 211848 D CHIRON CORP COM 17004010 271 6100 SH SHARED 05 6100 D CHITTENDEN CORP COM 17022810 1195 39443 SH SHARED 01 39443 D CHITTENDEN CORP COM 17022810 317 10490 SH SHARED 04 10490 D CHOICE ONE COMMUNICATION INC COM 17038P10 0 50 SH SHARED 04 50 D CHOICE ONE COMMUNICATION INC COM 17038P10 264 28350 SH SHARED 01 28350 D CHOICE ONE COMMUNICATION INC COM 17038P10 32 3472 SH SHARED 04 3472 D CHOICEPOINT INC COM 17038810 5610 85571 SH SHARED 01 84531 1040 D CHOICEPOINT INC COM 17038810 486 7414 SH SHR/OTHR 01 5314 2100 D CHOICEPOINT INC COM 17038810 1960 29900 SH SHARED 04 29900 D CHOICEPOINT INC COM 17038810 360 5500 SH SHARED 05 5500 D CHOLESTECH CORP COM 17039310 9 1665 SH SHARED 05 1665 D CHORDIANT SOFTWARE INC COM 17040410 0 272 SH SHARED 05 272 D CHORDIANT SOFTWARE INC COM 17040410 25 8500 SH SHARED 01 8500 D CHORDIANT SOFTWARE INC COM 17040410 5 1896 SH SHARED 04 1896 D CHRIS CRAFT INDS INC COM 17052010 2017 30336 SH SHARED 01 30336 D CHRIS CRAFT INDS INC COM 17052010 68 1030 SH SHARED 02 1030 D CHRIS CRAFT INDS INC COM 17052010 1815 27300 SH SHARED 04 27300 D CHRIS CRAFT INDS INC COM 17052010 305 4600 SH SHARED 05 4600 D CHRISTOPHER & BANKS CORP COM 17104610 4 152 SH SHARED 05 152 D CHRISTOPHER & BANKS CORP COM 17104610 95 3400 SH SHARED 3400 D CHRISTOPHER & BANKS CORP COM 17104610 7652 271500 SH SHARED 01 271500 D CHROMAVISION MED SYS INC COM 17111P10 9 3653 SH SHARED 01 3653 D CHROMAVISION MED SYS INC COM 17111P10 37 14296 SH SHARED 01 14296 D CHROMAVISION MED SYS INC COM 17111P10 14 5699 SH SHARED 04 5699 D CHROMATICS COLOR SCIENCES INTL ST 17111630 0 245 SH SHARED 04 245 D CHRONIMED INC COM 17116410 6 500 SH SHARED 01 500 D CHRONIMED INC COM 17116410 6 500 SH SHR/OTHR 01 500 D CHUBB CORP COM 17123210 22083 255300 SH SHARED 255300 D CHUBB CORP COM 17123210 112253 1297724 SH SHARED 01 1285525 12199 D CHUBB CORP COM 17123210 1591 18400 SH SHR/OTHR 01 8300 10100 D CHUBB CORP COM 17123210 262 3030 SH SHARED 02 1000 2030 D CHUBB CORP COM 17123210 12646 146207 SH SHARED 04 146207 D CHURCH & DWIGHT INC COM 17134010 2469 110987 SH SHARED 01 91087 19900 D CHURCH & DWIGHT INC COM 17134010 1 50 SH SHARED 02 50 D CHURCH & DWIGHT INC COM 17134010 880 39566 SH SHARED 04 39566 D CHURCH & DWIGHT INC COM 17134010 111 5000 SH SHARED 05 5000 D CHURCHILL DOWNS INC COM 17148410 1 58 SH SHARED 05 58 D CHURCHILL DOWNS INC COM 17148410 319 10719 SH SHARED 01 10719 D CHURCHILL DOWNS INC COM 17148410 129 4350 SH SHARED 02 4350 D CHURCHILL DOWNS INC COM 17148410 133 4466 SH SHARED 04 4466 D CHYRON CORP ST 17160520 15 12000 SH SHARED 02 12000 D CIBER INC COM 17163B10 403 82697 SH SHARED 01 81697 1000 D CIBER INC COM 17163B10 164 33691 SH SHARED 04 33691 D CIDCO INC COM 17176810 18 12302 SH SHARED 04 12302 D CIDCO INC COM 17176810 3 2500 SH SHARED 02 2500 D CIENA CORP COM 17177910 1 16 SH SHARED 02 16 D CIENA CORP COM 17177910 25433 313032 SH SHARED 01 304534 8498 D CIENA CORP COM 17177910 162 2000 SH SHR/OTHR 01 2000 D CIENA CORP COM 17177910 1716 21125 SH SHARED 02 6725 14400 D CIENA CORP COM 17177910 16274 200300 SH SHARED 04 200300 D CIGNA INVTS SECS INC COM 17179X10 3 200 SH SHARED 02 200 D CIMA LABS INC COM 17179610 6 107 SH SHARED 02 107 D CIMA LABS INC COM 17179610 57 882 SH SHARED 04 882 D CINCINNATI FINL CORP COM 17206210 41846 1057734 SH SHARED 01 1056993 741 D CINCINNATI FINL CORP COM 17206210 5210 131704 SH SHARED 04 131704 D CINCINNATI FINL CORP COM 17206210 130 3300 SH SHARED 05 3300 D CINERGY CORP COM 17247410 37705 1073461 SH SHARED 01 1069811 3650 D CINERGY CORP COM 17247410 184 5253 SH SHR/OTHR 01 153 5100 D CINERGY CORP COM 17247410 4588 130642 SH SHARED 04 130642 D CINERGY CORP COM 17247410 284 8100 SH SHARED 05 8100 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 3 241 SH SHARED 05 241 D CIPHERGEN BIOSYSTEMS INC COM 17252Y10 1 100 SH SHARED 04 100 D CIPRICO INC COM 17252910 0 19 SH SHARED 04 19 D CIRCOR INTL INC COM 17273K10 5 573 SH SHARED 01 573 D CIRCUIT CITY STORE INC CIRCT CITY GRP 17273710 16097 1399747 SH SHARED 01 1397747 2000 D CIRCUIT CITY STORE INC CIRCT CITY GRP 17273710 3825 332686 SH SHARED 04 332686 D CIRCUIT CITY STORE INC CIRCT CITY GRP 17273710 50 4400 SH SHARED 05 4400 D CISCO SYS INC COM 17275R10 1650 43145 SH SHARED 05 5000 38145 D CISCO SYS INC COM 17275R10 183 4800 SH SHR/OTHR 05 600 4200 D CISCO SYS INC COM 17275R10 95942 2508300 SH SHARED 2508300 D CISCO SYS INC COM 17275R10 2291086 59897680 SH SHARED 01 58251231 200 1646249 D CISCO SYS INC COM 17275R10 65597 1714957 SH SHR/OTHR 01 999587 715370 D CISCO SYS INC COM 17275R10 27924 730046 SH SHARED 02 424801 305245 D CISCO SYS INC COM 17275R10 310673 8122193 SH SHARED 04 8122193 D CISCO SYS INC COM 17275R10 3568 93300 SH SHARED 05 93300 D CISCO SYS INC COM 17275R10 111747 2921500 SH SHARED 06 2921500 D CISCO SYS INC COM 17275R9A 0 20 SH SHARED 02 20 D CIRRUS LOGIC CORP COM 17275510 227 12136 SH SHARED 02 12136 D CIRRUS LOGIC CORP COM 17275510 2258 120464 SH SHARED 01 120464 D CIRRUS LOGIC CORP COM 17275510 75 4000 SH SHARED 02 4000 D CIRRUS LOGIC CORP COM 17275510 1373 73231 SH SHARED 04 73231 D CIRRUS LOGIC CORP COM 17275510 217 11600 SH SHARED 05 11600 D CITADEL COMMUNICATIONS CORP COM 17285320 5 498 SH SHARED 05 498 D CITADEL COMMUNICATIONS CORP COM 17285320 643 53656 SH SHARED 01 53656 D CITADEL COMMUNICATIONS CORP COM 17285320 171 14316 SH SHARED 04 14316 D CINTAS CORP COM 17290810 10529 197977 SH SHARED 01 195727 2250 D CINTAS CORP COM 17290810 53 1000 SH SHARED 02 1000 D CINTAS CORP COM 17290810 7467 140400 SH SHARED 04 140400 D CINTAS CORP COM 17290810 1180 22200 SH SHARED 05 22200 D CITIGROUP INC COM 17296710 1780 34862 SH SHARED 05 34862 D CITIGROUP INC COM 17296710 61 1198 SH SHR/OTHR 05 532 666 D CITIGROUP INC COM 17296710 255061 4995142 SH SHARED 4995142 D CITIGROUP INC COM 17296710 2096059 41049293 SH SHARED 01 39958900 1090393 D CITIGROUP INC COM 17296710 36235 709637 SH SHR/OTHR 01 274888 434749 D CITIGROUP INC COM 17296710 14597 285886 SH SHARED 02 75448 210438 D CITIGROUP INC COM 17296710 271076 5308767 SH SHARED 04 5308767 D CITIGROUP INC COM 17296710 11933 233700 SH SHARED 05 233700 D CITIGROUP INC COM 17296710 110639 2166763 SH SHARED 06 2166763 D CITIZENS BKG CORP MICH COM 17442010 17 603 SH SHARED 06 603 D CITIZENS BKG CORP MICH COM 17442010 1891 65090 SH SHARED 01 65090 D CITIZENS BKG CORP MICH COM 17442010 532 18326 SH SHARED 04 18326 D CITIZENS COMMUNICATIONS CO COM 17453B10 3093 235707 SH SHARED 01 235707 D CITIZENS COMMUNICATIONS CO COM 17453B10 7 551 SH SHARED 02 551 D CITIZENS COMMUNICATIONS CO COM 17453B10 933 71100 SH SHARED 04 71100 D CITIZENS CMNTY BANCORP INC COM 17490010 14 1350 SH SHARED 04 1350 D CITRIX SYS INC CNB 177376AB 311917 13863000 PRN SHARED 04 13863000 D CITRIX SYS INC COM 17737610 0 324 SH SHARED 04 324 D CITRIX SYS INC COM 17737610 288 1281933 SH SHARED 01 1281933 D CITRIX SYS INC COM 17737610 0 1000 SH SHR/OTHR 01 1000 D CITRIX SYS INC COM 17737610 660 29364 SH SHARED 02 28600 764 D CITRIX SYS INC COM 17737610 40 181257 SH SHARED 04 181257 D CITRIX SYS INC COM 17737610 0 2100 SH SHARED 05 2100 D CITRIX SYS INC COM 1773769C 0 30 SH SHARED 02 30 D CITY BK LYNNWOOD WASH COM 17770A10 6 311 SH SHARED 02 311 D CITY BK LYNNWOOD WASH COM 17770A10 184 8642 SH SHARED 01 8642 D CITY BK LYNNWOOD WASH COM 17770A10 74 3483 SH SHARED 04 3483 D CITY INVESTING CO LIQ TR UNIT BEN INT 17790010 221 169000 SH SHARED 04 169000 D CITY NATL CORP COM 17856610 2617 67432 SH SHARED 01 67432 D CITY NATL CORP COM 17856610 1342 34600 SH SHARED 04 34600 D CITY NATL CORP COM 17856610 322 8300 SH SHARED 05 8300 D CITY TELECOM H K LTD SPONSORED ADR 17867720 0 207 SH SHARED 05 207 D CLAIMSNET COM INC COM 17957010 0 175 SH SHARED 05 175 D CLAIRES STORES INC COM 17958410 1512 84321 SH SHARED 01 84321 D CLAIRES STORES INC COM 17958410 989 55167 SH SHARED 04 55167 D CLAIRES STORES INC COM 17958410 175 9800 SH SHARED 05 9800 D CLARCOR INC COM 17989510 986 47700 SH SHARED 01 47700 D CLARCOR INC COM 17989510 196 9499 SH SHARED 04 9499 D CLARENT CORP DEL COM 18046110 84 7500 SH SHARED 04 7500 D CLARENT CORP DEL COM 18046110 579 51200 SH SHARED 01 51200 D CLARENT CORP DEL COM 18046110 30 2700 SH SHARED 02 1500 1200 D CLARENT CORP DEL COM 18046110 300 26546 SH SHARED 04 26546 D CLARITI TELECOMM INTL LTD ST 18063820 6 1893 SH SHARED 04 1893 D CLARK / BARDES HLDGS INC COM 18066810 0 34 SH SHARED 04 34 D CLARK DICK PRODTNS INC COM 18151210 2 177 SH SHARED 04 177 D CLARUS CORP COM 18270710 193 27700 SH SHARED 01 27700 D CLARUS CORP COM 18270710 50 7211 SH SHARED 02 7211 D CLARUS CORP COM 18270710 42 6137 SH SHARED 04 6137 D CLASSIC BANCSHARES INC COM 18272M10 0 29 SH SHARED 04 29 D CLASSIC COMMUNICATIONS INC CL A 18272820 130 59542 SH SHARED 04 59542 D CLAYTON HOMES INC COM 18419010 3140 273047 SH SHARED 01 273047 D CLAYTON HOMES INC COM 18419010 50 4404 SH SHARED 02 4404 D CLAYTON HOMES INC COM 18419010 1464 127350 SH SHARED 04 127350 D CLAYTON HOMES INC COM 18419010 209 18200 SH SHARED 05 18200 D CLEAN HARBORS INC COM 18449610 19 11144 SH SHARED 05 11144 D CLEAR CHANNEL COMMUNICATIONS 340 184502AB 0 3875000 PRN SHARED 01 3875000 D CLEAR CHANNEL COMMUNICATIONS CNB 184502AB 0 455000 PRN SHARED 04 455000 D CLEAR CHANNEL COMMUNICATIONS CORCB 184502AE 157 325000 PRN SHARED 02 325000 D CLEAR CHANNEL COMMUNICATIONS CNB 184502AE 74 18520000 PRN SHARED 04 18520000 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 0 4083624 SH SHARED 01 4078233 5391 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 6927 143014 SH SHARED 02 38169 104845 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 0 491496 SH SHARED 04 491496 D CLEAR CHANNEL COMMUNICATIONS COM 18450210 0 13400 SH SHARED 06 13400 D CLEARLY CDN BEVERAGE CORP ST 18490120 9 12734 SH SHARED 06 12734 D CLEARNET COMMUNICATIONS INC CL A NON-VTG 18490210 3 68 SH SHARED 04 68 D CLEVELAND CLIFFS INC COM 18589610 418 19400 SH SHARED 01 19400 D CLEVELAND CLIFFS INC COM 18589610 86 4022 SH SHARED 04 4022 D CLICK COMMERCE INC COM 18681D10 0 25 SH SHARED 04 25 D CLICKACTION INC COM 18681E10 0 143 SH SHARED 04 143 D CLICKACTION INC COM 18681E10 457 83200 SH SHARED 01 83200 D CLICK2LEARN COM INC COM 18681S10 82 8500 SH SHARED 01 8500 D CLICK2LEARN COM INC COM 18681S10 33 3481 SH SHARED 04 3481 D CLICKNSETTLE COM INC COM 18682E10 5 9000 SH SHARED 04 9000 D AMERICA ONLINE INC DEL COM 18799W9A 0 17 SH SHARED 02 17 D CLOROX CO DEL COM 18905410 25971 731600 SH SHARED 731600 D CLOROX CO DEL COM 18905410 62047 1747815 SH SHARED 01 1745115 2700 D CLOROX CO DEL COM 18905410 113 3200 SH SHR/OTHR 01 3200 D CLOROX CO DEL COM 18905410 1151 32426 SH SHARED 02 29116 3310 D CLOROX CO DEL COM 18905410 8284 233353 SH SHARED 04 233353 D CLOROX CO DEL COM 18905410 717 20200 SH SHARED 05 20200 D CLOROX CO DEL COM 18905410 22049 621100 SH SHARED 06 621100 D CLOSURE MED CORP COM 18909310 324 9000 SH SHARED 01 9000 D CLOSURE MED CORP COM 18909310 30 850 SH SHARED 02 850 D CLOSURE MED CORP COM 18909310 88 2461 SH SHARED 04 2461 D COACHMEN INDS INC COM 18987310 226 21600 SH SHARED 01 21600 D COACHMEN INDS INC COM 18987310 56 5372 SH SHARED 04 5372 D COAST FEDERAL LITIGATION TR RT 19034Q11 8 5829 SH SHARED 04 5829 D COAST FEDERAL LITIGATION TR RT 19034Q11 1 900 SH SHARED 01 900 D COAST FEDERAL LITIGATION TR RT 19034Q11 1876 1364848 SH SHARED 04 1364848 D COASTAL BANCORP INC COM 19041P10 48 2000 SH SHARED 04 2000 D COASTAL CORP COM 19044110 143371 1623466 SH SHARED 01 1619566 3900 D COASTAL CORP COM 19044110 3180 36018 SH SHR/OTHR 01 3790 32228 D COASTAL CORP COM 19044110 310 3513 SH SHARED 02 935 2578 D COASTAL CORP COM 19044110 30217 342170 SH SHARED 04 342170 D COASTAL CORP COM 19044110 494 5600 SH SHARED 05 5600 D COBALT GROUP INC COM 19074Q10 4 4077 SH SHARED 05 4077 D COBRA ELECTRS CORP COM 19104210 0 43 SH SHARED 05 43 D COCA COLA BOTTLING CO CONS COM 19109810 0 17 SH SHARED 05 17 D COCA COLA BOTTLING CO CONS COM 19109810 87 2300 SH SHARED 01 2300 D COCA COLA BOTTLING CO CONS COM 19109810 28 764 SH SHARED 04 764 D COCA COLA CO COM 19121610 91405 1500000 SH SHARED 1500000 D COCA COLA CO COM 19121610 1147869 18836983 SH SHARED 01 18691881 145102 D COCA COLA CO COM 19121610 18797 308481 SH SHR/OTHR 01 255258 53223 D COCA COLA CO COM 19121610 3007 49360 SH SHARED 02 17840 31520 D COCA COLA CO COM 19121610 261964 4298936 SH SHARED 04 4298936 D COCA COLA CO COM 19121610 1334 21900 SH SHARED 06 21900 D COCA COLA ENTERPRISES INC COM 19121910 51550 2713162 SH SHARED 01 2713162 D COCA COLA ENTERPRISES INC COM 19121910 15 800 SH SHARED 02 800 D COCA COLA ENTERPRISES INC COM 19121910 30142 1586470 SH SHARED 04 1586470 D COCA COLA ENTERPRISES INC COM 19121910 190 10000 SH SHARED 05 10000 D COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 44 2000 SH SHARED 01 2000 D COEUR D ALENE MINES CORP IDAHO 340 192108AG 9 10000 PRN SHARED 01 10000 D COFLEXIP SPONSORED ADR 19238410 6 109 SH SHARED 01 109 D COFLEXIP SPONSORED ADR 19238410 6 100 SH SHARED 04 100 D COGNEX CORP COM 19242210 2620 118450 SH SHARED 01 118450 D COGNEX CORP COM 19242210 376 17000 SH SHARED 02 14000 3000 D COGNEX CORP COM 19242210 285 12900 SH SHARED 04 12900 D COGNICASE INC COM 19242310 6 1076 SH SHARED 04 1076 D COGNOS INC COM 19244C10 19 1025 SH SHR/OTHR 01 1025 D COGNOS INC COM 19244C10 165 8800 SH SHARED 02 1000 7800 D COGNOS INC COM 19244C10 4830 256800 SH SHARED 04 256800 D COGNIZANT TECHNOLOGY SOLUTIONS CL A 19244610 1 34 SH SHARED 04 34 D COGNIZANT TECHNOLOGY SOLUTIONS CL A 19244610 584 16100 SH SHARED 01 16100 D COGNIZANT TECHNOLOGY SOLUTIONS CL A 19244610 201 5548 SH SHARED 04 5548 D COHEN & STEERS RLTY INCOME FD COM 19247P10 8 1250 SH SHARED 02 1250 D COHERENT INC COM 19247910 6 200 SH SHARED 02 200 D COHERENT INC COM 19247910 1554 47824 SH SHARED 01 46824 1000 D COHERENT INC COM 19247910 344 10609 SH SHARED 04 10609 D COHOES BANCORP INC COM 19251310 403 21252 SH SHARED 04 21252 D COHU INC COM 19257610 4 346 SH SHARED 04 346 D COHU INC COM 19257610 650 46683 SH SHARED 01 46683 D COHU INC COM 19257610 109 7831 SH SHARED 04 7831 D COINSTAR INC COM 19259P30 0 3 SH SHARED 04 3 D COINSTAR INC COM 19259P30 579 37978 SH SHARED 01 37978 D COINSTAR INC COM 19259P30 32 2124 SH SHARED 02 2124 D COINSTAR INC COM 19259P30 119 7834 SH SHARED 04 7834 D COLDWATER CREEK INC COM 19306810 1 37 SH SHARED 04 37 D COLDWATER CREEK INC COM 19306810 2481 79900 SH SHARED 01 79842 58 D COLDWATER CREEK INC COM 19306810 31 1013 SH SHARED 04 1013 D COLE KENNETH PRODTNS INC CL A 19329410 388 9650 SH SHARED 01 9650 D COLE KENNETH PRODTNS INC CL A 19329410 120 3001 SH SHARED 04 3001 D COLE KENNETH PRODTNS INC CL A 19329410 120 3000 SH SHARED 05 3000 D COLLATERAL THERAPEUTICS COM 19392110 133 7523 SH SHARED 01 7523 D COLLATERAL THERAPEUTICS COM 19392110 53 3000 SH SHARED 04 3000 D COLGATE PALMOLIVE CO COM 19416210 48832 756500 SH SHARED 756500 D COLGATE PALMOLIVE CO COM 19416210 330011 5112500 SH SHARED 01 4938810 1200 172490 D COLGATE PALMOLIVE CO COM 19416210 14097 218400 SH SHR/OTHR 01 133900 84500 D COLGATE PALMOLIVE CO COM 19416210 1294 20050 SH SHARED 02 11550 8500 D COLGATE PALMOLIVE CO COM 19416210 38426 595304 SH SHARED 04 595304 D COLGATE PALMOLIVE CO COM 19416210 51071 791200 SH SHARED 06 791200 D COLLAGENEX PHARMACEUTICALS INC COM 19419B10 327 88900 SH SHARED 02 81600 7300 D COLLAGENEX PHARMACEUTICALS INC COM 19419B10 168 45600 SH SHARED 03 45600 D COLLAGENEX PHARMACEUTICALS INC COM 19419B10 2 801 SH SHARED 04 801 D COLLINS & AIKMAN CORP NEW COM 19483010 299 71482 SH SHARED 01 71482 D COLLINS & AIKMAN CORP NEW COM 19483010 101 24145 SH SHARED 04 24145 D COLLINS INDS INC COM 19485810 0 14 SH SHARED 04 14 D COLONIAL BANCGROUP INC COM 19549330 1528 142196 SH SHARED 01 142196 D COLONIAL BANCGROUP INC COM 19549330 416 38744 SH SHARED 04 38744 D COLONIAL CALIF INSD MUN FD COM 19559810 238 17332 SH SHARED 02 17332 D COLONIAL COML CORP ST 19562140 3 1165 SH SHARED 02 1165 D COLONIAL PPTYS TR COM SH BEN INT 19587210 1105 42400 SH SHARED 01 42400 D COLONIAL PPTYS TR COM SH BEN INT 19587210 209 8051 SH SHARED 04 8051 D COLORADO BUSINESS BANKSHARES COM 19633310 30 1800 SH SHARED 01 1800 D COLORADO MEDTECH INC COM 19652U10 0 219 SH SHARED 01 219 D COLT TELECOM GROUP PLC SPONSORED ADR 19687710 4 56 SH SHARED 01 56 D COLUMBIA BKG SYS INC COM 19723610 3 194 SH SHARED 01 194 D COLUMBIA LABS INC COM 19777910 313 72600 SH SHARED 01 72600 D COLUMBIA LABS INC COM 19777910 21 5000 SH SHARED 02 5000 D COLUMBIA LABS INC COM 19777910 40 9281 SH SHARED 04 9281 D COLUMBIA SPORTSWEAR CO COM 19851610 0 2 SH SHARED 04 2 D COLUMBIA SPORTSWEAR CO COM 19851610 333 6700 SH SHARED 01 6700 D COLUMBIA SPORTSWEAR CO COM 19851610 122 2464 SH SHARED 04 2464 D COLUMBUS MCKINNON CORP N Y COM 19933310 0 98 SH SHARED 04 98 D COLUMBUS MCKINNON CORP N Y COM 19933310 174 19645 SH SHARED 01 19645 D COLUMBUS MCKINNON CORP N Y COM 19933310 41 4714 SH SHARED 04 4714 D COMFORT SYS USA INC COM 19990810 63 29671 SH SHARED 01 29671 D COMFORT SYS USA INC COM 19990810 719 338388 SH SHARED 02 337988 400 D COMFORT SYS USA INC COM 19990810 23 11183 SH SHARED 04 11183 D CORNING INC COM 2A599W9A 0 10 SH SHARED 02 10 D COMARCO INC COM 20008010 12 951 SH SHARED 02 951 D COMCAST CORP CL A 20030010 7 172 SH SHARED 02 172 D COMCAST CORP CL A 20030010 652 15801 SH SHARED 01 12401 3400 D COMCAST CORP CL A 20030010 82 2000 SH SHR/OTHR 01 2000 D COMCAST CORP CL A 20030010 313 7600 SH SHARED 02 100 7500 D COMCAST CORP CL A SPL 20030020 1524 36519 SH SHARED 02 414 36105 D COMCAST CORP CL A SPL 20030020 37 900 SH SHR/OTHR 02 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13944 SH SHARED 04 13944 D CORNERSTONE RLTY INCOME TR INC COM 21922V10 558 52900 SH SHARED 01 52900 D CORNERSTONE RLTY INCOME TR INC COM 21922V10 179 16950 SH SHARED 02 13100 3850 D CORNERSTONE RLTY INCOME TR INC COM 21922V10 160 15206 SH SHARED 04 15206 D CORNERSTONE INTERNET SOLUTIONS COM 21923C10 0 4795 SH SHARED 04 4795 D CORNERSTONE STATEGIC RETURN COM 21923Y10 387 41100 SH SHARED 04 41100 D CORNING INC CNB 219350AJ 5093981 96455000 PRN SHARED 04 96455000 D CORNING INC COM 21935010 11 22320 SH SHARED 04 22320 D CORNING INC COM 21935010 0 500 SH SHR/OTHR 04 200 300 D CORNING INC COM 21935010 5546 10504226 SH SHARED 01 7970145 2534081 D CORNING INC COM 21935010 2391 4528686 SH SHR/OTHR 01 163528 4365158 D CORNING INC COM 21935010 3270 61931 SH SHARED 02 24830 37101 D CORNING INC COM 21935010 67381 1275879 SH SHARED 04 1275879 D CORNING INC COM 21935010 27 52900 SH SHARED 05 52900 D CORNING INC COM 21935010 354 671200 SH SHARED 06 671200 D CORPORATE EXECUTIVE BRD CO COM 21988R10 4 113 SH SHARED 06 113 D CORPORATE EXECUTIVE BRD CO COM 21988R10 1312 33000 SH SHARED 01 33000 D CORPORATE EXECUTIVE BRD CO COM 21988R10 298 7518 SH SHARED 04 7518 D CORRECTIONAL SVCS CORP COM 21992110 1 600 SH SHARED 04 600 D CORRECTIONS CORP AMER NEW COM 22025Y10 101 294866 SH SHARED 01 294866 D CORRECTIONS CORP AMER NEW COM 22025Y10 50 146785 SH SHARED 04 146785 D CORRECTIONS CORP AMER NEW PFD CV B 12% 22025Y30 30 4180 SH SHARED 01 4180 D CORSAIR COMMUNICATIONS INC COM 22040610 276 38817 SH SHARED 01 38817 D CORSAIR COMMUNICATIONS INC COM 22040610 47 6705 SH SHARED 04 6705 D CORTECH INC ST 22051J30 7 953 SH SHARED 04 953 D CORUS BANKSHARES INC COM 22087310 4 86 SH SHARED 04 86 D CORUS BANKSHARES INC COM 22087310 583 11800 SH SHARED 01 11800 D CORUS BANKSHARES INC COM 22087310 171 3474 SH SHARED 04 3474 D CORVAS INTL INC COM 22100510 85 5981 SH SHARED 04 5981 D CORVEL CORP COM 22100610 198 5725 SH SHARED 01 5725 D CORVEL CORP COM 22100610 77 2234 SH SHARED 04 2234 D CORVIS CORP COM 22100910 75 3164 SH SHARED 04 164 3000 D CORVIS CORP COM 22100910 4094 171930 SH SHARED 01 163030 8900 D CORVIS CORP COM 22100910 151 6365 SH SHARED 02 225 6140 D CORVIS CORP COM 22100910 2 94 SH SHARED 04 94 D COSINE COMMUNICATIONS INC COM 22122210 138 10000 SH SHARED 04 10000 D COSINE COMMUNICATIONS INC COM 22122210 25 1850 SH SHARED 02 1700 150 D COST PLUS INC CALIF COM 22148510 3 103 SH SHARED 02 103 D COST PLUS INC CALIF COM 22148510 955 32526 SH SHARED 01 32526 D COST PLUS INC CALIF COM 22148510 3 124 SH SHARED 02 124 D COST PLUS INC CALIF COM 22148510 512 17458 SH SHARED 04 17458 D COST-U-LESS INC COM 22149210 0 64 SH SHARED 04 64 D COSTCO WHSL CORP NEW COM 22160K10 784 19632 SH SHARED 04 57 19575 D COSTCO WHSL CORP NEW COM 22160K10 19 500 SH SHR/OTHR 04 500 D COSTCO WHSL CORP NEW COM 22160K10 159965 4005450 SH SHARED 01 3830923 174527 D COSTCO WHSL CORP NEW COM 22160K10 2634 65960 SH SHR/OTHR 01 28325 37635 D COSTCO WHSL CORP NEW COM 22160K10 4556 114083 SH SHARED 02 20838 93245 D COSTCO WHSL CORP NEW COM 22160K10 15871 397407 SH SHARED 04 397407 D COSTCO WHSL CORP NEW COM 22160K10 1126 28200 SH SHARED 05 28200 D COSTAR GROUP INC COM 22160N10 0 1 SH SHARED 05 1 D COSTAR GROUP INC COM 22160N10 1840 77900 SH SHARED 01 77900 D COSTAR GROUP INC COM 22160N10 110 4697 SH SHARED 04 4697 D COTT CORP QUE COM 22163N10 43 5694 SH SHARED 04 5694 D COULTER PHARMACEUTICAL INC COM 22211610 0 38600 SH SHARED 01 38600 D COUNSEL CORP COM 22226R10 66 40812 SH SHARED 01 40812 D COUNTRYWIDE CR INDS INC DEL COM 22237210 557 11100 SH SHARED 11100 D COUNTRYWIDE CR INDS INC DEL COM 22237210 41133 818585 SH SHARED 01 817385 1200 D COUNTRYWIDE CR INDS INC DEL COM 22237210 15 300 SH SHR/OTHR 01 300 D COUNTRYWIDE CR INDS INC DEL COM 22237210 368 7325 SH SHARED 02 7125 200 D COUNTRYWIDE CR INDS INC DEL COM 22237210 4690 93347 SH SHARED 04 93347 D COUSINS PPTYS INC COM 22279510 1520 54433 SH SHARED 01 54433 D COUSINS PPTYS INC COM 22279510 119 4282 SH SHR/OTHR 01 1500 2782 D COUSINS PPTYS INC COM 22279510 213 7650 SH SHARED 02 1200 6450 D COUSINS PPTYS INC COM 22279510 439 15718 SH SHARED 04 15718 D COVAD COMMUNICATIONS GROUP INC COM 22281420 82 50002 SH SHARED 04 50002 D COVAD COMMUNICATIONS GROUP INC COM 22281420 226 137050 SH SHARED 01 137050 D COVAD COMMUNICATIONS GROUP INC COM 22281420 166 100262 SH SHARED 02 87682 12580 D COVAD COMMUNICATIONS GROUP INC COM 22281420 21 13100 SH SHARED 04 13100 D COVALENT GROUP INC COM 22281510 1 471 SH SHARED 04 471 D COVANCE INC COM 22281610 1376 128026 SH SHARED 01 128026 D COVANCE INC COM 22281610 11 1050 SH SHR/OTHR 01 250 800 D COVANCE INC COM 22281610 21 2000 SH SHARED 02 2000 D COVANCE INC COM 22281610 644 59953 SH SHARED 04 59953 D COVANCE INC COM 22281610 80 7500 SH SHARED 05 7500 D COVENANT TRANS INC CL A 22284P10 374 34800 SH SHARED 02 34800 D COVENTRY HEALTH CARE INC COM 22286210 10 400 SH SHARED 02 400 D COVENTRY HEALTH CARE INC COM 22286210 32602 1221650 SH SHARED 01 1221650 D COVENTRY HEALTH CARE INC COM 22286210 617 23140 SH SHARED 04 23140 D COVISTA COMMUNICATIONS INC COM 22357410 3 2546 SH SHARED 04 2546 D COWLITZ BANCORP LONGVIEW WASH COM 22376710 8 1930 SH SHARED 04 1930 D SPRINT CORP PCS COM SER 1 224044AX 389140 19041000 PRN SHARED 04 19041000 D COX COMMUNICATIONS INC NEW CL A 22404410 17228 370009 SH SHARED 01 361941 8068 D COX COMMUNICATIONS INC NEW CL A 22404410 293 6300 SH SHR/OTHR 01 6000 300 D COX COMMUNICATIONS INC NEW CL A 22404410 142 3060 SH SHARED 02 3060 D COX COMMUNICATIONS INC NEW CL A 22404410 563 12100 SH SHARED 04 12100 D COX COMMUNICATIONS INC NEW CL A 22404430 38120 818700 SH SHARED 818700 D SPRINT CORP PCS COM SER 1 22404450 11207 548400 SH SHARED 548400 D SPRINT CORP PCS COM SER 1 22404450 0 800 SH SHR/OTHR 01 700 100 D COX RADIO INC CL A 22405110 595 26410 SH SHARED 01 26410 D COX RADIO INC CL A 22405110 115 5100 SH SHARED 02 2000 3100 D COX RADIO INC CL A 22405110 101 4500 SH SHARED 04 4500 D CRAFTMADE INTL INC COM 22413E10 1 255 SH SHARED 04 255 D CRANE CO COM 22439910 12485 439054 SH SHARED 01 436779 2275 D CRANE CO COM 22439910 426 15000 SH SHR/OTHR 01 15000 D CRANE CO COM 22439910 38 1350 SH SHARED 02 1350 D CRANE CO COM 22439910 1413 49713 SH SHARED 04 49713 D CRANE CO COM 22439910 14 500 SH SHARED 05 500 D CRAWFORD & CO CL B 22463310 695 59825 SH SHARED 01 59825 D CRAWFORD & CO CL B 22463310 161 13851 SH SHARED 04 13851 D CREATIVE COMPUTER APPLICATIONS ST 22490130 0 20 SH SHARED 02 20 D CREDIT SUISSE ASSET MGMT STRAT COM 22491810 0 64 SH SHARED 04 64 D CRAY INC COM 22522310 5 3463 SH SHARED 04 3463 D CRAY INC COM 22522310 7 5000 SH SHARED 02 5000 D CREATIVE HOST SERVICES COM 22527P10 2 642 SH SHARED 02 642 D CREDENCE SYS CORP COM 22530210 1 68 SH SHARED 02 68 D CREDENCE SYS CORP COM 22530210 20522 892300 SH SHARED 01 892300 D CREDENCE SYS CORP COM 22530210 14 625 SH SHR/OTHR 01 625 D CREDENCE SYS CORP COM 22530210 894 38900 SH SHARED 04 38900 D CREDENCE SYS CORP COM 22530210 163 7100 SH SHARED 05 7100 D CREDIT ACCEP CORP MICH COM 22531010 1 200 SH SHARED 05 200 D CREDIT ACCEP CORP MICH COM 22531010 184 30700 SH SHARED 01 30700 D CREDIT ACCEP CORP MICH COM 22531010 37 6267 SH SHARED 04 6267 D CREE INC COM 22544710 284 8000 SH SHARED 04 8000 D CREE INC COM 22544710 7909 222600 SH SHARED 01 221550 1050 D CREE INC COM 22544710 42 1200 SH SHARED 02 1200 D CREE INC COM 22544710 229 6450 SH SHARED 04 6450 D CREO PRODS INC COM 22560610 17 886 SH SHARED 04 886 D CRESCENT BKG CO COM 22564610 48 5000 SH SHARED 02 5000 D CRESCENT REAL ESTATE EQUITIES COM 22575610 3586 161199 SH SHARED 01 161199 D CRESCENT REAL ESTATE EQUITIES COM 22575610 176 7910 SH SHARED 04 7910 D CRESTLINE CAP CORP COM 22615310 859 33373 SH SHARED 01 27248 6125 D CRESTLINE CAP CORP COM 22615310 37 1450 SH SHR/OTHR 01 1450 D CRESTLINE CAP CORP COM 22615310 16 658 SH SHARED 02 608 50 D CRESTLINE CAP CORP COM 22615310 138 5363 SH SHARED 04 5363 D CRITICAL PATH INC COM 22674V10 1 60 SH SHARED 04 60 D CRITICAL PATH INC COM 22674V10 1386 45100 SH SHARED 01 45100 D CRITICAL PATH INC COM 22674V10 62 2038 SH SHARED 02 2038 D CRITICAL PATH INC COM 22674V10 126 4100 SH SHARED 04 4100 D CRITICARE SYS INC COM 22690110 1 1148 SH SHARED 04 1148 D CROMPTON CORP COM 22711610 2245 213888 SH SHARED 01 213888 D CROMPTON CORP COM 22711610 101 9689 SH SHR/OTHR 01 9689 D CROMPTON CORP COM 22711610 1 184 SH SHARED 02 184 D CROMPTON CORP COM 22711610 1231 117327 SH SHARED 04 117327 D CROMPTON CORP COM 22711610 157 15000 SH SHARED 05 15000 D CROSS A T CO CL A 22747810 3 800 SH SHARED 01 800 D CROSS A T CO CL A 22747810 3 800 SH SHR/OTHR 01 800 D CROSS TIMBERS OIL CO COM 22757310 3223 116149 SH SHARED 01 116149 D CROSS TIMBERS OIL CO COM 22757310 208 7500 SH SHR/OTHR 01 7500 D CROSS TIMBERS OIL CO COM 22757310 760 27394 SH SHARED 04 27394 D CROSS TIMBERS OIL CO COM 22757310 30 1100 SH SHARED 05 1100 D CROSSMANN CMNTYS INC COM 22764E10 0 13 SH SHARED 05 13 D CROSSMANN CMNTYS INC COM 22764E10 156 7464 SH SHARED 01 7464 D CROSSMANN CMNTYS INC COM 22764E10 60 2888 SH SHARED 04 2888 D CROSSROADS SYS INC COM 22765D10 211 45090 SH SHARED 04 45090 D CROSSROADS SYS INC COM 22765D10 257 54900 SH SHARED 01 49109 5791 D CROSSROADS SYS INC COM 22765D10 37 8050 SH SHARED 02 8050 D CROSSROADS SYS INC COM 22765D10 16 3480 SH SHARED 04 3480 D CROSSWALK COM INC COM 22768510 0 649 SH SHARED 04 649 D CROSSWAVE COMMUNICATIONS INC ADR 22768610 0 74 SH SHARED 04 74 D CROSSWORLDS SOFTWARE INC COM 22769P10 7 1736 SH SHARED 04 1736 D CROSSKEYS SYSTEMS CORP COM 22791110 12 13300 SH SHARED 04 13300 D CROWN ANDERSEN INC COM 22819010 7 1300 SH SHARED 04 1300 D CROWN CASTLE INTL CORP COM 22822710 4 158 SH SHARED 04 158 D CROWN CASTLE INTL CORP COM 22822710 2338 86400 SH SHARED 01 86400 D CROWN CASTLE INTL CORP COM 22822710 446 16500 SH SHARED 04 16500 D CROWN CORK & SEAL INC COM 22825510 1308 175893 SH SHARED 01 175293 600 D CROWN CORK & SEAL INC COM 22825510 121 16400 SH SHARED 02 10000 6400 D CROWN CORK & SEAL INC COM 22825510 98 13300 SH SHARED 04 13300 D CROWN CRAFTS INC COM 22830910 24 87140 SH SHARED 01 33820 53320 D CROWN MEDIA HLDGS INC CL A 22841110 2 130 SH SHARED 01 130 D CROWN MEDIA HLDGS INC CL A 22841110 213 10500 SH SHARED 01 10500 D CROWN MEDIA HLDGS INC CL A 22841110 182 9000 SH SHARED 02 9000 D CROWN MEDIA HLDGS INC CL A 22841110 81 4018 SH SHARED 04 4018 D CRUCELL N V SPONSORED ADR 22876910 19 3145 SH SHARED 04 3145 D CRYO-CELL INTL INC COM 22889510 4 1991 SH SHARED 04 1991 D CRYOLIFE INC COM 22890310 539 17836 SH SHARED 01 17836 D CRYOLIFE INC COM 22890310 183 6081 SH SHARED 04 6081 D CRYPTOLOGIC INC COM 22890610 0 43 SH SHARED 04 43 D CUBIC CORP COM 22966910 128 5000 SH SHARED 01 5000 D CUBIC CORP COM 22966910 54 2119 SH SHARED 04 2119 D CUBIST PHARMACEUTICALS INC COM 22967810 3 105 SH SHARED 04 105 D CUBIST PHARMACEUTICALS INC COM 22967810 1205 41573 SH SHARED 01 41573 D CUBIST PHARMACEUTICALS INC COM 22967810 304 10514 SH SHARED 04 10514 D CULLEN FROST BANKERS INC COM 22989910 4339 103774 SH SHARED 01 103774 D CULLEN FROST BANKERS INC COM 22989910 837 20027 SH SHARED 04 20027 D CULP INC COM 23021510 10 5200 SH SHARED 01 5200 D CUMMINS ENGINE INC COM 23102110 303 8000 SH SHARED 8000 D CUMMINS ENGINE INC COM 23102110 13352 351959 SH SHARED 01 351959 D CUMMINS ENGINE INC COM 23102110 26 700 SH SHARED 02 700 D CUMMINS ENGINE INC COM 23102110 1830 48257 SH SHARED 04 48257 D CUMMINS ENGINE INC COM 23102110 1418 37400 SH SHARED 05 37400 D CUMULUS MEDIA INC CL A 23108210 0 164 SH SHARED 05 164 D CUMULUS MEDIA INC CL A 23108210 259 71578 SH SHARED 01 71578 D CUMULUS MEDIA INC CL A 23108210 11 3100 SH SHARED 02 500 2600 D CUMULUS MEDIA INC CL A 23108210 7 2200 SH SHARED 03 2200 D CUMULUS MEDIA INC CL A 23108210 49 13744 SH SHARED 04 13744 D CURAGEN CORP bond-defa 23126RAC 546 2000000 PRN SHARED 01 2000000 D CURAGEN CORP CNB 23126RAC 355056 13000000 PRN SHARED 04 13000000 D CURAGEN CORP COM 23126R10 0 36 SH SHARED 04 36 D CURAGEN CORP COM 23126R10 0 44200 SH SHARED 01 44200 D CURAGEN CORP COM 23126R10 40 1500 SH SHARED 02 1500 D CURAGEN CORP COM 23126R10 299 10968 SH SHARED 04 10968 D CURATIVE HEALTH SVCS INC COM 23126410 15 2759 SH SHARED 04 2759 D CURATIVE HEALTH SVCS INC COM 23126410 27 5000 SH SHARED 02 5000 D CURIS INC COM 23126910 221 25000 SH SHARED 02 25000 D CURIS INC COM 23126910 7 880 SH SHARED 01 400 480 D CURON MED INC COM 23129210 1 355 SH SHARED 01 355 D CURTIS INTL LTD COM 23146110 0 1000 SH SHARED 01 1000 D CURTISS WRIGHT CORP COM 23156110 534 11500 SH SHARED 01 11500 D CURTISS WRIGHT CORP COM 23156110 93 2000 SH SHARED 04 2000 D CUSEEME NETWORKS INC COM 23162910 2 2400 SH SHARED 04 2400 D CYBERIAN OUTPOST INC COM 23191410 55 46337 SH SHARED 04 46337 D CYBERIAN OUTPOST INC COM 23191410 30 25377 SH SHARED 02 24177 1200 D CUTTER & BUCK INC COM 23221710 1 150 SH SHARED 02 150 D CYBEAR GROUP NEW COM 23243C10 4 12032 SH SHARED 02 12032 D CYBEAR GROUP NEW COM 23243C10 0 44 SH SHARED 05 44 D CYBER-CARE INC COM 23243T10 60 28695 SH SHARED 05 28695 D CYBER-CARE INC COM 23243T10 177 83600 SH SHARED 01 83600 D CYBER-CARE INC COM 23243T10 40 19114 SH SHARED 04 19114 D CYANOTECH CORP ST 23243720 0 37 SH SHARED 04 37 D CYBERCASH INC COM 23246210 0 147 SH SHARED 04 147 D CYBERCASH INC COM 23246210 0 100 SH SHARED 02 100 D CYBERSOURCE CORP COM 23251J10 0 31 SH SHARED 02 31 D CYBERSOURCE CORP COM 23251J10 55 23225 SH SHARED 01 23225 D CYBERSOURCE CORP COM 23251J10 11 5000 SH SHARED 02 5000 D CYBERSOURCE CORP COM 23251J10 23 9946 SH SHARED 04 9946 D CYBERONICS INC COM 23251P10 8 350 SH SHARED 04 350 D CYBERONICS INC COM 23251P10 827 35601 SH SHARED 01 35601 D CYBERONICS INC COM 23251P10 150 6475 SH SHARED 04 6475 D CYBEROPTICS CORP COM 23251710 1 115 SH SHARED 04 115 D CYBEROPTICS CORP COM 23251710 366 21618 SH SHARED 01 21618 D CYBEROPTICS CORP COM 23251710 48 2887 SH SHARED 04 2887 D CYGNUS INC COM 23256010 0 153 SH SHARED 04 153 D CYGNUS INC COM 23256010 211 43300 SH SHARED 01 40300 3000 D CYGNUS INC COM 23256010 2 500 SH SHR/OTHR 01 500 D CYGNUS INC COM 23256010 24 5000 SH SHARED 02 5000 D CYGNUS INC COM 23256010 45 9388 SH SHARED 04 9388 D CYLINK CORP COM 23256510 22 10444 SH SHARED 04 10444 D CYLINK CORP COM 23256510 52 24525 SH SHARED 01 24525 D CYLINK CORP COM 23256510 0 200 SH SHARED 02 200 D CYLINK CORP COM 23256510 19 8959 SH SHARED 04 8959 D CYMER INC COM 23257210 3 147 SH SHARED 04 147 D CYMER INC COM 23257210 1296 50374 SH SHARED 01 50374 D CYMER INC COM 23257210 290 11292 SH SHARED 04 11292 D CYPRESS COMMUNICATIONS INC COM 23274310 9 11000 SH SHARED 01 11000 D CYPRESS COMMUNICATIONS INC COM 23274310 4 5000 SH SHARED 02 5000 D CYPRESS COMMUNICATIONS INC COM 23274310 3 3913 SH SHARED 04 3913 D CYPRESS SEMICONDUCTOR CORP 340 232806AE 0 2000000 PRN SHARED 01 2000000 D CYPRESS SEMICONDUCTOR CORP CORCB 232806AE 3543 180000 PRN SHARED 02 180000 D CYPRESS SEMICONDUCTOR CORP CNB 232806AE 1 1305000 PRN SHARED 04 1305000 D CYPRESS SEMICONDUCTOR CORP 340 232806AF 0 4500000 PRN SHARED 01 4500000 D CYPRESS SEMICONDUCTOR CORP CNB 232806AF 30 155000 PRN SHARED 04 155000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 0 149593 SH SHARED 01 149593 D CYPRESS SEMICONDUCTOR CORP COM 23280610 12 644 SH SHARED 02 644 D CYPRESS SEMICONDUCTOR CORP COM 23280610 27 140200 SH SHARED 04 140200 D CYPRESS SEMICONDUCTOR CORP COM 23280610 0 186100 SH SHARED 05 186100 D CYSIVE INC COM 23281T10 36 8803 SH SHARED 05 8803 D CYSIVE INC COM 23281T10 28 6900 SH SHARED 01 6900 D CYSIVE INC COM 23281T10 10 2578 SH SHARED 04 2578 D CYRK INC COM 23281710 9 3000 SH SHARED 04 3000 D CYTOCLONAL PHARMACAUTICALS INC COM 23282G10 0 72 SH SHARED 04 72 D CYTOCLONAL PHARMACAUTICALS INC COM 23282G10 14 2000 SH SHARED 02 2000 D CYTEC INDS INC COM 23282010 59 1500 SH SHARED 1500 D CYTEC INDS INC COM 23282010 3404 85235 SH SHARED 01 85235 D CYTEC INDS INC COM 23282010 6 168 SH SHARED 02 168 D CYTEC INDS INC COM 23282010 1687 42264 SH SHARED 04 42264 D CYTEC INDS INC COM 23282010 219 5500 SH SHARED 05 5500 D CYTOGEN CORP COM 23282410 74 31821 SH SHARED 05 31821 D CYTOGEN CORP COM 23282410 290 124100 SH SHARED 01 124100 D CYTOGEN CORP COM 23282410 0 200 SH SHARED 02 200 D CYTOGEN CORP COM 23282410 69 29725 SH SHARED 04 29725 D D & E COMMUNICATIONS INC COM 23286010 0 28 SH SHARED 04 28 D D & K HEALTHCARE RES INC COM 23286110 0 71 SH SHARED 04 71 D CYTYC CORP COM 23294610 7 118 SH SHARED 04 118 D CYTYC CORP COM 23294610 3190 51000 SH SHARED 01 51000 D CYTYC CORP COM 23294610 256 4100 SH SHARED 04 4100 D DDI CORP COM 23316210 0 10 SH SHARED 04 10 D DDI CORP COM 23316210 755 27741 SH SHARED 01 27741 D DDI CORP COM 23316210 8 300 SH SHARED 02 300 D DDI CORP COM 23316210 134 4923 SH SHARED 04 4923 D DMC STRATEX NETWORKS INC COM 23322L10 1 100 SH SHARED 04 100 D DMC STRATEX NETWORKS INC COM 23322L10 1164 77600 SH SHARED 01 77600 D DMC STRATEX NETWORKS INC COM 23322L10 607 40500 SH SHARED 02 27450 13050 D DMC STRATEX NETWORKS INC COM 23322L10 100 6700 SH SHARED 04 6700 D DQE INC COM 23329J10 2539 77534 SH SHARED 01 77534 D DQE INC COM 23329J10 24 750 SH SHR/OTHR 01 750 D DQE INC COM 23329J10 6 192 SH SHARED 02 192 D DQE INC COM 23329J10 1404 42900 SH SHARED 04 42900 D DQE INC COM 23329J10 255 7800 SH SHARED 05 7800 D DPL INC COM 23329310 5582 168207 SH SHARED 01 168207 D DPL INC COM 23329310 82 2475 SH SHR/OTHR 01 2475 D DPL INC COM 23329310 124 3750 SH SHARED 02 3750 D DPL INC COM 23329310 3136 94500 SH SHARED 04 94500 D DPL INC COM 23329310 630 19000 SH SHARED 05 19000 D D R HORTON INC COM 23331A10 173 7100 SH SHARED 7100 D D R HORTON INC COM 23331A10 10343 423259 SH SHARED 01 423259 D D R HORTON INC COM 23331A10 505 20675 SH SHARED 04 20675 D DSP GROUP INC COM 23332B10 0 8 SH SHARED 04 8 D DSP GROUP INC COM 23332B10 1314 62450 SH SHARED 01 62450 D DSP GROUP INC COM 23332B10 25 1200 SH SHARED 02 1200 D DSP GROUP INC COM 23332B10 802 38112 SH SHARED 04 38112 D DSP GROUP INC COM 23332B10 75 3600 SH SHARED 05 3600 D DST SYS INC DEL COM 23332610 7939 118506 SH SHARED 01 118506 D DST SYS INC DEL COM 23332610 8334 124400 SH SHARED 04 124400 D DST SYS INC DEL COM 23332610 663 9900 SH SHARED 05 9900 D DT INDUSTRIES INC COM 23333J10 1 385 SH SHARED 05 385 D DTE ENERGY CO COM 23333110 206 5300 SH SHARED 5300 D DTE ENERGY CO COM 23333110 40158 1031366 SH SHARED 01 1030566 800 D DTE ENERGY CO COM 23333110 19 500 SH SHARED 02 500 D DTE ENERGY CO COM 23333110 4535 116479 SH SHARED 04 116479 D DTE ENERGY CO COM 23333110 330 8500 SH SHARED 05 8500 D DVI INC COM 23334310 260 15250 SH SHARED 01 15250 D DVI INC COM 23334310 63 3699 SH SHARED 04 3699 D DAG MEDIA INC COM 23372910 0 615 SH SHARED 04 615 D DAIN RAUSCHER CORP COM 23385610 2876 30384 SH SHARED 01 30384 D DAIN RAUSCHER CORP COM 23385610 940 9928 SH SHARED 04 9928 D DAL-TILE INTL INC COM 23426R10 8028 565925 SH SHARED 01 565925 D DAL-TILE INTL INC COM 23426R10 305 21562 SH SHARED 04 21562 D DAKTRONICS INC COM 23426410 19 1620 SH SHARED 04 1620 D DALEEN TECHNOLOGIES INC COM 23437N10 34 9300 SH SHARED 01 9300 D DALEEN TECHNOLOGIES INC COM 23437N10 7 2000 SH SHARED 02 2000 D DALEEN TECHNOLOGIES INC COM 23437N10 14 3903 SH SHARED 04 3903 D DALLAS SEMICONDUCTOR CORP COM 23520410 2325 90750 SH SHARED 01 90750 D DALLAS SEMICONDUCTOR CORP COM 23520410 12 500 SH SHARED 02 500 D DALLAS SEMICONDUCTOR CORP COM 23520410 1227 47900 SH SHARED 04 47900 D DALLAS SEMICONDUCTOR CORP COM 23520410 1909 74500 SH SHARED 05 74500 D DAN RIV INC GA CL A 23577410 15 7031 SH SHARED 01 7031 D DANA CORP COM 23581110 16993 1109821 SH SHARED 01 1108919 902 D DANA CORP COM 23581110 117 7700 SH SHARED 02 7700 D DANA CORP COM 23581110 3557 232354 SH SHARED 04 232354 D DANA CORP COM 23581110 266 17400 SH SHARED 05 17400 D DANAHER CORP DEL COM 23585110 64270 939974 SH SHARED 01 939574 400 D DANAHER CORP DEL COM 23585110 88 1300 SH SHR/OTHR 01 1300 D DANAHER CORP DEL COM 23585110 242 3540 SH SHARED 02 2000 1540 D DANAHER CORP DEL COM 23585110 7810 114237 SH SHARED 04 114237 D DANKA BUSINESS SYS PLC SPONSORED ADR 23627710 3 9997 SH SHARED 04 9997 D DAOU SYS INC COM 23701510 0 1113 SH SHARED 04 1113 D DAOU SYS INC COM 23701510 31 58969 SH SHARED 02 58969 D DARDEN RESTAURANTS INC COM 23719410 674 29500 SH SHARED 29500 D DARDEN RESTAURANTS INC COM 23719410 19955 872378 SH SHARED 01 871478 900 D DARDEN RESTAURANTS INC COM 23719410 393 17200 SH SHR/OTHR 01 11500 5700 D DARDEN RESTAURANTS INC COM 23719410 7 325 SH SHARED 02 25 300 D DARDEN RESTAURANTS INC COM 23719410 6256 273523 SH SHARED 04 273523 D DARDEN RESTAURANTS INC COM 23719410 22 1000 SH SHARED 05 1000 D DASSAULT SYS S A SPONSORED ADR 23754510 9 141 SH SHARED 05 141 D DASSAULT SYS S A SPONSORED ADR 23754510 543 8209 SH SHARED 01 8209 D DATA BROADCASTING CORP COM 23759610 1 552 SH SHARED 01 552 D DATA BROADCASTING CORP COM 23759610 329 94000 SH SHARED 01 94000 D DATA BROADCASTING CORP COM 23759610 94 26935 SH SHARED 04 26935 D DATA CRITICAL CORP DEL COM 23762210 1 625 SH SHARED 02 625 D DATA DIMENSIONS INC COM PAR $0.001 23765420 47 138960 SH SHARED 02 138960 D DATA I O CORP COM 23769010 15 7362 SH SHARED 02 7362 D DATA RACE INC COM 23784210 2 3291 SH SHARED 02 3291 D DATA RETURN CORP COM 23785M10 94 25100 SH SHARED 01 25100 D DATA RETURN CORP COM 23785M10 3 1000 SH SHARED 02 1000 D DATA RETURN CORP COM 23785M10 239 63815 SH SHARED 04 63815 D DATA RESH ASSOC INC COM 23785310 0 53 SH SHARED 04 53 D DATAKEY INC COM 23790910 5 1571 SH SHARED 04 1571 D DATAWATCH CORP COM 23791710 0 1100 SH SHARED 04 1100 D DATAWATCH CORP COM 23791710 0 1000 SH SHARED 02 1000 D DATALINK CORP COM 23793410 0 44 SH SHARED 02 44 D DATALEX PLC ADR 23803V10 0 36 SH SHARED 02 36 D DATARAM CORP COM PAR $1 23810820 48 4200 SH SHARED 04 4200 D DATASCOPE CORP COM 23811310 2 82 SH SHARED 04 82 D DATASCOPE CORP COM 23811310 820 23956 SH SHARED 01 23956 D DATASCOPE CORP COM 23811310 160 4693 SH SHARED 04 4693 D DATASTREAM SYS INC COM 23812410 44 4590 SH SHARED 04 4590 D DATASTREAM SYS INC COM 23812410 783 80374 SH SHARED 01 77874 2500 D DATASTREAM SYS INC COM 23812410 60 6255 SH SHARED 04 6255 D DATATRAK INTL INC COM 23813410 19 7066 SH SHARED 04 7066 D DATRON SYS INC DEL COM 23817310 25 2115 SH SHARED 04 2115 D DATUM INC COM 23820810 7 357 SH SHARED 04 357 D DATUM INC COM 23820810 13 600 SH SHARED 02 600 D DAUGHERTY RES INC COM 23821510 1 798 SH SHARED 02 798 D DAVITA INC COM 23918K10 195 11400 SH SHARED 11400 D DAVITA INC COM 23918K10 2103 122847 SH SHARED 01 122847 D DAVOX CORP COM 23920810 16 1646 SH SHARED 01 1646 D DAVOX CORP COM 23920810 434 44592 SH SHARED 01 44592 D DAVOX CORP COM 23920810 36 3698 SH SHARED 04 3698 D DAWSON GEOPHYSICAL CO COM 23935910 0 39 SH SHARED 04 39 D DAWSON GEOPHYSICAL CO COM 23935910 55 6000 SH SHARED 01 6000 D DE BEERS CONS MINES LTD ADR DEFD 24025330 0 18 SH SHARED 01 18 D DE BEERS CONS MINES LTD ADR DEFD 24025330 6 255 SH SHARED 02 255 D DEAN FOODS CO COM 24236110 2166 70601 SH SHARED 01 70601 D DEAN FOODS CO COM 24236110 1131 36859 SH SHARED 04 36859 D DEAN FOODS CO COM 24236110 515 16800 SH SHARED 05 16800 D DEB SHOPS INC COM 24272810 0 32 SH SHARED 05 32 D DEBT STRATEGIES FD INC NEW COM 24276Q10 28 4500 SH SHR/OTHR 01 4500 D METROMEDIA FIBER NETWORK INC CL A 24366Q20 3 320 SH SHARED 01 320 D MAXTOR CORP PS 24366420 723 129300 SH SHARED 04 129300 D DEERE & CO COM 24419910 81177 1771972 SH SHARED 01 1770272 1700 D DEERE & CO COM 24419910 604 13200 SH SHR/OTHR 01 4500 8700 D DEERE & CO COM 24419910 517 11300 SH SHARED 02 3000 8300 D DEERE & CO COM 24419910 9618 209966 SH SHARED 04 209966 D DEL GLOBAL TECHNOLOGIES CORP COM 24507310 0 210 SH SHARED 04 210 D DEL MONTE FOODS CO COM 24522P10 556 76700 SH SHARED 01 76700 D DEL MONTE FOODS CO COM 24522P10 146 20244 SH SHARED 04 20244 D DELCATH SYS INC UNIT EX 101801 24661P20 1 275 SH SHARED 04 275 D DELCO REMY INTL INC CL A 24662610 207 24000 SH SHARED 01 24000 D DELCO REMY INTL INC CL A 24662610 72 8377 SH SHARED 04 8377 D DELHAIZE AMER INC CL A 24668810 436 24703 SH SHARED 01 24703 D DELHAIZE AMER INC CL A 24668810 103 5851 SH SHARED 02 5851 D DELHAIZE AMER INC CL A 24668810 1 100 SH SHARED 04 100 D DELHAIZE AMER INC CL B 24668820 1918 106582 SH SHARED 01 106582 D DELHAIZE AMER INC CL B 24668820 217 12100 SH SHARED 04 12100 D DELIAS CORP CL A 24688Q10 3 2258 SH SHARED 04 2258 D DELIAS CORP CL A 24688Q10 27 19400 SH SHARED 02 19400 D DELL COMPUTER CORP COM 2469029A 0 10 SH SHARED 02 10 D DELL COMPUTER CORP COM 24702510 104899 6015900 SH SHARED 6015900 D DELL COMPUTER CORP COM 24702510 318951 18291653 SH SHARED 01 18229432 62221 D DELL COMPUTER CORP COM 24702510 822 47176 SH SHR/OTHR 01 17600 29576 D DELL COMPUTER CORP COM 24702510 3326 190760 SH SHARED 02 106249 84511 D DELL COMPUTER CORP COM 24702510 45939 2634597 SH SHARED 04 2634597 D DELL COMPUTER CORP COM 24702510 1049 60200 SH SHARED 05 60200 D DELL COMPUTER CORP COM 24702510 10 600 SH SHARED 06 600 D DELL COMPUTER CORP COM 2470259A 1 60 SH SHARED 02 60 D DELPHI AUTOMOTIVE SYS CORP COM 24712610 190 16900 SH SHARED 16900 D DELPHI AUTOMOTIVE SYS CORP COM 24712610 47183 4194048 SH SHARED 01 4188673 5375 D DELPHI AUTOMOTIVE SYS CORP COM 24712610 267 23807 SH SHR/OTHR 01 15699 8108 D DELPHI AUTOMOTIVE SYS CORP COM 24712610 20 1862 SH SHARED 02 299 1563 D DELPHI AUTOMOTIVE SYS CORP COM 24712610 6986 621014 SH SHARED 04 621014 D DELPHI AUTOMOTIVE SYS CORP COM 24712610 425 37800 SH SHARED 05 37800 D DELPHI FINL GROUP INC CL A 24713110 818 21267 SH SHARED 01 21267 D DELPHI FINL GROUP INC CL A 24713110 223 5812 SH SHARED 04 5812 D DELTA & PINE LD CO COM 24735710 1381 65971 SH SHARED 01 65971 D DELTA & PINE LD CO COM 24735710 357 17075 SH SHARED 04 17075 D DELTA AIR LINES INC DEL COM 24736110 833 16600 SH SHARED 16600 D DELTA AIR LINES INC DEL COM 24736110 46039 917356 SH SHARED 01 914616 2740 D DELTA AIR LINES INC DEL COM 24736110 34 684 SH SHR/OTHR 01 684 D DELTA AIR LINES INC DEL COM 24736110 241 4802 SH SHARED 02 4802 D DELTA AIR LINES INC DEL COM 24736110 5521 110027 SH SHARED 04 110027 D DELTA AIR LINES INC DEL COM 24736110 1425 28400 SH SHARED 05 28400 D DELTATHREE COM INC CL A 24783N10 1 1525 SH SHARED 05 1525 D DELTATHREE COM INC CL A 24783N10 22 18800 SH SHARED 01 18800 D DELTATHREE COM INC CL A 24783N10 4 3477 SH SHARED 04 3477 D DELTEK SYS INC COM 24785A10 89 21124 SH SHARED 04 21124 D DELTEK SYS INC COM 24785A10 19 4700 SH SHARED 01 4700 D DELTEK SYS INC COM 24785A10 13 3247 SH SHARED 04 3247 D DELTIC TIMBER CORP COM 24785010 873 36569 SH SHARED 01 28428 8141 D DELTIC TIMBER CORP COM 24785010 1257 52670 SH SHR/OTHR 01 52670 D DELTIC TIMBER CORP COM 24785010 93 3916 SH SHARED 04 3916 D DENBURY RES INC equit-comm 24791620 14 1300 SH SHARED 01 1300 D DENBURY RES INC ST 24791620 554 50367 SH SHARED 04 50367 D DELUXE CORP COM 24801910 96 3800 SH SHARED 3800 D DELUXE CORP COM 24801910 12496 494515 SH SHARED 01 494515 D DELUXE CORP COM 24801910 1477 58487 SH SHARED 04 58487 D DELUXE CORP COM 24801910 45 1800 SH SHARED 05 1800 D DENDREON CORP COM 24823Q10 7 517 SH SHARED 05 517 D DENDRITE INTL INC COM 24823910 4 199 SH SHARED 05 199 D DENDRITE INTL INC COM 24823910 1145 51199 SH SHARED 01 51199 D DENDRITE INTL INC COM 24823910 16 750 SH SHARED 02 750 D DENDRITE INTL INC COM 24823910 496 22171 SH SHARED 04 22171 D DENSE PAC MICROSYSTEMS INC ST 24871930 0 78 SH SHARED 04 78 D DENSE PAC MICROSYSTEMS INC ST 24871930 6 3000 SH SHARED 02 3000 D DENTAL MED DIAGNOSTIC SYS ST 24873K20 3 9611 SH SHARED 02 9611 D DENTSPLY INTL INC NEW COM 24903010 4 127 SH SHARED 02 127 D DENTSPLY INTL INC NEW COM 24903010 50 1300 SH SHARED 1300 D DENTSPLY INTL INC NEW COM 24903010 13536 345990 SH SHARED 01 345990 D DENTSPLY INTL INC NEW COM 24903010 1455 37200 SH SHARED 04 37200 D DENTSPLY INTL INC NEW COM 24903010 266 6800 SH SHARED 05 6800 D DESCARTES SYS GROUP INC COM 24990610 15 664 SH SHARED 05 664 D DESIGNS INC COM 25057L10 1 850 SH SHARED 05 850 D DETECTION SYS INC COM 25064410 2599 145966 SH SHARED 05 145966 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 29 1000 SH SHARED 01 1000 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 29 1000 SH SHR/OTHR 01 1000 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 90 3090 SH SHARED 02 1880 1210 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 23056 788255 SH SHARED 04 788255 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 87 3000 SH SHARED 05 3000 D DEVELOPERS DIVERSIFIED RLTY CO COM 25159110 1691 127096 SH SHARED 01 127096 D DEVELOPERS DIVERSIFIED RLTY CO COM 25159110 592 44545 SH SHARED 02 35045 9500 D DEVELOPERS DIVERSIFIED RLTY CO COM 25159110 285 21453 SH SHARED 04 21453 D CHEVRON CORPORATION 340 25179MAA 0 3368000 PRN SHARED 01 3368000 D CHEVRON CORPORATION 340 25179MAA 0 98000 PRN SHR/OTHR 01 88000 10000 D CHEVRON CORPORATION CNB 25179MAA 0 1000 PRN SHARED 04 1000 D CHEVRON CORPORATION CNB 25179MAB 384188 4550000 PRN SHARED 04 4550000 D DEVON ENERGY CORP NEW CNB 25179MAC 62860 1031000 PRN SHARED 04 1031000 D DEVON ENERGY CORP NEW COM 25179M10 631 1036407 SH SHARED 01 1036407 D DEVON ENERGY CORP NEW COM 25179M10 0 800 SH SHR/OTHR 01 800 D DEVON ENERGY CORP NEW COM 25179M10 3829 62810 SH SHARED 02 31325 31485 D DEVON ENERGY CORP NEW COM 25179M10 77 127959 SH SHARED 04 127959 D DEVON ENERGY CORP NEW COM 25179M10 20 34300 SH SHARED 05 34300 D DEVX ENERGY INC ST 25189P20 38 4845 SH SHARED 05 4845 D DEVX ENERGY INC 620 25189P20 5262 668200 SH SHARED 01 668200 D DEVX ENERGY INC ST 25189P20 0 11 SH SHARED 02 11 D DEVRY INC DEL COM 25189310 3416 90500 SH SHARED 01 86500 4000 D DEVRY INC DEL COM 25189310 1910 50600 SH SHARED 04 50600 D DEVRY INC DEL COM 25189310 347 9200 SH SHARED 05 9200 D DIACRIN INC COM 25243N10 2 585 SH SHARED 05 585 D DIAGEO P L C SPON ADR NEW 25243Q20 144 3250 SH SHARED 01 3250 D DIAGEO P L C SPON ADR NEW 25243Q20 39 880 SH SHARED 02 405 475 D DIAGNOSTIC PRODS CORP COM 25245010 931 17050 SH SHARED 01 16750 300 D DIAGNOSTIC PRODS CORP COM 25245010 249 4566 SH SHARED 04 4566 D DIAL CORP NEW COM 25247D10 2033 184892 SH SHARED 01 184092 800 D DIAL CORP NEW COM 25247D10 12 1100 SH SHARED 02 1100 D DIAL CORP NEW COM 25247D10 1042 94803 SH SHARED 04 94803 D DIAL CORP NEW COM 25247D10 137 12500 SH SHARED 05 12500 D DIALOG SEMICONDUCTOR PLC SPONSORED ADR 25250P10 34 3800 SH SHARED 02 3800 D DIAMETRICS MED INC COM 25253210 5 974 SH SHARED 02 974 D DIAMETRICS MED INC COM 25253210 150 25418 SH SHARED 01 25418 D DIAMETRICS MED INC COM 25253210 57 9721 SH SHARED 04 9721 D DIAMOND OFFSHORE DRILLING INC bond-defa 25271CAA 17 4425000 PRN SHARED 01 4425000 D DIAMOND OFFSHORE DRILLING INC CNB 25271CAC 3668 9172000 PRN SHARED 04 9172000 D DIAMOND OFFSHORE DRILLING INC COM 25271C10 0 58329 SH SHARED 01 57429 900 D DIAMOND OFFSHORE DRILLING INC COM 25271C10 72 1800 SH SHARED 02 300 1500 D DIAMOND OFFSHORE DRILLING INC COM 25271C10 0 128600 SH SHARED 04 128600 D DIAMONDS TR UNIT SER 1 25278710 9 90 SH SHARED 01 90 D DIAMONDS TR UNIT SER 1 25278710 1825 17100 SH SHARED 02 17000 100 D DIAMONDS TR UNIT SER 1 25278710 14949 140000 SH SHARED 04 140000 D DIANON SYS INC COM 25282610 2 63 SH SHARED 04 63 D DIEBOLD INC COM 25365110 73 2200 SH SHARED 2200 D DIEBOLD INC COM 