TAUNUS CORP
13F-HR, 1999-11-15
Previous: STRATABASE COM, 424B1, 1999-11-15
Next: BALLYNAGEE ACQUISITION CORP, NT 10-Q, 1999-11-15



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


                       FORM 13F


                 FORM 13F COVER PAGE


Report for the Calendar Year or Quarter Ended: September 30, 1999


Check here if Amendment { }; Amendment Number:
This Amendment (Check only one.): { } is a restatement.
                                  { } adds new holdings entries.
<PAGE>
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:         Vice President
Phone:         212-250-4599
Signature, Place, and Date of Signing:


     Damian Reitemeyer       New York, New York    November 12, 1999


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.


<PAGE>
FORM 13F SUMMARY PAGE


Report Summary:


Number of Other Included Managers:                  5


Form 13F Information Table Entry Total:         11844


Form 13F Information Table Value Total:     195482346


List of Other Included Managers:

Bankers Trust Company                           01
BT Alex. Brown Incorporated                     02
Investment Company Capital Corporation          03
Deutsche Bank Securities Inc.                   04
EA Strategies                                   05

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 TAUNUS 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.
<TABLE>
                                                             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
                                 <C>                                              <C>
D LERNOUT & HAUSPIE SPEECH PRODS COM              B5628B104        1       56 SH      SHARED      02                              56
D LERNOUT & HAUSPIE SPEECH PRODS COM              B5628B104     2884    82700 SH      SHARED      04         82700
D DAIMLERCHRYSLER AG             ORD              D1668R123      305     4397 SH      SHARED      02          1822              2575
D DAIMLERCHRYSLER AG             ORD              D1668R123     7735   111400 SH      SHARED      04        111400
D ACE LTD                        ORD              G0070K103        1      100 SH      SHARED                   100
D ACE LTD                        ORD              G0070K103      498    29407 SH      SHARED      02         16950             12457
D ACE LTD                        ORD              G0070K103     3482   205615 SH      SHARED      04        205615
D AMDOCS LTD                     ORD              G02602103       42     2000 SH      SHARED      01                            2000
D AMDOCS LTD                     ORD              G02602103      718    34200 SH      SHARED      02         34200
D AMDOCS LTD                     ORD              G02602103      336    16000 SH      SHARED      04         16000
D ANNUITY AND LIFE RE HLDGS      ORD              G03910109       17      700 SH      SHARED      02           700
D APEX SILVER MINES LTD          ORD              G04074103       44     3000 SH      SHARED      02          3000
D CORECOMM LTD                   ORD              G2422R109     3293   100000 SH      SHARED      04        100000
D FRUIT OF THE LOOM LTD          ORD CL A         G3682L105       14     4200 SH      SHARED      02          4000               200
D FRUIT OF THE LOOM LTD          ORD CL A         G3682L105      410   119300 SH      SHARED      04        119300
D GEMSTAR INTL GROUP LTD         ORD              G3788V106    25504   326460 SH      SHARED      02        292200             34260
D GEMSTAR INTL GROUP LTD         ORD              G3788V106       82     1055 SH      SHARED      04          1055
D GLOBAL CROSSING LTD            COM              G3921A100      442    16695 SH      SHARED                 16695
D GLOBAL CROSSING LTD            COM              G3921A100     1242    46873 SH      SHARED      02         30588             16285
D GLOBAL CROSSING LTD            COM              G3921A100    88938  3356178 SH      SHARED      04       3356178
D GLOBALSTAR TELECOMMUNICTNS LTD COM              G3930H104      652    28350 SH      SHARED      02         21900              6450
D GLOBALSTAR TELECOMMUNICTNS LTD COM              G3930H104      773    33619 SH      SHARED      04         33619
D ICO GLOBAL COMM HLDGS          ORD              G4705T109        3     1000 SH      SHARED      01                            1000
D IPC HLDGS LTD                  ORD              G4933P101      428    22850 SH      SHARED      02           600             22250
D IRIDIUM WORLD COMMUNICATIONS   CL A             G49398103       24     8000 SH      SHARED      02          8000
D LASALLE RE HLDGS LTD           ORD              G5383Q101      210    15200 SH      SHARED      02                           15200
D LORAL SPACE & COMMUNICATIONS   COM              G56462107        1      100 SH      SHARED                   100
D LORAL SPACE & COMMUNICATIONS   COM              G56462107      163     9520 SH      SHARED      02          4770              4750
D LORAL SPACE & COMMUNICATIONS   COM              G56462107      412    24000 SH      SHARED      04         24000
D MIH LTD                        CL A             G6116R101       86     3000 SH      SHARED      02          3000
D NORDIC AMERICAN TANKER SHIPPNG COM              G65773106     3303   275322 SH      SHARED      04        275322
D PEAK INTL LTD                  ORD              G69586108      426    50000 SH      SHARED      04         50000
D RENAISSANCE RE HLDGS LTD       COM              G7496G103       48     1400 SH      SHARED      02                            1400
D SANTA FE INTL CORP             ORD              G7805C108     2518   116800 SH      SHARED      01        116800
D SANTA FE INTL CORP             ORD              G7805C108       32     1500 SH      SHARED      02          1500
D SANTA FE INTL CORP             ORD              G7805C108      804    37300 SH      SHARED      04         37300
D HILFIGER TOMMY CORP            ORD              G8915Z102       50     1800 SH      SHR/OTHR    01                   1800
D HILFIGER TOMMY CORP            ORD              G8915Z102      149     5300 SH      SHARED      02                            5300
D HILFIGER TOMMY CORP            ORD              G8915Z102     1048    37200 SH      SHARED      04         37200
D TRANSOCEAN OFFSHORE INC CAYMON ORD              G90076103      468    15300 SH      SHARED                 15300
D TRANSOCEAN OFFSHORE INC CAYMON ORD              G90076103       24      800 SH      SHARED      02                             800
D TRANSOCEAN OFFSHORE INC CAYMON ORD              G90076103    14966   488698 SH      SHARED      04        487448              1250
D TRITON ENERGY LTD              ORD              G90751101      140    10000 SH      SHARED                 10000
D TRITON ENERGY LTD              ORD              G90751101       42     3000 SH      SHARED      02                            3000
D TRITON ENERGY LTD              ORD              G90751101     1989   141511 SH      SHARED      04        141511
D XL CAP LTD                     CL A             G98255105       86     1922 SH      SHARED      02                            1922
D XL CAP LTD                     CL A             G98255105     1545    34350 SH      SHARED      04         34350
D OLICOM A/S                     WT EXP  091200   K7514Y123        0      645 SH      SHR/OTHR    01                    645
D CRONOS GROUP N V               ORD              L20708100        6     1500 SH      SHARED      02          1500
D MILLICOM INTL CELLULAR S A     ORD              L6388F102        5      200 SH      SHARED      02                             200
D STOLT COMEX SEAWAY SA          COM              L8873E103       33     3000 SH      SHARED      02          3000
D BACKWEB TECHNOLOGIES LTD       ORD              M15633106     1092    64250 SH      SHARED      02         64250
D CHECK POINT SOFTWARE TECH LTD  ORD              M22465104       16      200 SH      SHARED      04           200
D GALILEO TECHNOLOGY LTD         ORD              M47298100      125     5000 SH      SHARED                  5000
D GALILEO TECHNOLOGY LTD         ORD              M47298100     7765   310600 SH      SHARED      02        310600
D GALILEO TECHNOLOGY LTD         ORD              M47298100        0       13 SH      SHARED      04            13
D ISG INTL SOFTWARE GROUP LTD    ORD              M5733B104        0        5 SH      SHARED      02             5
D ORCKIT COMMUNICATIONS LTD      COM              M7531S107      622    17600 SH      SHARED      02         17600
D TARO PHARMACEUTICAL INDS LTD   ORD              M8737E108       30     2000 SH      SHARED      01                            2000
D ASM LITHOGRAPHY HLDG N V       N Y SHS          N07059111       53      800 SH      SHARED      04           800
D BAAN CO NV                     COM              N08044104        0        6 SH      SHARED      02             6
D BENCKISER N V                  CL B             N1251N108      279     4500 SH      SHARED      04          4500
D CORE LABORATORIES N V          COM              N22717107       37     2000 SH      SHARED      02          1000              1000
D CORE LABORATORIES N V          COM              N22717107      603    32200 SH      SHARED      04         32200
D MADGE NETWORKS N V             ORD SHS          N5424G106        0      343 SH      SHARED      02           343
D NEW HOLLAND N V                ORD              N62648105      288    18000 SH      SHARED      04         18000
D ORTHOFIX INTL N V              COM              N6748L102       68     5000 SH      SHARED      02          3000              2000
D ORTHOFIX INTL N V              COM              N6748L102       81     5951 SH      SHARED      04          5951
D BANCO LATINOAMERICANO DE EXPO  CL E             P16994132       11      500 SH      SHARED      02                             500
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103      472    10500 SH      SHARED      02         10000               500
D CREATIVE TECHNOLOGY LTD        ORD              Y1775U107      297    28000 SH      SHARED      02         28000
D FLEXTRONICS INTL LTD           ORD              Y2573F102     1012    17400 SH      SHARED                 17400
D FLEXTRONICS INTL LTD           ORD              Y2573F102      157     2700 SH      SHARED      02          2700
D FLEXTRONICS INTL LTD           ORD              Y2573F102        5      100 SH      SHARED      04           100
D PACIFIC INTERNET LTD           ORD              Y66183107      505    15800 SH      SHARED      02         15800
D AAR CORP                       COM              000361105     4207   233744 SH      SHARED      01        161325             72419
D AAR CORP                       COM              000361105       12      675 SH      SHARED      02                             675
D AAR CORP                       COM              000361105       45     2500 SH      SHARED      04          2500
D ABC-NACO INC                   COM              000752105      495    35100 SH      SHARED      01         35100
D ABC-NACO INC                   COM              000752105       14     1000 SH      SHARED      02          1000
D ABC-NACO INC                   COM              000752105       24     1700 SH      SHARED      04          1700
D A B WATLEY GROUP INC           COM              000788109        4      380 SH      SHARED      02           380
D A C MOORE ARTS & CRAFTS INC    COM              00086T103        8     2000 SH      SHARED      02          2000
D A C MOORE ARTS & CRAFTS INC    COM              00086T103        1      286 SH      SHARED      04           286
D ACSYS INC                      COM              00087X103       26    10000 SH      SHARED      02                           10000
D ACTV INC                       COM              00088E104     7022   503900 SH      SHARED      01        143200            360700
D ACTV INC                       COM              00088E104       27     2000 SH      SHARED      02          2000
D ACTV INC                       COM              00088E104       37     2700 SH      SHARED      04          2700
D A D A M SOFTWARE INC           COM              00088F101        7      700 SH      SHARED      01           700
D A D C TELECOMMUNICATIONS       COM              000886101      121     2900 SH      SHARED                  2900
D A D C TELECOMMUNICATIONS       COM              000886101    83166  1983132 SH      SHARED      01       1665900            317232
D A D C TELECOMMUNICATIONS       COM              000886101     4801   114500 SH      SHARED      04        114500
D ADE CORP MASS                  COM              00089C107        3      257 SH      SHARED      04           257
D ACM GOVT INCOME FD INC         COM              000912105       27     3400 SH      SHARED      04          3400
D ABN AMRO HLDG NV               SPONSORED ADR    000937102        0       10 SH      SHARED      02            10
D ABN AMRO HLDG NV               SPONSORED ADR    000937102       67     3000 SH      SHARED      04          3000
D AFC CABLE SYS INC              COM              000950105     1318    31025 SH      SHARED      01         31025
D AFC CABLE SYS INC              COM              000950105     1092    25700 SH      SHARED      04         25700
D ABM INDS INC                   COM              000957100     5283   208200 SH      SHARED      01         96900            111300
D ABM INDS INC                   COM              000957100       43     1700 SH      SHARED      04          1700
D ACT MFG INC                    COM              000973107        5      200 SH      SHARED      02           200
D ACT NETWORKS INC               COM              000975102      104    11900 SH      SHARED      01          9800              2100
D ACT NETWORKS INC               COM              000975102        7      900 SH      SHARED      04           900
D AEP INDS INC                   COM              001031103      107     2900 SH      SHARED      01          2900
D AEP INDS INC                   COM              001031103       14      400 SH      SHARED      04           400
D AFLAC INC                      COM              001055102      590    14100 SH      SHARED                 14100
D AFLAC INC                      COM              001055102   166824  3983859 SH      SHARED      01       3357165            626694
D AFLAC INC                      COM              001055102       12      300 SH      SHR/OTHR    01                             300
D AFLAC INC                      COM              001055102     1265    30228 SH      SHARED      02          2400             27828
D AFLAC INC                      COM              001055102     8722   208300 SH      SHARED      04        208300
D AGCO CORP                      COM              001084102       87     6700 SH      SHARED                  6700
D AGCO CORP                      COM              001084102     6246   480500 SH      SHARED      01        260600            219900
D AGCO CORP                      COM              001084102      167    12900 SH      SHARED      02          1500             11400
D AGCO CORP                      COM              001084102      786    60500 SH      SHARED      04         60500
D AGL RES INC                    COM              001204106       94     5800 SH      SHARED                  5800
D AGL RES INC                    COM              001204106     7571   465950 SH      SHARED      01        242478            223472
D AGL RES INC                    COM              001204106     1405    86500 SH      SHARED      04         86500
D AHL SVCS INC                   COM              001296102      586    22500 SH      SHARED      01         22500
D AHL SVCS INC                   COM              001296102      299    11500 SH      SHARED      02         11500
D AHL SVCS INC                   COM              001296102     3506   134550 SH      SHARED      03        134550
D AHL SVCS INC                   COM              001296102       21      811 SH      SHARED      04           811
D AES CORP                       JR SBDB CV4.5%05 00130HAN5     1962  2000000 PRN     SHARED      01       2000000
D AES CORP                       COM              00130H105       14      250 SH      SHR/OTHR    01                    250
D AES CORP                       COM              00130H105      236     4000 SH      SHARED                  4000
D AES CORP                       COM              00130H105   145558  2467096 SH      SHARED      01       2227396            239700
D AES CORP                       COM              00130H105     1384    23465 SH      SHARED      02          6450             17015
D AES CORP                       COM              00130H105    17565   297725 SH      SHARED      04        297050               675
D AES CORP                       WT EXP  073100   00130H113     3998    44550 SH      SHARED      04         44550
D AHT CORP                       COM              00130R103       20     7200 SH      SHARED      01          7200
D AK STL HLDG CORP               COM              001547108      109     6000 SH      SHARED                  6000
D AK STL HLDG CORP               COM              001547108     9283   508700 SH      SHARED      01        254200            254500
D AK STL HLDG CORP               COM              001547108     2242   122900 SH      SHARED      04        122900
D AMB PROPERTY CORP              COM              00163T109     8142   384300 SH      SHARED      01        143000            241300
D AMB PROPERTY CORP              COM              00163T109      438    20690 SH      SHARED      02         17140              3550
D AMB PROPERTY CORP              COM              00163T109      432    20400 SH      SHARED      04         20400
D AMC ENTMT INC                  COM              001669100      763    54800 SH      SHARED      01         54800
D AMC ENTMT INC                  COM              001669100        6      500 SH      SHARED      02           500
D AMC ENTMT INC                  COM              001669100       22     1600 SH      SHARED      04          1600
D AMFM INC                       COM              001693100     1136    18700 SH      SHARED                 18700
D AMFM INC                       COM              001693100    56751   934179 SH      SHARED      01        423982            510197
D AMFM INC                       COM              001693100     1620    26673 SH      SHARED      02         14363             12310
D AMFM INC                       COM              001693100     1506    24800 SH      SHARED      04         24800
D AMFM INC                       PFD CONV 7%      001693209   103245   636338 SH      SHARED      04        636338
D AMLI RESIDENTIAL PPTYS TR      SH BEN INT       001735109     1131    53900 SH      SHARED      01         53900
D AMLI RESIDENTIAL PPTYS TR      SH BEN INT       001735109      102     4900 SH      SHARED      04          4900
D AMR CORP                       COM              001765106   130293  2390701 SH      SHARED      01       1995283            395418
D AMR CORP                       COM              001765106      261     4800 SH      SHR/OTHR    01                    430     4370
D AMR CORP                       COM              001765106     7259   133200 SH      SHARED      04        133200
D APAC CUSTOMER SERVICES INC     COM              00185E106       43    10400 SH      SHARED      01         10400
D ANB CORP                       COM              001926104     1049    30700 SH      SHARED      04         30700
D ATI TECHNOLOGIES INC           COM              001941103       11     1000 SH      SHARED      02          1000
D AT&T CORP                      COM              001957109       71     1633 SH      SHARED      02          1446               187
D AT&T CORP                      COM              001957109       43     1000 SH      SHR/OTHR    02                   1000
D AT&T CORP                      COM              001957109     9811   225556 SH      SHARED                225556
D AT&T CORP                      COM              001957109  2052939 47194009 SH      SHARED      01      39409821           7784188
D AT&T CORP                      COM              001957109    20499   471242 SH      SHR/OTHR    01                 296478   174764
D AT&T CORP                      COM              001957109    12135   278983 SH      SHARED      02        107226            171757
D AT&T CORP                      COM              001957109   246480  5666207 SH      SHARED      04       5666132                75
D AT&T CORP                      COM LIB GRP A    001957208      850    22800 SH      SHARED                 22800
D AT&T CORP                      COM LIB GRP A    001957208   251285  6734710 SH      SHARED      01       2894312           3840398
D AT&T CORP                      COM LIB GRP A    001957208      701    18790 SH      SHR/OTHR    01                  16600     2190
D AT&T CORP                      COM LIB GRP A    001957208     1351    36213 SH      SHARED      02         10004             26209
D AT&T CORP                      COM LIB GRP A    001957208     1332    35700 SH      SHARED      04         35700
D AT&T CORP                      COM LIB GRP B    001957307       38      974 SH      SHARED      01           974
D A S V INC                      COM              001963107        6      450 SH      SHARED      01           450
D A S V INC                      COM              001963107       14     1000 SH      SHARED      04          1000
D APT SATELLITE HOLDINGS LTD     SPONSORED ADR    00203R105       20     4500 SH      SHARED      02          4500
D ASA LTD                        COM              002050102        6      300 SH      SHARED      01           300
D ASA LTD                        COM              002050102        2      100 SH      SHR/OTHR    01                             100
D ASA LTD                        COM              002050102        9      450 SH      SHARED      02                             450
D ATEC GROUP INC                 COM NEW          00206X604       13     6200 SH      SHARED      01          6200
D ATMI INC                       COM              00207R101     4645   124500 SH      SHARED      01        123900               600
D ATMI INC                       COM              00207R101     4581   122800 SH      SHARED      03        122800
D ATMI INC                       COM              00207R101       59     1600 SH      SHARED      04          1600
D ATS MED INC                    COM              002083103        2      300 SH      SHARED      01           300
D AVT CORP                       COM              002420107     1166    38100 SH      SHARED      01         35600              2500
D AVT CORP                       COM              002420107       30     1000 SH      SHARED      04          1000
D AVX CORP NEW                   COM              002444107     1746    49729 SH      SHARED      01         48529              1200
D AVX CORP NEW                   COM              002444107       35     1000 SH      SHARED      02          1000
D AVX CORP NEW                   COM              002444107      799    22752 SH      SHARED      04         22752
D AXA FINL INC                   COM              002451102    36226   649088 SH      SHARED      01        358168            290920
D AXA FINL INC                   COM              002451102      476     8546 SH      SHR/OTHR    01                   2404     6142
D AXA FINL INC                   COM              002451102        3       59 SH      SHARED      02                              59
D AXA FINL INC                   COM              002451102    24043   430800 SH      SHARED      04        430800
D AAMES FINL CORP                COM              00253A101        3     4725 SH      SHARED      01          4725
D AARON RENTS INC                COM              002535201      796    46200 SH      SHARED      01         40800              5400
D AARON RENTS INC                COM              002535201       18     1050 SH      SHARED      02                            1050
D AARON RENTS INC                COM              002535201       27     1600 SH      SHARED      04          1600
D AARON RENTS INC                CL A             002535300        8      600 SH      SHARED      01           600
D AARON RENTS INC                CL A             002535300        2      200 SH      SHARED      02                             200
D AAVID THERMAL TECHNOLOGIES INC COM              002539104      618    27400 SH      SHARED      01         27200               200
D AAVID THERMAL TECHNOLOGIES INC COM              002539104       20      900 SH      SHARED      04           900
D ABACUS DIRECT CORP             COM              002553105     3841    31520 SH      SHARED      01         31520
D ABACUS DIRECT CORP             COM              002553105      109      900 SH      SHARED      04           900
D ABBOTT LABS                    COM              002824100      245     6701 SH      SHARED                  6701
D ABBOTT LABS                    COM              002824100   844712 23024851 SH      SHARED      01      19418042     1800  3605009
D ABBOTT LABS                    COM              002824100    34534   941328 SH      SHR/OTHR    01                 488999   452329
D ABBOTT LABS                    COM              002824100     5534   150869 SH      SHARED      02         42000            108869
D ABBOTT LABS                    COM              002824100   131273  3578211 SH      SHARED      04       3578211
D ABERCROMBIE & FITCH CO         CL A             002896207     1486    43646 SH      SHARED                 43646
D ABERCROMBIE & FITCH CO         CL A             002896207    24484   718826 SH      SHARED      01        356059            362767
D ABERCROMBIE & FITCH CO         CL A             002896207      211     6200 SH      SHARED      02          6000               200
D ABERCROMBIE & FITCH CO         CL A             002896207     5889   172915 SH      SHARED      04        172115               800
D ABGENIX INC                    COM              00339B107     3240    82700 SH      SHARED      01         23900             58800
D ABGENIX INC                    COM              00339B107       31      800 SH      SHARED      04           800
D ABIGAIL ADAMS NATL BANCORP INC COM              003390101      109     8575 SH      SHARED      01          8575
D ABINGTON BANCORP INC NEW       COM              00350P100       14     1200 SH      SHARED      01          1200
D ABIOMED INC                    COM              003654100      136     8800 SH      SHARED      01          8800
D ABLE TELCOM HLDG CORP          COM NEW          003712304       52     5700 SH      SHARED      01          5700
D ABOUT COM INC                  COM              003736105     6650   117700 SH      SHARED      01          2100            115600
D ABOUT COM INC                  COM              003736105        7      130 SH      SHARED      02           130
D ABOUT COM INC                  COM              003736105       16      300 SH      SHARED      04           300
D ACACIA RESH CORP               COM              003881109      229    14200 SH      SHARED      01         14200
D ABITIBI-CONSOLIDATED INC       COM              003924107       19     1600 SH      SHARED                  1600
D ABITIBI-CONSOLIDATED INC       COM              003924107      114     9500 SH      SHARED      01          9500
D ABITIBI-CONSOLIDATED INC       COM              003924107      147    12200 SH      SHARED      04         12200
D ACADIA RLTY TR                 COM SH BEN INT   004239109       16     3600 SH      SHARED      01          3600
D ACCEPTANCE INS COS INC         COM              004308102      563    44600 SH      SHARED      01         44600
D ACCEPTANCE INS COS INC         COM              004308102       13     1100 SH      SHARED      04          1100
D ACCESS ANYTIME BANCORP         COM              00431F105       29     3500 SH      SHARED      01          3500
D ACCLAIM ENTMT INC              COM PAR $0.02    004325205     3842   505930 SH      SHARED      01        155430            350500
D ACCLAIM ENTMT INC              COM PAR $0.02    004325205      836   110100 SH      SHARED      02        110100
D ACCLAIM ENTMT INC              COM PAR $0.02    004325205       34     4484 SH      SHARED      04          4484
D ACCREDO HEALTH INC             COM              00437V104     1449    46000 SH      SHARED      01         44700              1300
D ACCREDO HEALTH INC             COM              00437V104        9      300 SH      SHARED      04           300
D ACETO CORP                     COM              004446100        4      396 SH      SHARED      01           396
D ACKERLEY GROUP INC             COM              004527107      843    68500 SH      SHARED      01         68500
D ACKERLEY GROUP INC             COM              004527107       12     1000 SH      SHARED      04          1000
D ACMAT CORP                     CL A             004616207        0      100 SH      SHARED      01           100
D ACME ELEC CORP                 COM              004644100       23     4000 SH      SHARED      01          4000
D ACNIELSEN CORP                 COM              004833109      131     5800 SH      SHARED                  5800
D ACNIELSEN CORP                 COM              004833109    11409   502901 SH      SHARED      01        224522            278379
D ACNIELSEN CORP                 COM              004833109      133     5901 SH      SHR/OTHR    01                    133     5768
D ACNIELSEN CORP                 COM              004833109        3      166 SH      SHARED      02                             166
D ACNIELSEN CORP                 COM              004833109     1377    60700 SH      SHARED      04         60700
D ACTIVISION INC NEW             COM NEW          004930202     1069    60700 SH      SHARED      01         60700
D ACTIVISION INC NEW             COM NEW          004930202        0        1 SH      SHARED      02             1
D ACTIVISION INC NEW             COM NEW          004930202      282    16000 SH      SHARED      04         16000
D ACTRADE INTL LTD               COM              004931101        8      600 SH      SHARED      01           600
D ACTION PERFORMANCE COS INC     COM              004933107     1046    49700 SH      SHARED      01         49700
D ACTION PERFORMANCE COS INC     COM              004933107       27     1300 SH      SHARED      04          1300
D ACTEL CORP                     COM              004934105     4615   242903 SH      SHARED      01         85900            157003
D ACTEL CORP                     COM              004934105       38     2000 SH      SHARED      02          2000
D ACTEL CORP                     COM              004934105       36     1900 SH      SHARED      04          1900
D ACRES GAMING INC               COM              004936100       20    13700 SH      SHARED      01         13700
D ACTIVE VOICE CORP              COM              004938106      152     9700 SH      SHARED      01          9700
D ACTIVE VOICE CORP              COM              004938106      587    37300 SH      SHARED      02         37300
D ACTIVE SOFTWARE INC            COM              00504E100        7      300 SH      SHARED      02           300
D ACTIVE APPAREL GROUP INC       COM              00504P105        1      500 SH      SHARED      01           500
D ACTUATE CORP                   COM              00508B102      921    27200 SH      SHARED      01         26500               700
D ACTUATE CORP                   COM              00508B102      157     4655 SH      SHARED      02          4655
D ACTUATE CORP                   COM              00508B102       37     1100 SH      SHARED      04          1100
D ACUSON CORP                    COM              005113105       35     2800 SH      SHARED                  2800
D ACUSON CORP                    COM              005113105     4332   339818 SH      SHARED      01        100778            239040
D ACUSON CORP                    COM              005113105      197    15500 SH      SHARED      04         15500
D ACX TECHNOLOGIES INC           COM              005123104     2787   293397 SH      SHARED      01         65061            228336
D ACX TECHNOLOGIES INC           COM              005123104        3      396 SH      SHARED      02           132               264
D ACX TECHNOLOGIES INC           COM              005123104       11     1200 SH      SHARED      04          1200
D ACXIOM CORP                    COM              005125109     9993   508400 SH      SHARED      01        209460            298940
D ACXIOM CORP                    COM              005125109    33426  1700600 SH      SHARED      04       1700600
D ADAC LABS                      COM NEW          005313200       38     3933 SH      SHARED      01          3933
D ADAMS EXPRESS CO               COM              006212104        0        6 SH      SHARED      02                               6
D ADAMS RES & ENERGY INC         COM NEW          006351308       17     2000 SH      SHARED      02                            2000
D ADAPTIVE BROADBAND CORP        SB NT CV 5.25%03 00650MAA2      585   500000 PRN     SHARED      04        500000
D ADAPTIVE BROADBAND CORP        COM              00650M104     7191   214665 SH      SHARED      01         76320            138345
D ADAPTIVE BROADBAND CORP        COM              00650M104       23      700 SH      SHARED      02                             700
D ADAPTIVE BROADBAND CORP        COM              00650M104     3664   109400 SH      SHARED      04        109400
D ADAPTEC INC                    COM              00651F108       87     2200 SH      SHARED                  2200
D ADAPTEC INC                    COM              00651F108    29639   746841 SH      SHARED      01        456261            290580
D ADAPTEC INC                    COM              00651F108     1056    26620 SH      SHARED      02          1620             25000
D ADAPTEC INC                    COM              00651F108    23341   588130 SH      SHARED      04        588130
D ADECCO SA                      SPONSORED ADR    006754105       54      800 SH      SHARED      01           800
D ADELPHIA COMMUNICATIONS CORP   CL A             006848105     1029    17500 SH      SHARED                 17500
D ADELPHIA COMMUNICATIONS CORP   CL A             006848105    13876   235950 SH      SHARED      01         73500            162450
D ADELPHIA COMMUNICATIONS CORP   CL A             006848105      158     2700 SH      SHARED      02          2700
D ADELPHIA COMMUNICATIONS CORP   CL A             006848105      885    15058 SH      SHARED      04         15058
D ADFORCE INC                    COM              006867105      152     6000 SH      SHARED                  6000
D ADFORCE INC                    COM              006867105     6336   249700 SH      SHARED      01         48500            201200
D ADFORCE INC                    COM              006867105        7      300 SH      SHARED      04           300
D ADMINISTAFF INC                COM              007094105      160    10100 SH      SHARED      01          8200              1900
D ADMINISTAFF INC                COM              007094105       14      900 SH      SHARED      04           900
D ADOBE SYS INC                  COM              00724F101      272     2400 SH      SHARED                  2400
D ADOBE SYS INC                  COM              00724F101   104802   923369 SH      SHARED      01        788370            134999
D ADOBE SYS INC                  COM              00724F101      234     2070 SH      SHR/OTHR    01                   1260      810
D ADOBE SYS INC                  COM              00724F101      439     3870 SH      SHARED      02          2220              1650
D ADOBE SYS INC                  COM              00724F101     7287    64211 SH      SHARED      04         64211
D ADTRAN INC                     COM              00738A106      164     4300 SH      SHARED                  4300
D ADTRAN INC                     COM              00738A106     4425   115500 SH      SHARED      01        103300             12200
D ADTRAN INC                     COM              00738A106       19      500 SH      SHARED      02                             500
D ADTRAN INC                     COM              00738A106      858    22400 SH      SHARED      04         22400
D ADVANCE PARADIGM INC           COM              007491103     1489    27200 SH      SHARED      01         27200
D ADVANCE PARADIGM INC           COM              007491103       49      900 SH      SHARED      04           900
D ADVANCED AERODYNAMICS&STRUCTUR CL A             00750B107       28    12400 SH      SHARED      01         12400
D ADVANCED COMMUNICATION SYSTEMS COM              00750X109        6      500 SH      SHARED      01           500
D ADVANCED COMMUNICATIONS GROUP  COM              00751B106      124    15600 SH      SHARED      01         11500              4100
D ADVANCED COMMUNICATIONS GROUP  COM              00751B106       10     1300 SH      SHARED      02                            1300
D ADVANCED COMMUNICATIONS GROUP  COM              00751B106        8     1100 SH      SHARED      04          1100
D ADVANCED DIGITAL INFORMATION   COM              007525108     1885    67800 SH      SHARED      01         67800
D ADVANCED DIGITAL INFORMATION   COM              007525108      417    15000 SH      SHARED      02         15000
D ADVANCED DIGITAL INFORMATION   COM              007525108       52     1900 SH      SHARED      04          1900
D ADVANCED LTG TECHNOLOGIES      COM              00753C102       22     3200 SH      SHARED      01          3200
D ADVANCED LTG TECHNOLOGIES      COM              00753C102     1383   197600 SH      SHARED      03        197600
D ADVANCED MARKETING SVCS INC    COM              00753T105      213    10800 SH      SHARED      01         10800
D ADVANCED MARKETING SVCS INC    COM              00753T105       19     1000 SH      SHARED      02                            1000
D ADVANCED FIBRE COMMUNICATIONS  COM              00754A105     9307   418300 SH      SHARED      01        201900            216400
D ADVANCED FIBRE COMMUNICATIONS  COM              00754A105      224    10100 SH      SHARED      02         10100
D ADVANCED FIBRE COMMUNICATIONS  COM              00754A105      146     6600 SH      SHARED      04          6600
D ADVANCED RADIO TELECOM CORP    COM              00754U101     3420   270900 SH      SHARED      01         87200            183700
D ADVANCED RADIO TELECOM CORP    COM              00754U101      138    11000 SH      SHARED      02         11000
D ADVANCED RADIO TELECOM CORP    COM              00754U101       27     2200 SH      SHARED      04          2200
D ADVANCED TECHNICAL PRODS INC   COM              007548100      147    10900 SH      SHARED      01         10900
D ADVANCED TISSUE SCIENCES INC   COM              00755F103       25     8400 SH      SHARED      01          8400
D ADVANCED TISSUE SCIENCES INC   COM              00755F103       35    11625 SH      SHARED      02         11625
D ADVEST GROUP INC               COM              007566102      341    18700 SH      SHARED      01         15100              3600
D ADVEST GROUP INC               COM              007566102       12      700 SH      SHARED      04           700
D ADVANTAGE LEARNING SYSTEMS     COM              00757K100      433    23300 SH      SHARED      01         23300
D ADVANTAGE LEARNING SYSTEMS     COM              00757K100       16      900 SH      SHARED      04           900
D ADVANCED NEUROMODULATION SYS   COM              00757T101        0      100 SH      SHARED      01           100
D ADVANTICA RESTAURANT GROUP INC COM              00758B109      210    69300 SH      SHARED      01         63800              5500
D ADVANTICA RESTAURANT GROUP INC COM              00758B109        9     3000 SH      SHARED      04          3000
D ADVO INC                       COM              007585102     4113   206349 SH      SHARED      01         99962            106387
D ADVO INC                       COM              007585102      271    13600 SH      SHARED      04         13600
D AEGIS COMMUNICATIONS GROUP INC COM              00760B105       13    26600 SH      SHARED      01         26600
D AEGIS RLTY INC                 COM              00760P104       16     1800 SH      SHARED      01          1800
D AERIAL COMMUNICATIONS INC      COM              007655103     1451    53500 SH      SHARED      01         53500
D AERIAL COMMUNICATIONS INC      COM              007655103      135     5000 SH      SHR/OTHR    01                   5000
D AERIAL COMMUNICATIONS INC      COM              007655103       32     1181 SH      SHARED      04          1181
D AEROFLEX INC                   COM              007768104      343    28200 SH      SHARED      01         28200
D AEROFLEX INC                   COM              007768104       19     1600 SH      SHARED      04          1600
D ADVANCED MICRO DEVICES INC     COM              007903107       37     2200 SH      SHARED                  2200
D ADVANCED MICRO DEVICES INC     COM              007903107    36398  2117766 SH      SHARED      01       1781116            336650
D ADVANCED MICRO DEVICES INC     COM              007903107     3193   185800 SH      SHARED      02        184600              1200
D ADVANCED MICRO DEVICES INC     COM              007903107     7330   426491 SH      SHARED      04        426491
D AEGON N V                      ORD AMER REG     007924103     6574    76003 SH      SHARED      01         70200              5803
D AEGON N V                      ORD AMER REG     007924103     1400    16189 SH      SHR/OTHR    01                  14753     1436
D AEGON N V                      ORD AMER REG     007924103       39      456 SH      SHARED      02                             456
D AEGON N V                      ORD AMER REG     007924103    12494   144446 SH      SHARED      04        144446
D ADVANTA CORP                   CL A             007942105     2846   194620 SH      SHARED      01         74379            120241
D ADVANTA CORP                   CL A             007942105        4      276 SH      SHARED      02           276
D ADVANTA CORP                   CL A             007942105       24     1700 SH      SHARED      04          1700
D ADVANTA CORP                   CL B             007942204        4      353 SH      SHARED      01           353
D ADVANTA CORP                   CL B             007942204    12659  1077411 SH      SHARED      04       1077411
D ADVANCED ENERGY INDS           COM              007973100      833    27000 SH      SHARED      01         26600               400
D ADVANCED ENERGY INDS           COM              007973100       30     1000 SH      SHARED      04          1000
D ADVENT SOFTWARE INC            COM              007974108     2004    32200 SH      SHARED      01         31600               600
D ADVENT SOFTWARE INC            COM              007974108       74     1200 SH      SHARED      04          1200
D AETNA INC                      COM              008117103   103499  2101510 SH      SHARED      01       1765027            336483
D AETNA INC                      COM              008117103      608    12351 SH      SHR/OTHR    01                  10951     1400
D AETNA INC                      COM              008117103      140     2859 SH      SHARED      02           850              2009
D AETNA INC                      COM              008117103     8490   172400 SH      SHARED      04        172400
D AFFILIATED COMPUTER SERVICES   SB NT CV    4%05 008190AD2     6234  5503000 PRN     SHARED      04       5503000
D AFFILIATED COMPUTER SERVICES   CL A             008190100      195     4800 SH      SHARED                  4800
D AFFILIATED COMPUTER SERVICES   CL A             008190100    15307   376800 SH      SHARED      01        155100            221700
D AFFILIATED COMPUTER SERVICES   CL A             008190100     1052    25900 SH      SHARED      04         25900
D AFFILIATED MANAGERS GROUP      COM              008252108     1635    60000 SH      SHARED      01         57000              3000
D AFFILIATED MANAGERS GROUP      COM              008252108      240     8839 SH      SHARED      02                            8839
D AFFILIATED MANAGERS GROUP      COM              008252108       81     3000 SH      SHARED      04          3000
D AFFYMETRIX INC                 COM              00826T108    14243   144700 SH      SHARED      01         55400             89300
D AFFYMETRIX INC                 COM              00826T108      669     6800 SH      SHARED      02          1000              5800
D AFFYMETRIX INC                 COM              00826T108      147     1500 SH      SHARED      04          1500
D AFTERMARKET TECHNOLOGY CORP    COM              008318107      653    62271 SH      SHARED      01         62271
D AFTERMARKET TECHNOLOGY CORP    COM              008318107       19     1900 SH      SHARED      04          1900
D AG CHEM EQUIP INC              COM              008363103       19     2000 SH      SHARED      02          2000
D AGILE SOFTWARE CORP DEL        COM              00846X105      128     2000 SH      SHARED                  2000
D AGILE SOFTWARE CORP DEL        COM              00846X105       84     1325 SH      SHARED      02          1125               200
D AGILE SOFTWARE CORP DEL        COM              00846X105        0       12 SH      SHARED      04            12
D AGNICO EAGLE MINES LTD         COM              008474108       51     6600 SH      SHARED      01          6600
D AGRIBRANDS INTL INC            COM              00849R105     4099    82608 SH      SHARED      01         50606             32002
D AGRIBRANDS INTL INC            COM              00849R105        8      162 SH      SHR/OTHR    01                    132       30
D AGRIBRANDS INTL INC            COM              00849R105        7      146 SH      SHARED      02           106                40
D AGRIBRANDS INTL INC            COM              00849R105       44      900 SH      SHARED      04           900
D AGREE REALTY CORP              COM              008492100       11      700 SH      SHARED      01           700
D AGRIBIOTECH INC NEV            COM              008494106     1378   339400 SH      SHARED      01        132600            206800
D AGRIBIOTECH INC NEV            COM              008494106        5     1250 SH      SHARED      02                            1250
D AGRIBIOTECH INC NEV            COM              008494106       13     3300 SH      SHARED      04          3300
D AGRIUM INC                     COM              008916108      106    10700 SH      SHARED      01         10700
D AIR EXPRESS INTL CORP          COM              009104100     4374   192836 SH      SHARED      01        159475             33361
D AIR EXPRESS INTL CORP          COM              009104100       63     2800 SH      SHARED      04          2800
D AIR PRODS & CHEMS INC          COM              009158106      236     8100 SH      SHARED                  8100
D AIR PRODS & CHEMS INC          COM              009158106    97117  3320272 SH      SHARED      01       2806812      500   512960
D AIR PRODS & CHEMS INC          COM              009158106     1517    51891 SH      SHR/OTHR    01                  29116    22775
D AIR PRODS & CHEMS INC          COM              009158106      374    12800 SH      SHARED      02          1002             11798
D AIR PRODS & CHEMS INC          COM              009158106     5060   173000 SH      SHARED      04        173000
D AIR TRANSN HLDG INC            COM PAR $0.25    009224304       27     6900 SH      SHARED      02          6900
D AIRBORNE FGHT CORP             COM              009266107       88     4200 SH      SHARED                  4200
D AIRBORNE FGHT CORP             COM              009266107     8182   388482 SH      SHARED      01        177336            211146
D AIRBORNE FGHT CORP             COM              009266107      235    11200 SH      SHARED      02           900             10300
D AIRBORNE FGHT CORP             COM              009266107     1179    56000 SH      SHARED      04         56000
D AIRGAS INC                     COM              009363102       93     8000 SH      SHARED                  8000
D AIRGAS INC                     COM              009363102     4480   385380 SH      SHARED      01        259480            125900
D AIRGAS INC                     COM              009363102      889    76500 SH      SHARED      04         76500
D AIRONET WIRELESS COMM          COM              00943A107      323    15400 SH      SHARED      02         15400
D AIRTRAN HLDGS INC              COM              00949P108     1586   315300 SH      SHARED      01        155200            160100
D AIRTRAN HLDGS INC              COM              00949P108       17     3500 SH      SHARED      02          1200              2300
D AIRTRAN HLDGS INC              COM              00949P108      105    20938 SH      SHARED      04         20938
D AIRTOUCH COMMUNICATIONS INC    PFD C CV 4.25%   00949T308        0      173 SH      SHARED      01           173
D AIRTOUCH COMMUNICATIONS INC    PFD C CV 4.25%   00949T308        0     3600 SH      SHR/OTHR    01                            3600
D AKORN INC                      COM              009728106       22     5000 SH      SHARED      02          5000
D AKSYS LTD                      COM              010196103       17     3229 SH      SHARED      02          3229
D AKZO NOBEL NV                  SPONSORED ADR    010199305      200     4700 SH      SHARED      01           700              4000
D AKZO NOBEL NV                  SPONSORED ADR    010199305       76     1800 SH      SHR/OTHR    01                   1800
D AKZO NOBEL NV                  SPONSORED ADR    010199305      100     2360 SH      SHARED      02                            2360
D ALABAMA NATL BANCORP DELA      COM              010317105      781    33600 SH      SHARED      01         32400              1200
D ALABAMA NATL BANCORP DELA      COM              010317105       23     1000 SH      SHARED      04          1000
D ALARIS MED INC                 COM              011637105      482   160700 SH      SHARED      01         50500            110200
D ALARIS MED INC                 COM              011637105        3     1200 SH      SHARED      04          1200
D ALASKA AIR GROUP INC           COM              011659109       81     2000 SH      SHARED                  2000
D ALASKA AIR GROUP INC           COM              011659109     9011   221476 SH      SHARED      01        126878             94598
D ALASKA AIR GROUP INC           COM              011659109       20      500 SH      SHR/OTHR    01                    500
D ALASKA AIR GROUP INC           COM              011659109     3319    81587 SH      SHARED      04         81587
D ALBA WALDENSIAN INC            COM              012041109       43     5066 SH      SHARED      01          5066
D ALBANY INTL CORP               CL A             012348108       48     3200 SH      SHARED                  3200
D ALBANY INTL CORP               CL A             012348108     2105   139225 SH      SHARED      01         93857             45368
D ALBANY INTL CORP               CL A             012348108      254    16800 SH      SHARED      04         16800
D ALBANY MOLECULAR RESH INC      COM              012423109      238     9500 SH      SHARED      01          6800              2700
D ALBANY MOLECULAR RESH INC      COM              012423109       15      600 SH      SHARED      04           600
D ALBEMARLE CORP                 COM              012653101       90     4500 SH      SHARED                  4500
D ALBEMARLE CORP                 COM              012653101     5167   256765 SH      SHARED      01        121337            135428
D ALBEMARLE CORP                 COM              012653101       10      500 SH      SHARED      02           200               300
D ALBEMARLE CORP                 COM              012653101      525    26100 SH      SHARED      04         26100
D ALBERTO CULVER CO              CL B CONV        013068101       30     1300 SH      SHARED                  1300
D ALBERTO CULVER CO              CL B CONV        013068101    11584   500951 SH      SHARED      01        453551             47400
D ALBERTO CULVER CO              CL B CONV        013068101       20      900 SH      SHR/OTHR    01                             900
D ALBERTO CULVER CO              CL B CONV        013068101      950    41100 SH      SHARED      04         41100
D ALBERTO CULVER CO              CL A             013068200       11      600 SH      SHARED      01           600
D ALBERTO CULVER CO              CL A             013068200        5      300 SH      SHR/OTHR    01                             300
D ALBERTO CULVER CO              CL A             013068200      207    10600 SH      SHARED      04         10600
D ALBERTSONS INC                 COM              013104104        1       44 SH      SHARED                    44
D ALBERTSONS INC                 COM              013104104   245807  6213211 SH      SHARED      01       5260017            953194
D ALBERTSONS INC                 COM              013104104      431    10900 SH      SHR/OTHR    01                    702    10198
D ALBERTSONS INC                 COM              013104104      192     4878 SH      SHARED      02          1404              3474
D ALBERTSONS INC                 COM              013104104    15217   384653 SH      SHARED      04        384653
D ALBION BANC CORP               COM              013289103       49     3300 SH      SHARED      01          3300
D ALCAN ALUMINIUM LTD NEW        COM              013716105      159     5100 SH      SHARED                  5100
D ALCAN ALUMINIUM LTD NEW        COM              013716105    62286  1993175 SH      SHARED      01       1993175
D ALCAN ALUMINIUM LTD NEW        COM              013716105      111     3556 SH      SHARED      02           900              2656
D ALCAN ALUMINIUM LTD NEW        COM              013716105     4753   152100 SH      SHARED      04        152100
D ALCIDE CORP                    COM NEW          013742507        1      100 SH      SHARED      01           100
D ALCOA INC                      COM              013817101      707    11400 SH      SHARED                 11400
D ALCOA INC                      COM              013817101   339398  5468697 SH      SHARED      01       4589105            879592
D ALCOA INC                      COM              013817101     1191    19200 SH      SHR/OTHR    01                  11540     7660
D ALCOA INC                      COM              013817101      191     3092 SH      SHARED      02           526              2566
D ALCOA INC                      COM              013817101    14199   228800 SH      SHARED      04        228800
D ALCATEL                        SPONSORED ADR    013904305      852    30719 SH      SHARED      01         30719
D ALCATEL                        SPONSORED ADR    013904305      251     9074 SH      SHARED      02          2424              6650
D ALEXANDER & BALDWIN INC        COM              014482103      109     4600 SH      SHARED                  4600
D ALEXANDER & BALDWIN INC        COM              014482103     8770   367359 SH      SHARED      01        190632            176727
D ALEXANDER & BALDWIN INC        COM              014482103       53     2248 SH      SHARED      02           950              1298
D ALEXANDER & BALDWIN INC        COM              014482103      618    25900 SH      SHARED      04         25900
D ALEXANDERS INC                 COM              014752109      846    11700 SH      SHARED      01         11700
D ALEXANDERS INC                 COM              014752109        0        2 SH      SHARED      02             2
D ALEXANDERS INC                 COM              014752109       21      300 SH      SHARED      04           300
D ALEXANDRIA REAL ESTATE EQ INC  COM              015271109      900    30600 SH      SHARED      01         29500              1100
D ALEXANDRIA REAL ESTATE EQ INC  COM              015271109      111     3800 SH      SHARED      04          3800
D ALEXION PHARMACEUTICALS INC    COM              015351109        1      100 SH      SHARED      01           100
D ALFA CORP                      COM              015385107     1895   116650 SH      SHARED      01        112600              4050
D ALFA CORP                      COM              015385107      135     8350 SH      SHARED      02          8350
D ALFA CORP                      COM              015385107       60     3700 SH      SHARED      04          3700
D ALGOS PHARMACEUTICAL CORP      COM              015869100      303    35700 SH      SHARED      01         35700
D ALGOS PHARMACEUTICAL CORP      COM              015869100        9     1100 SH      SHARED      04          1100
D ALKERMES INC                   COM              01642T108     2005    69600 SH      SHARED      01         69600
D ALKERMES INC                   COM              01642T108       60     2100 SH      SHARED      04          2100
D ALKERMES INC                   PFD CV EX$3.25   01642T405     1400    25000 SH      SHARED      04         25000
D ALLAIRE CORP                   COM              016714107     4648    83000 SH      SHARED      01         13500             69500
D ALLAIRE CORP                   COM              016714107       16      300 SH      SHARED      02           300
D ALLAIRE CORP                   COM              016714107       28      500 SH      SHARED      04           500
D ALLCITY INS CO                 COM              016752107       15     2400 SH      SHARED      01          2400
D ALLEGHANY CORP DEL             COM              017175100     7699    43501 SH      SHARED      01         18415             25086
D ALLEGHANY CORP DEL             COM              017175100       70      400 SH      SHARED      04           400
D ALLEGHENY ENERGY INC           COM              017361106      398    12500 SH      SHARED                 12500
D ALLEGHENY ENERGY INC           COM              017361106    27306   856680 SH      SHARED      01        426254      600   429826
D ALLEGHENY ENERGY INC           COM              017361106       53     1690 SH      SHR/OTHR    01                   1690
D ALLEGHENY ENERGY INC           COM              017361106       25      800 SH      SHARED      02                             800
D ALLEGHENY ENERGY INC           COM              017361106     1966    61700 SH      SHARED      04         61700
D ALLEGHENY TELEDYNE INC         COM              017415100       64     3800 SH      SHARED                  3800
D ALLEGHENY TELEDYNE INC         COM              017415100    44105  2613648 SH      SHARED      01       2255785            357863
D ALLEGHENY TELEDYNE INC         COM              017415100      153     9100 SH      SHR/OTHR    01                            9100
D ALLEGHENY TELEDYNE INC         COM              017415100     2426   143800 SH      SHARED      04        143800
D ALLEGIANCE TELECOM INC         COM              01747T102       36      700 SH      SHARED                   700
D ALLEGIANCE TELECOM INC         COM              01747T102     4362    82900 SH      SHARED      01         75900              7000
D ALLEGIANCE TELECOM INC         COM              01747T102       99     1900 SH      SHARED      04          1900
D ALLEN ORGAN CO                 CL B             017753104        3      100 SH      SHARED      01           100
D ALLEN TELECOM INC              COM              018091108     2960   303670 SH      SHARED      01        147470            156200
D ALLEN TELECOM INC              COM              018091108       24     2500 SH      SHARED      04          2500
D ALLERGAN INC                   COM              018490102     1485    13500 SH      SHARED                 13500
D ALLERGAN INC                   COM              018490102   105418   958353 SH      SHARED      01        801516            156837
D ALLERGAN INC                   COM              018490102       33      300 SH      SHR/OTHR    01                             300
D ALLERGAN INC                   COM              018490102       88      800 SH      SHARED      02           500               300
D ALLERGAN INC                   COM              018490102     7107    64613 SH      SHARED      04         64613
D ALLERGAN SPECIALTY THERAP      CL A             018494104       16     1413 SH      SHARED      01          1266               147
D ALLERGAN SPECIALTY THERAP      CL A             018494104        0       15 SH      SHR/OTHR    01                              15
D ALLERGAN SPECIALTY THERAP      CL A             018494104        0       41 SH      SHARED      02            25                16
D ALLIANCE BANCORP               COM              01852J105      372    19002 SH      SHARED      01         11202              7800
D ALLIANCE BANCORP               COM              01852J105       19     1000 SH      SHARED      04          1000
D ALLIANCE BANCORP NEW ENG INC   COM              01852Q109       44     4399 SH      SHARED      01          4399
D ALLIANCE CAP MGMT L P          UNIT LTD PARTN   018548107      285    10400 SH      SHARED      01         10400
D ALLIANCE CAP MGMT L P          UNIT LTD PARTN   018548107      164     6000 SH      SHR/OTHR    01                   6000
D ALLIANCE CAP MGMT L P          UNIT LTD PARTN   018548107       27     1000 SH      SHARED      02                            1000
D ALLIANCE CAP MGMT L P          UNIT LTD PARTN   018548107      411    15000 SH      SHARED      04         15000
D ALLIANCE SEMICONDUCTOR CORP    COM              01877H100      764    71950 SH      SHARED      01         71950
D ALLIANCE SEMICONDUCTOR CORP    COM              01877H100       90     8500 SH      SHARED      02          8500
D ALLIANCE SEMICONDUCTOR CORP    COM              01877H100       23     2200 SH      SHARED      04          2200
D ALLIANCE PHARMACEUTICAL CORP   COM              018773101       37     7310 SH      SHARED      01          7300                10
D ALLIANCE WORLD DLR GV FD II    COM              01879R106      110    12500 SH      SHARED      02         12500
D ALLIANCE WORLD DLR GV FD INC   COM              018796102       66     6700 SH      SHARED      02          6700
D ALLIANT CORP                   COM              018802108      218     7900 SH      SHARED                  7900
D ALLIANT CORP                   COM              018802108    13830   499526 SH      SHARED      01        216218            283308
D ALLIANT CORP                   COM              018802108       68     2456 SH      SHARED      02           456              2000
D ALLIANT CORP                   COM              018802108     2666    96300 SH      SHARED      04         96300
D ALLIANT TECHSYSTEMS INC        COM              018804104     9765   140893 SH      SHARED      01         67020             73873
D ALLIANT TECHSYSTEMS INC        COM              018804104      408     5900 SH      SHARED      04          5900
D ALLIED CAP CORP NEW            COM              01903Q108     3845   171409 SH      SHARED      01        171409
D ALLIED CAP CORP NEW            COM              01903Q108       22     1000 SH      SHR/OTHR    01                            1000
D ALLIED CAP CORP NEW            COM              01903Q108      116     5200 SH      SHARED      04          5200
D ALLIED HLDGS INC               COM              019223106       21     3500 SH      SHARED      02                            3500
D ALLIED IRISH BKS P L C         SPON ADR ORD     019228402        7      300 SH      SHARED                   300
D ALLIED IRISH BKS P L C         SPON ADR ORD     019228402       10      414 SH      SHARED      01                             414
D ALLIED IRISH BKS P L C         SPON ADR ORD     019228402      114     4500 SH      SHARED      04          4500
D ALLIED PRODS CORP DEL          COM              019411107       23     5850 SH      SHARED      01          5850
D ALLIEDSIGNAL INC               COM              019512102       75     1260 SH      SHARED      01          1260
D ALLIEDSIGNAL INC               COM              019512102      851    14200 SH      SHARED                 14200
D ALLIEDSIGNAL INC               COM              019512102   466949  7790675 SH      SHARED      01       6591279      501  1198895
D ALLIEDSIGNAL INC               COM              019512102     3207    53511 SH      SHR/OTHR    01                  51561     1950
D ALLIEDSIGNAL INC               COM              019512102     1578    26336 SH      SHARED      02          3300             23036
D ALLIEDSIGNAL INC               COM              019512102    49080   818860 SH      SHARED      04        818860
D ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308       47     4100 SH      SHARED                  4100
D ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308    28422  2431995 SH      SHARED      01       2054375            377620
D ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308       99     8500 SH      SHARED      02          8500
D ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308     4518   386628 SH      SHARED      04        386628
D ALLMERICA FINL CORP            COM              019754100      271     5700 SH      SHARED                  5700
D ALLMERICA FINL CORP            COM              019754100    14895   312760 SH      SHARED      01        169540            143220
D ALLMERICA FINL CORP            COM              019754100       43      919 SH      SHARED      02                             919
D ALLMERICA FINL CORP            COM              019754100     4624    97102 SH      SHARED      04         97102
D ALLOU HEALTH & BEAUTY CARE INC CL A             019782101        5     1000 SH      SHARED      01          1000
D ALLOY ONLINE INC               COM              019855105       19     1500 SH      SHARED      01          1500
D ALLOY ONLINE INC               COM              019855105        4      350 SH      SHARED      02           350
D ALLSCRIPTS INC                 COM              019886100       12      800 SH      SHARED      04           800
D ALLMERICA SECS TR              SH BEN INT       019921105       15     1600 SH      SHARED      02                            1600
D ALLSTATE CORP                  COM              020002101       37     1500 SH      SHARED      02          1500
D ALLSTATE CORP                  COM              020002101      451    18100 SH      SHARED                 18100
D ALLSTATE CORP                  COM              020002101   296777 11901097 SH      SHARED      01      10083183           1817914
D ALLSTATE CORP                  COM              020002101      977    39181 SH      SHR/OTHR    01                   5948    33233
D ALLSTATE CORP                  COM              020002101      938    37640 SH      SHARED      02          8506             29134
D ALLSTATE CORP                  COM              020002101    21647   868100 SH      SHARED      04        868100
D ALLSTATE FINL CORP VA          COM              020011102        5    10700 SH      SHARED      01         10700
D ALLTEL CORP                    COM              020039103      436     6200 SH      SHARED                  6200
D ALLTEL CORP                    COM              020039103   309409  4396579 SH      SHARED      01       3600206            796373
D ALLTEL CORP                    COM              020039103     8537   121309 SH      SHR/OTHR    01                  89200    32109
D ALLTEL CORP                    COM              020039103      706    10039 SH      SHARED      02          1849              8190
D ALLTEL CORP                    COM              020039103    16517   234700 SH      SHARED      04        234700
D ALLTRISTA CORP                 COM              020040101      560    21440 SH      SHARED      01         18815              2625
D ALLTRISTA CORP                 COM              020040101       15      600 SH      SHARED      04           600
D ALPHA INDS INC                 COM              020753109    11422   202500 SH      SHARED      01         66900            135600
D ALPHA INDS INC                 COM              020753109       84     1500 SH      SHARED      04          1500
D ALPHANET SOLUTIONS INC         COM              020787107        3      800 SH      SHARED      01           800
D ALPHARMA INC                   SR SB CV 144A 06 020813AC5     8575  7200000 PRN     SHARED      04       7200000
D ALPHARMA INC                   CL A             020813101     6884   194950 SH      SHARED      01        100100             94850
D ALPHARMA INC                   CL A             020813101       63     1800 SH      SHARED      04          1800
D ALPINE GROUP INC               COM              020825105      646    50000 SH      SHARED      01         50000
D ALPINE GROUP INC               COM              020825105       18     1400 SH      SHARED      04          1400
D ALPHA MICROSYSTEMS INC         COM              020903100        3     1100 SH      SHARED      01          1100
D ALTERA CORP                    COM              021441100     3704    85400 SH      SHARED                 85400
D ALTERA CORP                    COM              021441100    69768  1608506 SH      SHARED      01        983666            624840
D ALTERA CORP                    COM              021441100       43     1000 SH      SHR/OTHR    01                   1000
D ALTERA CORP                    COM              021441100      259     5980 SH      SHARED      02          3980              2000
D ALTERA CORP                    COM              021441100    13888   320200 SH      SHARED      04        320200
D ALTERNATIVE RESOURCES CORP     COM              02145R102       39     7600 SH      SHARED      01          7600
D ALTERNATIVE RESOURCES CORP     COM              02145R102        1      200 SH      SHARED      04           200
D ALTERRA HEALTHCARE CORP        COM              02146C104      521    58745 SH      SHARED      01         58745
D ALTERRA HEALTHCARE CORP        COM              02146C104       74     8350 SH      SHARED      02          5200              3150
D ALTERRA HEALTHCARE CORP        COM              02146C104       20     2300 SH      SHARED      04          2300
D ALZA CORP DEL                  SUB LYON ZERO 14 022615AC2    11130 21000000 PRN     SHARED      04      21000000
D ALZA CORP DEL                  SUB DB CONV 5%06 022615AD0     1230  1025000 PRN     SHARED      01       1000000             25000
D ALZA CORP DEL                  SUB DB CONV 5%06 022615AD0        2     2000 PRN     SHARED      04          2000
D ALZA CORP DEL                  COM              022615108       81     1900 SH      SHARED                  1900
D ALZA CORP DEL                  COM              022615108    62573  1461586 SH      SHARED      01       1328197            133389
D ALZA CORP DEL                  COM              022615108      288     6744 SH      SHR/OTHR    01                            6744
D ALZA CORP DEL                  COM              022615108      241     5645 SH      SHARED      02          1770              3875
D ALZA CORP DEL                  COM              022615108    73983  1728100 SH      SHARED      04       1728100
D ALZA CORP DEL                  WT EXP  123199   022615157        0      184 SH      SHARED      02           104                80
D AMAZON COM INC                 COM              023135106    78873   986700 SH      SHARED      01        461700            525000
D AMAZON COM INC                 COM              023135106     8824   110390 SH      SHARED      02         96656             13734
D AMAZON COM INC                 COM              023135106     3757    47001 SH      SHARED      04         47001
D AMBAC FINL GROUP INC           COM              023139108      241     5100 SH      SHARED                  5100
D AMBAC FINL GROUP INC           COM              023139108    23374   493400 SH      SHARED      01        237500            255900
D AMBAC FINL GROUP INC           COM              023139108        7      165 SH      SHARED      02                             165
D AMBAC FINL GROUP INC           COM              023139108     2586    54600 SH      SHARED      04         54600
D AMBANC HLDG INC                COM              023161102       95     6040 SH      SHARED      01          6040
D AMBASSADORS INTL INC           COM              023178106        1      100 SH      SHARED      01           100
D AMCAST INDL CORP               COM              023395106       85     6400 SH      SHARED      01          6400
D AMCOL INTL CORP                COM              02341W103     1121    76050 SH      SHARED      01         76050
D AMCOL INTL CORP                COM              02341W103       39     2700 SH      SHARED      04          2700
D AMERADA HESS CORP              COM              023551104     1102    18000 SH      SHARED                 18000
D AMERADA HESS CORP              COM              023551104    79816  1303132 SH      SHARED      01       1114625            188507
D AMERADA HESS CORP              COM              023551104     1465    23934 SH      SHR/OTHR    01                   6997    16937
D AMERADA HESS CORP              COM              023551104      352     5760 SH      SHARED      02          1080              4680
D AMERADA HESS CORP              COM              023551104     9922   162000 SH      SHARED      04        162000
D AMERCO                         COM              023586100      694    24300 SH      SHARED      01         24300
D AMERCO                         COM              023586100       25      900 SH      SHARED      04           900
D AMEREN CORP                    COM              023608102      117     3100 SH      SHARED                  3100
D AMEREN CORP                    COM              023608102    73632  1947337 SH      SHARED      01       1557179            390158
D AMEREN CORP                    COM              023608102       29      770 SH      SHARED      02                             770
D AMEREN CORP                    COM              023608102     3871   102400 SH      SHARED      04        102400
D AMERIANA BANCORP               COM              023613102        3      220 SH      SHARED      01           220
D AMERICA ONLINE INC DEL         SUB NT CONV 4%02 02364JAB0     5974   750000 PRN     SHARED      01        750000
D AMERICA ONLINE INC DEL         SUB NT CONV 4%02 02364JAB0     7966  1000000 PRN     SHARED      04       1000000
D AMERICA ONLINE INC DEL         COM              02364J104     2778    26701 SH      SHARED                 26701
D AMERICA ONLINE INC DEL         COM              02364J104  1672900 16075996 SH      SHARED      01      13565684           2510312
D AMERICA ONLINE INC DEL         COM              02364J104      872     8384 SH      SHR/OTHR    01                   4717     3667
D AMERICA ONLINE INC DEL         COM              02364J104    25117   241375 SH      SHARED      02        119375            122000
D AMERICA ONLINE INC DEL         COM              02364J104    82843   796100 SH      SHARED      04        796100
D AMERICA SVC GROUP INC          COM              02364L109      105     7800 SH      SHARED      01          7800
D AMERICA WEST HLDG CORP         CL B             023657208     6107   352806 SH      SHARED      01        126940            225866
D AMERICA WEST HLDG CORP         CL B             023657208      202    11700 SH      SHARED      04         11700
D AMER AIRCARRIERS SUPPORT       COM              023758105       13     1500 SH      SHARED      02           500              1000
D AMERICAN ANNUITY GROUP INC     COM              023840101     2468   114166 SH      SHARED      01         39254             74912
D AMERICAN ANNUITY GROUP INC     COM              023840101       12      561 SH      SHARED      02           255               306
D AMERICAN ANNUITY GROUP INC     COM              023840101       15      700 SH      SHARED      04           700
D AMCORE FINL INC                COM              023912108     1952    94654 SH      SHARED      01         94654
D AMCORE FINL INC                COM              023912108       53     2600 SH      SHARED      04          2600
D AMERICAN AXLE & MFG HLDGS INC  COM              024061103      126     8900 SH      SHARED      01          8900
D AMERICAN AXLE & MFG HLDGS INC  COM              024061103       11      800 SH      SHARED      04           800
D AMERICAN BANCORPORATION OHIO   COM NEW          024076408        7      400 SH      SHARED      01           400
D AMERICAN BANCORPORATION OHIO   COM NEW          024076408      173     9648 SH      SHR/OTHR    01                            9648
D AMERICAN BK CONN WATERBURY     COM              024327108        4      200 SH      SHARED      01           200
D AMERICAN BILTRITE INC          COM              024591109        3      200 SH      SHARED      01           200
D AMERICAN BINGO & GAMING CORP   COM              024596108       11    15200 SH      SHARED      01         15200
D AMER BIO MEDICA CORP           COM              024600108        1     1000 SH      SHARED      02                            1000
D AMERICAN BUSINESS PRODS GA     COM              024763104     1958   124380 SH      SHARED      01         50198             74182
D AMERICAN BUSINESS PRODS GA     COM              024763104       22     1400 SH      SHARED      04          1400
D AMERICAN CLASSIC VOYAGES CO    COM              024928103      461    20100 SH      SHARED      01         20100
D AMERICAN CLASSIC VOYAGES CO    COM              024928103       18      800 SH      SHARED      04           800
D AMERICAN CAPITAL STRATEGIES    COM              024937104        7      400 SH      SHARED      01           400
D AMERICAN CAPITAL STRATEGIES    COM              024937104        3      200 SH      SHARED      04           200
D AMERICAN DENTAL PARTNERS       COM              025353103       66     5500 SH      SHARED      02          3100              2400
D AMERICAN DENTAL PARTNERS       COM              025353103        2      200 SH      SHARED      04           200
D AMERICAN EAGLE OUTFITTERS NEW  COM              02553E106     9793   202200 SH      SHARED      01         84750            117450
D AMERICAN EAGLE OUTFITTERS NEW  COM              02553E106     1419    29300 SH      SHARED      02         29300
D AMERICAN EAGLE OUTFITTERS NEW  COM              02553E106     1245    25718 SH      SHARED      04         25718
D AMERICAN ELEC PWR INC          COM              025537101      197     5801 SH      SHARED                  5801
D AMERICAN ELEC PWR INC          COM              025537101   106581  3123265 SH      SHARED      01       2626444            496821
D AMERICAN ELEC PWR INC          COM              025537101      159     4682 SH      SHR/OTHR    01                   2768     1914
D AMERICAN ELEC PWR INC          COM              025537101      314     9227 SH      SHARED      02          2100              7127
D AMERICAN ELEC PWR INC          COM              025537101     5801   170000 SH      SHARED      04        170000
D AMERICAN EXPRESS CO            COM              025816109        6       50 SH      SHARED      04                              50
D AMERICAN EXPRESS CO            COM              025816109       54      400 SH      SHR/OTHR    04                    400
D AMERICAN EXPRESS CO            COM              025816109        0        1 SH      SHARED                     1
D AMERICAN EXPRESS CO            COM              025816109   918370  6802745 SH      SHARED      01       5635024           1167721
D AMERICAN EXPRESS CO            COM              025816109    11267    83461 SH      SHR/OTHR    01                  59184    24277
D AMERICAN EXPRESS CO            COM              025816109     9865    73077 SH      SHARED      02         24659             48418
D AMERICAN EXPRESS CO            COM              025816109    58897   436275 SH      SHARED      04        436150               125
D AMERICAN FINL GROUP INC OHIO   COM              025932104      179     6400 SH      SHARED                  6400
D AMERICAN FINL GROUP INC OHIO   COM              025932104     8552   304788 SH      SHARED      01        137610            167178
D AMERICAN FINL GROUP INC OHIO   COM              025932104      979    34900 SH      SHARED      04         34900
D AMERICAN FREIGHTWAYS CORP      COM              02629V108     1247    68600 SH      SHARED      01         68600
D AMERICAN FREIGHTWAYS CORP      COM              02629V108      292    16066 SH      SHARED      04         16066
D AMERICAN GENERAL CORP          COM              026351106      360     5702 SH      SHARED                  5702
D AMERICAN GENERAL CORP          COM              026351106   224306  3546347 SH      SHARED      01       3087092            459255
D AMERICAN GENERAL CORP          COM              026351106       31      500 SH      SHR/OTHR    01                             500
D AMERICAN GENERAL CORP          COM              026351106     1707    26990 SH      SHARED      02          5350             21640
D AMERICAN GENERAL CORP          COM              026351106    12150   192100 SH      SHARED      04        192100
D AMERICAN GEN DEL L L C         MIPS SER A       02637G200       16      200 SH      SHR/OTHR    01                    200
D AMERICAN GREETINGS CORP        CL A             026375105       41     1600 SH      SHARED                  1600
D AMERICAN GREETINGS CORP        CL A             026375105    28756  1116769 SH      SHARED      01        983045            133724
D AMERICAN GREETINGS CORP        CL A             026375105     1807    70200 SH      SHARED      04         70200
D AMERICAN HEALTHCORP INC        COM              02649V104       21     3500 SH      SHARED      01          3500
D AMERICAN HEALTH PPTYS INC      COM              026494104     6176   306895 SH      SHARED      01         83300            223595
D AMERICAN HEALTH PPTYS INC      COM              026494104      126     6306 SH      SHARED      02          1288              5018
D AMERICAN HEALTH PPTYS INC      COM              026494104       46     2300 SH      SHARED      04          2300
D AMERICAN HERITAGE LIFE INVT    COM              026522102     4668   147028 SH      SHARED      01         74660             72368
D AMERICAN HERITAGE LIFE INVT    COM              026522102     1609    50700 SH      SHARED      04         50700
D AMERICAN HOME PRODS CORP       COM              026609107        5      140 SH      SHARED      04                             140
D AMERICAN HOME PRODS CORP       COM              026609107       10      250 SH      SHR/OTHR    04                    250
D AMERICAN HOME PRODS CORP       COM              026609107     1058    25500 SH      SHARED                 25500
D AMERICAN HOME PRODS CORP       COM              026609107   821636 19798473 SH      SHARED      01      16668437           3130036
D AMERICAN HOME PRODS CORP       COM              026609107    30103   725394 SH      SHR/OTHR    01                 431944   293450
D AMERICAN HOME PRODS CORP       COM              026609107     3970    95682 SH      SHARED      02         20264             75418
D AMERICAN HOME PRODS CORP       COM              026609107    61316  1477495 SH      SHARED      04       1477445                50
D AMERICAN HOMESTAR CORP         COM              026651109       38    10000 SH      SHARED      02         10000
D AMERICAN INDL PPTYS REIT       COM NEW          026791202      347    26100 SH      SHARED      01         26100
D AMERICAN INDL PPTYS REIT       COM NEW          026791202        6      488 SH      SHARED      02                             488
D AMERICAN INDL PPTYS REIT       COM NEW          026791202       77     5800 SH      SHARED      04          5800
D AMERICAN INSD MTG-INVS L P 85  DEPOSITARY UNIT  02686E106        7      700 SH      SHARED      01           700
D AMERICAN INSD MTG INVS L P 86  DEPOSITORY UNIT  02686F103       28     5100 SH      SHARED      01          5100
D AMERICAN INSD MTG INVS L P 88  DEPOSITORY UNIT  02686G101       21     2700 SH      SHARED      01          2700
D AMERICAN INTL GROUP INC        COM              026874107       12      143 SH      SHARED      01                             143
D AMERICAN INTL GROUP INC        COM              026874107       32      375 SH      SHR/OTHR    01                    375
D AMERICAN INTL GROUP INC        COM              026874107      147     1700 SH      SHARED                  1700
D AMERICAN INTL GROUP INC        COM              026874107  1956788 22508126 SH      SHARED      01      19240673      843  3266610
D AMERICAN INTL GROUP INC        COM              026874107    56942   654988 SH      SHR/OTHR    01                 334727   320261
D AMERICAN INTL GROUP INC        COM              026874107     6454    74241 SH      SHARED      02         14815             59426
D AMERICAN INTL GROUP INC        COM              026874107   115357  1326914 SH      SHARED      04       1326571               343
D AMERICAN ITALIAN PASTA CO      CL A             027070101     1803    63000 SH      SHARED      01         58800              4200
D AMERICAN ITALIAN PASTA CO      CL A             027070101      469    16400 SH      SHARED      02                           16400
D AMERICAN ITALIAN PASTA CO      CL A             027070101       45     1600 SH      SHARED      04          1600
D AMERICAN MGMT SYS INC          COM              027352103    10935   426234 SH      SHARED      01        183199            243035
D AMERICAN MGMT SYS INC          COM              027352103      211     8250 SH      SHARED      02          6750              1500
D AMERICAN MGMT SYS INC          COM              027352103      100     3900 SH      SHARED      04          3900
D AMERICAN MOBILE SATELLITE CORP COM              02755R103      729    41700 SH      SHARED      01         41700
D AMERICAN MOBILE SATELLITE CORP COM              02755R103        6      350 SH      SHARED      02           150               200
D AMERICAN MOBILE SATELLITE CORP COM              02755R103       82     4700 SH      SHARED      04          4700
D AMERICAN NATL CAN GROUP INC    COM              027714104       44     2800 SH      SHARED      02          2800
D AMERICAN PAC BK AUMSVILLE ORE  CL B             02837P307       26     6500 SH      SHARED      01          6500
D AMERICAN NATL INS CO           COM              028591105     3825    57096 SH      SHARED      01         20196             36900
D AMERICAN NATL INS CO           COM              028591105       20      300 SH      SHARED      04           300
D AMERICAN RETIREMENT CORP       COM              028913101       98    10003 SH      SHARED      01         10003
D AMERICAN RETIREMENT CORP       COM              028913101       17     1800 SH      SHARED      04          1800
D AMERICAN PWR CONVERSION CORP   COM              029066107      385    20300 SH      SHARED                 20300
D AMERICAN PWR CONVERSION CORP   COM              029066107    24673  1298620 SH      SHARED      01        702248            596372
D AMERICAN PWR CONVERSION CORP   COM              029066107       57     3000 SH      SHR/OTHR    01                   3000
D AMERICAN PWR CONVERSION CORP   COM              029066107       26     1400 SH      SHARED      02                            1400
D AMERICAN PWR CONVERSION CORP   COM              029066107     4879   256800 SH      SHARED      04        256800
D AMERICAN PRECISION IND DEL     COM              029069101        1      100 SH      SHARED      01           100
D AMERICAN REAL ESTATE INVT CORP COM              029166105       23     1400 SH      SHARED      01          1400
D AMERICAN REAL ESTATE PARTNR LP DEPOSITRY UNIT   029169109       18     2200 SH      SHARED      01          2200
D AMERICAN RLTY TR INC           COM PAR$.01NEW   029177409       19     1200 SH      SHARED      01          1200
D AMERICAN RLTY TR INC           COM PAR$.01NEW   029177409        6      372 SH      SHARED      02           124               248
D AMERICAN RESIDENTIAL INVS      COM              02926T103       18     2200 SH      SHARED      01          2200
D AMERICAN STD COS INC DEL       COM              029712106      142     3700 SH      SHARED                  3700
D AMERICAN STD COS INC DEL       COM              029712106    18594   481400 SH      SHARED      01        228800            252600
D AMERICAN STD COS INC DEL       COM              029712106        2       75 SH      SHARED      02            75
D AMERICAN STD COS INC DEL       COM              029712106     2808    72706 SH      SHARED      04         72706
D AMERICAN STS WTR CO            COM              029899101      659    19900 SH      SHARED      01         19900
D AMERICAN STS WTR CO            COM              029899101       29      900 SH      SHARED      04           900
D AMERICAN TOWER CORP            CL A             029912201    11698   596120 SH      SHARED      01        247140            348980
D AMERICAN TOWER CORP            CL A             029912201     2280   116203 SH      SHARED      02         30100             86103
D AMERICAN TOWER CORP            CL A             029912201     6972   355300 SH      SHARED      04        355300
D AMERICAN SUPERCONDUCTOR CORP   COM              030111108      295    19200 SH      SHARED      01         19200
D AMERICAN SUPERCONDUCTOR CORP   COM              030111108       26     1700 SH      SHARED      04          1700
D AMERICAN TECHNICNAL CERAMICS   COM              030137103       79    10200 SH      SHARED      02         10200
D AMERICAN WTR WKS INC           COM              030411102      295    10200 SH      SHARED                 10200
D AMERICAN WTR WKS INC           COM              030411102    17500   604776 SH      SHARED      01        272000            332776
D AMERICAN WTR WKS INC           COM              030411102       11      400 SH      SHARED      02                             400
D AMERICAN WTR WKS INC           COM              030411102     1496    51700 SH      SHARED      04         51700
D AMERICAN WOODMARK CORP         COM              030506109        5      200 SH      SHARED      01           200
D AMERICAN WOODMARK CORP         COM              030506109       10      400 SH      SHARED      04           400
D AMERICAN XTAL TECHNOLOGY INC   COM              030514103      690    32300 SH      SHARED      01         32300
D AMERICAN XTAL TECHNOLOGY INC   COM              030514103       27     1300 SH      SHARED      04          1300
D AMERICREDIT CORP               COM              03060R101    11706   783700 SH      SHARED      01        278700            505000
D AMERICREDIT CORP               COM              03060R101      100     6700 SH      SHARED      04          6700
D AMERIPATH INC                  COM              03071D109      209    25000 SH      SHARED      01         25000
D AMERIPATH INC                  COM              03071D109       14     1700 SH      SHARED      02                            1700
D AMERIPATH INC                  COM              03071D109       16     2000 SH      SHARED      04          2000
D AMERISOURCE HEALTH CORP        CL A             03071P102    12653   534200 SH      SHARED      01        177400            356800
D AMERISOURCE HEALTH CORP        CL A             03071P102        4      200 SH      SHARED      02           200
D AMERISOURCE HEALTH CORP        CL A             03071P102      104     4400 SH      SHARED      04          4400
D AMERON INTL INC                COM              030710107       56     1200 SH      SHARED      01          1200
D AMERITRADE HLDG CORP           CL A             03072H109     8470   461000 SH      SHARED      01        144800            316200
D AMERITRADE HLDG CORP           CL A             03072H109       33     1800 SH      SHARED      02          1800
D AMERITRADE HLDG CORP           CL A             03072H109      132     7200 SH      SHARED      04          7200
D AMERUS LIFE HLDGS INC          COM              030732101     1053    49717 SH      SHARED      01         49717
D AMERUS LIFE HLDGS INC          COM              030732101       29     1400 SH      SHARED      04          1400
D AMES DEPT STORES INC           COM NEW          030789507     3608   113200 SH      SHARED      01        113200
D AMES DEPT STORES INC           COM NEW          030789507       15      500 SH      SHR/OTHR    01                             500
D AMES DEPT STORES INC           COM NEW          030789507      305     9589 SH      SHARED      04          9589
D AMERITECH CORP NEW             COM              030954101    10771   161370 SH      SHARED                161370
D AMERITECH CORP NEW             COM              030954101  1087711 16295301 SH      SHARED      01      13697237           2598064
D AMERITECH CORP NEW             COM              030954101    19114   286352 SH      SHR/OTHR    01                 171356   114996
D AMERITECH CORP NEW             COM              030954101      837    12551 SH      SHARED      02          2589              9962
D AMERITECH CORP NEW             COM              030954101    94995  1423148 SH      SHARED      04       1423148
D AMERIGAS PARTNERS L P          UNIT L P INT     030975106      102     5500 SH      SHARED      01          5500
D AMERIGAS PARTNERS L P          UNIT L P INT     030975106       20     1100 SH      SHARED      02          1100
D AMETEK INC NEW                 COM              031100100       65     3300 SH      SHARED                  3300
D AMETEK INC NEW                 COM              031100100     6853   345924 SH      SHARED      01        145993            199931
D AMETEK INC NEW                 COM              031100100      270    13660 SH      SHR/OTHR    01                           13660
D AMETEK INC NEW                 COM              031100100       11      600 SH      SHARED      02                             600
D AMETEK INC NEW                 COM              031100100      384    19400 SH      SHARED      04         19400
D AMF BOWLING INC                DBCV ZERO 144A18 03113VAA7       91   960000 PRN     SHARED      01        960000
D AMF BOWLING INC                DBCV ZERO 144A18 03113VAA7      871  9177000 PRN     SHARED      04       9177000
D AMF BOWLING INC                COM              03113V109     1994   483600 SH      SHARED      01        195800            287800
D AMF BOWLING INC                COM              03113V109       22     5500 SH      SHARED      04          5500
D AMGEN INC                      COM              031162100     1377    16901 SH      SHARED                 16901
D AMGEN INC                      COM              031162100   619492  7601141 SH      SHARED      01       6394361           1206780
D AMGEN INC                      COM              031162100     1984    24350 SH      SHR/OTHR    01                   6050    18300
D AMGEN INC                      COM              031162100     6966    85476 SH      SHARED      02         30400             55076
D AMGEN INC                      COM              031162100    95477  1171500 SH      SHARED      04       1171500
D AMKOR TECHNOLOGY INC           COM              031652100     7106   440700 SH      SHARED      01        304300            136400
D AMKOR TECHNOLOGY INC           COM              031652100      480    29800 SH      SHARED      02         27000              2800
D AMKOR TECHNOLOGY INC           COM              031652100      305    18933 SH      SHARED      04         18933
D AMRESCO INC                    COM              031909104     1488   496200 SH      SHARED      01        234400            261800
D AMRESCO INC                    COM              031909104       13     4400 SH      SHARED      04          4400
D AMRESCO CAP TR                 COM SH BEN INT   031919103     2269   259425 SH      SHARED      04        259425
D AMPAL AMERN ISRAEL CORP        CL A             032015109       94    14500 SH      SHARED      01                           14500
D AMPAL AMERN ISRAEL CORP        PFD CV 6.50%     032015307        6      396 SH      SHARED      01                             396
D AMPCO-PITTSBURGH CORP          COM              032037103        6      500 SH      SHARED      01           500
D AMPEX CORP DEL                 CL A             032092108      138    47100 SH      SHARED      01         31600             15500
D AMPEX CORP DEL                 CL A             032092108       10     3700 SH      SHARED      04          3700
D AMPHENOL CORP NEW              CL A             032095101     2329    47000 SH      SHARED      01         45300              1700
D AMPHENOL CORP NEW              CL A             032095101       84     1700 SH      SHARED      04          1700
D AMPLICON INC                   COM              032101107        4      400 SH      SHARED      01           400
D AMPLIDYNE INC                  COM              032103103       38     6000 SH      SHARED      01          6000
D AMREP CORP NEW                 COM              032159105      218    38000 SH      SHARED      01         38000
D AMSOUTH BANCORPORATION         COM              032165102      480    20500 SH      SHARED                 20500
D AMSOUTH BANCORPORATION         COM              032165102    57881  2469658 SH      SHARED      01       2077237            392421
D AMSOUTH BANCORPORATION         COM              032165102        0        9 SH      SHARED      02             9
D AMSOUTH BANCORPORATION         COM              032165102     5287   225600 SH      SHARED      04        225600
D AMTEC INC                      COM              03232Q106       11    10000 SH      SHARED      01                           10000
D AMTRAN INC                     COM              03234G106       75     4000 SH      SHARED      01          2200              1800
D AMTRAN INC                     COM              03234G106        5      300 SH      SHARED      04           300
D AMWEST INS GROUP INC DEL       COM              032345100       15     1650 SH      SHARED      01          1650
D AMYLIN PHARMACEUTICALS INC     COM              032346108       47    10000 SH      SHARED      02                           10000
D AMVESCAP PLC                   SPONSORED ADR    03235E100      126     3100 SH      SHARED      01          3100
D ANACOMP INC DEL                COM              032371106      469    28500 SH      SHARED      01         27200              1300
D ANACOMP INC DEL                COM              032371106       16     1000 SH      SHARED      04          1000
D ANADARKO PETE CORP             COM              032511107       94     3100 SH      SHARED                  3100
D ANADARKO PETE CORP             COM              032511107    52700  1724369 SH      SHARED      01       1455135            269234
D ANADARKO PETE CORP             COM              032511107      540    17700 SH      SHARED      02          7800              9900
D ANADARKO PETE CORP             COM              032511107     3743   122500 SH      SHARED      04        122500
D ANADIGICS INC                  COM              032515108      959    34100 SH      SHARED      01         33100              1000
D ANADIGICS INC                  COM              032515108       36     1300 SH      SHARED      04          1300
D ANALOG DEVICES INC             COM              032654105     1035    20200 SH      SHARED                 20200
D ANALOG DEVICES INC             COM              032654105    59631  1163541 SH      SHARED      01        598172            565369
D ANALOG DEVICES INC             COM              032654105      663    12950 SH      SHARED      02          4900              8050
D ANALOG DEVICES INC             COM              032654105    31894   622340 SH      SHARED      04        622340
D ANALOGIC CORP                  COM PAR $0.05    032657207     2451    77670 SH      SHARED      01         42420             35250
D ANALOGIC CORP                  COM PAR $0.05    032657207       18      600 SH      SHARED      04           600
D ANALOGY INC                    COM              032659104        5     2500 SH      SHARED      02                            2500
D ANALYSTS INTL CORP             COM              032681108     1025    98811 SH      SHARED      01         90411              8400
D ANALYSTS INTL CORP             COM              032681108       19     1900 SH      SHARED      04          1900
D ANALYTICAL SURVEYS INC         COM NEW          032683302      133     8500 SH      SHARED      01          8500
D ANALYTICAL SURVEYS INC         COM NEW          032683302       15     1000 SH      SHR/OTHR    01                   1000
D ANAREN MICROWAVE INC           COM              032744104        2      100 SH      SHARED      01           100
D ANCHOR BANCORP WIS INC         COM              032839102     5947   366000 SH      SHARED      01         97800            268200
D ANCHOR BANCORP WIS INC         COM              032839102       42     2600 SH      SHARED      04          2600
D ANCHOR FINL CORP S C           COM              033036104      398    11000 SH      SHARED      01         11000
D ANCHOR FINL CORP S C           COM              033036104       21      600 SH      SHARED      04           600
D ANCHOR GAMING                  COM              033037102     6586   110700 SH      SHARED      01         52500             58200
D ANCHOR GAMING                  COM              033037102      116     1962 SH      SHARED      04          1962
D ANCOR COMMUNICATIONS INC       COM              03332K108     6307   260100 SH      SHARED      01         96600            163500
D ANCOR COMMUNICATIONS INC       COM              03332K108       60     2500 SH      SHARED      02          2500
D ANCOR COMMUNICATIONS INC       COM              03332K108       66     2758 SH      SHARED      04          2758
D ANDERSONS INC                  COM              034164103      108    12400 SH      SHARED      01         12400
D ANDOVER BANCORP INC DEL        COM              034258103      314    10450 SH      SHARED      01          5850              4600
D ANDOVER BANCORP INC DEL        COM              034258103       18      600 SH      SHARED      04           600
D ANDREA ELECTRONICS CORP        COM              034393108       39     5600 SH      SHARED      01          5600
D ANDREW CORP                    COM              034425108       36     2100 SH      SHARED                  2100
D ANDREW CORP                    COM              034425108    23821  1371031 SH      SHARED      01       1154869            216162
D ANDREW CORP                    COM              034425108     1299    74800 SH      SHARED      04         74800
D ANDRX CORP                     COM              034551101    10640   181800 SH      SHARED      01         69100            112700
D ANDRX CORP                     COM              034551101       29      500 SH      SHARED      04           500
D ANESTA CORP                    COM              034603100      192    20900 SH      SHARED      01         20900
D ANESTA CORP                    COM              034603100       11     1200 SH      SHARED      04          1200
D ANGELICA CORP                  COM              034663104        8      700 SH      SHARED      01           700
D ANGLOGOLD LTD                  SPONSORED ADR    035128206       11      366 SH      SHARED      02           366
D ANHEUSER BUSCH COS INC         COM              035229103     1961    28001 SH      SHARED                 28001
D ANHEUSER BUSCH COS INC         COM              035229103   497547  7101537 SH      SHARED      01       5999302           1102235
D ANHEUSER BUSCH COS INC         COM              035229103     6163    87974 SH      SHR/OTHR    01                  61850    26124
D ANHEUSER BUSCH COS INC         COM              035229103      609     8700 SH      SHARED      02          3350              5350
D ANHEUSER BUSCH COS INC         COM              035229103    46198   659400 SH      SHARED      04        659400
D ANICOM INC                     COM              035250109      248    46800 SH      SHARED      01         46800
D ANICOM INC                     COM              035250109       12     2300 SH      SHARED      04          2300
D ANIKA THERAPEUTICS INC         COM              035255108       42     7600 SH      SHARED      01          7600
D ANIXTER INTL INC               COM              035290105     9244   397600 SH      SHARED      01        167800            229800
D ANIXTER INTL INC               COM              035290105       48     2100 SH      SHARED      04          2100
D ANNALY MTG MGMT INC            COM              035710409       17     1900 SH      SHARED      01          1900
D ANNTAYLOR STORES CORP          COM              036115103      490    12000 SH      SHARED                 12000
D ANNTAYLOR STORES CORP          COM              036115103     4700   115000 SH      SHARED      01         80500             34500
D ANNTAYLOR STORES CORP          COM              036115103        4      100 SH      SHARED      02                             100
D ANNTAYLOR STORES CORP          COM              036115103      396     9700 SH      SHARED      04          9700
D ANSOFT CORP                    COM              036384105       42     5200 SH      SHARED      01          5200
D ANTEC CORP                     COM              03664P105     6776   127550 SH      SHARED      01        127550
D ANTEC CORP                     COM              03664P105      106     2000 SH      SHARED      02          2000
D ANTEC CORP                     COM              03664P105      122     2300 SH      SHARED      04          2300
D ANTENNA TV SA                  SPONSORED ADR    03672N100       23     2500 SH      SHARED      02          2500
D ANTHONY & SYLVAN POOLS CORP    COM              036762102       23     4157 SH      SHARED      01          4157
D ANTHONY & SYLVAN POOLS CORP    COM              036762102        1      275 SH      SHARED      04           275
D ANSWERTHINK CONSULTING GROUP   COM              036916104      661    68700 SH      SHARED      01         65700              3000
D ANSWERTHINK CONSULTING GROUP   COM              036916104       24     2500 SH      SHARED      04          2500
D AO TATNEFT                     SPON ADR REG S   03737P306      261    83600 SH      SHARED      01         83600
D AO TATNEFT                     SPON ADR REG S   03737P306      937   300000 SH      SHARED      04        300000
D AON CORP                       COM              037389103      168     5700 SH      SHARED                  5700
D AON CORP                       COM              037389103   104771  3544116 SH      SHARED      01       3015428            528688
D AON CORP                       COM              037389103        1       46 SH      SHARED      02            46
D AON CORP                       COM              037389103    10522   355950 SH      SHARED      04        355950
D APACHE CORP                    COM              037411105       95     2200 SH      SHARED                  2200
D APACHE CORP                    COM              037411105    62204  1440344 SH      SHARED      01       1194687            245657
D APACHE CORP                    COM              037411105      185     4300 SH      SHR/OTHR    01                            4300
D APACHE CORP                    COM              037411105      208     4819 SH      SHARED      02          1600              3219
D APACHE CORP                    COM              037411105     6803   157530 SH      SHARED      04        157530
D APARTMENT INVT & MGMT CO       CL A             03748R101    18829   492273 SH      SHARED      01        162137            330136
D APARTMENT INVT & MGMT CO       CL A             03748R101     1797    46991 SH      SHARED      02         26743             20248
D APARTMENT INVT & MGMT CO       CL A             03748R101      344     9000 SH      SHARED      04          9000
D APARTMENT INVT & MGMT CO       PFD CONV CL K    03748R705     8235   343150 SH      SHARED      04        343150
D APCO ARGENTINA INC CAYMAN IS   ORD              037489101       81     5000 SH      SHARED      02          5000
D APEX INC                       COM              037548104     1195    64000 SH      SHARED      01         64000
D APEX INC                       COM              037548104       31     1700 SH      SHARED      04          1700
D APEX MORTGAGE CAPITAL          COM              037564101       16     1300 SH      SHARED      01          1300
D APOGEE ENTERPRISES INC         COM              037598109     2695   383400 SH      SHARED      01        114166            269234
D APOGEE ENTERPRISES INC         COM              037598109       19     2800 SH      SHARED      04          2800
D APOLLO GROUP INC               CL A             037604105      166     7900 SH      SHARED                  7900
D APOLLO GROUP INC               CL A             037604105     6529   309088 SH      SHARED      01        238463             70625
D APOLLO GROUP INC               CL A             037604105      471    22324 SH      SHARED      02         17174              5150
D APOLLO GROUP INC               CL A             037604105     3450   163337 SH      SHARED      03        163337
D APOLLO GROUP INC               CL A             037604105     1249    59157 SH      SHARED      04         59157
D APPLE COMPUTER INC             COM              037833100       44      700 SH      SHARED                   700
D APPLE COMPUTER INC             COM              037833100   132976  2100331 SH      SHARED      01       1787536            312795
D APPLE COMPUTER INC             COM              037833100      419     6620 SH      SHARED      02          3900              2720
D APPLE COMPUTER INC             COM              037833100    79386  1253900 SH      SHARED      04       1253900
D APPLEBEES INTL INC             COM              037899101     6498   192900 SH      SHARED      01        135500             57400
D APPLEBEES INTL INC             COM              037899101       16      500 SH      SHARED      02           500
D APPLEBEES INTL INC             COM              037899101      165     4900 SH      SHARED      04          4900
D APRIA HEALTHCARE GROUP INC     COM              037933108       88     5300 SH      SHARED                  5300
D APRIA HEALTHCARE GROUP INC     COM              037933108     8877   530000 SH      SHARED      01        217240            312760
D APRIA HEALTHCARE GROUP INC     COM              037933108        0        3 SH      SHARED      02             3
D APRIA HEALTHCARE GROUP INC     COM              037933108     1532    91486 SH      SHARED      04         91486
D APPLIED GRAPHICS TECHNOLOGIES  COM              037937109      384    44560 SH      SHARED      01         44560
D APPLIED GRAPHICS TECHNOLOGIES  COM              037937109       12     1500 SH      SHARED      04          1500
D APPLIED ANALYTICAL INDS INC    COM              037939105       52     4700 SH      SHARED      01          1300              3400
D APPLIED ANALYTICAL INDS INC    COM              037939105       45     4000 SH      SHARED      02          4000
D APPLIED ANALYTICAL INDS INC    COM              037939105       12     1100 SH      SHARED      04          1100
D APPLIED DIGITAL SOLUTIONS      COM              038188108        1      800 SH      SHARED      01           800
D APPLIED INDL TECHNOLOGIES INC  COM              03820C105     3714   206348 SH      SHARED      01        117855             88493
D APPLIED INDL TECHNOLOGIES INC  COM              03820C105       34     1900 SH      SHARED      04          1900
D APPLIED MAGNETICS CP DEL       COM              038213104        1     1785 SH      SHARED      01          1785
D APPLIED MAGNETICS CP DEL       COM              038213104       21    24400 SH      SHARED      04         24400
D APPLIED MICRO CIRCUITS CORP    COM              03822W109      239     4200 SH      SHARED                  4200
D APPLIED MICRO CIRCUITS CORP    COM              03822W109    19482   341800 SH      SHARED      01        121200            220600
D APPLIED MICRO CIRCUITS CORP    COM              03822W109       28      500 SH      SHARED      02                             500
D APPLIED MICRO CIRCUITS CORP    COM              03822W109      108     1900 SH      SHARED      04          1900
D APPLIED MATLS INC              COM              038222105     1716    22100 SH      SHARED                 22100
D APPLIED MATLS INC              COM              038222105   439764  5660716 SH      SHARED      01       4787882            872834
D APPLIED MATLS INC              COM              038222105     7443    95820 SH      SHR/OTHR    01                  44300    51520
D APPLIED MATLS INC              COM              038222105      349     4500 SH      SHARED      02          3800               700
D APPLIED MATLS INC              COM              038222105    31315   403096 SH      SHARED      04        403096
D APPLIED PWR INC                CL A             038225108    11024   362938 SH      SHARED      01        200314            162624
D APPLIED PWR INC                CL A             038225108      109     3600 SH      SHARED      04          3600
D APPLIED SCIENCE & TECHNOLOGY   COM              038236105      299    14500 SH      SHARED      01         14500
D APPLIED SCIENCE & TECHNOLOGY   COM              038236105      155     7527 SH      SHARED      04          7527
D APPLIEDTHEORY CORP             COM              03828R104      193    16300 SH      SHARED      01         14600              1700
D APPLIEDTHEORY CORP             COM              03828R104        4      400 SH      SHARED      04           400
D APPNET SYS INC                 COM              03831Q101       18      690 SH      SHARED      02           290               400
D APPLIX INC                     COM              038316105       63     5400 SH      SHARED      01          5400
D APPLIX INC                     COM              038316105       17     1500 SH      SHARED      02          1500
D APTARGROUP INC                 COM              038336103     5054   188942 SH      SHARED      01        148800             40142
D APTARGROUP INC                 COM              038336103      107     4000 SH      SHARED      02          4000
D APTARGROUP INC                 COM              038336103       77     2900 SH      SHARED      04          2900
D AQUARION CO                    COM              03838W101     4522   126054 SH      SHARED      01         96475             29579
D AQUARION CO                    COM              03838W101       35     1000 SH      SHARED      04          1000
D AQUILA BIOPHARM INC            COM              03839F107        0       99 SH      SHARED      01            99
D ARACRUZ CELULOSE S A           SPON ADR CL B    038496204       39     1900 SH      SHARED      01          1900
D ARACRUZ CELULOSE S A           SPON ADR CL B    038496204      150     7200 SH      SHARED      04          7200
D ARCADIA FINL LTD               COM              039101100     1478   342800 SH      SHARED      01        170800            172000
D ARCADIA FINL LTD               COM              039101100       19     4600 SH      SHARED      04          4600
D ARCH CHEMICALS INC             COM              03937R102     1496    92450 SH      SHARED      01         50350             42100
D ARCH CHEMICALS INC             COM              03937R102       24     1500 SH      SHR/OTHR    01                            1500
D ARCH CHEMICALS INC             COM              03937R102       30     1900 SH      SHARED      04          1900
D ARCH COAL INC                  COM              039380100     1243   101000 SH      SHARED      01         43500             57500
D ARCH COAL INC                  COM              039380100       19     1600 SH      SHARED      04          1600
D ARCHER DANIELS MIDLAND CO      COM              039483102      163    13500 SH      SHARED                 13500
D ARCHER DANIELS MIDLAND CO      COM              039483102   109503  9031177 SH      SHARED      01       7563514           1467663
D ARCHER DANIELS MIDLAND CO      COM              039483102      194    16039 SH      SHR/OTHR    01                   6675     9364
D ARCHER DANIELS MIDLAND CO      COM              039483102       42     3519 SH      SHARED      02           662              2857
D ARCHER DANIELS MIDLAND CO      COM              039483102     5963   491807 SH      SHARED      04        491807
D ARCHSTONE CMNTYS TR            SH BEN INT       039581103     7615   385615 SH      SHARED      01        169700            215915
D ARCHSTONE CMNTYS TR            SH BEN INT       039581103        4      220 SH      SHARED      02                             220
D ARCHSTONE CMNTYS TR            SH BEN INT       039581103      626    31720 SH      SHARED      04         31720
D ARCTIC CAT INC                 COM              039670104     4243   443818 SH      SHARED      01        132825            310993
D ARCTIC CAT INC                 COM              039670104       17     1800 SH      SHARED      04          1800
D ARDEN GROUP INC                CL A             039762109       31      800 SH      SHARED      01           800
D ARDEN RLTY GROUP INC           COM              039793104     8021   368800 SH      SHARED      01        152700            216100
D ARDEN RLTY GROUP INC           COM              039793104       89     4100 SH      SHARED      02          2000              2100
D ARDEN RLTY GROUP INC           COM              039793104      324    14900 SH      SHARED      04         14900
D ARDENT SOFTWARE INC            COM              039794102     1290    47900 SH      SHARED      01         46400              1500
D ARDENT SOFTWARE INC            COM              039794102       68     2529 SH      SHARED      02          1333              1196
D ARDENT SOFTWARE INC            COM              039794102      692    25690 SH      SHARED      04         25690
D AREA BANCSHARES CORP NEW       COM              039872106      959    33300 SH      SHARED      01         32200              1100
D AREA BANCSHARES CORP NEW       COM              039872106       31     1100 SH      SHARED      04          1100
D ARGENTINA FD INC               COM              040112104       66     6300 SH      SHR/OTHR    01                            6300
D ARGONAUT GROUP INC             COM              040157109     3031   120666 SH      SHARED      01         59350             61316
D ARGONAUT GROUP INC             COM              040157109       40     1600 SH      SHR/OTHR    01                   1600
D ARGONAUT GROUP INC             COM              040157109       40     1600 SH      SHARED      04          1600
D ARGOSY GAMING CO               COM              040228108      854    64500 SH      SHARED      01         62800              1700
D ARGOSY GAMING CO               COM              040228108       23     1800 SH      SHARED      04          1800
D ARGUSS HLDGS INC               COM              040282105      274    18600 SH      SHARED      01         15600              3000
D ARGUSS HLDGS INC               COM              040282105       13      900 SH      SHARED      04           900
D ARIEL CORP                     COM              04033M104        8     2000 SH      SHARED      02          2000
D ARIBA INC                      COM              04033V104      361     2500 SH      SHARED                  2500
D ARIBA INC                      COM              04033V104      361     2500 SH      SHARED      01          2500
D ARIBA INC                      COM              04033V104      289     2000 SH      SHARED      02          1700               300
D ARIBA INC                      COM              04033V104      643     4450 SH      SHARED      04          4450
D ARIS CORP                      COM              04040A101        2      500 SH      SHARED      01           500
D ARIS CORP                      COM              04040A101        5     1000 SH      SHARED      02          1000
D ARISTOTLE CORP                 COM NEW          040448201        0      130 SH      SHARED      02            70                60
D ARISTOTLE CORP                 COM NEW          040448201      207    39600 SH      SHARED      04         39600
D ARKANSAS BEST CORP DEL         COM              040790107       18     1500 SH      SHARED      01          1500
D ARM HLDGS PLC                  SPONSORED ADR    042068106      117     2500 SH      SHARED      02          2500
D ARMCO INC                      COM              042170100     7185  1026552 SH      SHARED      01        474682            551870
D ARMCO INC                      COM              042170100       38     5500 SH      SHARED      02                            5500
D ARMCO INC                      COM              042170100    21427  3061000 SH      SHARED      04       3061000
D ARMCO INC                      PFD CV $2.10     042170209      267     6700 SH      SHARED      02          1400              5300
D ARMCO INC                      PFD CV $4.50     042170308       24      500 SH      SHARED      02                             500
D ARMOR HOLDINGS INC             COM              042260109        2      200 SH      SHARED      01           200
D ARMOR HOLDINGS INC             COM              042260109       21     2000 SH      SHARED      02          2000
D ARMSTRONG WORLD INDS INC       COM              042476101       40      900 SH      SHARED                   900
D ARMSTRONG WORLD INDS INC       COM              042476101    26946   599651 SH      SHARED      01        514609             85042
D ARMSTRONG WORLD INDS INC       COM              042476101     2983    66400 SH      SHARED      04         66400
D ARNOLD INDS INC                COM              042595108       27     2200 SH      SHARED                  2200
D ARNOLD INDS INC                COM              042595108     1332   105514 SH      SHARED      01         91750             13764
D ARNOLD INDS INC                COM              042595108      180    14300 SH      SHARED      04         14300
D ARQULE INC                     COM              04269E107        6     1000 SH      SHARED      01          1000
D ARROW ELECTRS INC              COM              042735100      172     9800 SH      SHARED                  9800
D ARROW ELECTRS INC              COM              042735100    11222   636721 SH      SHARED      01        297557            339164
D ARROW ELECTRS INC              COM              042735100      921    52300 SH      SHARED      04         52300
D ARROW FINL CORP                COM              042744102       11      425 SH      SHARED      01           425
D ARROW INTL INC                 COM              042764100      892    34900 SH      SHARED      01         34900
D ARROW INTL INC                 COM              042764100       47     1850 SH      SHARED      04          1850
D ARROW MAGNOLIA INTL INC        COM              042768101        0      217 SH      SHARED      02           217
D ART TECHNOLOGY GROUP INC       COM              04289L107       95     2500 SH      SHARED                  2500
D ARTISAN COMPONENTS INC         COM              042923102       94    11000 SH      SHARED      01         11000
D ARTISAN COMPONENTS INC         COM              042923102       17     2000 SH      SHARED      02          2000
D ARTESYN TECHNOLOGIES INC       COM              043127109     7243   381847 SH      SHARED      01        142153            239694
D ARTESYN TECHNOLOGIES INC       COM              043127109       56     3000 SH      SHARED      04          3000
D ARTHROCARE CORP                COM              043136100       65     1200 SH      SHARED      01          1200
D ARTHROCARE CORP                COM              043136100     5899   108000 SH      SHARED      03        108000
D ARVIN INDS INC                 COM              043339100      114     3700 SH      SHARED                  3700
D ARVIN INDS INC                 COM              043339100     3904   126194 SH      SHARED      01        108506             17688
D ARVIN INDS INC                 COM              043339100      476    15400 SH      SHARED      04         15400
D ASARCO INC                     COM              043413103      340    12600 SH      SHARED                 12600
D ASARCO INC                     COM              043413103    16934   627222 SH      SHARED      01        514919            112303
D ASARCO INC                     COM              043413103       24      900 SH      SHARED      02           300               600
D ASARCO INC                     COM              043413103     2962   109716 SH      SHARED      04        109716
D ASCHE TRANSN SVCS INC          COM              04362T100       54    14800 SH      SHARED      01         14800
D ASCENT ENTMT GROUP INC         COM              043628106     1574   114531 SH      SHARED      01        114531
D ASCENT ENTMT GROUP INC         COM              043628106        8      645 SH      SHR/OTHR    01                             645
D ASCENT ENTMT GROUP INC         COM              043628106       34     2500 SH      SHARED      02          2500
D ASCENT ENTMT GROUP INC         COM              043628106       42     3100 SH      SHARED      04          3100
D ASECO CORP                     COM              043659101       24     7700 SH      SHARED      01          7700
D ASHLAND INC                    COM              044204105       47     1400 SH      SHARED                  1400
D ASHLAND INC                    COM              044204105    32645   970860 SH      SHARED      01        802540            168320
D ASHLAND INC                    COM              044204105       21      650 SH      SHARED      02                             650
D ASHLAND INC                    COM              044204105     2639    78500 SH      SHARED      04         78500
D ASIA PAC FD INC                COM              044901106       54     6000 SH      SHR/OTHR    01                            6000
D ASHTON TECHNOLOGY GROUP INC    COM              045084100     2709   361300 SH      SHARED      01         10200            351100
D ASHTON TECHNOLOGY GROUP INC    COM              045084100       11     1500 SH      SHARED      02          1500
D ASHTON TECHNOLOGY GROUP INC    COM              045084100        9     1300 SH      SHARED      04          1300
D ASHWORTH INC                   COM              04516H101       41     8800 SH      SHARED      01          8800
D ASHWORTH INC                   COM              04516H101       28     6100 SH      SHARED      02          5000              1100
D ASIA TIGERS FD INC             COM              04516T105      398    48000 SH      SHARED      04         48000
D ASIA PULP & PAPER LTD          SPONSORED ADR    04516V100       71    12100 SH      SHARED      01         12100
D ASK JEEVES INC                 COM              045174109    13575   393500 SH      SHARED      02        381500             12000
D ASK JEEVES INC                 COM              045174109        8      240 SH      SHARED      04           240
D ASPEC TECHNOLOGY INC           COM              045233103        4     5000 SH      SHARED      02          5000
D ASPECT DEV INC                 COM              045234101     1526    60300 SH      SHARED      01         60300
D ASPECT DEV INC                 COM              045234101     1402    55400 SH      SHARED      02         52600              2800
D ASPECT DEV INC                 COM              045234101     4189   165500 SH      SHARED      03        165500
D ASPECT DEV INC                 COM              045234101       53     2100 SH      SHARED      04          2100
D ASPECT TELECOMMUNICATIONS CORP SD CV ZRO 144A18 045237AB0    17672 69850000 PRN     SHARED      04      69850000
D ASPECT TELECOMMUNICATIONS CORP SB DB CV ZERO 18 045237AE4     3225 12750000 PRN     SHARED      04      12750000
D ASPECT TELECOMMUNICATIONS CORP COM              045237104     6091   359000 SH      SHARED      01        236000            123000
D ASPECT TELECOMMUNICATIONS CORP COM              045237104       74     4400 SH      SHARED      04          4400
D ASPEN TECHNOLOGY INC           COM              045327103     2663   273200 SH      SHARED      01        130500            142700
D ASPEN TECHNOLOGY INC           COM              045327103       25     2600 SH      SHARED      04          2600
D ASSET INVS CORP DEL            COM              04541W107       18     1400 SH      SHARED      01          1400
D ASSET INVS CORP DEL            COM              04541W107        7      600 SH      SHARED      02                             600
D ASSISTED LIVING CONCEPTS INC   COM              04543L109        0    51000 SH      SHARED      01         51000
D ASSISTED LIVING CONCEPTS INC   COM              04543L109        0     1400 SH      SHARED      04          1400
D ASSOCIATED BANC CORP           COM              045487105      235     6500 SH      SHARED                  6500
D ASSOCIATED BANC CORP           COM              045487105    16820   464829 SH      SHARED      01        207729            257100
D ASSOCIATED BANC CORP           COM              045487105       15      430 SH      SHARED      02           430
D ASSOCIATED BANC CORP           COM              045487105     1816    50200 SH      SHARED      04         50200
D ASSOCIATED ESTATES RLTY CORP   COM              045604105      541    58900 SH      SHARED      01         55300              3600
D ASSOCIATED ESTATES RLTY CORP   COM              045604105        4      500 SH      SHARED      02                             500
D ASSOCIATED ESTATES RLTY CORP   COM              045604105       57     6300 SH      SHARED      04          6300
D ASSOCIATED GROUP INC           CL A             045651106    13446   222250 SH      SHARED      01         99050            123200
D ASSOCIATED GROUP INC           CL A             045651106       60     1000 SH      SHARED      02          1000
D ASSOCIATED GROUP INC           CL A             045651106    16056   265395 SH      SHARED      04        265395
D ASSOCIATED GROUP INC           CL B             045651205       45      750 SH      SHARED      01           750
D ASSOCIATED GROUP INC           CL B             045651205    71784  1185301 SH      SHARED      04       1185301
D AT HOME CORP                   SB DB CV 144A 18 045919AA5    29440 46145000 PRN     SHARED      04      46145000
D AT HOME CORP                   SB DB CV0.525%18 045919AC1    51040 80000000 PRN     SHARED      04      80000000
D AT HOME CORP                   COM SER A        045919107      919    22200 SH      SHARED                 22200
D AT HOME CORP                   COM SER A        045919107    29521   712454 SH      SHARED      01        422687            289767
D AT HOME CORP                   COM SER A        045919107       13      320 SH      SHR/OTHR    01                             320
D AT HOME CORP                   COM SER A        045919107    12300   296839 SH      SHARED      02        279975             16864
D AT HOME CORP                   COM SER A        045919107     1537    37100 SH      SHARED      04         37100
D ASYMETRIX LEARNING SYS INC     COM              045927100      137    15300 SH      SHARED      01         15300
D ASYMETRIX LEARNING SYS INC     COM              045927100     2511   280000 SH      SHARED      02        280000
D ASSOCIATES FIRST CAP CORP      CL A             046008108      547    15200 SH      SHARED                 15200
D ASSOCIATES FIRST CAP CORP      CL A             046008108   380139 10559423 SH      SHARED      01       8927543           1631880
D ASSOCIATES FIRST CAP CORP      CL A             046008108      874    24286 SH      SHR/OTHR    01                   3830    20456
D ASSOCIATES FIRST CAP CORP      CL A             046008108      239     6653 SH      SHARED      02          1800              4853
D ASSOCIATES FIRST CAP CORP      CL A             046008108    24252   673690 SH      SHARED      04        673690
D ASTEC INDS INC                 COM              046224101     1054    43700 SH      SHARED      01         43700
D ASTEC INDS INC                 COM              046224101       31     1300 SH      SHARED      04          1300
D ASTORIA FINL CORP              COM              046265104      172     5600 SH      SHARED                  5600
D ASTORIA FINL CORP              COM              046265104    16718   543694 SH      SHARED      01        255404            288290
D ASTORIA FINL CORP              COM              046265104     1239    40300 SH      SHARED      04         40300
D ASTRAZENECA PLC                SPONSORED ADR    046353108       84     2000 SH      SHARED                  2000
D ASTRAZENECA PLC                SPONSORED ADR    046353108      118     2800 SH      SHARED      01          2800
D ASTRAZENECA PLC                SPONSORED ADR    046353108        6      150 SH      SHR/OTHR    01                             150
D ASTRAZENECA PLC                SPONSORED ADR    046353108      270     6400 SH      SHARED      02           300              6100
D ASTRAZENECA PLC                SPONSORED ADR    046353108      291     6900 SH      SHARED      04          6900
D ASTRO-MED INC NEW              COM              04638F108       57    10000 SH      SHARED      02         10000
D ASTROPOWER INC                 COM              04644A101       84     7000 SH      SHARED      01          7000
D ASTROPOWER INC                 COM              04644A101       36     3000 SH      SHR/OTHR    01                   3000
D ASTROPOWER INC                 COM              04644A101      651    54250 SH      SHARED      03         54250
D ASYST TECHNOLOGY CORP          COM              04648X107      313     9500 SH      SHARED      01          8200              1300
D ASYST TECHNOLOGY CORP          COM              04648X107       33     1000 SH      SHR/OTHR    01                   1000
D ASYST TECHNOLOGY CORP          COM              04648X107       36     1100 SH      SHARED      04          1100
D ATALANTA SOSNOFF CAP CORP      COM              046499109        0      100 SH      SHARED      01           100
D ATLANTIC COAST AIRLINES HLDGS  SB NT CV 144A 04 048396AA3      355   180000 PRN     SHARED      04        180000
D ATLANTIC COAST AIRLINES HLDGS  COM              048396105        8      500 SH      SHARED                   500
D ATLANTIC COAST AIRLINES HLDGS  COM              048396105      631    35600 SH      SHARED      01         35600
D ATLANTIC COAST AIRLINES HLDGS  COM              048396105       90     5075 SH      SHARED      02          1475              3600
D ATLANTIC COAST AIRLINES HLDGS  COM              048396105     1962   110550 SH      SHARED      03        110550
D ATLANTIC COAST AIRLINES HLDGS  COM              048396105       19     1100 SH      SHARED      04          1100
D ATLANTIC DATA SERVICES         COM              048523104        3      881 SH      SHARED      04           881
D ATLANTIC RLTY TR               SH BEN INT       048798102       19     2525 SH      SHARED      01          2525
D ATLANTIC RICHFIELD CO          COM              048825103     4422    49900 SH      SHARED                 49900
D ATLANTIC RICHFIELD CO          COM              048825103   452002  5100165 SH      SHARED      01       4327603            772562
D ATLANTIC RICHFIELD CO          COM              048825103     6682    75405 SH      SHR/OTHR    01                  41747    33658
D ATLANTIC RICHFIELD CO          COM              048825103     1113    12566 SH      SHARED      02          2950              9616
D ATLANTIC RICHFIELD CO          COM              048825103    94040  1061105 SH      SHARED      04       1061105
D ATLANTIC TELE NETWORK INC      COM NEW          049079205        8      880 SH      SHARED      01           880
D ATLAS AIR INC                  COM              049164106     1161    53100 SH      SHARED      01         53100
D ATLAS AIR INC                  COM              049164106       49     2250 SH      SHR/OTHR    01                            2250
D ATLAS AIR INC                  COM              049164106     1662    76000 SH      SHARED      04         76000
D ATMEL CORP                     SBDBCV ZRO144A18 049513AB0    37553 71394000 PRN     SHARED      04      71394000
D ATMEL CORP                     COM              049513104      412    12201 SH      SHARED                 12201
D ATMEL CORP                     COM              049513104    23630   698869 SH      SHARED      01        330569            368300
D ATMEL CORP                     COM              049513104     3740   110619 SH      SHARED      02        107869              2750
D ATMEL CORP                     COM              049513104     2169    64152 SH      SHARED      04         64152
D ATMOS ENERGY CORP              COM              049560105     6560   271923 SH      SHARED      01        157450            114473
D ATMOS ENERGY CORP              COM              049560105       18      750 SH      SHARED      02           750
D ATMOS ENERGY CORP              COM              049560105       67     2800 SH      SHARED      04          2800
D ATPLAN INC                     COM              04962Q100       13     1200 SH      SHARED      01          1200
D ATPLAN INC                     COM              04962Q100        5      500 SH      SHARED      02           500
D ATWOOD OCEANICS INC            COM              050095108     1155    37800 SH      SHARED      01         37800
D ATWOOD OCEANICS INC            COM              050095108       61     2000 SH      SHARED      02                            2000
D ATWOOD OCEANICS INC            COM              050095108       27      900 SH      SHARED      04           900
D AUDIO BOOK CLUB INC            COM              05068R108       83     6800 SH      SHARED      01          6800
D AUDIOHIGHWAY COM               COM              050740109        7      700 SH      SHARED      01           700
D AUDIOVOX CORP                  CL A             050757103      144     8300 SH      SHARED      01          8300
D AURORA FOODS INC               COM              05164B106      712    44500 SH      SHARED      01         44500
D AURORA FOODS INC               COM              05164B106       82     5150 SH      SHARED      02          5150
D AURORA FOODS INC               COM              05164B106       25     1600 SH      SHARED      04          1600
D AURORA BIOSCIENCES CORP        COM              051920106      856    62850 SH      SHARED      02         27500             35350
D AURORA BIOSCIENCES CORP        COM              051920106        3      245 SH      SHARED      04           245
D AUSPEX SYS INC                 COM              052116100      765    86300 SH      SHARED      01         86300
D AUSPEX SYS INC                 COM              052116100       17     2000 SH      SHARED      02          2000
D AUSPEX SYS INC                 COM              052116100       77     8741 SH      SHARED      04          8741
D AUTHENTIC FITNESS CORP         COM              052661105      881    50200 SH      SHARED      01         50200
D AUTHENTIC FITNESS CORP         COM              052661105       36     2100 SH      SHARED      04          2100
D AUTOBYTEL COM INC              COM              05275N106      156    13300 SH      SHARED      01         13300
D AUTOBYTEL COM INC              COM              05275N106     1392   118550 SH      SHARED      02        117500              1050
D AUTOBYTEL COM INC              COM              05275N106       21     1865 SH      SHARED      04          1865
D AUTOCYTE INC                   COM              052768108       18     3000 SH      SHARED      04          3000
D AUTODESK INC                   COM              052769106    15574   711984 SH      SHARED      01        627152             84832
D AUTODESK INC                   COM              052769106       35     1600 SH      SHR/OTHR    01                            1600
D AUTODESK INC                   COM              052769106      120     5500 SH      SHARED      02          5500
D AUTODESK INC                   COM              052769106     4676   213785 SH      SHARED      04        213785
D AUTOIMMUNE INC                 COM              052776101        0     1500 SH      SHARED      02          1500
D AUTOLIV INC                    COM              052800109    20126   534915 SH      SHARED      01        210766            324149
D AUTOLIV INC                    COM              052800109      108     2879 SH      SHR/OTHR    01                    289     2590
D AUTOLIV INC                    COM              052800109       54     1449 SH      SHARED      02           408              1041
D AUTOLIV INC                    COM              052800109      109     2900 SH      SHARED      04          2900
D AUTOMATIC DATA PROCESSING INC  LYON SUB ZERO 12 053015AC7       38    35000 PRN     SHR/OTHR    01                           35000
D AUTOMATIC DATA PROCESSING INC  LYON SUB ZERO 12 053015AC7     4932  4500000 PRN     SHARED      04       4500000
D AUTOMATIC DATA PROCESSING INC  COM              053015103      539    12100 SH      SHARED                 12100
D AUTOMATIC DATA PROCESSING INC  COM              053015103   406202  9102582 SH      SHARED      01       7634711           1467871
D AUTOMATIC DATA PROCESSING INC  COM              053015103     2467    55304 SH      SHR/OTHR    01                  48504     6800
D AUTOMATIC DATA PROCESSING INC  COM              053015103      813    18223 SH      SHARED      02          1399             16824
D AUTOMATIC DATA PROCESSING INC  COM              053015103    23222   520400 SH      SHARED      04        520400
D AUTONATION INC                 COM              05329W102    28268  2261483 SH      SHARED      01        937172           1324311
D AUTONATION INC                 COM              05329W102     9085   726800 SH      SHARED      04        726800
D AUTOTOTE CORP                  CL A             053323101        9     3451 SH      SHARED      01          3451
D AUTOWEB COM INC                COM              053331104     3817   427200 SH      SHARED      01         11900            415300
D AUTOWEB COM INC                COM              053331104        1      160 SH      SHARED      02           160
D AUTOWEB COM INC                COM              053331104        4      500 SH      SHARED      04           500
D AUTOZONE INC                   COM              053332102      101     3600 SH      SHARED                  3600
D AUTOZONE INC                   COM              053332102    60761  2165244 SH      SHARED      01       1835044            330200
D AUTOZONE INC                   COM              053332102     3199   114000 SH      SHARED      04        114000
D AVADO BRANDS INC               COM              05336P108     2830   503224 SH      SHARED      01        131937            371287
D AVADO BRANDS INC               COM              05336P108       33     6000 SH      SHARED      02                            6000
D AVADO BRANDS INC               COM              05336P108     2377   422750 SH      SHARED      03        422750
D AVADO BRANDS INC               COM              05336P108       10     1800 SH      SHARED      04          1800
D AVANIR PHARMACEUTICALS         CL A             05348P104        8    29500 SH      SHARED      01         29500
D AVALONBAY CMNTYS INC           COM              053484101    11562   341320 SH      SHARED      01        125799            215521
D AVALONBAY CMNTYS INC           COM              053484101      389    11487 SH      SHARED      02          1652              9835
D AVALONBAY CMNTYS INC           COM              053484101      529    15630 SH      SHARED      04         15630
D AVANT CORP                     COM              053487104     6716   376423 SH      SHARED      01        138915            237508
D AVANT CORP                     COM              053487104        3      219 SH      SHARED      02           219
D AVANT CORP                     COM              053487104       53     3000 SH      SHARED      04          3000
D AVANT IMMUNOTHERAPEUTICS INC   COM              053491106       77    36299 SH      SHARED      04         36299
D AVATAR HLDGS INC               COM              053494100       30     1600 SH      SHARED      01          1600
D AVERY DENNISON CORP            COM              053611109      247     4700 SH      SHARED                  4700
D AVERY DENNISON CORP            COM              053611109    99996  1895670 SH      SHARED      01       1476249            419421
D AVERY DENNISON CORP            COM              053611109     7208   136661 SH      SHR/OTHR    01                  72959    63702
D AVERY DENNISON CORP            COM              053611109      139     2641 SH      SHARED      02                            2641
D AVERY DENNISON CORP            COM              053611109     4536    86000 SH      SHARED      04         86000
D AVIALL INC NEW                 COM              05366B102     3048   297413 SH      SHARED      01         80300            217113
D AVIALL INC NEW                 COM              05366B102       18     1800 SH      SHARED      04          1800
D AVID TECHNOLOGY INC            COM              05367P100     3247   247400 SH      SHARED      01         97500            149900
D AVID TECHNOLOGY INC            COM              05367P100       26     2000 SH      SHARED      04          2000
D AVIATION SALES CO              COM              053672101     1227    64602 SH      SHARED      01         64602
D AVIATION SALES CO              COM              053672101       57     3000 SH      SHARED      02          3000
D AVIATION SALES CO              COM              053672101       19     1000 SH      SHARED      04          1000
D AVIRON                         COM              053762100     3785   156100 SH      SHARED      01         49200            106900
D AVIRON                         COM              053762100       26     1100 SH      SHARED      04          1100
D AVISTA CORP                    COM              05379B107     4998   284600 SH      SHARED      01        114900            169700
D AVISTA CORP                    COM              05379B107       64     3700 SH      SHARED      04          3700
D AVIS RENT A CAR INC            COM              053790101       64     3100 SH      SHARED                  3100
D AVIS RENT A CAR INC            COM              053790101     7661   367000 SH      SHARED      01        110000            257000
D AVIS RENT A CAR INC            COM              053790101      183     8800 SH      SHARED      02          4500              4300
D AVIS RENT A CAR INC            COM              053790101       41     2000 SH      SHARED      04          2000
D AVNET INC                      COM              053807103      138     3300 SH      SHARED                  3300
D AVNET INC                      COM              053807103    11383   271033 SH      SHARED      01        144245            126788
D AVNET INC                      COM              053807103      134     3205 SH      SHR/OTHR    01                            3205
D AVNET INC                      COM              053807103      806    19200 SH      SHARED      04         19200
D AVON PRODS INC                 COM              054303102        1       70 SH      SHARED      04                              70
D AVON PRODS INC                 COM              054303102      109     4400 SH      SHARED                  4400
D AVON PRODS INC                 COM              054303102   108333  4366170 SH      SHARED      01       3423622            942548
D AVON PRODS INC                 COM              054303102     5959   240186 SH      SHR/OTHR    01                  81389   158797
D AVON PRODS INC                 COM              054303102      355    14311 SH      SHARED      02           600             13711
D AVON PRODS INC                 COM              054303102    12159   490085 SH      SHARED      04        490035                50
D AWARE INC MASS                 COM              05453N100     1201    41900 SH      SHARED      01         41900
D AWARE INC MASS                 COM              05453N100       57     2000 SH      SHARED      02          2000
D AWARE INC MASS                 COM              05453N100       43     1500 SH      SHARED      04          1500
D AXA                            SPONSORED ADR    054536107      159     2500 SH      SHR/OTHR    01                   2500
D AXENT TECHNOLOGIES INC         COM              05459C108     4127   319040 SH      SHARED      01        104500            214540
D AXENT TECHNOLOGIES INC         COM              05459C108       33     2600 SH      SHARED      04          2600
D AXYS PHARMACEUTICALS INC       COM              054635107       23     6000 SH      SHARED      01          6000
D AXYS PHARMACEUTICALS INC       COM              054635107        5     1350 SH      SHARED      02          1350
D AZTEC TECHNOLOGY PARTNERS INC  COM              05480L101        5     3300 SH      SHARED      01          3300
D AZTEC TECHNOLOGY PARTNERS INC  COM              05480L101        0      110 SH      SHR/OTHR    01                             110
D AZTEC TECHNOLOGY PARTNERS INC  COM              05480L101        0      444 SH      SHARED      02           222               222
D AZTAR CORP                     COM              054802103     3130   305415 SH      SHARED      01        210800             94615
D AZTAR CORP                     COM              054802103       38     3800 SH      SHARED      04          3800
D BB&T CORP                      COM              054937107      210     6500 SH      SHARED                  6500
D BB&T CORP                      COM              054937107   131405  4058862 SH      SHARED      01       3396330            662532
D BB&T CORP                      COM              054937107       90     2800 SH      SHR/OTHR    01                   2800
D BB&T CORP                      COM              054937107     3461   106934 SH      SHARED      02         83074             23860
D BB&T CORP                      COM              054937107     9689   299300 SH      SHARED      04        299300
D AZURIX CORP                    COM              05501M104      166     9700 SH      SHARED      02          6900              2800
D AZURIX CORP                    COM              05501M104      115     6700 SH      SHARED      04          6700
D BCE INC                        COM              05534B109      199     4000 SH      SHARED      02          1800              2200
D BCE MOBILE COMMUNICATION INC   COM              05534G108    29566   745000 SH      SHARED      04        745000
D BEI TECHNOLOGIES INC           COM              05538P104        2      200 SH      SHARED      01           200
D BF ENTERPRISES INC             COM              055387104       19     2800 SH      SHARED      01          2800
D BFX HOSPITALITY GROUP INC      COM              055412100        9    12500 SH      SHARED      02          4500              8000
D BG PLC                         ADR FIN INSTAL   055434104      252     8837 SH      SHARED      01          4411              4426
D BG PLC                         ADR FIN INSTAL   055434104      401    14027 SH      SHR/OTHR    01                   3264    10763
D BHA GROUP HLDGS INC            COM              055446108        2      266 SH      SHARED      01           266
D BHC COMMUNICATIONS INC         CL A             055448104    12544    89926 SH      SHARED      01         23604             66322
D BHC COMMUNICATIONS INC         CL A             055448104       13      100 SH      SHARED      04           100
D B I INCORPORATED               COM NEW          055467203        0      100 SH      SHARED      01           100
D BISYS GROUP INC                COM              055472104    15788   336600 SH      SHARED      01        100400            236200
D BISYS GROUP INC                COM              055472104       32      700 SH      SHR/OTHR    01                             700
D BISYS GROUP INC                COM              055472104      399     8510 SH      SHARED      02          8510
D BISYS GROUP INC                COM              055472104      272     5800 SH      SHARED      04          5800
D BJS WHOLESALE CLUB INC         COM              05548J106    25123   849872 SH      SHARED      01        383632            466240
D BJS WHOLESALE CLUB INC         COM              05548J106       38     1300 SH      SHARED      02                            1300
D BJS WHOLESALE CLUB INC         COM              05548J106     1200    40600 SH      SHARED      04         40600
D BJ SVCS CO                     COM              055482103    15047   473028 SH      SHARED      01        258286            214742
D BJ SVCS CO                     COM              055482103       61     1940 SH      SHARED      02          1200               740
D BJ SVCS CO                     COM              055482103     1277    40150 SH      SHARED      04         40150
D BJ SVCS CO                     WT EXP  041300   055482111        6      180 SH      SHARED      01           180
D BJ SVCS CO                     WT EXP  041300   055482111     9827   281800 SH      SHARED      04        281800
D BMC INDS INC MINN              COM              055607105     3689   299627 SH      SHARED      01        122927            176700
D BMC INDS INC MINN              COM              055607105       30     2500 SH      SHARED      04          2500
D BOK FINL CORP                  COM NEW          05561Q201      681    34960 SH      SHARED      01         34522               438
D BOK FINL CORP                  COM NEW          05561Q201       19     1000 SH      SHARED      04          1000
D BP AMOCO P L C                 SPONSORED ADR    055622104   134809  1216562 SH      SHARED      01       1190296             26266
D BP AMOCO P L C                 SPONSORED ADR    055622104    42550   383984 SH      SHR/OTHR    01                 206396   177588
D BP AMOCO P L C                 SPONSORED ADR    055622104     3617    32648 SH      SHARED      02          7236             25412
D BP AMOCO P L C                 SPONSORED ADR    055622104    16222   146400 SH      SHARED      04        146400
D BP PRUDHOE BAY RTY TR          UNIT BEN INT     055630107       30     2800 SH      SHARED      01          2800
D BRE PROPERTIES INC             CL A             05564E106     4093   171016 SH      SHARED      01        134242             36774
D BRE PROPERTIES INC             CL A             05564E106      386    16160 SH      SHR/OTHR    01                  10460     5700
D BRE PROPERTIES INC             CL A             05564E106       84     3550 SH      SHARED      02          2250              1300
D BRE PROPERTIES INC             CL A             05564E106      320    13400 SH      SHARED      04         13400
D BRT RLTY TR                    SH BEN INT NEW   055645303       21     2400 SH      SHARED      01          2400
D BSB BANCORP                    COM              055652101      555    23164 SH      SHARED      01         22264               900
D BSB BANCORP                    COM              055652101       21      900 SH      SHR/OTHR    01                             900
D BSB BANCORP                    COM              055652101       16      700 SH      SHARED      04           700
D BT FINL CORP                   COM              055763106      937    38842 SH      SHARED      01         38842
D BT FINL CORP                   COM              055763106       33     1400 SH      SHARED      04          1400
D BMC SOFTWARE INC               COM              055921100      737    10300 SH      SHARED                 10300
D BMC SOFTWARE INC               COM              055921100   254305  3553645 SH      SHARED      01       2958040            595605
D BMC SOFTWARE INC               COM              055921100     2610    36472 SH      SHR/OTHR    01                  13600    22872
D BMC SOFTWARE INC               COM              055921100     1886    26365 SH      SHARED      02          6350             20015
D BMC SOFTWARE INC               COM              055921100    14622   204336 SH      SHARED      04        204336
D BACOU USA INC                  COM              056439102      338    20300 SH      SHARED      01         20300
D BACOU USA INC                  COM              056439102        6      400 SH      SHARED      04           400
D BADGER METER INC               COM              056525108        6      200 SH      SHARED      01           200
D BAKER MICHAEL CORP             COM              057149106        0      100 SH      SHARED      01           100
D BAKER FENTRESS & CO            COM              057213100        1      108 SH      SHARED      01           108
D BAKER HUGHES INC               COM              057224107       28      996 SH      SHARED      01           996
D BAKER HUGHES INC               COM              057224107   138067  4760937 SH      SHARED      01       4065098            695839
D BAKER HUGHES INC               COM              057224107       50     1750 SH      SHR/OTHR    01                    550     1200
D BAKER HUGHES INC               COM              057224107      366    12650 SH      SHARED      02          3250              9400
D BAKER HUGHES INC               COM              057224107    16165   557444 SH      SHARED      04        557444
D BAKER J INC                    COM              057232100       82    10438 SH      SHARED      01          3438              7000
D BALANCED CARE CORP             COM              057630105        0      400 SH      SHARED      02           400
D BALCHEM CORP                   COM              057665200        2      450 SH      SHARED      01           450
D BALDOR ELEC CO                 COM              057741100     4154   219410 SH      SHARED      01        121597             97813
D BALDOR ELEC CO                 COM              057741100       62     3300 SH      SHARED      04          3300
D BALDWIN & LYONS INC            CL A             057755100       12      600 SH      SHARED      01           600
D BALDWIN & LYONS INC            CL B             057755209      653    31800 SH      SHARED      01         31800
D BALDWIN & LYONS INC            CL B             057755209      107     5220 SH      SHARED      02          5220
D BALDWIN & LYONS INC            CL B             057755209       32     1600 SH      SHARED      04          1600
D BALL CORP                      COM              058498106       57     1300 SH      SHARED                  1300
D BALL CORP                      COM              058498106    18738   425267 SH      SHARED      01        338593             86674
D BALL CORP                      COM              058498106     1105    25100 SH      SHARED      04         25100
D BALLARD PWR SYS INC            COM              05858H104      216     7500 SH      SHARED      01          7500
D BALLARD PWR SYS INC            COM              05858H104       43     1500 SH      SHARED      04          1500
D BALLY TOTAL FITNESS HLDG CORP  COM              05873K108     8513   278573 SH      SHARED      01         76073            202500
D BALLY TOTAL FITNESS HLDG CORP  COM              05873K108       53     1750 SH      SHARED      02          1000               750
D BALLY TOTAL FITNESS HLDG CORP  COM              05873K108       64     2100 SH      SHARED      04          2100
D BALTEK CORP                    COM              058822107        4      600 SH      SHARED      01           600
D BANCFIRST CORP                 COM              05945F103        3      117 SH      SHARED      01            86                31
D BANCFIRST CORP                 COM              05945F103       12      400 SH      SHARED      04           400
D BANCINSURANCE CORP             COM              05945K102       15     2835 SH      SHARED      01          2835
D BANCFIRST CORP ZANESVILLE OHIO COM              059450106      438    20400 SH      SHARED      01         20400
D BANCFIRST CORP ZANESVILLE OHIO COM              059450106       12      600 SH      SHARED      04           600
D BANCO BILBAO VIZCAYA S A       SPONSORED ADR    059458208        7      600 SH      SHARED      02                             600
D BANCO DE A EDWARDS             SPON ADR REP A   059504100      131     8200 SH      SHARED      01          8200
D BANCO DE GALICIA Y BUENOS AIRE SPON ADR B NEW   059538207      159     7671 SH      SHARED      01          7671
D BANCO DE GALICIA Y BUENOS AIRE SPON ADR B NEW   059538207      561    27000 SH      SHARED      04         27000
D BANCO FRANCES DEL RIO DE LA PL SPONSORED ADR    059591107       66     3370 SH      SHARED      01          3370
D BANCO GANADERO S A             SP ADR PREF C    059594507     1041   141200 SH      SHARED      04        141200
D BANCO SANTANDER CENT HISPANO   ADR              05964H105      189    18416 SH      SHARED      01         17192              1224
D BANCO SANTANDER CENT HISPANO   ADR              05964H105       48     4688 SH      SHARED      02           200              4488
D BANCO SANTANDER P R SAN JUAN   COM              059646109      285    16800 SH      SHARED      01         11400              5400
D BANCO SANTANDER P R SAN JUAN   COM              059646109       13      800 SH      SHARED      04           800
D BANCO SANTANDER CHILE          SPON ADR SER A   05965F108      443    25800 SH      SHARED      01         25800
D BANCORPSOUTH INC               COM              059692103     3556   209960 SH      SHARED      01        167120             42840
D BANCORPSOUTH INC               COM              059692103       86     5100 SH      SHARED      04          5100
D BANCWEST CORP NEW              COM              059790105     6908   170044 SH      SHARED      01         67620            102424
D BANCWEST CORP NEW              COM              059790105        4      120 SH      SHARED      02                             120
D BANCWEST CORP NEW              COM              059790105       93     2300 SH      SHARED      04          2300
D BANDAG INC                     COM              059815100       60     1900 SH      SHARED                  1900
D BANDAG INC                     COM              059815100     4083   127600 SH      SHARED      01         70400             57200
D BANDAG INC                     COM              059815100        9      300 SH      SHARED      02           300
D BANDAG INC                     COM              059815100      393    12300 SH      SHARED      04         12300
D BANDAG INC                     CL A             059815308     3077   121900 SH      SHARED      04        121900
D BANGOR HYDRO ELEC CO           COM              060077104      229    13900 SH      SHARED      01         13900
D BANK OF AMERICA CORPORATION    COM              060505104  1433189 25736516 SH      SHARED      01      21687138           4049378
D BANK OF AMERICA CORPORATION    COM              060505104     1649    29622 SH      SHR/OTHR    01                   2835    26787
D BANK OF AMERICA CORPORATION    COM              060505104     5082    91274 SH      SHARED      02         27980             63294
D BANK OF AMERICA CORPORATION    COM              060505104   195410  3509084 SH      SHARED      04       3509084
D BANK OF GRANITE CORP           COM              062401104     1046    36726 SH      SHARED      01         36726
D BANK OF GRANITE CORP           COM              062401104       23      812 SH      SHARED      02                             812
D BANK OF GRANITE CORP           COM              062401104       37     1300 SH      SHARED      04          1300
D BANK MONTREAL QUE              COM              063671101       27      786 SH      SHARED      01           786
D BANK MONTREAL QUE              COM              063671101       42     1200 SH      SHARED      02                            1200
D BANK NEW YORK INC              COM              064057102        2       80 SH      SHARED      02                              80
D BANK NEW YORK INC              COM              064057102      655    19600 SH      SHARED                 19600
D BANK NEW YORK INC              COM              064057102   395333 11823233 SH      SHARED      01       9525791           2297442
D BANK NEW YORK INC              COM              064057102    11194   334801 SH      SHR/OTHR    01                 226951   107850
D BANK NEW YORK INC              COM              064057102     1356    40583 SH      SHARED      02           695             39888
D BANK NEW YORK INC              COM              064057102    25671   767770 SH      SHARED      04        767730                40
D BANK ONE CORP                  COM              06423A103      919    26403 SH      SHARED                 26403
D BANK ONE CORP                  COM              06423A103   617376 17734600 SH      SHARED      01      15000078           2734522
D BANK ONE CORP                  COM              06423A103    17982   516570 SH      SHR/OTHR    01                 510815     5755
D BANK ONE CORP                  COM              06423A103      815    23437 SH      SHARED      02          5782             17655
D BANK ONE CORP                  COM              06423A103    58428  1678408 SH      SHARED      04       1678408
D BANK PLUS CORP                 COM              064446107       23     5400 SH      SHARED      01          5400
D BANK PLUS CORP                 COM              064446107        6     1500 SH      SHARED      02          1500
D BANK RHODE IS                  COM              064576101     4050   400000 SH      SHARED      02        120000            280000
D BANK TOKYO-MITSUBISHI LTD      SPONSORED ADR    065379109      163    10700 SH      SHARED      01         10700
D BANK TOKYO-MITSUBISHI LTD      SPONSORED ADR    065379109      107     7000 SH      SHARED      02          2000              5000
D BANK TOKYO-MITSUBISHI LTD      SPONSORED ADR    065379109     1018    66500 SH      SHARED      04         66500
D BANK UTD CORP                  CL A             065412108    11125   343637 SH      SHARED      01        144437            199200
D BANK UTD CORP                  CL A             065412108      106     3300 SH      SHARED      02                            3300
D BANK UTD CORP                  CL A             065412108      424    13100 SH      SHARED      04         13100
D BANKATLANTIC BANCORP           CL B             065908105      661   104240 SH      SHARED      01        104240
D BANKATLANTIC BANCORP           CL B             065908105       20     3300 SH      SHARED      04          3300
D BANKATLANTIC BANCORP           CL A             065908501        5     1056 SH      SHARED      01          1056
D BANKATLANTIC BANCORP           CL A             065908501        3      630 SH      SHARED      04           630
D BANKBOSTON CORP                COM              06605R106      286     6600 SH      SHARED                  6600
D BANKBOSTON CORP                COM              06605R106   196078  4520540 SH      SHARED      01       3812272      930   707338
D BANKBOSTON CORP                COM              06605R106      532    12280 SH      SHARED      02                           12280
D BANKBOSTON CORP                COM              06605R106    68788  1585900 SH      SHARED      04       1585900
D BANKNORTH GROUP INC DEL        COM              06646L100     2320    77660 SH      SHARED      01         77660
D BANKNORTH GROUP INC DEL        COM              06646L100     2470    82700 SH      SHARED      04         82700
D BANKUNITED FINL CORP           CL A             06652B103      150    19000 SH      SHARED      01         19000
D BANTA CORP                     COM              066821109       58     2600 SH      SHARED                  2600
D BANTA CORP                     COM              066821109     7118   319050 SH      SHARED      01        138525            180525
D BANTA CORP                     COM              066821109        4      200 SH      SHARED      02           200
D BANTA CORP                     COM              066821109      361    16200 SH      SHARED      04         16200
D BANYAN STRATEGIC RLTY TR       SH BEN INT       06683M102       12     2500 SH      SHARED      01          2500
D BANYAN SYS INC                 COM              066908104      646    67200 SH      SHARED      01         62900              4300
D BANYAN SYS INC                 COM              066908104       19     2000 SH      SHARED      02          2000
D BANYAN SYS INC                 COM              066908104       19     2000 SH      SHARED      04          2000
D BARCLAYS BK PLC                SP ADR UNIT C    06738C505        7      300 SH      SHARED      02                             300
D BARCLAYS BK PLC                AM DEP NT RCPT   06738C836       49     2000 SH      SHR/OTHR    01                            2000
D BARCLAYS PLC                   ADR              06738E204       35      300 SH      SHARED      01                             300
D BARCLAYS PLC                   ADR              06738E204       23      200 SH      SHARED      04           200
D BARD C R INC                   COM              067383109      155     3300 SH      SHARED                  3300
D BARD C R INC                   COM              067383109    36939   784910 SH      SHARED      01        659970            124940
D BARD C R INC                   COM              067383109      207     4400 SH      SHARED      02          4400
D BARD C R INC                   COM              067383109     3278    69654 SH      SHARED      04         69654
D BARNES & NOBLE INC             COM              067774109        6      250 SH      SHR/OTHR    04                    250
D BARNES & NOBLE INC             COM              067774109      182     7000 SH      SHARED                  7000
D BARNES & NOBLE INC             COM              067774109     7445   286375 SH      SHARED      01        151075            135300
D BARNES & NOBLE INC             COM              067774109      130     5000 SH      SHARED      02          2000              3000
D BARNES & NOBLE INC             COM              067774109     1820    70005 SH      SHARED      04         70005
D BARNES GROUP INC               COM              067806109     2235   111445 SH      SHARED      01         68900             42545
D BARNES GROUP INC               COM              067806109       32     1600 SH      SHARED      04          1600
D BARNESANDNOBLE COM INC         CL A             067846105     3916   202800 SH      SHARED      01         47200            155600
D BARNESANDNOBLE COM INC         CL A             067846105        4      250 SH      SHARED      02           250
D BARNESANDNOBLE COM INC         CL A             067846105       44     2300 SH      SHARED      04          2300
D BARRICK GOLD CORP              COM              067901108      524    24100 SH      SHARED                 24100
D BARRICK GOLD CORP              COM              067901108    78588  3613274 SH      SHARED      01       3613274
D BARRICK GOLD CORP              COM              067901108      650    29910 SH      SHARED      02         16610             13300
D BARRICK GOLD CORP              COM              067901108    34721  1596400 SH      SHARED      04       1596400
D BARNWELL INDS INC              COM              068221100        9      900 SH      SHARED      01           900
D BARR LABS INC                  COM              068306109     1274    40150 SH      SHARED      01         40150
D BARR LABS INC                  COM              068306109       19      600 SH      SHARED      02                             600
D BARR LABS INC                  COM              068306109       34     1100 SH      SHARED      04          1100
D BARRA INC                      COM              068313105      747    35600 SH      SHARED      01         34250              1350
D BARRA INC                      COM              068313105      115     5500 SH      SHARED      04          5500
D BARRETT RES CORP               COM PAR $0.01    068480201    13318   360562 SH      SHARED      01        137170            223392
D BARRETT RES CORP               COM PAR $0.01    068480201       96     2600 SH      SHARED      04          2600
D BARRINGER TECHNOLOGIES INC     COM NEW          068509603        0      100 SH      SHARED      01           100
D BARRY R G CORP OHIO            COM              068798107        2      442 SH      SHARED      01           442
D BASE TEN SYS INC               CL B CV          069779106        0      100 SH      SHARED      01           100
D BASIN EXPL INC                 COM              070107107      640    26700 SH      SHARED      01         26700
D BASIN EXPL INC                 COM              070107107      378    15768 SH      SHARED      04         15768
D BASSETT FURNITURE INDS INC     COM              070203104     3070   161615 SH      SHARED      01         81953             79662
D BASSETT FURNITURE INDS INC     COM              070203104       22     1200 SH      SHARED      04          1200
D BATTLE MTN GOLD CO             COM              071593107     3568  1119750 SH      SHARED      01        421800            697950
D BATTLE MTN GOLD CO             COM              071593107       13     4100 SH      SHARED      02                            4100
D BATTLE MTN GOLD CO             COM              071593107     1042   327099 SH      SHARED      04        327099
D BAUSCH & LOMB INC              COM              071707103      217     3300 SH      SHARED                  3300
D BAUSCH & LOMB INC              COM              071707103    52018   788905 SH      SHARED      01        654733            134172
D BAUSCH & LOMB INC              COM              071707103     6112    92700 SH      SHARED      04         92700
D BAXTER INTL INC                COM              071813109   261218  4335572 SH      SHARED      01       3673409            662163
D BAXTER INTL INC                COM              071813109     5679    94265 SH      SHR/OTHR    01                  92270     1995
D BAXTER INTL INC                COM              071813109      681    11307 SH      SHARED      02          2220              9087
D BAXTER INTL INC                COM              071813109    15152   251500 SH      SHARED      04        251500
D BAY ST BANCORP INC             COM              072611106      390    20000 SH      SHARED      04         20000
D BAY VIEW CAP CORP DEL          COM              07262L101     2067   156000 SH      SHARED      01         77900             78100
D BAY VIEW CAP CORP DEL          COM              07262L101      105     7973 SH      SHARED      02          2000              5973
D BAY VIEW CAP CORP DEL          COM              07262L101       22     1700 SH      SHARED      04          1700
D BE AEROSPACE INC               COM              073302101     3411   285800 SH      SHARED      01        135300            150500
D BE AEROSPACE INC               COM              073302101        2      200 SH      SHR/OTHR    01                    200
D BE AEROSPACE INC               COM              073302101       25     2150 SH      SHARED      04          2150
D BEA SYS INC                    SB NT CV 144A 05 073325AA0    16041 11210000 PRN     SHARED      04      11210000
D BEA SYS INC                    COM              073325102    14703   416400 SH      SHARED      01        181200            235200
D BEA SYS INC                    COM              073325102      490    13900 SH      SHARED      02         11050              2850
D BEA SYS INC                    COM              073325102       78     2227 SH      SHARED      04          2227
D BEAR STEARNS COS INC           COM              073902108    63041  1640125 SH      SHARED      01       1357822            282303
D BEAR STEARNS COS INC           COM              073902108       32      851 SH      SHARED      02                             851
D BEAR STEARNS COS INC           COM              073902108     5608   145915 SH      SHARED      04        145915
D BEAZER HOMES USA INC           COM              07556Q105      113     6100 SH      SHARED      01          6100
D BEBE STORES INC                COM              075571109      986    40900 SH      SHARED      01         38200              2700
D BEBE STORES INC                COM              075571109       48     2000 SH      SHARED      02          2000
D BEBE STORES INC                COM              075571109        4      200 SH      SHARED      04           200
D BECKMAN COULTER INC            COM              075811109      135     3000 SH      SHARED                  3000
D BECKMAN COULTER INC            COM              075811109     8167   180989 SH      SHARED      01         83677             97312
D BECKMAN COULTER INC            COM              075811109        4      109 SH      SHR/OTHR    01                             109
D BECKMAN COULTER INC            COM              075811109     1665    36900 SH      SHARED      02          3900             33000
D BECKMAN COULTER INC            COM              075811109     1545    34260 SH      SHARED      04         34260
D BECTON DICKINSON & CO          COM              075887109       92     3300 SH      SHARED                  3300
D BECTON DICKINSON & CO          COM              075887109   104342  3718277 SH      SHARED      01       3138073            580204
D BECTON DICKINSON & CO          COM              075887109     2960   105500 SH      SHR/OTHR    01                  52500    53000
D BECTON DICKINSON & CO          COM              075887109     1241    44237 SH      SHARED      02          8500             35737
D BECTON DICKINSON & CO          COM              075887109    12559   447580 SH      SHARED      04        447580
D BED BATH & BEYOND INC          COM              075896100       10      300 SH      SHR/OTHR    04                    300
D BED BATH & BEYOND INC          COM              075896100      104     3000 SH      SHARED                  3000
D BED BATH & BEYOND INC          COM              075896100    34745   994532 SH      SHARED      01        694132            300400
D BED BATH & BEYOND INC          COM              075896100      242     6950 SH      SHARED      02                            6950
D BED BATH & BEYOND INC          COM              075896100    28888   826880 SH      SHARED      04        825805              1075
D BEDFORD BANCSHARES INC         COM              076014109       72     5900 SH      SHARED      01          5900
D BEDFORD PPTY INVS INC          COM PAR $0.02    076446301     1609    95400 SH      SHARED      01         92700              2700
D BEDFORD PPTY INVS INC          COM PAR $0.02    076446301       16     1000 SH      SHARED      02                            1000
D BEDFORD PPTY INVS INC          COM PAR $0.02    076446301      114     6800 SH      SHARED      04          6800
D BEL FUSE INC                   CL A             077347201        6      200 SH      SHARED      01           200
D BEL FUSE INC                   CL B             077347300       65     2200 SH      SHARED      01          2200
D BELCO OIL & GAS CORP           COM              077410108      305    45300 SH      SHARED      01         45300
D BELCO OIL & GAS CORP           COM              077410108        6      900 SH      SHARED      04           900
D BELDEN INC                     COM              077459105     8536   416400 SH      SHARED      01        160200            256200
D BELDEN INC                     COM              077459105       16      800 SH      SHR/OTHR    01                             800
D BELDEN INC                     COM              077459105       73     3600 SH      SHARED      04          3600
D BELL & HOWELL CO NEW           COM              077852101     4329   118000 SH      SHARED      01         49100             68900
D BELL & HOWELL CO NEW           COM              077852101       11      300 SH      SHARED      02           300
D BELL & HOWELL CO NEW           COM              077852101      638    17399 SH      SHARED      04         17399
D BELL ATLANTIC CORP             COM              077853109       83     1245 SH      SHARED      04          1245
D BELL ATLANTIC CORP             COM              077853109  1555895 23114681 SH      SHARED      01      19467553      800  3646328
D BELL ATLANTIC CORP             COM              077853109    11664   173288 SH      SHR/OTHR    01                  72618   100670
D BELL ATLANTIC CORP             COM              077853109     2730    40569 SH      SHARED      02          7167             33402
D BELL ATLANTIC CORP             COM              077853109    91308  1356501 SH      SHARED      04       1356501
D BELL CDA INTL INC              COM              077914109        3      300 SH      SHARED                   300
D BELL INDS INC                  COM              078107109       20     4700 SH      SHARED      01          4700
D BELLSOUTH CORP                 COM              079860102        3       80 SH      SHARED      01                              80
D BELLSOUTH CORP                 COM              079860102       27      600 SH      SHR/OTHR    01                    600
D BELLSOUTH CORP                 COM              079860102     3771    83801 SH      SHARED                 83801
D BELLSOUTH CORP                 COM              079860102  1269275 28206132 SH      SHARED      01      23719778           4486354
D BELLSOUTH CORP                 COM              079860102    12287   273055 SH      SHR/OTHR    01                 134350   138705
D BELLSOUTH CORP                 COM              079860102     1998    44412 SH      SHARED      02         11320             33092
D BELLSOUTH CORP                 COM              079860102   107645  2392130 SH      SHARED      04       2392080                50
D BELLWETHER EXPL CO             COM NEW          079895207       25     4000 SH      SHARED      02          4000
D BELO A H CORP DEL              COM SER A        080555105      235    12300 SH      SHARED                 12300
D BELO A H CORP DEL              COM SER A        080555105    15287   799335 SH      SHARED      01        318825            480510
D BELO A H CORP DEL              COM SER A        080555105     1384    72400 SH      SHARED      04         72400
D BEMIS INC                      COM              081437105       40     1200 SH      SHARED                  1200
D BEMIS INC                      COM              081437105    22707   670341 SH      SHARED      01        521641            148700
D BEMIS INC                      COM              081437105     1524    45000 SH      SHARED      04         45000
D BEN & JERRYS HOMEMADE INC      CL A             081465106       60     3500 SH      SHARED      01          3500
D BENCHMARK ELECTRS INC          COM              08160H101     1285    36400 SH      SHARED      01         36400
D BENCHMARK ELECTRS INC          COM              08160H101       45     1300 SH      SHARED      04          1300
D BENIHANA INC                   COM              082047101      164    10200 SH      SHARED      01         10200
D BENTON OIL & GAS CO            COM              083288100       26    10000 SH      SHARED      01         10000
D BERGEN BRUNSWIG CORP           CL A             083739102      159    15400 SH      SHARED                 15400
D BERGEN BRUNSWIG CORP           CL A             083739102     9226   889254 SH      SHARED      01        394421            494833
D BERGEN BRUNSWIG CORP           CL A             083739102       79     7700 SH      SHARED      02           400              7300
D BERGEN BRUNSWIG CORP           CL A             083739102     2793   269300 SH      SHARED      04        269300
D BERGSTROM CAP CORP             COM              084093103       38      200 SH      SHARED      02           200
D BERINGER WINE ESTATES HOLDINGS CL B             084102102       65     1600 SH      SHARED                  1600
D BERINGER WINE ESTATES HOLDINGS CL B             084102102     6151   149800 SH      SHARED      01         61600             88200
D BERINGER WINE ESTATES HOLDINGS CL B             084102102       10      250 SH      SHARED      02           250
D BERINGER WINE ESTATES HOLDINGS CL B             084102102       65     1600 SH      SHARED      04          1600
D BERKLEY W R CORP               COM              084423102     4999   217387 SH      SHARED      01         64400            152987
D BERKLEY W R CORP               COM              084423102       36     1600 SH      SHARED      04          1600
D BERKSHIRE ENERGY RES           COM              084644103        2      100 SH      SHARED      01           100
D BERKSHIRE HATHAWAY INC DEL     CL A             084670108        0      145 SH      SHARED      01           132                13
D BERKSHIRE HATHAWAY INC DEL     CL A             084670108        0       57 SH      SHR/OTHR    01                     47       10
D BERKSHIRE HATHAWAY INC DEL     CL A             084670108        0        4 SH      SHARED      02             2                 2
D BERKSHIRE HATHAWAY INC DEL     CL B             084670207     1132      610 SH      SHARED      01           387               223
D BERKSHIRE HATHAWAY INC DEL     CL B             084670207     2563     1381 SH      SHR/OTHR    01                    915      466
D BERKSHIRE HATHAWAY INC DEL     CL B             084670207     2977     1604 SH      SHARED      02           102              1502
D BERKSHIRE HATHAWAY INC DEL     CL B             084670207     2113     1139 SH      SHARED      04          1139
D BERKSHIRE RLTY INC             COM              084710102      990    82500 SH      SHARED      01         74700              7800
D BERKSHIRE RLTY INC             COM              084710102      132    11000 SH      SHARED      02          5000              6000
D BERKSHIRE RLTY INC             COM              084710102      134    11210 SH      SHARED      04         11210
D BERLITZ INTL INC NEW           COM              08520F100      443    21069 SH      SHARED      01         18869              2200
D BERLITZ INTL INC NEW           COM              08520F100        4      200 SH      SHARED      04           200
D BERRY PETE CO                  CL A             085789105      541    39900 SH      SHARED      01         36600              3300
D BERRY PETE CO                  CL A             085789105       24     1800 SH      SHARED      04          1800
D BEST BUY INC                   COM              086516101     1171    18900 SH      SHARED                 18900
D BEST BUY INC                   COM              086516101   168061  2710669 SH      SHARED      01       2386869            323800
D BEST BUY INC                   COM              086516101      105     1700 SH      SHARED      02          1000               700
D BEST BUY INC                   COM              086516101    18531   298900 SH      SHARED      04        298900
D BEST SOFTWARE INC              COM              086579109      668    33866 SH      SHARED      04         33866
D BESTFOODS                      COM              08658U101     1044    21500 SH      SHARED                 21500
D BESTFOODS                      COM              08658U101   210124  4326940 SH      SHARED      01       3664236            662704
D BESTFOODS                      COM              08658U101     6891   141904 SH      SHR/OTHR    01                  67940    73964
D BESTFOODS                      COM              08658U101     1601    32983 SH      SHARED      02          5800             27183
D BESTFOODS                      COM              08658U101    12946   266600 SH      SHARED      04        266600
D BETHLEHEM STL CORP             COM              087509105       21     2900 SH      SHARED                  2900
D BETHLEHEM STL CORP             COM              087509105    17868  2422812 SH      SHARED      01       2258514            164298
D BETHLEHEM STL CORP             COM              087509105       15     2110 SH      SHARED      02                            2110
D BETHLEHEM STL CORP             COM              087509105      738   100100 SH      SHARED      04        100100
D BEVERLY ENTERPRISES INC        COM NEW          087851309       44    10500 SH      SHARED                 10500
D BEVERLY ENTERPRISES INC        COM NEW          087851309     3100   729582 SH      SHARED      01        394391            335191
D BEVERLY ENTERPRISES INC        COM NEW          087851309      261    61600 SH      SHARED      04         61600
D BEYOND COM CORP                COM              08860E101      714    58300 SH      SHARED      01         53300              5000
D BEYOND COM CORP                COM              08860E101       47     3900 SH      SHARED      02          3900
D BEYOND COM CORP                COM              08860E101       42     3500 SH      SHARED      04          3500
D BIG FLOWER HLDGS INC           COM              089159107     1313    46400 SH      SHARED      01         46000               400
D BIG FLOWER HLDGS INC           COM              089159107    16806   593600 SH      SHARED      04        593600
D BILLING CONCEPTS CORP          COM              090063108     3110   622000 SH      SHARED      01        200900            421100
D BILLING CONCEPTS CORP          COM              090063108      150    30000 SH      SHARED      02                           30000
D BILLING CONCEPTS CORP          COM              090063108       17     3500 SH      SHARED      04          3500
D BINDLEY WESTN INDS INC         COM              090324104     3895   272184 SH      SHARED      01        161698            110486
D BINDLEY WESTN INDS INC         COM              090324104       31     2200 SH      SHARED      04          2200
D BINDVIEW DEV CORP              COM              090327107      992    50400 SH      SHARED      01         50400
D BINDVIEW DEV CORP              COM              090327107      742    37700 SH      SHARED      02         37700
D BINDVIEW DEV CORP              COM              090327107      412    20929 SH      SHARED      04         20929
D BINGHAM FINANCIAL SERVICES     COM              090433103       74     7600 SH      SHARED      01          7600
D BIO RAD LABS INC               CL B             090572108        4      150 SH      SHARED      01           150
D BIO RAD LABS INC               CL A             090572207     1134    41450 SH      SHARED      01         23450             18000
D BIO RAD LABS INC               CL A             090572207       24      900 SH      SHARED      04           900
D BIO TECHNOLOGY GEN CORP        COM              090578105     5879   612800 SH      SHARED      01        225340            387460
D BIO TECHNOLOGY GEN CORP        COM              090578105       51     5400 SH      SHARED      04          5400
D BIOCHEM PHARMA INC             COM              09058T108      119     5000 SH      SHARED      04          5000
D BIOCHEM PHARMA INC             COM              09058T108      318    13300 SH      SHARED      01         13300
D BIOGEN INC                     COM              090597105       31      400 SH      SHR/OTHR    01                    400
D BIOGEN INC                     COM              090597105     2309    29301 SH      SHARED                 29301
D BIOGEN INC                     COM              090597105    79730  1011652 SH      SHARED      01        484348            527304
D BIOGEN INC                     COM              090597105      961    12200 SH      SHR/OTHR    01                   2000    10200
D BIOGEN INC                     COM              090597105      449     5700 SH      SHARED      02          1900              3800
D BIOGEN INC                     COM              090597105    61020   774256 SH      SHARED      04        773056              1200
D BIOMATRIX INC                  COM              09060P102     1234    55000 SH      SHARED      01         55000
D BIOMATRIX INC                  COM              09060P102       33     1500 SH      SHARED      02          1000               500
D BIOMATRIX INC                  COM              09060P102       29     1300 SH      SHARED      04          1300
D BIOMET INC                     COM              090613100       65     2500 SH      SHARED                  2500
D BIOMET INC                     COM              090613100    41465  1575931 SH      SHARED      01       1371209            204722
D BIOMET INC                     COM              090613100     7033   267300 SH      SHARED      04        267300
D BIONOVA HLDG CORP              COM              09063Q107        0        5 SH      SHARED      02                               5
D BIONX IMPLANTS INC             COM              09064Q106      200    53400 SH      SHARED      03         53400
D BIOSOURCE INTL INC             COM              09066H104       57    14100 SH      SHARED      01         14100
D BIOTIME INC                    COM              09066L105       50     5600 SH      SHARED      01          5600
D BIOVAIL CORP INTL NEW          COM              09067K106      223     4400 SH      SHARED      01          4400
D BIOSHIELD TECHNOLOGIES INC     COM              09068A107        3      400 SH      SHARED      01           400
D BIO VASCULAR INC               COM              090923103       47    18800 SH      SHARED      01         18800
D BIOSITE DIAGNOSTICS INC        COM              090945106     2257   248239 SH      SHARED      02        156200             92039
D BIOSITE DIAGNOSTICS INC        COM              090945106        0       61 SH      SHARED      04            61
D BIRMINGHAM STL CORP            COM              091250100       64     8425 SH      SHARED      01          8425
D BIZNESSONLINE COM INC          COM              091791103        2      400 SH      SHARED      02           400
D BLACK & DECKER CORP            COM              091797100       95     2100 SH      SHARED                  2100
D BLACK & DECKER CORP            COM              091797100    59680  1306288 SH      SHARED      01       1094488            211800
D BLACK & DECKER CORP            COM              091797100      333     7300 SH      SHR/OTHR    01                    250     7050
D BLACK & DECKER CORP            COM              091797100       47     1050 SH      SHARED      02           300               750
D BLACK & DECKER CORP            COM              091797100     4088    89500 SH      SHARED      04         89500
D BLACK BOX CORP DEL             COM              091826107    14206   270600 SH      SHARED      01         90700            179900
D BLACK BOX CORP DEL             COM              091826107       94     1800 SH      SHARED      04          1800
D BLACK HILLS CORP               COM              092113109       44     1900 SH      SHARED                  1900
D BLACK HILLS CORP               COM              092113109     4511   193512 SH      SHARED      01        106858             86654
D BLACK HILLS CORP               COM              092113109      300    12900 SH      SHARED      04         12900
D BLACKROCK ADVANTAGE TERM TR    COM              09247A101       17     2000 SH      SHARED      02                            2000
D BLACKROCK INCOME TR INC        COM              09247F100     1993   319000 SH      SHARED      04        319000
D BLACKROCK INVT QUALITY TERM TR COM              09247J102       35     4400 SH      SHARED      04          4400
D BLACKROCK STRATEGIC TERM TR    COM              09247P108        7      800 SH      SHARED      01           800
D BLACKROCK STRATEGIC TERM TR    COM              09247P108      485    54700 SH      SHARED      04         54700
D BLACKROCK BROAD INVT GRD 2009  COM              09247Q106       17     1500 SH      SHARED      02                            1500
D BLACKROCK 1999 TERM TR INC     COM              09247T100      995    98900 SH      SHARED      04         98900
D BLACKROCK TARGET TERM TR INC   COM              092476100       11     1200 SH      SHARED      02                            1200
D BLACKROCK TARGET TERM TR INC   COM              092476100     1496   156500 SH      SHARED      04        156500
D BLACKROCK 2001 TERM TR INC     COM              092477108     2858   317600 SH      SHARED      04        317600
D BLACKROCK HIGH YIELD TR        SH BEN INT       09248N102       13     1000 SH      SHARED      02                            1000
D BLANCH E W HLDGS INC           COM              093210102     2513    38600 SH      SHARED      01         38600
D BLANCH E W HLDGS INC           COM              093210102       97     1500 SH      SHARED      04          1500
D BLOCK DRUG INC                 CL A             093644102     5021   139735 SH      SHARED      01         49949             89786
D BLOCK DRUG INC                 CL A             093644102       12      360 SH      SHARED      02           360
D BLOCK DRUG INC                 CL A             093644102       43     1200 SH      SHARED      04          1200
D BLOCK H & R INC                COM              093671105      212     4900 SH      SHARED                  4900
D BLOCK H & R INC                COM              093671105    66173  1523429 SH      SHARED      01       1339211            184218
D BLOCK H & R INC                COM              093671105       17      400 SH      SHR/OTHR    01                    400
D BLOCK H & R INC                COM              093671105      162     3750 SH      SHARED      02           150              3600
D BLOCK H & R INC                COM              093671105     3673    84565 SH      SHARED      04         84565
D BLOCKBUSTER INC                CL A             093679108       19     1500 SH      SHARED      02                            1500
D BLOUNT INTL INC NEW            COM              095180105      604    44796 SH      SHARED      01         44796
D BLUE RIV BANCSHARES INC        COM              09602P107      320    54500 SH      SHARED      04         54500
D BLUE WAVE SYS INC              COM              096081104       17     4000 SH      SHARED      02                            4000
D BLUEGREEN CORP                 COM              096231105       50    10700 SH      SHARED      01         10700
D BLUEGREEN CORP                 COM              096231105       23     5000 SH      SHARED      02                            5000
D BLYTH INDS INC                 COM              09643P108      140     5000 SH      SHARED                  5000
D BLYTH INDS INC                 COM              09643P108     9282   330795 SH      SHARED      01        150545            180250
D BLYTH INDS INC                 COM              09643P108      218     7800 SH      SHARED      02          6500              1300
D BLYTH INDS INC                 COM              09643P108      715    25500 SH      SHARED      04         25500
D BOB EVANS FARMS INC            COM              096761101       85     4200 SH      SHARED                  4200
D BOB EVANS FARMS INC            COM              096761101     7198   353304 SH      SHARED      01        204742            148562
D BOB EVANS FARMS INC            COM              096761101        6      300 SH      SHARED      02           300
D BOB EVANS FARMS INC            COM              096761101      484    23800 SH      SHARED      04         23800
D BOCA RESH INC                  COM              096888102       78    11900 SH      SHARED      01         11900
D BOCA RESH INC                  COM              096888102       36     5500 SH      SHARED      02           500              5000
D BODDIE NOELL PPTYS INC         COM              096903109       90     9045 SH      SHARED      02          8045              1000
D BOEING CO                      COM              097023105     8226   192986 SH      SHARED                192986
D BOEING CO                      COM              097023105   612634 14372661 SH      SHARED      01      12052639           2320022
D BOEING CO                      COM              097023105     4006    93986 SH      SHR/OTHR    01                  42428    51558
D BOEING CO                      COM              097023105     2552    59886 SH      SHARED      02         11368             48518
D BOEING CO                      COM              097023105    35999   844574 SH      SHARED      04        844574
D BOISE CASCADE CORP             COM              097383103      120     3300 SH      SHARED                  3300
D BOISE CASCADE CORP             COM              097383103    29657   813942 SH      SHARED      01        690523            123419
D BOISE CASCADE CORP             COM              097383103        2       72 SH      SHARED      02            72
D BOISE CASCADE CORP             COM              097383103     4525   124200 SH      SHARED      04        124200
D BOISE CASCADE OFFICE PRODS     COM              097403109      445    40955 SH      SHARED      01         40955
D BOISE CASCADE OFFICE PRODS     COM              097403109       13     1200 SH      SHARED      04          1200
D BOLDER TECHNOLOGIES CORP       COM              097519102       14     1400 SH      SHARED      01          1400
D BOLDER TECHNOLOGIES CORP       COM              097519102        5      500 SH      SHR/OTHR    01                    500
D BOLDER TECHNOLOGIES CORP       COM              097519102       21     2150 SH      SHARED      02          2150
D BOMBAY CO INC                  COM              097924104      172    34100 SH      SHARED      01         34100
D BOMBAY CO INC                  COM              097924104       15     3000 SH      SHARED      02                            3000
D BOMBAY CO INC                  COM              097924104       17     3400 SH      SHARED      04          3400
D BONE CARE INTL INC             COM              098072101        5      600 SH      SHARED      01           600
D BOOKS-A-MILLION INC            COM              098570104      203    24800 SH      SHARED      01         24800
D BORDEN CHEMS&PLASTIC LTD PARTN DEPOS COM UNIT   099541203        4     1100 SH      SHARED      01          1100
D BORDEN CHEMS&PLASTIC LTD PARTN DEPOS COM UNIT   099541203     1968   477100 SH      SHARED      04        477100
D BORDERS GROUP INC              COM              099709107      114     7800 SH      SHARED                  7800
D BORDERS GROUP INC              COM              099709107     7905   538258 SH      SHARED      01        343458            194800
D BORDERS GROUP INC              COM              099709107       88     6000 SH      SHR/OTHR    01                            6000
D BORDERS GROUP INC              COM              099709107      696    47400 SH      SHARED      02         11000             36400
D BORDERS GROUP INC              COM              099709107      731    49825 SH      SHARED      04         49825
D BORG-WARNER AUTOMOTIVE INC     COM              099724106      120     2800 SH      SHARED                  2800
D BORG-WARNER AUTOMOTIVE INC     COM              099724106    11589   269524 SH      SHARED      01         93139            176385
D BORG-WARNER AUTOMOTIVE INC     COM              099724106      756    17600 SH      SHARED      04         17600
D BORON LEPORE & ASSOCS INC      COM              10001P102       34     6100 SH      SHARED      01          6100
D BORON LEPORE & ASSOCS INC      COM              10001P102       54     9661 SH      SHARED      02                            9661
D BOSTON ACOUSTICS INC           COM              100534106        6      450 SH      SHARED      01           450
D BOSTON BEER INC                CL A             100557107        0      100 SH      SHARED      02                             100
D BOSTON COMMUNICATIONS GROUP    COM              100582105       21     3700 SH      SHARED      02          2700              1000
D BOSTON COMMUNICATIONS GROUP    COM              100582105        0       73 SH      SHARED      04            73
D BOSTON PROPERTIES INC          COM              101121101     3513   114500 SH      SHARED      01         79400             35100
D BOSTON PROPERTIES INC          COM              101121101      460    15000 SH      SHARED      04         15000
D BOSTON SCIENTIFIC CORP         COM              101137107        7      300 SH      SHR/OTHR    04                    300
D BOSTON SCIENTIFIC CORP         COM              101137107      361    14600 SH      SHARED                 14600
D BOSTON SCIENTIFIC CORP         COM              101137107   121936  4926736 SH      SHARED      01       4423292            503444
D BOSTON SCIENTIFIC CORP         COM              101137107      113     4600 SH      SHARED      02          4200               400
D BOSTON SCIENTIFIC CORP         COM              101137107    16185   653970 SH      SHARED      04        653045               925
D BOTTOMLINE TECH DEL INC        COM              101388106     2281   154700 SH      SHARED      01         27900            126800
D BOTTOMLINE TECH DEL INC        COM              101388106        8      600 SH      SHARED      04           600
D BOWATER INC                    COM              102183100    25067   477485 SH      SHARED      01        291090            186395
D BOWATER INC                    COM              102183100       36      700 SH      SHARED      02           100               600
D BOWATER INC                    COM              102183100     1690    32200 SH      SHARED      04         32200
D BOWNE & CO INC                 COM              103043105     3676   303254 SH      SHARED      01        180000            123254
D BOWNE & CO INC                 COM              103043105       41     3400 SH      SHARED      04          3400
D BOYD GAMING CORP               COM              103304101      730   121800 SH      SHARED      01        116300              5500
D BOYD GAMING CORP               COM              103304101       19     3300 SH      SHARED      04          3300
D BOYDS COLLECTION LTD           COM              103354106     1908   155800 SH      SHARED      01        146000              9800
D BOYDS COLLECTION LTD           COM              103354106       71     5800 SH      SHARED      04          5800
D BOYKIN LODGING CO              COM              103430104      792    59836 SH      SHARED      01         59836
D BOYKIN LODGING CO              COM              103430104       42     3200 SH      SHARED      02          2500               700
D BOYKIN LODGING CO              COM              103430104       67     5100 SH      SHARED      04          5100
D BRADLEY REAL ESTATE INC        COM              104580105     1483    80749 SH      SHARED      01         80749
D BRADLEY REAL ESTATE INC        COM              104580105       57     3155 SH      SHR/OTHR    01                            3155
D BRADLEY REAL ESTATE INC        COM              104580105      776    42237 SH      SHARED      02         10250             31987
D BRADLEY REAL ESTATE INC        COM              104580105      134     7300 SH      SHARED      04          7300
D BRADLEY REAL ESTATE INC        PFD CV A 8.40%   104580204        1       84 SH      SHARED      01            84
D BRADY CORP                     CL A             104674106     3083    96350 SH      SHARED      01         96350
D BRADY CORP                     CL A             104674106       32     1000 SH      SHR/OTHR    01                            1000
D BRADY CORP                     CL A             104674106     1312    41029 SH      SHARED      04         41029
D BRANDYWINE RLTY TR             SH BEN INT NEW   105368203     1693   104200 SH      SHARED      01         98900              5300
D BRANDYWINE RLTY TR             SH BEN INT NEW   105368203      185    11400 SH      SHARED      04         11400
D BRASS EAGLE INC                COM              10553F106        1      100 SH      SHARED      01           100
D BRAUNS FASHIONS CORP           COM              105658108        5      300 SH      SHARED      01           300
D BREED TECHNOLOGIES INC         COM              106702103        3     8600 SH      SHARED      01          8600
D BRENTON BKS INC                COM              107211104      764    54982 SH      SHARED      01         54982
D BRENTON BKS INC                COM              107211104       23     1700 SH      SHARED      04          1700
D BRIDGESTREET ACCOMODATIONS INC COM              108452103        9     3100 SH      SHARED      01          3100
D BRIGGS & STRATTON CORP         COM              109043109       29      500 SH      SHARED                   500
D BRIGGS & STRATTON CORP         COM              109043109    23000   394006 SH      SHARED      01        344058             49948
D BRIGGS & STRATTON CORP         COM              109043109       11      200 SH      SHARED      02           200
D BRIGGS & STRATTON CORP         COM              109043109     1004    17200 SH      SHARED      04         17200
D BRIGHT HORIZON FAMILY SOLUTION COM              109195107      306    19600 SH      SHARED      01         19600
D BRIGHT HORIZON FAMILY SOLUTION COM              109195107       17     1100 SH      SHARED      04          1100
D BRIGHTPOINT INC                COM              109473108     4195   576236 SH      SHARED      01        272786            303450
D BRIGHTPOINT INC                COM              109473108      329    45200 SH      SHARED      04         45200
D BRILLIANT DIGITAL ENTERTAINMNT COM              109502104       58    16600 SH      SHARED      01         16600
D BRINKER INTL INC               COM              109641100      184     6800 SH      SHARED                  6800
D BRINKER INTL INC               COM              109641100    13538   500271 SH      SHARED      01        266938            233333
D BRINKER INTL INC               COM              109641100       20      750 SH      SHARED      02           250               500
D BRINKER INTL INC               COM              109641100     1071    39600 SH      SHARED      04         39600
D BRIO TECHNOLOGY INC            COM              109704106     1121    50400 SH      SHARED      01         32600             17800
D BRIO TECHNOLOGY INC            COM              109704106       20      900 SH      SHARED      04           900
D BRISTOL HOTEL & RESORTS INC    COM              110041100       13     1950 SH      SHARED      01          1950
D BRISTOL MYERS SQUIBB CO        COM              110122108      112     1670 SH      SHARED      01          1490               180
D BRISTOL MYERS SQUIBB CO        COM              110122108       33      500 SH      SHR/OTHR    01                    500
D BRISTOL MYERS SQUIBB CO        COM              110122108     2430    36001 SH      SHARED                 36001
D BRISTOL MYERS SQUIBB CO        COM              110122108  2048085 30342012 SH      SHARED      01      25677752    37129  4627131
D BRISTOL MYERS SQUIBB CO        COM              110122108   241668  3580269 SH      SHR/OTHR    01                3170725   409544
D BRISTOL MYERS SQUIBB CO        COM              110122108    11115   164667 SH      SHARED      02         31247            133420
D BRISTOL MYERS SQUIBB CO        COM              110122108   453009  6711248 SH      SHARED      04       6710748               500
D BRITESMILE INC                 COM              110415106      131    13800 SH      SHARED      01         13100               700
D BRITESMILE INC                 COM              110415106       10     1100 SH      SHARED      04          1100
D BRITISH AWYS PLC               ADR 2ND INSTAL   110419306       22      400 SH      SHARED      01           400
D BRITISH AWYS PLC               ADR 2ND INSTAL   110419306       91     1600 SH      SHR/OTHR    01                    800      800
D BRITISH SKY BROADCASTING GROUP SPONSORED ADR    111013108       62     1100 SH      SHARED      01          1100
D BRITISH SKY BROADCASTING GROUP SPONSORED ADR    111013108       74     1300 SH      SHARED      04          1300
D BRITISH STL PLC                ADR FINAL INST   111015301      211     8200 SH      SHARED      01          8200
D BRITISH STL PLC                ADR FINAL INST   111015301       12      500 SH      SHARED      02                             500
D BRITISH STL PLC                ADR FINAL INST   111015301    38753  1505000 SH      SHARED      04       1505000
D BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST   111021408      849     5480 SH      SHARED      01          3350              2130
D BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST   111021408      281     1817 SH      SHR/OTHR    01                    400     1417
D BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST   111021408       15      100 SH      SHARED      02           100
D BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST   111021408      774     5000 SH      SHARED      04          5000
D BROADCOM CORP                  CL A             111320107      185     1700 SH      SHARED                  1700
D BROADCOM CORP                  CL A             111320107    31599   289900 SH      SHARED      01        101700            188200
D BROADCOM CORP                  CL A             111320107     2570    23585 SH      SHARED      02         12375             11210
D BROADCOM CORP                  CL A             111320107      163     1500 SH      SHARED      04          1500
D BROADVISION INC                COM              111412102    21263   159800 SH      SHARED      01         66500             93300
D BROADVISION INC                COM              111412102      791     5950 SH      SHARED      02          1350              4600
D BROADVISION INC                COM              111412102    19826   149000 SH      SHARED      03        149000
D BROADVISION INC                COM              111412102      212     1600 SH      SHARED      04          1600
D BROCADE COMMUNICATIONS SYS INC COM              111621108     1659     7900 SH      SHARED      01          7900
D BROCADE COMMUNICATIONS SYS INC COM              111621108      367     1750 SH      SHARED      02          1750
D BROCADE COMMUNICATIONS SYS INC COM              111621108      261     1243 SH      SHARED      04          1243
D BROKEN HILL PROPRIETARY LTD    SPONSORED ADR    112169602       69     3000 SH      SHARED      04          3000
D BROOKE GROUP LTD               COM              112525100       69     4200 SH      SHARED      01          4200
D BROOKE GROUP LTD               COM              112525100       19     1155 SH      SHARED      04          1155
D BROOKLINE BANCORP INC          COM              113739106      145    14300 SH      SHARED      01         14300
D BROOKLINE BANCORP INC          COM              113739106       10     1000 SH      SHARED      02                            1000
D BROOKLINE BANCORP INC          COM              113739106       12     1200 SH      SHARED      04          1200
D BROOKS AUTOMATION INC          COM              11434A100      511    29100 SH      SHARED      01         29100
D BROOKS AUTOMATION INC          COM              11434A100      140     8000 SH      SHARED      02          8000
D BROOKS AUTOMATION INC          COM              11434A100      272    15529 SH      SHARED      04         15529
D BROOKSTONE INC                 COM              114537103       63     4300 SH      SHARED      01          4300
D BROOKSTONE INC                 COM              114537103      170    11562 SH      SHARED      02         11562
D BROOKSTONE INC                 COM              114537103        2      142 SH      SHARED      04           142
D BROOKTROUT INC                 COM              114580103      187    13525 SH      SHARED      01         13525
D BROOKTROUT INC                 COM              114580103       20     1500 SH      SHARED      02          1500
D BROOKTROUT INC                 COM              114580103       13     1000 SH      SHARED      04          1000
D BROWN & BROWN INC              COM              115236101     1288    38737 SH      SHARED      01         36300              2437
D BROWN & BROWN INC              COM              115236101      138     4170 SH      SHARED      02          4170
D BROWN & BROWN INC              COM              115236101       33     1000 SH      SHARED      04          1000
D BROWN FORMAN CORP              CL A             115637100       52      900 SH      SHARED      01           900
D BROWN FORMAN CORP              CL A             115637100     6582   113000 SH      SHARED      04        113000
D BROWN FORMAN CORP              CL B             115637209       62     1000 SH      SHARED                  1000
D BROWN FORMAN CORP              CL B             115637209    44781   717944 SH      SHARED      01        592870            125074
D BROWN FORMAN CORP              CL B             115637209     3000    48100 SH      SHARED      04         48100
D BROWN TOM INC                  COM NEW          115660201     4187   283910 SH      SHARED      01        102110            181800
D BROWN TOM INC                  COM NEW          115660201       36     2505 SH      SHARED      02             5              2500
D BROWN TOM INC                  COM NEW          115660201       42     2902 SH      SHARED      04          2902
D BROWN SHOE INC NEW             COM              115736100     3520   192254 SH      SHARED      01        100954             91300
D BROWN SHOE INC NEW             COM              115736100     2876   157075 SH      SHR/OTHR    01                 157075
D BROWN SHOE INC NEW             COM              115736100      677    37000 SH      SHARED      04         37000
D BRUNSWICK CORP                 COM              117043109       54     2200 SH      SHARED                  2200
D BRUNSWICK CORP                 COM              117043109    33673  1353701 SH      SHARED      01       1123649            230052
D BRUNSWICK CORP                 COM              117043109     1644    66100 SH      SHARED      04         66100
D BRUSH WELLMAN INC              COM              117421107     1750   119209 SH      SHARED      01         90337             28872
D BRUSH WELLMAN INC              COM              117421107       22     1500 SH      SHARED      04          1500
D BRYN MAWR BK CORP              COM              117665109       19      800 SH      SHARED      01           800
D BUCA INC                       COM              117769109       13     1000 SH      SHARED      01          1000
D BUCKEYE PARTNERS L P           UNIT LTD PARTN   118230101      245     9100 SH      SHARED      01          9100
D BUCKEYE PARTNERS L P           UNIT LTD PARTN   118230101      148     5500 SH      SHR/OTHR    01                   3900     1600
D BUCKEYE PARTNERS L P           UNIT LTD PARTN   118230101      777    28800 SH      SHARED      02          2700             26100
D BUCKEYE TECHNOLOGIES INC       COM              118255108     1044    66600 SH      SHARED      01         65600              1000
D BUCKEYE TECHNOLOGIES INC       COM              118255108       36     2300 SH      SHARED      04          2300
D BUCKLE INC                     COM              118440106      585    33950 SH      SHARED      01         33950
D BUCKLE INC                     COM              118440106       13      800 SH      SHARED      04           800
D BUDGET GROUP INC               CL A             119003101      535    75800 SH      SHARED      01         75800
D BUDGET GROUP INC               CL A             119003101        0      100 SH      SHARED      02                             100
D BUDGET GROUP INC               CL A             119003101       16     2300 SH      SHARED      04          2300
D BUFFETS INC                    COM              119882108       53     4600 SH      SHARED                  4600
D BUFFETS INC                    COM              119882108     4769   410309 SH      SHARED      01        204709            205600
D BUFFETS INC                    COM              119882108     1435   123500 SH      SHARED      02         24000             99500
D BUFFETS INC                    COM              119882108      297    25600 SH      SHARED      04         25600
D BUILDING MATLS HLDG CORP       COM              120113105       22     2250 SH      SHARED      01          2250
D BUILDING ONE SVCS CORP         COM              120114103     2181   179022 SH      SHARED      01         51832            127190
D BUILDING ONE SVCS CORP         COM              120114103       54     4500 SH      SHARED      04          4500
D BURLINGTON COAT FACTORY        COM              121579106     2928   148280 SH      SHARED      01         66354             81926
D BURLINGTON COAT FACTORY        COM              121579106       31     1600 SH      SHARED      04          1600
D BURLINGTON INDS INC            COM              121693105       25     5600 SH      SHARED                  5600
D BURLINGTON INDS INC            COM              121693105     1961   435923 SH      SHARED      01        238123            197800
D BURLINGTON INDS INC            COM              121693105      144    32100 SH      SHARED      04         32100
D BURLINGTON NORTHN SANTA FE CP  COM              12189T104      426    15500 SH      SHARED                 15500
D BURLINGTON NORTHN SANTA FE CP  COM              12189T104   191789  6974180 SH      SHARED      01       5922294     1440  1050446
D BURLINGTON NORTHN SANTA FE CP  COM              12189T104     6435   234028 SH      SHR/OTHR    01                 195868    38160
D BURLINGTON NORTHN SANTA FE CP  COM              12189T104     2025    73637 SH      SHARED      02         20487             53150
D BURLINGTON NORTHN SANTA FE CP  COM              12189T104    30962  1125900 SH      SHARED      04       1125900
D BURLINGTON RES INC             COM              122014103      238     6500 SH      SHARED                  6500
D BURLINGTON RES INC             COM              122014103    94724  2577549 SH      SHARED      01       2189128            388421
D BURLINGTON RES INC             COM              122014103     3782   102938 SH      SHR/OTHR    01                  90326    12612
D BURLINGTON RES INC             COM              122014103     3022    82249 SH      SHARED      02         21622             60627
D BURLINGTON RES INC             COM              122014103    10003   272200 SH      SHARED      04        272200
D BURNHAM PAC PPTYS INC          COM              12232C108      854    80900 SH      SHARED      01         74600              6300
D BURNHAM PAC PPTYS INC          COM              12232C108       69     6600 SH      SHR/OTHR    01                   2200     4400
D BURNHAM PAC PPTYS INC          COM              12232C108      103     9800 SH      SHARED      04          9800
D BURNS INTL SVCS CORP           COM              122374101      922    57210 SH      SHARED      01         57210
D BURNS INTL SVCS CORP           COM              122374101       19     1200 SH      SHARED      04          1200
D BURR BROWN CORP                COM              122574106    13625   344961 SH      SHARED      01        126686            218275
D BURR BROWN CORP                COM              122574106       90     2300 SH      SHARED      04          2300
D BUSH BOAKE ALLEN INC           COM              123162109      545    20700 SH      SHARED      01         20700
D BUSH BOAKE ALLEN INC           COM              123162109       13      500 SH      SHARED      04           500
D BUSH INDS INC                  CL A             123164105      212    16280 SH      SHARED      01         15780               500
D BUSH INDS INC                  CL A             123164105       11      900 SH      SHARED      04           900
D BUSINESS OBJECTS S A           SPONSORED ADR    12328X107      236     4000 SH      SHARED                  4000
D BUSINESS OBJECTS S A           SPONSORED ADR    12328X107      300     5100 SH      SHARED      01          5100
D BUSINESS OBJECTS S A           SPONSORED ADR    12328X107     2434    41267 SH      SHARED      02         10267             31000
D BUTLER INTL INC NEW            COM              123649105        1      150 SH      SHARED      01           150
D BUTLER MFG CO DEL              COM              123655102     1546    58900 SH      SHARED      01         39250             19650
D BUTLER MFG CO DEL              COM              123655102       10      400 SH      SHARED      04           400
D C&D TECHNOLOGIES INC           COM              124661109     1427    39300 SH      SHARED      01         39300
D C&D TECHNOLOGIES INC           COM              124661109      256     7073 SH      SHARED      02          6000              1073
D C&D TECHNOLOGIES INC           COM              124661109       47     1300 SH      SHARED      04          1300
D CAIS INTERNET INC              COM              12476Q102     4421   366600 SH      SHARED      01         32800            333800
D CAIS INTERNET INC              COM              12476Q102        3      280 SH      SHARED      02           280
D CAIS INTERNET INC              COM              12476Q102        6      500 SH      SHARED      04           500
D CB BANCSHARES INC HAWAII       COM              124785106        1       61 SH      SHARED      01            61
D CBL & ASSOC PPTYS INC          COM              124830100     1700    69600 SH      SHARED      01         69600
D CBL & ASSOC PPTYS INC          COM              124830100      175     7200 SH      SHARED      04          7200
D CBT GROUP PUB LTD              SPON ADR NEW     124853300       81     3300 SH      SHARED      01          3300
D CBT GROUP PUB LTD              SPON ADR NEW     124853300     3752   152400 SH      SHARED      02         43900            108500
D CCC INFORMATION SVCS GROUP INC COM              12487Q109      617    46800 SH      SHARED      01         43600              3200
D CCC INFORMATION SVCS GROUP INC COM              12487Q109       29     2200 SH      SHARED      04          2200
D CCBT BANCORP INC               COM              12487S105        6      400 SH      SHARED      01           400
D CCBT BANCORP INC               COM              12487S105       12      800 SH      SHARED      02                             800
D CCB FINL CORP                  COM              124875105      158     3800 SH      SHARED                  3800
D CCB FINL CORP                  COM              124875105    11150   267886 SH      SHARED      01        123628            144258
D CCB FINL CORP                  COM              124875105      222     5340 SH      SHARED      02          5340
D CCB FINL CORP                  COM              124875105     2955    71000 SH      SHARED      04         71000
D CB RICHARD ELLIS SVCS INC      COM              12489L108      971    64200 SH      SHARED      01         64200
D CB RICHARD ELLIS SVCS INC      COM              12489L108       28     1900 SH      SHARED      04          1900
D CBRL GROUP INC                 COM              12489V106       97     6300 SH      SHARED                  6300
D CBRL GROUP INC                 COM              12489V106     7702   496946 SH      SHARED      01        266734            230212
D CBRL GROUP INC                 COM              12489V106       49     3175 SH      SHARED      02           300              2875
D CBRL GROUP INC                 COM              12489V106      631    40737 SH      SHARED      04         40737
D CBS CORP                       COM              12490K107        4      100 SH      SHARED      04                             100
D CBS CORP                       COM              12490K107       13      300 SH      SHR/OTHR    04                    300
D CBS CORP                       COM              12490K107      675    14600 SH      SHARED                 14600
D CBS CORP                       COM              12490K107   479146 10359934 SH      SHARED      01       8649837           1710097
D CBS CORP                       COM              12490K107     8149   176200 SH      SHR/OTHR    01                  14600   161600
D CBS CORP                       COM              12490K107     4663   100832 SH      SHARED      02         34406             66426
D CBS CORP                       COM              12490K107    26271   568035 SH      SHARED      04        567985                50
D CFW COMMUNICATION CO           COM              124923103      742    31100 SH      SHARED      01         31100
D CFW COMMUNICATION CO           COM              124923103       26     1100 SH      SHARED      04          1100
D C COR NET CORP                 COM              125010108      537    17700 SH      SHARED      01         17700
D C COR NET CORP                 COM              125010108       30     1000 SH      SHARED      04          1000
D C-CUBE MICROSYSTEMS INC        COM              125015107      348     8000 SH      SHARED                  8000
D C-CUBE MICROSYSTEMS INC        COM              125015107    11044   253900 SH      SHARED      01        124200            129700
D C-CUBE MICROSYSTEMS INC        COM              125015107     2161    49685 SH      SHARED      02         48985               700
D C-CUBE MICROSYSTEMS INC        COM              125015107      156     3600 SH      SHARED      04          3600
D C D I CORP                     COM              125071100     4992   182800 SH      SHARED      01         70900            111900
D C D I CORP                     COM              125071100       30     1100 SH      SHARED      04          1100
D CDNOW INC NEW                  COM              125086108      732    58868 SH      SHARED      01         58868
D CDNOW INC NEW                  COM              125086108       68     5515 SH      SHARED      02          4515              1000
D CDNOW INC NEW                  COM              125086108       17     1440 SH      SHARED      04          1440
D CD WHSE INC                    COM              12512W105       23     4200 SH      SHARED      01          4200
D CD RADIO INC                   COM              125127100     4699   184300 SH      SHARED      01         56200            128100
D CD RADIO INC                   COM              125127100       33     1300 SH      SHARED      04          1300
D CDW COMPUTER CTRS INC          COM              125129106     8294   169700 SH      SHARED      01         37300            132400
D CDW COMPUTER CTRS INC          COM              125129106       83     1700 SH      SHARED      04          1700
D CEC ENTMT INC                  COM              125137109     3644   101600 SH      SHARED      01        101600
D CEC ENTMT INC                  COM              125137109     1413    39392 SH      SHARED      04         39392
D CE SOFTWARE HLDGS INC          COM PAR $0.10    125175307       35     5300 SH      SHARED      01          5300
D CFS BANCORP INC                COM              12525D102      426    40900 SH      SHARED      01         26600             14300
D CFS BANCORP INC                COM              12525D102       20     2000 SH      SHARED      04          2000
D CFM TECHNOLOGIES INC           COM              12525K106        4      500 SH      SHARED      02           500
D CFI PROSERVICES INC            COM              12525N100       63     6500 SH      SHARED      01          6500
D C H ROBINSON WORLDWIDE INC     COM              12541W100     3985   118300 SH      SHARED      01        118300
D C H ROBINSON WORLDWIDE INC     COM              12541W100     1249    37102 SH      SHARED      04         37102
D CHS ELECTRONICS INC            COM NEW          12542A206      102    71100 SH      SHARED      01         71100
D CHS ELECTRONICS INC            COM NEW          12542A206        5     3500 SH      SHARED      02          3500
D CHS ELECTRONICS INC            COM NEW          12542A206        7     5100 SH      SHARED      04          5100
D CIGNA CORP                     COM              125509109   236649  3043724 SH      SHARED      01       2552898            490826
D CIGNA CORP                     COM              125509109      572     7359 SH      SHR/OTHR    01                    600     6759
D CIGNA CORP                     COM              125509109      801    10315 SH      SHARED      02          2031              8284
D CIGNA CORP                     COM              125509109    12673   163000 SH      SHARED      04        163000
D CIGNA HIGH INCOME SHS          SH BEN INT       12551D109       20     3000 SH      SHR/OTHR    01                   3000
D CIGNA HIGH INCOME SHS          SH BEN INT       12551D109      179    26600 SH      SHARED      02         18000              8600
D CIT GROUP INC                  CL A             125577106     5958   289800 SH      SHARED      01        124200            165600
D CIT GROUP INC                  CL A             125577106        2      100 SH      SHARED      02           100
D CIT GROUP INC                  CL A             125577106       53     2600 SH      SHARED      04          2600
D CKE RESTAURANTS INC            SB NT CV 144A 04 12561EAA3     1944  3000000 PRN     SHARED      04       3000000
D CKE RESTAURANTS INC            SB NT CV 4.25%04 12561EAB1     1296  2000000 PRN     SHARED      04       2000000
D CKE RESTAURANTS INC            COM              12561E105     2594   357820 SH      SHARED      01        235670            122150
D CKE RESTAURANTS INC            COM              12561E105        7     1100 SH      SHARED      02          1100
D CKE RESTAURANTS INC            COM              12561E105      485    67000 SH      SHARED      04         67000
D CLECO CORP NEW                 COM              12561W105       61     1900 SH      SHARED                  1900
D CLECO CORP NEW                 COM              12561W105     8113   250129 SH      SHARED      01        102918            147211
D CLECO CORP NEW                 COM              12561W105       64     2000 SH      SHR/OTHR    01                   2000
D CLECO CORP NEW                 COM              12561W105      434    13400 SH      SHARED      04         13400
D CK WITCO CORP                  COM              12562C108      194    13100 SH      SHARED                 13100
D CK WITCO CORP                  COM              12562C108    16443  1105427 SH      SHARED      01        650594            454833
D CK WITCO CORP                  COM              12562C108      144     9689 SH      SHR/OTHR    01                            9689
D CK WITCO CORP                  COM              12562C108        2      184 SH      SHARED      02           184
D CK WITCO CORP                  COM              12562C108     1120    75345 SH      SHARED      04         75345
D CMGI INC                       COM              125750109      635     6200 SH      SHARED                  6200
D CMGI INC                       COM              125750109    43075   420250 SH      SHARED      01        187100            233150
D CMGI INC                       COM              125750109       61      600 SH      SHR/OTHR    01                             600
D CMGI INC                       COM              125750109     2704    26390 SH      SHARED      02         22250              4140
D CMGI INC                       COM              125750109     1804    17600 SH      SHARED      04         17600
D CMI CORP                       CL A             125761304      567    81000 SH      SHARED      01         74000              7000
D CMI CORP                       CL A             125761304       14     2000 SH      SHARED      04          2000
D CMP GROUP INC                  COM              125887109       89     3400 SH      SHARED                  3400
D CMP GROUP INC                  COM              125887109     7594   287959 SH      SHARED      01        159143            128816
D CMP GROUP INC                  COM              125887109     3159   119800 SH      SHARED      04        119800
D CMS ENERGY CORP                COM              125896100       81     2400 SH      SHARED                  2400
D CMS ENERGY CORP                COM              125896100    62863  1852369 SH      SHARED      01       1604169            248200
D CMS ENERGY CORP                COM              125896100      748    22043 SH      SHR/OTHR    01                   6343    15700
D CMS ENERGY CORP                COM              125896100       38     1128 SH      SHARED      02           419               709
D CMS ENERGY CORP                COM              125896100     5178   152600 SH      SHARED      04        152600
D CMS ENERGY CORP                ADJ CV TR8.75%   125896308     3363    92000 SH      SHARED      04         92000
D CPI CORP                       COM              125902106     2872    84018 SH      SHARED      01         14780             69238
D CPI CORP                       COM              125902106       23      700 SH      SHARED      04           700
D CPB INC                        COM              125903104      322    14100 SH      SHARED      01         14100
D CPB INC                        COM              125903104       22     1000 SH      SHARED      04          1000
D CSS INDS INC                   COM              125906107     2387   103800 SH      SHARED      01         30500             73300
D CSS INDS INC                   COM              125906107       16      700 SH      SHARED      04           700
D CPI AEROSTRUCTURES INC         COM NEW          125919308        9     7565 SH      SHARED      01          7565
D CNET INC                       SB NT CV 144A 06 125945AA3    41372 25890000 PRN     SHARED      04      25890000
D CNET INC                       COM              125945105    14319   255700 SH      SHARED      01        100900            154800
D CNET INC                       COM              125945105    18629   332675 SH      SHARED      02        332675
D CNET INC                       COM              125945105      711    12700 SH      SHARED      04         12700
D CTG RES INC                    COM              125957100      707    20000 SH      SHARED      01         20000
D CTG RES INC                    COM              125957100       28      800 SH      SHARED      04           800
D CSK AUTO CORP                  COM              125965103     2325   106600 SH      SHARED      01        105600              1000
D CSK AUTO CORP                  COM              125965103       69     3200 SH      SHARED      04          3200
D CNA FINL CORP                  COM              126117100     4973   142100 SH      SHARED      01        108800             33300
D CNA FINL CORP                  COM              126117100       26      750 SH      SHARED      02                             750
D CNA FINL CORP                  COM              126117100      420    12000 SH      SHARED      04         12000
D CNB FLORIDA BANCSHARES INC     COM              12612H107       91     8600 SH      SHARED      01          8600
D CNA SURETY CORP                COM              12612L108      602    45900 SH      SHARED      01         45900
D CNA SURETY CORP                COM              12612L108       79     6034 SH      SHARED      02          2000              4034
D CNA SURETY CORP                COM              12612L108       19     1500 SH      SHARED      04          1500
D CNF TRANSN INC                 COM              12612W104      163     4400 SH      SHARED                  4400
D CNF TRANSN INC                 COM              12612W104    12679   340401 SH      SHARED      01        175301            165100
D CNF TRANSN INC                 COM              12612W104       11      300 SH      SHR/OTHR    01                             300
D CNF TRANSN INC                 COM              12612W104      586    15750 SH      SHARED      02         11300              4450
D CNF TRANSN INC                 COM              12612W104     1449    38900 SH      SHARED      04         38900
D CNB BANCSHARES INC             COM              126126101     7840   147932 SH      SHARED      01         65196             82736
D CNB BANCSHARES INC             COM              126126101     7035   132750 SH      SHARED      04        132750
D CNS BANCORP INC                COM              12613P108       23     2000 SH      SHARED      01          2000
D CPAC INC                       COM              126145101        1      327 SH      SHARED      01           327
D C P CLARE CORP                 COM              12615K107       54     8600 SH      SHARED      01          8600
D C-PHONE CORP                   COM              12616P105       12    10400 SH      SHARED      01         10400
D CSG SYS INTL INC               COM              126349109    12752   465300 SH      SHARED      01        136200            329100
D CSG SYS INTL INC               COM              126349109      435    15900 SH      SHARED      02         14900              1000
D CSG SYS INTL INC               COM              126349109     3171   115708 SH      SHARED      04        114783               925
D CSX CORP                       COM              126408103   139893  3301324 SH      SHARED      01       2699966    48200   553158
D CSX CORP                       COM              126408103     2072    48912 SH      SHR/OTHR    01                  47512     1400
D CSX CORP                       COM              126408103      874    20636 SH      SHARED      02          3838             16798
D CSX CORP                       COM              126408103     7106   167700 SH      SHARED      04        167700
D CTC COMMUNICATIONS CORP        COM              126418102      562    34200 SH      SHARED      01         33600               600
D CTC COMMUNICATIONS CORP        COM              126418102       32     2000 SH      SHARED      04          2000
D CT COMMUNICATIONS INC          COM NEW          126426402      972    19700 SH      SHARED      01         18700              1000
D CT COMMUNICATIONS INC          COM NEW          126426402       49     1000 SH      SHARED      04          1000
D CTS CORP                       COM              126501105      230     4000 SH      SHARED                  4000
D CTS CORP                       COM              126501105    13034   226684 SH      SHARED      01        116576            110108
D CTS CORP                       COM              126501105      166     2900 SH      SHARED      04          2900
D CUNO INC                       COM              126583103     3202   161150 SH      SHARED      01         49150            112000
D CUNO INC                       COM              126583103       19     1000 SH      SHARED      02                            1000
D CUNO INC                       COM              126583103       33     1700 SH      SHARED      04          1700
D CVB FINL CORP                  COM              126600105      416    15713 SH      SHARED      01         15713
D CVB FINL CORP                  COM              126600105       26     1000 SH      SHARED      04          1000
D CV REIT INC                    COM              126640101       14     1200 SH      SHARED      01          1200
D CVS CORP                       COM              126650100       11      270 SH      SHARED      01           200                70
D CVS CORP                       COM              126650100       24      600 SH      SHR/OTHR    01                    600
D CVS CORP                       COM              126650100        0        1 SH      SHARED                     1
D CVS CORP                       COM              126650100   326150  7991537 SH      SHARED      01       5199427           2792110
D CVS CORP                       COM              126650100    91509  2242220 SH      SHR/OTHR    01                1069729  1172491
D CVS CORP                       COM              126650100      862    21132 SH      SHARED      02          2310             18822
D CVS CORP                       COM              126650100    59623  1460920 SH      SHARED      04       1460420               500
D CABLE & WIRELESS HKT           SPONSORED ADR    126828102      105     4833 SH      SHARED      01          4133               700
D CABLE & WIRELESS HKT           SPONSORED ADR    126828102       45     2100 SH      SHR/OTHR    01                            2100
D CABLE & WIRELESS HKT           SPONSORED ADR    126828102       17      815 SH      SHARED      02                             815
D CABLE & WIRELESS HKT           SPONSORED ADR    126828102       65     3000 SH      SHARED      04          3000
D CABLE & WIRELESS PUB LTD CO    SPONSORED ADR    126830207       13      400 SH      SHARED      02                             400
D CABLE & WIRELESS PUB LTD CO    SPONSORED ADR    126830207      357    10800 SH      SHARED      04         10800
D CABLEVISION SYS CORP           CL A             12686C109      291     4000 SH      SHARED                  4000
D CABLEVISION SYS CORP           CL A             12686C109    45028   618950 SH      SHARED      01        245038            373912
D CABLEVISION SYS CORP           CL A             12686C109      174     2400 SH      SHARED      02          1700               700
D CABLEVISION SYS CORP           CL A             12686C109    13975   192100 SH      SHARED      04        192100
D CABLETRON SYS INC              COM              126920107      425    27100 SH      SHARED                 27100
D CABLETRON SYS INC              COM              126920107    35454  2260090 SH      SHARED      01       2108890            151200
D CABLETRON SYS INC              COM              126920107      170    10900 SH      SHARED      02                           10900
D CABLETRON SYS INC              COM              126920107     5755   366900 SH      SHARED      04        366900
D CABLE DESIGN TECHNOLOGIES CORP COM              126924109     7725   338650 SH      SHARED      01        138700            199950
D CABLE DESIGN TECHNOLOGIES CORP COM              126924109       66     2900 SH      SHARED      04          2900
D CABOT CORP                     COM              127055101      163     6900 SH      SHARED                  6900
D CABOT CORP                     COM              127055101    10860   457300 SH      SHARED      01        216020            241280
D CABOT CORP                     COM              127055101      838    35300 SH      SHARED      04         35300
D CABOT INDUSTRIAL TRUST         COM              127072106     1873    97300 SH      SHARED      01         93600              3700
D CABOT INDUSTRIAL TRUST         COM              127072106      186     9670 SH      SHARED      04          9670
D CABOT OIL & GAS CORP           CL A             127097103     6569   380836 SH      SHARED      01        127614            253222
D CABOT OIL & GAS CORP           CL A             127097103       36     2100 SH      SHARED      04          2100
D CACHE INC                      COM NEW          127150308       14     4200 SH      SHARED      01          4200
D CACI INTL INC                  CL A             127190304      601    28200 SH      SHARED      01         25600              2600
D CACI INTL INC                  CL A             127190304       17      800 SH      SHARED      04           800
D CADBURY SCHWEPPES PLC          ADR              127209302        6      250 SH      SHARED      02                             250
D CADENCE DESIGN SYSTEM INC      COM              127387108        5      400 SH      SHR/OTHR    02                    400
D CADENCE DESIGN SYSTEM INC      COM              127387108      335    25100 SH      SHARED                 25100
D CADENCE DESIGN SYSTEM INC      COM              127387108    22722  1698844 SH      SHARED      01        861897            836947
D CADENCE DESIGN SYSTEM INC      COM              127387108     4855   363024 SH      SHARED      02        362524               500
D CADENCE DESIGN SYSTEM INC      COM              127387108    11592   866725 SH      SHARED      04        866725
D CADIZ INC                      COM              127537108      869    90900 SH      SHARED      01         86600              4300
D CADIZ INC                      COM              127537108       29     3100 SH      SHARED      04          3100
D CADMUS COMMUNICATIONS CORP     COM              127587103        5      500 SH      SHARED      01           500
D CAERE CORP                     COM              127646107       82    10700 SH      SHARED      01         10700
D CAERE CORP                     COM              127646107       19     2460 SH      SHARED      02                            2460
D CAGLES INC                     CL A             127703106      120     7350 SH      SHARED      01          7350
D CAL DIVE INTL INC              COM              127914109      308     9000 SH      SHARED      01          9000
D CAL DIVE INTL INC              COM              127914109       17      500 SH      SHARED      04           500
D CALGON CARBON CORP             COM              129603106     2208   324270 SH      SHARED      01        112600            211670
D CALGON CARBON CORP             COM              129603106       21     3100 SH      SHARED      04          3100
D CALIBER LEARNING NETWORK INC   COM              129914107       34    16900 SH      SHARED      02          2000             14900
D CALIBER LEARNING NETWORK INC   COM              129914107        0       31 SH      SHARED      04            31
D CALIFORNIA COASTAL CMNTYS INC  COM NEW          129915203      246    31800 SH      SHARED      01         31800
D CALIFORNIA FED BK FSB LOS ANGL CONT LITIG REC   130209604        0      300 SH      SHARED      01           300
D CALIFORNIA FED BK FSB LOS ANGL CONT LITIG REC   130209604       26    10948 SH      SHARED      04         10948
D CALIFORNIA FED BK FSB LOS ANGL 2ND CONT LITIG   130209703        0      410 SH      SHARED      01           410
D CALIFORNIA FED BK FSB LOS ANGL 2ND CONT LITIG   130209703       10    10198 SH      SHARED      04         10198
D CALIFORNIA MICRO DEVICES CORP  COM              130439102        0       18 SH      SHARED      01            18
D CALIFORNIA WTR SVC GROUP       COM              130788102     1147    41900 SH      SHARED      01         39700              2200
D CALIFORNIA WTR SVC GROUP       COM              130788102       30     1100 SH      SHARED      04          1100
D CALLAWAY GOLF CO               COM              131193104       93     7700 SH      SHARED                  7700
D CALLAWAY GOLF CO               COM              131193104     7731   634430 SH      SHARED      01        348230            286200
D CALLAWAY GOLF CO               COM              131193104       17     1400 SH      SHARED      02          1000               400
D CALLAWAY GOLF CO               COM              131193104      553    45400 SH      SHARED      04         45400
D CALLON PETE CO DEL             COM              13123X102       30     1993 SH      SHARED      02                            1993
D CALLON PETE CO DEL             PFD A CV EXCH    13123X201      686    19600 SH      SHARED      04         19600
D CALPINE CORP                   COM              131347106      246     2900 SH      SHARED                  2900
D CALPINE CORP                   COM              131347106    19436   228500 SH      SHARED      01        139900             88600
D CALPINE CORP                   COM              131347106       42      500 SH      SHARED      02           500
D CALPINE CORP                   COM              131347106     1233    14500 SH      SHARED      04         14500
D CALYPTE BIOMEDICAL CORP        COM              131722100       13    12200 SH      SHARED      01         12200
D CAMBREX CORP                   COM              132011107     1884    71300 SH      SHARED      01         71300
D CAMBREX CORP                   COM              132011107       55     2100 SH      SHARED      04          2100
D CAMBRIDGE TECH PARTNERS MASS   COM              132524109        7      500 SH      SHR/OTHR    04                    500
D CAMBRIDGE TECH PARTNERS MASS   COM              132524109       87     6000 SH      SHARED                  6000
D CAMBRIDGE TECH PARTNERS MASS   COM              132524109     6500   448336 SH      SHARED      01        274286            174050
D CAMBRIDGE TECH PARTNERS MASS   COM              132524109      305    21050 SH      SHARED      02          9950             11100
D CAMBRIDGE TECH PARTNERS MASS   COM              132524109      675    46600 SH      SHARED      04         46600
D CAMDEN PPTY TR                 SH BEN INT       133131102    21961   817165 SH      SHARED      01        342818            474347
D CAMDEN PPTY TR                 SH BEN INT       133131102       28     1048 SH      SHARED      02                            1048
D CAMDEN PPTY TR                 SH BEN INT       133131102      348    12950 SH      SHARED      04         12950
D CAMDEN PPTY TR                 PFD A CV $2.25   133131201      448    18600 SH      SHARED      04         18600
D CAMECO CORP                    COM              13321L108       40     2200 SH      SHARED      01          2200
D CAMPBELL RES INC NEW           COM              134422104        0      500 SH      SHR/OTHR    01                    500
D CAMPBELL SOUP CO               COM              134429109      246     6300 SH      SHARED                  6300
D CAMPBELL SOUP CO               COM              134429109   217644  5562797 SH      SHARED      01       5046061            516736
D CAMPBELL SOUP CO               COM              134429109     1013    25900 SH      SHR/OTHR    01                  10200    15700
D CAMPBELL SOUP CO               COM              134429109      892    22800 SH      SHARED      02          1200             21600
D CAMPBELL SOUP CO               COM              134429109    17387   444400 SH      SHARED      04        444400
D CANADIAN PAC LTD NEW           COM              135923100     1132    49657 SH      SHARED      04         49657
D CDN IMPERIAL BK OF COMMERCE    COM              136069101      530    27100 SH      SHARED      01         27100
D CANADIAN NATL RY CO            COM              136375102      372    12300 SH      SHARED                 12300
D CANADIAN NATL RY CO            COM              136375102      118     3894 SH      SHARED      01          3894
D CANADIAN NATL RY CO            COM              136375102       60     2000 SH      SHARED      02          2000
D CANADIAN NATL RY CO            COM              136375102      321    10600 SH      SHARED      04         10600
D CANANDAIGUA BRANDS INC         CL B             137219101      171     2900 SH      SHARED      01          2900
D CANANDAIGUA BRANDS INC         CL A             137219200      131     2200 SH      SHARED                  2200
D CANANDAIGUA BRANDS INC         CL A             137219200     3680    61600 SH      SHARED      01         61600
D CANANDAIGUA BRANDS INC         CL A             137219200      765    12810 SH      SHARED      02          2810             10000
D CANANDAIGUA BRANDS INC         CL A             137219200       89     1500 SH      SHARED      04          1500
D CANDIES INC                    COM              137409108        0    12400 SH      SHARED      01         12400
D CANNONDALE CORP                COM              137798104        0      100 SH      SHARED      01           100
D CANON INC                      ADR              138006309        2       90 SH      SHARED      01            90
D CANTEL INDS INC                COM              138098108       42     8500 SH      SHARED      01                            8500
D CANYON RESOURCES CORP          COM              138869102      127   338900 SH      SHARED      04        338900
D CAPITAL CITY BK GROUP INC      COM              139674105      276    12150 SH      SHARED      01         10950              1200
D CAPITAL CITY BK GROUP INC      COM              139674105       13      600 SH      SHARED      04           600
D CAPITAL AUTOMOTIVE REIT        COM SH BEN INT   139733109      798    64500 SH      SHARED      01         62000              2500
D CAPITAL AUTOMOTIVE REIT        COM SH BEN INT   139733109       81     6600 SH      SHARED      04          6600
D CAPITAL CROSSING BK            COM              140071101       11      800 SH      SHARED      01           800
D CAPITAL ONE FINL CORP          COM              14040H105   116166  2978621 SH      SHARED      01       2457862            520759
D CAPITAL ONE FINL CORP          COM              14040H105      850    21804 SH      SHR/OTHR    01                           21804
D CAPITAL ONE FINL CORP          COM              14040H105      990    25390 SH      SHARED      02          4400             20990
D CAPITAL ONE FINL CORP          COM              14040H105     8478   217400 SH      SHARED      04        217400
D CAPITAL PPTYS INC R I          COM              140430109       10     1400 SH      SHARED      01          1400
D CAPITAL RE CORP                COM              140432105     2085   208500 SH      SHARED      01        135400             73100
D CAPITAL RE CORP                COM              140432105       10     1000 SH      SHARED      02                            1000
D CAPITAL RE CORP                COM              140432105       23     2300 SH      SHARED      04          2300
D CAPITAL SR LIVING CORP         COM              140475104      106    14100 SH      SHARED      01          9200              4900
D CAPITAL SR LIVING CORP         COM              140475104        7     1000 SH      SHARED      04          1000
D CAPITAL SOUTHWEST CORP         COM              140501107       44      600 SH      SHARED      01           600
D CAPITOL FED FINL               COM              14057C106     2009   201600 SH      SHARED      01        189300             12300
D CAPITOL FED FINL               COM              14057C106       84     8500 SH      SHARED      04          8500
D CAPITOL TRANSAMERICA CORP      COM              140640103        6      495 SH      SHARED      01           495
D CAPROCK COMMUNICATIONS CORP    COM              140667106     6698   288100 SH      SHARED      01         90600            197500
D CAPROCK COMMUNICATIONS CORP    COM              140667106       62     2700 SH      SHARED      04          2700
D CAPSTEAD MTG CORP              COM              14067E100     2043   519017 SH      SHARED      01        232623            286394
D CAPSTEAD MTG CORP              COM              14067E100        2      600 SH      SHR/OTHR    01                             600
D CAPSTEAD MTG CORP              COM              14067E100       25     6400 SH      SHARED      04          6400
D CAPSTEAD MTG CORP              PFD B CV $1.26   14067E308       14     1500 SH      SHARED      02                            1500
D CAPTEC NET LEASE REALTY INC    COM              140724105       19     1900 SH      SHARED      04          1900
D CARBIDE/GRAPHITE GROUP INC     COM              140777103       40     4700 SH      SHARED      01          4700
D CARBO CERAMICS INC             COM              140781105       41     1500 SH      SHARED      01          1500
D CARBO CERAMICS INC             COM              140781105       11      400 SH      SHARED      04           400
D CARAUSTAR INDS INC             COM              140909102     5138   201500 SH      SHARED      01        107900             93600
D CARAUSTAR INDS INC             COM              140909102       58     2300 SH      SHARED      04          2300
D CARDIMA INC                    COM              14147M106        0      489 SH      SHARED      02           489
D CARDINAL HEALTH INC            COM              14149Y108      327     6000 SH      SHARED                  6000
D CARDINAL HEALTH INC            COM              14149Y108   215597  3955918 SH      SHARED      01       3302982            652936
D CARDINAL HEALTH INC            COM              14149Y108      128     2364 SH      SHR/OTHR    01                    249     2115
D CARDINAL HEALTH INC            COM              14149Y108      220     4041 SH      SHARED      02           321              3720
D CARDINAL HEALTH INC            COM              14149Y108    11477   210600 SH      SHARED      04        210600
D CAREDATA COM INC               COM              14166W100       41     4500 SH      SHARED      01          4500
D CAREER EDUCATION CORP          COM              141665109     1545    53300 SH      SHARED      01         53300
D CAREER EDUCATION CORP          COM              141665109       23      800 SH      SHARED      04           800
D CAREERBUILDER INC              COM              141684100       71    10200 SH      SHARED      01         10200
D CAREERBUILDER INC              COM              141684100        7     1000 SH      SHARED      02                            1000
D CAREERBUILDER INC              COM              141684100        2      300 SH      SHARED      04           300
D CAREINSITE INC                 COM              14170M106       65     1300 SH      SHARED      02          1000               300
D CAREMATRIX CORP                COM              141706101      155    29900 SH      SHARED      01         29900
D CAREMATRIX CORP                COM              141706101        5     1000 SH      SHARED      02          1000
D CAREMATRIX CORP                COM              141706101        6     1200 SH      SHARED      04          1200
D CAREY DIVERSIFIED LLC          COM              14174P105       26     1300 SH      SHARED      01          1300
D CAREY DIVERSIFIED LLC          COM              14174P105       30     1505 SH      SHARED      02                            1505
D CAREY INTERNATIONAL INC        COM              141750109        7      300 SH      SHARED      01           300
D CAREY INTERNATIONAL INC        COM              141750109       25     1000 SH      SHARED      04          1000
D CARIBINER INTL INC             COM              141888107       23     2700 SH      SHARED      01          2700
D CARDIOTHORACIC SYS INC         COM              141907105      288    17200 SH      SHARED      01         17200
D CARDIOTHORACIC SYS INC         COM              141907105      411    24568 SH      SHARED      02         24568
D CARDIOTHORACIC SYS INC         COM              141907105       20     1200 SH      SHARED      04          1200
D CARLISLE COS INC               COM              142339100      122     3100 SH      SHARED                  3100
D CARLISLE COS INC               COM              142339100     6746   170800 SH      SHARED      01         58100            112700
D CARLISLE COS INC               COM              142339100      754    19100 SH      SHARED      04         19100