25365110 3232 96864 SH SHARED 01 96414 450 D DIEBOLD INC COM 25365110 1071 32100 SH SHARED 02 32100 D DIEBOLD INC COM 25365110 1758 52700 SH SHARED 04 52700 D DIEBOLD INC COM 25365110 313 9400 SH SHARED 05 9400 D DIEDRICH COFFEE INC COM 25367510 0 134 SH SHARED 05 134 D DIGENE CORP COM 25375210 616 13800 SH SHARED 01 13800 D DIGENE CORP COM 25375210 89 2000 SH SHARED 02 2000 D DIGENE CORP COM 25375210 189 4247 SH SHARED 04 4247 D DIGEX INC DEL CL A 25375610 733 32600 SH SHARED 01 32600 D DIGEX INC DEL CL A 25375610 22 1000 SH SHARED 02 1000 D DIGEX INC DEL CL A 25375610 47 2100 SH SHARED 04 2100 D DIGI INTL INC COM 25379810 12 2029 SH SHARED 04 2029 D DIGIMARC CORP COM 25380710 10 609 SH SHARED 04 609 D DIGIMARC CORP COM 25380710 302 18306 SH SHARED 01 18306 D DIGIMARC CORP COM 25380710 12 772 SH SHARED 02 772 D DIGIMARC CORP COM 25380710 53 3241 SH SHARED 04 3241 D DIGITAL BIOMETRICS INC COM 25383310 4 1523 SH SHARED 04 1523 D DIGITAL COURIER TECHNOLOGIES COM 25383810 0 34609 SH SHARED 01 34609 D DIGITAL IMPACT INC DEL COM 25385G10 172 73664 SH SHARED 01 73664 D DIGITAL IMPACT INC DEL COM 25385G10 33 14100 SH SHARED 01 14100 D DIGITAL IMPACT INC DEL COM 25385G10 7 3241 SH SHARED 04 3241 D DIGITAL IS INC DEL COM 25385N10 584 144000 SH SHARED 01 144000 D DIGITAL IS INC DEL COM 25385N10 50 12510 SH SHARED 02 12200 310 D DIGITAL IS INC DEL COM 25385N10 109 27062 SH SHARED 04 27062 D DIGITAL INSIGHT CORP COM 25385P10 1 56 SH SHARED 04 56 D DIGITAL INSIGHT CORP COM 25385P10 464 25727 SH SHARED 01 25727 D DIGITAL INSIGHT CORP COM 25385P10 8 450 SH SHARED 02 450 D DIGITAL INSIGHT CORP COM 25385P10 147 8161 SH SHARED 04 8161 D DIGITAL LIGHTWAVE INC COM 25385510 0 16 SH SHARED 04 16 D DIGITAL LIGHTWAVE INC COM 25385510 564 17800 SH SHARED 01 17800 D DIGITAL LIGHTWAVE INC COM 25385510 25 800 SH SHARED 02 700 100 D DIGITAL LIGHTWAVE INC COM 25385510 228 7200 SH SHARED 04 7200 D DIGITAL LIGHTHOUSE CORP COM 25386P10 21 33335 SH SHARED 04 33335 D DIGITAL RECORDERS INC COM 25386910 3 2000 SH SHARED 02 2000 D DIGITAL VIDEO SYS INC ST 25387R40 1 364 SH SHARED 02 364 D DIGITAL RIV INC COM 25388B10 221 93449 SH SHARED 02 93449 D DIGITAL RIV INC COM 25388B10 110 46550 SH SHARED 01 45550 1000 D DIGITAL RIV INC COM 25388B10 44 18530 SH SHARED 02 10680 7850 D DIGITAL RIV INC COM 25388B10 18 7751 SH SHARED 04 7751 D DIGITAS INC COM 25388K10 0 119 SH SHARED 04 119 D DIGITAS INC COM 25388K10 190 37700 SH SHARED 01 37700 D DIGITAS INC COM 25388K10 264 52200 SH SHARED 02 52200 D DIGITAS INC COM 25388K10 17 3504 SH SHARED 04 3504 D DIGITALTHINK INC COM 25388M10 6 377 SH SHARED 04 377 D DIGITALTHINK INC COM 25388M10 406 23800 SH SHARED 01 23800 D DIGITALTHINK INC COM 25388M10 30 1781 SH SHARED 04 1781 D DIGITAL GENERATION SYS INC COM 25392110 6 3000 SH SHARED 02 3000 D DIME CMNTY BANCSHARES COM 25392210 2 97 SH SHARED 02 97 D DIME CMNTY BANCSHARES COM 25392210 1737 68806 SH SHARED 01 68806 D DIME CMNTY BANCSHARES COM 25392210 7 300 SH SHR/OTHR 01 300 D DIME CMNTY BANCSHARES COM 25392210 115 4574 SH SHARED 04 4574 D DILLARDS INC CL A 25406710 8370 708653 SH SHARED 01 708253 400 D DILLARDS INC CL A 25406710 33 2800 SH SHARED 02 300 2500 D DILLARDS INC CL A 25406710 1210 102492 SH SHARED 04 102492 D DIME BANCORP INC NEW COM 25429Q10 919 31100 SH SHARED 31100 D DIME BANCORP INC NEW COM 25429Q10 21394 723726 SH SHARED 01 723726 D DIME BANCORP INC NEW COM 25429Q10 67 2300 SH SHARED 02 2300 D DIME BANCORP INC NEW COM 25429Q10 2731 92400 SH SHARED 04 92400 D DIME BANCORP INC NEW COM 25429Q10 606 20500 SH SHARED 05 20500 D DIMON INC COM 25439410 42 7657 SH SHARED 01 7657 D DIODES INC COM 25454310 2 199 SH SHARED 01 199 D DIONEX CORP COM 25454610 16 486 SH SHARED 01 486 D DIONEX CORP COM 25454610 2182 63250 SH SHARED 01 63250 D DIONEX CORP COM 25454610 552 16000 SH SHR/OTHR 01 16000 D DIONEX CORP COM 25454610 69 2000 SH SHARED 02 2000 D DIONEX CORP COM 25454610 307 8927 SH SHARED 04 8927 D DIRECT INSITE CORP COM 25457C10 11 36570 SH SHARED 04 36570 D DISC GRAPHICS INC COM 25459010 0 50 SH SHARED 04 50 D DISCOVERY PARTNERS INTL INC COM 25467510 2214 182600 SH SHARED 01 182600 D DISNEY WALT CO COM DISNEY 25468710 27 936 SH SHR/OTHR 01 936 D DISNEY WALT CO COM DISNEY 25468710 31590 1091700 SH SHARED 1091700 D DISNEY WALT CO COM DISNEY 25468710 508069 17557792 SH SHARED 01 17055877 1416 500499 D DISNEY WALT CO COM DISNEY 25468710 20299 701505 SH SHR/OTHR 01 278038 423467 D DISNEY WALT CO COM DISNEY 25468710 2966 102508 SH SHARED 02 26022 76486 D DISNEY WALT CO COM DISNEY 25468710 63493 2194210 SH SHARED 04 2194210 D DISNEY WALT CO COM DISNEY 25468710 1672 57800 SH SHARED 05 57800 D DISNEY WALT CO COM DISNEY 25468710 21054 727600 SH SHARED 06 727600 D DISNEY WALT CO COM INTRNT GRP 25468720 394 91515 SH SHARED 01 49409 42106 D DISNEY WALT CO COM INTRNT GRP 25468720 34 7995 SH SHARED 02 1955 6040 D DISNEY WALT CO COM INTRNT GRP 25468720 17 4000 SH SHARED 04 4000 D DISPLAY TECHNOLOGIES INC COM 25469V10 0 4143 SH SHARED 04 4143 D DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR 25475310 92 5300 SH SHARED 01 5300 D DIRECT FOCUS INC COM 25493110 93 2800 SH SHARED 2800 D DIRECT FOCUS INC COM 25493110 969 28900 SH SHARED 01 28900 D DIRECT FOCUS INC COM 25493110 168 5032 SH SHARED 04 5032 D DITECH COMMUNICATIONS CORP COM 25500M10 399 24900 SH SHARED 01 24900 D DITECH COMMUNICATIONS CORP COM 25500M10 937 58340 SH SHARED 02 55600 2740 D DITECH COMMUNICATIONS CORP COM 25500M10 268 16739 SH SHARED 04 16739 D DIVERSA CORP COM 25506410 2 130 SH SHARED 04 130 D DIVERSA CORP COM 25506410 136 7600 SH SHARED 01 7600 D DIVERSA CORP COM 25506410 730 40730 SH SHARED 02 40630 100 D DIVERSA CORP COM 25506410 53 2979 SH SHARED 04 2979 D DIVERSINET CORP ST 25536K20 46 20746 SH SHARED 04 20746 D DIVERSINET CORP ST 25536K20 81 36100 SH SHARED 02 32800 3300 D DIVINE INTERVENTURES INC CL A 25540410 3 2198 SH SHARED 02 2198 D DIVINE INTERVENTURES INC CL A 25540410 152 97700 SH SHARED 04 97700 D DIVINE INTERVENTURES INC CL A 25540410 79 50900 SH SHARED 05 50900 D DIXIE GROUP INC CL A 25551910 1 607 SH SHARED 05 607 D DIXIE GROUP INC CL A 25551910 3 1500 SH SHARED 02 1500 D DOCUCORP INTL INC COM 25591110 59 29600 SH SHARED 02 29600 D DOCUCORP INTL INC COM 25591110 0 30 SH SHARED 02 30 D DOBSON COMMUNICATIONS CORP CL A 25606910 0 46 SH SHARED 02 46 D DOBSON COMMUNICATIONS CORP CL A 25606910 209 14300 SH SHARED 01 13700 600 D DOBSON COMMUNICATIONS CORP CL A 25606910 117 8000 SH SHARED 02 5400 2600 D DOBSON COMMUNICATIONS CORP CL A 25606910 36 2463 SH SHARED 04 2463 D DOCENT INC COM 25608L10 118 13500 SH SHARED 02 10800 2700 D DOCENT INC COM 25608L10 1541 176131 SH SHARED 04 176131 D DOCUMENT SCIENCES CORP COM 25614R10 0 1050 SH SHARED 04 1050 D DOCUMENT SCIENCES CORP COM 25614R10 30 40000 SH SHARED 01 20000 20000 D DOCUMENT SCIENCES CORP COM 25614R10 6 8600 SH SHR/OTHR 01 8600 D DOCUMENTUM INC COM 25615910 19 390 SH SHARED 01 390 D DOCUMENTUM INC COM 25615910 14538 292600 SH SHARED 01 292600 D DOCUMENTUM INC COM 25615910 1373 27650 SH SHARED 02 12050 15600 D DOCUMENTUM INC COM 25615910 4509 90750 SH SHARED 03 90750 D DOCUMENTUM INC COM 25615910 627 12620 SH SHARED 04 12620 D DOLE FOOD INC COM 25660510 1556 95046 SH SHARED 01 95046 D DOLE FOOD INC COM 25660510 5 364 SH SHARED 02 200 164 D DOLE FOOD INC COM 25660510 883 53976 SH SHARED 04 53976 D DOLE FOOD INC COM 25660510 121 7400 SH SHARED 05 7400 D DOLLAR GEN CORP COM 25666910 42752 2265043 SH SHARED 01 2263121 1922 D DOLLAR GEN CORP COM 25666910 328 17383 SH SHARED 02 4556 12827 D DOLLAR GEN CORP COM 25666910 4959 262751 SH SHARED 04 262751 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 1079 57550 SH SHARED 01 46523 11027 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 177 9492 SH SHARED 04 9492 D DOLLAR TREE STORES INC COM 25674710 281 11497 SH SHARED 04 11497 D DOLLAR TREE STORES INC COM 25674710 16687 681133 SH SHARED 01 681133 D DOLLAR TREE STORES INC COM 25674710 19 800 SH SHR/OTHR 01 800 D DOLLAR TREE STORES INC COM 25674710 120 4925 SH SHARED 02 3450 1475 D DOLLAR TREE STORES INC COM 25674710 4079 166500 SH SHARED 04 166500 D DOLLAR TREE STORES INC COM 25674710 1929 78750 SH SHARED 05 78750 D DOMINION RES INC VA NEW COM 25746U10 130280 1944491 SH SHARED 01 1938120 3799 2572 D DOMINION RES INC VA NEW COM 25746U10 1942 28996 SH SHR/OTHR 01 21701 7295 D DOMINION RES INC VA NEW COM 25746U10 374 5585 SH SHARED 02 1176 4409 D DOMINION RES INC VA NEW COM 25746U10 13636 203529 SH SHARED 04 203529 D DOMINION RES INC VA NEW COM 25746U10 710 10600 SH SHARED 05 10600 D DONALDSON INC COM 25765110 2110 75872 SH SHARED 01 75872 D DONALDSON INC COM 25765110 168 6050 SH SHARED 02 6050 D DONALDSON INC COM 25765110 1226 44109 SH SHARED 04 44109 D DONALDSON INC COM 25765110 169 6100 SH SHARED 05 6100 D DONALDSON LUFKIN & JENRETTE NW COM DLJDIRECT 25766150 321 85800 SH SHARED 05 85800 D DONALDSON LUFKIN & JENRETTE NW COM DLJDIRECT 25766150 100 26703 SH SHARED 01 20603 6100 D DONALDSON LUFKIN & JENRETTE NW COM DLJDIRECT 25766150 29 7840 SH SHARED 04 7840 D DONEGAL GROUP INC COM 25770110 1 138 SH SHARED 04 138 D DONNELLEY R R & SONS CO COM 25786710 461 17100 SH SHARED 17100 D DONNELLEY R R & SONS CO COM 25786710 23551 872265 SH SHARED 01 858565 13700 D DONNELLEY R R & SONS CO COM 25786710 274 10166 SH SHR/OTHR 01 4300 5866 D DONNELLEY R R & SONS CO COM 25786710 218 8100 SH SHARED 02 1800 6300 D DONNELLEY R R & SONS CO COM 25786710 2644 97928 SH SHARED 04 97928 D DONNELLEY R R & SONS CO COM 25786710 67 2500 SH SHARED 05 2500 D DORAL FINL CORP COM 25811P10 20 857 SH SHARED 05 857 D DORAL FINL CORP COM 25811P10 147 6100 SH SHARED 6100 D DORAL FINL CORP COM 25811P10 1058 43750 SH SHARED 01 43750 D DORAL FINL CORP COM 25811P10 313 12960 SH SHARED 04 12960 D DORCHESTER HUGOTON LTD DEPOSTARY RCPT 25820520 26 1655 SH SHARED 04 1655 D DOT HILL SYS CORP COM 25848T10 60 15687 SH SHARED 01 15687 D DOT HILL SYS CORP COM 25848T10 17 4456 SH SHARED 04 4456 D DOUBLE EAGLE PETE & MNG CO WT EXP 121701 25857011 3 2120 SH SHARED 04 2120 D DOUBLE EAGLE PETE & MNG CO COM PAR $0.10 25857020 35 7570 SH SHARED 04 7570 D DOUBLECLICK INC COM 25860930 110 10000 SH SHARED 04 10000 D DOUBLECLICK INC COM 25860930 1073 97594 SH SHARED 01 97594 D DOUBLECLICK INC COM 25860930 623 56686 SH SHARED 02 56150 536 D DOUBLECLICK INC COM 25860930 1057 96138 SH SHARED 04 96138 D DOVER CORP COM 26000310 61724 1521737 SH SHARED 01 1515137 6600 D DOVER CORP COM 26000310 551 13600 SH SHR/OTHR 01 13600 D DOVER CORP COM 26000310 32 800 SH SHARED 02 800 D DOVER CORP COM 26000310 14449 356229 SH SHARED 04 356229 D DOVER CORP COM 26000310 1448 35700 SH SHARED 05 35700 D DOVER DOWNS ENTMT INC COM 26008610 199 17800 SH SHARED 01 17800 D DOVER DOWNS ENTMT INC COM 26008610 53 4809 SH SHARED 04 4809 D DOW CHEM CO COM 26054310 182587 4985316 SH SHARED 01 4955636 29680 D DOW CHEM CO COM 26054310 3838 104809 SH SHR/OTHR 01 32453 72356 D DOW CHEM CO COM 26054310 126 3450 SH SHARED 02 3450 D DOW CHEM CO COM 26054310 27347 746697 SH SHARED 04 746697 D DOW CHEM CO COM 26054310 32 900 SH SHARED 06 900 D DOW JONES & CO INC COM 26056110 35884 633718 SH SHARED 01 632918 800 D DOW JONES & CO INC COM 26056110 2472 43672 SH SHR/OTHR 01 500 43172 D DOW JONES & CO INC COM 26056110 3864 68243 SH SHARED 04 68243 D DOWNEY FINL CORP COM 26101810 170 3100 SH SHARED 3100 D DOWNEY FINL CORP COM 26101810 1530 27829 SH SHARED 01 27829 D DOWNEY FINL CORP COM 26101810 466 8473 SH SHARED 04 8473 D DRESDNER RCM GLBL STRATGC INCM COM 26157B10 1272 188500 SH SHARED 04 188500 D DRESS BARN INC COM 26157010 1 51 SH SHARED 04 51 D DRESS BARN INC COM 26157010 1168 40310 SH SHARED 01 40310 D DRESS BARN INC COM 26157010 168 5810 SH SHARED 04 5810 D DREYERS GRAND ICE CREAM INC COM 26187810 22 684 SH SHARED 04 684 D DREYERS GRAND ICE CREAM INC COM 26187810 1560 48372 SH SHARED 01 48372 D DREYERS GRAND ICE CREAM INC COM 26187810 322 10000 SH SHARED 02 10000 D DREYERS GRAND ICE CREAM INC COM 26187810 795 24663 SH SHARED 04 24663 D DREYERS GRAND ICE CREAM INC COM 26187810 119 3700 SH SHARED 05 3700 D DRIL-QUIP INC COM 26203710 1579 46200 SH SHARED 01 46200 D DRIL-QUIP INC COM 26203710 118 3480 SH SHARED 04 3480 D DRKOOP COM INC COM 26209810 0 2422 SH SHARED 04 2422 D DROVERS BANCSHARES CORP COM 26212010 261 9600 SH SHARED 04 9600 D DRUGMAX COM INC COM 26224010 0 115 SH SHARED 04 115 D DRUGSTORE COM INC COM 26224110 1 1389 SH SHARED 04 1389 D DRUGSTORE COM INC COM 26224110 18 20900 SH SHARED 01 20900 D DRUGSTORE COM INC COM 26224110 7 8267 SH SHARED 04 8267 D DSET CORP COM 26250410 43 24166 SH SHARED 01 24166 D DSET CORP COM 26250410 5 3000 SH SHARED 02 3000 D DSET CORP COM 26250410 7 3909 SH SHARED 04 3909 D DSL NET INC COM 26250610 6 11351 SH SHARED 04 11351 D DSL NET INC COM 26250610 42 80220 SH SHARED 01 80220 D DSL NET INC COM 26250610 14 27750 SH SHARED 02 22800 4950 D DSL NET INC COM 26250610 5 10852 SH SHARED 04 10852 D DU PONT E I DE NEMOURS & CO COM 26353410 131949 2731200 SH SHARED 2731200 D DU PONT E I DE NEMOURS & CO COM 26353410 424896 8794847 SH SHARED 01 8705883 1576 87388 D DU PONT E I DE NEMOURS & CO COM 26353410 17573 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20000 D DUPONT PHOTOMASKS INC COM 26613X10 12093 228861 SH SHARED 01 228861 D DUPONT PHOTOMASKS INC COM 26613X10 106 2022 SH SHARED 04 2022 D DURAMED PHARMACEUTICALS INC COM 26635410 6 2000 SH SHARED 02 2000 D DURBAN ROODEPOORT DEEP LTD SPONSORED ADR 26659730 3 5496 SH SHARED 02 5496 D DURECT CORP COM 26660510 0 15 SH SHARED 02 15 D DUSA PHARMACEUTICALS INC COM 26689810 309 18400 SH SHARED 01 18400 D DUSA PHARMACEUTICALS INC COM 26689810 174 10361 SH SHARED 04 10361 D DYAX CORP COM 26746E10 0 3 SH SHARED 04 3 D DYCOM INDS INC COM 26747510 2291 63775 SH SHARED 01 63775 D DYCOM INDS INC COM 26747510 15225 423685 SH SHARED 02 423685 D DYCOM INDS INC COM 26747510 1229 34200 SH SHARED 04 34200 D DYCOM INDS INC COM 26747510 201 5600 SH SHARED 05 5600 D DYNAMIC MATLS CORP COM 26788810 0 697 SH SHARED 05 697 D EA ENGR SCIENCE&TECHNOLOGY INC COM 26791110 2 2100 SH SHARED 05 2100 D DYNACARE INC COM 26792020 0 15 SH SHARED 05 15 D DYNAMICS RESH CORP COM 26805710 1 232 SH SHARED 05 232 D DYNATRONICS CORP COM 26815710 0 479 SH SHARED 05 479 D DYNEGY INC NEW CL A 26816Q10 253 4530 SH SHARED 05 4530 D DYNEGY INC NEW CL A 26816Q10 25513 455100 SH SHARED 455100 D DYNEGY INC NEW CL A 26816Q10 117462 2095227 SH SHARED 01 2093552 1675 D DYNEGY INC NEW CL A 26816Q10 89 1600 SH SHR/OTHR 01 1600 D DYNEGY INC NEW CL A 26816Q10 399 7120 SH SHARED 02 7120 D DYNEGY INC NEW CL A 26816Q10 15175 270686 SH SHARED 04 270686 D DYNEGY INC NEW CL A 26816Q10 1014 18100 SH SHARED 05 18100 D DYNEX CAP INC PFD CV B 9.55% 26817Q30 38 5300 SH SHARED 02 5300 D DYNEX CAP INC ST 26817Q50 2 2000 SH SHARED 04 2000 D EBT INTL INC COM 26824810 11 5574 SH SHARED 04 5574 D ECCS INC COM 26825H10 4 15954 SH SHARED 04 15954 D ECI TELECOM LTD ORD 26825810 2 163 SH SHARED 04 163 D ECI TELECOM LTD ORD 26825810 69 5000 SH SHARED 02 2600 2400 D ECI TELECOM LTD ORD 26825810 1542 110300 SH SHARED 04 110300 D E COM VENTURES INC COM 26830K10 0 921 SH SHARED 04 921 D ECHAPMAN COM INC COM 26830Q10 6 2076 SH SHARED 04 2076 D EDAP TMS S A SPONSORED ADR 26831110 0 113 SH SHARED 04 113 D EEX CORP 620 26842V20 368 75553 SH SHARED 01 75553 D EEX CORP 620 26842V20 4 999 SH SHR/OTHR 01 999 D EEX CORP ST 26842V20 19 4000 SH SHARED 02 4000 D EEX CORP ST 26842V20 53 10970 SH SHARED 04 10970 D EFTC CORP COM 26844310 0 45 SH SHARED 04 45 D EGL INC COM 26848410 1707 71329 SH SHARED 01 71329 D EGL INC COM 26848410 1964 82050 SH SHARED 04 82050 D EGL INC COM 26848410 146 6100 SH SHARED 05 6100 D E-LOAN INC COM 26861P10 22 45344 SH SHARED 05 45344 D E-LOAN INC COM 26861P10 6 13700 SH SHARED 01 13700 D E-LOAN INC COM 26861P10 2 4586 SH SHARED 04 4586 D ELXSI CORP ST 26861320 1 200 SH SHARED 02 200 D E M C CORP MASS COM 26864810 2169 32630 SH SHARED 02 32630 D E M C CORP MASS COM 26864810 106 1600 SH SHR/OTHR 02 600 1000 D E M C CORP MASS COM 26864810 122772 1846200 SH SHARED 1846200 D E M C CORP MASS COM 26864810 1320592 19858536 SH SHARED 01 18828198 1030338 D E M C CORP MASS COM 26864810 49391 742731 SH SHR/OTHR 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INC COM 26875P10 43852 802794 SH SHARED 01 800794 2000 D EOG RES INC COM 26875P10 84 1550 SH SHR/OTHR 01 300 1250 D EOG RES INC COM 26875P10 42 779 SH SHARED 02 600 179 D EOG RES INC COM 26875P10 5301 97054 SH SHARED 04 97054 D EOG RES INC COM 26875P10 458 8400 SH SHARED 05 8400 D EON COMMUNICATIONS CORP COM 26876310 3 2850 SH SHARED 05 2850 D EP MEDSYSTEMS INC COM 26881P10 27 12490 SH SHARED 05 12490 D E PIPHANY INC COM 26881V10 3778 70050 SH SHARED 01 70050 D E PIPHANY INC COM 26881V10 367 6815 SH SHARED 02 6800 15 D E PIPHANY INC COM 26881V10 566 10500 SH SHARED 04 10500 D EPIQ SYS INC COM 26882D10 0 44 SH SHARED 04 44 D EPL TECHNOLOGIES INC ST 26892020 1 2600 SH SHARED 04 2600 D EPL TECHNOLOGIES INC 620 26892020 0 1000 SH SHARED 01 1000 D ESPS INC COM 26912910 4 3211 SH SHARED 01 3211 D ESS TECHNOLOGY INC COM 26915110 0 24 SH SHARED 01 24 D ESS TECHNOLOGY INC COM 26915110 206 40219 SH SHARED 01 40219 D ESS TECHNOLOGY INC COM 26915110 153 30000 SH SHARED 02 29000 1000 D ESS TECHNOLOGY INC COM 26915110 154 30133 SH SHARED 04 30133 D E SPIRE COMMUNICATIONS INC COM 26915310 0 1349 SH SHARED 04 1349 D E SPIRE COMMUNICATIONS INC COM 26915310 65 131236 SH SHARED 01 131236 D E SPIRE COMMUNICATIONS INC COM 26915310 10 21452 SH SHARED 04 21452 D E-STAMP CORP COM 26915410 5 29362 SH SHARED 04 29362 D E-STAMP CORP COM 26915410 0 2000 SH SHR/OTHR 01 2000 D E-SYNC NETWORKS INC COM 26915610 1 1413 SH SHARED 01 1413 D E TRADE GROUP INC bond-defa 269246AA 11062 1500000 PRN SHARED 01 1500000 D E TRADE GROUP INC SUB NT CV 6%07 269246AB 106000 2000000 PRN SHARED 01 2000000 D E TRADE GROUP INC COM 26924610 12 175000 SH SHARED 01 175000 D E TRADE GROUP INC COM 26924610 22 311683 SH SHARED 01 311483 200 D E TRADE GROUP INC COM 26924610 5702 773216 SH SHARED 04 773216 D E TRADE GROUP INC COM 26924610 482 65400 SH SHARED 05 65400 D EXCO RESOURCES INC ST 26927920 61 3924 SH SHARED 05 3924 D EAGLE BANCSHARES INC COM 26942C10 10 1000 SH SHARED 02 1000 D EAGLE SUPPLY GROUP INC WT EXP 050103 26989411 1 6255 SH SHARED 02 6255 D EARTHGRAINS CO COM 27031910 1517 82048 SH SHARED 01 81672 376 D EARTHGRAINS CO COM 27031910 7 384 SH SHR/OTHR 01 384 D EARTHGRAINS CO COM 27031910 16 900 SH SHARED 02 900 D EARTHGRAINS CO COM 27031910 304 16441 SH SHARED 04 16441 D EARTHSHELL CORP COM 27032B10 0 721 SH SHARED 04 721 D EARTHSHELL CORP COM 27032B10 32 25500 SH SHARED 01 25500 D EARTHSHELL CORP COM 27032B10 15 11733 SH SHARED 04 11733 D EARTHWEB INC COM 27032C10 6 915 SH SHARED 04 915 D EARTHWEB INC COM 27032C10 95 13009 SH SHARED 01 13009 D EARTHLINK INC COM 27032110 89 17826 SH SHARED 01 17826 D EARTHLINK INC COM 27032110 550 109395 SH SHARED 01 109395 D EARTHLINK INC COM 27032110 6 1356 SH SHARED 02 1000 356 D EARTHLINK INC COM 27032110 91 18238 SH SHARED 04 18238 D EAST WEST BANCORP INC COM 27579R10 1 54 SH SHARED 04 54 D EAST WEST BANCORP INC COM 27579R10 1155 46335 SH SHARED 01 46335 D EAST WEST BANCORP INC COM 27579R10 222 8936 SH SHARED 04 8936 D EASTGROUP PPTY INC COM 27727610 454 20300 SH SHARED 01 20300 D EASTGROUP PPTY INC COM 27727610 139 6243 SH SHARED 04 6243 D EASTMAN CHEM CO COM 27743210 550 11300 SH SHARED 11300 D EASTMAN CHEM CO COM 27743210 25966 532648 SH SHARED 01 531848 800 D EASTMAN CHEM CO COM 27743210 17 356 SH SHR/OTHR 01 356 D EASTMAN CHEM CO COM 27743210 3192 65478 SH SHARED 04 65478 D EASTMAN KODAK CO COM 27746110 7977 202600 SH SHARED 202600 D EASTMAN KODAK CO COM 27746110 91149 2314906 SH SHARED 01 2313724 1182 D EASTMAN KODAK CO COM 27746110 689 17520 SH SHR/OTHR 01 14176 3344 D EASTMAN KODAK CO COM 27746110 504 12807 SH SHARED 02 975 11832 D EASTMAN KODAK CO COM 27746110 17929 455352 SH SHARED 04 455352 D EASTMAN KODAK CO COM 27746110 826 21000 SH SHARED 05 21000 D EATERIES INC COM 27785110 6 2462 SH SHARED 05 2462 D EATON CORP COM 27805810 39210 521506 SH SHARED 01 520956 550 D EATON CORP COM 27805810 10 144 SH SHR/OTHR 01 144 D EATON CORP COM 27805810 4660 61979 SH SHARED 04 61979 D EATON VANCE FL MUNI INCOME TR SH BEN 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55456 SH SHARED 01 55456 D ECLIPSYS CORP COM 27885610 28 1155 SH SHARED 02 1155 D ECLIPSYS CORP COM 27885610 5602 228687 SH SHARED 03 228687 D ECLIPSYS CORP COM 27885610 353 14421 SH SHARED 04 14421 D ECO SOIL SYS INC COM 27885810 3 3845 SH SHARED 04 3845 D ECOLAB INC COM 27886510 36760 851188 SH SHARED 01 849188 2000 D ECOLAB INC COM 27886510 302 7000 SH SHR/OTHR 01 7000 D ECOLAB INC COM 27886510 172 4000 SH SHARED 02 4000 D ECOLAB INC COM 27886510 4793 110989 SH SHARED 04 110989 D ECOLAB INC COM 27886510 254 5900 SH SHARED 05 5900 D ECOLLEGE COM COM 27887E10 5 1460 SH SHARED 05 1460 D ECOMETRY CORP COM 27900H10 2 1600 SH SHARED 05 1600 D ECOMETRY CORP COM 27900H10 1066 609250 SH SHARED 02 607800 1450 D ECSOFT GROUP PLC SPONSORED ADR 27924010 0 11 SH SHARED 02 11 D EDEN BIOSCIENCE CORP COM 27944510 589 19700 SH SHARED 01 19700 D EDGAR ONLINE INC COM 27976510 0 211 SH SHARED 01 211 D EDISON INTL COM 28102010 870 55700 SH SHARED 55700 D EDISON INTL COM 28102010 38113 2439259 SH SHARED 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28176E10 8 502 SH SHARED 02 300 202 D EDWARDS LIFESCIENCES CORP COM 28176E10 1080 60900 SH SHARED 04 60900 D EDWARDS LIFESCIENCES CORP COM 28176E10 136 7700 SH SHARED 05 7700 D EDWARDS AG INC COM 28176010 106 2250 SH SHARED 2250 D EDWARDS AG INC COM 28176010 5968 125825 SH SHARED 01 125825 D EDWARDS AG INC COM 28176010 9 200 SH SHR/OTHR 01 200 D EDWARDS AG INC COM 28176010 116 2450 SH SHARED 02 2450 D EDWARDS AG INC COM 28176010 3410 71900 SH SHARED 04 71900 D EDWARDS AG INC COM 28176010 962 20300 SH SHARED 05 20300 D EFFICIENT NETWORKS INC COM 28205610 3 229 SH SHARED 05 229 D EFFICIENT NETWORKS INC COM 28205610 3 25200 SH SHARED 01 25200 D EFFICIENT NETWORKS INC COM 28205610 44 3125 SH SHARED 02 500 2625 D EFFICIENT NETWORKS INC COM 28205610 235 16500 SH SHARED 04 16500 D EFUNDS CORP COM 28224R10 19 2095 SH SHARED 2095 D EFUNDS CORP COM 28224R10 1626 177007 SH SHARED 04 177007 D EGAIN COMMUNICATIONS COM 28225C10 79 25761 SH SHARED 04 25761 D EGAIN COMMUNICATIONS COM 28225C10 133 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D EMCOR GROUP INC COM 29084Q10 88 3478 SH SHARED 04 3478 D EMCORE CORP COM 29084610 2 48 SH SHARED 04 48 D EMCORE CORP COM 29084610 1955 41600 SH SHARED 01 41600 D EMCORE CORP COM 29084610 446 9509 SH SHARED 04 9509 D EMERGE INTERACTIVE INC CL A 29088W10 2 705 SH SHARED 04 705 D EMERGE INTERACTIVE INC CL A 29088W10 23 6400 SH SHARED 01 6400 D EMERGE INTERACTIVE INC CL A 29088W10 0 50 SH SHR/OTHR 01 50 D EMERGE INTERACTIVE INC CL A 29088W10 0 50 SH SHARED 02 50 D EMERGE INTERACTIVE INC CL A 29088W10 9 2682 SH SHARED 04 2682 D EMERGING VISION INC COM 29089W10 0 2197 SH SHARED 04 2197 D EMERGING MKTS TELECOMNC FD NEW COM 29089010 2 267 SH SHARED 02 267 D EMERGING MKTS TELECOMNC FD NEW COM 29089010 2548 313685 SH SHARED 04 313685 D EMERGING MKTS INCOME FD COM 29091810 37 3100 SH SHARED 04 3100 D EMERGENT INFORMATION TECH INC COM 29093110 0 277 SH SHARED 04 277 D EMERSON ELEC CO COM 29101110 58612 743700 SH SHARED 743700 D EMERSON ELEC CO COM 29101110 319459 4053439 SH SHARED 01 4023017 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CONTRLAD SPONSORED ADR 292448AC 42 40000 PRN SHARED 02 40000 D EN POINTE TECHNOLOGIES INC COM 29247F10 0 151 SH SHARED 02 151 D EMULEX CORP 620 29247520 183 2300 SH SHARED 02 2300 D EMULEX CORP 620 29247520 6135 76750 SH SHARED 01 76475 275 D EMULEX CORP ST 29247520 885 11080 SH SHARED 02 10980 100 D EMULEX CORP ST 29247520 549 6875 SH SHARED 04 6875 D EMUSIC COM INC COM 29247610 7 25147 SH SHARED 04 25147 D ENCAD INC COM 29250310 0 49 SH SHARED 04 49 D ENCHIRA BIOTECHNOLOGY CORP COM 29251Q10 3 642 SH SHARED 02 571 71 D ENCOMPASS SVCS CORP COM 29255U10 507 100280 SH SHARED 01 93257 7023 D ENCOMPASS SVCS CORP COM 29255U10 124 24595 SH SHARED 04 24595 D ENCORE WIRE CORP COM 29256210 0 60 SH SHARED 04 60 D ENDESA S A SPONSORED ADR 29258N10 58 3500 SH SHARED 01 3500 D ENDWAVE CORP COM 29264A10 39 12742 SH SHARED 01 12742 D ENDWAVE CORP COM 29264A10 594 190350 SH SHARED 02 189900 450 D ENDO PHARMACEUTICALS HLDGS INC WT EXP 123102 29264F11 3 14400 SH SHARED 01 14400 D ENDOCARE INC COM 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HLDGS INC COM 29266R10 76 3568 SH SHR/OTHR 01 1726 1842 D ENERGIZER HLDGS INC COM 29266R10 55 2597 SH SHARED 02 2531 66 D ENERGIZER HLDGS INC COM 29266R10 1581 74000 SH SHARED 04 74000 D ENERGIZER HLDGS INC COM 29266R10 284 13300 SH SHARED 05 13300 D ENERGY SEARCH INC TENN COM 29271T10 8 1123 SH SHARED 05 1123 D ENERGY SEARCH INC TENN WT A EX 013002 29271T11 0 294 SH SHARED 05 294 D ENERSIS S A SPONSORED ADR 29274F10 48 2728 SH SHARED 01 2728 D ENGAGE INC COM 29282710 0 43 SH SHARED 01 43 D ENGAGE INC COM 29282710 31 42200 SH SHARED 01 42200 D ENGAGE INC COM 29282710 2 3300 SH SHARED 04 3300 D ENGELHARD CORP COM 29284510 17732 870290 SH SHARED 01 870290 D ENGELHARD CORP COM 29284510 2388 117240 SH SHARED 04 117240 D ENGELHARD CORP COM 29284510 75 3700 SH SHARED 05 3700 D ENGINEERED SUPPORT SYS INC COM 29286610 1 48 SH SHARED 05 48 D ENDOCARDIAL SOLUTIONS INC COM 29296210 0 150 SH SHARED 05 150 D ENESCO GROUP INC COM 29297310 9 2000 SH SHARED 02 2000 D ENHANCE FINL SVCS GROUP INC COM 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ENTRUST TECHNOLOGIES INC COM 29384810 591 45500 SH SHARED 02 45500 D ENTRUST TECHNOLOGIES INC COM 29384810 440 33900 SH SHARED 04 33900 D ENZON INC COM 29390410 27 442 SH SHARED 04 442 D ENZON INC COM 29390410 4465 71946 SH SHARED 01 71946 D ENZON INC COM 29390410 23 375 SH SHR/OTHR 01 375 D ENZON INC COM 29390410 1005 16203 SH SHARED 04 16203 D ENVIRONMENTAL TECHNOLOGIES CP COM 29396110 0 1170 SH SHARED 04 1170 D ENVOY COMMUNICATIONS GROUP INC COM 29398610 26 10771 SH SHARED 04 10771 D EPCOS AG ARD 29410P10 25 300 SH SHARED 05 300 D ENZO BIOCHEM INC COM 29410010 744 29936 SH SHARED 01 29936 D ENZO BIOCHEM INC COM 29410010 16 650 SH SHR/OTHR 01 650 D ENZO BIOCHEM INC COM 29410010 1254 50428 SH SHARED 04 50428 D EOTT ENERGY PARTNERS L P UNIT LTD PRTNR 29410310 32 2000 SH SHARED 02 2000 D EPIMMUNE INC COM 29425Y10 3 1487 SH SHARED 02 1487 D EPIMMUNE INC COM 29425Y10 18 6911 SH SHARED 02 6911 D EPICOR SOFTWARE CORP COM 29426L10 0 1007 SH SHARED 02 1007 D EPICEDGE INC COM 29426X10 2 7924 SH SHARED 01 7924 D EPICEDGE INC COM 29426X10 0 12 SH SHARED 02 12 D EPICEDGE INC COM 29426X10 1 3906 SH SHARED 04 3906 D EPLUS INC COM 29426810 64 5642 SH SHARED 01 5642 D EPLUS INC COM 29426810 23 2108 SH SHARED 04 2108 D EPOCH PHARMACEUTICALS INC COM 29427310 0 9 SH SHARED 04 9 D EPOCH PHARMACEUTICALS INC COM 29427310 49 7500 SH SHARED 02 7500 D EPRESENCE INC COM 29434810 17 4087 SH SHARED 02 4087 D EPRESENCE INC COM 29434810 222 51164 SH SHARED 01 51164 D EPRESENCE INC COM 29434810 39 9171 SH SHARED 04 9171 D EPRISE CORP COM 29435210 49 27226 SH SHARED 04 27226 D EPRISE CORP COM 29435210 4 2600 SH SHARED 01 2600 D EPRISE CORP COM 29435210 243 134468 SH SHARED 02 106428 28040 D EPRISE CORP COM 29435210 3 1732 SH SHARED 04 1732 D EQUANT N V NY REG SHS 29440910 23 900 SH SHARED 01 900 D EQUANT N V NY REG SHS 29440910 1 50 SH SHARED 02 50 D EQUANT N V NY REG SHS 29440910 351 13500 SH SHARED 04 13500 D EQUIFAX INC COM 29442910 39130 1364050 SH SHARED 01 1344850 3500 15700 D EQUIFAX INC COM 29442910 2146 74822 SH SHR/OTHR 01 59322 15500 D EQUIFAX INC COM 29442910 252 8800 SH SHARED 02 3600 5200 D EQUIFAX INC COM 29442910 3649 127225 SH SHARED 04 127225 D EQUIFAX INC COM 29442910 94 3300 SH SHARED 05 3300 D EQUINOX SYS INC COM 29443610 729 75341 SH SHARED 05 75341 D EQUINIX INC COM 29444U10 3 839 SH SHARED 05 839 D EQUINIX INC COM 29444U10 0 200 SH SHARED 02 200 D EQUITABLE RES INC COM 29454910 153 2300 SH SHARED 2300 D EQUITABLE RES INC COM 29454910 13771 206312 SH SHARED 01 206062 250 D EQUITABLE RES INC COM 29454910 801 12012 SH SHR/OTHR 01 4275 7737 D EQUITABLE RES INC COM 29454910 10 150 SH SHARED 02 150 D EQUITABLE RES INC COM 29454910 193 2900 SH SHARED 04 2900 D EQUITEX INC COM PAR $0.02 29459230 10 2102 SH SHARED 04 2102 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 221 1600 SH SHARED 01 1300 300 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 138 1000 SH SHR/OTHR 01 1000 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 41 300 SH SHARED 02 300 D EQUITY INNS INC COM 29470310 316 51200 SH SHARED 01 51200 D EQUITY INNS INC COM 29470310 88 14309 SH SHARED 04 14309 D EQUITY OFFICE PROPERTIES TRUST COM 29474110 13545 415183 SH SHARED 01 415183 D EQUITY OFFICE PROPERTIES TRUST COM 29474110 11 350 SH SHR/OTHR 01 350 D EQUITY OFFICE PROPERTIES TRUST COM 29474110 438 13450 SH SHARED 02 9300 4150 D EQUITY OFFICE PROPERTIES TRUST COM 29474110 887 27200 SH SHARED 04 27200 D EQUITY ONE COM 29475210 49 5000 SH SHARED 04 5000 D EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L10 10404 188098 SH SHARED 01 187258 840 D EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L10 58 1050 SH SHR/OTHR 01 750 300 D EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L10 1400 25321 SH SHARED 02 11448 13873 D EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L10 674 12200 SH SHARED 04 12200 D EQUITY RESIDENTIAL PPTYS TR PFD CV 1/10 G 29476L85 32 1300 SH SHARED 02 1300 D EQUUS II INC COM 29476610 40 4600 SH SHARED 04 4600 D ERGO SCIENCE CORP COM 29481E10 3 5086 SH SHARED 04 5086 D ERICSSON L M TEL CO ADR CL B SEK10 29482140 12 1075 SH SHARED 04 1075 D ERICSSON L M TEL CO ADR CL B SEK10 29482140 3771 337156 SH SHARED 01 207256 129900 D ERICSSON L M TEL CO ADR CL B SEK10 29482140 232 20800 SH SHR/OTHR 01 20800 D ERICSSON L M TEL CO ADR CL B SEK10 29482140 2563 229157 SH SHARED 02 68257 160900 D ERICSSON L M TEL CO ADR CL B SEK10 29482140 2653 237150 SH SHARED 04 237150 D ERICSSON L M TEL CO ADR CL B SEK10 29482140 3881 347000 SH SHARED 05 347000 D ERIE INDTY CO CL A 29530P10 6 206 SH SHARED 05 206 D ERIE INDTY CO CL A 29530P10 1247 41845 SH SHARED 01 41845 D ERIE INDTY CO CL A 29530P10 174 5839 SH SHARED 04 5839 D EROOMSYSTEM TECHNOLOGIES INC COM 29601610 2 998 SH SHARED 04 998 D ESAFETYWORLD INC COM 29605M10 0 14 SH SHARED 04 14 D ESCO TECHNOLOGIES INC COM 29631510 250 12102 SH SHARED 01 12102 D ESCO TECHNOLOGIES INC COM 29631510 92 4467 SH SHARED 04 4467 D ESHARE COMMUNICATIONS INC GA COM 29642810 15 12000 SH SHARED 04 12000 D ESPEED INC CL A 29664310 1 105 SH SHARED 04 105 D ESPEED INC CL A 29664310 370 23600 SH SHARED 01 23600 D ESPEED INC CL A 29664310 162 10376 SH SHARED 04 10376 D ESPIRITO SANTO FINL GROUP SA SPONSORED ADR 29665F20 67 3800 SH SHARED 3800 D ESPIRITO SANTO FINL GROUP SA SPONSORED ADR 29665F20 17 1000 SH SHARED 01 1000 D ESPIRITO SANTO FINL GROUP SA SPONSORED ADR 29665F20 17 1000 SH SHR/OTHR 01 1000 D ESPIRITO SANTO FINL GROUP SA SPONSORED ADR 29665F20 53 3000 SH SHARED 02 3000 D ESOFT INC COM 29690410 7 8072 SH SHARED 02 8072 D ESOFT INC COM 29690410 0 600 SH SHARED 01 600 D ESSEX PPTY TR INC COM 29717810 1325 24212 SH SHARED 01 24212 D ESSEX PPTY TR INC COM 29717810 391 7154 SH SHARED 04 7154 D ESTERLINE TECHNOLOGIES CORP COM 29742510 645 24600 SH SHARED 01 24600 D ESTERLINE TECHNOLOGIES CORP COM 29742510 176 6715 SH SHARED 04 6715 D ETHAN ALLEN INTERIORS INC COM 29760210 2337 69782 SH SHARED 01 69782 D ETHAN ALLEN INTERIORS INC COM 29760210 556 16616 SH SHARED 04 16616 D ETHYL CORP COM 29765910 165 115514 SH SHARED 01 115514 D ETHYL CORP COM 29765910 1 1000 SH SHARED 02 1000 D ETHYL CORP COM 29765910 34 24260 SH SHARED 04 24260 D ETOYS INC COM 29786210 0 4814 SH SHARED 04 4814 D ETOYS INC COM 29786210 28 152000 SH SHARED 01 150149 1851 D ETOYS INC COM 29786210 8 47925 SH SHARED 04 47925 D EUFAULA BANCCORP INC COM 29816N10 64 8600 SH SHARED 01 8600 D EURONET SVCS INC COM 29873610 0 152 SH SHARED 01 152 D EURO909 COM A S SPONSORED ADR 29873710 1 1000 SH SHARED 01 1000 D EUROPE FD INC COM 29874M10 1194 79600 SH SHARED 04 79600 D EUROWEB INTL CORP COM 29880110 1 2030 SH SHARED 04 2030 D EUROWEB INTL CORP WT A EX 040102 29880111 1 6302 SH SHARED 04 6302 D EUROWEB INTL CORP WT B EX 040102 29880112 0 1865 SH SHARED 04 1865 D EVANS & SUTHERLAND COMPUTER CP COM 29909610 2 274 SH SHARED 04 274 D EVERCEL INC COM 29975910 4 470 SH SHARED 04 470 D EVERGREEN RES INC COM NO PAR 29990030 3307 85636 SH SHARED 01 85636 D EVERGREEN RES INC COM NO PAR 29990030 77 2000 SH SHARED 02 2000 D EVERGREEN RES INC COM NO PAR 29990030 232 6027 SH SHARED 04 6027 D FOUNDRY NETWORKS INC COM 3D699W9A 0 20 SH SHARED 02 20 D EVERLAST WORLDWIDE INC COM 30035510 0 400 SH SHARED 02 400 D EVERTRUST FINL GROUP INC COM 30041210 3 242 SH SHARED 02 242 D EVERTRUST FINL GROUP INC COM 30041210 692 54300 SH SHARED 04 54300 D EVOLVE SOFTWARE INC COM 30049P10 0 24 SH SHARED 04 24 D EVOLVE SOFTWARE INC COM 30049P10 38 7800 SH SHARED 02 7200 600 D EVOLVE SOFTWARE INC COM 30049P10 0 48 SH SHARED 04 48 D EVOLVING SYS INC COM 30049R10 27 12944 SH SHARED 04 12944 D EVOLVING SYS INC COM 30049R10 12 6000 SH SHARED 02 6000 D EXAR CORP COM 30064510 140 4550 SH SHARED 02 4550 D EXAR CORP COM 30064510 4575 147682 SH SHARED 01 147132 550 D EXAR CORP COM 30064510 14 475 SH SHR/OTHR 01 475 D EXAR CORP COM 30064510 483 15606 SH SHARED 04 15606 D EXCALIBUR TECHNOLOGIES CORP ST 30065120 84 4762 SH SHARED 04 4762 D EXCEL LEGACY CORP SUB DB CONV 9%04 300665AA 670 8000 PRN SHARED 01 8000 D EXCEL TECHNOLOGY INC COM 30067T10 503 25250 SH SHARED 01 25250 D EXCEL TECHNOLOGY INC COM 30067T10 69 3475 SH SHARED 04 3475 D EXCELON CORP COM 30069110 12 8583 SH SHARED 04 8583 D EXCELON CORP COM 30069110 96 64300 SH SHARED 01 64300 D EXCELON CORP COM 30069110 15 10057 SH SHARED 04 10057 D EXCHANGE APPLICATIONS COM 30086710 0 15 SH SHARED 04 15 D EXCHANGE APPLICATIONS COM 30086710 74 61122 SH SHARED 01 61122 D EXCHANGE APPLICATIONS COM 30086710 316 259742 SH SHARED 02 253842 5900 D EXCHANGE APPLICATIONS COM 30086710 15 12524 SH SHARED 04 12524 D EXELON CORP COM 30161N10 100933 1437600 SH SHARED 1437600 D EXELON CORP COM 30161N10 177967 2534790 SH SHARED 01 2531565 3225 D EXELON CORP COM 30161N10 285 4061 SH SHR/OTHR 01 2987 1074 D EXELON CORP COM 30161N10 156 2232 SH SHARED 02 432 1800 D EXELON CORP COM 30161N10 17613 250870 SH SHARED 04 250870 D EXELON CORP COM 30161N10 612 8725 SH SHARED 05 8725 D EXELON CORP COM 30161N10 48788 694900 SH SHARED 06 694900 D EXELIXIS INC COM 30161Q10 3 220 SH SHARED 06 220 D EXELIXIS INC COM 30161Q10 157 10800 SH SHARED 01 9800 1000 D EXELIXIS INC COM 30161Q10 52 3587 SH SHARED 04 3587 D EXTENDED SYSTEMS INC COM 30197310 18 1615 SH SHARED 04 1615 D EXTENDED SYSTEMS INC COM 30197310 171 14700 SH SHARED 01 14700 D EXTENDED SYSTEMS INC COM 30197310 74 6410 SH SHARED 04 6410 D EXIDE CORP COM 30205110 258 33905 SH SHARED 01 33905 D EXIDE CORP COM 30205110 57 7490 SH SHARED 04 7490 D EXIGENT INTERNATIONAL INC COM 30205610 19 12273 SH SHARED 04 12273 D EXODUS COMMUNICATIONS INC bond-defa 302088AJ 120000 6000000 PRN SHARED 01 6000000 D EXODUS COMMUNICATIONS INC COM 30208810 0 1891 SH SHARED 01 1891 D EXODUS COMMUNICATIONS INC COM 30208810 114 573266 SH SHARED 01 572466 800 D EXODUS COMMUNICATIONS INC COM 30208810 0 4800 SH SHR/OTHR 01 4800 D EXODUS COMMUNICATIONS INC COM 30208810 2559 127965 SH SHARED 02 80085 47880 D EXODUS COMMUNICATIONS INC COM 30208810 4597 229855 SH SHARED 04 229855 D EXODUS COMMUNICATIONS INC COM 30208810 140 7000 SH SHARED 05 7000 D EXPEDIA INC COM 30212510 6 671 SH SHARED 05 671 D EXPEDIA INC COM 30212510 39 4150 SH SHARED 01 4150 D EXPEDIA INC COM 30212510 657 68750 SH SHARED 02 68750 D EXPEDIA INC COM 30212510 24 2569 SH SHARED 04 2569 D EXPEDITORS INTL WASH INC COM 30213010 4 75 SH SHARED 04 75 D EXPEDITORS INTL WASH INC COM 30213010 3680 68550 SH SHARED 01 68550 D EXPEDITORS INTL WASH INC COM 30213010 2019 37625 SH SHARED 04 37625 D EXPEDITORS INTL WASH INC COM 30213010 370 6900 SH SHARED 05 6900 D EXPERTELLIGENCE INC ST 30213220 12 3619 SH SHARED 05 3619 D EXPLORATION CO ST 30213320 281 95860 SH SHARED 05 95860 D EXPRESS SCRIPTS INC CL A 30218210 71 700 SH SHARED 700 D EXPRESS SCRIPTS INC CL A 30218210 4386 42900 SH SHARED 01 41400 1500 D EXPRESS SCRIPTS INC CL A 30218210 132 1300 SH SHARED 02 1300 D EXPRESS SCRIPTS INC CL A 30218210 2752 26918 SH SHARED 04 26918 D EXPRESS SCRIPTS INC CL A 30218210 511 5000 SH SHARED 05 5000 D EXTENDED STAY AMER INC COM 30224P10 1733 134897 SH SHARED 01 123523 11374 D EXTENDED STAY AMER INC COM 30224P10 354 27609 SH SHARED 04 27609 D EXTENSITY INC COM 30225510 2 398 SH SHARED 04 398 D EXTENSITY INC COM 30225510 40 6800 SH SHARED 01 6800 D EXTENSITY INC COM 30225510 1159 192780 SH SHARED 02 192280 500 D EXTENSITY INC COM 30225510 10 1725 SH SHARED 04 1725 D EXTREME NETWORKS INC COM 30226D10 2 55 SH SHARED 04 55 D EXTREME NETWORKS INC COM 30226D10 1913 48900 SH SHARED 01 48900 D EXTREME NETWORKS INC COM 30226D10 456 11662 SH SHARED 02 11662 D EXTREME NETWORKS INC COM 30226D10 172 4400 SH SHARED 04 4400 D EXTREME NETWORKS INC COM 30226D10 74 1900 SH SHARED 05 1900 D EXULT INC DEL COM 30228410 0 49 SH SHARED 05 49 D EZCORP INC CL A NON VTG 30230110 0 57 SH SHARED 05 57 D EXXON MOBIL CORP COM 30231G10 1085 12487 SH SHARED 05 12487 D EXXON MOBIL CORP COM 30231G10 17 200 SH SHR/OTHR 05 200 D EXXON MOBIL CORP COM 30231G10 124198 1428600 SH SHARED 1428600 D EXXON MOBIL CORP COM 30231G10 2705384 31118907 SH SHARED 01 30274118 63845 780944 D EXXON MOBIL CORP COM 30231G10 140734 1618814 SH SHR/OTHR 01 1015380 603434 D EXXON MOBIL CORP COM 30231G10 12063 138761 SH SHARED 02 42694 96067 D EXXON MOBIL CORP COM 30231G10 269571 3100773 SH SHARED 04 3100773 D EXXON MOBIL CORP COM 30231G10 15674 180300 SH SHARED 05 180300 D EXXON MOBIL CORP COM 30231G10 113104 1300990 SH SHARED 06 1300990 D EZENIA INC COM 30231110 1 1000 SH SHARED 06 1000 D EZENIA INC COM 30231110 7 6900 SH SHARED 02 6900 D F&M BANCORP MD COM 30236710 175 8519 SH SHARED 02 8519 D F&M BANCORP MD COM 30236710 227 11013 SH SHARED 01 11013 D F&M BANCORP MD COM 30236710 37 1807 SH SHARED 02 1807 D F&M BANCORP MD COM 30236710 87 4252 SH SHARED 04 4252 D F & M NATL CORP COM 30237410 785 30062 SH SHARED 01 30062 D F & M NATL CORP COM 30237410 251 9616 SH SHARED 04 9616 D FBL FINL GROUP INC CL A 30239F10 255 14713 SH SHARED 01 14713 D FBL FINL GROUP INC CL A 30239F10 20 1200 SH SHARED 02 1200 D FBL FINL GROUP INC CL A 30239F10 71 4125 SH SHARED 04 4125 D FEI CO COM 30241L10 0 1 SH SHARED 04 1 D FEI CO COM 30241L10 432 18990 SH SHARED 01 18990 D FEI CO COM 30241L10 11 500 SH SHARED 02 500 D FEI CO COM 30241L10 124 5474 SH SHARED 04 5474 D F M C CORP ST 30249130 903 12600 SH SHARED 12600 D F M C CORP 620 30249130 15604 217681 SH SHARED 01 217281 400 D F M C CORP ST 30249130 4119 57470 SH SHARED 04 57470 D F M C CORP ST 30249130 229 3200 SH SHARED 05 3200 D F N B CORP N C COM 30251910 9 750 SH SHARED 02 750 D FNB CORP PA COM 30252010 631 30066 SH SHARED 01 30066 D FNB CORP PA COM 30252010 182 8705 SH SHARED 04 8705 D FNB FINANCIAL SERVICES CORP COM 30252610 8 800 SH SHARED 02 800 D FPIC INS GROUP INC COM 30256310 35 3900 SH SHARED 02 3900 D FPL GROUP INC COM 30257110 32416 451800 SH SHARED 451800 D FPL GROUP INC COM 30257110 103402 1441150 SH SHARED 01 1430706 800 9644 D FPL GROUP INC COM 30257110 880 12272 SH SHR/OTHR 01 10289 1983 D FPL GROUP INC COM 30257110 182 2550 SH SHARED 02 200 2350 D FPL GROUP INC COM 30257110 10184 141949 SH SHARED 04 141949 D FPL GROUP INC COM 30257110 581 8100 SH SHARED 05 8100 D FSI INTL INC COM 30263310 0 52 SH SHARED 05 52 D FSI INTL INC COM 30263310 668 79841 SH SHARED 01 79841 D FSI INTL INC COM 30263310 81 9733 SH SHARED 04 9733 D FVC COM INC COM 30266P10 34 34285 SH SHARED 04 34285 D FVC COM INC COM 30266P10 0 300 SH SHARED 02 300 D F Y I INC COM 30271210 939 25483 SH SHARED 01 25483 D F Y I INC COM 30271210 189 5141 SH SHARED 04 5141 D FCNB CORP COM 30292010 1 50 SH SHARED 04 50 D FACTORY 2-U INC COM 30307210 5 155 SH SHARED 04 155 D FACTORY 2-U INC COM 30307210 731 22083 SH SHARED 01 22083 D FACTORY 2-U INC COM 30307210 159 4817 SH SHARED 04 4817 D FACTSET RESH SYS INC COM 30307510 930 25100 SH SHARED 01 25100 D FACTSET RESH SYS INC COM 30307510 290 7833 SH SHARED 04 7833 D FACTUAL DATA CORP COM 30309410 6 1174 SH SHARED 04 1174 D FACTUAL DATA CORP WT EXP 051301 30309411 7 20897 SH SHARED 04 20897 D FAIR ISAAC & CO INC COM 30325010 96 1900 SH SHARED 1900 D FAIR ISAAC & CO INC COM 30325010 724 14200 SH SHARED 01 14200 D FAIR ISAAC & CO INC COM 30325010 26 525 SH SHR/OTHR 01 525 D FAIR ISAAC & CO INC COM 30325010 15 300 SH SHARED 02 300 D FAIR ISAAC & CO INC COM 30325010 233 4570 SH SHARED 04 4570 D FAIRCHILD SEMICONDUCTOR INTL CL A 30372610 36 2500 SH SHARED 2500 D FAIRCHILD SEMICONDUCTOR INTL CL A 30372610 781 54100 SH SHARED 01 54100 D FAIRCHILD SEMICONDUCTOR INTL CL A 30372610 1540 106675 SH SHARED 02 99500 7175 D FAIRCHILD SEMICONDUCTOR INTL CL A 30372610 1339 92800 SH SHARED 04 92800 D FAIRCHILD SEMICONDUCTOR INTL CL A 30372610 3423 237100 SH SHARED 05 237100 D FAIRFIELD CMNTYS INC COM PAR $0.01 30423130 66 4700 SH SHARED 4700 D FAIRFIELD CMNTYS INC COM PAR $0.01 30423130 18906 1344487 SH SHARED 01 1344487 D FAIRFIELD CMNTYS INC COM PAR $0.01 30423130 231 16441 SH SHARED 04 16441 D FAIRMARKET INC COM 30515810 7 5052 SH SHARED 04 5052 D FAIRMARKET INC COM 30515810 133 89100 SH SHARED 02 89100 D FAMILY DLR STORES INC COM 30700010 14847 692624 SH SHARED 01 692624 D FAMILY DLR STORES INC COM 30700010 770 35950 SH SHARED 02 11950 24000 D FAMILY DLR STORES INC COM 30700010 2713 126600 SH SHARED 04 126600 D FARMER BROS CO COM 30767510 269 1300 SH SHARED 01 1300 D FARMER BROS CO COM 30767510 69 336 SH SHARED 04 336 D FARMERS CAP BK CORP COM 30956210 19 695 SH SHARED 04 695 D FARMERS CAP BK CORP COM 30956210 201 7300 SH SHARED 01 7300 D FARMERS CAP BK CORP COM 30956210 67 2454 SH SHARED 04 2454 D FASHIONMALL COM COM 31186K10 0 164 SH SHARED 04 164 D FASTNET CORP COM 31187710 0 811 SH SHARED 04 811 D FASTENAL CO COM 31190010 0 11 SH SHARED 04 11 D FASTENAL CO COM 31190010 3132 57092 SH SHARED 01 57092 D FASTENAL CO COM 31190010 1585 28900 SH SHARED 04 28900 D FASTENAL CO COM 31190010 274 5000 SH SHARED 05 5000 D FEDDERS CORP COM 31313510 317 68700 SH SHARED 01 68700 D FEDDERS CORP COM 31313510 48 10493 SH SHARED 04 10493 D FEDDERS CORP CL A 31313530 3 938 SH SHARED 01 701 237 D FEDERAL AGRIC MTG CORP CL C 31314830 28 1200 SH SHARED 01 1200 D FEDERAL HOME LN MTG CORP COM 31340030 38 555 SH SHARED 01 555 D FEDERAL HOME LN MTG CORP COM 31340030 337417 4898989 SH SHARED 01 4869989 29000 D FEDERAL HOME LN MTG CORP COM 31340030 2279 33100 SH SHR/OTHR 01 30700 2400 D FEDERAL HOME LN MTG CORP COM 31340030 1043 15147 SH SHARED 02 9140 6007 D FEDERAL HOME LN MTG CORP COM 31340030 49736 722121 SH SHARED 04 722121 D FEDERAL HOME LN MTG CORP COM 31340030 3361 48800 SH SHARED 05 48800 D FEDERAL HOME LN MTG CORP COM 31340030 1631 23690 SH SHARED 06 23690 D FEDERAL MOGUL CORP COM 31354910 306 132650 SH SHARED 01 132650 D FEDERAL MOGUL CORP COM 31354910 46 20000 SH SHARED 02 20000 D FEDERAL MOGUL CORP COM 31354910 109 47396 SH SHARED 04 47396 D FEDERAL NATL MTG ASSN COM 31358610 17 200 SH SHR/OTHR 04 200 D FEDERAL NATL MTG ASSN COM 31358610 133248 1536000 SH SHARED 1536000 D FEDERAL NATL MTG ASSN COM 31358610 669348 7715828 SH SHARED 01 7590312 125516 D FEDERAL NATL MTG ASSN COM 31358610 9878 113873 SH SHR/OTHR 01 57874 55999 D FEDERAL NATL MTG ASSN COM 31358610 3205 36953 SH SHARED 02 7514 29439 D FEDERAL NATL MTG ASSN COM 31358610 90544 1043741 SH SHARED 04 1043741 D FEDERAL NATL MTG ASSN COM 31358610 4727 54500 SH SHARED 05 54500 D FEDERAL NATL MTG ASSN COM 31358610 75888 874800 SH SHARED 06 874800 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 1245 65548 SH SHARED 01 65548 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 231 12190 SH SHARED 02 6600 5590 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 1383 72821 SH SHARED 04 72821 D FEDERAL SCREW WKS COM 31381910 1 48 SH SHARED 04 48 D FEDERAL SIGNAL CORP COM 31385510 1823 92912 SH SHARED 01 92912 D FEDERAL SIGNAL CORP COM 31385510 32 1650 SH SHARED 02 1650 D FEDERAL SIGNAL CORP COM 31385510 921 46961 SH SHARED 04 46961 D FEDERAL SIGNAL CORP COM 31385510 117 6000 SH SHARED 05 6000 D FEDERATED DEPT STORES INC DEL COM 31410H10 50109 1431686 SH SHARED 01 1430086 1600 D FEDERATED DEPT STORES INC DEL COM 31410H10 56 1609 SH SHARED 02 200 1409 D FEDERATED DEPT STORES INC DEL COM 31410H10 6810 194592 SH SHARED 04 194592 D FEDERATED DEPT STORES INC DEL COM 31410H10 140 4000 SH SHARED 05 4000 D FEDERATED DEPT STORES INC DEL COM 31410H10 1148 32800 SH SHARED 06 32800 D FEDERATED DEPT STORES INC DEL WT D EX 121901 31410H12 0 1 SH SHARED 04 1 D FEDERATED INVS INC PA CL B 31421110 43 1500 SH SHARED 1500 D FEDERATED INVS INC PA CL B 31421110 2282 78375 SH SHARED 01 78375 D FEDERATED INVS INC PA CL B 31421110 1033 35500 SH SHARED 04 35500 D FEDEX CORP COM 31428X10 18657 466900 SH SHARED 466900 D FEDEX CORP COM 31428X10 88433 2213046 SH SHARED 01 2209606 3440 D FEDEX CORP COM 31428X10 702 17580 SH SHR/OTHR 01 5380 12200 D FEDEX CORP COM 31428X10 285 7139 SH SHARED 02 4120 3019 D FEDEX CORP COM 31428X10 11359 284278 SH SHARED 04 284278 D FEDEX CORP COM 31428X10 219 5500 SH SHARED 05 5500 D FELCOR LODGING TR INC COM 31430F10 1953 81603 SH SHARED 01 81603 D FELCOR LODGING TR INC COM 31430F10 39 1650 SH SHARED 02 1650 D FELCOR LODGING TR INC COM 31430F10 438 18337 SH SHARED 04 18337 D FELCOR LODGING TR INC PFD CV A $1.95 31430F20 15 800 SH SHARED 02 800 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 43 3300 SH SHARED 02 3300 D FERRO CORP COM 31540510 1792 77945 SH SHARED 01 77945 D FERRO CORP COM 31540510 821 35723 SH SHARED 04 35723 D FERRO CORP COM 31540510 105 4600 SH SHARED 05 4600 D F5 NETWORKS INC COM 31561610 364 38400 SH SHARED 01 38400 D F5 NETWORKS INC COM 31561610 208 21995 SH SHARED 04 21995 D FIBERMARK INC COM 31564610 3 500 SH SHARED 02 500 D FIBERNET TELECOM GRP INC COM 31565310 8 1610 SH SHARED 02 1610 D FIBERNET TELECOM GRP INC COM 31565310 35 6400 SH SHARED 01 6400 D FIBERNET TELECOM GRP INC COM 31565310 20 3697 SH SHARED 04 3697 D FIBERSTARS INC COM 31566210 4 562 SH SHARED 04 562 D FIDELITY BANCORP INC DEL COM 31583B10 0 10 SH SHARED 04 10 D FIDELITY HLDGS INC ST 31617J30 6 14260 SH SHARED 04 14260 D FIDELITY NATL CORP GA COM 31632010 0 46 SH SHARED 04 46 D FIDELITY NATL FINL INC COM 31632610 8066 218375 SH SHARED 01 218375 D FIDELITY NATL FINL INC COM 31632610 782 21197 SH SHARED 04 21197 D 5TH AVE CHANNEL CORP COM 31670010 6 15450 SH SHARED 04 15450 D FIFTH THIRD BANCORP COM 31677310 3 66 SH SHARED 04 66 D FIFTH THIRD BANCORP COM 31677310 184124 3081589 SH SHARED 01 3072257 9332 D FIFTH THIRD BANCORP COM 31677310 22569 377725 SH SHARED 04 377725 D FILENET CORP COM 31686910 13 504 SH SHARED 04 504 D FILENET CORP COM 31686910 22994 843828 SH SHARED 01 843828 D FILENET CORP COM 31686910 81 3000 SH SHR/OTHR 01 3000 D FILENET CORP COM 31686910 365 13419 SH SHARED 04 13419 D FINANCIAL FED CORP COM 31749210 384 16100 SH SHARED 01 16100 D FINANCIAL FED CORP COM 31749210 101 4245 SH SHARED 04 4245 D FINANCIAL PERFORMANCE CP ST 31763030 0 170 SH SHARED 04 170 D FIND SVP INC ST 31771830 0 489 SH SHARED 04 489 D FINDWHAT COM COM 31779410 0 8 SH SHARED 04 8 D FINISAR COM 31787A10 2 70 SH SHARED 04 70 D FINISAR COM 31787A10 2720 93800 SH SHARED 01 90800 3000 D FINISAR COM 31787A10 2497 86118 SH SHARED 02 40500 45618 D FINISAR COM 31787A10 255 8800 SH SHARED 04 8800 D FINET COM INC COM PAR $0.01 31792230 1 26786 SH SHARED 04 26786 D FINISH LINE INC CL A 31792310 40 6900 SH SHARED 6900 D FINOVA GROUP INC COM 31792810 118 118575 SH SHARED 01 118575 D FINOVA GROUP INC COM 31792810 0 300 SH SHARED 02 300 D FINOVA GROUP INC COM 31792810 23 23917 SH SHARED 04 23917 D FIREBRAND FINL GROUP INC COM 31814910 0 1815 SH SHARED 04 1815 D FIREPOND INC COM 31822410 0 27 SH SHARED 04 27 D FIREPOND INC COM 31822410 59 6300 SH SHARED 01 6300 D FIREPOND INC COM 31822410 20 2119 SH SHARED 04 2119 D FIRST AMERN CORP CALIF COM 31852230 193 5900 SH SHARED 5900 D FIRST AMERN CORP CALIF COM 31852230 2562 77960 SH SHARED 01 77960 D FIRST AMERN CORP CALIF COM 31852230 708 21559 SH SHARED 04 21559 D FIRST AUSTRALIA FD INC COM 31865210 29 5000 SH SHR/OTHR 01 5000 D FIRST AUSTRALIA FD INC COM 31865210 1312 225800 SH SHARED 04 225800 D FIRST AUSTRALIA PRIME INCOME COM 31865310 8 2000 SH SHARED 01 2000 D FIRST AUSTRALIA PRIME INCOME COM 31865310 