D CARMEL CONTAINER SYS LTD       ORD              143269108        0      100 SH      SHARED      01           100
D CARMIKE CINEMAS INC            CL A             143436103     1037    79080 SH      SHARED      01         50000             29080
D CARMIKE CINEMAS INC            CL A             143436103        6      500 SH      SHARED      02           500
D CARMIKE CINEMAS INC            CL A             143436103       11      900 SH      SHARED      04           900
D CARNEGIE INTL CORP             COM              143500106        0     1000 SH      SHARED      02                            1000
D CARNIVAL CORP                  COM              143658102     1357    31200 SH      SHARED                 31200
D CARNIVAL CORP                  COM              143658102   257560  5920926 SH      SHARED      01       5835617             85309
D CARNIVAL CORP                  COM              143658102     2994    68842 SH      SHR/OTHR    01                  19475    49367
D CARNIVAL CORP                  COM              143658102    21153   486290 SH      SHARED      04        486290
D CAROLINA FIRST BANCSHARES INC  COM              143875102       15      550 SH      SHARED      02                             550
D CAROLINA FIRST CORP            COM              143877108     1897    95755 SH      SHARED      01         95755
D CAROLINA FIRST CORP            COM              143877108       39     2000 SH      SHARED      04          2000
D CARRIAGE SVCS INC              CL A             143905107      217    25800 SH      SHARED      01         15900              9900
D CARRIAGE SVCS INC              CL A             143905107        8     1000 SH      SHARED      04          1000
D CAROLINA PWR & LT CO           COM              144141108      120     3400 SH      SHARED                  3400
D CAROLINA PWR & LT CO           COM              144141108    75700  2139945 SH      SHARED      01       1762681            377264
D CAROLINA PWR & LT CO           COM              144141108      179     5070 SH      SHR/OTHR    01                   1800     3270
D CAROLINA PWR & LT CO           COM              144141108      377    10684 SH      SHARED      02          1313              9371
D CAROLINA PWR & LT CO           COM              144141108     4206   118900 SH      SHARED      04        118900
D CARPENTER TECHNOLOGY CORP      COM              144285103       46     1900 SH      SHARED                  1900
D CARPENTER TECHNOLOGY CORP      COM              144285103     4142   169074 SH      SHARED      01         80664             88410
D CARPENTER TECHNOLOGY CORP      COM              144285103       31     1272 SH      SHARED      02          1272
D CARPENTER TECHNOLOGY CORP      COM              144285103      320    13100 SH      SHARED      04         13100
D CARRAMERICA RLTY CORP          COM              144418100     6921   315500 SH      SHARED      01        151800            163700
D CARRAMERICA RLTY CORP          COM              144418100       76     3500 SH      SHR/OTHR    01                            3500
D CARRAMERICA RLTY CORP          COM              144418100      660    30100 SH      SHARED      04         30100
D CARREKER ANTINORI INC          COM              144433109     1558   242173 SH      SHARED      01                          242173
D CARRIER ACCESS CORP            COM              144460102     3286    78600 SH      SHARED      01         57300             21300
D CARRIER ACCESS CORP            COM              144460102       41     1000 SH      SHARED      04          1000
D CARSON INC                     CL A             145845103        0      300 SH      SHR/OTHR    01                    300
D CARTER WALLACE INC             COM              146285101       82     4600 SH      SHARED                  4600
D CARTER WALLACE INC             COM              146285101     6366   356188 SH      SHARED      01        135242            220946
D CARTER WALLACE INC             COM              146285101        0       20 SH      SHARED      02                              20
D CARTER WALLACE INC             COM              146285101      441    24700 SH      SHARED      04         24700
D CASCADE CORP                   COM              147195101        4      400 SH      SHARED      01           400
D CASCADE FINL CORP              COM              147272108        2      250 SH      SHARED      01           250
D CASCADE NAT GAS CORP           COM              147339105      194    10900 SH      SHARED      01         10900
D CASCADE NAT GAS CORP           COM              147339105       17     1000 SH      SHARED      04          1000
D CASE CORP                      COM              14743R103       84     1700 SH      SHARED                  1700
D CASE CORP                      COM              14743R103   101177  2031180 SH      SHARED      01       1848197            182983
D CASE CORP                      COM              14743R103      237     4763 SH      SHR/OTHR    01                    453     4310
D CASE CORP                      COM              14743R103       30      621 SH      SHARED      02                             621
D CASE CORP                      COM              14743R103    37363   750100 SH      SHARED      04        750100
D CASELLA WASTE SYS INC          CL A             147448104      432    25900 SH      SHARED      01         25900
D CASELLA WASTE SYS INC          CL A             147448104       15      900 SH      SHARED      04           900
D CASEYS GEN STORES INC          COM              147528103     6145   458416 SH      SHARED      01        256600            201816
D CASEYS GEN STORES INC          COM              147528103      580    43310 SH      SHARED      04         43310
D CASH AMER INTL INC             COM              14754D100      861    91251 SH      SHARED      01         91251
D CASH AMER INTL INC             COM              14754D100       21     2300 SH      SHARED      04          2300
D CASTLE A M & CO                COM              148411101     1714   135781 SH      SHARED      01         76055             59726
D CASTLE A M & CO                COM              148411101       13     1100 SH      SHARED      04          1100
D CASTLE & COOKE INC NEW         COM              148433105     6175   401654 SH      SHARED      01         97093            304561
D CASTLE & COOKE INC NEW         COM              148433105       19     1300 SH      SHARED      04          1300
D CATALINA MARKETING CORP        COM              148867104    14121   166500 SH      SHARED      01         29400            137100
D CATALINA MARKETING CORP        COM              148867104      212     2500 SH      SHARED      04          2500
D CATALYST INTL INC              COM              14887T105       69     5700 SH      SHARED      01          5700
D CATALYTICA INC                 COM              148885106     2230   148700 SH      SHARED      01        135800             12900
D CATALYTICA INC                 COM              148885106       22     1500 SH      SHR/OTHR    01                   1500
D CATALYTICA INC                 COM              148885106      304    20300 SH      SHARED      02         20300
D CATALYTICA INC                 COM              148885106       75     5000 SH      SHARED      04          5000
D CATAPULT COMMUNICATIONS CORP   COM              149016107      223    14400 SH      SHARED      01         13500               900
D CATAPULT COMMUNICATIONS CORP   COM              149016107        7      500 SH      SHARED      04           500
D CATELLUS DEV CORP              COM              149111106     7255   617466 SH      SHARED      01        251835            365631
D CATELLUS DEV CORP              COM              149111106       47     4054 SH      SHARED      02           318              3736
D CATELLUS DEV CORP              COM              149111106       37     3200 SH      SHARED      04          3200
D CATERPILLAR INC DEL            COM              149123101   289997  5290760 SH      SHARED      01       4470080            820680
D CATERPILLAR INC DEL            COM              149123101     1387    25316 SH      SHR/OTHR    01                           25316
D CATERPILLAR INC DEL            COM              149123101      443     8100 SH      SHARED      02          1200              6900
D CATERPILLAR INC DEL            COM              149123101    62535  1140900 SH      SHARED      04       1140900
D CATHAY BANCORP INC             COM              149150104      724    20300 SH      SHARED      01         18400              1900
D CATHAY BANCORP INC             COM              149150104       35     1000 SH      SHARED      04          1000
D CATO CORP NEW                  CL A             149205106     4226   299900 SH      SHARED      01        119400            180500
D CATO CORP NEW                  CL A             149205106      672    47741 SH      SHARED      04         47741
D CAVALIER HOMES INC             COM              149507105      141    28231 SH      SHARED      01         28231
D CEDAR FAIR L P                 DEPOSITRY UNIT   150185106       45     2200 SH      SHARED      01          2200
D CEDAR FAIR L P                 DEPOSITRY UNIT   150185106       87     4200 SH      SHARED      02           800              3400
D CELL GENESYS INC               COM              150921104      122    15500 SH      SHARED      01         15500
D CELLSTAR CORP                  SUB NT CV 144A02 150925AA3     9841 14325000 PRN     SHARED      04      14325000
D CELLSTAR CORP                  SUB NT CONV 5%02 150925AC9    19126 27841000 PRN     SHARED      04      27841000
D CELLSTAR CORP                  COM              150925105      712    95000 SH      SHARED      01         90800              4200
D CELLSTAR CORP                  COM              150925105       27     3600 SH      SHARED      04          3600
D CENTENNIAL HEALTHCARE CORP     COM              150937100       33    11700 SH      SHARED      01         11700
D CELESTICA INC                  SUB VTG SHS      15101Q108      148     3000 SH      SHARED                  3000
D CELESTICA INC                  SUB VTG SHS      15101Q108       37      760 SH      SHARED      02           200               560
D CELESTICA INC                  SUB VTG SHS      15101Q108       34      700 SH      SHARED      04           700
D CELESTIAL SEASONINGS INC       COM              151016102       42     2200 SH      SHARED      01          2200
D CELESTIAL SEASONINGS INC       COM              151016102        3      200 SH      SHARED      02                             200
D CELGENE CORP                   COM              151020104      917    33900 SH      SHARED      01         33900
D CELGENE CORP                   COM              151020104       48     1800 SH      SHARED      04          1800
D CELL PATHWAYS INC NEW          COM              15114R101      191    19900 SH      SHARED      01         19900
D CELL PATHWAYS INC NEW          COM              15114R101       18     1900 SH      SHARED      04          1900
D CELLEGY PHARMACEUTICALS INC    COM              15115L103        6      800 SH      SHARED      01           800
D CELLNET DATA SYS INC           COM              15115M101      447   113600 SH      SHARED      01        106900              6700
D CELLNET DATA SYS INC           COM              15115M101       15     3900 SH      SHARED      04          3900
D CELTRIX PHARMACEUTICALS INC    COM              151186103        6     5000 SH      SHR/OTHR    01                   5000
D CEMEX S A                      SPON ADR 5 ORD   151290889        9      400 SH      SHARED      02                             400
D CENDANT CORP                   COM              151313103      282    15900 SH      SHARED                 15900
D CENDANT CORP                   COM              151313103   180709 10180800 SH      SHARED      01       8584730           1596070
D CENDANT CORP                   COM              151313103       35     2025 SH      SHR/OTHR    01                   1025     1000
D CENDANT CORP                   COM              151313103      943    53181 SH      SHARED      02         46394              6787
D CENDANT CORP                   COM              151313103    20896  1177269 SH      SHARED      04       1177269
D CENTENNIAL BANCORP             COM              15133T104      410    35306 SH      SHARED      01         35306
D CENTENNIAL BANCORP             COM              15133T104       23     2000 SH      SHARED      04          2000
D CENTENNIAL CELLULAR CORP       CL A NEW         15133V208      136     3000 SH      SHARED      01          3000
D CENTENNIAL CELLULAR CORP       CL A NEW         15133V208      272     6000 SH      SHARED      02          6000
D CENTENNIAL CELLULAR CORP       CL A NEW         15133V208       18      400 SH      SHARED      04           400
D CENTER TR INC                  SD CV     7.5%01 151845AA2      238   250000 PRN     SHARED      04        250000
D CENTER TR INC                  CENTER TR INC    151845104      615    55300 SH      SHARED      01         55300
D CENTER TR INC                  CENTER TR INC    151845104      556    50000 SH      SHARED      02         50000
D CENTER TR INC                  CENTER TR INC    151845104       77     6990 SH      SHARED      04          6990
D CENTERPOINT PPTYS TR           SH BEN INT       151895109     2038    60400 SH      SHARED      01         58000              2400
D CENTERPOINT PPTYS TR           SH BEN INT       151895109       94     2800 SH      SHR/OTHR    01                            2800
D CENTERPOINT PPTYS TR           SH BEN INT       151895109      205     6100 SH      SHARED      04          6100
D CENTEX CONSTRUCTION PRODUCTS   COM              15231R109     1221    32900 SH      SHARED      01         32900
D CENTEX CONSTRUCTION PRODUCTS   COM              15231R109       29      800 SH      SHARED      04           800
D CENTEX CORP                    COM              152312104      115     3900 SH      SHARED                  3900
D CENTEX CORP                    COM              152312104    26181   885638 SH      SHARED      01        734014            151624
D CENTEX CORP                    COM              152312104     1318    44600 SH      SHARED      04         44600
D CENTOCOR INC                   SB DB CV 144A 05 152342AC5     2680  2046000 PRN     SHARED      04       2046000
D CENTOCOR INC                   SB DB CV 4.75%05 152342AE1    20043 15300000 PRN     SHARED      04      15300000
D CENTOCOR INC                   COM              152342101      421     7200 SH      SHARED                  7200
D CENTOCOR INC                   COM              152342101    28857   492773 SH      SHARED      01        237403            255370
D CENTOCOR INC                   COM              152342101        5      100 SH      SHR/OTHR    01                             100
D CENTOCOR INC                   COM              152342101       17      300 SH      SHARED      02                             300
D CENTOCOR INC                   COM              152342101    13299   227100 SH      SHARED      04        227100
D CENTRAL & SOUTH WEST CORP      COM              152357109      101     4800 SH      SHARED                  4800
D CENTRAL & SOUTH WEST CORP      COM              152357109    67666  3203151 SH      SHARED      01       2621273            581878
D CENTRAL & SOUTH WEST CORP      COM              152357109      696    32960 SH      SHR/OTHR    01                  30520     2440
D CENTRAL & SOUTH WEST CORP      COM              152357109      135     6396 SH      SHARED      02                            6396
D CENTRAL & SOUTH WEST CORP      COM              152357109     3775   178700 SH      SHARED      04        178700
D CENTRAL GARDEN & PET CO        COM              153527106      760    99800 SH      SHARED      01         99800
D CENTRAL GARDEN & PET CO        COM              153527106      268    35150 SH      SHARED      02         28000              7150
D CENTRAL GARDEN & PET CO        COM              153527106       17     2355 SH      SHARED      04          2355
D CENTRAL HUDSON GAS & ELEC CORP COM              153609102     4528   115000 SH      SHARED      01         85288             29712
D CENTRAL HUDSON GAS & ELEC CORP COM              153609102      185     4700 SH      SHR/OTHR    01                   4700
D CENTRAL HUDSON GAS & ELEC CORP COM              153609102       70     1800 SH      SHARED      04          1800
D CENTRAL NEWSPAPERS INC         CL A             154647101     6155   138320 SH      SHARED      01         51720             86600
D CENTRAL NEWSPAPERS INC         CL A             154647101      777    17481 SH      SHARED      04         17481
D CENTRAL PKG CORP               COM              154785109     1074    36750 SH      SHARED      01         36750
D CENTRAL PKG CORP               COM              154785109       26      900 SH      SHARED      04           900
D CENTRAL SECS CORP              COM              155123102       19      749 SH      SHARED      01           749
D CENTRAL VT PUB SVC CORP        COM              155771108       32     2500 SH      SHARED      01          2500
D CENTRAL VT PUB SVC CORP        COM              155771108       26     2000 SH      SHARED      02                            2000
D CENTRIS GROUP INC              COM              155904105        8      800 SH      SHARED      01           800
D CENTRIS GROUP INC              COM              155904105       24     2430 SH      SHARED      02          2430
D CENTURA BKS INC                COM              15640T100     6548   158268 SH      SHARED      01         67368             90900
D CENTURA BKS INC                COM              15640T100        7      175 SH      SHARED      02                             175
D CENTURA BKS INC                COM              15640T100     1075    26000 SH      SHARED      04         26000
D CENTURA SOFTWARE CORP          COM              15640W103        0      104 SH      SHARED      01           104
D CENTURY BUSINESS SVCS INC      COM              156490104     1807   155442 SH      SHARED      01        150142              5300
D CENTURY BUSINESS SVCS INC      COM              156490104       62     5400 SH      SHARED      04          5400
D CENTURY COMMUNICATIONS CORP    CL A             156503104       45     1000 SH      SHARED                  1000
D CENTURY COMMUNICATIONS CORP    CL A             156503104    13768   301766 SH      SHARED      01         91492            210274
D CENTURY COMMUNICATIONS CORP    CL A             156503104     2974    65200 SH      SHARED      04         65200
D CENTURY SOUTH BKS INC          COM              156683104      687    29900 SH      SHARED      01         29900
D CENTURY SOUTH BKS INC          COM              156683104       18      800 SH      SHARED      04           800
D CENTURYTEL INC                 COM              156700106      130     3200 SH      SHARED                  3200
D CENTURYTEL INC                 COM              156700106    85315  2100063 SH      SHARED      01       1753870            346193
D CENTURYTEL INC                 COM              156700106       30      750 SH      SHR/OTHR    01                             750
D CENTURYTEL INC                 COM              156700106     4359   107300 SH      SHARED      04        107300
D CEPHALON INC                   COM              156708109     3252   181000 SH      SHARED      01         89100             91900
D CEPHALON INC                   COM              156708109        8      500 SH      SHARED      02                             500
D CEPHALON INC                   COM              156708109      460    25600 SH      SHARED      04         25600
D CEPHALON INC                   PFD CV EX 144A   156708307     6883   126300 SH      SHARED      04        126300
D CERIDIAN CORP                  COM              15677T106       82     3300 SH      SHARED                  3300
D CERIDIAN CORP                  COM              15677T106    59822  2404912 SH      SHARED      01       1874673            530239
D CERIDIAN CORP                  COM              15677T106     5627   226249 SH      SHR/OTHR    01                 101325   124924
D CERIDIAN CORP                  COM              15677T106      144     5804 SH      SHARED      02                            5804
D CERIDIAN CORP                  COM              15677T106     2684   107900 SH      SHARED      04        107900
D CERNER CORP                    COM              156782104     1489    97700 SH      SHARED      01         97700
D CERNER CORP                    COM              156782104       36     2400 SH      SHARED      04          2400
D CERPROBE CORP                  COM              156787103       66    14000 SH      SHARED      02                           14000
D CERUS CORP                     COM              157085101      170     7318 SH      SHARED      02          7118               200
D CERUS CORP                     COM              157085101      109     4700 SH      SHARED      04          4700
D CHALONE WINE GROUP LTD         COM              157639105        2      310 SH      SHARED      02           310
D CHAMPION ENTERPRISES INC       COM              158496109     4023   447032 SH      SHARED      01        234352            212680
D CHAMPION ENTERPRISES INC       COM              158496109       51     5700 SH      SHR/OTHR    01                            5700
D CHAMPION ENTERPRISES INC       COM              158496109       61     6800 SH      SHARED      04          6800
D CHAMPION INTL CORP             COM              158525105      857    16700 SH      SHARED                 16700
D CHAMPION INTL CORP             COM              158525105    73208  1424980 SH      SHARED      01       1202235            222745
D CHAMPION INTL CORP             COM              158525105       15      310 SH      SHR/OTHR    01                             310
D CHAMPION INTL CORP             COM              158525105      120     2350 SH      SHARED      02           300              2050
D CHAMPION INTL CORP             COM              158525105     8194   159500 SH      SHARED      04        159500
D CHAMPIONSHIP AUTO RACING TEAM  COM              158711101     1898    73000 SH      SHARED      01         73000
D CHAMPIONSHIP AUTO RACING TEAM  COM              158711101       23      900 SH      SHARED      04           900
D CHAMPS ENTMT INC DEL           COM              158787101      275   100000 SH      SHARED      04        100000
D CHANDLER INS LTD               COM              159057108        0      100 SH      SHARED      02                             100
D CHAPARRAL RES INC              COM PAR $0.10N   159420306        3      387 SH      SHARED      01           387
D CHARLES RIVER ASSOCIATES       COM              159852102     2444    87700 SH      SHARED      01         84700              3000
D CHARLES RIVER ASSOCIATES       COM              159852102       55     2000 SH      SHR/OTHR    01                   2000
D CHARLES RIVER ASSOCIATES       COM              159852102       16      600 SH      SHARED      04           600
D CHART HOUSE ENTERPRISES INC    COM              160902102       21     4000 SH      SHARED      01                            4000
D CHART HOUSE ENTERPRISES INC    COM              160902102       32     6000 SH      SHARED      02                            6000
D CHARTER ONE FINL INC           COM              160903100      458    19845 SH      SHARED                 19845
D CHARTER ONE FINL INC           COM              160903100    31334  1355013 SH      SHARED      01        752149            602864
D CHARTER ONE FINL INC           COM              160903100      139     6019 SH      SHARED      02          1486              4533
D CHARTER ONE FINL INC           COM              160903100     2377   102801 SH      SHARED      04        102801
D CHARTER MUN MTG ACCEP CO       SH BEN INT       160908109      510    39100 SH      SHARED      01         39100
D CHARTER MUN MTG ACCEP CO       SH BEN INT       160908109       26     2000 SH      SHARED      04          2000
D CHARMING SHOPPES INC           COM              161133103     4081   796454 SH      SHARED      01        353068            443386
D CHARMING SHOPPES INC           COM              161133103      576   112512 SH      SHARED      04        112512
D CHART INDS INC                 COM              16115Q100      156    31775 SH      SHARED      01         31775
D CHART INDS INC                 COM              16115Q100        8     1700 SH      SHARED      04          1700
D CHARTWELL RE CORP              COM              16139W109       50     3500 SH      SHARED      01          3500
D CHASE MANHATTAN CORP NEW       COM              16161A108       15      200 SH      SHARED      01           200
D CHASE MANHATTAN CORP NEW       COM              16161A108       45      600 SH      SHR/OTHR    01                    600
D CHASE MANHATTAN CORP NEW       COM              16161A108   945304 12541349 SH      SHARED      01      10493873           2047476
D CHASE MANHATTAN CORP NEW       COM              16161A108     8313   110293 SH      SHR/OTHR    01                  76482    33811
D CHASE MANHATTAN CORP NEW       COM              16161A108     1203    15965 SH      SHARED      02          1645             14320
D CHASE MANHATTAN CORP NEW       COM              16161A108   214279  2842845 SH      SHARED      04       2842845
D CHASTAIN CAP CORP              COM              161697107       21     3100 SH      SHARED      01          3100
D CHATEAU CMNTYS INC             COM              161726104     2054    79007 SH      SHARED      01         76407              2600
D CHATEAU CMNTYS INC             COM              161726104      202     7800 SH      SHARED      04          7800
D CHATTEM INC                    COM              162456107      686    31100 SH      SHARED      01         30700               400
D CHATTEM INC                    COM              162456107       33     1500 SH      SHARED      02                            1500
D CHATTEM INC                    COM              162456107      192     8734 SH      SHARED      04          8734
D CHEAP TICKETS INC              COM              162672109        6      200 SH      SHARED      01           200
D CHEAP TICKETS INC              COM              162672109        6      200 SH      SHARED      02           200
D CHEAP TICKETS INC              COM              162672109       12      400 SH      SHARED      04           400
D CHECKERS DRIVE-IN RESTAURANTS  WT EXP  122200   162809115        0       90 SH      SHARED      01            90
D CHECKERS DRIVE-IN RESTAURANTS  COM NEW          162809305       16     9285 SH      SHARED      02          9285
D CHECKFREE HLDGS CORP           COM              162816102     8348   203000 SH      SHARED      01         93300            109700
D CHECKFREE HLDGS CORP           COM              162816102      355     8650 SH      SHARED      02          7500              1150
D CHECKFREE HLDGS CORP           COM              162816102      234     5700 SH      SHARED      04          5700
D CHECKPOINT SYS INC             COM              162825103     3215   345300 SH      SHARED      01        168500            176800
D CHECKPOINT SYS INC             COM              162825103     3963   425665 SH      SHARED      02         72250            353415
D CHECKPOINT SYS INC             COM              162825103       25     2700 SH      SHARED      04          2700
D CHEESECAKE FACTORY INC         COM              163072101     1698    61200 SH      SHARED      01         61200
D CHEESECAKE FACTORY INC         COM              163072101      122     4400 SH      SHARED      04          4400
D CHELSEA GCA RLTY INC           COM              163262108     4406   139325 SH      SHARED      01         70175             69150
D CHELSEA GCA RLTY INC           COM              163262108       75     2400 SH      SHR/OTHR    01                    800     1600
D CHELSEA GCA RLTY INC           COM              163262108      161     5100 SH      SHARED      04          5100
D CHEMED CORP                    COM              163596109     2332    77100 SH      SHARED      01         55700             21400
D CHEMED CORP                    COM              163596109       27      900 SH      SHARED      04           900
D CHEMFIRST INC                  COM              16361A106     7287   266828 SH      SHARED      01         95300            171528
D CHEMFIRST INC                  COM              16361A106       30     1100 SH      SHR/OTHR    01                   1100
D CHEMFIRST INC                  COM              16361A106       46     1700 SH      SHARED      04          1700
D CHEMFAB CORP                   COM              16361L102        2      150 SH      SHARED      01           150
D CHEMICAL FINL CORP             COM              163731102     1689    49786 SH      SHARED      01         49786
D CHEMICAL FINL CORP             COM              163731102       47     1400 SH      SHARED      04          1400
D CHERRY CORP                    COM NEW          164541401        2      200 SH      SHARED      01           200
D CHESAPEAKE CORP                COM              165159104       54     1800 SH      SHARED                  1800
D CHESAPEAKE CORP                COM              165159104     4103   135664 SH      SHARED      01         87250             48414
D CHESAPEAKE CORP                COM              165159104       12      400 SH      SHARED      02                             400
D CHESAPEAKE CORP                COM              165159104      384    12700 SH      SHARED      04         12700
D CHESAPEAKE ENERGY CORP         COM              165167107     1571   405631 SH      SHARED      01        168103            237528
D CHESAPEAKE ENERGY CORP         COM              165167107       27     7100 SH      SHARED      04          7100
D CHESAPEAKE ENERGY CORP         PFD CONV 7%      165167305      462    14000 SH      SHARED      04         14000
D CHESAPEAKE UTILS CORP          COM              165303108        1      100 SH      SHARED      01           100
D CHESTER VALLEY BANCORP         COM              166335109        4      322 SH      SHARED      01           322
D CHEVRON CORPORATION            COM              166751107     2112    23800 SH      SHARED                 23800
D CHEVRON CORPORATION            COM              166751107   869714  9799595 SH      SHARED      01       8245121           1554474
D CHEVRON CORPORATION            COM              166751107     9151   103113 SH      SHR/OTHR    01                  51595    51518
D CHEVRON CORPORATION            COM              166751107     2610    29413 SH      SHARED      02         10103             19310
D CHEVRON CORPORATION            COM              166751107    45320   510650 SH      SHARED      04        510650
D CHICAGO RIVET & MACH CO        COM              168088102        4      200 SH      SHARED      01           200
D CHICAGO TITLE CORP             COM              168228104     5132   128509 SH      SHARED      01         59787             68722
D CHICAGO TITLE CORP             COM              168228104     2468    61800 SH      SHARED      04         61800
D CHICOS FAS INC                 COM              168615102      656    24100 SH      SHARED      01         24100
D CHICOS FAS INC                 COM              168615102      416    15279 SH      SHARED      04         15279
D CHIEF CONS MNG CO              COM              168628105       56    14000 SH      SHARED      01         14000
D CHIEFTAIN INTL INC             COM              16867C101      220    11613 SH      SHARED      04         11613
D CHILDRENS PL RETAIL STORES INC COM              168905107     1424    53500 SH      SHARED      01         52200              1300
D CHILDRENS PL RETAIL STORES INC COM              168905107      372    14000 SH      SHARED      02         13000              1000
D CHILDRENS PL RETAIL STORES INC COM              168905107      109     4100 SH      SHARED      04          4100
D CHINA TELECOM HONG KONG LTD    SPONSORED ADR    169428109      296     4800 SH      SHARED      01          4800
D CHINA TELECOM HONG KONG LTD    SPONSORED ADR    169428109      216     3500 SH      SHARED      02          1000              2500
D CHINA TELECOM HONG KONG LTD    SPONSORED ADR    169428109       61     1000 SH      SHARED      04          1000
D CHOICE HOTELS INTL INC         COM              169905106     2090   122101 SH      SHARED      01        115901              6200
D CHOICE HOTELS INTL INC         COM              169905106       87     5100 SH      SHARED      04          5100
D CHIQUITA BRANDS INTL INC       COM              170032106     2140   360568 SH      SHARED      01        258768            101800
D CHIQUITA BRANDS INTL INC       COM              170032106      393    66300 SH      SHARED      04         66300
D CHIQUITA BRANDS INTL INC       PFD CV B $3.75   170032502      967    31200 SH      SHARED      04         31200
D CHIREX INC                     COM              170038103     1014    39300 SH      SHARED      01         39300
D CHIREX INC                     COM              170038103      468    18156 SH      SHARED      04         18156
D CHIRON CORP                    COM              170040109      575    20800 SH      SHARED                 20800
D CHIRON CORP                    COM              170040109    24651   890358 SH      SHARED      01        495366            394992
D CHIRON CORP                    COM              170040109      132     4800 SH      SHR/OTHR    01                   4800
D CHIRON CORP                    COM              170040109       17      648 SH      SHARED      02           248               400
D CHIRON CORP                    COM              170040109   128708  4648704 SH      SHARED      04       4648704
D CHITTENDEN CORP                COM              170228100     2229    78238 SH      SHARED      01         78238
D CHITTENDEN CORP                COM              170228100       74     2600 SH      SHARED      04          2600
D CHOCK FULL O NUTS CORP         COM              170268106       66     6075 SH      SHR/OTHR    01                   6075
D CHOCK FULL O NUTS CORP         COM              170268106     3262   300000 SH      SHARED      04        300000
D CHOICEPOINT INC                COM              170388102     9264   137505 SH      SHARED      01         61344             76161
D CHOICEPOINT INC                COM              170388102      315     4687 SH      SHR/OTHR    01                   2927     1760
D CHOICEPOINT INC                COM              170388102        1       20 SH      SHARED      02                              20
D CHOICEPOINT INC                COM              170388102       87     1300 SH      SHARED      04          1300
D CHRIS CRAFT INDS INC           COM              170520100      197     3514 SH      SHARED                  3514
D CHRIS CRAFT INDS INC           COM              170520100    10954   195173 SH      SHARED      01         90044            105129
D CHRIS CRAFT INDS INC           COM              170520100       56     1000 SH      SHARED      02          1000
D CHRIS CRAFT INDS INC           COM              170520100      982    17500 SH      SHARED      04         17500
D CHROMCRAFT REVINGTON INC       COM              171117104        5      400 SH      SHARED      01           400
D CHRONIMED INC                  COM              171164106        3      450 SH      SHARED      01           450
D CHRONIMED INC                  COM              171164106        4      500 SH      SHR/OTHR    01                             500
D CHUBB CORP                     COM              171232101   129928  2618211 SH      SHARED      01       2201755            416456
D CHUBB CORP                     COM              171232101      952    19200 SH      SHR/OTHR    01                   8300    10900
D CHUBB CORP                     COM              171232101      498    10052 SH      SHARED      02          4745              5307
D CHUBB CORP                     COM              171232101    10885   219355 SH      SHARED      04        219355
D CHURCH & DWIGHT INC            COM              171340102      105     4200 SH      SHARED                  4200
D CHURCH & DWIGHT INC            COM              171340102    17641   705648 SH      SHARED      01        198900            506748
D CHURCH & DWIGHT INC            COM              171340102      551    22050 SH      SHARED      02            50             22000
D CHURCH & DWIGHT INC            COM              171340102      582    23300 SH      SHARED      04         23300
D CHURCHILL DOWNS INC            COM              171484108      367    15900 SH      SHARED      01         15900
D CHURCHILL DOWNS INC            COM              171484108       48     2100 SH      SHARED      02                            2100
D CHURCHILL DOWNS INC            COM              171484108       13      600 SH      SHARED      04           600
D CIBER INC                      COM              17163B102     6011   392600 SH      SHARED      01        160300            232300
D CIBER INC                      COM              17163B102      134     8800 SH      SHARED      04          8800
D CIDCO INC                      COM              171768104       45     3500 SH      SHARED      01          3500
D CIDCO INC                      COM              171768104      556    42600 SH      SHARED      02         42600
D CIDCO INC                      COM              171768104      231    17740 SH      SHARED      04         17740
D CIENA CORP                     COM              171779101      419    11500 SH      SHARED                 11500
D CIENA CORP                     COM              171779101    21467   588155 SH      SHARED      01        259355            328800
D CIENA CORP                     COM              171779101       36     1000 SH      SHR/OTHR    01                   1000
D CIENA CORP                     COM              171779101     1159    31780 SH      SHARED      02         12180             19600
D CIENA CORP                     COM              171779101    21878   599421 SH      SHARED      04        599421
D CIGNA INVTS SECS INC           COM              17179X106        3      200 SH      SHARED      02                             200
D CILCORP INC                    COM              171794100     5074    78300 SH      SHARED      01         57800             20500
D CILCORP INC                    COM              171794100      129     2000 SH      SHR/OTHR    01                   2000
D CILCORP INC                    COM              171794100       45      700 SH      SHARED      02                             700
D CILCORP INC                    COM              171794100       77     1200 SH      SHARED      04          1200
D CINCINNATI BELL INC            COM              171870108      287    14800 SH      SHARED                 14800
D CINCINNATI BELL INC            COM              171870108    19658  1011384 SH      SHARED      01        453248            558136
D CINCINNATI BELL INC            COM              171870108       62     3200 SH      SHR/OTHR    01                            3200
D CINCINNATI BELL INC            COM              171870108       83     4300 SH      SHARED      02           600              3700
D CINCINNATI BELL INC            COM              171870108     1704    87700 SH      SHARED      04         87700
D CINAR CORP                     SUB VTG SHS B    171905300      111     3700 SH      SHARED      01          3700
D CINCINNATI FINL CORP           COM              172062101      146     3900 SH      SHARED                  3900
D CINCINNATI FINL CORP           COM              172062101    84782  2258986 SH      SHARED      01       1880193            378793
D CINCINNATI FINL CORP           COM              172062101      180     4800 SH      SHARED      02          4800
D CINCINNATI FINL CORP           COM              172062101     4777   127300 SH      SHARED      04        127300
D CINERGY CORP                   COM              172474108      101     3600 SH      SHARED                  3600
D CINERGY CORP                   COM              172474108    66882  2362320 SH      SHARED      01       1961706            400614
D CINERGY CORP                   COM              172474108      172     6075 SH      SHR/OTHR    01                            6075
D CINERGY CORP                   COM              172474108     4149   146571 SH      SHARED      04        146571
D CIPRICO INC                    COM              172529109       81     7300 SH      SHARED      01          7300
D CIRCLE INTL GROUP INC          COM              172574105     1603    78450 SH      SHARED      01         37650             40800
D CIRCLE INTL GROUP INC          COM              172574105       57     2800 SH      SHARED      02          1000              1800
D CIRCLE INTL GROUP INC          COM              172574105       24     1200 SH      SHARED      04          1200
D CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108      712    16900 SH      SHARED                 16900
D CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108   125970  2986002 SH      SHARED      01       2496362            489640
D CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108       42     1000 SH      SHARED      02                            1000
D CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108     9519   225653 SH      SHARED      04        225653
D CISCO SYS INC                  COM              17275R102      247     3605 SH      SHARED      04          3525                80
D CISCO SYS INC                  COM              17275R102       47      700 SH      SHR/OTHR    04                    700
D CISCO SYS INC                  COM              17275R102     8296   121001 SH      SHARED                121001
D CISCO SYS INC                  COM              17275R102  3331084 48584996 SH      SHARED      01      40366325           8218671
D CISCO SYS INC                  COM              17275R102    63044   919532 SH      SHR/OTHR    01                 504430   415102
D CISCO SYS INC                  COM              17275R102    47427   691740 SH      SHARED      02        411782            279958
D CISCO SYS INC                  COM              17275R102   323838  4723297 SH      SHARED      04       4723247                50
D CIRRUS LOGIC CORP              COM              172755100       71     6500 SH      SHARED                  6500
D CIRRUS LOGIC CORP              COM              172755100     5956   541473 SH      SHARED      01        279478            261995
D CIRRUS LOGIC CORP              COM              172755100     1237   112466 SH      SHARED      04        112466
D CITADEL COMMUNICATIONS CORP    COM              172853202     2180    63900 SH      SHARED      01         53600             10300
D CITADEL COMMUNICATIONS CORP    COM              172853202       58     1700 SH      SHARED      04          1700
D CITADEL HLDG CP                COM              172862104       20     5000 SH      SHARED      02          5000
D CITATION CORP ALA              COM              172895104      603    35500 SH      SHARED      01         35500
D CITATION CORP ALA              COM              172895104       17     1000 SH      SHARED      04          1000
D CINTAS CORP                    COM              172908105      659    11400 SH      SHARED                 11400
D CINTAS CORP                    COM              172908105    32253   557906 SH      SHARED      01        278108            279798
D CINTAS CORP                    COM              172908105     4237    73300 SH      SHARED      04         73300
D CITIGROUP INC                  COM              172967101      112     2566 SH      SHARED      04          2286               280
D CITIGROUP INC                  COM              172967101       44     1000 SH      SHR/OTHR    04                   1000
D CITIGROUP INC                  COM              172967101     5134   116700 SH      SHARED                116700
D CITIGROUP INC                  COM              172967101  2235027 50796069 SH      SHARED      01      42338905           8457164
D CITIGROUP INC                  COM              172967101    18122   411877 SH      SHR/OTHR    01                 179078   232799
D CITIGROUP INC                  COM              172967101     7846   178328 SH      SHARED      02         55845            122483
D CITIGROUP INC                  COM              172967101   250398  5690870 SH      SHARED      04       5690220               650
D CITIZENS BKG CORP MICH         COM              174420109     2005    76750 SH      SHARED      01         76750
D CITIZENS BKG CORP MICH         COM              174420109       60     2300 SH      SHARED      04          2300
D CITIZENS INC                   CL A             174740100        3      600 SH      SHARED      01           600
D CITIZENS UTILS CO DEL          CL B             177342201     9486   838591 SH      SHARED      01        492671            345920
D CITIZENS UTILS CO DEL          CL B             177342201        6      560 SH      SHARED      02                             560
D CITIZENS UTILS CO DEL          CL B             177342201       84     7500 SH      SHARED      04          7500
D CITRIX SYS INC                 SD CV ZRO 144A19 177376AA8    40497 84370000 PRN     SHARED      04      84370000
D CITRIX SYS INC                 COM              177376100      668    10800 SH      SHARED                 10800
D CITRIX SYS INC                 COM              177376100    35223   568700 SH      SHARED      01        272200            296500
D CITRIX SYS INC                 COM              177376100      173     2800 SH      SHARED      02          2800
D CITRIX SYS INC                 COM              177376100     3920    63300 SH      SHARED      04         63300
D CITY HLDG CO                   COM              177835105      926    48130 SH      SHARED      01         46386              1744
D CITY HLDG CO                   COM              177835105       30     1600 SH      SHARED      04          1600
D CITY NATL CORP                 COM              178566105      157     4700 SH      SHARED                  4700
D CITY NATL CORP                 COM              178566105    15159   451683 SH      SHARED      01        164307            287376
D CITY NATL CORP                 COM              178566105       21      650 SH      SHR/OTHR    01                             650
D CITY NATL CORP                 COM              178566105     1382    41200 SH      SHARED      04         41200
D CLAIMSNET COM INC              COM              179570106        1      400 SH      SHARED      02           400
D CLAIRE'S STORES INC            COM              179584107       86     5200 SH      SHARED                  5200
D CLAIRE'S STORES INC            COM              179584107     3611   218056 SH      SHARED      01        160590             57466
D CLAIRE'S STORES INC            COM              179584107      639    38600 SH      SHARED      04         38600
D CLARCOR INC                    COM              179895107     4204   250112 SH      SHARED      01        122400            127712
D CLARCOR INC                    COM              179895107       36     2200 SH      SHARED      04          2200
D CLARIFY INC                    COM              180492100     3250    64600 SH      SHARED      01         64600
D CLARIFY INC                    COM              180492100     5225   103852 SH      SHARED      02         40952             62900
D CLARIFY INC                    COM              180492100      100     2000 SH      SHARED      04          2000
D CLARK / BARDES HLDGS INC       COM              180668105      154     7500 SH      SHARED      01          7500
D CLARK DICK PRODTNS INC         COM              181512104        1      110 SH      SHARED      01           110
D CLAYTON HOMES INC              COM              184190106      135    15600 SH      SHARED                 15600
D CLAYTON HOMES INC              COM              184190106     7759   893183 SH      SHARED      01        449989            443194
D CLAYTON HOMES INC              COM              184190106       29     3404 SH      SHARED      02                            3404
D CLAYTON HOMES INC              COM              184190106      721    83100 SH      SHARED      04         83100
D CLEAR CHANNEL COMMUNICATIONS   COM              184502102     1285    16100 SH      SHARED                 16100
D CLEAR CHANNEL COMMUNICATIONS   COM              184502102   348454  4362497 SH      SHARED      01       3915481            447016
D CLEAR CHANNEL COMMUNICATIONS   COM              184502102      455     5700 SH      SHR/OTHR    01                   5700
D CLEAR CHANNEL COMMUNICATIONS   COM              184502102     7009    87760 SH      SHARED      02         29981             57779
D CLEAR CHANNEL COMMUNICATIONS   COM              184502102    42577   533054 SH      SHARED      04        533054
D CLEARNET COMMUNICATIONS INC    CL A NON-VTG     184902104      131     7300 SH      SHARED      01          7300
D CLEARNET COMMUNICATIONS INC    CL A NON-VTG     184902104     1435    79500 SH      SHARED      02         70000              9500
D CLEARNET COMMUNICATIONS INC    CL A NON-VTG     184902104       90     5000 SH      SHARED      04          5000
D CLEVELAND CLIFFS INC           COM              185896107       31     1000 SH      SHARED                  1000
D CLEVELAND CLIFFS INC           COM              185896107     3003    96503 SH      SHARED      01         48466             48037
D CLEVELAND CLIFFS INC           COM              185896107      208     6700 SH      SHARED      04          6700
D CLINICHEM DEV INC              CL A             186906103        0        1 SH      SHARED      01             1
D CLOROX CO DEL                  COM              189054109       13      360 SH      SHARED      01           260               100
D CLOROX CO DEL                  COM              189054109       19      500 SH      SHR/OTHR    01                    500
D CLOROX CO DEL                  COM              189054109   126728  3313170 SH      SHARED      01       2883352            429818
D CLOROX CO DEL                  COM              189054109      170     4450 SH      SHR/OTHR    01                   4450
D CLOROX CO DEL                  COM              189054109      534    13971 SH      SHARED      02          9337              4634
D CLOROX CO DEL                  COM              189054109     9253   241930 SH      SHARED      04        241530               400
D CLOSURE MED CORP               COM              189093107      324    23900 SH      SHARED      01         23900
D CLOSURE MED CORP               COM              189093107       16     1250 SH      SHARED      02                            1250
D CLOSURE MED CORP               COM              189093107        8      600 SH      SHARED      04           600
D COACHMEN INDS INC              COM              189873102      761    49100 SH      SHARED      01         49100
D COACHMEN INDS INC              COM              189873102       24     1600 SH      SHARED      04          1600
D COAST FEDERAL LITIGATION TR    RT               19034Q110        7     7500 SH      SHARED      01          7500
D COAST FEDERAL LITIGATION TR    RT               19034Q110        1     1000 SH      SHARED      02                            1000
D COAST FEDERAL LITIGATION TR    RT               19034Q110      153   148580 SH      SHARED      04        148580
D COASTAL BANCORP INC            COM              19041P105        7      450 SH      SHARED      01           450
D COASTAL CORP                   COM              190441105      196     4800 SH      SHARED                  4800
D COASTAL CORP                   COM              190441105   128415  3136905 SH      SHARED      01       2759351            377554
D COASTAL CORP                   COM              190441105     1812    44278 SH      SHR/OTHR    01                  10040    34238
D COASTAL CORP                   COM              190441105      583    14249 SH      SHARED      02          6511              7738
D COASTAL CORP                   COM              190441105     5899   144100 SH      SHARED      04        144100
D COASTAL FINL CORP DEL          COM              19046E105       18     1309 SH      SHARED      01          1309
D COASTCAST CORP                 COM              19057T108      142    11400 SH      SHARED      01         11400
D COCA COLA BOTTLING CO CONS     COM              191098102      538     9600 SH      SHARED      01          9600
D COCA COLA BOTTLING CO CONS     COM              191098102        5      100 SH      SHARED      04           100
D COCA COLA CO                   COM              191216100        9      190 SH      SHARED      04           190
D COCA COLA CO                   COM              191216100     3382    70100 SH      SHARED                 70100
D COCA COLA CO                   COM              191216100  1690370 35033581 SH      SHARED      01      29920653    39428  5073500
D COCA COLA CO                   COM              191216100    17761   368115 SH      SHR/OTHR    01                 344039    24076
D COCA COLA CO                   COM              191216100     3287    68136 SH      SHARED      02         15008             53128
D COCA COLA CO                   COM              191216100   176002  3647712 SH      SHARED      04       3647712
D COCA COLA ENTERPRISES INC      COM              191219104      270    12000 SH      SHARED                 12000
D COCA COLA ENTERPRISES INC      COM              191219104   109424  4849931 SH      SHARED      01       4425361            424570
D COCA COLA ENTERPRISES INC      COM              191219104       30     1350 SH      SHARED      02           400               950
D COCA COLA ENTERPRISES INC      COM              191219104   166582  7383300 SH      SHARED      04       7383300
D COCA-COLA FEMSA S A DE C V     SPON ADR REP L   191241108       59     4300 SH      SHARED      01          4300
D COCA-COLA FEMSA S A DE C V     SPON ADR REP L   191241108        8      600 SH      SHARED      02                             600
D COCA-COLA FEMSA S A DE C V     SPON ADR REP L   191241108       27     2000 SH      SHARED      04          2000
D COEUR D ALENE MINES CORP IDAHO SB DB CV 7.25%05 192108AG3       37    60000 PRN     SHARED      01                           60000
D COEUR D ALENE MINES CORP IDAHO COM              192108108        6     1492 SH      SHARED      01          1492
D COEUR D ALENE MINES CORP IDAHO COM              192108108        4      900 SH      SHARED      02           300               600
D COEUR D ALENE MINES CORP IDAHO COM              192108108        9     2000 SH      SHARED      04          2000
D COEUR D ALENE MINES CORP IDAHO MARCS            192108207      359    61830 SH      SHARED      04         61830
D COFLEXIP                       SPONSORED ADR    192384105       47     1000 SH      SHARED      01          1000
D COGNEX CORP                    COM              192422103     7661   253800 SH      SHARED      01        172500             81300
D COGNEX CORP                    COM              192422103      528    17500 SH      SHARED      02         17500
D COGNEX CORP                    COM              192422103      478    15865 SH      SHARED      04         15865
D COGNOS INC                     COM              19244C109      140     5400 SH      SHARED      01          5400
D COGNIZANT TECHNOLOGY SOLUTIONS CL A             192446102      281     8900 SH      SHARED      01          8900
D COGNIZANT TECHNOLOGY SOLUTIONS CL A             192446102        9      300 SH      SHARED      04           300
D COHEN & STEERS RLTY INCOME FD  COM              19247P107        9     1250 SH      SHARED      02                            1250
D COHERENT INC                   COM              192479103     4402   197300 SH      SHARED      01        118400             78900
D COHERENT INC                   COM              192479103       49     2200 SH      SHARED      04          2200
D COHOES BANCORP INC             COM              192513109      348    30000 SH      SHARED      04         30000
D COHU INC                       COM              192576106      659    31200 SH      SHARED      01         31200
D COHU INC                       COM              192576106      450    21320 SH      SHARED      04         21320
D COINMACH LAUNDRY CORP          COM              19259L101       11     1200 SH      SHARED      01          1200
D COINMACH LAUNDRY CORP          COM              19259L101     1488   152700 SH      SHARED      02        142700             10000
D COINMACH LAUNDRY CORP          COM              19259L101        1      153 SH      SHARED      04           153
D COINSTAR INC                   COM              19259P300      493    49700 SH      SHARED      01         46300              3400
D COINSTAR INC                   COM              19259P300       99    10000 SH      SHARED      02                           10000
D COINSTAR INC                   COM              19259P300       79     8000 SH      SHARED      04          8000
D COLDWATER CREEK INC            COM              193068103      320    16000 SH      SHARED      01         14100              1900
D COLDWATER CREEK INC            COM              193068103        4      200 SH      SHARED      04           200
D COLE NATIONAL CORP NEW         CL A             193290103       13     1800 SH      SHARED      01          1800
D COLE KENNETH PRODTNS INC       CL A             193294105      762    20400 SH      SHARED      01         19400              1000
D COLE KENNETH PRODTNS INC       CL A             193294105       37     1000 SH      SHARED      02                            1000
D COLE KENNETH PRODTNS INC       CL A             193294105        3      100 SH      SHARED      04           100
D COLEMAN INC NEW                COM              193559101       33     3500 SH      SHARED      01          3500
D COLEMAN INC NEW                COM              193559101      521    54900 SH      SHARED      04         54900
D COLGATE PALMOLIVE CO           COM              194162103      718    15700 SH      SHARED                 15700
D COLGATE PALMOLIVE CO           COM              194162103   400406  8752058 SH      SHARED      01       7354598     1600  1395860
D COLGATE PALMOLIVE CO           COM              194162103    10380   226900 SH      SHR/OTHR    01                 137500    89400
D COLGATE PALMOLIVE CO           COM              194162103     1636    35760 SH      SHARED      02         12900             22860
D COLGATE PALMOLIVE CO           COM              194162103    18241   398732 SH      SHARED      04        398732
D COLLAGENEX PHARMACEUTICALS INC COM              19419B100      928    53050 SH      SHARED      02         52050              1000
D COLLAGENEX PHARMACEUTICALS INC COM              19419B100      136     7827 SH      SHARED      04          7827
D COLLINS & AIKMAN CORP NEW      COM              194830105     2114   302100 SH      SHARED      01        215000             87100
D COLLINS & AIKMAN CORP NEW      COM              194830105       40     5800 SH      SHARED      04          5800
D COLONIAL BANCGROUP INC         COM              195493309     1674   149704 SH      SHARED      01        116104             33600
D COLONIAL BANCGROUP INC         COM              195493309     1072    95900 SH      SHARED      04         95900
D COLONIAL DOWNS HLDGS INC       CL A             19564H100       26    19000 SH      SHARED      01         19000
D COLONIAL PPTYS TR              COM SH BEN INT   195872106     3068   114700 SH      SHARED      01         88600             26100
D COLONIAL PPTYS TR              COM SH BEN INT   195872106      207     7760 SH      SHARED      04          7760
D COLORADO MEDTECH INC           COM              19652U104        2      200 SH      SHARED      01           200
D COLT TELECOM GROUP PLC         SPONSORED ADR    196877104      192     2000 SH      SHARED      01          2000
D COLUMBIA BKG SYS INC           COM              197236102       21     1652 SH      SHARED      02           826               826
D COLUMBIA ENERGY GROUP          COM              197648108      105     1900 SH      SHARED                  1900
D COLUMBIA ENERGY GROUP          COM              197648108    73193  1321778 SH      SHARED      01       1091329            230449
D COLUMBIA ENERGY GROUP          COM              197648108     9441   170500 SH      SHARED      04        170500
D COLUMBIA/HCA HEALTHCARE CORP   COM              197677107      343    16200 SH      SHARED                 16200
D COLUMBIA/HCA HEALTHCARE CORP   COM              197677107   177484  8377026 SH      SHARED      01       7024768           1352258
D COLUMBIA/HCA HEALTHCARE CORP   COM              197677107      225    10662 SH      SHR/OTHR    01                           10662
D COLUMBIA/HCA HEALTHCARE CORP   COM              197677107       61     2909 SH      SHARED      02           500              2409
D COLUMBIA/HCA HEALTHCARE CORP   COM              197677107    19801   934600 SH      SHARED      04        934600
D COLUMBIA LABS INC              COM              197779101     3353   447127 SH      SHARED      01        116027            331100
D COLUMBIA LABS INC              COM              197779101       15     2100 SH      SHARED      04          2100
D COLUMBIA SPORTSWEAR CO         COM              198516106      262    18400 SH      SHARED      01         15800              2600
D COLUMBIA SPORTSWEAR CO         COM              198516106       11      800 SH      SHARED      04           800
D COLUMBUS MCKINNON CORP N Y     COM              199333105      377    21900 SH      SHARED      01         20100              1800
D COLUMBUS MCKINNON CORP N Y     COM              199333105       22     1300 SH      SHARED      04          1300
D COMAIR HOLDINGS INC            COM              199789108      178    10700 SH      SHARED                 10700
D COMAIR HOLDINGS INC            COM              199789108    10472   627580 SH      SHARED      01        371585            255995
D COMAIR HOLDINGS INC            COM              199789108      151     9100 SH      SHARED      02          5100              4000
D COMAIR HOLDINGS INC            COM              199789108     1023    61327 SH      SHARED      04         61327
D COMFORT SYS USA INC            COM              199908104      923    78200 SH      SHARED      01         71400              6800
D COMFORT SYS USA INC            COM              199908104      271    23000 SH      SHARED      02         21700              1300
D COMFORT SYS USA INC            COM              199908104       33     2800 SH      SHARED      04          2800
D COMARCO INC                    COM              200080109        1      100 SH      SHARED      01           100
D COMBICHEM INC DEL              COM              20009P103       61    12300 SH      SHARED      01         12300
D COMBICHEM INC DEL              COM              20009P103       50    10000 SH      SHARED      02         10000
D COMCAST CORP                   CL A             200300101      364    10101 SH      SHARED      01          7101              3000
D COMCAST CORP                   CL A             200300101      371    10300 SH      SHARED      02          1800              8500
D COMCAST CORP                   CL A             200300101     1233    34200 SH      SHARED      04         34200
D COMCAST CORP                   CL A SPL         200300200     1196    30000 SH      SHARED                 30000
D COMCAST CORP                   CL A SPL         200300200   451169 11314604 SH      SHARED      01       9376831           1937773
D COMCAST CORP                   CL A SPL         200300200     8358   209619 SH      SHR/OTHR    01                  86456   123163
D COMCAST CORP                   CL A SPL         200300200     1492    37427 SH      SHARED      02          9162             28265
D COMCAST CORP                   CL A SPL         200300200    23952   600700 SH      SHARED      04        600700
D COMDISCO INC                   COM              200336105      623    32300 SH      SHARED                 32300
D COMDISCO INC                   COM              200336105    16246   841254 SH      SHARED      01        423136            418118
D COMDISCO INC                   COM              200336105      323    16750 SH      SHARED      02         16750
D COMDISCO INC                   COM              200336105     2280   118100 SH      SHARED      04        118100
D COMERICA INC                   COM              200340107      329     6500 SH      SHARED                  6500
D COMERICA INC                   COM              200340107   117030  2311718 SH      SHARED      01       1967308            344410
D COMERICA INC                   COM              200340107       81     1609 SH      SHARED      02           621               988
D COMERICA INC                   COM              200340107     6621   130800 SH      SHARED      04        130800
D COMINCO LTD                    COM              200435105       88     5400 SH      SHARED      01          5400
D COMMERCE BANCORP INC NJ        COM              200519106     4831   116421 SH      SHARED      01        116421
D COMMERCE BANCORP INC NJ        COM              200519106      249     6000 SH      SHARED      04          6000
D COMMERCE BANCSHARES INC        COM              200525103     4966   140398 SH      SHARED      01        106750             33648
D COMMERCE BANCSHARES INC        COM              200525103       45     1300 SH      SHR/OTHR    01                            1300
D COMMERCE BANCSHARES INC        COM              200525103      672    19000 SH      SHARED      04         19000
D COMMERCE GROUP INC MASS        COM              200641108     3068   133400 SH      SHARED      01         73700             59700
D COMMERCE GROUP INC MASS        COM              200641108      249    10868 SH      SHARED      02         10868
D COMMERCE GROUP INC MASS        COM              200641108       59     2600 SH      SHARED      04          2600
D COMMERCE ONE INC DEL           COM              200693109        9      100 SH      SHARED      04           100
D COMMERCIAL FEDERAL CORPORATION COM              201647104    10682   544342 SH      SHARED      01        274509            269833
D COMMERCIAL FEDERAL CORPORATION COM              201647104     2653   135200 SH      SHARED      04        135200
D COMMERCIAL INTERTECH CORP      COM              201709102     1763   146200 SH      SHARED      01         45300            100900
D COMMERCIAL INTERTECH CORP      COM              201709102       13     1100 SH      SHARED      04          1100
D COMMERCIAL METALS CO           COM              201723103     4368   151947 SH      SHARED      01         73887             78060
D COMMERCIAL METALS CO           COM              201723103       37     1300 SH      SHARED      04          1300
D COMMERCIAL NET LEASE RLTY INC  COM              202218103     1048    98700 SH      SHARED      01         98700
D COMMERCIAL NET LEASE RLTY INC  COM              202218103       98     9300 SH      SHARED      04          9300
D COMMNET CELLULAR INC           COM              202604203     2060    65800 SH      SHARED      01         65800
D COMMNET CELLULAR INC           COM              202604203       65     2100 SH      SHARED      04          2100
D COMMODORE APPLIED TECH INC     COM              202630109       22    15900 SH      SHARED      01         15900
D COMMONWEALTH BANCORP INC       COM              20268X102      965    56600 SH      SHARED      01         51700              4900
D COMMONWEALTH BANCORP INC       COM              20268X102       20     1200 SH      SHARED      04          1200
D COMMONWEALTH TEL ENTERPRISES   COM              203349105     6399   145449 SH      SHARED      01         55818             89631
D COMMONWEALTH TEL ENTERPRISES   COM              203349105       39      900 SH      SHARED      04           900
D COMMONWEALTH TEL ENTERPRISES   CL B             203349204        5      133 SH      SHARED      01           133
D COMMSCOPE INC                  COM              203372107    11217   345155 SH      SHARED      01        187555            157600
D COMMSCOPE INC                  COM              203372107        9      300 SH      SHARED      02           300
D COMMSCOPE INC                  COM              203372107     1434    44148 SH      SHARED      04         44148
D COMMUNITY BK SYS INC           COM              203607106       10      400 SH      SHARED      01           400
D COMMUNITY BKS INC MILLERSBURG  COM              203628102        4      210 SH      SHARED      02                             210
D COMMUNITY FED BANCORP INC      COM              20364Q100      142     8600 SH      SHARED      01          8600
D COMMUNITY FINL CORP ILL        COM              20364V109       78     8900 SH      SHARED      01          8900
D COMMUNITY FINL GROUP INC       COM              20365M108      133     9100 SH      SHARED      01          9100
D COMMUNICATIONS SYS INC         COM              203900105        4      400 SH      SHARED      01           400
D COMMUNITY FIRST BANKSHARES INC COM              203902101    10371   614600 SH      SHARED      01        268200            346400
D COMMUNITY FIRST BANKSHARES INC COM              203902101       72     4300 SH      SHARED      04          4300
D COMMUNITY FIRST BKG CO GA      COM              203913108       55     3800 SH      SHARED      01          3800
D COMMUNITY TR BANCORP INC       COM              204149108      678    31306 SH      SHARED      01         31306
D COMMUNITY TR BANCORP INC       COM              204149108       21     1000 SH      SHARED      04          1000
D COMPANHIA CERVEJARIA BRAHMA    SPON ADR PFD     20440X103      151    12600 SH      SHARED      01         12600
D COMPANHIA CERVEJARIA BRAHMA    SPON ADR PFD     20440X103        4      400 SH      SHARED      02           400
D COMPANHIA PARANAENSE ENERG COP SPON ADR PFD     20441B407      229    35000 SH      SHARED      04         35000
D COMPANIA ANONIMA NACIONL TEL   SPON ADR D       204421101        8      313 SH      SHARED      01           200               113
D COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW     204449300      147     8150 SH      SHARED      01          8150
D COMPASS BANCSHARES INC         COM              20449H109      305    12200 SH      SHARED                 12200
D COMPASS BANCSHARES INC         COM              20449H109    16700   668010 SH      SHARED      01        366854            301156
D COMPASS BANCSHARES INC         COM              20449H109     1560    62400 SH      SHARED      04         62400
D COMPAQ COMPUTER CORP           COM              204493100       11      500 SH      SHR/OTHR    04                    500
D COMPAQ COMPUTER CORP           COM              204493100     1633    71401 SH      SHARED                 71401
D COMPAQ COMPUTER CORP           COM              204493100   564693 24686044 SH      SHARED      01      20748305           3937739
D COMPAQ COMPUTER CORP           COM              204493100     4287   187424 SH      SHR/OTHR    01                 106800    80624
D COMPAQ COMPUTER CORP           COM              204493100     2426   106086 SH      SHARED      02         44875             61211
D COMPAQ COMPUTER CORP           COM              204493100    71951  3145415 SH      SHARED      04       3145415
D COMPLETE BUSINESS SOLUTIONS    COM              20452F107      944    69000 SH      SHARED      01         69000
D COMPLETE BUSINESS SOLUTIONS    COM              20452F107       31     2270 SH      SHARED      04          2270
D COMPS COM INC                  COM              204679104        3      450 SH      SHARED      02           450
D COMPTEK RESH INC               COM              204682108        3      400 SH      SHARED      01           400
D COMPTEK RESH INC               COM              204682108        8     1000 SH      SHARED      02                            1000
D COMPUCREDIT CORP               COM              20478N100       12      700 SH      SHARED      04           700
D COMPUCOM SYS INC               COM              204780100      564   151200 SH      SHARED      01        151200
D COMPUCOM SYS INC               COM              204780100       18     5000 SH      SHARED      04          5000
D COMPUTER ASSOC INTL INC        COM              204912109     3074    50300 SH      SHARED                 50300
D COMPUTER ASSOC INTL INC        COM              204912109   445252  7284300 SH      SHARED      01       6414548            869752
D COMPUTER ASSOC INTL INC        COM              204912109      605     9899 SH      SHR/OTHR    01                   5887     4012
D COMPUTER ASSOC INTL INC        COM              204912109     2070    33873 SH      SHARED      02         14817             19056
D COMPUTER ASSOC INTL INC        COM              204912109    24309   397700 SH      SHARED      04        397700
D COMPUMED INC                   COM NEW          204914402        0     1000 SH      SHR/OTHR    01                   1000
D COMPUTER NETWORK TECHNOLOGY CP COM              204925101     1248   134100 SH      SHARED      01         50100             84000
D COMPUTER NETWORK TECHNOLOGY CP COM              204925101       19     2100 SH      SHARED      04          2100
D COMPUSA INC                    COM              204932107       57     9600 SH      SHARED                  9600
D COMPUSA INC                    COM              204932107     4698   783019 SH      SHARED      01        422019            361000
D COMPUSA INC                    COM              204932107      952   158800 SH      SHARED      04        158800
D COMPUTER LEARNING CTRS INC     COM              205199102       21     5800 SH      SHARED      01          5800
D COMPUTER MOTION INC            COM              205253107        1      100 SH      SHARED      01           100
D COMPUTER MOTION INC            COM              205253107     1135   113500 SH      SHARED      02         91000             22500
D COMPUTER SCIENCES CORP         COM              205363104     1792    25500 SH      SHARED                 25500
D COMPUTER SCIENCES CORP         COM              205363104   175945  2502356 SH      SHARED      01       2078728            423628
D COMPUTER SCIENCES CORP         COM              205363104     2204    31360 SH      SHR/OTHR    01                  11850    19510
D COMPUTER SCIENCES CORP         COM              205363104      218     3105 SH      SHARED      02                            3105
D COMPUTER SCIENCES CORP         COM              205363104     8697   123700 SH      SHARED      04        123700
D COMPUTER TASK GROUP INC        COM              205477102      796    54000 SH      SHARED      01         54000
D COMPUTER TASK GROUP INC        COM              205477102      295    20000 SH      SHR/OTHR    01                           20000
D COMPUTER TASK GROUP INC        COM              205477102       22     1500 SH      SHARED      04          1500
D COMPX INTERNATIONAL INC        CL A             20563P101        3      200 SH      SHARED      04           200
D COMPUWARE CORP                 COM              205638109      169     6500 SH      SHARED                  6500
D COMPUWARE CORP                 COM              205638109   131339  5039504 SH      SHARED      01       4334004            705500
D COMPUWARE CORP                 COM              205638109     8436   323700 SH      SHARED      04        323700
D COMSAT CORP                    COM SER 1        20564D107    15385   519354 SH      SHARED                519354
D COMSAT CORP                    COM SER 1        20564D107    11320   382110 SH      SHARED      01        186638            195472
D COMSAT CORP                    COM SER 1        20564D107       39     1320 SH      SHR/OTHR    01                            1320
D COMSAT CORP                    COM SER 1        20564D107     4668   157599 SH      SHARED      04        157599
D COMSTOCK RES INC               COM NEW          205768203       26     6400 SH      SHARED      01          6400
D COMSTOCK RES INC               COM NEW          205768203       19     4700 SH      SHARED      02          4700
D COMVERSE TECHNOLOGY INC        SUB NT CV 144A05 205862AF2     4522  2000000 PRN     SHARED      04       2000000
D COMVERSE TECHNOLOGY INC        SUB DB CV 4.5%05 205862AG0   106667 47177000 PRN     SHARED      04      47177000
D COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402      697     7400 SH      SHARED                  7400
D COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402    44871   475772 SH      SHARED      01        256616            219156
D COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402       45      487 SH      SHR/OTHR    01                             487
D COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402     4425    46925 SH      SHARED      04         46925
D CONAGRA INC                    COM              205887102      245    10900 SH      SHARED                 10900
D CONAGRA INC                    COM              205887102   160397  7109207 SH      SHARED      01       5903425           1205782
D CONAGRA INC                    COM              205887102       45     2000 SH      SHR/OTHR    01                            2000
D CONAGRA INC                    COM              205887102      679    30100 SH      SHARED      02         11700             18400
D CONAGRA INC                    COM              205887102     8379   371400 SH      SHARED      04        371400
D CONCENTRIC NETWORK CORP        COM              20589R107     8388   413000 SH      SHARED      01        146400            266600
D CONCENTRIC NETWORK CORP        COM              20589R107       75     3700 SH      SHARED      04          3700
D COMPUTER HORIZONS CORP         COM              205908106     3804   327277 SH      SHARED      01        102202            225075
D COMPUTER HORIZONS CORP         COM              205908106      130    11200 SH      SHARED      02         10500               700
D COMPUTER HORIZONS CORP         COM              205908106       32     2816 SH      SHARED      04          2816
D COM21 INC                      COM              205937105      364    28000 SH      SHARED      01         28000
D COM21 INC                      COM              205937105      123     9500 SH      SHARED      02          9500
D COM21 INC                      COM              205937105       20     1600 SH      SHARED      04          1600
D CONCORD COMMUNICATIONS INC     COM              206186108     1760    44300 SH      SHARED      01         42100              2200
D CONCORD COMMUNICATIONS INC     COM              206186108       55     1400 SH      SHARED      04          1400
D CONCORD EFS INC                COM              206197105      450    21850 SH      SHARED                 21850
D CONCORD EFS INC                COM              206197105    31505  1527563 SH      SHARED      01        671725            855838
D CONCORD EFS INC                COM              206197105     3099   150300 SH      SHARED      04        150300
D CONCUR TECHNOLOGIES INC        COM              206708109      575    20200 SH      SHARED      01         15900              4300
D CONCUR TECHNOLOGIES INC        COM              206708109       25      900 SH      SHARED      04           900
D CONCURRENT COMPUTER CORP NEW   COM              206710204     1078   158300 SH      SHARED      01        150900              7400
D CONCURRENT COMPUTER CORP NEW   COM              206710204       13     2000 SH      SHARED      02          2000
D CONCURRENT COMPUTER CORP NEW   COM              206710204       29     4400 SH      SHARED      04          4400
D CONDUCTUS INC                  COM              206784100       35    16800 SH      SHARED      01         16800
D CONE MLS CORP N C              COM              206814105       55    11400 SH      SHARED      01         11400
D CONECTIV INC                   COM              206829103      188     9600 SH      SHARED                  9600
D CONECTIV INC                   COM              206829103    10439   531937 SH      SHARED      01        306972            224965
D CONECTIV INC                   COM              206829103       27     1408 SH      SHARED      02                            1408
D CONECTIV INC                   COM              206829103    13262   675800 SH      SHARED      04        675800
D CONECTIV INC                   CL A             206829202      146     3599 SH      SHARED      01          3599
D CONEXANT SYSTEMS INC           SB NT CV 144A 06 207142AA8   115273 67530000 PRN     SHARED      04      67530000
D CONEXANT SYSTEMS INC           COM              207142100      435     6000 SH      SHARED                  6000
D CONEXANT SYSTEMS INC           COM              207142100    36274   499261 SH      SHARED      01        196474            302787
D CONEXANT SYSTEMS INC           COM              207142100     1316    18116 SH      SHARED      02          4615             13501
D CONEXANT SYSTEMS INC           COM              207142100     2503    34450 SH      SHARED      04         34450
D CONMED CORP                    COM              207410101     2167    88450 SH      SHARED      01         40013             48437
D CONMED CORP                    COM              207410101       40     1650 SH      SHARED      04          1650
D CONNECTICUT ENERGY CORP        COM              207567108     2996    77450 SH      SHARED      01         54850             22600
D CONNECTICUT ENERGY CORP        COM              207567108      154     4000 SH      SHR/OTHR    01                            4000
D CONNECTICUT ENERGY CORP        COM              207567108       58     1500 SH      SHARED      02          1500
D CONNECTICUT ENERGY CORP        COM              207567108       34      900 SH      SHARED      04           900
D CONNECTICUT WTR SVC INC        COM              207797101       67     2300 SH      SHARED      01          2300
D CONNECTINC COM CO              COM              207840109        3     1500 SH      SHARED      02                            1500
D CONNING CORP                   COM              208215103      340    29600 SH      SHARED      01         29600
D CONNING CORP                   COM              208215103       13     1200 SH      SHARED      04          1200
D CONOCO INC                     CL A             208251306       58     2100 SH      SHARED                  2100
D CONOCO INC                     CL A             208251306    27755  1000200 SH      SHARED      01        585200            415000
D CONOCO INC                     CL A             208251306      171     6175 SH      SHARED      02          3575              2600
D CONOCO INC                     CL A             208251306     5461   196800 SH      SHARED      04        196800
D CONOCO INC                     CL B             208251405      481    17600 SH      SHARED                 17600
D CONOCO INC                     CL B             208251405   231835  8468878 SH      SHARED      01       7620780     1654   846444
D CONOCO INC                     CL B             208251405     2854   104285 SH      SHR/OTHR    01                  69680    34605
D CONOCO INC                     CL B             208251405      302    11043 SH      SHARED      02          4524              6519
D CONOCO INC                     CL B             208251405    57035  2083500 SH      SHARED      04       2083500
D CONSECO INC                    COM              208464107      138     7300 SH      SHARED                  7300
D CONSECO INC                    COM              208464107    87858  4624146 SH      SHARED      01       3790179            833967
D CONSECO INC                    COM              208464107       10      549 SH      SHR/OTHR    01                             549
D CONSECO INC                    COM              208464107     1265    66586 SH      SHARED      02         17505             49081
D CONSECO INC                    COM              208464107     9575   503975 SH      SHARED      04        503975
D CONSOL ENERGY INC              COM              20854P109      323    22500 SH      SHARED      01         22500
D CONSOL ENERGY INC              COM              20854P109       30     2100 SH      SHARED      04          2100
D CONSOLIDATED EDISON INC        COM              209115104      257     6200 SH      SHARED                  6200
D CONSOLIDATED EDISON INC        COM              209115104   142238  3427435 SH      SHARED      01       2937545            489890
D CONSOLIDATED EDISON INC        COM              209115104      297     7160 SH      SHR/OTHR    01                   4456     2704
D CONSOLIDATED EDISON INC        COM              209115104      350     8450 SH      SHARED      02          1000              7450
D CONSOLIDATED EDISON INC        COM              209115104     9392   226316 SH      SHARED      04        226316
D CONSOLIDATED FREIGHTWAYS CORP  COM              209232107     3064   310325 SH      SHARED      01         76800            233525
D CONSOLIDATED FREIGHTWAYS CORP  COM              209232107       21     2200 SH      SHARED      04          2200
D CONSOLIDATED GRAPHICS INC      COM              209341106     1552    36850 SH      SHARED      01         36850
D CONSOLIDATED GRAPHICS INC      COM              209341106       10      250 SH      SHARED      02                             250
D CONSOLIDATED GRAPHICS INC      COM              209341106       54     1300 SH      SHARED      04          1300
D CONSOLIDATED NAT GAS CO        COM              209615103       74     1200 SH      SHARED                  1200
D CONSOLIDATED NAT GAS CO        COM              209615103    91273  1463302 SH      SHARED      01       1214863            248439
D CONSOLIDATED NAT GAS CO        COM              209615103     2791    44749 SH      SHR/OTHR    01                  34001    10748
D CONSOLIDATED NAT GAS CO        COM              209615103      202     3250 SH      SHARED      02           300              2950
D CONSOLIDATED NAT GAS CO        COM              209615103    14383   230600 SH      SHARED      04        230600
D CONSOLIDATED PAPERS INC        COM              209759109      255     9500 SH      SHARED                  9500
D CONSOLIDATED PAPERS INC        COM              209759109    13040   485225 SH      SHARED      01        243797            241428
D CONSOLIDATED PAPERS INC        COM              209759109     1276    47500 SH      SHARED      04         47500
D CONSOLIDATED PRODS INC         COM              209798107      673    69071 SH      SHARED      01         69071
D CONSOLIDATED PRODS INC         COM              209798107       18     1900 SH      SHARED      04          1900
D CONSOLIDATED STORES CORP       COM              210149100       11      500 SH      SHR/OTHR    04                    500
D CONSOLIDATED STORES CORP       COM              210149100       52     2400 SH      SHARED                  2400
D CONSOLIDATED STORES CORP       COM              210149100    35372  1603339 SH      SHARED      01       1317445            285894
D CONSOLIDATED STORES CORP       COM              210149100     4524   205072 SH      SHARED      04        203672              1400
D CONSOLIDATED TOMOKA LD CO      COM              210226106       16     1214 SH      SHARED      01          1214
D CONSOLIDATED TOMOKA LD CO      COM              210226106       51     3800 SH      SHARED      02                            3800
D CONSTELLATION ENERGY CORP      COM              210371100       92     3300 SH      SHARED                  3300
D CONSTELLATION ENERGY CORP      COM              210371100    59879  2129050 SH      SHARED      01       1721871            407179
D CONSTELLATION ENERGY CORP      COM              210371100      320    11400 SH      SHR/OTHR    01                    450    10950
D CONSTELLATION ENERGY CORP      COM              210371100      426    15175 SH      SHARED      02          3425             11750
D CONSTELLATION ENERGY CORP      COM              210371100    21594   767800 SH      SHARED      04        767800
D CONSUMER PORTFOLIO SVCS INC    COM              210502100       33    34300 SH      SHARED      01         34300
D CONTIFINANCIAL CORP            COM              21075V107       44    41900 SH      SHARED      01         41900
D CONTIFINANCIAL CORP            COM              21075V107        1     1000 SH      SHARED      02                            1000
D CONTIFINANCIAL CORP            COM              21075V107        1     1200 SH      SHARED      04          1200
D CONTINENTAL AIRLS INC          CL B             210795308     8292   253200 SH      SHARED      01        131400            121800
D CONTINENTAL AIRLS INC          CL B             210795308       13      400 SH      SHARED      02                             400
D CONTINENTAL AIRLS INC          CL B             210795308      435    13300 SH      SHARED      04         13300
D CONTINENTAL MATLS CORP         COM PAR $0.25    211615307        9      400 SH      SHARED      01           400
D CONTINENTAL MTG & EQUITY TR    SH BEN INT NEW   211663208       17     1200 SH      SHARED      01          1200
D CONVERGYS CORP                 COM              212485106      326    16500 SH      SHARED                 16500
D CONVERGYS CORP                 COM              212485106    14704   742184 SH      SHARED      01        327948            414236
D CONVERGYS CORP                 COM              212485106       83     4200 SH      SHR/OTHR    01                            4200
D CONVERGYS CORP                 COM              212485106       76     3850 SH      SHARED      02          2850              1000
D CONVERGYS CORP                 COM              212485106     2032   102600 SH      SHARED      04        102600
D COOPER CAMERON CORP            COM              216640102    11590   307044 SH      SHARED      01        134644            172400
D COOPER CAMERON CORP            COM              216640102     8085   214194 SH      SHARED      04        214194
D COOPER COS INC                 COM NEW          216648402       15      500 SH      SHARED                   500
D COOPER COS INC                 COM NEW          216648402     1194    38677 SH      SHARED      01         38677
D COOPER COS INC                 COM NEW          216648402       37     1200 SH      SHARED      04          1200
D COOPER INDS INC                COM              216669101    64793  1385959 SH      SHARED      01       1226606            159353
D COOPER INDS INC                COM              216669101      177     3800 SH      SHR/OTHR    01                            3800
D COOPER INDS INC                COM              216669101       12      264 SH      SHARED      02                             264
D COOPER INDS INC                COM              216669101     6629   141810 SH      SHARED      04        141810
D COOPER TIRE & RUBR CO          COM              216831107      181    10300 SH      SHARED                 10300
D COOPER TIRE & RUBR CO          COM              216831107    19223  1090698 SH      SHARED      01        938710            151988
D COOPER TIRE & RUBR CO          COM              216831107        8      500 SH      SHARED      02                             500
D COOPER TIRE & RUBR CO          COM              216831107     2028   115100 SH      SHARED      04        115100
D COOPERATIVE BANKSHARES INC     COM              216844100        2      300 SH      SHARED      01           300
D COORS ADOLPH CO                CL B             217016104      622    11500 SH      SHARED                 11500
D COORS ADOLPH CO                CL B             217016104    30209   558138 SH      SHARED      01        444326            113812
D COORS ADOLPH CO                CL B             217016104     2522    46611 SH      SHARED      04         46611
D COPART INC                     COM              217204106      962    52200 SH      SHARED      01         52200
D COPART INC                     COM              217204106       29     1600 SH      SHARED      04          1600
D COPLEY PHARMACEUTICAL INC      COM              21745K101        0     1800 SH      SHARED      04          1800
D COPPER MTN NETWORKS INC        COM              217510106      262     3000 SH      SHARED                  3000
D COPPER MTN NETWORKS INC        COM              217510106     3154    36000 SH      SHARED      01         34100              1900
D COPPER MTN NETWORKS INC        COM              217510106      240     2750 SH      SHARED      02          2750
D COPPER MTN NETWORKS INC        COM              217510106       26      300 SH      SHARED      04           300
D COPYTELE INC                   COM              217721109       24    21000 SH      SHARED      02         21000
D COR THERAPEUTICS INC           COM              217753102     6032   317500 SH      SHARED      01         85200            232300
D COR THERAPEUTICS INC           COM              217753102       38     2000 SH      SHARED      02                            2000
D COR THERAPEUTICS INC           COM              217753102       38     2000 SH      SHARED      04          2000
D CORAM HEALTHCARE CORP          COM              218103109       43    70000 SH      SHARED      01         70000
D CORAM HEALTHCARE CORP          COM              218103109       89   143188 SH      SHARED      02        143062               126
D CORDANT TECHNOLOGIES INC       COM              218412104      112     3700 SH      SHARED                  3700
D CORDANT TECHNOLOGIES INC       COM              218412104     8105   266316 SH      SHARED      01        124942            141374
D CORDANT TECHNOLOGIES INC       COM              218412104       10      336 SH      SHARED      02                             336
D CORDANT TECHNOLOGIES INC       COM              218412104     7006   230187 SH      SHARED      04        230187
D CORE INC MASS                  COM              21867P102       51     6500 SH      SHARED      01          6500
D CORINTHIAN COLLEGES INC        COM              218868107      166     8800 SH      SHARED      01          8800
D CORINTHIAN COLLEGES INC        COM              218868107        5      300 SH      SHARED      04           300
D CORIXA CORP                    COM              21887F100      299    22300 SH      SHARED      01         22300
D CORIXA CORP                    COM              21887F100       17     1300 SH      SHARED      04          1300
D CORNERSTONE PROPANE PARTNR L P UNIT LTD PARTN   218916104       73     4600 SH      SHARED      02                            4600
D CORN PRODS INTL INC            COM              219023108     8952   294140 SH      SHARED      01        187042            107098
D CORN PRODS INTL INC            COM              219023108      108     3580 SH      SHR/OTHR    01                    500     3080
D CORN PRODS INTL INC            COM              219023108       84     2787 SH      SHARED      02           450              2337
D CORN PRODS INTL INC            COM              219023108      106     3500 SH      SHARED      04          3500
D CORNELL CORRECTIONS INC        COM              219141108      365    22300 SH      SHARED      01         18900              3400
D CORNELL CORRECTIONS INC        COM              219141108       27     1700 SH      SHARED      04          1700
D CORNERSTONE PPTYS INC          COM              21922H103     4417   289700 SH      SHARED      01        130200            159500
D CORNERSTONE PPTYS INC          COM              21922H103      154    10100 SH      SHARED      02         10100
D CORNERSTONE PPTYS INC          COM              21922H103      446    29300 SH      SHARED      04         29300
D CORNERSTONE RLTY INCOME TR INC COM              21922V102     1269   141000 SH      SHARED      01        133600              7400
D CORNERSTONE RLTY INCOME TR INC COM              21922V102      353    39250 SH      SHARED      02         28800             10450
D CORNERSTONE RLTY INCOME TR INC COM              21922V102      115    12800 SH      SHARED      04         12800
D CORNING INC                    COM              219350105      356     5200 SH      SHARED                  5200
D CORNING INC                    COM              219350105   238385  3476929 SH      SHARED      01       2927858            549071
D CORNING INC                    COM              219350105     3924    57247 SH      SHR/OTHR    01                  36750    20497
D CORNING INC                    COM              219350105      927    13525 SH      SHARED      02         11440              2085
D CORNING INC                    COM              219350105    17332   252800 SH      SHARED      04        252800
D CORPORATE EXECUTIVE BRD CO     COM              21988R102      338     8300 SH      SHARED      01          8300
D CORPORATE EXECUTIVE BRD CO     COM              21988R102       32      800 SH      SHARED      04           800
D CORPORATE EXPRESS INC          COM              219888104     7127   757765 SH      SHARED      01        336695            421070
D CORPORATE EXPRESS INC          COM              219888104     2703   287400 SH      SHARED      02        255500             31900
D CORPORATE EXPRESS INC          COM              219888104      357    38041 SH      SHARED      04         38041
D CORPORATE OFFICE PPTYS TR      SH BEN INT       22002T108       13     1800 SH      SHARED      01          1800
D CORPORATE OFFICE PPTYS TR      SH BEN INT       22002T108       20     2700 SH      SHARED      02          2700
D CORPORATE OFFICE PPTYS TR      SH BEN INT       22002T108       25     3400 SH      SHARED      04          3400
D CORRECTIONAL PPTYS TR          COM              22025E104       20     1500 SH      SHARED      04          1500
D CORRPRO COS INC                COM              220317101      131    21925 SH      SHARED      01         21925
D CORT BUSINESS SVCS CORP        COM              220493100      964    41700 SH      SHARED      01         41700
D CORT BUSINESS SVCS CORP        COM              220493100       27     1200 SH      SHARED      04          1200
D CORUS BANKSHARES INC           COM              220873103      695    27150 SH      SHARED      01         27150
D CORUS BANKSHARES INC           COM              220873103       23      900 SH      SHARED      04           900
D CORVEL CORP                    COM              221006109        8      400 SH      SHARED      01           400
D COST PLUS INC CALIF            COM              221485105     1913    39450 SH      SHARED      01         39450
D COST PLUS INC CALIF            COM              221485105        5      105 SH      SHARED      02           105
D COST PLUS INC CALIF            COM              221485105      129     2665 SH      SHARED      04          2665
D COSTCO WHSL CORP NEW           COM              22160K105     2772    38500 SH      SHARED                 38500
D COSTCO WHSL CORP NEW           COM              22160K105   236015  3277991 SH      SHARED      01       2779442            498549
D COSTCO WHSL CORP NEW           COM              22160K105      430     5980 SH      SHR/OTHR    01                   5600      380
D COSTCO WHSL CORP NEW           COM              22160K105     3475    48264 SH      SHARED      02         10966             37298
D COSTCO WHSL CORP NEW           COM              22160K105    28159   391100 SH      SHARED      04        391100
D COSTAR GROUP INC               COM              22160N109      152     6400 SH      SHARED      01          6400
D COSTAR GROUP INC               COM              22160N109      203     8539 SH      SHARED      04          8539
D COTT CORP QUE                  COM              22163N106       42     9700 SH      SHARED      01          9700
D COTELLIGENT INC                COM              221630106      210    59100 SH      SHARED      01         54800              4300
D COTELLIGENT INC                COM              221630106        4     1300 SH      SHARED      04          1300
D COTTON STS LIFE INS CO         COM              221774102        4      468 SH      SHARED      01           468
D COULTER PHARMACEUTICAL INC     COM              222116105     1763   126500 SH      SHARED      01         53400             73100
D COULTER PHARMACEUTICAL INC     COM              222116105     1593   114305 SH      SHARED      02        104605              9700
D COULTER PHARMACEUTICAL INC     COM              222116105       22     1600 SH      SHARED      04          1600
D COUNTRYWIDE CR INDS INC DEL    COM              222372104      122     3800 SH      SHARED                  3800
D COUNTRYWIDE CR INDS INC DEL    COM              222372104    53936  1672440 SH      SHARED      01       1395160            277280
D COUNTRYWIDE CR INDS INC DEL    COM              222372104      639    19824 SH      SHARED      02          3700             16124
D COUNTRYWIDE CR INDS INC DEL    COM              222372104     2731    84700 SH      SHARED      04         84700
D COURIER CORP                   COM              222660102        3      150 SH      SHARED      01           150
D COUSINS PPTYS INC              COM              222795106     3925   115675 SH      SHARED      01         75200             40475
D COUSINS PPTYS INC              COM              222795106       96     2855 SH      SHR/OTHR    01                   1000     1855
D COUSINS PPTYS INC              COM              222795106      173     5100 SH      SHARED      02           800              4300
D COUSINS PPTYS INC              COM              222795106      302     8900 SH      SHARED      04          8900
D COVAD COMMUNICATIONS GROUP INC COM              222814204     3945    90500 SH      SHARED      01         90500
D COVAD COMMUNICATIONS GROUP INC COM              222814204     2454    56308 SH      SHARED      02         52748              3560
D COVAD COMMUNICATIONS GROUP INC COM              222814204      139     3198 SH      SHARED      04          3198
D COVANCE INC                    COM              222816100       57     5900 SH      SHARED                  5900
D COVANCE INC                    COM              222816100     4662   481288 SH      SHARED      01        250207            231081
D COVANCE INC                    COM              222816100       14     1475 SH      SHR/OTHR    01                    250     1225
D COVANCE INC                    COM              222816100       11     1150 SH      SHARED      02                            1150
D COVANCE INC                    COM              222816100      990   102300 SH      SHARED      04        102300
D COVENANT TRANS INC             CL A             22284P105        6      400 SH      SHARED      01           400
D COVENANT TRANS INC             CL A             22284P105     1198    78600 SH      SHARED      02         78600
D COVENANT TRANS INC             CL A             22284P105       21     1404 SH      SHARED      04          1404
D COVENTRY HEALTH CARE INC       COM              222862104     3696   389100 SH      SHARED      01        269600            119500
D COVENTRY HEALTH CARE INC       COM              222862104        9     1000 SH      SHARED      02          1000
D COVENTRY HEALTH CARE INC       COM              222862104       53     5655 SH      SHARED      04          5655
D COX COMMUNICATIONS INC NEW     CL A             224044107      684    16400 SH      SHARED                 16400
D COX COMMUNICATIONS INC NEW     CL A             224044107    44554  1067165 SH      SHARED      01        597812            469353
D COX COMMUNICATIONS INC NEW     CL A             224044107      279     6700 SH      SHR/OTHR    01                   6000      700
D COX COMMUNICATIONS INC NEW     CL A             224044107     1236    29616 SH      SHARED      02          8200             21416
D COX COMMUNICATIONS INC NEW     CL A             224044107     1670    40000 SH      SHARED      04         40000
D COX RADIO INC                  CL A             224051102      886    14900 SH      SHARED                 14900
D COX RADIO INC                  CL A             224051102     1124    18900 SH      SHARED      01         18900
D COX RADIO INC                  CL A             224051102      232     3910 SH      SHR/OTHR    01                   3500      410
D COX RADIO INC                  CL A             224051102       41      700 SH      SHARED      02                             700
D COX RADIO INC                  CL A             224051102       35      600 SH      SHARED      04           600
D COYOTE NETWORK SYSTEMS INC     COM              22406P108        2      510 SH      SHARED      01           510
D CRAFTMADE INTL INC             COM              22413E104        3      450 SH      SHARED      01           450
D CRANE CO                       COM              224399105       35     1600 SH      SHARED                  1600
D CRANE CO                       COM              224399105    20615   918816 SH      SHARED      01        761440            157376
D CRANE CO                       COM              224399105      940    41902 SH      SHR/OTHR    01                  41902
D CRANE CO                       COM              224399105      222     9902 SH      SHARED      02          6076              3826
D CRANE CO                       COM              224399105     2620   116800 SH      SHARED      04        116800
D CRAWFORD & CO                  CL B             224633107     3955   276350 SH      SHARED      01        120800            155550
D CRAWFORD & CO                  CL B             224633107       57     4000 SH      SHARED      04          4000
D CRAWFORD & CO                  CL A             224633206        5      500 SH      SHARED      01           500
D CRAWFORD & CO                  CL A             224633206       90     7650 SH      SHARED      02          7650
D CREATIVE COMPUTER APPLIC  EC   COM NEW          224901306        0       20 SH      SHARED      02            20
D CRAZY WOMAN CREEK BANCORP      COM              225233105       82     6900 SH      SHARED      01          6900
D CREATIVE COMPUTERS INC         COM              22527E107      232    36400 SH      SHARED      01         33100              3300
D CREATIVE COMPUTERS INC         COM              22527E107      423    66400 SH      SHARED      04         66400
D CREDENCE SYS CORP              NT CV    5.25%02 225302AC2     4760  5000000 PRN     SHARED      04       5000000
D CREDENCE SYS CORP              COM              225302108    10583   235850 SH      SHARED      01         99400            136450
D CREDENCE SYS CORP              COM              225302108      830    18500 SH      SHARED      04         18500
D CREDIT ACCEP CORP MICH         COM              225310101      439    73200 SH      SHARED      01         63300              9900
D CREDIT ACCEP CORP MICH         COM              225310101       12     2000 SH      SHARED      04          2000
D CREDITRUST CORP                COM              225429109      139     6200 SH      SHARED      01          6200
D CREDITRUST CORP                COM              225429109       22     1000 SH      SHARED      02                            1000
D CREDITRUST CORP                COM              225429109        6      300 SH      SHARED      04           300
D CREE RESH INC                  COM              225447101     8966   264200 SH      SHARED      01         78500            185700
D CREE RESH INC                  COM              225447101       78     2300 SH      SHARED      04          2300
D CRESCENDO PHARMACEUTICALS CORP CL A             225637107       18     1049 SH      SHARED      01           929               120
D CRESCENDO PHARMACEUTICALS CORP CL A             225637107        6      334 SH      SHARED      02           184               150
D CRESCENDO PHARMACEUTICALS CORP CL A             225637107     2257   125000 SH      SHARED      04        125000
D CRESCENT BKG CO                COM              225646108       86     5000 SH      SHARED      02                            5000
D CRESCENT REAL ESTATE EQUITIES  COM              225756105    11891   660649 SH      SHARED      01        302249            358400
D CRESCENT REAL ESTATE EQUITIES  COM              225756105        3      200 SH      SHR/OTHR    01                    200
D CRESCENT REAL ESTATE EQUITIES  COM              225756105       18     1000 SH      SHARED      02                            1000
D CRESCENT REAL ESTATE EQUITIES  COM              225756105      222    12350 SH      SHARED      04         12350
D CRESCENT REAL ESTATE EQUITIES  PFD CV A 6.75%   225756204       30     2000 SH      SHARED      02                            2000
D CRESCENT REAL ESTATE EQUITIES  PFD CV A 6.75%   225756204     7885   525720 SH      SHARED      04        525720
D CRESTLINE CAP CORP             COM              226153104     2977   144825 SH      SHARED      01         63180             81645
D CRESTLINE CAP CORP             COM              226153104        1       50 SH      SHR/OTHR    01                              50
D CRESTLINE CAP CORP             COM              226153104       50     2465 SH      SHARED      02          1060              1405
D CRESTLINE CAP CORP             COM              226153104       37     1800 SH      SHARED      04          1800
D CRIIMI MAE INC                 COM              226603108        0      300 SH      SHARED      01           300
D CRITICAL PATH INC              COM              22674V100     6991   173300 SH      SHARED      01         51000            122300
D CRITICAL PATH INC              COM              22674V100        4      100 SH      SHARED      02           100
D CRITICAL PATH INC              COM              22674V100       16      400 SH      SHARED      04           400
D CROSS A T CO                   CL A             227478104        3      800 SH      SHR/OTHR    01                             800
D CROSS TIMBERS RTY TR           TR UNIT          22757R109       21     1800 SH      SHARED      01          1800
D CROSS TIMBERS OIL CO           COM              227573102     1559   115500 SH      SHARED      01        115500
D CROSS TIMBERS OIL CO           COM              227573102       67     5000 SH      SHR/OTHR    01                   5000
D CROSS TIMBERS OIL CO           COM              227573102       40     3000 SH      SHARED      02          3000
D CROSS TIMBERS OIL CO           COM              227573102       56     4200 SH      SHARED      04          4200
D CROSSMANN CMNTYS INC           COM              22764E109      561    34400 SH      SHARED      01         34400
D CROSSMANN CMNTYS INC           COM              22764E109       11      700 SH      SHARED      04           700
D CROSSWALK COM INC              COM              227685104        4      600 SH      SHARED      01           600
D CROWN AMERN RLTY TR            SH BEN INT       228186102      583    90581 SH      SHARED      01         85381              5200
D CROWN AMERN RLTY TR            SH BEN INT       228186102       12     2000 SH      SHARED      02          2000
D CROWN AMERN RLTY TR            SH BEN INT       228186102       48     7500 SH      SHARED      04          7500
D CROWN CENT PETE CORP           CL B             228219309       14     2400 SH      SHARED      02           400              2000
D CROWN CASTLE INTL CORP         COM              228227104     2420   129300 SH      SHARED      01        129300
D CROWN CASTLE INTL CORP         COM              228227104       43     2300 SH      SHARED      04          2300
D CROWN CORK & SEAL INC          COM              228255105       67     2800 SH      SHARED                  2800
D CROWN CORK & SEAL INC          COM              228255105    46412  1913917 SH      SHARED      01       1608555            305362
D CROWN CORK & SEAL INC          COM              228255105       65     2700 SH      SHARED      02                            2700
D CROWN CORK & SEAL INC          COM              228255105     3496   144200 SH      SHARED      04        144200
D CROWN CORK & SEAL INC          PFD CV 4.50%     228255303      151     6800 SH      SHARED      02           200              6600
D CROWN CRAFTS INC               COM              228309100      101    33820 SH      SHARED      01                           33820
D CROWN GROUP INC                COM              228359105       71    15800 SH      SHARED      01         15800
D CROWN PAC PARTNERS L P         UNIT LTD PARTN   228439105      123     5900 SH      SHARED      01          5900
D CRYOLIFE INC                   COM              228903100        3      300 SH      SHARED      01           300
D CRYSTAL GAS STORAGE INC        COM              229241104        8      200 SH      SHARED      01           200
D C3 INC N C                     COM              22942P109       72     7200 SH      SHARED      01          7200
D CUBIC CORP                     COM              229669106      433    18500 SH      SHARED      01         18500
D CUBIC CORP                     COM              229669106       35     1500 SH      SHARED      02           300              1200
D CUBIC CORP                     COM              229669106       11      500 SH      SHARED      04           500
D CULLEN FROST BANKERS INC       COM              229899109    16857   674280 SH      SHARED      01        197160            477120
D CULLEN FROST BANKERS INC       COM              229899109        7      292 SH      SHARED      02                             292
D CULLEN FROST BANKERS INC       COM              229899109       37     1500 SH      SHARED      04          1500
D CULP INC                       COM              230215105       53     7362 SH      SHARED      01          7362
D CUMMINS ENGINE INC             COM              231021106    27569   553473 SH      SHARED      01        455773             97700
D CUMMINS ENGINE INC             COM              231021106       32      650 SH      SHARED      02                             650
D CUMMINS ENGINE INC             COM              231021106     1831    36775 SH      SHARED      04         36775
D CUMULUS MEDIA INC              CL A             231082108     1552    47500 SH      SHARED      01         47500
D CUMULUS MEDIA INC              CL A             231082108        3      100 SH      SHARED      02                             100
D CUMULUS MEDIA INC              CL A             231082108       78     2400 SH      SHARED      03          2400
D CUMULUS MEDIA INC              CL A             231082108       52     1600 SH      SHARED      04          1600
D CURATIVE HEALTH SVCS INC       COM              231264102        1      250 SH      SHARED      02                             250
D CURTISS WRIGHT CORP            COM              231561101     2009    62295 SH      SHARED      01         27400             34895
D CURTISS WRIGHT CORP            COM              231561101       12      400 SH      SHARED      04           400
D CYBERIAN OUTPOST INC           COM              231914102      101    11100 SH      SHARED      01         11100
D CYBERIAN OUTPOST INC           COM              231914102     1077   117500 SH      SHARED      02        115750              1750
D CYBERIAN OUTPOST INC           COM              231914102       47     5193 SH      SHARED      04          5193
D CUSTOMTRACKS CORP              COM              232046102     5513   186100 SH      SHARED      01         52200            133900
D CUSTOMTRACKS CORP              COM              232046102       26      900 SH      SHARED      02           900
D CUSTOMTRACKS CORP              COM              232046102       41     1400 SH      SHARED      04          1400
D CUTTER & BUCK INC              COM              232217109     1029    66150 SH      SHARED      01         66150
D CUTTER & BUCK INC              COM              232217109        2      150 SH      SHARED      02                             150
D CYBERCASH INC                  COM              232462101      336    46000 SH      SHARED      01         42300              3700
D CYBERCASH INC                  COM              232462101       36     5000 SH      SHARED      02          5000
D CYBERCASH INC                  COM              232462101       13     1800 SH      SHARED      04          1800
D CYBERONICS INC                 COM              23251P102      546    30600 SH      SHARED      01         28100              2500
D CYBERONICS INC                 COM              23251P102       28     1600 SH      SHARED      04          1600
D CYBEROPTICS CORP               COM              232517102        0       12 SH      SHARED      04            12
D CYBEX COMPUTER PRODS CORP      COM              232522102      570    17100 SH      SHARED      01         17100
D CYBEX COMPUTER PRODS CORP      COM              232522102       30      900 SH      SHARED      04           900
D CYGNUS INC                     COM              232560102      310    27700 SH      SHARED      01         24700              3000
D CYGNUS INC                     COM              232560102        5      500 SH      SHR/OTHR    01                             500
D CYGNUS INC                     COM              232560102       32     2900 SH      SHARED      04          2900
D CYLINK CORP                    COM              232565101       18     2500 SH      SHARED      01          2500
D CYLINK CORP                    COM              232565101        1      200 SH      SHARED      02                             200
D CYMER INC                      SB NT CV STEP 04 232572AC1     4850  5000000 PRN     SHARED      04       5000000
D CYMER INC                      COM              232572107      142     4100 SH      SHARED                  4100
D CYMER INC                      COM              232572107     7818   225400 SH      SHARED      01        105000            120400
D CYMER INC                      COM              232572107       34     1000 SH      SHARED      02          1000
D CYMER INC                      COM              232572107      520    15015 SH      SHARED      04         15015
D CYPRESS BIOSCIENCES INC        COM              232674101       79    28900 SH      SHARED      01         28900
D CYPRESS SEMICONDUCTOR CORP     SUB NT CV 144A02 232806AB5     3870  3366000 PRN     SHARED      04       3366000
D CYPRESS SEMICONDUCTOR CORP     COM              232806109      404    18800 SH      SHARED                 18800
D CYPRESS SEMICONDUCTOR CORP     COM              232806109    17863   830875 SH      SHARED      01        469793            361082
D CYPRESS SEMICONDUCTOR CORP     COM              232806109       13      644 SH      SHARED      02           644
D CYPRESS SEMICONDUCTOR CORP     COM              232806109     2349   109298 SH      SHARED      04        109298
D CYPRUS AMAX MINERALS CO        COM              232809103       56     2900 SH      SHARED                  2900
D CYPRUS AMAX MINERALS CO        COM              232809103    32179  1639716 SH      SHARED      01       1414856            224860
D CYPRUS AMAX MINERALS CO        COM              232809103       72     3700 SH      SHARED      02           900              2800
D CYPRUS AMAX MINERALS CO        COM              232809103     3004   153100 SH      SHARED      04        153100
D CYRK INC                       COM              232817106       10     1900 SH      SHARED      01          1900
D CYTEC INDS INC                 COM              232820100      105     4500 SH      SHARED                  4500
D CYTEC INDS INC                 COM              232820100     8225   350035 SH      SHARED      01        167499            182536
D CYTEC INDS INC                 COM              232820100      385    16423 SH      SHARED      02         10300              6123
D CYTEC INDS INC                 COM              232820100      599    25500 SH      SHARED      04         25500
D D & K HEALTHCARE RES INC       COM              232861104      130     5600 SH      SHARED      01          5600
D CYTOTHERAPEUTICS INC           COM              232923102       11     7700 SH      SHARED      01                            7700
D CYTYC CORP                     COM              232946103     2201    56900 SH      SHARED      01         56900
D CYTYC CORP                     COM              232946103       61     1600 SH      SHARED      04          1600
D DII GROUP INC                  COM              232949107     3607   102516 SH      SHARED      01        102516
D DII GROUP INC                  COM              232949107        4      120 SH      SHARED      02                             120
D DII GROUP INC                  COM              232949107       98     2785 SH      SHARED      04          2785
D DSI TOYS INC                   COM              232968107       76    23185 SH      SHARED      01         23185
D DBT ONLINE INC                 COM              233044106      752    30164 SH      SHARED      01         30164
D DBT ONLINE INC                 COM              233044106      770    30900 SH      SHARED      04         30900
D DLJ HIGH YIELD BD FD           SH BEN INT       23322Y108      141    17500 SH      SHARED      02                           17500
D DQE INC                        COM              23329J104      316     8100 SH      SHARED                  8100
D DQE INC                        COM              23329J104    17331   442973 SH      SHARED      01        186115            256858
D DQE INC                        COM              23329J104       29      750 SH      SHR/OTHR    01                             750
D DQE INC                        COM              23329J104        7      192 SH      SHARED      02                             192
D DQE INC                        COM              23329J104     2480    63400 SH      SHARED      04         63400
D DPL INC                        COM              233293109      303    17200 SH      SHARED                 17200
D DPL INC                        COM              233293109    19716  1118640 SH      SHARED      01        541259            577381
D DPL INC                        COM              233293109       43     2475 SH      SHR/OTHR    01                   1125     1350
D DPL INC                        COM              233293109      142     8102 SH      SHARED      02           300              7802
D DPL INC                        COM              233293109     4000   227000 SH      SHARED      04        227000
D D R HORTON INC                 COM              23331A109     6937   536280 SH      SHARED      01        288618            247662
D D R HORTON INC                 COM              23331A109       90     7000 SH      SHARED      02          7000
D D R HORTON INC                 COM              23331A109      188    14600 SH      SHARED      04         14600
D DSP GROUP INC                  COM              23332B106     8561   214700 SH      SHARED      01         41600            173100
D DSP GROUP INC                  COM              23332B106       23      600 SH      SHARED      02           600
D DSP GROUP INC                  COM              23332B106       43     1100 SH      SHARED      04          1100
D DSP COMMUNICATIONS INC         COM              23332K106     6807   358300 SH      SHARED      01        135800            222500
D DSP COMMUNICATIONS INC         COM              23332K106      154     8150 SH      SHARED      02          7500               650
D DSP COMMUNICATIONS INC         COM              23332K106       76     4000 SH      SHARED      04          4000
D DST SYS INC DEL                COM              233326107      614    10800 SH      SHARED                 10800
D DST SYS INC DEL                COM              233326107     8105   142517 SH      SHARED      01        120213             22304
D DST SYS INC DEL                COM              233326107     2821    49600 SH      SHARED      04         49600
D DT INDUSTRIES INC              COM              23333J108       58     9100 SH      SHARED      01          9100
D DT INDUSTRIES INC              COM              23333J108     5354   831800 SH      SHARED      04        831800
D DTE ENERGY CO                  COM              233331107      120     3300 SH      SHARED                  3300
D DTE ENERGY CO                  COM              233331107    79116  2175019 SH      SHARED      01       1840442            334577
D DTE ENERGY CO                  COM              233331107        6      180 SH      SHR/OTHR    01                             180
D DTE ENERGY CO                  COM              233331107       29      800 SH      SHARED      02                             800
D DTE ENERGY CO                  COM              233331107     4881   134200 SH      SHARED      04        134200
D DVI INC                        COM              233343102      214    13100 SH      SHARED      01         13100
D DVI INC                        COM              233343102       14      900 SH      SHARED      04           900
D DAIN RAUSCHER CORP             COM              233856103     1879    38350 SH      SHARED      01         38350
D DAIN RAUSCHER CORP             COM              233856103       68     1400 SH      SHARED      04          1400
D DAILY JOURNAL CORP             COM              233912104       18      500 SH      SHARED      01           500
D DAISYTEK INTL CORP             COM              234053106      667    47500 SH      SHARED      01         43900              3600
D DAISYTEK INTL CORP             COM              234053106       28     2000 SH      SHARED      04          2000
D DAL-TILE INTL INC              COM              23426R108      920   116000 SH      SHARED      01        110900              5100
D DAL-TILE INTL INC              COM              23426R108       39     5000 SH      SHARED      04          5000
D DAKTRONICS INC                 COM              234264109       88     5500 SH      SHARED      01          5500
D DALLAS SEMICONDUCTOR CORP      COM              235204104    17505   327600 SH      SHARED      01        101300            226300
D DALLAS SEMICONDUCTOR CORP      COM              235204104      160     3000 SH      SHARED      04          3000
D DAMARK INTL INC                CL A             235691102       15     1500 SH      SHARED      01          1500
D DAN RIV INC GA                 CL A             235774106      323    49700 SH      SHARED      01         46000              3700
D DAN RIV INC GA                 CL A             235774106        9     1500 SH      SHARED      04          1500
D DANA CORP                      COM              235811106    91824  2473385 SH      SHARED      01       2088654            384731
D DANA CORP                      COM              235811106      129     3500 SH      SHR/OTHR    01                   3500
D DANA CORP                      COM              235811106      321     8672 SH      SHARED      02          2429              6243
D DANA CORP                      COM              235811106     5282   142300 SH      SHARED      04        142300
D DANAHER CORP DEL               COM              235851102    87317  1657283 SH      SHARED      01       1498879            158404
D DANAHER CORP DEL               COM              235851102       79     1500 SH      SHR/OTHR    01                   1500
D DANAHER CORP DEL               COM              235851102      960    18225 SH      SHARED      02          2000             16225
D DANAHER CORP DEL               COM              235851102     8751   166100 SH      SHARED      04        166100
D DANKA BUSINESS SYS PLC         SUBNT CV 6.75%02 236277AB5       49    65000 PRN     SHARED      02                           65000
D DANKA BUSINESS SYS PLC         SPONSORED ADR    236277109      131    12900 SH      SHARED      01         12900
D DARDEN RESTAURANTS INC         COM              237194105       64     3300 SH      SHARED                  3300
D DARDEN RESTAURANTS INC         COM              237194105    38951  1991194 SH      SHARED      01       1657766            333428
D DARDEN RESTAURANTS INC         COM              237194105      336    17200 SH      SHR/OTHR    01                  11500     5700
D DARDEN RESTAURANTS INC         COM              237194105        6      325 SH      SHARED      02            25               300
D DARDEN RESTAURANTS INC         COM              237194105     2916   149100 SH      SHARED      04        149100
D DASSAULT SYS S A               SPONSORED ADR    237545108      281     7209 SH      SHARED      01          7209
D DATA BROADCASTING CORP         COM              237596101      403    53400 SH      SHARED      01         53400
D DATA BROADCASTING CORP         COM              237596101       45     6000 SH      SHARED      02          6000
D DATA BROADCASTING CORP         COM              237596101       24     3200 SH      SHARED      04          3200
D DATA GEN CORP                  COM              237688106      690    32800 SH      SHARED                 32800
D DATA GEN CORP                  COM              237688106    16353   776456 SH      SHARED      01        666130            110326
D DATA GEN CORP                  COM              237688106     1600    76000 SH      SHARED      02          1000             75000
D DATA GEN CORP                  COM              237688106    10855   515400 SH      SHARED      04        515400
D DATAWATCH CORP                 COM              237917109        1     1000 SH      SHARED      02          1000
D DATA TRANSLATION INC NEW       COM              238016109       13     2675 SH      SHARED      01          2675
D DATA TRANSMISSION NETWORK CORP COM              238017107      964    38667 SH      SHARED      01         36467              2200
D DATA TRANSMISSION NETWORK CORP COM              238017107       22      900 SH      SHARED      04           900
D DATASCOPE CORP                 COM              238113104     6871   195618 SH      SHARED      01        110050             85568
D DATASCOPE CORP                 COM              238113104       42     1200 SH      SHARED      04          1200
D DATASTREAM SYS INC             COM              238124101      652    49700 SH      SHARED      01         46900              2800
D DATASTREAM SYS INC             COM              238124101       22     1700 SH      SHARED      04          1700
D DATATEC SYS INC                COM              238128102       89    36900 SH      SHARED      01         36900
D DATATRAK INTL INC              COM              238134100       48    12223 SH      SHARED      04         12223
D DATUM INC                      COM              238208102       32     4800 SH      SHARED      01          4800
D DAVE & BUSTERS INC             COM              23833N104      454    38100 SH      SHARED      01         38100
D DAVE & BUSTERS INC             COM              23833N104       14     1200 SH      SHARED      04          1200
D DAVIDS BRIDAL INC              COM              238576102        8     1200 SH      SHARED      01          1200