40 10000 SH SHR/OTHR 01 10000 D FIRST AUSTRALIA PRIME INCOME COM 31865310 14 3500 SH SHARED 02 3500 D FIRST AUSTRALIA PRIME INCOME COM 31865310 5203 1288100 SH SHARED 04 1288100 D FIRST BANCORP P R COM 31867210 707 29966 SH SHARED 01 29966 D FIRST BANCORP P R COM 31867210 190 8053 SH SHARED 04 8053 D FIRST BANCORP N C COM 31891010 0 10 SH SHARED 04 10 D FIRST BKS AMER INC COM 31928N10 0 12 SH SHARED 02 12 D FIRST BELL BANCORP INC COM 31930110 9 700 SH SHARED 04 700 D FIRST BUSEY CORP COM 31938310 3 161 SH SHARED 04 161 D FIRST BUSEY CORP COM 31938310 123 6200 SH SHARED 01 6200 D FIRST BUSEY CORP COM 31938310 69 3472 SH SHARED 04 3472 D FIRST CASH FINL SVCS INC COM 31942D10 1 663 SH SHARED 04 663 D FIRST CHARTER CORP COM 31943910 5 346 SH SHARED 04 346 D FIRST CHARTER CORP COM 31943910 568 38246 SH SHARED 01 38246 D FIRST CHARTER CORP COM 31943910 33 2246 SH SHARED 02 2246 D FIRST CHARTER CORP COM 31943910 182 12297 SH SHARED 04 12297 D FIRST CTZNS BANCSHARES INC N C CL A 31946M10 5 69 SH SHARED 04 69 D FIRST CTZNS BANCSHARES INC N C CL A 31946M10 714 8844 SH SHARED 01 8844 D FIRST CTZNS BANCSHARES INC N C CL A 31946M10 84 1044 SH SHR/OTHR 01 1044 D FIRST CTZNS BANCSHARES INC N C CL A 31946M10 181 2244 SH SHARED 04 2244 D FIRST COASTAL CORP ST 31969920 0 51 SH SHARED 02 51 D FIRST COMWLTH FINL CORP PA COM 31982910 817 81744 SH SHARED 01 81744 D FIRST COMWLTH FINL CORP PA COM 31982910 226 22686 SH SHARED 04 22686 D FIRST CONSULTING GROUP INC COM 31986R10 132 27933 SH SHARED 01 27933 D FIRST CONSULTING GROUP INC COM 31986R10 32 6936 SH SHARED 04 6936 D FIRST FED CAP CORP COM 31996010 283 19560 SH SHARED 01 19560 D FIRST FED CAP CORP COM 31996010 84 5811 SH SHARED 04 5811 D FIRST DATA CORP COM 31996310 6 120 SH SHARED 04 120 D FIRST DATA CORP COM 31996310 154665 2935560 SH SHARED 01 2930660 4900 D FIRST DATA CORP COM 31996310 249 4734 SH SHR/OTHR 01 3200 1534 D FIRST DATA CORP COM 31996310 1064 20203 SH SHARED 02 3125 17078 D FIRST DATA CORP COM 31996310 20323 385738 SH SHARED 04 385738 D FIRST DATA CORP COM 31996310 237 4500 SH SHARED 05 4500 D FIRST ECOM COM INC COM 32008N10 2 2766 SH SHARED 05 2766 D FIRST FED BANCSHARES ARK INC COM 32020F10 2 130 SH SHARED 05 130 D FIRST FINL BANKSHARES COM 32020R10 4 132 SH SHARED 05 132 D FIRST FINL BANKSHARES COM 32020R10 480 15274 SH SHARED 01 15274 D FIRST FINL BANKSHARES COM 32020R10 122 3905 SH SHARED 04 3905 D FIRST FINL BANCORP OH COM 32020910 2 127 SH SHARED 04 127 D FIRST FINL BANCORP OH COM 32020910 966 56842 SH SHARED 01 56842 D FIRST FINL BANCORP OH COM 32020910 233 13742 SH SHARED 04 13742 D FIRST FINL CORP IND COM 32021810 319 10010 SH SHARED 01 10010 D FIRST FINL CORP IND COM 32021810 82 2574 SH SHARED 04 2574 D FIRST FINL HLDGS INC COM 32023910 4 240 SH SHARED 04 240 D FIRST FINL HLDGS INC COM 32023910 316 16100 SH SHARED 01 16100 D FIRST FINL HLDGS INC COM 32023910 101 5147 SH SHARED 04 5147 D FIRST INDUSTRIAL REALTY TRUST COM 32054K10 16746 492543 SH SHARED 01 490518 2025 D FIRST INDUSTRIAL REALTY TRUST COM 32054K10 656 19320 SH SHR/OTHR 01 6320 13000 D FIRST INDUSTRIAL REALTY TRUST COM 32054K10 3420 100605 SH SHARED 02 23550 77055 D FIRST INDUSTRIAL REALTY TRUST COM 32054K10 512 15088 SH SHARED 04 15088 D FIRST IND CORP COM 32054R10 7 303 SH SHARED 04 303 D FIRST IND CORP COM 32054R10 340 14494 SH SHARED 01 14494 D FIRST IND CORP COM 32054R10 81 3477 SH SHARED 04 3477 D FIRST ISRAEL FD INC COM 32063L10 145 9100 SH SHR/OTHR 01 9100 D FIRST MARINER BANCORP COM 32079510 0 5 SH SHARED 01 5 D FIRST MERCHANTS CORP COM 32081710 6 297 SH SHARED 01 297 D FIRST MERCHANTS CORP COM 32081710 408 18000 SH SHARED 01 18000 D FIRST MERCHANTS CORP COM 32081710 103 4580 SH SHARED 04 4580 D FIRST MIDWEST BANCORP DEL COM 32086710 13 479 SH SHARED 04 479 D FIRST MIDWEST BANCORP DEL COM 32086710 1623 56481 SH SHARED 01 56481 D FIRST MIDWEST BANCORP DEL COM 32086710 459 15980 SH SHARED 04 15980 D FIRST HEALTH GROUP CORP COM 32096010 0 10 SH SHARED 04 10 D FIRST HEALTH GROUP CORP COM 32096010 3256 69936 SH SHARED 01 69936 D FIRST HEALTH GROUP CORP COM 32096010 23 500 SH SHR/OTHR 01 500 D FIRST HEALTH GROUP CORP COM 32096010 1643 35300 SH SHARED 04 35300 D FIRST HEALTH GROUP CORP COM 32096010 293 6300 SH SHARED 05 6300 D FIRST NIAGARA FINL GROUP INC COM 33582U10 206 19100 SH SHARED 01 19100 D FIRST NIAGARA FINL GROUP INC COM 33582U10 50 4690 SH SHARED 04 4690 D FIRST PL FINL CORP COM 33610T10 5 520 SH SHARED 04 520 D FIRST SENTINEL BANCORP INC COM 33640T10 12 1092 SH SHARED 04 1092 D FIRST SENTINEL BANCORP INC COM 33640T10 573 49881 SH SHARED 01 49881 D FIRST SENTINEL BANCORP INC COM 33640T10 151 13186 SH SHARED 04 13186 D FIRST SOUTHN BANCSHARES INC COM 33645B10 7 1350 SH SHARED 04 1350 D 1ST SOURCE CORP COM 33690110 4 253 SH SHARED 04 253 D 1ST SOURCE CORP COM 33690110 214 11745 SH SHARED 01 11745 D 1ST SOURCE CORP COM 33690110 83 4576 SH SHARED 04 4576 D FIRST TEAM SPORTS INC COM 33715710 0 450 SH SHARED 04 450 D FIRST TENN NATL CORP COM 33716210 4830 166924 SH SHARED 01 166924 D FIRST TENN NATL CORP COM 33716210 289 10000 SH SHARED 02 10000 D FIRST TENN NATL CORP COM 33716210 2749 95000 SH SHARED 04 95000 D FIRST UN CORP COM 33735810 210969 7585557 SH SHARED 01 7558501 27056 D FIRST UN CORP COM 33735810 1931 69440 SH SHR/OTHR 01 36291 33149 D FIRST UN CORP COM 33735810 1060 38129 SH SHARED 02 12540 25589 D FIRST UN CORP COM 33735810 71360 2565818 SH SHARED 04 2565818 D FIRST UN CORP COM 33735810 2325 83600 SH SHARED 05 83600 D FIRST UN REAL EST EQ&MTG INVTS SH BEN INT 33740010 56 22220 SH SHARED 01 22220 D FIRST VA BANKS INC COM 33747710 2747 57246 SH SHARED 01 56721 525 D FIRST VA BANKS INC COM 33747710 72 1500 SH SHR/OTHR 01 1500 D FIRST VA BANKS INC COM 33747710 48 1000 SH SHARED 02 1000 D FIRST VA BANKS INC COM 33747710 1632 34000 SH SHARED 04 34000 D FIRST VA BANKS INC COM 33747710 302 6300 SH SHARED 05 6300 D FIRST WASH RLTY TR INC COM 33748950 307 11900 SH SHARED 01 11900 D FIRST WASH RLTY TR INC COM 33748950 1045 40498 SH SHARED 02 24198 16300 D FIRST WASH RLTY TR INC COM 33748950 83 3250 SH SHARED 04 3250 D FIRSTSERVICE CORP SUB VTG SH 33761N10 43 3000 SH SHARED 02 3000 D FIRSTCITY FINL CORP COM 33761X10 1 819 SH SHARED 02 819 D FIRST YRS INC COM 33761010 15 1976 SH SHARED 02 1976 D FIRSTWAVE TECHNOLOGIES INC COM 33762N10 2 2275 SH SHARED 02 2275 D FIRSTWORLD COMMUNICATIONS INC COM SER B 33762530 19 29560 SH SHARED 02 29560 D FIRSTWORLD COMMUNICATIONS INC COM SER B 33762530 2 3911 SH SHARED 04 3911 D FIRSTAR CORP NEW WIS COM 33763V10 164154 7060415 SH SHARED 01 7053323 7092 D FIRSTAR CORP NEW WIS COM 33763V10 83 3595 SH SHR/OTHR 01 1568 2027 D FIRSTAR CORP NEW WIS COM 33763V10 19174 824704 SH SHARED 04 824704 D FIRSTAR CORP NEW WIS COM 33763V10 169 7300 SH SHARED 05 7300 D FISCHER IMAGING CORP COM 33771910 0 85 SH SHARED 05 85 D FISERV INC COM 33773810 0 9 SH SHARED 05 9 D FISERV INC COM 33773810 8826 186069 SH SHARED 01 185394 675 D FISERV INC COM 33773810 37 800 SH SHR/OTHR 01 800 D FISERV INC COM 33773810 14 300 SH SHARED 02 300 D FISERV INC COM 33773810 5493 115800 SH SHARED 04 115800 D FISERV INC COM 33773810 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SHARED 01 64460 D FISHER SCIENTIFIC INTL INC ST 33803220 573 15546 SH SHARED 04 15546 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 40 5600 SH SHARED 02 5600 D FLANDERS CORP COM 33849410 15 7599 SH SHARED 02 7599 D FLEETBOSTON FINL CORP COM 33903010 28055 746900 SH SHARED 746900 D FLEETBOSTON FINL CORP COM 33903010 275016 7321655 SH SHARED 01 7267712 53943 D FLEETBOSTON FINL CORP COM 33903010 64 1721 SH SHR/OTHR 01 1721 D FLEETBOSTON FINL CORP COM 33903010 2629 70004 SH SHARED 02 6725 63279 D FLEETBOSTON FINL CORP COM 33903010 33986 904810 SH SHARED 04 904810 D FLEETBOSTON FINL CORP COM 33903010 976 26000 SH SHARED 06 26000 D FLEETBOSTON FINL CORP WT EXP 012601 33903011 2 84 SH SHARED 01 84 D FLEETWOOD ENTERPRISES INC COM 33909910 628 59877 SH SHARED 01 59877 D FLEETWOOD ENTERPRISES INC COM 33909910 133 12744 SH SHARED 04 12744 D FLEMING COS INC COM 33913010 66 5600 SH SHARED 5600 D FLEMING COS INC COM 33913010 845 71554 SH SHARED 01 71554 D FLEMING COS INC COM 33913010 53 4500 SH SHARED 02 4500 D FLEMING COS INC COM 33913010 182 15426 SH SHARED 04 15426 D FLEXSTEEL INDS INC COM 33938210 3 345 SH SHARED 04 345 D FLORIDA BANKS INC COM 34056010 3 665 SH SHARED 04 665 D FLORIDA EAST COAST INDS CL A 34063210 509 14200 SH SHARED 01 14200 D FLORIDA EAST COAST INDS CL A 34063210 57 1600 SH SHR/OTHR 01 1600 D FLORIDA EAST COAST INDS CL A 34063210 14 400 SH SHARED 02 400 D FLORIDA EAST COAST INDS CL A 34063210 100 2800 SH SHARED 04 2800 D FLORIDA EAST COAST INDS CL B 34063220 242 7092 SH SHARED 01 7092 D FLORIDA EAST COAST INDS CL B 34063220 196 5752 SH SHR/OTHR 01 5752 D FLORIDA EAST COAST INDS CL B 34063220 9 276 SH SHARED 02 276 D FLORIDA ROCK INDS INC COM 34114010 978 25000 SH SHARED 01 25000 D FLORIDA ROCK INDS INC COM 34114010 78 2000 SH SHARED 02 2000 D FLORIDA ROCK INDS INC COM 34114010 284 7262 SH SHARED 04 7262 D FLORSHEIM GROUP INC COM 34330210 59 112500 SH SHARED 01 37500 75000 D FLUOR CORP COM 34341210 18183 549967 SH SHARED 01 549967 D FLUOR CORP COM 34341210 2056 62202 SH SHARED 04 62202 D FLUOR CORP COM 34341210 62 1900 SH SHARED 05 1900 D FLOW INTL CORP COM 34346810 4 446 SH SHARED 05 446 D FLOW INTL CORP COM 34346810 27 2500 SH SHR/OTHR 01 2500 D FLOWERS INDS INC COM 34349610 48384 3072000 SH SHARED 3072000 D FLOWERS INDS INC COM 34349610 1843 117029 SH SHARED 01 117029 D FLOWERS INDS INC COM 34349610 33 2100 SH SHARED 02 2100 D FLOWERS INDS INC COM 34349610 1586 100700 SH SHARED 04 100700 D FLOWERS INDS INC COM 34349610 67 4300 SH SHARED 05 4300 D FLOWSERVE CORP COM 34354P10 1759 82308 SH SHARED 01 82308 D FLOWSERVE CORP COM 34354P10 836 39151 SH SHARED 04 39151 D FLOWSERVE CORP COM 34354P10 104 4900 SH SHARED 05 4900 D FLOUR CITY INTERNATIONAL INC ST 34385820 3 1904 SH SHARED 05 1904 D FOCAL INC COM 34390910 4 4130 SH SHARED 05 4130 D FOAMEX INTL INC COM 34412310 1 250 SH SHARED 05 250 D FOCAL COMMUNICATIONS CORP COM 34415510 8 1200 SH SHARED 01 1200 D FOCAL COMMUNICATIONS CORP COM 34415510 19 2750 SH SHARED 02 2750 D FOCAL COMMUNICATIONS CORP COM 34415510 9 1300 SH SHARED 04 1300 D FOCUS ENHANCEMENTS INC COM 34415910 9 14069 SH SHARED 04 14069 D FOGDOG INC COM 34416710 1 2905 SH SHARED 04 2905 D FOMENTO ECONOMICO MEXICANO SA SPON ADR UNITS 34441910 67 2249 SH SHARED 01 2249 D FONAR CORP COM 34443710 7 6067 SH SHARED 01 6067 D FOOD TECHNOLOGY SERVICE INC COM 34479810 5 5280 SH SHARED 01 5280 D FOOTSTAR INC COM 34491210 69 1400 SH SHARED 1400 D FOOTSTAR INC COM 34491210 21810 440625 SH SHARED 01 316966 123659 D FOOTSTAR INC COM 34491210 7124 143925 SH SHR/OTHR 01 61539 82386 D FOOTSTAR INC COM 34491210 353 7149 SH SHARED 04 7149 D FORD MTR CO DEL COM PAR $0.01 34537086 95463 4073200 SH SHARED 4073200 D FORD MTR CO DEL COM PAR $0.01 34537086 344867 14714646 SH SHARED 01 14690080 24566 D FORD MTR CO DEL COM PAR $0.01 34537086 3165 135081 SH SHR/OTHR 01 11220 123861 D FORD MTR CO DEL COM PAR $0.01 34537086 1033 44089 SH SHARED 02 7633 36456 D FORD MTR CO DEL COM PAR $0.01 34537086 45392 1936791 SH SHARED 04 1936791 D FORD MTR CO DEL COM PAR $0.01 34537086 3768 160800 SH SHARED 05 160800 D FOREST CITY ENTERPRISES INC CL A 34555010 1012 25824 SH SHARED 01 25824 D FOREST CITY ENTERPRISES INC CL A 34555010 7 200 SH SHARED 02 200 D FOREST CITY ENTERPRISES INC CL A 34555010 244 6248 SH SHARED 04 6248 D FOREST LABS INC COM 34583810 87695 659986 SH SHARED 01 659986 D FOREST LABS INC COM 34583810 664 5000 SH SHR/OTHR 01 5000 D FOREST LABS INC COM 34583810 59 450 SH SHARED 02 300 150 D FOREST LABS INC COM 34583810 9002 67750 SH SHARED 04 67750 D FOREST LABS INC COM 34583810 79 600 SH SHARED 05 600 D FOREST OIL CORP COM PAR $0.01 34609170 1186 32187 SH SHARED 01 32187 D FOREST OIL CORP COM PAR $0.01 34609170 101 2750 SH SHARED 02 2750 D FOREST OIL CORP COM PAR $0.01 34609170 423 11497 SH SHARED 04 11497 D FORRESTER RESH INC COM 34656310 996 19900 SH SHARED 01 19900 D FORRESTER RESH INC COM 34656310 223 4461 SH SHARED 04 4461 D FORTEL INC CALIF COM 34955010 13 62653 SH SHARED 04 62653 D FORTUNE BRANDS INC COM 34963110 32934 1097827 SH SHARED 01 1097127 700 D FORTUNE BRANDS INC COM 34963110 90 3000 SH SHR/OTHR 01 2000 1000 D FORTUNE BRANDS INC COM 34963110 107 3578 SH SHARED 02 1345 2233 D FORTUNE BRANDS INC COM 34963110 4088 136271 SH SHARED 04 136271 D FORTUNE BRANDS INC COM 34963110 159 5300 SH SHARED 05 5300 D FORWARD AIR CORP COM 34985310 838 22475 SH SHARED 01 22475 D FORWARD AIR CORP COM 34985310 74 2000 SH SHARED 02 2000 D FORWARD AIR CORP COM 34985310 4897 131250 SH SHARED 03 131250 D FORWARD AIR CORP COM 34985310 2352 63054 SH SHARED 04 63054 D FOSSIL INC COM 34988210 17 1210 SH SHARED 04 1210 D FOSSIL INC COM 34988210 62 4300 SH SHARED 4300 D FOSSIL INC COM 34988210 571 39444 SH SHARED 01 39444 D FOSSIL INC COM 34988210 79 5483 SH SHARED 04 5483 D FOSTER L B CO COM 35006010 0 36 SH SHARED 04 36 D FOSTER WHEELER CORP COM 35024410 370 70513 SH SHARED 01 70513 D FOSTER WHEELER CORP COM 35024410 112 21474 SH SHARED 04 21474 D FOUNDRY NETWORKS INC COM 35063R10 66 4415 SH SHARED 04 4415 D FOUNDRY NETWORKS INC COM 35063R10 4019 267956 SH SHARED 01 262180 5776 D FOUNDRY NETWORKS INC COM 35063R10 3 250 SH SHR/OTHR 01 250 D FOUNDRY NETWORKS INC COM 35063R10 1163 77540 SH SHARED 02 68140 9400 D FOUNDRY NETWORKS INC COM 35063R10 2313 154217 SH SHARED 04 154217 D FOUNDRY NETWORKS INC COM 35063R10 135 9000 SH SHARED 05 9000 D 4 KIDS ENTMT INC COM 35086510 235 26400 SH SHARED 01 26400 D 4 KIDS ENTMT INC COM 35086510 95 10674 SH SHARED 04 10674 D FOUR SEASONS HOTEL INC LTD VTG SH 35100E10 884 13900 SH SHARED 05 13900 D FOURTH SHIFT CORP COM 35112810 23 19084 SH SHARED 05 19084 D FOX ENTMT GROUP INC CL A 35138T10 3363 188186 SH SHARED 01 188186 D FOX ENTMT GROUP INC CL A 35138T10 411 23000 SH SHARED 04 23000 D FOX ENTMT GROUP INC CL A 35138T10 661 37000 SH SHARED 05 37000 D FRANCE GROWTH FD INC COM 35177K10 458 43700 SH SHARED 04 43700 D FRANCE TELECOM SPONSORED ADR 35177Q10 494 5776 SH SHARED 01 5776 D FRANCHISE FIN CORP AMER COM 35180710 1707 73266 SH SHARED 01 73266 D FRANCHISE FIN CORP AMER COM 35180710 16 711 SH SHARED 02 711 D FRANCHISE FIN CORP AMER COM 35180710 513 22017 SH SHARED 04 22017 D FRANKLIN BK NA SOUTHFIELD MICH COM 35245610 0 16 SH SHARED 04 16 D FRANKLIN ELEC INC COM 35351410 19 286 SH SHARED 04 286 D FRANKLIN ELEC INC COM 35351410 458 6700 SH SHARED 01 6700 D FRANKLIN ELEC INC COM 35351410 121 1780 SH SHARED 04 1780 D FRANKLIN RES INC COM 35461310 61313 1609276 SH SHARED 01 1608676 600 D FRANKLIN RES INC COM 35461310 182 4800 SH SHR/OTHR 01 4800 D FRANKLIN RES INC COM 35461310 7 202 SH SHARED 02 202 D FRANKLIN RES INC COM 35461310 7414 194597 SH SHARED 04 194597 D FRANKLIN RES INC COM 35461310 247 6500 SH SHARED 05 6500 D FREDS INC CL A 35610810 2 137 SH SHARED 05 137 D FREDS INC CL A 35610810 1754 83280 SH SHARED 01 83280 D FREDS INC CL A 35610810 70 3362 SH SHARED 04 3362 D FREEMARKETS INC COM 35660210 125 6600 SH SHARED 01 6600 D FREEMARKETS INC COM 35660210 2055 108200 SH SHARED 02 108200 D FREEMARKETS INC COM 35660210 212 11200 SH SHARED 04 11200 D FREEPORT-MCMORAN COPPER & GOLD CL B 35671D85 9111 1064131 SH SHARED 01 1064131 D FREEPORT-MCMORAN COPPER & GOLD CL B 35671D85 15 1833 SH SHARED 02 1833 D FREEPORT-MCMORAN COPPER & GOLD CL B 35671D85 1366 159568 SH SHARED 04 159568 D FREEPORT-MCMORAN COPPER & GOLD CL B 35671D85 202 23600 SH SHARED 05 23600 D FREESERVE P L C SPONSORED ADR 35687210 0 50 SH SHARED 05 50 D FREMONT GEN CORP COM 35728810 286 101757 SH SHARED 01 101757 D FREMONT GEN CORP COM 35728810 15 5384 SH SHR/OTHR 01 5384 D FREMONT GEN CORP COM 35728810 63 22686 SH SHARED 04 22686 D FRENCH FRAGRANCES INC COM 35765810 0 64 SH SHARED 04 64 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 183 6735 SH SHARED 01 5767 968 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 12 472 SH SHR/OTHR 01 472 D FRESENIUS MED CARE AG SPONSORED ADR 35802910 6 255 SH SHARED 02 255 D FRESH AMERICA CORP COM 35803R10 5 4553 SH SHARED 02 4553 D FRIEDE GOLDMAN HALTER INC COM 35843010 187 52635 SH SHARED 01 52635 D FRIEDE GOLDMAN HALTER INC COM 35843010 21 6140 SH SHARED 02 5140 1000 D FRIEDE GOLDMAN HALTER INC COM 35843010 46 13188 SH SHARED 04 13188 D FRIEDMAN BILLINGS RAMSEY GROUP CL A 35843310 254 38800 SH SHARED 01 38800 D FRIEDMAN BILLINGS RAMSEY GROUP CL A 35843310 58 8900 SH SHARED 02 8900 D FRIEDMAN BILLINGS RAMSEY GROUP CL A 35843310 60 9280 SH SHARED 04 9280 D FRISBY TECHNOLOGIES INC COM 35874310 3 1000 SH SHARED 02 1000 D FRISCHS RESTAURANTS INC COM 35874810 18 1200 SH SHARED 05 1200 D FRITZ COS INC COM 35884610 0 100 SH SHARED 05 100 D FRITZ COS INC COM 35884610 218 35979 SH SHARED 01 35979 D FRITZ COS INC COM 35884610 64 10689 SH SHARED 02 10689 D FRITZ COS INC COM 35884610 50 8271 SH SHARED 04 8271 D FRONTIER AIRLINES INC NEW COM 35906510 77 2500 SH SHARED 2500 D FRONTIER AIRLINES INC NEW COM 35906510 1541 49836 SH SHARED 01 49836 D FRONTIER AIRLINES INC NEW COM 35906510 191 6200 SH SHARED 02 5900 300 D FRONTIER AIRLINES INC NEW COM 35906510 217 7040 SH SHARED 04 7040 D FRONTIER FINL CORP WASH COM 35907K10 27 1111 SH SHARED 04 1111 D FRONTIER FINL CORP WASH COM 35907K10 536 21419 SH SHARED 01 21419 D FRONTIER FINL CORP WASH COM 35907K10 162 6480 SH SHARED 04 6480 D FRONTIER INS GROUP INC NEW COM 35908110 0 7067 SH SHARED 01 7067 D FRONTIER OIL CORP COM 35914P10 169 24601 SH SHARED 01 24601 D FRONTIER OIL CORP COM 35914P10 73 10621 SH SHARED 04 10621 D FRONTLINE CAP GROUP COM 35921N10 1 102 SH SHARED 04 102 D FRONTLINE CAP GROUP COM 35921N10 409 30816 SH SHARED 01 30816 D FRONTLINE CAP GROUP COM 35921N10 1 96 SH SHARED 02 96 D FRONTLINE CAP GROUP COM 35921N10 139 10490 SH SHARED 04 10490 D FROZEN FOOD EXPRESS INDS INC COM 35936010 13 7027 SH SHARED 04 7027 D FUELCELL ENERGY INC COM 35952H10 1 24 SH SHARED 04 24 D FUELCELL ENERGY INC COM 35952H10 19320 281800 SH SHARED 281800 D FUELCELL ENERGY INC COM 35952H10 1494 21800 SH SHARED 01 21800 D FUELCELL ENERGY INC COM 35952H10 282 4126 SH SHARED 04 4126 D FUEL-TECH N V COM 35952310 13 7830 SH SHARED 04 7830 D FULLER H B CO COM 35969410 16 423 SH SHARED 04 423 D FULLER H B CO COM 35969410 1207 30599 SH SHARED 01 30599 D FULLER H B CO COM 35969410 566 14350 SH SHARED 04 14350 D FULLER H B CO COM 35969410 51 1300 SH SHARED 05 1300 D FULTON FINL CORP PA COM 36027110 4 185 SH SHARED 05 185 D FULTON FINL CORP PA COM 36027110 2862 124108 SH SHARED 01 117520 6588 D FULTON FINL CORP PA COM 36027110 660 28628 SH SHARED 04 28628 D FUTUREMEDIA PLC SPONSORED ADR 36091210 1 9665 SH SHARED 04 9665 D FURNITURE BRANDS INTL INC COM 36092110 246 11700 SH SHARED 11700 D FURNITURE BRANDS INTL INC COM 36092110 8887 421955 SH SHARED 01 421955 D FURNITURE BRANDS INTL INC COM 36092110 1091 51838 SH SHARED 04 51838 D FURNITURE BRANDS INTL INC COM 36092110 136 6500 SH SHARED 05 6500 D FUSION MED TECHNOLOGIES INC COM 36112810 10 2690 SH SHARED 05 2690 D FUTURELINK CORP ST 36114Q20 54 82661 SH SHARED 05 82661 D FUTURELINK CORP equit-comm 36114Q20 38 58000 SH SHARED 01 58000 D FUTURELINK CORP ST 36114Q20 9 15203 SH SHARED 04 15203 D G & K SVCS INC CL A 36126810 0 11 SH SHARED 04 11 D G & K SVCS INC CL A 36126810 1302 46320 SH SHARED 01 46320 D G & K SVCS INC CL A 36126810 223 7943 SH SHARED 04 7943 D GATX CORP COM 36144810 3616 72514 SH SHARED 01 72514 D GATX CORP COM 36144810 1755 35200 SH SHARED 04 35200 D GATX CORP COM 36144810 314 6300 SH SHARED 05 6300 D GBC BANCORP CALIF COM 36147510 2 56 SH SHARED 05 56 D GBC BANCORP CALIF COM 36147510 518 13515 SH SHARED 01 13515 D GBC BANCORP CALIF COM 36147510 162 4241 SH SHARED 04 4241 D GC COS INC COM 36155Q10 26 13259 SH SHARED 01 13249 10 D GC COS INC COM 36155Q10 4 2127 SH SHARED 04 2127 D GPU INC COM 36225X10 31826 864567 SH SHARED 01 864567 D GPU INC COM 36225X10 14 400 SH SHR/OTHR 01 400 D GPU INC COM 36225X10 22 600 SH SHARED 02 600 D GPU INC COM 36225X10 4047 109958 SH SHARED 04 109958 D GPU INC COM 36225X10 180 4900 SH SHARED 05 4900 D GSB FINL CORP COM 36226310 2 137 SH SHARED 05 137 D GSI LUMONICS INC COM 36229U10 21 2714 SH SHARED 05 2714 D GSI LUMONICS INC COM 36229U10 5 673 SH SHARED 02 673 D GT GROUP TELECOM INC CL B NON VTG 36235940 11 1597 SH SHARED 02 1597 D GT GROUP TELECOM INC CL B NON VTG 36235940 1005 134100 SH SHARED 01 134100 D GTSI CORP COM 36238K10 1 472 SH SHARED 01 472 D GABELLI ASSET MGMT INC CL A 36239Y10 222 6700 SH SHARED 01 6700 D GABELLI ASSET MGMT INC CL A 36239Y10 70 2124 SH SHARED 04 2124 D GABELLI SER FDS INC CONV SECS FD 36240B10 182 20000 SH SHR/OTHR 01 20000 D GABLES RESIDENTIAL TR SH BEN INT 36241810 993 35483 SH SHARED 01 35483 D GABLES RESIDENTIAL TR SH BEN INT 36241810 250 8955 SH SHARED 04 8955 D GADZOOX NETWORKS INC COM 36255510 233 111463 SH SHARED 04 111463 D GADZOOX NETWORKS INC COM 36255510 55 26700 SH SHARED 01 26700 D GADZOOX NETWORKS INC COM 36255510 4 2000 SH SHARED 02 1700 300 D GADZOOX NETWORKS INC COM 36255510 8 3914 SH SHARED 04 3914 D GAIAM INC CL A 36268Q10 3 200 SH SHARED 01 200 D GAIAM INC CL A 36268Q10 13 906 SH SHARED 04 906 D GALAGEN INC COM 36291310 1 4619 SH SHARED 04 4619 D GALEN HLDGS PLC SPONSORED ADR 36324010 1 31 SH SHARED 04 31 D GALEN HLDGS PLC SPONSORED ADR 36324010 90 1875 SH SHARED 02 1875 D GALEY & LORD INC COM 36352K10 5 2000 SH SHARED 02 2000 D GALILEO INTERNATIONAL INC COM 36354710 1980 99000 SH SHARED 01 99000 D GALILEO INTERNATIONAL INC COM 36354710 1242 62100 SH SHARED 04 62100 D GALILEO INTERNATIONAL INC COM 36354710 240 12000 SH SHARED 05 12000 D GALLAGHER ARTHUR J & CO COM 36357610 4381 68862 SH SHARED 01 68862 D GALLAGHER ARTHUR J & CO COM 36357610 2638 41467 SH SHARED 04 41467 D GALLAHER GROUP PLC SPONSORED ADR 36359510 566 23004 SH SHARED 01 22104 900 D GALLAHER GROUP PLC SPONSORED ADR 36359510 24 1000 SH SHR/OTHR 01 1000 D GALLAHER GROUP PLC SPONSORED ADR 36359510 54 2200 SH SHARED 02 1000 1200 D GALLAHER GROUP PLC SPONSORED ADR 36359510 160 6500 SH SHARED 04 6500 D GANNETT INC COM 36473010 27356 433800 SH SHARED 433800 D GANNETT INC COM 36473010 129793 2058194 SH SHARED 01 2040570 17624 D GANNETT INC COM 36473010 3691 58544 SH SHR/OTHR 01 47730 10814 D GANNETT INC COM 36473010 307 4870 SH SHARED 02 400 4470 D GANNETT INC COM 36473010 13656 216553 SH SHARED 04 216553 D GAP INC DEL COM 36476010 32211 1263200 SH SHARED 1263200 D GAP INC DEL COM 36476010 148059 5806274 SH SHARED 01 5791724 14550 D GAP INC DEL COM 36476010 489 19193 SH SHARED 02 800 18393 D GAP INC DEL COM 36476010 19592 768315 SH SHARED 04 768315 D GAP INC DEL COM 36476010 882 34600 SH SHARED 05 34600 D GAP INC DEL COM 36476010 734 28800 SH SHARED 06 28800 D GARDEN COM INC COM 36519910 69 734384 SH SHARED 06 734384 D GARDEN FRESH RESTAURANT CORP COM 36523510 0 143 SH SHARED 06 143 D GARDENBURGER INC COM 36547610 329 659380 SH SHARED 06 659380 D GARDNER DENVER INC COM 36555810 443 20837 SH SHARED 01 20069 768 D GARDNER DENVER INC COM 36555810 246 11559 SH SHR/OTHR 01 11559 D GARDNER DENVER INC COM 36555810 107 5037 SH SHARED 04 5037 D GARTNER GROUP INC NEW COM 36665110 4136 599500 SH SHARED 599500 D GARTNER GROUP INC NEW COM 36665110 787 114130 SH SHARED 01 114130 D GARTNER GROUP INC NEW COM 36665110 30 4401 SH SHARED 02 4401 D GARTNER GROUP INC NEW COM 36665110 217 31578 SH SHARED 04 31578 D GARTNER GROUP INC NEW CL B 36665120 422 66617 SH SHARED 01 66096 521 D GARTNER GROUP INC NEW CL B 36665120 209 33061 SH SHR/OTHR 01 31368 1693 D GARTNER GROUP INC NEW CL B 36665120 26 4182 SH SHARED 02 4000 182 D GARTNER GROUP INC NEW CL B 36665120 449 70870 SH SHARED 04 70870 D GARTNER GROUP INC NEW CL B 36665120 72 11400 SH SHARED 05 11400 D GASONICS INTL CORP COM 36727810 1 94 SH SHARED 05 94 D GASONICS INTL CORP COM 36727810 53 2900 SH SHARED 2900 D GASONICS INTL CORP COM 36727810 653 35563 SH SHARED 01 35563 D GASONICS INTL CORP COM 36727810 3222 175371 SH SHARED 04 175371 D GATEWAY INC COM 36762610 7620 423600 SH SHARED 423600 D GATEWAY INC COM 36762610 39089 2172866 SH SHARED 01 2171066 1800 D GATEWAY INC COM 36762610 6 350 SH SHR/OTHR 01 350 D GATEWAY INC COM 36762610 88 4910 SH SHARED 02 4910 D GATEWAY INC COM 36762610 8322 462596 SH SHARED 04 462596 D GATEWAY INC COM 36762610 179 10000 SH SHARED 05 10000 D GAYLORD ENTMT CO NEW COM 36790510 720 34528 SH SHARED 01 34528 D GAYLORD ENTMT CO NEW COM 36790510 140 6725 SH SHARED 04 6725 D GAYLORD CONTAINER CORP CL A 36814510 79 79650 SH SHARED 01 79650 D GAYLORD CONTAINER CORP CL A 36814510 20 20910 SH SHARED 04 20910 D GEERLINGS & WADE INC COM 36847310 0 10 SH SHARED 04 10 D GEHL CO COM 36848310 22 1660 SH SHARED 04 1660 D GELTEX PHARMACEUTICALS INC COM 36853810 0 7700 SH SHARED 01 729 6971 D GEMINI GENOMICS PLC SPONSORED ADR 36865M10 0 67 SH SHARED 01 67 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 48 1047 SH SHARED 01 1047 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 7225 156646 SH SHARED 01 152195 4451 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 2874 62326 SH SHARED 02 28388 33938 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 2006 43500 SH SHARED 04 43500 D GEMPLUS INTL S A ADR 36866Y10 17 979 SH SHARED 04 979 D GENAISSANCE PHARMACEUTICALS COM 36867W10 138 7700 SH SHARED 02 3700 4000 D GENCORP INC COM 36868210 865 89887 SH SHARED 01 89887 D GENCORP INC COM 36868210 126 13091 SH SHARED 04 13091 D GENE LOGIC INC COM 36868910 46 2549 SH SHARED 04 2549 D GENE LOGIC INC COM 36868910 846 46050 SH SHARED 01 46050 D GENE LOGIC INC COM 36868910 394 21458 SH SHARED 04 21458 D GENELABS TECHNOLOGIES INC COM 36870610 0 216 SH SHARED 04 216 D GENENCOR INTL INC COM 36870910 27 1500 SH SHR/OTHR 01 1500 D GENENTECH INC 620 36871040 1 209584 SH SHARED 01 199950 9634 D GENENTECH INC 620 36871040 0 600 SH SHR/OTHR 01 600 D GENENTECH INC ST 36871040 15 19400 SH SHARED 04 19400 D GENER S A SPONSORED ADR 36873110 28 1596 SH SHARED 01 1596 D GENERAL AMERN INVS INC COM 36880210 18 512 SH SHARED 01 512 D GENERAL BINDING CORP COM 36915410 40 5946 SH SHARED 01 5946 D GENERAL CABLE CORP DEL NEW COM 36930010 43 9900 SH SHARED 9900 D GENERAL CABLE CORP DEL NEW COM 36930010 172 38800 SH SHARED 01 38800 D GENERAL CABLE CORP DEL NEW COM 36930010 51 11508 SH SHARED 04 11508 D GENERAL CHEM GROUP INC COM 36933210 13 14000 SH SHARED 04 14000 D GENERAL COMMUNICATION INC CL A 36938510 666 95200 SH SHARED 01 95200 D GENERAL COMMUNICATION INC CL A 36938510 115 16438 SH SHARED 04 16438 D GENERAL DATACOMM INDS INC COM 36948710 17 16500 SH SHARED 01 16500 D GENERAL DYNAMICS CORP COM 36955010 161344 2068522 SH SHARED 01 2066806 1716 D GENERAL DYNAMICS CORP COM 36955010 30231 387584 SH SHR/OTHR 01 387584 D GENERAL DYNAMICS CORP COM 36955010 321 4120 SH SHARED 02 900 3220 D GENERAL DYNAMICS CORP COM 36955010 12591 161427 SH SHARED 04 161427 D GENERAL DYNAMICS CORP COM 36955010 3377 43300 SH SHARED 05 43300 D GENERAL ELEC CO COM 36960410 1999 41710 SH SHARED 05 41710 D GENERAL ELEC CO COM 36960410 345 7200 SH SHR/OTHR 05 600 6600 D GENERAL ELEC CO COM 36960410 4390251 91583770 SH SHARED 01 87967073 1115154 2501543 D GENERAL ELEC CO COM 36960410 267536 5580994 SH SHR/OTHR 01 3550721 2030273 D GENERAL ELEC CO COM 36960410 23737 495174 SH SHARED 02 131275 363899 D GENERAL ELEC CO COM 36960410 383832 8007019 SH SHARED 04 8007019 D GENERAL ELEC CO COM 36960410 20373 425000 SH SHARED 05 425000 D GENERAL ELEC CO COM 36960410 171902 3586000 SH SHARED 06 3586000 D GENERAL GROWTH PPTYS INC COM 37002110 2551 70500 SH SHARED 01 70500 D GENERAL GROWTH PPTYS INC COM 37002110 54 1500 SH SHARED 02 1500 D GENERAL GROWTH PPTYS INC COM 37002110 170 4700 SH SHARED 04 4700 D GENERAL MAGIC INC COM 37025310 13 9500 SH SHARED 02 9500 D GENERAL MLS INC COM 37033410 53296 1196000 SH SHARED 1196000 D GENERAL MLS INC COM 37033410 101783 2284088 SH SHARED 01 2271486 12602 D GENERAL MLS INC COM 37033410 4475 100434 SH SHR/OTHR 01 79634 20800 D GENERAL MLS INC COM 37033410 218 4906 SH SHARED 02 150 4756 D GENERAL MLS INC COM 37033410 9949 223284 SH SHARED 04 223284 D GENERAL MLS INC COM 37033410 1697 38100 SH SHARED 05 38100 D GENERAL MTRS CORP COM 37044210 88436 1736200 SH SHARED 1736200 D GENERAL MTRS CORP COM 37044210 223219 4382274 SH SHARED 01 4373050 752 8472 D GENERAL MTRS CORP COM 37044210 1714 33661 SH SHR/OTHR 01 20746 12915 D GENERAL MTRS CORP COM 37044210 286 5634 SH SHARED 02 1030 4604 D GENERAL MTRS CORP COM 37044210 72895 1431097 SH SHARED 04 1431097 D GENERAL MTRS CORP COM 37044210 3876 76100 SH SHARED 05 76100 D GENERAL MTRS CORP CL H NEW 37044283 26189 1138658 SH SHARED 01 1134632 792 3234 D GENERAL MTRS CORP CL H NEW 37044283 325 14166 SH SHR/OTHR 01 12047 2119 D GENERAL MTRS CORP CL H NEW 37044283 285 12425 SH SHARED 02 2452 9973 D GENERAL MTRS CORP CL H NEW 37044283 1426 62000 SH SHARED 04 62000 D GENERAL MTRS CORP CL H NEW 37044283 414 18000 SH SHARED 05 18000 D GENERAL SEMICONDUCTOR INC COM 37078710 26 4200 SH SHARED 4200 D GENERAL SEMICONDUCTOR INC COM 37078710 562 90005 SH SHARED 01 90005 D GENERAL SEMICONDUCTOR INC COM 37078710 160 25650 SH SHARED 04 25650 D GENESCO INC COM 37153210 65 2700 SH SHARED 2700 D GENESCO INC COM 37153210 2971 121600 SH SHARED 01 121600 D GENESCO INC COM 37153210 209 8583 SH SHARED 04 8583 D GENESEE & WYO INC CL A 37155910 9 329 SH SHARED 04 329 D GENESISINTERMEDIA COM INC COM 37184T10 17 1000 SH SHARED 02 1000 D GENTEX CORP COM 37190110 0 20 SH SHARED 02 20 D GENTEX CORP COM 37190110 1584 85050 SH SHARED 01 85050 D GENTEX CORP COM 37190110 337 18100 SH SHARED 04 18100 D GENTEX CORP COM 37190110 108 5800 SH SHARED 05 5800 D GENESIS MICROCHIP INC COM 37193310 52 5700 SH SHARED 04 5700 D GENLYTE GROUP INC COM 37230210 2 100 SH SHARED 04 100 D GENLYTE GROUP INC COM 37230210 358 15100 SH SHARED 01 15100 D GENLYTE GROUP INC COM 37230210 35 1500 SH SHARED 02 1500 D GENLYTE GROUP INC COM 37230210 108 4585 SH SHARED 04 4585 D GENOMICA CORP COM 37243Q10 7 1501 SH SHARED 04 1501 D GENOMIC SOLUTIONS INC COM CALL 37243R10 121 15878 SH SHARED 04 15878 D GENOMIC SOLUTIONS INC COM CALL 37243R10 165 21700 SH SHARED 01 21700 D GENOMIC SOLUTIONS INC COM CALL 37243R10 3 451 SH SHARED 04 451 D GENOME THERAPEUTICS CORP COM 37243010 3 539 SH SHARED 04 539 D GENOME THERAPEUTICS CORP COM 37243010 416 59800 SH SHARED 01 39800 20000 D GENOME THERAPEUTICS CORP COM 37243010 60 8612 SH SHARED 04 8612 D GENRAD INC COM 37244710 421 42100 SH SHARED 01 42100 D GENRAD INC COM 37244710 30 3000 SH SHARED 02 3000 D GENRAD INC COM 37244710 106 10607 SH SHARED 04 10607 D GENTIA SOFTWARE PLC SPONSORED ADR 37245A10 21 33864 SH SHARED 04 33864 D GENTNER COMMUNICATIONS CORP COM 37245J10 16 1407 SH SHARED 04 1407 D GENTA INC ST 37245M20 98 12261 SH SHARED 04 12261 D GENTA INC equit-comm 37245M20 153 19200 SH SHARED 01 19200 D GENTA INC ST 37245M20 16 2000 SH SHARED 02 2000 D GENTA INC ST 37245M20 55 6935 SH SHARED 04 6935 D GENSYM CORP COM 37245R10 33 41188 SH SHARED 04 41188 D GENTEK INC COM 37245X10 115 7020 SH SHARED 01 7020 D GENTEK INC COM 37245X10 40 2460 SH SHARED 04 2460 D GENVEC INC COM 37246C10 707 74498 SH SHARED 04 74498 D GENZYME TRANSGENICS CORP COM 37246E10 8 597 SH SHARED 04 597 D GENZYME TRANSGENICS CORP COM 37246E10 420 29400 SH SHARED 01 29400 D GENZYME TRANSGENICS CORP COM 37246E10 107 7491 SH SHARED 04 7491 D GENUINE PARTS CO COM 37246010 33351 1273600 SH SHARED 01 1272925 675 D GENUINE PARTS CO COM 37246010 98 3750 SH SHR/OTHR 01 2625 1125 D GENUINE PARTS CO COM 37246010 44 1700 SH SHARED 02 1700 D GENUINE PARTS CO COM 37246010 3629 138581 SH SHARED 04 138581 D GENUS INC COM 37246110 33 20807 SH SHARED 04 20807 D GENTIVA HEALTH SERVICES INC COM 37247A10 0 32 SH SHARED 04 32 D GENTIVA HEALTH SERVICES INC COM 37247A10 255 19100 SH SHARED 01 19100 D GENTIVA HEALTH SERVICES INC COM 37247A10 1 125 SH SHARED 02 125 D GENTIVA HEALTH SERVICES INC COM 37247A10 241 18082 SH SHARED 04 18082 D GENSTAR THERAPEUTICS CORP COM 37248D10 34 3500 SH SHR/OTHR 01 3500 D GENUITY INC CL A 37248E10 379 75000 SH SHARED 01 75000 D GENUITY INC CL A 37248E10 698 137900 SH SHARED 02 137900 D GENUITY INC CL A 37248E10 10047 1984900 SH SHARED 06 1984900 D GENZYME CORP COM GENL DIV 37291710 23570 262081 SH SHARED 01 238189 23892 D GENZYME CORP COM GENL DIV 37291710 647 7200 SH SHR/OTHR 01 3400 3800 D GENZYME CORP COM GENL DIV 37291710 139 1550 SH SHARED 02 1550 D GENZYME CORP COM GENL DIV 37291710 8185 91016 SH SHARED 04 91016 D GENZYME CORP COM GENL DIV 37291710 1349 15000 SH SHARED 05 15000 D GENZYME CORP COM-TISSUE REP 37291740 0 1948 SH SHARED 01 1948 D GENZYME CORP COM-MOLECULAR 37291750 0 23 SH SHARED 01 23 D GENZYME CORP COM-MOLECULAR 37291750 39 4324 SH SHARED 01 2164 2160 D GENZYME CORP COM SURG PRODS 37291760 0 3 SH SHARED 01 3 D GENZYME CORP COM SURG PRODS 37291760 0 3578 SH SHARED 01 3578 D GEORGIA GULF CORP COM PAR $0.01 37320020 941 55197 SH SHARED 01 55197 D GEORGIA GULF CORP COM PAR $0.01 37320020 34 2000 SH SHARED 02 2000 D GEORGIA GULF CORP COM PAR $0.01 37320020 209 12292 SH SHARED 04 12292 D GEORGIA PAC CORP COM GA PAC GRP 37329810 295 9500 SH SHARED 9500 D GEORGIA PAC CORP COM GA PAC GRP 37329810 50199 1612843 SH SHARED 01 1609434 3409 D GEORGIA PAC CORP COM GA PAC GRP 37329810 119 3845 SH SHR/OTHR 01 2354 1491 D GEORGIA PAC CORP COM GA PAC GRP 37329810 144 4653 SH SHARED 02 2800 1853 D GEORGIA PAC CORP COM GA PAC GRP 37329810 14384 462143 SH SHARED 04 462143 D GEORGIA PAC CORP COM-TIMBER GRP 37329870 3134 104705 SH SHARED 01 104705 D GEORGIA PAC CORP COM-TIMBER GRP 37329870 59 1985 SH SHR/OTHR 01 652 1333 D GEORGIA PAC CORP COM-TIMBER GRP 37329870 168 5624 SH SHARED 02 5000 624 D GEORGIA PAC CORP COM-TIMBER GRP 37329870 1987 66400 SH SHARED 04 66400 D GEORGIA PAC CORP COM-TIMBER GRP 37329870 320 10700 SH SHARED 05 10700 D GEOWORKS CORP COM 37369210 1 486 SH SHARED 05 486 D GEOWORKS CORP COM 37369210 51 17600 SH SHARED 01 17600 D GEOWORKS CORP COM 37369210 198 67600 SH SHARED 02 67600 D GEOWORKS CORP COM 37369210 16 5704 SH SHARED 04 5704 D GERBER SCIENTIFIC INC COM 37373010 303 35400 SH SHARED 01 35400 D GERBER SCIENTIFIC INC COM 37373010 464 54300 SH SHARED 02 4000 50300 D GERBER SCIENTIFIC INC COM 37373010 65 7696 SH SHARED 04 7696 D GERMAN AMERN BANCORP COM 37386510 1 93 SH SHARED 04 93 D GERMANY FD INC COM 37414310 0 2 SH SHARED 04 2 D GERON CORP COM 37416310 0 64 SH SHARED 04 64 D GERON CORP COM 37416310 625 40500 SH SHARED 01 40500 D GERON CORP COM 37416310 3 200 SH SHARED 02 200 D GERON CORP COM 37416310 131 8492 SH SHARED 04 8492 D GERON CORP COM 3741639A 0 30 SH SHARED 02 30 D GETTY IMAGES INC CNB 374276AE 32000 1000000 PRN SHARED 04 1000000 D GETTY IMAGES INC COM 37427610 0 51 SH SHARED 04 51 D GETTY IMAGES INC COM 37427610 7 22350 SH SHARED 01 22350 D GETTY IMAGES INC COM 37427610 900 28150 SH SHARED 02 9800 18350 D GETTY IMAGES INC COM 37427610 50 158800 SH SHARED 03 158800 D GETTY IMAGES INC COM 37427610 361 11300 SH SHARED 04 11300 D GIBRALTAR STL CORP COM 37476F10 1 77 SH SHARED 04 77 D GIBRALTAR STL CORP COM 37476F10 189 10800 SH SHARED 01 10800 D GIBRALTAR STL CORP COM 37476F10 51 2910 SH SHARED 04 2910 D GIGA INFORMATION GROUP INC COM 37517M10 0 189 SH SHARED 04 189 D GIGA TRONICS INC COM 37517510 0 65 SH SHARED 04 65 D GILEAD SCIENCES INC COM 37555810 3 47 SH SHARED 04 47 D GILEAD SCIENCES INC COM 37555810 5462 65861 SH SHARED 01 65861 D GILEAD SCIENCES INC COM 37555810 373 4500 SH SHR/OTHR 01 4500 D GILEAD SCIENCES INC COM 37555810 663 8000 SH SHARED 02 8000 D GILEAD SCIENCES INC COM 37555810 2894 34900 SH SHARED 04 34900 D GILEAD SCIENCES INC COM 37555810 1011 12200 SH SHARED 05 12200 D GILLETTE CO COM 37576610 103023 2851867 SH SHARED 2851867 D GILLETTE CO COM 37576610 315142 8723658 SH SHARED 01 8473127 250531 D GILLETTE CO COM 37576610 11588 320782 SH SHR/OTHR 01 172460 148322 D GILLETTE CO COM 37576610 5499 152238 SH SHARED 02 2080 150158 D GILLETTE CO COM 37576610 48670 1347272 SH SHARED 04 1347272 D GILLETTE CO COM 37576610 823 22800 SH SHARED 05 22800 D GILMAN & CIOCIA INC COM 37590810 0 230 SH SHARED 05 230 D GILDAN ACTIVEWEAR INC SUB VTG SHS A 37591610 13282 339500 SH SHARED 01 339500 D GISH BIOMEDICAL INC COM 37636010 1 1920 SH SHARED 01 1920 D GLACIER BANCORP INC NEW COM 37637Q10 0 23 SH SHARED 01 23 D GLACIER BANCORP INC NEW COM 37637Q10 32 2656 SH SHARED 01 2656 D GLATFELTER P H CO COM 37731610 1268 101850 SH SHARED 01 101850 D GLATFELTER P H CO COM 37731610 470 37762 SH SHARED 04 37762 D GLATFELTER P H CO COM 37731610 69 5600 SH SHARED 05 5600 D GLAXO WELLCOME PLC SPONSORED ADR 37733W10 12202 217906 SH SHARED 01 187534 30372 D GLAXO WELLCOME PLC SPONSORED ADR 37733W10 7139 127496 SH SHR/OTHR 01 124111 3385 D GLAXO WELLCOME PLC SPONSORED ADR 37733W10 200 3575 SH SHARED 02 1800 1775 D GLAXO WELLCOME PLC SPONSORED ADR 37733W10 263 4700 SH SHARED 04 4700 D GLENAYRE TECHNOLOGIES INC COM 37789910 0 133 SH SHARED 04 133 D GLENAYRE TECHNOLOGIES INC COM 37789910 444 125989 SH SHARED 01 125989 D GLENAYRE TECHNOLOGIES INC COM 37789910 35 10000 SH SHARED 02 10000 D GLENAYRE TECHNOLOGIES INC COM 37789910 197 55865 SH SHARED 04 55865 D GLENBOROUGH RLTY TR INC COM 37803P10 699 40251 SH SHARED 01 40251 D GLENBOROUGH RLTY TR INC COM 37803P10 196 11290 SH SHARED 04 11290 D GLENBOROUGH RLTY TR INC PFD CV SER A% 37803P20 29 1750 SH SHARED 02 1750 D GLOBALSTAR TELECOMMUNICTNS LTD COM 3789489A 0 10 SH SHARED 02 10 D GLOBAL TECHNOLOGIES LTD CL A 37894910 0 1796 SH SHARED 02 1796 D GLIATECH INC COM 37929C10 2 547 SH SHARED 02 547 D GLIATECH INC COM 37929C10 116 28600 SH SHARED 01 28600 D GLIATECH INC COM 37929C10 15 3696 SH SHARED 04 3696 D GLIMCHER RLTY TR SH BEN INT 37930210 805 64450 SH SHARED 01 59400 5050 D GLIMCHER RLTY TR SH BEN INT 37930210 39 3150 SH SHARED 02 3150 D GLIMCHER RLTY TR SH BEN INT 37930210 115 9277 SH SHARED 04 9277 D GLOBAL CAP PARTNERS INC COM 37931J10 18 15923 SH SHARED 04 15923 D GLOBAL INDS LTD COM 37933610 0 40 SH SHARED 04 40 D GLOBAL INDS LTD COM 37933610 17213 1257650 SH SHARED 01 1257650 D GLOBAL INDS LTD COM 37933610 81 5960 SH SHARED 04 5960 D GLOBAL IMAGING SYSTEMS COM 37934A10 30 8078 SH SHARED 04 8078 D GLOBAL PARTNERS INCOME FD INC COM 37935R10 20 2000 SH SHR/OTHR 01 2000 D GLOBAL MARINE INC COM 37935240 7659 269933 SH SHARED 01 269933 D GLOBAL MARINE INC COM 37935240 255 9015 SH SHARED 02 2105 6910 D GLOBAL MARINE INC COM 37935240 4437 156400 SH SHARED 04 156400 D GLOBAL MARINE INC COM 37935240 1012 35700 SH SHARED 05 35700 D GLOBAL PMT TECHNOLOGIES INC COM 37936S10 2 765 SH SHARED 05 765 D GLOBAL TELESYSTEMS INC COM 37936U10 232 285879 SH SHARED 01 285879 D GLOBAL TELESYSTEMS INC COM 37936U10 2 3200 SH SHARED 02 3000 200 D GLOBAL TELESYSTEMS INC COM 37936U10 14 18200 SH SHARED 04 18200 D GLOBAL SPORTS INC COM 37937A10 1 280 SH SHARED 04 280 D GLOBALNET FINANCIAL COM INC ST 37937R20 1 974 SH SHARED 04 974 D GLOBALNET FINANCIAL COM INC equit-comm 37937R20 38 25626 SH SHARED 01 25626 D GLOBALNET FINANCIAL COM INC ST 37937R20 13 8720 SH SHARED 04 8720 D GLOBALMEDIA COM COM 37940A10 0 7000 SH SHARED 04 7000 D GLOBALNET INC COM 37940E10 1 1208 SH SHARED 04 1208 D GLOBECOMM SYSTEMS INC COM 37956X10 0 60 SH SHARED 04 60 D GLOBECOMM SYSTEMS INC COM 37956X10 912 123700 SH SHARED 01 123700 D GLOBIX CORP COM 37957F10 2 844 SH SHARED 01 844 D GLOBIX CORP COM 37957F10 121 44294 SH SHARED 01 44194 100 D GLOBIX CORP COM 37957F10 8 3000 SH SHARED 02 3000 D GLOBIX CORP COM 37957F10 19 6935 SH SHARED 04 6935 D GLOBESPAN INC COM 37957110 585 21307 SH SHARED 04 21307 D GLOBESPAN INC COM 37957110 896 32600 SH SHARED 01 32600 D GLOBESPAN INC COM 37957110 3449 125450 SH SHARED 02 125450 D GLOBESPAN INC COM 37957110 85 3100 SH SHARED 04 3100 D GOLD BANC CORP INC COM 37990710 0 158 SH SHARED 04 158 D GOLD BANC CORP INC COM 37990710 129 27710 SH SHARED 01 27710 D GOLD BANC CORP INC COM 37990710 52 11293 SH SHARED 04 11293 D GO2PHARMACY INC COM 38019310 6 2416 SH SHARED 04 2416 D GOAMERICA INC COM 38020R10 1 195 SH SHARED 04 195 D GOAMERICA INC COM 38020R10 212 39600 SH SHARED 01 39600 D GOAMERICA INC COM 38020R10 64 12000 SH SHARED 02 11000 1000 D GOAMERICA INC COM 38020R10 22 4251 SH SHARED 04 4251 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 49 14114 SH SHARED 04 14114 D GOLD FIELDS LTD NEW SPONSORED ADR 38059T10 13 3900 SH SHARED 02 3900 D GOLDEN ENTERPRISES INC COM 38101010 1 381 SH SHARED 02 381 D GOLDEN ST BANCORP INC COM 38119710 26373 838919 SH SHARED 01 838919 D GOLDEN ST BANCORP INC COM 38119710 72 2300 SH SHARED 02 2300 D GOLDEN ST BANCORP INC COM 38119710 194 6200 SH SHARED 04 6200 D GOLDEN ST BANCORP INC COM 38119710 267 8500 SH SHARED 05 8500 D GOLDEN ST BANCORP INC WT EXP 000000 38119713 3 3200 SH SHARED 02 3200 D GOLDEN ST BANCORP INC WT EXP 000000 38119713 2021 1703240 SH SHARED 04 1703240 D GOLDEN ST VINTNERS INC CL B 38121K20 9 1300 SH SHARED 04 1300 D GOLDEN ST VINTNERS INC CL B 38121K20 61 8300 SH SHARED 02 300 8000 D GOLDEN TELECOM INC COM 38122G10 45 8950 SH SHARED 01 8950 D GOLDEN TELECOM INC COM 38122G10 17 3469 SH SHARED 04 3469 D GOLDEN WEST FINL CORP DEL COM 38131710 499 7400 SH SHARED 7400 D GOLDEN WEST FINL CORP DEL COM 38131710 71055 1052681 SH SHARED 01 1050481 2200 D GOLDEN WEST FINL CORP DEL COM 38131710 241 3578 SH SHARED 02 3300 278 D GOLDEN WEST FINL CORP DEL COM 38131710 8970 132900 SH SHARED 04 132900 D GOLDEN WEST FINL CORP DEL COM 38131710 1086 16100 SH SHARED 05 16100 D GOLDMAN SACHS GROUP INC COM 38141G10 18098 169240 SH SHARED 01 165990 3250 D GOLDMAN SACHS GROUP INC COM 38141G10 299 2800 SH SHR/OTHR 01 2700 100 D GOLDMAN SACHS GROUP INC COM 38141G10 7 70 SH SHARED 02 1800 1870 D GOLDMAN SACHS GROUP INC COM 38141G10 4790 44800 SH SHARED 04 44800 D GOLF TR AMER INC COM 38168B10 2399 331000 SH SHARED 04 331000 D GOOD GUYS INC COM 38209110 0 51 SH SHARED 04 51 D GOOD TIMES RESTAURANTS INC COM PAR $0.001 38214088 2 1707 SH SHARED 04 1707 D GOODRICH B F CO COM 38238810 43 1200 SH SHARED 1200 D GOODRICH B F CO COM 38238810 23940 658167 SH SHARED 01 656667 1500 D GOODRICH B F CO COM 38238810 9 250 SH SHARED 02 250 D GOODRICH B F CO COM 38238810 3621 99563 SH SHARED 04 99563 D GOODRICH B F CO COM 38238810 323 8900 SH SHARED 05 8900 D GOODYEAR TIRE & RUBR CO COM 38255010 26193 1139331 SH SHARED 01 1135599 3732 D GOODYEAR TIRE & RUBR CO COM 38255010 65 2860 SH SHR/OTHR 01 2860 D GOODYEAR TIRE & RUBR CO COM 38255010 689 29990 SH 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SH SHARED 04 121615 D GRAINGER W W INC COM 38480210 255 7000 SH SHARED 05 7000 D GRAND TOYS INTL INC ST 38649220 0 20 SH SHARED 02 20 D GRANITE BROADCASTING CORP COM 38724110 3 3869 SH SHARED 02 3869 D GRANITE CONSTR INC COM 38732810 989 34212 SH SHARED 01 34212 D GRANITE CONSTR INC COM 38732810 728 25181 SH SHARED 04 25181 D GRANITE CONSTR INC COM 38732810 104 3600 SH SHARED 05 3600 D GRANT PRIDECO INC COM 38821G10 3050 139046 SH SHARED 01 137546 1500 D GRANT PRIDECO INC COM 38821G10 270 12315 SH SHARED 02 11940 375 D GRANT PRIDECO INC COM 38821G10 4806 219100 SH SHARED 04 219100 D GRANT PRIDECO INC COM 38821G10 318 14500 SH SHARED 05 14500 D GRAPHIC PACKAGING INTL CORP COM 38869010 3 3161 SH SHARED 01 3161 D GRAPHON CORP COM 38870710 4 3270 SH SHARED 01 3270 D GREAT AMERN FINL RES INC COM 38991510 327 17118 SH SHARED 01 17118 D GREAT AMERN FINL RES INC COM 38991510 55 2895 SH SHARED 04 2895 D GREAT ATLANTIC & PAC TEA INC COM 39006410 294 42043 SH SHARED 01 42043 D GREAT ATLANTIC & 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COMMUNICATIONS INC COM 39808110 40 19100 SH SHARED 01 19100 D GRIC COMMUNICATIONS INC COM 39808110 4 1892 SH SHARED 04 1892 D GRIFFIN LD & NURSERIES INC CL A 39823110 0 20 SH SHARED 04 20 D GRIFFON CORP COM 39843310 567 72117 SH SHARED 01 72117 D GRIFFON CORP COM 39843310 82 10464 SH SHARED 04 10464 D GROUP 1 AUTOMOTIVE INC COM 39890510 193 20600 SH SHARED 01 20600 D GROUP 1 AUTOMOTIVE INC COM 39890510 57 6136 SH SHARED 04 6136 D GROW BIZ INTL INC COM 39981710 3 762 SH SHARED 04 762 D GRUPO FINANCIARO GALICIA S A SP ADR 10 SH B 39990910 31 2115 SH SHARED 01 2115 D GRUPO RADIO CENTRO S A DE C V SPONSORED ADR 40049C10 7 1000 SH SHARED 04 1000 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 739 16457 SH SHARED 01 16457 D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 134 3000 SH SHARED 05 3000 D GTECH HLDGS CORP COM 40051810 31838 1548400 SH SHARED 1548400 D GTECH HLDGS CORP COM 40051810 1487 72352 SH SHARED 01 72352 D GTECH HLDGS CORP COM 40051810 736 35820 SH SHARED 04 35820 D GTECH 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GUITAR CTR MGMT INC COM 40204010 313 27600 SH SHARED 01 27600 D GUITAR CTR MGMT INC COM 40204010 99 8706 SH SHARED 04 8706 D GULF CDA RES LTD ORD 40218L30 101 20000 SH SHARED 01 20000 D GULF CDA RES LTD ORD 40218L30 136 27000 SH SHARED 02 27000 D GULF INDONESIA RES LTD COM 40228410 27 3000 SH SHARED 01 3000 D GULF ISLAND FABRICATION INC COM 40230710 0 3 SH SHARED 01 3 D GULF ISLAND FABRICATION INC COM 40230710 85 4700 SH SHARED 01 4700 D GULF ISLAND FABRICATION INC COM 40230710 56 3119 SH SHARED 04 3119 D GUM TECH INTL INC COM 40280310 13 2000 SH SHARED 02 2000 D GEMSTAR-TV GUIDE INTL INC COM 40299W9A 0 20 SH SHARED 02 20 D GYMBOREE CORP COM 40377710 13 1000 SH SHARED 02 1000 D H T E INC COM 40392610 43 48154 SH SHARED 02 48154 D H & CB SPON ADR 1/2SH 40400820 58 5200 SH SHARED 01 5200 D H & Q HEALTHCARE FD SH BEN INT 40405210 258 10541 SH SHR/OTHR 01 10541 D H & Q HEALTHCARE FD SH BEN INT 40405210 63 2580 SH SHARED 02 2580 D H & Q HEALTHCARE FD SH BEN INT 40405210 56 2300 SH SHARED 04 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BEN INT 40426W10 2314 306050 SH SHARED 01 304850 1200 D HRPT PPTYS TR COM SH BEN INT 40426W10 28 3800 SH SHR/OTHR 01 3800 D HRPT PPTYS TR COM SH BEN INT 40426W10 509 67319 SH SHARED 04 67319 D H POWER CORP COM 40427A10 0 97 SH SHARED 04 97 D H POWER CORP COM 40427A10 18 2350 SH SHARED 02 2350 D HSBC HLDGS PLC SPON ADR NEW 40428040 22 300 SH SHR/OTHR 01 300 D HSBC HLDGS PLC SPON ADR NEW 40428040 176 2400 SH SHARED 02 2400 D HS RES INC COM 40429710 958 22625 SH SHARED 01 22625 D HS RES INC COM 40429710 84 2000 SH SHARED 02 2000 D HS RES INC COM 40429710 265 6260 SH SHARED 04 6260 D HS RES INC COM 40429710 46 1100 SH SHARED 05 1100 D HA-LO INDS INC COM 40442910 170 75937 SH SHARED 01 75937 D HA-LO INDS INC COM 40442910 52 23151 SH SHARED 04 23151 D HAEMONETICS CORP COM 40502410 1449 46950 SH SHARED 01 46950 D HAEMONETICS CORP COM 40502410 4 142 SH SHARED 02 142 D HAEMONETICS CORP COM 40502410 310 10057 SH SHARED 04 10057 D HAGGAR CORP COM 40517310 5 458 SH SHARED 04 458 D HAHN AUTOMOTIVE WHSE INC COM 40519110 0 173 SH SHARED 04 173 D HAIN CELESTIAL GROUP INC COM 40521710 4 125 SH SHARED 04 125 D HAIN CELESTIAL GROUP INC COM 40521710 1669 51382 SH SHARED 01 51382 D HAIN CELESTIAL GROUP INC COM 40521710 8 253 SH SHARED 02 253 D HAIN CELESTIAL GROUP INC COM 40521710 417 12854 SH SHARED 04 12854 D HALIFAX CORP COM 40575210 36 13420 SH SHARED 02 13420 D HALL KINION ASSOCIATES INC COM 40606910 4 224 SH SHARED 02 224 D HALL KINION ASSOCIATES INC COM 40606910 615 30600 SH SHARED 01 30600 D HALL KINION ASSOCIATES INC COM 40606910 69 3474 SH SHARED 04 3474 D HALLIBURTON CO COM 40621610 1921 53000 SH SHARED 53000 D HALLIBURTON CO COM 40621610 132071 3643363 SH SHARED 01 3503703 800 138860 D HALLIBURTON CO COM 40621610 2987 82413 SH SHR/OTHR 01 28795 53618 D HALLIBURTON CO COM 40621610 614 16940 SH SHARED 02 5590 11350 D HALLIBURTON CO COM 40621610 17158 473333 SH SHARED 04 473333 D HALLIBURTON CO COM 40621610 4977 137300 SH SHARED 05 137300 D HALLIBURTON CO COM 40621610 7544 208120 SH SHARED 06 208120 D HALLWOOD ENERGY CORP DEL COM 40636X10 279 29445 SH SHARED 04 29445 D JOHN HANCOCK BK &THRIFT OPP FD SH BEN INT 40973510 579 65273 SH SHARED 02 65273 D JOHN HANCOCK BK &THRIFT OPP FD SH BEN INT 40973510 8310 936400 SH SHARED 04 936400 D HANCOCK HLDG CO COM 41012010 45 1183 SH SHARED 04 1183 D HANCOCK HLDG CO COM 41012010 534 13970 SH SHARED 01 13970 D HANCOCK HLDG CO COM 41012010 132 3475 SH SHARED 04 3475 D HANCOCK JOHN PATRIOT GLOBL DEV COM 41013G10 23 1932 SH SHARED 02 1932 D HANCOCK JOHN PATRIOT PFD DIV COM 41013J10 19 1747 SH SHARED 02 1747 D HANCOCK JOHN PATRIOT PFD DIV COM 41013J10 66 6000 SH SHARED 04 6000 D HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T10 122 11600 SH SHARED 04 11600 D HANCOCK JOHN PATRIOT SELCT DIV COM 41013U10 117 9000 SH SHARED 04 9000 D HANCOCK JOHN FINL SVCS INC COM 41014S10 9235 245470 SH SHARED 01 243470 2000 D HANCOCK JOHN FINL SVCS INC COM 41014S10 33 900 SH SHR/OTHR 01 900 D HANCOCK JOHN FINL SVCS INC COM 41014S10 109 2915 SH SHARED 02 829 2086 D HANCOCK JOHN FINL SVCS INC COM 41014S10 349 9300 SH SHARED 04 9300 D HANDLEMAN CO DEL COM 41025210 363 48475 SH SHARED 01 48475 D HANDLEMAN CO DEL COM 41025210 75 10062 SH SHARED 04 10062 D HANDSPRING INC COM 41029310 62 1600 SH SHARED 02 1600 D HANOVER CAP MTG HLDGS INC COM 41076110 2 500 SH SHARED 04 500 D HANOVER COMPRESSOR CO COM 41076810 3275 73500 SH SHARED 01 73500 D HANOVER COMPRESSOR CO COM 41076810 1978 44400 SH SHARED 04 44400 D HANOVER COMPRESSOR CO COM 41076810 338 7600 SH SHARED 05 7600 D HANOVER DIRECT INC COM 41078310 49 131912 SH SHARED 01 131912 D HANOVER DIRECT INC COM 41078310 21 57811 SH SHARED 04 57811 D HANSEN NAT CORP COM 41131010 13 3522 SH SHARED 04 3522 D HANSON PLC SPON ADR NEW 41135240 17 500 SH SHR/OTHR 01 500 D HARCOURT GEN INC COM 41163G10 50226 878078 SH SHARED 01 871978 6100 D HARCOURT GEN INC COM 41163G10 89 1561 SH SHR/OTHR 01 1561 D HARCOURT GEN INC COM 41163G10 3290 57519 SH SHARED 04 57519 D HARCOURT GEN INC COM 41163G10 91 1600 SH SHARED 05 1600 D HARDIN BANCORP INC COM 41181910 21 1020 SH SHARED 05 1020 D HARBOR FLA BANCSHARES INC COM 41190110 0 28 SH SHARED 05 28 D HARBOR FLA BANCSHARES INC COM 41190110 352 23610 SH SHARED 01 23610 D HARBOR FLA BANCSHARES INC COM 41190110 130 8722 SH SHARED 04 8722 D HARLAND JOHN H CO COM 41269310 77 5500 SH SHARED 5500 D HARLAND JOHN H CO COM 41269310 850 60184 SH SHARED 01 60184 D HARLAND JOHN H CO COM 41269310 154 10967 SH SHARED 04 10967 D HARLEY DAVIDSON INC COM 41282210 410 10330 SH SHARED 04 10330 D HARLEY DAVIDSON INC COM 41282210 23241 584700 SH SHARED 584700 D HARLEY DAVIDSON INC COM 41282210 98020 2465916 SH SHARED 01 2456725 9191 D HARLEY DAVIDSON INC COM 41282210 143 3600 SH SHR/OTHR 01 3600 D HARLEY DAVIDSON INC COM 41282210 250 6300 SH SHARED 02 1200 5100 D HARLEY DAVIDSON INC COM 41282210 10068 253292 SH SHARED 04 253292 D HARLEY DAVIDSON INC COM 41282210 453 11400 SH SHARED 05 11400 D HARLEYSVILLE GROUP INC COM 41282410 2 81 SH SHARED 05 81 D HARLEYSVILLE GROUP INC COM 41282410 587 20100 SH SHARED 01 20100 D HARLEYSVILLE GROUP INC COM 41282410 150 5143 SH SHARED 04 5143 D HARLEYSVILLE NATL CORP PA COM 41285010 0 13 SH SHARED 04 13 D HARLEYSVILLE NATL CORP PA COM 41285010 424 12238 SH SHARED 01 12238 D HARLEYSVILLE NATL CORP PA COM 41285010 116 3362 SH SHARED 04 3362 D HARMAN INTL INDS INC COM 41308610 631 17300 SH SHARED 17300 D HARMAN INTL INDS INC COM 41308610 1721 47176 SH SHARED 01 47176 D HARMAN INTL INDS INC COM 41308610 388 10650 SH SHARED 02 10000 650 D HARMAN INTL INDS INC COM 41308610 450 12335 SH SHARED 04 12335 D HARMONIC INC COM 41316010 147 26002 SH SHARED 04 26002 D HARMONIC INC COM 41316010 329 57853 SH SHARED 01 57853 D HARMONIC INC COM 41316010 2 400 SH SHR/OTHR 01 400 D HARMONIC INC COM 41316010 557 97973 SH SHARED 02 21157 76816 D HARMONIC INC COM 41316010 26 4600 SH SHARED 04 4600 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 24 5241 SH SHARED 04 5241 D HARRAHS ENTMT INC COM 41361910 23574 893825 SH SHARED 01 890325 3500 D HARRAHS ENTMT INC COM 41361910 26 1000 SH SHARED 02 1000 D HARRAHS ENTMT INC COM 41361910 2763 104782 SH SHARED 04 104782 D HARRIS & HARRIS GROUP INC COM 41383310 46 18931 SH SHARED 04 18931 D HARRIS & HARRIS GROUP INC COM 41383310 3 1500 SH SHARED 02 1500 D HARRIS CORP DEL COM 41387510 428 14000 SH SHARED 14000 D HARRIS CORP DEL COM 41387510 2872 93790 SH SHARED 01 93390 400 D HARRIS CORP DEL COM 41387510 18 600 SH SHR/OTHR 01 600 D HARRIS CORP DEL COM 41387510 1950 63700 SH SHARED 04 63700 D HARRIS INTERACTIVE INC COM 41454910 0 50 SH SHARED 04 50 D HARRYS FMRS MKT INC CL A 41586310 0 1550 SH SHARED 02 1550 D HARSCO CORP COM 41586410 2235 90545 SH SHARED 01 90545 D HARSCO CORP COM 41586410 19 800 SH SHARED 02 800 D HARSCO CORP COM 41586410 1023 41441 SH SHARED 04 41441 D HARSCO CORP COM 41586410 130 5300 SH SHARED 05 5300 D HARTE-HANKS INC COM 41619610 1303 55018 SH SHARED 01 55018 D HARTE-HANKS INC COM 41619610 56 2400 SH SHARED 02 2400 D HARTE-HANKS INC COM 41619610 1167 49300 SH SHARED 04 49300 D HARTE-HANKS INC COM 41619610 213 9000 SH SHARED 05 9000 D HARTFORD FINL SVCS GROUP INC COM 41651510 41139 582500 SH SHARED 582500 D HARTFORD FINL SVCS GROUP INC COM 41651510 115229 1631574 SH SHARED 01 1627326 4248 D HARTFORD FINL SVCS GROUP INC COM 41651510 1306 18494 SH SHR/OTHR 01 13000 5494 D HARTFORD FINL SVCS GROUP INC COM 41651510 856 12123 SH SHARED 02 1032 11091 D HARTFORD FINL SVCS GROUP INC COM 41651510 14422 204209 SH SHARED 04 204209 D HARTFORD FINL SVCS GROUP INC COM 41651510 2825 40000 SH SHARED 05 40000 D HARTFORD FINL SVCS GROUP INC COM 41651510 1334 18900 SH SHARED 06 18900 D HARVARD BIOSCIENCE INC COM 41690610 0 100 SH SHARED 04 100 D HARTMARX CORP COM 41711910 17 7235 SH SHARED 01 7235 D HARVEY ELECTRONICS INC COM 41766010 2 3087 SH SHARED 01 3087 D HARVEY ENTMT CO COM 41766210 2 11328 SH SHARED 01 11328 D HASBRO INC COM 41805610 12563 1182445 SH SHARED 01 1182445 D HASBRO INC COM 41805610 94 8900 SH SHR/OTHR 01 8900 D HASBRO INC COM 41805610 10 1000 SH SHARED 02 1000 D HASBRO INC COM 41805610 1505 141709 SH SHARED 04 141709 D HASBRO INC COM 41805610 564 53100 SH SHARED 05 53100 D HASTINGS ENTMT INC COM 41836510 0 19 SH SHARED 05 19 D HATHAWAY CORP COM 41901110 2 750 SH SHARED 05 750 D HAUPPAUGE DIGITAL INC COM 41913110 9 6138 SH SHARED 05 6138 D HAVAS ADVERTISING SPONSORED ADR 41931310 365 25852 SH SHARED 01 17246 8606 D HAVAS ADVERTISING SPONSORED ADR 41931310 48 3427 SH SHARED 02 3427 D HAVERTY FURNITURE INC COM 41959610 204 20700 SH SHARED 01 20700 D HAVERTY FURNITURE INC COM 41959610 61 6269 SH SHARED 04 6269 D HAWAIIAN ELEC INDUSTRIES COM 41987010 2382 64058 SH SHARED 01 63808 250 D HAWAIIAN ELEC INDUSTRIES COM 41987010 1266 34048 SH SHARED 04 34048 D HAWAIIAN ELEC INDUSTRIES COM 41987010 159 4300 SH SHARED 05 4300 D HAWKER PACIFIC AEROSPACE COM 42012310 4 1400 SH SHARED 05 1400 D HAYES LEMMERZ INTL INC COM 42078110 177 26500 SH SHARED 01 26500 D HAYES LEMMERZ INTL INC COM 42078110 44 6600 SH SHARED 04 6600 D HEARME COM 42190310 6 10749 SH SHARED 04 10749 D HEALTHCARE SVCS GRP INC COM 42190610 446 70000 SH SHARED 02 70000 D HEALTH CARE PPTY INVS INC COM 42191510 3129 104759 SH SHARED 01 101627 3132 D HEALTH CARE PPTY INVS INC COM 42191510 26 900 SH SHR/OTHR 01 900 D HEALTH CARE PPTY INVS INC COM 42191510 645 21623 SH SHARED 02 10354 11269 D HEALTH CARE PPTY INVS INC COM 42191510 558 18682 SH SHARED 04 18682 D HEALTHSOUTH CORP CORCB 421924AF 2414 148000 PRN SHARED 02 100000 48000 D HEALTHSOUTH CORP COM 42192410 0 5600 SH SHARED 5600 D HEALTHSOUTH CORP COM 42192410 2 2822415 SH SHARED 01 2821483 932 D HEALTHSOUTH CORP COM 42192410 2064 126573 SH SHARED 02 118373 8200 D HEALTHSOUTH CORP COM 42192410 211 1300411 SH SHARED 04 1300411 D HEALTHSOUTH CORP COM 42192410 1 8200 SH SHARED 05 8200 D HEALTH MGMT ASSOC INC NEW CL A 42193310 17963 865708 SH SHARED 01 865708 D HEALTH MGMT ASSOC INC NEW CL A 42193310 253 12200 SH SHARED 02 12200 D HEALTH MGMT ASSOC INC NEW CL A 42193310 3714 179000 SH SHARED 04 179000 D HEALTH MGMT ASSOC INC NEW CL A 42193310 898 43300 SH SHARED 05 43300 D HEALTH RISK MGMT INC COM 42193510 0 145 SH SHARED 05 145 D HEALTHCARE RLTY TR COM 42194610 1297 61044 SH SHARED 01 61044 D HEALTHCARE RLTY TR COM 42194610 3 150 SH SHARED 02 150 D HEALTHCARE RLTY TR COM 42194610 332 15655 SH SHARED 04 15655 D HEALTHPLAN SVCS CORP COM 42195910 0 1 SH SHARED 04 1 D HEARTPORT INC COM 42196910 4 2560 SH SHARED 04 2560 D HEAD N V NY RERISTRY SH 42207010 28 4900 SH SHARED 04 4900 D HEADWATERS INC COM 42210P10 30 13000 SH SHARED 04 13000 D HEALTH CARE REIT INC COM 42217K10 606 37325 SH SHARED 01 37325 D HEALTH CARE REIT INC COM 42217K10 142 8785 SH SHARED 02 6350 2435 D HEALTH CARE REIT INC COM 42217K10 180 11078 SH SHARED 04 11078 D HEALTH GRADES INC COM 42218Q10 2 8486 SH SHARED 04 8486 D HEALTHAXIS INC COM 42219D10 0 104 SH SHARED 04 104 D HEALTH MGMT SYS INC COM 42219M10 0 479 SH SHARED 04 479 D HEALTHCENTRAL COM COM 42221V10 0 2900 SH SHARED 04 2900 D HEALTHCARE COM CORP COM 42221Y10 3 2351 SH SHARED 04 2351 D HEALTHCARE COM CORP COM 42221Y10 4 3000 SH SHARED 02 3000 D HEALTHEXTRAS INC COM 42221110 30 8710 SH SHARED 02 8710 D HEALTHWATCH INC COM PAR $0.05 42221480 4 8400 SH SHARED 02 8400 D HEALTH NET INC COM 42222G10 175 6700 SH SHARED 6700 D HEALTH NET INC COM 42222G10 16759 639974 SH SHARED 01 639974 D HEALTH NET INC COM 42222G10 3133 119653 SH SHARED 04 119653 D HEALTH NET INC COM 42222G10 421 16100 SH SHARED 05 16100 D HEALTHGATE DATA CORP COM 42222H10 0 2974 SH SHARED 05 2974 D HEALTHTRONICS INC COM 42222L10 1 164 SH SHARED 05 164 D HEALTHSTREAM INC COM 42222N10 0 653 SH SHARED 05 653 D HEARST-ARGYLE TELEVISION INC COM 42231710 552 27017 SH SHARED 01 27017 D HEARST-ARGYLE TELEVISION INC COM 42231710 49 2400 SH SHARED 04 2400 D HEARTLAND EXPRESS INC COM 42234710 1 80 SH SHARED 04 80 D HEARTLAND EXPRESS INC COM 42234710 663 29086 SH SHARED 01 29086 D HEARTLAND EXPRESS INC COM 42234710 130 5701 SH SHARED 04 5701 D HEAVENLYDOOR COM INC COM 42248Q10 2 44730 SH SHARED 04 44730 D HECLA MNG CO COM 42270410 25 50000 SH SHARED 01 50000 D HECLA MNG CO COM 42270410 1 2000 SH SHARED 02 2000 D HEICO CORP NEW COM 42280610 283 18139 SH SHARED 01 18139 D HEICO CORP NEW COM 42280610 48 3132 SH SHARED 04 3132 D HEICO CORP NEW CL A 42280620 31 2700 SH SHARED 01 2700 D HEIDRICK & STRUGGLES INTL INC COM 42281910 2 69 SH SHARED 01 69 D HEIDRICK & STRUGGLES INTL INC COM 42281910 1219 29000 SH SHARED 01 29000 D HEIDRICK & STRUGGLES INTL INC COM 42281910 315 7491 SH SHARED 04 7491 D HEINZ H J CO COM 42307410 125831 2652610 SH SHARED 01 2646010 6600 D HEINZ H J CO COM 42307410 3504 73875 SH SHR/OTHR 01 49475 24400 D HEINZ H J CO COM 42307410 443 9352 SH SHARED 02 2277 7075 D HEINZ H J CO COM 42307410 12803 269899 SH SHARED 04 269899 D HELIX TECHNOLOGY CORP COM 42331910 1008 42605 SH SHARED 01 42605 D HELIX TECHNOLOGY CORP COM 42331910 331 14000 SH SHARED 02 14000 D HELIX TECHNOLOGY CORP COM 42331910 206 8725 SH SHARED 04 8725 D HELLENIC TELECOM ORGANIZATN SA SPONSORED ADR 42332530 124 17200 SH SHARED 04 17200 D HELLER FINANCIAL INC CL A 42332810 687 22400 SH SHARED 22400 D HELLER FINANCIAL INC CL A 42332810 980 31942 SH SHARED 01 31942 D HELLER FINANCIAL INC CL A 42332810 33 1100 SH SHARED 02 1100 D HELLER FINANCIAL INC CL A 42332810 101 3300 SH SHARED 04 3300 D HELMERICH & PAYNE INC COM 42345210 3762 85750 SH SHARED 01 85750 D HELMERICH & PAYNE INC COM 42345210 32 750 SH SHARED 02 750 D HELMERICH & PAYNE INC COM 42345210 1614 36800 SH SHARED 04 36800 D HEMAGEN DIAGNOSTICS INC COM 42350110 0 2373 SH SHARED 04 2373 D HENLEY HEALTHCARE INC COM 42550V10 5 24822 SH SHARED 04 24822 D APPLIED MATLS INC COM 42599W9A 8 230 SH SHARED 02 230 D HENRY JACK & ASSOC INC COM 42628110 1 23 SH SHARED 02 23 D HENRY JACK & ASSOC INC COM 42628110 2646 42600 SH SHARED 01 42600 D HENRY JACK & ASSOC INC COM 42628110 55 900 SH SHR/OTHR 01 900 D HENRY JACK & ASSOC INC COM 42628110 1901 30600 SH SHARED 04 30600 D HENRY JACK & ASSOC INC COM 42628110 360 5800 SH SHARED 05 5800 D HERBALIFE INTL INC CL A 42690820 8 1133 SH SHARED 1133 D HERBALIFE INTL INC CL A 42690820 198 26088 SH SHARED 01 23337 2751 D HERBALIFE INTL INC CL A 42690820 39 5138 SH SHARED 04 5138 D HERBALIFE INTL INC CL B 42690830 2 354 SH SHARED 04 354 D HERITAGE COMMERCE CORP COM 42692710 132 14292 SH SHARED 02 14292 D HERCULES INC 340 427056AK 3 18750 PRN SHARED 01 18750 D HERCULES INC 340 427056AK 0 1500 PRN SHR/OTHR 01 1500 D HERCULES INC COM 42705610 144 762936 SH SHARED 01 762436 500 D HERCULES INC COM 42705610 0 3000 SH SHR/OTHR 01 3000 D HERCULES INC COM 42705610 1791 93992 SH SHARED 04 93992 D HERCULES INC COM 42705610 116 6100 SH SHARED 05 6100 D HERLEY INDS INC DEL COM 42739810 4 266 SH SHARED 05 266 D HERSHEY FOODS CORP COM 42786610 58265 905093 SH SHARED 01 901693 3400 D HERSHEY FOODS CORP COM 42786610 611 9492 SH SHARED 02 1000 8492 D HERSHEY FOODS CORP COM 42786610 6768 105136 SH SHARED 04 105136 D HERTZ CORP CL A 42804010 1513 44350 SH SHARED 01 44350 D HERTZ CORP CL A 42804010 68 2000 SH SHARED 04 2000 D HESKA CORP COM 42805E10 5 7935 SH SHARED 04 7935 D HEWLETT PACKARD CO CNB 428236AC 10131 321000 PRN SHARED 04 321000 D HEWLETT PACKARD CO COM 42823610 3 10800 SH SHR/OTHR 04 10800 D HEWLETT PACKARD CO COM 42823610 107310 3400000 SH SHARED 3400000 D HEWLETT PACKARD CO COM 42823610 5172 16422138 SH SHARED 01 16090739 3650 327749 D HEWLETT PACKARD CO COM 42823610 235 748924 SH SHR/OTHR 01 479738 269186 D HEWLETT PACKARD CO COM 42823610 2518 79789 SH SHARED 02 12226 67563 D HEWLETT PACKARD CO COM 42823610 96732 3064850 SH SHARED 04 3064850 D HEWLETT PACKARD CO COM 42823610 56 180500 SH SHARED 06 180500 D HEXCEL CORP NEW COM 42829110 382 42804 SH SHARED 01 42804 D HEXCEL CORP NEW COM 42829110 65 7369 SH SHARED 04 7369 D HI / FN INC COM 42835810 1 61 SH SHARED 04 61 D HI / FN INC COM 42835810 581 21161 SH SHARED 01 21161 D HI / FN INC COM 42835810 6 252 SH SHARED 02 252 D HI / FN INC COM 42835810 73 2684 SH SHARED 04 2684 D HI-TECH PHARMACAL INC COM 42840B10 1 430 SH SHARED 04 430 D HIBERNIA CORP CL A 42865610 169 13300 SH SHARED 13300 D HIBERNIA CORP CL A 42865610 7694 603488 SH SHARED 01 603488 D HIBERNIA CORP CL A 42865610 15 1250 SH SHARED 02 1250 D HIBERNIA CORP CL A 42865610 1982 155500 SH SHARED 04 155500 D HIBERNIA CORP CL A 42865610 281 22100 SH SHARED 05 22100 D HIBERNIA FOODS PLC SPONSORED ADR 42866010 0 97 SH SHARED 05 97 D HICKORY TECH CORP COM 42906010 2 134 SH SHARED 05 134 D HICKORY TECH CORP COM 42906010 522 25491 SH SHARED 01 25491 D HICKORY TECH CORP COM 42906010 110 5369 SH SHARED 04 5369 D HIGH PLAINS CORP COM 42970110 13 4246 SH SHARED 04 4246 D HIGH SPEED ACCESS CORP COM 42979U10 61 57541 SH SHARED 04 57541 D HIGH SPEED ACCESS CORP COM 42979U10 48 45200 SH SHARED 01 45200 D HIGH SPEED ACCESS CORP COM 42979U10 13 12971 SH SHARED 04 12971 D HIGHLANDS INS GROUP INC COM 43103210 59 6605 SH SHARED 01 6605 D HIGHWOODS PPTYS INC COM 43128410 2472 99401 SH SHARED 01 99401 D HIGHWOODS PPTYS INC COM 43128410 730 29350 SH SHARED 02 13700 15650 D HIGHWOODS PPTYS INC COM 43128410 569 22913 SH SHARED 04 22913 D HILB ROGAL & HAMILTON CO COM 43129410 717 18000 SH SHARED 01 18000 D HILB ROGAL & HAMILTON CO COM 43129410 39 1000 SH SHARED 02 1000 D HILB ROGAL & HAMILTON CO COM 43129410 204 5138 SH SHARED 04 5138 D HILLENBRAND INDS INC COM 43157310 3112 60435 SH SHARED 01 60435 D HILLENBRAND INDS INC COM 43157310 103 2000 SH SHARED 02 2000 D HILLENBRAND INDS INC COM 43157310 2714 52700 SH SHARED 04 52700 D HILLENBRAND INDS INC COM 43157310 427 8300 SH SHARED 05 8300 D HILTON HOTELS CORP 340 432848AL 0 60000 PRN SHARED 01 60000 D HILTON HOTELS CORP 340 432848AL 0 155000 PRN SHR/OTHR 01 155000 D HILTON HOTELS CORP CORBD 432848AL 262 25000 PRN SHARED 02 25000 D HILTON HOTELS CORP COM 43284810 290 2767802 SH SHARED 01 2766890 912 D HILTON HOTELS CORP COM 43284810 20 199044 SH SHR/OTHR 01 199044 D HILTON HOTELS CORP COM 43284810 194 18505 SH SHARED 02 13005 5500 D HILTON HOTELS CORP COM 43284810 31 301433 SH SHARED 04 301433 D HILTON HOTELS CORP COM 43284810 7 72800 SH SHARED 05 72800 D HINES HORTICULTURE INC COM 43324510 0 294 SH SHARED 05 294 D HIRSCH INTL CORP CL A 43355010 11 11836 SH SHARED 05 11836 D HISPANIC BROADCASTING CORP CL A 43357B10 3419 134100 SH SHARED 01 134100 D HISPANIC BROADCASTING CORP CL A 43357B10 4451 174582 SH SHARED 02 36058 138524 D HISPANIC BROADCASTING CORP CL A 43357B10 2499 98000 SH SHARED 04 98000 D HISPANIC BROADCASTING CORP CL A 43357B10 367 14400 SH SHARED 05 14400 D HISPANIC TV NETWORK INC COM 43357C10 4 7680 SH SHARED 05 7680 D HITACHI LIMITED ADR 10 COM 43357850 17 200 SH SHR/OTHR 01 200 D HITACHI LIMITED ADR 10 COM 43357850 6 80 SH SHARED 02 80 D HITACHI LIMITED ADR 10 COM 43357850 3 40 SH SHARED 04 40 D HITACHI LIMITED ADR 10 COM 43357850 43 500 SH SHARED 05 500 D HOLLINGER INTL INC CL A 43556910 1131 71267 SH SHARED 01 71267 D HOLLINGER INTL INC CL A 43556910 244 15431 SH SHARED 04 15431 D HOLLIS-EDEN PHARMACEUTICALS COM 43590210 20 4000 SH SHARED 01 2000 2000 D HOLLIS-EDEN PHARMACEUTICALS COM 43590210 22 4400 SH SHARED 02 4400 D HOLLYWOOD ENTMT CORP COM 43614110 21 20035 SH SHARED 02 20035 D HOLLYWOOD ENTMT CORP COM 43614110 62 58450 SH SHARED 01 58450 D HOLLYWOOD ENTMT CORP COM 43614110 13 12409 SH SHARED 04 12409 D HOME DEPOT INC COM 43707610 791 17329 SH SHARED 04 17329 D HOME DEPOT INC COM 43707610 65 1425 SH SHR/OTHR 04 600 825 D HOME DEPOT INC COM 43707610 1164376 25485957 SH SHARED 01 22424110 3061847 D HOME DEPOT INC COM 43707610 45925 1005216 SH SHR/OTHR 01 202726 802490 D HOME DEPOT INC COM 43707610 12598 275759 SH SHARED 02 85517 190242 D HOME DEPOT INC COM 43707610 118348 2590419 SH SHARED 04 2590419 D HOME DEPOT INC COM 43707610 1959 42900 SH SHARED 05 42900 D HOME PRODS INTL INC COM 43730510 1 800 SH SHARED 05 800 D HOME PPTYS N Y INC COM 43730610 941 33700 SH SHARED 01 33700 D HOME PPTYS N Y INC COM 43730610 234 8379 SH SHARED 04 8379 D HOMEBASE INC COM 43738E10 7 7957 SH SHARED 01 7957 D HOMESEEKERS COM INC COM 43760510 11 22467 SH SHARED 01 22467 D HOMESERVICES COM INC COM 43760610 0 42 SH SHARED 01 42 D HOMESTAKE MNG CO COM 43761410 7243 1729980 SH SHARED 01 1729980 D HOMESTAKE MNG CO COM 43761410 17563 4194727 SH SHARED 04 4194727 D HOMESTAKE MNG CO COM 43761410 149 35700 SH SHARED 05 35700 D HOMESTORE COM INC COM 43785210 539 26800 SH SHARED 01 26800 D HOMESTORE COM INC COM 43785210 103 5166 SH SHARED 02 5166 D HOMESTORE COM INC COM 43785210 106 5300 SH SHARED 04 5300 D HOMETOWN AUTO RETAILERS COM 43785810 2 5447 SH SHARED 04 5447 D HON INDS INC COM 43809210 2647 103804 SH SHARED 01 103804 D HON INDS INC COM 43809210 1530 60000 SH SHARED 04 60000 D HON INDS INC COM 43809210 201 7900 SH SHARED 05 7900 D HONDA MOTOR LTD AMERN SHS 43812830 125 1700 SH SHARED 01 1700 D HONDA MOTOR LTD AMERN SHS 43812830 36 500 SH SHR/OTHR 01 500 D HONEYWELL INTL INC COM 43851610 672 14217 SH SHARED 01 14217 D HONEYWELL INTL INC COM 43851610 327186 6915518 SH SHARED 01 6836591 32571 46356 D HONEYWELL INTL INC COM 43851610 3982 84182 SH SHR/OTHR 01 38464 45718 D HONEYWELL INTL INC COM 43851610 1253 26487 SH SHARED 02 26487 D HONEYWELL INTL INC COM 43851610 71725 1516010 SH SHARED 04 1516010 D HONEYWELL INTL INC COM 43851610 785 16600 SH SHARED 05 16600 D HONEYWELL INTL INC COM 43851610 3354 70900 SH SHARED 06 70900 D HOOPER HOLMES INC COM 43910410 934 84500 SH SHARED 01 84500 D HOOPER HOLMES INC COM 43910410 30 2800 SH SHR/OTHR 01 2800 D HOOPER HOLMES INC COM 43910410 285 25812 SH SHARED 04 25812 D HORACE MANN EDUCATORS CORP NEW COM 44032710 1746 81718 SH SHARED 01 81718 D HORACE MANN EDUCATORS CORP NEW COM 44032710 903 42264 SH SHARED 04 42264 D HORACE MANN EDUCATORS CORP NEW COM 44032710 115 5400 SH SHARED 05 5400 D HORIZON OFFSHORE INC COM 44043J10 1 82 SH SHARED 05 82 D HORIZON OFFSHORE INC COM 44043J10 2607 132000 SH SHARED 01 132000 D HORIZON OFFSHORE INC COM 44043J10 68 3466 SH SHARED 04 3466 D HORIZON ORGANIC HOLDING COM 44043T10 0 21 SH SHARED 04 21 D HORMEL FOODS CORP COM 44045210 2221 119300 SH SHARED 01 119300 D HORMEL FOODS CORP COM 44045210 1810 97200 SH SHARED 04 97200 D HORMEL FOODS CORP COM 44045210 74 4000 SH SHARED 05 4000 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 1991 88028 SH SHARED 01 88028 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M10 447 19778 SH SHARED 04 19778 D HOST MARRIOTT CORP NEW COM 44107P10 14539 1123853 SH SHARED 01 268186 855667 D HOST MARRIOTT CORP NEW COM 44107P10 204 15778 SH SHR/OTHR 01 15778 D HOST MARRIOTT CORP NEW COM 44107P10 269 20796 SH SHARED 02 3000 17796 D HOST MARRIOTT CORP NEW COM 44107P10 222 17200 SH SHARED 04 17200 D HOT TOPIC INC COM 44133910 2 149 SH SHARED 04 149 D HOT TOPIC INC COM 44133910 723 44000 SH SHARED 01 41550 2450 D HOT TOPIC INC COM 44133910 108 6608 SH SHARED 04 6608 D HOTEL RESERVATIONS NETWORK INC CL A 44145110 0 24 SH SHARED 04 24 D HOTEL RESERVATIONS NETWORK INC CL A 44145110 349 12300 SH SHARED 01 12300 D HOTEL RESERVATIONS NETWORK INC CL A 44145110 57 2022 SH SHARED 04 2022 D HOTJOBS COM INC COM 44147410 1 106 SH SHARED 04 106 D HOTJOBS COM INC COM 44147410 346 30271 SH SHARED 01 24200 6071 D HOTJOBS COM INC COM 44147410 251 22000 SH SHARED 02 21000 1000 D HOTJOBS COM INC COM 44147410 97 8485 SH SHARED 04 8485 D HOUGHTON MIFFLIN CO COM 44156010 2805 60486 SH SHARED 01 60486 D HOUGHTON MIFFLIN CO COM 44156010 125 2700 SH SHARED 02 2000 700 D HOUGHTON MIFFLIN CO COM 44156010 1376 29684 SH SHARED 04 29684 D HOUGHTON MIFFLIN CO COM 44156010 194 4200 SH SHARED 05 4200 D HOUSEHOLD INTL INC COM 44181510 814 14800 SH SHARED 14800 D HOUSEHOLD INTL INC COM 44181510 192258 3495618 SH SHARED 01 3456942 38676 D HOUSEHOLD INTL INC COM 44181510 1431 26030 SH SHR/OTHR 01 12000 14030 D HOUSEHOLD INTL INC COM 44181510 416 7569 SH SHARED 02 1956 5613 D HOUSEHOLD INTL INC COM 44181510 24973 454064 SH SHARED 04 454064 D HOUSTON EXPL CO COM 44212010 259 6800 SH SHARED 01 6800 D HOUSTON EXPL CO COM 44212010 128 3358 SH SHARED 04 3358 D HUANENG PWR INTL INC SPON ADR N 44330410 101 5400 SH SHARED 5400 D HUANENG PWR INTL INC SPON ADR N 44330410 24 1300 SH SHARED 01 1300 D HUB GROUP INC CL A 44332010 29 3278 SH SHARED 01 3278 D HUB GROUP INC CL A 44332010 0 20 SH SHARED 04 20 D HUBBELL INC CL B 44351020 1771 66832 SH SHARED 01 66832 D HUBBELL INC CL B 44351020 31 1200 SH SHR/OTHR 01 1200 D HUBBELL INC CL B 44351020 4 158 SH SHARED 02 158 D HUBBELL INC CL B 44351020 1163 43900 SH SHARED 04 43900 D HUBBELL INC CL B 44351020 219 8300 SH SHARED 05 8300 D HUDSON CITY BANCORP COM 44368310 9 453 SH SHARED 05 453 D HUDSON CITY BANCORP COM 44368310 528 26100 SH SHARED 01 26100 D HUDSON CITY BANCORP COM 44368310 10 500 SH SHR/OTHR 01 500 D HUDSON CITY BANCORP COM 44368310 96 4788 SH SHARED 04 4788 D HUDSON RIV BANCORP INC COM 44412810 351 27700 SH SHARED 04 27700 D HUDSON UNITED BANCORP COM 44416510 294 14050 SH SHARED 04 14050 D HUDSON UNITED BANCORP COM 44416510 136 6500 SH SHARED 6500 D HUDSON UNITED BANCORP COM 44416510 2380 113678 SH SHARED 01 111854 1824 D HUDSON UNITED BANCORP COM 44416510 19 950 SH SHR/OTHR 01 950 D HUDSON UNITED BANCORP COM 44416510 11 537 SH SHARED 02 537 D HUDSON UNITED BANCORP COM 44416510 468 22363 SH SHARED 04 22363 D HUGHES SUPPLY INC COM 44448210 69 3900 SH SHARED 3900 D HUGHES SUPPLY INC COM 44448210 662 36926 SH SHARED 01 36926 D HUGHES SUPPLY INC COM 44448210 164 9169 SH SHARED 04 9169 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 95 6300 SH SHARED 01 6300 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 121 8000 SH SHR/OTHR 01 8000 D HUMANA INC COM 44485910 140 9200 SH SHARED 9200 D HUMANA INC COM 44485910 19712 1292621 SH SHARED 01 1292471 150 D HUMANA INC COM 44485910 9 600 SH SHR/OTHR 01 600 D HUMANA INC COM 44485910 22 1450 SH SHARED 02 1450 D HUMANA INC COM 44485910 2986 195806 SH SHARED 04 195806 D HUMAN GENOME SCIENCES INC 340 444903AG 6 1000000 PRN SHARED 01 1000000 D HUMAN GENOME SCIENCES INC bond-defa 444903AH 138624 2000000 PRN SHARED 01 2000000 D HUMAN GENOME SCIENCES INC COM 44490310 0 78 SH SHARED 01 78 D HUMAN GENOME SCIENCES INC COM 44490310 1 202157 SH SHARED 01 185007 17150 D HUMAN GENOME SCIENCES INC COM 44490310 0 1000 SH SHR/OTHR 01 1000 D HUMAN GENOME SCIENCES INC COM 44490310 491 7090 SH SHARED 02 4000 3090 D HUMAN GENOME SCIENCES INC COM 44490310 1583 22845 SH SHARED 04 22845 D HUMAN GENOME SCIENCES INC COM 44490310 485 7000 SH SHARED 05 7000 D HUMMINGBIRD INC COM 44544R10 66 2019 SH SHARED 05 2019 D HUNGRY MINDS INC CL A 44554910 17 2800 SH SHARED 05 2800 D HUNGRY MINDS INC CL A 44554910 0 100 SH SHARED 01 100 D HUNT CORP COM 44559110 7 1575 SH SHARED 01 1575 D HUNT J B TRANS SVCS INC COM 44565810 16 953 SH SHARED 01 953 D HUNT J B TRANS SVCS INC COM 44565810 748 44550 SH SHARED 01 44550 D HUNT J B TRANS SVCS INC COM 44565810 500 29776 SH SHARED 04 29776 D HUNT J B TRANS SVCS INC COM 44565810 79 4700 SH SHARED 05 4700 D HUNTINGTON BANCSHARES INC COM 44615010 27504 1699186 SH SHARED 01 1699186 D HUNTINGTON BANCSHARES INC COM 44615010 3500 216231 SH SHARED 04 216231 D HUNTINGTON BANCSHARES INC COM 44615010 161 10000 SH SHARED 05 10000 D HUTCHINSON TECHNOLOGY INC COM 44840710 1 90 SH SHARED 05 90 D HUTCHINSON TECHNOLOGY INC COM 44840710 1038 75550 SH SHARED 01 75550 D HUTCHINSON TECHNOLOGY INC COM 44840710 213 15519 SH SHARED 04 15519 D HUTTIG BLDG PRODS INC COM 44845110 16 4011 SH SHARED 01 3609 402 D HUTTIG BLDG PRODS INC COM 44845110 9 2289 SH SHR/OTHR 01 2289 D HYBRID NETWORKS INC COM 44860K10 328 42113 SH SHARED 01 42113 D HYBRID NETWORKS INC COM 44860K10 27 3500 SH SHARED 02 3500 D HYCOR BIOMEDICAL INC COM 44862310 6 1215 SH SHARED 02 1215 D HYDRIL CO COM 44877410 35 2000 SH SHARED 02 2000 D HYDROGENICS CORP COM 44888210 9 2162 SH SHARED 02 2162 D ICN PHARMACEUTICALS INC NEW COM 44892410 13853 451433 SH SHARED 01 450467 966 D ICN PHARMACEUTICALS INC NEW COM 44892410 61 2000 SH SHARED 02 2000 D ICN PHARMACEUTICALS INC NEW COM 44892410 1801 58701 SH SHARED 04 58701 D ICN PHARMACEUTICALS INC NEW COM 44892410 322 10500 SH SHARED 05 10500 D IDT CORP COM 44894710 1 65 SH SHARED 05 65 D IDT CORP COM 44894710 854 41924 SH SHARED 01 41924 D IDT CORP COM 44894710 182 8948 SH SHARED 04 8948 D HYPERCOM CORP COM 44913M10 53 17100 SH SHARED 01 17100 D HYPERCOM CORP COM 44913M10 15 4821 SH SHARED 04 4821 D HYPERION SOLUTIONS CORP COM 44914M10 158 10236 SH SHARED 04 10236 D HYPERION SOLUTIONS CORP COM 44914M10 945 61279 SH SHARED 01 61279 D HYPERION SOLUTIONS CORP COM 44914M10 88 5702 SH SHARED 02 3802 1900 D HYPERION SOLUTIONS CORP COM 44914M10 196 12743 SH SHARED 04 12743 D HYSEQ INC COM 44916330 301 21000 SH SHARED 01 20500 500 D HYSEQ INC COM 44916330 56 3915 SH SHARED 04 3915 D HYTEK MICROSYSTEMS INC COM 44918010 49 10705 SH SHARED 04 10705 D IBP INC COM 44922310 278 10400 SH SHARED 10400 D IBP INC COM 44922310 3447 128883 SH SHARED 01 128883 D IBP INC COM 44922310 14 555 SH SHARED 02 555 D IBP INC COM 44922310 9119 340900 SH SHARED 04 340900 D IBP INC COM 44922310 374 14000 SH SHARED 05 14000 D I B S INTERACTIVE INC COM 44923E10 1 1350 SH SHARED 05 1350 D ICG COMMUNICATIONS INC COM 44924610 0 98800 SH SHARED 01 98800 D ICG COMMUNICATIONS INC COM 44924610 0 800 SH SHARED 02 800 D ICO HLDGS INC COM 44929310 9 4826 SH SHARED 02 4826 D ICOS CORP COM 44929510 2557 49250 SH SHARED 01 49250 D ICOS CORP COM 44929510 36 700 SH SHARED 02 700 D ICOS CORP COM 44929510 192 3700 SH SHARED 04 3700 D ICU MED INC COM 44930G10 542 18000 SH SHARED 02 18000 D I-CABLE COMMUNICATIONS LTD SPONSORED ADR 44934B10 0 10 SH SHARED 02 10 D IDEC PHARMACEUTICALS CORP COM 44937010 16583 87484 SH SHARED 01 87484 D IDEC PHARMACEUTICALS CORP COM 44937010 28 150 SH SHR/OTHR 01 150 D IDEC PHARMACEUTICALS CORP COM 44937010 7 39 SH SHARED 02 39 D IDEC PHARMACEUTICALS CORP COM 44937010 7411 39100 SH SHARED 04 39100 D IDEC PHARMACEUTICALS CORP COM 44937010 2255 11900 SH SHARED 05 11900 D I D SYSTEMS INC COM 44948910 0 263 SH SHARED 05 263 D IEC ELECTRS CORP NEW COM 44949L10 11 21306 SH SHARED 05 21306 D IDX SYS CORP COM 44949110 3 151 SH SHARED 05 151 D IDX SYS CORP COM 44949110 547 21900 SH SHARED 01 20900 1000 D IDX SYS CORP COM 44949110 151 6073 SH SHARED 04 6073 D IFR SYSTEMS INC COM 44950710 18 5198 SH SHARED 04 5198 D IFS INTL HLDGS INC ST 44951530 0 250 SH SHARED 04 250 D IFX CORP ST 44951820 24 10382 SH SHARED 04 10382 D I-FLOW CORP ST 44952030 4 2916 SH SHARED 04 2916 D IGEN INC COM 44953610 321 26106 SH SHARED 01 25406 700 D IGEN INC COM 44953610 124 10102 SH SHARED 04 10102 D IGO CORP COM 44959210 0 78 SH SHARED 04 78 D IHOP CORP COM 44962310 522 24100 SH SHARED 01 24100 D IHOP CORP COM 44962310 169 7821 SH SHARED 04 7821 D I I S INTELLIGENT INFO LTD ORD SH NEW 44963320 0 205 SH SHARED 04 205 D IMC GLOBAL INC COM 44966910 1903 122296 SH SHARED 01 122296 D IMC GLOBAL INC COM 44966910 1300 83600 SH SHARED 04 83600 D IMC GLOBAL INC COM 44966910 1725 110900 SH SHARED 05 110900 D IMP INC ST 44969320 0 280 SH SHARED 05 280 D I-LINK CORP COM 44992710 0 935 SH SHARED 05 935 D I-LINK CORP COM 44992710 7 10000 SH SHARED 01 5000 5000 D IMS HEALTH INC COM 44993410 80294 2973882 SH SHARED 01 2951516 22366 D IMS HEALTH INC COM 44993410 6731 249331 SH SHR/OTHR 01 174410 74921 D IMS HEALTH INC COM 44993410 121 4500 SH SHARED 02 1700 2800 D IMS HEALTH INC COM 44993410 6336 234698 SH SHARED 04 234698 D IMS HEALTH INC COM 44993410 167 6200 SH SHARED 05 6200 D IRT PPTY CO COM 45005810 389 47975 SH SHARED 01 47975 D IRT PPTY CO COM 45005810 26 3300 SH SHARED 02 3300 D IRT PPTY CO COM 45005810 99 12293 SH SHARED 04 12293 D ITC DELTACOM INC COM 45031T10 0 57 SH SHARED 04 57 D ITC DELTACOM INC COM 45031T10 716 132840 SH SHARED 01 132840 D ITC DELTACOM INC COM 45031T10 107 20024 SH SHARED 04 20024 D ISTAR FINL INC COM 45031U10 1327 67436 SH SHARED 01 67436 D ISTAR FINL INC COM 45031U10 151 7700 SH SHARED 04 7700 D I-SECTOR CORP COM 45031W10 0 194 SH SHARED 04 194 D ISTA PHARMACEUTICALS INC COM 45031X10 8 770 SH SHARED 04 770 D I-STAT CORP COM 45031210 0 4 SH SHARED 04 4 D I-STAT CORP COM 45031210 477 18069 SH SHARED 01 18069 D I-STAT CORP COM 45031210 165 6268 SH SHARED 04 6268 D ITT EDUCATIONAL SERVICES INC COM 45068B10 479 21800 SH SHARED 01 21800 D ITT EDUCATIONAL SERVICES INC COM 45068B10 154 7000 SH SHARED 02 2000 5000 D ITT EDUCATIONAL SERVICES INC COM 45068B10 120 5478 SH SHARED 04 5478 D ITXC CORP COM 45069F10 72 10513 SH SHARED 04 10513 D ITXC CORP COM 45069F10 252 36400 SH SHARED 01 36400 D ITXC CORP COM 45069F10 16 2353 SH SHARED 04 2353 D IXIA COM 45071R10 1 77 SH SHARED 04 77 D IXIA COM 45071R10 2 100 SH SHARED 04 100 D IXL ENTERPRISES INC COM 45071810 128 128506 SH SHARED 04 128506 D IXL ENTERPRISES INC COM 45071810 58 58200 SH SHARED 01 57200 1000 D IXL ENTERPRISES INC COM 45071810 16 16219 SH SHARED 04 16219 D IASIAWORKS INC COM 45072L10 699 143400 SH SHARED 02 140400 3000 D IBEAM BROADCASTING CORP COM 45073P10 12 11916 SH SHARED 02 11916 D IBEAM BROADCASTING CORP COM 45073P10 32 30500 SH SHARED 01 30500 D IBEAM BROADCASTING CORP COM 45073P10 5 5033 SH SHARED 04 5033 D IBASIS INC CNB 450732AA 38362 9300000 PRN SHARED 04 9300000 D IBASIS INC COM 45073210 0 161 SH SHARED 04 161 D IBASIS INC COM 45073210 2 52550 SH SHARED 01 52550 D IBASIS INC COM 45073210 3737 906150 SH SHARED 02 905150 1000 D IBASIS INC COM 45073210 17 4248 SH SHARED 04 4248 D IBIS TECHNOLOGY CORP COM 45090910 2 146 SH SHARED 04 146 D IBIS TECHNOLOGY CORP COM 45090910 594 30900 SH SHARED 01 30900 D IBIS TECHNOLOGY CORP COM 45090910 212 11041 SH SHARED 04 11041 D ITT INDS INC IND COM 45091110 24614 635220 SH SHARED 01 634246 974 D ITT INDS INC IND COM 45091110 117 3031 SH SHR/OTHR 01 1000 2031 D ITT INDS INC IND COM 45091110 16 434 SH SHARED 02 286 148 D ITT INDS INC IND COM 45091110 2700 69696 SH SHARED 04 69696 D ITT INDS INC IND COM 45091110 3 100 SH SHARED 05 100 D IVI CHECKMATE CORP COM 45092810 1 1379 SH SHARED 05 1379 D ICICI BK LTD ADR 45104G10 127 20000 SH SHARED 04 20000 D IDACORP INC COM 45110710 4017 81881 SH SHARED 01 81881 D IDACORP INC COM 45110710 1900 38736 SH SHARED 04 38736 D IDACORP INC COM 45110710 245 5000 SH SHARED 05 5000 D IDEX CORP COM 45167R10 1450 43800 SH SHARED 01 43800 D IDEX CORP COM 45167R10 49 1500 SH SHR/OTHR 01 1500 D IDEX CORP COM 45167R10 388 11736 SH SHARED 04 11736 D IDEXX LABS INC COM 45168D10 1373 62446 SH SHARED 01 62446 D IDEXX LABS INC COM 45168D10 285 12963 SH SHARED 04 12963 D IENTERTAINMENT NETWORK INC COM 45169Q10 29 119908 SH SHARED 04 119908 D IGATE CAPITAL CORP COM 45169U10 0 128 SH SHARED 04 128 D IGATE CAPITAL CORP COM 45169U10 138 48006 SH SHARED 01 48006 D IGATE CAPITAL CORP COM 45169U10 2 1000 SH SHARED 02 1000 D IGATE CAPITAL CORP COM 45169U10 39 13641 SH SHARED 04 13641 D IKON OFFICE SOLUTIONS INC COM 45171310 620 248048 SH SHARED 01 248048 D IKON OFFICE SOLUTIONS INC COM 45171310 141 56690 SH SHARED 04 56690 D IDENTIX INC COM 45190610 281 35900 SH SHARED 01 35900 D IDENTIX INC COM 45190610 1 200 SH SHARED 02 200 D IDENTIX INC COM 45190610 82 10495 SH SHARED 04 10495 D ILEX ONCOLOGY INC COM 45192310 1012 38467 SH SHARED 01 38467 D ILEX ONCOLOGY INC COM 45192310 255 9724 SH SHARED 04 9724 D IL FORNAIO AMER CORP COM 45192610 0 11 SH SHARED 04 11 D IL FORNAIO AMER CORP COM 45192610 1631 125490 SH SHARED 02 125490 D IL FORNAIO AMER CORP COM 45192610 861 66300 SH SHARED 03 66300 D ILLINOIS TOOL WKS INC COM 45230810 126263 2119873 SH SHARED 01 2114774 5099 D ILLINOIS TOOL WKS INC COM 45230810 23 400 SH SHR/OTHR 01 400 D ILLINOIS TOOL WKS INC COM 45230810 151 2540 SH SHARED 02 2540 D ILLINOIS TOOL WKS INC COM 45230810 15038 252478 SH SHARED 04 252478 D ILLINOIS TOOL WKS INC COM 45230810 1161 19500 SH SHARED 05 19500 D ILLUMINA INC COM 45232710 0 7 SH SHARED 05 7 D ILLUMINET HLDGS INC COM 45233410 638 27825 SH SHARED 01 27825 D ILLUMINET HLDGS INC COM 45233410 9 412 SH SHARED 02 412 D ILLUMINET HLDGS INC COM 45233410 355 15517 SH SHARED 04 15517 D ILOG S A SPONSORED ADR 45236010 1 52 SH SHARED 04 52 D IMAGE ENTMT INC ST 45243920 21 6596 SH SHARED 04 6596 D IMAGEX COM INC COM 45244D10 65 63907 SH SHARED 04 63907 D IMATION CORP COM 45245A10 1483 95733 SH SHARED 01 95733 D IMATION CORP COM 45245A10 70 4534 SH SHR/OTHR 01 4294 240 D IMATION CORP COM 45245A10 614 39647 SH SHARED 04 39647 D IMATION CORP COM 45245A10 72 4700 SH SHARED 05 4700 D IMAGEWARE SYS INC COM 45245S10 23 5000 SH SHARED 02 5000 D IMAGEWARE SYS INC WT EXP 033105 45245S11 64 51500 SH SHARED 02 51500 D IMCLONE SYS INC COM 45245W10 2618 59500 SH SHARED 01 59500 D IMCLONE SYS INC COM 45245W10 255 5800 SH SHARED 04 5800 D IMANAGE INC COM 45245Y10 14 3153 SH SHARED 04 3153 D IMAGINON INC COM 45246K10 1 17430 SH SHARED 04 17430 D IMMTECH INTL INC COM 45251910 3 400 SH SHARED 04 400 D IMMUNE RESPONSE CORP DEL COM 45252T10 253 96535 SH SHARED 04 96535 D IMMUNE RESPONSE CORP DEL COM 45252T10 100 38200 SH SHARED 01 38200 D IMMUNE RESPONSE CORP DEL COM 45252T10 24 9276 SH SHARED 04 9276 D IMMERSION CORP COM 45252110 0 54 SH SHARED 04 54 D IMMERSION CORP COM 45252110 301 40071 SH SHARED 01 40071 D IMMERSION CORP COM 45252110 37 5035 SH SHARED 04 5035 D IMMUCELL CORP COM PAR $0.10 45252530 3 1923 SH SHARED 04 1923 D IMMUCOR INC COM 45252610 0 200 SH SHARED 04 200 D IMMUNEX CORP NEW COM 45252810 14693 361698 SH SHARED 01 359448 2250 D IMMUNEX CORP NEW COM 45252810 304 7500 SH SHR/OTHR 01 7500 D IMMUNEX CORP NEW COM 45252810 19 477 SH SHARED 02 477 D IMMUNEX CORP NEW COM 45252810 12679 312100 SH SHARED 04 312100 D IMMUNEX CORP NEW COM 45252810 89 2200 SH SHARED 05 2200 D IMMUNOGEN INC COM 45253H10 8 396 SH SHARED 05 396 D IMMUNOGEN INC COM 45253H10 1329 62020 SH SHARED 01 57588 4432 D IMMUNOGEN INC COM 45253H10 318 14875 SH SHARED 04 14875 D IMPATH INC COM 45255G10 3 53 SH SHARED 04 53 D IMPATH INC COM 45255G10 59 900 SH SHARED 900 D IMPATH INC COM 45255G10 2136 32128 SH SHARED 01 32128 D IMPATH INC COM 45255G10 106 1600 SH SHR/OTHR 01 1600 D IMPATH INC COM 45255G10 415 6243 SH SHARED 04 6243 D IMPCO TECHNOLOGIES INC COM 45255W10 0 12 SH SHARED 04 12 D IMPCO TECHNOLOGIES INC COM 45255W10 204 17000 SH SHARED 01 17000 D IMPCO TECHNOLOGIES INC COM 45255W10 21 1792 SH SHARED 04 1792 D IMPERIAL BANCORP COM 45255610 3844 146472 SH SHARED 01 146472 D IMPERIAL BANCORP COM 45255610 4473 170401 SH SHARED 04 170401 D IMPAX LABORATORIES INC COM 45256B10 10 1515 SH SHARED 04 1515 D IMPERIAL CHEM INDS PLC ADR NEW 45270450 202 6000 SH SHR/OTHR 01 6000 D IMPERIAL CR INDS INC COM 45272910 4 9830 SH SHARED 01 9830 D IMPERIAL CR INDS INC COM 45272910 4 10430 SH SHARED 01 10430 D IMATRON INC COM 45290610 4 3604 SH SHARED 01 3604 D IMATRON INC COM 45290610 124 90654 SH SHARED 01 90654 D IMATRON INC COM 45290610 50 36550 SH SHARED 04 36550 D IMMUNOMEDICS INC COM 45290710 52 2463 SH SHARED 04 2463 D IMMUNOMEDICS INC COM 45290710 930 43300 SH SHARED 01 43300 D IMMUNOMEDICS INC COM 45290710 264 12317 SH SHARED 04 12317 D IMPERIAL OIL LTD ST 45303840 23 900 SH SHARED 02 900 D IMPERIAL PKG CORP COM 45307710 20 1111 SH SHARED 01 1111 D IMPERIAL SUGAR CO NEW COM 45309610 135 166947 SH SHARED 01 166947 D IMPERIAL SUGAR CO NEW COM 45309610 135 166947 SH SHR/OTHR 01 166947 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 1 88 SH SHARED 01 88 D IMPROVENET INC COM 45321E10 0 133 SH SHARED 01 133 D IMPSAT FIBER NETWORKS INC COM 45321T10 92 21091 SH SHARED 01 21091 D IMPSAT FIBER NETWORKS INC COM 45321T10 56 12900 SH SHARED 01 12900 D IMPSAT FIBER NETWORKS INC COM 45321T10 20 4688 SH SHARED 04 4688 D IMRGLOBAL CORPORATION COM 45321W10 138 25710 SH SHARED 01 25710 D IMRGLOBAL CORPORATION COM 45321W10 109 20464 SH SHARED 04 20464 D INAMED CORP COM 45323510 2 134 SH SHARED 04 134 D INAMED CORP COM 45323510 483 23661 SH SHARED 01 23661 D INAMED CORP COM 45323510 278 13629 SH SHARED 04 13629 D INCARA PHARMACEUTICALS CORP COM 45324E10 0 93 SH SHARED 04 93 D INCO LTD COM 45325840 17996 1073748 SH SHARED 01 1073748 D INCO LTD COM 45325840 3298 196803 SH SHARED 04 196803 D INCO LTD COM 45325840 992 59200 SH SHARED 05 59200 D INCYTE GENOMICS INC bond-defa 45337CAC 992 4000000 PRN SHARED 01 4000000 D INCYTE GENOMICS INC CNB 45337CAC 32039 1288000 PRN SHARED 04 1288000 D INCYTE GENOMICS INC COM 45337C10 0 65 SH SHARED 04 65 D INCYTE GENOMICS INC COM 45337C10 0 74700 SH SHARED 01 74500 200 D INCYTE GENOMICS INC COM 45337C10 952 38293 SH SHARED 02 20468 17825 D INCYTE GENOMICS INC COM 45337C10 11 44850 SH SHARED 03 44850 D INCYTE GENOMICS INC COM 45337C10 11 46450 SH SHARED 04 46450 D INCYTE GENOMICS INC COM 45337C10 4 17400 SH SHARED 05 17400 D INDEPENDENCE CMNTY BK CORP COM 45341410 2 175 SH SHARED 05 175 D INDEPENDENCE CMNTY BK CORP COM 45341410 1923 120693 SH SHARED 01 120693 D INDEPENDENCE CMNTY BK CORP COM 45341410 19 1200 SH SHARED 02 1200 D INDEPENDENCE CMNTY BK CORP COM 45341410 409 25699 SH SHARED 04 25699 D INDEPENDENCE HLDG CO NEW ST 45344030 1 146 SH SHARED 04 146 D INDEPENDENT BANK CORP MASS COM 45383610 3 298 SH SHARED 04 298 D INDEPENDENT BANK CORP MASS COM 45383610 72 5800 SH SHARED 01 5800 D INDEPENDENT BANK CORP MASS COM 45383610 58 4693 SH SHARED 04 4693 D INDEPENDENT BANK CORP MICH COM 45383810 0 37 SH SHARED 04 37 D INDIA GROWTH FD INC COM 45409010 2306 205010 SH SHARED 04 205010 D INDUS INTL INC COM 45578L10 1 541 SH SHARED 04 541 D INDUS INTL INC COM 45578L10 29 14100 SH SHARED 01 14100 D INDUS INTL INC COM 45578L10 3 1500 SH SHARED 02 1500 D INDUS INTL INC COM 45578L10 11 5363 SH SHARED 04 5363 D INDUSTRI-MATEMATIK INTL CORP COM 45579210 5 2379 SH SHARED 04 2379 D INDUSTRI-MATEMATIK INTL CORP COM 45579210 5 2000 SH SHARED 02 2000 D INDUSTRIAL BANCORP INC COM 45588210 638 32305 SH SHARED 02 32305 D INDUSTRIAL HLDGS INC COM 45616010 68 64587 SH SHARED 02 64587 D INDUSTRIAL HLDGS INC WT B EX 011401 45616012 0 3071 SH SHARED 02 3071 D INDUSTRIAL HLDGS INC WT C EX 011401 45616013 111 275445 SH SHARED 02 275445 D INDYMAC BANCORP INC COM 45660710 3686 124976 SH SHARED 01 124976 D INDYMAC BANCORP INC COM 45660710 513 17420 SH SHARED 02 1700 15720 D INDYMAC BANCORP INC COM 45660710 775 26283 SH SHARED 04 26283 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 36 1000 SH SHR/OTHR 01 1000 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 448 12461 SH SHARED 02 8600 3861 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 61 1700 SH SHARED 04 1700 D INFINITY BROADCASTING CP NEW CL A 45662S10 775 27765 SH SHARED 04 27765 D INFINITY BROADCASTING CP NEW CL A 45662S10 25 900 SH SHR/OTHR 04 300 600 D INFINITY BROADCASTING CP NEW CL A 45662S10 32538 1164700 SH SHARED 1164700 D INFINITY BROADCASTING CP NEW CL A 45662S10 49180 1760405 SH SHARED 01 1275725 484680 D INFINITY BROADCASTING CP NEW CL A 45662S10 6642 237768 SH SHR/OTHR 01 92416 145352 D INFINITY BROADCASTING CP NEW CL A 45662S10 3878 138827 SH SHARED 02 77135 61692 D INFINITY BROADCASTING CP NEW CL A 45662S10 2019 72300 SH SHARED 04 72300 D INET TECHNOLOGIES INC COM 45662V10 3 78 SH SHARED 04 78 D INET TECHNOLOGIES INC COM 45662V10 68 1700 SH SHARED 01 1700 D INET TECHNOLOGIES INC COM 45662V10 222 5500 SH SHARED 04 5500 D INFINITY INC COM PAR $.0001 45663L40 13 2133 SH SHARED 04 2133 D INFICON HLDG AG ADR 45663T10 0 20 SH SHARED 04 20 D INFICON HLDG AG ADR 45663T10 5 500 SH SHARED 02 500 D INFOCROSSING INC COM 45664X10 0 38 SH SHARED 02 38 D INFOCROSSING INC COM 45664X10 0 100 SH SHARED 02 100 D INFOCURE CORP COM 45665A10 44 11903 SH SHARED 02 11903 D INFOCURE CORP COM 45665A10 0 34 SH SHARED 02 34 D INFOCURE CORP COM 45665A10 255 68000 SH SHARED 04 68000 D INFOCUS CORP COM 45665B10 19 1322 SH SHARED 04 1322 D INFOCUS CORP COM 45665B10 1256 85191 SH SHARED 01 85191 D INFOCUS CORP COM 45665B10 122 8300 SH SHARED 02 8300 D INFOCUS CORP COM 45665B10 586 39779 SH SHARED 04 39779 D INFOCUS CORP COM 45665B10 73 5000 SH SHARED 05 5000 D INFOGRAMES INC COM 45665T10 5 984 SH SHARED 05 984 D INFOGRAMES INC COM 45665T10 50 8990 SH SHARED 01 8990 D INFOGRAMES INC COM 45665T10 5 1000 SH SHARED 02 1000 D INFOGRAMES INC COM 45665T10 31 5695 SH SHARED 04 5695 D INFODATA SYS INC ST 45665020 0 1000 SH SHARED 04 1000 D INFORMATICA CORP COM 45666Q10 3536 89400 SH SHARED 01 89400 D INFORMATICA CORP COM 45666Q10 831 21030 SH SHARED 04 21030 D INFONET SVCS CORP CL B 45666T10 271 54300 SH SHARED 01 54300 D INFONET SVCS CORP CL B 45666T10 23 4600 SH SHARED 04 4600 D INFONAUTICS CORP CL A 45666210 22 31068 SH SHARED 04 31068 D INFONOW CORP ST 45666430 7 5039 SH SHARED 04 5039 D INFORMATION ARCHITECTS CORP COM 45669R10 60 33319 SH SHARED 04 33319 D INFORMATION ARCHITECTS CORP COM 45669R10 95 52900 SH SHARED 01 52900 D INFORMATION ARCHITECTS CORP COM 45669R10 15 8588 SH SHARED 04 8588 D INFORMATION HLDGS INC COM 45672710 234 9996 SH SHARED 01 9996 D INFORMATION HLDGS INC COM 45672710 137 5885 SH SHARED 04 5885 D INFORMAX INC COM 45677N20 0 5 SH SHARED 04 5 D INFORTE CORP COM 45677R10 24 1800 SH SHARED 01 1800 D INFORTE CORP COM 45677R10 12 887 SH SHARED 04 887 D INFORMIX CORP COM 45677910 923 310941 SH SHARED 01 310941 D INFORMIX CORP COM 45677910 2 1000 SH SHARED 02 1000 D INFORMIX CORP COM 45677910 808 272300 SH SHARED 04 272300 D INFORMIX CORP COM 45677910 116 39200 SH SHARED 05 39200 D INFORMIX CORP COM 4567799A 0 20 SH SHARED 02 20 D INFOSPACE INC COM 45678T10 406 45960 SH SHARED 02 45960 D INFOSPACE INC COM 45678T10 2595 293465 SH SHARED 01 293214 251 D INFOSPACE INC COM 45678T10 767 86779 SH SHARED 02 77826 8953 D INFOSPACE INC COM 45678T10 4639 524600 SH SHARED 04 524600 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 5 61 SH SHARED 04 61 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 151 1641 SH SHARED 04 1641 D INFOVISTA S A ADR 45681710 3 151 SH SHARED 04 151 D INFOUSA INC NEW COM 45681830 0 98 SH SHARED 04 98 D INFOUSA INC NEW COM 45681830 126 37550 SH SHARED 01 37550 D INFOUSA INC NEW COM 45681830 6 2000 SH SHARED 02 2000 D INFOUSA INC NEW COM 45681830 36 10927 SH SHARED 04 10927 D ING GROEP N V SPONSORED ADR 45683710 942 11764 SH SHARED 01 11763 1 D ING GROEP N V SPONSORED ADR 45683710 307 3838 SH SHARED 02 2219 1619 D INGENUUS CORP COM 45684610 5 20000 SH SHARED 02 20000 D INGENUUS CORP COM 45684610 1 5000 SH SHARED 02 5000 D INGERSOLL-RAND CO COM 45686610 50154 1197712 SH SHARED 01 1196462 1250 D INGERSOLL-RAND CO COM 45686610 603 14400 SH SHR/OTHR 01 1500 12900 D INGERSOLL-RAND CO COM 45686610 78 1885 SH SHARED 02 1885 D INGERSOLL-RAND CO COM 45686610 5815 138886 SH SHARED 04 138886 D INGERSOLL-RAND CO COM 45686610 799 19100 SH SHARED 06 19100 D INFORMATION RES INC COM 45690510 3 911 SH SHARED 06 911 D INFOINTERACTIVE INC COM 45691810 0 804 SH SHARED 06 804 D INGLES MKTS INC CL A 45703010 10 1018 SH SHARED 06 1018 D INGLES MKTS INC CL A 45703010 218 21750 SH SHARED 01 21750 D INGLES MKTS INC CL A 45703010 39 3906 SH SHARED 04 3906 D INGRAM MICRO INC CL A 45715310 816 72552 SH SHARED 01 72552 D INGRAM MICRO INC CL A 45715310 256 22800 SH SHARED 04 22800 D INHALE THERAPEUTIC SYS INC COM 45719110 12 245 SH SHARED 04 245 D INHALE THERAPEUTIC SYS INC COM 45719110 2762 54706 SH SHARED 01 54706 D INHALE THERAPEUTIC SYS INC COM 45719110 2344 46435 SH SHARED 02 31500 14935 D INHALE THERAPEUTIC SYS INC COM 45719110 685 13565 SH SHARED 04 13565 D INITIO INC COM 45720310 71 46508 SH SHARED 04 46508 D INKINE PHARMACEUTICALS INC COM 45721410 0 80 SH SHARED 04 80 D INKTOMI CORP COM 45727710 1 77 SH SHARED 04 77 D INKTOMI CORP COM 45727710 2239 125272 SH SHARED 01 125272 D INKTOMI CORP COM 45727710 7 425 SH SHR/OTHR 01 425 D INKTOMI CORP COM 45727710 828 46333 SH SHARED 02 40888 5445 D INKTOMI CORP COM 45727710 2841 158988 SH SHARED 04 158988 D INNKEEPERS USA TR COM 4576J010 517 46800 SH SHARED 01 46800 D INNKEEPERS USA TR COM 4576J010 148 13424 SH SHARED 04 13424 D INNOVATIVE GAMING CORP AMER COM 45764F10 3 6532 SH SHARED 04 6532 D INNODATA CORP ST 45764220 1 108 SH SHARED 04 108 D INNOVEX INC COM 45764710 0 37 SH SHARED 04 37 D INSIGHT ENTERPRISES INC COM 45765U10 2 160 SH SHARED 04 160 D INSIGHT ENTERPRISES INC COM 45765U10 891 49686 SH SHARED 01 49686 D INSIGHT ENTERPRISES INC COM 45765U10 226 12633 SH SHARED 04 12633 D INSIGNIA SYS INC COM 45765Y10 24 4900 SH SHARED 04 4900 D INPUT/OUTPUT INC COM 45765210 1970 193400 SH SHARED 01 193400 D INPUT/OUTPUT INC COM 45765210 153 15084 SH SHARED 04 15084 D INPRISE CORP COM 45766C10 22 4043 SH SHARED 04 4043 D INPRISE CORP COM 45766C10 352 63709 SH SHARED 01 63709 D INPRISE CORP COM 45766C10 2 500 SH SHARED 02 500 D INPRISE CORP COM 45766C10 119 21562 SH SHARED 04 21562 D INSIGNIA SOLUTIONS PLC SPONSORED ADR 45766J10 1 378 SH SHARED 04 378 D INSIGHT HEALTH SVCS CORP COM 45766Q10 0 19 SH SHARED 04 19 D INSITE VISION INC COM 45766010 9 3000 SH SHARED 02 3000 D INSITUFORM TECHNOLOGIES INC CL A 45766710 1490 37390 SH SHARED 01 37390 D INSITUFORM TECHNOLOGIES INC CL A 45766710 294 7373 SH SHARED 04 7373 D INSMED INC ST 45766920 3 1058 SH SHARED 04 1058 D INSMED INC 620 45766920 4 1250 SH SHR/OTHR 01 1250 D INSMED INC ST 45766920 0 250 SH SHARED 02 250 D INSIGNIA FINL GROUP INC NEW COM 45767A10 520 43816 SH SHARED 01 43816 D INSIGNIA FINL GROUP INC NEW COM 45767A10 10 878 SH SHARED 02 878 D INSIGNIA FINL GROUP INC NEW COM 45767A10 84 7147 SH SHARED 04 7147 D INSIGHT COMMUNICATIONS INC CL A 45768V10 266 11357 SH SHARED 04 7 11350 D INSIGHT COMMUNICATIONS INC CL A 45768V10 1618 68884 SH SHARED 01 61784 7100 D INSIGHT COMMUNICATIONS INC CL A 45768V10 30 1300 SH SHARED 02 1300 D INSIGHT COMMUNICATIONS INC CL A 45768V10 372 15862 SH SHARED 04 15862 D INNOVEDA INC COM 45769F10 1 935 SH SHARED 04 935 D INNOVEDA INC COM 45769F10 0 15 SH SHARED 02 15 D INSILICON CORP COM 45769H10 6 1000 SH SHARED 02 1000 D INNOVATIVE SOLUTIONS & SUPPORT COM 45769N10 7 400 SH SHARED 02 400 D INNOVATIVE SOLUTIONS & SUPPORT COM 45769N10 1641 93700 SH SHARED 01 93700 D INRANGE TECHNOLOGIES CORP CL B 45769V20 60 3550 SH SHARED 02 3300 250 D INRANGE TECHNOLOGIES CORP CL B 45769V20 1 100 SH SHARED 04 100 D INPRIMIS INC COM 45769X10 0 98 SH SHARED 04 98 D INPRIMIS INC COM 45769X10 13 14200 SH SHARED 02 14200 D INSPIRE INS SOLUTIONS INC COM 45773210 0 4381 SH SHARED 02 4381 D INSPIRE PHARMACEUTICALS INC COM 45773310 2 87 SH SHARED 02 87 D INSPIRE PHARMACEUTICALS INC COM 45773310 44 1700 SH SHARED 02 1200 500 D INSPIRE PHARMACEUTICALS INC COM 45773310 13 508 SH SHARED 04 508 D INSURANCE AUTO AUCTIONS INC COM 45787510 0 70 SH SHARED 04 70 D INSURANCE AUTO AUCTIONS INC COM 45787510 209 17470 SH SHARED 01 17470 D INSURANCE AUTO AUCTIONS INC COM 45787510 40 3350 SH SHARED 04 3350 D INTEGRATED MEASUREMENT SYS INC COM 45792310 200 25273 SH SHARED 04 25273 D INTEGRA LIFESCIENCES HLDGS CP ST 45798520 41 3048 SH SHARED 04 3048 D INSURED MUN INCOME FD COM 45809F10 12 1000 SH SHARED 02 1000 D INSURED MUN INCOME FD COM 45809F10 249 19500 SH SHARED 04 19500 D INSWEB CORP COM 45809K10 0 618 SH SHARED 04 618 D INSWEB CORP COM 45809K10 27 31300 SH SHARED 01 31300 D INTASYS CORP COM 45809M10 39 98037 SH SHARED 01 98037 D INTEGRAL SYS INC MD COM 45810H10 1 73 SH SHARED 01 73 D INTEGRAL SYS INC MD COM 45810H10 28 2000 SH SHARED 01 2000 D INTEGRATED BUSINESS SYS & SVCS COM 45810X10 4 1328 SH SHARED 01 1328 D INTEG INC COM 45810010 13 2049 SH SHARED 01 2049 D INTEGRATED ELECTRICAL SVC COM 45811E10 270 45645 SH SHARED 01 45645 D INTEGRATED ELECTRICAL SVC COM 45811E10 75 12745 SH SHARED 04 12745 D INTEGRATED CIRCUIT SYS INC COM 45811K20 3 181 SH SHARED 04 181 D INTEGRATED CIRCUIT SYS INC COM 45811K20 655 39600 SH SHARED 01 39600 D INTEGRATED CIRCUIT SYS INC COM 45811K20 81 4930 SH SHARED 04 4930 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 205 6205 SH SHARED 04 30 6175 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 