D DAVIDS BRIDAL INC              COM              238576102        5      800 SH      SHARED      04           800
D DAVOX CORP                     COM              239208101      103     7900 SH      SHARED      01          7900
D DAWSON GEOPHYSICAL CO          COM              239359102       37     3800 SH      SHARED      01          3800
D DAXOR CORP                     COM              239467103       48     3800 SH      SHARED      01          3800
D DAY RUNNER INC                 COM              239545106       26     3200 SH      SHARED      01          3200
D DAYTON HUDSON CORP             COM              239753106     5009    83401 SH      SHARED                 83401
D DAYTON HUDSON CORP             COM              239753106   389788  6489761 SH      SHARED      01       5444447           1045314
D DAYTON HUDSON CORP             COM              239753106     8439   140512 SH      SHR/OTHR    01                  89191    51321
D DAYTON HUDSON CORP             COM              239753106     1840    30642 SH      SHARED      02          4550             26092
D DAYTON HUDSON CORP             COM              239753106    23298   387900 SH      SHARED      04        387900
D DAYTON SUPERIOR CORP           CL A             240028100      112     6600 SH      SHARED      01          6600
D DE BEERS CONS MINES LTD        ADR DEFD         240253302      226     8400 SH      SHARED      01          8400
D DE BEERS CONS MINES LTD        ADR DEFD         240253302       29     1100 SH      SHARED      02           500               600
D DEAN FOODS CO                  COM              242361103      174     4000 SH      SHARED                  4000
D DEAN FOODS CO                  COM              242361103    13297   305252 SH      SHARED      01        141639            163613
D DEAN FOODS CO                  COM              242361103       30      700 SH      SHARED      02           700
D DEAN FOODS CO                  COM              242361103    11064   254000 SH      SHARED      04        254000
D DEB SHOPS INC                  COM              242728103      276    14200 SH      SHARED      01         14200
D DEB SHOPS INC                  COM              242728103        5      300 SH      SHARED      04           300
D DEBT STRATEGIES FUND INC       COM              242768109       32     5000 SH      SHARED      02                            5000
D DEBT STRATEGIES FD II INC      COM              242901106       31     4115 SH      SHARED      02                            4115
D DECKERS OUTDOOR CORP           COM              243537107        3     1000 SH      SHARED      02          1000
D DECORATOR INDS INC             COM PAR $0.20    243631207        4      832 SH      SHARED      01           832
D DEERE & CO                     COM              244199105   133895  3461003 SH      SHARED      01       2912073            548930
D DEERE & CO                     COM              244199105      664    17175 SH      SHR/OTHR    01                   7825     9350
D DEERE & CO                     COM              244199105      640    16550 SH      SHARED      02          4300             12250
D DEERE & CO                     COM              244199105     6833   176625 SH      SHARED      04        176565                60
D DEL GLOBAL TECHNOLOGIES CORP   COM              245073101        0        3 SH      SHARED      01             3
D DEL LABS INC                   COM              245091103        6      472 SH      SHARED      01           472
D DEL MONTE FOODS CO             COM              24522P103     1539   109000 SH      SHARED      01        109000
D DEL MONTE FOODS CO             COM              24522P103       62     4400 SH      SHARED      02          4400
D DEL MONTE FOODS CO             COM              24522P103       67     4800 SH      SHARED      04          4800
D DELCO REMY INTL INC            CL A             246626105      331    36800 SH      SHARED      01         36800
D DELCO REMY INTL INC            CL A             246626105       19     2200 SH      SHARED      04          2200
D DELHAIZE AMER INC              CL A             246688105      685    32366 SH      SHARED      01         32366
D DELHAIZE AMER INC              CL A             246688105      747    35266 SH      SHARED      04         35266
D DELHAIZE AMER INC              CL B             246688204    15598   689441 SH      SHARED      01        290544            398897
D DELHAIZE AMER INC              CL B             246688204      579    25600 SH      SHARED      04         25600
D DELIA*S INC                    COM              246885107       47     7500 SH      SHARED      01          7500
D DELIA*S INC                    COM              246885107        3      630 SH      SHARED      04           630
D DELL COMPUTER CORP             COM              247025109      928    22201 SH      SHARED                 22201
D DELL COMPUTER CORP             COM              247025109  1463134 34993180 SH      SHARED      01      30605592           4387588
D DELL COMPUTER CORP             COM              247025109     2173    51990 SH      SHR/OTHR    01                  20800    31190
D DELL COMPUTER CORP             COM              247025109    23356   558610 SH      SHARED      02        469906             88704
D DELL COMPUTER CORP             COM              247025109   280374  6705600 SH      SHARED      04       6705600
D DELPHI AUTOMOTIVE SYS CORP     COM              247126105      277    17300 SH      SHARED                 17300
D DELPHI AUTOMOTIVE SYS CORP     COM              247126105   129209  8044415 SH      SHARED      01       6926839           1117576
D DELPHI AUTOMOTIVE SYS CORP     COM              247126105      519    32373 SH      SHR/OTHR    01                  21843    10530
D DELPHI AUTOMOTIVE SYS CORP     COM              247126105      159     9949 SH      SHARED      02          3254              6695
D DELPHI AUTOMOTIVE SYS CORP     COM              247126105     3292   204984 SH      SHARED      04        204984
D DELPHI FINL GROUP INC          CL A             247131105     1611    53371 SH      SHARED      01         53371
D DELPHI FINL GROUP INC          CL A             247131105       39     1300 SH      SHARED      04          1300
D DELPHI INFORMATION SYS INC     COM NEW          247171200       70    10400 SH      SHARED      01         10400
D DELPHI INFORMATION SYS INC     COM NEW          247171200       13     2000 SH      SHARED      02          2000
D DELTA & PINE LD CO             COM              247357106     9623   371936 SH      SHARED      01        253683            118253
D DELTA & PINE LD CO             COM              247357106    34629  1338350 SH      SHARED      04       1338350
D DELTA AIR LINES INC DEL        COM              247361108   102730  2118164 SH      SHARED      01       1795524      304   322336
D DELTA AIR LINES INC DEL        COM              247361108      276     5706 SH      SHR/OTHR    01                   3456     2250
D DELTA AIR LINES INC DEL        COM              247361108      125     2594 SH      SHARED      02                            2594
D DELTA AIR LINES INC DEL        COM              247361108     6174   127300 SH      SHARED      04        127300
D DELTA NAT GAS INC              COM              247748106        1      100 SH      SHARED      01           100
D DELTIC TIMBER CORP             COM              247850100     2909   127868 SH      SHARED      01         42699             85169
D DELTIC TIMBER CORP             COM              247850100        8      385 SH      SHR/OTHR    01                             385
D DELTIC TIMBER CORP             COM              247850100       27     1200 SH      SHARED      04          1200
D DELTA WOODSIDE INDS INC NEW    COM              247909104        5     2200 SH      SHARED      01          2200
D DENBURY RES INC                COM NEW          247916208       21     3900 SH      SHARED      01          3900
D DELUXE CORP                    COM              248019101       61     1800 SH      SHARED                  1800
D DELUXE CORP                    COM              248019101    42626  1253730 SH      SHARED      01       1038999            214731
D DELUXE CORP                    COM              248019101      119     3500 SH      SHR/OTHR    01                   3500
D DELUXE CORP                    COM              248019101     2210    65000 SH      SHARED      04         65000
D DENDRITE INTL INC              COM              248239105     7177   151900 SH      SHARED      01         87600             64300
D DENDRITE INTL INC              COM              248239105       23      500 SH      SHARED      02                             500
D DENDRITE INTL INC              COM              248239105       75     1600 SH      SHARED      04          1600
D DENSE PAC MICROSYSTEMS INC     COM NEW          248719304       53    11200 SH      SHARED      01         11200
D DENTSPLY INTL INC NEW          COM              249030107      122     5400 SH      SHARED                  5400
D DENTSPLY INTL INC NEW          COM              249030107     8047   353740 SH      SHARED      01        200002            153738
D DENTSPLY INTL INC NEW          COM              249030107       11      500 SH      SHARED      02                             500
D DENTSPLY INTL INC NEW          COM              249030107     1003    44100 SH      SHARED      04         44100
D DEPARTMENT 56 INC              COM              249509100     1625    67900 SH      SHARED      01         67900
D DEPARTMENT 56 INC              COM              249509100       38     1600 SH      SHARED      04          1600
D DESC S A DE C V                SPON ADR C       250309101       48     2900 SH      SHARED      01          2900
D DESERT CMNTY BK VICTORVILLE CA COM              25037Y109       39     1600 SH      SHARED      01          1600
D DESTIA COMMUNICATIONS INC      COM              25063E100      476    38100 SH      SHARED      01         16800             21300
D DESTIA COMMUNICATIONS INC      COM              25063E100       11      950 SH      SHARED      04           950
D DETROIT DIESEL CORP            COM              250837101      382    20700 SH      SHARED      01         20700
D DETROIT DIESEL CORP            COM              250837101       14      800 SH      SHARED      04           800
D DEUTSCHE TELEKOM AG            SPONSORED ADR    251566105      259     6200 SH      SHARED      01          6200
D DEUTSCHE TELEKOM AG            SPONSORED ADR    251566105       41     1000 SH      SHR/OTHR    01                   1000
D DEUTSCHE TELEKOM AG            SPONSORED ADR    251566105      750    17940 SH      SHARED      02         16640              1300
D DEVELOPERS DIVERSIFIED RLTY CO COM              251591103    14014  1001000 SH      SHARED      01        512900            488100
D DEVELOPERS DIVERSIFIED RLTY CO COM              251591103      448    32020 SH      SHARED      02         14695             17325
D DEVELOPERS DIVERSIFIED RLTY CO COM              251591103      261    18710 SH      SHARED      04         18710
D DEVON ENERGY CORP NEW          COM              25179M103      538    13000 SH      SHARED                 13000
D DEVON ENERGY CORP NEW          COM              25179M103    14065   339453 SH      SHARED      01        224767            114686
D DEVON ENERGY CORP NEW          COM              25179M103     1616    39000 SH      SHARED      02                           39000
D DEVON ENERGY CORP NEW          COM              25179M103     4880   117792 SH      SHARED      04        117792
D DEVRY INC DEL                  COM              251893103     5666   283300 SH      SHARED      01         84000            199300
D DEVRY INC DEL                  COM              251893103       10      500 SH      SHARED      02                             500
D DEVRY INC DEL                  COM              251893103       68     3400 SH      SHARED      04          3400
D DEWOLFE COS INC                COM              252115100       14     2200 SH      SHARED      01          2200
D DEXTER CORP                    COM              252165105       74     2000 SH      SHARED                  2000
D DEXTER CORP                    COM              252165105     7389   198055 SH      SHARED      01        104289             93766
D DEXTER CORP                    COM              252165105      526    14100 SH      SHARED      04         14100
D DIAGEO P L C                   SPON ADR NEW     25243Q205      106     2581 SH      SHARED      01          1555              1026
D DIAGEO P L C                   SPON ADR NEW     25243Q205       36      886 SH      SHARED      02                             886
D DIAGNOSTIC PRODS CORP          COM              252450101     2115    78900 SH      SHARED      01         56100             22800
D DIAGNOSTIC PRODS CORP          COM              252450101       10      400 SH      SHARED      02           400
D DIAGNOSTIC PRODS CORP          COM              252450101       26     1000 SH      SHARED      04          1000
D DIAL CORP NEW                  COM              25247D101      724    28400 SH      SHARED                 28400
D DIAL CORP NEW                  COM              25247D101    22700   890198 SH      SHARED      01        391573            498625
D DIAL CORP NEW                  COM              25247D101      216     8500 SH      SHR/OTHR    01                   5500     3000
D DIAL CORP NEW                  COM              25247D101       33     1300 SH      SHARED      02          1100               200
D DIAL CORP NEW                  COM              25247D101     1583    62100 SH      SHARED      04         62100
D DIAMOND OFFSHORE DRILLING INC  COM              25271C102    12910   386829 SH      SHARED      01        157629            229200
D DIAMOND OFFSHORE DRILLING INC  COM              25271C102      160     4800 SH      SHARED      02           300              4500
D DIAMOND OFFSHORE DRILLING INC  COM              25271C102    14070   421600 SH      SHARED      04        421600
D DIAMOND TECHNOLOGY PARTNERS    CL A             252762109     1283    28600 SH      SHARED      01         25400              3200
D DIAMOND TECHNOLOGY PARTNERS    CL A             252762109       31      700 SH      SHARED      04           700
D DIANON SYS INC                 COM              252826102        1      100 SH      SHARED      01           100
D DIEBOLD INC                    COM              253651103      161     7000 SH      SHARED                  7000
D DIEBOLD INC                    COM              253651103    11412   493506 SH      SHARED      01        252371            241135
D DIEBOLD INC                    COM              253651103      893    38650 SH      SHARED      02           400             38250
D DIEBOLD INC                    COM              253651103     1325    57300 SH      SHARED      04         57300
D DIGI INTL INC                  COM              253798102       13     1200 SH      SHARED      01          1200
D DIGITAL IS INC DEL             COM              25385N101       13      500 SH      SHR/OTHR    01                             500
D DIGITAL IS INC DEL             COM              25385N101    13117   504500 SH      SHARED      02        504500
D DIGITAL ORIGIN INC             COM              25385X109        0       38 SH      SHARED      01            38
D DIGITAL LINK CORP              COM              253856108        1      100 SH      SHARED                   100
D DIGITAL MICROWAVE CORP         COM              253859102     8271   527270 SH      SHARED      01        247445            279825
D DIGITAL MICROWAVE CORP         COM              253859102    20087  1280500 SH      SHARED      02       1278500              2000
D DIGITAL MICROWAVE CORP         COM              253859102       92     5900 SH      SHARED      04          5900
D DIGITAL RECORDER INC           COM              253869101        3     2000 SH      SHARED      02                            2000
D DIGITAL RIV INC                COM              25388B104     6072   279200 SH      SHARED      01         73900            205300
D DIGITAL RIV INC                COM              25388B104     1442    66300 SH      SHARED      02         57600              8700
D DIGITAL RIV INC                COM              25388B104      644    29640 SH      SHARED      04         29640
D DIME CMNTY BANCSHARES          COM              253922108     1174    56600 SH      SHARED      01         53448              3152
D DIME CMNTY BANCSHARES          COM              253922108       22     1100 SH      SHARED      04          1100
D DIGITAL LAVA INC               COM              253928105        4     1000 SH      SHARED      02          1000
D DILLARDS INC                   CL A             254067101       48     2400 SH      SHARED                  2400
D DILLARDS INC                   CL A             254067101    29980  1476022 SH      SHARED      01       1236700            239322
D DILLARDS INC                   CL A             254067101       68     3350 SH      SHARED      02           300              3050
D DILLARDS INC                   CL A             254067101     1761    86700 SH      SHARED      04         86700
D DIME BANCORP INC NEW           COM              25429Q102      204    11700 SH      SHARED                 11700
D DIME BANCORP INC NEW           COM              25429Q102    14100   805757 SH      SHARED      01        376778            428979
D DIME BANCORP INC NEW           COM              25429Q102       66     3800 SH      SHARED      02                            3800
D DIME BANCORP INC NEW           COM              25429Q102     1620    92600 SH      SHARED      04         92600
D DIMON INC                      COM              254394109     1303   336500 SH      SHARED      01        219050            117450
D DIMON INC                      COM              254394109        1      300 SH      SHARED      02                             300
D DIMON INC                      COM              254394109       15     4100 SH      SHARED      04          4100
D DIONEX CORP                    COM              254546104    14159   331220 SH      SHARED      01         96740            234480
D DIONEX CORP                    COM              254546104      684    16000 SH      SHR/OTHR    01                           16000
D DIONEX CORP                    COM              254546104      299     7000 SH      SHARED      02          7000
D DIONEX CORP                    COM              254546104      119     2804 SH      SHARED      04          2804
D DISCOUNT AUTO PTS INC          COM              254642101      475    29500 SH      SHARED      01         29500
D DISCOUNT AUTO PTS INC          COM              254642101       16     1000 SH      SHARED      04          1000
D DISNEY WALT CO                 COM              254687106       72     2775 SH      SHARED      04          2775
D DISNEY WALT CO                 COM              254687106       13      500 SH      SHR/OTHR    04                    500
D DISNEY WALT CO                 COM              254687106     1092    42000 SH      SHARED                 42000
D DISNEY WALT CO                 COM              254687106   823378 31668389 SH      SHARED      01      26299192     1800  5367397
D DISNEY WALT CO                 COM              254687106    22999   884603 SH      SHR/OTHR    01                 310414   574189
D DISNEY WALT CO                 COM              254687106     2040    78494 SH      SHARED      02         20662             57832
D DISNEY WALT CO                 COM              254687106    49720  1912320 SH      SHARED      04       1912320
D DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR    254753106      287    17100 SH      SHARED      01         17100
D DIRECT FOCUS INC               COM              254931108      592    31400 SH      SHARED      01         27600              3800
D DIRECT FOCUS INC               COM              254931108       16      900 SH      SHARED      04           900
D DITECH COMMUNICATIONS CORP     COM              25500M103        2       39 SH      SHARED      04            39
D DIVERSINET CORP                COM NEW          25536K204      244    24000 SH      SHARED      02         24000
D DIXIE GROUP INC                CL A             255519100       10     1400 SH      SHARED      01          1400
D DIXON TICONDEROGA CO           COM              255860108        0      100 SH      SHARED      01           100
D DOCUCORP INTL INC              COM              255911109        8     1400 SH      SHARED      01          1400
D DOCUMENT SCIENCES CORP         COM              25614R105       36    20000 SH      SHARED      01                           20000
D DOCUMENTUM INC                 COM              256159104      947    43800 SH      SHARED      01         41000              2800
D DOCUMENTUM INC                 COM              256159104     1236    57175 SH      SHARED      02         40125             17050
D DOCUMENTUM INC                 COM              256159104     2087    96550 SH      SHARED      03         96550
D DOCUMENTUM INC                 COM              256159104       30     1400 SH      SHARED      04          1400
D DOLE FOOD INC                  COM              256605106      121     6400 SH      SHARED                  6400
D DOLE FOOD INC                  COM              256605106     6514   342855 SH      SHARED      01        172680            170175
D DOLE FOOD INC                  COM              256605106        3      200 SH      SHARED      02           200
D DOLE FOOD INC                  COM              256605106     2061   108500 SH      SHARED      04        108500
D DOLLAR GEN CORP                COM              256669102      216     7000 SH      SHARED                  7000
D DOLLAR GEN CORP                COM              256669102    88161  2855417 SH      SHARED      01       2654981            200436
D DOLLAR GEN CORP                COM              256669102      841    27257 SH      SHARED      02          6146             21111
D DOLLAR GEN CORP                COM              256669102     5134   166300 SH      SHARED      04        166300
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              256743105       20     1000 SH      SHARED                  1000
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              256743105     9230   446200 SH      SHARED      01         82800            363400
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              256743105       45     2200 SH      SHARED      04          2200
D DOLLAR TREE STORES INC         COM              256747106        7      200 SH      SHR/OTHR    04                    200
D DOLLAR TREE STORES INC         COM              256747106      239     6000 SH      SHARED                  6000
D DOLLAR TREE STORES INC         COM              256747106    21724   543960 SH      SHARED      01        220160            323800
D DOLLAR TREE STORES INC         COM              256747106     4334   108525 SH      SHARED      04        108000               525
D DOMINION HOMES INC             COM              257386102       55     9300 SH      SHARED      01          9300
D DOMINION RES INC VA            COM              257470104      185     4100 SH      SHARED                  4100
D DOMINION RES INC VA            COM              257470104   131614  2916666 SH      SHARED      01       2437672            478994
D DOMINION RES INC VA            COM              257470104      191     4250 SH      SHR/OTHR    01                    800     3450
D DOMINION RES INC VA            COM              257470104      236     5241 SH      SHARED      02           300              4941
D DOMINION RES INC VA            COM              257470104     6678   148000 SH      SHARED      04        148000
D DOMTAR INC                     COM              257561100       46     4528 SH      SHARED      01          4528
D DONALDSON INC                  COM              257651109      113     4900 SH      SHARED                  4900
D DONALDSON INC                  COM              257651109     5326   229708 SH      SHARED      01        184072             45636
D DONALDSON INC                  COM              257651109      316    13650 SH      SHARED      02          2400             11250
D DONALDSON INC                  COM              257651109      628    27100 SH      SHARED      04         27100
D DONALDSON LUFKIN & JENRETTE NW COM DLJ          257661108       39     1000 SH      SHARED                  1000
D DONALDSON LUFKIN & JENRETTE NW COM DLJ          257661108     6192   156518 SH      SHARED      01        156358               160
D DONALDSON LUFKIN & JENRETTE NW COM DLJ          257661108       39     1000 SH      SHARED      02           200               800
D DONALDSON LUFKIN & JENRETTE NW COM DLJ          257661108     6733   170200 SH      SHARED      04        170200
D DONALDSON LUFKIN & JENRETTE NW COM DLJDIRECT    257661504      364    23900 SH      SHARED      01          3400             20500
D DONALDSON LUFKIN & JENRETTE NW COM DLJDIRECT    257661504       25     1700 SH      SHARED      02           200              1500
D DONALDSON LUFKIN & JENRETTE NW COM DLJDIRECT    257661504        7      500 SH      SHARED      04           500
D DONEGAL GROUP INC              COM              257701102        3      533 SH      SHARED      01           533
D DONNA KARAN INTL INC           COM              257826107      242    28500 SH      SHARED      01         23400              5100
D DONNA KARAN INTL INC           COM              257826107       11     1300 SH      SHARED      04          1300
D DONNELLEY R R & SONS CO        COM              257867101       92     3200 SH      SHARED                  3200
D DONNELLEY R R & SONS CO        COM              257867101    52361  1813385 SH      SHARED      01       1608440            204945
D DONNELLEY R R & SONS CO        COM              257867101      576    19966 SH      SHR/OTHR    01                  10100     9866
D DONNELLEY R R & SONS CO        COM              257867101       54     1900 SH      SHARED      02           300              1600
D DONNELLEY R R & SONS CO        COM              257867101     2936   101700 SH      SHARED      04        101700
D DONNELLY CORP                  CL A             257870105        2      200 SH      SHARED      01           200
D DORAL FINL CORP                COM              25811P100     1172    87700 SH      SHARED      01         83700              4000
D DORAL FINL CORP                COM              25811P100       38     2900 SH      SHARED      04          2900
D DOT HILL SYS CORP              COM              25848T109        3      600 SH      SHARED      01           600
D DOUBLECLICK INC                SB NT CV 144A 06 258609AA4    67463 43163000 PRN     SHARED      04      43163000
D DOUBLECLICK INC                COM              258609304    19262   161700 SH      SHARED      01         63200             98500
D DOUBLECLICK INC                COM              258609304     1585    13306 SH      SHARED      02         11236              2070
D DOUBLECLICK INC                COM              258609304    18797   157800 SH      SHARED      04        157800
D DOVER CORP                     COM              260003108      204     5000 SH      SHARED                  5000
D DOVER CORP                     COM              260003108   133055  3255175 SH      SHARED      01       2777275            477900
D DOVER CORP                     COM              260003108      555    13600 SH      SHR/OTHR    01                           13600
D DOVER CORP                     COM              260003108       89     2200 SH      SHARED      02          1100              1100
D DOVER CORP                     COM              260003108     7786   190500 SH      SHARED      04        190500
D DOVER DOWNS ENTMT INC          COM              260086103        8      600 SH      SHARED      01           600
D DOVER DOWNS ENTMT INC          COM              260086103       16     1200 SH      SHARED      04          1200
D DOW CHEM CO                    COM              260543103      238     2100 SH      SHARED                  2100
D DOW CHEM CO                    COM              260543103   380195  3346058 SH      SHARED      01       2837353            508705
D DOW CHEM CO                    COM              260543103     4869    42855 SH      SHR/OTHR    01                  11477    31378
D DOW CHEM CO                    COM              260543103      552     4859 SH      SHARED      02          1500              3359
D DOW CHEM CO                    COM              260543103    35280   310500 SH      SHARED      04        310500
D DOW JONES & CO INC             COM              260561105      165     3100 SH      SHARED                  3100
D DOW JONES & CO INC             COM              260561105    50897   953578 SH      SHARED      01        863978             89600
D DOW JONES & CO INC             COM              260561105     2330    43672 SH      SHR/OTHR    01                    500    43172
D DOW JONES & CO INC             COM              260561105     7040   131900 SH      SHARED      04        131900
D DOWNEY FINL CORP               COM              261018105     1486    73879 SH      SHARED      01         73879
D DOWNEY FINL CORP               COM              261018105       38     1900 SH      SHARED      04          1900
D DRAXIS HEALTH INC              COM              26150J101       11     8200 SH      SHARED      01          8200
D DRESS BARN INC                 COM              261570105     6436   350870 SH      SHARED      01        114200            236670
D DRESS BARN INC                 COM              261570105       31     1700 SH      SHARED      04          1700
D DREW INDS INC                  COM NEW          26168L205        1      200 SH      SHARED      01           200
D DREYERS GRAND ICE CREAM INC    COM              261878102       41     2400 SH      SHARED                  2400
D DREYERS GRAND ICE CREAM INC    COM              261878102     5651   325258 SH      SHARED      01        124672            200586
D DREYERS GRAND ICE CREAM INC    COM              261878102      417    24000 SH      SHARED      02         24000
D DREYERS GRAND ICE CREAM INC    COM              261878102      267    15400 SH      SHARED      04         15400
D DREYFUS STRATEGIC MUN BD FD    COM              26202F107       20     2500 SH      SHR/OTHR    01                            2500
D DRIL-QUIP INC                  COM              262037104      415    16300 SH      SHARED      01         16300
D DRIL-QUIP INC                  COM              262037104       22      900 SH      SHARED      04           900
D DRUG EMPORIUM INC              COM              262175102       84    12500 SH      SHARED      01         12500
D DRUGSTORE COM INC              COM              262241102       54     1500 SH      SHARED                  1500
D DRUGSTORE COM INC              COM              262241102       10      300 SH      SHARED      02           300
D DSET CORP                      COM              262504103       39     2700 SH      SHARED      02           400              2300
D DSET CORP                      COM              262504103       13      919 SH      SHARED      04           919
D DU PONT E I DE NEMOURS & CO    COM              263534109       48      794 SH      SHARED      04           794
D DU PONT E I DE NEMOURS & CO    COM              263534109     9629   159157 SH      SHARED                159157
D DU PONT E I DE NEMOURS & CO    COM              263534109   876683 14490638 SH      SHARED      01      12449974     2289  2038375
D DU PONT E I DE NEMOURS & CO    COM              263534109    27260   450583 SH      SHR/OTHR    01                 297229   153354
D DU PONT E I DE NEMOURS & CO    COM              263534109     2658    43941 SH      SHARED      02          6809             37132
D DU PONT E I DE NEMOURS & CO    COM              263534109    77799  1285937 SH      SHARED      04       1285937
D DUANE READE INC                COM              263578106     1680    55800 SH      SHARED      01         55100               700
D DUANE READE INC                COM              263578106       69     2300 SH      SHARED      04          2300
D DUCOMMUN INC DEL               COM              264147109       77     7025 SH      SHARED      02                            7025
D DUFF & PHELPS CR RATING CO     COM              26432F109     1308    16366 SH      SHARED      01         16366
D DUFF & PHELPS CR RATING CO     COM              26432F109       23      300 SH      SHARED      04           300
D DUFF & PHELPS UTILS INCOME INC COM              264324104      232    24000 SH      SHARED      01         24000
D DUFF & PHELPS UTILS INCOME INC COM              264324104       38     4010 SH      SHARED      02                            4010
D DUKE ENERGY CORP               COM              264399106      452     8201 SH      SHARED                  8201
D DUKE ENERGY CORP               COM              264399106   302819  5493328 SH      SHARED      01       4656790            836538
D DUKE ENERGY CORP               COM              264399106      568    10313 SH      SHR/OTHR    01                   5633     4680
D DUKE ENERGY CORP               COM              264399106     1384    25116 SH      SHARED      02          6504             18612
D DUKE ENERGY CORP               COM              264399106    15760   285900 SH      SHARED      04        285900
D DUKE WEEKS REALTY CORP         COM NEW          264411505    20872  1070402 SH      SHARED      01        321516            748886
D DUKE WEEKS REALTY CORP         COM NEW          264411505     2097   107563 SH      SHARED      02         47853             59710
D DUKE WEEKS REALTY CORP         COM NEW          264411505     1309    67134 SH      SHARED      04         67134
D DUN & BRADSTREET CORP DEL      COM              26483B106      116     3900 SH      SHARED                  3900
D DUN & BRADSTREET CORP DEL      COM              26483B106    77665  2599690 SH      SHARED      01       2246326            353364
D DUN & BRADSTREET CORP DEL      COM              26483B106     6185   207035 SH      SHR/OTHR    01                 178125    28910
D DUN & BRADSTREET CORP DEL      COM              26483B106       14      500 SH      SHARED      02                             500
D DUN & BRADSTREET CORP DEL      COM              26483B106     3794   127000 SH      SHARED      04        127000
D DURA AUTOMOTIVE SYSTEMS CORP   CL A             265903104      936    38939 SH      SHARED      01         38939
D DURA AUTOMOTIVE SYSTEMS CORP   CL A             265903104       33     1400 SH      SHARED      04          1400
D DUPONT PHOTOMASKS INC          COM              26613X101      815    17700 SH      SHARED      01         17700
D DUPONT PHOTOMASKS INC          COM              26613X101       55     1200 SH      SHARED      04          1200
D DURA PHARMACEUTICALS INC       COM              26632S109     5126   367802 SH      SHARED      01        206702            161100
D DURA PHARMACEUTICALS INC       COM              26632S109      255    18300 SH      SHARED      02         15500              2800
D DURA PHARMACEUTICALS INC       COM              26632S109       57     4100 SH      SHARED      04          4100
D DURAMED PHARMACEUTICALS INC    COM              266354109      771    99600 SH      SHARED      01         36800             62800
D DURAMED PHARMACEUTICALS INC    COM              266354109       13     1800 SH      SHARED      04          1800
D DURBAN ROODEPOORT DEEP LTD     SPONSORED ADR    266597301        2     1265 SH      SHARED      02          1265
D DYCOM INDS INC                 COM              267475101    11974   283850 SH      SHARED      01        108700            175150
D DYCOM INDS INC                 COM              267475101    13238   313800 SH      SHARED      02        313800
D DYCOM INDS INC                 COM              267475101      107     2550 SH      SHARED      04          2550
D DYNEGY INC                     COM              26816L102     7558   365381 SH      SHARED      01        136660            228721
D DYNEGY INC                     COM              26816L102       86     4200 SH      SHARED      02                            4200
D DYNEGY INC                     COM              26816L102     4367   211100 SH      SHARED      04        211100
D DYNEX CAP INC                  PFD CV B 9.55%   26817Q308       42     4100 SH      SHARED      02          4100
D DYNEX CAP INC                  COM NEW          26817Q506        8     1200 SH      SHARED      01          1200
D DYNEX CAP INC                  COM NEW          26817Q506       74    11100 SH      SHARED      02         11100
D DYNEX CAP INC                  COM NEW          26817Q506        0      100 SH      SHARED      04           100
D ECCS INC                       COM              26825H100       40     9500 SH      SHARED      01          9500
D ECC INTL CORP                  COM              268255106       18     5900 SH      SHARED      01          5900
D ECI TELECOM LTD                ORD              268258100      268    10858 SH      SHARED      01         10858
D ECI TELECOM LTD                ORD              268258100      158     6400 SH      SHARED      02          3200              3200
D ECI TELECOM LTD                ORD              268258100       80     3275 SH      SHARED      04          3275
D EEX CORP                       COM NEW          26842V207     1098   373889 SH      SHARED      01        140256            233633
D EEX CORP                       COM NEW          26842V207        2      999 SH      SHR/OTHR    01                             999
D EEX CORP                       COM NEW          26842V207       11     3900 SH      SHARED      04          3900
D E4L INC                        COM              268452109      325    85500 SH      SHARED      01         80400              5100
D E4L INC                        COM              268452109      233    61300 SH      SHARED      02         55000              6300
D E4L INC                        COM              268452109      114    30100 SH      SHARED      04         30100
D EG & G INC                     COM              268457108       39     1000 SH      SHARED                  1000
D EG & G INC                     COM              268457108    38245   962155 SH      SHARED      01        672701            289454
D EG & G INC                     COM              268457108       63     1600 SH      SHARED      02                            1600
D EG & G INC                     COM              268457108     1501    37784 SH      SHARED      04         37784
D E-LOAN INC                     COM              26861P107      153     7100 SH      SHARED      01          7100
D E-LOAN INC                     COM              26861P107      129     6000 SH      SHARED      02          6000
D ELXSI CORP                     COM NEW          268613205        1      200 SH      SHARED      02           200
D E M C CORP MASS                SUB NT CV 144A02 268648AC6     8217  1300000 PRN     SHARED      01       1300000
D E M C CORP MASS                COM              268648102       12      180 SH      SHARED      01           180
D E M C CORP MASS                COM              268648102       57      800 SH      SHR/OTHR    01                    800
D E M C CORP MASS                COM              268648102     1341    18800 SH      SHARED                 18800
D E M C CORP MASS                COM              268648102  1128695 15813597 SH      SHARED      01      12847045           2966552
D E M C CORP MASS                COM              268648102    25126   352038 SH      SHR/OTHR    01                 144790   207248
D E M C CORP MASS                COM              268648102    15715   220185 SH      SHARED      02         77140            143045
D E M C CORP MASS                COM              268648102    98045  1373666 SH      SHARED      04       1372466              1200
D EMC CORP                       SB NT CV 3.25%02 26865YAA2      101    25000 PRN     SHARED      01         25000
D EMC CORP                       SB NT CV 3.25%02 26865YAA2       72    18000 PRN     SHR/OTHR    01                  18000
D EMC CORP                       SB NT CV 3.25%02 26865YAA2   131405 32526000 PRN     SHARED      04      32526000
D EMC INS GROUP INC              COM              268664109        2      300 SH      SHARED      01           300
D EMS TECHNOLOGIES INC           COM              26873N108        6      500 SH      SHARED      01           500
D ENSCO INTL INC                 COM              26874Q100      538    29800 SH      SHARED                 29800
D ENSCO INTL INC                 COM              26874Q100    16986   940478 SH      SHARED      01        445978            494500
D ENSCO INTL INC                 COM              26874Q100       32     1784 SH      SHR/OTHR    01                            1784
D ENSCO INTL INC                 COM              26874Q100      538    29820 SH      SHARED      02         12520             17300
D ENSCO INTL INC                 COM              26874Q100     5832   322895 SH      SHARED      04        322895
D ENI S P A                      SPONSORED ADR    26874R108     2627    41700 SH      SHARED                 41700
D ENI S P A                      SPONSORED ADR    26874R108      378     6004 SH      SHARED      01          5900               104
D ENI S P A                      SPONSORED ADR    26874R108      100     1600 SH      SHARED      04          1600
D EOG RES INC                    COM              26875P101      170     8000 SH      SHARED                  8000
D EOG RES INC                    COM              26875P101     7552   355400 SH      SHARED      01        218300            137100
D EOG RES INC                    COM              26875P101        6      300 SH      SHR/OTHR    01                    300
D EOG RES INC                    COM              26875P101      575    27079 SH      SHARED      02          4700             22379
D EOG RES INC                    COM              26875P101     2526   118913 SH      SHARED      04        118913
D ESAT TELECOM GROUP PLC         SPONSORED ADR    26883Y102       67     1700 SH      SHARED      01          1700
D EPL TECHNOLOGIES INC           COM NEW          268920204        0      500 SH      SHR/OTHR    01                    500
D ESCO ELECTRS CORP              COM TR RCPT      269030201        1      100 SH      SHARED      02                             100
D ESS TECHNOLOGY INC             COM              269151106     1219    92000 SH      SHARED      01         88000              4000
D ESS TECHNOLOGY INC             COM              269151106       70     5300 SH      SHARED      02          5300
D ESS TECHNOLOGY INC             COM              269151106      445    33595 SH      SHARED      04         33595
D E SPIRE COMMUNICATIONS INC     COM              269153102     4616   636800 SH      SHARED      01        160200            476600
D E SPIRE COMMUNICATIONS INC     COM              269153102      163    22600 SH      SHARED      02         15800              6800
D E SPIRE COMMUNICATIONS INC     COM              269153102       37     5120 SH      SHARED      04          5120
D ETEC SYS INC                   COM              26922C103      282     7500 SH      SHARED                  7500
D ETEC SYS INC                   COM              26922C103     5719   152000 SH      SHARED      01         92700             59300
D ETEC SYS INC                   COM              26922C103      188     5000 SH      SHARED      04          5000
D E-TEK DYNAMICS INC             COM              269240107      162     3000 SH      SHARED                  3000
D E-TEK DYNAMICS INC             COM              269240107    15613   287800 SH      SHARED      01        105700            182100
D E-TEK DYNAMICS INC             COM              269240107      149     2750 SH      SHARED      02          1000              1750
D E-TEK DYNAMICS INC             COM              269240107       54     1000 SH      SHARED      04          1000
D E TOWN                         COM              269242103     2836    57150 SH      SHARED      01         27700             29450
D E TOWN                         COM              269242103       39      800 SH      SHARED      04           800
D E TRADE GROUP INC              COM              269246104      542    23100 SH      SHARED                 23100
D E TRADE GROUP INC              COM              269246104    30785  1310000 SH      SHARED      01        612800            697200
D E TRADE GROUP INC              COM              269246104        6      280 SH      SHR/OTHR    01                             280
D E TRADE GROUP INC              COM              269246104       41     1750 SH      SHARED      02          1750
D E TRADE GROUP INC              COM              269246104     3962   168600 SH      SHARED      04        168600
D EXX INC                        CL A             269282109        0      300 SH      SHARED      01           300
D E Z EM INC                     CL B             269305306        0       55 SH      SHARED      01            55
D EAGLE BANCSHARES INC           COM              26942C109        7      400 SH      SHARED      01           400
D EAGLE BANCSHARES INC           COM              26942C109       40     2189 SH      SHARED      02          1189              1000
D EAGLE GEOPHYSICAL INC          COM              269524104        0        1 SH      SHARED      01             1
D EAGLE USA AIRFREIGHT INC       COM              270018104     1770    59150 SH      SHARED      01         59000               150
D EAGLE USA AIRFREIGHT INC       COM              270018104       41     1400 SH      SHARED      04          1400
D EARTHGRAINS CO                 COM              270319106     7473   337772 SH      SHARED      01        224524            113248
D EARTHGRAINS CO                 COM              270319106       43     1984 SH      SHR/OTHR    01                   1600      384
D EARTHGRAINS CO                 COM              270319106       26     1200 SH      SHARED      02                            1200
D EARTHGRAINS CO                 COM              270319106       97     4400 SH      SHARED      04          4400
D EARTHSHELL CORP                COM              27032B100      222    57500 SH      SHARED      01         54900              2600
D EARTHSHELL CORP                COM              27032B100       46    12000 SH      SHARED      02         12000
D EARTHSHELL CORP                COM              27032B100       54    14165 SH      SHARED      04         14165
D EARTHWEB INC                   COM              27032C108     8683   219846 SH      SHARED      01         65976            153870
D EARTHWEB INC                   COM              27032C108       15      400 SH      SHARED      04           400
D EARTHLINK NETWORK INC          COM              270322100     5109   119000 SH      SHARED      01         60800             58200
D EARTHLINK NETWORK INC          COM              270322100     1959    45635 SH      SHARED      04         45635
D EAST WEST BANCORP INC          COM              27579R104      148    12500 SH      SHARED      01         12500
D EAST WEST BANCORP INC          COM              27579R104       24     2100 SH      SHARED      04          2100
D EASTBROKERS INTL INC           COM              276052107       13     5600 SH      SHARED      01          5600
D EASTERN CO                     COM              276317104        2      150 SH      SHARED      01           150
D EASTERN ENTERPRISES            COM              27637F100       23      500 SH      SHARED                   500
D EASTERN ENTERPRISES            COM              27637F100    19937   429340 SH      SHARED      01        339499             89841
D EASTERN ENTERPRISES            COM              27637F100      102     2200 SH      SHARED      02           500              1700
D EASTERN ENTERPRISES            COM              27637F100     3969    85484 SH      SHARED      04         85484
D EASTERN UTILS ASSOC            COM              277173100     5374   179893 SH      SHARED      01        115200             64693
D EASTERN UTILS ASSOC            COM              277173100       22      750 SH      SHARED      02                             750
D EASTERN UTILS ASSOC            COM              277173100     5392   180500 SH      SHARED      04        180500
D EASTGROUP PPTY INC             COM              277276101      991    54700 SH      SHARED      01         52600              2100
D EASTGROUP PPTY INC             COM              277276101        0       32 SH      SHARED      02            32
D EASTGROUP PPTY INC             COM              277276101       88     4900 SH      SHARED      04          4900
D EASTMAN CHEM CO                COM              277432100       51     1300 SH      SHARED                  1300
D EASTMAN CHEM CO                COM              277432100    46479  1165638 SH      SHARED      01        963602            202036
D EASTMAN CHEM CO                COM              277432100       81     2042 SH      SHR/OTHR    01                   2042
D EASTMAN CHEM CO                COM              277432100       77     1950 SH      SHARED      02           100              1850
D EASTMAN CHEM CO                COM              277432100     3373    84600 SH      SHARED      04         84600
D EASTMAN KODAK CO               COM              277461109     9097   120294 SH      SHARED                120294
D EASTMAN KODAK CO               COM              277461109   359303  4751119 SH      SHARED      01       4007251            743868
D EASTMAN KODAK CO               COM              277461109     1770    23417 SH      SHR/OTHR    01                  17261     6156
D EASTMAN KODAK CO               COM              277461109      622     8232 SH      SHARED      02          1100              7132
D EASTMAN KODAK CO               COM              277461109    64787   856700 SH      SHARED      04        856700
D EATON CORP                     COM              278058102    93794  1086692 SH      SHARED      01        904722            181970
D EATON CORP                     COM              278058102     7060    81800 SH      SHARED      04         81800
D EATON VANCE CORP               COM NON VTG      278265103     2944    92000 SH      SHARED      01         92000
D EATON VANCE CORP               COM NON VTG      278265103       60     1900 SH      SHARED      02                            1900
D EATON VANCE CORP               COM NON VTG      278265103      531    16600 SH      SHARED      04         16600
D EBAY INC                       COM              278642103     1763    12500 SH      SHARED                 12500
D EBAY INC                       COM              278642103    18027   127800 SH      SHARED      01        107900             19900
D EBAY INC                       COM              278642103     2105    14927 SH      SHARED      02         13925              1002
D EBAY INC                       COM              278642103     4274    30305 SH      SHARED      04         30305
D ECHELON CORP                   COM              27874N105        4      600 SH      SHARED      01           600
D ECHELON CORP                   COM              27874N105       38     5000 SH      SHARED      02          5000
D ECHELON CORP                   COM              27874N105       12     1700 SH      SHARED      04          1700
D ECHELON INTL CORP              COM              278747100       11      454 SH      SHARED      01           375                79
D ECHELON INTL CORP              COM              278747100        1       79 SH      SHR/OTHR    01                              79
D ECHELON INTL CORP              COM              278747100        2      100 SH      SHARED      02                             100
D ECHO BAY MINES LTD             COM              278751102       74    38500 SH      SHARED      01         38500
D ECHO BAY MINES LTD             COM              278751102        3     2000 SH      SHARED      02                            2000
D ECHO BAY MINES LTD             COM              278751102      397   205000 SH      SHARED      04        205000
D ECHOSTAR COMMUNICATIONS NEW    CL A             278762109      935    10300 SH      SHARED                 10300
D ECHOSTAR COMMUNICATIONS NEW    CL A             278762109    21259   234100 SH      SHARED      01         83900            150200
D ECHOSTAR COMMUNICATIONS NEW    CL A             278762109      181     2000 SH      SHARED      02          2000
D ECHOSTAR COMMUNICATIONS NEW    CL A             278762109      576     6352 SH      SHARED      04          6352
D ECLIPSE SURGICAL TECHNOLOGIES  COM              278849104      745    45200 SH      SHARED      01         42680              2520
D ECLIPSE SURGICAL TECHNOLOGIES  COM              278849104       33     2000 SH      SHARED      02          2000
D ECLIPSE SURGICAL TECHNOLOGIES  COM              278849104       28     1720 SH      SHARED      04          1720
D ECLIPSYS CORP                  COM              278856109     1239    86200 SH      SHARED      01         86200
D ECLIPSYS CORP                  COM              278856109       24     1680 SH      SHARED      02          1680
D ECLIPSYS CORP                  COM              278856109     1728   120237 SH      SHARED      03        120237
D ECLIPSYS CORP                  COM              278856109       55     3849 SH      SHARED      04          3849
D ECOLAB INC                     COM              278865100       64     1900 SH      SHARED                  1900
D ECOLAB INC                     COM              278865100    55767  1634201 SH      SHARED      01       1364631            269570
D ECOLAB INC                     COM              278865100      315     9250 SH      SHR/OTHR    01                   9250
D ECOLAB INC                     COM              278865100     1736    50900 SH      SHARED      04         50900
D EDGAR ONLINE INC               COM              279765101        5      675 SH      SHARED      02           675
D EDIFY CORP                     COM              280599101      745    59500 SH      SHARED      01         57700              1800
D EDIFY CORP                     COM              280599101       20     1600 SH      SHARED      04          1600
D EDPERBRASCAN CORP              CL A LTD VT SH   280905803      437    30700 SH      SHARED      01         30700
D EDISON INTL                    COM              281020107      187     7700 SH      SHARED                  7700
D EDISON INTL                    COM              281020107   126787  5215021 SH      SHARED      01       4450207            764814
D EDISON INTL                    COM              281020107      441    18162 SH      SHR/OTHR    01                  12420     5742
D EDISON INTL                    COM              281020107      155     6382 SH      SHARED      02            39              6343
D EDISON INTL                    COM              281020107    28543  1174060 SH      SHARED      04       1174060
D EDUCATION MGMT CORP            COM              28139T101      810    65500 SH      SHARED      01         65500
D EDUCATION MGMT CORP            COM              28139T101       21     1700 SH      SHARED      04          1700
D J D EDWARDS & CO               COM              281667105     2668   128800 SH      SHARED      01        128800
D J D EDWARDS & CO               COM              281667105      132     6400 SH      SHARED      04          6400
D EDWARDS AG INC                 COM              281760108      371    14100 SH      SHARED                 14100
D EDWARDS AG INC                 COM              281760108    18324   694757 SH      SHARED      01        325949            368808
D EDWARDS AG INC                 COM              281760108       64     2450 SH      SHARED      02                            2450
D EDWARDS AG INC                 COM              281760108     1978    75000 SH      SHARED      04         75000
D EFAX COM INC                   COM              282012103      242    31600 SH      SHARED      01         31600
D EFAX COM INC                   COM              282012103        6      800 SH      SHARED      04           800
D EFFICIENT NETWORKS INC         COM              282056100      203     5600 SH      SHARED      01          5600
D EFFICIENT NETWORKS INC         COM              282056100        7      200 SH      SHARED      02           200
D EFFICIENT NETWORKS INC         COM              282056100       50     1400 SH      SHARED      04          1400
D EGAMES INC                     COM              282253103       44    17900 SH      SHARED      01         17900
D EGGHEAD.COM INC                COM              282330109      239    34200 SH      SHARED      01         34200
D EGGHEAD.COM INC                COM              282330109       12     1800 SH      SHARED      04          1800
D EINSTEIN / NOAH BAGEL CORP     SB DB CV 7.25%04 282577AC9      135   224000 PRN     SHARED      04        224000
D EINSTEIN / NOAH BAGEL CORP     COM              282577105        5     7800 SH      SHARED      01          7800
D EL PASO ELEC CO                COM NEW          283677854     1687   187500 SH      SHARED      01        178000              9500
D EL PASO ELEC CO                COM NEW          283677854       50     5600 SH      SHARED      04          5600
D EL PASO ENERGY CORP DEL        COM              283905107      555    13800 SH      SHARED                 13800
D EL PASO ENERGY CORP DEL        COM              283905107    33099   822354 SH      SHARED      01        407916            414438
D EL PASO ENERGY CORP DEL        COM              283905107     1736    43142 SH      SHR/OTHR    01                  40964     2178
D EL PASO ENERGY CORP DEL        COM              283905107     1189    29542 SH      SHARED      02          5920             23622
D EL PASO ENERGY CORP DEL        COM              283905107     3147    78200 SH      SHARED      04         78200
D ELAN PLC                       ADR              284131208      313     9340 SH      SHARED      01          9340
D ELAN PLC                       ADR              284131208       20      600 SH      SHR/OTHR    01                             600
D ELAN PLC                       ADR              284131208     1898    56580 SH      SHARED      02         21136             35444
D ELAN PLC                       ADR              284131208     3970   118300 SH      SHARED      04        118300
D ELANTEC SEMICONDUCTOR INC      COM              284155108       28     1597 SH      SHARED      02          1597
D ELCOR CORP                     COM              284443108     8624   344975 SH      SHARED      01         69750            275225
D ELCOR CORP                     COM              284443108       56     2250 SH      SHARED      04          2250
D ELCOTEL INC                    COM              284447109       13     9600 SH      SHARED      01          9600
D ELDERTRUST                     COM SH BEN INT   284560109       16     2100 SH      SHARED      01          2100
D ELDERTRUST                     COM SH BEN INT   284560109      566    73041 SH      SHARED      02         27900             45141
D ELECTRIC FUEL CORP             COM              284871100       13    10000 SH      SHARED      02         10000
D ELECTRIC LIGHTWAVE INC         CL A             284895109      484    36600 SH      SHARED      01         34700              1900
D ELECTRIC LIGHTWAVE INC         CL A             284895109       26     2000 SH      SHARED      02          1000              1000
D ELECTRIC LIGHTWAVE INC         CL A             284895109       17     1286 SH      SHARED      04          1286
D ELECTRO RENT CORP              COM              285218103      515    41200 SH      SHARED      01         41200
D ELECTRO RENT CORP              COM              285218103       18     1500 SH      SHARED      04          1500
D ELECTRO SCIENTIFIC INDS        COM              285229100     7294   136900 SH      SHARED      01         57200             79700
D ELECTRO SCIENTIFIC INDS        COM              285229100       95     1800 SH      SHR/OTHR    01                   1800
D ELECTRO SCIENTIFIC INDS        COM              285229100       69     1300 SH      SHARED      04          1300
D ELECTROGLAS INC                COM              285324109      233    10000 SH      SHARED                 10000
D ELECTROGLAS INC                COM              285324109     1245    53300 SH      SHARED      01         53300
D ELECTROGLAS INC                COM              285324109      618    26448 SH      SHARED      04         26448
D ELECTRONIC ARTS INC            COM              285512109      919    12700 SH      SHARED                 12700
D ELECTRONIC ARTS INC            COM              285512109    31677   437680 SH      SHARED      01        220680            217000
D ELECTRONIC ARTS INC            COM              285512109     7052    97446 SH      SHARED      02         53004             44442
D ELECTRONIC ARTS INC            COM              285512109     3069    42416 SH      SHARED      04         42416
D ELECTRONIC DATA SYS NEW        COM              285661104   348780  6588589 SH      SHARED      01       5792555            796034
D ELECTRONIC DATA SYS NEW        COM              285661104     2304    43531 SH      SHR/OTHR    01                  28589    14942
D ELECTRONIC DATA SYS NEW        COM              285661104     1636    30914 SH      SHARED      02          2790             28124
D ELECTRONIC DATA SYS NEW        COM              285661104    22360   422400 SH      SHARED      04        422400
D ELECTRONICS BOUTIQUE HLDGS CP  COM              286045109      172     6700 SH      SHARED      01          3700              3000
D ELECTRONICS BOUTIQUE HLDGS CP  COM              286045109       10      400 SH      SHARED      04           400
D ELECTRONICS FOR IMAGING INC    COM              286082102    13946   271300 SH      SHARED      01        133300            138000
D ELECTRONICS FOR IMAGING INC    COM              286082102      102     2000 SH      SHR/OTHR    01                   2000
D ELECTRONICS FOR IMAGING INC    COM              286082102       20      400 SH      SHARED      02           400
D ELECTRONICS FOR IMAGING INC    COM              286082102      478     9300 SH      SHARED      04          9300
D ELF AQUITAINE                  SPONSORED ADR    286269105      173     1890 SH      SHARED      01          1890
D ELF AQUITAINE                  SPONSORED ADR    286269105    12149   132600 SH      SHARED      04        132600
D ELMIRA SVGS BK FSB N Y         COM              289660102       47     2115 SH      SHARED      01          2115
D ELRON ELECTR INDS LTD          ORD              290160100      134     5800 SH      SHARED      01          5800
D ELTRAX SYS INC                 COM              290375104        0       73 SH      SHARED      01            73
D EMBRATEL PARTICIPACOES S A     SPON ADR PFD     29081N100      167    14600 SH      SHARED      01         14600
D EMBRATEL PARTICIPACOES S A     SPON ADR PFD     29081N100      113     9900 SH      SHARED      04          9900
D EMBOTELLADORA ANDINA S A       SPON ADR A       29081P204      403    23300 SH      SHARED      01         23300
D EMBOTELLADORA ANDINA S A       SPON ADR A       29081P204        1      100 SH      SHARED      02           100
D EMBOTELLADORA ANDINA S A       SPON ADR B       29081P303        1      100 SH      SHARED      02           100
D EMCOR GROUP INC                COM              29084Q100     1274    66200 SH      SHARED      01         33900             32300
D EMCOR GROUP INC                COM              29084Q100       17      900 SH      SHARED      04           900
D EMCORE CORP                    COM              290846104      388    28000 SH      SHARED      01         25700              2300
D EMCORE CORP                    COM              290846104       13     1000 SH      SHARED      04          1000
D EMERGING MKTS INFRASTRUCTURE   COM              290921105       17     2000 SH      SHARED      02          2000
D EMERSON ELEC CO                COM              291011104   435767  6896477 SH      SHARED      01       5843664     2400  1050413
D EMERSON ELEC CO                COM              291011104    15831   250555 SH      SHR/OTHR    01                 153829    96726
D EMERSON ELEC CO                COM              291011104      789    12491 SH      SHARED      02           163             12328
D EMERSON ELEC CO                COM              291011104    22842   361500 SH      SHARED      04        361500
D EMMIS COMMUNICATIONS CORP      CL A             291525103       66     1000 SH      SHARED                  1000
D EMMIS COMMUNICATIONS CORP      CL A             291525103    12218   184950 SH      SHARED      01         62500            122450
D EMMIS COMMUNICATIONS CORP      CL A             291525103       99     1500 SH      SHARED      04          1500
D EMPIRE DIST ELEC CO            COM              291641108     3933   153900 SH      SHARED      01         60200             93700
D EMPIRE DIST ELEC CO            COM              291641108       40     1600 SH      SHARED      04          1600
D EMPRESA NACIONAL DE ELCTRCIDAD SPONSORED ADR    29244T101      356    27700 SH      SHARED      01         27700
D EMPRESAS ICA SOCIEDAD CONTRLAD SUB DB CONV 5%04 292448AC1       22    40000 PRN     SHARED      02                           40000
D EMPRESAS ICA SOCIEDAD CONTRLAD SPONSORED ADR    292448107        9     3400 SH      SHARED      01          3400
D EMULEX CORP                    COM NEW          292475209       17      200 SH      SHARED                   200
D EMULEX CORP                    COM NEW          292475209    13903   161900 SH      SHARED      01         57700            104200
D EMULEX CORP                    COM NEW          292475209      764     8900 SH      SHARED      02          8900
D EMULEX CORP                    COM NEW          292475209      145     1700 SH      SHARED      04          1700
D ENAMELON INC                   COM              292499100        6     5000 SH      SHARED      01                            5000
D ENAMELON INC                   COM              292499100        0      500 SH      SHARED      02           500
D ENCORE WIRE CORP               COM              292562105       33     3650 SH      SHARED      01          3650
D ENDESA S A                     SPONSORED ADR    29258N107      160     8400 SH      SHARED      01          8400
D ENDOSONICS CORP                COM              29264K105        2      350 SH      SHARED      02           350
D ENERGY BIOSYSTEMS CORP         COM NEW          29265L706        7     2785 SH      SHARED      01          2785
D ENERGY BIOSYSTEMS CORP         COM NEW          29265L706        2     1070 SH      SHARED      02           999                71
D ENERGY BIOSYSTEMS CORP         COM NEW          29265L706        0       85 SH      SHARED      04            85
D ENERGEN CORP                   COM              29265N108     6486   320300 SH      SHARED      01        159300            161000
D ENERGEN CORP                   COM              29265N108       48     2400 SH      SHARED      04          2400
D ENERGY EAST CORP               COM              29266M109      285    12000 SH      SHARED                 12000
D ENERGY EAST CORP               COM              29266M109    19926   839014 SH      SHARED      01        413918            425096
D ENERGY EAST CORP               COM              29266M109      123     5200 SH      SHARED      02                            5200
D ENERGY EAST CORP               COM              29266M109     1462    61580 SH      SHARED      04         61580
D ENERSIS S A                    SPONSORED ADR    29274F104       66     3200 SH      SHARED      01          3200
D ENGAGE TECHNOLOGIES INC        COM              292827102      290     7700 SH      SHARED      01          7700
D ENGAGE TECHNOLOGIES INC        COM              292827102        5      150 SH      SHARED      02                             150
D ENGELHARD CORP                 COM              292845104       49     2700 SH      SHARED                  2700
D ENGELHARD CORP                 COM              292845104    31448  1723217 SH      SHARED      01       1595876            127341
D ENGELHARD CORP                 COM              292845104        3      200 SH      SHR/OTHR    01                             200
D ENGELHARD CORP                 COM              292845104      337    18513 SH      SHARED      02          7285             11228
D ENGELHARD CORP                 COM              292845104     2365   129600 SH      SHARED      04        129600
D ENGINEERED SUPPORT SYS INC     COM              292866100        7      600 SH      SHARED      01           600
D ENGINEERING ANIMATION INC      COM              292872108     2253   142500 SH      SHARED      01         41700            100800
D ENGINEERING ANIMATION INC      COM              292872108       17     1100 SH      SHARED      04          1100
D ENERGYNORTH INC                COM              292925104       78     1900 SH      SHARED      01          1900
D ENDOCARDIAL SOLUTIONS INC      COM              292962107        1      100 SH      SHARED      01           100
D ENDOCARDIAL SOLUTIONS INC      COM              292962107      625    62500 SH      SHARED      02         32500             30000
D ENERGYSOUTH INC                COM              292970100        3      150 SH      SHARED      01           150
D ENESCO GROUP INC               COM              292973104     2199   143028 SH      SHARED      01         65200             77828
D ENESCO GROUP INC               COM              292973104       26     1700 SH      SHARED      04          1700
D ENHANCE FINL SVCS GROUP INC    COM              293310108     3505   198200 SH      SHARED      01        150700             47500
D ENHANCE FINL SVCS GROUP INC    COM              293310108       35     2000 SH      SHR/OTHR    01                   2000
D ENHANCE FINL SVCS GROUP INC    COM              293310108       44     2500 SH      SHARED      04          2500
D ENRON CORP                     COM              293561106       86     2110 SH      SHARED      04          2110
D ENRON CORP                     COM              293561106     1162    28301 SH      SHARED                 28301
D ENRON CORP                     COM              293561106   475259 11574184 SH      SHARED      01       9255903           2318281
D ENRON CORP                     COM              293561106    14579   355062 SH      SHR/OTHR    01                 155052   200010
D ENRON CORP                     COM              293561106     2084    50762 SH      SHARED      02         13200             37562
D ENRON CORP                     COM              293561106    33486   815505 SH      SHARED      04        815505
D ENTERCOM COMMUNICATIONS CORP   CL A             293639100     1364    37900 SH      SHARED      01         35500              2400
D ENTERCOM COMMUNICATIONS CORP   CL A             293639100       86     2400 SH      SHARED      02          1900               500
D ENTERCOM COMMUNICATIONS CORP   CL A             293639100     3664   101800 SH      SHARED      04        101800
D ENTERGY CORP NEW               COM              29364G103      162     5600 SH      SHARED                  5600
D ENTERGY CORP NEW               COM              29364G103   108274  3741718 SH      SHARED      01       3160493            581225
D ENTERGY CORP NEW               COM              29364G103      232     8050 SH      SHR/OTHR    01                            8050
D ENTERGY CORP NEW               COM              29364G103       34     1196 SH      SHARED      02           100              1096
D ENTERGY CORP NEW               COM              29364G103     5529   191100 SH      SHARED      04        191100
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T105      500    34200 SH      SHARED      01         34200
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T105       70     4800 SH      SHR/OTHR    01                   4800
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T105       62     4250 SH      SHARED      04          4250
D ENTREMED INC                   COM              29382F103     3021   139700 SH      SHARED      01         42600             97100
D ENTREMED INC                   COM              29382F103      216    10000 SH      SHR/OTHR    01                           10000
D ENTREMED INC                   COM              29382F103        8      400 SH      SHARED      02           400
D ENTREMED INC                   COM              29382F103       23     1100 SH      SHARED      04          1100
D ENTRUST TECHNOLOGIES INC       COM              293848107     7417   330600 SH      SHARED      01         74400            256200
D ENTRUST TECHNOLOGIES INC       COM              293848107       31     1400 SH      SHARED      04          1400
D ENZON INC                      COM              293904108    10729   351800 SH      SHARED      01        127500            224300
D ENZON INC                      COM              293904108      100     3300 SH      SHARED      04          3300
D ENZO BIOCHEM INC               COM              294100102     1688    59501 SH      SHARED      01         59501
D ENZO BIOCHEM INC               COM              294100102       65     2300 SH      SHARED      04          2300
D EPICOR SOFTWARE CORP           COM              29426L108     1435   249609 SH      SHARED      01        191117             58492
D EPICOR SOFTWARE CORP           COM              29426L108        4      700 SH      SHARED      02           700
D EPICOR SOFTWARE CORP           COM              29426L108       21     3700 SH      SHARED      04          3700
D EQUANT N V                     NY REG SHS       294409107    83144  1021748 SH      SHARED      04                         1021748
D EQUIFAX INC                    COM              294429105       92     3300 SH      SHARED                  3300
D EQUIFAX INC                    COM              294429105    64622  2297676 SH      SHARED      01       1939979     1000   356697
D EQUIFAX INC                    COM              294429105     3264   116067 SH      SHR/OTHR    01                  86172    29895
D EQUIFAX INC                    COM              294429105      865    30775 SH      SHARED      02          7980             22795
D EQUIFAX INC                    COM              294429105     2989   106300 SH      SHARED      04        106300
D EQUINOX SYS INC                COM              294436100      213    18300 SH      SHARED      01         18300
D EQUITABLE FED SVGS BK MD       COM              294487103      117     6200 SH      SHARED      01          6200
D EQUITABLE RES INC              COM              294549100    15663   414241 SH      SHARED      01        205075            209166
D EQUITABLE RES INC              COM              294549100      454    12012 SH      SHR/OTHR    01                   4275     7737
D EQUITABLE RES INC              COM              294549100       11      300 SH      SHARED      02           300
D EQUITABLE RES INC              COM              294549100      136     3600 SH      SHARED      04          3600
D EQUITY INCOME FD               UT 1 EX SR-ATT   294700703       59      300 SH      SHARED      01                             300
D EQUITY INCOME FD               UT 1 EX SR-ATT   294700703      196     1000 SH      SHR/OTHR    01                            1000
D EQUITY INNS INC                COM              294703103     1293   152200 SH      SHARED      01        144900              7300
D EQUITY INNS INC                COM              294703103        8     1000 SH      SHARED      02          1000
D EQUITY INNS INC                COM              294703103       96    11370 SH      SHARED      04         11370
D EQUITY OFFICE PROPERTIES TRUST COM              294741103    35274  1517188 SH      SHARED      01        684190            832998
D EQUITY OFFICE PROPERTIES TRUST COM              294741103        8      350 SH      SHR/OTHR    01                    350
D EQUITY OFFICE PROPERTIES TRUST COM              294741103        4      198 SH      SHARED      02           198
D EQUITY OFFICE PROPERTIES TRUST COM              294741103     1427    61380 SH      SHARED      04         61380
D EQUITY OFFICE PROPERTIES TRUST PFD CV B 5.25%   294741509     3272    85000 SH      SHARED      04         85000
D EQUITY ONE                     COM              294752100       21     2000 SH      SHARED      01          2000
D EQUITY ONE                     COM              294752100      113    10580 SH      SHARED      04         10580
D EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107    38058   898145 SH      SHARED      01        438934            459211
D EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107      103     2450 SH      SHR/OTHR    01                    650     1800
D EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107     1203    28412 SH      SHARED      02         15092             13320
D EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107      510    12050 SH      SHARED      04         12050
D EQUITY RESIDENTIAL PPTYS TR    PFD CV J $2.15   29476L826       26     1000 SH      SHARED      02                            1000
D EQUITY RESIDENTIAL PPTYS TR    PFD CV J $2.15   29476L826     3560   132500 SH      SHARED      04        132500
D EQUITY RESIDENTIAL PPTYS TR    PFD CONV E 7%    29476L883     2048    84470 SH      SHARED      04         84470
D ERICSSON L M TEL CO            ADR CL B SEK10   294821400     1318    42200 SH      SHARED      01          9600             32600
D ERICSSON L M TEL CO            ADR CL B SEK10   294821400      162     5200 SH      SHR/OTHR    01                            5200
D ERICSSON L M TEL CO            ADR CL B SEK10   294821400     3933   125880 SH      SHARED      02         17940            107940
D ERICSSON L M TEL CO            ADR CL B SEK10   294821400     3046    97500 SH      SHARED      04         97500
D ERICSSON L M TEL CO            ADR REP DB2000   294821509        0      100 SH      SHARED      02                             100
D ERIE INDTY CO                  CL A             29530P102     3436   104345 SH      SHARED      01         87845             16500
D ERIE INDTY CO                  CL A             29530P102     1299    39450 SH      SHARED      02          6950             32500
D ERIE INDTY CO                  CL A             29530P102       62     1900 SH      SHARED      04          1900
D ESPIRITO SANTO FINL GROUP SA   SPONSORED ADR    29665F200       70     4400 SH      SHARED      01          4400
D ESPIRITO SANTO FINL GROUP SA   SPONSORED ADR    29665F200       16     1000 SH      SHR/OTHR    01                            1000
D ESPIRITO SANTO FINL GROUP SA   SPONSORED ADR    29665F200       70     4400 SH      SHARED      02                            4400
D ESSEX BANCORP INC DEL          COM              296687106       16     9600 SH      SHARED      01          9600
D ESSEX PPTY TR INC              COM              297178105     1407    40300 SH      SHARED      01         37900              2400
D ESSEX PPTY TR INC              COM              297178105      182     5210 SH      SHARED      04          5210
D ESTERLINE TECHNOLOGIES CORP    COM              297425100      853    54200 SH      SHARED      01         54200
D ESTERLINE TECHNOLOGIES CORP    COM              297425100       25     1600 SH      SHARED      04          1600
D ETHAN ALLEN INTERIORS INC      COM              297602104    12039   378450 SH      SHARED      01        223150            155300
D ETHAN ALLEN INTERIORS INC      COM              297602104     1317    41400 SH      SHARED      04         41400
D ETHYL CORP                     COM              297659104       32     8500 SH      SHARED                  8500
D ETHYL CORP                     COM              297659104     1925   496774 SH      SHARED      01        241198            255576
D ETHYL CORP                     COM              297659104        8     2300 SH      SHARED      02          1700               600
D ETHYL CORP                     COM              297659104      186    48000 SH      SHARED      04         48000
D ETOYS INC                      COM              297862104       59      900 SH      SHARED                   900
D ETOYS INC                      COM              297862104     3095    46500 SH      SHARED      01         46300               200
D ETOYS INC                      COM              297862104       91     1380 SH      SHARED      02          1080               300
D ETOYS INC                      COM              297862104      239     3600 SH      SHARED      04          3600
D EUFAULA BANCCORP INC           COM              29816N102      124     9600 SH      SHARED      01          9600
D EUROPE FD INC                  COM              29874M103       15      914 SH      SHARED      02                             914
D EUROPEAN WT FD INC             COM              298792102       14     1000 SH      SHARED      02          1000
D EUROPEAN WT FD INC             COM              298792102      669    45000 SH      SHARED      04         45000
D EVANS & SUTHERLAND COMPUTER CP COM              299096107       16     1300 SH      SHARED      01          1300
D EVEREN CAPITAL CORP            COM              299761106     1147    38900 SH      SHARED      01         38400               500
D EVEREN CAPITAL CORP            COM              299761106     6512   220770 SH      SHARED      04        220770
D EVEREST REINS HLDGS INC        COM              299808105      114     4800 SH      SHARED                  4800
D EVEREST REINS HLDGS INC        COM              299808105     8554   359251 SH      SHARED      01        221151            138100
D EVEREST REINS HLDGS INC        COM              299808105     3562   149600 SH      SHARED      04        149600
D EVERGREEN RES INC              COM NO PAR       299900308      442    18400 SH      SHARED      01         18400
D EVERGREEN RES INC              COM NO PAR       299900308       55     2300 SH      SHARED      02                            2300
D EVERGREEN RES INC              COM NO PAR       299900308       33     1400 SH      SHARED      04          1400
D EXACTECH INC                   COM              30064E109      106     7900 SH      SHARED      01          7900
D EXAR CORP                      COM              300645108     1014    27100 SH      SHARED      01         25300              1800
D EXAR CORP                      COM              300645108       33      900 SH      SHARED      04           900
D EXCALIBUR TECHNOLOGIES CORP    COM NEW          300651205      323    39200 SH      SHARED      01         35200              4000
D EXCALIBUR TECHNOLOGIES CORP    COM NEW          300651205        8     1000 SH      SHARED      04          1000
D EXCEL LEGACY CORP              COM              300665106        8     2000 SH      SHARED      01          2000
D EXCEL TECHNOLOGY INC           COM              30067T103        2      200 SH      SHARED      01           200
D EXCEL SWITCHING CORP           COM              30067V108     4330   120700 SH      SHARED      01        120700
D EXCEL SWITCHING CORP           COM              30067V108        0       20 SH      SHARED      02            20
D EXCEL SWITCHING CORP           COM              30067V108     2708    75500 SH      SHARED      04         75500
D EXCHANGE APPLICATIONS          COM              300867108      645    22200 SH      SHARED      01         21700               500
D EXCHANGE APPLICATIONS          COM              300867108      598    20600 SH      SHARED      02         20600
D EXCHANGE APPLICATIONS          COM              300867108      109     3777 SH      SHARED      04          3777
D EXCELSIOR HENDERSON MOTORCYCLE COM              300906104        1      500 SH      SHARED      02           500
D EXECUTONE INFORMATION SYS INC  COM              301607107      409   136400 SH      SHARED      01        136400
D EXECUTONE INFORMATION SYS INC  COM              301607107       17     5900 SH      SHARED      04          5900
D EXIDE CORP                     COM              302051107     1704   178300 SH      SHARED      01         64300            114000
D EXIDE CORP                     COM              302051107       16     1700 SH      SHARED      04          1700
D EXODUS COMMUNICATIONS INC      COM              302088109       36      500 SH      SHARED                   500
D EXODUS COMMUNICATIONS INC      COM              302088109    29336   407100 SH      SHARED      01        168400            238700
D EXODUS COMMUNICATIONS INC      COM              302088109     6069    84221 SH      SHARED      02         82621              1600
D EXODUS COMMUNICATIONS INC      COM              302088109      226     3141 SH      SHARED      04          3141
D EXOLON ESK CO                  COM              302101100        1      100 SH      SHARED      01           100
D EXPEDITORS INTL WASH INC       COM              302130109    16668   519356 SH      SHARED      01        177600            341756
D EXPEDITORS INTL WASH INC       COM              302130109       20      650 SH      SHARED      02           650
D EXPEDITORS INTL WASH INC       COM              302130109       58     1810 SH      SHARED      04          1810
D EXPRESS SCRIPTS INC            CL A             302182100    14757   188600 SH      SHARED      01         52100            136500
D EXPRESS SCRIPTS INC            CL A             302182100     2365    30232 SH      SHARED      02          5825             24407
D EXPRESS SCRIPTS INC            CL A             302182100       46      600 SH      SHARED      04           600
D EXTENDED STAY AMER INC         COM              30224P101     6575   730600 SH      SHARED      01        226300            504300
D EXTENDED STAY AMER INC         COM              30224P101       66     7400 SH      SHARED      04          7400
D EXTENDICARE INC CDA            SUB VTG SH       30224T871       55    18100 SH      SHARED      01         18100
D EXTREME NETWORKS INC           COM              30226D106     2716    42900 SH      SHARED      01         42900
D EXTREME NETWORKS INC           COM              30226D106      151     2400 SH      SHARED      02          2400
D EXTREME NETWORKS INC           COM              30226D106       37      600 SH      SHARED      04           600
D EXXON CORP                     COM              302290101       79     1046 SH      SHARED      04           926               120
D EXXON CORP                     COM              302290101       22      300 SH      SHR/OTHR    04                    300
D EXXON CORP                     COM              302290101     6186    81401 SH      SHARED                 81401
D EXXON CORP                     COM              302290101  2822900 37143429 SH      SHARED      01      31214322     2800  5926307
D EXXON CORP                     COM              302290101    77264  1016643 SH      SHR/OTHR    01                 861019   155624
D EXXON CORP                     COM              302290101     7549    99329 SH      SHARED      02         30199             69130
D EXXON CORP                     COM              302290101   152528  2006954 SH      SHARED      04       2006504               450
D EZCORP INC                     CL A NON VTG     302301106        1      200 SH      SHARED      01           200
D F&M BANCORP MD                 COM              302367107      294    11024 SH      SHARED      01         11024
D F&M BANCORP MD                 COM              302367107       26     1000 SH      SHARED      04          1000
D F & M BANCORPORATION INC       COM              302371109     1547    44525 SH      SHARED      01         42705              1820
D F & M BANCORPORATION INC       COM              302371109      326     9400 SH      SHARED      04          9400
D F & M NATL CORP                COM              302374103     2296    88316 SH      SHARED      01         88316
D F & M NATL CORP                COM              302374103       21      844 SH      SHARED      02                             844
D F & M NATL CORP                COM              302374103       53     2060 SH      SHARED      04          2060
D FBL FINL GROUP INC             CL A             30239F106     1206    58500 SH      SHARED      01         54100              4400
D FBL FINL GROUP INC             CL A             30239F106      168     8150 SH      SHARED      02          8150
D FBL FINL GROUP INC             CL A             30239F106       28     1400 SH      SHARED      04          1400
D FFY FINL CORP                  COM              30242U108       64     3500 SH      SHARED      01          3500
D F M C CORP                     COM NEW          302491303    22132   458702 SH      SHARED      01        401346             57356
D F M C CORP                     COM NEW          302491303     2243    46500 SH      SHARED      04         46500
D FNB CORP PA                    COM              302520101     1276    52648 SH      SHARED      01         52648
D FNB CORP PA                    COM              302520101       41     1700 SH      SHARED      04          1700
D FNB FINANCIAL SERVICES CORP    COM              302526108        9      800 SH      SHARED      02                             800
D FPIC INS GROUP INC             COM              302563101      387    25700 SH      SHARED      01         25700
D FPIC INS GROUP INC             COM              302563101       30     2000 SH      SHARED      02                            2000
D FPIC INS GROUP INC             COM              302563101       13      900 SH      SHARED      04           900
D FPL GROUP INC                  COM              302571104      206     4100 SH      SHARED                  4100
D FPL GROUP INC                  COM              302571104   139628  2771790 SH      SHARED      01       2341708      800   429282
D FPL GROUP INC                  COM              302571104      642    12751 SH      SHR/OTHR    01                  10041     2710
D FPL GROUP INC                  COM              302571104      202     4013 SH      SHARED      02           925              3088
D FPL GROUP INC                  COM              302571104    14752   292860 SH      SHARED      04        292860
D FRP PPTYS INC                  COM              30262E109        2      100 SH      SHARED      01           100
D FSI INTL INC                   COM              302633102      492    59700 SH      SHARED      01         59700
D FSI INTL INC                   COM              302633102       17     2100 SH      SHARED      04          2100
D FX ENERGY INC                  COM              302695101       53     7500 SH      SHARED      01          7500
D F Y I INC                      COM              302712104      946    28100 SH      SHARED      01         28100
D F Y I INC                      COM              302712104       40     1200 SH      SHARED      04          1200
D FCNB CORP                      COM              302920103        4      224 SH      SHARED      01           224
D FCNB CORP                      COM              302920103       18     1000 SH      SHARED      04          1000
D FACTORY 2-U INC                COM              303072102     1177    39400 SH      SHARED      01         38700               700
D FACTORY 2-U INC                COM              303072102      163     5465 SH      SHARED      04          5465
D FACTSET RESH SYS INC           COM              303075105     1692    29750 SH      SHARED      01         29750
D FACTSET RESH SYS INC           COM              303075105      227     4000 SH      SHARED      02          4000
D FACTSET RESH SYS INC           COM              303075105       51      900 SH      SHARED      04           900
D FAIR ISAAC & CO INC            COM              303250104      460    16400 SH      SHARED      01         16400
D FAIR ISAAC & CO INC            COM              303250104       39     1400 SH      SHARED      02                            1400
D FAIR ISAAC & CO INC            COM              303250104       28     1000 SH      SHARED      04          1000
D FAIRCHILD CORP                 CL A             303698104      552    53893 SH      SHARED      01         50044              3849
D FAIRCHILD CORP                 CL A             303698104      241    23600 SH      SHARED      04         23600
D FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103      689    29050 SH      SHARED      02         25800              3250
D FAIRFIELD CMNTYS INC           COM PAR $0.01    304231301     1527   139687 SH      SHARED      01        139687
D FAIRFIELD CMNTYS INC           COM PAR $0.01    304231301       44     4100 SH      SHARED      04          4100
D FALCON PRODS INC               COM              306075102        8      990 SH      SHARED      01           990
D FAMILY DLR STORES INC          COM              307000109      392    18600 SH      SHARED                 18600
D FAMILY DLR STORES INC          COM              307000109    22004  1041644 SH      SHARED      01        547724            493920
D FAMILY DLR STORES INC          COM              307000109       97     4600 SH      SHARED      02          3600              1000
D FAMILY DLR STORES INC          COM              307000109     1935    91600 SH      SHARED      04         91600
D FAMILY GOLF CTRS INC           COM              30701A106      121    48197 SH      SHARED      01         48197
D FAMILY GOLF CTRS INC           COM              30701A106        5     2000 SH      SHARED      04          2000
D FARMER BROS CO                 COM              307675108      394     2375 SH      SHARED      01          2200               175
D FARMER BROS CO                 COM              307675108       16      100 SH      SHARED      04           100
D FARM FAMILY HLDGS INC          COM              307901108      173     4400 SH      SHARED      01          4400
D FARM FAMILY HLDGS INC          COM              307901108       15      400 SH      SHARED      04           400
D FARMERS CAP BK CORP            COM              309562106      604    16900 SH      SHARED      01         14700              2200
D FARMERS CAP BK CORP            COM              309562106       21      600 SH      SHARED      04           600
D FAROUDJA INC                   COM              311643100        3     1000 SH      SHARED      02          1000
D FARR CO                        COM              311648109        6      675 SH      SHARED      01           675
D FARR CO                        COM              311648109      326    35300 SH      SHR/OTHR    01                  35300
D FASHIONMALL COM                COM              31186K106        3      600 SH      SHARED      02           600
D FATBRAIN COM INC               COM              311889109      144     9700 SH      SHARED      01          9700
D FATBRAIN COM INC               COM              311889109        4      300 SH      SHARED      04           300
D FASTENAL CO                    COM              311900104      179     3800 SH      SHARED                  3800
D FASTENAL CO                    COM              311900104    13271   281622 SH      SHARED      01        120542            161080
D FASTENAL CO                    COM              311900104       94     2000 SH      SHR/OTHR    01                   2000
D FASTENAL CO                    COM              311900104     1564    33200 SH      SHARED      04         33200
D FDX CORP                       COM              31304N107       42     1100 SH      SHARED                  1100
D FDX CORP                       COM              31304N107   172526  4437988 SH      SHARED      01       3699398            738590
D FDX CORP                       COM              31304N107     1340    34480 SH      SHR/OTHR    01                   8380    26100
D FDX CORP                       COM              31304N107     1662    42778 SH      SHARED      02         13800             28978
D FDX CORP                       COM              31304N107    11219   288600 SH      SHARED      04        288600
D FEDDERS CORP                   COM              313135105     2582   430400 SH      SHARED      01        202000            228400
D FEDDERS CORP                   COM              313135105       21     3600 SH      SHARED      04          3600
D FEDDERS CORP                   CL A             313135303       14     2837 SH      SHARED      01          2600               237
D FEDERAL AGRIC MTG CORP         CL C             313148306      610    30600 SH      SHARED      01         30600
D FEDERAL AGRIC MTG CORP         CL C             313148306       17      900 SH      SHARED      04           900
D FEDERAL HOME LN MTG CORP       COM              313400301       12      240 SH      SHARED      04                             240
D FEDERAL HOME LN MTG CORP       COM              313400301       26      500 SH      SHR/OTHR    04                    500
D FEDERAL HOME LN MTG CORP       COM              313400301      561    10800 SH      SHARED                 10800
D FEDERAL HOME LN MTG CORP       COM              313400301   522677 10051495 SH      SHARED      01       8411355           1640140
D FEDERAL HOME LN MTG CORP       COM              313400301     2096    40320 SH      SHR/OTHR    01                  37810     2510
D FEDERAL HOME LN MTG CORP       COM              313400301     2266    43591 SH      SHARED      02          4200             39391
D FEDERAL HOME LN MTG CORP       COM              313400301    32606   627040 SH      SHARED      04        626965                75
D FEDERAL MOGUL CORP             COM              313549107      209     7600 SH      SHARED                  7600
D FEDERAL MOGUL CORP             COM              313549107    13652   495352 SH      SHARED      01        256882            238470
D FEDERAL MOGUL CORP             COM              313549107     4054   147088 SH      SHARED      04        147088
D FEDERAL NATL MTG ASSN          COM              313586109       83     1325 SH      SHARED      04          1325
D FEDERAL NATL MTG ASSN          COM              313586109     1523    24300 SH      SHARED                 24300
D FEDERAL NATL MTG ASSN          COM              313586109   980358 15638944 SH      SHARED      01      12945356           2693588
D FEDERAL NATL MTG ASSN          COM              313586109     9119   145481 SH      SHR/OTHR    01                  69003    76478
D FEDERAL NATL MTG ASSN          COM              313586109     5227    83396 SH      SHARED      02          7124             76272
D FEDERAL NATL MTG ASSN          COM              313586109    67623  1078750 SH      SHARED      04       1078375               375
D FEDERAL REALTY INVT TR         SH BEN INT NEW   313747206     5338   255000 SH      SHARED      01        108500            146500
D FEDERAL REALTY INVT TR         SH BEN INT NEW   313747206      161     7700 SH      SHARED      02          6100              1600
D FEDERAL REALTY INVT TR         SH BEN INT NEW   313747206      255    12200 SH      SHARED      04         12200
D FEDERAL SCREW WKS              COM              313819104        4      100 SH      SHARED      01           100
D FEDERAL SIGNAL CORP            COM              313855108       91     4600 SH      SHARED                  4600
D FEDERAL SIGNAL CORP            COM              313855108     7719   388401 SH      SHARED      01        210923            177478
D FEDERAL SIGNAL CORP            COM              313855108      311    15675 SH      SHARED      02          1650             14025
D FEDERAL SIGNAL CORP            COM              313855108      669    33700 SH      SHARED      04         33700
D FEDERATED DEPT STORES INC DEL  COM              31410H101       55     1266 SH      SHARED      04          1266
D FEDERATED DEPT STORES INC DEL  COM              31410H101   136778  3130874 SH      SHARED      01       2627095            503779
D FEDERATED DEPT STORES INC DEL  COM              31410H101      131     3016 SH      SHARED      02           677              2339
D FEDERATED DEPT STORES INC DEL  COM              31410H101     7610   174201 SH      SHARED      04        174201
D FEDERATED DEPT STORES INC DEL  WT C EX 121999   31410H119     8971   476901 SH      SHARED      04        476901
D FEDERATED DEPT STORES INC DEL  WT D EX 121901   31410H127     7529   407001 SH      SHARED      04        407001
D FEDERATED INVS INC PA          CL B             314211103      702    40700 SH      SHARED      01         40700
D FEDERATED INVS INC PA          CL B             314211103       34     2000 SH      SHARED      04          2000
D FELCOR LODGING TR INC          COM              31430F101     6763   386489 SH      SHARED      01         81364            305125
D FELCOR LODGING TR INC          COM              31430F101      119     6842 SH      SHARED      02          2450              4392
D FELCOR LODGING TR INC          COM              31430F101      357    20400 SH      SHARED      04         20400
D FELCOR LODGING TR INC          PFD CV A $1.95   31430F200       43     2600 SH      SHARED      02           800              1800
D FERRELLGAS PARTNERS L.P.       UNIT LTD PART    315293100      108     6700 SH      SHARED      01          6700
D FERRO CORP                     COM              315405100       78     3700 SH      SHARED                  3700
D FERRO CORP                     COM              315405100     7917   371500 SH      SHARED      01        157909            213591
D FERRO CORP                     COM              315405100      907    42600 SH      SHARED      04         42600
D FIAT S P A                     SP ADR ORD NEW   315621888        6      200 SH      SHARED      04           200
D FIBERMARK INC                  COM              315646109        6      500 SH      SHARED      02           500
D FIDELITY ADVISOR KOREA FD INC  COM              315804104        4      500 SH      SHARED      02                             500
D FIDELITY BANCORP INC           COM              315831107        2      151 SH      SHARED      01           151
D FIDELITY FINL OHIO INC         COM              31614P107       65     3600 SH      SHARED      01          3600
D FIDELITY HLDGS INC             COM              31617J108      421    25250 SH      SHARED      01         25250
D FIDELITY HLDGS INC             COM              31617J108        5      300 SH      SHARED      04           300
D FIDELITY NATL FINL INC         COM              316326107     1363    89794 SH      SHARED      01         89794
D FIDELITY NATL FINL INC         COM              316326107      189    12500 SH      SHARED      04         12500
D FIFTH THIRD BANCORP            COM              316773100      358     5900 SH      SHARED                  5900
D FIFTH THIRD BANCORP            COM              316773100   218577  3592421 SH      SHARED      01       3166944            425477
D FIFTH THIRD BANCORP            COM              316773100      450     7400 SH      SHARED      02           675              6725
D FIFTH THIRD BANCORP            COM              316773100    13124   215700 SH      SHARED      04        215700
D FILENES BASEMENT CORP          COM              316866102        1     1800 SH      SHARED      01          1800
D FILENET CORP                   COM              316869106     3777   353500 SH      SHARED      01        134100            219400
D FILENET CORP                   COM              316869106       32     3000 SH      SHR/OTHR    01                            3000
D FILENET CORP                   COM              316869106      198    18528 SH      SHARED      02         18528
D FILENET CORP                   COM              316869106       36     3400 SH      SHARED      04          3400
D FINANCIAL FED CORP             COM              317492106      663    35400 SH      SHARED      01         35400
D FINANCIAL FED CORP             COM              317492106       18     1000 SH      SHARED      04          1000
D FINANCIAL SEC ASSURN HLDGS LTD COM              31769P100     9537   184516 SH      SHARED      01         80175            104341
D FINANCIAL SEC ASSURN HLDGS LTD COM              31769P100       29      568 SH      SHARED      02           268               300
D FINANCIAL SEC ASSURN HLDGS LTD COM              31769P100    26477   512273 SH      SHARED      04        512273
D FINET COM INC                  COM PAR $0.01    317922300     2642   871700 SH      SHARED      01        249200            622500
D FINET COM INC                  COM PAR $0.01    317922300       13     4500 SH      SHARED      04          4500
D FINISH LINE INC                CL A             317923100      366    41900 SH      SHARED      01         41900
D FINISH LINE INC                CL A             317923100       14     1600 SH      SHARED      04          1600
D FINOVA GROUP INC               COM              317928109      233     6400 SH      SHARED                  6400
D FINOVA GROUP INC               COM              317928109    17063   467492 SH      SHARED      01        231366            236126
D FINOVA GROUP INC               COM              317928109     1324    36300 SH      SHARED      04         36300
D FIRST ALBANY COS INC           COM              318465101        7      370 SH      SHARED      01           370
D FIRST AMERN FINL CORP          COM              318522307     2104   157368 SH      SHARED      01        157368
D FIRST AMERN FINL CORP          COM              318522307       53     4000 SH      SHR/OTHR    01                   4000
D FIRST AMERN FINL CORP          COM              318522307       86     6500 SH      SHARED      04          6500
D FIRST AUSTRALIA FD INC         COM              318652104       38     5000 SH      SHR/OTHR    01                   5000
D FIRST AUSTRALIA PRIME INCOME   COM              318653102      183    30000 SH      SHR/OTHR    01                  30000
D FIRST AUSTRALIA PRIME INCOME   COM              318653102       21     3500 SH      SHARED      02          3500
D FIRST AUSTRALIA PRIME INCOME   COM              318653102       10     1736 SH      SHARED      04          1736
D FIRST BANCORP IND INC NEW      COM              31867T103      336    35000 SH      SHARED      04         35000
D FIRST BANCORP P R              COM              318672102     1490    75466 SH      SHARED      01         75466
D FIRST BANCORP P R              COM              318672102       49     2500 SH      SHARED      04          2500
D FIRST BANCSHARES INC MO        COM              318687100       33     3000 SH      SHARED      01          3000
D FIRST AMER CORP TENN           COM              318900107    30122   692463 SH      SHARED      01        343282            349181
D FIRST AMER CORP TENN           COM              318900107       47     1100 SH      SHARED      02                            1100
D FIRST AMER CORP TENN           COM              318900107    37170   854505 SH      SHARED      04        854505
D FIRST BANCORP N C              COM              318910106        5      300 SH      SHARED      01           300
D FIRST BANK OF PHILADELPHIA PA  COM NEW          319258208       66    13600 SH      SHARED      01         13600
D FIRST BKS AMER INC             COM              31928N103        0       12 SH      SHARED      02                              12
D FIRST BUSEY CORP               COM              319383105      110     4800 SH      SHARED      01          4800
D FIRST BUSEY CORP               COM              319383105       29     1300 SH      SHARED      04          1300
D FIRST CASH FINL SVCS INC       COM              31942D107      167    15200 SH      SHARED      01         15200
D FIRST CHARTER CORP             COM              319439105      537    30700 SH      SHARED      01         30700
D FIRST CHARTER CORP             COM              319439105       28     1600 SH      SHARED      04          1600
D FIRST CTZNS BANCSHARES INC N C CL A             31946M103     3580    46650 SH      SHARED      01         20300             26350
D FIRST CTZNS BANCSHARES INC N C CL A             31946M103       80     1044 SH      SHR/OTHR    01                            1044
D FIRST CTZNS BANCSHARES INC N C CL A             31946M103       38      500 SH      SHARED      04           500
D FIRST COASTAL CORP             COM NEW          319699203        0       51 SH      SHARED      02            51
D FIRST COMMERCE BANCSHARES INC  CL B             319777207      616    29700 SH      SHARED      01         26300              3400
D FIRST COMMERCE BANCSHARES INC  CL B             319777207       14      700 SH      SHARED      04           700
D FIRST COMWLTH FINL CORP PA     COM              319829107     2966   116348 SH      SHARED      01         79038             37310
D FIRST COMWLTH FINL CORP PA     COM              319829107       71     2800 SH      SHARED      04          2800
D FIRST CONSULTING GROUP INC     COM              31986R103      334    33460 SH      SHARED      01         29527              3933
D FIRST CONSULTING GROUP INC     COM              31986R103       15     1500 SH      SHARED      04          1500
D FIRST FED S&L EAST HARTFORD CT COM              319944104        5      200 SH      SHARED      01           200
D FIRST FED CAP CORP             COM              319960100      612    39520 SH      SHARED      01         39520
D FIRST FED CAP CORP             COM              319960100       24     1600 SH      SHARED      04          1600
D FIRST FED FINL CORP KY         COM              319961108        4      200 SH      SHARED      01           200
D FIRST DATA CORP                COM              319963104        3       80 SH      SHARED      01                              80
D FIRST DATA CORP                COM              319963104       10      250 SH      SHR/OTHR    01                    250
D FIRST DATA CORP                COM              319963104   281480  6415499 SH      SHARED      01       5340783           1074716
D FIRST DATA CORP                COM              319963104      385     8780 SH      SHR/OTHR    01                   7246     1534
D FIRST DATA CORP                COM              319963104     1520    34662 SH      SHARED      02          4575             30087
D FIRST DATA CORP                COM              319963104     9758   222405 SH      SHARED      04        222355                50
D FIRST ESSEX BANCORP INC        COM              320103104        3      200 SH      SHARED      01           200
D FIRST FINL BANKSHARES          COM              32020R109      878    26414 SH      SHARED      01         24654              1760
D FIRST FINL BANKSHARES          COM              32020R109       29      900 SH      SHARED      04           900
D FIRST FINL BANCORP OH          COM              320209109     3533   150377 SH      SHARED      01         88574             61803
D FIRST FINL BANCORP OH          COM              320209109       58     2500 SH      SHARED      04          2500
D FIRST FINL CORP IND            COM              320218100      759    20696 SH      SHARED      01         20696
D FIRST FINL CORP IND            COM              320218100       18      500 SH      SHARED      04           500
D FIRST FINL HLDGS INC           COM              320239106      623    36000 SH      SHARED      01         34600              1400
D FIRST FINL HLDGS INC           COM              320239106       24     1400 SH      SHARED      04          1400
D FIRST INDUSTRIAL REALTY TRUST  COM              32054K103    13712   554050 SH      SHARED      01        341100            212950
D FIRST INDUSTRIAL REALTY TRUST  COM              32054K103      440    17800 SH      SHR/OTHR    01                   4400    13400
D FIRST INDUSTRIAL REALTY TRUST  COM              32054K103     1905    76987 SH      SHARED      02         12975             64012
D FIRST INDUSTRIAL REALTY TRUST  COM              32054K103      289    11700 SH      SHARED      04         11700
D FIRST IND CORP                 COM              32054R108      686    32674 SH      SHARED      01         32674
D FIRST IND CORP                 COM              32054R108       18      900 SH      SHARED      04           900
D FIRST ISRAEL FD INC            COM              32063L100      127     9100 SH      SHR/OTHR    01                            9100
D FIRST LIBERTY FINL CORP        COM              320691108     1134    40175 SH      SHARED      01         38775              1400
D FIRST LIBERTY FINL CORP        COM              320691108     2145    75955 SH      SHARED      04         75955
D FIRST MERCHANTS CORP           COM              320817109      934    39300 SH      SHARED      01         36700              2600
D FIRST MERCHANTS CORP           COM              320817109       30     1300 SH      SHARED      04          1300
D FIRST MIDWEST BANCORP DEL      COM              320867104     2969    77749 SH      SHARED      01         77749
D FIRST MIDWEST BANCORP DEL      COM              320867104       99     2600 SH      SHARED      04          2600
D FIRST HEALTH GROUP CORP        COM              320960107      116     5200 SH      SHARED                  5200
D FIRST HEALTH GROUP CORP        COM              320960107    11153   497090 SH      SHARED      01        240482            256608
D FIRST HEALTH GROUP CORP        COM              320960107       11      500 SH      SHR/OTHR    01                    500
D FIRST HEALTH GROUP CORP        COM              320960107     1671    74500 SH      SHARED      04         74500
D FIRST NILES FINL INC           COM              33582N106      297    20000 SH      SHARED      04         20000
D FIRST OAK BROOK BANCSHARES INC COM              335847208        7      374 SH      SHARED      01           374
D FIRST SIERRA FINANCIAL INC     COM              335944104      561    52500 SH      SHARED      01         52500
D FIRST SIERRA FINANCIAL INC     COM              335944104       16     1500 SH      SHARED      04          1500
D FIRST PL FINL CORP             COM              33610T109       56     5000 SH      SHARED      04          5000
D FIRST REP BK SAN FRANCISCO     COM              336158100      779    29401 SH      SHARED      01         29401
D FIRST REP BK SAN FRANCISCO     COM              336158100       26     1000 SH      SHARED      04          1000
D FIRST SEC CORP DEL             COM              336294103      485    20400 SH      SHARED                 20400
D FIRST SEC CORP DEL             COM              336294103    36581  1538250 SH      SHARED      01        712440            825810
D FIRST SEC CORP DEL             COM              336294103       21      900 SH      SHR/OTHR    01                             900
D FIRST SEC CORP DEL             COM              336294103        9      400 SH      SHARED      02                             400
D FIRST SEC CORP DEL             COM              336294103     3674   154500 SH      SHARED      04        154500
D FIRST SENTINEL BANCORP INC     COM              33640T103      852   109177 SH      SHARED      01        105223              3954
D FIRST SENTINEL BANCORP INC     COM              33640T103       31     4000 SH      SHARED      04          4000
D 1ST SOURCE CORP                COM              336901103     1246    51917 SH      SHARED      01         51917
D 1ST SOURCE CORP                COM              336901103       26     1100 SH      SHARED      04          1100
D FIRST STERLING BKS INC         COM              337094106       33     3600 SH      SHARED      01          3600
D FIRST STERLING BKS INC         COM              337094106      174    18901 SH      SHARED      02         18901
D FIRST TENN NATL CORP           COM              337162101      444    15800 SH      SHARED                 15800
D FIRST TENN NATL CORP           COM              337162101    28083   998536 SH      SHARED      01        465764            532772
D FIRST TENN NATL CORP           COM              337162101      292    10400 SH      SHARED      02                           10400
D FIRST TENN NATL CORP           COM              337162101     3591   127700 SH      SHARED      04        127700
D FIRST UN CORP                  COM              337358105      787    22100 SH      SHARED                 22100
D FIRST UN CORP                  COM              337358105   514011 14428397 SH      SHARED      01      12150728           2277669
D FIRST UN CORP                  COM              337358105     3457    97055 SH      SHR/OTHR    01                  48334    48721
D FIRST UN CORP                  COM              337358105     1655    46462 SH      SHARED      02         18680             27782
D FIRST UN CORP                  COM              337358105   464229 13031005 SH      SHARED      04      13031005
D FIRST UN REAL EST EQ&MTG INVTS SH BEN INT       337400105      111    22220 SH      SHR/OTHR    01                           22220
D FIRST UN REAL EST EQ&MTG INVTS SH BEN INT       337400105     2103   420700 SH      SHARED      04        420700
D FIRST UN REAL EST EQ&MTG INVTS PFD CONV SER A   337400303     1303    58600 SH      SHARED      04         58600
D FIRST UTD BANCSHARES INC ARK   COM              33741E104     1549    87300 SH      SHARED      01         83000              4300
D FIRST UTD BANCSHARES INC ARK   COM              33741E104       47     2700 SH      SHARED      04          2700
D FIRST VA BANKS INC             COM              337477103      139     3200 SH      SHARED                  3200
D FIRST VA BANKS INC             COM              337477103    15374   352932 SH      SHARED      01        164323            188609
D FIRST VA BANKS INC             COM              337477103       65     1500 SH      SHR/OTHR    01                            1500
D FIRST VA BANKS INC             COM              337477103      117     2700 SH      SHARED      02          1500              1200
D FIRST VA BANKS INC             COM              337477103     1485    34100 SH      SHARED      04         34100
D FIRST WASH BANCORP INC WASH    COM              33748T104      478    27360 SH      SHARED      01         27360
D FIRST WASH BANCORP INC WASH    COM              33748T104       17     1000 SH      SHARED      04          1000
D FIRST WASH RLTY TR INC         COM              337489504      111     5300 SH      SHARED      01          5300
D FIRST WASH RLTY TR INC         COM              337489504     1221    58153 SH      SHARED      02         31183             26970
D FIRST WASH RLTY TR INC         COM              337489504       52     2500 SH      SHARED      04          2500
D FIRSTSERVICE CORP              SUB VTG SH       33761N109        1      150 SH      SHARED      04           150
D FIRST YRS INC                  COM              337610109        8      800 SH      SHARED      01           800
D FIRSTCOM CORP                  COM              33763T104      186    18600 SH      SHARED      01         18600
D FIRSTAR CORP NEW WIS           COM              33763V109      551    21509 SH      SHARED                 21509
D FIRSTAR CORP NEW WIS           COM              33763V109   367476 14340560 SH      SHARED      01      11850088           2490472
D FIRSTAR CORP NEW WIS           COM              33763V109       96     3763 SH      SHR/OTHR    01                   1568     2195
D FIRSTAR CORP NEW WIS           COM              33763V109    26809  1046215 SH      SHARED      04       1046215
D FISERV INC                     COM              337738108      432    13300 SH      SHARED                 13300
D FISERV INC                     COM              337738108    28076   863898 SH      SHARED      01        429296            434602
D FISERV INC                     COM              337738108       39     1200 SH      SHR/OTHR    01                            1200
D FISERV INC                     COM              337738108      303     9337 SH      SHARED      02          9000               337
D FISERV INC                     COM              337738108     5252   161600 SH      SHARED      04        161600
D FIRSTFED FINL CORP             COM              337907109     1322    76100 SH      SHARED      01         76100
D FIRSTFED FINL CORP             COM              337907109       34     2000 SH      SHARED      04          2000
D FIRSTMERIT CORP                COM              337915102     9290   366127 SH      SHARED      01        179343            186784
D FIRSTMERIT CORP                COM              337915102      620    24470 SH      SHARED      04         24470
D FLAGSTAR BANCORP INC           COM              337930101      150     9800 SH      SHARED      01          9800
D FLAGSTAR BANCORP INC           COM              337930101       13      900 SH      SHARED      04           900
D FIRSTENERGY CORP               COM              337932107      131     5200 SH      SHARED                  5200
D FIRSTENERGY CORP               COM              337932107    86677  3424359 SH      SHARED      01       2871541            552818
D FIRSTENERGY CORP               COM              337932107       73     2887 SH      SHARED      02                            2887
D FIRSTENERGY CORP               COM              337932107    12499   493800 SH      SHARED      04        493800
D FISHER SCIENTIFIC INTL INC     COM NEW          338032204     2457   114300 SH      SHARED      01        108200              6100
D FISHER SCIENTIFIC INTL INC     COM NEW          338032204       79     3700 SH      SHARED      04          3700
D FLAMEL TECHNOLOGIES SA         SPONSORED ADR    338488109       18     6000 SH      SHARED      02          5000              1000
D FLASHNET COMMUNICATIONS INC    COM              338527104       64     8000 SH      SHARED      01          8000
D FLASHNET COMMUNICATIONS INC    COM              338527104        4      550 SH      SHARED      02           150               400
D FLASHNET COMMUNICATIONS INC    COM              338527104        6      800 SH      SHARED      04           800
D FLEET FINL GROUP INC NEW       COM              338915101   302761  8266525 SH      SHARED      01       6904847           1361678
D FLEET FINL GROUP INC NEW       COM              338915101       43     1200 SH      SHR/OTHR    01                   1200
D FLEET FINL GROUP INC NEW       COM              338915101     1549    42310 SH      SHARED      02          3231             39079
D FLEET FINL GROUP INC NEW       COM              338915101   257573  7032716 SH      SHARED      04       7032716
D FLEET FINL GROUP INC NEW       WT EXP  012701   338915119        8      252 SH      SHARED      01           252
D FLEET FINL GROUP INC NEW       WT EXP  012701   338915119        6      200 SH      SHARED      02                             200
D FLEXIINTERNATIONAL SOFTWARE    COM              338923105        3     6000 SH      SHARED      02          6000
D FLEETWOOD ENTERPRISES INC      COM              339099103       14      700 SH      SHARED                   700
D FLEETWOOD ENTERPRISES INC      COM              339099103    11041   546985 SH      SHARED      01        438485            108500
D FLEETWOOD ENTERPRISES INC      COM              339099103      516    25600 SH      SHARED      04         25600
D FLEMING COS INC                COM              339130106     3269   333223 SH      SHARED      01        211100            122123
D FLEMING COS INC                COM              339130106       34     3500 SH      SHARED      04          3500
D FLETCHER CHALLENGE ENERGY DIV  SPONSORED ADR    339318107       78     3200 SH      SHARED      01          3200
D FLEXSTEEL INDS INC             COM              339382103      160    11900 SH      SHARED      01         11900
D FLORIDA EAST COAST INDS        COM              340632108     2780    88800 SH      SHARED      01         85100              3700
D FLORIDA EAST COAST INDS        COM              340632108       50     1600 SH      SHR/OTHR    01                            1600
D FLORIDA EAST COAST INDS        COM              340632108       12      400 SH      SHARED      02           400
D FLORIDA EAST COAST INDS        COM              340632108      100     3200 SH      SHARED      04          3200
D FLORIDA PROGRESS CORP          COM              341109106       97     2100 SH      SHARED                  2100
D FLORIDA PROGRESS CORP          COM              341109106    67088  1450569 SH      SHARED      01       1257829            192740
D FLORIDA PROGRESS CORP          COM              341109106      332     7182 SH      SHR/OTHR    01                   3000     4182
D FLORIDA PROGRESS CORP          COM              341109106       83     1800 SH      SHARED      02                            1800
D FLORIDA PROGRESS CORP          COM              341109106     3371    72900 SH      SHARED      04         72900
D FLORIDA ROCK INDS INC          COM              341140101     1813    52200 SH      SHARED      01         52200
D FLORIDA ROCK INDS INC          COM              341140101       69     2000 SH      SHARED      02          2000
D FLORIDA ROCK INDS INC          COM              341140101       59     1700 SH      SHARED      04          1700
D FLORSHEIM GROUP INC            COM              343302105        0        2 SH      SHARED      01             2
D FLOW INTL CORP                 COM              343468104       25     2500 SH      SHARED      01          2500
D FLOW INTL CORP                 COM              343468104       10     1000 SH      SHARED      02          1000
D FLOWERS INDS INC               COM              343496105      145    10700 SH      SHARED                 10700
D FLOWERS INDS INC               COM              343496105     9615   708982 SH      SHARED      01        357991            350991
D FLOWERS INDS INC               COM              343496105      143    10575 SH      SHARED      02          1675              8900
D FLOWERS INDS INC               COM              343496105     6606   487100 SH      SHARED      04        487100
D FLOWSERVE CORP                 COM              34354P105       66     4000 SH      SHARED                  4000
D FLOWSERVE CORP                 COM              34354P105     8565   515231 SH      SHARED      01        208590            306641
D FLOWSERVE CORP                 COM              34354P105     1103    66400 SH      SHARED      04         66400
D FLUOR CORP                     COM              343861100    45258  1124433 SH      SHARED      01        942400            182033
D FLUOR CORP                     COM              343861100       84     2100 SH      SHARED      02           400              1700
D FLUOR CORP                     COM              343861100     2338    58100 SH      SHARED      04         58100
D FLYCAST COMMUNICATIONS CORP    COM              344067103      336     7400 SH      SHARED      01          6800               600
D FLYCAST COMMUNICATIONS CORP    COM              344067103      260     5730 SH      SHARED      02          3215              2515
D FLYCAST COMMUNICATIONS CORP    COM              344067103     1149    25260 SH      SHARED      04         25260
D FOCAL COMMUNICATIONS CORP      COM              344155106       20      800 SH      SHARED      04           800
D FOMENTO ECONOMICO MEXICANO SA  SPON ADR UNITS   344419106      226     7249 SH      SHARED      01          7249
D FONIX CORP DEL                 COM              34459U108        8    22700 SH      SHARED      01         22700
D FONIX CORP DEL                 COM              34459U108        0     1500 SH      SHARED      02          1500
D FOOD TECHNOLOGY SERVICE INC    COM              344798103       32     9400 SH      SHARED      01          9400
D FOODMAKER INC NEW              COM NEW          344839204    15089   605100 SH      SHARED      01        189100            416000
D FOODMAKER INC NEW              COM NEW          344839204      172     6900 SH      SHARED      04          6900
D FOOTHILL INDPT BANCORP         COM              344905104        3      320 SH      SHARED      01           320
D FOOTSTAR INC                   COM              344912100    15520   440307 SH      SHARED      01        123039            317268
D FOOTSTAR INC                   COM              344912100     5729   162539 SH      SHR/OTHR    01                  73439    89100
D FOOTSTAR INC                   COM              344912100     1013    28764 SH      SHARED      04         28764
D FORD MTR CO DEL                COM              345370100        2       50 SH      SHARED      04                              50
D FORD MTR CO DEL                COM              345370100     2105    41900 SH      SHARED                 41900
D FORD MTR CO DEL                COM              345370100   891923 17749731 SH      SHARED      01      15104859           2644872
D FORD MTR CO DEL                COM              345370100     2455    48871 SH      SHR/OTHR    01                   7248    41623
D FORD MTR CO DEL                COM              345370100     1894    37707 SH      SHARED      02         11614             26093
D FORD MTR CO DEL                COM              345370100   141334  2812620 SH      SHARED      04       2812570                50
D FOREMOST CORP OF AMER          COM              345469100     3403   141800 SH      SHARED      01         68100             73700
D FOREMOST CORP OF AMER          COM              345469100       40     1700 SH      SHARED      04          1700
D FOREST CITY ENTERPRISES INC    CL A             345550107     1292    57924 SH      SHARED      01         57924
D FOREST CITY ENTERPRISES INC    CL A             345550107       35     1600 SH      SHARED      02          1600
D FOREST CITY ENTERPRISES INC    CL A             345550107       37     1700 SH      SHARED      04          1700
D FOREST CITY ENTERPRISES INC    CL B CONV        345550305       15      600 SH      SHARED      01           600
D FOREST LABS INC                CL A             345838106      358     8500 SH      SHARED                  8500
D FOREST LABS INC                CL A             345838106    25080   595388 SH      SHARED      01        294358            301030
D FOREST LABS INC                CL A             345838106      252     6000 SH      SHR/OTHR    01                            6000
D FOREST LABS INC                CL A             345838106     3740    88800 SH      SHARED      04         88800
D FOREST OIL CORP                COM NEW          346091606     1305    76500 SH      SHARED      01         76500
D FOREST OIL CORP                COM NEW          346091606       81     4800 SH      SHARED      04          4800
D FORRESTER RESH INC             COM              346563109       78     2000 SH      SHARED      01          1500               500
D FORRESTER RESH INC             COM              346563109        7      200 SH      SHARED      04           200
D FORT JAMES CORP                COM              347471104       72     2700 SH      SHARED                  2700
D FORT JAMES CORP                COM              347471104    82816  3103254 SH      SHARED      01       2559260            543994
D FORT JAMES CORP                COM              347471104      207     7769 SH      SHR/OTHR    01                   3085     4684
D FORT JAMES CORP                COM              347471104       44     1668 SH      SHARED      02           568              1100
D FORT JAMES CORP                COM              347471104    10821   405500 SH      SHARED      04        405500
D FORTE SOFTWARE INC             COM              349546101      918    33400 SH      SHARED      01         33400
D FORTE SOFTWARE INC             COM              349546101     1259    45800 SH      SHARED      02         45800
D FORTE SOFTWARE INC             COM              349546101     9872   359000 SH      SHARED      04        359000
D FORTUNE BRANDS INC             COM              349631101      129     4000 SH      SHARED                  4000
D FORTUNE BRANDS INC             COM              349631101    80725  2503117 SH      SHARED      01       2121056            382061
D FORTUNE BRANDS INC             COM              349631101       96     3000 SH      SHR/OTHR    01                   2000     1000
D FORTUNE BRANDS INC             COM              349631101      163     5085 SH      SHARED      02          1345              3740
D FORTUNE BRANDS INC             COM              349631101     5192   161000 SH      SHARED      04        161000
D FORWARD AIR CORP               COM              349853101      295    12500 SH      SHARED      01         12500
D FORWARD AIR CORP               COM              349853101       94     4000 SH      SHARED      02          1000              3000
D FORWARD AIR CORP               COM              349853101     3233   136850 SH      SHARED      03        136850
D FORWARD AIR CORP               COM              349853101       88     3726 SH      SHARED      04          3726
D FOSSIL INC                     COM              349882100     7991   295300 SH      SHARED      01         69175            226125
D FOSSIL INC                     COM              349882100       39     1450 SH      SHARED      04          1450
D FOSTER WHEELER CORP            COM              350244109        1      100 SH      SHARED                   100
D FOSTER WHEELER CORP            COM              350244109     9826   814692 SH      SHARED      01        577192            237500
D FOSTER WHEELER CORP            COM              350244109       24     2000 SH      SHARED      02                            2000
D FOSTER WHEELER CORP            COM              350244109      395    32800 SH      SHARED      04         32800
D FOUNDATION HEALTH SYS INC      COM              350404109      169    18000 SH      SHARED                 18000
D FOUNDATION HEALTH SYS INC      COM              350404109     6610   700485 SH      SHARED      01        349465            351020
D FOUNDATION HEALTH SYS INC      COM              350404109     1564   165800 SH      SHARED      04        165800
D 4 KIDS ENTMT INC               COM              350865101       62     2000 SH      SHARED      01          2000
D FOURTH SHIFT CORP              COM              351128103       73    25000 SH      SHARED      02         25000
D FOX ENTMT GROUP INC            CL A             35138T107    10585   502565 SH      SHARED      01        502175               390
D FOX ENTMT GROUP INC            CL A             35138T107        8      400 SH      SHR/OTHR    01                             400
D FOX ENTMT GROUP INC            CL A             35138T107       94     4500 SH      SHARED      02                            4500
D FOX ENTMT GROUP INC            CL A             35138T107      516    24500 SH      SHARED      04         24500
D FRANCE TELECOM                 SPONSORED ADR    35177Q105      180     2076 SH      SHARED      01          2000                76
D FRANCHISE FIN CORP AMER        COM              351807102      381    16300 SH      SHARED      01         16300
D FRANCHISE FIN CORP AMER        COM              351807102       99     4274 SH      SHARED      02                            4274
D FRANCHISE FIN CORP AMER        COM              351807102      314    13470 SH      SHARED      04         13470
D FRANCHISE MORTGAGE ACCEPTANCE  COM              35181D108      188    26500 SH      SHARED      01         24400              2100
D FRANCHISE MORTGAGE ACCEPTANCE  COM              35181D108        6      900 SH      SHARED      04           900
D FRANKLIN BK NA SOUTHFIELD MICH COM              352456107        1      254 SH      SHARED      01           254
D FRANKLIN CAP CORP              COM              35252P105        1      300 SH      SHARED      01           300
D FRANKLIN COVEY CO              COM              353469109     1211   157600 SH      SHARED      01         96700             60900
D FRANKLIN COVEY CO              COM              353469109        0      100 SH      SHARED      02                             100
D FRANKLIN COVEY CO              COM              353469109       14     1900 SH      SHARED      04          1900
D FRANKLIN ELEC INC              COM              353514102     1069    16200 SH      SHARED      01         16200
D FRANKLIN ELEC INC              COM              353514102       19      300 SH      SHARED      04           300
D FRANKLIN RES INC               COM              354613101       82     2700 SH      SHARED                  2700
D FRANKLIN RES INC               COM              354613101    98787  3232379 SH      SHARED      01       2895465            336914
D FRANKLIN RES INC               COM              354613101      492    16106 SH      SHR/OTHR    01                    600    15506
D FRANKLIN RES INC               COM              354613101      247     8100 SH      SHARED      02                            8100
D FRANKLIN RES INC               COM              354613101     7316   239400 SH      SHARED      04        239400
D FREDS INC                      CL A             356108100       98     8000 SH      SHARED      01          8000
D FREEDOM SECS CORP              COM              35644K103      523    38800 SH      SHARED      01         38800
D FREEDOM SECS CORP              COM              35644K103       16     1200 SH      SHARED      04          1200
D FREEPORT-MCMORAN COPPER & GOLD CL A             35671D105       14     1061 SH      SHARED      01          1061
D FREEPORT-MCMORAN COPPER & GOLD CL A             35671D105        8      624 SH      SHARED      02                             624
D FREEPORT-MCMORAN COPPER & GOLD CL A             35671D105     1613   116300 SH      SHARED      04        116300
D FREEPORT-MCMORAN COPPER & GOLD PFD CV 0.05SH    35671D501      128     7300 SH      SHARED      04          7300
D FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857       70     4500 SH      SHARED                  4500
D FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857    29055  1867079 SH      SHARED      01       1537472            329607
D FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857      149     9625 SH      SHARED      02          1124              8501
D FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857     2088   134200 SH      SHARED      04        134200
D FREEPORT MCMORAN OIL & GAS RTY UNIT BEN INT     356713107        0       24 SH      SHARED      02                              24
D FREMONT GEN CORP               COM              357288109     4021   426194 SH      SHARED      01        241594            184600
D FREMONT GEN CORP               COM              357288109       92     9784 SH      SHR/OTHR    01                   9784
D FREMONT GEN CORP               COM              357288109      143    15200 SH      SHARED      04         15200
D FRESENIUS MED CARE AG          SPONSORED ADR    358029106      296    13279 SH      SHARED      01         10729              2550
D FRESENIUS MED CARE AG          SPONSORED ADR    358029106       16      734 SH      SHR/OTHR    01                             734
D FRESENIUS MED CARE AG          SPONSORED ADR    358029106       99     4454 SH      SHARED      02           837              3617
D FRESHSTART VENTURE CAP CORP    COM              358042109       18     4700 SH      SHARED      01          4700
D FRIEDE GOLDMAN INTERNATIONAL   COM              358430106     1517   149900 SH      SHARED      01         62500             87400
D FRIEDE GOLDMAN INTERNATIONAL   COM              358430106       25     2500 SH      SHARED      02          2500
D FRIEDE GOLDMAN INTERNATIONAL   COM              358430106       12     1200 SH      SHARED      04          1200
D FRIEDMAN BILLINGS RAMSEY GROUP CL A             358433100      467    67400 SH      SHARED      01         64400              3000
D FRIEDMAN BILLINGS RAMSEY GROUP CL A             358433100       35     5150 SH      SHARED      02                            5150
D FRIEDMAN BILLINGS RAMSEY GROUP CL A             358433100       18     2700 SH      SHARED      04          2700
D FRIEDMANS INC                  CL A             358438109       81     9200 SH      SHARED      01          9200
D FRISCHS RESTAURANTS INC        COM              358748101        3      324 SH      SHARED      01           324
D FRITZ COS INC                  COM              358846103     2319   223534 SH      SHARED      01        137616             85918
D FRITZ COS INC                  COM              358846103       29     2843 SH      SHARED      02          2843
D FRITZ COS INC                  COM              358846103       25     2420 SH      SHARED      04          2420
D FRONTIER CORPORATION           COM              35906P105        0     3900 SH      SHARED                  3900
D FRONTIER CORPORATION           COM              35906P105        0   126700 SH      SHARED      04        126700
D FRONTIER AIRLINES INC NEW      COM              359065109     1202   126613 SH      SHARED      01         50813             75800
D FRONTIER AIRLINES INC NEW      COM              359065109       16     1700 SH      SHARED      04          1700
D FRONTIER FINL CORP WASH        COM              35907K105      727    28800 SH      SHARED      01         26000              2800
D FRONTIER FINL CORP WASH        COM              35907K105       32     1300 SH      SHARED      04          1300
D FRONTIER INS GROUP INC NEW     COM              359081106     3867   441986 SH      SHARED      01        187207            254779
D FRONTIER INS GROUP INC NEW     COM              359081106       87    10000 SH      SHARED      02                           10000
D FRONTIER INS GROUP INC NEW     COM              359081106       26     3000 SH      SHARED      04          3000
D FROZEN FOOD EXPRESS INDS INC   COM              359360104        0        1 SH      SHARED      01             1
D FUEL-TECH N V                  COM              359523107        0      100 SH      SHARED      01           100
D FUISZ TECHNOLOGIES LTD         COM              359536109     1547   245107 SH      SHARED      01        245107
D FUISZ TECHNOLOGIES LTD         COM              359536109       29     4594 SH      SHARED      02          4594
D FUJI PHOTO FILM LTD            ADR              359586302       33     1000 SH      SHARED      01                            1000
D FULLER H B CO                  COM              359694106       73     1200 SH      SHARED                  1200
D FULLER H B CO                  COM              359694106     7710   126661 SH      SHARED      01         82550             44111
D FULLER H B CO                  COM              359694106      904    14865 SH      SHARED      04         14865
D FULTON FINL CORP PA            COM              360271100     5908   315126 SH      SHARED      01         88010    12551   214565
D FULTON FINL CORP PA            COM              360271100      861    45927 SH      SHARED      02           453             45474
D FULTON FINL CORP PA            COM              360271100       37     2000 SH      SHARED      04          2000
D FURNITURE BRANDS INTL INC      COM              360921100      104     5300 SH      SHARED                  5300
D FURNITURE BRANDS INTL INC      COM              360921100     6288   319406 SH      SHARED      01        219706             99700
D FURNITURE BRANDS INTL INC      COM              360921100      679    34500 SH      SHARED      04         34500
D FURON CO                       COM              361106107     6144   246418 SH      SHARED      01         80700            165718
D FURON CO                       COM              361106107     3561   142800 SH      SHARED      02          8400            134400
D FURON CO                       COM              361106107       54     2200 SH      SHARED      04          2200
D G & K SVCS INC                 CL A             361268105    11569   285673 SH      SHARED      01         84185            201488
D G & K SVCS INC                 CL A             361268105       68     1700 SH      SHARED      04          1700
D G&L RLTY CORP                  COM              361271109       10     1200 SH      SHARED      01          1200
D GATX CORP                      COM              361448103      155     5000 SH      SHARED                  5000
D GATX CORP                      COM              361448103    10587   340838 SH      SHARED      01        157414            183424
D GATX CORP                      COM              361448103       27      900 SH      SHARED      02           500               400
D GATX CORP                      COM              361448103     1226    39500 SH      SHARED      04         39500
D GATX CORP                      PFD CONV $2.50   361448202      150     1000 SH      SHARED      02                            1000
D GBC BANCORP CALIF              COM              361475106      664    34315 SH      SHARED      01         30490              3825
D GBC BANCORP CALIF              COM              361475106       23     1200 SH      SHARED      04          1200
D GC COS INC                     COM              36155Q109     1864    62166 SH      SHARED      01         41637             20529
D GC COS INC                     COM              36155Q109        2       90 SH      SHARED      02            30                60
D GC COS INC                     COM              36155Q109       15      500 SH      SHARED      04           500
D GRC INTERNATIONAL INC          COM              361922107      544    60900 SH      SHARED      01         60900
D GST TELECOMMUNICATIONS INC     COM              361942105      144    20600 SH      SHARED      01         20600
D GST TELECOMMUNICATIONS INC     COM              361942105      135    19250 SH      SHARED      02         19250
D GST TELECOMMUNICATIONS INC     COM              361942105      193    27460 SH      SHARED      04         27460
D GP STRATEGIES CORP             COM              36225V104        2      200 SH      SHARED      01           200
D GPU INC                        COM              36225X100       94     2900 SH      SHARED                  2900
D GPU INC                        COM              36225X100    54049  1656679 SH      SHARED      01       1493619      400   162660
D GPU INC                        COM              36225X100       13      400 SH      SHR/OTHR    01                    400
D GPU INC                        COM              36225X100       19      600 SH      SHARED      02                             600
D GPU INC                        COM              36225X100     3569   109400 SH      SHARED      04        109400
D GTE CORP                       COM              362320103     2544    33100 SH      SHARED                 33100
D GTE CORP                       COM              362320103  1111070 14452953 SH      SHARED      01      12097146           2355807
D GTE CORP                       COM              362320103    22239   289297 SH      SHR/OTHR    01                 160567   128730
D GTE CORP                       COM              362320103     3449    44873 SH      SHARED      02         10997             33876
D GTE CORP                       COM              362320103   178531  2322363 SH      SHARED      04       2322363
D GT INTERACTIVE SOFTWARE CORP   COM              36236E109     1099   378200 SH      SHARED      01         87500            290700
D GT INTERACTIVE SOFTWARE CORP   COM              36236E109        9     3200 SH      SHARED      04          3200
D GABELLI SER FDS INC            CONV SECS FD     36240B109      213    20000 SH      SHR/OTHR    01                  20000
D GABLES RESIDENTIAL TR          SH BEN INT       362418105     1890    78763 SH      SHARED      01         75663              3100
D GABLES RESIDENTIAL TR          SH BEN INT       362418105      192     8000 SH      SHARED      04          8000
D GADZOOKS INC                   COM              362553109       12     1900 SH      SHARED      01          1900
D GADZOOKS INC                   COM              362553109      738   111435 SH      SHARED      04        111435
D GADZOOX NETWORKS INC           COM              362555104      177     3300 SH      SHARED      01          3300
D GADZOOX NETWORKS INC           COM              362555104      183     3400 SH      SHARED      02          2200              1200
D GADZOOX NETWORKS INC           COM              362555104        5      100 SH      SHARED      04           100
D GAINSCO INC                    COM              363127101        2      482 SH      SHARED      01           482
D GALEY & LORD INC               COM              36352K103        5     2000 SH      SHARED      02                            2000
D GALILEO INTERNATIONAL INC      COM              363547100     8247   204900 SH      SHARED      01        189800             15100
D GALILEO INTERNATIONAL INC      COM              363547100       64     1600 SH      SHARED      04          1600
D GALLAGHER ARTHUR J & CO        COM              363576109     4206    79003 SH      SHARED      01         58103             20900
D GALLAGHER ARTHUR J & CO        COM              363576109      222     4170 SH      SHARED      02          4170
D GALLAGHER ARTHUR J & CO        COM              363576109       85     1600 SH      SHARED      04          1600
D GALLAHER GROUP PLC             SPONSORED ADR    363595109     2002    73674 SH      SHARED      01         66816              6858
D GALLAHER GROUP PLC             SPONSORED ADR    363595109       54     2000 SH      SHR/OTHR    01                   1000     1000
D GALLAHER GROUP PLC             SPONSORED ADR    363595109       59     2200 SH      SHARED      02          1000              1200
D GALLAHER GROUP PLC             SPONSORED ADR    363595109       43     1600 SH      SHARED      04          1600
D GANNETT INC                    COM              364730101       27      400 SH      SHARED                   400
D GANNETT INC                    COM              364730101   290503  4198809 SH      SHARED      01       3555885            642924
D GANNETT INC                    COM              364730101     5483    79250 SH      SHR/OTHR    01                  55850    23400
D GANNETT INC                    COM              364730101      233     3370 SH      SHARED      02                            3370
D GANNETT INC                    COM              364730101    17819   257550 SH      SHARED      04        257550
D GAP INC DEL                    COM              364760108     1040    32500 SH      SHARED                 32500
D GAP INC DEL                    COM              364760108   367955 11498613 SH      SHARED      01      10214443           1284170
D GAP INC DEL                    COM              364760108       24      750 SH      SHR/OTHR    01                             750
D GAP INC DEL                    COM              364760108      615    19220 SH      SHARED      02          5423             13797
D GAP INC DEL                    COM              364760108    16612   519150 SH      SHARED      04        519150
D GARAN INC                      COM              364802108      143     4400 SH      SHARED      01          4400
D GARDEN RIDGE CORP              COM              36541P104       42     5800 SH      SHARED      01          5800
D GARDENBURGER INC               COM              365476100     5037   650000 SH      SHARED      01                          650000
D GARDENBURGER INC               COM              365476100       65     8500 SH      SHARED      01          8500
D GARDNER DENVER INC             COM              365558105      552    36507 SH      SHARED      01         36507
D GARDNER DENVER INC             COM              365558105        4      300 SH      SHARED      02                             300
D GARDNER DENVER INC             COM              365558105       19     1300 SH      SHARED      04          1300
D GARTNER GROUP INC NEW          COM              366651107     5073   317116 SH      SHARED      01        137016            180100
D GARTNER GROUP INC NEW          COM              366651107      139     8705 SH      SHARED      02          8705
D GARTNER GROUP INC NEW          COM              366651107    14198   887382 SH      SHARED      04        887382
D GARTNER GROUP INC NEW          CL B             366651206      158     9500 SH      SHARED                  9500
D GARTNER GROUP INC NEW          CL B             366651206     3459   207339 SH      SHARED      01        165659             41680
D GARTNER GROUP INC NEW          CL B             366651206      857    51402 SH      SHR/OTHR    01                  38493    12909
D GARTNER GROUP INC NEW          CL B             366651206       11      709 SH      SHARED      02                             709
D GARTNER GROUP INC NEW          CL B             366651206      918    55050 SH      SHARED      04         55050
D GASONICS INTL CORP             COM              367278108      140     8500 SH      SHARED      01          8500
D GASONICS INTL CORP             COM              367278108      194    11771 SH      SHARED      04         11771
D GATEWAY INC                    COM              367626108     1280    29100 SH      SHARED                 29100
D GATEWAY INC                    COM              367626108   164637  3741762 SH      SHARED      01       3519562            222200
D GATEWAY INC                    COM              367626108        6      150 SH      SHR/OTHR    01                             150
D GATEWAY INC                    COM              367626108     1255    28540 SH      SHARED      02                           28540
D GATEWAY INC                    COM              367626108    26483   601900 SH      SHARED      04        601900
D GAYLORD ENTMT CO NEW           COM              367905106     5085   172396 SH      SHARED      01         64506            107890
D GAYLORD ENTMT CO NEW           COM              367905106       47     1600 SH      SHARED      04          1600
D GAYLORD CONTAINER CORP         CL A             368145108     1942   272700 SH      SHARED      01        156700            116000
D GAYLORD CONTAINER CORP         CL A             368145108       35     5000 SH      SHARED      04          5000
D GEHL CO                        COM              368483103        7      400 SH      SHARED      01           400
D GELTEX PHARMACEUTICALS INC     COM              368538104      578    52010 SH      SHARED      01         51910               100
D GELTEX PHARMACEUTICALS INC     COM              368538104       13     1200 SH      SHARED      04          1200
D GENCOR INDS INC                COM              368678108        0      800 SH      SHARED      01           800
D GENCORP INC                    COM              368682100     5295   289174 SH      SHARED      01        141196            147978
D GENCORP INC                    COM              368682100        3      164 SH      SHARED      02           164
D GENCORP INC                    COM              368682100      476    26000 SH      SHARED      04         26000
D GENENTECH INC                  COM NEW          368710406       73      500 SH      SHARED                   500
D GENER S A                      SPONSORED ADR    368731105       97     6400 SH      SHARED      01          6400
D GENERAL BINDING CORP           COM              369154109      779    38475 SH      SHARED      01         15400             23075
D GENERAL BINDING CORP           COM              369154109       12      600 SH      SHARED      04           600
D GENERAL CABLE CORP DEL NEW     COM              369300108     1374   114500 SH      SHARED      01        114500
D GENERAL CABLE CORP DEL NEW     COM              369300108       36     3000 SH      SHARED      04          3000
D GENERAL CIGAR HLDGS INC        CL A             36933P100      204    30282 SH      SHARED      01         25381              4901
D GENERAL CIGAR HLDGS INC        CL A             36933P100        4      700 SH      SHARED      04           700
D GENERAL COMMUNICATION INC      CL A             369385109      681   130500 SH      SHARED      01        130500
D GENERAL COMMUNICATION INC      CL A             369385109       17     3400 SH      SHARED      04          3400
D GENERAL DATACOMM INDS INC      COM              369487103      157    56100 SH      SHARED      01         39600             16500
D GENERAL DATACOMM INDS INC      COM              369487103       84    30000 SH      SHARED      02         30000
D GENERAL DYNAMICS CORP          COM              369550108     1111    17800 SH      SHARED                 17800
D GENERAL DYNAMICS CORP          COM              369550108   174985  2802587 SH      SHARED      01       2390967            411620
D GENERAL DYNAMICS CORP          COM              369550108    24168   387084 SH      SHR/OTHR    01                 387084
D GENERAL DYNAMICS CORP          COM              369550108       22      366 SH      SHARED      02                             366
D GENERAL DYNAMICS CORP          COM              369550108    13885   222400 SH      SHARED      04        222400
D GENERAL ELEC CO                COM              369604103      183     1550 SH      SHARED      04          1480                70
D GENERAL ELEC CO                COM              369604103       59      500 SH      SHR/OTHR    04                    500
D GENERAL ELEC CO                COM              369604103    10255    86501 SH      SHARED                 86501
D GENERAL ELEC CO                COM              369604103  5883848 49626766 SH      SHARED      01      41203192     1500  8422074
D GENERAL ELEC CO                COM              369604103   248565  2096499 SH      SHR/OTHR    01                1694487   402012
D GENERAL ELEC CO                COM              369604103    25679   216594 SH      SHARED      02         52625            163969
D GENERAL ELEC CO                COM              369604103  1444538 12183820 SH      SHARED      04      12183470               350
D GENERAL EMPLOYMENT ENTERPRISES COM              369730106       25     5720 SH      SHARED      01          5720
D GENERAL GROWTH PPTYS INC       COM              370021107    14581   462900 SH      SHARED      01        181700            281200
D GENERAL GROWTH PPTYS INC       COM              370021107       11      375 SH      SHARED      02                             375
D GENERAL GROWTH PPTYS INC       COM              370021107       56     1800 SH      SHARED      04          1800
D GENERAL HOUSEWARES CORP        COM              370073108        8      300 SH      SHARED      01           300
D GENERAL INSTR CORP DEL         COM              370120107      739    15400 SH      SHARED                 15400
D GENERAL INSTR CORP DEL         COM              370120107   113963  2374245 SH      SHARED      01       2071845            302400
D GENERAL INSTR CORP DEL         COM              370120107      364     7600 SH      SHARED      02          3700              3900
D GENERAL INSTR CORP DEL         COM              370120107    68419  1425400 SH      SHARED      04       1425400
D GENERAL MAGIC INC              COM              370253106        4     2300 SH      SHARED      01          2300
D GENERAL MAGIC INC              COM              370253106       15     8000 SH      SHARED      02          8000
D GENERAL MLS INC                COM              370334104      632     7800 SH      SHARED                  7800
D GENERAL MLS INC                COM              370334104   185164  2282458 SH      SHARED      01       1927201            355257
D GENERAL MLS INC                COM              370334104     4692    57842 SH      SHR/OTHR    01                  42217    15625
D GENERAL MLS INC                COM              370334104      408     5038 SH      SHARED      02          1525              3513
D GENERAL MLS INC                COM              370334104    73296   903500 SH      SHARED      04        903500
D GENERAL MTRS CORP              COM              370442105   613314  9744894 SH      SHARED      01       8204800           1540094
D GENERAL MTRS CORP              COM              370442105     3094    49163 SH      SHR/OTHR    01                  34090    15073
D GENERAL MTRS CORP              COM              370442105      693    11011 SH      SHARED      02          2226              8785
D GENERAL MTRS CORP              COM              370442105    46862   744600 SH      SHARED      04        744600
D GENERAL MTRS CORP              CL H NEW         370442832    35040   612064 SH      SHARED      01        289420            322644
D GENERAL MTRS CORP              CL H NEW         370442832      115     2010 SH      SHR/OTHR    01                   2010
D GENERAL MTRS CORP              CL H NEW         370442832       24      420 SH      SHARED      02            10               410
D GENERAL MTRS CORP              CL H NEW         370442832     1545    26988 SH      SHARED      04         26988
D GENERAL SEMICONDUCTOR INC      COM              370787103     2538   246192 SH      SHARED      01        111492            134700
D GENERAL SEMICONDUCTOR INC      COM              370787103       28     2800 SH      SHARED      04          2800
D GENERAL SURGICAL INNOVATIONS   COM              371013103       13     2000 SH      SHARED      02          2000
D GENESCO INC                    SUB NT CV 144A05 371532AK8     2556  3000000 PRN     SHARED      04       3000000
D GENESCO INC                    SUB NT CV 5.5%05 371532AL6    16558 19435000 PRN     SHARED      04      19435000
D GENESCO INC                    COM              371532102      842    67400 SH      SHARED      01         60700              6700
D GENESCO INC                    COM              371532102       31     2500 SH      SHARED      02                            2500
D GENESCO INC                    COM              371532102       28     2300 SH      SHARED      04          2300
D GENTEX CORP                    COM              371901109    12478   604100 SH      SHARED      01        161000            443100
D GENTEX CORP                    COM              371901109       41     2000 SH      SHR/OTHR    01                            2000
D GENTEX CORP                    COM              371901109      974    47196 SH      SHARED      04         47196
D GENESIS HEALTH VENTURES INC    COM              371912106        6     2700 SH      SHARED      01          2700
D GENESIS HEALTH VENTURES INC    COM              371912106        1      450 SH      SHR/OTHR    01                             450
D GENESIS HEALTH VENTURES INC    COM              371912106       29    12350 SH      SHARED      02          9000              3350
D GENESIS HEALTH VENTURES INC    COM              371912106       42    18000 SH      SHARED      04         18000
D GENESYS TELECOMMUNICATION LABS COM              371931106     1507    33000 SH      SHARED      01         33000
D GENESYS TELECOMMUNICATION LABS COM              371931106       45     1000 SH      SHARED      04          1000
D GENESIS MICROCHIP INC          COM              371933102      113     6400 SH      SHARED      01          6400
D GENEVA STL CO                  WT EXP  031600   372252122        0   123900 SH      SHARED      04        123900
D GENLYTE GROUP INC              COM              372302109      591    24900 SH      SHARED      01         24900
D GENLYTE GROUP INC              COM              372302109       30     1300 SH      SHARED      04          1300
D GENRAD INC                     COM              372447102     1380    72200 SH      SHARED      01         72200
D GENRAD INC                     COM              372447102       45     2400 SH      SHARED      04          2400
D GENTNER COMMUNICATIONS CORP    COM              37245J105        9     1200 SH      SHARED      01          1200
D GENSYM CORP                    COM              37245R107      188    52000 SH      SHARED      02         52000
D GENTEK INC                     COM              37245X104      387    34100 SH      SHARED      01         27600              6500
D GENTEK INC                     COM              37245X104       15     1400 SH      SHARED      04          1400
D GEON CO                        COM              37246W105       10      400 SH      SHARED                   400
D GEON CO                        COM              37246W105     3566   138500 SH      SHARED      01         86500             52000
D GEON CO                        COM              37246W105      350    13600 SH      SHARED      04         13600
D GENUINE PARTS CO               COM              372460105       50     1900 SH      SHARED                  1900
D GENUINE PARTS CO               COM              372460105    69931  2632764 SH      SHARED      01       2196886            435878
D GENUINE PARTS CO               COM              372460105      270    10175 SH      SHR/OTHR    01                   9050     1125
D GENUINE PARTS CO               COM              372460105       45     1700 SH      SHARED      02                            1700
D GENUINE PARTS CO               COM              372460105     3538   133200 SH      SHARED      04        133200
D GENZYME CORP                   COM GENL DIV     372917104      401     8900 SH      SHARED                  8900
D GENZYME CORP                   COM GENL DIV     372917104    28951   642475 SH      SHARED      01        323233            319242
D GENZYME CORP                   COM GENL DIV     372917104      283     6300 SH      SHR/OTHR    01                   2500     3800
D GENZYME CORP                   COM GENL DIV     372917104        2       64 SH      SHARED      02            64
D GENZYME CORP                   COM GENL DIV     372917104     4275    94891 SH      SHARED      04         94891
D GENZYME CORP                   COM-TISSUE REP   372917401        3     2014 SH      SHARED      01            66              1948
D GENZYME CORP                   COM-TISSUE REP   372917401        1     1004 SH      SHARED      02          1004
D GENZYME CORP                   COM-MOLECULAR    372917500       38     6718 SH      SHARED      01          4558              2160
D GENZYME CORP                   COM-MOLECULAR    372917500        2      408 SH      SHR/OTHR    01                             408
D GENZYME CORP                   COM-MOLECULAR    372917500        0        6 SH      SHARED      02             6
D GENZYME CORP                   COM-MOLECULAR    372917500        5      960 SH      SHARED      04           960
D GENZYME CORP                   COM SURG PRODS   372917609      648   115354 SH      SHARED      01         57243             58111
D GENZYME CORP                   COM SURG PRODS   372917609        3      679 SH      SHR/OTHR    01                             679
D GENZYME CORP                   COM SURG PRODS   372917609        0       11 SH      SHARED      02            11
D GENZYME CORP                   COM SURG PRODS   372917609       15     2800 SH      SHARED      04          2800
D GEORGIA GULF CORP              COM PAR $0.01    373200203       59     3400 SH      SHARED                  3400
D GEORGIA GULF CORP              COM PAR $0.01    373200203     5245   297618 SH      SHARED      01        141685            155933
D GEORGIA GULF CORP              COM PAR $0.01    373200203      324    18400 SH      SHARED      04         18400
D GEORGIA PAC CORP               COM GA PAC GRP   373298108   102680  2539271 SH      SHARED      01       2161357            377914
D GEORGIA PAC CORP               COM GA PAC GRP   373298108      448    11080 SH      SHR/OTHR    01                   4522     6558
D GEORGIA PAC CORP               COM GA PAC GRP   373298108       42     1048 SH      SHARED      02                            1048
D GEORGIA PAC CORP               COM GA PAC GRP   373298108    58120  1437313 SH      SHARED      04       1437313
D GEORGIA PAC CORP               COM-TIMBER GRP   373298702      203     8900 SH      SHARED                  8900
D GEORGIA PAC CORP               COM-TIMBER GRP   373298702    13791   602928 SH      SHARED      01        301986            300942
D GEORGIA PAC CORP               COM-TIMBER GRP   373298702       81     3555 SH      SHR/OTHR    01                    861     2694
D GEORGIA PAC CORP               COM-TIMBER GRP   373298702      128     5624 SH      SHARED      02          5000               624
D GEORGIA PAC CORP               COM-TIMBER GRP   373298702     1077    47100 SH      SHARED      04         47100
D GERBER SCIENTIFIC INC          COM              373730100     5638   252000 SH      SHARED      01        132800            119200
D GERBER SCIENTIFIC INC          COM              373730100     1645    73550 SH      SHARED      02          6000             67550
D GERBER SCIENTIFIC INC          COM              373730100      729    32600 SH      SHARED      04         32600
D GERON CORP                     COM              374163103        2      200 SH      SHARED      02                             200
D GERON CORP                     COM              374163103        8      780 SH      SHARED      04           780
D GETTY IMAGES INC               SB NT CV 4.75%03 374276AC7      128   125000 PRN     SHARED      04        125000
D GETTY IMAGES INC               COM              374276103     3929   162900 SH      SHARED      01         58000            104900
D GETTY IMAGES INC               COM              374276103     2843   117850 SH      SHARED      02        107600             10250
D GETTY IMAGES INC               COM              374276103     3481   144300 SH      SHARED      03        144300
D GETTY IMAGES INC               COM              374276103       55     2300 SH      SHARED      04          2300
D GETTY PETE MARKETING INC       COM              374292100        1      600 SH      SHARED      01           600
D GETTY RLTY CORP NEW            COM              374297109      251    18630 SH      SHARED      01         18630
D GETTY RLTY CORP NEW            COM              374297109        9      700 SH      SHARED      04           700
D GIANT CEMENT HLDG INC          COM              374450104      655    28581 SH      SHARED      01         24981              3600
D GIANT CEMENT HLDG INC          COM              374450104       20      900 SH      SHARED      04           900
D GIANT GROUP LTD                COM              374503100       15     4300 SH      SHARED      01          4300
D GIANT INDS INC                 COM              374508109       52     4500 SH      SHARED      01          4500
D GIBRALTAR STL CORP             COM              37476F103      448    21300 SH      SHARED      01         20000              1300
D GIBRALTAR STL CORP             COM              37476F103       14      700 SH      SHARED      04           700
D GIBSON GREETINGS INC           COM              374827103       55    10508 SH      SHARED      01          4308              6200
D GIBSON GREETINGS INC           COM              374827103        0      100 SH      SHARED      02           100
D GIGA TRONICS INC               COM              375175106       28    10000 SH      SHARED      02         10000
D GILEAD SCIENCES INC            COM              375558103      930    14500 SH      SHARED                 14500
D GILEAD SCIENCES INC            COM              375558103    24187   376825 SH      SHARED      01        189445            187380
D GILEAD SCIENCES INC            COM              375558103      288     4500 SH      SHR/OTHR    01                            4500
D GILEAD SCIENCES INC            COM              375558103       48      757 SH      SHARED      02           757
D GILEAD SCIENCES INC            COM              375558103     5141    80096 SH      SHARED      04         80096
D GILLETTE CO                    COM              375766102       11      350 SH      SHR/OTHR    04                    350
D GILLETTE CO                    COM              375766102        0        1 SH      SHARED                     1
D GILLETTE CO                    COM              375766102   578860 17056922 SH      SHARED      01      14226384     1250  2829288
D GILLETTE CO                    COM              375766102    16099   474404 SH      SHR/OTHR    01                 205976   268428
D GILLETTE CO                    COM              375766102     6896   203216 SH      SHARED      02         16860            186356
D GILLETTE CO                    COM              375766102    65599  1932987 SH      SHARED      04       1932912                75
D GILMAN & CIOCIA INC            COM              375908100       94     8400 SH      SHARED      01          8400
D GLACIER BANCORP INC NEW        COM              37637Q105      447    26129 SH      SHARED      01         19229              6900
D GLACIER BANCORP INC NEW        COM              37637Q105      828    48365 SH      SHARED      04         48365
D GLACIER WATER SVCS INC         COM              376395109        1      100 SH      SHARED      01           100
D GLAMIS GOLD LTD                COM              376775102        6     2700 SH      SHARED      01          2700
D GLATFELTER P H CO              COM              377316104       70     4300 SH      SHARED                  4300
D GLATFELTER P H CO              COM              377316104     4113   250236 SH      SHARED      01        138700            111536
D GLATFELTER P H CO              COM              377316104      642    39083 SH      SHARED      04         39083
D GLAXO WELLCOME PLC             SPONSORED ADR    37733W105     6758   129976 SH      SHARED      01        116076             13900
D GLAXO WELLCOME PLC             SPONSORED ADR    37733W105      475     9152 SH      SHR/OTHR    01                   3952     5200
D GLAXO WELLCOME PLC             SPONSORED ADR    37733W105      655    12600 SH      SHARED      02          2900              9700
D GLAXO WELLCOME PLC             SPONSORED ADR    37733W105    22760   437700 SH      SHARED      04        437700
D GLEASON CORP                   COM              377339106        3      200 SH      SHARED      01           200
D GLENAYRE TECHNOLOGIES INC      COM              377899109     1457   485837 SH      SHARED      01        219225            266612
D GLENAYRE TECHNOLOGIES INC      COM              377899109       18     6175 SH      SHARED      04          6175
D GLENBOROUGH RLTY TR INC        COM              37803P105     1486    90100 SH      SHARED      01         86600              3500
D GLENBOROUGH RLTY TR INC        COM              37803P105       51     3100 SH      SHARED      04          3100
D GLENBOROUGH RLTY TR INC        PFD CV SER A%    37803P204       71     4350 SH      SHARED      02          4350
D GLENBOROUGH RLTY TR INC        PFD CV SER A%    37803P204     8547   520000 SH      SHARED      04        520000
D GLOBAL PHARMACEUTICAL CORP     COM              378922108        7     1500 SH      SHARED      02                            1500
D GLIATECH INC                   COM              37929C103      607    35500 SH      SHARED      01         33700              1800
D GLIATECH INC                   COM              37929C103       15      900 SH      SHARED      04           900
D GLIMCHER RLTY TR               SH BEN INT       379302102     3608   245700 SH      SHARED      01         88000            157700
D GLIMCHER RLTY TR               SH BEN INT       379302102      107     7300 SH      SHARED      02          6000              1300
D GLIMCHER RLTY TR               SH BEN INT       379302102      111     7600 SH      SHARED      04          7600
D GLOBAL INDL TECHNOLOGIES INC   COM              379335102     2556   208653 SH      SHARED      01        104273            104380
D GLOBAL INDL TECHNOLOGIES INC   COM              379335102        9      809 SH      SHR/OTHR    01                             809
D GLOBAL INDL TECHNOLOGIES INC   COM              379335102      102     8400 SH      SHARED      04          8400
D GLOBAL INDS LTD                COM              379336100     4294   528500 SH      SHARED      01        341700            186800
D GLOBAL INDS LTD                COM              379336100     1118   137700 SH      SHARED      04        137700
D GLOBAL IMAGING SYSTEMS         COM              37934A100       58     3900 SH      SHARED      01           600              3300
D GLOBAL IMAGING SYSTEMS         COM              37934A100       10      700 SH      SHARED      04           700
D GLOBAL PARTNERS INCOME FD INC  COM              37935R102       21     2000 SH      SHR/OTHR    01                   2000
D GLOBAL MARINE INC              COM              379352404      139     8500 SH      SHARED                  8500
D GLOBAL MARINE INC              COM              379352404    19617  1193498 SH      SHARED      01        612483            581015
D GLOBAL MARINE INC              COM              379352404      405    24655 SH      SHARED      02          1705             22950
D GLOBAL MARINE INC              COM              379352404     6303   383500 SH      SHARED      04        383500
D GLOBAL PMT TECHNOLOGIES INC    COM              37936S109        9     1200 SH      SHARED      01          1200
D GLOBAL TELESYSTEMS GROUP       COM              37936U104    17939   909763 SH      SHARED      01        423629            486134
D GLOBAL TELESYSTEMS GROUP       COM              37936U104      391    19844 SH      SHARED      02         12144              7700
D GLOBAL TELESYSTEMS GROUP       COM              37936U104    13454   682300 SH      SHARED      04        682300
D GLOBAL SPORTS INC              COM              37937A107        6      300 SH      SHARED      04           300
D GLOBAL VACATION GROUP INC      COM              37937F106       41     9400 SH      SHARED      01          9400
D GLOBECOMM SYSTEMS INC          COM              37956X103     1880   180200 SH      SHARED      02        180200
D GLOBIX CORP                    COM              37957F101     3253    69600 SH      SHARED      01         27300             42300
D GLOBIX CORP                    COM              37957F101        4      100 SH      SHARED      02           100
D GLOBIX CORP                    COM              37957F101      532    11400 SH      SHARED      04         11400
D GLOBESPAN INC                  COM              379571102       44      700 SH      SHARED      04           700
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T106       10     2300 SH      SHARED      01          2300
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T106       92    20000 SH      SHARED      04         20000
D GOLDEN ST BANCORP INC          COM              381197102     8095   451302 SH      SHARED      01        224629            226673
D GOLDEN ST BANCORP INC          COM              381197102       57     3200 SH      SHARED      02                            3200
D GOLDEN ST BANCORP INC          COM              381197102      125     7000 SH      SHARED      04          7000
D GOLDEN ST BANCORP INC          WT EXP  000000   381197136        3     3200 SH      SHARED      02                            3200
D GOLDEN ST VINTNERS INC         CL B             38121K208        1      300 SH      SHARED      02           300
D GOLDEN WEST FINL CORP DEL      COM              381317106      127     1300 SH      SHARED                  1300
D GOLDEN WEST FINL CORP DEL      COM              381317106    75652   769511 SH      SHARED      01        666711            102800
D GOLDEN WEST FINL CORP DEL      COM              381317106     4138    42100 SH      SHARED      04         42100
D GOLDMAN SACHS GROUP INC        COM              38141G104     6850   112300 SH      SHARED      01         94200             18100
D GOLDMAN SACHS GROUP INC        COM              38141G104       18      300 SH      SHR/OTHR    01                    200      100
D GOLDMAN SACHS GROUP INC        COM              38141G104       61     1000 SH      SHARED      02           500               500
D GOLDMAN SACHS GROUP INC        COM              38141G104     1665    27300 SH      SHARED      04         27300
D GOLF TR AMER INC               COM              38168B103      229    11600 SH      SHARED      01         11600
D GOLF TR AMER INC               COM              38168B103       45     2300 SH      SHARED      04          2300
D GOODRICH B F CO                COM              382388106    35678  1230305 SH      SHARED      01       1094021            136284
D GOODRICH B F CO                COM              382388106       14      500 SH      SHARED      02                             500
D GOODRICH B F CO                COM              382388106    11989   413435 SH      SHARED      04        413435
D GOODYEAR TIRE & RUBR CO        COM              382550101   112413  2335857 SH      SHARED      01       1979887            355970
D GOODYEAR TIRE & RUBR CO        COM              382550101      137     2860 SH      SHR/OTHR    01                            2860
D GOODYEAR TIRE & RUBR CO        COM              382550101       87     1825 SH      SHARED      02                            1825
D GOODYEAR TIRE & RUBR CO        COM              382550101    12560   261000 SH      SHARED      04        261000
D GOODYS FAMILY CLOTHING INC     COM              382588101      496    61528 SH      SHARED      01         61528
D GOODYS FAMILY CLOTHING INC     COM              382588101       13     1700 SH      SHARED      04          1700
D GOTO COM INC                   COM              38348T107      302     5800 SH      SHARED                  5800
D GOTO COM INC                   COM              38348T107      349     6700 SH      SHARED      01          6700
D GO2NET INC                     COM              383486107     3477    53700 SH      SHARED      01         52200              1500
D GO2NET INC                     COM              383486107       25      400 SH      SHARED      02           400
D GO2NET INC                     COM              383486107      116     1800 SH      SHARED      04          1800
D GRACE W R & CO DEL NEW         COM              38388F108       22     1400 SH      SHARED                  1400
D GRACE W R & CO DEL NEW         COM              38388F108    18495  1129477 SH      SHARED      01        956573            172904
D GRACE W R & CO DEL NEW         COM              38388F108        7      450 SH      SHR/OTHR    01                             450
D GRACE W R & CO DEL NEW         COM              38388F108       66     4044 SH      SHARED      02           800              3244
D GRACE W R & CO DEL NEW         COM              38388F108     1908   116543 SH      SHARED      04        116543
D GRACO INC                      COM              384109104    10150   309348 SH      SHARED      01         59961            249387
D GRACO INC                      COM              384109104       42     1300 SH      SHARED      04          1300
D GRAINGER W W INC               COM              384802104    63374  1318595 SH      SHARED      01       1170223     1400   146972
D GRAINGER W W INC               COM              384802104      768    16000 SH      SHR/OTHR    01                  12000     4000
D GRAINGER W W INC               COM              384802104       48     1000 SH      SHARED      02           600               400
D GRAINGER W W INC               COM              384802104    13694   284940 SH      SHARED      04        284940
D GRAND CENT FINL CORP           COM              38527S102      293    25000 SH      SHARED      04         25000
D GRAND PREMIER FINL INC         COM              386174106      485    31567 SH      SHARED      01         31567
D GRAND PREMIER FINL INC         COM              386174106       21     1400 SH      SHARED      04          1400
D GRAND TOYS INTL INC            COM NEW          386492201        0       20 SH      SHARED      02            20
D GRAND UN CO                    COM              386532402      585    42900 SH      SHARED      01         39900              3000
D GRAND UN CO                    COM              386532402       37     2722 SH      SHARED      04          2722
D GRANITE BROADCASTING CORP      COM              387241102      122    11000 SH      SHARED      01         11000
D GRANITE CONSTR INC             COM              387328107       75     2900 SH      SHARED                  2900
D GRANITE CONSTR INC             COM              387328107     2508    96268 SH      SHARED      01         84812             11456
D GRANITE CONSTR INC             COM              387328107      401    15400 SH      SHARED      04         15400
D GRANITE ST BANKSHARES INC      COM              387472103        3      150 SH      SHARED      01           150
D GRAY COMMUNICATIONS SYS INC    COM              389190109      247    14325 SH      SHARED      01         14325
D GRAY COMMUNICATIONS SYS INC    COM              389190109       15      900 SH      SHARED      04           900
D GREAT ATLANTIC & PAC TEA INC   COM              390064103    15692   517693 SH      SHARED      01        490143             27550
D GREAT ATLANTIC & PAC TEA INC   COM              390064103     2160    71290 SH      SHARED      04         71290
D GREAT LAKES CHEM CORP          COM              390568103       49     1300 SH      SHARED                  1300
D GREAT LAKES CHEM CORP          COM              390568103    30754   808012 SH      SHARED      01        684712            123300
D GREAT LAKES CHEM CORP          COM              390568103       70     1855 SH      SHARED      02          1855
D GREAT LAKES CHEM CORP          COM              390568103     2112    55510 SH      SHARED      04         55510
D GREAT LAKES REIT INC           COM              390752103      542    36000 SH      SHARED      01         35900               100
D GREAT LAKES REIT INC           COM              390752103       73     4900 SH      SHARED      04          4900
D GREAT SOUTHN BANCORP INC       COM              390905107      139     6400 SH      SHARED      01           800              5600
D GREAT SOUTHN BANCORP INC       COM              390905107       13      600 SH      SHARED      04           600
D GREAT NORTHN IRON ORE PPTYS    CTFS BEN INT     391064102       11      200 SH      SHARED      01           200
D GREAT NORTHN IRON ORE PPTYS    CTFS BEN INT     391064102      236     4000 SH      SHR/OTHR    01                            4000
D GREAT PLAINS SOFTWARE          COM              39119E105     1611    31300 SH      SHARED      01         31300
D GREAT PLAINS SOFTWARE          COM              39119E105       46      900 SH      SHARED      04           900
D GREATER BAY BANCORP            COM              391648102     1097    32400 SH      SHARED      01         29500              2900
D GREATER BAY BANCORP            COM              391648102       27      800 SH      SHR/OTHR    01                             800
D GREATER BAY BANCORP            COM              391648102       33     1000 SH      SHARED      04          1000
D GREEN MOUNTAIN PWR CORP        COM              393154109        9      900 SH      SHARED      01           900
D GREEN MOUNTAIN PWR CORP        COM              393154109       10     1000 SH      SHARED      02          1000
D GREENBRIAR CORP                COM              393648100        0      100 SH      SHARED      01           100
D GREENBRIER COS INC             COM              393657101       64     5800 SH      SHARED      01          5800
D GREENPOINT FINL CORP           COM              395384100      313    11800 SH      SHARED                 11800
D GREENPOINT FINL CORP           COM              395384100    14227   535624 SH      SHARED      01        275920            259704
D GREENPOINT FINL CORP           COM              395384100       61     2322 SH      SHARED      02                            2322
D GREENPOINT FINL CORP           COM              395384100     1545    58200 SH      SHARED      04         58200
D GREIF BROS CORP                CL A             397624107     2084    73800 SH      SHARED      01         52300             21500
D GREIF BROS CORP                CL A             397624107      169     6000 SH      SHARED      02          2400              3600
D GREIF BROS CORP                CL A             397624107       33     1200 SH      SHARED      04          1200
D GREY ADVERTISING INC           COM              397838103      699     1900 SH      SHARED      01          1600               300
D GREY ADVERTISING INC           COM              397838103       36      100 SH      SHARED      04           100
D GREY WOLF INC                  COM              397888108     1640   546900 SH      SHARED      01        515700             31200
D GREY WOLF INC                  COM              397888108        1      500 SH      SHARED      02           500
D GREY WOLF INC                  COM              397888108       45    15200 SH      SHARED      04         15200
D GRIFFIN LD & NURSERIES INC     CL A             398231100       46     4300 SH      SHARED      01          4300
D GRIFFON CORP                   COM              398433102     3113   389148 SH      SHARED      01        189640            199508
D GRIFFON CORP                   COM              398433102       22     2800 SH      SHARED      04          2800
D GROUP 1 AUTOMOTIVE INC         COM              398905109      726    39700 SH      SHARED      01         36800              2900
D GROUP 1 AUTOMOTIVE INC         COM              398905109       29     1600 SH      SHARED      04          1600
D GROUP MAINTENANCE AMERICA CORP COM              39943E107      693    55500 SH      SHARED      01         52000              3500
D GROUP MAINTENANCE AMERICA CORP COM              39943E107       33     2700 SH      SHARED      04          2700
D GROUPE DANONE                  SPONSORED ADR    399449107      217     4500 SH      SHARED                  4500
D GROUPE DANONE                  SPONSORED ADR    399449107        4      100 SH      SHARED      02                             100
D GROVE PPTY TR                  SH BEN INT       399613108       22     1700 SH      SHARED      01          1700
D GROVE PPTY TR                  SH BEN INT       399613108      112     8560 SH      SHARED      04          8560
D GRUBB & ELLIS CO               COM PAR $0.01    400095204       74    12900 SH      SHARED      01         12900
D GRUPO MEXICANO DE DESARROLLO   SPON ADR L SHS   40048G203        0    10000 SH      SHARED      02         10000
D GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206       99     2500 SH      SHARED                  2500
D GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206    21782   545412 SH      SHARED      01        545412
D GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206     5455   136600 SH      SHARED      04        136600
D GTECH HLDGS CORP               COM              400518106       92     4300 SH      SHARED                  4300
D GTECH HLDGS CORP               COM              400518106     7578   353502 SH      SHARED      01        167202            186300
D GTECH HLDGS CORP               COM              400518106    36927  1722600 SH      SHARED      04       1722600
D GUARANTEE LIFE COS INC         COM              400740106      901    29500 SH      SHARED      01         27600              1900
D GUARANTEE LIFE COS INC         COM              400740106       31     1035 SH      SHARED      04          1035
D GUCCI GROUP N V                COM NY REG       401566104       58      700 SH      SHARED                   700
D GUCCI GROUP N V                COM NY REG       401566104      509     6100 SH      SHARED      01          6100
D GUCCI GROUP N V                COM NY REG       401566104      334     4000 SH      SHARED      04          4000
D GUESS INC                      COM              401617105      198    14800 SH      SHARED      01         12600              2200
D GUESS INC                      COM              401617105       12      900 SH      SHARED      04           900
D GUEST SUPPLY INC               COM              401630108        6      450 SH      SHARED      01           450
D GUIDANT CORP                   COM              401698105      820    15300 SH      SHARED                 15300
D GUIDANT CORP                   COM              401698105   231505  4317115 SH      SHARED      01       3623519            693596
D GUIDANT CORP                   COM              401698105      283     5290 SH      SHR/OTHR    01                   4150     1140
D GUIDANT CORP                   COM              401698105     1026    19150 SH      SHARED      02          4300             14850
D GUIDANT CORP                   COM              401698105    19165   357390 SH      SHARED      04        357390
D GUILFORD MLS INC               COM              401794102     2771   321300 SH      SHARED      01        135655            185645
D GUILFORD MLS INC               COM              401794102       16     1900 SH      SHARED      04          1900
D GUILFORD PHARMACEUTICALS INC   COM              401829106      783    51400 SH      SHARED      01         49700              1700
D GUILFORD PHARMACEUTICALS INC   COM              401829106       22     1500 SH      SHARED      02          1500
D GUILFORD PHARMACEUTICALS INC   COM              401829106      529    34700 SH      SHARED      03         34700
D GUILFORD PHARMACEUTICALS INC   COM              401829106       30     2000 SH      SHARED      04          2000
D GUITAR CTR MGMT INC            COM              402040109      568    60200 SH      SHARED      01         60200
D GUITAR CTR MGMT INC            COM              402040109       17     1900 SH      SHARED      04          1900
D GULF CDA RES LTD               ORD              40218L305       83    20000 SH      SHARED      02         20000
D GULF INDONESIA RES LTD         COM              402284103       10     1000 SH      SHARED      02          1000
D GULF ISLAND FABRICATION INC    COM              402307102       26     2000 SH      SHARED      02          2000
D GULFMARK OFFSHORE INC          COM              402629109       28     1600 SH      SHARED      01          1600
D GUM TECH INTL INC              COM              402803100       87     6800 SH      SHARED      01          6800
D GYMBOREE CORP                  COM              403777105     2683   390361 SH      SHARED      01        166661            223700
D GYMBOREE CORP                  COM              403777105        6     1000 SH      SHARED      02          1000
D GYMBOREE CORP                  COM              403777105       14     2100 SH      SHARED      04          2100
D GYRODYNE CO AMER INC           COM              403820103       12      600 SH      SHARED      01           600
D HMT TECHNOLOGY CORP            SB NT CV 5.75%04 403917AD9    17393 46383000 PRN     SHARED      04      46383000
D HMT TECHNOLOGY CORP            COM              403917107       39    11400 SH      SHARED      01         11400
D HMT TECHNOLOGY CORP            COM              403917107       91    26000 SH      SHARED      02         26000
D HMT TECHNOLOGY CORP            COM              403917107        0      144 SH      SHARED      04           144
D H & Q HEALTHCARE FD            SH BEN INT       404052102      180    11072 SH      SHR/OTHR    01                           11072
D H & Q HEALTHCARE FD            SH BEN INT       404052102       16     1000 SH      SHARED      02                            1000
D HCC INS HLDGS INC              COM              404132102     4055   241250 SH      SHARED      01        118750            122500
D HCC INS HLDGS INC              COM              404132102       43     2600 SH      SHR/OTHR    01                            2600
D HCC INS HLDGS INC              COM              404132102       75     4520 SH      SHARED      02          4520
D HCC INS HLDGS INC              COM              404132102      516    30700 SH      SHARED      04         30700
D HCR MANOR CARE INC             COM              404134108       34     2000 SH      SHARED                  2000
D HCR MANOR CARE INC             COM              404134108    23933  1392477 SH      SHARED      01       1212752            179725
D HCR MANOR CARE INC             COM              404134108       61     3580 SH      SHARED      02           750              2830
D HCR MANOR CARE INC             COM              404134108     1815   105600 SH      SHARED      04        105600
D HF FINL CORP                   COM              404172108        3      300 SH      SHARED      01           300
D HIE INC                        COM              40419W100       44    22000 SH      SHARED      01         22000
D HIE INC                        COM              40419W100        0        1 SH      SHARED      02             1
D HNC SOFTWARE INC               SB NT CV 4.75%03 40425PAA5      553   500000 PRN     SHARED      01        500000
D HNC SOFTWARE INC               COM              40425P107    13025   328200 SH      SHARED      01        124100            204100
D HNC SOFTWARE INC               COM              40425P107      609    15350 SH      SHARED      04         15350
D HRPT PPTYS TR                  COM SH BEN INT   40426W101    14371  1277443 SH      SHARED      01        332075            945368
D HRPT PPTYS TR                  COM SH BEN INT   40426W101       82     7300 SH      SHR/OTHR    01                   2000     5300
D HRPT PPTYS TR                  COM SH BEN INT   40426W101       22     2000 SH      SHARED      02                            2000
D HRPT PPTYS TR                  COM SH BEN INT   40426W101      435    38700 SH      SHARED      04         38700
D HPSC INC                       COM              404264103       10     1000 SH      SHARED      01          1000
D HSB GROUP INC                  COM              40428N109      105     3000 SH      SHARED                  3000
D HSB GROUP INC                  COM              40428N109     8498   241528 SH      SHARED      01        125694            115834
D HSB GROUP INC                  COM              40428N109      608    17300 SH      SHARED      04         17300
D HSBC HLDGS PLC                 SPON ADR NEW     404280406       29      504 SH      SHR/OTHR    01                    504
D HSBC HLDGS PLC                 SPON ADR NEW     404280406      142     2460 SH      SHARED      02          2460
D HS RES INC                     COM              404297103      923    56426 SH      SHARED      01         56426
D HS RES INC                     COM              404297103       91     5600 SH      SHARED      02          5600
D HS RES INC                     COM              404297103       24     1500 SH      SHARED      04          1500
D HA-LO INDS INC                 COM              404429102      754   120679 SH      SHARED      01        120679
D HA-LO INDS INC                 COM              404429102       26     4300 SH      SHARED      04          4300
D HADCO CORP                     COM              404681108     5869   135700 SH      SHARED      01         65900             69800
D HADCO CORP                     COM              404681108      886    20500 SH      SHARED      04         20500
D HAEMONETICS CORP               COM              405024100     4474   227300 SH      SHARED      01         99900            127400
D HAEMONETICS CORP               COM              405024100        2      142 SH      SHARED      02           142
D HAEMONETICS CORP               COM              405024100       49     2500 SH      SHARED      04          2500
D HAGGAR CORP                    COM              405173105        8      700 SH      SHARED      01           700
D HAIN FOOD GROUP INC            COM              405219106      834    33700 SH      SHARED      01         33700
D HAIN FOOD GROUP INC            COM              405219106       29     1200 SH      SHARED      04          1200
D HALLIBURTON CO                 COM              406216101     2107    51400 SH      SHARED                 51400
D HALLIBURTON CO                 COM              406216101   270614  6600344 SH      SHARED      01       5594412           1005932
D HALLIBURTON CO                 COM              406216101     1846    45048 SH      SHR/OTHR    01                  40420     4628
D HALLIBURTON CO                 COM              406216101     1029    25104 SH      SHARED      02          7681             17423
D HALLIBURTON CO                 COM              406216101    37699   919504 SH      SHARED      04        919329               175
D HALTER MARINE GROUP INC        COM              40642Y105      798   146809 SH      SHARED      01        128465             18344
D HALTER MARINE GROUP INC        COM              40642Y105       15     2800 SH      SHARED      02          2800
D HALTER MARINE GROUP INC        COM              40642Y105       14     2700 SH      SHARED      04          2700
D HAMBRECHT & QUIST GROUP INC    COM              406545103      121     2500 SH      SHARED                  2500
D HAMBRECHT & QUIST GROUP INC    COM              406545103     3558    73000 SH      SHARED      01         73000
D HAMBRECHT & QUIST GROUP INC    COM              406545103       48     1000 SH      SHR/OTHR    01                   1000
D HAMBRECHT & QUIST GROUP INC    COM              406545103    14854   304700 SH      SHARED      04        304700
D HAMILTON BANCORP INC FLA       COM              407013101      342    16100 SH      SHARED      01         16100
D HAMILTON BANCORP INC FLA       COM              407013101       17      800 SH      SHARED      04           800
D JOHN HANCOCK BK &THRIFT OPP FD SH BEN INT       409735107      314    37030 SH      SHARED      02                           37030
D HANCOCK FABRICS INC            COM              409900107       16     3800 SH      SHARED      01          3800
D HANCOCK HLDG CO                COM              410120109     1331    33285 SH      SHARED      01         33285
D HANCOCK HLDG CO                COM              410120109       15      389 SH      SHARED      02                             389
D HANCOCK HLDG CO                COM              410120109       40     1000 SH      SHARED      04          1000
D HANCOCK JOHN INVS TR           COM              410142103       27     1600 SH      SHARED      02                            1600
D HANDLEMAN CO DEL               COM              410252100     3627   273795 SH      SHARED      01        133495            140300
D HANDLEMAN CO DEL               COM              410252100       35     2700 SH      SHARED      04          2700
D HANGER ORTHOPEDIC GROUP INC    COM NEW          41043F208      755    52100 SH      SHARED      01         52100
D HANGER ORTHOPEDIC GROUP INC    COM NEW          41043F208      275    19000 SH      SHARED      02         18000              1000
D HANGER ORTHOPEDIC GROUP INC    COM NEW          41043F208       24     1700 SH      SHARED      04          1700
D HANNA M A CO                   COM              410522106       58     5100 SH      SHARED                  5100
D HANNA M A CO                   COM              410522106     4411   387841 SH      SHARED      01        201146            186695
D HANNA M A CO                   COM              410522106        2      225 SH      SHARED      02           225
D HANNA M A CO                   COM              410522106      622    54700 SH      SHARED      04         54700
D HANNAFORD BROS CO              COM              410550107      309     4400 SH      SHARED                  4400
D HANNAFORD BROS CO              COM              410550107    31701   450068 SH      SHARED      01        335368            114700
D HANNAFORD BROS CO              COM              410550107       35      500 SH      SHR/OTHR    01                             500
D HANNAFORD BROS CO              COM              410550107      140     2000 SH      SHARED      02                            2000
D HANNAFORD BROS CO              COM              410550107     6142    87200 SH      SHARED      04         87200
D HANOVER COMPRESSOR CO          COM              410768105     2589    81400 SH      SHARED      01         71600              9800
D HANOVER COMPRESSOR CO          COM              410768105       85     2700 SH      SHARED      04          2700
D HANOVER DIRECT INC             COM              410783104      697   272200 SH      SHARED      01        254400             17800
D HANOVER DIRECT INC             COM              410783104       27    10900 SH      SHARED      04         10900
D HANSON PLC                     SPON ADR NEW     411352404       16      439 SH      SHARED      01           437                 2
D HANSON PLC                     SPON ADR NEW     411352404       24      625 SH      SHR/OTHR    01                             625
D HANSON PLC                     SPON ADR NEW     411352404        2       62 SH      SHARED      02                              62
D HARBINGER CORP                 COM              41145C103     1905   112940 SH      SHARED      01        112940
D HARBINGER CORP                 COM              41145C103        7      450 SH      SHARED      02           150               300
D HARBINGER CORP                 COM              41145C103       94     5629 SH      SHARED      04          5629
D HARCOURT GEN INC               COM              41163G101       66     1600 SH      SHARED                  1600
D HARCOURT GEN INC               COM              41163G101    34001   816843 SH      SHARED      01        693529            123314
D HARCOURT GEN INC               COM              41163G101      127     3061 SH      SHR/OTHR    01                   1500     1561
D HARCOURT GEN INC               COM              41163G101       95     2300 SH      SHARED      02           800              1500
D HARCOURT GEN INC               COM              41163G101     2722    65400 SH      SHARED      04         65400
D HARBOR FLA BANCSHARES INC      COM              411901101      208    17110 SH      SHARED      01         13110              4000
D HARBOR FLA BANCSHARES INC      COM              411901101       18     1500 SH      SHARED      04          1500
D HARKEN ENERGY CORP             COM              412552101     1139  1013200 SH      SHARED      01        175500            837700
D HARKEN ENERGY CORP             COM              412552101       13    12400 SH      SHARED      04         12400
D HARLAND JOHN H CO              COM              412693103     6272   322684 SH      SHARED      01        129584            193100
D HARLAND JOHN H CO              COM              412693103       58     3000 SH      SHARED      04          3000
D HARLEY DAVIDSON INC            COM              412822108      265     5300 SH      SHARED                  5300
D HARLEY DAVIDSON INC            COM              412822108    56510  1128801 SH      SHARED      01        556273            572528
D HARLEY DAVIDSON INC            COM              412822108      110     2200 SH      SHR/OTHR    01                   1800      400
D HARLEY DAVIDSON INC            COM              412822108      249     4979 SH      SHARED      02          4777               202
D HARLEY DAVIDSON INC            COM              412822108     5146   102800 SH      SHARED      04        102800
D HARLEYSVILLE GROUP INC         COM              412824104      518    36900 SH      SHARED      01         34700              2200
D HARLEYSVILLE GROUP INC         COM              412824104       88     6260 SH      SHARED      02          6260
D HARLEYSVILLE GROUP INC         COM              412824104       24     1710 SH      SHARED      04          1710
D HARLEYSVILLE NATL CORP PA      COM              412850109     1050    30449 SH      SHARED      01         30449
D HARLEYSVILLE NATL CORP PA      COM              412850109       28      840 SH      SHARED      04           840
D HARMAN INTL INDS INC           COM              413086109     3449    82000 SH      SHARED      01         77145              4855
D HARMAN INTL INDS INC           COM              413086109      447    10637 SH      SHARED      02         10000               637
D HARMAN INTL INDS INC           COM              413086109       63     1500 SH      SHARED      04          1500
D HARMON INDS INC NEW            COM              413136102      344    27400 SH      SHARED      01         27400
D HARMON INDS INC NEW            COM              413136102       13     1100 SH      SHARED      04          1100
D HARMONIC INC                   COM              413160102    18444   141000 SH      SHARED      01         62500             78500
D HARMONIC INC                   COM              413160102      104      800 SH      SHARED      04           800
D HARNISCHFEGER INDS INC         COM              413345109      330   330102 SH      SHARED      01        114976            215126
D HARNISCHFEGER INDS INC         COM              413345109        0       81 SH      SHARED      02                              81
D HARNISCHFEGER INDS INC         COM              413345109        4     4300 SH      SHARED      04          4300
D HAROLDS STORES INC             COM              413353103        3      559 SH      SHARED      01           559
D HARRAHS ENTMT INC              COM              413619107    45822  1651275 SH      SHARED      01       1378444            272831
D HARRAHS ENTMT INC              COM              413619107       59     2150 SH      SHARED      02                            2150
D HARRAHS ENTMT INC              COM              413619107     2589    93300 SH      SHARED      04         93300
D HARRIS & HARRIS GROUP INC      COM              413833104        5     2000 SH      SHARED      02          2000
D HARRIS CORP DEL                COM              413875105       49     1800 SH      SHARED                  1800
D HARRIS CORP DEL                COM              413875105    33400  1209071 SH      SHARED      01       1002971            206100
D HARRIS CORP DEL                COM              413875105       16      600 SH      SHR/OTHR    01                             600
D HARRIS CORP DEL                COM              413875105     1591    57600 SH      SHARED      04         57600
D HARRIS FINL INC                COM              414541102      610    55800 SH      SHARED      01         53000              2800
D HARRIS FINL INC                COM              414541102        9      900 SH      SHARED      04           900
D HARRODSBURG 1ST FINL BANCORP   COM              415781103      103     7800 SH      SHARED      01          7800
D HARRYS FMRS MKT INC            CL A             415863109        1     1550 SH      SHARED      02                            1550
D HARSCO CORP                    COM              415864107      127     4600 SH      SHARED                  4600
D HARSCO CORP                    COM              415864107     9681   350453 SH      SHARED      01        187411            163042
D HARSCO CORP                    COM              415864107     1165    42200 SH      SHARED      04         42200
D HARTE-HANKS INC                COM              416196103      186     7400 SH      SHARED                  7400
D HARTE-HANKS INC                COM              416196103     6206   246400 SH      SHARED      01        152000             94400
D HARTE-HANKS INC                COM              416196103      924    36700 SH      SHARED      04         36700
D HARTFORD FINL SVCS GROUP INC   COM              416515104   136734  3345182 SH      SHARED      01       2839222            505960
D HARTFORD FINL SVCS GROUP INC   COM              416515104     2145    52494 SH      SHR/OTHR    01                  43000     9494
D HARTFORD FINL SVCS GROUP INC   COM              416515104     1181    28900 SH      SHARED      02          6638             22262
D HARTFORD FINL SVCS GROUP INC   COM              416515104     9834   240600 SH      SHARED      04        240600
D HARTFORD LIFE INC              CL A             416592103    11913   241900 SH      SHARED      01         94300            147600
D HARTFORD LIFE INC              CL A             416592103       34      700 SH      SHARED      04           700
D HARTMARX CORP                  COM              417119104       56    14100 SH      SHARED      01         14100
D HARVARD INDS INC               COM NEW          417434503      473    50870 SH      SHARED      04         50870
D HASBRO INC                     COM              418056107       93     4350 SH      SHARED                  4350
D HASBRO INC                     COM              418056107    65051  3025666 SH      SHARED      01       2600542            425124
D HASBRO INC                     COM              418056107      406    18900 SH      SHR/OTHR    01                  18900
D HASBRO INC                     COM              418056107     1285    59792 SH      SHARED      02         59792
D HASBRO INC                     COM              418056107     3852   179200 SH      SHARED      04        179200
D HAUPPAUGE DIGITAL INC          COM              419131107      107     4700 SH      SHARED      01          4700
D HAVERTY FURNITURE INC          COM              419596101      980    67600 SH      SHARED      01         62400              5200
D HAVERTY FURNITURE INC          COM              419596101      614    42413 SH      SHARED      04         42413
D HAVERTY FURNITURE INC          CL A             419596200        4      300 SH      SHARED      01           300
D HAWAIIAN ELEC INDUSTRIES       COM              419870100      116     3300 SH      SHARED                  3300
D HAWAIIAN ELEC INDUSTRIES       COM              419870100     8873   252168 SH      SHARED      01        134596            117572
D HAWAIIAN ELEC INDUSTRIES       COM              419870100      693    19700 SH      SHARED      04         19700
D HAWKINS CHEM INC               COM              420200107        6      801 SH      SHARED      01           801
D HAYES LEMMERZ INTL INC         COM              420781106     1183    50900 SH      SHARED      01         46700              4200
D HAYES LEMMERZ INTL INC         COM              420781106       37     1600 SH      SHARED      04          1600
D HEALTHCARE SVCS GRP INC        COM              421906108        4      600 SH      SHARED      01           600
D HEALTHCARE SVCS GRP INC        COM              421906108      948   116250 SH      SHARED      02                          116250
D HEALTH CARE PPTY INVS INC      COM              421915109     7920   301740 SH      SHARED      01        104100            197640
D HEALTH CARE PPTY INVS INC      COM              421915109       23      900 SH      SHR/OTHR    01                             900
D HEALTH CARE PPTY INVS INC      COM              421915109      982    37444 SH      SHARED      02         20890             16554
D HEALTH CARE PPTY INVS INC      COM              421915109       78     3000 SH      SHARED      04          3000
D HEALTHSOUTH CORP               SB DB CV 144A 03 421924AD3      579   750000 PRN     SHARED      01        750000
D HEALTHSOUTH CORP               SB DB CV 3.25%03 421924AF8     5202  6730000 PRN     SHARED      04       6730000
D HEALTHSOUTH CORP               COM              421924101        4      700 SH      SHR/OTHR    04                    700
D HEALTHSOUTH CORP               COM              421924101       55     9100 SH      SHARED                  9100
D HEALTHSOUTH CORP               COM              421924101    36625  5979687 SH      SHARED      01       5020046            959641
D HEALTHSOUTH CORP               COM              421924101     1715   280097 SH      SHARED      02        225561             54536
D HEALTHSOUTH CORP               COM              421924101     2026   330900 SH      SHARED      04        330900
D HEALTH MGMT ASSOC INC NEW      CL A             421933102        5      700 SH      SHR/OTHR    04                    700
D HEALTH MGMT ASSOC INC NEW      CL A             421933102      212    27400 SH      SHARED                 27400
D HEALTH MGMT ASSOC INC NEW      CL A             421933102    13428  1732734 SH      SHARED      01        833499            899235
D HEALTH MGMT ASSOC INC NEW      CL A             421933102      105    13600 SH      SHARED      02         12600              1000
D HEALTH MGMT ASSOC INC NEW      CL A             421933102     3337   430621 SH      SHARED      04        428746              1875
D HEALTH RISK MGMT INC           COM              421935107        0      100 SH      SHARED      01           100
D HEALTHCARE RLTY TR             COM              421946104     2240   119509 SH      SHARED      01        119509
D HEALTHCARE RLTY TR             COM              421946104       18     1000 SH      SHR/OTHR    01                   1000
D HEALTHCARE RLTY TR             COM              421946104       28     1500 SH      SHARED      02          1500
D HEALTHCARE RLTY TR             COM              421946104      508    27100 SH      SHARED      04         27100
D HEALTHPLAN SVCS CORP           COM              421959107        0       18 SH      SHARED      01            18
D HEARTPORT INC                  COM              421969106       17     3900 SH      SHARED      01          3900
D HEARTPORT INC                  COM              421969106        0       25 SH      SHARED      02            25
D HEADWAY CORPORATE RESOURCES    COM              422101105       32     7300 SH      SHARED      01          7300
D HEALTH CARE REIT INC           COM              42217K106     1586    79300 SH      SHARED      01         74200              5100
D HEALTH CARE REIT INC           COM              42217K106      768    38429 SH      SHARED      02         20975             17454
D HEALTH CARE REIT INC           COM              42217K106       56     2800 SH      SHARED      04          2800
D HEALTHCARE RECOVERIES INC      COM              42220K101       20     7600 SH      SHARED      01          7600
D HEALTHCARE RECOVERIES INC      COM              42220K101        7     2750 SH      SHARED      02          2750
D HEALTHEON CORP                 COM              422209106     3962   107100 SH      SHARED      01         56500             50600
D HEALTHEON CORP                 COM              422209106      176     4775 SH      SHARED      02          4375               400
D HEALTHEON CORP                 COM              422209106       25      700 SH      SHARED      04           700
D HEARST-ARGYLE TELEVISION INC   COM              422317107     2284   106273 SH      SHARED      01         29983             76290
D HEARST-ARGYLE TELEVISION INC   COM              422317107       12      600 SH      SHARED      04           600
D HEARTLAND EXPRESS INC          COM              422347104     2161   153001 SH      SHARED      01        114279             38722
D HEARTLAND EXPRESS INC          COM              422347104       25     1782 SH      SHARED      04          1782
D HEARTLAND PARTNERS L P         UT LTD PARTNER   422357103       18     1100 SH      SHARED      01          1100
D HECLA MNG CO                   COM              422704106       43    14711 SH      SHARED      01         14711
D HECLA MNG CO                   COM              422704106       11     3800 SH      SHARED      02           600              3200
D HECTOR COMMUNICATIONS CORP     COM              422730101        6      500 SH      SHARED      01           500
D HEICO CORP NEW                 COM              422806109       95     5127 SH      SHARED      01          2627              2500
D HEICO CORP NEW                 COM              422806109        9      500 SH      SHARED      04           500
D HEICO CORP NEW                 CL A             422806208        3      164 SH      SHARED      01           164
D HEIDRICK & STRUGGLES INTL INC  COM              422819102      154     8100 SH      SHARED      01          8100
D HEIDRICK & STRUGGLES INTL INC  COM              422819102       22     1200 SH      SHARED      04          1200
D HEILIG MEYERS CO               COM              422893107       28     6100 SH      SHARED                  6100
D HEILIG MEYERS CO               COM              422893107     2336   491857 SH      SHARED      01        261791            230066
D HEILIG MEYERS CO               COM              422893107      170    35800 SH      SHARED      04         35800
D HEINZ H J CO                   COM              423074103      821    19100 SH      SHARED                 19100
D HEINZ H J CO                   COM              423074103   234642  5456795 SH      SHARED      01       4634983            821812
D HEINZ H J CO                   COM              423074103     3972    92384 SH      SHR/OTHR    01                  61484    30900
D HEINZ H J CO                   COM              423074103      670    15582 SH      SHARED      02          5857              9725
D HEINZ H J CO                   COM              423074103    32703   760552 SH      SHARED      04        760552
D HELIX TECHNOLOGY CORP          COM              423319102     5532   166400 SH      SHARED      01         74200             92200
D HELIX TECHNOLOGY CORP          COM              423319102      622    18735 SH      SHARED      04         18735
D HELLER FINANCIAL INC           CL A             423328103    10319   458656 SH      SHARED      01        136993            321663
D HELLER FINANCIAL INC           CL A             423328103        6      300 SH      SHARED      02                             300
D HELLER FINANCIAL INC           CL A             423328103       27     1200 SH      SHARED      04          1200
D HELLO DIRECT INC               COM              423402106        4      514 SH      SHARED      02           514
D HELMERICH & PAYNE INC          COM              423452101    21010   830056 SH      SHARED      01        687456            142600
D HELMERICH & PAYNE INC          COM              423452101      227     9000 SH      SHARED      02          3050              5950
D HELMERICH & PAYNE INC          COM              423452101     1012    40000 SH      SHARED      04         40000
D HEMISPHERX BIOPHARMA INC       COM              42366C103       53     7900 SH      SHARED      01          7900
D HEMISPHERX BIOPHARMA INC       COM              42366C103       17     2600 SH      SHARED      04          2600
D HENRY JACK & ASSOC INC         COM              426281101     1536    41600 SH      SHARED      01         41600
D HENRY JACK & ASSOC INC         COM              426281101       44     1200 SH      SHARED      04          1200
D HERBALIFE INTL INC             CL A             426908208     1440    94430 SH      SHARED      01         26932             67498
D HERBALIFE INTL INC             CL A             426908208       19     1300 SH      SHARED      04          1300
D HERITAGE PROPANE PARTNERS L P  UNIT LTD PARTN   426918108       22     1000 SH      SHARED      02                            1000
D HERITAGE COMMERCE CORP         COM              426927109      207    12993 SH      SHARED      02         12993
D HERCULES INC                   SUB DEB CV  8%10 427056AK2       60    18750 PRN     SHARED      01                           18750
D HERCULES INC                   SUB DEB CV  8%10 427056AK2        4     1500 PRN     SHR/OTHR    01                   1500
D HERCULES INC                   COM              427056106    44313  1548064 SH      SHARED      01       1284926            263138
D HERCULES INC                   COM              427056106      257     9000 SH      SHR/OTHR    01                            9000
D HERCULES INC                   COM              427056106       49     1713 SH      SHARED      02                            1713
D HERCULES INC                   COM              427056106    11206   391500 SH      SHARED      04        391500
D HERSHEY FOODS CORP             COM              427866108    81165  1667084 SH      SHARED      01       1477030            190054
D HERSHEY FOODS CORP             COM              427866108       53     1100 SH      SHR/OTHR    01                            1100
D HERSHEY FOODS CORP             COM              427866108      546    11225 SH      SHARED      02          4200              7025
D HERSHEY FOODS CORP             COM              427866108     9182   188600 SH      SHARED      04        188600
D HERTZ CORP                     CL A             428040109       22      500 SH      SHARED                   500
D HERTZ CORP                     CL A             428040109     9926   225600 SH      SHARED      01        114900            110700
D HERTZ CORP                     CL A             428040109       26      600 SH      SHARED      04           600
D HEWLETT PACKARD CO             SBLYON144AZERO17 428236AA1    24120 40000000 PRN     SHARED      04      40000000
D HEWLETT PACKARD CO             COM              428236103     8129    89582 SH      SHARED                 89582
D HEWLETT PACKARD CO             COM              428236103  1323064 14579218 SH      SHARED      01      12547053     1450  2030715
D HEWLETT PACKARD CO             COM              428236103    40336   444479 SH      SHR/OTHR    01                 254874   189605
D HEWLETT PACKARD CO             COM              428236103     5659    62363 SH      SHARED      02         11705             50658
D HEWLETT PACKARD CO             COM              428236103    83503   920150 SH      SHARED      04        920150
D HEXCEL CORP NEW                COM              428291108      117    20217 SH      SHARED      01         16208              4009
D HEXCEL CORP NEW                COM              428291108      123    21300 SH      SHARED      04         21300
D HI / FN INC                    COM              428358105     5027    45600 SH      SHARED      01         25501             20099
D HI / FN INC                    COM              428358105       55      500 SH      SHARED      04           500
D HIBBETT SPORTING GOODS INC     COM              428565105        5      350 SH      SHARED      04           350
D HIBERNIA CORP                  CL A             428656102      197    17000 SH      SHARED                 17000
D HIBERNIA CORP                  CL A             428656102    12957  1114621 SH      SHARED      01        526400            588221
D HIBERNIA CORP                  CL A             428656102       45     3950 SH      SHARED      02           500              3450
D HIBERNIA CORP                  CL A             428656102     2384   205127 SH      SHARED      04        205127
D HICKOK INC                     CL A             428839104        1      200 SH      SHARED      01           200
D HICKORY TECH CORP              COM              429060106      191    13700 SH      SHARED      01         13700
D HIGH PLAINS CORP               COM              429701105        0        1 SH      SHARED      01             1
D HIGH SPEED ACCESS CORP         COM              42979U102      110     4800 SH      SHARED      01          4800
D HIGHLANDS INS GROUP INC        COM              431032101       19     2144 SH      SHARED      01          1600               544
D HIGHLANDS INS GROUP INC        COM              431032101       55     6000 SH      SHARED      02          1000              5000
D HIGHWOODS PPTYS INC            COM              431284108     8481   327800 SH      SHARED      01        129400            198400
D HIGHWOODS PPTYS INC            COM              431284108      108     4200 SH      SHARED      02          2300              1900
D HIGHWOODS PPTYS INC            COM              431284108      695    26860 SH      SHARED      04         26860
D HILB ROGAL & HAMILTON CO       COM              431294107     1150    45900 SH      SHARED      01         45900
D HILB ROGAL & HAMILTON CO       COM              431294107       25     1000 SH      SHARED      02          1000
D HILB ROGAL & HAMILTON CO       COM              431294107       25     1000 SH      SHARED      04          1000
D HILLENBRAND INDS INC           COM              431573104      179     6800 SH      SHARED                  6800
D HILLENBRAND INDS INC           COM              431573104     8637   327503 SH      SHARED      01        146185            181318
D HILLENBRAND INDS INC           COM              431573104       52     2000 SH      SHARED      02                            2000
D HILLENBRAND INDS INC           COM              431573104      923    35000 SH      SHARED      04         35000
D HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3      380   470000 PRN     SHARED      01        340000            130000
D HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3      316   391000 PRN     SHR/OTHR    01                  25000   366000
D HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3       20    25000 PRN     SHARED      02                           25000
D HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3     8100 10000000 PRN     SHARED      04      10000000
D HILTON HOTELS CORP             COM              432848109       79     8000 SH      SHARED                  8000
D HILTON HOTELS CORP             COM              432848109    33722  3414937 SH      SHARED      01       3030664            384273
D HILTON HOTELS CORP             COM              432848109     1965   199044 SH      SHR/OTHR    01                 199044
D HILTON HOTELS CORP             COM              432848109       52     5305 SH      SHARED      02          1005              4300
D HILTON HOTELS CORP             COM              432848109     1896   192000 SH      SHARED      04        192000
D HINES HORTICULTURE INC         COM              433245107      233    23900 SH      SHARED      01         23900
D HINES HORTICULTURE INC         COM              433245107       20     2100 SH      SHARED      02          2100
D HINES HORTICULTURE INC         COM              433245107       27     2831 SH      SHARED      04          2831
D HIRSCH INTL CORP               CL A             433550100       11     8400 SH      SHARED      01          8400
D HISPANIC BROADCASTING CORP     CL A             43357B104      388     5100 SH      SHARED                  5100
D HISPANIC BROADCASTING CORP     CL A             43357B104    29110   382400 SH      SHARED      01        163000            219400
D HISPANIC BROADCASTING CORP     CL A             43357B104     2597    34120 SH      SHARED      02         10770             23350
D HISPANIC BROADCASTING CORP     CL A             43357B104     4270    56103 SH      SHARED      04         56103
D HITACHI LIMITED                ADR 10 COM       433578507      218     2000 SH      SHARED                  2000
D HITACHI LIMITED                ADR 10 COM       433578507      218     2000 SH      SHARED      01          2000
D HITACHI LIMITED                ADR 10 COM       433578507        7       65 SH      SHARED      02            65
D HOECHST A G                    SPONSORED ADR    434390308       65     1500 SH      SHARED                  1500
D HOECHST A G                    SPONSORED ADR    434390308       34      800 SH      SHARED      01                             800
D HOENIG GROUP INC               COM              434396107      224    19700 SH      SHARED      01         19700
D HOLLINGER INTL INC             CL A             435569108     1797   151400 SH      SHARED      01         91200             60200
D HOLLINGER INTL INC             CL A             435569108     7854   661400 SH      SHARED      04        661400
D HOLLIS-EDEN PHARMACEUTICALS    COM              435902101       26     2000 SH      SHARED      01                            2000
D HOLLYWOOD ENTMT CORP           COM              436141105     5473   364900 SH      SHARED      01        122100            242800
D HOLLYWOOD ENTMT CORP           COM              436141105       49     3300 SH      SHARED      04          3300
D HOLLYWOOD PK INC NEW           COM              436255103     3461   225157 SH      SHARED      01        110728            114429
D HOLLYWOOD PK INC NEW           COM              436255103       32     2100 SH      SHARED      04          2100
D HOLOGIC INC                    COM              436440101       17     4400 SH      SHARED      01          4400
D HOME DEPOT INC                 SB NT CV 3.25%01 437076AE2    31618 10903000 PRN     SHARED      01      10635000            268000
D HOME DEPOT INC                 SB NT CV 3.25%01 437076AE2     1557   536950 PRN     SHR/OTHR    01                 375000   161950
D HOME DEPOT INC                 SB NT CV 3.25%01 437076AE2   122063 42091000 PRN     SHARED      04      42091000
D HOME DEPOT INC                 COM              437076102      168     2460 SH      SHARED      04          2460
D HOME DEPOT INC                 COM              437076102       61      900 SH      SHR/OTHR    04                    900
D HOME DEPOT INC                 COM              437076102     3287    47900 SH      SHARED                 47900
D HOME DEPOT INC                 COM              437076102  1637703 23864529 SH      SHARED      01      18508960           5355569
D HOME DEPOT INC                 COM              437076102    40585   591415 SH      SHR/OTHR    01                  86602   504813
D HOME DEPOT INC                 COM              437076102    11644   169683 SH      SHARED      02         52899            116784
D HOME DEPOT INC                 COM              437076102   115671  1685556 SH      SHARED      04       1685556
D HOME PPTYS N Y INC             COM              437306103     1438    53900 SH      SHARED      01         50800              3100
D HOME PPTYS N Y INC             COM              437306103      141     5300 SH      SHARED      04          5300
D HOMEBASE INC                   COM              43738E108      481   122373 SH      SHARED      01        122373
D HOMEBASE INC                   COM              43738E108        5     1300 SH      SHARED      04          1300
D HOMESTAKE MNG CO               COM              437614100      121    13200 SH      SHARED                 13200
D HOMESTAKE MNG CO               COM              437614100    32828  3573393 SH      SHARED      01       2942185            631208
D HOMESTAKE MNG CO               COM              437614100      128    14000 SH      SHARED      02         12667              1333
D HOMESTAKE MNG CO               COM              437614100    49406  5377900 SH      SHARED      04       5377900
D HOMESTEAD VLG INC              COM              437851108        0      263 SH      SHARED      01           263
D HOMESTORE COM INC              COM              437852106      333     8000 SH      SHARED      01          8000
D HON INDS INC                   COM              438092108      121     6300 SH      SHARED                  6300
D HON INDS INC                   COM              438092108     6928   359945 SH      SHARED      01        112395            247550
D HON INDS INC                   COM              438092108      629    32700 SH      SHARED      04         32700
D HONDA MOTOR LTD                AMERN SHS        438128308      122     1500 SH      SHARED      01          1500
D HONDA MOTOR LTD                AMERN SHS        438128308      490     6000 SH      SHR/OTHR    01                   6000
D HONDA MOTOR LTD                AMERN SHS        438128308      319     3900 SH      SHARED      04          3900
D HONEYWELL INC                  COM              438506107     8714    78285 SH      SHARED                 78285
D HONEYWELL INC                  COM              438506107   218711  1964848 SH      SHARED      01       1657684            307164
D HONEYWELL INC                  COM              438506107     1432    12870 SH      SHR/OTHR    01                   4860     8010
D HONEYWELL INC                  COM              438506107      126     1132 SH      SHARED      02                            1132
D HONEYWELL INC                  COM              438506107    39569   355480 SH      SHARED      04        355480
D HOOPER HOLMES INC              COM              439104100     2003    78200 SH      SHARED      01         78200
D HOOPER HOLMES INC              COM              439104100       46     1800 SH      SHR/OTHR    01                            1800
D HOOPER HOLMES INC              COM              439104100        0        4 SH      SHARED      02             4
D HOOPER HOLMES INC              COM              439104100       69     2700 SH      SHARED      04          2700
D HORACE MANN EDUCATORS CORP NEW COM              440327104      116     4500 SH      SHARED                  4500
D HORACE MANN EDUCATORS CORP NEW COM              440327104     9088   352100 SH      SHARED      01        179700            172400
D HORACE MANN EDUCATORS CORP NEW COM              440327104      215     8350 SH      SHARED      02          8350
D HORACE MANN EDUCATORS CORP NEW COM              440327104     1050    40700 SH      SHARED      04         40700
D HORIZON GROUP PPTYS INC        COM              44041U102        0       55 SH      SHARED      01            55
D HORMEL FOODS CORP              COM              440452100      305     7400 SH      SHARED                  7400
D HORMEL FOODS CORP              COM              440452100    15198   367900 SH      SHARED      01        139200            228700
D HORMEL FOODS CORP              COM              440452100     2457    59485 SH      SHARED      04         59485
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M102     4324   194900 SH      SHARED      01        151500             43400
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M102        8      400 SH      SHARED      02                             400
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M102      292    13170 SH      SHARED      04         13170
D HOST MARRIOTT CORP NEW         COM              44107P104    11175  1176379 SH      SHARED      01        596028            580351
D HOST MARRIOTT CORP NEW         COM              44107P104        4      508 SH      SHR/OTHR    01                             508
D HOST MARRIOTT CORP NEW         COM              44107P104      873    91928 SH      SHARED      02         18830             73098
D HOST MARRIOTT CORP NEW         COM              44107P104      496    52300 SH      SHARED      04         52300
D HOT TOPIC INC                  COM              441339108       11      437 SH      SHARED      04           437
D HOTJOBS COM INC                COM              441474103       50     2000 SH      SHARED      02          2000
D HOUGHTON MIFFLIN CO            COM              441560109      125     3100 SH      SHARED                  3100
D HOUGHTON MIFFLIN CO            COM              441560109     8388   206498 SH      SHARED      01         67986            138512
D HOUGHTON MIFFLIN CO            COM              441560109      174     4300 SH      SHARED      02          4300
D HOUGHTON MIFFLIN CO            COM              441560109      670    16500 SH      SHARED      04         16500
D HOUSEHOLD INTL INC             COM              441815107        8      200 SH      SHR/OTHR    04                    200
D HOUSEHOLD INTL INC             COM              441815107   287951  7176373 SH      SHARED      01       6047798           1128575
D HOUSEHOLD INTL INC             COM              441815107     2199    54805 SH      SHR/OTHR    01                  22725    32080
D HOUSEHOLD INTL INC             COM              441815107      566    14106 SH      SHARED      02          7456              6650
D HOUSEHOLD INTL INC             COM              441815107    36559   911151 SH      SHARED      04        910451               700
D HOUSTON EXPL CO                COM              442120101      648    29900 SH      SHARED      01         28000              1900
D HOUSTON EXPL CO                COM              442120101       59     2750 SH      SHARED      02          2750
D HOUSTON EXPL CO                COM              442120101      364    16800 SH      SHARED      04         16800
D HOVNANIAN ENTERPRISES INC      CL A             442487203       17     2300 SH      SHARED      01          2300
D HOWMET INTERNATIONAL           COM              443208103      154    11000 SH      SHARED      01         11000
D HOWMET INTERNATIONAL           COM              443208103       15     1100 SH      SHARED      04          1100
D HUANENG PWR INTL INC           SPON ADR N       443304100       54     4400 SH      SHARED      01          4400
D HUB GROUP INC                  CL A             443320106      171     8400 SH      SHARED      01          6700              1700
D HUB GROUP INC                  CL A             443320106       81     4000 SH      SHARED      02                            4000
D HUB GROUP INC                  CL A             443320106       21     1050 SH      SHARED      04          1050
D HUBBELL INC                    CL A             443510102       20      600 SH      SHARED      01           600
D HUBBELL INC                    CL B             443510201      213     6700 SH      SHARED                  6700
D HUBBELL INC                    CL B             443510201    12245   384157 SH      SHARED      01        203191            180966
D HUBBELL INC                    CL B             443510201      135     4260 SH      SHR/OTHR    01                   3060     1200
D HUBBELL INC                    CL B             443510201       27      858 SH      SHARED      02                             858
D HUBBELL INC                    CL B             443510201     2199    69000 SH      SHARED      04         69000
D HUDSON RIV BANCORP INC         COM              444128102      601    54400 SH      SHARED      01         41500             12900
D HUDSON RIV BANCORP INC         COM              444128102      272    24600 SH      SHARED      04         24600
D HUDSON TECHNOLOGIES INC        COM              444144109       14     7000 SH      SHARED      02          7000
D HUDSON UNITED BANCORP          COM              444165104    15603   506410 SH      SHARED      01        181039            325371
D HUDSON UNITED BANCORP          COM              444165104       30     1000 SH      SHR/OTHR    01                            1000
D HUDSON UNITED BANCORP          COM              444165104      807    26200 SH      SHARED      04         26200
D HUGHES SUPPLY INC              COM              444482103     3396   156175 SH      SHARED      01        112675             43500
D HUGHES SUPPLY INC              COM              444482103       47     2200 SH      SHARED      04          2200
D HUGOTON RTY TR TEX             UNIT BEN INT     444717102       22     2200 SH      SHARED      01          2200
D HUMANA INC                     COM              444859102       26     3800 SH      SHARED                  3800
D HUMANA INC                     COM              444859102    16089  2340358 SH      SHARED      01       1957657            382701
D HUMANA INC                     COM              444859102       35     5180 SH      SHR/OTHR    01                   2600     2580
D HUMANA INC                     COM              444859102        3      450 SH      SHARED      02                             450
D HUMANA INC                     COM              444859102     1542   224400 SH      SHARED      04        224400
D HUMAN GENOME SCIENCES INC      COM              444903108      376     5100 SH      SHARED                  5100
D HUMAN GENOME SCIENCES INC      COM              444903108    11202   151900 SH      SHARED      01         72900             79000
D HUMAN GENOME SCIENCES INC      COM              444903108      361     4900 SH      SHARED      02          3800              1100
D HUMAN GENOME SCIENCES INC      COM              444903108     1489    20200 SH      SHARED      04         20200
D HUMMINGBIRD COMMUNICATIONS LTD COM              44544R101       55     2500 SH      SHARED      01          2500
D HUNT CORP                      COM              445591100        9     1100 SH      SHARED      01          1100
D HUNT J B TRANS SVCS INC        COM              445658107       51     3700 SH      SHARED                  3700
D HUNT J B TRANS SVCS INC        COM              445658107     2974   214384 SH      SHARED      01        134675             79709
D HUNT J B TRANS SVCS INC        COM              445658107      276    19900 SH      SHARED      04         19900
D HUNTINGTON BANCSHARES INC      COM              446150104      153     5780 SH      SHARED                  5780
D HUNTINGTON BANCSHARES INC      COM              446150104    84396  3177339 SH      SHARED      01       2723157            454182
D HUNTINGTON BANCSHARES INC      COM              446150104     7992   300884 SH      SHARED      04        300884
D HUSSMANN INTL INC              COM              448110106     8468   498150 SH      SHARED      01        195150            303000
D HUSSMANN INTL INC              COM              448110106        7      440 SH      SHR/OTHR    01                             440
D HUSSMANN INTL INC              COM              448110106       20     1200 SH      SHARED      02           400               800
D HUSSMANN INTL INC              COM              448110106       79     4700 SH      SHARED      04          4700
D HUTCHINSON TECHNOLOGY INC      COM              448407106     7157   265100 SH      SHARED      01        108000            157100
D HUTCHINSON TECHNOLOGY INC      COM              448407106       48     1800 SH      SHARED      04          1800
D HVIDE MARINE INC               CLA              448515106        0     1000 SH      SHARED      01          1000
D HYPERION 1999 TERM TR INC      COM              448913103       21     3000 SH      SHARED      02                            3000
D HYPERION 1999 TERM TR INC      COM              448913103     1802   253000 SH      SHARED      04        253000
D HYPERION 2002 TERM TR INC      COM              448915108     1741   212700 SH      SHARED      04        212700
D ICN PHARMACEUTICALS INC NEW    COM              448924100      132     7700 SH      SHARED                  7700
D ICN PHARMACEUTICALS INC NEW    COM              448924100     8813   512801 SH      SHARED      01        206082            306719
D ICN PHARMACEUTICALS INC NEW    COM              448924100        5      300 SH      SHARED      02                             300
D ICN PHARMACEUTICALS INC NEW    COM              448924100     1130    65800 SH      SHARED      04         65800
D IDT CORP                       COM              448947101     6337   302700 SH      SHARED      01         94400            208300
D IDT CORP                       COM              448947101       72     3470 SH      SHARED      02          3470
D IDT CORP                       COM              448947101       38     1836 SH      SHARED      04          1836
D HYPERCOM CORP                  COM              44913M105      127    15900 SH      SHARED      01         10400              5500
D HYPERCOM CORP                  COM              44913M105        8     1100 SH      SHARED      04          1100
D HYPERION TELECOMMUNICATIONS    CL A             44914K306     1186    47800 SH      SHARED      01         47800
D HYPERION TELECOMMUNICATIONS    CL A             44914K306       32     1300 SH      SHARED      04          1300
D HYPERION SOLUTIONS CORP        COM              44914M104     8238   374463 SH      SHARED      01        154128            220335
D HYPERION SOLUTIONS CORP        COM              44914M104      291    13242 SH      SHARED      02         13242
D HYPERION SOLUTIONS CORP        COM              44914M104       61     2800 SH      SHARED      04          2800
D IBP INC                        COM              449223106      227     9200 SH      SHARED                  9200
D IBP INC                        COM              449223106    15286   619200 SH      SHARED      01        336240            282960
D IBP INC                        COM              449223106       83     3395 SH      SHARED      02          3395
D IBP INC                        COM              449223106     3488   141300 SH      SHARED      04        141300
D ICF KAISER INTL INC            COM              449244102        1     4500 SH      SHARED      01          4500
D ICF KAISER INTL INC            COM              449244102        9    29100 SH      SHARED      04         29100
D ICG COMMUNICATIONS INC         COM              449246107     8482   545100 SH      SHARED      01        159100            386000
D ICG COMMUNICATIONS INC         COM              449246107       61     3972 SH      SHARED      02           800              3172
D ICG COMMUNICATIONS INC         COM              449246107      585    37643 SH      SHARED      04         37643
D ICO HLDGS INC                  PFD CV DEP 1/4   449293307      272    20954 SH      SHARED      04         20954
D ICOS CORP                      COM              449295104    10637   360600 SH      SHARED      01        122000            238600
D ICOS CORP                      COM              449295104       32     1100 SH      SHARED      04          1100
D ICU MED INC                    COM              44930G107        3      200 SH      SHARED      01           200
D ICU MED INC                    COM              44930G107      307    20480 SH      SHARED      02         20480
D IDEC PHARMACEUTICALS CORP      COM              449370105     5335    56739 SH      SHARED      01         56739
D IDEC PHARMACEUTICALS CORP      COM              449370105      178     1900 SH      SHARED      04          1900
D IDG BOOKS WORLDWIDE INC        CL A             449384106      133     8400 SH      SHARED      01          6800              1600
D IDG BOOKS WORLDWIDE INC        CL A             449384106        0       20 SH      SHARED      02                              20
D IDG BOOKS WORLDWIDE INC        CL A             449384106        4      300 SH      SHARED      04           300
D IDM ENVIRONMENTAL CORP         COM NEW          449391309        0       60 SH      SHARED      02                              60
D IDX SYS CORP                   COM              449491109     1053    58100 SH      SHARED      01         55300              2800
D IDX SYS CORP                   COM              449491109      584    32238 SH      SHARED      04         32238
D IGEN INC                       COM              449536101     3937   157900 SH      SHARED      01         39900            118000
D IGEN INC                       COM              449536101       22      900 SH      SHARED      04           900
D IHOP CORP                      COM              449623107     1409    69600 SH      SHARED      01         69600
D IHOP CORP                      COM              449623107       48     2400 SH      SHARED      04          2400
D ILX RESORTS INC                COM NEW          449661503       27    14500 SH      SHARED      01         14500
D IMC GLOBAL INC                 COM              449669100      180    12400 SH      SHARED                 12400
D IMC GLOBAL INC                 COM              449669100    10871   746535 SH      SHARED      01        391402            355133
D IMC GLOBAL INC                 COM              449669100       27     1893 SH      SHARED      02           238              1655
D IMC GLOBAL INC                 COM              449669100     8144   559300 SH      SHARED      04        559300
D IMC GLOBAL INC                 WT EXP  122200   449669118        0      276 SH      SHARED      01           276
D IMC GLOBAL INC                 WT EXP  122200   449669118        0      918 SH      SHARED      02            87               831
D IMC GLOBAL INC                 WT EXP  122200   449669118       11    69500 SH      SHARED      04         69500
D IMCO RECYCLING INC             COM              449681105      780    52000 SH      SHARED      01         52000
D IMCO RECYCLING INC             COM              449681105       22     1500 SH      SHARED      04          1500
D IPC COMMUNICATIONS INC         COM NEW          44980K206     1297    21100 SH      SHARED      01         19300              1800
D IPC COMMUNICATIONS INC         COM NEW          44980K206       43      700 SH      SHARED      04           700
D I-LINK CORP                    COM              449927102       79    27800 SH      SHARED      01         11200             16600
D IMS HEALTH INC                 COM              449934108      159     7000 SH      SHARED                  7000
D IMS HEALTH INC                 COM              449934108   120850  5297673 SH      SHARED      01       4488290            809383
D IMS HEALTH INC                 COM              449934108    10831   474818 SH      SHR/OTHR    01                 332490   142328
D IMS HEALTH INC                 COM              449934108      331    14510 SH      SHARED      02           900             13610
D IMS HEALTH INC                 COM              449934108     9910   434451 SH      SHARED      04        434451
D IRI INTL CORP                  COM              45004F107        0      100 SH      SHARED                   100
D IRI INTL CORP                  COM              45004F107      343    73200 SH      SHARED      01         73200
D IRI INTL CORP                  COM              45004F107        4     1000 SH      SHR/OTHR    01                            1000
D IRI INTL CORP                  COM              45004F107        7     1500 SH      SHARED      04          1500
D IRT PPTY CO                    COM              450058102      888    98775 SH      SHARED      01         94075              4700
D IRT PPTY CO                    COM              450058102       27     3000 SH      SHARED      02                            3000
D IRT PPTY CO                    COM              450058102       90    10100 SH      SHARED      04         10100
D ISS GROUP INC                  COM              450306105     1795    65900 SH      SHARED      01         65600               300
D ISS GROUP INC                  COM              450306105        2      102 SH      SHARED      02           102
D ISS GROUP INC                  COM              450306105      111     4100 SH      SHARED      04          4100
D ITC DELTACOM INC               COM              45031T104    12567   457000 SH      SHARED      01        159700            297300
D ITC DELTACOM INC               COM              45031T104      104     3800 SH      SHARED      04          3800
D I-STAT CORP                    COM              450312103        2      200 SH      SHARED      01           200
D I-STAT CORP                    COM              450312103        4      400 SH      SHARED      04           400
D ITI TECHNOLOGIES INC           COM              450564109      381    12700 SH      SHARED      01         12700
D ITI TECHNOLOGIES INC           COM              450564109       27      900 SH      SHARED      04           900
D ITT EDUCATIONAL SERVICES INC   COM              45068B109     1284    65875 SH      SHARED      01         65875
D ITT EDUCATIONAL SERVICES INC   COM              45068B109       46     2400 SH      SHR/OTHR    01                            2400
D ITT EDUCATIONAL SERVICES INC   COM              45068B109       31     1600 SH      SHARED      04          1600
D IXC COMMUNICATIONS INC         COM              450713102     3324    84300 SH      SHARED      01         84300
D IXC COMMUNICATIONS INC         COM              450713102     7260   184100 SH      SHARED      04        184100
D IBIS TECHNOLOGY CORP           COM              450909106     2415    70000 SH      SHARED      04         70000
D ITT INDS INC IND               COM              450911102       15      500 SH      SHARED                   500
D ITT INDS INC IND               COM              450911102    45240  1422106 SH      SHARED      01       1243676            178430
D ITT INDS INC IND               COM              450911102       98     3088 SH      SHR/OTHR    01                   1000     2088
D ITT INDS INC IND               COM              450911102      281     8839 SH      SHARED      02          2519              6320
D ITT INDS INC IND               COM              450911102     4151   130500 SH      SHARED      04        130500
D IDACORP INC                    COM              451107106      117     3900 SH      SHARED                  3900
D IDACORP INC                    COM              451107106     9767   324244 SH      SHARED      01        162821            161423
D IDACORP INC                    COM              451107106      701    23300 SH      SHARED      04         23300
D IDEX CORP                      COM              45167R104     2356    83250 SH      SHARED      01         83250
D IDEX CORP                      COM              45167R104       42     1500 SH      SHR/OTHR    01                            1500
D IDEX CORP                      COM              45167R104       87     3100 SH      SHARED      04          3100
D IDEXX LABS INC                 COM              45168D104     4623   268500 SH      SHARED      01        145400            123100
D IDEXX LABS INC                 COM              45168D104       82     4800 SH      SHARED      04          4800
D IKON OFFICE SOLUTIONS INC      COM              451713101       27     2600 SH      SHARED                  2600
D IKON OFFICE SOLUTIONS INC      COM              451713101    21267  1990060 SH      SHARED      01       1665360            324700
D IKON OFFICE SOLUTIONS INC      COM              451713101     1675   156802 SH      SHARED      04        156802
D IDENTIX INC                    COM              451906101      513    60400 SH      SHARED      01         54500              5900
D IDENTIX INC                    COM              451906101        1      200 SH      SHARED      02                             200
D IDENTIX INC                    COM              451906101       20     2400 SH      SHARED      04          2400
D IL FORNAIO AMER CORP           COM              451926109      790    88501 SH      SHARED      02         88501
D IL FORNAIO AMER CORP           COM              451926109      617    69100 SH      SHARED      03         69100
D ILLINOIS TOOL WKS INC          COM              452308109       67      900 SH      SHARED      03           900
D ILLINOIS TOOL WKS INC          COM              452308109   254859  3418085 SH      SHARED      01       2980805            437280
D ILLINOIS TOOL WKS INC          COM              452308109       29      400 SH      SHR/OTHR    01                             400
D ILLINOIS TOOL WKS INC          COM              452308109      283     3800 SH      SHARED      02           600              3200
D ILLINOIS TOOL WKS INC          COM              452308109    18386   246600 SH      SHARED      04        246600
D ILLINOVA CORP                  COM              452317100      204     7300 SH      SHARED                  7300
D ILLINOVA CORP                  COM              452317100    14600   520290 SH      SHARED      01        263285            257005
D ILLINOVA CORP                  COM              452317100       22      800 SH      SHR/OTHR    01                             800
D ILLINOVA CORP                  COM              452317100        2      100 SH      SHARED      02                             100
D ILLINOVA CORP                  COM              452317100    21885   779900 SH      SHARED      04        779900
D IMAGE ENTMT INC                COM NEW          452439201       64    14000 SH      SHARED      01         14000
D IMALL INC                      COM PAR $0.001   45244X306      214    11500 SH      SHARED      01          8800              2700
D IMALL INC                      COM PAR $0.001   45244X306      253    13560 SH      SHARED      04         13560
D IMATION CORP                   COM              45245A107      130     4200 SH      SHARED                  4200
D IMATION CORP                   COM              45245A107    10065   324680 SH      SHARED      01        179781            144899
D IMATION CORP                   COM              45245A107      125     4054 SH      SHR/OTHR    01                   3814      240
D IMATION CORP                   COM              45245A107       16      540 SH      SHARED      02            30               510
D IMATION CORP                   COM              45245A107     2339    75457 SH      SHARED      04         75457
D IMAX CORP                      COM              45245E109      102     5100 SH      SHARED      01          5100
D IMCLONE SYS INC                COM              45245W109     2367    71200 SH      SHARED      01         69100              2100
D IMCLONE SYS INC                COM              45245W109       76     2300 SH      SHARED      04          2300
D IMMUNE RESPONSE CORP DEL       COM              45252T106        7     1500 SH      SHARED      02                            1500
D IMMUNEX CORP NEW               COM              452528102    18848   434556 SH      SHARED      01        204276            230280
D IMMUNEX CORP NEW               COM              452528102       43     1000 SH      SHR/OTHR    01                   1000
D IMMUNEX CORP NEW               COM              452528102     2885    66530 SH      SHARED      04         66530
D IMPAC COML HLDGS INC           COM              45254R108       18     3200 SH      SHARED      01          3200
D IMPATH INC                     COM              45255G101      585    20100 SH      SHARED      01         20100
D IMPATH INC                     COM              45255G101       26      900 SH      SHARED      04           900
D IMPERIAL BANCORP               COM              452556103     8398   395216 SH      SHARED      01        153515            241701
D IMPERIAL BANCORP               COM              452556103       68     3200 SH      SHARED      04          3200
D IMPERIAL CHEM INDS PLC         ADR NEW          452704505       30      700 SH      SHARED      01           700
D IMPERIAL CHEM INDS PLC         ADR NEW          452704505      435    10083 SH      SHARED      04         10083
D IMPERIAL CREDIT COMM MRTG INVS COM              45272T102     1271   115600 SH      SHARED      01         94000             21600
D IMPERIAL CREDIT COMM MRTG INVS COM              45272T102       34     3100 SH      SHARED      04          3100
D IMPERIAL CR INDS INC           COM              452729106     1959   447988 SH      SHARED      01        147496            300492
D IMPERIAL CR INDS INC           COM              452729106       11     2700 SH      SHARED      04          2700
D IMATRON INC                    COM              452906100        1     1400 SH      SHARED      02           400              1000