10488 316631 SH SHARED 01 315906 725 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 3870 116850 SH SHARED 04 116850 D INTEGRATED DEVICE TECHNOLOGY COM 45811810 3 100 SH SHARED 05 100 D SPEEDFAM-IPEC INC CORCB 45812KAD 9 162000 PRN SHARED 02 2000 160000 D INTEGRATED SILICON SOLUTION COM 45812P10 3 226 SH SHARED 02 226 D INTEGRATED SILICON SOLUTION COM 45812P10 931 64800 SH SHARED 01 64800 D INTEGRATED SILICON SOLUTION COM 45812P10 144 10056 SH SHARED 04 10056 D INTEGRA BK CORP COM 45814P10 4 185 SH SHARED 04 185 D INTEGRA BK CORP COM 45814P10 539 21120 SH SHARED 01 21120 D INTEGRA BK CORP COM 45814P10 165 6491 SH SHARED 04 6491 D INTELIDATA TECHNOLOGIES CORP COM 45814T10 32 12593 SH SHARED 04 12593 D INTELIDATA TECHNOLOGIES CORP COM 45814T10 131 50720 SH SHARED 01 50720 D INTELIDATA TECHNOLOGIES CORP COM 45814T10 38 14880 SH SHARED 04 14880 D INTEL CORP COM 45814010 1424 47387 SH SHARED 04 16062 31325 D INTEL CORP COM 45814010 36 1200 SH SHR/OTHR 04 600 600 D INTEL CORP COM 45814010 110435 3673600 SH SHARED 3673600 D INTEL CORP COM 45814010 1561915 51956464 SH SHARED 01 51227547 200 728717 D INTEL CORP COM 45814010 21021 699263 SH SHR/OTHR 01 457944 241319 D INTEL CORP COM 45814010 22034 732970 SH SHARED 02 394554 338416 D INTEL CORP COM 45814010 218404 7265136 SH SHARED 04 7265136 D INTEL CORP COM 45814010 2305 76700 SH SHARED 05 76700 D INTEL CORP COM 45814010 39185 1303500 SH SHARED 06 1303500 D INTEL CORP COM 4581409D 3 100 SH SHARED 02 100 D INTELECT COMMUNICATIONS INC COM 45814410 3 8860 SH SHARED 02 8860 D INTELECT COMMUNICATIONS INC COM 45814410 31 82800 SH SHARED 01 82800 D INTELECT COMMUNICATIONS INC COM 45814410 0 35 SH SHARED 02 35 D INTELECT COMMUNICATIONS INC COM 45814410 11 29629 SH SHARED 04 29629 D INTELLICORP INC COM 45815310 0 1498 SH SHARED 04 1498 D INTELLIGROUP INC COM 45816A10 43 50125 SH SHARED 04 50125 D INTEGRATED INFORMATION SYS INC COM 45817B10 9 15071 SH SHARED 04 15071 D INTEGRATED TELECOM EXPRESS INC COM 45817U10 18 3912 SH SHARED 04 3912 D INTER PARFUMS INC COM 45833410 0 23 SH SHARED 04 23 D INTER TEL INC COM 45837210 0 38 SH SHARED 04 38 D INTER TEL INC COM 45837210 358 46690 SH SHARED 01 46690 D INTER TEL INC COM 45837210 159 20757 SH SHARED 04 20757 D INTERACTIVE INTELLIGENCE INC COM 45839M10 1 52 SH SHARED 04 52 D INTERACTIVE INTELLIGENCE INC COM 45839M10 120 5000 SH SHARED 01 5000 D INTERACTIVE INTELLIGENCE INC COM 45839M10 40 1679 SH SHARED 04 1679 D INTERACT COMM CORP COM 45839Y10 0 57 SH SHARED 04 57 D INTERACT COMM CORP COM 45839Y10 139 16600 SH SHARED 01 16600 D INTERACT COMM CORP COM 45839Y10 45 5488 SH SHARED 04 5488 D INTERCEPT GROUP INC COM 45845L10 133 5016 SH SHARED 04 5016 D INTERCEPT GROUP INC COM 45845L10 3001 112482 SH SHARED 01 112482 D INTERCEPT GROUP INC COM 45845L10 83 3133 SH SHARED 04 3133 D INTERDENT INC COM 45865R10 0 90 SH SHARED 04 90 D INTERDIGITAL COMMUNICATIONS CP COM 45866A10 513 95010 SH SHARED 01 89393 5617 D INTERDIGITAL COMMUNICATIONS CP COM 45866A10 113 20908 SH SHARED 04 20908 D INTEREP NATL RADIO SALES INC COM 45866V10 0 58 SH SHARED 04 58 D INTERFACE INC CL A 45866510 0 28 SH SHARED 04 28 D INTERFACE INC CL A 45866510 916 105541 SH SHARED 01 105541 D INTERFACE INC CL A 45866510 15 1800 SH SHARED 02 1800 D INTERFACE INC CL A 45866510 154 17775 SH SHARED 04 17775 D INTERGRAPH CORP COM 45868310 502 83789 SH SHARED 01 83789 D INTERGRAPH CORP COM 45868310 42 7100 SH SHARED 02 7100 D INTERGRAPH CORP COM 45868310 103 17209 SH SHARED 04 17209 D INTERGROUP CORP COM 45868510 0 44 SH SHARED 04 44 D INTERLAND INC COM 45872610 0 58 SH SHARED 04 58 D INTERLEUKIN GENETICS INC COM 45873810 179 56239 SH SHARED 04 56239 D INTERLIANT INC COM 45874210 0 37 SH SHARED 04 37 D INTERLIANT INC COM 45874210 195 61389 SH SHARED 01 61389 D INTERLIANT INC COM 45874210 59 18688 SH SHARED 04 18688 D INTERLINK ELECTRS COM 45875110 273 21529 SH SHARED 01 21529 D INTERLINK ELECTRS COM 45875110 108 8573 SH SHARED 04 8573 D INTERLINQ SOFTWARE CORP COM 45875310 0 18 SH SHARED 04 18 D INTERLOGIX INC COM 45876310 1 84 SH SHARED 04 84 D INTERLOGIX INC COM 45876310 282 14950 SH SHARED 01 14950 D INTERLOGIX INC COM 45876310 145 7698 SH SHARED 04 7698 D INTERMEDIA COMMUNICATIONS INC COM 45880110 1081 150500 SH SHARED 04 150500 D INTERMET CORP COM 45881K10 1 301 SH SHARED 04 301 D INTERNAP NETWORK SVCS CORP COM 45885A10 290 40077 SH SHARED 04 40077 D INTERNAP NETWORK SVCS CORP COM 45885A10 305 42100 SH SHARED 01 42100 D INTERNAP NETWORK SVCS CORP COM 45885A10 7 1000 SH SHARED 02 1000 D INTERNAP NETWORK SVCS CORP COM 45885A10 414 57200 SH SHARED 04 57200 D INTERMUNE PHARMACEUTICALS INC COM 45885B10 410 9200 SH SHARED 01 9200 D INTERMUNE PHARMACEUTICALS INC COM 45885B10 8 200 SH SHARED 02 200 D INTERMUNE PHARMACEUTICALS INC COM 45885B10 129 2904 SH SHARED 04 2904 D INTERNATIONAL AIRCRAFT INVS COM 45886010 1 300 SH SHARED 04 300 D INTERNATIONAL ASSETS HLDG CORP COM 45902810 2 856 SH SHARED 04 856 D INTERNATIONAL BANCSHARES CORP COM 45904410 16 484 SH SHARED 04 484 D INTERNATIONAL BANCSHARES CORP COM 45904410 766 22461 SH SHARED 01 22461 D INTERNATIONAL BANCSHARES CORP COM 45904410 209 6133 SH SHARED 04 6133 D INTERNATIONAL BUSINESS MACHS COM 45920010 773 9095 SH SHARED 04 9095 D INTERNATIONAL BUSINESS MACHS COM 45920010 116382 1369200 SH SHARED 1369200 D INTERNATIONAL BUSINESS MACHS COM 45920010 1232573 14500860 SH SHARED 01 14139443 185098 176319 D INTERNATIONAL BUSINESS MACHS COM 45920010 45349 533518 SH SHR/OTHR 01 439185 94333 D INTERNATIONAL BUSINESS MACHS COM 45920010 7761 91306 SH SHARED 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COM 45972C10 1 6766 SH SHARED 05 6766 D INTERNATIONAL GAME TECHNOLOGY COM 45990210 144 3000 SH SHARED 3000 D INTERNATIONAL GAME TECHNOLOGY COM 45990210 4864 101337 SH SHARED 01 101337 D INTERNATIONAL GAME TECHNOLOGY COM 45990210 2803 58400 SH SHARED 04 58400 D INTERNATIONAL GAME TECHNOLOGY COM 45990210 336 7000 SH SHARED 05 7000 D INTERNATIONAL MULTIFOODS CORP COM 46004310 2867 141175 SH SHARED 01 141175 D INTERNATIONAL MULTIFOODS CORP COM 46004310 134 6597 SH SHARED 04 6597 D INTL PAPER CO COM 46014610 25723 630300 SH SHARED 630300 D INTL PAPER CO COM 46014610 146116 3580244 SH SHARED 01 3563245 2000 14999 D INTL PAPER CO COM 46014610 2576 63133 SH SHR/OTHR 01 21263 41870 D INTL PAPER CO COM 46014610 687 16845 SH SHARED 02 2250 14595 D INTL PAPER CO COM 46014610 41364 1013529 SH SHARED 04 1013529 D INTL PAPER CO COM 46014610 1077 26400 SH SHARED 06 26400 D INTERNATIONAL RECTIFIER CORP bond-defa 460254AD 1650 5500000 PRN SHARED 01 5500000 D INTERNATIONAL RECTIFIER CORP CNB 460254AE 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138810 SH SHARED 01 138450 360 D INTERNET CAP GROUP INC COM 46059C10 0 100 SH SHR/OTHR 01 100 D INTERNET CAP GROUP INC COM 46059C10 59 18108 SH SHARED 02 14763 3345 D INTERNET CAP GROUP INC COM 46059C10 57 17400 SH SHARED 04 17400 D INTERNET CAP GROUP INC COM 46059C10 65 19900 SH SHARED 05 19900 D INTERNET COMM CORP CL A 46059F10 14 4905 SH SHARED 05 4905 D INTERNET PICTURES CORP COM 46059S10 35 36532 SH SHARED 05 36532 D INTERNET PICTURES CORP COM 46059S10 84 86765 SH SHARED 01 86765 D INTERNET PICTURES CORP COM 46059S10 2 2910 SH SHARED 02 2910 D INTERNET PICTURES CORP COM 46059S10 17 18557 SH SHARED 04 18557 D INTERNET INITIATIVE JAPAN INC SPONSORED ADR 46059T10 0 13 SH SHARED 04 13 D INTERNET ARCHITECTURE HOLDR TR DEPOSTRY RCPT 46060A10 690 12000 SH SHARED 05 12000 D INTERNET SEC SYS INC COM 46060X10 2094 26700 SH SHARED 01 26700 D INTERNET SEC SYS INC COM 46060X10 9 116 SH SHARED 02 116 D INTERNET SEC SYS INC COM 46060X10 188 2400 SH SHARED 04 2400 D INTERNET COMM & COMMUNICATIONS COM 46061G10 14 38045 SH SHARED 04 38045 D INTERPLAY ENTMT CORP COM 46061510 51 20145 SH SHARED 04 20145 D INTERPOOL INC COM 46062R10 396 23250 SH SHARED 01 23250 D INTERPOOL INC COM 46062R10 81 4805 SH SHARED 04 4805 D INTERPORE INTL COM 46062W10 6 1540 SH SHARED 04 1540 D INTERPORE INTL COM 46062W10 1 500 SH SHARED 02 500 D INTERSIL HLDG CORP CL A 46069S10 1 47 SH SHARED 02 47 D INTERSIL HLDG CORP CL A 46069S10 350 15300 SH SHARED 01 15300 D INTERSIL HLDG CORP CL A 46069S10 111 4850 SH SHARED 02 2100 2750 D INTERSIL HLDG CORP CL A 46069S10 43 1900 SH SHARED 04 1900 D INTERSHOP COMM AG SPONSORED ADR 46069W10 1 71 SH SHARED 04 71 D INTERPUBLIC GROUP COS INC CNB 460690AF 340 8000 PRN SHARED 04 8000 D INTERPUBLIC GROUP COS INC CNB 460690AJ 159 375000 PRN SHARED 04 375000 D INTERPUBLIC GROUP COS INC COM 46069010 8 2166494 SH SHARED 01 2130799 35695 D INTERPUBLIC GROUP COS INC COM 46069010 0 4245 SH SHR/OTHR 01 4000 245 D INTERPUBLIC GROUP COS INC COM 46069010 832 19550 SH SHARED 02 13250 6300 D INTERPUBLIC GROUP COS INC COM 46069010 102 241907 SH SHARED 04 241907 D INTERPUBLIC GROUP COS INC COM 46069010 2 716400 SH SHARED 06 716400 D INTERSPEED INC COM 46070W10 11 41917 SH SHARED 06 41917 D INTERSTATE BAKERIES CORP DEL COM 46072H10 1087 77370 SH SHARED 01 77370 D INTERSTATE BAKERIES CORP DEL COM 46072H10 660 46975 SH SHARED 04 46975 D INTERSTATE BAKERIES CORP DEL COM 46072H10 97 6900 SH SHARED 05 6900 D INTERSTATE HOTELS CORP COM 46088R10 116 70259 SH SHARED 05 70259 D INTERSTATE HOTELS CORP COM 46088R10 5 3221 SH SHARED 01 2961 260 D INTERSTATE HOTELS CORP COM 46088R10 0 17 SH SHR/OTHR 01 17 D INTERSTATE HOTELS CORP COM 46088R10 1 898 SH SHARED 02 898 D INTERSTATE GEN L P UN LTD PRT NEW 46088520 11 1000 SH SHARED 02 1000 D INTERVISUAL BOOKS INC CL A VTG 46091810 2 2402 SH SHARED 02 2402 D INTRANET SOLUTIONS INC ST 46093930 20 394 SH SHARED 02 394 D INTRANET SOLUTIONS INC 620 46093930 16585 325200 SH SHARED 01 325200 D INTRANET SOLUTIONS INC ST 46093930 330 6487 SH SHARED 04 6487 D INTERNET COM CORP COM 46096710 1 238 SH SHARED 04 238 D INTERNET COM CORP COM 46096710 73 12400 SH SHARED 01 12400 D INTERNET COM CORP COM 46096710 26 4459 SH SHARED 04 4459 D INTERSTATE NATL DEALER SVCS COM 46102P10 0 29 SH SHARED 04 29 D INTERTAN INC COM 46112010 482 41537 SH SHARED 01 41537 D INTERTAN INC COM 46112010 124 10735 SH SHARED 04 10735 D INTERTRUST TECHNOLOGIES CORP COM 46113Q10 32 9724 SH SHARED 04 9724 D INTERTRUST TECHNOLOGIES CORP COM 46113Q10 384 114019 SH SHARED 01 102926 11093 D INTERTRUST TECHNOLOGIES CORP COM 46113Q10 84 25152 SH SHARED 04 25152 D INTERWORLD CORP COM 46114Q10 19 39371 SH SHARED 01 39371 D INTERWORLD CORP COM 46114Q10 3 7705 SH SHARED 04 7705 D INTERWOVEN INC COM 46114T10 223 3384 SH SHARED 04 9 3375 D INTERWOVEN INC COM 46114T10 8294 125800 SH SHARED 01 125375 425 D INTERWOVEN INC COM 46114T10 29 450 SH SHARED 02 150 300 D INTERWOVEN INC COM 46114T10 910 13802 SH SHARED 04 13802 D INTERVOICE-BRITE INC COM 46114210 1 228 SH SHARED 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157 D INTRAWARE INC COM 46118M10 9 6370 SH SHARED 04 6370 D INTRENET INC COM 46119010 4 3150 SH SHARED 04 3150 D INTUIT COM 46120210 7 190 SH SHARED 04 190 D INTUIT COM 46120210 56890 1442562 SH SHARED 01 1442562 D INTUIT COM 46120210 19 500 SH SHR/OTHR 01 500 D INTUIT COM 46120210 1166 29569 SH SHARED 02 4675 24894 D INTUIT COM 46120210 7506 190331 SH SHARED 04 190331 D INTUIT COM 46120210 441 11200 SH SHARED 05 11200 D INVACARE CORP COM 46120310 61 1800 SH SHARED 1800 D INVACARE CORP COM 46120310 1855 54187 SH SHARED 01 54187 D INVACARE CORP COM 46120310 321 9385 SH SHARED 04 9385 D INTRUSION COM INC COM 46121E10 0 125 SH SHARED 04 125 D INTRUSION COM INC COM 46121E10 114 24200 SH SHARED 01 24200 D INTRUSION COM INC COM 46121E10 29 6249 SH SHARED 04 6249 D INVERNESS MED TECHNOLOGY INC COM 46126810 3 100 SH SHARED 04 100 D INVESTMENT TECHNOLOGY GRP NEW COM 46145F10 37 900 SH SHARED 900 D INVESTMENT TECHNOLOGY GRP NEW COM 46145F10 2300 55102 SH SHARED 01 55102 D INVESTMENT TECHNOLOGY 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SHARED 05 5075 D IPRINT COM INC COM 46262810 32 45795 SH SHARED 01 45795 D IRIDEX CORP COM 46268410 5 1179 SH SHARED 01 1179 D IRISH INVT FD INC COM 46271010 1106 81600 SH SHARED 04 81600 D IRON MTN INC PA COM 46284610 220 5930 SH SHARED 01 5930 D IRON MTN INC PA COM 46284610 126 3400 SH SHARED 04 3400 D IRVINE SENSORS CORP COM 46366410 23 19527 SH SHARED 04 19527 D IRWIN FINL CORP COM 46411910 258 12200 SH SHARED 01 12200 D IRWIN FINL CORP COM 46411910 87 4135 SH SHARED 04 4135 D ISAACS I C & CO INC COM 46419210 0 250 SH SHARED 04 250 D ISHARES INC MSCI MALAYSIA 46428683 4 800 SH SHARED 04 800 D ISHARES INC MSCI JAPAN 46428684 69 6250 SH SHARED 01 6250 D ISHARES TR S&P 500 INDEX 46428720 292 2225 SH SHARED 01 2225 D ISHARES TR S&P500/BAR GRW 46428730 116 1700 SH SHARED 01 1700 D ISHARES TR S&P500/BAR GRW 46428730 20 293 SH SHARED 02 293 D ISHARES TR S&P500/BAR VAL 46428740 107 1700 SH SHARED 01 1700 D ISHARES TR S&P500/BAR VAL 46428740 54 855 SH SHARED 02 855 D ISHARES TR S&P MIDCP 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SH SHARED 02 375 D IT GROUP INC COM 46526610 45 9100 SH SHARED 9100 D ITALY FD INC COM 46539510 4750 444490 SH SHARED 04 444490 D I3 MOBILE INC COM 46571310 0 10 SH SHARED 04 10 D I3 MOBILE INC COM 46571310 10 2675 SH SHARED 02 2350 325 D ITO YOKADO LTD ADR NEW 46571430 19 395 SH SHARED 02 395 D ITRON INC COM 46574110 10 3019 SH SHARED 02 3019 D ITRON INC COM 46574110 8 2459 SH SHARED 01 2459 D I2 TECHNOLOGIES INC CNB 465754AF 690562 12700000 PRN SHARED 04 12700000 D I2 TECHNOLOGIES INC COM 46575410 0 111 SH SHARED 04 111 D I2 TECHNOLOGIES INC COM 46575410 1 229173 SH SHARED 01 229173 D I2 TECHNOLOGIES INC COM 46575410 0 1100 SH SHR/OTHR 01 1100 D I2 TECHNOLOGIES INC COM 46575410 2269 41746 SH SHARED 02 25112 16634 D I2 TECHNOLOGIES INC COM 46575410 33 62011 SH SHARED 04 62011 D IVAX CORP bond-defa 465823AB 233247 6090000 PRN SHARED 01 6090000 D IVAX CORP SR SUB NT CV 07 465823AD 62562 500000 PRN SHARED 01 500000 D IVAX CORP COM 46582310 70 183407 SH SHARED 01 183407 D IVAX CORP COM 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SHARED 02 500 D JAMESON INNS INC COM 47045710 394 70600 SH SHARED 04 70600 D JAMESON INNS INC PFD CV S $1.70 47045730 24 2514 SH SHARED 04 2514 D JANUS HOTELS & RESORTS INC COM 47102C10 26 17940 SH SHARED 04 17940 D JARDINE FLEMING INDIA FD INC COM 47111210 5965 667541 SH SHARED 04 667541 D JAZZTEL P L C SPONSORED ADR 47214R15 3 302 SH SHARED 04 302 D JAZZTEL P L C SPONSORED ADR 47214R15 14 1310 SH SHARED 01 1310 D JEFFERIES GROUP INC NEW COM 47231910 71 2300 SH SHARED 2300 D JEFFERIES GROUP INC NEW COM 47231910 1200 38400 SH SHARED 01 38400 D JEFFERIES GROUP INC NEW COM 47231910 297 9507 SH SHARED 04 9507 D JEFFERSON SVGS BANCORP INC COM 47490010 186 12442 SH SHARED 04 12442 D JEFFERSON PILOT CORP COM 47507010 54137 724247 SH SHARED 01 722797 1450 D JEFFERSON PILOT CORP COM 47507010 186 2500 SH SHR/OTHR 01 1800 700 D JEFFERSON PILOT CORP COM 47507010 1001 13404 SH SHARED 02 10067 3337 D JEFFERSON PILOT CORP COM 47507010 6313 84461 SH SHARED 04 84461 D JETFORM CORP COM 47715510 1 568 SH SHARED 04 568 D JOHN NUVEEN CO CL A 47803510 583 10150 SH SHARED 01 10150 D JOHN NUVEEN CO CL A 47803510 148 2576 SH SHARED 04 2576 D JOHNS MANVILLE CORP NEW COM 47812910 9351 722864 SH SHARED 01 722864 D JOHNS MANVILLE CORP NEW COM 47812910 0 37 SH SHARED 02 37 D JOHNS MANVILLE CORP NEW COM 47812910 36 2800 SH SHARED 04 2800 D JOHNSON & JOHNSON COM 47816010 1155 10995 SH SHARED 04 10995 D JOHNSON & JOHNSON COM 47816010 1386789 13199728 SH SHARED 01 12719690 400 479638 D JOHNSON & JOHNSON COM 47816010 104289 992648 SH SHR/OTHR 01 718689 273959 D JOHNSON & JOHNSON COM 47816010 9688 92221 SH SHARED 02 11161 81060 D JOHNSON & JOHNSON COM 47816010 150132 1428985 SH SHARED 04 1428985 D JOHNSON & JOHNSON COM 47816010 4486 42700 SH SHARED 05 42700 D JOHNSON & JOHNSON COM 47816010 52520 499900 SH SHARED 06 499900 D JOHNSON CTLS INC COM 47836610 32078 616898 SH SHARED 01 615598 1300 D JOHNSON CTLS INC COM 47836610 20 400 SH SHARED 02 400 D JOHNSON CTLS INC COM 47836610 5040 96935 SH SHARED 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CORP COM 48222710 0 64 SH SHARED 01 64 D KLA-TENCOR CORP COM 48248010 43054 1278065 SH SHARED 01 1278065 D KLA-TENCOR CORP COM 48248010 47 1400 SH SHARED 02 1400 D KLA-TENCOR CORP COM 48248010 6710 199196 SH SHARED 04 199196 D K MART CORP COM 48258410 17569 3307599 SH SHARED 01 3304499 3100 D K MART CORP COM 48258410 16 3100 SH SHARED 02 3100 D K MART CORP COM 48258410 4028 758358 SH SHARED 04 758358 D K MART CORP COM 48258410 131 24800 SH SHARED 05 24800 D KINDER MORGAN INC KANS COM 48262050 46926 899200 SH SHARED 899200 D K-SWISS INC CL A 48268610 0 20 SH SHARED 02 20 D K2 DIGITAL INC COM 48273310 0 1481 SH SHARED 02 1481 D KVH INDS INC COM 48273810 6 1200 SH SHARED 02 1200 D K V PHARMACEUTICAL CO CL B CONV 48274010 573 23650 SH SHARED 01 23650 D K V PHARMACEUTICAL CO CL B CONV 48274010 173 7147 SH SHARED 04 7147 D K V PHARMACEUTICAL CO CL A 48274020 50 2000 SH SHARED 02 2000 D KAISER ALUMINUM CORP COM 48300710 176 47800 SH SHARED 01 47800 D KAISER ALUMINUM CORP COM 48300710 41 11302 SH SHARED 04 11302 D KAISER VENTURES INC COM 48310010 43 4300 SH SHARED 02 4300 D KAMAN CORP CL A 48354810 28 1704 SH SHARED 02 1704 D KAMAN CORP CL A 48354810 703 41661 SH SHARED 01 41661 D KAMAN CORP CL A 48354810 147 8725 SH SHARED 04 8725 D KANA COMMUNICATIONS COM 48360010 291 25350 SH SHARED 04 25350 D KANA COMMUNICATIONS COM 48360010 1085 94400 SH SHARED 01 94400 D KANA COMMUNICATIONS COM 48360010 5 500 SH SHARED 02 500 D KANA COMMUNICATIONS COM 48360010 323 28100 SH SHARED 04 28100 D KANSAS CITY LIFE INS CO COM 48483610 9 259 SH SHARED 04 259 D KANSAS CITY LIFE INS CO COM 48483610 346 9800 SH SHARED 01 9800 D KANSAS CITY LIFE INS CO COM 48483610 91 2581 SH SHARED 04 2581 D KANSAS CITY PWR & LT CO COM 48513410 3673 133894 SH SHARED 01 133894 D KANSAS CITY PWR & LT CO COM 48513410 24 900 SH SHARED 02 900 D KANSAS CITY PWR & LT CO COM 48513410 1762 64240 SH SHARED 04 64240 D KANSAS CITY PWR & LT CO COM 48513410 219 8000 SH SHARED 05 8000 D KANSAS CITY SOUTHN INDS INC 620 48517030 788 77850 SH SHARED 01 76260 1590 D KANSAS CITY SOUTHN INDS INC ST 48517030 3 337 SH SHARED 02 87 250 D KANSAS CITY SOUTHN INDS INC ST 48517030 52 5200 SH SHARED 04 5200 D KAUFMAN & BROAD HOME CORP COM 48616810 158 4700 SH SHARED 4700 D KAUFMAN & BROAD HOME CORP COM 48616810 11943 354557 SH SHARED 01 354357 200 D KAUFMAN & BROAD HOME CORP COM 48616810 1747 51879 SH SHARED 04 51879 D KAUFMAN & BROAD HOME CORP COM 48616810 720 21400 SH SHARED 05 21400 D KAYDON CORP COM 48658710 1561 62786 SH SHARED 01 62786 D KAYDON CORP COM 48658710 779 31328 SH SHARED 04 31328 D KAYDON CORP COM 48658710 99 4000 SH SHARED 05 4000 D KAYE GROUP INC COM 48658910 0 35 SH SHARED 05 35 D KEANE INC COM 48666510 780 80081 SH SHARED 01 80081 D KEANE INC COM 48666510 605 62100 SH SHARED 04 62100 D KEANE INC COM 48666510 90 9300 SH SHARED 05 9300 D KEEBLER FOODS CO COM 48725610 36220 874100 SH SHARED 874100 D KEEBLER FOODS CO COM 48725610 25415 613361 SH SHARED 01 613361 D KEEBLER FOODS CO COM 48725610 136 3300 SH SHARED 04 3300 D KEITHLEY INSTRS INC COM 48758410 762 17700 SH SHARED 01 17700 D KEITHLEY INSTRS INC COM 48758410 144 3352 SH SHARED 04 3352 D KELLOGG CO COM 48783610 70688 2692881 SH SHARED 01 2692881 D KELLOGG CO COM 48783610 225 8596 SH SHR/OTHR 01 800 7796 D KELLOGG CO COM 48783610 60 2300 SH SHARED 02 2300 D KELLOGG CO COM 48783610 8748 333295 SH SHARED 04 333295 D KELLOGG CO COM 48783610 186 7100 SH SHARED 05 7100 D KELLSTROM INDS INC CORCB 488035AC 5 2000 PRN SHARED 02 2000 D KELLSTROM INDS INC CORCB 488035AE 0 50000 PRN SHARED 02 25000 25000 D KELLSTROM INDS INC COM 48803510 0 250 SH SHARED 02 250 D KELLSTROM INDS INC COM 48803510 5 2000 SH SHARED 02 2000 D KELLWOOD CO COM 48804410 890 42132 SH SHARED 01 42132 D KELLWOOD CO COM 48804410 198 9384 SH SHARED 04 9384 D KELLY SVCS INC CL A 48815220 0 30 SH SHARED 04 30 D KELLY SVCS INC CL A 48815220 18 800 SH SHARED 800 D KELLY SVCS INC CL A 48815220 1061 44951 SH SHARED 01 44951 D KELLY SVCS INC CL A 48815220 701 29699 SH SHARED 04 29699 D KELLY SVCS INC CL A 48815220 111 4700 SH SHARED 05 4700 D KEMET CORP COM 48836010 21 1400 SH SHARED 1400 D KEMET CORP COM 48836010 1960 129600 SH SHARED 01 129600 D KEMET CORP COM 48836010 5 380 SH SHARED 02 380 D KEMET CORP COM 48836010 977 64600 SH SHARED 04 64600 D KEMET CORP COM 48836010 561 37100 SH SHARED 05 37100 D KEMPER STRATEGIC MUN INCOME TR COM SH BEN INT 48842710 84 7500 SH SHR/OTHR 01 7500 D KENDLE INTERNATIONAL INC COM 48880L10 397 40000 SH SHARED 02 40000 D KENNAMETAL INC COM 48917010 1959 67263 SH SHARED 01 67263 D KENNAMETAL INC COM 48917010 14 500 SH SHARED 02 500 D KENNAMETAL INC COM 48917010 924 31743 SH SHARED 04 31743 D KENNEDY-WILSON INC ST 48939920 0 70 SH SHARED 04 70 D KENSEY NASH CORP COM 49005710 1 121 SH SHARED 04 121 D KENT ELECTRS CORP COM 49055310 788 47800 SH SHARED 01 47800 D KENT ELECTRS CORP COM 49055310 387 23470 SH SHARED 04 23470 D KENT FINL SVCS INC ST 49056020 6 1649 SH SHARED 04 1649 D KERAVISION INC COM 49206110 0 2713 SH SHARED 04 2713 D KERAVISION INC COM 49206110 0 100 SH SHARED 02 100 D KERR MCGEE CORP 340 492386AP 67 11290000 PRN SHARED 01 11290000 D KERR MCGEE CORP CNB 492386AP 21553 322000 PRN SHARED 04 322000 D KERR MCGEE CORP COM 49238610 0 668608 SH SHARED 01 667360 1248 D KERR MCGEE CORP COM 49238610 0 5908 SH SHR/OTHR 01 2646 3262 D KERR MCGEE CORP COM 49238610 4491 67107 SH SHARED 02 9850 57257 D KERR MCGEE CORP COM 49238610 69 103334 SH SHARED 04 103334 D KERR MCGEE CORP COM 49238610 55 83000 SH SHARED 05 83000 D KESTREL ENERGY INC COM 49254510 0 259 SH SHARED 05 259 D KEVCO INC COM 49271610 3 7038 SH SHARED 05 7038 D KEY ENERGY SVCS INC COM 49291410 13 134500 SH SHARED 01 134500 D KEY ENERGY SVCS INC COM 49291410 397 38116 SH SHARED 04 38116 D KEY PRODTN INC COM 49313810 528 15746 SH SHARED 01 15746 D KEY PRODTN INC COM 49313810 134 4020 SH SHARED 04 4020 D KEY TECHNOLOGY INC COM 49314310 0 86 SH SHARED 04 86 D KEY TRONICS CORP COM 49314410 1 625 SH SHARED 04 625 D KEY3MEDIA GROUP INC COM 49326R10 479 39350 SH SHARED 01 32819 6531 D KEY3MEDIA GROUP INC COM 49326R10 60 5000 SH SHARED 02 5000 D KEY3MEDIA GROUP INC COM 49326R10 94 7716 SH SHARED 04 7716 D KEYCORP NEW COM 49326710 90473 3231190 SH SHARED 01 3184414 46776 D KEYCORP NEW COM 49326710 540 19310 SH SHR/OTHR 01 10900 8410 D KEYCORP NEW COM 49326710 10805 385927 SH SHARED 04 385927 D KEYNOTE SYS INC COM 49330810 0 38 SH SHARED 04 38 D KEYNOTE SYS INC COM 49330810 415 29300 SH SHARED 01 29300 D KEYNOTE SYS INC COM 49330810 5 400 SH SHARED 02 400 D KEYNOTE SYS INC COM 49330810 268 18904 SH SHARED 04 18904 D KEYSPAN CORP COM 49337W10 156 3700 SH SHARED 3700 D KEYSPAN CORP COM 49337W10 48603 1146996 SH SHARED 01 1138146 8850 D KEYSPAN CORP COM 49337W10 145 3440 SH SHR/OTHR 01 3000 440 D KEYSPAN CORP COM 49337W10 36 864 SH SHARED 02 864 D KEYSPAN CORP COM 49337W10 4800 113296 SH SHARED 04 113296 D KEYSPAN CORP COM 49337W10 169 4000 SH SHARED 05 4000 D KFORCE COM INC COM 49373210 5 1727 SH SHARED 05 1727 D KFORCE COM INC COM 49373210 162 53081 SH SHARED 01 53081 D KFORCE COM INC COM 49373210 44 14413 SH SHARED 04 14413 D KILROY RLTY CORP COM 49427F10 7217 257200 SH SHARED 01 257200 D KILROY RLTY CORP COM 49427F10 54 1950 SH SHARED 02 1950 D KILROY RLTY CORP COM 49427F10 291 10386 SH SHARED 04 10386 D KIMBALL INTL INC CL B 49427410 4 293 SH SHARED 04 293 D KIMBALL INTL INC CL B 49427410 889 61350 SH SHARED 01 54669 6681 D KIMBALL INTL INC CL B 49427410 173 11963 SH SHARED 04 11963 D KIMBERLY CLARK CORP COM 49436810 30721 434600 SH SHARED 434600 D KIMBERLY CLARK CORP COM 49436810 297426 4207476 SH SHARED 01 4192131 15345 D KIMBERLY CLARK CORP COM 49436810 11670 165101 SH SHR/OTHR 01 77355 87746 D KIMBERLY CLARK CORP COM 49436810 601 8514 SH SHARED 02 800 7714 D KIMBERLY CLARK CORP COM 49436810 41060 580852 SH SHARED 04 580852 D KIMCO REALTY CORP COM 49446R10 6061 137179 SH SHARED 01 126154 11025 D KIMCO REALTY CORP COM 49446R10 1005 22748 SH SHR/OTHR 01 7298 15450 D KIMCO REALTY CORP COM 49446R10 395 8953 SH SHARED 02 7653 1300 D KIMCO REALTY CORP COM 49446R10 198 4500 SH SHARED 04 4500 D KIMCO REALTY CORP COM 49446R87 7 180 SH SHARED 01 180 D KINDER MORGAN INC KANS COM 49455P10 50877 974904 SH SHARED 01 974904 D KINDER MORGAN INC KANS COM 49455P10 339 6500 SH SHARED 02 6500 D KINDER MORGAN INC KANS COM 49455P10 4957 94993 SH SHARED 04 94993 D KINDER MORGAN INC KANS COM 49455P10 172 3300 SH SHARED 05 3300 D KINDER MORGAN ENERGY PARTNERS UT LTD PARTNER 49455010 1095 19460 SH SHARED 01 19460 D KINDER MORGAN ENERGY PARTNERS UT LTD PARTNER 49455010 1095 19460 SH SHR/OTHR 01 19460 D KINDER MORGAN ENERGY PARTNERS UT LTD PARTNER 49455010 188 3339 SH SHARED 02 3339 D KING PHARMACEUTICALS INC COM 49558210 515 9975 SH SHARED 02 9975 D KING PHARMACEUTICALS INC COM 49558210 63401 1226644 SH SHARED 01 1225219 1425 D KING PHARMACEUTICALS INC COM 49558210 6895 133408 SH SHARED 04 133408 D KIRBY CORP COM 49726610 920 43821 SH SHARED 01 43821 D KIRBY CORP COM 49726610 197 9386 SH SHARED 04 9386 D KLAMATH FIRST BANCORP INC COM 49842P10 0 50 SH SHARED 04 50 D KLAMATH FIRST BANCORP INC COM 49842P10 38 3200 SH SHARED 04 3200 D K MART CORP COM 49877820 5847 1100900 SH SHARED 1100900 D K MART CORP COM 49877820 148 28000 SH SHARED 01 28000 D K MART CORP COM 49877820 4 800 SH SHARED 02 300 500 D KNAPE & VOGT MFG CO COM 49878210 0 61 SH SHARED 02 61 D KNIGHT RIDDER INC COM 49904010 392 6900 SH SHARED 6900 D KNIGHT RIDDER INC COM 49904010 33650 591661 SH SHARED 01 562559 29102 D KNIGHT RIDDER INC COM 49904010 2504 44042 SH SHR/OTHR 01 1000 43042 D KNIGHT RIDDER INC COM 49904010 95 1680 SH SHARED 02 580 1100 D KNIGHT RIDDER INC COM 49904010 3670 64529 SH SHARED 04 64529 D KNIGHT TRADING GROUP INC COM 49906310 677 48641 SH SHARED 04 48641 D KNIGHT TRADING GROUP INC COM 49906310 1156 83000 SH SHARED 01 83000 D KNIGHT TRADING GROUP INC COM 49906310 43 3085 SH SHARED 02 2265 5350 D KNIGHT TRADING GROUP INC COM 49906310 5135 368500 SH SHARED 04 368500 D KNIGHT TRADING GROUP INC COM 49906310 209 15000 SH SHARED 05 15000 D KNIGHT TRANSN INC COM 49906410 3 202 SH SHARED 05 202 D KNIGHT TRANSN INC COM 49906410 117 6112 SH SHARED 01 6112 D KNIGHT TRANSN INC COM 49906410 51 2664 SH SHARED 04 2664 D KNOT INC COM 49918410 0 80 SH SHARED 04 80 D KOGER EQUITY INC COM 50022810 89842 5773172 SH SHARED 01 5773172 D KOGER EQUITY INC COM 50022810 0 2 SH SHARED 02 2 D KOGER EQUITY INC COM 50022810 161 10399 SH SHARED 04 10399 D KOHLS CORP COM 50025510 750 12300 SH SHARED 12300 D KOHLS CORP COM 50025510 136035 2230097 SH SHARED 01 2229397 700 D KOHLS CORP COM 50025510 488 8000 SH SHR/OTHR 01 8000 D KOHLS CORP COM 50025510 1235 20250 SH SHARED 02 19750 500 D KOHLS CORP COM 50025510 16128 264403 SH SHARED 04 264403 D KOMAG INC COM 50045310 8 12499 SH SHARED 04 12499 D KOMAG INC COM 50045310 0 14893 SH SHARED 01 14893 D KONINKLIJKE AHOLD N V SPON ADR NEW 50046730 464 14295 SH SHARED 01 14295 D KONINKLIJKE AHOLD N V SPON ADR NEW 50046730 65 2000 SH SHR/OTHR 01 2000 D KONOVER PPTY TR INC COM 50047R10 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MEDICAL ASSURN INC COM 58449U10 455 27273 SH SHARED 01 27273 D MEDICAL ASSURN INC COM 58449U10 122 7368 SH SHARED 04 7368 D MEDICALCONTROL INC COM 58463610 0 15 SH SHARED 04 15 D MEDICALOGIC/MEDSCAPE INC COM 58464210 14 6194 SH SHARED 04 6194 D MEDICALOGIC/MEDSCAPE INC COM 58464210 5 2200 SH SHARED 01 2200 D MEDICALOGIC/MEDSCAPE INC COM 58464210 9 3911 SH SHARED 04 3911 D MEDICHEM LIFE SCIENCES INC COM 58466210 42 9111 SH SHARED 04 9111 D MEDICINES CO COM 58468810 1 84 SH SHARED 04 84 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 41 700 SH SHARED 700 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 2644 44730 SH SHARED 01 44730 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 693 11732 SH SHARED 04 11732 D MEDIMMUNE INC COM 58469910 296 6226 SH SHARED 04 6 6220 D MEDIMMUNE INC COM 58469910 25002 524300 SH SHARED 524300 D MEDIMMUNE INC COM 58469910 67422 1413853 SH SHARED 01 1408328 5525 D MEDIMMUNE INC COM 58469910 42 900 SH SHR/OTHR 01 450 450 D MEDIMMUNE INC COM 58469910 190 3987 SH SHARED 02 2506 1481 D MEDIMMUNE INC COM 58469910 9221 193367 SH SHARED 04 193367 D MEDIMMUNE INC COM 58469910 181 3800 SH SHARED 05 3800 D MEDIWARE INFORMATION SYS INC COM 58494610 0 38 SH SHARED 05 38 D MEDQUIST INC COM 58494910 488 30525 SH SHARED 01 30525 D MEDQUIST INC COM 58494910 0 2 SH SHARED 02 2 D MEDQUIST INC COM 58494910 91 5702 SH SHARED 04 5702 D MEDINEX SYS INC COM 58500110 1 6296 SH SHARED 04 6296 D MEDITRUST CORP PAIRED CTF NEW 58501T30 721 281656 SH SHARED 01 281656 D MEDITRUST CORP PAIRED CTF NEW 58501T30 8 3178 SH SHARED 02 3178 D MEDITRUST CORP PAIRED CTF NEW 58501T30 143 55892 SH SHARED 04 55892 D MEDIX RES INC COM 58501110 1 1000 SH SHARED 02 1000 D MEDSTONE INTL INC NEW COM 58505C10 11 2000 SH SHARED 01 2000 D MEDSTONE INTL INC NEW COM 58505C10 11 2000 SH SHR/OTHR 01 2000 D MEDTRONIC INC COM 58505510 1585 26260 SH SHARED 01 26260 D MEDTRONIC INC COM 58505510 639480 10591813 SH SHARED 01 10091837 150 499826 D MEDTRONIC INC COM 58505510 18235 302045 SH SHR/OTHR 01 160380 141665 D MEDTRONIC INC COM 58505510 11758 194764 SH SHARED 02 34629 160135 D MEDTRONIC INC COM 58505510 67992 1126176 SH SHARED 04 1126176 D MEEMIC HLDGS INC COM 58513510 2 87 SH SHARED 04 87 D MELLON FINL CORP COM 58551A10 22237 452100 SH SHARED 452100 D MELLON FINL CORP COM 58551A10 284265 5779291 SH SHARED 01 5413633 83926 281732 D MELLON FINL CORP COM 58551A10 26621 541226 SH SHR/OTHR 01 426232 114994 D MELLON FINL CORP COM 58551A10 1048 21307 SH SHARED 02 5400 15907 D MELLON FINL CORP COM 58551A10 29387 597467 SH SHARED 04 597467 D MEMBERWORKS INC COM 58600210 6 308 SH SHARED 04 308 D MEMBERWORKS INC COM 58600210 290 13672 SH SHARED 01 13672 D MEMBERWORKS INC COM 58600210 45 2121 SH SHARED 02 2021 100 D MEMBERWORKS INC COM 58600210 3138 147700 SH SHARED 03 147700 D MEMBERWORKS INC COM 58600210 85 4034 SH SHARED 04 4034 D MENS WEARHOUSE INC COM 58711810 11155 409380 SH SHARED 01 409380 D MENS WEARHOUSE INC COM 58711810 335 12316 SH SHARED 04 12316 D MENTOR CORP MINN COM 58718810 8 437 SH SHARED 04 437 D MENTOR CORP MINN COM 58718810 913 46846 SH SHARED 01 46846 D MENTOR CORP MINN COM 58718810 159 8160 SH SHARED 04 8160 D MENTOR GRAPHICS CORP COM 58720010 0 26 SH SHARED 04 26 D MENTOR GRAPHICS CORP COM 58720010 63 2300 SH SHARED 2300 D MENTOR GRAPHICS CORP COM 58720010 23871 870059 SH SHARED 01 870059 D MENTOR GRAPHICS CORP COM 58720010 274 10005 SH SHARED 02 10005 D MENTOR GRAPHICS CORP COM 58720010 1839 67044 SH SHARED 04 67044 D MENTOR GRAPHICS CORP COM 58720010 227 8300 SH SHARED 05 8300 D MERANT PLC SPONSORED ADR 58733610 3 506 SH SHARED 05 506 D MERCANTILE BANKSHARES CORP COM 58740510 8 187 SH SHARED 05 187 D MERCANTILE BANKSHARES CORP COM 58740510 4119 95381 SH SHARED 01 95381 D MERCANTILE BANKSHARES CORP COM 58740510 259 6000 SH SHR/OTHR 01 6000 D MERCANTILE BANKSHARES CORP COM 58740510 424 9824 SH SHARED 02 750 9074 D MERCANTILE BANKSHARES CORP COM 58740510 2228 51600 SH SHARED 04 51600 D MERCANTILE BANKSHARES CORP COM 58740510 125 2900 SH SHARED 05 2900 D MERCATOR SOFTWARE INC COM 58758710 57 10652 SH SHARED 05 10652 D MERCATOR SOFTWARE INC COM 58758710 263 49082 SH SHARED 01 49082 D MERCATOR SOFTWARE INC COM 58758710 52 9836 SH SHARED 04 9836 D MERCER INTL INC SH BEN INT 58805610 0 28 SH SHARED 04 28 D MERCHANTS N Y BANCORP INC COM 58916710 89 3589 SH SHARED 04 3589 D MERCHANTS N Y BANCORP INC COM 58916710 719 28700 SH SHARED 01 28100 600 D MERCHANTS N Y BANCORP INC COM 58916710 184 7365 SH SHARED 04 7365 D MERCK & CO INC COM 58933110 67 725 SH SHARED 04 725 D MERCK & CO INC COM 58933110 365 3900 SH SHR/OTHR 04 3900 D MERCK & CO INC COM 58933110 165369 1766300 SH SHARED 1766300 D MERCK & CO INC COM 58933110 2063848 22043774 SH SHARED 01 21446780 596994 D MERCK & CO INC COM 58933110 178620 1907824 SH SHR/OTHR 01 888424 1019400 D MERCK & CO INC COM 58933110 15059 160845 SH SHARED 02 70889 89956 D MERCK & CO INC COM 58933110 341762 3650331 SH SHARED 04 3650331 D MERCK & CO INC COM 58933110 3136 33500 SH SHARED 05 33500 D MERCK & CO INC COM 58933110 46849 500400 SH SHARED 06 500400 D MERCURY AIR GROUP INC COM 58935410 48 10000 SH SHARED 01 10000 D MERCURY COMPUTER SYS COM 58937810 2176 46872 SH SHARED 01 46872 D MERCURY COMPUTER SYS COM 58937810 393 8479 SH SHARED 04 8479 D MERCURY GENL CORP NEW COM 58940010 2183 49767 SH SHARED 01 49767 D MERCURY GENL CORP NEW COM 58940010 460 10498 SH SHARED 04 10498 D MERCURY GENL CORP NEW COM 58940010 175 4000 SH SHARED 05 4000 D MERCURY INTERACTIVE CORP COM 58940510 2 31 SH SHARED 05 31 D MERCURY INTERACTIVE CORP COM 58940510 61060 676570 SH SHARED 01 676570 D MERCURY INTERACTIVE CORP COM 58940510 958 10615 SH SHARED 02 7420 3195 D MERCURY INTERACTIVE CORP COM 58940510 6445 71419 SH SHARED 04 71419 D MERCURY INTERACTIVE CORP COM 58940510 487 5400 SH SHARED 05 5400 D MEREDITH CORP COM 58943310 12201 379070 SH SHARED 01 366170 12900 D MEREDITH CORP COM 58943310 1696 52694 SH SHARED 04 52694 D MEREDITH CORP COM 58943310 103 3200 SH SHARED 05 3200 D MERIDIAN DIAGNOSTICS INC COM 58960210 2 500 SH SHARED 01 500 D MERIDIAN INSURANCE GROUP INC COM 58964410 4 158 SH SHARED 01 158 D MERIDIAN MED TECHNOLOGIES INC COM 58965810 0 1 SH SHARED 01 1 D MERIDIAN RESOURCE CORP COM 58977Q10 172 19976 SH SHARED 01 19976 D MERIDIAN RESOURCE CORP COM 58977Q10 53 6246 SH SHARED 04 6246 D MERISTAR HOSPITALITY CORP COM 58984Y10 10 54541 SH SHARED 01 54541 D MERISTAR HOSPITALITY CORP COM 58984Y10 272 13848 SH SHARED 04 13848 D MERISEL INC COM 58984910 1 7110 SH SHARED 04 7110 D MERISEL INC COM 58984910 5 34328 SH SHARED 01 34328 D MERIT MED SYS INC COM 58988910 0 101 SH SHARED 01 101 D MERIX CORP COM 59004910 273 20465 SH SHARED 01 20465 D MERRILL LYNCH & CO INC COM 59018810 72325 1060700 SH SHARED 1060700 D MERRILL LYNCH & CO INC COM 59018810 397961 5836330 SH SHARED 01 5823530 12800 D MERRILL LYNCH & CO INC COM 59018810 129 1900 SH SHR/OTHR 01 1100 800 D MERRILL LYNCH & CO INC COM 59018810 5111 74963 SH SHARED 02 67440 7523 D MERRILL LYNCH & CO INC COM 59018810 55763 817797 SH SHARED 04 817797 D MERRILL LYNCH & CO INC COM 59018810 1131 16600 SH SHARED 05 16600 D MERRY LAND PROPERTIES INC COM 59044110 0 85 SH SHARED 02 10 75 D MESA AIR GROUP INC COM 59047910 10 1545 SH SHARED 02 1545 D MESA AIR GROUP INC COM 59047910 266 38000 SH SHARED 01 38000 D MESA AIR GROUP INC COM 59047910 4 621 SH SHARED 02 621 D MESA AIR GROUP INC COM 59047910 88 12633 SH SHARED 04 12633 D MESA LABS INC COM 59064R10 4 786 SH SHARED 04 786 D MESABA HLDGS INC COM 59066B10 406 32364 SH SHARED 04 32364 D MESABA HLDGS INC COM 59066B10 180 14400 SH SHARED 01 14400 D MESABA HLDGS INC COM 59066B10 60 4805 SH SHARED 04 4805 D MESA RTY TR UNIT BEN INT 59066010 40 1000 SH SHARED 02 1000 D MESABI TR CTF BEN INT 59067210 10 3000 SH SHARED 02 3000 D MICROSOFT CORP COM 59099W9A 2 50 SH SHARED 02 50 D META GROUP INC COM 59100210 52 8100 SH SHARED 01 8100 D META GROUP INC COM 59100210 21 3351 SH SHARED 04 3351 D METAL MGMT INC COM 59109710 1 7512 SH SHARED 04 7512 D METALCLAD CORP ST 59114220 0 200 SH SHARED 02 200 D METALS USA INC COM 59132410 136 48383 SH SHARED 01 48383 D METALS USA INC COM 59132410 3710 1319582 SH SHARED 02 1319582 D METALS USA INC COM 59132410 27 9733 SH SHARED 04 9733 D METASOLV SOFTWARE INC COM 59139310 0 39 SH SHARED 04 39 D METASOLV SOFTWARE INC COM 59139310 120 13200 SH SHARED 01 12200 1000 D METASOLV SOFTWARE INC COM 59139310 416 45630 SH SHARED 02 39500 6130 D METASOLV SOFTWARE INC COM 59139310 243 26700 SH SHARED 04 26700 D METAWAVE COMMUNICATIONS CP COM 59140910 1 127 SH SHARED 04 127 D METAWAVE COMMUNICATIONS CP COM 59140910 880 96500 SH SHARED 01 96500 D METAWAVE COMMUNICATIONS CP COM 59140910 9 1000 SH SHR/OTHR 01 1000 D METAWAVE COMMUNICATIONS CP COM 59140910 27 3001 SH SHARED 04 3001 D METHODE ELECTRS INC CL A 59152020 9 393 SH SHARED 04 393 D METHODE ELECTRS INC CL A 59152020 1498 65328 SH SHARED 01 65328 D METHODE ELECTRS INC CL A 59152020 315 13767 SH SHARED 04 13767 D METLIFE INC COM 59156R10 166378 4753670 SH SHARED 01 4753670 D METLIFE INC COM 59156R10 21036 601033 SH SHARED 04 601033 D METRETEK TECHNOLOGIES INC COM 59159Q10 4 4073 SH SHARED 04 4073 D METRICOM INC COM 59159610 8 815 SH SHARED 04 815 D METRICOM INC COM 59159610 436 43400 SH SHARED 01 43400 D METRICOM INC COM 59159610 20 2000 SH SHARED 02 2000 D METRICOM INC COM 59159610 83 8264 SH SHARED 04 8264 D METRICOM INC COM 59159610 398 39600 SH SHARED 05 39600 D METRICOM INC COM 5915969A 1 150 SH SHARED 02 150 D METRIS COS INC COM 59159810 2459 93466 SH SHARED 01 93466 D METRIS COS INC COM 59159810 20 775 SH SHR/OTHR 01 775 D METRIS COS INC COM 59159810 623 23695 SH SHARED 04 23695 D METRO GOLDWYN MAYER INC COM 59161010 176 10800 SH SHARED 01 10800 D METRO GOLDWYN MAYER INC COM 59161010 123 7600 SH SHARED 04 7600 D METRO INFORMATION SERVICES INC COM 59162P10 0 131 SH SHARED 04 131 D METROCALL INC COM 59164710 67 143766 SH SHARED 04 143766 D METROCALL INC COM 59164710 64 138443 SH SHARED 01 138443 D METROCALL INC COM 59164710 0 2000 SH SHARED 02 2000 D METROCALL INC COM 59164710 14 29969 SH SHARED 04 29969 D METROMEDIA FIBER NETWORK INC CL A 59168910 71 7040 SH SHARED 04 7040 D METROMEDIA FIBER NETWORK INC CL A 59168910 5513 544511 SH SHARED 01 544511 D METROMEDIA FIBER NETWORK INC CL A 59168910 3 300 SH SHR/OTHR 01 300 D METROMEDIA FIBER NETWORK INC CL A 59168910 73 7210 SH SHARED 02 600 6610 D METROMEDIA FIBER NETWORK INC CL A 59168910 1856 183343 SH SHARED 04 183343 D METROMEDIA INTL GROUP INC COM 59169510 308 118800 SH SHARED 01 118591 209 D METROMEDIA INTL GROUP INC COM 59169510 13 5000 SH SHR/OTHR 01 5000 D METROMEDIA INTL GROUP INC COM 59169510 6 2500 SH SHARED 02 2500 D METROMEDIA INTL GROUP INC COM 59169510 71 27396 SH SHARED 04 27396 D METTLER TOLEDO INTERNATIONAL COM 59268810 12946 238090 SH SHARED 01 236771 1319 D METTLER TOLEDO INTERNATIONAL COM 59268810 1737 31950 SH SHARED 02 8300 23650 D METTLER TOLEDO INTERNATIONAL COM 59268810 820 15091 SH SHARED 04 15091 D MEXICAN RESTAURANTS INC COM 59283R10 0 32 SH SHARED 04 32 D MEXICO EQUITY & INCOME FD COM 59283410 2540 322600 SH SHARED 04 322600 D MEXICO FD INC COM 59283510 59 4000 SH SHARED 01 4000 D MEXICO FD INC COM 59283510 59 4000 SH SHR/OTHR 01 4000 D MEXICO FD INC COM 59283510 30 2050 SH SHARED 02 2050 D MEXICO FD INC COM 59283510 15247 1029400 SH SHARED 04 1029400 D MICHAEL FOOD INC NEW COM 59407910 640 21261 SH SHARED 04 21261 D MICHAEL FOOD INC NEW COM 59407910 832 27641 SH SHARED 01 27641 D MICHAEL FOOD INC NEW COM 59407910 446 14819 SH SHARED 04 14819 D MICHAELS STORES INC COM 59408710 1515 57178 SH SHARED 01 57178 D MICHAELS STORES INC COM 59408710 337 12740 SH SHARED 04 12740 D MICHAELS STORES INC COM 59408710 58 2200 SH SHARED 05 2200 D MICRO COMPONENT TECHNOLOGY INC COM 59479Q10 0 135 SH SHARED 05 135 D MICRO COMPONENT TECHNOLOGY INC COM 59479Q10 1 633 SH SHARED 02 633 D MICREL INC COM 59479310 42 1268 SH SHARED 02 1268 D MICREL INC COM 59479310 13798 409600 SH SHARED 01 409600 D MICREL INC COM 59479310 23 700 SH SHR/OTHR 01 700 D MICREL INC COM 59479310 2034 60400 SH SHARED 04 60400 D MICREL INC COM 59479310 276 8200 SH SHARED 05 8200 D MICRO GENERAL CORP ST 59483830 1 220 SH SHARED 05 220 D MICRO LINEAR CORP COM 59485010 0 88 SH SHARED 05 88 D MICROS SYS INC COM 59490110 3 171 SH SHARED 05 171 D MICROS SYS INC COM 59490110 592 32483 SH SHARED 01 32483 D MICROS SYS INC COM 59490110 195 10712 SH SHARED 04 10712 D MICROSOFT CORP COM 5949179G 2 50 SH SHARED 02 50 D MICROSOFT CORP COM 59491810 1500 34586 SH SHARED 02 5001 29585 D MICROSOFT CORP COM 59491810 26 600 SH SHR/OTHR 02 300 300 D MICROSOFT CORP COM 59491810 91243 2103600 SH SHARED 2103600 D MICROSOFT CORP COM 59491810 1768206 40765572 SH SHARED 01 39818430 100 947042 D MICROSOFT CORP COM 59491810 34069 785463 SH SHR/OTHR 01 309022 476441 D MICROSOFT CORP COM 59491810 16947 390709 SH SHARED 02 159519 231190 D MICROSOFT CORP COM 59491810 277451 6396579 SH SHARED 04 6396579 D MICROSOFT CORP COM 59491810 15432 355800 SH SHARED 05 355800 D MICROSOFT CORP COM 59491810 75455 1739600 SH SHARED 06 1739600 D MICROSOFT CORP COM 5949189C 0 7 SH SHARED 02 7 D MICROTEST INC COM 59494110 13 4352 SH SHARED 02 4352 D MICROVISION INC WASH COM 59496010 1 67 SH SHARED 02 67 D MICROVISION INC WASH COM 59496010 470 26904 SH SHARED 01 25404 1500 D MICROVISION INC WASH COM 59496010 80 4585 SH SHARED 04 4585 D MICROSTRATEGY INC CL A 59497210 49 5161 SH SHARED 04 5161 D MICROSTRATEGY INC CL A 59497210 465 49006 SH SHARED 01 49006 D MICROSTRATEGY INC CL A 59497210 2 300 SH SHARED 02 300 D MICROSTRATEGY INC CL A 59497210 97 10283 SH SHARED 04 10283 D MICRO THERAPEUTICS INC COM 59500W10 1 334 SH SHARED 04 334 D MICROCELL TELECOMMUNICATIONS CL B NON VTG 59501T30 43 2295 SH SHARED 04 2295 D MICROCELL TELECOMMUNICATIONS CL B NON VTG 59501T30 119 6300 SH SHARED 04 6300 D MICROCHIP TECHNOLOGY INC COM 59501710 3691 168290 SH SHARED 01 168290 D MICROCHIP TECHNOLOGY INC COM 59501710 120 5500 SH SHARED 02 5500 D MICROCHIP TECHNOLOGY INC COM 59501710 2380 108500 SH SHARED 04 108500 D MICROCHIP TECHNOLOGY INC COM 59501710 780 35600 SH SHARED 05 35600 D MICROCIDE PHARMACEUTICALS INC COM 59501810 13 3249 SH SHARED 02 3249 D MICROGRAFX INC COM 59507710 54 97472 SH SHARED 02 97472 D MICROLOG CORP COM 59507910 3 5894 SH SHARED 02 5894 D MICROMUSE INC COM 59509410 0 1 SH SHARED 02 1 D MICROMUSE INC COM 59509410 7490 124100 SH SHARED 01 124100 D MICROMUSE INC COM 59509410 1895 31400 SH SHARED 04 31400 D MICRON ELECTRONICS INC COM 59510010 125 32124 SH SHARED 04 32124 D MICRON ELECTRONICS INC COM 59510010 219 56151 SH SHARED 01 56151 D MICRON ELECTRONICS INC COM 59510010 53 13641 SH SHARED 04 13641 D MICRON TECHNOLOGY INC COM 59511210 147156 4145261 SH SHARED 01 4141161 4100 D MICRON TECHNOLOGY INC COM 59511210 323 9100 SH SHARED 02 9100 D MICRON TECHNOLOGY INC COM 59511210 21461 604543 SH SHARED 04 604543 D MICRON TECHNOLOGY INC COM 5951129D 3 100 SH SHARED 02 100 D MICROSEMI CORP COM 59513710 4 149 SH SHARED 02 149 D MICROSEMI CORP COM 59513710 886 31882 SH SHARED 01 31882 D MICROSEMI CORP COM 59513710 500 18000 SH SHARED 02 18000 D MICROSEMI CORP COM 59513710 117 4242 SH SHARED 04 4242 D MICROTUNE INC DEL COM 59514P10 1 87 SH SHARED 04 87 D MICROTUNE INC DEL COM 59514P10 1 100 SH SHR/OTHR 01 100 D MICROTOUCH SYS INC COM 59514510 1471 70427 SH SHARED 01 70427 D MICROTOUCH SYS INC COM 59514510 2924 140000 SH SHARED 01 140000 D MICROWARE SYS CORP COM 59515010 1 2900 SH SHARED 01 2900 D MICROWAVE FILTER CO INC COM 59517610 0 570 SH SHARED 01 570 D MID-AMER APT CMNTYS INC COM 59522J10 503 22300 SH SHARED 01 22300 D MID-AMER APT CMNTYS INC COM 59522J10 151 6721 SH SHARED 04 6721 D MID ATLANTIC MED SVCS INC COM 59523C10 59 3000 SH SHARED 3000 D MID ATLANTIC MED SVCS INC COM 59523C10 1487 75100 SH SHARED 01 75100 D MID ATLANTIC MED SVCS INC COM 59523C10 9 500 SH SHARED 02 500 D MID ATLANTIC MED SVCS INC COM 59523C10 334 16880 SH SHARED 04 16880 D MID-STATE BANCSHARES COM 59544010 450 12700 SH SHARED 01 12700 D MID-STATE BANCSHARES COM 59544010 42 1200 SH SHR/OTHR 01 1200 D MID-STATE BANCSHARES COM 59544010 150 4252 SH SHARED 04 4252 D MIDAS GROUP INC COM 59562610 444 37253 SH SHARED 01 36970 283 D MIDAS GROUP INC COM 59562610 1 146 SH SHR/OTHR 01 146 D MIDAS GROUP INC COM 59562610 74 6243 SH SHARED 04 6243 D MIDCOAST ENERGY RES INC COM 59563W10 273 12532 SH SHARED 01 11845 687 D MIDCOAST ENERGY RES INC COM 59563W10 92 4252 SH SHARED 04 4252 D MIDCAP SPDR TR UNIT SER 1 59563510 275 2914 SH SHARED 02 300 2614 D MIDCAP SPDR TR UNIT SER 1 59563510 16996 180100 SH SHARED 04 180100 D MID AMER BANCORP COM 59591510 261 11513 SH SHARED 01 11513 D MID AMER BANCORP COM 59591510 76 3359 SH SHARED 04 3359 D MIDDLESEX WATER CO COM 59668010 5 169 SH SHARED 04 169 D MIDDLESEX WATER CO COM 59668010 8 240 SH SHARED 01 240 D MIDLAND CO COM 59748610 163 5900 SH SHARED 01 5900 D MIDLAND CO COM 59748610 46 1677 SH SHARED 04 1677 D MIDWEST EXPRESS HLDGS INC COM 59791110 245 16700 SH SHARED 01 16700 D MIDWEST EXPRESS HLDGS INC COM 59791110 80 5475 SH SHARED 04 5475 D MIDWAY GAMES INC COM 59814810 281 39581 SH SHARED 01 39581 D MIDWAY GAMES INC COM 59814810 0 119 SH SHARED 02 119 D MIDWAY GAMES INC COM 59814810 80 11403 SH SHARED 04 11403 D MIDWEST BANC HOLDINGS INC COM 59825110 6 452 SH SHARED 04 452 D MIDWEST GRAIN PRODS INC COM 59832G10 13 1498 SH SHARED 04 1498 D MIKOHN GAMING CORP COM 59862K10 7 2386 SH SHARED 04 2386 D MILACRON INC COM 59870910 1033 64355 SH SHARED 01 64355 D MILACRON INC COM 59870910 213 13282 SH SHARED 04 13282 D MILLENNIUM PHARMACEUTICALS INC COM 59990210 223 361198 SH SHARED 01 327248 33950 D MILLENNIUM PHARMACEUTICALS INC COM 59990210 167 2700 SH SHARED 02 2700 D MILLENNIUM PHARMACEUTICALS INC COM 59990210 11026 178200 SH SHARED 04 178200 D MILLENNIUM PHARMACEUTICALS INC COM 59990210 1837 29700 SH SHARED 05 29700 D MILLENNIUM CHEMICALS INC COM 59990310 1957 108016 SH SHARED 01 107416 600 D MILLENNIUM CHEMICALS INC COM 59990310 451 24936 SH SHARED 04 24936 D MOTOROLA INC COM 6C199W9A 0 6 SH SHARED 02 6 D MILLER HERMAN INC COM 60054410 3 122 SH SHARED 02 122 D MILLER HERMAN INC COM 60054410 3731 129787 SH SHARED 01 129787 D MILLER HERMAN INC COM 60054410 11 400 SH SHARED 02 400 D MILLER HERMAN INC COM 60054410 1658 57700 SH SHARED 04 57700 D MILLER HERMAN INC COM 60054410 270 9400 SH SHARED 05 9400 D MILLIPORE CORP COM 60107310 20916 332006 SH SHARED 01 326060 5946 D MILLIPORE CORP COM 60107310 18 300 SH SHARED 02 300 D MILLIPORE CORP COM 60107310 2331 37005 SH SHARED 04 37005 D MILLS CORP COM 60114810 679 41030 SH SHARED 01 38063 2967 D MILLS CORP COM 60114810 101 6135 SH SHARED 04 6135 D MINDARROW SYS INC COM 60255110 0 30 SH SHARED 04 30 D MINE SAFETY APPLIANCES CO COM 60272010 341 13600 SH SHARED 01 13600 D MINE SAFETY APPLIANCES CO COM 60272010 87 3484 SH SHARED 04 3484 D MINERALS TECHNOLOGIES INC COM 60315810 1458 42668 SH SHARED 01 42668 D MINERALS TECHNOLOGIES INC COM 60315810 715 20932 SH SHARED 04 20932 D MINERALS TECHNOLOGIES INC COM 60315810 92 2700 SH SHARED 05 2700 D MINIMED INC COM 60365K10 1 27 SH SHARED 05 27 D MINIMED INC COM 60365K10 2782 66200 SH SHARED 01 66000 200 D MINIMED INC COM 60365K10 117 2800 SH SHR/OTHR 01 2800 D MINIMED INC COM 60365K10 21 500 SH SHARED 02 500 D MINIMED INC COM 60365K10 2030 48300 SH SHARED 04 48300 D MINIMED INC COM 60365K10 353 8400 SH SHARED 05 8400 D MINNESOTA MNG & MFG CO COM 60405910 2253 18700 SH SHARED 18700 D MINNESOTA MNG & MFG CO COM 60405910 420738 3491605 SH SHARED 01 3468746 22859 D MINNESOTA MNG & MFG CO COM 60405910 14369 119247 SH SHR/OTHR 01 78400 40847 D MINNESOTA MNG & MFG CO COM 60405910 543 4512 SH SHARED 02 315 4197 D MINNESOTA MNG & MFG CO COM 60405910 58721 487315 SH SHARED 04 487315 D MINNESOTA MNG & MFG CO COM 60405910 759 6300 SH SHARED 05 6300 D MINNESOTA MNG & MFG CO COM 6040599A 3 30 SH SHARED 02 30 D MIPS TECHNOLOGIES INC CL A 60456710 4 152 SH SHARED 02 152 D MIPS TECHNOLOGIES INC CL A 60456710 1929 72287 SH SHARED 01 72287 D MIPS TECHNOLOGIES INC CL A 60456710 402 15089 SH SHARED 04 15089 D MIPS TECHNOLOGIES INC CL B 60456720 212 8356 SH SHARED 04 8356 D MIPS TECHNOLOGIES INC CL B 60456720 417 16399 SH SHARED 01 16399 D MIPS TECHNOLOGIES INC CL B 60456720 266 10474 SH SHARED 02 10474 D MIPS TECHNOLOGIES INC CL B 60456720 637 25000 SH SHARED 04 25000 D MIPS TECHNOLOGIES INC CL B 60456720 147 5800 SH SHARED 05 5800 D MIRAE CORP SPONSORED ADR 60461U10 7 5000 SH SHARED 04 5000 D MIRAVANT MED TECHNOLOGIES COM 60469010 186 20116 SH SHARED 01 20116 D MIRAVANT MED TECHNOLOGIES COM 60469010 1629 175577 SH SHARED 04 175577 D MISONIX INC COM 60487110 3 450 SH SHARED 04 450 D MISSISSIPPI CHEM CORP equit-comm 60528820 1 371 SH SHARED 01 370 1 D MISSISSIPPI VY BANCSHARES INC COM 60572010 313 10662 SH SHARED 01 10662 D MISSISSIPPI VY BANCSHARES INC COM 60572010 72 2458 SH SHARED 04 2458 D MITCHAM INDS INC COM 60650110 0 128 SH SHARED 04 128 D MITCHELL ENERGY & DEV CORP CL A 60659220 13012 212450 SH SHARED 01 212450 D MITCHELL ENERGY & DEV CORP CL A 60659220 29 475 SH SHARED 02 475 D MITCHELL ENERGY & DEV CORP CL A 60659220 792 12945 SH SHARED 04 12945 D MITEK SYS INC ST 60671020 1 3071 SH SHARED 04 3071 D MITY ENTERPRISES INC COM 60685010 32 5326 SH SHARED 04 5326 D MOBIUS MGMT SYSTEMS INC COM 60692510 1 500 SH SHARED 02 500 D MOBILE MINI INC COM 60740F10 13 567 SH SHARED 02 567 D MOBILE MINI INC COM 60740F10 224 9781 SH SHARED 01 9781 D MOBILE MINI INC COM 60740F10 192 8380 SH SHARED 04 8380 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 777 32400 SH SHARED 01 32400 D MOBILITY ELECTRONICS INC COM 60741U10 1 735 SH SHARED 01 735 D MOBILITY ELECTRONICS INC COM 60741U10 221 90690 SH SHARED 02 78650 12040 D MOBILITY ELECTRONICS INC COM 60741U10 0 74 SH SHARED 04 74 D MOCON INC COM 60749410 5 896 SH SHARED 04 896 D MODEM MEDIA INC CL A 60753310 0 138 SH SHARED 04 138 D MODEM MEDIA INC CL A 60753310 79 23872 SH SHARED 01 23872 D MODEM MEDIA INC CL A 60753310 13 4134 SH SHARED 04 4134 D MODINE MFG CO COM 60782810 1031 49703 SH SHARED 01 49703 D MODINE MFG CO COM 60782810 577 27807 SH SHARED 04 27807 D MODINE MFG CO COM 60782810 80 3900 SH SHARED 05 3900 D MODIS PROFESSIONAL SVCS INC COM 60783010 704 170681 SH SHARED 01 170681 D MODIS PROFESSIONAL SVCS INC COM 60783010 9 2300 SH SHARED 02 300 2000 D MODIS PROFESSIONAL SVCS INC COM 60783010 406 98438 SH SHARED 04 98438 D MODIS PROFESSIONAL SVCS INC COM 60783010 52 12700 SH SHARED 05 12700 D MOHAWK INDS INC COM 60819010 12914 471767 SH SHARED 01 471767 D MOHAWK INDS INC COM 60819010 1370 50068 SH SHARED 04 50068 D MOHAWK INDS INC COM 60819010 194 7100 SH SHARED 05 7100 D MOLECULAR DEVICES CORP COM 60851C10 7 108 SH SHARED 05 108 D MOLECULAR DEVICES CORP COM 60851C10 1943 28400 SH SHARED 01 28400 D MOLECULAR DEVICES CORP COM 60851C10 18 275 SH SHR/OTHR 01 275 D MOLECULAR DEVICES CORP COM 60851C10 19 290 SH SHARED 02 290 D MOLECULAR DEVICES CORP COM 60851C10 428 6266 SH SHARED 04 6266 D MOLEX INC COM 60855410 422 11907 SH SHARED 04 11907 D MOLEX INC COM 60855410 46647 1314007 SH SHARED 01 1305770 8237 D MOLEX INC COM 60855410 29 831 SH SHARED 02 831 D MOLEX INC COM 60855410 6513 183466 SH SHARED 04 183466 D MOLEX INC COM 60855410 146 4125 SH SHARED 05 4125 D MOLEX INC CL A 60855420 153 6052 SH SHARED 05 727 5325 D MOLEX INC CL A 60855420 7828 307755 SH SHARED 01 288713 19042 D MOLEX INC CL A 60855420 59 2342 SH SHR/OTHR 01 2342 D MOLEX INC CL A 60855420 15 625 SH SHARED 04 625 D MOMENTUM BUSINESS APPS INC CL A 60877P10 0 54 SH SHARED 04 54 D MOMENTUM BUSINESS APPS INC CL A 60877P10 0 4 SH SHARED 01 4 D MOMENTUM BUSINESS APPS INC CL A 60877P10 0 4 SH SHR/OTHR 01 4 D MOMENTUM BUSINESS APPS INC CL A 60877P10 0 80 SH SHARED 02 80 D MONACO COACH CORP COM 60886R10 412 23300 SH SHARED 01 23300 D MONACO COACH CORP COM 60886R10 110 6242 SH SHARED 04 6242 D MONARCH DENTAL CORP COM 60904410 31 63377 SH SHARED 04 63377 D MONARCH DENTAL CORP COM 60904410 2 4483 SH SHARED 02 4483 D MONDAVI ROBERT CORP CL A 60920010 1 20 SH SHARED 02 20 D MONDAVI ROBERT CORP CL A 60920010 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MOODYS CORP COM 61536910 3332 129725 SH SHARED 04 129725 D MOODYS CORP COM 61536910 84 3300 SH SHARED 05 3300 D MOOG INC CL A 61539420 268 9253 SH SHARED 01 9253 D MOOG INC CL A 61539420 83 2896 SH SHARED 04 2896 D MOORE LTD COM 61578510 10 3301 SH SHARED 01 3301 D MORGAN J P & CO INC COM 61688010 71231 430400 SH SHARED 430400 D MORGAN J P & CO INC COM 61688010 285322 1724004 SH SHARED 01 1668145 1700 54159 D MORGAN J P & CO INC COM 61688010 28929 174803 SH SHR/OTHR 01 112242 62561 D MORGAN J P & CO INC COM 61688010 2548 15396 SH SHARED 02 1605 13791 D MORGAN J P & CO INC COM 61688010 180172 1088657 SH SHARED 04 1088657 D MORGAN J P & CO INC COM 61688010 1224 7400 SH SHARED 05 7400 D MORGAN KEEGAN INC COM 61741010 1396 52680 SH SHARED 01 52680 D MORGAN KEEGAN INC COM 61741010 224 8490 SH SHARED 04 8490 D MORGAN STANLEY D WITTER EMG DB COM 61744H10 68 10000 SH SHR/OTHR 01 10000 D MORGAN STANLEY D WITTER EMG DB COM 61744H10 736 107100 SH SHARED 04 107100 D MORGAN STAN D WITTER ASIA PAC COM 61744U10 190 21900 SH SHARED 01 21900 D MORGAN STAN D WITTER ASIA PAC COM 61744U10 59 6900 SH SHR/OTHR 01 6900 D MORGAN STAN D WITTER ASIA PAC COM 61744U10 448 51600 SH SHARED 04 51600 D MORGAN STAN D WITTER AFRIC INV COM 61744410 3214 408226 SH SHARED 04 408226 D MORGAN STANLEY DEAN WITTER&CO 620 61744644 651 8220 SH SHARED 04 8220 D MORGAN STANLEY DEAN WITTER&CO 620 61744644 47 600 SH SHR/OTHR 04 300 300 D MORGAN STANLEY DEAN WITTER&CO ST 61744644 133940 1690100 SH SHARED 1690100 D MORGAN STANLEY DEAN WITTER&CO 620 61744644 678169 8557340 SH SHARED 01 8328720 228620 D MORGAN STANLEY DEAN WITTER&CO 620 61744644 13378 168819 SH SHR/OTHR 01 97760 71059 D MORGAN STANLEY DEAN WITTER&CO ST 61744644 1854 23397 SH SHARED 02 6236 17161 D MORGAN STANLEY DEAN WITTER&CO ST 61744644 89490 1129214 SH SHARED 04 1129214 D MORGAN STANLEY DEAN WITTER&CO ST 61744644 6633 83700 SH SHARED 05 83700 D MORGAN STANLEY DEAN WITTER&CO OP 6174469G 0 10 SH SHARED 02 10 D MORGAN STANLEY D WITTER INDIA COM 61745C10 5192 469400 SH SHARED 04 469400 D MORGAN STANLEY DEAN WITTER MUN INC TR III 61745P46 2152 225100 SH SHARED 04 225100 D MORGAN STANLEY DEAN WITTER MUN INCM TR II 61745P47 5135 526700 SH SHARED 04 526700 D MORGAN STANLEY DEAN WITTER MUN INCOME TR 61745P48 5390 552900 SH SHARED 04 552900 D MORGAN STANLEY DEAN WITTER QUALT MUN INCM 61745P73 74 5300 SH SHARED 02 5300 D MORRISON MGMT SPECIALISTS INC COM 61845910 576 16520 SH SHARED 01 16520 D MORRISON MGMT SPECIALISTS INC COM 61845910 172 4927 SH SHARED 04 4927 D MORTGAGE COM INC COM 61910V10 0 3576 SH SHARED 04 3576 D MOTHERS WK INC COM 61990310 279 28100 SH SHARED 02 24200 3900 D MOTOR CARGO INDS COM 61990710 3 526 SH SHARED 02 526 D MOTIENT CORP COM 61990810 64 16035 SH SHARED 02 16035 D MOTIENT CORP COM 61990810 285 71303 SH SHARED 01 71303 D MOTIENT CORP COM 61990810 187 46950 SH SHARED 02 19700 27250 D MOTIENT CORP COM 61990810 52 13029 SH SHARED 04 13029 D MOTOROLA INC COM 62007610 8 400 SH SHR/OTHR 04 400 D MOTOROLA INC COM 62007610 345203 17047103 SH SHARED 01 16835137 211966 D MOTOROLA INC COM 62007610 6870 339284 SH SHR/OTHR 01 212390 126894 D MOTOROLA INC COM 62007610 5014 247608 SH SHARED 02 172120 75488 D MOTOROLA INC COM 62007610 66524 3285140 SH SHARED 04 3285140 D MOTOROLA INC COM 62007610 1792 88500 SH SHARED 05 88500 D MOTOROLA INC COM 62007610 4252 210000 SH SHARED 06 210000 D MOTOROLA INC COM 62008C9A 0 6 SH SHARED 02 6 D MOVADO GROUP INC COM 62458010 2 160 SH SHARED 02 160 D MPOWER COMMUNICATIONS CORP COM 62473J10 8 1755 SH SHARED 02 1755 D MPOWER COMMUNICATIONS CORP COM 62473J10 435 85000 SH SHARED 01 85000 D MPOWER COMMUNICATIONS CORP COM 62473J10 7 1500 SH SHARED 02 1500 D MPOWER COMMUNICATIONS CORP COM 62473J10 94 18453 SH SHARED 04 18453 D MP3 COM INC COM 62473M10 115 32167 SH SHARED 04 32167 D MP3 COM INC COM 62473M10 114 31800 SH SHARED 01 31800 D MP3 COM INC COM 62473M10 28 7943 SH SHARED 04 7943 D MUELLER INDS INC COM 62475610 1852 69100 SH SHARED 01 67100 2000 D MUELLER INDS INC COM 62475610 20 775 SH SHR/OTHR 01 775 D MUELLER INDS INC COM 62475610 347 12972 SH SHARED 04 12972 D MULTIPLE ZONES INC COM 62490610 0 278 SH SHARED 04 278 D MULTEX COM INC COM 62536710 3 300 SH SHARED 04 300 D MULTEX COM INC COM 62536710 285 21564 SH SHARED 01 21564 D MULTEX COM INC COM 62536710 84 6374 SH SHARED 04 6374 D MULTI LINK TELECOM COM 62541M10 9 2345 SH SHARED 04 2345 D MULTI LINK TELECOM WT EXP 051202 62541M11 0 1200 SH SHARED 04 1200 D MUNIHOLDINGS N Y INSD FD INC COM 62593110 0 7 SH SHARED 01 7 D MUNIHOLDINGS N Y INSD FD INC COM 62593110 33 2600 SH SHR/OTHR 01 700 1900 D MUNIHOLDINGS N Y INSD FD INC COM 62593110 75 5900 SH SHARED 04 5900 D MUNICIPAL ADVANTAGE FD INC COM 62618910 87 7200 SH SHARED 04 7200 D MUNICIPAL PARTNERS FD INC COM 62622C10 96 8000 SH SHARED 04 8000 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 62 2800 SH SHARED 01 2800 D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B10 306 13715 SH SHARED 02 12215 1500 D MUNIHOLDINGS FLA INSD FD COM 62624W10 829 68800 SH SHARED 04 68800 D MUNIINSURED FD INC COM 62624510 41 5000 SH SHR/OTHR 01 5000 D MUNIHOLDINGS INSD FD II INC COM 62625A10 23 2100 SH SHARED 04 2100 D MUNIHOLDINGS FD INC COM 62625H10 783 66000 SH SHARED 04 66000 D MUNIHOLDINGS N J INSD FD IV COM 62626C10 11 900 SH SHARED 04 900 D MUNIHOLDINGS MICH INSD FD II COM 62626D10 79 5600 SH SHARED 04 5600 D MUNIYIELD FLA FD COM 62629710 324 26800 SH SHARED 04 26800 D MUNIYIELD MICH INSD FD INC COM 62630J10 230 18200 SH SHARED 04 18200 D MUNIYIELD PA INSD FD COM 62630V10 34 2760 SH SHARED 02 2760 D MUNIYIELD PA INSD FD COM 62630V10 6 500 SH SHARED 04 500 D MUNIYIELD MICH FD INC COM 62630010 139 11400 SH SHARED 04 11400 D MUNIYIELD N Y INSD FD INC COM 62630110 388 30043 SH SHR/OTHR 01 4831 25212 D MURPHY OIL CORP COM 62671710 60 1000 SH SHARED 1000 D MURPHY OIL CORP COM 62671710 5969 98780 SH SHARED 01 70280 28500 D MURPHY OIL CORP COM 62671710 11141 184350 SH SHR/OTHR 01 184350 D MURPHY OIL CORP COM 62671710 12 200 SH SHARED 02 200 D MURPHY OIL CORP COM 62671710 2006 33200 SH SHARED 04 33200 D MURPHY OIL CORP COM 62671710 356 5900 SH SHARED 05 5900 D MUSE TECHNOLOGIES INC COM 62748710 0 760 SH SHARED 05 760 D MUSICMAKER COM INC ST 62757C20 3 1077 SH SHARED 05 1077 D MUSICLAND STORES CORP COM 62758B10 60 4900 SH SHARED 4900 D MUSICLAND STORES CORP COM 62758B10 3215 259814 SH SHARED 01 259814 D MUSICLAND STORES CORP COM 62758B10 129 10498 SH SHARED 04 10498 D MUTUAL RISK MGMT LTD CNB 628351AB 303 20000 PRN SHARED 04 20000 D MUTUAL RISK MGMT LTD COM 62835110 152 10044 SH SHARED 02 7244 2800 D MYERS INDS INC COM 62846410 554 38233 SH SHARED 01 38233 D MYERS INDS INC COM 62846410 92 6371 SH SHARED 04 6371 D MYLAN LABS INC COM 62853010 4618 183363 SH SHARED 01 183363 D MYLAN LABS INC COM 62853010 5 200 SH SHR/OTHR 01 200 D MYLAN LABS INC COM 62853010 26 1050 SH SHARED 02 1050 D MYLAN LABS INC COM 62853010 3045 120900 SH SHARED 04 120900 D MYLAN LABS INC COM 62853010 599 23800 SH SHARED 05 23800 D MYRIAD GENETICS INC COM 62855J10 0 11 SH SHARED 05 11 D MYRIAD GENETICS INC COM 62855J10 2838 34300 SH SHARED 01 34300 D MYRIAD GENETICS INC COM 62855J10 47 575 SH SHR/OTHR 01 575 D MYRIAD GENETICS INC COM 62855J10 637 7704 SH SHARED 04 7704 D MYRIAD GENETICS INC COM 62855J10 124 1500 SH SHARED 05 1500 D MYPOINTS COM INC COM 62855T10 0 300 SH SHARED 05 300 D MYPOINTS COM INC COM 62855T10 46 38900 SH SHARED 01 38900 D MYPOINTS COM INC COM 62855T10 11 9503 SH SHARED 04 9503 D MYND CORP COM 62855110 0 2000 SH SHARED 01 2000 D MYTURN COM COM 62869010 1 1587 SH SHARED 01 1587 D NABI INC COM 62871610 0 139 SH SHARED 01 139 D NABI INC COM 62871610 1874 405221 SH SHARED 01 405221 D NABI INC COM 62871610 4 1000 SH SHARED 02 1000 D NABI INC COM 62871610 64 13860 SH SHARED 04 13860 D NBC INTERNET INC CL A 62873D10 1050 300018 SH SHARED 04 300018 D NBC INTERNET INC CL A 62873D10 201 57600 SH SHARED 01 57600 D NBC INTERNET INC CL A 62873D10 63 18271 SH SHARED 02 15271 3000 D NBC INTERNET INC CL A 62873D10 48 13964 SH SHARED 04 13964 D NBT BANCORP INC COM 62877810 3 231 SH SHARED 04 231 D NBT BANCORP INC COM 62877810 349 23900 SH SHARED 01 23900 D NBT BANCORP INC COM 62877810 130 8955 SH SHARED 04 8955 D NBTY INC COM 62878210 189 39990 SH SHARED 04 39990 D NBTY INC COM 62878210 23 4900 SH SHARED 4900 D NBTY INC COM 62878210 622 131088 SH SHARED 01 131088 D NBTY INC COM 62878210 105 22142 SH SHARED 04 22142 D NCH CORP COM 62885010 337 8882 SH SHARED 01 8882 D NCH CORP COM 62885010 163 4301 SH SHARED 04 4301 D NCH CORP COM 62885010 22 600 SH SHARED 05 600 D NCI BUILDING SYS INC COM 62885210 39 2100 SH SHARED 2100 D NCI BUILDING SYS INC COM 62885210 893 47500 SH SHARED 01 28700 18800 D NCI BUILDING SYS INC COM 62885210 128 6828 SH SHARED 04 6828 D NCO GROUP INC COM 62885810 2 69 SH SHARED 04 69 D NCO GROUP INC COM 62885810 1137 37457 SH SHARED 01 37457 D NCO GROUP INC COM 62885810 577 19000 SH SHARED 02 17800 1200 D NCO GROUP INC COM 62885810 738 24298 SH SHARED 04 24298 D NCO GROUP INC COM 62885810 103 3400 SH SHARED 05 3400 D NCR CORP NEW COM 62886E10 712 14500 SH SHARED 14500 D NCR CORP NEW COM 62886E10 33884 689760 SH SHARED 01 689347 413 D NCR CORP NEW COM 62886E10 42 856 SH SHR/OTHR 01 157 699 D NCR CORP NEW COM 62886E10 6 142 SH SHARED 02 18 124 D NCR CORP NEW COM 62886E10 3895 79290 SH SHARED 04 79290 D NCR CORP NEW COM 62886E10 103 2100 SH SHARED 05 2100 D NDS GROUP PLC SPONSORED ADR 62889110 0 14 SH SHARED 05 14 D NS GROUP INC COM 62891610 228 24218 SH SHARED 01 24218 D NS GROUP INC COM 62891610 37 4000 SH SHARED 02 4000 D NS GROUP INC COM 62891610 62 6601 SH SHARED 04 6601 D NL INDS INC equit-comm 62915640 1111 45853 SH SHARED 01 45206 647 D NL INDS INC ST 62915640 197 8163 SH SHARED 04 8163 D NMT MED INC COM 62929410 0 377 SH SHARED 04 377 D NN INC COM 62933710 0 72 SH SHARED 04 72 D NPS PHARMACEUTICALS INC COM 62936P10 17 366 SH SHARED 04 366 D NPS PHARMACEUTICALS INC COM 62936P10 1748 36419 SH SHARED 01 36419 D NPS PHARMACEUTICALS INC COM 62936P10 439 9166 SH SHARED 04 9166 D NPC INTERNATIONAL INC COM 62936030 0 57 SH SHARED 04 57 D NPC INTERNATIONAL INC COM 62936030 179 16573 SH SHARED 01 16573 D NPC INTERNATIONAL INC COM 62936030 36 3356 SH SHARED 04 3356 D NQL INC COM 62936910 3 6164 SH SHARED 04 6164 D NRG ENERGY INC COM 62937710 7929 285100 SH SHARED 01 276134 8966 D NRG ENERGY INC COM 62937710 27 1000 SH SHARED 02 1000 D NRG ENERGY INC COM 62937710 72 2600 SH SHARED 04 2600 D NRG ENERGY INC COM 62937710 472 17000 SH SHARED 05 17000 D NTL INC bond-defa 629407AL 47874 2000000 PRN SHARED 01 2000000 D NTL INC COM 62940710 63 266107 SH SHARED 01 266107 D NTL INC COM 62940710 794 33200 SH SHARED 04 33200 D NTL INC COM 62940710 0 25 SH SHARED 05 25 D NUCO2 INC COM 62942810 26 3382 SH SHARED 05 3382 D NUI CORP COM 62943010 747 23225 SH SHARED 01 23225 D NUI CORP COM 62943010 67 2100 SH SHR/OTHR 01 2100 D NUI CORP COM 62943010 135 4200 SH SHARED 02 4200 D NUI CORP COM 62943010 162 5033 SH SHARED 04 5033 D NVR INC COM 62944T10 173 1400 SH SHARED 1400 D NVR INC COM 62944T10 2593 20982 SH SHARED 01 20982 D NVR INC COM 62944T10 440 3562 SH SHARED 04 3562 D NX NETWORKS INC COM 62947810 51 82853 SH SHARED 04 82853 D NX NETWORKS INC COM 62947810 47 75900 SH SHARED 01 75900 D NX NETWORKS INC COM 62947810 8 13851 SH SHARED 04 13851 D NABORS INDS INC CNB 629568AC 399262 6750000 PRN SHARED 04 6750000 D NABORS INDS INC COM 62956810 582 986451 SH SHARED 01 986451 D NABORS INDS INC COM 62956810 0 700 SH SHR/OTHR 01 700 D NABORS INDS INC COM 62956810 130 2200 SH SHARED 02 1800 400 D NABORS INDS INC COM 62956810 8908 150606 SH SHARED 04 150606 D NACCO INDS INC CL A 62957910 148 3400 SH SHARED 3400 D NACCO INDS INC CL A 62957910 455 10418 SH SHARED 01 10418 D NACCO INDS INC CL A 62957910 112 2565 SH SHARED 04 2565 D NACCO INDS INC CL A 62957910 43 1000 SH SHARED 05 1000 D NAM TAI ELECTRS INC COM PAR $0.02 62986520 0 48 SH SHARED 05 48 D NAM TAI ELECTRS INC COM PAR $0.02 62986520 7 500 SH SHARED 01 500 D NANOGEN INC COM 63007510 272 30255 SH SHARED 01 30255 D NANOGEN INC COM 63007510 243 27000 SH SHARED 01 27000 D NANOGEN INC COM 63007510 50 5591 SH SHARED 04 5591 D NANOMETRICS INC COM 63007710 3 250 SH SHARED 04 250 D NANOMETRICS INC COM 63007710 252 18300 SH SHARED 01 18300 D NANOMETRICS INC COM 63007710 24 1783 SH SHARED 04 1783 D NANOPHASE TCHNOLOGIES CORP COM 63007910 21 1977 SH SHARED 04 1977 D NANOPHASE TCHNOLOGIES CORP COM 63007910 132 12000 SH SHARED 02 12000 D NAPRO BIOTHERAPUTICS INC COM 63079510 28 3330 SH SHARED 02 3330 D NARA BK N A LOS ANGELES CALIF COM 63080110 0 9 SH SHARED 02 9 D NASDAQ 100 TR UNIT SER 1 63110010 25223 432100 SH SHARED 432100 D NASDAQ 100 TR UNIT SER 1 63110010 21553 369218 SH SHARED 01 315168 54050 D NASDAQ 100 TR UNIT SER 1 63110010 215 3700 SH SHR/OTHR 01 2000 1700 D NASDAQ 100 TR UNIT SER 1 63110010 3162 54175 SH SHARED 02 47170 7005 D NASDAQ 100 TR UNIT SER 1 63110010 161193 2761350 SH SHARED 04 2761350 D NASDAQ 100 TR UNIT SER 1 63110010 8989 154000 SH SHARED 05 154000 D NASH FINCH CO COM 63115810 25 2224 SH SHARED 05 2224 D NASTECH PHARMACEUTICAL INC COM PAR $0.006 63172840 0 16 SH SHARED 05 16 D NATCO GROUP INC CL A 63227W20 35 4300 SH SHARED 02 3500 800 D NATHANS FAMOUS INC NEW COM 63234710 10 2912 SH SHARED 02 2912 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252530 181946 2234200 SH SHARED 2234200 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252530 19895 244300 SH SHARED 04 244300 D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 18222 223756 SH SHARED 04 223756 D NATIONAL BK GREECE S A SPONSORED ADR 63364340 523 72800 SH SHARED 04 72800 D NATIONAL BK GREECE S A SPONSORED ADR 63364340 42 5900 SH SHARED 04 5900 D NATIONAL CITY BANCORPORATION COM 63531210 6 423 SH SHARED 04 423 D NATIONAL CITY CORP COM 63540510 126824 4411302 SH SHARED 01 4403102 8200 D NATIONAL CITY CORP COM 63540510 173 6040 SH SHR/OTHR 01 4600 1440 D NATIONAL CITY CORP COM 63540510 23 800 SH SHARED 02 800 D NATIONAL CITY CORP COM 63540510 14529 505375 SH SHARED 04 505375 D NATIONAL COMM BANCORP COM 63544910 0 40 SH SHARED 04 40 D NATIONAL COMM BANCORP COM 63544910 6949 280780 SH SHARED 01 280780 D NATIONAL COMM BANCORP COM 63544910 30 1250 SH SHR/OTHR 01 1250 D NATIONAL COMM BANCORP COM 63544910 603 24375 SH SHARED 02 20847 3528 D NATIONAL COMM BANCORP COM 63544910 3742 151200 SH SHARED 04 151200 D NATIONAL COMM BANCORP COM 63544910 668 27000 SH SHARED 05 27000 D NATIONAL DATA CORP COM 63562110 0 1800 SH SHARED 1800 D NATIONAL DATA CORP COM 63562110 22 61360 SH SHARED 01 61360 D NATIONAL DATA CORP COM 63562110 109 3000 SH SHARED 02 3000 D NATIONAL DATA CORP COM 63562110 466 12749 SH SHARED 04 12749 D NATIONAL DENTEX CORP COM 63563H10 0 6 SH SHARED 04 6 D NATIONAL FUEL GAS CO N J COM 63618010 2593 41209 SH SHARED 01 40581 628 D NATIONAL FUEL GAS CO N J COM 63618010 12 200 SH SHARED 02 200 D NATIONAL FUEL GAS CO N J COM 63618010 1818 28900 SH SHARED 04 28900 D NATIONAL FUEL GAS CO N J COM 63618010 327 5200 SH SHARED 05 5200 D NATIONAL GOLF PPTYS INC COM 63623G10 423 20600 SH SHARED 01 20600 D NATIONAL GOLF PPTYS INC COM 63623G10 127 6200 SH SHR/OTHR 01 6200 D NATIONAL GOLF PPTYS INC COM 63623G10 101 4931 SH SHARED 04 4931 D NATIONAL HEALTH INVS INC COM 63633D10 236 32100 SH SHARED 01 32100 D NATIONAL HEALTH INVS INC COM 63633D10 70 9501 SH SHARED 04 9501 D NATIONAL HOME CTRS INC COM 63637610 212 200472 SH SHARED 04 200472 D NATIONAL INFO CONSORTIUM INC COM 63649110 45 29587 SH SHARED 04 29587 D NATIONAL INFO CONSORTIUM INC COM 63649110 45 29500 SH SHARED 01 29500 D NATIONAL INFO CONSORTIUM INC COM 63649110 9 6490 SH SHARED 04 6490 D NATIONAL INSTRS CORP COM 63651810 3 67 SH SHARED 04 67 D NATIONAL INSTRS CORP COM 63651810 1619 33350 SH SHARED 01 33350 D NATIONAL INSTRS CORP COM 63651810 1709 35200 SH SHARED 04 35200 D NATIONAL INSTRS CORP COM 63651810 335 6900 SH SHARED 05 6900 D NATIONAL MED HEALTH CARD SYS ST 63691830 8 6382 SH SHARED 05 6382 D NATIONAL-OILWELL INC COM 63707110 32377 836900 SH SHARED 01 836900 D NATIONAL-OILWELL INC COM 63707110 59 1538 SH SHR/OTHR 01 1538 D NATIONAL-OILWELL INC COM 63707110 9358 241900 SH SHARED 04 241900 D NATIONAL-OILWELL INC COM 63707110 88 2300 SH SHARED 05 2300 D NATIONAL PENN BANCSHARES INC COM 63713810 0 33 SH SHARED 05 33 D NATIONAL PENN BANCSHARES INC COM 63713810 482 23910 SH SHARED 01 23910 D NATIONAL PENN BANCSHARES INC COM 63713810 146 7267 SH SHARED 04 7267 D NATIONAL PRESTO INDS INC COM 63721510 382 12450 SH SHARED 01 12450 D NATIONAL PRESTO INDS INC COM 63721510 54 1784 SH SHARED 04 1784 D NATIONAL PROCESSING INC COM 63722910 257 15150 SH SHARED 01 15150 D NATIONAL PROCESSING INC COM 63722910 39 2350 SH SHARED 04 2350 D NATIONAL SEMICONDUCTOR CORP COM 63764010 4008 199200 SH SHARED 199200 D NATIONAL SEMICONDUCTOR CORP COM 63764010 25190 1251702 SH SHARED 01 1251502 200 D NATIONAL SEMICONDUCTOR CORP COM 63764010 2 100 SH SHR/OTHR 01 100 D NATIONAL SEMICONDUCTOR CORP COM 63764010 144 7200 SH SHARED 02 300 6900 D NATIONAL SEMICONDUCTOR CORP COM 63764010 3303 164172 SH SHARED 04 164172 D NATIONAL SEMICONDUCTOR CORP COM 63764010 416 20700 SH SHARED 05 20700 D NATIONAL SVC INDS INC COM 63765710 146 5700 SH SHARED 5700 D NATIONAL SVC INDS INC COM 63765710 10212 397568 SH SHARED 01 306006 91562 D NATIONAL SVC INDS INC COM 63765710 1212 47203 SH SHARED 04 47203 D NATIONAL SVC INDS INC COM 63765710 25 1000 SH SHARED 05 1000 D NATIONAL STL CORP CL B 63784430 55 47109 SH SHARED 01 47109 D NATIONAL STL CORP CL B 63784430 9 7829 SH SHARED 04 7829 D NATIONAL TECHNICAL SYS INC COM 63810410 0 66 SH SHARED 04 66 D NATIONAL TECHTEAM INC COM 63810810 87 39591 SH SHARED 04 39591 D NATIONAL WESTN LIFE INS CO CL A 63852210 27 271 SH SHARED 04 271 D NATIONAL WESTN LIFE INS CO CL A 63852210 257 2500 SH SHARED 01 2500 D NATIONAL WESTN LIFE INS CO CL A 63852210 80 782 SH SHARED 04 782 D NATIONSRENT INC COM 63858810 77 49737 SH SHARED 01 49737 D NATIONSRENT INC COM 63858810 22 14309 SH SHARED 04 14309 D NATIONWIDE FINL SVCS INC CL A 63861210 1410 29700 SH SHARED 01 29700 D NATIONWIDE FINL SVCS INC CL A 63861210 109 2300 SH SHARED 04 2300 D NATIONWIDE FINL SVCS INC CL A 63861210 95 2000 SH SHARED 05 2000 D NATIONWIDE FINL SVCS INC CL A 63861210 1216 25600 SH SHARED 06 25600 D NATIONWIDE HEALTH PPTYS INC COM 63862010 1326 103000 SH SHARED 01 102400 600 D NATIONWIDE HEALTH PPTYS INC COM 63862010 162 12600 SH SHR/OTHR 01 7600 5000 D NATIONWIDE HEALTH PPTYS INC COM 63862010 7 570 SH SHARED 02 570 D NATIONWIDE HEALTH PPTYS INC COM 63862010 233 18098 SH SHARED 04 18098 D NATROL INC COM 63878910 4 2798 SH SHARED 04 2798 D NATURAL ALTERNATIVES INTL INC ST 63884230 0 352 SH SHARED 04 352 D NATURAL MICROSYSTEMS CORP bond-defa 638882AA 0 1500000 PRN SHARED 01 1500000 D NATURAL MICROSYSTEMS CORP CORCB 638882AA 493 50000 PRN SHARED 02 50000 D NATURAL MICROSYSTEMS CORP CNB 638882AA 245 2500000 PRN SHARED 04 2500000 D NATURAL MICROSYSTEMS CORP COM 63888210 0 698 SH SHARED 04 698 D NATURAL MICROSYSTEMS CORP COM 63888210 0 50800 SH SHARED 01 50800 D NATURAL MICROSYSTEMS CORP COM 63888210 5 600 SH SHARED 02 600 D NATURAL MICROSYSTEMS CORP COM 63888210 0 64811 SH SHARED 04 64811 D NAVIGATORS GROUP INC COM 63890410 8 620 SH SHARED 04 620 D NAVIGATORS GROUP INC COM 63890410 23 1800 SH SHARED 01 1800 D NAVIGATORS GROUP INC COM 63890410 23 1800 SH SHR/OTHR 01 1800 D NATURES SUNSHINE PRODUCTS INC COM 63902710 1 201 SH SHARED 01 201 D NAUTICA ENTERPRISES INC COM 63908910 3 236 SH SHARED 01 236 D NAUTICA ENTERPRISES INC COM 63908910 1088 71450 SH SHARED 01 71450 D NAUTICA ENTERPRISES INC COM 63908910 15 1010 SH SHARED 02 1010 D NAUTICA ENTERPRISES INC COM 63908910 165 10853 SH SHARED 04 10853 D NAVARRE CORP COM 63920810 0 830 SH SHARED 04 830 D NAVISTAR INTL CORP NEW COM 63934E10 102 3900 SH SHARED 3900 D NAVISTAR INTL CORP NEW COM 63934E10 11316 432145 SH SHARED 01 431745 400 D NAVISTAR INTL CORP NEW COM 63934E10 23 900 SH SHARED 02 900 D NAVISTAR INTL CORP NEW COM 63934E10 3014 115119 SH SHARED 04 115119 D NAVISTAR INTL CORP NEW COM 63934E10 3375 128900 SH SHARED 05 128900 D NAVIDEC INC COM 63934Q10 19 8000 SH SHARED 02 3000 5000 D NAVISITE INC COM 63935M10 0 112 SH SHARED 02 112 D NAVISITE INC COM 63935M10 7 3000 SH SHARED 01 3000 D NAVISITE INC COM 63935M10 2 1100 SH SHARED 04 1100 D NAVIGANT CONSULTING INC COM 63935N10 235 61775 SH SHARED 01 61775 D NAVIGANT CONSULTING INC COM 63935N10 55 14428 SH SHARED 04 14428 D NAVIGANT INTL INC COM 63935R10 0 52 SH SHARED 01 52 D NAVIGANT INTL INC COM 63935R10 0 55 SH SHR/OTHR 01 55 D NEIMAN MARCUS GROUP INC CL A 64020420 46 1300 SH SHARED 1300 D NEIMAN MARCUS GROUP INC CL A 64020420 2743 77148 SH SHARED 01 77148 D NEIMAN MARCUS GROUP INC CL A 64020420 21 600 SH SHARED 02 600 D NEIMAN MARCUS GROUP INC CL A 64020420 1603 45099 SH SHARED 04 45099 D NEIMAN MARCUS GROUP INC CL B 64020430 149 4507 SH SHARED 01 3268 1239 D NEIMAN MARCUS GROUP INC CL B 64020430 15 470 SH SHR/OTHR 01 470 D NEOFORMA COM INC COM 64047510 0 228 SH SHARED 01 228 D NEOFORMA COM INC COM 64047510 37 45800 SH SHARED 01 45800 D NEOFORMA COM INC COM 64047510 4 5473 SH SHARED 04 5473 D NEOGEN CORP COM 64049110 31 3830 SH SHARED 04 3830 D NEOMAGIC CORP COM 64049710 200 67400 SH SHARED 04 67400 D NEOMEDIA TECHNOLOGIES INC COM 64050510 6 2239 SH SHARED 04 2239 D NEOMEDIA TECHNOLOGIES INC COM 64050510 0 1 SH SHARED 02 1 D NEON COMMUNICATIONS INC COM 64050610 2 403 SH SHARED 02 403 D NEON COMMUNICATIONS INC COM 64050610 255 39361 SH SHARED 01 39361 D NEON COMMUNICATIONS INC COM 64050610 14 2244 SH SHARED 04 2244 D NEON SYS INC COM 64050910 25 4066 SH SHARED 04 4066 D NEON SYS INC COM 64050910 89 14336 SH SHARED 01 10668 3668 D NEON SYS INC COM 64050910 10 1674 SH SHARED 04 1674 D NEORX CORP COM PAR $0.02 64052030 235 44785 SH SHARED 01 44785 D NEORX CORP COM PAR $0.02 64052030 44 8496 SH SHARED 04 8496 D NEOSE TECHNOLOGIES INC COM 64052210 547 16586 SH SHARED 01 16586 D NEOSE TECHNOLOGIES INC COM 64052210 33 1000 SH SHARED 02 1000 D NEOSE TECHNOLOGIES INC COM 64052210 147 4457 SH SHARED 04 4457 D NEOWARE SYS INC COM 64065P10 1 1025 SH SHARED 04 1025 D NEOPHARM INC COM 64091910 0 17 SH SHARED 04 17 D NETBANK INC COM 64093310 2 352 SH SHARED 04 352 D NETBANK INC COM 64093310 310 47346 SH SHARED 01 47346 D NETBANK INC COM 64093310 61 9388 SH SHARED 04 9388 D NETWORKS ASSOCS INC COM 64093810 1 293 SH SHARED 04 293 D NETWORKS ASSOCS INC COM 64093810 0 5300 SH SHARED 5300 D NETWORKS ASSOCS INC COM 64093810 7 180268 SH SHARED 01 180268 D NETWORKS ASSOCS INC COM 64093810 49 11925 SH SHARED 02 11925 D NETWORKS ASSOCS INC COM 64093810 558 133422 SH SHARED 04 133422 D NETWORKS ASSOCS INC COM 64093810 74 17900 SH SHARED 05 17900 D NETWORKS ASSOCS INC COM 64093810 614 146800 SH SHARED 06 146800 D NET GENESIS CORP COM 64107E10 3 1128 SH SHARED 06 1128 D NET GENESIS CORP COM 64107E10 1 400 SH SHARED 01 400 D NET GENESIS CORP COM 64107E10 112 34650 SH SHARED 02 34550 100 D NET GENESIS CORP COM 64107E10 5 1782 SH SHARED 04 1782 D NET PERCEPTIONS INC COM 64107U10 7 3680 SH SHARED 04 3680 D NET PERCEPTIONS INC COM 64107U10 44 21012 SH 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NETMANAGE INC COM 64114410 42 44893 SH SHARED 01 44893 D NETMANAGE INC COM 64114410 19 20683 SH SHARED 04 20683 D NETPLEX GROUP INC COM 64114710 1 17733 SH SHARED 04 17733 D NETSOL INTERNATIONAL INC COM 64115A10 7 1124 SH SHARED 04 1124 D NETSOL INTERNATIONAL INC COM 64115A10 26 3800 SH SHARED 01 3800 D NETSOL INTERNATIONAL INC COM 64115A10 10 1563 SH SHARED 04 1563 D NETSOLVE INC COM 64115J10 0 53 SH SHARED 04 53 D NETSOLVE INC COM 64115J10 163 21500 SH SHARED 01 11507 9993 D NETSOLVE INC COM 64115J10 15 2021 SH SHARED 04 2021 D NETPLIANCE INC COM 64115K10 3 6857 SH SHARED 04 6857 D NETPLIANCE INC COM 64115K10 0 400 SH SHARED 01 400 D NETPLIANCE INC COM 64115K10 0 100 SH SHARED 02 100 D NETPLIANCE INC COM 64115K10 1 3123 SH SHARED 04 3123 D NETIQ CORP COM 64115P10 1 15 SH SHARED 04 15 D NETIQ CORP COM 64115P10 4115 47100 SH SHARED 01 47100 D NETIQ CORP COM 64115P10 928 10624 SH SHARED 04 10624 D NETSCOUT SYS INC COM 64115T10 0 14 SH SHARED 04 14 D NETSCOUT SYS INC COM 64115T10 170 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2500 D NEW FOCUS INC COM 64438310 17 500 SH SHARED 04 500 D NEW FRONTIER MEDIA INC COM 64439810 14 9653 SH SHARED 04 9653 D NEW GERMANY FD INC COM 64446510 5 662 SH SHARED 02 662 D NEW HORIZON KIDS QUEST INC COM 64551110 0 1081 SH SHARED 02 1081 D NEW HORIZONS WORLDWIDE INC COM 64552610 1 83 SH SHARED 02 83 D NEW JERSEY RES COM 64602510 1618 37432 SH SHARED 01 36416 1016 D NEW JERSEY RES COM 64602510 103 2400 SH SHARED 02 2400 D NEW JERSEY RES COM 64602510 290 6726 SH SHARED 04 6726 D NEW PLAN EXCEL RLTY TR INC COM 64805310 1732 131997 SH SHARED 01 131997 D NEW PLAN EXCEL RLTY TR INC COM 64805310 35 2700 SH SHARED 02 2700 D NEW PLAN EXCEL RLTY TR INC COM 64805310 446 34000 SH SHARED 04 34000 D NEW TEL LTD SPONSORED ADR 64886710 0 27 SH SHARED 04 27 D NEW WORLD COFFEE-MANHATN BAGEL ST 64890420 2 1964 SH SHARED 04 1964 D NEW VY CORP WT EXP 061404 64908011 0 4 SH SHARED 02 4 D NEW VY CORP COM PAR $.01 64908050 0 21 SH SHARED 02 21 D NEW YORK CMNTY BANCORP INC COM 64944510 2 58 SH SHARED 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COMMUNICATIONS INC CL A 65332V10 0 1000 SH SHR/OTHR 01 1000 D NEXTEL COMMUNICATIONS INC CL A 65332V10 3422 138292 SH SHARED 02 82600 55692 D NEXTEL COMMUNICATIONS INC CL A 65332V10 1 766731 SH SHARED 04 766731 D NEXTEL COMMUNICATIONS INC CL A 65332V10 0 60800 SH SHARED 05 60800 D NEXTEL PARTNERS INC CL A 65333F10 847 50400 SH SHARED 01 50400 D NEXTEL PARTNERS INC CL A 65333F10 47 2800 SH SHARED 02 2400 400 D NEXTEL PARTNERS INC CL A 65333F10 55 3300 SH SHARED 04 3300 D NEXT LEVEL COMM INC COM 65333U10 0 5 SH SHARED 04 5 D NEXT LEVEL COMM INC COM 65333U10 329 29000 SH SHARED 01 28950 50 D NEXT LEVEL COMM INC COM 65333U10 65 5800 SH SHARED 02 5000 800 D NEXT LEVEL COMM INC COM 65333U10 190 16750 SH SHARED 04 16750 D NHANCEMENT TECHNOLOGIES INC COM 65334P10 0 76 SH SHARED 04 76 D NHANCEMENT TECHNOLOGIES INC COM 65334P10 131 26700 SH SHARED 01 26700 D NHANCEMENT TECHNOLOGIES INC COM 65334P10 17 3591 SH SHARED 04 3591 D NIAGARA CORP COM 65334910 1 864 SH SHARED 04 864 D NIAGARA MOHAWK HLDGS INC COM 65352010 18926 1134188 SH SHARED 01 1128488 5700 D NIAGARA MOHAWK HLDGS INC COM 65352010 2265 135739 SH SHARED 04 135739 D NIAGARA MOHAWK HLDGS INC COM 65352010 60 3600 SH SHARED 05 3600 D NICOR INC COM 65408610 13775 318978 SH SHARED 01 318978 D NICOR INC COM 65408610 18 430 SH SHR/OTHR 01 430 D NICOR INC COM 65408610 1678 38872 SH SHARED 04 38872 D NICOR INC COM 65408610 47 1100 SH SHARED 05 1100 D NIKE INC CL B 65410610 101758 1823240 SH SHARED 01 1819240 4000 D NIKE INC CL B 65410610 295 5300 SH SHR/OTHR 01 1400 3900 D NIKE INC CL B 65410610 401 7199 SH SHARED 02 7199 D NIKE INC CL B 65410610 17362 311092 SH SHARED 04 311092 D NIKE INC CL B 65410610 234 4200 SH SHARED 05 4200 D NIKU CORP COM 65411310 146 20043 SH SHARED 05 20043 D NIKU CORP COM 65411310 277 37950 SH SHARED 01 37950 D NIKU CORP COM 65411310 950 130000 SH SHARED 02 130000 D NIKU CORP COM 65411310 25 3467 SH SHARED 04 3467 D NIKU CORP COM 6541139A 1 200 SH SHARED 02 200 D 99 CENTS ONLY STORES COM 65440K10 414 15141 SH SHARED 01 15141 D 99 CENTS ONLY STORES COM 65440K10 131 4806 SH SHARED 04 4806 D 99 CENTS ONLY STORES COM 65440K10 438 16000 SH SHARED 05 16000 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 10 300 SH SHARED 01 300 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 7 210 SH SHARED 02 210 D NISOURCE INC COM 65473P10 20891 679400 SH SHARED 679400 D NISOURCE INC COM 65473P10 57363 1865478 SH SHARED 01 1863467 2011 D NISOURCE INC COM 65473P10 627 20393 SH SHR/OTHR 01 4513 15880 D NISOURCE INC COM 65473P10 5103 165969 SH SHARED 04 165969 D NISOURCE INC COM 65473P10 150 4900 SH SHARED 05 4900 D NISSAN MOTORS SPONSORED ADR 65474440 15 1449 SH SHARED 05 1449 D NOBLE AFFILIATES INC COM 65489410 188 4100 SH SHARED 4100 D NOBLE AFFILIATES INC COM 65489410 3739 81286 SH SHARED 01 81286 D NOBLE AFFILIATES INC COM 65489410 361 7855 SH SHR/OTHR 01 800 7055 D NOBLE AFFILIATES INC COM 65489410 740 16100 SH SHARED 02 16100 D NOBLE AFFILIATES INC COM 65489410 1895 41200 SH SHARED 04 41200 D NOBLE AFFILIATES INC COM 65489410 1200 26100 SH SHARED 05 26100 D NOKIA CORP SPONSORED ADR 65490220 10157 233503 SH SHARED 01 193589 39914 D NOKIA CORP SPONSORED ADR 65490220 1164 26780 SH SHR/OTHR 01 3420 23360 D NOKIA CORP SPONSORED ADR 65490220 9068 208481 SH SHARED 02 135241 73240 D NOKIA CORP SPONSORED ADR 65490220 7107 163400 SH SHARED 04 163400 D NOBLE DRILLING CORP COM 65504210 577 13300 SH SHARED 04 13300 D NOBLE DRILLING CORP COM 65504210 31245 719337 SH SHARED 01 698017 21320 D NOBLE DRILLING CORP COM 65504210 279 6428 SH SHR/OTHR 01 1000 5428 D NOBLE DRILLING CORP COM 65504210 325 7490 SH SHARED 02 5165 2325 D NOBLE DRILLING CORP COM 65504210 9404 216500 SH SHARED 04 216500 D NOBLE DRILLING CORP COM 65504210 925 21300 SH SHARED 05 21300 D NOBLE INTL LTD COM 65505310 5 1080 SH SHARED 05 1080 D NORDSON CORP COM 65566310 50 1994 SH SHARED 05 1994 D NORDSON CORP COM 65566310 1507 59100 SH SHARED 01 59100 D NORDSON CORP COM 65566310 809 31735 SH SHARED 04 31735 D NORDSON CORP COM 65566310 112 4400 SH SHARED 05 4400 D NORDSTROM INC COM 65566410 15773 867280 SH SHARED 01 865880 1400 D NORDSTROM INC COM 65566410 15 860 SH SHARED 02 860 D NORDSTROM INC COM 65566410 1902 104625 SH SHARED 04 104625 D NORFOLK SOUTHERN CORP COM 65584410 43449 3263969 SH SHARED 01 3241920 1125 20924 D NORFOLK SOUTHERN CORP COM 65584410 1783 133979 SH SHR/OTHR 01 106285 27694 D NORFOLK SOUTHERN CORP COM 65584410 59 4501 SH SHARED 02 568 3933 D NORFOLK SOUTHERN CORP COM 65584410 6722 505004 SH SHARED 04 505004 D NORFOLK SOUTHERN CORP COM 65584410 1658 124600 SH SHARED 05 124600 D NORSAT INTL INC NEW COM 65651210 56 18499 SH SHARED 05 18499 D NORSTAN INC COM 65653510 0 10 SH SHARED 05 10 D NORTECH SYS INC COM 65655310 1 248 SH SHARED 05 248 D NORTEK INC COM 65655910 71 3000 SH SHARED 3000 D NORTEK INC COM 65655910 331 14000 SH SHARED 01 14000 D NORTEK INC COM 65655910 82 3475 SH SHARED 04 3475 D NORTEL INVERSORA S A SPON ADR PFD B 65656740 2082 260300 SH SHARED 04 260300 D NORTEL NETWORKS CORP NEW COM 65656810 626412 19537539 SH SHARED 01 19477879 59660 D NORTEL NETWORKS CORP NEW COM 65656810 95996 2994097 SH SHARED 04 2994097 D NORTEL NETWORKS CORP NEW COM 65656810 1256 39200 SH SHARED 05 39200 D NORTH AMERN SCIENTIFIC INC COM 65715D10 35 2432 SH SHARED 05 2432 D NORTH AMERN TECH GROUP INC 620 65719320 0 1000 SH SHARED 01 1000 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 54 3300 SH SHARED 01 3300 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 82 5000 SH SHR/OTHR 01 5000 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 102 6200 SH SHARED 04 6200 D NORTH FORK BANCORPORATION NY COM 65942410 19782 805401 SH SHARED 01 801351 4050 D NORTH FORK BANCORPORATION NY COM 65942410 3087 125700 SH SHARED 04 125700 D NORTH FORK BANCORPORATION NY COM 65942410 395 16100 SH SHARED 05 16100 D NORTH PITTSBURGH SYS INC COM 66156210 7 672 SH SHARED 05 672 D NORTH PITTSBURGH SYS INC COM 66156210 241 21934 SH SHARED 01 21934 D NORTH PITTSBURGH SYS INC COM 66156210 63 5816 SH SHARED 04 5816 D NORTHEAST UTILS COM 66439710 4407 181743 SH SHARED 01 180743 1000 D NORTHEAST UTILS COM 66439710 0 21 SH SHR/OTHR 01 21 D NORTHEAST UTILS COM 66439710 10 425 SH SHARED 02 425 D NORTHEAST UTILS COM 66439710 2568 105900 SH SHARED 04 105900 D NORTHEAST UTILS COM 66439710 475 19600 SH SHARED 05 19600 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 56 1800 SH SHARED 01 1800 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 56 1800 SH SHR/OTHR 01 1600 200 D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 110 3530 SH SHARED 02 3530 D NORTHERN STS FINL CORP COM 66575110 0 31 SH SHARED 02 31 D NORTHERN TR CORP COM 66585910 2 26 SH SHARED 02 26 D NORTHERN TR CORP COM 66585910 3931 48200 SH SHARED 48200 D NORTHERN TR CORP COM 66585910 147241 1805269 SH SHARED 01 1720384 84885 D NORTHERN TR CORP COM 66585910 5296 64944 SH SHR/OTHR 01 50444 14500 D NORTHERN TR CORP COM 66585910 140 1728 SH SHARED 02 100 1628 D NORTHERN TR CORP COM 66585910 17719 217247 SH SHARED 04 217247 D NORTHERN TR CORP COM 66585910 783 9600 SH SHARED 05 9600 D NORTHFIELD LABS INC COM 66613510 31 3000 SH SHARED 02 3000 D NORTHLAND CRANBERRIES INC CL A 66649910 1 1700 SH SHARED 02 1700 D NORTHPOINT COMMUNICATIONS HLDG COM 66661010 1 3745 SH SHARED 02 3745 D NORTHPOINT COMMUNICATIONS HLDG COM 66661010 35 102900 SH SHARED 01 78335 24565 D NORTHPOINT COMMUNICATIONS HLDG COM 66661010 0 2300 SH SHARED 02 2200 100 D NORTHPOINT COMMUNICATIONS HLDG COM 66661010 2 7904 SH SHARED 04 7904 D NORTHROP GRUMMAN CORP COM 66680710 56965 686336 SH SHARED 01 686136 200 D NORTHROP GRUMMAN CORP COM 66680710 48 579 SH SHARED 02 579 D NORTHROP GRUMMAN CORP COM 66680710 7972 96049 SH SHARED 04 96049 D NORTHROP GRUMMAN CORP COM 66680710 3112 37500 SH SHARED 05 37500 D NORTHWEST AIRLS CORP CL A 66728010 2 80 SH SHARED 05 80 D NORTHWEST AIRLS CORP CL A 66728010 1700 56452 SH SHARED 01 56452 D NORTHWEST AIRLS CORP CL A 66728010 60 2000 SH SHR/OTHR 01 2000 D NORTHWEST AIRLS CORP CL A 66728010 6 200 SH SHARED 02 200 D NORTHWEST AIRLS CORP CL A 66728010 93 3100 SH SHARED 04 3100 D NORTHWEST BANCORP INC PA COM 66732810 25 2853 SH SHARED 04 2853 D NORTHWEST BANCORP INC PA COM 66732810 136 15100 SH SHARED 01 15100 D NORTHWEST BANCORP INC PA COM 66732810 50 5593 SH SHARED 04 5593 D NORTHWEST NAT GAS CO COM 66765510 1415 53432 SH SHARED 01 53432 D NORTHWEST NAT GAS CO COM 66765510 260 9834 SH SHARED 04 9834 D NORTHWEST PIPE CO COM 66774610 0 73 SH SHARED 04 73 D NORTHWEST PIPE CO COM 66774610 7 1000 SH SHARED 04 1000 D NORTHWESTERN CORP COM 66807410 719 31100 SH SHARED 01 31100 D NORTHWESTERN CORP COM 66807410 25 1100 SH SHARED 02 300 800 D NORTHWESTERN CORP COM 66807410 209 9049 SH SHARED 04 9049 D NOVA CHEMICALS CORP COM 66977W10 129 6866 SH SHARED 01 6866 D NOVA CORP GA COM 66978410 123 6200 SH SHARED 6200 D NOVA CORP GA COM 66978410 1225 61473 SH SHARED 01 61473 D NOVA CORP GA COM 66978410 556 27910 SH SHARED 02 12000 15910 D NOVA CORP GA COM 66978410 972 48800 SH SHARED 04 48800 D NOVA CORP GA COM 66978410 183 9200 SH SHARED 05 9200 D NOVAMED EYECARE INC COM 66986W10 5 5547 SH SHARED 05 5547 D NOVATEL WIRELESS INC COM 66987M10 0 58 SH SHARED 05 58 D NOVARTIS A G SPONSORED ADR 66987V10 367 8212 SH SHARED 01 7212 1000 D NOVARTIS A G SPONSORED ADR 66987V10 194 4350 SH SHARED 02 4350 D NOVARTIS A G SPONSORED ADR 66987V10 125 2800 SH SHARED 05 2800 D NOVAMETRIX MED SYS INC COM 66987010 1 277 SH SHARED 05 277 D NU HORIZONS ELECTRS CORP COM 66990810 95 10700 SH SHARED 10700 D NOVADIGM INC COM 66993710 81 12842 SH SHARED 01 12842 D NOVADIGM INC COM 66993710 868 137650 SH SHARED 02 109150 28500 D NOVADIGM INC COM 66993710 89 14100 SH SHARED 03 14100 D NOVADIGM INC COM 66993710 32 5151 SH SHARED 04 5151 D NOVATEL INC COM 66995410 24 14635 SH SHARED 04 14635 D NUANCE COMMUNICATIONS INC COM 66996710 107 2484 SH SHARED 04 2484 D NUANCE COMMUNICATIONS INC COM 66996710 536 12450 SH SHARED 01 12450 D NUANCE COMMUNICATIONS INC COM 66996710 86 2010 SH SHARED 04 2010 D NOVELL INC COM 67000610 16727 3205064 SH SHARED 01 3205064 D NOVELL INC COM 67000610 4620 885365 SH SHARED 02 69715 815650 D NOVELL INC COM 67000610 2643 506553 SH SHARED 04 506553 D NOVELL INC COM 6700069A 0 120 SH SHARED 02 120 D NOVELLUS SYS INC COM 67000810 31837 885913 SH SHARED 01 883813 2100 D NOVELLUS SYS INC COM 67000810 524 14600 SH SHARED 02 13600 1000 D NOVELLUS SYS INC COM 67000810 3873 107789 SH SHARED 04 107789 D NOVEN PHARMACEUTICALS INC COM 67000910 2 67 SH SHARED 04 67 D NOVEN PHARMACEUTICALS INC COM 67000910 1420 38000 SH SHARED 01 38000 D NOVEN PHARMACEUTICALS INC COM 67000910 205 5494 SH SHARED 02 3000 2494 D NOVEN PHARMACEUTICALS INC COM 67000910 279 7489 SH SHARED 04 7489 D NOVOSTE CORP COM 67010C10 805 29300 SH SHARED 01 29300 D NOVOSTE CORP COM 67010C10 174 6360 SH SHARED 04 6360 D NOVO-NORDISK A S ADR 67010020 265 3000 SH SHARED 01 3000 D NOVO-NORDISK A S ADR 67010020 13 150 SH SHARED 02 150 D NU SKIN ENTERPRISES INC CL A 67018T10 294 55388 SH SHARED 01 55388 D NU SKIN ENTERPRISES INC CL A 67018T10 92 17440 SH SHARED 04 17440 D NSTAR COM 67019E10 2979 69487 SH SHARED 01 69467 20 D NSTAR COM 67019E10 31 738 SH SHR/OTHR 01 738 D NSTAR COM 67019E10 48 1120 SH SHARED 02 420 700 D NSTAR COM 67019E10 1676 39100 SH SHARED 04 39100 D NSTAR COM 67019E10 317 7400 SH SHARED 05 7400 D NTELOS INC COM 67019U10 1 103 SH SHARED 05 103 D NTELOS INC COM 67019U10 491 27900 SH SHARED 01 27900 D NTELOS INC COM 67019U10 90 5139 SH SHARED 04 5139 D NUCENTRIX BROADBAND NETWORKS COM 67019810 0 7 SH SHARED 04 7 D NUCENTRIX BROADBAND NETWORKS COM 67019810 91 8168 SH SHARED 01 8168 D NUCENTRIX BROADBAND NETWORKS COM 67019810 38 3463 SH SHARED 04 3463 D NUCOR CORP COM 67034610 59 1500 SH SHARED 1500 D NUCOR CORP COM 67034610 23605 594804 SH SHARED 01 594804 D NUCOR CORP COM 67034610 87 2200 SH SHR/OTHR 01 2200 D NUCOR CORP COM 67034610 7 200 SH SHARED 02 200 D NUCOR CORP COM 67034610 3197 80568 SH SHARED 04 80568 D NUEVO ENERGY CO COM 67050910 669 38650 SH SHARED 01 38650 D NUEVO ENERGY CO COM 67050910 104 6028 SH SHARED 04 6028 D NUMAC ENERGY INC COM 67052A10 6 1500 SH SHARED 05 1500 D NUMEREX CORP PA CL A 67053A10 0 100 SH SHARED 05 100 D NUMERICAL TECHNOLOGIES INC COM 67053T10 2 120 SH SHARED 05 120 D NUMERICAL TECHNOLOGIES INC COM 67053T10 153 8500 SH SHARED 01 8500 D NUMERICAL TECHNOLOGIES INC COM 67053T10 40 2234 SH SHARED 04 2234 D NUVEEN PREM INCOME MUN FD 4 COM 6706K410 52 4000 SH SHARED 02 4000 D NUVEEN CALIF PREM INCOME MUN COM 6706L010 13 1000 SH SHARED 02 1000 D NUVEEN N C PREM INCOME MUN FD SH BEN INT 67060P10 7 550 SH SHARED 02 550 D NUTRACEUTICAL INTL CORP COM 67060Y10 1 733 SH SHARED 02 733 D NUVEEN MD PREM INCOME MUN FD COM 67061Q10 33 2257 SH SHARED 02 2257 D NUVEEN CA INVT QUALITY MUN FD COM 67062A10 93 6000 SH SHR/OTHR 01 6000 D NUVEEN CALIF MUN VALUE FD COM 67062C10 52 5689 SH SHARED 02 5689 D NUVEEN SELECT TAX FREE INCM PT SH BEN INT 67062F10 44 3000 SH SHARED 02 3000 D NUVEEN MUN ADVANTAGE FD INC COM 67062H10 135 10200 SH SHARED 02 7100 3100 D NUVEEN PERFORMANCE PLUS MUN FD COM 67062P10 88 6745 SH SHARED 02 5500 1245 D NUVEEN CALIF PERFORM PLUS MUN COM 67062Q10 167 11191 SH SHARED 02 7178 4013 D NUVEEN PREM INCOME MUN FD COM 67062T10 67 5250 SH SHARED 02 5250 D NUVEEN MUN MKT OPPORTUNITY FD COM 67062W10 97 7250 SH SHARED 02 7250 D NUVEEN INSD CA SELECT TAX FREE SH BEN INT 67063R10 55 4000 SH SHR/OTHR 01 4000 D NUWAVE TECHNOLOGIES INC COM 67065M10 0 1126 SH SHARED 01 1126 D NVIDIA CORP SB NT CV 4.75%07 67066GAA 32000 500000 PRN SHARED 01 500000 D NVIDIA CORP COM 67066G10 0 12 SH SHARED 01 12 D NVIDIA CORP COM 67066G10 2080 63500 SH SHARED 01 63500 D NVIDIA CORP COM 67066G10 1523 46500 SH SHARED 04 46500 D NUVEEN DIVID ADVANTAGE MUN FD COM 67066V10 69 5000 SH SHARED 02 5000 D NUVEEN NY DIVID ADVNTG MUN FD COM 67066X10 21 1600 SH SHARED 01 1600 D NUVEEN SR INCOME FD COM 67067Y10 40 4000 SH SHARED 02 3000 1000 D NYFIX INC COM 67071210 3 152 SH SHARED 02 152 D NYFIX INC COM 67071210 868 35899 SH SHARED 01 35899 D NYFIX INC COM 67071210 205 8483 SH SHARED 04 8483 D NYMOX PHARMACEUTICAL CORP COM 67076P10 4 2277 SH SHARED 04 2277 D OAO TECHNOLOGY SOLUTIONS INC COM 67082B10 0 100 SH SHR/OTHR 01 100 D O CHARLEYS INC COM 67082310 1 83 SH SHARED 01 83 D O CHARLEYS INC COM 67082310 1919 107750 SH SHARED 01 107750 D O CHARLEYS INC COM 67082310 5057 283912 SH SHARED 03 283912 D O CHARLEYS INC COM 67082310 101 5674 SH SHARED 04 5674 D OGE ENERGY CORP COM 67083710 366 15000 SH SHARED 15000 D OGE ENERGY CORP COM 67083710 3854 157712 SH SHARED 01 157712 D OGE ENERGY CORP COM 67083710 9 400 SH SHR/OTHR 01 400 D OGE ENERGY CORP COM 67083710 4 200 SH SHARED 02 200 D OGE ENERGY CORP COM 67083710 1991 81498 SH SHARED 04 81498 D OGE ENERGY CORP COM 67083710 244 10000 SH SHARED 05 10000 D OHM CORP SUB DEB CV 8%06 670839AA 6880 86000 PRN SHR/OTHR 01 86000 D OM GROUP INC COM 67087210 2350 43025 SH SHARED 01 43025 D OM GROUP INC COM 67087210 506 9278 SH SHARED 04 9278 D NUVEEN MUN VALUE FD INC COM 67092810 268 30729 SH SHARED 02 30729 D NUVEEN NJ INVT QUALITY MUN FD COM 67097110 63 4000 SH SHARED 02 4000 D NUVEEN PA INVT QUALITY MUN FD COM 67097210 41 3000 SH SHARED 02 3000 D NUVEEN SELECT QUALITY MUN FD COM 67097310 18 1400 SH SHARED 02 1400 D NUVEEN NY SELECT QUALITY MUN COM 67097610 97 7000 SH SHR/OTHR 01 7000 D NUVEEN NY SELECT QUALITY MUN COM 67097610 7 535 SH SHARED 02 535 D NUVEEN QUALITY INCOME MUN FD COM 67097710 95 6919 SH SHARED 02 6919 D NUVEEN FLA QUALITY INCOME MUN COM 67097810 14 1000 SH SHARED 02 1000 D NUVEEN OHIO QUALITY INCOME MUN COM 67098010 0 12 SH SHARED 02 12 D NUVEEN INSD MUN OPPORTUNITY FD COM 67098410 10 800 SH SHARED 02 800 D NUVEEN CALIF QUALITY INCM MUN COM 67098510 246 15450 SH SHR/OTHR 01 8000 7450 D NUVEEN NY QUALITY INCM MUN FD COM 67098610 98 7200 SH SHR/OTHR 01 7200 D NUVEEN INSD NY PREM INCOME FD COM 67101R10 0 7 SH SHARED 02 7 D OSI PHARMACEUTICALS INC COM 67104010 3947 49263 SH SHARED 01 49263 D OSI PHARMACEUTICALS INC COM 67104010 16 200 SH SHARED 02 200 D OSI PHARMACEUTICALS INC COM 67104010 896 11187 SH SHARED 04 11187 D OSI SYSTEMS INC COM 67104410 12 2000 SH SHARED 02 2000 D OTG SOFTWARE INC COM 67105910 2 124 SH SHARED 02 124 D OTG SOFTWARE INC COM 67105910 104 6500 SH SHARED 01 6500 D OTG SOFTWARE INC COM 67105910 138 8550 SH SHARED 02 6150 2400 D OTG SOFTWARE INC COM 67105910 1099 68126 SH SHARED 04 68126 D OAK TECHNOLOGY INC COM 67180210 0 5 SH SHARED 04 5 D OAK TECHNOLOGY INC COM 67180210 562 64800 SH SHARED 01 64800 D OAK TECHNOLOGY INC COM 67180210 19 2190 SH SHARED 02 190 2000 D OAK TECHNOLOGY INC COM 67180210 149 17213 SH SHARED 04 17213 D OAKLEY INC COM 67366210 47 3500 SH SHARED 3500 D OAKLEY INC COM 67366210 450 33400 SH SHARED 01 33400 D OAKLEY INC COM 67366210 95 7100 SH SHARED 02 1000 6100 D OAKLEY INC COM 67366210 117 8723 SH SHARED 04 8723 D OAKWOOD HOMES CORP COM 67409810 0 700 SH SHARED 02 700 D OBJECTIVE SYS INTEGRATORS INC COM 67442410 2056 116703 SH SHARED 02 116703 D OBJECTIVE SYS INTEGRATORS INC COM 67442410 14077 798700 SH SHARED 01 798700 D OBJECTIVE SYS INTEGRATORS INC COM 67442410 136 7723 SH SHARED 04 7723 D OBJECTSOFT CORP ST 67442740 0 5899 SH SHARED 04 5899 D OCCIDENTAL PETE CORP DEL COM 67459910 611 25200 SH SHARED 25200 D OCCIDENTAL PETE CORP DEL COM 67459910 64686 2667469 SH SHARED 01 2662969 4500 D OCCIDENTAL PETE CORP DEL COM 67459910 125 5178 SH SHR/OTHR 01 5178 D OCCIDENTAL PETE CORP DEL COM 67459910 931 38425 SH SHARED 02 1925 36500 D OCCIDENTAL PETE CORP DEL COM 67459910 15471 637987 SH SHARED 04 637987 D OCEAN ENERGY INC TEX COM 67481E10 4286 246692 SH SHARED 01 246692 D OCEAN ENERGY INC TEX COM 67481E10 267 15410 SH SHARED 02 4340 11070 D OCEAN ENERGY INC TEX COM 67481E10 2145 123500 SH SHARED 04 123500 D OCEAN ENERGY INC TEX COM 67481E10 406 23400 SH SHARED 05 23400 D OCEANEERING INTL INC COM 67523210 73 3800 SH SHARED 3800 D OCEANEERING INTL INC COM 67523210 1033 53150 SH SHARED 01 53150 D OCEANEERING INTL INC COM 67523210 19 1000 SH SHARED 02 1000 D OCEANEERING INTL INC COM 67523210 156 8046 SH SHARED 04 8046 D OCEANFIRST FINL CORP COM 67523410 406 16500 SH SHARED 01 16500 D OCEANFIRST FINL CORP COM 67523410 109 4465 SH SHARED 04 4465 D OCTEL CORP COM 67572710 0 50 SH SHARED 02 50 D OCULAR SCIENCES INC COM 67574410 5 508 SH SHARED 02 508 D OCULAR SCIENCES INC COM 67574410 447 38500 SH SHARED 01 38500 D OCULAR SCIENCES INC COM 67574410 72 6260 SH SHARED 04 6260 D OCWEN FINL CORP COM 67574610 443 69550 SH SHARED 01 68750 800 D OCWEN FINL CORP COM 67574610 89 13970 SH SHARED 04 13970 D ODETICS INC DEL CL A 67606520 0 34 SH SHARED 04 34 D ODETICS INC DEL CL A 67606520 17 2000 SH SHARED 02 2000 D ODWALLA INC COM 67611110 47 4802 SH SHARED 02 4802 D OFFICEMAX INC COM 67622M10 426 148340 SH SHARED 01 148340 D OFFICEMAX INC COM 67622M10 11 4000 SH SHARED 02 4000 D OFFICEMAX INC COM 67622M10 126 43838 SH SHARED 04 43838 D OFFICE DEPOT INC COM 67622010 152 2145817 SH SHARED 01 2145817 D OFFICE DEPOT INC COM 67622010 534 75075 SH SHARED 02 63950 11125 D OFFICE DEPOT INC COM 67622010 2115 296925 SH SHARED 04 296925 D OFFICE DEPOT INC COM 67622010 46 6550 SH SHARED 05 6550 D OFFSHORE LOGISTICS INC COM 67625510 2 96 SH SHARED 05 96 D OFFSHORE LOGISTICS INC COM 67625510 9 46350 SH SHARED 01 46350 D OFFSHORE LOGISTICS INC COM 67625510 178 8268 SH SHARED 04 8268 D OGDEN CORP COM 67634610 1708 111137 SH SHARED 01 111137 D OGDEN CORP COM 67634610 45 2988 SH SHR/OTHR 01 2988 D OGDEN CORP COM 67634610 790 51438 SH SHARED 04 51438 D OGDEN CORP COM 67634610 99 6500 SH SHARED 05 6500 D OGLEBAY NORTON CO COM 67700710 3 195 SH SHARED 05 195 D OHIO CAS CORP COM 67724010 2 248 SH SHARED 05 248 D OHIO CAS CORP COM 67724010 1255 125542 SH SHARED 01 125542 D OHIO CAS CORP COM 67724010 622 62267 SH SHARED 04 62267 D OHIO CAS CORP COM 67724010 79 7900 SH SHARED 05 7900 D OLD KENT FINL CORP COM 67983310 41701 953175 SH SHARED 01 953175 D OLD KENT FINL CORP COM 67983310 5166 118092 SH SHARED 04 118092 D OLD KENT FINL CORP COM 67983310 122 2800 SH SHARED 05 2800 D OLD 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1872 110950 SH SHARED 01 110950 D ROSS STORES INC COM 77829610 126 7500 SH SHARED 02 7500 D ROSS STORES INC COM 77829610 1022 60600 SH SHARED 04 60600 D ROSS STORES INC COM 77829610 401 23800 SH SHARED 05 23800 D ROSS SYS INC COM 77830310 13 72416 SH SHARED 05 72416 D ROSTELECOM OPEN JT STK LNG DST SPONSORED ADR 77852910 377 72865 SH SHARED 01 72865 D ROUGE INDS INC DEL CL A 77908810 12 6889 SH SHARED 01 6889 D ROUSE CO COM 77927310 68 2700 SH SHARED 2700 D ROUSE CO COM 77927310 1670 65500 SH SHARED 01 65500 D ROUSE CO COM 77927310 12 500 SH SHR/OTHR 01 500 D ROUSE CO COM 77927310 3876 152012 SH SHARED 02 44657 107355 D ROUSE CO COM 77927310 160 6300 SH SHARED 04 6300 D ROUSE CO