D IN FOCUS SYS INC               COM              452919103      812    48500 SH      SHARED      01         48500
D IN FOCUS SYS INC               COM              452919103       33     2000 SH      SHARED      04          2000
D IMPERIAL OIL LTD               COM NEW          453038408      294    14156 SH      SHARED      02          3000             11156
D IMPERIAL OIL LTD               COM NEW          453038408      247    11900 SH      SHARED      04         11900
D IMPERIAL SUGAR CO NEW          COM              453096109      335    54701 SH      SHARED      01         54701
D IMPERIAL SUGAR CO NEW          COM              453096109     1022   166947 SH      SHR/OTHR    01                 166947
D IMPERIAL SUGAR CO NEW          COM              453096109       17     2800 SH      SHARED      04          2800
D IMPERIAL TOBACCO GROUP PLC     SPONSORED ADR    453142101        2       88 SH      SHARED      01                              88
D IMRGLOBAL CORPORATION          COM              45321W106      393    47710 SH      SHARED      01         47710
D IMRGLOBAL CORPORATION          COM              45321W106       16     1953 SH      SHARED      04          1953
D INACOM CORP                    COM              45323G109     1306   142264 SH      SHARED      01        142264
D INACOM CORP                    COM              45323G109      444    48400 SH      SHARED      04         48400
D INCO LTD                       COM              453258402       81     3800 SH      SHARED                  3800
D INCO LTD                       COM              453258402    31794  1487481 SH      SHARED      01       1487481
D INCO LTD                       COM              453258402     4975   232762 SH      SHARED      04        232762
D INCOME OPPORTUNITIES FD 1999   COM              45333P107      455    46400 SH      SHARED      04         46400
D INCYTE PHARMACEUTICALS INC     COM              45337C102     6718   290533 SH      SHARED      01        106133            184400
D INCYTE PHARMACEUTICALS INC     COM              45337C102       76     3300 SH      SHARED      02          1100              2200
D INCYTE PHARMACEUTICALS INC     COM              45337C102     1040    45000 SH      SHARED      03         45000
D INCYTE PHARMACEUTICALS INC     COM              45337C102       50     2200 SH      SHARED      04          2200
D INDEPENDENCE CMNTY BK CORP     COM              453414104     7507   628950 SH      SHARED      01        280950            348000
D INDEPENDENCE CMNTY BK CORP     COM              453414104       14     1200 SH      SHARED      02          1200
D INDEPENDENCE CMNTY BK CORP     COM              453414104       95     8000 SH      SHARED      04          8000
D INDEPENDENCE FED SVGS BK       COM              453432106       29     2300 SH      SHARED      01          2300
D INDEPENDENCE HLDG CO NEW       COM NEW          453440307       23     2000 SH      SHARED      01          2000
D INDEPENDENCE HLDG CO NEW       COM NEW          453440307     1224   104200 SH      SHARED      04        104200
D INDEPENDENT BANK CORP MASS     COM              453836108      282    21600 SH      SHARED      01         21600
D INDEPENDENT BANK CORP MASS     COM              453836108       13     1000 SH      SHARED      02                            1000
D INDEPENDENT BANK CORP MASS     COM              453836108       14     1100 SH      SHARED      04          1100
D INDEPENDENT BANK CORP MICH     COM              453838104        8      544 SH      SHARED      01           544
D INDIA FD INC                   COM              454089103      321    25000 SH      SHARED      04         25000
D INDIANA ENERGY INC             COM              454707100       62     3100 SH      SHARED                  3100
D INDIANA ENERGY INC             COM              454707100     3580   178460 SH      SHARED      01        132050             46410
D INDIANA ENERGY INC             COM              454707100      357    17800 SH      SHARED      04         17800
D INDIGO AVIATION AB             SPONSORED ADR    45567P104       93    10400 SH      SHARED      02         10400
D INDUS INTL INC                 COM              45578L100       43     8250 SH      SHARED      02          8250
D INDUSTRI-MATEMATIK INTL CORP   COM              455792101       10     4200 SH      SHARED      01          4200
D INDUSTRI-MATEMATIK INTL CORP   COM              455792101        7     3000 SH      SHARED      02          3000
D INDUSTRI-MATEMATIK INTL CORP   COM              455792101        0      196 SH      SHARED      04           196
D INDUSTRIAL BANCORP INC         COM              455882100       32     1800 SH      SHARED      01          1800
D INDUSTRIE NATUZZI SPA          ADR              456478106       35     1800 SH      SHARED      01          1800
D INDYMAC MTG HLDGS INC          COM              456607100     8417   561156 SH      SHARED      01        262756            298400
D INDYMAC MTG HLDGS INC          COM              456607100      322    21520 SH      SHARED      02          8400             13120
D INDYMAC MTG HLDGS INC          COM              456607100      133     8900 SH      SHARED      04          8900
D INFERENCE CORP                 CL A             45662K109       40    15100 SH      SHARED      01         15100
D INFINITY BROADCASTING CP NEW   CL A             45662S102      703    24000 SH      SHARED                 24000
D INFINITY BROADCASTING CP NEW   CL A             45662S102     5080   173341 SH      SHARED      01         53250            120091
D INFINITY BROADCASTING CP NEW   CL A             45662S102     2119    72296 SH      SHR/OTHR    01                  47800    24496
D INFINITY BROADCASTING CP NEW   CL A             45662S102     1946    66411 SH      SHARED      02         36150             30261
D INFINITY BROADCASTING CP NEW   CL A             45662S102     1459    49800 SH      SHARED      04         49800
D INET TECHNOLOGIES INC          COM              45662V105      307     7700 SH      SHARED      01          6100              1600
D INET TECHNOLOGIES INC          COM              45662V105       19      500 SH      SHARED      04           500
D INFINIUM SOFTWARE INC          COM              45662Y109        5     1000 SH      SHARED      02          1000
D INFINITY INC                   COM PAR $.0001   45663L403       15     6100 SH      SHARED      01          6100
D INFOCURE CORP                  COM              45665A108     9033   478600 SH      SHARED      01        212800            265800
D INFOCURE CORP                  COM              45665A108        0       34 SH      SHARED      02            34
D INFOCURE CORP                  COM              45665A108       49     2600 SH      SHARED      04          2600
D INFORMATICA CORP               COM              45666Q102     1461    28800 SH      SHARED      01         28800
D INFORMATICA CORP               COM              45666Q102       40      800 SH      SHARED      04           800
D INFORMATION ARCHITECTS CORP    COM              45669R107       44    22100 SH      SHARED      01         22100
D INFORMATION HLDGS INC          COM              456727106        5      300 SH      SHARED      04           300
D INFORMATION RESOURCE ENGR INC  COM PAR $0.01    45675F303       83     4000 SH      SHARED      02          4000
D INFORMIX CORP                  COM              456779107      162    20500 SH      SHARED                 20500
D INFORMIX CORP                  COM              456779107    11065  1394152 SH      SHARED      01        738336            655816
D INFORMIX CORP                  COM              456779107      493    62200 SH      SHARED      02         62000               200
D INFORMIX CORP                  COM              456779107      924   116500 SH      SHARED      04        116500
D INFOSEEK CORP                  COM              45678M107     7724   250196 SH      SHARED      01         78096            172100
D INFOSEEK CORP                  COM              45678M107    15302   495640 SH      SHARED      02        484700             10940
D INFOSEEK CORP                  COM              45678M107      144     4688 SH      SHARED      04          4688
D INFOSPACE COM INC              COM              45678T102     6436   156500 SH      SHARED      01         30100            126400
D INFOSPACE COM INC              COM              45678T102      934    22725 SH      SHARED      02         22725
D INFOSPACE COM INC              COM              45678T102       28      700 SH      SHARED      04           700
D INFOSYS TECHNOLOGIES LTD       SPONSORED ADR    456788108       42      300 SH      SHARED      02           300
D INFOUSA INC NEW                CL B             456818103      509    74150 SH      SHARED      01         71350              2800
D INFOUSA INC NEW                CL B             456818103       15     2300 SH      SHARED      04          2300
D INFOUSA INC NEW                CL A             456818202        5      750 SH      SHARED      01           750
D ING GROEP N V                  SPONSORED ADR    456837103       54     1000 SH      SHARED                  1000
D ING GROEP N V                  SPONSORED ADR    456837103      605    11054 SH      SHARED      01         10745               309
D ING GROEP N V                  SPONSORED ADR    456837103      137     2518 SH      SHARED      02          2000               518
D ING GROEP N V                  SPONSORED ADR    456837103      197     3601 SH      SHARED      04          3601
D INGERSOLL-RAND CO              COM              456866102      961    17500 SH      SHARED                 17500
D INGERSOLL-RAND CO              COM              456866102   133533  2430671 SH      SHARED      01       2049531            381140
D INGERSOLL-RAND CO              COM              456866102     1481    26961 SH      SHR/OTHR    01                   2595    24366
D INGERSOLL-RAND CO              COM              456866102      307     5598 SH      SHARED      02          2447              3151
D INGERSOLL-RAND CO              COM              456866102    11157   203100 SH      SHARED      04        203100
D INFORMATION RES INC            COM              456905108     3492   315729 SH      SHARED      01        162441            153288
D INFORMATION RES INC            COM              456905108       33     3000 SH      SHARED      04          3000
D INFORMATION MGMT ASSOC INC     COM              456923101       53    10500 SH      SHARED      01         10500
D INFORMATION MGMT ASSOC INC     COM              456923101      371    72400 SH      SHARED      02         70400              2000
D INGLES MKTS INC                CL A             457030104     1349   102350 SH      SHARED      01         38761             63589
D INGLES MKTS INC                CL A             457030104       11      900 SH      SHARED      04           900
D INGRAM MICRO INC               SR DB CV ZERO 18 457153AA2    14265 45000000 PRN     SHARED      04      45000000
D INGRAM MICRO INC               CL A             457153104     4472   347402 SH      SHARED      01        155002            192400
D INGRAM MICRO INC               CL A             457153104     3286   255300 SH      SHARED      04        255300
D INHALE THERAPEUTIC SYS INC     COM              457191104     1582    52100 SH      SHARED      01         51100              1000
D INHALE THERAPEUTIC SYS INC     COM              457191104       91     3000 SH      SHARED      02          3000
D INHALE THERAPEUTIC SYS INC     COM              457191104       36     1200 SH      SHARED      04          1200
D INKTOMI CORP                   COM              457277101     2352    19600 SH      SHARED                 19600
D INKTOMI CORP                   COM              457277101     9518    79300 SH      SHARED      01         67200             12100
D INKTOMI CORP                   COM              457277101     1839    15325 SH      SHARED      02          8925              6400
D INKTOMI CORP                   COM              457277101      616     5135 SH      SHARED      04          5135
D INNKEEPERS USA TR              COM              4576J0104      695    83685 SH      SHARED      01         81485              2200
D INNKEEPERS USA TR              COM              4576J0104       10     1300 SH      SHR/OTHR    01                            1300
D INNKEEPERS USA TR              COM              4576J0104       41     4950 SH      SHARED      02          4950
D INNKEEPERS USA TR              COM              4576J0104       89    10710 SH      SHARED      04         10710
D INNODATA CORP                  COM NEW          457642205       60     8600 SH      SHARED      01          8600
D INNOVEX INC                    COM              457647105      141    15700 SH      SHARED      01         15700
D INNOVEX INC                    COM              457647105       11     1300 SH      SHARED      04          1300
D INSIGHT ENTERPRISES INC        COM              45765U103     2108    64875 SH      SHARED      01         64875
D INSIGHT ENTERPRISES INC        COM              45765U103      106     3275 SH      SHARED      04          3275
D INPUT/OUTPUT INC               COM              457652105     2508   378600 SH      SHARED      01        230400            148200
D INPUT/OUTPUT INC               COM              457652105       27     4200 SH      SHARED      04          4200
D INPUT SOFTWARE INC             COM              457654101       62    15700 SH      SHARED      01         15700
D INPRISE CORP                   COM              45766C102       28     6949 SH      SHARED      01          6949
D INSIGNIA SOLUTIONS PLC         SPONSORED ADR    45766J107      183    35000 SH      SHARED      02                           35000
D INNOVASIVE DEVICES INC         COM              45766K104       33     4200 SH      SHARED      02                            4200
D INNOVASIVE DEVICES INC         COM              45766K104        0       24 SH      SHARED      04            24
D INSIGHT HEALTH SVCS CORP       COM              45766Q101       27     4400 SH      SHARED      01          4400
D INSITE VISION INC              COM              457660108        3     1500 SH      SHARED      01          1500
D INSITUFORM TECHNOLOGIES INC    CL A             457667103     1749    69978 SH      SHARED      01         69978
D INSITUFORM TECHNOLOGIES INC    CL A             457667103       47     1900 SH      SHARED      04          1900
D INSIGNIA FINL GROUP INC NEW    COM              45767A105     2511   287062 SH      SHARED      01         99263            187799
D INSIGNIA FINL GROUP INC NEW    COM              45767A105        6      767 SH      SHARED      02           767
D INSIGNIA FINL GROUP INC NEW    COM              45767A105       14     1700 SH      SHARED      04          1700
D INNOVATIVE CLINICAL SOLUTN LTD COM              45767E107        1     2300 SH      SHARED      01          2300
D INSO CORP                      COM              457674109       67     8400 SH      SHARED      01          8400
D INSIGHT COMMUNICATIONS INC     CL A             45768V108      269     9400 SH      SHARED      02          9400
D INSIGHT COMMUNICATIONS INC     CL A             45768V108        2      100 SH      SHARED      04           100
D INSPIRE INS SOLUTIONS INC      COM              457732105      277    40400 SH      SHARED      01         40400
D INSPIRE INS SOLUTIONS INC      COM              457732105       20     3000 SH      SHARED      02          3000
D INSPIRE INS SOLUTIONS INC      COM              457732105        7     1100 SH      SHARED      04          1100
D INSTRON CORP                   COM              457776102        6      300 SH      SHARED      01           300
D INSURANCE AUTO AUCTIONS INC    COM              457875102      264    17800 SH      SHARED      01         17800
D INSWEB CORP                    COM              45809K103      156     7950 SH      SHARED      02          7750               200
D INTEGRAL SYS INC MD            COM              45810H107       74     2600 SH      SHARED      01          2600
D INTEGRAL SYS INC MD            COM              45810H107       28     1000 SH      SHR/OTHR    01                   1000
D INTEGRATED ELECTRICAL SVC      COM              45811E103     1092    69100 SH      SHARED      01         64900              4200
D INTEGRATED ELECTRICAL SVC      COM              45811E103       41     2600 SH      SHARED      04          2600
D INTEGRA INC                    COM              45811M105        1      700 SH      SHARED      01           700
D INTEGRATED DEVICE TECHNOLOGY   COM              458118106      168     9100 SH      SHARED                  9100
D INTEGRATED DEVICE TECHNOLOGY   COM              458118106    13768   744250 SH      SHARED      01        383637            360613
D INTEGRATED DEVICE TECHNOLOGY   COM              458118106       18     1000 SH      SHARED      02          1000
D INTEGRATED DEVICE TECHNOLOGY   COM              458118106     1343    72614 SH      SHARED      04         72614
D INTEGRATED HEALTH SVCS INC     SR SD CV 5.75%01 45812CAE6       96   905000 PRN     SHARED      04        905000
D INTEGRATED HEALTH SVCS INC     COM              45812C106      687   440117 SH      SHARED      01        286791            153326
D INTEGRATED HEALTH SVCS INC     COM              45812C106       29    18661 SH      SHARED      02         16861              1800
D INTEGRATED HEALTH SVCS INC     COM              45812C106       44    28500 SH      SHARED      04         28500
D INTEGRATED SYS INC             COM              45812M104     2386   234300 SH      SHARED      01         76800            157500
D INTEGRATED SYS INC             COM              45812M104        4      400 SH      SHARED      02           400
D INTEGRATED SYS INC             COM              45812M104     3240   318125 SH      SHARED      03        318125
D INTEGRATED SYS INC             COM              45812M104       16     1600 SH      SHARED      04          1600
D INTEGRATED SILICON SOLUTION    COM              45812P107      282    28800 SH      SHARED      04         28800
D INTEGRATED SURGICAL SYS INC    COM              45812Y108       29    11000 SH      SHARED      01         11000
D INTEL CORP                     COM              458140100      152     2050 SH      SHARED      01          1830               220
D INTEL CORP                     COM              458140100       74     1000 SH      SHR/OTHR    01                   1000
D INTEL CORP                     COM              458140100    14646   197100 SH      SHARED                197100
D INTEL CORP                     COM              458140100  3639171 48971520 SH      SHARED      01      41210653           7760867
D INTEL CORP                     COM              458140100    25268   340034 SH      SHR/OTHR    01                 219853   120181
D INTEL CORP                     COM              458140100    24473   329333 SH      SHARED      02        149521            179812
D INTEL CORP                     COM              458140100   543502  7313794 SH      SHARED      04       7313319               475
D INTELECT COMMUNICATIONS INC    COM              458144102        0       35 SH      SHARED      02                              35
D INTELLIGROUP INC               COM              45816A106       73    10000 SH      SHARED      01         10000
D INTER TEL INC                  COM              458372109     5374   302800 SH      SHARED      01         79900            222900
D INTER TEL INC                  COM              458372109       17     1000 SH      SHARED      02          1000
D INTER TEL INC                  COM              458372109       35     2000 SH      SHARED      04          2000
D INTERACTIVE PICTURES CORP      COM              45839N101       10      500 SH      SHARED      02                             500
D INTERCHANGE FINL SVCS S B N J  COM              458447109        4      236 SH      SHARED      01           236
D INTERDIGITAL COMMUNICATIONS CP COM              45866A105     2171   394893 SH      SHARED      01        123800            271093
D INTERDIGITAL COMMUNICATIONS CP COM              45866A105       24     4400 SH      SHARED      04          4400
D INTERFACE INC                  CL A             458665106     2665   520146 SH      SHARED      01        283700            236446
D INTERFACE INC                  CL A             458665106        9     1800 SH      SHARED      02                            1800
D INTERFACE INC                  CL A             458665106       19     3800 SH      SHARED      04          3800
D INTERIM SVCS INC               SUB NT CV 4.5%05 45868PAA8     7910 10000000 PRN     SHARED      04      10000000
D INTERIM SVCS INC               COM              45868P100     9903   604814 SH      SHARED      01        291274            313540
D INTERIM SVCS INC               COM              45868P100      391    23920 SH      SHARED      02          3920             20000
D INTERIM SVCS INC               COM              45868P100       83     5100 SH      SHARED      04          5100
D INTERGRAPH CORP                COM              458683109     2057   365816 SH      SHARED      01        165302            200514
D INTERGRAPH CORP                COM              458683109       44     7900 SH      SHARED      02                            7900
D INTERGRAPH CORP                COM              458683109       25     4500 SH      SHARED      04          4500
D INTERLEAF INC                  COM NEW          458729209      185    10900 SH      SHARED      01         10900
D INTERLIANT INC                 COM              458742103       23     2000 SH      SHARED      02          2000
D INTERLINK ELECTRS              COM              458751104      104    13000 SH      SHARED      01         13000
D INTERMAGNETICS GEN CORP        COM              458771102       14     2431 SH      SHARED      01          2431
D INTERMEDIA COMMUNICATIONS INC  COM              458801107    10597   487250 SH      SHARED      01        178900            308350
D INTERMEDIA COMMUNICATIONS INC  COM              458801107      104     4800 SH      SHARED      02          3000              1800
D INTERMEDIA COMMUNICATIONS INC  COM              458801107      200     9200 SH      SHARED      04          9200
D INTERMET CORP                  COM              45881K104      472    55800 SH      SHARED      01         55800
D INTERMET CORP                  COM              45881K104       17     2100 SH      SHARED      04          2100
D INTERNATIONAL ALUM CORP        COM              458884103        2      100 SH      SHARED      01           100
D INTERNATIONAL BANCSHARES CORP  COM              459044103     1607    35925 SH      SHARED      01         34600              1325
D INTERNATIONAL BANCSHARES CORP  COM              459044103       49     1100 SH      SHARED      04          1100
D INTERNATIONAL BUSINESS MACHS   COM              459200101       27      230 SH      SHARED      04                             230
D INTERNATIONAL BUSINESS MACHS   COM              459200101       60      500 SH      SHR/OTHR    04                    500
D INTERNATIONAL BUSINESS MACHS   COM              459200101        0        1 SH      SHARED                     1
D INTERNATIONAL BUSINESS MACHS   COM              459200101  3296900 27247108 SH      SHARED      01      22837583    92901  4316624
D INTERNATIONAL BUSINESS MACHS   COM              459200101    69314   572851 SH      SHR/OTHR    01                 536241    36610
D INTERNATIONAL BUSINESS MACHS   COM              459200101    13891   114803 SH      SHARED      02         37996             76807
D INTERNATIONAL BUSINESS MACHS   COM              459200101   190427  1573777 SH      SHARED      04       1573402               375
D INTERNATIONAL FIBERCOM INC     COM              45950T101      695   132500 SH      SHARED      01         71900             60600
D INTERNATIONAL FIBERCOM INC     COM              45950T101      147    28000 SH      SHARED      02         28000
D INTERNATIONAL FIBERCOM INC     COM              45950T101       11     2200 SH      SHARED      04          2200
D INTERNATIONAL FLAVORS&FRAGRANC COM              459506101    52948  1534749 SH      SHARED      01       1268499            266250
D INTERNATIONAL FLAVORS&FRAGRANC COM              459506101      821    23819 SH      SHR/OTHR    01                  23819
D INTERNATIONAL FLAVORS&FRAGRANC COM              459506101      102     2967 SH      SHARED      02          1000              1967
D INTERNATIONAL FLAVORS&FRAGRANC COM              459506101     4705   136400 SH      SHARED      04        136400
D INTERNATIONAL HOME FOODS INC   COM              459655106        1      100 SH      SHARED                   100
D INTERNATIONAL HOME FOODS INC   COM              459655106      542    31000 SH      SHARED      01         31000
D INTERNATIONAL HOME FOODS INC   COM              459655106        5      300 SH      SHR/OTHR    01                             300
D INTERNATIONAL HOME FOODS INC   COM              459655106       38     2200 SH      SHARED      04          2200
D INTERNATIONAL INTEGRATION INC  COM              459698106      101     3100 SH      SHARED      01          3100
D INTERNATIONAL INTEGRATION INC  COM              459698106       18      550 SH      SHARED      02           200               350
D INTERNATIONAL INTEGRATION INC  COM              459698106       23      722 SH      SHARED      04           722
D INTERNATIONAL ISOTOPES INC     COM              45972C102        1      200 SH      SHARED      02           200
D INTERNATIONAL GAME TECHNOLOGY  COM              459902102      181    10100 SH      SHARED                 10100
D INTERNATIONAL GAME TECHNOLOGY  COM              459902102    13002   722348 SH      SHARED      01        355370            366978
D INTERNATIONAL GAME TECHNOLOGY  COM              459902102       19     1100 SH      SHARED      02          1100
D INTERNATIONAL GAME TECHNOLOGY  COM              459902102      873    48500 SH      SHARED      04         48500
D INTERNATIONAL MULTIFOODS CORP  COM              460043102      243    10600 SH      SHARED                 10600
D INTERNATIONAL MULTIFOODS CORP  COM              460043102     3945   171539 SH      SHARED      01         75757             95782
D INTERNATIONAL MULTIFOODS CORP  COM              460043102     1103    47966 SH      SHARED      04         47966
D INTERNATIONAL NETWORK SVCS     COM              460053101     8033   147750 SH      SHARED      01        147750
D INTERNATIONAL NETWORK SVCS     COM              460053101     1549    28494 SH      SHARED      02         28494
D INTERNATIONAL NETWORK SVCS     COM              460053101    54494  1002200 SH      SHARED      04       1002200
D INTL PAPER CO                  COM              460146103     1768    36800 SH      SHARED                 36800
D INTL PAPER CO                  COM              460146103   293090  6098172 SH      SHARED      01       5078834           1019338
D INTL PAPER CO                  COM              460146103     3481    72442 SH      SHR/OTHR    01                  31279    41163
D INTL PAPER CO                  COM              460146103      752    15658 SH      SHARED      02          2081             13577
D INTL PAPER CO                  COM              460146103    24122   501900 SH      SHARED      04        501900
D INTERNATIONAL RECTIFIER CORP   COM              460254105     6850   449200 SH      SHARED      01        216500            232700
D INTERNATIONAL RECTIFIER CORP   COM              460254105       45     3000 SH      SHR/OTHR    01                   3000
D INTERNATIONAL RECTIFIER CORP   COM              460254105       73     4800 SH      SHARED      04          4800
D INTERNATIONAL SPEEDWAY CORP    CL A             460335201      754    14347 SH      SHARED      01         14347
D INTERNATIONAL SPEEDWAY CORP    CL A             460335201      352     6700 SH      SHARED      02           500              6200
D INTERNATIONAL SPEEDWAY CORP    CL A             460335201       69     1329 SH      SHARED      04          1329
D INTL SPECIALTY PRODS INC NEW   COM              460337108       71     7200 SH      SHARED      01          7200
D INTL SPECIALTY PRODS INC NEW   COM              460337108       14     1500 SH      SHARED      04          1500
D INTERNATIONAL TELECOMMUN DATA  COM              46047F104      457    54200 SH      SHARED      01         52350              1850
D INTERNATIONAL TELECOMMUN DATA  COM              46047F104      209    24800 SH      SHARED      02         24800
D INTERNATIONAL TELECOMMUN DATA  COM              46047F104      346    41100 SH      SHARED      04         41100
D INTERNET AMERICA INC           COM              46058Y109       12     1000 SH      SHARED      02          1000
D INTERNET CAP GROUP INC         COM              46059C106      369     4200 SH      SHARED                  4200
D INTERNET CAP GROUP INC         COM              46059C106     4355    49570 SH      SHARED      01         41850              7720
D INTERNET CAP GROUP INC         COM              46059C106     1178    13410 SH      SHARED      02          8245              5165
D INTERNET CAP GROUP INC         COM              46059C106       27      309 SH      SHARED      04           309
D INTERPHASE CORP                COM              460593106        7      300 SH      SHARED      01           300
D INTERPOOL INC                  COM              46062R108      301    39600 SH      SHARED      01         37600              2000
D INTERPOOL INC                  COM              46062R108        8     1100 SH      SHARED      04          1100
D INTERPORE INTL                 COM              46062W107       56     8600 SH      SHARED      01          8600
D INTERPORE INTL                 COM              46062W107        3      500 SH      SHARED      02                             500
D INTERPUBLIC GROUP COS INC      SB NT CV  1.8%04 460690AF7        9     8000 PRN     SHARED      04          8000
D INTERPUBLIC GROUP COS INC      COM              460690100      501    12200 SH      SHARED                 12200
D INTERPUBLIC GROUP COS INC      COM              460690100   159916  3888540 SH      SHARED      01       3199540            689000
D INTERPUBLIC GROUP COS INC      COM              460690100      164     4000 SH      SHR/OTHR    01                   4000
D INTERPUBLIC GROUP COS INC      COM              460690100      195     4750 SH      SHARED      02                            4750
D INTERPUBLIC GROUP COS INC      COM              460690100     5868   142700 SH      SHARED      04        142700
D INTERSTATE BAKERIES CORP DEL   COM              46072H108      124     5400 SH      SHARED                  5400
D INTERSTATE BAKERIES CORP DEL   COM              46072H108     8240   358270 SH      SHARED      01        173570            184700
D INTERSTATE BAKERIES CORP DEL   COM              46072H108     1246    54200 SH      SHARED      04         54200
D INTERSTATE HOTELS CORP         COM              46088R108        0       83 SH      SHARED                    83
D INTERSTATE HOTELS CORP         COM              46088R108       66    20804 SH      SHARED      01         10313             10491
D INTERSTATE HOTELS CORP         COM              46088R108        0       17 SH      SHR/OTHR    01                              17
D INTERSTATE HOTELS CORP         COM              46088R108       18     5734 SH      SHARED      02          5734
D INTERSTATE HOTELS CORP         COM              46088R108        8     2632 SH      SHARED      04          2632
D INTERSTATE GEN L P             UN LTD PRT NEW   460885205       11     2200 SH      SHARED      01          2200
D INTERTAPE POLYMER GROUP INC    COM              460919103       16      600 SH      SHARED      01           600
D INTERWEST BANCORP INC          COM              460931108      888    42817 SH      SHARED      01         42817
D INTERWEST BANCORP INC          COM              460931108       33     1600 SH      SHARED      04          1600
D INTERSTATE NATL DEALER SVCS    COM              46102P104       46     7200 SH      SHARED      01          7200
D INTERTAN INC                   COM              461120107     1426    72700 SH      SHARED      01         65600              7100
D INTERTAN INC                   COM              461120107      487    24861 SH      SHARED      04         24861
D INTERVU INC                    COM              46114R106     2338    63000 SH      SHARED      01         22700             40300
D INTERVU INC                    COM              46114R106      111     3000 SH      SHARED      02          3000
D INTERVU INC                    COM              46114R106       29      800 SH      SHARED      04           800
D INTERVOICE-BRITE INC           COM              461142101     1159   104863 SH      SHARED      01         93946             10917
D INTERVOICE-BRITE INC           COM              461142101       29     2700 SH      SHARED      04          2700
D INTIMATE BRANDS INC            CL A             461156101      136     3500 SH      SHARED                  3500
D INTIMATE BRANDS INC            CL A             461156101     6031   154896 SH      SHARED      01        130811             24085
D INTIMATE BRANDS INC            CL A             461156101       22      577 SH      SHARED      02                             577
D INTIMATE BRANDS INC            CL A             461156101      176     4545 SH      SHARED      04          4545
D INTRAWARE INC                  COM              46118M103     1257    48200 SH      SHARED      01         46600              1600
D INTRAWARE INC                  COM              46118M103       20      790 SH      SHARED      02           790
D INTRAWARE INC                  COM              46118M103       39     1500 SH      SHARED      04          1500
D INTUIT                         COM              461202103      271     3100 SH      SHARED                  3100
D INTUIT                         COM              461202103    26498   302301 SH      SHARED      01        156621            145680
D INTUIT                         COM              461202103      919    10485 SH      SHARED      02          4000              6485
D INTUIT                         COM              461202103     7757    88500 SH      SHARED      04         88500
D INVACARE CORP                  COM              461203101     8359   427338 SH      SHARED      01        152738            274600
D INVACARE CORP                  COM              461203101       43     2200 SH      SHARED      04          2200
D INVESTMENT TECHNOLOGY GRP NEW  COM              46145F105       69     3000 SH      SHARED                  3000
D INVESTMENT TECHNOLOGY GRP NEW  COM              46145F105     3120   135678 SH      SHARED      01         94951             40727
D INVESTMENT TECHNOLOGY GRP NEW  COM              46145F105      379    16500 SH      SHARED      04         16500
D INVESTORS REAL ESTATE TR       SH BEN INT       461730103       21     2500 SH      SHARED      01          2500
D INVESTORS REAL ESTATE TR       SH BEN INT       461730103      156    18140 SH      SHARED      04         18140
D INVESTORS TITLE CO             COM              461804106        4      300 SH      SHARED      01           300
D INVITROGEN CORP                COM              46185R100      837    24900 SH      SHARED      01         22300              2600
D INVITROGEN CORP                COM              46185R100       13      400 SH      SHARED      04           400
D INVIVO CORP                    COM              461858102       10      800 SH      SHARED      01           800
D INVESTORS FINL SERVICES CORP   COM              461915100     1553    45180 SH      SHARED      01         43782              1398
D INVESTORS FINL SERVICES CORP   COM              461915100       75     2200 SH      SHARED      02                            2200
D INVESTORS FINL SERVICES CORP   COM              461915100       41     1200 SH      SHARED      04          1200
D IOMEGA CORP                    COM              462030107     6113  1845800 SH      SHARED      01        856100            989700
D IOMEGA CORP                    COM              462030107       23     7000 SH      SHARED      02          7000
D IOMEGA CORP                    COM              462030107       82    24900 SH      SHARED      04         24900
D ION NETWORKS INC               COM              46205P100      196    30500 SH      SHARED      02         30500
D IONA TECHNOLOGIES PLC          SPONSORED ADR    46206P109       12     1000 SH      SHARED      02          1000
D IONICS INC                     COM              462218108     5976   184600 SH      SHARED      01         96200             88400
D IONICS INC                     COM              462218108       55     1700 SH      SHARED      04          1700
D IPALCO ENTERPRISES INC         COM              462613100      178     9200 SH      SHARED                  9200
D IPALCO ENTERPRISES INC         COM              462613100    19295   992742 SH      SHARED      01        279980            712762
D IPALCO ENTERPRISES INC         COM              462613100      134     6900 SH      SHARED      02           900              6000
D IPALCO ENTERPRISES INC         COM              462613100      973    50100 SH      SHARED      04         50100
D IPSWICH BANCSHARES INC         COM              462633108       69     7900 SH      SHARED      01          7900
D IRELAND BK                     SPONSORED ADR    46267Q103       98     3000 SH      SHARED      04          3000
D IRON MTN INC DEL               COM              46284P104     2447    72250 SH      SHARED      01         70700              1550
D IRON MTN INC DEL               COM              46284P104       98     2900 SH      SHARED      04          2900
D IROQUOIS BANCORP INC           COM              463347104        3      200 SH      SHARED      01           200
D IRWIN FINL CORP                COM              464119106      800    39900 SH      SHARED      01         39900
D IRWIN FINL CORP                COM              464119106       22     1100 SH      SHARED      04          1100
D ISIS PHARMACEUTICALS INC       COM              464330109     3900   348700 SH      SHARED      01         87700            261000
D ISIS PHARMACEUTICALS INC       COM              464330109        0       50 SH      SHARED      02            50
D ISIS PHARMACEUTICALS INC       COM              464330109       39     3500 SH      SHARED      04          3500
D ISLE OF CAPRI CASINOS INC      COM              464592104      167    16700 SH      SHARED      01         16700
D ISOLYSER INC                   COM              464888106        1      295 SH      SHARED      02                             295
D ISPAT INTL N V                 NY REG SH CL A   464899103       20     2000 SH      SHARED      04          2000
D ISTITUTO BANC SAN PAOLO DI TOR SPONSORED ADR    465224103        8      313 SH      SHARED      02                             313
D ISTITUTO NAZIONALE DELLE ASSIG SPONSORED ADR    465234102       55     1700 SH      SHARED      01          1700
D IT GROUP INC                   COM              465266104     1167   122140 SH      SHARED      01         76056             46084
D IT GROUP INC                   COM              465266104       20     2100 SH      SHARED      04          2100
D IT GROUP INC                   PFD CV 1/100SH   465266302     2139   111120 SH      SHARED      04        111120
D ITO YOKADO LTD                 ADR NEW          465714301        8      100 SH      SHARED      02                             100
D ITRON INC                      COM              465741106       15     2700 SH      SHARED      01          2700
D ITURF INC                      CL A             46575Q100      976    93000 SH      SHARED      01         14000             79000
D ITURF INC                      CL A             46575Q100      644    61360 SH      SHARED      02         61160               200
D ITURF INC                      CL A             46575Q100        3      300 SH      SHARED      04           300
D I2 TECHNOLOGIES INC            COM              465754109      543    14000 SH      SHARED                 14000
D I2 TECHNOLOGIES INC            COM              465754109     4944   127400 SH      SHARED      01         73600             53800
D I2 TECHNOLOGIES INC            COM              465754109      116     3000 SH      SHARED      02          3000
D I2 TECHNOLOGIES INC            COM              465754109      289     7450 SH      SHARED      04          7450
D IVAX CORP                      COM              465823102      188    11400 SH      SHARED                 11400
D IVAX CORP                      COM              465823102    12724   771208 SH      SHARED      01        317968            453240
D IVAX CORP                      COM              465823102       16     1000 SH      SHARED      02          1000
D IVAX CORP                      COM              465823102     1878   113826 SH      SHARED      04        113826
D IVEX PACKAGING CORP DEL        COM              465855104      586    58600 SH      SHARED      01         56700              1900
D IVEX PACKAGING CORP DEL        COM              465855104      185    18500 SH      SHARED      02         18500
D IVEX PACKAGING CORP DEL        COM              465855104       27     2750 SH      SHARED      04          2750
D IVILLAGE INC                   COM              46588H105     7346   208400 SH      SHARED      01         59600            148800
D IVILLAGE INC                   COM              46588H105        2       80 SH      SHARED      02            80
D IVILLAGE INC                   COM              46588H105       42     1200 SH      SHARED      04          1200
D IWERKS ENTMT INC               COM              465916104        0        8 SH      SHARED      02                               8
D JDN RLTY CORP                  COM              465917102     4465   217850 SH      SHARED      01        113700            104150
D JDN RLTY CORP                  COM              465917102     1842    89868 SH      SHARED      02         43809             46059
D JDN RLTY CORP                  COM              465917102      205    10000 SH      SHARED      04         10000
D IXYS CORP                      COM              46600W106        0       39 SH      SHARED      02            39
D J & J SNACK FOODS CORP         COM              466032109      345    17500 SH      SHARED      01         17500
D J & J SNACK FOODS CORP         COM              466032109        9      500 SH      SHARED      04           500
D JB OXFORD HLDGS INC            COM              466107109       46     6000 SH      SHARED      01          6000
D JB OXFORD HLDGS INC            COM              466107109        2      300 SH      SHARED      02           300
D JDS UNIPHASE CORP              COM              46612J101    56086   492800 SH      SHARED      01        203900            288900
D JDS UNIPHASE CORP              COM              46612J101       22      200 SH      SHR/OTHR    01                             200
D JDS UNIPHASE CORP              COM              46612J101     1135     9975 SH      SHARED      02          3800              6175
D JDS UNIPHASE CORP              COM              46612J101     1923    16900 SH      SHARED      04         16900
D JDA SOFTWARE GROUP INC         COM              46612K108      740    63400 SH      SHARED      01         63400
D JDA SOFTWARE GROUP INC         COM              46612K108       22     1900 SH      SHARED      04          1900
D J JILL GROUP INC               COM              466189107       26     5700 SH      SHARED      01          5700
D JLK DIRECT DISTRIBUTION INC    CL A             46621C105       42     5600 SH      SHARED      01          2600              3000
D JLK DIRECT DISTRIBUTION INC    CL A             46621C105       19     2597 SH      SHARED      02                            2597
D JLK DIRECT DISTRIBUTION INC    CL A             46621C105        2      300 SH      SHARED      04           300
D JLG INDS INC                   COM              466210101     4954   326200 SH      SHARED      01        191300            134900
D JLG INDS INC                   COM              466210101       62     4100 SH      SHARED      04          4100
D JP REALTY INC                  COM              46624A106      806    47100 SH      SHARED      01         44900              2200
D JP REALTY INC                  COM              46624A106       82     4800 SH      SHARED      04          4800
D JPS INDUSTRIES INC             COM              46624E405       57    22057 SH      SHARED      04         22057
D JSB FINANCIAL INC              COM              46624M100     6692   116900 SH      SHARED      01         52100             64800
D JSB FINANCIAL INC              COM              46624M100     4528    79100 SH      SHARED      04         79100
D J2 COMMUNICATIONS              COM NEW          466254208       77     4500 SH      SHARED      01          4500
D JABIL CIRCUIT INC              COM              466313103      589    11900 SH      SHARED                 11900
D JABIL CIRCUIT INC              COM              466313103     9172   185300 SH      SHARED      01        161200             24100
D JABIL CIRCUIT INC              COM              466313103      128     2600 SH      SHARED      02           600              2000
D JABIL CIRCUIT INC              COM              466313103     2262    45700 SH      SHARED      04         45700
D JACO ELECTRS INC               COM              469783104        0        1 SH      SHARED      01             1
D JACOBS ENGR GROUP INC DEL      COM              469814107       87     2700 SH      SHARED                  2700
D JACOBS ENGR GROUP INC DEL      COM              469814107     8345   256777 SH      SHARED      01         94889            161888
D JACOBS ENGR GROUP INC DEL      COM              469814107      500    15400 SH      SHARED      04         15400
D JACOR COMMUNUNICATIONS INC     LYON ZERO CPN 11 469858AA2    22381 19462000 PRN     SHARED      04      19462000
D JACOR COMMUNUNICATIONS INC     SR LYON ZERO  18 469858AB0    24521 43020000 PRN     SHARED      04      43020000
D JACOR COMMUNUNICATIONS INC     WT EXP  091801   469858138       13      975 SH      SHARED      01           975
D JACOR COMMUNUNICATIONS INC     WT EXP  091801   469858138        0       50 SH      SHARED      04            50
D JAKKS PAC INC                  COM              47012E106     2186    58300 SH      SHARED      01         36900             21400
D JAKKS PAC INC                  COM              47012E106      557    14865 SH      SHARED      04         14865
D JAKARTA GROWTH FD INC          COM              470120106       46    15000 SH      SHARED      04         15000
D JAMESON INNS INC               COM              470457102       22     2600 SH      SHARED      01          2600
D JAMESON INNS INC               COM              470457102       43     5000 SH      SHARED      02                            5000
D JAMESON INNS INC               COM              470457102       17     2000 SH      SHARED      04          2000
D JAN BELL MARKETING INC         COM              470760109        4     1500 SH      SHARED      01          1500
D JANNOCK LTD                    COM              470888801       40     3400 SH      SHARED      01          3400
D JAPAN EQUITY FD INC            COM              471057109       19     2000 SH      SHARED      02                            2000
D JAPAN EQUITY FD INC            COM              471057109      555    58500 SH      SHARED      04         58500
D JAPAN OTC EQUITY FD INC        COM              471091108       25     2000 SH      SHARED      02                            2000
D JASON INC                      COM              471171108       97    12401 SH      SHARED      01         12401
D JAVELIN SYS INC                COM              471896100        0      100 SH      SHARED      01           100
D JAVELIN SYS INC                COM              471896100        9     1000 SH      SHARED      02                            1000
D JEFFBANKS INC                  COM              472317106      730    25287 SH      SHARED      01         24221              1066
D JEFFBANKS INC                  COM              472317106       34     1200 SH      SHARED      02                            1200
D JEFFBANKS INC                  COM              472317106     1712    59300 SH      SHARED      04         59300
D JEFFERIES GROUP INC NEW        COM              472319102     1507    72200 SH      SHARED      01         72200
D JEFFERIES GROUP INC NEW        COM              472319102       39     1900 SH      SHARED      04          1900
D JEFFERSON PILOT CORP           COM              475070108    99913  1581234 SH      SHARED      01       1297331            283903
D JEFFERSON PILOT CORP           COM              475070108      164     2600 SH      SHR/OTHR    01                   1800      800
D JEFFERSON PILOT CORP           COM              475070108      415     6577 SH      SHARED      02          4127              2450
D JEFFERSON PILOT CORP           COM              475070108     5282    83600 SH      SHARED      04         83600
D JEFFERSON SMURFIT GROUP PLC    SPONSORED ADR    47508W107       17      600 SH      SHARED      02                             600
D JENNA LANE INC                 COM              476142104       13    14800 SH      SHARED      01         14800
D JO-ANN STORES INC              CL A             47758P109     1686   135600 SH      SHARED      01         86250             49350
D JO-ANN STORES INC              CL A             47758P109       21     1700 SH      SHARED      04          1700
D JO-ANN STORES INC              CL B NON VTG     47758P208       41     4000 SH      SHARED      01          4000
D JOHN NUVEEN CO                 CL A             478035108     1576    42100 SH      SHARED      01         24600             17500
D JOHN NUVEEN CO                 CL A             478035108      167     4470 SH      SHARED      02          4470
D JOHN NUVEEN CO                 CL A             478035108       22      600 SH      SHARED      04           600
D JOHNS MANVILLE CORP NEW        COM              478129109     2733   208264 SH      SHARED      01         76864            131400
D JOHNS MANVILLE CORP NEW        COM              478129109        0       37 SH      SHARED      02            37
D JOHNS MANVILLE CORP NEW        COM              478129109       11      900 SH      SHARED      04           900
D JOHNSON & JOHNSON              COM              478160104       90      980 SH      SHARED      04           900                80
D JOHNSON & JOHNSON              COM              478160104       45      500 SH      SHR/OTHR    04                    500
D JOHNSON & JOHNSON              COM              478160104    16620   180907 SH      SHARED                180907
D JOHNSON & JOHNSON              COM              478160104  1887818 20547683 SH      SHARED      01      17084542      600  3462541
D JOHNSON & JOHNSON              COM              478160104    97177  1057718 SH      SHR/OTHR    01                 771356   286362
D JOHNSON & JOHNSON              COM              478160104     9524   103672 SH      SHARED      02         16858             86814
D JOHNSON & JOHNSON              COM              478160104    93584  1018605 SH      SHARED      04       1018255               350
D JOHNSON CTLS INC               COM              478366107    80164  1208892 SH      SHARED      01       1006192            202700
D JOHNSON CTLS INC               COM              478366107     5880    88680 SH      SHARED      04         88680
D JOHNSON WORLDWIDE ASSOC INC    CL A             479254104        0      100 SH      SHARED      01           100
D JOHNSTON INDS DEL              COM              479368102       12     5300 SH      SHARED      01          5300
D JONES APPAREL GROUP INC        COM              480074103      376    13100 SH      SHARED                 13100
D JONES APPAREL GROUP INC        COM              480074103    21136   735196 SH      SHARED      01        370109            365087
D JONES APPAREL GROUP INC        COM              480074103       54     1900 SH      SHARED      02                            1900
D JONES APPAREL GROUP INC        COM              480074103     2311    80400 SH      SHARED      04         80400
D JONES LANG LASALLE INC         COM              48020Q107     1199    74400 SH      SHARED      01         70200              4200
D JONES LANG LASALLE INC         COM              48020Q107        1      100 SH      SHARED      02           100
D JONES LANG LASALLE INC         COM              48020Q107       53     3300 SH      SHARED      04          3300
D JONES INTERCABLE INC           COM              480206101        5      100 SH      SHARED      01           100
D JONES INTERCABLE INC           CL A             480206200        5      100 SH      SHARED                   100
D JONES INTERCABLE INC           CL A             480206200     1128    20881 SH      SHARED      01         20881
D JONES INTERCABLE INC           CL A             480206200    10709   198100 SH      SHARED      04        198100
D JONES PHARMA INC               COM              480236108       16      500 SH      SHARED                   500
D JONES PHARMA INC               COM              480236108    13117   397875 SH      SHARED      01        168475            229400
D JONES PHARMA INC               COM              480236108      156     4750 SH      SHARED      04          4750
D JOSTENS INC                    COM              481088102       15      800 SH      SHARED                   800
D JOSTENS INC                    COM              481088102     8994   470284 SH      SHARED      01        361083            109201
D JOSTENS INC                    COM              481088102      550    28800 SH      SHARED      04         28800
D JOURNAL REGISTER CO            COM              481138105     1497   108900 SH      SHARED      01        103400              5500
D JOURNAL REGISTER CO            COM              481138105       59     4300 SH      SHARED      04          4300
D JUNIPER NETWORKS               COM              48203R104      910     5000 SH      SHARED                  5000
D JUNIPER NETWORKS               COM              48203R104      564     3100 SH      SHARED      01          3100
D JUNIPER NETWORKS               COM              48203R104       72      400 SH      SHARED      04           400
D JUNO LTG INC                   COM NEW          482047206        5      425 SH      SHARED      01           213               212
D JUNO LTG INC                   COM NEW          482047206       23     2000 SH      SHARED      04          2000
D JUNO ONLINE SVCS INC           COM              482048105     3999   247100 SH      SHARED      01          6200            240900
D JUNO ONLINE SVCS INC           COM              482048105        8      540 SH      SHARED      02           540
D JUNO ONLINE SVCS INC           COM              482048105        9      600 SH      SHARED      04           600
D JUST FOR FEET INC              COM              48213P106      773   374900 SH      SHARED      01        196725            178175
D JUST FOR FEET INC              COM              48213P106       31    15301 SH      SHARED      02          5000             10301
D JUST FOR FEET INC              COM              48213P106      695   337400 SH      SHARED      03        337400
D JUST FOR FEET INC              COM              48213P106        4     2300 SH      SHARED      04          2300
D JUSTIN INDS INC                COM              482171105     2135   150550 SH      SHARED      01         82800             67750
D JUSTIN INDS INC                COM              482171105       21     1500 SH      SHARED      04          1500
D KCS ENERGY INC                 COM              482434206       16    16000 SH      SHARED      01         16000
D KLA-TENCORP CORP               COM              482480100    85448  1314585 SH      SHARED      01       1124375            190210
D KLA-TENCORP CORP               COM              482480100      193     2975 SH      SHARED      02          2975
D KLA-TENCORP CORP               COM              482480100    12724   195766 SH      SHARED      04        195766
D KLM ROYAL DUTCH AIRLS          COM N Y REG      482516101        2      100 SH      SHARED                   100
D KLM ROYAL DUTCH AIRLS          COM N Y REG      482516101       58     2228 SH      SHARED      01          2228
D KLM ROYAL DUTCH AIRLS          COM N Y REG      482516101       10      400 SH      SHARED      02                             400
D KLM ROYAL DUTCH AIRLS          COM N Y REG      482516101       49     1900 SH      SHARED      04          1900
D K MART CORP                    COM              482584109      146    12500 SH      SHARED                 12500
D K MART CORP                    COM              482584109    83720  7163575 SH      SHARED      01       6069389           1094186
D K MART CORP                    COM              482584109      121    10400 SH      SHARED      02          4900              5500
D K MART CORP                    COM              482584109     4278   366100 SH      SHARED      04        366100
D KN ENERGY INC                  COM              482620101      157     7000 SH      SHARED                  7000
D KN ENERGY INC                  COM              482620101    10683   476173 SH      SHARED      01        250995            225178
D KN ENERGY INC                  COM              482620101       44     2000 SH      SHARED      02          2000
D KN ENERGY INC                  COM              482620101     1671    74500 SH      SHARED      04         74500
D KSB BANCORP INC                COM              482667102       49     2600 SH      SHARED      01          2600
D K-SWISS INC                    CL A             482686102     4551   144200 SH      SHARED      01         69600             74600
D K-SWISS INC                    CL A             482686102       25      800 SH      SHARED      04           800
D K TEL INTL INC                 COM NEW          482724200       28     5000 SH      SHARED      01          5000
D K TRON INTL INC                COM              482730108        4      300 SH      SHARED      01           300
D K2 INC                         COM              482732104       25     2878 SH      SHARED      01          2878
D K V PHARMACEUTICAL CO          CL B CONV        482740107      597    32400 SH      SHARED      01         32400
D K V PHARMACEUTICAL CO          CL B CONV        482740107       20     1100 SH      SHARED      04          1100
D KAISER ALUMINUM CORP           COM              483007100        2      300 SH      SHARED                   300
D KAISER ALUMINUM CORP           COM              483007100     1355   163100 SH      SHARED      01         97400             65700
D KAISER ALUMINUM CORP           COM              483007100      219    26400 SH      SHARED      04         26400
D KAISER VENTURES INC            COM              483100103       23     1800 SH      SHARED      01          1800
D KAISER VENTURES INC            COM              483100103      124     9650 SH      SHARED      02          1000              8650
D KAMAN CORP                     CL A             483548103     2875   225500 SH      SHARED      01        131611             93889
D KAMAN CORP                     CL A             483548103       26     2100 SH      SHARED      04          2100
D KANEB PIPE LINE PARTNERS L P   SR PREF UNIT     484169107       11      400 SH      SHARED      01           400
D KANEB PIPE LINE PARTNERS L P   SR PREF UNIT     484169107       41     1450 SH      SHARED      02          1450
D KANEB SERVICES INC             COM              484170105       13     2800 SH      SHARED      02           933              1867
D KANSAS CITY LIFE INS CO        COM              484836101     1138    31200 SH      SHARED      01         30200              1000
D KANSAS CITY LIFE INS CO        COM              484836101       25      700 SH      SHARED      04           700
D KANSAS CITY PWR & LT CO        COM              485134100      152     6300 SH      SHARED                  6300
D KANSAS CITY PWR & LT CO        COM              485134100    10606   438506 SH      SHARED      01        204015            234491
D KANSAS CITY PWR & LT CO        COM              485134100       13      566 SH      SHARED      02                             566
D KANSAS CITY PWR & LT CO        COM              485134100      800    33100 SH      SHARED      04         33100
D KANSAS CITY SOUTHN INDS INC    COM              485170104      111     2400 SH      SHARED                  2400
D KANSAS CITY SOUTHN INDS INC    COM              485170104    78086  1679285 SH      SHARED      01       1351535            327750
D KANSAS CITY SOUTHN INDS INC    COM              485170104       48     1050 SH      SHARED      02           175               875
D KANSAS CITY SOUTHN INDS INC    COM              485170104     3938    84700 SH      SHARED      04         84700
D KATY INDS INC                  COM              486026107        4      400 SH      SHARED      01           400
D KATY INDS INC                  COM              486026107       38     3200 SH      SHARED      02           800              2400
D KAUFMAN & BROAD HOME CORP      COM              486168107       90     4400 SH      SHARED                  4400
D KAUFMAN & BROAD HOME CORP      COM              486168107    15220   737958 SH      SHARED      01        577574            160384
D KAUFMAN & BROAD HOME CORP      COM              486168107      872    42300 SH      SHARED      04         42300
D KAYDON CORP                    COM              486587108       77     3100 SH      SHARED                  3100
D KAYDON CORP                    COM              486587108    10381   417334 SH      SHARED      01        168556            248778
D KAYDON CORP                    COM              486587108      512    20600 SH      SHARED      04         20600
D KAYE GROUP INC                 COM              486589104       23     2800 SH      SHARED      01          2800
D KEANE INC                      COM              486665102      164     7200 SH      SHARED                  7200
D KEANE INC                      COM              486665102    11226   492131 SH      SHARED      01        223731            268400
D KEANE INC                      COM              486665102       79     3500 SH      SHARED      02           500              3000
D KEANE INC                      COM              486665102     1179    51700 SH      SHARED      04         51700
D KEEBLER FOODS CO               COM              487256109      155     5200 SH      SHARED      01          5200
D KEEBLER FOODS CO               COM              487256109       17      600 SH      SHARED      04           600
D KEITHLEY INSTRS INC            COM              487584104       19     1400 SH      SHARED      01          1400
D KELLEY OIL & GAS PARTNERS LTD  SR S D CV 8.5%00 487736AA8       29    35000 PRN     SHARED      02         35000
D KELLOGG CO                     COM              487836108      104     2801 SH      SHARED                  2801
D KELLOGG CO                     COM              487836108   180533  4822319 SH      SHARED      01       4460699            361620
D KELLOGG CO                     COM              487836108      351     9396 SH      SHR/OTHR    01                   1600     7796
D KELLOGG CO                     COM              487836108      131     3525 SH      SHARED      02                            3525
D KELLOGG CO                     COM              487836108    13862   370300 SH      SHARED      04        370300
D KELLSTROM INDS INC             SB NT CV  5.5%03 488035AE6      263   388000 PRN     SHARED      04        388000
D KELLSTROM INDS INC             COM              488035106      292    29900 SH      SHARED      01         29900
D KELLSTROM INDS INC             COM              488035106     2768   283000 SH      SHARED      02          2000            281000
D KELLSTROM INDS INC             COM              488035106       10     1114 SH      SHARED      04          1114
D KELLWOOD CO                    COM              488044108     4297   195346 SH      SHARED      01        121200             74146
D KELLWOOD CO                    COM              488044108       44     2000 SH      SHARED      04          2000
D KELLY SVCS INC                 CL A             488152208      114     3800 SH      SHARED                  3800
D KELLY SVCS INC                 CL A             488152208    10145   336777 SH      SHARED      01         90191            246586
D KELLY SVCS INC                 CL A             488152208      593    19700 SH      SHARED      04         19700
D KELLY SVCS INC                 CL B             488152307        2      100 SH      SHARED      01           100
D KEMET CORP                     COM              488360108     9756   305200 SH      SHARED      01        205500             99700
D KEMET CORP                     COM              488360108      117     3662 SH      SHARED      04          3662
D KEMPER STRATEGIC MUN INCOME TR COM SH BEN INT   488427105       80     7500 SH      SHR/OTHR    01                   7500
D KENAN TRANS CO                 COM              488539107       15      500 SH      SHARED      01           500
D KENDLE INTERNATIONAL INC       COM              48880L107      158    20000 SH      SHARED      02                           20000
D KENNAMETAL INC                 COM              489170100       80     3100 SH      SHARED                  3100
D KENNAMETAL INC                 COM              489170100     6586   254565 SH      SHARED      01        141009            113556
D KENNAMETAL INC                 COM              489170100       25     1000 SH      SHARED      02                            1000
D KENNAMETAL INC                 COM              489170100      460    17800 SH      SHARED      04         17800
D KENNEDY-WILSON INC             COM NEW          489399204      106    11400 SH      SHARED      01         11400
D KENSEY NASH CORP               COM              490057106        1      100 SH      SHARED      01           100
D KENT ELECTRS CORP              COM              490553104     3022   163400 SH      SHARED      01        122200             41200
D KENT ELECTRS CORP              COM              490553104       37     2000 SH      SHARED      02          2000
D KENT ELECTRS CORP              COM              490553104       48     2600 SH      SHARED      04          2600
D KENTEK INFORMATION SYS INC     COM              490807104        0      100 SH      SHARED      01           100
D KERAVISION INC                 COM              492061106      223    17213 SH      SHARED      04         17213
D KERR MCGEE CORP                COM              492386107     1018    18500 SH      SHARED                 18500
D KERR MCGEE CORP                COM              492386107    70983  1289162 SH      SHARED      01       1054337            234825
D KERR MCGEE CORP                COM              492386107      718    13052 SH      SHR/OTHR    01                   2500    10552
D KERR MCGEE CORP                COM              492386107     3278    59543 SH      SHARED      02         28800             30743
D KERR MCGEE CORP                COM              492386107     5532   100477 SH      SHARED      04        100477
D KEY ENERGY SVCS INC            COM              492914106      975   197500 SH      SHARED      01        197500
D KEY ENERGY SVCS INC            COM              492914106       29     6000 SH      SHARED      02          6000
D KEY ENERGY SVCS INC            COM              492914106      161    32700 SH      SHARED      04         32700
D KEYCORP NEW                    COM              493267108      844    32700 SH      SHARED                 32700
D KEYCORP NEW                    COM              493267108   173587  6725065 SH      SHARED      01       5577336           1147729
D KEYCORP NEW                    COM              493267108      842    32658 SH      SHR/OTHR    01                  13732    18926
D KEYCORP NEW                    COM              493267108       15      600 SH      SHARED      02                             600
D KEYCORP NEW                    COM              493267108    14253   552200 SH      SHARED      04        552200
D KEYSPAN CORP                   COM              49337W100      435    15200 SH      SHARED                 15200
D KEYSPAN CORP                   COM              49337W100    31429  1097965 SH      SHARED      01        565808            532157
D KEYSPAN CORP                   COM              49337W100       98     3440 SH      SHR/OTHR    01                   3000      440
D KEYSPAN CORP                   COM              49337W100      356    12459 SH      SHARED      02          4245              8214
D KEYSPAN CORP                   COM              49337W100     2198    76800 SH      SHARED      04         76800
D KEYSTONE AUTOMOTIVE INDS INC   COM              49338N109      567    51900 SH      SHARED      01         49400              2500
D KEYSTONE AUTOMOTIVE INDS INC   COM              49338N109       18     1700 SH      SHARED      04          1700
D KEYSTONE CONS INDS INC         COM              493422109       50    12000 SH      SHARED      04         12000
D KEYSTONE FINANCIAL INC         COM              493482103      125     5300 SH      SHARED                  5300
D KEYSTONE FINANCIAL INC         COM              493482103    11019   463997 SH      SHARED      01        172231            291766
D KEYSTONE FINANCIAL INC         COM              493482103     1377    58000 SH      SHARED      04         58000
D KILROY RLTY CORP               COM              49427F108     6003   284200 SH      SHARED      01        281200              3000
D KILROY RLTY CORP               COM              49427F108      179     8500 SH      SHARED      04          8500
D KIMBALL INTL INC               CL B             494274103     5210   270700 SH      SHARED      01         91300            179400
D KIMBALL INTL INC               CL B             494274103       55     2900 SH      SHARED      04          2900
D KIMBERLY CLARK CORP            COM              494368103       43      825 SH      SHARED      04           825
D KIMBERLY CLARK CORP            COM              494368103   425579  8067861 SH      SHARED      01       6820741           1247120
D KIMBERLY CLARK CORP            COM              494368103    11051   209507 SH      SHR/OTHR    01                  93503   116004
D KIMBERLY CLARK CORP            COM              494368103     1552    29428 SH      SHARED      02          2750             26678
D KIMBERLY CLARK CORP            COM              494368103    28112   532943 SH      SHARED      04        532943
D KIMCO REALTY CORP              COM              49446R109    19209   537336 SH      SHARED      01        153861            383475
D KIMCO REALTY CORP              COM              49446R109     1163    32559 SH      SHR/OTHR    01                  14975    17584
D KIMCO REALTY CORP              COM              49446R109      553    15478 SH      SHARED      02         12478              3000
D KIMCO REALTY CORP              COM              49446R109       67     1900 SH      SHARED      04          1900
D KINDER MORGAN ENERGY PARTNERS  UT LTD PARTNER   494550106      209     4839 SH      SHARED      01          4839
D KINDER MORGAN ENERGY PARTNERS  UT LTD PARTNER   494550106      842    19460 SH      SHR/OTHR    01                  19460
D KINDER MORGAN ENERGY PARTNERS  UT LTD PARTNER   494550106      508    11750 SH      SHARED      02           750             11000
D KINDER MORGAN ENERGY PARTNERS  UT LTD PARTNER   494550106     6496   150000 SH      SHARED      04        150000
D KING PHARMACEUTICALS INC       COM              495582108     1564    44700 SH      SHARED      01         44700
D KING PHARMACEUTICALS INC       COM              495582108       42     1200 SH      SHARED      04          1200
D KING WORLD PRODTNS INC         COM              495667107       56     1500 SH      SHARED                  1500
D KING WORLD PRODTNS INC         COM              495667107    45981  1226185 SH      SHARED      01       1087011            139174
D KING WORLD PRODTNS INC         COM              495667107    64301  1714700 SH      SHARED      04       1714700
D KINROSS GOLD CORP              COM              496902107       25     8915 SH      SHARED      01          8915
D KINROSS GOLD CORP              COM              496902107       42    14761 SH      SHARED      02         11560              3201
D KIRBY CORP                     COM              497266106     3887   198109 SH      SHARED      01         84773            113336
D KIRBY CORP                     COM              497266106       37     1900 SH      SHARED      04          1900
D KIRIN BREWERY LTD              ADR              497350207       11      100 SH      SHARED                   100
D KITTY HAWK INC                 COM              498326107       50     5000 SH      SHARED      01          5000
D KITTY HAWK INC                 COM              498326107        2      250 SH      SHARED      04           250
D KMART FING I                   PFD TRCV 7.75%   498778208     1333    28000 SH      SHARED      01         28000
D KMART FING I                   PFD TRCV 7.75%   498778208       38      800 SH      SHARED      02           300               500
D KMART FING I                   PFD TRCV 7.75%   498778208    16668   350000 SH      SHARED      04        350000
D KNOLL INC                      COM              498904101     1093    40700 SH      SHARED      01         40100               600
D KNOLL INC                      COM              498904101     3055   113700 SH      SHARED      04        113700
D KNIGHT RIDDER INC              COM              499040103      913    16600 SH      SHARED                 16600
D KNIGHT RIDDER INC              COM              499040103    71483  1299696 SH      SHARED      01       1088981            210715
D KNIGHT RIDDER INC              COM              499040103       88     1600 SH      SHR/OTHR    01                   1600
D KNIGHT RIDDER INC              COM              499040103       92     1680 SH      SHARED      02           580              1100
D KNIGHT RIDDER INC              COM              499040103     3658    66520 SH      SHARED      04         66520
D KNIGHT TRANSN INC              COM              499064103      221    15300 SH      SHARED      01         11450              3850
D KNIGHT TRANSN INC              COM              499064103      428    29575 SH      SHARED      02         29575
D KNIGHT TRANSN INC              COM              499064103       20     1439 SH      SHARED      04          1439
D KNIGHT/TRIMARK GROUP INC       CL A             499067106     2079    70200 SH      SHARED      01         70200
D KNIGHT/TRIMARK GROUP INC       CL A             499067106       17      600 SH      SHARED      02                             600
D KNIGHT/TRIMARK GROUP INC       CL A             499067106       56     1900 SH      SHARED      04          1900
D KOGER EQUITY INC               COM              500228101     1424    89000 SH      SHARED      01         83500              5500
D KOGER EQUITY INC               COM              500228101       34     2177 SH      SHARED      02             2              2175
D KOGER EQUITY INC               COM              500228101      128     8000 SH      SHARED      04          8000
D KOHLS CORP                     COM              500255104      224     3400 SH      SHARED                  3400
D KOHLS CORP                     COM              500255104   144181  2180443 SH      SHARED      01       1886243            294200
D KOHLS CORP                     COM              500255104      300     4550 SH      SHR/OTHR    01                   4000      550
D KOHLS CORP                     COM              500255104    16511   249700 SH      SHARED      04        249700
D KOLLMORGEN CORP                SB DB CV 8.75%09 500440AA0       66    67000 PRN     SHARED      02                           67000
D KOLLMORGEN CORP                COM              500440102        4      400 SH      SHARED      01           400
D KOMAG INC                      COM              500453105     1214   404804 SH      SHARED      01        280504            124300
D KOMAG INC                      COM              500453105       36    12000 SH      SHARED      02         12000
D KOMAG INC                      COM              500453105       16     5600 SH      SHARED      04          5600
D KONINKLIJKE AHOLD N V          SPON ADR NEW     500467303      191     5791 SH      SHARED      01          5791
D KONOVER PPTY TR INC            COM              50047R100      298    47800 SH      SHARED      01         47800
D KONOVER PPTY TR INC            COM              50047R100       57     9180 SH      SHARED      04          9180
D KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW     500472204      555     5500 SH      SHARED                  5500
D KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW     500472204      392     3888 SH      SHARED      01          3704               184
D KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW     500472204      925     9164 SH      SHR/OTHR    01                   3204     5960
D KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW     500472204      456     4522 SH      SHARED      02          3632               890
D KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW     500472204    10968   108600 SH      SHARED      04        108600
D KOPIN CORP                     COM              500600101      843    30400 SH      SHARED      01         30200               200
D KOPIN CORP                     COM              500600101       33     1200 SH      SHARED      04          1200
D KOREA TELECOM                  SPONSORED ADR    50063P103    17676   477736 SH      SHARED      01        477736
D KOREA TELECOM                  SPONSORED ADR    50063P103       37     1000 SH      SHARED      04          1000
D KOREA ELECTRIC PWR             SPONSORED ADR    500631106        0        1 SH      SHARED                     1
D KOREA ELECTRIC PWR             SPONSORED ADR    500631106    10837   674740 SH      SHARED      01        674740
D KOREA ELECTRIC PWR             SPONSORED ADR    500631106      138     8650 SH      SHARED      02          7650              1000
D KORN FERRY INTL                COM NEW          500643200     1127    48900 SH      SHARED      01         47300              1600
D KORN FERRY INTL                COM NEW          500643200       53     2300 SH      SHARED      04          2300
D KOS PHARMACEUTICALS INC        COM              500648100       27     5600 SH      SHARED      01          5600
D KOSS CORP                      COM              500692108        2      200 SH      SHARED      01           200
D KRANZCO RLTY TR                COM SH BEN INT   50076E103       13     1300 SH      SHARED      01          1300
D KRANZCO RLTY TR                COM SH BEN INT   50076E103        5      500 SH      SHARED      02                             500
D KRANZCO RLTY TR                COM SH BEN INT   50076E103       24     2400 SH      SHARED      04          2400
D KROGER CO                      COM              501044101      494    22400 SH      SHARED                 22400
D KROGER CO                      COM              501044101   262048 11877805 SH      SHARED      01       9941361           1936444
D KROGER CO                      COM              501044101       88     4000 SH      SHR/OTHR    01                            4000
D KROGER CO                      COM              501044101     1319    59790 SH      SHARED      02         16498             43292
D KROGER CO                      COM              501044101    15619   708000 SH      SHARED      04        708000
D KROLL O GARA CO                COM              501050108      490    29400 SH      SHARED      01         29400
D KROLL O GARA CO                COM              501050108       16     1000 SH      SHARED      04          1000
D KRONOS INC                     COM              501052104     1531    41750 SH      SHARED      01         41750
D KRONOS INC                     COM              501052104       44     1200 SH      SHARED      04          1200
D KULICKE & SOFFA INDS INC       COM              501242101       24     1000 SH      SHARED                  1000
D KULICKE & SOFFA INDS INC       COM              501242101     5800   238600 SH      SHARED      01        125300            113300
D KULICKE & SOFFA INDS INC       COM              501242101       24     1000 SH      SHARED      02                            1000
D KULICKE & SOFFA INDS INC       COM              501242101       53     2200 SH      SHARED      04          2200
D KUSHNER-LOCKE CO               COM NEW          501337406       39     7900 SH      SHARED      01          7900
D KUSHNER-LOCKE CO               COM NEW          501337406       15     3000 SH      SHARED      02          3000
D KYOCERA CORP                   ADR              501556203       15      210 SH      SHARED      02                             210
D LCA-VISION INC                 COM NEW          501803209     1201   226218 SH      SHARED      01         49217            177001
D LCA-VISION INC                 COM NEW          501803209       11     2200 SH      SHARED      04          2200
D LCC INTERNATIONAL INC          CL A             501810105       24     4000 SH      SHARED      01          4000
D LG&E ENERGY CORP               COM              501917108      297    14000 SH      SHARED                 14000
D LG&E ENERGY CORP               COM              501917108    18051   849495 SH      SHARED      01        414420            435075
D LG&E ENERGY CORP               COM              501917108       46     2168 SH      SHARED      02                            2168
D LG&E ENERGY CORP               COM              501917108     1472    69300 SH      SHARED      04         69300
D LTV CORP NEW                   COM              501921100        2      500 SH      SHARED                   500
D LTV CORP NEW                   COM              501921100     3967   729706 SH      SHARED      01        310022            419684
D LTV CORP NEW                   COM              501921100        7     1436 SH      SHARED      02                            1436
D LTV CORP NEW                   COM              501921100       50     9231 SH      SHARED      04          9231
D LHS GROUP INC                  COM              501938104     2878    97800 SH      SHARED      01         33600             64200
D LHS GROUP INC                  COM              501938104       41     1400 SH      SHARED      04          1400
D LNR PPTY CORP                  COM              501940100     7773   381500 SH      SHARED      01        108800            272700
D LNR PPTY CORP                  COM              501940100       52     2600 SH      SHARED      04          2600
D L S B BANCSHARES N C           COM              502158108        7      390 SH      SHARED      01           390
D L S B BANCSHARES N C           COM              502158108        5      294 SH      SHARED      02           294
D LSI INDS INC                   COM              50216C108      423    18515 SH      SHARED      01         18515
D LSI INDS INC                   COM              50216C108       20      900 SH      SHARED      04           900
D LSI LOGIC CORP                 SUB NT CV 144A04 502161AB8    32152 18043000 PRN     SHARED      04      18043000
D LSI LOGIC CORP                 SB NT CV 4.25%04 502161AD4    19726 11070000 PRN     SHARED      04      11070000
D LSI LOGIC CORP                 COM              502161102     2178    41900 SH      SHARED                 41900
D LSI LOGIC CORP                 COM              502161102   110831  2131376 SH      SHARED      01       1817084            314292
D LSI LOGIC CORP                 COM              502161102      522    10050 SH      SHARED      02          8800              1250
D LSI LOGIC CORP                 COM              502161102    20082   386200 SH      SHARED      04        386200
D LTC HEALTHCARE INC             COM              50217R104        2     1250 SH      SHARED      01           810               440
D LTC HEALTHCARE INC             COM              50217R104        0      500 SH      SHR/OTHR    01                    500
D LTC HEALTHCARE INC             COM              50217R104        0      460 SH      SHARED      04           460
D LTC PPTYS INC                  COM              502175102      749    70494 SH      SHARED      01         70494
D LTC PPTYS INC                  COM              502175102       85     8000 SH      SHR/OTHR    01                   8000
D LTC PPTYS INC                  COM              502175102       30     2900 SH      SHARED      04          2900
D LTX CORP                       COM              502392103     1077    78700 SH      SHARED      01         78700
D LTX CORP                       COM              502392103      536    39175 SH      SHARED      04         39175
D L-3 COMMUNICATIONS HLDGS INC   COM              502424104       18      500 SH      SHARED                   500
D L-3 COMMUNICATIONS HLDGS INC   COM              502424104      573    15200 SH      SHARED      01         15200
D L-3 COMMUNICATIONS HLDGS INC   COM              502424104       33      900 SH      SHARED      04           900
D LA Z BOY INC                   COM              505336107     5642   296000 SH      SHARED      01        164100            131900
D LA Z BOY INC                   COM              505336107       91     4800 SH      SHARED      04          4800
D LABORATORY CORP AMER HLDGS     COM              50540R102     3320  1207524 SH      SHARED      01        323396            884128
D LABORATORY CORP AMER HLDGS     COM              50540R102       15     5800 SH      SHARED      04          5800
D LABORATORY CORP AMER HLDGS     PFD CV EXCH% A   50540R201    11188   199800 SH      SHARED      04        199800
D LABOR READY INC                COM NEW          505401208     4394   436775 SH      SHARED      01        153550            283225
D LABOR READY INC                COM NEW          505401208      100    10000 SH      SHARED      02         10000
D LABOR READY INC                COM NEW          505401208       32     3200 SH      SHARED      04          3200
D LACLEDE GAS CO                 COM              505588103     2027    89100 SH      SHARED      01         57000             32100
D LACLEDE GAS CO                 COM              505588103       36     1600 SH      SHARED      04          1600
D LADD FURNITURE INC             COM PAR $0.30    505739201       88     4200 SH      SHARED      04          4200
D LAFARGE CORP                   COM              505862102     5412   169132 SH      SHARED      01         67232            101900
D LAFARGE CORP                   COM              505862102      163     5100 SH      SHARED      04          5100
D LAIDLAW INC                    COM              50730K503       49     7400 SH      SHARED                  7400
D LAIDLAW INC                    COM              50730K503    18304  2711843 SH      SHARED      01       2711843
D LAIDLAW INC                    COM              50730K503     1598   236800 SH      SHARED      04        236800
D LAKEHEAD PIPE LINE PARTNERS LP COM UNIT-CL A    511557100       59     1400 SH      SHARED      01          1400
D LAKEHEAD PIPE LINE PARTNERS LP COM UNIT-CL A    511557100      527    12375 SH      SHARED      02           500             11875
D LAKES GAMING INC               COM              51206P109       16     1700 SH      SHARED      01          1700
D LAM RESH CORP                  SB NT CV 144A 02 512807AB4     8725  8840000 PRN     SHARED      04       8840000
D LAM RESH CORP                  COM              512807108    19267   315857 SH      SHARED      01        181657            134200
D LAM RESH CORP                  COM              512807108      915    15000 SH      SHARED      02                           15000
D LAM RESH CORP                  COM              512807108    10982   180040 SH      SHARED      04        180040
D LAMAR ADVERTISING CO           CL A             512815101    18824   380300 SH      SHARED      01        145950            234350
D LAMAR ADVERTISING CO           CL A             512815101      178     3600 SH      SHARED      02          3600
D LAMAR ADVERTISING CO           CL A             512815101    16888   341183 SH      SHARED      04        341183
D LAMSON & SESSIONS CO           COM              513696104       26     5200 SH      SHARED      01          5200
D LAMSON & SESSIONS CO           COM              513696104       10     2000 SH      SHARED      02                            2000
D LANCASTER COLONY CORP          COM              513847103      140     4400 SH      SHARED                  4400
D LANCASTER COLONY CORP          COM              513847103     8143   254489 SH      SHARED      01        105727            148762
D LANCASTER COLONY CORP          COM              513847103     4044   126400 SH      SHARED      04        126400
D LANCE INC                      COM              514606102       40     3100 SH      SHARED                  3100
D LANCE INC                      COM              514606102     2336   178846 SH      SHARED      01         74475            104371
D LANCE INC                      COM              514606102      391    30000 SH      SHARED      04         30000
D LANCER CORP                    COM              514614106        3      675 SH      SHARED      01           675
D LANDAUER INC                   COM              51476K103     3492   139000 SH      SHARED      01         32600            106400
D LANDAUER INC                   COM              51476K103       17      700 SH      SHARED      04           700
D LANDEC CORP                    COM              514766104       82    16100 SH      SHARED      01         16100
D LANDAMERICA FINL GROUP INC     COM              514936103     1079    54650 SH      SHARED      01         50750              3900
D LANDAMERICA FINL GROUP INC     COM              514936103       27     1400 SH      SHARED      04          1400
D LANDRYS SEAFOOD RESTAURANTS    COM              51508L103     2659   332400 SH      SHARED      01        146500            185900
D LANDRYS SEAFOOD RESTAURANTS    COM              51508L103       21     2700 SH      SHARED      04          2700
D LANDS END INC                  COM              515086106      204     3100 SH      SHARED                  3100
D LANDS END INC                  COM              515086106    15049   228016 SH      SHARED      01         76914            151102
D LANDS END INC                  COM              515086106        6      100 SH      SHARED      02           100
D LANDS END INC                  COM              515086106     2805    42506 SH      SHARED      04         42506
D LANDSTAR SYS INC               COM              515098101     5838   168000 SH      SHARED      01         59600            108400
D LANDSTAR SYS INC               COM              515098101       10      300 SH      SHARED      02                             300
D LANDSTAR SYS INC               COM              515098101      134     3873 SH      SHARED      04          3873
D LARSCOM INC                    CL A             51729Y108       17     8100 SH      SHARED      01          8100
D LARSCOM INC                    CL A             51729Y108        1      750 SH      SHARED      02           750
D LASERSIGHT INC                 COM              517924106     1043    76600 SH      SHARED      01         75000              1600
D LASERSIGHT INC                 COM              517924106        6      500 SH      SHARED      02           500
D LASERSIGHT INC                 COM              517924106       21     1600 SH      SHARED      04          1600
D LASALLE HOTEL PPTYS            COM SH BEN INT   517942108      279    21600 SH      SHARED      01         21600
D LASALLE HOTEL PPTYS            COM SH BEN INT   517942108       25     2000 SH      SHARED      02                            2000
D LASALLE HOTEL PPTYS            COM SH BEN INT   517942108       63     4900 SH      SHARED      04          4900
D LASER VISION CTRS INC          COM              51807H100       14     1000 SH      SHARED                  1000
D LASER VISION CTRS INC          COM              51807H100     3809   271500 SH      SHARED      01         69100            202400
D LASER VISION CTRS INC          COM              51807H100       25     1800 SH      SHARED      04          1800
D LASON INC                      COM              51808R107    10905   244900 SH      SHARED      01         99500            145400
D LASON INC                      COM              51808R107       66     1500 SH      SHARED      04          1500
D LATITUDE COMMUNICATIONS INC    COM              518292107      236     8100 SH      SHARED      01          7200               900
D LATITUDE COMMUNICATIONS INC    COM              518292107        8      300 SH      SHARED      04           300
D LATTICE SEMICONDUCTOR CORP     COM              518415104    15043   506726 SH      SHARED      01        256676            250050
D LATTICE SEMICONDUCTOR CORP     COM              518415104      911    30700 SH      SHARED      04         30700
D LAUDER ESTEE COS INC           CL A             518439104    20919   535536 SH      SHARED      01        232236            303300
D LAUDER ESTEE COS INC           CL A             518439104      386     9900 SH      SHR/OTHR    01                    500     9400
D LAUDER ESTEE COS INC           CL A             518439104       85     2200 SH      SHARED      02                            2200
D LAUDER ESTEE COS INC           CL A             518439104     3177    81338 SH      SHARED      04         81338
D LAUNCH MEDIA INC               COM              518567102        8      700 SH      SHARED      01           700
D LAUNCH MEDIA INC               COM              518567102     5517   459830 SH      SHARED      02        459830
D LAUNCH MEDIA INC               COM              518567102       10      900 SH      SHARED      04           900
D LAWSON PRODS INC               COM              520776105     2827   130765 SH      SHARED      01         50825             79940
D LAWSON PRODS INC               COM              520776105       10      500 SH      SHARED      04           500
D LAZARE KAPLAN INTL INC         COM              521078105        4      500 SH      SHARED      01           500
D LEAP WIRELESS INTL INC         COM              521863100     1351    57525 SH      SHARED      01         55650              1875
D LEAP WIRELESS INTL INC         COM              521863100        1       50 SH      SHR/OTHR    01                              50
D LEAP WIRELESS INTL INC         COM              521863100     2757   117348 SH      SHARED      02         64825             52523
D LEAP WIRELESS INTL INC         COM              521863100      136     5821 SH      SHARED      04          5821
D LEAPNET INC                    COM              521864108       35    15000 SH      SHARED      01         15000
D LEAPNET INC                    COM              521864108        0      200 SH      SHARED      02           200
D LEAR CORP                      COM              521865105       38     1086 SH      SHARED      02          1086
D LEAR CORP                      COM              521865105      239     6800 SH      SHARED                  6800
D LEAR CORP                      COM              521865105    16514   469336 SH      SHARED      01        231136            238200
D LEAR CORP                      COM              521865105       10      300 SH      SHARED      02           300
D LEAR CORP                      COM              521865105     3233    91900 SH      SHARED      04         91900
D LEARN2 COM INC                 COM              522002104      129    44400 SH      SHARED      01         36400              8000
D LEARN2 COM INC                 COM              522002104        7     2700 SH      SHARED      04          2700
D LEARNING TREE INTL INC         COM              522015106      134     8100 SH      SHARED      01          4400              3700
D LEARNING TREE INTL INC         COM              522015106       16     1000 SH      SHARED      04          1000
D LEASING SOLUTIONS INC          COM              522113109        4    13100 SH      SHARED      01         13100
D LEASING SOLUTIONS INC          COM              522113109        1     3000 SH      SHARED      02          3000
D LECHTERS CORP                  COM              523238103        2     1400 SH      SHARED      01          1400
D LECROY CORP                    COM              52324W109       54     3000 SH      SHARED      01          3000
D LEE ENTERPRISES INC            COM              523768109      125     4600 SH      SHARED                  4600
D LEE ENTERPRISES INC            COM              523768109     9528   348073 SH      SHARED      01        163729            184344
D LEE ENTERPRISES INC            COM              523768109      728    26600 SH      SHARED      04         26600
D LEGATO SYS INC                 COM              524651106      209     4800 SH      SHARED                  4800
D LEGATO SYS INC                 COM              524651106    31209   715912 SH      SHARED      01        308664            407248
D LEGATO SYS INC                 COM              524651106     2000    45900 SH      SHARED      04         45900
D LEGGETT & PLATT INC            COM              524660107      417    21200 SH      SHARED                 21200
D LEGGETT & PLATT INC            COM              524660107    26854  1364092 SH      SHARED      01        662932            701160
D LEGGETT & PLATT INC            COM              524660107       35     1800 SH      SHARED      02                            1800
D LEGGETT & PLATT INC            COM              524660107     2817   143100 SH      SHARED      04        143100
D LEGG MASON INC                 COM              524901105    23283   607727 SH      SHARED      01        226097            381630
D LEGG MASON INC                 COM              524901105       65     1700 SH      SHR/OTHR    01                   1700
D LEGG MASON INC                 COM              524901105     1371    35800 SH      SHARED      04         35800
D LEHMAN BROS HLDGS INC          COM              524908100     2235    38300 SH      SHARED                 38300
D LEHMAN BROS HLDGS INC          COM              524908100   111070  1902710 SH      SHARED      01       1631045            271665
D LEHMAN BROS HLDGS INC          COM              524908100       43      740 SH      SHR/OTHR    01                             740
D LEHMAN BROS HLDGS INC          COM              524908100      786    13480 SH      SHARED      02         11420              2060
D LEHMAN BROS HLDGS INC          COM              524908100     9795   167800 SH      SHARED      04        167800
D LENNAR CORP                    SR DB CV ZRO  18 526057AA2    19200 50131000 PRN     SHARED      04      50131000
D LENNAR CORP                    COM              526057104       31     2000 SH      SHARED                  2000
D LENNAR CORP                    COM              526057104     6179   387750 SH      SHARED      01        189350            198400
D LENNAR CORP                    COM              526057104    13986   877600 SH      SHARED      04        877600
D LESCO INC OHIO                 COM              526872106        4      300 SH      SHARED      01           300
D LEUKOSITE INC                  COM              52728R102      122     6100 SH      SHARED      01          6100
D LEUCADIA NATL CORP             COM              527288104     4466   212712 SH      SHARED      01        111112            101600
D LEUCADIA NATL CORP             COM              527288104       58     2800 SH      SHR/OTHR    01                            2800
D LEUCADIA NATL CORP             COM              527288104       39     1900 SH      SHARED      02           400              1500
D LEUCADIA NATL CORP             COM              527288104      396    18900 SH      SHARED      04         18900
D LEVEL 8 SYS INC                COM              52729M102       61     4900 SH      SHARED      01          4900
D LEVEL 3 COMMUNICATIONS INC     COM              52729N100    75028  1436800 SH      SHARED      01        605800            831000
D LEVEL 3 COMMUNICATIONS INC     COM              52729N100      464     8900 SH      SHARED      02          8900
D LEVEL 3 COMMUNICATIONS INC     COM              52729N100     3253    62300 SH      SHARED      04         62300
D LEVIATHAN GAS PIPELINE PARTNRS COM UNIT         527367205       68     3000 SH      SHR/OTHR    01                   3000
D LEVIATHAN GAS PIPELINE PARTNRS COM UNIT         527367205      109     4800 SH      SHARED      02                            4800
D LEXFORD RESIDENTIAL TR         SH BEN INT       528933104       13      700 SH      SHARED      01           700
D LEXFORD RESIDENTIAL TR         SH BEN INT       528933104      135     6900 SH      SHARED      04          6900
D LEXINGTON CORP PPTYS TR        COM              529043101      240    21500 SH      SHARED      01         21500
D LEXINGTON CORP PPTYS TR        COM              529043101       57     5100 SH      SHARED      04          5100
D LEXMARK INTL GROUP INC         CL A             529771107      668     8300 SH      SHARED                  8300
D LEXMARK INTL GROUP INC         CL A             529771107   171676  2132626 SH      SHARED      01       1850576            282050
D LEXMARK INTL GROUP INC         CL A             529771107    14860   184600 SH      SHARED      04        184275               325
D LIBBEY INC                     COM              529898108     4079   138000 SH      SHARED      01         62200             75800
D LIBBEY INC                     COM              529898108       44     1500 SH      SHARED      04          1500
D LIBERATE TECHNOLOGIES          COM              530129105      290     6900 SH      SHARED      01          6900
D LIBERATE TECHNOLOGIES          COM              530129105      105     2500 SH      SHARED      02          2500
D LIBERTY ALL STAR EQUITY FD     SH BEN INT       530158104       22     1896 SH      SHARED      02          1896
D LIBERTY CORP S C               COM              530370105     4555    98226 SH      SHARED      01         38066             60160
D LIBERTY CORP S C               COM              530370105       74     1600 SH      SHARED      04          1600
D LIBERTY DIGITAL INC            CL A             530436104       13      600 SH      SHARED      04           600
D LIBERTY FINL COS INC           COM              530512102      645    29435 SH      SHARED      01         29435
D LIBERTY FINL COS INC           COM              530512102       24     1100 SH      SHARED      04          1100
D LIBERTY HOMES INC              CL A             530582204        0      100 SH      SHARED      01           100
D LIBERTY HOMES INC              CL B             530582303        0      100 SH      SHARED      01           100
D LIBERTY PPTY TR                SH BEN INT       531172104    20570   906700 SH      SHARED      01        257800            648900
D LIBERTY PPTY TR                SH BEN INT       531172104       34     1500 SH      SHARED      02          1500
D LIBERTY PPTY TR                SH BEN INT       531172104      361    15940 SH      SHARED      04         15940
D LIFE USA HLDG INC              COM NEW          531918209     1466    71100 SH      SHARED      01         66400              4700
D LIFE USA HLDG INC              COM NEW          531918209       71     3470 SH      SHARED      02          3470
D LIFE USA HLDG INC              COM NEW          531918209       39     1900 SH      SHARED      04          1900
D LIFECELL CORP                  COM              531927101       81    14200 SH      SHARED      01         14200
D LIFECORE BIOMEDICAL INC        COM              532187101      275    20000 SH      SHARED      02         20000
D LIFEPOINT HOSPITALS INC        COM              53219L109     4205   484065 SH      SHARED      01        131186            352879
D LIFEPOINT HOSPITALS INC        COM              53219L109        4      561 SH      SHR/OTHR    01                             561
D LIFEPOINT HOSPITALS INC        COM              53219L109        0       61 SH      SHARED      02            25                36
D LIFEPOINT HOSPITALS INC        COM              53219L109       94    10838 SH      SHARED      04         10838
D LIFELINE SYS INC               COM              532192101        5      400 SH      SHARED      01           400
D LIGAND PHARMACEUTICALS INC     CL B             53220K207     3683   483143 SH      SHARED      01        111000            372143
D LIGAND PHARMACEUTICALS INC     CL B             53220K207       20     2650 SH      SHR/OTHR    01                   2650
D LIGAND PHARMACEUTICALS INC     CL B             53220K207       31     4100 SH      SHARED      04          4100
D LILLIAN VERNON CORP            COM              532430105        5      400 SH      SHARED      01           400
D LILLY ELI & CO                 COM              532457108        5       90 SH      SHARED      01                              90
D LILLY ELI & CO                 COM              532457108       54      850 SH      SHR/OTHR    01                    850
D LILLY ELI & CO                 COM              532457108     3562    55501 SH      SHARED                 55501
D LILLY ELI & CO                 COM              532457108   998043 15549002 SH      SHARED      01      13311291           2237711
D LILLY ELI & CO                 COM              532457108     8929   139110 SH      SHR/OTHR    01                  59458    79652
D LILLY ELI & CO                 COM              532457108     3454    53816 SH      SHARED      02         17130             36686
D LILLY ELI & CO                 COM              532457108    90628  1411940 SH      SHARED      04       1411940
D LILLY INDS INC                 CL A             532491107     3161   232063 SH      SHARED      01         99848            132215
D LILLY INDS INC                 CL A             532491107       28     2100 SH      SHARED      04          2100
D LIMITED INC                    COM              532716107     2392    62556 SH      SHARED      04         62556
D LIMITED INC                    COM              532716107      195     5100 SH      SHARED                  5100
D LIMITED INC                    COM              532716107   109543  2863883 SH      SHARED      01       2528820            335063
D LIMITED INC                    COM              532716107     6967   182148 SH      SHARED      04        182148
D LINCARE HLDGS INC              COM              532791100      159     6000 SH      SHARED                  6000
D LINCARE HLDGS INC              COM              532791100     9894   371194 SH      SHARED      01        220494            150700
D LINCARE HLDGS INC              COM              532791100      333    12502 SH      SHARED      02         12502
D LINCARE HLDGS INC              COM              532791100      970    36411 SH      SHARED      04         36411
D LINCOLN ELEC HLDGS INC         COM              533900106     2241   107400 SH      SHARED      01        102400              5000
D LINCOLN ELEC HLDGS INC         COM              533900106       73     3500 SH      SHARED      04          3500
D LINCOLN NATL CORP IND          COM              534187109        3       80 SH      SHARED      04                              80
D LINCOLN NATL CORP IND          COM              534187109       15      400 SH      SHR/OTHR    04                    400
D LINCOLN NATL CORP IND          COM              534187109      169     4500 SH      SHARED                  4500
D LINCOLN NATL CORP IND          COM              534187109   113641  3025437 SH      SHARED      01       2509625            515812
D LINCOLN NATL CORP IND          COM              534187109      555    14800 SH      SHR/OTHR    01                  13200     1600
D LINCOLN NATL CORP IND          COM              534187109       51     1360 SH      SHARED      02                            1360
D LINCOLN NATL CORP IND          COM              534187109    11167   297320 SH      SHARED      04        297270                50
D LINDBERG CORP                  COM              535171102        3      400 SH      SHARED      01           400
D LINDSAY MFG CO                 COM              535555106     2943   149964 SH      SHARED      01         53737             96227
D LINDSAY MFG CO                 COM              535555106      170     8692 SH      SHARED      02                            8692
D LINDSAY MFG CO                 COM              535555106       23     1200 SH      SHARED      04          1200
D LINEAR TECHNOLOGY CORP         COM              535678106     2433    41400 SH      SHARED                 41400
D LINEAR TECHNOLOGY CORP         COM              535678106    60487  1029024 SH      SHARED      01        492816            536208
D LINEAR TECHNOLOGY CORP         COM              535678106       17      300 SH      SHARED      02           300
D LINEAR TECHNOLOGY CORP         COM              535678106    10321   175600 SH      SHARED      04        175600
D LINENS N THINGS INC            COM              535679104     6761   200343 SH      SHARED      01        125300             75043
D LINENS N THINGS INC            COM              535679104       37     1100 SH      SHARED      04          1100
D LIQUID AUDIO INC               COM              53631T102      240     6500 SH      SHARED      01          6500
D LIQUID AUDIO INC               COM              53631T102      647    17500 SH      SHARED      02         17500
D LIPOSOME CO INC                COM              536310105     3227   424200 SH      SHARED      01        144000            280200
D LIPOSOME CO INC                COM              536310105      227    29900 SH      SHARED      04         29900
D LIQUI BOX CORP                 COM              536314107       16      300 SH      SHARED      01           300
D LIQUI BOX CORP                 COM              536314107       16      300 SH      SHARED      04           300
D LITCHFIELD FINL CORP           COM              536619109       78     3250 SH      SHARED      02                            3250
D LITHIA MTRS INC                CL A             536797103      360    15700 SH      SHARED      01         13500              2200
D LITHIA MTRS INC                CL A             536797103       11      500 SH      SHARED      04           500
D LITTELFUSE INC                 COM              537008104     3626   163000 SH      SHARED      01         81900             81100
D LITTELFUSE INC                 COM              537008104       22     1000 SH      SHR/OTHR    01                   1000
D LITTELFUSE INC                 COM              537008104       46     2100 SH      SHARED      04          2100
D LITTELFUSE INC                 WT A EX122701N   537008120     2625   150000 SH      SHARED      04        150000
D LITTON INDS INC                COM              538021106      361     6600 SH      SHARED                  6600
D LITTON INDS INC                COM              538021106    15152   276764 SH      SHARED      01        158120            118644
D LITTON INDS INC                COM              538021106     2551    46600 SH      SHARED      04         46600
D LIZ CLAIBORNE INC              COM              539320101       46     1500 SH      SHARED                  1500
D LIZ CLAIBORNE INC              COM              539320101    29008   935752 SH      SHARED      01        772896            162856
D LIZ CLAIBORNE INC              COM              539320101     1934    62400 SH      SHARED      04         62400
D LO-JACK CORP                   COM              539451104      114    13800 SH      SHARED      01         13800
D LOCAL FINL CORP                COM              539553107      428    46300 SH      SHARED      01         41000              5300
D LOCAL FINL CORP                COM              539553107       22     2400 SH      SHARED      04          2400
D LOCKHEED MARTIN CORP           COM              539830109   178885  5472692 SH      SHARED      01       4699612            773080
D LOCKHEED MARTIN CORP           COM              539830109      533    16310 SH      SHR/OTHR    01                   3228    13082
D LOCKHEED MARTIN CORP           COM              539830109      287     8784 SH      SHARED      02                            8784
D LOCKHEED MARTIN CORP           COM              539830109    10858   332200 SH      SHARED      04        332200
D LODGIAN INC                    COM              54021P106      133    35700 SH      SHARED      01         35700
D LODGIAN INC                    COM              54021P106       10     2900 SH      SHARED      04          2900
D LOEWEN GROUP INC               COM              54042L100        3     6000 SH      SHARED      01          6000
D LOEWS CINEPLEX ENTMT CORP      COM              540423100        5      710 SH      SHARED      01           710
D LOEWS CINEPLEX ENTMT CORP      COM              540423100        3      500 SH      SHARED      02           500
D LOEWS CINEPLEX ENTMT CORP      COM              540423100        9     1200 SH      SHARED      04          1200
D LOEWS CORP                     COM              540424108    96050  1368491 SH      SHARED      01       1215491            153000
D LOEWS CORP                     COM              540424108      856    12200 SH      SHR/OTHR    01                   2600     9600
D LOEWS CORP                     COM              540424108     2090    29785 SH      SHARED      02         25600              4185
D LOEWS CORP                     COM              540424108     5804    82700 SH      SHARED      04         82700
D LOG ON AMER INC                COM              540473105        3      200 SH      SHARED      02           200
D LONE STAR INDS INC             COM NEW          542290408    35825   718300 SH      SHARED      01        696082             22218
D LONE STAR INDS INC             COM NEW          542290408     3586    71900 SH      SHARED      04         71900
D LONE STAR STEAKHOUSE SALOON    COM              542307103       30     4000 SH      SHARED                  4000
D LONE STAR STEAKHOUSE SALOON    COM              542307103     3031   394400 SH      SHARED      01        198200            196200
D LONE STAR STEAKHOUSE SALOON    COM              542307103      164    21400 SH      SHARED      04         21400
D LONE STAR TECHNOLOGIES INC     COM              542312103     4281   214068 SH      SHARED      01         67300            146768
D LONE STAR TECHNOLOGIES INC     COM              542312103      275    13772 SH      SHARED      04         13772
D LONG BEACH FINL CORP           COM              542446109     1412    89000 SH      SHARED      01         89000
D LONG BEACH FINL CORP           COM              542446109       33     2100 SH      SHARED      04          2100
D LONGS DRUG STORES CORP         COM              543162101       26      900 SH      SHARED                   900
D LONGS DRUG STORES CORP         COM              543162101    15695   525371 SH      SHARED      01        436411             88960
D LONGS DRUG STORES CORP         COM              543162101      947    31700 SH      SHARED      04         31700
D LONGVIEW FIBRE CO              COM              543213102       65     5300 SH      SHARED                  5300
D LONGVIEW FIBRE CO              COM              543213102     5762   463303 SH      SHARED      01        194764            268539
D LONGVIEW FIBRE CO              COM              543213102      384    30900 SH      SHARED      04         30900
D LORONIX INFORMATION SYSTEMS    COM              544183106      100     8700 SH      SHARED      01          8700
D LOUIS DREYFUS NAT GAS CORP     COM              546011107       64     3000 SH      SHARED                  3000
D LOUIS DREYFUS NAT GAS CORP     COM              546011107     1324    61788 SH      SHARED      01         61788
D LOUIS DREYFUS NAT GAS CORP     COM              546011107      217    10133 SH      SHARED      04         10133
D LOUISIANA PAC CORP             COM              546347105      157    10100 SH      SHARED                 10100
D LOUISIANA PAC CORP             COM              546347105    27273  1745522 SH      SHARED      01       1498584            246938
D LOUISIANA PAC CORP             COM              546347105       20     1300 SH      SHR/OTHR    01                            1300
D LOUISIANA PAC CORP             COM              546347105       12      804 SH      SHARED      02                             804
D LOUISIANA PAC CORP             COM              546347105     4092   261906 SH      SHARED      04        261906
D LOWES COS INC                  COM              548661107        5      120 SH      SHARED      04                             120
D LOWES COS INC                  COM              548661107       17      350 SH      SHR/OTHR    04                    350
D LOWES COS INC                  COM              548661107     2086    42800 SH      SHARED                 42800
D LOWES COS INC                  COM              548661107   254887  5228467 SH      SHARED      01       4478568            749899
D LOWES COS INC                  COM              548661107      501    10292 SH      SHARED      02          4380              5912
D LOWES COS INC                  COM              548661107    25977   532870 SH      SHARED      04        531795              1075
D LUBRIZOL CORP                  COM              549271104      220     8600 SH      SHARED                  8600
D LUBRIZOL CORP                  COM              549271104    10196   396951 SH      SHARED      01        193732            203219
D LUBRIZOL CORP                  COM              549271104      133     5200 SH      SHARED      02          2100              3100
D LUBRIZOL CORP                  COM              549271104      752    29300 SH      SHARED      04         29300
D LUBYS INC                      COM              549282101     1859   161709 SH      SHARED      01         99220             62489
D LUBYS INC                      COM              549282101        8      700 SH      SHARED      02           700
D LUBYS INC                      COM              549282101       23     2000 SH      SHARED      04          2000
D LUCENT TECHNOLOGIES INC        COM              549463107        6      100 SH      SHARED      04           100
D LUCENT TECHNOLOGIES INC        COM              549463107       42      650 SH      SHR/OTHR    04                    650
D LUCENT TECHNOLOGIES INC        COM              549463107     5533    85301 SH      SHARED                 85301
D LUCENT TECHNOLOGIES INC        COM              549463107  2923831 45068688 SH      SHARED      01      37443214      972  7624502
D LUCENT TECHNOLOGIES INC        COM              549463107    45239   697334 SH      SHR/OTHR    01                 361521   335813
D LUCENT TECHNOLOGIES INC        COM              549463107     9478   146103 SH      SHARED      02         32396            113707
D LUCENT TECHNOLOGIES INC        COM              549463107   245982  3791645 SH      SHARED      04       3790095              1550
D LUFKIN INDS INC                COM              549764108      105     6900 SH      SHARED      01          6900
D LUFKIN INDS INC                COM              549764108       15     1000 SH      SHARED      02                            1000
D LUMINANT WORLDWIDE CORP        COM              550260103     1022    33250 SH      SHARED      02         17050             16200
D LUMINANT WORLDWIDE CORP        COM              550260103        0       20 SH      SHARED      04            20
D LUMISYS INC                    COM              550274104       34    13000 SH      SHARED      01         13000
D LUNAR CORP                     COM              550362107        3      450 SH      SHARED      01           450
D LUXOTTICA GROUP S P A          SPONSORED ADR    55068R202      190    10000 SH      SHARED      01                           10000
D LUXOTTICA GROUP S P A          SPONSORED ADR    55068R202       57     3000 SH      SHARED      02                            3000
D LYCOS INC                      COM              550818108      280     5600 SH      SHARED                  5600
D LYCOS INC                      COM              550818108     7077   141200 SH      SHARED      01        141200
D LYCOS INC                      COM              550818108     1373    27400 SH      SHARED      02          8000             19400
D LYCOS INC                      COM              550818108     1152    23000 SH      SHARED      04         23000
D LYDALL INC DEL                 COM              550819106     2311   224200 SH      SHARED      01         90600            133600
D LYDALL INC DEL                 COM              550819106       16     1600 SH      SHARED      04          1600
D LYNCH CORP                     COM              551137102        2      100 SH      SHARED      01           100
D LYNCH INTERACTIVE CORP         COM              551146103        7      100 SH      SHARED      01           100
D LYNX THERAPEUTICS INC          COM NEW          551812308       16     1471 SH      SHARED      01          1471
D LYONDELL CHEMICAL CO           COM              552078107      151    11300 SH      SHARED                 11300
D LYONDELL CHEMICAL CO           COM              552078107     6898   515745 SH      SHARED      01        280567            235178
D LYONDELL CHEMICAL CO           COM              552078107     1063    79500 SH      SHARED      04         79500
D M & F WORLDWIDE CORP           COM              552541104      304    38100 SH      SHARED      01         38100
D M & T BK CORP                  COM              55261F104    25176    54851 SH      SHARED      01         19007             35844
D M & T BK CORP                  COM              55261F104       91      200 SH      SHARED      04           200
D MAF BANCORP INC                COM              55261R108     4411   221973 SH      SHARED      01        124975             96998
D MAF BANCORP INC                COM              55261R108       43     2200 SH      SHARED      04          2200
D MBIA INC                       COM              55262C100       97     2100 SH      SHARED                  2100
D MBIA INC                       COM              55262C100    68094  1460479 SH      SHARED      01       1209568            250911
D MBIA INC                       COM              55262C100      604    12966 SH      SHR/OTHR    01                   6696     6270
D MBIA INC                       COM              55262C100      206     4420 SH      SHARED      02           280              4140
D MBIA INC                       COM              55262C100     4130    88600 SH      SHARED      04         88600
D MBNA CORP                      COM              55262L100   251324 11017200 SH      SHARED      01       9441922           1575278
D MBNA CORP                      COM              55262L100     2002    87793 SH      SHARED      02         17912             69881
D MBNA CORP                      COM              55262L100     7345   322000 SH      SHARED      04        322000
D MCN ENERGY GROUP INC           COM              55267J100      158     9200 SH      SHARED                  9200
D MCN ENERGY GROUP INC           COM              55267J100    10012   582552 SH      SHARED      01        301572            280980
D MCN ENERGY GROUP INC           COM              55267J100      199    11600 SH      SHARED      02          4400              7200
D MCN ENERGY GROUP INC           COM              55267J100      945    55000 SH      SHARED      04         55000
D M D C HLDGS INC                COM              552676108        1      100 SH      SHARED                   100
D M D C HLDGS INC                COM              552676108     1476    91200 SH      SHARED      01         91200
D M D C HLDGS INC                COM              552676108       37     2300 SH      SHARED      04          2300
D MCI WORLDCOM INC               COM              55268B106      154     2149 SH      SHARED      04          2149
D MCI WORLDCOM INC               COM              55268B106       12      175 SH      SHARED      04                             175
D MCI WORLDCOM INC               COM              55268B106       43      600 SH      SHR/OTHR    04                    600
D MCI WORLDCOM INC               COM              55268B106      107     1501 SH      SHARED                  1501
D MCI WORLDCOM INC               COM              55268B106  2000637 27834959 SH      SHARED      01      23138905           4696054
D MCI WORLDCOM INC               COM              55268B106    15150   210783 SH      SHR/OTHR    01                  83850   126933
D MCI WORLDCOM INC               COM              55268B106    12502   173944 SH      SHARED      02         53620            120324
D MCI WORLDCOM INC               COM              55268B106   144500  2010443 SH      SHARED      04       2009443              1000
D MCM CAP GROUP INC              COM              55269B105        1      400 SH      SHARED      02                             400
D MDU RES GROUP INC              COM              552690109     4945   219800 SH      SHARED      01        140675             79125
D MDU RES GROUP INC              COM              552690109       40     1800 SH      SHARED      02                            1800
D MDU RES GROUP INC              COM              552690109      110     4900 SH      SHARED      04          4900
D MFC BANCORP LTD                COM              55271X103       18     1950 SH      SHARED      01          1950
D MEMC ELECTR MATLS INC          COM              552715104     1249    90882 SH      SHARED      01         87982              2900
D MEMC ELECTR MATLS INC          COM              552715104       24     1800 SH      SHARED      04          1800
D MFS CHARTER INCOME TR          SH BEN INT       552727109       10     1300 SH      SHARED      02          1300
D MFS INTER INCOME TR            SH BEN INT       55273C107      454    71300 SH      SHR/OTHR    01                           71300
D MGC COMMUNICATIONS INC         COM              552763302      786    37900 SH      SHARED      01         36900              1000
D MGC COMMUNICATIONS INC         COM              552763302       14      700 SH      SHARED      02           700
D MGC COMMUNICATIONS INC         COM              552763302       22     1100 SH      SHARED      04          1100
D MGIC INVT CORP WIS             COM              552848103      124     2600 SH      SHARED                  2600
D MGIC INVT CORP WIS             COM              552848103    77498  1623003 SH      SHARED      01       1370003            253000
D MGIC INVT CORP WIS             COM              552848103     1420    29759 SH      SHARED      02           700             29059
D MGIC INVT CORP WIS             COM              552848103     4259    89200 SH      SHARED      04         89200
D MGI PHARMA INC                 COM              552880106      111     8550 SH      SHARED      02          3000              5550
D MGI PHARMA INC                 COM              552880106      364    28013 SH      SHARED      04         28013
D MGI PPTYS INC                  COM              552885105      372    41342 SH      SHARED      01         39342              2000
D MGI PPTYS INC                  COM              552885105       35     3900 SH      SHARED      02           900              3000
D MGI PPTYS INC                  COM              552885105       10     1200 SH      SHARED      04          1200
D M A R C INC                    COM              552914103        4      300 SH      SHARED      01           300
D MGM GRAND INC                  COM              552953101      920    18000 SH      SHARED                 18000
D MGM GRAND INC                  COM              552953101     2270    44414 SH      SHARED      01         22959             21455
D MGM GRAND INC                  COM              552953101       30      600 SH      SHARED      04           600
D M H MEYERSON & CO INC          COM              55301Q102       24     8300 SH      SHARED      01          8300
D M/I SCHOTTENSTEIN HOMES INC    COM              55305B101        3      200 SH      SHARED                   200
D M/I SCHOTTENSTEIN HOMES INC    COM              55305B101       46     2800 SH      SHARED      01          2800
D MKS INSTRUMENT INC             COM              55306N104       15      700 SH      SHARED      04           700
D MMC NETWORKS INC               COM              55308N102       31     1000 SH      SHARED                  1000
D MMC NETWORKS INC               COM              55308N102     9393   301200 SH      SHARED      01        117600            183600
D MMC NETWORKS INC               COM              55308N102       99     3200 SH      SHARED      04          3200
D MMI COS INC                    COM              553087107      608    55600 SH      SHARED      01         52400              3200
D MMI COS INC                    COM              553087107       17     1600 SH      SHARED      04          1600
D MRV COMMUNICATIONS INC         COM              553477100     1312    55400 SH      SHARED      01         55400
D MRV COMMUNICATIONS INC         COM              553477100       49     2100 SH      SHARED      04          2100
D MSC INDL DIRECT INC            CL A             553530106     1211   134600 SH      SHARED      01         49600             85000
D MSC INDL DIRECT INC            CL A             553530106       22     2500 SH      SHARED      04          2500
D MSC SOFTWARE CORP              SD CONV 7.875%04 553531AA2       87   100000 PRN     SHR/OTHR    01                 100000
D M S CARRIERS INC               COM              553533100     1876    78200 SH      SHARED      01         43500             34700
D M S CARRIERS INC               COM              553533100       60     2500 SH      SHARED      02           800              1700
D M S CARRIERS INC               COM              553533100       21      900 SH      SHARED      04           900
D MTS SYS CORP                   COM              553777103     2037   196400 SH      SHARED      01         90600            105800
D MTS SYS CORP                   COM              553777103       17     1700 SH      SHARED      04          1700
D MTI TECHNOLOGY CORP            COM              553903105     1925    83500 SH      SHARED      01         82100              1400
D MTI TECHNOLOGY CORP            COM              553903105        6      300 SH      SHARED      02           300