COM 77927330 7 300 SH SHARED 02 300 D ROWAN COS INC COM 77938210 24851 920427 SH SHARED 01 920027 400 D ROWAN COS INC COM 77938210 40 1500 SH SHARED 02 1500 D ROWAN COS INC COM 77938210 2944 109037 SH SHARED 04 109037 D ROWAN COS INC COM 77938210 108 4000 SH SHARED 05 4000 D ROWECOM INC COM 77957X10 301 482078 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1777913 SH SHARED 04 1777913 D ROYAL PTT NEDERLAND N V SPONSORED ADR 78064120 13 1200 SH SHARED 05 1200 D ROYCE VALUE TR INC COM 78091010 110 7635 SH SHARED 01 7635 D ROYCE VALUE TR INC COM 78091010 128 8919 SH SHR/OTHR 01 8919 D ROYCE VALUE TR INC COM 78091010 33 2336 SH SHARED 02 20 2316 D ROYCE MICRO-CAP TR INC COM 78091510 2 283 SH SHARED 02 283 D ROYCE MICRO-CAP TR INC COM 78091510 227 26417 SH SHARED 02 23460 2957 D RUBIOS RESTAURANTS INC COM 78116B10 3 1390 SH SHARED 02 1390 D RUBY TUESDAY INC COM 78118210 1694 111124 SH SHARED 01 111124 D RUBY TUESDAY INC COM 78118210 3723 244143 SH SHARED 04 244143 D RUDDICK CORP COM 78125810 700 61234 SH SHARED 01 61234 D RUDDICK CORP COM 78125810 45 4000 SH SHARED 02 4000 D RUDDICK CORP COM 78125810 478 41835 SH SHARED 04 41835 D RUDDICK CORP COM 78125810 69 6100 SH SHARED 05 6100 D RUDOLPH TECHNOLOGIES INC COM 78127010 2 83 SH SHARED 05 83 D RUDOLPH TECHNOLOGIES INC COM 78127010 202 6700 SH SHARED 01 6700 D RUDOLPH TECHNOLOGIES INC COM 78127010 60 2008 SH SHARED 04 2008 D RURAL / METRO CORP COM 78174810 5 3967 SH SHARED 01 3967 D RURAL CELLULAR CORP CL A 78190410 1 59 SH SHARED 01 59 D RURAL CELLULAR CORP CL A 78190410 344 11631 SH SHARED 01 11631 D RURAL CELLULAR CORP CL A 78190410 216 7296 SH SHARED 04 7296 D RURAL CELLULAR CORP CL A 78190410 59 2000 SH SHARED 05 2000 D SUN MICROSYSTEMS INC COM 78199W9A 0 10 SH SHARED 02 10 D RUSHMORE FINL GROUP INC COM 78205510 0 1000 SH SHARED 02 1000 D RUSS BERRIE & CO COM 78223310 422 20000 SH SHARED 01 20000 D RUSS BERRIE & CO COM 78223310 82 3909 SH SHARED 04 3909 D RUSSELL CORP COM 78235210 796 51627 SH SHARED 01 51627 D RUSSELL CORP COM 78235210 4 300 SH SHARED 02 300 D RUSSELL CORP COM 78235210 156 10121 SH SHARED 04 10121 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 5 90 SH SHARED 04 90 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 139 2500 SH SHARED 01 2500 D RYANS FAMILY STEAK HOUSE INC COM 78351910 1 116 SH SHARED 01 116 D RYANS FAMILY STEAK HOUSE INC COM 78351910 694 73644 SH SHARED 01 73644 D RYANS FAMILY STEAK HOUSE INC COM 78351910 117 12410 SH SHARED 04 12410 D RYDER SYS INC COM 78354910 241 14500 SH SHARED 14500 D RYDER SYS INC COM 78354910 8268 497339 SH SHARED 01 497339 D RYDER SYS INC COM 78354910 1551 93339 SH SHARED 04 93339 D RYDER SYS INC COM 78354910 19 1200 SH SHARED 05 1200 D RYERSON TULL INC NEW COM 78375P10 562 68215 SH SHARED 01 68215 D RYERSON TULL INC NEW COM 78375P10 205 24935 SH SHARED 04 24935 D RYERSON TULL INC NEW COM 78375P10 27 3300 SH SHARED 05 3300 D RYLAND GROUP INC COM 78376410 122 3000 SH SHARED 3000 D RYLAND GROUP INC COM 78376410 925 22718 SH SHARED 01 22718 D RYLAND GROUP INC COM 78376410 205 5031 SH SHARED 04 5031 D S & T BANCORP INC COM 78385910 0 26 SH SHARED 04 26 D S & T BANCORP INC COM 78385910 807 37320 SH SHARED 01 37320 D S & T BANCORP INC COM 78385910 229 10608 SH SHARED 04 10608 D SBC COMMUNICATIONS INC COM 78387G10 115769 2424500 SH SHARED 2424500 D SBC COMMUNICATIONS INC COM 78387G10 1261024 26408894 SH SHARED 01 26198776 210118 D SBC COMMUNICATIONS INC COM 78387G10 28118 588859 SH SHR/OTHR 01 361226 227633 D SBC COMMUNICATIONS INC COM 78387G10 4153 86975 SH SHARED 02 22651 64324 D SBC COMMUNICATIONS INC COM 78387G10 239034 5005963 SH SHARED 04 5005963 D SBC COMMUNICATIONS INC COM 78387G10 3791 79400 SH SHARED 05 79400 D SBC COMMUNICATIONS INC COM 78387G10 44622 934500 SH SHARED 06 934500 D SBS TECHNOLOGIES INC COM 78387P10 3 108 SH SHARED 06 108 D SBS TECHNOLOGIES INC COM 78387P10 549 18352 SH SHARED 01 18352 D SBS TECHNOLOGIES INC COM 78387P10 140 4697 SH SHARED 04 4697 D SBA COMMUNICATIONS CORP COM 78388J10 18 440 SH SHARED 04 440 D SBA COMMUNICATIONS CORP COM 78388J10 11779 286863 SH SHARED 01 286863 D SBA COMMUNICATIONS CORP COM 78388J10 3450 84022 SH SHARED 02 34658 49364 D SBA COMMUNICATIONS CORP COM 78388J10 452 11014 SH SHARED 04 11014 D SCC COMMUNICATIONS CORP COM 78388X10 2 500 SH SHARED 04 500 D SCC COMMUNICATIONS CORP COM 78388X10 4 1100 SH SHARED 02 1100 D SCI SYS INC bond-defa 783890AF 272981 10350000 PRN SHARED 01 10350000 D SCI SYS INC COM 78389010 52 199616 SH SHARED 01 199616 D SCI SYS INC COM 78389010 245 9300 SH SHARED 02 7500 1800 D SCI SYS INC COM 78389010 3648 138342 SH SHARED 04 138342 D SCI SYS INC COM 78389010 308 11700 SH SHARED 05 11700 D SI TECHNOLOGIES INC COM 78397810 1 750 SH SHARED 05 750 D SCM MICROSYSTEMS INC COM 78401810 7 231 SH SHARED 05 231 D SCM MICROSYSTEMS INC COM 78401810 802 24311 SH SHARED 01 24311 D SCM MICROSYSTEMS INC COM 78401810 173 5255 SH SHARED 04 5255 D SCPIE HLDGS INC COM 78402P10 323 13712 SH SHARED 01 13712 D SCPIE HLDGS INC COM 78402P10 82 3483 SH SHARED 04 3483 D SCP POOL CORP COM 78402810 703 23400 SH SHARED 01 23400 D SCP POOL CORP COM 78402810 171 5704 SH SHARED 04 5704 D SDL INC COM 78407610 838 5660 SH SHARED 04 3000 2660 D SDL INC COM 78407610 14907 100600 SH SHARED 100600 D SDL INC COM 78407610 24560 165738 SH SHARED 01 159398 6340 D SDL INC COM 78407610 37 250 SH SHR/OTHR 01 150 100 D SDL INC COM 78407610 232 1570 SH SHARED 02 250 1320 D SDL INC COM 78407610 10149 68492 SH SHARED 04 68492 D SDL INC COM 78407610 12892 87000 SH SHARED 06 87000 D SEEC INC COM 78411010 0 236 SH SHARED 06 236 D SEI INVESTMENTS CO COM 78411710 3 30 SH SHARED 06 30 D SEI INVESTMENTS CO COM 78411710 168 1500 SH SHARED 1500 D SEI INVESTMENTS CO COM 78411710 14864 132718 SH SHARED 01 104359 28359 D SEI INVESTMENTS CO COM 78411710 4289 38300 SH SHARED 04 38300 D SEI INVESTMENTS CO COM 78411710 784 7000 SH SHARED 05 7000 D SEMCO ENERGY INC COM 78412D10 386 24863 SH SHARED 01 24863 D SEMCO ENERGY INC COM 78412D10 108 6941 SH SHARED 04 6941 D SJW CORP COM 78430510 244 2400 SH SHARED 01 2400 D SJW CORP COM 78430510 79 783 SH SHARED 04 783 D SKF AB SPONSORED ADR 78437540 3 200 SH SHARED 04 200 D SL GREEN RLTY CORP COM 78440X10 825 29483 SH SHARED 01 29483 D SL GREEN RLTY CORP COM 78440X10 240 8598 SH SHARED 04 8598 D SLI INC COM 78442T10 146 22755 SH SHARED 01 22755 D SLI INC COM 78442T10 2 400 SH SHARED 02 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SHARED 06 121600 D SSE TELECOM INC COM 78465210 0 200 SH SHARED 06 200 D STM WIRELESS INC CL A 78477610 48 16373 SH SHARED 06 16373 D SVI HLDGS INC COM 78487210 22 22100 SH SHARED 01 22100 D SVI HLDGS INC COM 78487210 5 5485 SH SHARED 04 5485 D SABA SOFTWARE INC COM 78493210 255 16200 SH SHARED 01 16200 D SABA SOFTWARE INC COM 78493210 23 1462 SH SHARED 04 1462 D SPAR GROUP INC COM 78493310 4 6100 SH SHARED 04 6100 D SABINE ROYALTY TR UNIT BEN INT 78568810 112 6000 SH SHARED 01 3000 3000 D SABRE HLDGS CORP CL A 78590510 38058 882510 SH SHARED 01 878547 3963 D SABRE HLDGS CORP CL A 78590510 112 2601 SH SHR/OTHR 01 2601 D SABRE HLDGS CORP CL A 78590510 0 7 SH SHARED 02 7 D SABRE HLDGS CORP CL A 78590510 4482 103943 SH SHARED 04 103943 D SABRE HLDGS CORP CL A 78590510 103 2400 SH SHARED 05 2400 D SABRE HLDGS CORP CL A 78590510 6508 150921 SH SHARED 06 150921 D SAF T LOK INC COM 78636P10 6 33936 SH SHARED 06 33936 D SAFECO CORP COM 78642910 0 22 SH SHARED 06 22 D SAFECO CORP COM 78642910 31376 954416 SH SHARED 01 954416 D SAFECO CORP COM 78642910 83 2545 SH SHARED 02 345 2200 D SAFECO CORP COM 78642910 3524 107221 SH SHARED 04 107221 D SAFECO CORP COM 78642910 85 2600 SH SHARED 05 2600 D SAFEGUARD SCIENTIFICS INC bond-defa 786449AE 3809 575000 PRN SHARED 01 575000 D SAFEGUARD SCIENTIFICS INC COM 78644910 8 127400 SH SHARED 01 122000 5400 D SAFEGUARD SCIENTIFICS INC COM 78644910 0 1500 SH SHR/OTHR 01 1500 D SAFEGUARD SCIENTIFICS INC COM 78644910 16 2450 SH SHARED 02 1200 1250 D SAFEGUARD SCIENTIFICS INC COM 78644910 285 43100 SH SHARED 04 43100 D SAFEGUARD SCIENTIFICS INC COM 78644910 65 9900 SH SHARED 05 9900 D SAFENET INC COM 78645R10 188 4000 SH SHARED 01 4000 D SAFENET INC COM 78645R10 94 2000 SH SHARED 02 2000 D SAFESCIENCE INC COM 78645210 0 450 SH SHARED 02 450 D SAFEWAY INC ST 78651420 34606 553700 SH SHARED 553700 D SAFEWAY INC 620 78651420 221135 3538162 SH SHARED 01 3515762 22400 D SAFEWAY INC 620 78651420 915 14650 SH SHR/OTHR 01 8850 5800 D SAFEWAY INC ST 78651420 1115 17850 SH SHARED 02 7000 10850 D SAFEWAY INC ST 78651420 36788 588608 SH SHARED 04 588608 D SAFEWAY INC ST 78651420 1175 18800 SH SHARED 05 18800 D SAFLINK CORP COM 78657810 2 8839 SH SHARED 05 8839 D SAFLINK CORP COM 78657810 0 1666 SH SHARED 02 1666 D SAGA COMMUNICATIONS CL A 78659810 151 10216 SH SHARED 01 10216 D SAGA COMMUNICATIONS CL A 78659810 4 307 SH SHARED 02 307 D SAGA COMMUNICATIONS CL A 78659810 36 2462 SH SHARED 04 2462 D SAGA SYS INC COM 78661010 419 36660 SH SHARED 01 36660 D SAGA SYS INC COM 78661010 131 11506 SH SHARED 04 11506 D SAGE INC COM 78663210 1 115 SH SHARED 04 115 D SAGE INC COM 78663210 22 1500 SH SHARED 04 1500 D SAGENT TECHNOLOGY INC COM 78669310 0 108 SH SHARED 04 108 D SAGENT TECHNOLOGY INC COM 78669310 59 43061 SH SHARED 01 43061 D SAGENT TECHNOLOGY INC COM 78669310 7 5811 SH SHARED 04 5811 D ST FRANCIS CAP CORP COM 78937410 0 23 SH SHARED 04 23 D ST JOE CO COM 79014810 973 44250 SH SHARED 01 44250 D ST JOE CO COM 79014810 506 23000 SH SHR/OTHR 01 23000 D ST JOE CO COM 79014810 26 1200 SH SHARED 02 1200 D ST JOE CO COM 79014810 59 2700 SH SHARED 04 2700 D ST JOSEPH LT & PWR CO COM 79065410 74 3054 SH SHARED 01 3054 D ST JOSEPH LT & PWR CO COM 79065410 136 5554 SH SHR/OTHR 01 1500 4054 D ST JUDE MED INC COM 79084910 35616 579728 SH SHARED 01 579170 558 D ST JUDE MED INC COM 79084910 79 1300 SH SHARED 02 1300 D ST JUDE MED INC COM 79084910 5902 96077 SH SHARED 04 96077 D ST MARY LD & EXPL CO COM 79222810 4 129 SH SHARED 04 129 D ST MARY LD & EXPL CO COM 79222810 1569 47100 SH SHARED 01 47100 D ST MARY LD & EXPL CO COM 79222810 361 10851 SH SHARED 04 10851 D ST PAUL COS INC COM 79286010 423 7800 SH SHARED 7800 D ST PAUL COS INC COM 79286010 94202 1734477 SH SHARED 01 1731376 3101 D ST PAUL COS INC COM 79286010 27 500 SH SHR/OTHR 01 500 D ST PAUL COS INC COM 79286010 163 3008 SH SHARED 02 50 2958 D ST PAUL COS INC COM 79286010 10252 188766 SH SHARED 04 188766 D ST PAUL COS INC COM 79286010 1167 21500 SH SHARED 05 21500 D SAKS INC COM 79377W10 1886 188686 SH SHARED 01 188686 D SAKS INC COM 79377W10 1 100 SH SHARED 02 100 D SAKS INC COM 79377W10 1042 104200 SH SHARED 04 104200 D SAKS INC COM 79377W10 190 19000 SH SHARED 05 19000 D SALEM COMMUNICATIONS CORP DEL CL A 79409310 2 154 SH SHARED 05 154 D SALEM COMMUNICATIONS CORP DEL CL A 79409310 491 32911 SH SHARED 01 32911 D SALEM COMMUNICATIONS CORP DEL CL A 79409310 8423 563934 SH SHARED 02 559334 4600 D SALEM COMMUNICATIONS CORP DEL CL A 79409310 133 8963 SH SHARED 04 8963 D SALIENT 3 COMMUNICATIONS INC CL A 79472110 2 1074 SH SHARED 04 1074 D SALOMON BROTHERS FD INC COM 79547710 32 1974 SH SHARED 01 1974 D SALOMON BROTHERS FD INC COM 79547710 24 1500 SH SHARED 02 1500 D SALOMON BROS WORLDWIDE INCOME COM 79548T10 9 800 SH SHARED 04 800 D SALON COM COM 79549F10 0 1244 SH SHARED 04 1244 D SALTON INC COM 79575710 45 2200 SH SHARED 2200 D SALTON INC COM 79575710 4976 240582 SH SHARED 01 240582 D SALTON INC COM 79575710 50 2450 SH SHARED 02 2450 D SALTON INC COM 79575710 83 4023 SH SHARED 04 4023 D SAMSONITE CORP NEW COM 79604V10 0 98 SH SHARED 04 98 D SANCHEZ COMPUTER ASSOCS INC COM 79970210 12 1540 SH SHARED 04 1540 D SANCHEZ COMPUTER ASSOCS INC COM 79970210 167 20268 SH SHARED 01 20268 D SANCHEZ COMPUTER ASSOCS INC COM 79970210 0 100 SH SHR/OTHR 01 100 D SANCHEZ COMPUTER ASSOCS INC COM 79970210 41 5032 SH SHARED 04 5032 D SAND TECHNOLOGY INC CL A NEW 79977430 42 6318 SH SHARED 04 6318 D SANDERSON FARMS INC COM 80001310 9 1206 SH SHARED 04 1206 D SANDISK CORP COM 80004C10 2000 72075 SH SHARED 01 72075 D SANDISK CORP COM 80004C10 4 175 SH SHR/OTHR 01 175 D SANDISK CORP COM 80004C10 26 950 SH SHARED 02 700 250 D SANDISK CORP COM 80004C10 3457 124600 SH SHARED 04 124600 D SANDY SPRING BANCORP INC COM 80036310 234 10300 SH SHARED 01 10300 D SANDY SPRING BANCORP INC COM 80036310 2 100 SH SHARED 02 100 D SANDY SPRING BANCORP INC COM 80036310 81 3591 SH SHARED 04 3591 D SANMINA CORP CNB 800907AC 1042100 13600000 PRN SHARED 04 13600000 D SANMINA CORP COM 80090710 0 10382 SH SHARED 04 2 10380 D SANMINA CORP COM 80090710 10 1449947 SH SHARED 01 1396805 53142 D SANMINA CORP COM 80090710 0 22856 SH SHR/OTHR 01 9800 13056 D SANMINA CORP COM 80090710 3050 39810 SH SHARED 02 5350 34460 D SANMINA CORP COM 80090710 16279 212451 SH SHARED 04 212451 D SANGSTAT MED CORP COM 80100310 1 114 SH SHARED 04 114 D SANGSTAT MED CORP COM 80100310 302 25461 SH SHARED 01 25461 D SANGSTAT MED CORP COM 80100310 74 6253 SH SHARED 04 6253 D SANTA BARBARA RESTAURANT GP COM 80137810 9 7500 SH SHARED 02 7500 D SANTA CRUZ OPERATION INC COM 80183310 39 30665 SH SHARED 02 30665 D SANTA CRUZ OPERATION INC COM 80183310 398 311171 SH SHARED 02 311171 D SANTANDER BANCORP COM 80280910 119 6210 SH SHARED 01 6210 D SANTANDER BANCORP COM 80280910 62 3238 SH SHARED 04 3238 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 67 2000 SH SHARED 01 2000 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 51 1535 SH SHARED 02 1500 35 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 2472 73400 SH SHARED 04 73400 D SAPIENT CORP COM 80306210 9818 822552 SH SHARED 01 822552 D SAPIENT CORP COM 80306210 85 7200 SH SHARED 02 4000 3200 D SAPIENT CORP COM 80306210 1392 116666 SH SHARED 04 116666 D SARA LEE CORP COM 80311110 166029 6759624 SH SHARED 01 6736626 22998 D SARA LEE CORP COM 80311110 2772 112868 SH SHR/OTHR 01 65100 47768 D SARA LEE CORP COM 80311110 338 13795 SH SHARED 02 4200 9595 D SARA LEE CORP COM 80311110 29536 1202510 SH SHARED 04 1202510 D SATCON TECHNOLOGY CORP COM 80389310 23 2376 SH SHARED 04 2376 D SATCON TECHNOLOGY CORP COM 80389310 241 24482 SH SHARED 01 24482 D SATCON TECHNOLOGY CORP COM 80389310 28 2911 SH SHARED 04 2911 D SATYAM INFOWAY LTD SPONSORED ADR 80409910 0 46 SH SHARED 04 46 D SATYAM INFOWAY LTD SPONSORED ADR 80409910 21 6000 SH SHARED 02 6000 D SAUCONY INC CL A 80412010 0 124 SH SHARED 02 124 D SAUCONY INC CL B 80412020 0 85 SH SHARED 02 85 D SAUER-DANFOSS INC COM 80413710 217 23199 SH SHARED 01 23199 D SAUER-DANFOSS INC COM 80413710 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SMART & FINAL INC COM 83168310 91 10800 SH SHARED 01 10800 D SMART & FINAL INC COM 83168310 39 4688 SH SHARED 04 4688 D SMARTERKIDS COM COM 83169C10 3 5829 SH SHARED 04 5829 D SMARTSERV ONLINE INC WT EXP 032001 83169M11 4 2000 SH SHARED 02 2000 D SMARTSERV ONLINE INC COM NE 83169M20 1 181 SH SHARED 02 181 D SMARTSERV ONLINE INC COM NE 83169M20 87 12400 SH SHARED 01 12400 D SMARTSERV ONLINE INC COM NE 83169M20 12 1780 SH SHARED 04 1780 D SMARTDISK CORP COM 83169Q10 26 6900 SH SHARED 01 6900 D SMARTDISK CORP COM 83169Q10 0 200 SH SHR/OTHR 01 200 D SMARTDISK CORP COM 83169Q10 8 2246 SH SHARED 04 2246 D SMARTFORCE PUB LTD CO SPONSORED ADR 83170A20 7547 200943 SH SHARED 02 59600 141343 D SMARTFORCE PUB LTD CO SPONSORED ADR 83170A20 751 20000 SH SHARED 04 20000 D SMITH A O COM 83186520 649 38060 SH SHARED 01 38060 D SMITH A O COM 83186520 142 8364 SH SHARED 04 8364 D SMARTIRE SYSTEMS INC COM 83191310 0 15 SH SHARED 04 15 D SMITH INTL INC COM 83211010 17765 238265 SH SHARED 01 238265 D SMITH INTL INC COM 83211010 29 400 SH SHARED 02 200 200 D SMITH INTL INC COM 83211010 20996 281600 SH SHARED 04 281600 D SMITH INTL INC COM 83211010 223 3000 SH SHARED 05 3000 D SMITH MICRO SOFTWARE INC COM 83215410 0 81 SH SHARED 05 81 D SMITH CHARLES E RESDNTL RLTY COM 83219710 1274 27112 SH SHARED 01 27112 D SMITH CHARLES E RESDNTL RLTY COM 83219710 27 586 SH SHARED 02 586 D SMITH CHARLES E RESDNTL RLTY COM 83219710 398 8483 SH SHARED 04 8483 D SMITHFIELD FOODS INC COM 83224810 3051 100380 SH SHARED 01 100380 D SMITHFIELD FOODS INC COM 83224810 2107 69338 SH SHARED 04 69338 D SMITHFIELD FOODS INC COM 83224810 30 1000 SH SHARED 05 1000 D SMITHKLINE BEECHAM PLC ADR REP ORD 83237830 0 5300 SH SHARED 01 5300 D SMITHKLINE BEECHAM PLC ADR REP ORD 83237830 0 4956 SH SHARED 02 600 4356 D SMITHKLINE BEECHAM PLC ADR REP ORD 83237830 0 44800 SH SHARED 04 44800 D SMITHKLINE BEECHAM PLC ADR REP ORD 83237830 0 3000 SH SHARED 05 3000 D SMITHWAY MTR XPRESS CORP CL A 83265310 2 1523 SH SHARED 05 1523 D 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SONICBLUE INC COM 83546Q10 148 35978 SH SHARED 04 35978 D SONIC SOLUTIONS COM 83546010 0 41 SH SHARED 04 41 D SONICWALL INC COM 83547010 4 278 SH SHARED 04 278 D SONICWALL INC COM 83547010 836 51450 SH SHARED 01 51450 D SONICWALL INC COM 83547010 16 1000 SH SHARED 02 1000 D SONICWALL INC COM 83547010 397 24466 SH SHARED 04 24466 D SONOCO PRODS CO COM 83549510 2575 119080 SH SHARED 01 119080 D SONOCO PRODS CO COM 83549510 18 854 SH SHARED 02 854 D SONOCO PRODS CO COM 83549510 1598 73900 SH SHARED 04 73900 D SONOCO PRODS CO COM 83549510 283 13100 SH SHARED 05 13100 D SONOSITE INC COM 83568G10 0 72 SH SHARED 05 72 D SONOSITE INC COM 83568G10 7108 557503 SH SHARED 01 557503 D SONOSITE INC COM 83568G10 66 5185 SH SHARED 04 5185 D SONUS PHARMACEUTICALS INC COM 83569210 0 864 SH SHARED 04 864 D SONY CORP ADR NEW 83569930 3087 44422 SH SHARED 01 43520 902 D SONY CORP ADR NEW 83569930 334 4820 SH SHR/OTHR 01 4820 D SONY CORP ADR NEW 83569930 166 2400 SH SHARED 02 2400 D SOTHEBYS HLDGS INC CL A 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COM 84403010 326 12316 SH SHARED 04 12316 D SOUTHSIDE BANCSHARES INC COM 84470P10 0 11 SH SHARED 04 11 D SOUTHTRUST CORP COM 84473010 55285 1358802 SH SHARED 01 1257819 100983 D SOUTHTRUST CORP COM 84473010 12 300 SH SHARED 02 300 D SOUTHTRUST CORP COM 84473010 5493 135027 SH SHARED 04 135027 D SOUTHWEST AIRLS CO COM 84474110 21968 655200 SH SHARED 655200 D SOUTHWEST AIRLS CO COM 84474110 121644 3627922 SH SHARED 01 3623022 4900 D SOUTHWEST AIRLS CO COM 84474110 489 14602 SH SHARED 02 7815 6787 D SOUTHWEST AIRLS CO COM 84474110 13729 409464 SH SHARED 04 409464 D SOUTHWEST AIRLS CO COM 84474110 378 11300 SH SHARED 05 11300 D SOUTHWEST BANCORPORATION TEX COM 84476R10 2644 61600 SH SHARED 01 61600 D SOUTHWEST BANCORP INC OKLA COM 84476710 0 60 SH SHARED 01 60 D SOUTHWEST GAS CORP COM 84489510 1081 49441 SH SHARED 01 49441 D SOUTHWEST GAS CORP COM 84489510 268 12289 SH SHARED 04 12289 D SOUTHWALL TECHNOLOGIES INC COM 84490910 1 460 SH SHARED 04 460 D SOUTHWEST SECS GROUP INC COM 84522410 134 5200 SH SHARED 5200 D SOUTHWEST SECS GROUP INC COM 84522410 3983 153939 SH SHARED 01 29825 124114 D SOUTHWEST SECS GROUP INC COM 84522410 161 6252 SH SHARED 04 6252 D SOUTHWESTERN ENERGY CO COM 84546710 516 49800 SH SHARED 01 49800 D SOUTHWESTERN ENERGY CO COM 84546710 106 10228 SH SHARED 04 10228 D SOVEREIGN BANCORP INC COM 84590510 0 76 SH SHARED 04 76 D SOVEREIGN BANCORP INC COM 84590510 16585 2041349 SH SHARED 01 2041349 D SOVEREIGN BANCORP INC COM 84590510 1354 166700 SH SHARED 04 166700 D SOVEREIGN BANCORP INC COM 84590510 242 29800 SH SHARED 05 29800 D SOVRAN SELF STORAGE INC COM 84610H10 300 15100 SH SHARED 01 15100 D SOVRAN SELF STORAGE INC COM 84610H10 93 4692 SH SHARED 04 4692 D SPACEHAB INC COM 84624310 2 800 SH SHARED 04 800 D SPACELABS MED INC COM 84624710 7 546 SH SHARED 04 546 D SPANISH BROADCASTING SYS INC CL A 84642588 6 1324 SH SHARED 04 1324 D SPANISH BROADCASTING SYS INC CL A 84642588 293 58652 SH SHARED 01 58652 D SPANISH BROADCASTING SYS INC CL A 84642588 137 27461 SH SHARED 04 27461 D SPARTAN MTRS INC COM 84681910 0 57 SH SHARED 04 57 D SPARTAN STORES INC COM 84682210 0 81 SH SHARED 04 81 D SPARTECH CORP 620 84722020 392 19100 SH SHARED 01 19100 D SPARTECH CORP ST 84722020 125 6127 SH SHARED 04 6127 D SPATIALIGHT INC COM 84724810 1 1500 SH SHARED 04 1500 D SPECIAL METALS CORP COM 84741Y10 1 550 SH SHARED 04 550 D SPECTRA-PHYSICS LASERS INC COM 84756810 7 314 SH SHARED 04 314 D SPECTRA-PHYSICS LASERS INC COM 84756810 154 6100 SH SHARED 01 6100 D SPECTRA-PHYSICS LASERS INC COM 84756810 33 1345 SH SHARED 04 1345 D SPECTRALINK CORP COM 84758010 180 12500 SH SHARED 04 12500 D SPECTRALINK CORP COM 84758010 242 16800 SH SHARED 01 16800 D SPECTRALINK CORP COM 84758010 66 4582 SH SHARED 04 4582 D SPECTRANETICS CORP COM 84760C10 1 974 SH SHARED 04 974 D SPECTRANETICS CORP COM 84760C10 2 1800 SH SHARED 01 1800 D SPECTRASITE HLDGS INC COM 84760T10 609 46000 SH SHARED 01 46000 D SPECTRASITE HLDGS INC COM 84760T10 82 6250 SH SHARED 02 5500 750 D SPECTRASITE HLDGS INC COM 84760T10 71 5400 SH SHARED 04 5400 D SPECTRIAN CORP COM 84760810 6 400 SH SHARED 01 400 D SPECTRIAN CORP COM 84760810 6 400 SH SHR/OTHR 01 400 D SPECTRUM SIGNAL PROCESSING INC COM 84763F10 14 9153 SH SHARED 01 9153 D SPECTRX INC COM 84763510 19 2581 SH SHARED 01 2581 D SPEECHWORKS INTL INC COM 84764M10 1 25 SH SHARED 01 25 D SPEECHWORKS INTL INC COM 84764M10 39 800 SH SHARED 02 600 200 D SPEEDFAM-IPEC INC COM 84770510 0 506 SH SHARED 02 506 D SPEEDFAM-IPEC INC COM 84770510 0 38843 SH SHARED 01 38843 D SPEEDFAM-IPEC INC COM 84770510 515 85000 SH SHARED 02 1500 83500 D SPEEDFAM-IPEC INC COM 84770510 0 9835 SH SHARED 04 9835 D SPEEDWAY MOTORSPORTS INC COM 84778810 327 13666 SH SHARED 01 13666 D SPEEDWAY MOTORSPORTS INC COM 84778810 2 100 SH SHARED 02 100 D SPEEDWAY MOTORSPORTS INC COM 84778810 131 5476 SH SHARED 04 5476 D SPHERION CORP COM 84842010 61 5400 SH SHARED 5400 D SPHERION CORP COM 84842010 1030 91097 SH SHARED 01 91097 D SPHERION CORP COM 84842010 24 2200 SH SHARED 02 2200 D SPHERION CORP COM 84842010 249 22036 SH SHARED 04 22036 D SPIEGEL INC CL A 84845710 4 1143 SH SHARED 04 1143 D SPIEGEL INC CL A 84845710 159 37022 SH SHARED 01 37022 D SPIEGEL INC CL A 84845710 25 5817 SH SHARED 04 5817 D SPIEKER PPTYS INC COM 84849710 14656 292400 SH SHARED 01 292400 D SPIEKER PPTYS INC COM 84849710 986 19680 SH SHARED 02 6950 12730 D SPIEKER PPTYS INC COM 84849710 260 5200 SH SHARED 04 5200 D SPINNAKER EXPL CO COM 84855W10 536 12622 SH SHARED 01 12622 D SPINNAKER EXPL CO COM 84855W10 119 2800 SH SHARED 02 2800 D SPINNAKER EXPL CO COM 84855W10 224 5292 SH SHARED 04 5292 D SPIRE CORP COM 84856510 0 36 SH SHARED 04 36 D SPIRE CORP COM 84856510 16 4000 SH SHR/OTHR 01 4000 D SPORTSMANS GUIDE INC ST 84890720 6 10023 SH SHARED 01 10023 D SPORT-HALEY INC COM 84892510 6 2375 SH SHARED 01 2375 D SPORTSLINE COM INC COM 84893410 0 113 SH SHARED 01 113 D SPORTSLINE COM INC COM 84893410 1163 219011 SH SHARED 01 219011 D SPORTSLINE COM INC COM 84893410 0 50 SH SHARED 02 50 D SPORTSLINE COM INC COM 84893410 38 7222 SH SHARED 04 7222 D SPORTS AUTH INC COM 84917610 0 375 SH SHARED 02 375 D SPRINGS INDS INC CL A 85178310 738 22757 SH SHARED 01 22757 D SPRINGS INDS INC CL A 85178310 159 4930 SH SHARED 04 4930 D SPRINT CORP COM FON GROUP 85206110 39590 1949100 SH SHARED 1949100 D SPRINT CORP COM FON GROUP 85206110 120286 5921952 SH SHARED 01 5907132 14820 D SPRINT CORP COM FON GROUP 85206110 494 24346 SH SHR/OTHR 01 20346 4000 D SPRINT CORP COM FON GROUP 85206110 277 13659 SH SHARED 02 5600 8059 D SPRINT CORP COM FON GROUP 85206110 37435 1843004 SH SHARED 04 1843004 D SPRINT CORP COM FON GROUP 85206110 148 7300 SH SHARED 05 7300 D SPRINT CORP PCS COM SER 1 85206150 0 6057734 SH SHARED 01 6032247 25487 D SPRINT CORP PCS COM SER 1 85206150 0 10456 SH SHR/OTHR 01 8346 2110 D SPRINT CORP PCS COM SER 1 85206150 256 12532 SH SHARED 02 3550 8982 D SPRINT CORP PCS COM SER 1 85206150 181 889634 SH SHARED 04 889634 D SPRINT CORP PCS COM SER 1 85206150 1 7100 SH SHARED 05 7100 D SPRINT CORP PCS COM SER 1 85206150 69 339300 SH SHARED 06 339300 D ST ASSEMBLY TEST SVSC LTD ADR 85227G10 0 2 SH SHARED 06 2 D ST ASSEMBLY TEST SVSC LTD ADR 85227G10 14 1100 SH SHARED 01 1100 D SS&C TECHNOLOGIES INC COM 85227Q10 27 6400 SH SHARED 01 6400 D SS&C TECHNOLOGIES INC COM 85227Q10 27 6400 SH SHARED 02 4700 1700 D STAAR SURGICAL CO COM PAR $0.01 85231230 217 17300 SH SHARED 01 17300 D STAAR SURGICAL CO COM PAR $0.01 85231230 66 5256 SH SHARED 04 5256 D STAFF LEASING INC COM 85238110 9 3037 SH SHARED 04 3037 D STAFF LEASING INC COM 85238110 678 226224 SH SHARED 01 226224 D STAFF LEASING INC COM 85238110 651 217224 SH SHR/OTHR 01 217224 D STAKE TECHNOLOGY LTD COM 85255910 32 22616 SH SHARED 01 22616 D STAMPS COM INC COM 85285710 272 97900 SH SHARED 01 97900 D STAMPS COM INC COM 85285710 160 57600 SH SHARED 01 57600 D STAMPS COM INC COM 85285710 32 11736 SH SHARED 04 11736 D STANCORP FINL GROUP INC COM 85289110 133 2800 SH SHARED 2800 D STANCORP FINL GROUP INC COM 85289110 2019 42297 SH SHARED 01 42297 D STANCORP FINL GROUP INC COM 85289110 47 1000 SH SHR/OTHR 01 1000 D STANCORP FINL GROUP INC COM 85289110 587 12313 SH SHARED 04 12313 D STANDARD COML CORP COM 85325810 0 12 SH SHARED 02 12 D STANDARD MICROSYSTEMS CORP COM 85362610 361 17839 SH SHARED 01 17839 D STANDARD MICROSYSTEMS CORP COM 85362610 111 5483 SH SHARED 04 5483 D STANDARD MTR PRODS INC COM 85366610 3 500 SH SHARED 02 500 D STANDARD PAC CORP NEW COM 85375C10 116 5000 SH SHARED 5000 D STANDARD PAC CORP NEW COM 85375C10 1361 58250 SH SHARED 01 58250 D STANDARD PAC CORP NEW COM 85375C10 219 9374 SH SHARED 04 9374 D STANDARD PAC CORP NEW COM 85375C10 467 20000 SH SHARED 05 20000 D STANDARD REGISTER CO COM 85388710 331 23292 SH SHARED 01 23292 D STANDARD REGISTER CO COM 85388710 70 4930 SH SHARED 04 4930 D STANDEX INTL CORP COM 85423110 424 20600 SH SHARED 01 20600 D STANDEX INTL CORP COM 85423110 100 4859 SH SHARED 04 4859 D STANFORD MICRODEVICES INC COM 85439910 3 85 SH SHARED 04 85 D STANFORD MICRODEVICES INC COM 85439910 435 12100 SH SHARED 01 12100 D STANFORD MICRODEVICES INC COM 85439910 70 1950 SH SHARED 02 900 1050 D STANFORD MICRODEVICES INC COM 85439910 58 1629 SH SHARED 04 1629 D STANLEY WKS COM 85461610 20000 641316 SH SHARED 01 639916 1400 D STANLEY WKS COM 85461610 59 1900 SH SHR/OTHR 01 1900 D STANLEY WKS COM 85461610 754 24200 SH SHARED 02 24200 D STANLEY WKS COM 85461610 2166 69460 SH SHARED 04 69460 D STANLEY WKS COM 85461610 218 7000 SH SHARED 05 7000 D STARBASE CORP ST 85491020 34 14832 SH SHARED 05 14832 D STARBASE CORP equit-comm 85491020 205 87698 SH SHARED 01 87698 D STARBASE CORP ST 85491020 42 18211 SH SHARED 04 18211 D STAR TELECOMMUNICATIONS INC COM 85492310 40 40000 SH SHARED 04 40000 D STAPLES INC COM 85503010 43665 3696676 SH SHARED 01 3692951 3725 D STAPLES INC COM 85503010 1567 132732 SH SHARED 02 72128 60604 D STAPLES INC COM 85503010 4897 414648 SH SHARED 04 414648 D STAPLES INC COM 85503010 379 32100 SH SHARED 05 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STATE AUTO FINL CORP COM 85570710 11 663 SH SHARED 01 663 D STATE AUTO FINL CORP COM 85570710 350 19600 SH SHARED 01 19600 D STATE AUTO FINL CORP COM 85570710 83 4696 SH SHARED 04 4696 D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A20 51409 1458414 SH SHARED 01 1458214 200 D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A20 49 1418 SH SHR/OTHR 01 1418 D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A20 202 5740 SH SHARED 02 3150 2590 D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A20 5685 161303 SH SHARED 04 161303 D STARTECH ENVIRONMENTAL CORP COM 85590610 0 50 SH SHARED 04 50 D STATE STR CORP COM 85747710 152148 1224926 SH SHARED 01 1207546 17380 D STATE STR CORP COM 85747710 600 4832 SH SHR/OTHR 01 3332 1500 D STATE STR CORP COM 85747710 2252 18132 SH SHARED 02 4450 13682 D STATE STR CORP COM 85747710 18661 150238 SH SHARED 04 150238 D STATEN IS BANCORP INC COM 85755010 1272 59550 SH SHARED 01 59550 D STATEN IS BANCORP INC COM 85755010 301 14087 SH SHARED 04 14087 D STATION CASINOS INC COM 85768910 814 54523 SH SHARED 01 54523 D STATION CASINOS INC COM 85768910 200 13415 SH SHARED 04 13415 D STATION CASINOS INC COM 85768910 60 4050 SH SHARED 05 4050 D STEEL DYNAMICS INC COM 85811910 4 384 SH SHARED 05 384 D STEEL DYNAMICS INC COM 85811910 629 57230 SH SHARED 01 57230 D STEEL DYNAMICS INC COM 85811910 211 19257 SH SHARED 04 19257 D STEEL TECHNOLOGIES INC COM 85814710 58 10613 SH SHARED 04 10613 D STEELCASE INC CL A 85815520 40 2900 SH SHARED 2900 D STEELCASE INC CL A 85815520 542 39100 SH SHARED 01 39100 D STEELCASE INC CL A 85815520 95 6900 SH SHARED 04 6900 D STEIN MART INC COM 85837510 6 566 SH SHARED 04 566 D STEIN MART INC COM 85837510 477 41096 SH SHARED 01 41096 D STEIN MART INC COM 85837510 120 10398 SH SHARED 04 10398 D STEMCELLS INC COM 85857R10 45 18015 SH SHARED 04 18015 D STEMCELLS INC COM 85857R10 19 7700 SH SHARED 01 7700 D STEPAN CO COM 85858610 232 9800 SH SHARED 01 9800 D STEPAN CO COM 85858610 50 2124 SH SHARED 04 2124 D STERLING BANCSHARES INC COM 85890710 606 30700 SH SHARED 01 30700 D STERLING BANCSHARES INC COM 85890710 9 500 SH SHARED 02 500 D STERLING BANCSHARES INC COM 85890710 202 10276 SH SHARED 04 10276 D STERICYCLE INC COM 85891210 1 31 SH SHARED 04 31 D STERICYCLE INC COM 85891210 1276 33469 SH SHARED 01 30548 2921 D STERICYCLE INC COM 85891210 204 5368 SH SHARED 04 5368 D STERILE RECOVERIES INC COM 85915110 48 3194 SH SHARED 04 3194 D STERIS CORP COM 85915210 158 9800 SH SHARED 9800 D STERIS CORP COM 85915210 2279 141368 SH SHARED 01 141368 D STERIS CORP COM 85915210 1133 70287 SH SHARED 04 70287 D STERIS CORP COM 85915210 140 8700 SH SHARED 05 8700 D STERLING FINL CORP COM 85931710 42 2857 SH SHARED 05 2857 D STEWART & STEVENSON SVCS INC COM 86034210 1339 58985 SH SHARED 01 58985 D STEWART & STEVENSON SVCS INC COM 86034210 661 29151 SH SHARED 04 29151 D STEWART & STEVENSON SVCS INC COM 86034210 65 2900 SH SHARED 05 2900 D STEWART ENTERPRISES INC CL A 86037010 2 1055 SH SHARED 05 1055 D STEWART ENTERPRISES INC CL A 86037010 292 153700 SH SHARED 01 153700 D STEWART ENTERPRISES INC CL A 86037010 68 35783 SH SHARED 04 35783 D STEWART INFORMATION SVCS CORP COM 86037210 319 14400 SH SHARED 01 14400 D STEWART INFORMATION SVCS CORP COM 86037210 93 4226 SH SHARED 04 4226 D STILLWATER MNG CO COM 86074Q10 2273 57775 SH SHARED 01 57775 D STILLWATER MNG CO COM 86074Q10 236 6000 SH SHARED 02 6000 D STILLWATER MNG CO COM 86074Q10 593 15086 SH SHARED 04 15086 D STILWELL FINL INC COM 86083110 59873 1518215 SH SHARED 01 1518215 D STILWELL FINL INC COM 86083110 86 2187 SH SHARED 02 350 1837 D STILWELL FINL INC COM 86083110 6809 172680 SH SHARED 04 172680 D STILWELL FINL INC COM 86083110 264 6700 SH SHARED 05 6700 D STMICROELECTRONICS N V CNB 861012AA 5 12000 PRN SHARED 04 12000 D STMICROELECTRONICS N V CNB 861012AB 513744 12000000 PRN SHARED 04 12000000 D STMICROELECTRONICS N V COM 86101210 33 790 SH SHARED 02 690 100 D STMICROELECTRONICS N V COM 86101210 2035 47550 SH SHARED 04 47550 D STOCKWALK COM GROUP INC COM 86149C10 1 739 SH SHARED 04 739 D STOCKWALK COM GROUP INC COM 86149C10 0 200 SH SHARED 01 200 D STOCKWALK COM GROUP INC COM 86149C10 5 2460 SH SHARED 04 2460 D STOLT NIELSEN S A SPON ADR REP B 86156510 4 265 SH SHARED 04 265 D STOLT OFFSHORE S A SPON ADR CL A 86156710 2 226 SH SHARED 04 226 D STONE ENERGY CORP COM 86164210 1894 29344 SH SHARED 01 29344 D STONE ENERGY CORP COM 86164210 418 6483 SH SHARED 04 6483 D STONERIDGE INC COM 86183P10 151 22400 SH SHARED 01 22400 D STONERIDGE INC COM 86183P10 32 4816 SH SHARED 04 4816 D STORAGE USA INC COM 86190710 1850 58277 SH SHARED 01 39677 18600 D STORAGE USA INC COM 86190710 37 1190 SH SHARED 02 1000 190 D STORAGE USA INC COM 86190710 336 10610 SH SHARED 04 10610 D STORA ENSO CORP SPON ADR REP R 86210M10 86 7388 SH SHARED 01 7388 D STORAGENETWORKS INC COM 86211E10 3 154 SH SHARED 01 154 D STORAGENETWORKS INC COM 86211E10 71 2875 SH SHARED 02 2375 500 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 1885 209533 SH SHARED 01 209533 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 7 800 SH SHARED 02 800 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 931 103520 SH SHARED 04 103520 D STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 120 13400 SH SHARED 05 13400 D STRATASYS INC COM 86268510 6 2311 SH SHARED 05 2311 D STRATEGIC DIAGNOSTICS INC COM 86270010 5 2259 SH SHARED 05 2259 D STRATEGIC DIAGNOSTICS INC COM 86270010 18 8000 SH SHARED 02 8000 D STRATEGIC DISTR INC COM 86270120 15 36295 SH SHARED 02 36295 D STRATEGIC DISTR INC COM 86270120 0 1030 SH SHARED 02 1030 D STRATEGIC GLOBAL INCOME FD COM 86271910 93 9000 SH SHR/OTHR 01 9000 D STRATEGIC GLOBAL INCOME FD COM 86271910 97 9400 SH SHARED 04 9400 D STRATESEC INC COM 86279210 10 4500 SH SHARED 02 4500 D STRATOS LIGHTWAVE INC COM 86310010 0 18 SH SHARED 02 18 D STRATTEC SEC CORP COM 86311110 0 24 SH SHARED 02 24 D STRATTEC SEC CORP COM 86311110 34 1123 SH SHARED 01 963 160 D STRATUS PPTYS INC COM 86316710 0 82 SH SHARED 01 82 D STRATUS PPTYS INC COM 86316710 0 100 SH SHARED 02 100 D STRAYER ED INC COM 86323610 3 155 SH SHARED 02 155 D STRAYER ED INC COM 86323610 299 11710 SH SHARED 01 11710 D STRAYER ED INC COM 86323610 74 2898 SH SHARED 04 2898 D STRIDE RITE CORP COM 86331410 561 80150 SH SHARED 01 80150 D STRIDE RITE CORP COM 86331410 116 16669 SH SHARED 04 16669 D STRUCTURAL DYNAMICS RESH CORP COM 86355510 759 75955 SH SHARED 01 75955 D STRUCTURAL DYNAMICS RESH CORP COM 86355510 0 29 SH SHARED 02 29 D STRUCTURAL DYNAMICS RESH CORP COM 86355510 460 46089 SH SHARED 04 46089 D STRUCTURAL DYNAMICS RESH CORP COM 86355510 48 4800 SH SHARED 05 4800 D STRYKER CORP COM 86366710 71648 1416249 SH SHARED 01 1416249 D STRYKER CORP COM 86366710 222 4400 SH SHR/OTHR 01 4400 D STRYKER CORP COM 86366710 1883 37240 SH SHARED 02 5990 31250 D STRYKER CORP COM 86366710 7650 151232 SH SHARED 04 151232 D STRYKER CORP COM 86366710 505 10000 SH SHARED 05 10000 D STUDENT ADVANTAGE INC COM 86386Q10 0 147 SH SHARED 05 147 D STUDENT LN CORP COM 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COM 86600510 57 1500 SH SHR/OTHR 01 1500 D SUMMIT BANCORP COM 86600510 103 2700 SH SHARED 02 2700 D SUMMIT BANCORP COM 86600510 18272 478493 SH SHARED 04 478493 D SUMMIT BANCORP COM 86600510 305 8000 SH SHARED 05 8000 D SUMMIT PPTYS INC COM 86623910 847 32600 SH SHARED 01 32600 D SUMMIT PPTYS INC COM 86623910 263 10126 SH SHARED 04 10126 D SUN BANCORP INC COM 86663B10 3 490 SH SHARED 04 490 D SUN COMMUNITIES INC COM 86667410 783 23400 SH SHARED 01 23400 D SUN COMMUNITIES INC COM 86667410 236 7064 SH SHARED 02 5564 1500 D SUN COMMUNITIES INC COM 86667410 225 6718 SH SHARED 04 6718 D SUN CMNTY BANCORP LTD COM 86667810 1 221 SH SHARED 04 221 D SUN LIFE FINL SVCS CDA INC COM 86679610 726 27300 SH SHARED 01 27300 D SUN LIFE FINL SVCS CDA INC COM 86679610 1150 43200 SH SHARED 04 43200 D SUN MICROSYSTEMS INC COM 86681010 1266 45440 SH SHARED 04 5000 40440 D SUN MICROSYSTEMS INC COM 86681010 55 2000 SH SHR/OTHR 04 1000 1000 D SUN MICROSYSTEMS INC COM 86681010 85021 3050100 SH SHARED 3050100 D SUN MICROSYSTEMS INC COM 86681010 740691 26571908 SH SHARED 01 25158847 200 1412861 D SUN MICROSYSTEMS INC COM 86681010 19163 687478 SH SHR/OTHR 01 353562 333916 D SUN MICROSYSTEMS INC COM 86681010 15275 547982 SH SHARED 02 322508 225474 D SUN MICROSYSTEMS INC COM 86681010 106617 3824840 SH SHARED 04 3824840 D SUN MICROSYSTEMS INC COM 86681010 5867 210500 SH SHARED 05 210500 D SUN HYDRAULICS CORP COM 86694210 8 1300 SH SHARED 01 1300 D SUNBURST HOSPITALITY CORP COM 86694810 0 4 SH SHARED 01 4 D SUNBEAM CORP COM 86707110 42 137082 SH SHARED 01 137082 D SUNBEAM CORP COM 86707110 0 2000 SH SHARED 02 2000 D SUNBEAM CORP COM 86707110 9 29962 SH SHARED 04 29962 D SUNDAY COMMUNICATION LTD SPONSORED ADR 86727010 8 4497 SH SHARED 04 4497 D SUNDAY COMMUNICATION LTD SPONSORED ADR 86727010 2 1200 SH SHARED 02 1200 D SUNGLASS HUT INTL INC CORCB 86736FAC 92 18000 PRN SHARED 02 18000 D SUNGLASS HUT INTL INC COM 86736F10 3 65033 SH SHARED 01 65033 D SUNGLASS HUT INTL INC COM 86736F10 0 14318 SH SHARED 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INC COM 86769L10 35 19781 SH SHARED 04 19781 D SUNTRUST BKS INC COM 86791410 6363 101000 SH SHARED 101000 D SUNTRUST BKS INC COM 86791410 137143 2176882 SH SHARED 01 2172406 4476 D SUNTRUST BKS INC COM 86791410 1220 19380 SH SHR/OTHR 01 660 18720 D SUNTRUST BKS INC COM 86791410 883 14020 SH SHARED 02 1778 12242 D SUNTRUST BKS INC COM 86791410 14880 236198 SH SHARED 04 236198 D SUPERCONDUCTOR TECHNOLOGIES COM 86793110 1 315 SH SHARED 04 315 D SUPERCONDUCTOR TECHNOLOGIES COM 86793110 116 32100 SH SHARED 01 32100 D SUPERCONDUCTOR TECHNOLOGIES COM 86793110 24 6830 SH SHARED 04 6830 D SUPERGEN INC COM 86805910 1 110 SH SHARED 04 110 D SUPERGEN INC COM 86805910 472 34083 SH SHARED 01 34083 D SUPERGEN INC COM 86805910 376 27166 SH SHARED 04 27166 D SUPERIOR CONSULTANT HLDGS CORP COM 86814610 1 571 SH SHARED 04 571 D SUPERIOR ENERGY SVCS INC COM 86815710 930 80926 SH SHARED 01 80926 D SUPERIOR ENERGY SVCS INC COM 86815710 199 17331 SH SHARED 04 17331 D SUPERIOR INDS INTL INC COM 86816810 1303 41293 SH SHARED 01 41293 D SUPERIOR INDS INTL INC COM 86816810 759 24064 SH SHARED 04 24064 D SUPERIOR INDS INTL INC COM 86816810 107 3400 SH SHARED 05 3400 D SUPERIOR TR I PFD CV 8.50% 86836P20 1 188 SH SHARED 01 188 D SUPERIOR TELECOM INC COM 86836510 19 9980 SH SHARED 01 9980 D SUPERIOR TELECOM INC COM 86836510 6 3478 SH SHARED 04 3478 D SUPERTEX INC COM 86853210 54 2761 SH SHARED 04 2761 D SUPERTEX INC COM 86853210 1198 60638 SH SHARED 01 60638 D SUPERTEX INC COM 86853210 61 3120 SH SHARED 04 3120 D SUPERVALU INC COM 86853610 94 6800 SH SHARED 6800 D SUPERVALU INC COM 86853610 14038 1011802 SH SHARED 01 1010002 1800 D SUPERVALU INC COM 86853610 0 1 SH SHARED 02 1 D SUPERVALU INC COM 86853610 1713 123469 SH SHARED 04 123469 D SUPERVALU INC COM 86853610 117 8500 SH SHARED 05 8500 D SURMODICS INC COM 86887310 5245 142490 SH SHARED 01 142490 D SURMODICS INC COM 86887310 172 4694 SH SHARED 04 4694 D SUSQUEHANNA BANCSHARES INC PA COM 86909910 5 356 SH SHARED 04 356 D SUSQUEHANNA BANCSHARES INC PA COM 86909910 854 51763 SH SHARED 01 51763 D SUSQUEHANNA BANCSHARES INC PA COM 86909910 250 15210 SH SHARED 04 15210 D SWANK INC COM PAR $0.10N 86971630 21 34705 SH SHARED 04 34705 D SWEDISH MATCH AB SPONSORED ADR 87030950 2 60 SH SHARED 02 60 D SWIFT ENERGY CO COM 87073810 1548 41150 SH SHARED 01 41150 D SWIFT ENERGY CO COM 87073810 286 7606 SH SHARED 04 7606 D SWIFT TRANSN CO COM 87075610 38 1930 SH SHARED 04 1930 D SWIFT TRANSN CO COM 87075610 1590 80275 SH SHARED 01 80275 D SWIFT TRANSN CO COM 87075610 69058 3485679 SH SHARED 02 3485679 D SWIFT TRANSN CO COM 87075610 1147 57917 SH SHARED 04 57917 D SWIFT TRANSN CO COM 87075610 164 8300 SH SHARED 05 8300 D SWISS ARMY BRANDS INC COM 87082710 6 1000 SH SHARED 02 1000 D SWISS HELVETIA FD INC COM 87087510 12 858 SH SHARED 01 858 D SWISS HELVETIA FD INC COM 87087510 77 5362 SH SHR/OTHR 01 5362 D SWITCHBOARD INC COM 87104510 2 961 SH SHARED 01 961 D SWITCHBOARD INC COM 87104510 13 4396 SH SHARED 01 4396 D SWITCHBOARD INC COM 87104510 6 2022 SH SHARED 04 2022 D SYBASE INC COM 87113010 31 1569 SH SHARED 04 1569 D SYBASE INC COM 87113010 2270 114580 SH SHARED 01 114580 D SYBASE INC COM 87113010 1281 64700 SH SHARED 04 64700 D SYBASE INC COM 87113010 237 12000 SH SHARED 05 12000 D SYBRON DENTAL SPECIALTIES INC COM 87114210 697 41344 SH SHARED 01 41344 D SYBRON DENTAL SPECIALTIES INC COM 87114210 54 3200 SH SHARED 04 3200 D SYCAMORE NETWORKS INC COM 87120610 1 31 SH SHARED 04 31 D SYCAMORE NETWORKS INC COM 87120610 13015 349400 SH SHARED 01 349400 D SYCAMORE NETWORKS INC COM 87120610 11 300 SH SHR/OTHR 01 300 D SYCAMORE NETWORKS INC COM 87120610 1137 30540 SH SHARED 02 18590 11950 D SYCAMORE NETWORKS INC COM 87120610 599 16100 SH SHARED 04 16100 D SYKES ENTERPRISES INC COM 87123710 0 36 SH SHARED 04 36 D SYKES ENTERPRISES INC COM 87123710 202 45600 SH SHARED 01 45600 D SYKES ENTERPRISES INC COM 87123710 241 54476 SH SHARED 04 54476 D SYKES ENTERPRISES INC COM 87123710 24 5600 SH SHARED 05 5600 D SYLVAN LEARNING SYS INC COM 87139910 7 483 SH SHARED 05 483 D SYLVAN LEARNING SYS INC COM 87139910 1163 78576 SH SHARED 01 78576 D SYLVAN LEARNING SYS INC COM 87139910 252 17050 SH SHARED 02 6000 11050 D SYLVAN LEARNING SYS INC COM 87139910 3644 246025 SH SHARED 03 246025 D SYLVAN LEARNING SYS INC COM 87139910 517 34943 SH SHARED 04 34943 D SYLVAN LEARNING SYS INC COM 87139910 79 5400 SH SHARED 05 5400 D SYMANTEC CORP COM 87150310 2 61 SH SHARED 05 61 D SYMANTEC CORP COM 87150310 6613 198150 SH SHARED 01 198050 100 D SYMANTEC CORP COM 87150310 21 650 SH SHR/OTHR 01 650 D SYMANTEC CORP COM 87150310 1 50 SH SHARED 02 50 D SYMANTEC CORP COM 87150310 2501 74944 SH SHARED 04 74944 D SYMANTEC CORP COM 87150310 297 8900 SH SHARED 05 8900 D SYMBOL TECHNOLOGIES INC COM 87150810 779 21662 SH SHARED 05 21662 D SYMBOL TECHNOLOGIES INC COM 87150810 35984 999579 SH SHARED 01 999579 D SYMBOL TECHNOLOGIES INC COM 87150810 164 4575 SH SHR/OTHR 01 2250 2325 D SYMBOL TECHNOLOGIES INC COM 87150810 71 1975 SH SHARED 02 1500 475 D SYMBOL TECHNOLOGIES INC COM 87150810 4222 117278 SH SHARED 04 117278 D SYMBOL TECHNOLOGIES INC COM 87150810 108 3000 SH SHARED 05 3000 D SYMMETRICOM INC COM 87154310 0 56 SH SHARED 05 56 D SYMMETRICOM INC COM 87154310 447 45872 SH SHARED 01 45872 D SYMMETRICOM INC COM 87154310 88 9065 SH SHARED 04 9065 D SYMYX TECHNOLOGIES COM 87155S10 26 736 SH SHARED 04 736 D SYMYX TECHNOLOGIES COM 87155S10 13436 373249 SH SHARED 01 373249 D SYMYX TECHNOLOGIES COM 87155S10 301 8371 SH SHARED 04 8371 D SYNAPTIC PHARMACEUTICAL CORP COM 87156R10 32 6400 SH SHARED 04 6400 D SYNAGRO TECHNOLOGIES INC ST 87156220 0 30 SH SHARED 04 30 D SYNALLOY CP DEL COM 87156510 2 432 SH SHARED 04 432 D SYNALLOY CP DEL COM 87156510 2 450 SH SHARED 02 450 D SYNBIOTICS CORP COM 87156610 21 49340 SH SHARED 02 49340 D SYNAVANT INC COM 87157A10 349 74610 SH SHARED 01 74201 409 D SYNAVANT INC COM 87157A10 44 9390 SH SHR/OTHR 01 8529 861 D SYNAVANT INC COM 87157A10 0 185 SH SHARED 02 85 100 D SYNAVANT INC COM 87157A10 1 310 SH SHARED 05 310 D SYNCOR INTL CORP DEL COM 87157J10 5 140 SH SHARED 05 140 D SYNCOR INTL CORP DEL COM 87157J10 1466 40322 SH SHARED 01 40322 D SYNCOR INTL CORP DEL COM 87157J10 308 8493 SH SHARED 04 8493 D SYNERGY BRANDS INC COM 87159E10 2 3525 SH SHARED 04 3525 D SYNGENTA AG SPONSORED ADR 87160A10 8 738 SH SHARED 01 630 108 D SYNGENTA AG SPONSORED ADR 87160A10 0 18 SH SHR/OTHR 01 18 D SYNGENTA AG SPONSORED ADR 87160A10 2 242 SH SHARED 02 242 D SYNGENTA AG SPONSORED ADR 87160A10 38 3500 SH SHARED 04 3500 D SYNGENTA AG SPONSORED ADR 87160A10 0 1 SH SHARED 05 1 D SYNSORB BIOTECH INC COM 87160V10 4 3651 SH SHARED 05 3651 D SYNQUEST INC COM 87160X10 6 905 SH SHARED 05 905 D SYNPLICITY INC COM 87160Y10 43 3000 SH SHARED 02 3000 D SYNOPSYS INC COM 87160710 19 408 SH SHARED 02 133 275 D SYNOPSYS INC COM 87160710 4020 84749 SH SHARED 01 84749 D SYNOPSYS INC COM 87160710 4508 95041 SH SHARED 02 95041 D SYNOPSYS INC COM 87160710 5618 118446 SH SHARED 03 118446 D SYNOPSYS INC COM 87160710 5787 122000 SH SHARED 04 122000 D SYNOPSYS INC COM 87160710 4 100 SH SHARED 05 100 D SYNOVUS FINL CORP COM 87161C10 50416 1871639 SH SHARED 01 1869614 2025 D SYNOVUS FINL CORP COM 87161C10 51 1900 SH SHARED 02 1900 D SYNOVUS FINL CORP COM 87161C10 7361 273304 SH SHARED 04 273304 D SYNOVUS FINL CORP COM 87161C10 158 5900 SH SHARED 05 5900 D SYNTEL INC COM 87162H10 0 131 SH SHARED 05 131 D SYNTEL INC COM 87162H10 39 6900 SH SHARED 01 6900 D SYNTEL INC COM 87162H10 11 2012 SH SHARED 04 2012 D SYNTROLEUM CORP COM 87163010 1 100 SH SHARED 04 100 D SYNTROLEUM CORP COM 87163010 654 38508 SH SHARED 01 38508 D SYNTROLEUM CORP COM 87163010 34 2000 SH SHARED 02 2000 D SYNTROLEUM CORP COM 87163010 218 12857 SH SHARED 04 12857 D SYPRIS SOLUTIONS INC COM 87165510 6 950 SH SHARED 04 950 D SYSCO CORP COM 87182910 148177 4939251 SH SHARED 01 4902451 36800 D SYSCO CORP COM 87182910 1104 36800 SH SHR/OTHR 01 2800 34000 D SYSCO CORP COM 87182910 2589 86300 SH SHARED 02 7800 78500 D SYSCO CORP COM 87182910 18581 619371 SH SHARED 04 619371 D SYSCO CORP COM 87182910 1434 47800 SH SHARED 05 47800 D SYSTEMAX INC COM 87185110 39 31767 SH SHARED 01 31767 D SYSTEMAX INC COM 87185110 4 3904 SH SHARED 04 3904 D SYSTEMS & COMPUTER TECHNOLOGY COM 87187310 1 87 SH SHARED 04 87 D SYSTEMS & COMPUTER TECHNOLOGY COM 87187310 592 48119 SH SHARED 01 48119 D SYSTEMS & COMPUTER TECHNOLOGY COM 87187310 65 5300 SH SHARED 02 5300 D SYSTEMS & COMPUTER TECHNOLOGY COM 87187310 243 19739 SH SHARED 04 19739 D SYMPHONIX DEVICES COM 87195110 69 25000 SH SHARED 02 25000 D TCF FINL CORP COM 87227510 5599 125649 SH SHARED 01 125649 D TCF FINL CORP COM 87227510 42 950 SH SHR/OTHR 01 950 D TCF FINL CORP COM 87227510 2704 60700 SH SHARED 04 60700 D TCF FINL CORP COM 87227510 396 8900 SH SHARED 05 8900 D TCI INTL INC COM 87229310 7 753 SH SHARED 05 753 D TC PIPELINES LP UT COM LTD PRT 87233Q10 44 2318 SH SHARED 05 2318 D TCSI CORP COM 87233R10 11 8512 SH SHARED 05 8512 D TCSI CORP COM 87233R10 8 6000 SH SHARED 02 6000 D TCW CONV SECS FD INC COM 87234010 34 3280 SH SHARED 01 3280 D TCW CONV SECS FD INC COM 87234010 145 14000 SH SHR/OTHR 01 14000 D TD WATERHOUSE GRP INC COM 87236210 267 20200 SH SHARED 01 20200 D TD WATERHOUSE GRP INC COM 87236210 51 3900 SH SHARED 04 3900 D TECO ENERGY INC COM 87237510 16259 502213 SH SHARED 01 497989 4224 D TECO ENERGY INC COM 87237510 336 10400 SH SHR/OTHR 01 2400 8000 D TECO ENERGY INC COM 87237510 28 888 SH SHARED 02 888 D TECO ENERGY INC COM 87237510 3004 92800 SH SHARED 04 92800 D TECO ENERGY INC COM 87237510 602 18600 SH SHARED 05 18600 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 12 500 SH SHR/OTHR 01 500 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 204 8325 SH SHARED 02 4325 4000 D THCG INC COM 87242T10 0 71 SH SHARED 02 71 D THQ INC ST 87244340 14 607 SH SHARED 02 607 D THQ INC 620 87244340 3334 136790 SH SHARED 01 136790 D THQ INC ST 87244340 188 7729 SH SHARED 04 7729 D TII INDS INC ST 87247920 3 3400 SH SHARED 04 3400 D TJX COS INC NEW COM 87254010 54303 1956893 SH SHARED 01 1945993 10900 D TJX COS INC NEW COM 87254010 138 5000 SH SHARED 02 2000 3000 D TJX COS INC NEW COM 87254010 9834 354414 SH SHARED 04 354414 D TLC LASER EYE CENTERS INC COM 87255E10 65 48562 SH SHARED 04 48562 D T-NETIX INC COM 87259710 0 385 SH SHARED 04 385 D T / R SYS INC COM 87263U10 1 162 SH SHARED 04 162 D T / R SYS INC COM 87263U10 9 1450 SH SHARED 02 1450 D TRW INC COM 87264910 236 6100 SH SHARED 6100 D TRW INC COM 87264910 33537 865485 SH SHARED 01 864085 1400 D TRW INC COM 87264910 387 10000 SH SHR/OTHR 01 10000 D TRW INC COM 87264910 83 2166 SH SHARED 02 406 1760 D TRW INC COM 87264910 4044 104372 SH SHARED 04 104372 D TRW INC COM 87264910 1503 38800 SH SHARED 05 38800 D TSR INC COM 87288510 12 3522 SH SHARED 05 3522 D TMP WORLDWIDE INC COM 87294110 25 470 SH SHARED 05 470 D TMP WORLDWIDE INC COM 87294110 3281 59661 SH SHARED 01 59661 D TMP WORLDWIDE INC COM 87294110 147 2675 SH SHARED 02 200 2475 D TMP WORLDWIDE INC COM 87294110 892 16231 SH SHARED 04 16231 D TTM TECHNOLOGIES INC COM 87305R10 1 74 SH SHARED 04 74 D TTR TECHNOLOGIES INC COM 87305U10 8 1259 SH SHARED 04 1259 D TVIA INC COM 87307P10 0 155 SH SHARED 04 155 D TXU CORP COM 87316810 2853 64400 SH SHARED 64400 D TXU CORP COM 87316810 107199 2419209 SH SHARED 01 2417977 1232 D TXU CORP COM 87316810 667 15074 SH SHR/OTHR 01 7400 7674 D TXU CORP COM 87316810 181 4100 SH SHARED 02 300 3800 D TXU CORP COM 87316810 11222 253261 SH SHARED 04 253261 D TXU CORP COM 87316810 274 6200 SH SHARED 05 6200 D TACO CABANA INC COM 87342510 0 100 SH SHARED 05 100 D TAITRON COMPONENTS INC CL A 87402810 0 77 SH SHARED 05 77 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 264 15337 SH SHARED 01 15337 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 21 1250 SH SHARED 02 900 350 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 181 10515 SH SHARED 04 10515 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 524 30400 SH SHARED 05 30400 D TAKE-TWO INTERACTIVE SOFTWARE COM 87405410 849 73900 SH SHARED 01 73900 D TAKE-TWO INTERACTIVE SOFTWARE COM 87405410 23 2000 SH SHARED 02 2000 D TAKE-TWO INTERACTIVE SOFTWARE COM 87405410 122 10633 SH SHARED 04 10633 D TALARIAN CORP COM 87409010 0 68 SH SHARED 04 68 D TALARIAN CORP COM 87409010 10 3000 SH SHARED 02 3000 D TALBOTS INC COM 87416110 2427 53200 SH SHARED 01 53200 D TALBOTS INC COM 87416110 95 2100 SH SHARED 04 2100 D TALISMAN ENERGY INC COM 87425E10 889 24000 SH SHARED 04 24000 D TALISMAN ENTERPRISES INC ST 87425420 0 120 SH SHARED 04 120 D TALK CITY INC COM 87426310 0 317 SH SHARED 04 317 D TALK COM INC COM 87426410 17 12071 SH SHARED 04 12071 D TALK COM INC COM 87426410 112 78448 SH SHARED 