D MTI TECHNOLOGY CORP            COM              553903105       62     2700 SH      SHARED      04          2700
D MYR GROUP INC                  COM              554053108        4      221 SH      SHARED      01           221
D MACDERMID INC                  COM              554273102     1699    49900 SH      SHARED      01         49900
D MACDERMID INC                  COM              554273102       47     1400 SH      SHARED      04          1400
D MACERICH CO                    COM              554382101     2030    87800 SH      SHARED      01         83100              4700
D MACERICH CO                    COM              554382101      226     9800 SH      SHARED      04          9800
D MACK CALI RLTY CORP            COM              554489104    23437   874150 SH      SHARED      01        395200            478950
D MACK CALI RLTY CORP            COM              554489104      112     4200 SH      SHR/OTHR    01                   2600     1600
D MACK CALI RLTY CORP            COM              554489104    22871   853040 SH      SHARED      04        853040
D MACMILLAN BLOEDEL LTD          COM              554783209    16863  1075000 SH      SHARED      04       1075000
D MACROCHEM CORP DEL             COM              555903103      322    53820 SH      SHARED      01         53820
D MACROCHEM CORP DEL             COM              555903103       12     2000 SH      SHARED      04          2000
D MACROVISION CORP               COM              555904101    10095   227500 SH      SHARED      01         43500            184000
D MACROVISION CORP               COM              555904101       53     1200 SH      SHARED      04          1200
D MACROMEDIA INC                 COM              556100105       20      500 SH      SHARED                   500
D MACROMEDIA INC                 COM              556100105     5996   146700 SH      SHARED      01         61100             85600
D MACROMEDIA INC                 COM              556100105      216     5294 SH      SHARED      04          5294
D MADDEN STEVEN LTD              COM              556269108       77     6000 SH      SHARED      02          5000              1000
D MADDEN STEVEN LTD              COM              556269108        1      100 SH      SHARED      04           100
D MADECO SA                      SPONSORED ADR    556304103       27     2700 SH      SHARED      01          2700
D MADE2MANAGE SYS INC            COM              556466100       56     6900 SH      SHARED      01          6900
D MADISON GAS & ELEC CO          COM              557497104     1042    52440 SH      SHARED      01         49815              2625
D MADISON GAS & ELEC CO          COM              557497104       33     1700 SH      SHARED      04          1700
D MAGAININ PHARMACEUTICALS INC   COM              559036108       10    10000 SH      SHARED      02         10000
D MAGELLAN HEALTH SVCS INC       COM              559079108     1808   247300 SH      SHARED      01        137900            109400
D MAGELLAN HEALTH SVCS INC       COM              559079108      152    20900 SH      SHARED      04         20900
D MAGNA INTL INC                 SUB DEB CV 5%02  559222AE4       24    25000 PRN     SHARED      04         25000
D MAGNA INTL INC                 SUB DB CV 144A05 559222AF1      902  1000000 PRN     SHARED      01       1000000
D MAGNA INTL INC                 SBDB CV 4.875%05 559222AG9     1945  2157000 PRN     SHARED      04       2157000
D MAGNA INTL INC                 CL A             559222401      690    13900 SH      SHARED      01         13900
D MAGNA INTL INC                 CL A             559222401      944    19000 SH      SHARED      04         19000
D MAGNETEK INC                   COM              559424106       29     3300 SH      SHARED                  3300
D MAGNETEK INC                   COM              559424106     1018   113949 SH      SHARED      01         99528             14421
D MAGNETEK INC                   COM              559424106      167    18700 SH      SHARED      04         18700
D MAGYAR TAVKOZLESI RT           SPONSORED ADR    559776109      773    28376 SH      SHARED      01         28376
D MAIN STR BANCORP INC           COM              559906102        4      349 SH      SHARED      01           349
D MAHONING NATL BANCORP INC      COM              560090102      723    18800 SH      SHARED      01         18800
D MAHONING NATL BANCORP INC      COM              560090102       23      600 SH      SHARED      04           600
D MAIL-WELL INC                  SUB NT CONV 5%02 560321AD3     8640  9000000 PRN     SHARED      04       9000000
D MAIL-WELL INC                  COM              560321200     1341    96700 SH      SHARED      01         91700              5000
D MAIL-WELL INC                  COM              560321200       48     3500 SH      SHARED      04          3500
D MAKER COMMUNICATIONS INC       COM              560875106       23     1000 SH      SHARED                  1000
D MAKER COMMUNICATIONS INC       COM              560875106      138     5900 SH      SHARED      01          5900
D MAKER COMMUNICATIONS INC       COM              560875106      177     7550 SH      SHARED      02          7550
D MAKER COMMUNICATIONS INC       COM              560875106        9      400 SH      SHARED      04           400
D MALAN RLTY INVS INC            COM              561063108       16     1200 SH      SHARED      01          1200
D MALLINCKRODT INC NEW           COM              561232109       51     1700 SH      SHARED                  1700
D MALLINCKRODT INC NEW           COM              561232109    30943  1025059 SH      SHARED      01        845839            179220
D MALLINCKRODT INC NEW           COM              561232109       49     1650 SH      SHARED      02           300              1350
D MALLINCKRODT INC NEW           COM              561232109     1847    61200 SH      SHARED      04         61200
D MALLON RES CORP                COM NEW          561240201       14     1700 SH      SHARED      01          1700
D MANDALAY RESORT GROUP          MANDALAY         562567107      191     9700 SH      SHARED                  9700
D MANDALAY RESORT GROUP          MANDALAY         562567107    11800   597484 SH      SHARED      01        327559            269925
D MANDALAY RESORT GROUP          MANDALAY         562567107     1046    53000 SH      SHARED      04         53000
D MANHATTAN ASSOCS INC           COM              562750109       83    15200 SH      SHARED      01         15200
D MANHATTAN ASSOCS INC           COM              562750109        1      300 SH      SHARED      04           300
D MANITOWOC INC                  COM              563571108    11753   344434 SH      SHARED      01        125261            219173
D MANITOWOC INC                  COM              563571108       81     2400 SH      SHARED      04          2400
D MANNATECH INC                  COM              563771104       91    13900 SH      SHARED      01          9300              4600
D MANNATECH INC                  COM              563771104        3      500 SH      SHARED      04           500
D MANNING GREG AUCTIONS INC      COM              563823103       78     5600 SH      SHARED      01          5600
D MANNING GREG AUCTIONS INC      COM              563823103        5      400 SH      SHARED      02                             400
D MANPOWER INC                   COM              56418H100      235     8101 SH      SHARED                  8101
D MANPOWER INC                   COM              56418H100    16990   583371 SH      SHARED      01        310471            272900
D MANPOWER INC                   COM              56418H100       20      700 SH      SHARED      02                             700
D MANPOWER INC                   COM              56418H100     1194    41000 SH      SHARED      04         41000
D MANUFACTURED HOME CMNTYS INC   COM              564682102     3536   151300 SH      SHARED      01         46000            105300
D MANUFACTURED HOME CMNTYS INC   COM              564682102       47     2040 SH      SHARED      02          2040
D MANUFACTURED HOME CMNTYS INC   COM              564682102      174     7450 SH      SHARED      04          7450
D MAPICS INC                     COM              564910107      572    65900 SH      SHARED      01         60400              5500
D MAPICS INC                     COM              564910107       19     2200 SH      SHARED      04          2200
D MANUGISTICS GROUP INC          COM              565011103      132    12600 SH      SHARED      01         12600
D MANUGISTICS GROUP INC          COM              565011103      760    72432 SH      SHARED      02         72432
D MANUGISTICS GROUP INC          COM              565011103      219    20947 SH      SHARED      04         20947
D MAPINFO CORP                   COM              565105103       91     4800 SH      SHARED      01          4800
D MAPQUEST COM INC               COM              565644101      130    11000 SH      SHARED      01         11000
D MAPQUEST COM INC               COM              565644101       62     5285 SH      SHARED      02          5285
D MAPQUEST COM INC               COM              565644101        4      400 SH      SHARED      04           400
D MARCUS CORP                    COM              566330106      874    72526 SH      SHARED      01         72526
D MARCUS CORP                    COM              566330106       25     2100 SH      SHARED      04          2100
D MARIMBA INC                    COM              56781Q109     6330   211900 SH      SHARED      01         76400            135500
D MARIMBA INC                    COM              56781Q109      324    10860 SH      SHARED      02         10660               200
D MARIMBA INC                    COM              56781Q109       12      424 SH      SHARED      04           424
D MARINE TRANS CORP              COM              567912100        2      790 SH      SHARED      01           790
D MARINE TRANS CORP              COM              567912100        7     2350 SH      SHARED      04          2350
D MARINE DRILLING COS INC        COM PAR $0.01    568240204       63     4000 SH      SHARED                  4000
D MARINE DRILLING COS INC        COM PAR $0.01    568240204     6628   419200 SH      SHARED      01        225800            193400
D MARINE DRILLING COS INC        COM PAR $0.01    568240204      337    21350 SH      SHARED      02         10850             10500
D MARINE DRILLING COS INC        COM PAR $0.01    568240204     3484   220400 SH      SHARED      04        220400
D MARINE PETE TR                 UNIT BEN INT     568423107        1      100 SH      SHARED      01           100
D MARINE PETE TR                 UNIT BEN INT     568423107      179    12000 SH      SHARED      02                           12000
D MARINER POST-ACUTE NETWORK INC COM              568459101        9    25357 SH      SHARED      01         25357
D MARINER POST-ACUTE NETWORK INC COM              568459101        0      500 SH      SHARED      02                             500
D MARK IV INDS INC               COM              570387100      106     5400 SH      SHARED                  5400
D MARK IV INDS INC               COM              570387100     8669   438957 SH      SHARED      01        218965            219992
D MARK IV INDS INC               COM              570387100     1819    92134 SH      SHARED      04         92134
D MARKEL CORP                    COM              570535104     6545    35950 SH      SHARED      01         17800             18150
D MARKEL CORP                    COM              570535104      400     2200 SH      SHARED      02          1600               600
D MARKEL CORP                    COM              570535104       54      300 SH      SHARED      04           300
D MARKET GUIDE INC               COM NEW          570565200        0     4800 SH      SHARED      01          4800
D MARKETWATCH COM INC            COM              570619106     4980   105400 SH      SHARED      01          1900            103500
D MARKETWATCH COM INC            COM              570619106       48     1025 SH      SHARED      02           675               350
D MARKETWATCH COM INC            COM              570619106        9      200 SH      SHARED      04           200
D MARKETING SVCS GROUP INC       COM              570907105     2175   183200 SH      SHARED      01         48400            134800
D MARKETING SVCS GROUP INC       COM              570907105        4      400 SH      SHARED      02                             400
D MARKETING SVCS GROUP INC       COM              570907105       14     1200 SH      SHARED      04          1200
D MARSH & MCLENNAN COS INC       COM              571748102   273968  3999534 SH      SHARED      01       3322911     8000   668623
D MARSH & MCLENNAN COS INC       COM              571748102     1140    16650 SH      SHR/OTHR    01                  11700     4950
D MARSH & MCLENNAN COS INC       COM              571748102      169     2477 SH      SHARED      02           300              2177
D MARSH & MCLENNAN COS INC       COM              571748102    19744   288242 SH      SHARED      04        288242
D MARSH SUPERMARKETS INC         CL A             571783307       17     1100 SH      SHARED      01          1100
D MARSHALL & ILSLEY CORP         COM              571834100      616    10800 SH      SHARED                 10800
D MARSHALL & ILSLEY CORP         COM              571834100    39188   686778 SH      SHARED      01        353854            332924
D MARSHALL & ILSLEY CORP         COM              571834100       37      650 SH      SHR/OTHR    01                             650
D MARSHALL & ILSLEY CORP         COM              571834100     3321    58200 SH      SHARED      04         58200
D MARRIOTT INTL INC NEW          CL A             571903202   110212  3371740 SH      SHARED      01       2910338            461402
D MARRIOTT INTL INC NEW          CL A             571903202       98     3000 SH      SHR/OTHR    01                            3000
D MARRIOTT INTL INC NEW          CL A             571903202      219     6700 SH      SHARED      02          2000              4700
D MARRIOTT INTL INC NEW          CL A             571903202     6017   184100 SH      SHARED      04        184100
D MARSHALL INDS                  COM              572393106     6420   175900 SH      SHARED      01         88500             87400
D MARSHALL INDS                  COM              572393106       58     1600 SH      SHARED      04          1600
D MARTEK BIOSCIENCES CORP        COM              572901106        5     1000 SH      SHARED      02                            1000
D MARTEN TRANS LTD               COM              573075108        1      107 SH      SHARED      04           107
D MARTIN MARIETTA MATLS INC      COM              573284106      179     4500 SH      SHARED                  4500
D MARTIN MARIETTA MATLS INC      COM              573284106    10018   250852 SH      SHARED      01        177353             73499
D MARTIN MARIETTA MATLS INC      COM              573284106      374     9385 SH      SHARED      02          1635              7750
D MARTIN MARIETTA MATLS INC      COM              573284106     1126    28200 SH      SHARED      04         28200
D MARVEL ENTERPRISES INC         COM              57383M108      424    78000 SH      SHARED      01         78000
D MARVEL ENTERPRISES INC         COM              57383M108        3      700 SH      SHARED      04           700
D MASCO CORP                     COM              574599106      288     9300 SH      SHARED                  9300
D MASCO CORP                     COM              574599106   186776  6025041 SH      SHARED      01       5274928            750113
D MASCO CORP                     COM              574599106     2076    66976 SH      SHR/OTHR    01                  15120    51856
D MASCO CORP                     COM              574599106       27      900 SH      SHARED      02                             900
D MASCO CORP                     COM              574599106    15345   495000 SH      SHARED      04        495000
D MASCOTECH INC                  SBDB CONV 4.5%03 574670AB1       20    25000 PRN     SHARED      02         25000
D MASCOTECH INC                  COM              574670105     5271   317101 SH      SHARED      01        180250            136851
D MASCOTECH INC                  COM              574670105     1137    68400 SH      SHARED      04         68400
D MASISA S A                     SPONSORED ADR    574799102       51     5000 SH      SHARED      01          5000
D MASSBANK CORP READ MASS        COM              576152102        7      200 SH      SHARED      01           200
D MASSBANK CORP READ MASS        COM              576152102       18      532 SH      SHR/OTHR    01                             532
D MASTECH CORP                   COM              57632N105     1628   120600 SH      SHARED      01        120500               100
D MASTECH CORP                   COM              57632N105      247    18300 SH      SHARED      04         18300
D MASTEC INC                     COM              576323109     1817    61750 SH      SHARED      01         61750
D MASTEC INC                     COM              576323109       52     1800 SH      SHARED      04          1800
D MATERIAL SCIENCIES CORP        COM              576674105       23     1800 SH      SHARED      01          1800
D MATRIA HEALTHCARE INC          COM              576817100      445    75824 SH      SHARED      01         75824
D MATRIA HEALTHCARE INC          COM              576817100        0        2 SH      SHARED      02             2
D MATRIA HEALTHCARE INC          COM              576817100       22     3800 SH      SHARED      04          3800
D MATSUSHITA ELEC INDL           ADR              576879209      146      700 SH      SHARED                   700
D MATSUSHITA ELEC INDL           ADR              576879209        6       30 SH      SHARED      02                              30
D MATLACK SYS INC                COM              576901102       53    10550 SH      SHARED      01         10550
D MATTEL INC                     COM              577081102      172     9100 SH      SHARED                  9100
D MATTEL INC                     COM              577081102   114168  6008855 SH      SHARED      01       4980152           1028703
D MATTEL INC                     COM              577081102      224    11836 SH      SHR/OTHR    01                   9146     2690
D MATTEL INC                     COM              577081102      327    17261 SH      SHARED      02          1641             15620
D MATTEL INC                     COM              577081102     6087   320400 SH      SHARED      04        320400
D MATTHEWS INTL CORP             CL A             577128101     1150    38200 SH      SHARED      01         38200
D MATTHEWS INTL CORP             CL A             577128101       48     1600 SH      SHARED      04          1600
D MAXIM GROUP INC                COM              57772J104        9     1900 SH      SHARED      01          1900
D MAXIM INTEGRATED PRODS INC     COM              57772K101      889    14100 SH      SHARED                 14100
D MAXIM INTEGRATED PRODS INC     COM              57772K101    57327   908598 SH      SHARED      01        452798            455800
D MAXIM INTEGRATED PRODS INC     COM              57772K101      447     7100 SH      SHARED      02          2700              4400
D MAXIM INTEGRATED PRODS INC     COM              57772K101     5993    95000 SH      SHARED      04         95000
D MAXCO INC                      COM              577723109        0      100 SH      SHARED      01           100
D MAXTOR CORP                    COM NEW          577729205     1176   178400 SH      SHARED      01        169600              8800
D MAXTOR CORP                    COM NEW          577729205      118    18000 SH      SHARED      02         18000
D MAXTOR CORP                    COM NEW          577729205       38     5800 SH      SHARED      04          5800
D MAXWELL SHOE INC               CL A             577766108       52     6000 SH      SHARED      01          6000
D MAXWELL TECHNOLOGIES INC       COM              577767106      231    17610 SH      SHARED      01         14910              2700
D MAXWELL TECHNOLOGIES INC       COM              577767106       13     1000 SH      SHARED      04          1000
D MAXXIM MED INC                 COM              57777G105     1127    47100 SH      SHARED      01         47100
D MAXXIM MED INC                 COM              57777G105       23     1000 SH      SHR/OTHR    01                   1000
D MAXXIM MED INC                 COM              57777G105       18      755 SH      SHARED      02           755
D MAXXIM MED INC                 COM              57777G105       31     1300 SH      SHARED      04          1300
D MAY DEPT STORES CO             COM              577778103   191512  5255997 SH      SHARED      01       4456291            799706
D MAY DEPT STORES CO             COM              577778103     1900    52168 SH      SHR/OTHR    01                  36720    15448
D MAY DEPT STORES CO             COM              577778103      101     2796 SH      SHARED      02          2046               750
D MAY DEPT STORES CO             COM              577778103     8858   243120 SH      SHARED      04        243120
D MAX & ERMAS RESTAURANTS INC    COM              577903107        1      275 SH      SHARED      01           275
D MAXICARE HEALTH PLANS INC      COM NEW          577904204       22     4800 SH      SHARED      01          4800
D MAXXAM INC                     COM              577913106       30      600 SH      SHARED                   600
D MAXXAM INC                     COM              577913106     3452    67200 SH      SHARED      01         19400             47800
D MAXXAM INC                     COM              577913106        0       10 SH      SHARED      02            10
D MAXXAM INC                     COM              577913106      195     3800 SH      SHARED      04          3800
D MAVERICK TUBE CORP             COM              577914104      330    19900 SH      SHARED      01         19900
D MAVERICK TUBE CORP             COM              577914104      290    17491 SH      SHARED      04         17491
D MAXIMUS INC                    COM              577933104      826    27600 SH      SHARED      01         27300               300
D MAXIMUS INC                    COM              577933104       29     1000 SH      SHARED      04          1000
D MAYFLOWER CO-OPERATIVE BK MASS COM              578330102       20     1500 SH      SHARED      01          1500
D MAYS J W INC                   COM              578473100        6     1300 SH      SHARED      01          1300
D MAYTAG CORP                    COM              578592107       53     1600 SH      SHARED                  1600
D MAYTAG CORP                    COM              578592107    44091  1323580 SH      SHARED      01       1128795            194785
D MAYTAG CORP                    COM              578592107     4801   144123 SH      SHR/OTHR    01                 143523      600
D MAYTAG CORP                    COM              578592107       99     3000 SH      SHARED      02          1100              1900
D MAYTAG CORP                    COM              578592107    36903  1107803 SH      SHARED      04       1107803
D MCCLATCHY CO                   CL A             579489105     3311    92625 SH      SHARED      01         17900             74725
D MCCLATCHY CO                   CL A             579489105       17      500 SH      SHARED      04           500
D MCCORMICK & CO INC             COM NON VTG      579780206      247     7500 SH      SHARED                  7500
D MCCORMICK & CO INC             COM NON VTG      579780206    17505   529485 SH      SHARED      01        260259            269226
D MCCORMICK & CO INC             COM NON VTG      579780206     1580    47793 SH      SHARED      02         38097              9696
D MCCORMICK & CO INC             COM NON VTG      579780206     1524    46100 SH      SHARED      04         46100
D MCDERMOTT INTL INC             COM              580037109       68     3400 SH      SHARED                  3400
D MCDERMOTT INTL INC             COM              580037109    12783   631280 SH      SHARED      01        631280
D MCDERMOTT INTL INC             COM              580037109       25     1251 SH      SHARED      02                            1251
D MCDERMOTT INTL INC             COM              580037109     5963   294500 SH      SHARED      04        294500
D MCDONALDS CORP                 COM              580135101       14      340 SH      SHARED      04                             340
D MCDONALDS CORP                 COM              580135101       34      800 SH      SHR/OTHR    04                    800
D MCDONALDS CORP                 COM              580135101     1786    41300 SH      SHARED                 41300
D MCDONALDS CORP                 COM              580135101   881246 20375644 SH      SHARED      01      17121354           3254290
D MCDONALDS CORP                 COM              580135101    18721   432862 SH      SHR/OTHR    01                 275344   157518
D MCDONALDS CORP                 COM              580135101     3538    81814 SH      SHARED      02         21500             60314
D MCDONALDS CORP                 COM              580135101    78840  1822895 SH      SHARED      04       1822145               750
D MCGRATH RENTCORP               COM              580589109      826    45900 SH      SHARED      01         45900
D MCGRATH RENTCORP               COM              580589109        9      500 SH      SHARED      02           500
D MCGRATH RENTCORP               COM              580589109       19     1100 SH      SHARED      04          1100
D MCGRAW HILL COS INC            COM              580645109        4      100 SH      SHARED      04           100
D MCGRAW HILL COS INC            COM              580645109      599    12400 SH      SHARED                 12400
D MCGRAW HILL COS INC            COM              580645109   211155  4364966 SH      SHARED      01       3227348           1137618
D MCGRAW HILL COS INC            COM              580645109    16750   346265 SH      SHR/OTHR    01                 189302   156963
D MCGRAW HILL COS INC            COM              580645109      451     9336 SH      SHARED      02          1200              8136
D MCGRAW HILL COS INC            COM              580645109     7889   163100 SH      SHARED      04        163100
D MCKESSON HBOC INC              COM              58155Q103        8      300 SH      SHR/OTHR    04                    300
D MCKESSON HBOC INC              COM              58155Q103      168     5800 SH      SHARED                  5800
D MCKESSON HBOC INC              COM              58155Q103   115591  3985899 SH      SHARED      01       3299686            686213
D MCKESSON HBOC INC              COM              58155Q103      110     3800 SH      SHR/OTHR    01                   3000      800
D MCKESSON HBOC INC              COM              58155Q103      690    23807 SH      SHARED      02         15844              7963
D MCKESSON HBOC INC              COM              58155Q103    18693   644595 SH      SHARED      04        644595
D MCLAREN AUTOMOTIVE GROUP INC   COM              581759107       16     6900 SH      SHARED      01          6900
D MCLEODUSA INC                  COM              582266102    27678   650300 SH      SHARED      01        241400            408900
D MCLEODUSA INC                  COM              582266102       25      600 SH      SHARED      02           600
D MCLEODUSA INC                  COM              582266102      719    16900 SH      SHARED      04         16900
D MCMORAN EXPLORATION CO         COM              582411104      751    34968 SH      SHARED      01         30056              4912
D MCMORAN EXPLORATION CO         COM              582411104        9      449 SH      SHARED      02           121               328
D MCMORAN EXPLORATION CO         COM              582411104       27     1300 SH      SHARED      04          1300
D MCRAE INDS INC                 CL A             582757209        1      300 SH      SHARED      01           300
D MCRAE INDS INC                 CL B             582757308        3      600 SH      SHARED      01           600
D MCWHORTER TECHNOLOGIES INC     COM              582803102        5      350 SH      SHARED      01           350
D MEAD CORP                      COM              582834107      275     8000 SH      SHARED                  8000
D MEAD CORP                      COM              582834107    51989  1512434 SH      SHARED      01       1268734            243700
D MEAD CORP                      COM              582834107       68     2000 SH      SHR/OTHR    01                            2000
D MEAD CORP                      COM              582834107       38     1115 SH      SHARED      02          1115
D MEAD CORP                      COM              582834107     5441   158300 SH      SHARED      04        158300
D MEADE INSTRUMENTS CORP         COM              583062104      259    10800 SH      SHARED      01         10800
D MEADOWBROOK INS GROUP INC      COM              58319P108       36     3300 SH      SHARED      01          3300
D MECHANICAL TECHNOLOGY INC      COM              583538103      647    18200 SH      SHARED      01         18200
D MECHANICAL TECHNOLOGY INC      COM              583538103       21      600 SH      SHARED      04           600
D MEDAREX INC                    COM              583916101        0       51 SH      SHARED      04            51
D MEDALLION FINL CORP            COM              583928106      538    26600 SH      SHARED      01         23000              3600
D MEDALLION FINL CORP            COM              583928106       20     1000 SH      SHARED      04          1000
D MECON INC                      COM              58400M105       50     7900 SH      SHARED      01          7900
D MEDCO RESH INC                 COM              584059109      311    12500 SH      SHARED      01         12500
D MEDCO RESH INC                 COM              584059109       22      900 SH      SHARED      04           900
D MEDE AMER CORP                 COM              584067102     3392   147500 SH      SHARED      01         33500            114000
D MEDE AMER CORP                 COM              584067102       25     1100 SH      SHARED      04          1100
D MEDEVA PLC                     SPONSORED ADR    58410H203        0      100 SH      SHARED      01           100
D MEDFORD BANCORP INC            COM              584131106       12      800 SH      SHARED      01           800
D MEDIA ARTS GROUP INC           COM              58439C102        5     1200 SH      SHARED      01          1200
D MEDIAONE GROUP INC             COM              58440J104      908    13300 SH      SHARED                 13300
D MEDIAONE GROUP INC             COM              58440J104   624017  9134822 SH      SHARED      01       7689295           1445527
D MEDIAONE GROUP INC             COM              58440J104     3554    52032 SH      SHR/OTHR    01                  18468    33564
D MEDIAONE GROUP INC             COM              58440J104      358     5247 SH      SHARED      02           622              4625
D MEDIAONE GROUP INC             COM              58440J104   199770  2924381 SH      SHARED      04       2924381
D MEDIAONE GROUP INC             PFD CV SER D     58440J203     6902    51131 SH      SHARED      01         15000             36131
D MEDIAONE GROUP INC             PFD CV SER D     58440J203   124639   923254 SH      SHARED      04        923254
D MEDIA 100 INC                  COM              58440W105        5      800 SH      SHARED      01           800
D MEDIA METRIX INC               COM              58440X103     9775   139900 SH      SHARED      01         24500            115400
D MEDIA METRIX INC               COM              58440X103       20      300 SH      SHARED      04           300
D MEDIA GEN INC                  CL A             584404107      143     2800 SH      SHARED                  2800
D MEDIA GEN INC                  CL A             584404107     8667   169117 SH      SHARED      01         44789            124328
D MEDIA GEN INC                  CL A             584404107     9686   189000 SH      SHARED      04        189000
D MEDIA LOGIC INC                COM              58441B100        0    10921 SH      SHARED      02         10921
D MEDIALINK WORLDWIDE INC        COM              58445P105       50     4800 SH      SHARED      01          4800
D MEDICAL ALLIANCE INC           COM              58449S105        3     2100 SH      SHARED      02          2100
D MEDICAL ASSURN INC             COM              58449U100     1819    72602 SH      SHARED      01         69783              2819
D MEDICAL ASSURN INC             COM              58449U100      218     8700 SH      SHARED      02           300              8400
D MEDICAL ASSURN INC             COM              58449U100       52     2100 SH      SHARED      04          2100
D MEDICAL MANAGER CORP NEW       COM              58461U103     1518    30524 SH      SHARED      01         29524              1000
D MEDICAL MANAGER CORP NEW       COM              58461U103     4274    85925 SH      SHARED      02         85625               300
D MEDICAL MANAGER CORP NEW       COM              58461U103       82     1663 SH      SHARED      04          1663
D MEDICALCONTROL INC             COM              584636104       11     1700 SH      SHARED      01          1700
D MEDICONSULT COM INC            COM              58469J100     1640   211700 SH      SHARED      01         38000            173700
D MEDICONSULT COM INC            COM              58469J100       23     3000 SH      SHARED      02          2000              1000
D MEDICONSULT COM INC            COM              58469J100        8     1142 SH      SHARED      04          1142
D MEDICIS PHARMACEUTICAL CORP    CL A NEW         584690309     4890   171602 SH      SHARED      01         72952             98650
D MEDICIS PHARMACEUTICAL CORP    CL A NEW         584690309       85     3000 SH      SHARED      04          3000
D MEDIMMUNE INC                  COM              584699102      627     6300 SH      SHARED                  6300
D MEDIMMUNE INC                  COM              584699102    38265   383975 SH      SHARED      01        167700            216275
D MEDIMMUNE INC                  COM              584699102        9      100 SH      SHR/OTHR    01                             100
D MEDIMMUNE INC                  COM              584699102        4       50 SH      SHARED      02                              50
D MEDIMMUNE INC                  COM              584699102     3099    31100 SH      SHARED      04         31100
D MEDIWARE INFORMATION SYS INC   COM              584946107       47     5900 SH      SHARED      01          5900
D MEDIWARE INFORMATION SYS INC   COM              584946107       40     5000 SH      SHARED      02          5000
D MEDQUIST INC                   COM              584949101     3621   108300 SH      SHARED      01        108300
D MEDQUIST INC                   COM              584949101      167     5002 SH      SHARED      02          5002
D MEDQUIST INC                   COM              584949101      105     3149 SH      SHARED      04          3149
D MEDITRUST CORP                 PAIRED CTF NEW   58501T306     7595   893531 SH      SHARED      01        278323            615208
D MEDITRUST CORP                 PAIRED CTF NEW   58501T306      123    14500 SH      SHR/OTHR    01                  12000     2500
D MEDITRUST CORP                 PAIRED CTF NEW   58501T306      333    39271 SH      SHARED      02         12879             26392
D MEDITRUST CORP                 PAIRED CTF NEW   58501T306       83     9800 SH      SHARED      04          9800
D MEDSTONE INTL INC NEW          COM              58505C101        0      100 SH      SHARED      01           100
D MEDSTONE INTL INC NEW          COM              58505C101       13     2000 SH      SHR/OTHR    01                   2000
D MEDTRONIC INC                  COM              585055106       49     1400 SH      SHR/OTHR    01                   1400
D MEDTRONIC INC                  COM              585055106     2204    62000 SH      SHARED                 62000
D MEDTRONIC INC                  COM              585055106   631844 17767410 SH      SHARED      01      14485802           3281608
D MEDTRONIC INC                  COM              585055106    11206   315122 SH      SHR/OTHR    01                 155564   159558
D MEDTRONIC INC                  COM              585055106     5898   165868 SH      SHARED      02         25942            139926
D MEDTRONIC INC                  COM              585055106    32067   901744 SH      SHARED      04        900594              1150
D MEGO FINL CORP                 COM NEW          585162308       11     3183 SH      SHARED      01          3183
D MELITA INTERNATIONAL CORP      COM              585493109       66     8500 SH      SHARED      01          5300              3200
D MELITA INTERNATIONAL CORP      COM              585493109        3      500 SH      SHARED      04           500
D MELLON BK CORP                 COM              585509102      699    20800 SH      SHARED                 20800
D MELLON BK CORP                 COM              585509102   308888  9186283 SH      SHARED      01       7197275           1989008
D MELLON BK CORP                 COM              585509102    28477   846921 SH      SHR/OTHR    01                 683640   163281
D MELLON BK CORP                 COM              585509102     9618   286050 SH      SHARED      02          3600            282450
D MELLON BK CORP                 COM              585509102    28537   848700 SH      SHARED      04        848700
D MEMBERWORKS INC                COM              586002107     1351    40500 SH      SHARED      01         39700               800
D MEMBERWORKS INC                COM              586002107        5      150 SH      SHARED      02           150
D MEMBERWORKS INC                COM              586002107     5129   153700 SH      SHARED      03        153700
D MEMBERWORKS INC                COM              586002107       36     1100 SH      SHARED      04          1100
D MENS WEARHOUSE INC             COM              587118100     7458   346922 SH      SHARED      01        130779            216143
D MENS WEARHOUSE INC             COM              587118100       49     2300 SH      SHARED      04          2300
D MENTOR CORP MINN               COM              587188103     9405   330032 SH      SHARED      01        109900            220132
D MENTOR CORP MINN               COM              587188103       54     1900 SH      SHARED      04          1900
D MENTOR GRAPHICS CORP           COM              587200106       57     6700 SH      SHARED                  6700
D MENTOR GRAPHICS CORP           COM              587200106     5925   692104 SH      SHARED      01        377253            314851
D MENTOR GRAPHICS CORP           COM              587200106       77     9005 SH      SHARED      02          9005
D MENTOR GRAPHICS CORP           COM              587200106      683    79800 SH      SHARED      04         79800
D MERANT PLC                     SPONSORED ADR    587336108       48     2090 SH      SHARED      01          2090
D MERANT PLC                     SPONSORED ADR    587336108       93     4000 SH      SHARED      02          4000
D MERCANTILE BANKSHARES CORP     COM              587405101      225     7300 SH      SHARED                  7300
D MERCANTILE BANKSHARES CORP     COM              587405101    19933   644314 SH      SHARED      01        217718            426596
D MERCANTILE BANKSHARES CORP     COM              587405101     1804    58329 SH      SHARED      02          2825             55504
D MERCANTILE BANKSHARES CORP     COM              587405101     2406    77800 SH      SHARED      04         77800
D MERCHANTS BANCSHARES           COM              588448100      152     6400 SH      SHARED      01          6400
D MERCHANTS GROUP INC            COM              588539106        6      300 SH      SHARED      01           300
D MERCHANTS N Y BANCORP INC      COM              589167105     1349    35500 SH      SHARED      01         35500
D MERCHANTS N Y BANCORP INC      COM              589167105       38     1000 SH      SHARED      04          1000
D MERCK & CO INC                 COM              589331107       35      550 SH      SHARED      04           400               150
D MERCK & CO INC                 COM              589331107       45      700 SH      SHR/OTHR    04                    700
D MERCK & CO INC                 COM              589331107     5930    91500 SH      SHARED                 91500
D MERCK & CO INC                 COM              589331107  2334166 36014413 SH      SHARED      01      30093800      900  5919713
D MERCK & CO INC                 COM              589331107    99766  1539319 SH      SHR/OTHR    01                1011205   528114
D MERCK & CO INC                 COM              589331107    13299   205202 SH      SHARED      02         55484            149718
D MERCK & CO INC                 COM              589331107   229706  3544190 SH      SHARED      04       3543815               375
D MERCURY AIR GROUP INC          COM              589354109       88    14500 SH      SHR/OTHR    01                  14500
D MERCURY COMPUTER SYS           COM              589378108      584    17200 SH      SHARED      01         17200
D MERCURY COMPUTER SYS           COM              589378108       34     1000 SH      SHARED      04          1000
D MERCURY GENL CORP NEW          COM              589400100     3624   131520 SH      SHARED      01         42420             89100
D MERCURY GENL CORP NEW          COM              589400100      152     5520 SH      SHARED      02          5220               300
D MERCURY GENL CORP NEW          COM              589400100       88     3200 SH      SHARED      04          3200
D MERCURY INTERACTIVE CORP       COM              589405109     7468   115686 SH      SHARED      01        115686
D MERCURY INTERACTIVE CORP       COM              589405109      290     4500 SH      SHARED      02          3000              1500
D MERCURY INTERACTIVE CORP       COM              589405109      225     3500 SH      SHARED      04          3500
D MEREDITH CORP                  COM              589433101       39     1100 SH      SHARED                  1100
D MEREDITH CORP                  COM              589433101    24521   675294 SH      SHARED      01        557994            117300
D MEREDITH CORP                  COM              589433101       21      600 SH      SHR/OTHR    01                    600
D MEREDITH CORP                  COM              589433101     1387    38200 SH      SHARED      04         38200
D MERIDIAN DIAGNOSTICS INC       COM              589602101        4      600 SH      SHARED      01           600
D MERIDIAN INSURANCE GROUP INC   COM              589644103       17     1080 SH      SHARED      01          1080
D MERIDIAN MED TECHNOLOGIES INC  COM              589658103       46     8700 SH      SHARED      01          8700
D MERIDIAN RESOURCE CORP         COM              58977Q109       90    19108 SH      SHARED      01         19108
D MERIDIAN RESOURCE CORP         COM              58977Q109       13     2800 SH      SHARED      04          2800
D MERISTAR HOSPITALITY CORP      COM              58984Y103     2073   134848 SH      SHARED      01        120500             14348
D MERISTAR HOSPITALITY CORP      COM              58984Y103      221    14420 SH      SHARED      04         14420
D MERISEL INC                    COM              589849108      486   299500 SH      SHARED      01        267200             32300
D MERISEL INC                    COM              589849108       12     7400 SH      SHARED      04          7400
D MERITOR AUTOMOTIVE INC         COM              59000G100      148     7100 SH      SHARED                  7100
D MERITOR AUTOMOTIVE INC         COM              59000G100    10905   522408 SH      SHARED      01        255415            266993
D MERITOR AUTOMOTIVE INC         COM              59000G100      263    12638 SH      SHARED      02          2820              9818
D MERITOR AUTOMOTIVE INC         COM              59000G100      772    37000 SH      SHARED      04         37000
D MERITAGE CORP                  COM              59001A102       13     1100 SH      SHARED      01          1100
D MERRILL CORP                   COM              590175105      789    39600 SH      SHARED      01         39600
D MERRILL CORP                   COM              590175105       25     1300 SH      SHARED      04          1300
D MERRILL LYNCH & CO INC         COM              590188108      208     3101 SH      SHARED                  3101
D MERRILL LYNCH & CO INC         COM              590188108   351589  5218395 SH      SHARED      01       4405713            812682
D MERRILL LYNCH & CO INC         COM              590188108      168     2500 SH      SHR/OTHR    01                    350     2150
D MERRILL LYNCH & CO INC         COM              590188108     1224    18170 SH      SHARED      02         11470              6700
D MERRILL LYNCH & CO INC         COM              590188108    59808   887700 SH      SHARED      04        887700
D MERRY LAND PROPERTIES INC      COM              590441101       15     2790 SH      SHARED      01          2790
D MERRY LAND PROPERTIES INC      COM              590441101        1      299 SH      SHARED      02           124               175
D MESA AIR GROUP INC             COM              590479101      430    70350 SH      SHARED      01         70350
D MESA AIR GROUP INC             COM              590479101        3      621 SH      SHARED      02           621
D MESA AIR GROUP INC             COM              590479101      206    33720 SH      SHARED      04         33720
D MESABA HLDGS INC               COM              59066B102      297    25350 SH      SHARED      01         24800               550
D MESABA HLDGS INC               COM              59066B102       16     1400 SH      SHARED      04          1400
D MESA RTY TR                    UNIT BEN INT     590660106        9      200 SH      SHARED      01           200
D MESABI TR                      CTF BEN INT      590672101        8     3000 SH      SHARED      02                            3000
D MESSAGEMEDIA INC               COM              590787107     1192   110900 SH      SHARED      01         70600             40300
D MESSAGEMEDIA INC               COM              590787107       23     2200 SH      SHARED      04          2200
D MESTEK INC                     COM              590829107      230    11500 SH      SHARED      01          7800              3700
D MESTEK INC                     COM              590829107        6      300 SH      SHARED      04           300
D MET PRO CORP                   COM              590876306        7      675 SH      SHARED      01           675
D META GROUP INC                 COM              591002100       86     4850 SH      SHARED      01          4850
D METACREATIONS CORP             COM              591016100      962   172110 SH      SHARED      02         86000             86110
D METAL MGMT INC                 COM              591097100        0      414 SH      SHARED      04           414
D METALCLAD CORP                 COM NEW          591142203        0      200 SH      SHARED      02           200
D METALS USA INC                 COM              591324108      892    87599 SH      SHARED      01         82599              5000
D METALS USA INC                 COM              591324108       27     2700 SH      SHARED      04          2700
D METAMOR WORLDWIDE INC          COM              59133P100     8163   459900 SH      SHARED      01        146200            313700
D METAMOR WORLDWIDE INC          COM              59133P100      159     9000 SH      SHARED      02          8500               500
D METAMOR WORLDWIDE INC          COM              59133P100       54     3069 SH      SHARED      04          3069
D METHODE ELECTRS INC            CL A             591520200     4292   227400 SH      SHARED      01        138250             89150
D METHODE ELECTRS INC            CL A             591520200       62     3300 SH      SHARED      04          3300
D METRICOM INC                   COM              591596101     3344   147000 SH      SHARED      01         43500            103500
D METRICOM INC                   COM              591596101       20      900 SH      SHARED      04           900
D METRIS COS INC                 COM              591598107     3504   118786 SH      SHARED      01        116890              1896
D METRIS COS INC                 COM              591598107      118     4000 SH      SHARED      04          4000
D METRO GOLDWYN MAYER INC        COM              591610100      161     9223 SH      SHARED      04          9223
D METRO INFORMATION SERVICES INC COM              59162P104      288    22500 SH      SHARED      01         19400              3100
D METRO INFORMATION SERVICES INC COM              59162P104        8      700 SH      SHARED      04           700
D METROCALL INC                  COM              591647102       19    15400 SH      SHARED      01         15400
D METROCALL INC                  COM              591647102       22    18000 SH      SHARED      02         18000
D METROMEDIA FIBER NETWORK INC   CL A             591689104       83     3400 SH      SHARED                  3400
D METROMEDIA FIBER NETWORK INC   CL A             591689104    12844   524280 SH      SHARED      01        244486            279794
D METROMEDIA FIBER NETWORK INC   CL A             591689104      121     4972 SH      SHARED      02          4062               910
D METROMEDIA FIBER NETWORK INC   CL A             591689104      206     8445 SH      SHARED      04          8445
D METROMEDIA INTL GROUP INC      COM              591695101     1730   419452 SH      SHARED      01        179000            240452
D METROMEDIA INTL GROUP INC      COM              591695101       12     3100 SH      SHARED      02          3100
D METROMEDIA INTL GROUP INC      COM              591695101       19     4800 SH      SHARED      04          4800
D METROMEDIA INTL GROUP INC      PFD CONV %       591695200      130     5300 SH      SHR/OTHR    01                   5300
D METROMEDIA INTL GROUP INC      PFD CONV %       591695200      322    13100 SH      SHARED      04         13100
D METRO GLOBAL MEDIA INC         COM              591917109       16     9200 SH      SHARED      01          9200
D METTLER TOLEDO INTERNATIONAL   COM              592688105     2977   100500 SH      SHARED      01         93000              7500
D METTLER TOLEDO INTERNATIONAL   COM              592688105      568    19200 SH      SHARED      02          6700             12500
D METTLER TOLEDO INTERNATIONAL   COM              592688105      118     4000 SH      SHARED      04          4000
D MEXICO FD INC                  COM              592835102       55     4000 SH      SHR/OTHR    01                            4000
D MEXICO FD INC                  COM              592835102       25     1800 SH      SHARED      02           800              1000
D MEXICO FD INC                  COM              592835102     2121   152200 SH      SHARED      04        152200
D MIAMI COMPUTER SUPPLY CORP     COM              593261100      134     7500 SH      SHARED      01          7500
D MIAMI COMPUTER SUPPLY CORP     COM              593261100       16      900 SH      SHARED      04           900
D MICHAEL FOOD INC NEW           COM              594079105     4729   179958 SH      SHARED      01        103800             76158
D MICHAEL FOOD INC NEW           COM              594079105      825    31400 SH      SHARED      04         31400
D MICHAELS STORES INC            COM              594087108     6112   207200 SH      SHARED      01        131100             76100
D MICHAELS STORES INC            COM              594087108      100     3400 SH      SHARED      04          3400
D MICHIGAN FINL CORP             COM              594480105      412    13370 SH      SHARED      01         13370
D MICHIGAN FINL CORP             COM              594480105        6      200 SH      SHARED      04           200
D MICREL INC                     COM              594793101     3643    84000 SH      SHARED      01         84000
D MICREL INC                     COM              594793101      112     2600 SH      SHARED      04          2600
D MICROS SYS INC                 COM              594901100     4487   110800 SH      SHARED      01         55000             55800
D MICROS SYS INC                 COM              594901100       60     1500 SH      SHARED      04          1500
D MICROSOFT CORP                 COM              594918104      159     1760 SH      SHARED      04          1530               230
D MICROSOFT CORP                 COM              594918104       81      900 SH      SHR/OTHR    04                    900
D MICROSOFT CORP                 COM              594918104    23592   260510 SH      SHARED                260510
D MICROSOFT CORP                 COM              594918104  6219239 68673831 SH      SHARED      01      60565184     2200  8106447
D MICROSOFT CORP                 COM              594918104    70875   782613 SH      SHR/OTHR    01                 298297   484316
D MICROSOFT CORP                 COM              594918104    42383   468005 SH      SHARED      02        193084            274921
D MICROSOFT CORP                 COM              594918104   952806 10521040 SH      SHARED      04      10520465               575
D MICROSOFT CORP                 PFD A CV EXCH    594918203      735     7300 SH      SHARED      01          4000              3300
D MICROSOFT CORP                 PFD A CV EXCH    594918203     8516    84580 SH      SHR/OTHR    01                  79750     4830
D MICROSOFT CORP                 PFD A CV EXCH    594918203       30      300 SH      SHARED      02           300
D MICROSOFT CORP                 PFD A CV EXCH    594918203    13462   133708 SH      SHARED      04        133708
D MICROAGE INC                   COM              594928103       18     8800 SH      SHARED      01          8800
D MICROVISION INC WASH           COM              594960106       62     4700 SH      SHARED      01          4700
D MICROSTRATEGY INC              CL A             594972101     7119   127000 SH      SHARED      01        108500             18500
D MICROSTRATEGY INC              CL A             594972101       11      200 SH      SHARED      02                             200
D MICROSTRATEGY INC              CL A             594972101      201     3600 SH      SHARED      04          3600
D MICRO THERAPEUTICS INC         COM              59500W100       16     1464 SH      SHARED      02          1464
D MICRO WHSE INC                 COM              59501B105       43     3600 SH      SHARED                  3600
D MICRO WHSE INC                 COM              59501B105     4072   337615 SH      SHARED      01        171115            166500
D MICRO WHSE INC                 COM              59501B105        1      150 SH      SHARED      02           150
D MICRO WHSE INC                 COM              59501B105      268    22300 SH      SHARED      04         22300
D MICROCHIP TECHNOLOGY INC       COM              595017104      272     5300 SH      SHARED                  5300
D MICROCHIP TECHNOLOGY INC       COM              595017104    17450   339662 SH      SHARED      01        161212            178450
D MICROCHIP TECHNOLOGY INC       COM              595017104       87     1700 SH      SHARED      02           200              1500
D MICROCHIP TECHNOLOGY INC       COM              595017104    12973   252522 SH      SHARED      04        252522
D MICROCIDE PHARMACEUTICALS INC  COM              595018102       33     4731 SH      SHARED      02          4731
D MICROGRAFX INC                 COM              595077108       19     5000 SH      SHARED      02          5000
D MICROGRAFX INC                 COM              595077108      371    94344 SH      SHARED      04         94344
D MICROMUSE INC                  COM              595094103     9033   140600 SH      SHARED      01         30100            110500
D MICROMUSE INC                  COM              595094103       64     1000 SH      SHARED      02          1000
D MICROMUSE INC                  COM              595094103       77     1200 SH      SHARED      04          1200
D MICRON ELECTRONICS INC         COM              595100108     2163   206051 SH      SHARED      01        122151             83900
D MICRON ELECTRONICS INC         COM              595100108      133    12700 SH      SHARED      04         12700
D MICRON TECHNOLOGY INC          COM              595112103   230562  3467108 SH      SHARED      01       2995008            472100
D MICRON TECHNOLOGY INC          COM              595112103    20111   302436 SH      SHARED      04        302436
D MICROTOUCH SYS INC             COM              595145103        6      400 SH      SHARED      01           400
D MID-AMER APT CMNTYS INC        COM              59522J103      890    41400 SH      SHARED      01         41400
D MID-AMER APT CMNTYS INC        COM              59522J103      122     5700 SH      SHARED      04          5700
D MID ATLANTIC MED SVCS INC      COM              59523C107     3580   400600 SH      SHARED      01        171700            228900
D MID ATLANTIC MED SVCS INC      COM              59523C107        4      500 SH      SHARED      02           500
D MID ATLANTIC MED SVCS INC      COM              59523C107       38     4300 SH      SHARED      04          4300
D MID-ATLANTIC RLTY TR           SH BEN INT       595232109       19     1900 SH      SHARED      01          1900
D MID-ATLANTIC RLTY TR           SH BEN INT       595232109       10     1000 SH      SHARED      02                            1000
D MID-ATLANTIC RLTY TR           SH BEN INT       595232109       30     2900 SH      SHARED      04          2900
D MID-STATE BANCSHARES           COM              595440108      318    10400 SH      SHARED      01         10400
D MID-STATE BANCSHARES           COM              595440108       36     1200 SH      SHARED      04          1200
D MIDAMERICAN ENERGY HLDGS NEW   COM              59562V107      179     6100 SH      SHARED                  6100
D MIDAMERICAN ENERGY HLDGS NEW   COM              59562V107     7930   268839 SH      SHARED      01        149339            119500
D MIDAMERICAN ENERGY HLDGS NEW   COM              59562V107        5      200 SH      SHR/OTHR    01                    200
D MIDAMERICAN ENERGY HLDGS NEW   COM              59562V107       67     2300 SH      SHARED      02          1300              1000
D MIDAMERICAN ENERGY HLDGS NEW   COM              59562V107    11204   379800 SH      SHARED      04        379800
D MIDAS GROUP INC                COM              595626102     3520   170699 SH      SHARED      01         68888            101811
D MIDAS GROUP INC                COM              595626102        3      146 SH      SHR/OTHR    01                             146
D MIDAS GROUP INC                COM              595626102       24     1200 SH      SHARED      02           400               800
D MIDAS GROUP INC                COM              595626102       33     1600 SH      SHARED      04          1600
D MIDCAP SPDR TR                 UNIT SER 1       595635103      215     3000 SH      SHARED                  3000
D MIDCAP SPDR TR                 UNIT SER 1       595635103     5189    72270 SH      SHARED      04         72270
D MID AMER BANCORP               COM              595915109      518    21476 SH      SHARED      01         21385                91
D MID AMER BANCORP               COM              595915109       19      800 SH      SHARED      04           800
D MIDDLESEX WATER CO             COM              596680108      123     4100 SH      SHARED      01          4100
D MIDLAND BK PLC                 SP ADR UN9.125   597433861       24     1000 SH      SHARED      02                            1000
D MIDLAND CO                     COM              597486109      109     5200 SH      SHARED      01          3000              2200
D MIDLAND CO                     COM              597486109       12      600 SH      SHARED      04           600
D MIDWEST EXPRESS HLDGS INC      COM              597911106     1461    55800 SH      SHARED      01         54650              1150
D MIDWEST EXPRESS HLDGS INC      COM              597911106       34     1300 SH      SHARED      04          1300
D MIDWAY GAMES INC               COM              598148104      628    39888 SH      SHARED      01         39888
D MIDWAY GAMES INC               COM              598148104        1      119 SH      SHARED      02           119
D MIDWAY GAMES INC               COM              598148104       44     2800 SH      SHARED      04          2800
D MIDWEST BANC HOLDINGS INC      COM              598251106      212    13000 SH      SHARED      01          9500              3500
D MIDWEST BANC HOLDINGS INC      COM              598251106       16     1000 SH      SHARED      04          1000
D MIKASA INC                     COM              59862T109      307    26200 SH      SHARED      01         26200
D MIKASA INC                     COM              59862T109        7      600 SH      SHARED      04           600
D MILACRON INC                   COM              598709103       15      900 SH      SHARED                   900
D MILACRON INC                   COM              598709103    10131   570785 SH      SHARED      01        455685            115100
D MILACRON INC                   COM              598709103      443    25000 SH      SHARED      02                           25000
D MILACRON INC                   COM              598709103      530    29900 SH      SHARED      04         29900
D MILESTONE SCIENTIFIC INC       COM              59935P100        5     4300 SH      SHARED      01          4300
D MILLENNIUM PHARMACEUTICALS INC COM              599902103      253     3900 SH      SHARED                  3900
D MILLENNIUM PHARMACEUTICALS INC COM              599902103    10235   157464 SH      SHARED      01        157464
D MILLENNIUM PHARMACEUTICALS INC COM              599902103     1449    22300 SH      SHARED      04         22300
D MILLENNIUM CHEMICALS INC       COM              599903101     9207   450549 SH      SHARED      01        194849            255700
D MILLENNIUM CHEMICALS INC       COM              599903101        7      357 SH      SHR/OTHR    01                             357
D MILLENNIUM CHEMICALS INC       COM              599903101      163     8000 SH      SHARED      04          8000
D MILLER BLDG SYS INC            COM              600404107        0      100 SH      SHARED      01           100
D MILLER HERMAN INC              COM              600544100      210     8800 SH      SHARED                  8800
D MILLER HERMAN INC              COM              600544100    13810   577703 SH      SHARED      01        309087            268616
D MILLER HERMAN INC              COM              600544100       31     1300 SH      SHARED      02                            1300
D MILLER HERMAN INC              COM              600544100     1188    49700 SH      SHARED      04         49700
D MILLER INDS INC TENN           COM              600551105      238    84750 SH      SHARED      01         75800              8950
D MILLER INDS INC TENN           COM              600551105       10     3700 SH      SHARED      04          3700
D MILLIPORE CORP                 COM              601073109    24567   654049 SH      SHARED      01        552587            101462
D MILLIPORE CORP                 COM              601073109       33      900 SH      SHR/OTHR    01                    900
D MILLIPORE CORP                 COM              601073109       15      400 SH      SHARED      02           400
D MILLIPORE CORP                 COM              601073109     1569    41777 SH      SHARED      04         41777
D MILLS CORP                     COM              601148109     6522   366200 SH      SHARED      01         54700            311500
D MILLS CORP                     COM              601148109      114     6450 SH      SHARED      04          6450
D MINDSPRING ENTERPRISES INC     COM              602683104     5506   198900 SH      SHARED      01         65400            133500
D MINDSPRING ENTERPRISES INC     COM              602683104       35     1290 SH      SHARED      02           790               500
D MINDSPRING ENTERPRISES INC     COM              602683104       91     3300 SH      SHARED      04          3300
D MINE SAFETY APPLIANCES CO      COM              602720104      601    10025 SH      SHARED      01         10025
D MINE SAFETY APPLIANCES CO      COM              602720104       18      300 SH      SHARED      04           300
D MINERALS TECHNOLOGIES INC      COM              603158106       92     1900 SH      SHARED                  1900
D MINERALS TECHNOLOGIES INC      COM              603158106     9586   197400 SH      SHARED      01         92000            105400
D MINERALS TECHNOLOGIES INC      COM              603158106      621    12790 SH      SHARED      04         12790
D MINIMED INC                    COM              60365K108      324     3300 SH      SHARED                  3300
D MINIMED INC                    COM              60365K108    22140   225350 SH      SHARED      01         92100            133250
D MINIMED INC                    COM              60365K108      137     1400 SH      SHR/OTHR    01                            1400
D MINIMED INC                    COM              60365K108       49      500 SH      SHARED      02                             500
D MINIMED INC                    COM              60365K108     1601    16300 SH      SHARED      04         16300
D MINNESOTA MNG & MFG CO         COM              604059105     9961   103701 SH      SHARED                103701
D MINNESOTA MNG & MFG CO         COM              604059105   601526  6261852 SH      SHARED      01       5295820      500   965532
D MINNESOTA MNG & MFG CO         COM              604059105    13943   145156 SH      SHR/OTHR    01                 100213    44943
D MINNESOTA MNG & MFG CO         COM              604059105     1065    11092 SH      SHARED      02          3215              7877
D MINNESOTA MNG & MFG CO         COM              604059105    23357   243150 SH      SHARED      04        243150
D MINNESOTA PWR INC              COM              604110106      129     7400 SH      SHARED                  7400
D MINNESOTA PWR INC              COM              604110106     7255   413160 SH      SHARED      01        129172            283988
D MINNESOTA PWR INC              COM              604110106    10891   620200 SH      SHARED      04        620200
D MINNTECH CORP                  COM              604258103        1      100 SH      SHARED      01           100
D MINUTEMAN INTL INC             COM              604540104        2      300 SH      SHARED      01           300
D MIPS TECHNOLOGIES INC          CL A             604567107     5357   168400 SH      SHARED      01         64800            103600
D MIPS TECHNOLOGIES INC          CL A             604567107      115     3640 SH      SHARED      04          3640
D MIRAGE RESORTS INC             COM              60462E104      196    14000 SH      SHARED                 14000
D MIRAGE RESORTS INC             COM              60462E104    38264  2733191 SH      SHARED      01       2347341            385850
D MIRAGE RESORTS INC             COM              60462E104       56     4000 SH      SHARED      02          2000              2000
D MIRAGE RESORTS INC             COM              60462E104     4244   303200 SH      SHARED      04        303200
D MIRAVANT MED TECHNOLOGIES      COM              604690107       23     2300 SH      SHARED      01          2300
D MISSION WEST PPTYS INC         COM              605203108       19     2300 SH      SHARED      01          2300
D MISSISSIPPI CHEM CORP          COM NEW          605288208     1104   157850 SH      SHARED      01         84802             73048
D MISSISSIPPI CHEM CORP          COM NEW          605288208        2      367 SH      SHR/OTHR    01                    367
D MISSISSIPPI CHEM CORP          COM NEW          605288208        0       53 SH      SHARED      02                              53
D MISSISSIPPI CHEM CORP          COM NEW          605288208       16     2400 SH      SHARED      04          2400
D MISSISSIPPI VY BANCSHARES INC  COM              605720101      583    18500 SH      SHARED      01         16800              1700
D MISSISSIPPI VY BANCSHARES INC  COM              605720101       31     1000 SH      SHR/OTHR    01                            1000
D MISSISSIPPI VY BANCSHARES INC  COM              605720101       18      600 SH      SHARED      02                             600
D MISSISSIPPI VY BANCSHARES INC  COM              605720101       15      500 SH      SHARED      04           500
D MITCHAM INDS INC               COM              606501104       31     6200 SH      SHARED      01          6200
D MITCHELL ENERGY & DEV CORP     CL A             606592202     5103   208850 SH      SHARED      01         39600            169250
D MITCHELL ENERGY & DEV CORP     CL A             606592202       11      475 SH      SHARED      02                             475
D MITCHELL ENERGY & DEV CORP     CL A             606592202       46     1900 SH      SHARED      04          1900
D MITCHELL ENERGY & DEV CORP     CL B             606592301       18      800 SH      SHARED      01           800
D MITCHELL ENERGY & DEV CORP     CL B             606592301       21      900 SH      SHARED      02                             900
D MOBIL CORP                     COM              607059102       65      651 SH      SHARED      02           651
D MOBIL CORP                     COM              607059102      866     8600 SH      SHARED                  8600
D MOBIL CORP                     COM              607059102  1219954 12108730 SH      SHARED      01      10106377     2400  1999953
D MOBIL CORP                     COM              607059102    42231   419169 SH      SHR/OTHR    01                 228550   190619
D MOBIL CORP                     COM              607059102     5478    54382 SH      SHARED      02         16800             37582
D MOBIL CORP                     COM              607059102    73917   733670 SH      SHARED      04        733670
D MOBILE MINI INC                COM              60740F105      181     8300 SH      SHARED      01          8300
D MODEM MEDIA POPPE TYSON INC    CL A             607533106      236     6400 SH      SHARED      01          6400
D MODEM MEDIA POPPE TYSON INC    CL A             607533106        4      125 SH      SHARED      02           125
D MODEM MEDIA POPPE TYSON INC    CL A             607533106       11      300 SH      SHARED      04           300
D MODINE MFG CO                  COM              607828100       72     3100 SH      SHARED                  3100
D MODINE MFG CO                  COM              607828100     5998   257332 SH      SHARED      01        110106            147226
D MODINE MFG CO                  COM              607828100      393    16900 SH      SHARED      04         16900
D MODIS PROFESSIONAL SVCS INC    COM              607830106      139    10500 SH      SHARED                 10500
D MODIS PROFESSIONAL SVCS INC    COM              607830106     9423   711193 SH      SHARED      01        300283            410910
D MODIS PROFESSIONAL SVCS INC    COM              607830106       74     5655 SH      SHARED      02          1200              4455
D MODIS PROFESSIONAL SVCS INC    COM              607830106     1968   148600 SH      SHARED      04        148600
D MOHAWK INDS INC                COM              608190104      123     6200 SH      SHARED                  6200
D MOHAWK INDS INC                COM              608190104     3809   191100 SH      SHARED      01        182337              8763
D MOHAWK INDS INC                COM              608190104      719    36100 SH      SHARED      04         36100
D MOLECULAR DEVICES CORP         COM              60851C107      756    27500 SH      SHARED      01         26300              1200
D MOLECULAR DEVICES CORP         COM              60851C107       30     1100 SH      SHARED      04          1100
D MOLECULAR BIOSYSTEMS INC       COM              608513107        7     4200 SH      SHARED      01          4200
D MOLEX INC                      COM              608554101      607    16700 SH      SHARED                 16700
D MOLEX INC                      COM              608554101    19328   531369 SH      SHARED      01        332603            198766
D MOLEX INC                      COM              608554101      314     8648 SH      SHARED      02          1525              7123
D MOLEX INC                      COM              608554101     3244    89200 SH      SHARED      04         89200
D MOLEX INC                      CL A             608554200       82     2562 SH      SHARED      01          2562
D MOLEX INC                      CL A             608554200       60     1874 SH      SHR/OTHR    01                            1874
D MOLEX INC                      CL A             608554200    18609   574810 SH      SHARED      04        574810
D MOMENTUM BUSINESS APPS INC     CL A             60877P108       14     1647 SH      SHARED      01          1647
D MOMENTUM BUSINESS APPS INC     CL A             60877P108        0        4 SH      SHR/OTHR    01                               4
D MOMENTUM BUSINESS APPS INC     CL A             60877P108        1      167 SH      SHARED      02           167
D MOMENTUM BUSINESS APPS INC     CL A             60877P108        0       32 SH      SHARED      04            32
D MONACO COACH CORP              COM              60886R103     1237    50750 SH      SHARED      01         47900              2850
D MONACO COACH CORP              COM              60886R103      514    21100 SH      SHARED      04         21100
D MONARCH CASINO & RESORT INC    COM              609027107        0      100 SH      SHARED      01           100
D MONDAVI ROBERT CORP            CL A             609200100     3617    96300 SH      SHARED      01         29800             66500
D MONDAVI ROBERT CORP            CL A             609200100       41     1100 SH      SHARED      04          1100
D MONMOUTH REAL ESTATE INVT CORP CL A             609720107       16     3000 SH      SHARED      01          3000
D MONSANTO CO                    COM              611662107       14      400 SH      SHR/OTHR    01                    400
D MONSANTO CO                    COM              611662107      813    22800 SH      SHARED                 22800
D MONSANTO CO                    COM              611662107   328913  9216618 SH      SHARED      01       7690326           1526292
D MONSANTO CO                    COM              611662107     7567   212065 SH      SHR/OTHR    01                 133494    78571
D MONSANTO CO                    COM              611662107      917    25717 SH      SHARED      02          1700             24017
D MONSANTO CO                    COM              611662107    33275   932421 SH      SHARED      04        932421
D MONTANA POWER CO               COM              612085100      362    11900 SH      SHARED                 11900
D MONTANA POWER CO               COM              612085100    25746   845906 SH      SHARED      01        445100            400806
D MONTANA POWER CO               COM              612085100     2967    97500 SH      SHARED      04         97500
D MONTEREY BAY BANCORP INC       COM              61239H107      101     9700 SH      SHARED      01          9700
D MONY GROUP INC                 COM              615337102     4723   163600 SH      SHARED      01        129900             33700
D MONY GROUP INC                 COM              615337102        9      322 SH      SHARED      02                             322
D MONY GROUP INC                 COM              615337102      144     5000 SH      SHARED      04          5000
D MOOG INC                       CL A             615394202      606    21000 SH      SHARED      01         18700              2300
D MOOG INC                       CL A             615394202       11      400 SH      SHARED      04           400
D MOOG INC                       CL B             615394301        8      200 SH      SHARED      01           200
D MOORE LTD                      COM              615785102      165    16501 SH      SHARED      01         13301              3200
D MOORE MED CORP                 COM              615799103        7     1000 SH      SHARED      01          1000
D MORGAN J P & CO INC            COM              616880100     1085     9500 SH      SHARED                  9500
D MORGAN J P & CO INC            COM              616880100   315670  2762978 SH      SHARED      01       2326389     1800   434789
D MORGAN J P & CO INC            COM              616880100    20846   182466 SH      SHR/OTHR    01                 103531    78935
D MORGAN J P & CO INC            COM              616880100     1476    12919 SH      SHARED      02          3455              9464
D MORGAN J P & CO INC            COM              616880100    52497   459500 SH      SHARED      04        459500
D MORGAN STANLEY FIN PLC         UNIT EX 022815   616906509       12      500 SH      SHARED      02                             500
D MORGAN STANLEY FIN PLC         UNIT EX 113015   616906707        4      200 SH      SHARED      02                             200
D MORGAN KEEGAN INC              COM              617410105     1496    87737 SH      SHARED      01         87737
D MORGAN KEEGAN INC              COM              617410105        8      500 SH      SHARED      02                             500
D MORGAN KEEGAN INC              COM              617410105       46     2700 SH      SHARED      04          2700
D MORGAN STANLEY D WITTER EMG DB COM              61744H105       70    10000 SH      SHR/OTHR    01                  10000
D MORGAN STANLEY D WITTER EMG DB COM              61744H105        4      600 SH      SHARED      02                             600
D MORGAN STANLEY D WITTER HI YLD COM              61744M104      214    18067 SH      SHARED      02                           18067
D MORGAN STANLEY D WITTER GLB OP COM              61744R103       45     5000 SH      SHR/OTHR    01                   5000
D MORGAN STAN D WITTER ASIA PAC  COM              61744U106      216    21900 SH      SHR/OTHR    01                   4500    17400
D MORGAN STAN D WITTER ASIA PAC  COM              61744U106       31     3201 SH      SHARED      02                            3201
D MORGAN STAN D WITTER AFRIC INV COM              617444104        6      700 SH      SHARED      01           700
D MORGAN STAN D WITTER AFRIC INV COM              617444104       18     2000 SH      SHARED      04          2000
D MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448     3933    44100 SH      SHARED                 44100
D MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   751404  8425041 SH      SHARED      01       7056721           1368320
D MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448     4181    46880 SH      SHR/OTHR    01                  35570    11310
D MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448      671     7532 SH      SHARED      02          2534              4998
D MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448    46397   520225 SH      SHARED      04        520225
D MORGAN STANLEY DEAN WITTER     GOVT INCOME TR   61745P106      503    61000 SH      SHARED      04         61000
D MORGAN STANLEY DEAN WITTER     HI INCM ADVANT   61745P205       24     5700 SH      SHARED      04          5700
D MORGAN STANLEY DEAN WITTER     QUALT MUN INCM   61745P734       72     5300 SH      SHARED      02          5300
D MORRISON KNUDSEN CORP NEW      COM              61844A109     2573   249606 SH      SHARED      01        227675             21931
D MORRISON KNUDSEN CORP NEW      COM              61844A109       35     3400 SH      SHARED      04          3400
D MORRISON KNUDSEN CORP NEW      WT EXP  031103   61844A117        3      982 SH      SHARED      01           944                38
D MORRISON KNUDSEN CORP NEW      WT EXP  031103   61844A117        0      201 SH      SHARED      02           201
D MORRISON MGMT SPECIALISTS INC  COM              618459101      666    29601 SH      SHARED      01         29601
D MORRISON MGMT SPECIALISTS INC  COM              618459101       27     1200 SH      SHARED      04          1200
D MORTGAGE COM INC               COM              61910V102      975   101350 SH      SHARED      02        101350
D MORTONS RESTAURANT GROUP INC   COM              619429103        5      300 SH      SHARED      01           300
D MOSSIMO INC                    COM              619696107       98    13700 SH      SHARED      01         13700
D MOTIVEPOWER INDS INC           COM              61980K101      898    81687 SH      SHARED      01         79587              2100
D MOTIVEPOWER INDS INC           COM              61980K101       50     4625 SH      SHARED      02                            4625
D MOTIVEPOWER INDS INC           COM              61980K101       26     2400 SH      SHARED      04          2400
D MOTOR CLUB AMER                COM              619823107        9      900 SH      SHARED      01           900
D MOTHERS WK INC                 COM              619903107      212    27000 SH      SHARED      02         23600              3400
D MOTOROLA INC                   COM              620076109     1496    17001 SH      SHARED                 17001
D MOTOROLA INC                   COM              620076109   781481  8880475 SH      SHARED      01       7397129           1483346
D MOTOROLA INC                   COM              620076109    10864   123463 SH      SHR/OTHR    01                  68150    55313
D MOTOROLA INC                   COM              620076109     8335    94722 SH      SHARED      02         41824             52898
D MOTOROLA INC                   COM              620076109    52184   593000 SH      SHARED      04        593000
D MOVADO GROUP INC               COM              624580106      852    37050 SH      SHARED      01         34550              2500
D MOVADO GROUP INC               COM              624580106       20      900 SH      SHARED      04           900
D MPATH INTERACTIVE INC          COM              62473C101      126    11000 SH      SHARED      01         11000
D MPATH INTERACTIVE INC          COM              62473C101       36     3160 SH      SHARED      02          3160
D MPATH INTERACTIVE INC          COM              62473C101       10      900 SH      SHARED      04           900
D MP3 COM INC                    COM              62473M109       56     1500 SH      SHARED                  1500
D MP3 COM INC                    COM              62473M109      131     3500 SH      SHARED      02          1000              2500
D MP3 COM INC                    COM              62473M109        7      200 SH      SHARED      04           200
D MUELLER PAUL CO                COM              624752101        3      100 SH      SHARED      01           100
D MUELLER INDS INC               COM              624756102    12545   422600 SH      SHARED      01        148100            274500
D MUELLER INDS INC               COM              624756102      184     6200 SH      SHARED      04          6200
D MULTEX COM INC                 COM              625367107      195    15300 SH      SHARED      01         15300
D MULTEX COM INC                 COM              625367107        2      200 SH      SHARED      02           200
D MULTEX COM INC                 COM              625367107       15     1200 SH      SHARED      04          1200
D MULTIMEDIA GAMES INC           COM              625453105       21     6500 SH      SHARED      01          6500
D MUNICIPAL MTG & EQUITY L L C   GROWTH SHS       62624B101       57     2800 SH      SHARED      01                            2800
D MUNICIPAL MTG & EQUITY L L C   GROWTH SHS       62624B101      199     9810 SH      SHARED      02          3000              6810
D MUNIHOLDINGS FLA INSD FD       COM              62624W105       35     2800 SH      SHARED      01          2800
D MUNIHOLDINGS NEW YORK INSD II  COM              62624X103        0        8 SH      SHARED      01                               8
D MUNIINSURED FD INC             COM              626245104       40     5000 SH      SHR/OTHR    01                   5000
D MUNIVEST PA INSD FD            COM              62629M102       23     2000 SH      SHARED      02                            2000
D MUNIVEST FD II INC             COM              62629P105       78     6462 SH      SHR/OTHR    01                            6462
D MUNIVEST FLA FD                COM              626293104       11     1000 SH      SHARED      02                            1000
D MUNIVEST FD INC                COM              626295109       16     2000 SH      SHR/OTHR    01                            2000
D MUNIYIELD FLA INSD FD          COM              626298103       36     3000 SH      SHARED      02                            3000
D MUNIYIELD FD INC               COM              626299101      185    14200 SH      SHR/OTHR    01                   7200     7000
D MUNIYIELD INSD FD INC          COM              62630E107       85     6500 SH      SHR/OTHR    01                            6500
D MUNIYIELD INSD FD INC          COM              62630E107       65     4952 SH      SHARED      02                            4952
D MUNIYIELD PA FD                COM              62630V109       12     1000 SH      SHARED      02                            1000
D MUNIYIELD QUALITY FD INC       COM              626302103       38     3000 SH      SHR/OTHR    01                            3000
D MURPHY OIL CORP                COM              626717102      248     4600 SH      SHARED                  4600
D MURPHY OIL CORP                COM              626717102    17638   326258 SH      SHARED      01        166857            159401
D MURPHY OIL CORP                COM              626717102       72     1350 SH      SHR/OTHR    01                            1350
D MURPHY OIL CORP                COM              626717102       21      400 SH      SHARED      02           200               200
D MURPHY OIL CORP                COM              626717102     1843    34100 SH      SHARED      04         34100
D MUSICLAND STORES CORP          COM              62758B109     1190   134100 SH      SHARED      01        129400              4700
D MUSICLAND STORES CORP          COM              62758B109       28     3200 SH      SHARED      04          3200
D MUSTANG SOFTWARE INC           COM              62820W107       19     3000 SH      SHARED      02          3000
D MUTUAL RISK MGMT LTD           SBDBCVZERO EXC15 628351AA6     1391  3290000 PRN     SHARED      04       3290000
D MUTUAL RISK MGMT LTD           COM              628351108       32     2666 SH      SHARED      01          2666
D MUTUAL RISK MGMT LTD           COM              628351108      233    19064 SH      SHARED      02         19064
D MUTUAL RISK MGMT LTD           COM              628351108     3124   255100 SH      SHARED      04        255100
D MYERS INDS INC                 COM              628464109     3891   219247 SH      SHARED      01         90881            128366
D MYERS INDS INC                 COM              628464109       24     1360 SH      SHARED      04          1360
D MYLAN LABS INC                 COM              628530107      260    14200 SH      SHARED                 14200
D MYLAN LABS INC                 COM              628530107    15980   869697 SH      SHARED      01        409402            460295
D MYLAN LABS INC                 COM              628530107       44     2400 SH      SHARED      02                            2400
D MYLAN LABS INC                 COM              628530107     1486    80900 SH      SHARED      04         80900
D MYRIAD GENETICS INC            COM              62855J104       11      700 SH      SHARED      01           700
D MYRIAD GENETICS INC            COM              62855J104        3      200 SH      SHR/OTHR    01                             200
D MYPOINTS COM INC               COM              62855T102       53     3750 SH      SHARED      02          3750
D NBT BANCORP INC                COM              628778102      944    54556 SH      SHARED      01         50199              4357
D NBT BANCORP INC                COM              628778102       22     1300 SH      SHARED      04          1300
D NBTY INC                       COM              628782104     4572   599700 SH      SHARED      01        325000            274700
D NBTY INC                       COM              628782104       41     5400 SH      SHARED      04          5400
D NCH CORP                       COM              628850109       27      600 SH      SHARED                   600
D NCH CORP                       COM              628850109     2791    61787 SH      SHARED      01         11932             49855
D NCH CORP                       COM              628850109      131     2900 SH      SHARED      04          2900
D NCI BUILDING SYS INC           COM              628852105     5932   358200 SH      SHARED      01         65100            293100
D NCI BUILDING SYS INC           COM              628852105       31     1900 SH      SHARED      04          1900
D NCO GROUP INC                  COM              628858102     2016    42896 SH      SHARED      01         42896
D NCO GROUP INC                  COM              628858102        4      100 SH      SHARED      02           100
D NCO GROUP INC                  COM              628858102      277     5907 SH      SHARED      04          5907
D NCR CORP NEW                   COM              62886E108    22176   670745 SH      SHARED      01        308661            362084
D NCR CORP NEW                   COM              62886E108       36     1106 SH      SHR/OTHR    01                    249      857
D NCR CORP NEW                   COM              62886E108       30      933 SH      SHARED      02           162               771
D NCR CORP NEW                   COM              62886E108     4205   127211 SH      SHARED      04        127211
D NCS HEALTHCARE INC             CL A             628874109      113    43300 SH      SHARED      01         43300
D NCS HEALTHCARE INC             CL A             628874109        3     1300 SH      SHARED      04          1300
D NS GROUP INC                   COM              628916108      537    50000 SH      SHARED      04         50000
D NASB FINL INC                  COM              628968109        8      800 SH      SHARED      01           800
D NFO WORLDWIDE INC              COM              62910N108      796    62500 SH      SHARED      01         62500
D NFO WORLDWIDE INC              COM              62910N108        3      300 SH      SHARED      02                             300
D NFO WORLDWIDE INC              COM              62910N108       20     1600 SH      SHARED      04          1600
D NL INDS INC                    COM NEW          629156407     2171   171988 SH      SHARED      01         67721            104267
D NL INDS INC                    COM NEW          629156407       25     2000 SH      SHARED      04          2000
D NPS PHARMACEUTICALS INC        COM              62936P103        9     1600 SH      SHARED      01          1600
D NPC INTERNATIONAL INC          COM              629360306     1752   155740 SH      SHARED      01         49150            106590
D NPC INTERNATIONAL INC          COM              629360306       11     1000 SH      SHARED      04          1000
D NTL INC                        COM              629407107      192     2000 SH      SHARED                  2000
D NTL INC                        COM              629407107    41105   427765 SH      SHARED      01        182099            245666
D NTL INC                        COM              629407107     6531    67966 SH      SHARED      04         67966
D NTN COMMUNUNICATIONS INC       WT EXP  021801   629410143        0       84 SH      SHARED      01                              84
D NUI CORP                       COM              629430109     1519    61400 SH      SHARED      01         33700             27700
D NUI CORP                       COM              629430109       51     2100 SH      SHR/OTHR    01                   2100
D NUI CORP                       COM              629430109       27     1100 SH      SHARED      04          1100
D NVR INC                        COM              62944T105     8473   167800 SH      SHARED      01         53700            114100
D NVR INC                        COM              62944T105       50     1000 SH      SHARED      04          1000
D N-VIRO INTL CORP               COM NEW          62944W207       13     7000 SH      SHARED      01          7000
D NYMAGIC INC                    COM              629484106       10      800 SH      SHARED      02                             800
D NABISCO GROUP HLDG CORP        COM              62952P102      225    15000 SH      SHARED      02         15000
D NABISCO GROUP HLDG CORP        COM              62952P102      118     7900 SH      SHARED                  7900
D NABISCO GROUP HLDG CORP        COM              62952P102    73092  4872831 SH      SHARED      01       4031383            841448
D NABISCO GROUP HLDG CORP        COM              62952P102      136     9129 SH      SHARED      02          6094              3035
D NABISCO GROUP HLDG CORP        COM              62952P102    25536  1702400 SH      SHARED      04       1702400
D NABISCO HLDGS CORP             CL A             629526104    11392   329635 SH      SHARED      01        154735            174900
D NABISCO HLDGS CORP             CL A             629526104       32      931 SH      SHARED      02                             931
D NABISCO HLDGS CORP             CL A             629526104     1974    57120 SH      SHARED      04         57120
D NABORS INDS INC                COM              629568106      250    10000 SH      SHARED                 10000
D NABORS INDS INC                COM              629568106    18284   731371 SH      SHARED      01        390798            340573
D NABORS INDS INC                COM              629568106       25     1000 SH      SHARED      02          1000
D NABORS INDS INC                COM              629568106     5360   214400 SH      SHARED      04        214400
D NACCO INDS INC                 CL A             629579103       13      200 SH      SHARED                   200
D NACCO INDS INC                 CL A             629579103     6068    86847 SH      SHARED      01         83443              3404
D NACCO INDS INC                 CL A             629579103      635     9100 SH      SHARED      04          9100
D NALCO CHEM CO                  COM              629853102    47764   945831 SH      SHARED      01        722031            223800
D NALCO CHEM CO                  COM              629853102    24915   493386 SH      SHARED      04        493386
D NAM TAI ELECTRS INC            COM PAR $0.02    629865205        4      320 SH      SHARED      01           320
D NAM TAI ELECTRS INC            COM PAR $0.02    629865205       13     1000 SH      SHARED      02                            1000
D NAPRO BIOTHERAPUTICS INC       COM              630795102       62    18900 SH      SHARED      01         18900
D NASDAQ 100 TR                  UNIT SER 1       631100104      662     5500 SH      SHARED                  5500
D NASDAQ 100 TR                  UNIT SER 1       631100104     1253    10415 SH      SHARED      01                           10415
D NASDAQ 100 TR                  UNIT SER 1       631100104    89462   743200 SH      SHARED      04        743200
D NASHUA CORP                    COM              631226107      167    18900 SH      SHARED      01         18900
D NATIONAL AUSTRALIA BK LTD      CAP UTS EXCHBL   632525309    34599  1263900 SH      SHARED      04       1263900
D NATIONAL AUSTRALIA BK LTD      SPONSORED ADR    632525408      191     2600 SH      SHARED      01          2600
D NATIONAL AUSTRALIA BK LTD      SPONSORED ADR    632525408        5       75 SH      SHARED      02                              75
D NATIONAL AUSTRALIA BK LTD      SPONSORED ADR    632525408    20170   273268 SH      SHARED      04        273268
D NATIONAL BANCORP ALASKA        COM              632587101     1609    62800 SH      SHARED      01         60500              2300
D NATIONAL BANCORP ALASKA        COM              632587101       10      400 SH      SHARED      02                             400
D NATIONAL BANCORP ALASKA        COM              632587101       41     1600 SH      SHARED      04          1600
D NATIONAL BEVERAGE CORP         COM              635017106        6      800 SH      SHARED      01           800
D NATIONAL CITY BANCORPORATION   COM              635312101        6      369 SH      SHARED      01           369
D NATIONAL CITY BANCSHARES INC   COM              635313109     1277    41880 SH      SHARED      01         41880
D NATIONAL CITY BANCSHARES INC   COM              635313109       48     1600 SH      SHARED      04          1600
D NATIONAL CITY CORP             COM              635405103      760    28500 SH      SHARED                 28500
D NATIONAL CITY CORP             COM              635405103   248510  9312032 SH      SHARED      01       7810918           1501114
D NATIONAL CITY CORP             COM              635405103      183     6890 SH      SHR/OTHR    01                   5450     1440
D NATIONAL CITY CORP             COM              635405103       97     3658 SH      SHARED      02           250              3408
D NATIONAL CITY CORP             COM              635405103    16932   634500 SH      SHARED      04        634500
D NATIONAL COMM BANCORP          COM              635449101    11794   536892 SH      SHARED      01        179512            357380
D NATIONAL COMM BANCORP          COM              635449101      819    37300 SH      SHARED      04         37300
D NATIONAL COMPUTER SYS INC      COM              635519101    11449   298600 SH      SHARED      01        140300            158300
D NATIONAL COMPUTER SYS INC      COM              635519101       76     2000 SH      SHR/OTHR    01                   2000
D NATIONAL COMPUTER SYS INC      COM              635519101       19      500 SH      SHARED      02                             500
D NATIONAL COMPUTER SYS INC      COM              635519101      115     3000 SH      SHARED      04          3000
D NATIONAL DATA CORP             COM              635621105     8309   319595 SH      SHARED      01         68643            250952
D NATIONAL DATA CORP             COM              635621105      279    10760 SH      SHARED      02          1000              9760
D NATIONAL DATA CORP             COM              635621105     2633   101300 SH      SHARED      04        101300
D NATIONAL DISC BROKERS GROUP    COM              635646102     4227   159900 SH      SHARED      01         53300            106600
D NATIONAL DISC BROKERS GROUP    COM              635646102       13      525 SH      SHARED      02           325               200
D NATIONAL DISC BROKERS GROUP    COM              635646102       23      900 SH      SHARED      04           900
D NATIONAL EQUIP SVCS INC        COM              635847106      240    23600 SH      SHARED      01         23600
D NATIONAL EQUIP SVCS INC        COM              635847106       30     3000 SH      SHARED      04          3000
D NATIONAL HEALTH REALTY INC     COM              635905102        4      400 SH      SHARED      01           400
D NATIONAL FUEL GAS CO N J       COM              636180101      184     3900 SH      SHARED                  3900
D NATIONAL FUEL GAS CO N J       COM              636180101     3952    83759 SH      SHARED      01         74253              9506
D NATIONAL FUEL GAS CO N J       COM              636180101      245     5200 SH      SHARED      02           640              4560
D NATIONAL FUEL GAS CO N J       COM              636180101      976    20700 SH      SHARED      04         20700
D NATIONAL GOLF PPTYS INC        COM              63623G109     1397    62100 SH      SHARED      01         59400              2700
D NATIONAL GOLF PPTYS INC        COM              63623G109      139     6200 SH      SHR/OTHR    01                            6200
D NATIONAL GOLF PPTYS INC        COM              63623G109       47     2100 SH      SHARED      02          2000               100
D NATIONAL GOLF PPTYS INC        COM              63623G109       87     3900 SH      SHARED      04          3900
D NATIONAL HEALTH INVS INC       COM              63633D104      999    60800 SH      SHARED      01         56700              4100
D NATIONAL HEALTH INVS INC       COM              63633D104       44     2700 SH      SHARED      04          2700
D NATIONAL INSTRS CORP           COM              636518102     3351    94825 SH      SHARED      01         94825
D NATIONAL INSTRS CORP           COM              636518102       79     2250 SH      SHARED      04          2250
D NATIONAL-OILWELL INC           COM              637071101       28     1750 SH      SHARED                  1750
D NATIONAL-OILWELL INC           COM              637071101     5986   364200 SH      SHARED      01        117300            246900
D NATIONAL-OILWELL INC           COM              637071101       49     3000 SH      SHARED      02          2000              1000
D NATIONAL-OILWELL INC           COM              637071101       67     4100 SH      SHARED      04          4100
D NATIONAL PENN BANCSHARES INC   COM              637138108     1364    49628 SH      SHARED      01         49628
D NATIONAL PENN BANCSHARES INC   COM              637138108       44     1600 SH      SHARED      04          1600
D NATIONAL PRESTO INDS INC       COM              637215104     3847    99600 SH      SHARED      01         49400             50200
D NATIONAL PRESTO INDS INC       COM              637215104       57     1500 SH      SHARED      02                            1500
D NATIONAL PRESTO INDS INC       COM              637215104       27      700 SH      SHARED      04           700
D NATIONAL PROCESSING INC        COM              637229105      127    14200 SH      SHARED      01         14200
D NATIONAL PROCESSING INC        COM              637229105        7      800 SH      SHARED      04           800
D NATIONAL R V HLDGS INC         COM              637277104      732    37100 SH      SHARED      01         34600              2500
D NATIONAL R V HLDGS INC         COM              637277104       15      800 SH      SHARED      04           800
D NATIONAL RLTY L P              UNIT NEW         637353301       17      800 SH      SHARED      01           800
D NATIONAL RECORD MART INC       COM              637355108       21     6000 SH      SHARED      01          6000
D NATIONAL SEMICONDUCTOR CORP    SBNTCV144A6.5%02 637640AA1      248   250000 PRN     SHARED      04        250000
D NATIONAL SEMICONDUCTOR CORP    COM              637640103      220     7200 SH      SHARED                  7200
D NATIONAL SEMICONDUCTOR CORP    COM              637640103    74220  2428512 SH      SHARED      01       2060639            367873
D NATIONAL SEMICONDUCTOR CORP    COM              637640103      113     3700 SH      SHARED      02           500              3200
D NATIONAL SEMICONDUCTOR CORP    COM              637640103    17340   567374 SH      SHARED      04        567374
D NATIONAL SVC INDS INC          COM              637657107       31     1000 SH      SHARED                  1000
D NATIONAL SVC INDS INC          COM              637657107    20993   666457 SH      SHARED      01        547961            118496
D NATIONAL SVC INDS INC          COM              637657107     1048    33300 SH      SHARED      04         33300
D NATIONAL STL CORP              CL B             637844309     1446   208500 SH      SHARED      01         78400            130100
D NATIONAL STL CORP              CL B             637844309       13     1900 SH      SHARED      04          1900
D NATIONAL WESTN LIFE INS CO     CL A             638522102      686     8100 SH      SHARED      01          8100
D NATIONAL WESTN LIFE INS CO     CL A             638522102       16      200 SH      SHARED      04           200
D NATIONAL WESTMINSTER BK PLC    ADR REP PREF B   638539700       16      700 SH      SHARED      02                             700
D NATIONSRENT INC                COM              638588103      433    55937 SH      SHARED      01         55937
D NATIONSRENT INC                COM              638588103       32     4200 SH      SHARED      04          4200
D NATIONWIDE FINL SVCS INC       CL A             638612101       70     2000 SH      SHARED                  2000
D NATIONWIDE FINL SVCS INC       CL A             638612101     4135   116900 SH      SHARED      01         78700             38200
D NATIONWIDE FINL SVCS INC       CL A             638612101      703    19900 SH      SHARED      04         19900
D NATIONWIDE HEALTH PPTYS INC    COM              638620104     7000   421076 SH      SHARED      01        161200            259876
D NATIONWIDE HEALTH PPTYS INC    COM              638620104      152     9200 SH      SHR/OTHR    01                   4200     5000
D NATIONWIDE HEALTH PPTYS INC    COM              638620104       71     4300 SH      SHARED      02           530              3770
D NATIONWIDE HEALTH PPTYS INC    COM              638620104       76     4600 SH      SHARED      04          4600
D NATURAL MICROSYSTEMS CORP      COM              638882100       31     2300 SH      SHARED      01          2300
D NATURAL MICROSYSTEMS CORP      COM              638882100      319    23000 SH      SHARED      02         23000
D NATURAL MICROSYSTEMS CORP      COM              638882100      178    12831 SH      SHARED      04         12831
D NAVIGATORS GROUP INC           COM              638904102       86     6500 SH      SHARED      01          6500
D NAVIGATORS GROUP INC           COM              638904102       24     1800 SH      SHR/OTHR    01                            1800
D NATURES SUNSHINE PRODUCTS INC  COM              639027101      914    96538 SH      SHARED      01         53730             42808
D NATURES SUNSHINE PRODUCTS INC  COM              639027101       12     1300 SH      SHARED      04          1300
D NAUTICA ENTERPRISES INC        COM              639089101     7934   492074 SH      SHARED      01        209474            282600
D NAUTICA ENTERPRISES INC        COM              639089101       16     1010 SH      SHARED      02                            1010
D NAUTICA ENTERPRISES INC        COM              639089101       53     3300 SH      SHARED      04          3300
D NAVARRE CORP                   COM              639208107      545    56300 SH      SHARED      01         53700              2600
D NAVARRE CORP                   COM              639208107       10     1100 SH      SHARED      04          1100
D NAVISTAR INTL CORP NEW         COM              63934E108    45660   981938 SH      SHARED      01        825955            155983
D NAVISTAR INTL CORP NEW         COM              63934E108       88     1900 SH      SHARED      02                            1900
D NAVISTAR INTL CORP NEW         COM              63934E108     2297    49400 SH      SHARED      04         49400
D NAVIGANT CONSULTING INC        COM              63935N107      213     4600 SH      SHARED                  4600
D NAVIGANT CONSULTING INC        COM              63935N107     8238   177650 SH      SHARED      01        173900              3750
D NAVIGANT CONSULTING INC        COM              63935N107     1168    25200 SH      SHARED      04         25200
D NAVIGANT INTL INC              COM              63935R108        0       51 SH      SHARED      01            51
D NAVIGANT INTL INC              COM              63935R108        0       55 SH      SHR/OTHR    01                              55
D NAVIGANT INTL INC              COM              63935R108        1      224 SH      SHARED      02           112               112
D NAVIGANT INTL INC              COM              63935R108     2301   317476 SH      SHARED      04        317476
D NEFF CORP                      CL A             640094108     3290   256800 SH      SHARED      01         33900            222900
D NEFF CORP                      CL A             640094108        6      500 SH      SHARED      02           500
D NEFF CORP                      CL A             640094108       14     1100 SH      SHARED      04          1100
D NEIMAN MARCUS GROUP INC        COM              640204103     3514   150370 SH      SHARED      01         28966            121404
D NEIMAN MARCUS GROUP INC        COM              640204103       33     1412 SH      SHARED      02                            1412
D NEIMAN MARCUS GROUP INC        COM              640204103       14      600 SH      SHARED      04           600
D NELSON THOMAS INC              COM              640376109       10     1125 SH      SHARED      01          1125
D NELSON THOMAS INC              CL B             640376208       77     7975 SH      SHARED      01          7975
D NEOGEN CORP                    COM              640491106        1      200 SH      SHARED      01           200
D NEOMAGIC CORP                  COM              640497103      341    44100 SH      SHARED      01         44100
D NEOMAGIC CORP                  COM              640497103       20     2600 SH      SHARED      04          2600
D NEON SYS INC                   COM              640509105      191     7100 SH      SHARED      01          7100
D NEON SYS INC                   COM              640509105        6      250 SH      SHARED      02           250
D NEON SYS INC                   COM              640509105       13      500 SH      SHARED      04           500
D NEOPATH INC                    COM              640517108        9     2000 SH      SHARED      01          2000
D NEOPATH INC                    COM              640517108      763   158580 SH      SHARED      04        158580
D NEOSE TECHNOLOGIES INC         COM              640522108       15     1000 SH      SHARED      02                            1000
D NEOWARE SYS INC                COM              64065P102       29    26300 SH      SHARED      01         26300
D NETWORK EVENT THEATER INC      COM              640924106      872    39000 SH      SHARED      01         38200               800
D NETWORK EVENT THEATER INC      COM              640924106       20      900 SH      SHARED      04           900
D NETBANK INC                    COM              640933107     5444   246100 SH      SHARED      01         52600            193500
D NETBANK INC                    COM              640933107       42     1900 SH      SHARED      04          1900
D NETWORKS ASSOCS INC            SD CV ZERO144A18 640938AA4     1042  3102000 PRN     SHARED      04       3102000
D NETWORKS ASSOCS INC            COM              640938106      284    14900 SH      SHARED                 14900
D NETWORKS ASSOCS INC            COM              640938106    18390   961574 SH      SHARED      01        468622            492952
D NETWORKS ASSOCS INC            COM              640938106       18      969 SH      SHR/OTHR    01                    969
D NETWORKS ASSOCS INC            COM              640938106      263    13786 SH      SHARED      02         13786
D NETWORKS ASSOCS INC            COM              640938106     3469   181420 SH      SHARED      04        181420
D NET PERCEPTIONS INC            COM              64107U101      470    27500 SH      SHARED      01         27500
D NET PERCEPTIONS INC            COM              64107U101        3      200 SH      SHARED      02           200
D NET PERCEPTIONS INC            COM              64107U101       17     1000 SH      SHARED      04          1000
D NET2PHONE                      COM              64108N106      286     5500 SH      SHARED      01          3000              2500
D NET2PHONE                      COM              64108N106      432     8300 SH      SHARED      02          7700               600
D NET2PHONE                      COM              64108N106       17      339 SH      SHARED      04           339
D NETEGRITY INC                  COM              64110P107       48     2000 SH      SHARED      02          2000
D NETGRAVITY INC                 COM              641114103     7782   235400 SH      SHARED      01         89100            146300
D NETGRAVITY INC                 COM              641114103       42     1300 SH      SHARED      02           300              1000
D NETGRAVITY INC                 COM              641114103    17503   529400 SH      SHARED      04        529400
D NETOPIA INC                    COM              64114K104     1339    33600 SH      SHARED      01         26100              7500
D NETOPIA INC                    COM              64114K104       19      500 SH      SHARED      04           500
D NETOBJECTS INC                 COM              64114L102     2117   376400 SH      SHARED      02        372900              3500
D NETOBJECTS INC                 COM              64114L102        3      643 SH      SHARED      04           643
D NETRO CORP                     COM              64114R109       27     1000 SH      SHARED      02          1000
D NETMANAGE INC                  COM              641144100       41    20000 SH      SHARED      02         20000
D NETSPEAK CORP                  COM              64115D109       80     6500 SH      SHARED      01          6500
D NETSPEAK CORP                  COM              64115D109      143    11600 SH      SHARED      04         11600
D NETSCOUT SYS INC               COM              64115T104      126     5900 SH      SHARED      02          5500               400
D NETSILICON INC                 COM              64115X105        6      500 SH      SHARED      02                             500
D NETWORK APPLIANCE INC          COM              64120L104      150     2100 SH      SHARED                  2100
D NETWORK APPLIANCE INC          COM              64120L104    73959  1032600 SH      SHARED      01        890200            142400
D NETWORK APPLIANCE INC          COM              64120L104      744    10400 SH      SHARED      02          5000              5400
D NETWORK APPLIANCE INC          COM              64120L104     5907    82472 SH      SHARED      04         82472
D NETWORK CONNECTION INC         COM              64120Q103        1      700 SH      SHARED      02                             700
D NETWORK ACCESS SOLUTIONS CORP  COM              64120S109       46     3500 SH      SHARED      02          3500
D NETWORK ACCESS SOLUTIONS CORP  COM              64120S109        6      500 SH      SHARED      04           500
D NETWORK EQUIP TECHNOLOGIES     SB DB CV 7.25%14 641208AA1       12    21000 PRN     SHARED      02         21000
D NETWORK EQUIP TECHNOLOGIES     COM              641208103     2242   244044 SH      SHARED      01        137700            106344
D NETWORK EQUIP TECHNOLOGIES     COM              641208103        2      300 SH      SHARED      02           300
D NETWORK EQUIP TECHNOLOGIES     COM              641208103      235    25600 SH      SHARED      04         25600
D NETWORK SOLUTIONS INC DEL      COM              64121Q102      514     5600 SH      SHARED                  5600
D NETWORK SOLUTIONS INC DEL      COM              64121Q102    10969   119400 SH      SHARED      01         39500             79900
D NETWORK SOLUTIONS INC DEL      COM              64121Q102       27      300 SH      SHARED      02           300
D NETWORK SOLUTIONS INC DEL      COM              64121Q102       91     1000 SH      SHARED      04          1000
D NETWORK PERIPHERALS INC        COM              64121R100      664    36400 SH      SHARED      01         36400
D NETWORK PERIPHERALS INC        COM              64121R100       21     1200 SH      SHARED      04          1200
D NETWORK PLUS CORP              COM              64122D506       13     1000 SH      SHARED      02          1000
D NEUROGEN CORP                  COM              64124E106      349    21000 SH      SHARED      01         19500              1500
D NEUROGEN CORP                  COM              64124E106       26     1600 SH      SHARED      04          1600
D NEUROCRINE BIOSCIENCES INC     COM              64125C109        0       22 SH      SHARED      04            22
D NEW AMER HIGH INCOME FD INC    COM              641876107      100    25000 SH      SHARED      02         25000
D NEW AMERN HEALTHCARE CORP      COM              641881107        1     1000 SH      SHARED      02          1000
D NEW BRUNSWICK SCIENTIFIC INC   COM              642876106        0      138 SH      SHARED      01           138
D NEW CENTURY FINANCIAL CORP     COM              64352D101      528    29965 SH      SHARED      01         26665              3300
D NEW CENTURY FINANCIAL CORP     COM              64352D101       15      900 SH      SHARED      04           900
D NEW CENTURY ENERGIES INC       COM              64352U103       83     2500 SH      SHARED                  2500
D NEW CENTURY ENERGIES INC       COM              64352U103    54593  1632734 SH      SHARED      01       1319931            312803
D NEW CENTURY ENERGIES INC       COM              64352U103       51     1539 SH      SHR/OTHR    01                   1539
D NEW CENTURY ENERGIES INC       COM              64352U103      202     6070 SH      SHARED      02                            6070
D NEW CENTURY ENERGIES INC       COM              64352U103     5289   158200 SH      SHARED      04        158200
D NEW ENGLAND BUSINESS SVC INC   COM              643872104     5403   189192 SH      SHARED      01         54350            134842
D NEW ENGLAND BUSINESS SVC INC   COM              643872104       31     1100 SH      SHARED      04          1100
D NEW ENGLAND ELEC SYS           COM              644001109      316     6100 SH      SHARED                  6100
D NEW ENGLAND ELEC SYS           COM              644001109    21479   414064 SH      SHARED      01        201516            212548
D NEW ENGLAND ELEC SYS           COM              644001109       70     1366 SH      SHR/OTHR    01                    668      698
D NEW ENGLAND ELEC SYS           COM              644001109      266     5129 SH      SHARED      02           720              4409
D NEW ENGLAND ELEC SYS           COM              644001109    10717   206600 SH      SHARED      04        206600
D NEW ERA OF NETWORKS INC        COM              644312100     3085   142700 SH      SHARED      01         68000             74700
D NEW ERA OF NETWORKS INC        COM              644312100        1       50 SH      SHARED      02            50
D NEW ERA OF NETWORKS INC        COM              644312100       12      600 SH      SHARED      04           600
D NEW GERMANY FD INC             COM              644465106        6      513 SH      SHARED      02           513
D NEW HAMPSHIRE THRIFT BANCSHS   COM              644722100        1      100 SH      SHARED      01           100
D NEW JERSEY RES                 COM              646025106     6804   170116 SH      SHARED      01         89200             80916
D NEW JERSEY RES                 COM              646025106       96     2400 SH      SHARED      02          2400
D NEW JERSEY RES                 COM              646025106       72     1800 SH      SHARED      04          1800
D NEW MEXICO & ARIZ LD CO        COM              647072107        2      479 SH      SHARED      01           479
D NEW PLAN EXCEL RLTY TR INC     COM              648053106     2004   112540 SH      SHARED      01        112540
D NEW PLAN EXCEL RLTY TR INC     COM              648053106       75     4247 SH      SHR/OTHR    01                   2000     2247
D NEW PLAN EXCEL RLTY TR INC     COM              648053106        8      500 SH      SHARED      02                             500
D NEW PLAN EXCEL RLTY TR INC     COM              648053106      381    21420 SH      SHARED      04         21420
D NEW PLAN EXCEL RLTY TR INC     PFD CV A 8.50%   648053205     1395    60000 SH      SHARED      04         60000
D NEW YORK TIMES CO              CL A             650111107      990    26400 SH      SHARED                 26400
D NEW YORK TIMES CO              CL A             650111107    97920  2611204 SH      SHARED      01       2190962            420242
D NEW YORK TIMES CO              CL A             650111107      169     4510 SH      SHR/OTHR    01                    350     4160
D NEW YORK TIMES CO              CL A             650111107      135     3600 SH      SHARED      02          1200              2400
D NEW YORK TIMES CO              CL A             650111107     5141   137100 SH      SHARED      04        137100
D NEWBRIDGE NETWORKS CORP        COM              650901101       26     1000 SH      SHARED                  1000
D NEWBRIDGE NETWORKS CORP        COM              650901101      414    15900 SH      SHARED      01         15900
D NEWBRIDGE NETWORKS CORP        COM              650901101      127     4900 SH      SHARED      04          4900
D NEWCOURT CR GROUP INC          COM              650905102      297    22800 SH      SHARED      01         22800
D NEWCOR INC                     COM              651186108        0       48 SH      SHARED      01            48
D NEWELL RUBBERMAID INC          COM              651229106        2      100 SH      SHARED      01                             100
D NEWELL RUBBERMAID INC          COM              651229106        7      250 SH      SHR/OTHR    01                    250
D NEWELL RUBBERMAID INC          COM              651229106      125     4400 SH      SHARED                  4400
D NEWELL RUBBERMAID INC          COM              651229106   118697  4155794 SH      SHARED      01       3473813            681981
D NEWELL RUBBERMAID INC          COM              651229106       76     2682 SH      SHR/OTHR    01                   2522      160
D NEWELL RUBBERMAID INC          COM              651229106      459    16102 SH      SHARED      02          2046             14056
D NEWELL RUBBERMAID INC          COM              651229106     9566   334940 SH      SHARED      04        334890                50
D NEWFIELD EXPL CO               COM              651290108     8715   264600 SH      SHARED      01        129800            134800
D NEWFIELD EXPL CO               COM              651290108       16      500 SH      SHARED      02                             500
D NEWFIELD EXPL CO               COM              651290108      109     3310 SH      SHARED      04          3310
D NEWHALL LAND & FARMING CO CAL  DEPOSITARY REC   651426108      273    11100 SH      SHARED      01         11100
D NEWHALL LAND & FARMING CO CAL  DEPOSITARY REC   651426108       98     4000 SH      SHR/OTHR    01                            4000
D NEWMARK HOMES CORP             COM              651578106       12     1800 SH      SHARED      01          1800
D NEWMONT MINING CORP            COM              651639106      657    25400 SH      SHARED                 25400
D NEWMONT MINING CORP            COM              651639106    64706  2500746 SH      SHARED      01       2112689            388057
D NEWMONT MINING CORP            COM              651639106       20      807 SH      SHR/OTHR    01                             807
D NEWMONT MINING CORP            COM              651639106      336    13009 SH      SHARED      02          2659             10350
D NEWMONT MINING CORP            COM              651639106    12818   495400 SH      SHARED      04        495400
D NEWPARK RES INC                COM PAR $.01NEW  651718504     6479   836020 SH      SHARED      01        234780            601240
D NEWPARK RES INC                COM PAR $.01NEW  651718504        0       16 SH      SHARED      02            16
D NEWPARK RES INC                COM PAR $.01NEW  651718504       49     6400 SH      SHARED      04          6400
D NEWPORT CORP                   COM              651824104        3      200 SH      SHARED      01           200
D NEWPORT NEWS SHIPBUILDING INC  COM              652228107      116     3600 SH      SHARED                  3600
D NEWPORT NEWS SHIPBUILDING INC  COM              652228107     9959   308236 SH      SHARED      01        145315            162921
D NEWPORT NEWS SHIPBUILDING INC  COM              652228107       27      840 SH      SHARED      02           200               640
D NEWPORT NEWS SHIPBUILDING INC  COM              652228107     1413    43738 SH      SHARED      04         43738
D NEWS CORP LTD                  ADR NEW          652487703       36     1300 SH      SHARED      01           800               500
D NEWS CORP LTD                  ADR NEW          652487703      846    29775 SH      SHARED      02          7275             22500
D NEWS CORP LTD                  ADR NEW          652487703     4419   155400 SH      SHARED      04        155400
D NEWS CORP LTD                  SP ADR PFD       652487802       36     1382 SH      SHARED      01          1382
D NEWS CORP LTD                  SP ADR PFD       652487802        5      200 SH      SHARED      02                             200
D NEWSEDGE CORP                  COM              65249Q106     7575   819000 SH      SHARED      02        819000
D NEWSEDGE CORP                  COM              65249Q106       33     3651 SH      SHARED      04          3651
D NIAGARA BANCORP INC            COM              652914102       12     1200 SH      SHARED      04          1200
D NEXTERA ENTERPRISES INC        CL A             65332E101       81    23000 SH      SHARED      02         23000
D NEXTERA ENTERPRISES INC        CL A             65332E101        3      900 SH      SHARED      04           900
D NEXELL THERAPEUTICS INC        COM              65332H104        2     2000 SH      SHARED      01          2000
D NEXTCARD INC                   COM              65332K107     3895   159000 SH      SHARED      01         33900            125100
D NEXTCARD INC                   COM              65332K107      276    11300 SH      SHARED      02         11300
D NEXTCARD INC                   COM              65332K107        9      400 SH      SHARED      04           400
D NEXTEL COMMUNICATIONS INC      CL A             65332V103     1485    21900 SH      SHARED                 21900
D NEXTEL COMMUNICATIONS INC      CL A             65332V103   241129  3555849 SH      SHARED      01       3311563            244286
D NEXTEL COMMUNICATIONS INC      CL A             65332V103      400     5900 SH      SHR/OTHR    01                   5400      500
D NEXTEL COMMUNICATIONS INC      CL A             65332V103     4289    63257 SH      SHARED      02         22185             41072
D NEXTEL COMMUNICATIONS INC      CL A             65332V103    27365   403548 SH      SHARED      04        403548
D NEXTLINK COMMUNICATIONS INC    CL A             65333H707       88     1700 SH      SHARED                  1700
D NEXTLINK COMMUNICATIONS INC    CL A             65333H707    39722   766200 SH      SHARED      01        267000            499200
D NEXTLINK COMMUNICATIONS INC    CL A             65333H707      356     6873 SH      SHARED      02           800              6073
D NEXTLINK COMMUNICATIONS INC    CL A             65333H707     6387   123200 SH      SHARED      04        123200
D NIAGARA CORP                   COM              653349100       49    11100 SH      SHARED      01         11100
D NIAGARA CORP                   COM              653349100      184    41000 SH      SHARED      02         41000
D NIAGARA MOHAWK HLDGS INC       COM              653520106       65     4200 SH      SHARED                  4200
D NIAGARA MOHAWK HLDGS INC       COM              653520106    40398  2595999 SH      SHARED      01       2150274            445725
D NIAGARA MOHAWK HLDGS INC       COM              653520106     5284   339600 SH      SHARED      04        339600
D NICHOLS RESH CORP              COM              653818104     1184    44500 SH      SHARED      01         42100              2400
D NICHOLS RESH CORP              COM              653818104       34     1300 SH      SHARED      04          1300
D NIELSEN MEDIA RESH INC         COM NEW          653929307    31134   837250 SH      SHARED      01        723784            113466
D NIELSEN MEDIA RESH INC         COM NEW          653929307      427    11491 SH      SHR/OTHR    01                   3581     7910
D NIELSEN MEDIA RESH INC         COM NEW          653929307     9389   252499 SH      SHARED      04        252499
D NICOR INC                      COM              654086107       40     1100 SH      SHARED                  1100
D NICOR INC                      COM              654086107    29873   803328 SH      SHARED      01        645468            157860
D NICOR INC                      COM              654086107       15      430 SH      SHR/OTHR    01                             430
D NICOR INC                      COM              654086107      435    11700 SH      SHARED      02          1600             10100
D NICOR INC                      COM              654086107     1491    40100 SH      SHARED      04         40100
D NIKE INC                       CL B             654106103        3       60 SH      SHARED      04                              60
D NIKE INC                       CL B             654106103       11      200 SH      SHR/OTHR    04                    200
D NIKE INC                       CL B             654106103     1052    18500 SH      SHARED                 18500
D NIKE INC                       CL B             654106103   178348  3135796 SH      SHARED      01       3112466             23330
D NIKE INC                       CL B             654106103      484     8520 SH      SHR/OTHR    01                   2000     6520
D NIKE INC                       CL B             654106103      745    13099 SH      SHARED      02          2000             11099
D NIKE INC                       CL B             654106103    13485   237115 SH      SHARED      04        237065                50
D 99 CENTS ONLY STORES           COM              65440K106     1898    52550 SH      SHARED      01         52550
D 99 CENTS ONLY STORES           COM              65440K106      108     3000 SH      SHARED      02          3000
D 99 CENTS ONLY STORES           COM              65440K106       43     1200 SH      SHARED      04          1200
D NIPPON TELEG & TEL CORP        SPONSORED ADR    654624105       30      500 SH      SHARED                   500