01 78448 D TALK COM INC COM 87426410 2 2000 SH SHARED 02 2000 D TALK COM INC COM 87426410 39 27164 SH SHARED 04 27164 D TALX CORP COM 87491810 200 5000 SH SHARED 04 5000 D TANDY BRANDS ACCESSORIES INC COM 87537810 1 182 SH SHARED 04 182 D TANGER FACTORY OUTLET CTRS INC COM 87546510 173 7600 SH SHARED 01 7600 D TANGER FACTORY OUTLET CTRS INC COM 87546510 42 1850 SH SHARED 02 1850 D TANGER FACTORY OUTLET CTRS INC COM 87546510 48 2114 SH SHARED 04 2114 D TANNING TECHNOLOGY CORP COM 87588P10 46 12600 SH SHARED 01 12600 D TANNING TECHNOLOGY CORP COM 87588P10 17 4715 SH SHARED 04 4715 D TANOX INC COM 87588Q10 66 1700 SH SHARED 01 1700 D TANOX INC COM 87588Q10 27 694 SH SHARED 04 694 D TANGRAM ENTERPRISE SOLUTIONS COM 87592410 2 5430 SH SHARED 04 5430 D TARGET CORP COM 87612E10 3434 106500 SH SHARED 106500 D TARGET CORP COM 87612E10 226925 7036460 SH SHARED 01 7014560 21900 D TARGET CORP COM 87612E10 7071 219268 SH SHR/OTHR 01 123792 95476 D TARGET CORP COM 87612E10 748 23200 SH SHARED 02 8650 14550 D TARGET CORP COM 87612E10 24384 756106 SH SHARED 04 756106 D TARGET CORP COM 87612E10 1279 39660 SH SHARED 06 39660 D TARGETED GENETICS CORP COM 87612M10 51 7766 SH SHARED 06 7766 D TARGETED GENETICS CORP COM 87612M10 302 45279 SH SHARED 01 45279 D TARGETED GENETICS CORP COM 87612M10 70 10492 SH SHARED 04 10492 D TARRANT APPAREL GROUP COM 87628910 3 1095 SH SHARED 04 1095 D TASEKO MINES LTD COM 87651110 2 3586 SH SHARED 04 3586 D TAUBMAN CTRS INC COM 87666410 465 42600 SH SHARED 01 42600 D TAUBMAN CTRS INC COM 87666410 109 10008 SH SHARED 02 6138 3870 D TAUBMAN CTRS INC COM 87666410 141 12968 SH SHARED 04 12968 D TEAM COMMUNICATIONS GROUP COM 87815F10 2 790 SH SHARED 04 790 D TEAM FINANCIAL INC COM 87815X10 0 121 SH SHARED 04 121 D TECH DATA CORP COM 87823710 32 1218 SH SHARED 04 1218 D TECH DATA CORP COM 87823710 45 1700 SH SHARED 1700 D TECH DATA CORP COM 87823710 2291 84719 SH SHARED 01 84419 300 D TECH DATA CORP COM 87823710 12 450 SH SHARED 02 450 D TECH DATA CORP COM 87823710 1076 39800 SH SHARED 04 39800 D TECH DATA CORP COM 87823710 186 6900 SH SHARED 05 6900 D TECH OPS SEVCON INC COM 87829310 225 25000 SH SHARED 02 25000 D TECHNE CORP COM 87837710 191 5300 SH SHARED 02 5300 D TECHNE CORP COM 87837710 2018 55966 SH SHARED 01 52675 3291 D TECHNE CORP COM 87837710 19 550 SH SHR/OTHR 01 550 D TECHNE CORP COM 87837710 7 210 SH SHARED 02 210 D TECHNE CORP COM 87837710 158 4400 SH SHARED 04 4400 D TECHNICAL COMMUNICATIONS CORP COM 87840910 1 1025 SH SHARED 04 1025 D TECHNITROL INC COM 87855510 32 800 SH SHARED 800 D TECHNITROL INC COM 87855510 1521 37000 SH SHARED 01 37000 D TECHNITROL INC COM 87855510 381 9279 SH SHARED 04 9279 D TECHNOLOGY SOLUTIONS CO COM 87872T10 0 200 SH SHARED 04 200 D TECHNOLOGY SOLUTIONS CO COM 87872T10 204 96249 SH SHARED 01 96249 D TECHNOLOGY SOLUTIONS CO COM 87872T10 42 20000 SH SHARED 02 20000 D TECHNOLOGY SOLUTIONS CO COM 87872T10 36 17323 SH SHARED 04 17323 D TECUMSEH PRODS CO CL A 87889520 19 475 SH SHARED 04 475 D TECUMSEH PRODS CO CL A 87889520 184 4400 SH SHARED 4400 D TECUMSEH PRODS CO CL A 87889520 1739 41475 SH SHARED 01 41475 D TECUMSEH PRODS CO CL A 87889520 778 18558 SH SHARED 04 18558 D TECUMSEH PRODS CO CL A 87889520 109 2600 SH SHARED 05 2600 D TEJON RANCH CO DEL COM 87908010 177 9200 SH SHARED 01 9200 D TEJON RANCH CO DEL COM 87908010 47 2462 SH SHARED 04 2462 D TEJON RANCH CO DEL RT 87908011 0 9200 SH SHARED 01 9200 D TEJON RANCH CO DEL RT 87908011 0 962 SH SHARED 04 962 D TEKINSIGHT COM INC COM 87910V10 0 993 SH SHARED 04 993 D TEKELEC CNB 879101AA 570 1900000 PRN SHARED 04 1900000 D TEKELEC CNB 879101AC 225810 7527000 PRN SHARED 04 7527000 D TEKELEC COM 87910110 0 72 SH SHARED 04 72 D TEKELEC COM 87910110 0 51550 SH SHARED 01 51550 D TEKELEC COM 87910110 2951 98381 SH SHARED 02 72250 26131 D TEKELEC COM 87910110 121 4055 SH SHARED 04 4055 D TEKTRONIX INC COM 87913110 21888 649763 SH SHARED 01 649163 600 D TEKTRONIX INC COM 87913110 2565 76149 SH SHARED 04 76149 D TEKTRONIX INC COM 87913110 562 16700 SH SHARED 05 16700 D TELAXIS COMMUNICATIONS CORP COM 87920210 160 88623 SH SHARED 05 88623 D TELAXIS COMMUNICATIONS CORP COM 87920210 34 18900 SH SHARED 01 18900 D TELAXIS COMMUNICATIONS CORP COM 87920210 2 1566 SH SHARED 04 1566 D TELCOM SEMICONDUCTOR INC COM 87921P10 4 388 SH SHARED 04 388 D TELCOM SEMICONDUCTOR INC COM 87921P10 656 57700 SH SHARED 01 57700 D TELCOM SEMICONDUCTOR INC COM 87921P10 244 21473 SH SHARED 04 21473 D TELE DANMARK A/S SPON ADR CL B 87924210 16 800 SH SHARED 01 800 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 18722 820717 SH SHARED 01 820717 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 2 117 SH SHARED 02 117 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 1277 56000 SH SHARED 04 56000 D TELE SUDESTE CELULAR PART S A SPON ADR PFD 87925210 78 4474 SH SHARED 01 4474 D TELE SUDESTE CELULAR PART S A SPON ADR PFD 87925210 253 14500 SH SHARED 04 14500 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 53 1000 SH SHARED 02 1000 D TELECOM ITALIA SPA SPON ADR ORD 87927W10 143 1300 SH SHARED 05 1300 D TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 87928730 1630 22370 SH SHARED 01 22370 D TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 87928730 83 1140 SH SHARED 02 1140 D TELECOMUNICACOES DE SAO PAULO SPON ADR PFD 87929A10 299 22370 SH SHARED 01 22370 D TELECOMUNICACOES DE SAO PAULO SPON ADR PFD 87929A10 152 11400 SH SHARED 04 11400 D TELECOMMUNICATION SYS INC CL A 87929J10 5 1555 SH SHARED 04 1555 D TELECOMMUNICATION SYS INC CL A 87929J10 3 900 SH SHARED 02 900 D TELECORP PCS INC NEW CL A 87930010 0 27 SH SHARED 02 27 D TELECORP PCS INC NEW CL A 87930010 769 34400 SH SHARED 01 34400 D TELECORP PCS INC NEW CL A 87930010 25 1128 SH SHARED 02 928 200 D TELECORP PCS INC NEW CL A 87930010 75 3371 SH SHARED 04 3371 D TELEDYNE TECHNOLOGIES INC COM 87936010 1164 49288 SH SHARED 01 49149 139 D TELEDYNE TECHNOLOGIES INC COM 87936010 282 11969 SH SHARED 04 11969 D TELEFLEX INC COM 87936910 3328 75337 SH SHARED 01 75337 D TELEFLEX INC COM 87936910 710 16090 SH SHARED 02 3000 13090 D TELEFLEX INC COM 87936910 1752 39671 SH SHARED 04 39671 D TELEFLEX INC COM 87936910 220 5000 SH SHARED 05 5000 D TELEFONICA S A SPONSORED ADR 87938220 741 14830 SH SHARED 01 8944 5886 D TELEFONICA S A SPONSORED ADR 87938220 272 5452 SH SHARED 02 4021 1431 D TELEFONICA DEL PERU S A SPON ADR CL B 87938410 60 9900 SH SHARED 01 9900 D TELEFONOS DE MEXICO S A SPON ADR ORD L 879403AD 16 4000000 PRN SHARED 01 4000000 D TELEFONOS DE MEXICO S A SPON ADR ORD L 879403AD 248187 5500000 PRN SHARED 04 5500000 D TELENETICS CORP ST 87943P40 0 813 SH SHARED 04 813 D TELENETICS CORP ST 87943P40 9 10000 SH SHARED 02 10000 D TELEPHONE & DATA SYS INC COM 87943310 6704 74489 SH SHARED 01 73889 600 D TELEPHONE & DATA SYS INC COM 87943310 662 7365 SH SHARED 02 3765 3600 D TELEPHONE & DATA SYS INC COM 87943310 4311 47900 SH SHARED 04 47900 D TELENOR ASA SPONSORED ADR 87944W10 12 1025 SH SHARED 04 1025 D TELESCAN INC COM 87951610 33 31159 SH SHARED 04 31159 D TELESP CELULAR PART S A SPON ADR PFD 87952L10 59 2200 SH SHARED 01 2200 D TELEWEST COMMUNICATIONS PLC SPONSORED ADR 87956P10 0 46 SH SHARED 01 46 D TELEWEST COMMUNICATIONS PLC SPONSORED ADR 87956P10 7 500 SH SHARED 05 500 D TELIGENT INC CL A 87959Y10 26 13607 SH SHARED 05 13607 D TELIGENT INC CL A 87959Y10 88 45700 SH SHARED 01 45700 D TELIGENT INC CL A 87959Y10 2 1500 SH SHARED 02 1100 400 D TELIGENT INC CL A 87959Y10 13 6935 SH SHARED 04 6935 D TELLABS INC COM 87966410 34018 602100 SH SHARED 602100 D TELLABS INC COM 87966410 177450 3140709 SH SHARED 01 3111609 29100 D TELLABS INC COM 87966410 72 1290 SH SHR/OTHR 01 920 370 D TELLABS INC COM 87966410 1386 24531 SH SHARED 02 5100 19431 D TELLABS INC COM 87966410 19806 350552 SH SHARED 04 350552 D TELLABS INC COM 8796649A 2 40 SH SHARED 02 40 D TELTRONICS INC ST 87969830 3 3188 SH SHARED 02 3188 D TELULAR CORP ST 87970T20 1 243 SH SHARED 02 243 D TELOCITY INC COM 87971D10 249 124499 SH SHARED 02 124499 D TELOCITY INC COM 87971D10 18 9000 SH SHARED 02 9000 D TELOCITY INC COM 87971D10 8 4248 SH SHARED 04 4248 D TELSCAPE INTL INC NEW COM 87971Q10 11 11562 SH SHARED 04 11562 D TEMPLE INLAND INC COM 87986810 20834 388523 SH SHARED 01 388323 200 D TEMPLE INLAND INC COM 87986810 424 7920 SH SHR/OTHR 01 7920 D TEMPLE INLAND INC COM 87986810 2650 49423 SH SHARED 04 49423 D TEMPLE INLAND INC COM 87986810 611 11400 SH SHARED 05 11400 D TELETECH HOLDINGS INC COM 87993910 8 459 SH SHARED 05 459 D TELETECH HOLDINGS INC COM 87993910 411 22400 SH SHARED 01 22400 D TELETECH HOLDINGS INC COM 87993910 209 11389 SH SHARED 04 11389 D TELESYSTEM INTL WIRELESS INC SUB VTG SHS 87994610 3 700 SH SHARED 04 700 D TEMPLETON DRAGON FD INC COM 88018T10 43 6000 SH SHARED 02 6000 D TEMPLETON EMERG MKT APPRECN FD COM 88019010 94 10400 SH SHARED 04 10400 D TEMPLETON EMERGING MKTS FD INC COM 88019110 0 100 SH SHARED 01 100 D TEMPLETON EMERG MKTS INCOME FD COM 88019210 968 100000 SH SHR/OTHR 01 100000 D TEMPLETON EMERG MKTS INCOME FD COM 88019210 67 7000 SH SHARED 02 3500 3500 D TEMPLETON EMERG MKTS INCOME FD COM 88019210 182 18800 SH SHARED 04 18800 D TEMPLETON GLOBAL INCOME FD INC COM 88019810 30 5000 SH SHR/OTHR 01 5000 D TEMPLETON RUSSIA FD INC COM 88022F10 21 2000 SH SHARED 02 2000 D TENFOLD CORP COM 88033A10 38 25835 SH SHARED 02 25835 D TENFOLD CORP COM 88033A10 23 15500 SH SHARED 01 15500 D TENFOLD CORP COM 88033A10 0 100 SH SHARED 02 100 D TENFOLD CORP COM 88033A10 7 5209 SH SHARED 04 5209 D TENET HEALTHCARE CORP COM 88033G10 1165 2625706 SH SHARED 01 2591806 33900 D TENET HEALTHCARE CORP COM 88033G10 17 400 SH SHARED 02 400 D TENET HEALTHCARE CORP COM 88033G10 16325 367385 SH SHARED 04 367385 D TENET HEALTHCARE CORP COM 88033G10 448 10100 SH SHARED 05 10100 D TENGASCO INC ST 88033R20 131 10500 SH SHARED 02 10500 D TENNANT CO COM 88034510 782 16300 SH SHARED 01 16300 D TENNANT CO COM 88034510 57 1200 SH SHARED 04 1200 D TENNECO AUTOMOTIVE INC COM 88034910 2627 875811 SH SHARED 01 875811 D TENNECO AUTOMOTIVE INC COM 88034910 0 130 SH SHARED 02 10 120 D TENNECO AUTOMOTIVE INC COM 88034910 40 13640 SH SHARED 04 13640 D TERADYNE INC COM 88077010 271 7300 SH SHARED 04 7300 D TERADYNE INC COM 88077010 52514 1409784 SH SHARED 01 1408769 1015 D TERADYNE INC COM 88077010 41 1125 SH SHARED 02 1125 D TERADYNE INC COM 88077010 5427 145705 SH SHARED 04 145705 D TERAGLOBAL COMMUNICATIONS CORP COM 88077110 0 1672 SH SHARED 04 1672 D TERAYON COMMUNICATION SYS CNB 880775AA 66653 16409000 PRN SHARED 04 16409000 D TERAYON COMMUNICATION SYS COM 88077510 0 4919 SH SHARED 04 4919 D TERAYON COMMUNICATION SYS COM 88077510 2 60000 SH SHARED 01 60000 D TERAYON COMMUNICATION SYS COM 88077510 572 141025 SH SHARED 02 111050 29975 D TERAYON COMMUNICATION SYS COM 88077510 14 3600 SH SHARED 04 3600 D TERAYON COMMUNICATION SYS COM 88077510 0 3000 SH SHARED 05 3000 D TERAYON COMMUNICATION SYS COM 8807759A 0 150 SH SHARED 02 150 D TEREX CORP NEW COM 88077910 611 37795 SH SHARED 01 37795 D TEREX CORP NEW COM 88077910 164 10162 SH SHARED 04 10162 D TERRA NETWORKS S A SPONSORED ADR 88100W10 8 802 SH SHARED 04 802 D TERRA NETWORKS S A SPONSORED ADR 88100W10 1452 137550 SH SHARED 01 15050 122500 D TERRA NETWORKS S A SPONSORED ADR 88100W10 367 34829 SH SHARED 02 5211 29618 D TERREMARK WORLDWIDE INC COM 88144810 112 149727 SH SHARED 01 139727 10000 D TERREMARK WORLDWIDE INC COM 88144810 36 48518 SH SHARED 04 48518 D TESCO CORP COM 88157K10 1 100 SH SHARED 04 100 D TESORO PETE CORP COM 88160910 855 73611 SH SHARED 01 73611 D TESORO PETE CORP COM 88160910 139 11965 SH SHARED 04 11965 D TESORO PETE CORP PIES CV 1/100S 88160940 480 40000 SH SHARED 01 40000 D TETRA TECH INC NEW COM 88162G10 1 44 SH SHARED 01 44 D TETRA TECH INC NEW COM 88162G10 1553 48737 SH SHARED 01 48737 D TETRA TECH INC NEW COM 88162G10 441 13856 SH SHARED 04 13856 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 0 1000 SH SHARED 01 1000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 73 1000 SH SHARED 02 1000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 556 7600 SH SHARED 04 7600 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 1 1900 SH SHARED 05 1900 D TEVA PHARMACEUTICAL INDS LTD ADR 88163VAA 1189 1625000 PRN SHARED 01 1625000 D TEVA PHARMACEUTICAL INDS LTD ADR 88163VAA 8790 120000 PRN SHARED 04 120000 D TEXACO INC COM 88169410 129505 2084600 SH SHARED 2084600 D TEXACO INC COM 88169410 248839 4005457 SH SHARED 01 3952440 53017 D TEXACO INC COM 88169410 4082 65710 SH SHR/OTHR 01 20700 45010 D TEXACO INC COM 88169410 1021 16437 SH SHARED 02 7113 9324 D TEXACO INC COM 88169410 49389 795006 SH SHARED 04 795006 D TEXACO INC COM 88169410 1037 16700 SH SHARED 05 16700 D TEXACO INC COM 88169410 0 10 SH SHARED 06 10 D TEXAS BIOTECHNOLOGY CORP COM 88221T10 442 51546 SH SHARED 01 51546 D TEXAS BIOTECHNOLOGY CORP COM 88221T10 137 15978 SH SHARED 04 15978 D TEXAS INDS INC COM 88249110 1114 37141 SH SHARED 01 37141 D TEXAS INDS INC COM 88249110 250 8365 SH SHARED 04 8365 D TEXAS INSTRS INC COM 88250810 1058 22345 SH SHARED 04 22345 D TEXAS INSTRS INC COM 88250810 23 500 SH SHR/OTHR 04 150 350 D TEXAS INSTRS INC COM 88250810 102860 2171200 SH SHARED 2171200 D TEXAS INSTRS INC COM 88250810 626682 13228120 SH SHARED 01 12920076 308044 D TEXAS INSTRS INC COM 88250810 4942 104332 SH SHR/OTHR 01 46493 57839 D TEXAS INSTRS INC COM 88250810 7948 167778 SH SHARED 02 39370 128408 D TEXAS INSTRS INC COM 88250810 109258 2306255 SH SHARED 04 2306255 D TEXAS INSTRS INC COM 88250810 28259 596500 SH SHARED 06 596500 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 5 176 SH SHARED 06 176 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 782 24090 SH SHARED 01 24090 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 48 1500 SH SHR/OTHR 01 1500 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 65 2000 SH SHARED 02 2000 D TEXAS REGL BANCSHARES INC CL A VTG 88267310 197 6068 SH SHARED 04 6068 D TEXTRON INC COM 88320310 50909 1094833 SH SHARED 01 1089508 5325 D TEXTRON INC COM 88320310 353 7600 SH SHR/OTHR 01 7600 D TEXTRON INC COM 88320310 96 2072 SH SHARED 02 2072 D TEXTRON INC COM 88320310 6388 137393 SH SHARED 04 137393 D TEXTRON INC COM 88320310 5556 119500 SH SHARED 05 119500 D TEXTRON INC PFD CONV $2.08 88320320 6 35 SH SHARED 02 35 D THEGLOBE COM INC COM 88335R10 2 8642 SH SHARED 02 8642 D THERAGENICS CORP COM 88337510 235 47108 SH SHARED 01 47108 D THERAGENICS CORP COM 88337510 10 2000 SH SHARED 02 2000 D THERAGENICS CORP COM 88337510 51 10276 SH SHARED 04 10276 D THERMA-WAVE INC COM 88343A10 298 21300 SH SHARED 01 21300 D THERMA-WAVE INC COM 88343A10 519 37100 SH SHARED 02 17100 20000 D THERMA-WAVE INC COM 88343A10 64 4586 SH SHARED 04 4586 D THERMO CARDIOSYSTEMS INC COM NONREDEEM 88355K20 191 21900 SH SHARED 01 21900 D THERMO CARDIOSYSTEMS INC COM NONREDEEM 88355K20 53 6133 SH SHARED 04 6133 D THERMO FIBERTEK INC COM 88355W10 22 6400 SH SHARED 01 6400 D THERMO FIBERTEK INC COM 88355W10 7 2246 SH SHARED 04 2246 D THERMO ELECTRON CORP 340 883556AF 892 30000 PRN SHARED 01 30000 D THERMO ELECTRON CORP COM 88355610 38524 1294946 SH SHARED 01 1291775 3171 D THERMO ELECTRON CORP COM 88355610 254 8569 SH SHR/OTHR 01 8569 D THERMO ELECTRON CORP COM 88355610 401 13500 SH SHARED 02 13500 D THERMO ELECTRON CORP COM 88355610 4931 165780 SH SHARED 04 165780 D THERMO ELECTRON CORP COM 88355610 107 3600 SH SHARED 05 3600 D THERMOGENESIS CORP ST 88362320 0 45 SH SHARED 05 45 D THESTREET COM COM 88368Q10 3 1201 SH SHARED 05 1201 D THESTREET COM COM 88368Q10 4 1500 SH SHARED 01 1500 D THINKPATH COM INC COM 88409910 17 21650 SH SHARED 01 21650 D THISTLE GROUP HLDGS CO COM 88431E10 0 32 SH SHARED 01 32 D THOMAS & BETTS CORP COM 88431510 10970 677753 SH SHARED 01 677353 400 D THOMAS & BETTS CORP COM 88431510 16 1000 SH SHR/OTHR 01 1000 D THOMAS & BETTS CORP COM 88431510 785 48554 SH SHARED 04 48554 D THOMAS & BETTS CORP COM 88431510 19 1200 SH SHARED 05 1200 D THOMAS INDS INC COM 88442510 559 24060 SH SHARED 01 24060 D THOMAS INDS INC COM 88442510 46 2000 SH SHARED 02 2000 D THOMAS INDS INC COM 88442510 142 6134 SH SHARED 04 6134 D THOMSON MULTIMEDIA SPONSORED ADR 88511810 58 1300 SH SHARED 04 1300 D THOR INDS INC COM 88516010 361 18288 SH SHARED 01 16375 1913 D THOR INDS INC COM 88516010 50 2581 SH SHARED 04 2581 D THORATEC LABS CORP ST 88517530 7 675 SH SHARED 04 675 D THORATEC LABS CORP equit-comm 88517530 171 15602 SH SHARED 01 15602 D THORATEC LABS CORP ST 88517530 0 66 SH SHARED 02 66 D THORATEC LABS CORP ST 88517530 67 6140 SH SHARED 04 6140 D 3DO CO COM 88553W10 0 40 SH SHARED 04 40 D 3DO CO COM 88553W10 119 45700 SH SHARED 01 45700 D 3DO CO COM 88553W10 21 8000 SH SHARED 02 8000 D 3DO CO COM 88553W10 26 10278 SH SHARED 04 10278 D 3DFX INTERACTIVE INC COM 88553X10 0 2439 SH SHARED 04 2439 D 3DFX INTERACTIVE INC COM 88553X10 10 41300 SH SHARED 01 41300 D 3DFX INTERACTIVE INC COM 88553X10 3 12967 SH SHARED 04 12967 D 3COM CORP COM 88553510 169 19950 SH SHARED 04 19950 D 3COM CORP COM 88553510 47 5600 SH SHARED 5600 D 3COM CORP COM 88553510 4249 499900 SH SHARED 01 497000 2900 D 3COM CORP COM 88553510 1 200 SH SHR/OTHR 01 200 D 3COM CORP COM 88553510 52 6132 SH SHARED 02 1675 4457 D 3COM CORP COM 88553510 2857 336183 SH SHARED 04 336183 D 3COM CORP COM 88553510 421 49600 SH SHARED 05 49600 D THREE FIVE SYS INC COM 88554L10 552 30699 SH SHARED 01 30699 D THREE FIVE SYS INC COM 88554L10 152 8484 SH SHARED 04 8484 D 360NETWORKS INC SUB VTG SHS 88575T20 30 2376 SH SHARED 04 2376 D TIBCO SOFTWARE INC COM 88632Q10 8 187 SH SHARED 04 187 D TIBCO SOFTWARE INC COM 88632Q10 5747 119900 SH SHARED 01 119900 D TIBCO SOFTWARE INC COM 88632Q10 5160 107645 SH SHARED 02 74000 33645 D TIBCO SOFTWARE INC COM 88632Q10 2132 44487 SH SHARED 04 44487 D TIBCO SOFTWARE INC COM 88632Q10 330 6900 SH SHARED 05 6900 D TICKETS COM INC COM 88633M10 2 7384 SH SHARED 05 7384 D TICKETMASTER ONLINE-CITYSEARCH CL B 88633P20 213 25500 SH SHARED 01 25500 D TICKETMASTER ONLINE-CITYSEARCH CL B 88633P20 165 19810 SH SHARED 02 10000 9810 D TICKETMASTER ONLINE-CITYSEARCH CL B 88633P20 15 1900 SH SHARED 04 1900 D TIDEL TECHNOLOGIES INC COM 88636810 27 4824 SH SHARED 04 4824 D TIDEWATER INC COM 88642310 26671 601058 SH SHARED 01 601058 D TIDEWATER INC COM 88642310 97 2200 SH SHR/OTHR 01 2200 D TIDEWATER INC COM 88642310 4 100 SH SHARED 02 100 D TIDEWATER INC COM 88642310 2418 54500 SH SHARED 04 54500 D TIDEWATER INC COM 88642310 2906 65500 SH SHARED 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131712 188522 D TIME WARNER INC COM 88731510 3508 67168 SH SHARED 02 18372 48796 D TIME WARNER INC COM 88731510 120006 2297220 SH SHARED 04 2297220 D TIME WARNER INC COM 88731510 2188 41900 SH SHARED 05 41900 D TIME WARNER INC COM 88731510 9591 183600 SH SHARED 06 183600 D TIME WARNER TELECOM INC CL A 88731910 3628 57200 SH SHARED 01 57200 D TIME WARNER TELECOM INC CL A 88731910 34 550 SH SHARED 02 300 250 D TIME WARNER TELECOM INC CL A 88731910 310 4900 SH SHARED 04 4900 D TIMKEN CO COM 88738910 160 10600 SH SHARED 10600 D TIMKEN CO COM 88738910 7160 473411 SH SHARED 01 473411 D TIMKEN CO COM 88738910 33 2200 SH SHARED 02 2200 D TIMKEN CO COM 88738910 972 64303 SH SHARED 04 64303 D TIMKEN CO COM 88738910 21 1400 SH SHARED 05 1400 D TITAN CORP COM 88826610 988 60800 SH SHARED 01 60800 D TITAN CORP COM 88826610 645 39700 SH SHARED 04 39700 D TITAN CORP COM 88826610 115 7100 SH SHARED 05 7100 D TITAN PHARMACEUTICALS INC DEL COM 88831410 1410 39887 SH SHARED 01 39887 D TITAN PHARMACEUTICALS INC DEL COM 88831410 327 9250 SH SHARED 02 8750 500 D TITAN PHARMACEUTICALS INC DEL COM 88831410 316 8954 SH SHARED 04 8954 D TIVO INC COM 88870610 216 40300 SH SHARED 01 40300 D TIVO INC COM 88870610 31 5820 SH SHARED 04 5820 D TODHUNTER INTL INC DEL COM 88905010 140 20000 SH SHARED 02 20000 D TOKIO MARINE & FIRE INS LTD ADR NEW 88909040 19 350 SH SHARED 02 350 D TOKIO MARINE & FIRE INS LTD ADR NEW 88909040 250 4400 SH SHARED 01 4400 D TOKIO MARINE & FIRE INS LTD ADR NEW 88909040 250 4400 SH SHR/OTHR 01 4400 D TOKIO MARINE & FIRE INS LTD ADR NEW 88909040 9 165 SH SHARED 02 165 D TOLL BROTHERS INC COM 88947810 171 4200 SH SHARED 4200 D TOLL BROTHERS INC COM 88947810 1734 42427 SH SHARED 01 42427 D TOLL BROTHERS INC COM 88947810 332 8143 SH SHARED 04 8143 D TOLLGRADE COMMUNICATIONS INC COM 88954210 740 20300 SH SHARED 01 20300 D TOLLGRADE COMMUNICATIONS INC COM 88954210 5 150 SH SHARED 02 150 D TOLLGRADE COMMUNICATIONS INC COM 88954210 171 4691 SH SHARED 04 4691 D TOO INC COM 89033310 633 50649 SH SHARED 01 50449 200 D TOO INC COM 89033310 0 17 SH SHARED 02 17 D TOO INC COM 89033310 149 11962 SH SHARED 04 11962 D TOOTSIE ROLL INDS INC COM 89051610 1761 38242 SH SHARED 01 38242 D TOOTSIE ROLL INDS INC COM 89051610 322 7004 SH SHR/OTHR 01 7004 D TOOTSIE ROLL INDS INC COM 89051610 260 5646 SH SHARED 02 5646 D TOOTSIE ROLL INDS INC COM 89051610 1754 38100 SH SHARED 04 38100 D TOPJOBS NET PLC SPONSORED ADR 89072610 34 26036 SH SHARED 04 26036 D TOPPS INC COM 89078610 11 1300 SH SHARED 04 1300 D TOPPS INC COM 89078610 56 6100 SH SHARED 6100 D TOPPS INC COM 89078610 705 76746 SH SHARED 01 76746 D TOPPS INC COM 89078610 220 24000 SH SHARED 02 7500 16500 D TOPPS INC COM 89078610 150 16327 SH SHARED 04 16327 D TORCH ENERGY ROYALTY TRUST UNIT BEN INT 89101310 70 10000 SH SHARED 04 10000 D TORCHMARK CORP COM 89102710 33584 873747 SH SHARED 01 872447 1300 D TORCHMARK CORP COM 89102710 6458 168016 SH SHARED 04 168016 D TORO CO COM 89109210 58 1600 SH SHARED 1600 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AUTOMOTIVE INC COM 89170710 2 22668 SH SHARED 04 22668 D TOTAL SYS SVCS INC COM 89190610 345 15434 SH SHARED 01 15434 D TOTAL SYS SVCS INC COM 89190610 76 3400 SH SHARED 04 3400 D TRACK DATA CORP COM 89191810 279 388797 SH SHARED 04 388797 D TRACK DATA CORP COM 89191810 3 5000 SH SHARED 02 5000 D TOWN & CTRY TR SH BEN INT 89208110 784 40600 SH SHARED 01 39600 1000 D TOWN & CTRY TR SH BEN INT 89208110 270 14000 SH SHR/OTHR 01 14000 D TOWN & CTRY TR SH BEN INT 89208110 153 7950 SH SHARED 02 7950 D TOWN & CTRY TR SH BEN INT 89208110 120 6256 SH SHARED 04 6256 D TOYMAX INTERNATIONAL INC COM 89226810 1 691 SH SHARED 04 691 D TOYS R US INC COM 89233510 30791 1845256 SH SHARED 01 1822656 22600 D TOYS R US INC COM 89233510 42 2531 SH SHR/OTHR 01 2531 D TOYS R US INC COM 89233510 35 2100 SH SHARED 02 1000 1100 D TOYS R US INC COM 89233510 2999 179738 SH SHARED 04 179738 D TRADER COM NV NY REGSTR CL A 89254T10 1 200 SH SHARED 02 200 D TRAFFIX INC COM 89272110 52 30585 SH SHARED 02 30585 D TRAILER BRIDGE COM 89278210 6 3755 SH SHARED 02 3755 D TRAILER BRIDGE COM 89278210 8 5000 SH SHARED 02 5000 D TRAMMELL CROW CO COM 89288R10 413 30600 SH SHARED 01 30600 D TRAMMELL CROW CO COM 89288R10 128 9508 SH SHARED 04 9508 D TRANS-GLOBAL RES N L SP ADR NEW 199 89290950 2 19746 SH SHARED 04 19746 D TRANSACT TECHNOLOGIES INC COM 89291810 0 22 SH SHARED 04 22 D TRANS INDS INC COM 89323910 0 99 SH SHARED 04 99 D TRANS WORLD AIRLS INC WT EXP 082302 89334913 0 150 SH SHARED 01 150 D TRANS WORLD AIRLS INC WT EXP 082302 89334913 0 41 SH SHARED 02 41 D TRANS WORLD AIRLS INC COM PAR$.01NEW 89334983 1 1231 SH SHARED 01 1231 D TRANS WORLD AIRLS INC COM PAR$.01NEW 89334983 1 1697 SH SHARED 02 1697 D TRANS WORLD ENTMT CORP COM 89336Q10 4 462 SH SHARED 02 462 D TRANS WORLD ENTMT CORP COM 89336Q10 497 55719 SH SHARED 01 55719 D TRANS WORLD ENTMT CORP COM 89336Q10 106 11961 SH SHARED 04 11961 D TRANSACTION SYS ARCHITECTS CL A 89341610 880 76114 SH SHARED 01 76114 D TRANSACTION SYS ARCHITECTS CL A 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29800 SH SHARED 01 29800 D TRANSMONTAIGNE INC COM 89393410 28 10490 SH SHARED 04 10490 D TRAVELOCITY COM INC COM 89395310 361 29850 SH SHARED 01 29850 D TRAVELOCITY COM INC COM 89395310 70 5821 SH SHARED 04 5821 D TRANSWITCH CORP bond-defa 894065AA 97812 2500000 PRN SHARED 01 2500000 D TRANSWITCH CORP COM 89406510 0 1764 SH SHARED 01 1764 D TRANSWITCH CORP COM 89406510 70 179100 SH SHARED 01 179100 D TRANSWITCH CORP COM 89406510 1 50 SH SHARED 02 50 D TRANSWITCH CORP COM 89406510 3165 80900 SH SHARED 04 80900 D TRANSWITCH CORP COM 89406510 121 3100 SH SHARED 05 3100 D TRANSWORLD HEALTHCARE INC COM 89408110 0 1 SH SHARED 02 1 D TRAVELERS CORPORATE LN FD INC COM 89418510 0 21 SH SHARED 02 21 D TREDEGAR CORP COM 89465010 604 34692 SH SHARED 01 34692 D TREDEGAR CORP COM 89465010 173 9942 SH SHARED 04 9942 D TREEV INC ST 89469230 7 2028 SH SHARED 04 2028 D TREEV INC ST 89469230 122 31168 SH SHARED 02 31168 D TREGA BIOSCIENCES INC COM 89469910 21 25467 SH SHARED 02 25467 D TREND MICRO INC SPONSORED ADR 89486M10 13 2148 SH SHARED 02 2148 D TRAVELNOW COM INC COM 89490A10 0 65 SH SHARED 02 65 D TRENDWEST RESORTS INC COM 89491710 1 38 SH SHARED 02 38 D TRENDWEST RESORTS INC COM 89491710 91 3400 SH SHARED 01 3400 D TRENDWEST RESORTS INC COM 89491710 39 1452 SH SHARED 04 1452 D TREX INC COM 89531P10 4793 190300 SH SHARED 01 190300 D TREX INC COM 89531P10 15 600 SH SHARED 02 600 D TREX INC COM 89531P10 948 37650 SH SHARED 03 37650 D TREX INC COM 89531P10 53 2128 SH SHARED 04 2128 D TRI CONTL CORP COM 89543610 1342 63386 SH SHARED 01 62604 782 D TRI CONTL CORP COM 89543610 521 24596 SH SHR/OTHR 01 24596 D TRI CONTL CORP COM 89543610 39 1870 SH SHARED 02 12 1858 D TRI CONTL CORP COM 89543610 44 2100 SH SHARED 04 2100 D TRIAD HOSPITALS INC COM 89579K10 16 497 SH SHARED 04 497 D TRIAD HOSPITALS INC COM 89579K10 2388 73339 SH SHARED 01 73127 212 D TRIAD HOSPITALS INC COM 89579K10 1 51 SH SHARED 02 15 36 D TRIAD HOSPITALS INC COM 89579K10 440 13525 SH SHARED 04 13525 D TRIANGLE PHARMACEUTICALS INC COM 89589H10 31 6428 SH SHARED 04 6428 D TRIANGLE PHARMACEUTICALS INC COM 89589H10 330 67000 SH SHARED 01 67000 D TRIANGLE PHARMACEUTICALS INC COM 89589H10 64 12965 SH SHARED 04 12965 D TRIDENT MICROSYSTEMS INC COM 89591910 45 10000 SH SHARED 02 10000 D TRIDENT MICROSYSTEMS INC COM 89591910 13 3102 SH SHARED 04 3102 D TRIAD GTY INC COM 89592510 0 16 SH SHARED 04 16 D TRIAD GTY INC COM 89592510 549 16600 SH SHARED 01 16600 D TRIAD GTY INC COM 89592510 263 7950 SH SHARED 02 4000 3950 D TRIAD GTY INC COM 89592510 170 5146 SH SHARED 04 5146 D TRIARC COS INC CL A 89592710 707 29155 SH SHARED 01 29155 D TRIARC COS INC CL A 89592710 119 4924 SH SHARED 04 4924 D TRICON GLOBAL RESTAURANTS COM 89595310 25 780 SH SHR/OTHR 04 780 D TRICON GLOBAL RESTAURANTS COM 89595310 33769 1023311 SH SHARED 01 1022251 1060 D TRICON GLOBAL RESTAURANTS COM 89595310 392 11892 SH SHR/OTHR 01 5877 6015 D TRICON GLOBAL RESTAURANTS COM 89595310 166 5039 SH SHARED 02 3005 2034 D TRICON GLOBAL 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SHARED 01 11137897 84392 D VIACOM INC CL B 92552430 2423 51832 SH SHR/OTHR 01 19375 32457 D VIACOM INC CL B 92552430 3730 79803 SH SHARED 02 42836 36967 D VIACOM INC CL B 92552430 60683 1298032 SH SHARED 04 1298032 D VIACOM INC CL B 92552430 1491 31900 SH SHARED 05 31900 D VIATEL INC COM 92552920 352 94906 SH SHARED 01 94906 D VIATEL INC COM 92552920 22 6000 SH SHARED 02 5000 1000 D VIATEL INC COM 92552920 73 19674 SH SHARED 04 19674 D VIASYSTEMS GROUP INC COM 92553H10 479 57700 SH SHARED 01 57700 D VIASYSTEMS GROUP INC COM 92553H10 12 1500 SH SHARED 02 1500 D VIASYSTEMS GROUP INC COM 92553H10 143 17314 SH SHARED 04 17314 D VIASYSTEMS GROUP INC COM 92553H10 282 34000 SH SHARED 05 34000 D VIANT CORP COM 92553N10 34 8628 SH SHARED 05 8628 D VIANT CORP COM 92553N10 263 66300 SH SHARED 01 66300 D VIANT CORP COM 92553N10 246 62090 SH SHARED 04 62090 D VIADOR INC COM 92553R10 0 125 SH SHARED 04 125 D VIADOR INC COM 92553R10 36 27924 SH SHARED 01 27924 D VIADOR INC COM 92553R10 6 4573 SH 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D VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G60 0 50 SH SHARED 04 50 D VIEWCAST COM INC COM 92671310 9 11733 SH SHARED 04 11733 D VIEWPOINT CORP COM 92672P10 5 947 SH SHARED 04 947 D VIEWPOINT CORP COM 92672P10 146 27000 SH SHARED 01 27000 D VIEWPOINT CORP COM 92672P10 30 5640 SH SHARED 02 5640 D VIEWPOINT CORP COM 92672P10 48 8942 SH SHARED 04 8942 D VIGNETTE CORP COM 92673410 2 135 SH SHARED 04 135 D VIGNETTE CORP COM 92673410 4604 255822 SH SHARED 01 255822 D VIGNETTE CORP COM 92673410 1594 88585 SH SHARED 02 25890 62695 D VIGNETTE CORP COM 92673410 518 28800 SH SHARED 04 28800 D VIISAGE TECHNOLOGY INC COM 92675K10 2 3369 SH SHARED 04 3369 D VINA TECHNOLOGIES INC COM 92719D10 22 7000 SH SHARED 02 7000 D VINA CONCHA Y TORO S A SPONSORED ADR 92719110 15 400 SH SHARED 01 400 D VINTAGE PETE INC COM 92746010 1332 61990 SH SHARED 01 61990 D VINTAGE PETE INC COM 92746010 81 3800 SH SHARED 02 3800 D VINTAGE PETE INC COM 92746010 410 19109 SH SHARED 04 19109 D VION PHARMACEUTICALS INC COM 92762410 0 61 SH SHARED 04 61 D VION PHARMACEUTICALS INC COM 92762410 64 8000 SH SHARED 02 2000 6000 D VIRAGE INC COM 92763Q10 5 1067 SH SHARED 02 1067 D VIRAGE INC COM 92763Q10 3 700 SH SHARED 02 700 D VIRATA CORP COM 92764610 1 105 SH SHARED 02 105 D VIRATA CORP COM 92764610 418 38500 SH SHARED 01 38500 D VIRATA CORP COM 92764610 16 1500 SH SHARED 02 1500 D VIRATA CORP COM 92764610 34 3200 SH SHARED 04 3200 D VIRGIN EXPRESS HLDGS PLC SPONSORED ADR 92765K10 0 782 SH SHARED 04 782 D VITALCOM INC COM 92791710 17 13882 SH SHARED 04 13882 D VITALCOM INC COM 92791710 0 213 SH SHARED 02 213 D VIROPHARMA INC COM 92824110 0 31 SH SHARED 02 31 D VIROPHARMA INC COM 92824110 84 5800 SH SHARED 04 5800 D VIRTUALFUND COM INC COM 92825A10 7 12756 SH SHARED 04 12756 D VISIBLE GENETICS INC COM 92829S10 0 25 SH SHARED 04 25 D VISHAY INTERTECHNOLOGY INC COM 92829810 63 4200 SH SHARED 4200 D VISHAY INTERTECHNOLOGY INC COM 92829810 6078 401892 SH SHARED 01 387692 14200 D VISHAY INTERTECHNOLOGY INC COM 92829810 17 1175 SH SHR/OTHR 01 1175 D VISHAY INTERTECHNOLOGY INC COM 92829810 9 660 SH SHARED 02 360 300 D VISHAY INTERTECHNOLOGY INC COM 92829810 3460 228800 SH SHARED 04 228800 D VISHAY INTERTECHNOLOGY INC COM 92829810 1474 97500 SH SHARED 05 97500 D VISTA INFORMATION SOLUTIONS ST 92836520 2 2680 SH SHARED 05 2680 D VISTEON CORP COM 92839U10 12 1060 SH SHARED 1060 D VISTEON CORP COM 92839U10 11395 990909 SH SHARED 01 989101 1808 D VISTEON CORP COM 92839U10 108 9465 SH SHR/OTHR 01 502 8963 D VISTEON CORP COM 92839U10 56 4886 SH SHARED 02 2215 2671 D VISTEON CORP COM 92839U10 1265 110028 SH SHARED 04 110028 D VISTEON CORP COM 92839U10 46 4000 SH SHARED 05 4000 D VISUAL DATA CORP WT EXP 073002 92842811 1 8530 SH SHARED 05 8530 D VISX INC DEL COM 92844S10 1162 111400 SH SHARED 01 111400 D VISX INC DEL COM 92844S10 16 1550 SH SHARED 02 1550 D VISX INC DEL COM 92844S10 2485 238189 SH SHARED 04 238189 D VISX INC DEL COM 92844S10 83 8000 SH SHARED 05 8000 D VISUAL NETWORKS INC COM 92844410 3 1089 SH SHARED 05 1089 D VISUAL NETWORKS INC COM 92844410 180 55511 SH SHARED 01 55511 D VISUAL NETWORKS INC COM 92844410 1 467 SH SHARED 02 467 D VISUAL NETWORKS INC COM 92844410 38 11972 SH SHARED 04 11972 D VITAL SIGNS INC COM 92846910 29 932 SH SHARED 04 932 D VITAL SIGNS INC COM 92846910 279 8700 SH SHARED 01 8700 D VITAL SIGNS INC COM 92846910 68 2125 SH SHARED 04 2125 D VITAMINSHOPPE COM INC CL A 92848M10 11 16577 SH SHARED 04 16577 D VITRIA TECHNOLOGY COM 92849Q10 140 18075 SH SHARED 04 10000 8075 D VITRIA TECHNOLOGY COM 92849Q10 503 64990 SH SHARED 01 63270 1720 D VITRIA TECHNOLOGY COM 92849Q10 16 2100 SH SHR/OTHR 01 2100 D VITRIA TECHNOLOGY COM 92849Q10 6218 802420 SH SHARED 02 802420 D VITRIA TECHNOLOGY COM 92849Q10 49 6400 SH SHARED 04 6400 D VITESSE SEMICONDUCTOR CORP bond-defa 928497AA 110624 2000000 PRN SHARED 01 2000000 D VITESSE SEMICONDUCTOR CORP 340 928497AB 24 4900000 PRN SHARED 01 4900000 D VITESSE SEMICONDUCTOR CORP COM 92849710 0 4575 SH SHARED 01 4575 D 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3236 D VOLVO AKTIEBOLAGET ADR B 92885640 40 2433 SH SHARED 04 2433 D VOYAGEUR FLA INSD MUN INCOME SH BEN INT 92892610 1 100 SH SHARED 04 100 D VYSIS INC COM 92896110 3 465 SH SHARED 04 465 D VORNADO OPERATING CO COM 92904N10 0 210 SH SHARED 01 210 D VORNADO OPERATING CO COM 92904N10 0 85 SH SHR/OTHR 01 85 D VORNADO RLTY TR SH BEN INT 92904210 14349 374549 SH SHARED 01 374549 D VORNADO RLTY TR SH BEN INT 92904210 65 1700 SH SHR/OTHR 01 1700 D VORNADO RLTY TR SH BEN INT 92904210 371 9700 SH SHARED 02 1600 8100 D VORNADO RLTY TR SH BEN INT 92904210 214 5600 SH SHARED 04 5600 D VOXWARE INC COM 92906L10 65 69463 SH SHARED 04 69463 D VSOURCE INC COM 92908B10 0 65 SH SHARED 04 65 D VULCAN MATLS CO COM 92916010 38460 803350 SH SHARED 01 803350 D VULCAN MATLS CO COM 92916010 25 525 SH SHARED 02 525 D VULCAN MATLS CO COM 92916010 3921 81918 SH SHARED 04 81918 D VULCAN MATLS CO COM 92916010 105 2200 SH SHARED 05 2200 D WFS FINL INC COM 92923B10 0 50 SH SHARED 05 50 D WFS FINL INC COM 92923B10 200 10825 SH SHARED 01 10825 D WFS FINL INC COM 92923B10 64 3471 SH SHARED 04 3471 D WD-40 CO COM 92923610 0 34 SH SHARED 04 34 D WD-40 CO COM 92923610 857 44100 SH SHARED 01 44100 D WD-40 CO COM 92923610 85 4400 SH SHR/OTHR 01 4400 D WD-40 CO COM 92923610 11 600 SH SHARED 02 600 D WD-40 CO COM 92923610 99 5138 SH SHARED 04 5138 D WGL HLDGS INC COM 92924F10 2836 93204 SH SHARED 01 93204 D WGL HLDGS INC COM 92924F10 225 7400 SH SHARED 02 6600 800 D WGL HLDGS INC COM 92924F10 1470 48307 SH SHARED 04 48307 D WGL HLDGS INC COM 92924F10 185 6100 SH SHARED 05 6100 D WCM CAP INC ST 92924P20 4 6966 SH SHARED 05 6966 D W-H ENERGY SVCS INC COM 92925E10 29 1500 SH SHARED 02 1500 D W HLDG CO INC COM 92925110 361 31100 SH SHARED 01 31100 D W HLDG CO INC COM 92925110 124 10734 SH SHARED 04 10734 D WJ COMMUNICATIONS INC COM 92928410 0 63 SH SHARED 04 63 D WASTE MGMT INC DEL CORBD 92929QAF 0 1000 PRN SHARED 02 1000 D WMS INDS INC COM 92929710 9389 466544 SH SHARED 01 466544 D WMS INDS INC COM 92929710 2 100 SH SHARED 02 100 D WMS INDS INC COM 92929710 182 9049 SH SHARED 04 9049 D WPP GROUP PLC SPON ADR NEW 92930930 482 7681 SH SHARED 01 3924 3757 D WPP GROUP PLC SPON ADR NEW 92930930 53 851 SH SHARED 02 835 16 D WPS RESOURCES CORP COM 92931B10 1472 40000 SH SHARED 01 40000 D WPS RESOURCES CORP COM 92931B10 14 400 SH SHARED 02 400 D WPS RESOURCES CORP COM 92931B10 386 10488 SH SHARED 04 10488 D WRP CORP COM 92931710 7 11469 SH SHARED 04 11469 D WSFS FINL CORP COM 92932810 1 112 SH SHARED 04 112 D WABASH NATL CORP COM 92956610 341 39650 SH SHARED 01 39650 D WABASH NATL CORP COM 92956610 87 10200 SH SHARED 02 3200 7000 D WABASH NATL CORP COM 92956610 73 8494 SH SHARED 04 8494 D WABTEC CORP COM 92974010 518 44154 SH SHARED 01 44154 D WABTEC CORP COM 92974010 127 10838 SH SHARED 04 10838 D WACHOVIA CORP COM 92977110 86902 1495104 SH SHARED 01 1489612 5492 D WACHOVIA CORP COM 92977110 1005 17296 SH SHR/OTHR 01 8020 9276 D WACHOVIA CORP COM 92977110 633 10895 SH SHARED 02 2489 8406 D 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SHR/OTHR 01 288805 304430 D WAL MART STORES INC COM 93114210 4424 83293 SH SHARED 02 18687 64606 D WAL MART STORES INC COM 93114210 270642 5094456 SH SHARED 04 5094456 D WAL MART STORES INC COM 93114210 2390 45000 SH SHARED 05 45000 D WAL MART STORES INC COM 93114210 65253 1228300 SH SHARED 06 1228300 D WALGREEN CO COM 93142210 43 1044 SH SHARED 06 1044 D WALGREEN CO COM 93142210 86450 2067600 SH SHARED 2067600 D WALGREEN CO COM 93142210 334612 8002786 SH SHARED 01 7855001 147785 D WALGREEN CO COM 93142210 10841 259288 SH SHR/OTHR 01 217692 41596 D WALGREEN CO COM 93142210 587 14060 SH SHARED 02 8800 5260 D WALGREEN CO COM 93142210 32902 786918 SH SHARED 04 786918 D WALGREEN CO COM 93142210 2483 59400 SH SHARED 05 59400 D WALKER INTERACTIVE SYS INC COM 93166410 2 1991 SH SHARED 05 1991 D WALLACE COMPUTER SERVICES INC COM 93227010 144 8500 SH SHARED 8500 D WALLACE COMPUTER SERVICES INC COM 93227010 1317 77490 SH SHARED 01 77490 D WALLACE COMPUTER SERVICES INC COM 93227010 692 40741 SH SHARED 04 40741 D WALLACE COMPUTER SERVICES INC COM 93227010 90 5300 SH SHARED 05 5300 D WALTER INDS INC COM 93317Q10 392 52300 SH SHARED 01 52300 D WALTER INDS INC COM 93317Q10 111 14931 SH SHARED 04 14931 D WARNACO GROUP INC CL A 93439010 167 99565 SH SHARED 01 96724 2841 D WARNACO GROUP INC CL A 93439010 1 1000 SH SHARED 02 1000 D WARNACO GROUP INC CL A 93439010 34 20464 SH SHARED 04 20464 D WASHINGTON FED INC COM 93882410 0 33 SH SHARED 04 33 D WASHINGTON FED INC COM 93882410 2673 94008 SH SHARED 01 92948 1060 D WASHINGTON FED INC COM 93882410 578 20338 SH SHARED 04 20338 D WASHINGTON GROUP INTL INC COM 93886210 431 52677 SH SHARED 01 52677 D WASHINGTON GROUP INTL INC COM 93886210 0 100 SH SHR/OTHR 01 100 D WASHINGTON GROUP INTL INC COM 93886210 103 12634 SH SHARED 04 12634 D WASHINGTON GROUP INTL INC WT EXP 031103 93886211 1 930 SH SHARED 01 924 6 D WASHINGTON GROUP INTL INC WT EXP 031103 93886211 0 1 SH SHARED 02 1 D WASHINGTON MUT INC COM 93932210 864 16300 SH SHARED 16300 D WASHINGTON MUT INC COM 93932210 204131 3847029 SH SHARED 01 3843449 3580 D WASHINGTON MUT INC COM 93932210 185 3500 SH SHR/OTHR 01 3500 D WASHINGTON MUT INC COM 93932210 362 6836 SH SHARED 02 850 5986 D WASHINGTON MUT INC COM 93932210 26538 500135 SH SHARED 04 500135 D WASHINGTON MUT INC COM 93932210 1597 30100 SH SHARED 05 30100 D WASHINGTON POST CO CL B 93964010 5018 8135 SH SHARED 01 8135 D WASHINGTON POST CO CL B 93964010 67 110 SH SHARED 02 110 D WASHINGTON POST CO CL B 93964010 3948 6400 SH SHARED 04 6400 D WASHINGTON POST CO CL B 93964010 801 1300 SH SHARED 05 1300 D WASHINGTON REAL ESTATE INVT TR SH BEN INT 93965310 1192 50475 SH SHARED 01 50175 300 D WASHINGTON REAL ESTATE INVT TR SH BEN INT 93965310 164 6975 SH SHARED 02 1426 5549 D WASHINGTON REAL ESTATE INVT TR SH BEN INT 93965310 329 13967 SH SHARED 04 13967 D WASHINGTON TR BANCORP COM 94061010 3 263 SH SHARED 04 263 D WASHINGTON TR BANCORP COM 94061010 14 1000 SH SHARED 02 1000 D WASTE CONNECTIONS INC COM 94105310 4 135 SH SHARED 02 135 D WASTE CONNECTIONS INC COM 94105310 1031 31200 SH SHARED 01 31200 D WASTE CONNECTIONS INC COM 94105310 99 3000 SH SHARED 02 3000 D WASTE CONNECTIONS INC COM 94105310 287 8704 SH SHARED 04 8704 D WASTE INDUSTRIES INC COM 94105810 6 1003 SH SHARED 04 1003 D WASTE INDUSTRIES INC COM 94105810 0 50 SH SHARED 04 50 D WASTE MGMT INC DEL CORBD 94106LAA 1554 56000 PRN SHARED 02 56000 D WASTE MGMT INC DEL COM 94106L10 0 4529882 SH SHARED 01 4526382 3500 D WASTE MGMT INC DEL COM 94106L10 0 4662 SH SHR/OTHR 01 1000 3662 D WASTE MGMT INC DEL COM 94106L10 203 7318 SH SHARED 02 5318 2000 D WASTE MGMT INC DEL COM 94106L10 1 556410 SH SHARED 04 556410 D WASTE MGMT INC DEL COM 94106L10 0 12700 SH SHARED 05 12700 D WATCHGUARD TECHNOLOGIES INC COM 94110510 7 247 SH SHARED 05 247 D WATCHGUARD TECHNOLOGIES INC COM 94110510 654 20700 SH SHARED 01 20700 D WATCHGUARD TECHNOLOGIES INC COM 94110510 148 4680 SH SHARED 04 4680 D WATER PIK TECHNOLOGIES INC COM 94113U10 1 261 SH SHARED 01 211 50 D WATERS CORP COM 94184810 23321 279300 SH SHARED 01 279300 D WATERS CORP COM 94184810 1360 16297 SH SHARED 02 7482 8815 D WATERS CORP COM 94184810 8233 98600 SH SHARED 04 98600 D WATERS CORP COM 94184810 1402 16800 SH SHARED 05 16800 D WATSCO INC COM 94262220 344 29940 SH SHARED 01 29940 D WATSCO INC COM 94262220 89 7726 SH SHARED 04 7726 D WATSON PHARMACEUTICALS INC COM 94268310 35694 697335 SH SHARED 01 693335 4000 D WATSON PHARMACEUTICALS INC COM 94268310 26 525 SH SHARED 02 525 D WATSON PHARMACEUTICALS INC COM 94268310 4879 95324 SH SHARED 04 95324 D WATSON PHARMACEUTICALS INC COM 94268310 701 13700 SH SHARED 05 13700 D WATSON WYATT & CO HLDGS CL A 94271210 123 5260 SH SHARED 02 5160 100 D WATTS INDS INC CL A 94274910 904 65177 SH SHARED 01 65177 D WATTS INDS INC CL A 94274910 89 6481 SH SHARED 04 6481 D WAUSAU-MOSINEE PAPER CORP COM 94331510 1139 112553 SH SHARED 01 112553 D WAUSAU-MOSINEE PAPER CORP COM 94331510 540 53405 SH SHARED 04 53405 D WAUSAU-MOSINEE PAPER CORP COM 94331510 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SHARED 02 1000 D WEBB DEL CORP COM 94742310 186 6375 SH SHARED 04 6375 D WEBB INTERACTIVE SVCS INC COM 94748P10 9 5920 SH SHARED 04 5920 D WEBEX INC COM 94767L10 183 8800 SH SHARED 02 7700 1100 D WEBFINANCIAL CORP COM 94767P10 145 52175 SH SHARED 02 52175 D WEBFINANCIAL CORP WT EXP 042802 94767P11 14 452860 SH SHARED 02 452860 D WEBFINANCIAL CORP WT EXP 042802 94767P11 0 46 SH SHARED 02 46 D WEBMETHODS INC COM 94768C10 1975 22209 SH SHARED 01 17209 5000 D WEBMETHODS INC COM 94768C10 106 1200 SH SHARED 04 1200 D WEBSENSE INC COM 94768410 0 30 SH SHARED 04 30 D WEBSENSE INC COM 94768410 53 3700 SH SHARED 01 3700 D WEBSENSE INC COM 94768410 22 1568 SH SHARED 04 1568 D WEBLINK WIRELESS INC CL A 94769A10 2 703 SH SHARED 04 703 D WEBLINK WIRELESS INC CL A 94769A10 269 78500 SH SHARED 01 78500 D WEBLINK WIRELESS INC CL A 94769A10 97 28336 SH SHARED 02 28336 D WEBLINK WIRELESS INC CL A 94769A10 62 18207 SH SHARED 04 18207 D WEBMD CORP COM 94769M10 1 127 SH SHARED 04 127 D WEBMD CORP COM 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HLDGS INC CL A 98375910 116 7250 SH SHARED 02 7250 D XM SATELLITE RADIO HLDGS INC CL A 98375910 271 16899 SH SHARED 04 16899 D XO COMMUNICATIONS INC CL A 98376410 907 50925 SH SHARED 04 25000 25925 D XO COMMUNICATIONS INC CL A 98376410 10 600 SH SHR/OTHR 04 600 D XO COMMUNICATIONS INC CL A 98376410 20748 1164864 SH SHARED 01 880198 284666 D XO COMMUNICATIONS INC CL A 98376410 1232 69202 SH SHR/OTHR 01 13950 55252 D XO COMMUNICATIONS INC CL A 98376410 206 11586 SH SHARED 02 800 10786 D XO COMMUNICATIONS INC CL A 98376410 1401 78675 SH SHARED 04 78675 D X-RITE INC COM 98385710 5 736 SH SHARED 04 736 D X-RITE INC COM 98385710 154 19745 SH SHARED 01 19745 D X-RITE INC COM 98385710 51 6595 SH SHARED 04 6595 D XCARE NET INC COM 98388Y10 2 463 SH SHARED 04 463 D XCEL ENERGY INC COM 98389B10 64461 2218052 SH SHARED 01 2214727 3325 D XCEL ENERGY INC COM 98389B10 242 8341 SH SHR/OTHR 01 7341 1000 D XCEL ENERGY INC COM 98389B10 1077 37075 SH SHARED 02 3500 33575 D XCEL ENERGY INC COM 98389B10 8068 277637 SH SHARED 04 277637 D XCEL ENERGY INC COM 98389B10 212 7300 SH SHARED 05 7300 D XETA TECHNOLOGIES INC COM 98390910 641 64184 SH SHARED 05 64184 D XETA TECHNOLOGIES INC COM 98390910 3 375 SH SHARED 02 375 D XILINX INC COM 98391910 1 40 SH SHARED 02 40 D XILINX INC COM 98391910 47693 1034000 SH SHARED 1034000 D XILINX INC COM 98391910 124821 2706155 SH SHARED 01 2692255 13900 D XILINX INC COM 98391910 7638 165595 SH SHARED 02 157730 7865 D XILINX INC COM 98391910 13912 301618 SH SHARED 04 301618 D XILINX INC COM 98391910 1107 24000 SH SHARED 05 24000 D XIRCOM INC COM 98392210 1 127 SH SHARED 05 127 D XIRCOM INC COM 98392210 814 52550 SH SHARED 01 52550 D XIRCOM INC COM 98392210 161 10398 SH SHARED 04 10398 D XETEL CORP COM 98394210 15 4475 SH SHARED 04 4475 D XEIKON N V SPONSORED ADR 98400310 2 365 SH SHARED 04 365 D XEIKON N V SPONSORED ADR 98400310 822 137050 SH SHARED 02 31000 106050 D XEIKON N V SPONSORED ADR 98400310 0 47 SH SHARED 04 47 D XENOVA GROUP PLC SPONSORED ADR 98411110 69 46049 SH SHARED 04 46049 D XEROX CORP CNB 984121BB 31912 6900000 PRN SHARED 04 6900000 D XEROX CORP COM 98412110 0 5263777 SH SHARED 01 5261992 1785 D XEROX CORP COM 98412110 0 21896 SH SHR/OTHR 01 12442 9454 D XEROX CORP COM 98412110 112 24400 SH SHARED 02 9100 15300 D XEROX CORP COM 98412110 57 1240768 SH SHARED 04 1240768 D XEROX CORP COM 98412110 22 493800 SH SHARED 05 493800 D XPEDIOR INC COM 98413B10 0 665 SH SHARED 05 665 D XPEDIOR INC COM 98413B10 2 7151 SH SHARED 01 7151 D XPEDIOR INC COM 98413B10 0 3356 SH SHARED 04 3356 D XTRA CORP COM 98413810 124 2600 SH SHARED 2600 D XTRA CORP COM 98413810 1144 23850 SH SHARED 01 23850 D XTRA CORP COM 98413810 225 4696 SH SHARED 04 4696 D XYBERNAUT CORP COM 98414910 35 20944 SH SHARED 04 20944 D XYBERNAUT CORP COM 98414910 107 63600 SH SHARED 01 63600 D XYBERNAUT CORP COM 98414910 0 500 SH SHARED 02 300 200 D XYBERNAUT CORP COM 98414910 21 12640 SH SHARED 04 12640 D YPF SOCIEDAD ANONIMA SPON ADR CL D 98424510 553 18500 SH SHARED 01 18500 D YADKIN VY BK&TR CO ELKIN N C COM 98430810 1 192 SH SHARED 02 192 D YAHOO INC COM 98433210 303 10100 SH SHARED 02 10000 100 D YAHOO INC COM 98433210 7 250 SH SHR/OTHR 02 250 D YAHOO INC COM 98433210 30347 1009500 SH SHARED 1009500 D YAHOO INC COM 98433210 110438 3673676 SH SHARED 01 3669782 340 3554 D YAHOO INC COM 98433210 102 3396 SH SHR/OTHR 01 1261 2135 D YAHOO INC COM 98433210 2466 82056 SH SHARED 02 79908 2148 D YAHOO INC COM 98433210 14986 498511 SH SHARED 04 498511 D YAHOO INC COM 98433210 156 5200 SH SHARED 05 5200 D YANKEE CANDLE INC COM 98475710 185 16725 SH SHARED 05 16725 D YANKEE CANDLE INC COM 98475710 200 18100 SH SHARED 01 16850 1250 D YANKEE CANDLE INC COM 98475710 85 7697 SH SHARED 04 7697 D XICOR INC COM 98490310 0 26 SH SHARED 04 26 D XICOR INC COM 98490310 3 1000 SH SHARED 02 1000 D YELLOW CORP COM 98550910 868 42682 SH SHARED 01 42682 D YELLOW CORP COM 98550910 188 9274 SH SHARED 04 9274 D YORK GROUP INC COM 98663210 0 289 SH SHARED 04 289 D YORK INTL CORP NEW COM 98667010 2624 85514 SH SHARED 01 85514 D YORK INTL CORP NEW COM 98667010 1210 39461 SH SHARED 04 39461 D YORK INTL CORP NEW COM 98667010 177 5800 SH SHARED 05 5800 D YOUNG BROADCASTING INC CL A 98743410 2 82 SH SHARED 05 82 D YOUNG BROADCASTING INC CL A 98743410 989 29561 SH SHARED 01 29561 D YOUNG BROADCASTING INC CL A 98743410 160 4803 SH SHARED 04 4803 D YOUTHSTREAM MEDIA NETWORKS INC COM 98781910 166 221923 SH SHARED 04 221923 D Z TEL TECHNOLOGIES INC COM 98879210 0 99 SH SHARED 04 99 D Z TEL TECHNOLOGIES INC COM 98879210 75 14500 SH SHARED 01 14500 D Z TEL TECHNOLOGIES INC COM 98879210 12 2463 SH SHARED 04 2463 D ZALE CORP NEW COM 98885810 1954 67267 SH SHARED 01 67267 D ZALE CORP NEW COM 98885810 21 725 SH SHR/OTHR 01 725 D ZALE CORP NEW COM 98885810 399 13743 SH SHARED 04 13743 D ZALE CORP NEW COM 98885810 203 7000 SH SHARED 05 7000 D ZAMBA CORP COM 98888110 3 1151 SH SHARED 05 1151 D ZI CORP COM 98891810 34 4353 SH SHARED 05 4353 D ZANY BRAINY INC COM 98906Q10 2 5000 SH SHARED 05 5000 D ZAPATA CORP 620 98907050 0 200 SH SHR/OTHR 01 200 D ZAPATA CORP ST 98907050 9 6000 SH SHARED 04 6000 D ZAPME CORP COM 98912E10 4 8158 SH SHARED 04 8158 D ZEBRA TECHNOLOGIES CORP CL A 98920710 19 469 SH SHARED 04 469 D ZEBRA TECHNOLOGIES CORP CL A 98920710 2163 53031 SH SHARED 01 53031 D ZEBRA TECHNOLOGIES CORP CL A 98920710 11 275 SH SHR/OTHR 01 275 D ZEBRA TECHNOLOGIES CORP CL A 98920710 401 9834 SH SHARED 04 9834 D ZENITH NATL INS CORP COM 98939010 370 12600 SH SHARED 01 12600 D ZENITH NATL INS CORP COM 98939010 102 3480 SH SHARED 04 3480 D ZEROPLUS COM INC COM 98949Y10 0 473 SH SHARED 04 473 D ZILA INC COM PAR $0.01 98951320 0 284 SH SHARED 04 284 D ZILA INC COM PAR $0.01 98951320 26 13000 SH SHARED 01 6500 6500 D ZILA INC COM PAR $0.01 98951320 2 1000 SH SHARED 02 1000 D ZINDART LTD SPONSORED ADR 98959710 1 656 SH SHARED 02 656 D ZIONS BANCORPORATION COM 98970110 11 184 SH SHARED 02 184 D ZIONS BANCORPORATION COM 98970110 8020 128452 SH SHARED 01 128352 100 D ZIONS BANCORPORATION COM 98970110 62 1000 SH SHR/OTHR 01 1000 D ZIONS BANCORPORATION COM 98970110 575 9221 SH SHARED 02 9221 D ZIONS BANCORPORATION COM 98970110 4008 64200 SH SHARED 04 64200 D ZIONS BANCORPORATION COM 98970110 824 13200 SH SHARED 05 13200 D ZIXIT CORP COM 98974P10 89 10209 SH SHARED 05 10209 D ZIXIT CORP COM 98974P10 272 31111 SH SHARED 01 31111 D ZIXIT CORP COM 98974P10 128 14700 SH SHARED 02 13700 1000 D ZIXIT CORP COM 98974P10 56 6480 SH SHARED 04 6480 D ZORAN CORP COM 98975F10 7 484 SH SHARED 04 484 D ZORAN CORP COM 98975F10 697 45000 SH SHARED 01 45000 D ZORAN CORP COM 98975F10 306 19806 SH SHARED 04 19806 D ZONAGEN INC COM 98975L10 16 6202 SH SHARED 04 6202 D ZOLTEK COS INC COM 98975W10 3 1204 SH SHARED 04 1204 D ZOOM TELEPHONICS INC COM 98976E10 0 81 SH SHARED 04 81 D ZWEIG FD COM 98983410 49 5000 SH SHARED 02 5000 D ZYGO CORP COM 98985510 641 22693 SH SHARED 01 22693 D ZYGO CORP COM 98985510 721 25500 SH SHARED 02 4500 21000 D ZYGO CORP COM 98985510 141 5011 SH SHARED 04 5011 D ZYMETX INC COM 98985910 15 11525 SH SHARED 04 11525 D ZOLL MED CORP COM 98992210 1434 40900 SH SHARED 01 40900 D ZOLL MED CORP COM 98992210 117 3360 SH SHARED 04 3360 D ZOMAX INC MINN COM 98992910 13 2853 SH SHARED 04 2853 D ZOMAX INC MINN COM 98992910 207 45456 SH SHARED 01 45456 D ZOMAX INC MINN COM 98992910 2 500 SH SHARED 02 500 D ZOMAX INC MINN COM 98992910 204 44778 SH SHARED 04 44778 D IMC GLOBAL INC COM 99999999 74 4775 SH SHARED 01 4775 S REPORT SUMMARY 13812 DATA RECORDS 163170061 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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