D NIPPON TELEG & TEL CORP        SPONSORED ADR    654624105      160     2600 SH      SHARED      01          2600
D NIPPON TELEG & TEL CORP        SPONSORED ADR    654624105        8      130 SH      SHARED      02                             130
D NIPPON TELEG & TEL CORP        SPONSORED ADR    654624105      123     2000 SH      SHARED      04          2000
D NISOURCE INC                   COM              65473P105      294    13300 SH      SHARED                 13300
D NISOURCE INC                   COM              65473P105    19613   886476 SH      SHARED      01        432560            453916
D NISOURCE INC                   COM              65473P105      470    21257 SH      SHR/OTHR    01                   3000    18257
D NISOURCE INC                   COM              65473P105       44     2000 SH      SHARED      02                            2000
D NISOURCE INC                   COM              65473P105     5936   268300 SH      SHARED      04        268300
D NOBEL LEARNING CMNTYS INC      COM              654889104       66    11400 SH      SHARED      01         11400
D NOBILITY HOMES INC             COM              654892108       49     6765 SH      SHARED      01          6765
D NOBLE AFFILIATES INC           COM              654894104      205     7100 SH      SHARED                  7100
D NOBLE AFFILIATES INC           COM              654894104    12836   442646 SH      SHARED      01        213970            228676
D NOBLE AFFILIATES INC           COM              654894104      415    14314 SH      SHR/OTHR    01                   1868    12446
D NOBLE AFFILIATES INC           COM              654894104      189     6550 SH      SHARED      02                            6550
D NOBLE AFFILIATES INC           COM              654894104     6844   236000 SH      SHARED      04        236000
D NOKIA CORP                     SPONSORED ADR    654902204     5904    65700 SH      SHARED                 65700
D NOKIA CORP                     SPONSORED ADR    654902204     8301    92368 SH      SHARED      01         92168               200
D NOKIA CORP                     SPONSORED ADR    654902204      179     2000 SH      SHR/OTHR    01                            2000
D NOKIA CORP                     SPONSORED ADR    654902204     4606    51255 SH      SHARED      02         11100             40155
D NOKIA CORP                     SPONSORED ADR    654902204    12079   134400 SH      SHARED      04        134400
D NOBLE DRILLING CORP            COM              655042109     1207    55200 SH      SHARED                 55200
D NOBLE DRILLING CORP            COM              655042109    21758   994682 SH      SHARED      01        505220            489462
D NOBLE DRILLING CORP            COM              655042109       45     2100 SH      SHR/OTHR    01                            2100
D NOBLE DRILLING CORP            COM              655042109      108     4965 SH      SHARED      02          2265              2700
D NOBLE DRILLING CORP            COM              655042109     6527   298400 SH      SHARED      04        298400
D NOBLE INTL LTD                 COM              655053106        2      200 SH      SHARED      01           200
D NOODLE KIDOODLE INC            COM              655370104       45    11000 SH      SHARED      01         11000
D NOODLE KIDOODLE INC            COM              655370104        4     1200 SH      SHARED      02                            1200
D NOONEY REALTY TR               COM              655379105        6      900 SH      SHARED      01           900
D NORDSON CORP                   COM              655663102       73     1500 SH      SHARED                  1500
D NORDSON CORP                   COM              655663102     4251    86764 SH      SHARED      01         47650             39114
D NORDSON CORP                   COM              655663102      494    10100 SH      SHARED      04         10100
D NORDSTROM INC                  COM              655664100       75     2800 SH      SHARED                  2800
D NORDSTROM INC                  COM              655664100    51912  1922681 SH      SHARED      01       1715023            207658
D NORDSTROM INC                  COM              655664100       39     1460 SH      SHARED      02                            1460
D NORDSTROM INC                  COM              655664100     3364   124600 SH      SHARED      04        124600
D NORFOLK SOUTHERN CORP          COM              655844108      289    11800 SH      SHARED                 11800
D NORFOLK SOUTHERN CORP          COM              655844108   142216  5804761 SH      SHARED      01       4833728            971033
D NORFOLK SOUTHERN CORP          COM              655844108     5702   232747 SH      SHR/OTHR    01                 185650    47097
D NORFOLK SOUTHERN CORP          COM              655844108     1105    45125 SH      SHARED      02         15024             30101
D NORFOLK SOUTHERN CORP          COM              655844108     6943   283400 SH      SHARED      04        283400
D NORSK HYDRO A S                SPONSORED ADR    656531605      129     3000 SH      SHARED      01          3000
D NORSK HYDRO A S                SPONSORED ADR    656531605       12      300 SH      SHARED      04           300
D NORSTAN INC                    COM              656535101        6      800 SH      SHARED      01           800
D NORTEK INC                     COM              656559101      880    25800 SH      SHARED      01         25800
D NORTEK INC                     COM              656559101       30      900 SH      SHARED      04           900
D NORTEL INVERSORA S A           SPON ADR PFD B   656567401      273    16200 SH      SHARED      04         16200
D NORTEL NETWORKS CORP           COM              656569100      525    10300 SH      SHARED                 10300
D NORTEL NETWORKS CORP           COM              656569100   623538 12226241 SH      SHARED      01      12226241
D NORTEL NETWORKS CORP           COM              656569100     2486    48758 SH      SHARED      02         13378             35380
D NORTEL NETWORKS CORP           COM              656569100    47322   927900 SH      SHARED      04        927900
D NORTH AMERN TECH GROUP INC     COM NEW          657193207        2     1000 SH      SHARED      01                            1000
D NORTH AMERN TECH GROUP INC     COM NEW          657193207        1      666 SH      SHARED      02           666
D NORTH AMERN VACCINE INC        COM              657201109       21     2900 SH      SHARED      01          2900
D NORTH AMERN VACCINE INC        COM              657201109      112    15000 SH      SHARED      04         15000
D NORTH BANCSHARES INC           COM              657467106       51     4300 SH      SHARED      01          4300
D NORTH FACE INC                 COM              659317101       49     8400 SH      SHARED      01          8400
D NORTH FACE INC                 COM              659317101      547    92150 SH      SHARED      02         91150              1000
D NORTH FORK BANCORPORATION NY   COM              659424105      284    14600 SH      SHARED                 14600
D NORTH FORK BANCORPORATION NY   COM              659424105    24269  1244581 SH      SHARED      01        509007            735574
D NORTH FORK BANCORPORATION NY   COM              659424105       23     1200 SH      SHR/OTHR    01                            1200
D NORTH FORK BANCORPORATION NY   COM              659424105     2661   136500 SH      SHARED      04        136500
D NORTH PITTSBURGH SYS INC       COM              661562108      832    45600 SH      SHARED      01         44300              1300
D NORTH PITTSBURGH SYS INC       COM              661562108       25     1400 SH      SHARED      04          1400
D NORTHEAST OPTIC NETWORK INC    COM              664334109      917    24300 SH      SHARED      01         13500             10800
D NORTHEAST OPTIC NETWORK INC    COM              664334109       15      400 SH      SHARED      04           400
D NORTHEAST UTILS                COM              664397106      259    14100 SH      SHARED                 14100
D NORTHEAST UTILS                COM              664397106    19447  1058355 SH      SHARED      01        527522            530833
D NORTHEAST UTILS                COM              664397106        0       21 SH      SHR/OTHR    01                     21
D NORTHEAST UTILS                COM              664397106        7      425 SH      SHARED      02                             425
D NORTHEAST UTILS                COM              664397106     5273   287000 SH      SHARED      04        287000
D NORTHERN BORDER PARTNERS L P   UNIT LTD PARTN   664785102       17      600 SH      SHARED      01           600
D NORTHERN BORDER PARTNERS L P   UNIT LTD PARTN   664785102       52     1800 SH      SHR/OTHR    01                   1600      200
D NORTHERN BORDER PARTNERS L P   UNIT LTD PARTN   664785102      536    18500 SH      SHARED      02                           18500
D NORTHN STS PWR CO MINN         COM              665772109       73     3400 SH      SHARED                  3400
D NORTHN STS PWR CO MINN         COM              665772109    41760  1936745 SH      SHARED      01       1487653            449092
D NORTHN STS PWR CO MINN         COM              665772109      146     6800 SH      SHR/OTHR    01                   5400     1400
D NORTHN STS PWR CO MINN         COM              665772109       26     1220 SH      SHARED      02                            1220
D NORTHN STS PWR CO MINN         COM              665772109     2863   132800 SH      SHARED      04        132800
D NORTHERN TR CORP               COM              665859104      676     8100 SH      SHARED                  8100
D NORTHERN TR CORP               COM              665859104   144919  1735565 SH      SHARED      01       1370232            365333
D NORTHERN TR CORP               COM              665859104     2710    32462 SH      SHR/OTHR    01                  17537    14925
D NORTHERN TR CORP               COM              665859104      188     2254 SH      SHARED      02                            2254
D NORTHERN TR CORP               COM              665859104     7080    84800 SH      SHARED      04         84800
D NORTHFIELD LABS INC            COM              666135108      183    12900 SH      SHARED      01         12900
D NORTHFIELD LABS INC            COM              666135108       70     4950 SH      SHARED      02          2000              2950
D NORTHFIELD LABS INC            COM              666135108        1       79 SH      SHARED      04            79
D NORTHLAND CRANBERRIES INC      CL A             666499108        5      800 SH      SHARED      01           800
D NORTHLAND CRANBERRIES INC      CL A             666499108        9     1500 SH      SHARED      02          1500
D NORTHPOINT COMMUNICATIONS HLDG COM              666610100      664    35900 SH      SHARED      01         35900
D NORTHPOINT COMMUNICATIONS HLDG COM              666610100      236    12800 SH      SHARED      02         12700               100
D NORTHPOINT COMMUNICATIONS HLDG COM              666610100        7      400 SH      SHARED      04           400
D NORTHROP GRUMMAN CORP          COM              666807102       95     1500 SH      SHARED                  1500
D NORTHROP GRUMMAN CORP          COM              666807102    64106  1008563 SH      SHARED      01        840157            168406
D NORTHROP GRUMMAN CORP          COM              666807102      184     2900 SH      SHARED      02           100              2800
D NORTHROP GRUMMAN CORP          COM              666807102     4366    68700 SH      SHARED      04         68700
D NORTHSTAR COMPUTER FORMS INC   COM              667031108       30     2850 SH      SHARED      01          2850
D NORTHWEST AIRLS CORP           CL A             667280101      150     5900 SH      SHARED                  5900
D NORTHWEST AIRLS CORP           CL A             667280101     1595    62552 SH      SHARED      01         62552
D NORTHWEST AIRLS CORP           CL A             667280101       51     2000 SH      SHR/OTHR    01                            2000
D NORTHWEST AIRLS CORP           CL A             667280101      316    12400 SH      SHARED      02         12400
D NORTHWEST AIRLS CORP           CL A             667280101     1698    66600 SH      SHARED      04         66600
D NORTHWEST BANCORP INC PA       COM              667328108      485    56300 SH      SHARED      01         46200             10100
D NORTHWEST BANCORP INC PA       COM              667328108       12     1500 SH      SHARED      04          1500
D NORTHWEST NAT GAS CO           COM              667655104     7647   296296 SH      SHARED      01        139150            157146
D NORTHWEST NAT GAS CO           COM              667655104      201     7800 SH      SHARED      04          7800
D NORTHWESTERN CORP              COM              668074107     1688    74200 SH      SHARED      01         74200
D NORTHWESTERN CORP              COM              668074107       17      750 SH      SHARED      02           750
D NORTHWESTERN CORP              COM              668074107     3050   134100 SH      SHARED      04        134100
D NOVA CHEMICALS CORP            COM              66977W109      107     5013 SH      SHARED      01          5013
D NOVA CORP GA                   COM              669784100      185     7400 SH      SHARED                  7400
D NOVA CORP GA                   COM              669784100     4924   196993 SH      SHARED      01        184737             12256
D NOVA CORP GA                   COM              669784100     3055   122201 SH      SHARED      02         58479             63722
D NOVA CORP GA                   COM              669784100      967    38700 SH      SHARED      04         38700
D NOVAMETRIX MED SYS INC         COM              669870107       43    12300 SH      SHARED      01         12300
D NU HORIZONS ELECTRS CORP       COM              669908105        2      315 SH      SHARED      01           315
D NOVACARE CORP                  SB DEB CV 5.5%00 669930AA7       31    35000 PRN     SHARED      02         35000
D NOVACARE CORP                  COM              669930109        4     3850 SH      SHARED      02          3850
D NOVADIGM INC                   COM              669937104     2098   143500 SH      SHARED      02        143500
D NOVELL INC                     COM              670006105      140     6800 SH      SHARED                  6800
D NOVELL INC                     COM              670006105   103491  5002708 SH      SHARED      01       4271164            731544
D NOVELL INC                     COM              670006105       99     4819 SH      SHR/OTHR    01                            4819
D NOVELL INC                     COM              670006105    22700  1097310 SH      SHARED      02       1000060             97250
D NOVELL INC                     COM              670006105    17243   833540 SH      SHARED      04        833540
D NOVELLUS SYS INC               COM              670008101    15699   232800 SH      SHARED      01        128600            104200
D NOVELLUS SYS INC               COM              670008101    10079   149468 SH      SHARED      04        149118               350
D NOVEN PHARMACEUTICALS INC      COM              670009109       21     2500 SH      SHARED      01          2500
D NOVOSTE CORP                   COM              67010C100      431    24200 SH      SHARED      01         24200
D NOVOSTE CORP                   COM              67010C100       23     1300 SH      SHARED      04          1300
D NU SKIN ENTERPRISES INC        CL A             67018T105       49     3700 SH      SHARED      01          2900               800
D NU SKIN ENTERPRISES INC        CL A             67018T105       17     1300 SH      SHARED      04          1300
D NSTAR                          COM              67019E107    10896   281204 SH      SHARED      01        173070            108134
D NSTAR                          COM              67019E107       28      738 SH      SHR/OTHR    01                             738
D NSTAR                          COM              67019E107       47     1224 SH      SHARED      02           808               416
D NSTAR                          COM              67019E107     8949   230956 SH      SHARED      04        230956
D NUCENTRIX BROADBAND NETWORKS   COM              670198100      579    23900 SH      SHARED      04         23900
D NUCOR CORP                     COM              670346105       95     2000 SH      SHARED                  2000
D NUCOR CORP                     COM              670346105    61553  1292465 SH      SHARED      01       1088965            203500
D NUCOR CORP                     COM              670346105      304     6400 SH      SHR/OTHR    01                   4200     2200
D NUCOR CORP                     COM              670346105       33      700 SH      SHARED      02           200               500
D NUCOR CORP                     COM              670346105     3343    70200 SH      SHARED      04         70200
D NUEVO ENERGY CO                COM              670509108     4623   268000 SH      SHARED      01         80700            187300
D NUEVO ENERGY CO                COM              670509108       98     5697 SH      SHARED      04          5697
D NUMAC ENERGY INC               COM              67052A103       49    13200 SH      SHARED      01         13200
D NUVEEN PREM INCOME MUN FD 4    COM              6706K4105       12     1000 SH      SHARED      02                            1000
D NUVEEN N C PREM INCOME MUN FD  SH BEN INT       67060P100        8      550 SH      SHARED      02                             550
D NUVEEN MD PREM INCOME MUN FD   COM              67061Q107       31     2257 SH      SHARED      02                            2257
D NUVEEN SELECT MAT MUN FD       SH BEN INT       67061T101       20     2000 SH      SHARED      02                            2000
D NUVEEN CA INVT QUALITY MUN FD  COM              67062A101       92     6000 SH      SHR/OTHR    01                   6000
D NUVEEN CA INVT QUALITY MUN FD  COM              67062A101       12      781 SH      SHARED      02           781
D NUVEEN CALIF MUN VALUE FD      COM              67062C107       47     5262 SH      SHARED      02          5262
D NUVEEN INVT QUALITY MUN FD INC COM              67062E103        8      631 SH      SHARED      02                             631
D NUVEEN SELECT TAX FREE INCM PT SH BEN INT       67062F100       43     3000 SH      SHARED      02          3000
D NUVEEN MUN ADVANTAGE FD INC    COM              67062H106      166    11500 SH      SHARED      02          5800              5700
D NUVEEN NY MUN VALUE FD         COM              67062M105       28     3200 SH      SHARED      02                            3200
D NUVEEN INSD QUALITY MUN FD INC COM              67062N103       36     2600 SH      SHARED      02                            2600
D NUVEEN PERFORMANCE PLUS MUN FD COM              67062P108       46     3604 SH      SHARED      02          1900              1704
D NUVEEN CALIF PERFORM PLUS MUN  COM              67062Q106      175    10589 SH      SHARED      02          6576              4013
D NUVEEN NY PERFORM PLUS MUN FD  COM              67062R104       22     1477 SH      SHARED      02          1477
D NUVEEN PREM INCOME MUN FD      COM              67062T100       26     2100 SH      SHR/OTHR    01                            2100
D NUVEEN PREM INCOME MUN FD      COM              67062T100       66     5250 SH      SHARED      02          5250
D NUVEEN MUN MKT OPPORTUNITY FD  COM              67062W103       48     3300 SH      SHR/OTHR    01                            3300
D NUVEEN MUN MKT OPPORTUNITY FD  COM              67062W103      105     7250 SH      SHARED      02          7250
D NUVEEN SELECT TAX FREE INCM PT SH BEN INT       67063C106        6      445 SH      SHARED      02                             445
D NUVEEN INSD CA SELECT TAX FREE SH BEN INT       67063R103       56     4000 SH      SHR/OTHR    01                   4000
D NVEST L P                      UNIT LTD PARTN   67065F107       12      600 SH      SHARED      01           600
D NUWAVE TECHNOLOGIES INC        COM              67065M102       30    12400 SH      SHARED      01         12400
D NUWAVE TECHNOLOGIES INC        COM              67065M102        4     2000 SH      SHARED      02          2000
D NUWAVE TECHNOLOGIES INC        WT EXP  070301   67065M110        4     5000 SH      SHARED      02          5000
D NVIDIA CORP                    COM              67066G104     1099    57100 SH      SHARED      01         57100
D NVIDIA CORP                    COM              67066G104       28     1500 SH      SHARED      04          1500
D NUVEEN DIVID ADVANTAGE MUN FD  COM              67066V101      132     9200 SH      SHARED      02          9200
D NUVEEN CA DIVIDENT ADV MUN FD  COM SHS          67066Y105       95     6500 SH      SHARED      02          6500
D O CHARLEYS INC                 COM              670823103      400    27150 SH      SHARED      01         26550               600
D O CHARLEYS INC                 COM              670823103     4361   295712 SH      SHARED      03        295712
D O CHARLEYS INC                 COM              670823103       29     2000 SH      SHARED      04          2000
D OEA INC                        COM              670826106     1528   200500 SH      SHARED      01         61100            139400
D OEA INC                        COM              670826106        2      300 SH      SHR/OTHR    01                             300
D OEA INC                        COM              670826106        0        2 SH      SHARED      02             2
D OEA INC                        COM              670826106       14     1900 SH      SHARED      04          1900
D OEC-MEDICAL SYS INC            COM              670828102     1145    32600 SH      SHARED      01         32600
D OEC-MEDICAL SYS INC            COM              670828102        3      100 SH      SHARED      02                             100
D OEC-MEDICAL SYS INC            COM              670828102       42     1200 SH      SHARED      04          1200
D OGE ENERGY CORP                COM              670837103      184     8300 SH      SHARED                  8300
D OGE ENERGY CORP                COM              670837103    12145   545868 SH      SHARED      01        255204            290664
D OGE ENERGY CORP                COM              670837103        8      400 SH      SHR/OTHR    01                             400
D OGE ENERGY CORP                COM              670837103        4      200 SH      SHARED      02                             200
D OGE ENERGY CORP                COM              670837103     9465   425400 SH      SHARED      04        425400
D OHM CORP                       SUB DEB CV  8%06 670839AA7       81    90000 PRN     SHR/OTHR    01                  90000
D OM GROUP INC                   COM              670872100     6460   168350 SH      SHARED      01        137050             31300
D OM GROUP INC                   COM              670872100       84     2200 SH      SHARED      04          2200
D NUVEEN MUN VALUE FD INC        COM              670928100      371    44006 SH      SHARED      02         11519             32487
D NUVEEN FLA INVT QUALITY MUN FD COM              670970102       69     4500 SH      SHARED      02                            4500
D NUVEEN NJ INVT QUALITY MUN FD  COM              670971100       63     4000 SH      SHARED      02                            4000
D NUVEEN PA INVT QUALITY MUN FD  COM              670972108       67     4420 SH      SHARED      02          1420              3000
D NUVEEN SELECT QUALITY MUN FD   COM              670973106       19     1400 SH      SHARED      02          1400
D NUVEEN QUALITY INCOME MUN FD   COM              670977107      151    10219 SH      SHARED      02          6919              3300
D NUVEEN FLA QUALITY INCOME MUN  COM              670978105       14     1000 SH      SHR/OTHR    01                            1000
D NUVEEN FLA QUALITY INCOME MUN  COM              670978105       23     1600 SH      SHARED      02           600              1000
D NUVEEN OHIO QUALITY INCOME MUN COM              670980101       16     1012 SH      SHARED      02          1000                12
D NUVEEN INSD MUN OPPORTUNITY FD COM              670984103       24     1800 SH      SHARED      02                            1800
D NUVEEN CALIF QUALITY INCM MUN  COM              670985100      120     7450 SH      SHARED      01          7450
D NUVEEN CALIF QUALITY INCM MUN  COM              670985100      129     8000 SH      SHR/OTHR    01                   8000
D NUVEEN CALIF QUALITY INCM MUN  COM              670985100       45     2803 SH      SHARED      02          2803
D NUVEEN NY QUALITY INCM MUN FD  COM              670986108       23     1536 SH      SHARED      02                            1536
D NUVEEN PREMIER INSD MUN INCOME COM              670987106       14     1000 SH      SHARED      01                            1000
D NUVEEN INSD FLA PREM INCOME FD COM              67101V108       20     1500 SH      SHARED      02                            1500
D OAK INDS INC                   COM NEW          671400505     3021    88860 SH      SHARED      01         71420             17440
D OAK INDS INC                   COM NEW          671400505       17      500 SH      SHARED      02           500
D OAK INDS INC                   COM NEW          671400505       54     1600 SH      SHARED      04          1600
D OAK TECHNOLOGY INC             COM              671802106       42     9400 SH      SHARED      01          9400
D OAKLEY INC                     COM              673662102      793   128300 SH      SHARED      01        124400              3900
D OAKLEY INC                     COM              673662102        9     1500 SH      SHARED      02          1000               500
D OAKLEY INC                     COM              673662102       16     2700 SH      SHARED      04          2700
D OAKWOOD HOMES CORP             COM              674098108     1635   363360 SH      SHARED      01        233500            129860
D OAKWOOD HOMES CORP             COM              674098108       21     4710 SH      SHARED      02          1960              2750
D OAKWOOD HOMES CORP             COM              674098108       28     6300 SH      SHARED      04          6300
D OBJECTIVE SYS INTEGRATORS INC  COM              674424106        5     2500 SH      SHARED      01          2500
D OBJECTIVE SYS INTEGRATORS INC  COM              674424106        7     3000 SH      SHARED      02          3000
D OCCIDENTAL PETE CORP DEL       COM              674599105      215     9300 SH      SHARED                  9300
D OCCIDENTAL PETE CORP DEL       COM              674599105   120417  5207228 SH      SHARED      01       4285011            922217
D OCCIDENTAL PETE CORP DEL       COM              674599105       89     3878 SH      SHR/OTHR    01                            3878
D OCCIDENTAL PETE CORP DEL       COM              674599105      108     4705 SH      SHARED      02          1523              3182
D OCCIDENTAL PETE CORP DEL       COM              674599105    11179   483416 SH      SHARED      04        483416
D OCEAN ENERGY INC TEX           COM              67481E106      178    17500 SH      SHARED                 17500
D OCEAN ENERGY INC TEX           COM              67481E106    13304  1306062 SH      SHARED      01        499522            806540
D OCEAN ENERGY INC TEX           COM              67481E106      130    12780 SH      SHARED      02          4340              8440
D OCEAN ENERGY INC TEX           COM              67481E106     1234   121200 SH      SHARED      04        121200
D OCEANEERING INTL INC           COM              675232102     5025   298900 SH      SHARED      01        129500            169400
D OCEANEERING INTL INC           COM              675232102       33     2000 SH      SHARED      02           400              1600
D OCEANEERING INTL INC           COM              675232102       31     1900 SH      SHARED      04          1900
D OCEANFIRST FINL CORP           COM              675234108      596    36400 SH      SHARED      01         36000               400
D OCEANFIRST FINL CORP           COM              675234108       21     1300 SH      SHARED      04          1300
D OCTEL CORP                     COM              675727101     1083    96275 SH      SHARED      01         38025             58250
D OCTEL CORP                     COM              675727101        0       85 SH      SHARED      02            85
D OCTEL CORP                     COM              675727101       12     1100 SH      SHARED      04          1100
D OCWEN ASSET INVESTMENT         COM              67574M106     1708   396200 SH      SHARED      04        396200
D OCULAR SCIENCES INC            COM              675744106     3014   155600 SH      SHARED      01        118100             37500
D OCULAR SCIENCES INC            COM              675744106       28     1492 SH      SHARED      04          1492
D OCWEN FINL CORP                COM              675746101     1509   225700 SH      SHARED      01        100400            125300
D OCWEN FINL CORP                COM              675746101       20     3000 SH      SHARED      04          3000
D ODETICS INC DEL                CL A             676065204       21     2000 SH      SHARED      02                            2000
D ODWALLA INC                    COM              676111107       53     8700 SH      SHARED      01          8700
D OFFICEMAX INC                  COM              67622M108       65    11200 SH      SHARED                 11200
D OFFICEMAX INC                  COM              67622M108     2773   477257 SH      SHARED      01        443182             34075
D OFFICEMAX INC                  COM              67622M108       47     8100 SH      SHARED      02          1000              7100
D OFFICEMAX INC                  COM              67622M108     1078   185500 SH      SHARED      04        185500
D OFFICE DEPOT INC               LYON SUB ZERO 08 676220AB2     2802  4233000 PRN     SHARED      04       4233000
D OFFICE DEPOT INC               COM              676220106       85     8150 SH      SHARED                  8150
D OFFICE DEPOT INC               COM              676220106    56319  5363807 SH      SHARED      01       4506826            856981
D OFFICE DEPOT INC               COM              676220106      707    67375 SH      SHARED      02         43300             24075
D OFFICE DEPOT INC               COM              676220106    50881  4845835 SH      SHARED      04       4845835
D OFFSHORE LOGISTICS INC         COM              676255102     2489   241416 SH      SHARED      01        117400            124016
D OFFSHORE LOGISTICS INC         COM              676255102       20     2000 SH      SHARED      04          2000
D OGDEN CORP                     COM              676346109       51     5000 SH      SHARED                  5000
D OGDEN CORP                     COM              676346109     4407   424861 SH      SHARED      01        241342            183519
D OGDEN CORP                     COM              676346109       52     5030 SH      SHR/OTHR    01                            5030
D OGDEN CORP                     COM              676346109     1720   165800 SH      SHARED      04        165800
D OGLEBAY NORTON CO              COM              677007106        4      200 SH      SHARED      01           200
D OHIO CAS CORP                  COM              677240103      109     6500 SH      SHARED                  6500
D OHIO CAS CORP                  COM              677240103     8257   489348 SH      SHARED      01        246364            242984
D OHIO CAS CORP                  COM              677240103     1463    86700 SH      SHARED      04         86700
D OILGEAR CO                     COM              678042102        1      150 SH      SHARED      01           150
D OLD GUARD GROUP INC            COM              679783100       14     1300 SH      SHARED      01          1300
D OLD KENT FINL CORP             COM              679833103      452    12200 SH      SHARED                 12200
D OLD KENT FINL CORP             COM              679833103    33619   905588 SH      SHARED      01        370765            534823
D OLD KENT FINL CORP             COM              679833103     3480    93738 SH      SHARED      04         93738
D OLD NATL BANCORP IND           COM              680033107     5724   198268 SH      SHARED      01         15373            182895
D OLD NATL BANCORP IND           COM              680033107       37     1300 SH      SHARED      04          1300
D OLD REP INTL CORP              COM              680223104      200    13900 SH      SHARED                 13900
D OLD REP INTL CORP              COM              680223104    11088   768041 SH      SHARED      01        364435            403606
D OLD REP INTL CORP              COM              680223104     1344    93100 SH      SHARED      04         93100
D OLD SECOND BANCORP INC ILL     COM              680277100       92     3500 SH      SHARED      01          3500
D OLIN CORP                      COM PAR $1       680665205       65     4800 SH      SHARED                  4800
D OLIN CORP                      COM PAR $1       680665205     3855   282992 SH      SHARED      01        179950            103042
D OLIN CORP                      COM PAR $1       680665205       68     5000 SH      SHR/OTHR    01                            5000
D OLIN CORP                      COM PAR $1       680665205      362    26600 SH      SHARED      04         26600
D OLSTEN CORP                    COM              681385100       86     8300 SH      SHARED                  8300
D OLSTEN CORP                    COM              681385100     7179   687918 SH      SHARED      01        322647            365271
D OLSTEN CORP                    COM              681385100       37     3600 SH      SHARED      02          1300              2300
D OLSTEN CORP                    COM              681385100      984    94300 SH      SHARED      04         94300
D OLYMPIC CASCADE FINL CORP      COM              68158N106        0      200 SH      SHARED                   200
D OLYMPIC CASCADE FINL CORP      COM              68158N106       79    22600 SH      SHARED      01         22600
D OMNICARE INC                   SUB DEB CV  5%07 681904AD0     1280  2000000 PRN     SHARED      01       2000000
D OMNICARE INC                   SUB DEB CV  5%07 681904AD0     7360 11500000 PRN     SHARED      04      11500000
D OMNICARE INC                   COM              681904108       94     9800 SH      SHARED                  9800
D OMNICARE INC                   COM              681904108     5866   609495 SH      SHARED      01        265795            343700
D OMNICARE INC                   COM              681904108      962   100000 SH      SHARED      02        100000
D OMNICARE INC                   COM              681904108     1268   131800 SH      SHARED      04        131800
D OMNICOM GROUP INC              SB DB CV 4.25%07 681919AE6    17883  7077000 PRN     SHARED      04       7077000
D OMNICOM GROUP INC              COM              681919106     2518    31800 SH      SHARED                 31800
D OMNICOM GROUP INC              COM              681919106   198018  2500641 SH      SHARED      01       2065778            434863
D OMNICOM GROUP INC              COM              681919106     2652    33500 SH      SHR/OTHR    01                  26700     6800
D OMNICOM GROUP INC              COM              681919106       70      895 SH      SHARED      02                             895
D OMNICOM GROUP INC              COM              681919106    15433   194900 SH      SHARED      04        194900
D OMEGA HEALTHCARE INVS INC      COM              681936100     2708   128981 SH      SHARED      01         60595             68386
D OMEGA HEALTHCARE INVS INC      COM              681936100        2      100 SH      SHARED      02           100
D OMEGA HEALTHCARE INVS INC      COM              681936100       46     2200 SH      SHARED      04          2200
D OMEGA FINL CORP                COM              682092101     1103    34900 SH      SHARED      01         34900
D OMEGA FINL CORP                COM              682092101       28      900 SH      SHARED      04           900
D OMEGA WORLDWIDE INC            COM              68210B108       10     2596 SH      SHARED      01          2596
D OMEGA WORLDWIDE INC            COM              68210B108        0       26 SH      SHARED      02            26
D OMEGA PROTEIN CORP             COM              68210P107       29     9700 SH      SHARED      01          9700
D OMEGA RESEARCH INC             COM              68211E101        6     1700 SH      SHARED      01          1700
D OMEGA RESEARCH INC             COM              68211E101        1      400 SH      SHARED      04           400
D OMNIPOINT CORP                 COM              68212D102      726    13000 SH      SHARED                 13000
D OMNIPOINT CORP                 COM              68212D102     5190    92900 SH      SHARED      01         92900
D OMNIPOINT CORP                 COM              68212D102       55     1000 SH      SHARED      02                            1000
D OMNIPOINT CORP                 COM              68212D102      284     5100 SH      SHARED      04          5100
D OMNI NUTRACEUTICALS INC        COM              68212M102        4     2300 SH      SHARED      01          2300
D ON ASSIGNMENT INC              COM              682159108      974    40600 SH      SHARED      01         40600
D ON ASSIGNMENT INC              COM              682159108       50     2098 SH      SHARED      02          2098
D ON ASSIGNMENT INC              COM              682159108       24     1000 SH      SHARED      04          1000
D ON COMMAND CORP                COM              682160106       60     3200 SH      SHARED      01          3200
D ON COMMAND CORP                COM              682160106       17      900 SH      SHARED      04           900
D ONE LIBERTY PPTYS INC          COM              682406103       17     1300 SH      SHARED      01          1300
D ONE VALLEY BANCORP INC         COM              682419106     7350   213071 SH      SHARED      01        106444            106627
D ONE VALLEY BANCORP INC         COM              682419106       62     1800 SH      SHR/OTHR    01                            1800
D ONE VALLEY BANCORP INC         COM              682419106      106     3100 SH      SHARED      04          3100
D 1 800 FLOWERS COM              CL A             68243Q106      209    14500 SH      SHARED      02          4500             10000
D ONEIDA LTD                     COM              682505102     4953   208045 SH      SHARED      01         70528            137517
D ONEIDA LTD                     COM              682505102       28     1200 SH      SHARED      04          1200
D ONEMAIN COM INC                COM              68267P109      723    44000 SH      SHARED      01         44000
D ONEMAIN COM INC                COM              68267P109      512    31185 SH      SHARED      02          6235             24950
D ONEMAIN COM INC                COM              68267P109       28     1752 SH      SHARED      04          1752
D ONEOK INC NEW                  COM              682680103       21      700 SH      SHARED                   700
D ONEOK INC NEW                  COM              682680103    16281   537128 SH      SHARED      01        395288            141840
D ONEOK INC NEW                  COM              682680103      769    25400 SH      SHARED      04         25400
D ONESOURCE INFORMATION SVCS INC COM              68272J106       41     5000 SH      SHARED      02          5000
D ONHEALTH NETWORK CO            COM              68272W107      105    16800 SH      SHARED      01         14500              2300
D ONHEALTH NETWORK CO            COM              68272W107       38     6200 SH      SHARED      02                            6200
D ONHEALTH NETWORK CO            COM              68272W107        6     1100 SH      SHARED      04          1100
D ONSALE INC                     COM              682838107      388    28500 SH      SHARED      01         26900              1600
D ONSALE INC                     COM              682838107        9      700 SH      SHARED      04           700
D ONYX SOFTWARE CORP             COM              683402101       99     6600 SH      SHARED      01          4600              2000
D ONYX SOFTWARE CORP             COM              683402101       15     1000 SH      SHARED      02          1000
D ONYX SOFTWARE CORP             COM              683402101        7      500 SH      SHARED      04           500
D OPEN MKT INC                   COM              68370M100      945    72000 SH      SHARED      01         68200              3800
D OPEN MKT INC                   COM              68370M100       13     1000 SH      SHARED      02          1000
D OPEN MKT INC                   COM              68370M100       32     2500 SH      SHARED      04          2500
D OPTICAL CABLE CORP             COM              683827109      209    19000 SH      SHARED      01         18300               700
D OPTICAL CABLE CORP             COM              683827109        2      200 SH      SHARED      04           200
D OPTICAL COATING LAB INC        COM              683829105     6204    67400 SH      SHARED      01         38700             28700
D OPTICAL COATING LAB INC        COM              683829105      101     1100 SH      SHARED      04          1100
D OPTICAL SENSORS INC            COM              68384P107        0      100 SH      SHARED      02                             100
D OPTICARE HEALTH SYS INC        COM              68386P105        0        3 SH      SHARED      02             3
D ORACLE CORP                    COM              68389X105       63     1401 SH      SHARED                  1401
D ORACLE CORP                    COM              68389X105   906505 19923190 SH      SHARED      01      17608411           2314779
D ORACLE CORP                    COM              68389X105     4126    90688 SH      SHR/OTHR    01                  47037    43651
D ORACLE CORP                    COM              68389X105   180490  3966826 SH      SHARED      02       3849366            117460
D ORACLE CORP                    COM              68389X105   118507  2604550 SH      SHARED      04       2604550
D OPPENHEIMER MULTI-SECTOR INCOM SH BEN INT       683933105      196    23500 SH      SHR/OTHR    01                           23500
D OPTION CARE INC                COM              683948103        0        1 SH      SHARED      02             1
D ORANGE PLC                     ADR              685211104      955     9600 SH      SHARED                  9600
D ORANGE PLC                     ADR              685211104     3293    33100 SH      SHARED      04         33100
D ORBITAL ENGINE LTD             SPON ADR NEW     685563306       18     6000 SH      SHARED      02          6000
D ORBITAL SCIENCES CORP          SB NT CV 144A 02 685564AB2      875  1000000 PRN     SHARED      04       1000000
D ORBITAL SCIENCES CORP          SB NT CV    5%02 685564AC0     2257  2580000 PRN     SHARED      04       2580000
D ORBITAL SCIENCES CORP          COM              685564106     5474   312846 SH      SHARED      01        174916            137930
D ORBITAL SCIENCES CORP          COM              685564106      903    51600 SH      SHARED      04         51600
D ORGANOGENESIS INC              COM              685906109     2923   389824 SH      SHARED      01        144415            245409
D ORGANOGENESIS INC              COM              685906109       24     3200 SH      SHARED      04          3200
D OREGON STL MLS INC             COM              686079104       30     2700 SH      SHARED                  2700
D OREGON STL MLS INC             COM              686079104     2520   225344 SH      SHARED      01        111321            114023
D OREGON STL MLS INC             COM              686079104      171    15300 SH      SHARED      04         15300
D O REILLY AUTOMOTIVE INC        COM              686091109     3135    65800 SH      SHARED      01         65800
D O REILLY AUTOMOTIVE INC        COM              686091109       71     1500 SH      SHARED      04          1500
D ORIENTAL FINL GROUP INC        COM              68618W100      694    30201 SH      SHARED      01         30201
D ORIENTAL FINL GROUP INC        COM              68618W100       27     1200 SH      SHARED      04          1200
D ORION CAP CORP                 COM              686268103     9870   208348 SH      SHARED      01        130034             78314
D ORION CAP CORP                 COM              686268103    26971   569320 SH      SHARED      04        569320
D OROAMERICA INC                 COM              687027102       60     8700 SH      SHARED      01          8700
D ORPHAN MED INC                 COM              687303107        0       30 SH      SHARED      01            30
D ORTEC INTL INC                 COM              68749B108       44     5100 SH      SHARED      01          5100
D ORTEL CORP                     COM              68749W102        3      200 SH      SHARED                   200
D ORTEL CORP                     COM              68749W102      702    45300 SH      SHARED      02         45300
D ORTHOLOGIC CORP                COM              68750J107       78    26100 SH      SHARED      01         26100
D ORTHODONTIC CTRS AMER INC      COM              68750P103     6066   347900 SH      SHARED      01        190300            157600
D ORTHODONTIC CTRS AMER INC      COM              68750P103       41     2400 SH      SHARED      02           400              2000
D ORTHODONTIC CTRS AMER INC      COM              68750P103       64     3700 SH      SHARED      04          3700
D OSHKOSH B GOSH INC             CL A             688222207     3272   204902 SH      SHARED      01         87800            117102
D OSHKOSH B GOSH INC             CL A             688222207       23     1500 SH      SHARED      04          1500
D OSHKOSH TRUCK CORP             COM              688239201     1142    42900 SH      SHARED      01         42900
D OSHKOSH TRUCK CORP             COM              688239201       27     1050 SH      SHARED      04          1050
D OSICOM TECHNOLOGIES INC        COM PAR $0.30    688271501      181    19333 SH      SHARED      01         19333
D OSICOM TECHNOLOGIES INC        COM PAR $0.30    688271501       56     6000 SH      SHARED      02          6000
D OSMONICS INC                   COM              688350107        0       13 SH      SHARED      01            13
D OSTEOTECH INC                  COM              688582105      569    41800 SH      SHARED      01         41800
D OSTEOTECH INC                  COM              688582105       16     1200 SH      SHARED      04          1200
D O'SULLIVAN INDS HLDGS INC      COM              688609106      789    52600 SH      SHARED      01         48100              4500
D O'SULLIVAN INDS HLDGS INC      COM              688609106       22     1500 SH      SHARED      04          1500
D OTTER TAIL PWR CO              COM              689648103     2217    52175 SH      SHARED      01         32200             19975
D OTTER TAIL PWR CO              COM              689648103       42     1000 SH      SHR/OTHR    01                            1000
D OTTER TAIL PWR CO              COM              689648103       59     1400 SH      SHARED      02                            1400
D OTTER TAIL PWR CO              COM              689648103       46     1100 SH      SHARED      04          1100
D OUTBACK STEAKHOUSE INC         COM              689899102      191     7500 SH      SHARED                  7500
D OUTBACK STEAKHOUSE INC         COM              689899102    11642   457132 SH      SHARED      01        224282            232850
D OUTBACK STEAKHOUSE INC         COM              689899102       51     2020 SH      SHARED      02           900              1120
D OUTBACK STEAKHOUSE INC         COM              689899102     3249   127600 SH      SHARED      04        127600
D OUTDOOR SYS INC                COM              690057104     5070   141837 SH      SHARED      01        138187              3650
D OUTDOOR SYS INC                COM              690057104     2407    67331 SH      SHARED      02         52519             14812
D OUTDOOR SYS INC                COM              690057104    25568   715200 SH      SHARED      04        715200
D OVERLAND DATA INC              COM              690213103       83    16100 SH      SHARED      01         16100
D OVERSEAS SHIPHOLDING GROUP INC COM              690368105       58     3800 SH      SHARED                  3800
D OVERSEAS SHIPHOLDING GROUP INC COM              690368105     4420   286386 SH      SHARED      01        126615            159771
D OVERSEAS SHIPHOLDING GROUP INC COM              690368105      321    20800 SH      SHARED      04         20800
D OWENS CORNING                  COM              69073F103       26     1200 SH      SHARED                  1200
D OWENS CORNING                  COM              69073F103    16637   767146 SH      SHARED      01        646040            121106
D OWENS CORNING                  COM              69073F103        8      400 SH      SHARED      02           200               200
D OWENS CORNING                  COM              69073F103     1398    64500 SH      SHARED      04         64500
D OWENS & MINOR INC NEW          COM              690732102     3246   337335 SH      SHARED      01        167650            169685
D OWENS & MINOR INC NEW          COM              690732102       35     3650 SH      SHARED      04          3650
D OWENS ILL INC                  COM NEW          690768403       69     3500 SH      SHARED                  3500
D OWENS ILL INC                  COM NEW          690768403    42413  2140790 SH      SHARED      01       1817990            322800
D OWENS ILL INC                  COM NEW          690768403      105     5350 SH      SHARED      02           100              5250
D OWENS ILL INC                  COM NEW          690768403     2539   128200 SH      SHARED      04        128200
D OWENS ILL INC                  PFD CONV $.01    690768502      641    19600 SH      SHARED      01         19600
D OWENS ILL INC                  PFD CONV $.01    690768502       22      700 SH      SHARED      02                             700
D OXFORD HEALTH PLANS INC        COM              691471106      102     8200 SH      SHARED                  8200
D OXFORD HEALTH PLANS INC        COM              691471106     6117   489395 SH      SHARED      01        224595            264800
D OXFORD HEALTH PLANS INC        COM              691471106       22     1800 SH      SHR/OTHR    01                   1800
D OXFORD HEALTH PLANS INC        COM              691471106      131    10500 SH      SHARED      02          2500              8000
D OXFORD HEALTH PLANS INC        COM              691471106      550    44053 SH      SHARED      04         44053
D OXFORD INDS INC                COM              691497309      381    17700 SH      SHARED      01         17700
D OXFORD INDS INC                COM              691497309       15      700 SH      SHARED      04           700
D P A M TRANSN SVCS INC          COM              693149106      128    12300 SH      SHARED      01         12300
D PBOC HLDGS INC                 COM              69316G108      114    14100 SH      SHARED      01         14100
D P C CONNECTION                 COM              69318J100        9      600 SH      SHARED      01           600
D P C CONNECTION                 COM              69318J100        4      300 SH      SHARED      04           300
D PCC GROUP INC                  COM              693183105        0       13 SH      SHARED      02            13
D PC SERVICE SOURCE INC          COM              693258105       49    16600 SH      SHARED      01         16600
D P-COM INC                      COM              693262107     4384   626300 SH      SHARED      01        273400            352900
D P-COM INC                      COM              693262107      119    17000 SH      SHARED      02         17000
D P-COM INC                      COM              693262107      227    32500 SH      SHARED      04         32500
D PECO ENERGY CO                 COM              693304107      270     7200 SH      SHARED                  7200
D PECO ENERGY CO                 COM              693304107   108234  2886261 SH      SHARED      01       2565221            321040
D PECO ENERGY CO                 COM              693304107       48     1300 SH      SHR/OTHR    01                   1300
D PECO ENERGY CO                 COM              693304107       71     1900 SH      SHARED      02                            1900
D PECO ENERGY CO                 COM              693304107    15393   410500 SH      SHARED      04        410500
D PG&E CORP                      COM              69331C108      222     8600 SH      SHARED                  8600
D PG&E CORP                      COM              69331C108   150242  5806492 SH      SHARED      01       4949580            856912
D PG&E CORP                      COM              69331C108      137     5300 SH      SHR/OTHR    01                            5300
D PG&E CORP                      COM              69331C108       43     1677 SH      SHARED      02           692               985
D PG&E CORP                      COM              69331C108    39568  1529200 SH      SHARED      04       1529200
D PFF BANCORP INC                COM              69331W104     1458    70700 SH      SHARED      01         68000              2700
D PFF BANCORP INC                COM              69331W104       26     1300 SH      SHARED      04          1300
D PE CORP                        COM PE BIO GRP   69332S102      303     4200 SH      SHARED                  4200
D PE CORP                        COM PE BIO GRP   69332S102   107172  1483355 SH      SHARED      01       1219816            263539
D PE CORP                        COM PE BIO GRP   69332S102      310     4300 SH      SHARED      02          1500              2800
D PE CORP                        COM PE BIO GRP   69332S102     5678    78600 SH      SHARED      04         78600
D PE CORP                        CELERA GEN GRP   69332S201     3681    91476 SH      SHARED      01         91476
D PE CORP                        CELERA GEN GRP   69332S201       62     1550 SH      SHARED      02           250              1300
D PE CORP                        CELERA GEN GRP   69332S201      187     4650 SH      SHARED      04          4650
D P F CHANGS CHINA BISTRO INC    COM              69333Y108       12      600 SH      SHARED      01           600
D P F CHANGS CHINA BISTRO INC    COM              69333Y108       12      600 SH      SHARED      04           600
D PICO HLDGS INC                 COM NEW          693366205     1091    50938 SH      SHARED      01         47538              3400
D PICO HLDGS INC                 COM NEW          693366205       24     1151 SH      SHARED      02                            1151
D PICO HLDGS INC                 COM NEW          693366205       19      900 SH      SHARED      04           900
D PIMCO ADVISORS HLDGS L P       UT LTD PART INT  69338P102      318    10102 SH      SHARED      01         10102
D PIMCO ADVISORS HLDGS L P       UT LTD PART INT  69338P102       18      600 SH      SHARED      02                             600
D PIMCO ADVISORS HLDGS L P       UT LTD PART INT  69338P102      850    27000 SH      SHARED      04         27000
D PLM INTL INC                   COM NEW          69341L205       18     3900 SH      SHARED      01          3900
D PLX TECHNOLOGY INC             COM              693417107      627    26000 SH      SHARED      01         26000
D PLX TECHNOLOGY INC             COM              693417107       26     1100 SH      SHARED      04          1100
D PMA CAP CORP                   CL A             693419202      886    44300 SH      SHARED      01         44000               300
D PMA CAP CORP                   CL A             693419202       32     1600 SH      SHARED      04          1600
D PMC-SIERRA INC                 COM              69344F106      259     2800 SH      SHARED                  2800
D PMC-SIERRA INC                 COM              69344F106    29433   318200 SH      SHARED      01        116900            201300
D PMC-SIERRA INC                 COM              69344F106     7085    76600 SH      SHARED      04         76600
D PMI GROUP INC                  COM              69344M101      200     4900 SH      SHARED                  4900
D PMI GROUP INC                  COM              69344M101     7122   174252 SH      SHARED      01        150902             23350
D PMI GROUP INC                  COM              69344M101     3674    89900 SH      SHARED      04         89900
D PNC BK CORP                    COM              693475105      331     6300 SH      SHARED                  6300
D PNC BK CORP                    COM              693475105   235429  4468463 SH      SHARED      01       3771373            697090
D PNC BK CORP                    COM              693475105      158     3000 SH      SHR/OTHR    01                   1000     2000
D PNC BK CORP                    COM              693475105      657    12475 SH      SHARED      02           800             11675
D PNC BK CORP                    COM              693475105    14731   279600 SH      SHARED      04        279600
D P P & L RES INC                COM              693499105       92     3400 SH      SHARED                  3400
D P P & L RES INC                COM              693499105    58708  2169423 SH      SHARED      01       1780154            389269
D P P & L RES INC                COM              693499105      117     4339 SH      SHARED      02                            4339
D P P & L RES INC                COM              693499105     3233   119500 SH      SHARED      04        119500
D PPG INDS INC                   COM              693506107   155555  2592588 SH      SHARED      01       2187560            405028
D PPG INDS INC                   COM              693506107     1278    21300 SH      SHR/OTHR    01                   8300    13000
D PPG INDS INC                   COM              693506107     1152    19200 SH      SHARED      02          4000             15200
D PPG INDS INC                   COM              693506107    13950   232500 SH      SHARED      04        232500
D PRI AUTOMATION INC             COM              69357H106       36     1000 SH      SHARED                  1000
D PRI AUTOMATION INC             COM              69357H106     1654    45800 SH      SHARED      01         45800
D PRI AUTOMATION INC             COM              69357H106       28      800 SH      SHR/OTHR    01                    800
D PRI AUTOMATION INC             COM              69357H106      437    12100 SH      SHARED      04         12100
D PS BUSINESS PKS INC CALIF      COM              69360J107     1461    56200 SH      SHARED      01         54500              1700
D PS BUSINESS PKS INC CALIF      COM              69360J107      182     7000 SH      SHARED      04          7000
D PSB BANCORP INC                COM              693604100       61    10000 SH      SHARED      04         10000
D PSC INC                        COM              69361E107        8     1000 SH      SHARED      01          1000
D PS GROUP HLDG INC              COM              693622102        2      200 SH      SHARED      01           200
D PTI HLDG INC                   COM              69364P109       17     8500 SH      SHARED      01          8500
D PSS WORLD MED INC              COM              69366A100       64     7200 SH      SHARED                  7200
D PSS WORLD MED INC              COM              69366A100     5358   599550 SH      SHARED      01        309950            289600
D PSS WORLD MED INC              COM              69366A100      783    87624 SH      SHARED      02         40150             47474
D PSS WORLD MED INC              COM              69366A100     3428   383650 SH      SHARED      03        383650
D PSS WORLD MED INC              COM              69366A100     1720   192500 SH      SHARED      04        192500
D PXRE CORP                      COM              693674103      696    47809 SH      SHARED      01         47809
D PXRE CORP                      COM              693674103       18     1300 SH      SHARED      04          1300
D PACCAR INC                     COM              693718108       91     1800 SH      SHARED                  1800
D PACCAR INC                     COM              693718108    58003  1140113 SH      SHARED      01        974639            165474
D PACCAR INC                     COM              693718108      101     2000 SH      SHR/OTHR    01                   2000
D PACCAR INC                     COM              693718108        8      166 SH      SHARED      02                             166
D PACCAR INC                     COM              693718108     3647    71700 SH      SHARED      04         71700
D PACIFIC CAP BANCORP NEW        COM              69404P101     1749    50800 SH      SHARED      01         48800              2000
D PACIFIC CAP BANCORP NEW        COM              69404P101       89     2600 SH      SHARED      04          2600
D PACIFIC CENTY FINL CORP        COM              694058108      167     8200 SH      SHARED                  8200
D PACIFIC CENTY FINL CORP        COM              694058108    18691   914604 SH      SHARED      01        271042            643562
D PACIFIC CENTY FINL CORP        COM              694058108       30     1500 SH      SHR/OTHR    01                   1500
D PACIFIC CENTY FINL CORP        COM              694058108      876    42900 SH      SHARED      04         42900
D PACIFIC CREST CAP INC          COM              694166109      122     9833 SH      SHARED      01          9833
D PACIFIC CREST CAP INC          COM              694166109        0       34 SH      SHARED      02                              34
D PACIFIC GATEWAY EXCHANGE INC   COM              694327107      599    36637 SH      SHARED      01         36637
D PACIFIC GATEWAY EXCHANGE INC   COM              694327107     2759   168500 SH      SHARED      02        167150              1350
D PACIFIC GATEWAY EXCHANGE INC   COM              694327107     2670   163100 SH      SHARED      03        163100
D PACIFIC GATEWAY EXCHANGE INC   COM              694327107       22     1400 SH      SHARED      04          1400
D PACIFIC GATEWAY PPTYS INC MD   COM              694330101       17     2300 SH      SHARED      01          2300
D PACIFIC GULF PPTYS INC         COM              694396102      897    45000 SH      SHARED      01         41500              3500
D PACIFIC GULF PPTYS INC         COM              694396102      199    10000 SH      SHR/OTHR    01                  10000
D PACIFIC GULF PPTYS INC         COM              694396102      334    16772 SH      SHARED      02          8850              7922
D PACIFIC GULF PPTYS INC         COM              694396102      121     6100 SH      SHARED      04          6100
D PACIFIC SUNWEAR CALIF INC      COM              694873100     2746    97966 SH      SHARED      01         97966
D PACIFIC SUNWEAR CALIF INC      COM              694873100       15      562 SH      SHR/OTHR    01                             562
D PACIFIC SUNWEAR CALIF INC      COM              694873100       14      500 SH      SHARED      02           500
D PACIFIC SUNWEAR CALIF INC      COM              694873100       70     2500 SH      SHARED      04          2500
D PACIFICARE HEALTH SYS DEL      COM              695112102      203     4700 SH      SHARED                  4700
D PACIFICARE HEALTH SYS DEL      COM              695112102    11816   273207 SH      SHARED      01        134704            138503
D PACIFICARE HEALTH SYS DEL      COM              695112102     3158    73018 SH      SHARED      04         73018
D PACIFICORP                     COM              695114108      128     6400 SH      SHARED                  6400
D PACIFICORP                     COM              695114108    94262  4683835 SH      SHARED      01       3921412            762423
D PACIFICORP                     COM              695114108       43     2180 SH      SHR/OTHR    01                            2180
D PACIFICORP                     COM              695114108      159     7908 SH      SHARED      02                            7908
D PACIFICORP                     COM              695114108    25713  1277700 SH      SHARED      04       1277700
D PACKETEER INC                  COM              695210104       13      400 SH      SHARED      04           400
D PAGEMART WIRELESS INC          CL A             69553J104      857   142857 SH      SHARED      04        142857
D PAGEMART WIRELESS INC          CL A             69553J104      857   142857 SH      SHARED                142857
D PAGEMART WIRELESS INC          CL A             69553J104      655   109300 SH      SHARED      01         99600              9700
D PAGEMART WIRELESS INC          CL A             69553J104       23     3900 SH      SHARED      04          3900
D PAGING NETWORK INC             COM              695542100      890   864000 SH      SHARED      01        274400            589600
D PAGING NETWORK INC             COM              695542100       10     9900 SH      SHARED      04          9900
D PAINE WEBBER GROUP INC         COM              695629105      279     7700 SH      SHARED                  7700
D PAINE WEBBER GROUP INC         COM              695629105    72935  2012025 SH      SHARED      01       1740615            271410
D PAINE WEBBER GROUP INC         COM              695629105      123     3400 SH      SHARED      02           500              2900
D PAINE WEBBER GROUP INC         COM              695629105     8475   233800 SH      SHARED      04        233800
D PAIRGAIN TECHNOLOGIES INC      COM              695934109       10      800 SH      SHARED                   800
D PAIRGAIN TECHNOLOGIES INC      COM              695934109     5366   420917 SH      SHARED      01        274317            146600
D PAIRGAIN TECHNOLOGIES INC      COM              695934109       63     5000 SH      SHARED      02          5000
D PAIRGAIN TECHNOLOGIES INC      COM              695934109       89     7000 SH      SHARED      04          7000
D PALATIN TECHNOLOGIES INC       COM NEW          696077304        3     1000 SH      SHARED      02          1000
D PALEX INC                      COM              696368109       77    11500 SH      SHARED      02         11500
D PALL CORP                      COM              696429307       64     2800 SH      SHARED                  2800
D PALL CORP                      COM              696429307    42975  1853451 SH      SHARED      01       1530226            323225
D PALL CORP                      COM              696429307      896    38664 SH      SHR/OTHR    01                  18515    20149
D PALL CORP                      COM              696429307       68     2950 SH      SHARED      02                            2950
D PALL CORP                      COM              696429307     2395   103300 SH      SHARED      04        103300
D PALM HARBOR HOMES              COM              696639103      710    51665 SH      SHARED      01         49234              2431
D PALM HARBOR HOMES              COM              696639103       30     2200 SH      SHARED      04          2200
D PAMRAPO BANCORP INC            COM              697738102        4      200 SH      SHARED      01           200
D PANAMSAT CORP NEW              COM              697933109     4307   119235 SH      SHARED      01         61521             57714
D PANAMSAT CORP NEW              COM              697933109     1065    29500 SH      SHARED      04         29500
D PAN PACIFIC RETAIL PPTYS INC   COM              69806L104      636    37300 SH      SHARED      01         37300
D PAN PACIFIC RETAIL PPTYS INC   COM              69806L104       20     1200 SH      SHARED      02                            1200
D PAN PACIFIC RETAIL PPTYS INC   COM              69806L104       87     5100 SH      SHARED      04          5100
D PANAVISION INC                 COM NEW          69830E209        5     1000 SH      SHARED      02          1000
D PANERA BREAD CO                CL A             69840W108        4      700 SH      SHARED      01           700
D PAPA JOHNS INTL INC            COM              698813102      127     3100 SH      SHARED                  3100
D PAPA JOHNS INTL INC            COM              698813102     8581   208025 SH      SHARED      01        124550             83475
D PAPA JOHNS INTL INC            COM              698813102       24      600 SH      SHARED      02           600
D PAPA JOHNS INTL INC            COM              698813102     3565    86425 SH      SHARED      03         86425
D PAPA JOHNS INTL INC            COM              698813102      719    17440 SH      SHARED      04         17440
D PAR TECHNOLOGY CORP            COM              698884103       28     4000 SH      SHARED      01          4000
D PARADYNE NETWORKS INC          COM              69911G107       14      500 SH      SHARED      02           500
D PARADYNE NETWORKS INC          COM              69911G107        2      100 SH      SHARED      04           100
D PARAMETRIC TECHNOLOGY CORP     COM              699173100       78     5800 SH      SHARED                  5800
D PARAMETRIC TECHNOLOGY CORP     COM              699173100    53756  3981955 SH      SHARED      01       3406393            575562
D PARAMETRIC TECHNOLOGY CORP     COM              699173100     1450   107409 SH      SHARED      02         68213             39196
D PARAMETRIC TECHNOLOGY CORP     COM              699173100     6419   475500 SH      SHARED      04        475500
D PARAVANT INC                   COM              699376109       34    15000 SH      SHARED      02         15000
D PAREXEL INTL CORP              COM              699462107     2890   316800 SH      SHARED      01         91200            225600
D PAREXEL INTL CORP              COM              699462107      213    23400 SH      SHARED      02          3400             20000
D PAREXEL INTL CORP              COM              699462107       23     2600 SH      SHARED      04          2600
D PARK ELECTROCHEMICAL CORP      COM              700416209     2715    82600 SH      SHARED      01         54000             28600
D PARK ELECTROCHEMICAL CORP      COM              700416209       29      900 SH      SHARED      04           900
D PARK NATL CORP                 COM              700658107     2262    22400 SH      SHARED      01         21300              1100
D PARK NATL CORP                 COM              700658107       80      800 SH      SHARED      04           800
D PARK OHIO HLDGS CORP           COM              700666100        3      300 SH      SHARED      01           300
D PARK PL ENTMT CORP             COM              700690100       37     3000 SH      SHARED                  3000
D PARK PL ENTMT CORP             COM              700690100    18320  1465658 SH      SHARED      01        662810            802848
D PARK PL ENTMT CORP             COM              700690100      328    26305 SH      SHARED      02          1505             24800
D PARK PL ENTMT CORP             COM              700690100      620    49650 SH      SHARED      04         49650
D PARKER DRILLING CO             SUB NT CV 5.5%04 701081AD3    22066 29188000 PRN     SHARED      04      29188000
D PARKER DRILLING CO             COM              701081101     2601   586300 SH      SHARED      01        253300            333000
D PARKER DRILLING CO             COM              701081101      248    55900 SH      SHARED      04         55900
D PARKER HANNIFIN CORP           COM              701094104       67     1500 SH      SHARED                  1500
D PARKER HANNIFIN CORP           COM              701094104    72694  1622205 SH      SHARED      01       1359263            262942
D PARKER HANNIFIN CORP           COM              701094104       33      750 SH      SHARED      02           150               600
D PARKER HANNIFIN CORP           COM              701094104     6502   145100 SH      SHARED      04        145100
D PARKERVISION INC               COM              701354102      262    10900 SH      SHARED      01         10900
D PARKERVISION INC               COM              701354102       14      600 SH      SHARED      04           600
D PARKVALE FINL CORP             COM              701492100        7      378 SH      SHARED      01           378
D PARKWAY PPTYS INC              COM              70159Q104      932    28900 SH      SHARED      01         27200              1700
D PARKWAY PPTYS INC              COM              70159Q104       96     3000 SH      SHARED      04          3000
D PARLEX CORP                    COM              701630105      161    10500 SH      SHARED      01         10500
D PATHOGENESIS CORP              COM              70321E104      836    54400 SH      SHARED      01         54400
D PATHOGENESIS CORP              COM              70321E104       23     1500 SH      SHARED      04          1500
D PATINA OIL & GAS CORP          WT EXP  050201   703224113        0      217 SH      SHARED      02           217
D PATINA OIL & GAS CORP          PFD CV 7.125%    703224204     1019    38838 SH      SHARED      04         38838
D PATRICK INDS INC               COM              703343103       11      900 SH      SHARED      01           900
D PATRIOT NATL BK CONN           COM              70336H100       70     7000 SH      SHARED      01          7000
D PATTERSON DENTAL CO            COM              703412106    10720   216300 SH      SHARED      01        109250            107050
D PATTERSON DENTAL CO            COM              703412106      123     2500 SH      SHARED      04          2500
D PATTERSON ENERGY INC           COM              703414102     1323    87176 SH      SHARED      01         87176
D PATTERSON ENERGY INC           COM              703414102       45     3000 SH      SHARED      04          3000
D PAULA FINL DEL                 COM              703588103       12     2100 SH      SHARED      01          2100
D PAXAR CORP                     COM              704227107     1515   159491 SH      SHARED      01        159491
D PAXAR CORP                     COM              704227107       37     3900 SH      SHARED      04          3900
D PAXSON COMMUNICATIONS CORP     COM              704231109      183    15000 SH      SHARED      04                           15000
D PAXSON COMMUNICATIONS CORP     COM              704231109      951    77700 SH      SHARED      01         77700
D PAXSON COMMUNICATIONS CORP     COM              704231109      514    42000 SH      SHARED      02          2000             40000
D PAXSON COMMUNICATIONS CORP     COM              704231109       34     2800 SH      SHARED      04          2800
D PAYCHEX INC                    COM              704326107       15      450 SH      SHR/OTHR    04                    450
D PAYCHEX INC                    COM              704326107      184     5400 SH      SHARED                  5400
D PAYCHEX INC                    COM              704326107   121310  3554897 SH      SHARED      01       3096253            458644
D PAYCHEX INC                    COM              704326107      237     6969 SH      SHARED      02          2447              4522
D PAYCHEX INC                    COM              704326107    15548   455645 SH      SHARED      04        454345              1300
D PAYLESS SHOESOURCE INC         COM              704379106      161     3200 SH      SHARED                  3200
D PAYLESS SHOESOURCE INC         COM              704379106    14435   285845 SH      SHARED      01        143444            142401
D PAYLESS SHOESOURCE INC         COM              704379106        9      196 SH      SHR/OTHR    01                    196
D PAYLESS SHOESOURCE INC         COM              704379106     3035    60100 SH      SHARED      04         60100
D PCORDER COM INC                CL A             70453H107      207     5900 SH      SHARED      01          5900
D PCORDER COM INC                CL A             70453H107        4      125 SH      SHARED      02           125
D PCORDER COM INC                CL A             70453H107        7      200 SH      SHARED      04           200
D PEAPOD INC                     COM              704718105      395    39309 SH      SHARED      02         39000               309
D PEC ISRAEL ECONOMIC CORP       COM              705098101     2353    67600 SH      SHARED      01         13600             54000
D PEC ISRAEL ECONOMIC CORP       COM              705098101       10      300 SH      SHARED      04           300
D PECHINEY                       SPONSORED ADR    705151207     3429   125000 SH      SHARED      04        125000
D PEDIATRIX MED GROUP            COM              705324101     1043    75210 SH      SHARED      01         62810             12400
D PEDIATRIX MED GROUP            COM              705324101       19     1400 SH      SHARED      04          1400
D PEERLESS MFG CO                COM              705514107       15     1500 SH      SHARED      02          1500
D PEGASYSTEMS INC                COM              705573103      673    86600 SH      SHARED      01         86600
D PEGASYSTEMS INC                COM              705573103       21     2700 SH      SHARED      04          2700
D PEGASUS COMMUNICATIONS CORP    CL A             705904100     1647    36500 SH      SHARED      01         35900               600
D PEGASUS COMMUNICATIONS CORP    CL A             705904100      839    18600 SH      SHARED      04         18600
D PEGASUS SYSTEMS INC            COM              705906105     1338    35700 SH      SHARED      01         35600               100
D PEGASUS SYSTEMS INC            COM              705906105       41     1100 SH      SHARED      04          1100
D PENFORD CORP                   COM              707051108       10      800 SH      SHARED      01           800
D PENN-AMER GROUP INC            COM              707247102       11     1400 SH      SHARED      01          1400
D PENN-AMER GROUP INC            COM              707247102        8     1000 SH      SHARED      02          1000
D PENN ENGR & MFG CORP           COM NON VTG      707389300        2      100 SH      SHARED      01           100
D PENN NATL GAMING INC           COM              707569109        2      300 SH      SHARED      01           300
D PENN TREATY AMERN CORP         COM              707874103      334    16000 SH      SHARED      01         16000
D PENN TREATY AMERN CORP         COM              707874103       10      500 SH      SHARED      04           500
D PENN VA CORP                   COM              707882106       83     4000 SH      SHARED      02          1200              2800
D PENNCORP FINL GROUP INC        COM              708094107        9    14100 SH      SHARED      01         14100
D PENNEY J C INC                 COM              708160106   126019  3652732 SH      SHARED      01       3105372            547360
D PENNEY J C INC                 COM              708160106      992    28755 SH      SHR/OTHR    01                  11400    17355
D PENNEY J C INC                 COM              708160106      319     9259 SH      SHARED      02           403              8856
D PENNEY J C INC                 COM              708160106     9804   284200 SH      SHARED      04        284200
D PENNSYLVANIA ENTERPRISES INC   COM              708720107     1078    33250 SH      SHARED      01         33250
D PENNSYLVANIA ENTERPRISES INC   COM              708720107       32     1000 SH      SHARED      04          1000
D PENNSYLVANIA RL ESTATE INVT TR SH BEN INT       709102107      749    39700 SH      SHARED      01         37000              2700
D PENNSYLVANIA RL ESTATE INVT TR SH BEN INT       709102107       66     3500 SH      SHR/OTHR    01                            3500
D PENNSYLVANIA RL ESTATE INVT TR SH BEN INT       709102107       86     4600 SH      SHARED      04          4600
D PENNZOIL-QUAKER STATE COMPANY  COM              709323109      101     8000 SH      SHARED                  8000
D PENNZOIL-QUAKER STATE COMPANY  COM              709323109     8973   710734 SH      SHARED      01        345914            364820
D PENNZOIL-QUAKER STATE COMPANY  COM              709323109       49     3900 SH      SHARED      02          3900
D PENNZOIL-QUAKER STATE COMPANY  COM              709323109     1684   133400 SH      SHARED      04        133400
D PENTACON INC                   COM              709620108      252    70800 SH      SHARED      02         20800             50000
D PENTAIR INC                    COM              709631105      184     4600 SH      SHARED                  4600
D PENTAIR INC                    COM              709631105    11636   289996 SH      SHARED      01        136990            153006
D PENTAIR INC                    COM              709631105       20      500 SH      SHARED      02                             500
D PENTAIR INC                    COM              709631105     1171    29200 SH      SHARED      04         29200
D PENTON MEDIA INC               COM              709668107     1398    86056 SH      SHARED      01         59300             26756
D PENTON MEDIA INC               COM              709668107       34     2100 SH      SHARED      04          2100
D PEOPLES BK BRIDGEPORT CONN     COM              710198102     1123    47550 SH      SHARED      01         40250              7300
D PEOPLES BK BRIDGEPORT CONN     COM              710198102      141     6000 SH      SHARED      04          6000
D PEOPLES BK CORP INDIANAPOLIS   COM NON VTG      710313107       39      600 SH      SHARED      01           600
D PEOPLES BK CORP INDIANAPOLIS   COM NON VTG      710313107     1460    22300 SH      SHARED      04         22300
D PEOPLES BK N C                 COM              710577107        3      207 SH      SHARED      01           207
D PEOPLES ENERGY CORP            COM              711030106       28      800 SH      SHARED                   800
D PEOPLES ENERGY CORP            COM              711030106    19843   563939 SH      SHARED      01        482616             81323
D PEOPLES ENERGY CORP            COM              711030106      235     6700 SH      SHR/OTHR    01                            6700
D PEOPLES ENERGY CORP            COM              711030106      131     3731 SH      SHARED      02           732              2999
D PEOPLES ENERGY CORP            COM              711030106      928    26400 SH      SHARED      04         26400
D PEOPLES HERITAGE FINL GROUP    COM              711147108    12072   726156 SH      SHARED      01        312363            413793
D PEOPLES HERITAGE FINL GROUP    COM              711147108     1483    89236 SH      SHARED      04         89236
D PEOPLES HLDG CO                COM              711148106      582    17118 SH      SHARED      01         13518              3600
D PEOPLES HLDG CO                COM              711148106       23      700 SH      SHARED      04           700
D PEOPLESOFT INC                 COM              712713106      294    17400 SH      SHARED                 17400
D PEOPLESOFT INC                 COM              712713106    52810  3118083 SH      SHARED      01       2764783            353300
D PEOPLESOFT INC                 COM              712713106        8      500 SH      SHR/OTHR    01                    300      200
D PEOPLESOFT INC                 COM              712713106      762    45000 SH      SHARED      02         14000             31000
D PEOPLESOFT INC                 COM              712713106    11232   663218 SH      SHARED      04        663218
D PEP BOYS MANNY MOE & JACK      SUB LYON ZERO 11 713278AJ8    17040 31440000 PRN     SHARED      04      31440000
D PEP BOYS MANNY MOE & JACK      COM              713278109       19     1300 SH      SHARED                  1300
D PEP BOYS MANNY MOE & JACK      COM              713278109    13075   879032 SH      SHARED      01        687074            191958
D PEP BOYS MANNY MOE & JACK      COM              713278109      159    10700 SH      SHARED      02           900              9800
D PEP BOYS MANNY MOE & JACK      COM              713278109      630    42400 SH      SHARED      04         42400
D PEPSI BOTTLING GROUP INC       COM              713409100        8      500 SH      SHARED                   500
D PEPSI BOTTLING GROUP INC       COM              713409100     8665   507900 SH      SHARED      01        193100            314800
D PEPSI BOTTLING GROUP INC       COM              713409100      109     6400 SH      SHARED      04          6400
D PEPSI-COLA PUERTO RICO         CL B             713434108      300    50100 SH      SHARED      01         50100
D PEPSI-COLA PUERTO RICO         CL B             713434108       74    12450 SH      SHARED      02          3200              9250
D PEPSICO INC                    COM              713448108        5      190 SH      SHARED      02                             190
D PEPSICO INC                    COM              713448108       12      400 SH      SHR/OTHR    02                    400
D PEPSICO INC                    COM              713448108      936    30701 SH      SHARED                 30701
D PEPSICO INC                    COM              713448108   664478 21786180 SH      SHARED      01      18240889           3545291
D PEPSICO INC                    COM              713448108    25539   837369 SH      SHR/OTHR    01                 440636   396733
D PEPSICO INC                    COM              713448108     2499    81942 SH      SHARED      02         26488             55454
D PEPSICO INC                    COM              713448108    43756  1434646 SH      SHARED      04       1434646
D PER SE TECHNOLOGIES INC        COM              713569200     1895   551500 SH      SHARED      01        254100            297400
D PER SE TECHNOLOGIES INC        COM              713569200        6     1800 SH      SHARED      02                            1800
D PER SE TECHNOLOGIES INC        COM              713569200       26     7800 SH      SHARED      04          7800
D PERCLOSE INC                   COM              71361C107     1238    26600 SH      SHARED      01         26600
D PERCLOSE INC                   COM              71361C107       23      500 SH      SHARED      02                             500
D PERCLOSE INC                   COM              71361C107     5334   114575 SH      SHARED      03        114575
D PERCLOSE INC                   COM              71361C107       70     1513 SH      SHARED      04          1513
D PEREGRINE SYSTEMS INC          COM              71366Q101     3567    87554 SH      SHARED      01         87554
D PEREGRINE SYSTEMS INC          COM              71366Q101     1699    41700 SH      SHARED      02         11000             30700
D PEREGRINE SYSTEMS INC          COM              71366Q101       90     2222 SH      SHARED      04          2222
D PERFORMANCE FOOD GROUP CO      COM              713755106     2119    82700 SH      SHARED      01         82700
D PERFORMANCE FOOD GROUP CO      COM              713755106       42     1650 SH      SHARED      04          1650
D PERFORMANCE TECHNOLOGIES INC   COM              71376K102        3      150 SH      SHARED      01           150
D PERICOM SEMICONDUCTOR CORP     COM              713831105       44     3000 SH      SHARED      02          3000
D PERIPHONICS CORP               COM              714005105     2641    84200 SH      SHARED      04         84200
D PERLE SYS LTD                  COM              714152105        1      500 SH      SHARED      02                             500
D PERMIAN BASIN RTY TR           UNIT BEN INT     714236106       23     4000 SH      SHARED      02          4000
D PEROT SYS CORP                 CL A             714265105      183     9800 SH      SHARED      01          9800
D PEROT SYS CORP                 CL A             714265105       26     1400 SH      SHARED      04          1400
D PERRIGO CO                     COM              714290103       59     7500 SH      SHARED                  7500
D PERRIGO CO                     COM              714290103     5099   647600 SH      SHARED      01        248800            398800
D PERRIGO CO                     COM              714290103     1362   173000 SH      SHARED      02          7000            166000
D PERRIGO CO                     COM              714290103      337    42800 SH      SHARED      04         42800
D PERSONNEL GROUP AMER INC       SB NT CV 5.75%04 715338AE9     8029 10850000 PRN     SHARED      04      10850000
D PERSONNEL GROUP AMER INC       COM              715338109      590    94500 SH      SHARED      01         91700              2800
D PERSONNEL GROUP AMER INC       COM              715338109        3      600 SH      SHARED      02           600
D PERSONNEL GROUP AMER INC       COM              715338109       15     2400 SH      SHARED      04          2400
D P T TELEKOMUNIKASI INDONESIA   SPONSORED ADR    715684106       66     9640 SH      SHARED      02          2080              7560
D PERVASIVE SOFTWARE INC         COM              715710109     1317    38200 SH      SHARED      01         37400               800
D PERVASIVE SOFTWARE INC         COM              715710109       69     2000 SH      SHARED      02          2000
D PERVASIVE SOFTWARE INC         COM              715710109       41     1200 SH      SHARED      04          1200
D PETCO ANIMAL SUPPLIES          COM              716016100     3368   283625 SH      SHARED      01         78025            205600
D PETCO ANIMAL SUPPLIES          COM              716016100       27     2300 SH      SHARED      04          2300
D PETROLEUM GEO-SVCS A/S         SPONSORED ADR    716597109      291    15300 SH      SHARED                 15300
D PETROLEUM GEO-SVCS A/S         SPONSORED ADR    716597109       95     5000 SH      SHARED      01          3000              2000
D PETROLEUM GEO-SVCS A/S         SPONSORED ADR    716597109        2      110 SH      SHARED      02                             110
D PETROLEUM GEO-SVCS A/S         SPONSORED ADR    716597109      572    30020 SH      SHARED      04         30020
D PETSMART INC                   COM              716768106     3337   897338 SH      SHARED      01        398938            498400
D PETSMART INC                   COM              716768106      139    37450 SH      SHARED      02         24850             12600
D PETSMART INC                   COM              716768106     1107   297700 SH      SHARED      03        297700
D PETSMART INC                   COM              716768106      336    90471 SH      SHARED      04         90471
D PHARMACYCLICS INC              COM              716933106     3327    81400 SH      SHARED      01         18400             63000
D PHARMACYCLICS INC              COM              716933106       49     1200 SH      SHARED      04          1200
D PHARMACIA & UPJOHN INC         COM              716941109     7994   161106 SH      SHARED                161106
D PHARMACIA & UPJOHN INC         COM              716941109   362076  7296247 SH      SHARED      01       6114868           1181379
D PHARMACIA & UPJOHN INC         COM              716941109      389     7850 SH      SHR/OTHR    01                   7850
D PHARMACIA & UPJOHN INC         COM              716941109      281     5672 SH      SHARED      02          1305              4367
D PHARMACIA & UPJOHN INC         COM              716941109    48237   972048 SH      SHARED      04        972048
D PHARMAPRINT INC                COM              716950100        0      100 SH      SHARED      01           100
D PHARMAPRINT INC                COM              716950100        9     2000 SH      SHARED      02          2000
D PFIZER INC                     COM              717081103      121     3378 SH      SHARED      02          3228               150
D PFIZER INC                     COM              717081103       35     1000 SH      SHR/OTHR    02                   1000
D PFIZER INC                     COM              717081103     1714    47800 SH      SHARED                 47800
D PFIZER INC                     COM              717081103  2091025 58286423 SH      SHARED      01      48379751           9906672
D PFIZER INC                     COM              717081103    57425  1600706 SH      SHR/OTHR    01                1069782   530924
D PFIZER INC                     COM              717081103     8360   233053 SH      SHARED      02         61385            171668
D PFIZER INC                     COM              717081103   107062  2984324 SH      SHARED      04       2983949               375
D PHAR-MOR INC                   COM NEW          717113203       76    16000 SH      SHARED      02         16000
D PHARMACEUTICAL PROD DEV INC    COM              717124101      812    59944 SH      SHARED      01         59944
D PHARMACEUTICAL PROD DEV INC    COM              717124101       25     1900 SH      SHARED      04          1900
D PHARMACEUTICAL RES INC         COM              717125108       54    10821 SH      SHARED      01         10821
D PHARMACEUTICAL RES INC         COM              717125108        8     1600 SH      SHARED      04          1600
D PHARMACOPEIA INC               COM              71713B104       16     1500 SH      SHARED      02          1000               500
D PHARMACOPEIA INC               COM              71713B104      177    16341 SH      SHARED      04         16341
D PHELPS DODGE CORP              COM              717265102      517     9400 SH      SHARED                  9400
D PHELPS DODGE CORP              COM              717265102    48341   877943 SH      SHARED      01        756063            121880
D PHELPS DODGE CORP              COM              717265102       59     1088 SH      SHARED      02                            1088
D PHELPS DODGE CORP              COM              717265102     4201    76300 SH      SHARED      04         76300
D PHILADELPHIA CONS HLDG CORP    COM              717528103      290    21500 SH      SHARED      01         21500
D PHILADELPHIA CONS HLDG CORP    COM              717528103       18     1400 SH      SHR/OTHR    01                            1400
D PHILADELPHIA CONS HLDG CORP    COM              717528103       12      900 SH      SHARED      04           900
D PHILADELPHIA SUBN CORP         COM PAR $0.50    718009608     5777   245216 SH      SHARED      01        130692            114524
D PHILADELPHIA SUBN CORP         COM PAR $0.50    718009608       89     3800 SH      SHARED      04          3800
D PHILIP MORRIS COS INC          COM              718154107       30      884 SH      SHARED      04           884
D PHILIP MORRIS COS INC          COM              718154107     1709    50000 SH      SHARED                 50000
D PHILIP MORRIS COS INC          COM              718154107  1213233 35488157 SH      SHARED      01      29974122           5514035
D PHILIP MORRIS COS INC          COM              718154107    87109  2548036 SH      SHR/OTHR    01                 123092  2424944
D PHILIP MORRIS COS INC          COM              718154107     1657    48497 SH      SHARED      02          2913             45584
D PHILIP MORRIS COS INC          COM              718154107   252975  7399765 SH      SHARED      04       7399765
D PHILIPPINE LONG DISTANCE TEL   SPONSORED ADR    718252604       73     3400 SH      SHARED      01          3400
D PHILIPPINE LONG DISTANCE TEL   SPONSORED ADR    718252604      176     8100 SH      SHARED      04          8100
D PHILIPPINE LONG DISTANCE TEL   SPONSORED GDR    718252703    23588   568400 SH      SHARED      04        568400
D PHILIPS INTL RLTY CORP         COM              718333107       15     1000 SH      SHARED      01          1000
D PHILIPS INTL RLTY CORP         COM              718333107       23     1500 SH      SHARED      04          1500
D PHILLIPS PETE CO               COM              718507106     1394    28600 SH      SHARED                 28600
D PHILLIPS PETE CO               COM              718507106   166708  3419657 SH      SHARED      01       2990545            429112
D PHILLIPS PETE CO               COM              718507106     1269    26039 SH      SHR/OTHR    01                   1230    24809
D PHILLIPS PETE CO               COM              718507106      438     9000 SH      SHARED      02          3200              5800
D PHILLIPS PETE CO               COM              718507106    14288   293100 SH      SHARED      04        293100
D PHILLIPS VAN HEUSEN CORP       COM              718592108     1903   214428 SH      SHARED      01        119866             94562
D PHILLIPS VAN HEUSEN CORP       COM              718592108       53     6000 SH      SHARED      02          2000              4000
D PHILLIPS VAN HEUSEN CORP       COM              718592108       18     2100 SH      SHARED      04          2100
D PHOENIX INVT PARTNERS LTD      COM              719085102     1221   145834 SH      SHARED      01        145834
D PHOENIX INVT PARTNERS LTD      COM              719085102       33     4000 SH      SHARED      04          4000
D PHOENIX TECHNOLOGY LTD         COM              719153108      653    58400 SH      SHARED      01         53290              5110
D PHOENIX TECHNOLOGY LTD         COM              719153108       30     2700 SH      SHARED      04          2700
D PHONE COM INC                  COM              71920Q100      257     1700 SH      SHARED      01          1700
D PHONE COM INC                  COM              71920Q100      287     1900 SH      SHARED      04          1900
D PHOSPHATE RESOURCE PARTNERS    DEPOSITARY UNT   719217101        1      112 SH      SHARED      02           112
D PHOSPHATE RESOURCE PARTNERS    DEPOSITARY UNT   719217101     2560   256000 SH      SHARED      04        256000
D PHYCOR INC                     COM              71940F100     2516   575277 SH      SHARED      01        350804            224473
D PHYCOR INC                     COM              71940F100      418    95550 SH      SHARED      02         30000             65550
D PHYCOR INC                     COM              71940F100       32     7338 SH      SHARED      04          7338
D PHOTRONICS INC                 COM              719405102     1626    72500 SH      SHARED      01         72500
D PHOTRONICS INC                 COM              719405102       42     1900 SH      SHARED      04          1900
D PICTURETEL CORP                COM NEW          720035302     1062   250100 SH      SHARED      01        194100             56000
D PICTURETEL CORP                COM NEW          720035302      222    52255 SH      SHARED      04         52255
D PIEDMONT NAT GAS INC           COM              720186105     5804   191500 SH      SHARED      01        131818             59682
D PIEDMONT NAT GAS INC           COM              720186105       54     1800 SH      SHR/OTHR    01                   1800
D PIEDMONT NAT GAS INC           COM              720186105      224     7400 SH      SHARED      04          7400
D PIER 1 IMPORTS INC             COM              720279108     6914  1053791 SH      SHARED      01        460366            593425
D PIER 1 IMPORTS INC             COM              720279108       10     1600 SH      SHARED      02                            1600
D PIER 1 IMPORTS INC             COM              720279108       58     8900 SH      SHARED      04          8900
D PIERCE LEAHY CORP              COM              720722107      168     7100 SH      SHARED      01          7100
D PIERCE LEAHY CORP              COM              720722107       19      800 SH      SHARED      04           800
D PILGRIM PRIME RATE TR NEW      SH BEN INT       72146W103       19     2000 SH      SHARED      02                            2000
D PILGRIMS PRIDE CORP            CL B             721467108      245    28300 SH      SHARED      01         28300
D PILGRIMS PRIDE CORP            CL B             721467108        7      900 SH      SHARED      04           900
D PILGRIMS PRIDE CORP            CL A             721467207       78    15250 SH      SHARED      01         15250
D PILGRIMS PRIDE CORP            CL A             721467207        3      650 SH      SHARED      04           650
D PILLOWTEX CORP                 COM              721501104      157    21000 SH      SHARED      01         21000
D PILLOWTEX CORP                 COM              721501104        6      900 SH      SHARED      04           900
D PILOT NETWORK SVCS INC         COM              721596104       87     9500 SH      SHARED      02          9500
D PINNACLE BANCSHARES INC        COM              722903101       19     2300 SH      SHARED      01          2300
D PINNACLE HLDGS INC             COM              72346N101     7351   281400 SH      SHARED      01         60000            221400
D PINNACLE HLDGS INC             COM              72346N101     1943    74387 SH      SHARED      02         60850             13537
D PINNACLE HLDGS INC             COM              72346N101      153     5871 SH      SHARED      04          5871
D PINNACLE SYS INC               COM              723481107     2402    56700 SH      SHARED      01         56700
D PINNACLE SYS INC               COM              723481107       42     1000 SH      SHARED      02          1000
D PINNACLE SYS INC               COM              723481107       72     1700 SH      SHARED      04          1700
D PINNACLE WEST CAP CORP         COM              723484101      316     8700 SH      SHARED                  8700
D PINNACLE WEST CAP CORP         COM              723484101    27097   744943 SH      SHARED      01        441896            303047
D PINNACLE WEST CAP CORP         COM              723484101      845    23246 SH      SHR/OTHR    01                   1400    21846
D PINNACLE WEST CAP CORP         COM              723484101    19744   542800 SH      SHARED      04        542800
D PIONEER GROUP INC              COM              723684106     3360   224000 SH      SHARED      01         84900            139100
D PIONEER GROUP INC              COM              723684106       47     3135 SH      SHARED      02          1935              1200
D PIONEER GROUP INC              COM              723684106       36     2400 SH      SHARED      04          2400
D PIONEER HI BRED INTL INC       COM              723686101      218     5500 SH      SHARED                  5500
D PIONEER HI BRED INTL INC       COM              723686101   127586  3214818 SH      SHARED      01       2768613            446205
D PIONEER HI BRED INTL INC       COM              723686101    35863   903646 SH      SHARED      04        903646
D PIONEER NAT RES CO             COM              723787107      108    10200 SH      SHARED                 10200
D PIONEER NAT RES CO             COM              723787107    10397   978588 SH      SHARED      01        419630            558958
D PIONEER NAT RES CO             COM              723787107      166    15688 SH      SHARED      02         12688              3000
D PIONEER NAT RES CO             COM              723787107      637    60000 SH      SHARED      04         60000
D PIONEER STD ELECTRS INC        COM              723877106     1448   100312 SH      SHARED      01        100312
D PIONEER STD ELECTRS INC        COM              723877106       34     2400 SH      SHARED      04          2400
D PITNEY BOWES INC               COM              724479100        5       85 SH      SHARED      04                              85
D PITNEY BOWES INC               COM              724479100       15      250 SH      SHR/OTHR    04                    250
D PITNEY BOWES INC               COM              724479100      487     8000 SH      SHARED                  8000
D PITNEY BOWES INC               COM              724479100   240308  3943562 SH      SHARED      01       3337974            605588
D PITNEY BOWES INC               COM              724479100     6800   111600 SH      SHR/OTHR    01                  95200    16400
D PITNEY BOWES INC               COM              724479100      182     3000 SH      SHARED      02                            3000
D PITNEY BOWES INC               COM              724479100    14357   235610 SH      SHARED      04        235560                50
D PITT DESMOINES INC             COM              724508106      168     7700 SH      SHARED      01          7700
D PITT DESMOINES INC             COM              724508106       10      500 SH      SHARED      04           500
D PITTSBURGH & W VA RR           SH BEN INT       724819107       13     2000 SH      SHARED      01          2000
D PITTSTON CO                    COM BRINKS GRP   725701106       97     4200 SH      SHARED                  4200
D PITTSTON CO                    COM BRINKS GRP   725701106     8732   376615 SH      SHARED      01        183516            193099
D PITTSTON CO                    COM BRINKS GRP   725701106       62     2690 SH      SHARED      02          1490              1200
D PITTSTON CO                    COM BRINKS GRP   725701106      563    24300 SH      SHARED      04         24300
D PITTSTON CO                    COM MINRLS GRP   725701205        0      300 SH      SHARED      02           100               200
D PITTSTON CO                    COM BAX GROUP    725701882     1724   213851 SH      SHARED      01        118552             95299
D PITTSTON CO                    COM BAX GROUP    725701882        6      850 SH      SHARED      02           250               600
D PITTSTON CO                    COM BAX GROUP    725701882       13     1700 SH      SHARED      04          1700
D PITTWAY CORP DEL               COM              725790109       93     3300 SH      SHARED      01          3300
D PITTWAY CORP DEL               CL A             725790208     3522   111812 SH      SHARED      01         64600             47212
D PITTWAY CORP DEL               CL A             725790208       88     2800 SH      SHARED      04          2800
D PIXAR                          COM              725811103     5918   157300 SH      SHARED      01         41700            115600
D PIXAR                          COM              725811103       82     2200 SH      SHARED      02          2100               100
D PIXAR                          COM              725811103       11      300 SH      SHARED      04           300
D PIZZA INN INC NEW              COM              725848105        0      220 SH      SHARED      02                             220
D PJ AMER INC                    COM              72585Q104      237    11400 SH      SHARED      02          3000              8400
D PLACER DOME INC                COM              725906101      514    34600 SH      SHARED                 34600
D PLACER DOME INC                COM              725906101    41484  2788874 SH      SHARED      01       2788874
D PLACER DOME INC                COM              725906101     6912   464680 SH      SHARED      04        464680
D PLAINS ALL AMERN PIPELINE L P  UNIT LTD PARTN   726503105       25     1400 SH      SHARED      01          1400
D PLAINS ALL AMERN PIPELINE L P  UNIT LTD PARTN   726503105       81     4500 SH      SHR/OTHR    01                   4500
D PLAINS RES INC                 COM PAR $0.10    726540503     1017    56900 SH      SHARED      01         56900
D PLAINS RES INC                 COM PAR $0.10    726540503       26     1500 SH      SHARED      04          1500
D PLANTRONICS INC NEW            COM              727493108     2368    47600 SH      SHARED      01         47600
D PLANTRONICS INC NEW            COM              727493108       89     1800 SH      SHARED      04          1800
D PLAYERS INTL INC               COM              727903106      463    62600 SH      SHARED      01         62600
D PLAYERS INTL INC               COM              727903106       19     2600 SH      SHARED      04          2600
D PLATINUM ENTMT INC             COM              727909103       31     7700 SH      SHARED      01          7700
D PLAY BY PLAY TOYS & NOVELTIES  COM              72811K103       63    15800 SH      SHARED      01         15800
D PLAYBOY ENTERPRISES INC        CL A             728117201       15      700 SH      SHARED      01           700
D PLAYBOY ENTERPRISES INC        CL A             728117201      750    34000 SH      SHARED      04         34000
D PLAYBOY ENTERPRISES INC        CL B             728117300     1368    51292 SH      SHARED      01         48992              2300
D PLAYBOY ENTERPRISES INC        CL B             728117300       48     1800 SH      SHARED      04          1800
D PLAYTEX PRODS INC              COM              72813P100     1483   100600 SH      SHARED      01         95600              5000
D PLAYTEX PRODS INC              COM              72813P100      114     7750 SH      SHARED      02          5750              2000
D PLAYTEX PRODS INC              COM              72813P100       54     3700 SH      SHARED      04          3700
D PLEXUS CORP                    COM              729132100     1270    41500 SH      SHARED      01         41500
D PLEXUS CORP                    COM              729132100       42     1400 SH      SHARED      04          1400
D PLUM CREEK TIMBER CO INC       COM              729251108      348    11100 SH      SHARED      01         11100
D PLUM CREEK TIMBER CO INC       COM              729251108      123     3925 SH      SHR/OTHR    01                   3925
D PLUM CREEK TIMBER CO INC       COM              729251108      338    10800 SH      SHARED      02          1000              9800
D PLUM CREEK TIMBER CO INC       COM              729251108      150     4800 SH      SHARED      04          4800
D PLYMOUTH RUBR INC              CL A             730026101        0      100 SH      SHARED      01           100
D PLYMOUTH RUBR INC              CL B             730026200        0       36 SH      SHARED      01            36
D POCAHONTAS BANCORP INC         COM              730234101       73    11600 SH      SHARED      01         11600
D POGO PRODUCING CO              COM              730448107     3650   175911 SH      SHARED      01        135611             40300
D POGO PRODUCING CO              COM              730448107      543    26200 SH      SHARED      02         26200
D POGO PRODUCING CO              COM              730448107       76     3700 SH      SHARED      04          3700
D POHANG IRON & STL LTD          SPONSORED ADR    730450103    24441   780574 SH      SHARED      01        780574
D POLARIS INDS INC               COM              731068102     4002   115600 SH      SHARED      01         87100             28500
D POLARIS INDS INC               COM              731068102       62     1803 SH      SHARED      02          1803
D POLARIS INDS INC               COM              731068102       79     2300 SH      SHARED      04          2300
D POLAROID CORP                  COM              731095105    18911   727354 SH      SHARED      01        614164            113190
D POLAROID CORP                  COM              731095105     1146    44100 SH      SHARED      04         44100
D POLICY MGMT SYS CORP           COM              731108106      117     3700 SH      SHARED                  3700
D POLICY MGMT SYS CORP           COM              731108106    11067   349958 SH      SHARED      01        151572            198386
D POLICY MGMT SYS CORP           COM              731108106       63     2000 SH      SHR/OTHR    01                            2000
D POLICY MGMT SYS CORP           COM              731108106      673    21300 SH      SHARED      04         21300
D POLO RALPH LAUREN CORP         CL A             731572103     1797   100219 SH      SHARED      01         92519              7700
D POLO RALPH LAUREN CORP         CL A             731572103       13      750 SH      SHR/OTHR    01                             750
D POLO RALPH LAUREN CORP         CL A             731572103       14      800 SH      SHARED      02           800
D POLO RALPH LAUREN CORP         CL A             731572103       28     1600 SH      SHARED      04          1600
D POLYCOM INC                    COM              73172K104     2945    61800 SH      SHARED      01         61800
D POLYCOM INC                    COM              73172K104      119     2500 SH      SHARED      02          2500
D POLYCOM INC                    COM              73172K104       95     2000 SH      SHARED      04          2000
D POLYMER GROUP INC              COM              731745105      972    65900 SH      SHARED      01         61700              4200
D POLYMER GROUP INC              COM              731745105       33     2250 SH      SHARED      02                            2250
D POLYMER GROUP INC              COM              731745105       28     1900 SH      SHARED      04          1900
D POMEROY COMPUTER RES           COM              731822102        2      248 SH      SHARED      01           248
D POOL ENERGY SVCS CO            COM              732788104     5932   240900 SH      SHARED      01        112735            128165
D POOL ENERGY SVCS CO            COM              732788104       41     1700 SH      SHARED      04          1700
D POPE & TALBOT INC              COM              732827100       38     3100 SH      SHARED      01          3100
D POPE RES DEL LTD PARTNERSHIP   DEPOSITRY RCPT   732857107       15      500 SH      SHARED      01           500
D POPE RES DEL LTD PARTNERSHIP   DEPOSITRY RCPT   732857107      300     9500 SH      SHARED      02          7500              2000
D POPULAR INC                    COM              733174106    15453   556900 SH      SHARED      01        260824            296076
D POPULAR INC                    COM              733174106      499    18000 SH      SHR/OTHR    01                  10000     8000
D POPULAR INC                    COM              733174106      319    11500 SH      SHARED      04         11500
D PORTA SYS CORP                 COM NEW          735647307        0        9 SH      SHARED      01             9
D PORTAL SOFTWARE INC            COM              736126103      732    18900 SH      SHARED      01         18900
D PORTAL SOFTWARE INC            COM              736126103      100     2600 SH      SHARED      02          2600
D PORTAL SOFTWARE INC            COM              736126103        7      200 SH      SHARED      04           200
D PORTUGAL TELECOM S A           SPONSORED ADR    737273102        5      141 SH      SHARED      01                             141
D POSSIS MEDICAL INC             COM              737407106       11     1000 SH      SHARED      01          1000
D POST PPTYS INC                 COM              737464107     6408   163006 SH      SHARED      01         53506            109500
D POST PPTYS INC                 COM              737464107      427    10884 SH      SHARED      02          1515              9369
D POST PPTYS INC                 COM              737464107      362     9220 SH      SHARED      04          9220
D POTASH CORP SASK INC           COM              73755L107      409     7925 SH      SHARED      01          7925
D POTASH CORP SASK INC           COM              73755L107       18      354 SH      SHARED      02                             354
D POTLATCH CORP                  COM              737628107       41     1000 SH      SHARED                  1000
D POTLATCH CORP                  COM              737628107    21562   523524 SH      SHARED      01        435164             88360
D POTLATCH CORP                  COM              737628107      189     4600 SH      SHARED      02          1900              2700
D POTLATCH CORP                  COM              737628107      943    22900 SH      SHARED      04         22900
D POTOMAC ELEC PWR CO            COM              737679100      325    12800 SH      SHARED                 12800
D POTOMAC ELEC PWR CO            COM              737679100    20997   825456 SH      SHARED      01        398313            427143
D POTOMAC ELEC PWR CO            COM              737679100       58     2300 SH      SHR/OTHR    01                    800     1500
D POTOMAC ELEC PWR CO            COM              737679100      277    10916 SH      SHARED      02          7916              3000
D POTOMAC ELEC PWR CO            COM              737679100     2286    89900 SH      SHARED      04         89900
D POTTERS FINL CORP              COM              738140102       16     1430 SH      SHARED      01          1430
D POWELL INDS INC                COM              739128106        2      300 SH      SHARED      01           300
D POWER INTEGRATIONS INC         COM              739276103    10844   156600 SH      SHARED      01         46900            109700
D POWER INTEGRATIONS INC         COM              739276103       69     1000 SH      SHARED      04          1000
D POWER-ONE INC                  COM              739308104      507    19900 SH      SHARED      01         19900
D POWER-ONE INC                  COM              739308104       30     1200 SH      SHARED      04          1200
D POWERTEL INC                   COM              73936C109     3545    64400 SH      SHARED      01         64400
D POWERTEL INC                   COM              73936C109       55     1000 SH      SHARED      02          1000
D POWERTEL INC                   COM              73936C109      125     2273 SH      SHARED      04          2273
D POWERWAVE TECHNOLOGIES INC     COM              739363109     2160    44800 SH      SHARED      01         44800
D POWERWAVE TECHNOLOGIES INC     COM              739363109      583    12100 SH      SHARED      02          3100              9000
D POWERWAVE TECHNOLOGIES INC     COM              739363109       62     1300 SH      SHARED      04          1300
D PREMIER BANCSHARES INC GA      COM              739909109      939    53700 SH      SHARED      01         50800              2900
D PREMIER BANCSHARES INC GA      COM              739909109       42     2400 SH      SHARED      04          2400
D PRAXAIR INC                    COM              74005P104      556    12100 SH      SHARED                 12100
D PRAXAIR INC                    COM              74005P104   107050  2327191 SH      SHARED      01       1950911            376280
D PRAXAIR INC                    COM              74005P104      276     6000 SH      SHR/OTHR    01                            6000
D PRAXAIR INC                    COM              74005P104       86     1885 SH      SHARED      02           726              1159
D PRAXAIR INC                    COM              74005P104    13951   303300 SH      SHARED      04        303300
D PRE PAID LEGAL SVCS INC        COM              740065107    11872   301533 SH      SHARED      01        102008            199525
D PRE PAID LEGAL SVCS INC        COM              740065107       86     2200 SH      SHARED      04          2200
D PRECISION CASTPARTS CORP       COM              740189105       48     1600 SH      SHARED                  1600
D PRECISION CASTPARTS CORP       COM              740189105     4593   150615 SH      SHARED      01        120665             29950
D PRECISION CASTPARTS CORP       COM              740189105       19      650 SH      SHARED      02                             650
D PRECISION CASTPARTS CORP       COM              740189105      448    14700 SH      SHARED      04         14700
D PREMARK INTL INC               COM              740459102      313     6200 SH      SHARED                  6200
D PREMARK INTL INC               COM              740459102    19349   383153 SH      SHARED      01        181175            201978
D PREMARK INTL INC               COM              740459102      136     2700 SH      SHARED      02           600              2100
D PREMARK INTL INC               COM              740459102     1656    32800 SH      SHARED      04         32800
D PREMIER FARNELL PLC            SPONSORED ADR    74050U107        3      361 SH      SHARED      01           361
D PREMIER FARNELL PLC            SP ADR PREF CV   74050U206       15      782 SH      SHARED      01           782
D PREMIER LASER SYS INC          CL A             740522107        3     1000 SH      SHARED      02                            1000
D PREMIER NATL BANCORP INC       COM              74053F107      399    23000 SH      SHARED      01         23000
D PREMIER NATL BANCORP INC       COM              74053F107       24     1400 SH      SHARED      04          1400
D PREMIER PKS INC                COM NEW          740540208      240     8300 SH      SHARED                  8300
D PREMIER PKS INC                COM NEW          740540208     6728   232000 SH      SHARED      01        232000
D PREMIER PKS INC                COM NEW          740540208     1299    44800 SH      SHARED      04         44800
D PREMIERE TECHNOLOGIES INC      COM              74058F102        0        1 SH      SHARED                     1
D PREMIERE TECHNOLOGIES INC      COM              74058F102      761   128200 SH      SHARED      01        128200
D PREMIERE TECHNOLOGIES INC      COM              74058F102        4      700 SH      SHARED      02                             700
D PREMIERE TECHNOLOGIES INC      COM              74058F102       25     4336 SH      SHARED      04          4336
D PREMISYS COMMUNICATIONS INC    COM              740584107        0      100 SH      SHARED                   100
D PREMISYS COMMUNICATIONS INC    COM              740584107      945   113800 SH      SHARED      01         65600             48200
D PREMISYS COMMUNICATIONS INC    COM              740584107       37     4526 SH      SHARED      02          4526
D PREMISYS COMMUNICATIONS INC    COM              740584107       18     2200 SH      SHARED      04          2200
D PRENTISS PPTYS TR              SH BEN INT       740706106     3552   160125 SH      SHARED      01        159900               225
D PRENTISS PPTYS TR              SH BEN INT       740706106       92     4150 SH      SHARED      02          2950              1200
D PRENTISS PPTYS TR              SH BEN INT       740706106      259    11680 SH      SHARED      04         11680
D PRESIDENTIAL LIFE CORP         COM              740884101     1433    83700 SH      SHARED      01         81100              2600
D PRESIDENTIAL LIFE CORP         COM              740884101      113     6600 SH      SHARED      02          6600
D PRESIDENTIAL LIFE CORP         COM              740884101       37     2200 SH      SHARED      04          2200
D PRESIDENTIAL RLTY CORP NEW     CL B             741004204       14     2200 SH      SHARED      01          2200
D PRESSTEK INC                   COM              741113104     1511   208515 SH      SHARED      01         61815            146700
D PRESSTEK INC                   COM              741113104       28     3900 SH      SHARED      04          3900
D PREVIEW TRAVEL INC             COM              74137R101     3909   240600 SH      SHARED      01         68400            172200
D PREVIEW TRAVEL INC             COM              74137R101       47     2900 SH      SHARED      02          2400               500
D PREVIEW TRAVEL INC             COM              74137R101       19     1200 SH      SHARED      04          1200
D PRICE COMMUNICATIONS CORP      COM NEW          741437305     5335   212893 SH      SHARED      01        184818             28075
D PRICE COMMUNICATIONS CORP      COM NEW          741437305      514    20524 SH      SHARED      04         20524
D PRICE ENTERPRISES INC          COM NEW          741444202      129    16458 SH      SHARED      01         16458
D PRICE ENTERPRISES INC          COM NEW          741444202        2      300 SH      SHARED      02           300
D PRICE T ROWE & ASSOCIATES      COM              741477103      359    13100 SH      SHARED                 13100
D PRICE T ROWE & ASSOCIATES      COM              741477103    27189   990987 SH      SHARED      01        434547            556440
D PRICE T ROWE & ASSOCIATES      COM              741477103     1728    63015 SH      SHR/OTHR    01                  25600    37415
D PRICE T ROWE & ASSOCIATES      COM              741477103     2444    89094 SH      SHARED      02         25050             64044
D PRICE T ROWE & ASSOCIATES      COM              741477103     3687   134416 SH      SHARED      04        134416
D PRICELINE COM INC              COM              741503106      219     3400 SH      SHARED                  3400
D PRICELINE COM INC              COM              741503106     3657    56700 SH      SHARED      01         56700
D PRICELINE COM INC              COM              741503106     1601    24830 SH      SHARED      02         18380              6450
D PRICELINE COM INC              COM              741503106       90     1400 SH      SHARED      04          1400
D PRICESMART INC                 COM              741511109       38     1050 SH      SHARED      01          1050
D PRICESMART INC                 COM              741511109        2       75 SH      SHARED      02            75
D PRIME MED SVCS INC NEW         COM              74156D108       41     4400 SH      SHARED      01          4400
D PRIME BANCSHARES INC TEXAS     COM              74157H108     5999   263700 SH      SHARED      04        263700
D PRIMEDIA INC                   COM              74157K101     6017   429853 SH      SHARED      01        227153            202700
D PRIMEDIA INC                   COM              74157K101     4260   304300 SH      SHARED      04        304300
D PRIME RETAIL INC               COM              741570105     1579   214208 SH      SHARED      01        113327            100881
D PRIME RETAIL INC               COM              741570105      126    17100 SH      SHARED      02          4600             12500
D PRIME RETAIL INC               COM              741570105      449    60945 SH      SHARED      04         60945
D PRIME RETAIL INC               PFD CONV SER B   741570303       35     2578 SH      SHARED      01          1860               718
D PRIME RETAIL INC               PFD CONV SER B   741570303      432    31019 SH      SHARED      04         31019
D PRIME GROUP REALTY TRUST       SH BEN INT       74158J103       45     3000 SH      SHARED      01          3000
D PRIME GROUP REALTY TRUST       SH BEN INT       74158J103       75     5000 SH      SHARED      02          5000
D PRIME GROUP REALTY TRUST       SH BEN INT       74158J103       58     3900 SH      SHARED      04          3900
D PRIMEX TECHNOLOGIES INC        COM              741597108      484    24520 SH      SHARED      01         24520
D PRIMEX TECHNOLOGIES INC        COM              741597108       11      600 SH      SHR/OTHR    01                             600
D PRIMEX TECHNOLOGIES INC        COM              741597108       17      900 SH      SHARED      04           900
D PRIMIX SOLUTIONS INC           COM              741620108        2      933 SH      SHARED      02           933
D PRIMUS KNOWLEDGE SOLUTIONS INC COM              74163Q100        6      250 SH      SHR/OTHR    01                    250
D PRIMA ENERGY CORP              COM PAR $0.015   741901201        6      300 SH      SHARED      01           300
D PRIMARK CORP                   COM              741903108     5625   197808 SH      SHARED      01        109166             88642
D PRIMARK CORP                   COM              741903108      102     3600 SH      SHARED      02          1900              1700
D PRIMARK CORP                   COM              741903108      791    27833 SH      SHARED      04         27833
D PRIME HOSPITALITY CORP         COM              741917108        0      100 SH      SHARED                   100
D PRIME HOSPITALITY CORP         COM              741917108     3153   394200 SH      SHARED      01        254161            140039
D PRIME HOSPITALITY CORP         COM              741917108       39     4900 SH      SHARED      04          4900
D PRIMUS TELECOMMUNICATIONS GRP  COM              741929103     1404    66900 SH      SHARED      01         66022               878
D PRIMUS TELECOMMUNICATIONS GRP  COM              741929103       42     2000 SH      SHARED      04          2000
D PRIDE INTL INC                 SB DB CV ZRO  18 741932AB3    22468 67675000 PRN     SHARED      04      67675000
D PRIDE INTL INC                 COM              741932107     5934   418300 SH      SHARED      01        250400            167900
D PRIDE INTL INC                 COM              741932107       35     2500 SH      SHARED      02          2500
D PRIDE INTL INC                 COM              741932107      257    18150 SH      SHARED      04         18150
D PRINTRONIX INC                 COM              742578107      158     8450 SH      SHARED      01          8450
D PRINTRONIX INC                 COM              742578107       24     1300 SH      SHARED      02          1300
D PRISON RLTY TR                 COM              74264N105     6284   584565 SH      SHARED      01        216212            368353
D PRISON RLTY TR                 COM              74264N105       68     6412 SH      SHARED      02          1000              5412
D PRISON RLTY TR                 COM              74264N105      280    26118 SH      SHARED      04         26118
D PRISM FINL CORP                COM              74264Q108       85     8500 SH      SHARED      01          6200              2300
D PRISM FINL CORP                COM              74264Q108        2      200 SH      SHARED      04           200
D PRIORITY HEALTHCARE CORP       CL B             74264T102     2078    67334 SH      SHARED      01         67334
D PRIORITY HEALTHCARE CORP       CL B             74264T102       12      400 SH      SHARED      04           400
D PRIVATE BUSINESS INC           COM              74267D104       76    16100 SH      SHARED      01         11800              4300
D PRIVATE BUSINESS INC           COM              74267D104     2985   628485 SH      SHARED      02        628485
D PRIVATE BUSINESS INC           COM              74267D104        5     1126 SH      SHARED      04          1126
D PROBUSINESS SERVICES INC       COM              742674104      997    37100 SH      SHARED      01         36700               400
D PROBUSINESS SERVICES INC       COM              742674104      491    18300 SH      SHARED      04         18300
D PROCTER & GAMBLE CO            COM              742718109       96     1025 SH      SHARED      04          1025
D PROCTER & GAMBLE CO            COM              742718109     8113    86541 SH      SHARED                 86541
D PROCTER & GAMBLE CO            COM              742718109  1835511 19578789 SH      SHARED      01      16383311           3195478
D PROCTER & GAMBLE CO            COM              742718109    47410   505707 SH      SHR/OTHR    01                 346563   159144
D PROCTER & GAMBLE CO            COM              742718109     4831    51538 SH      SHARED      02          8043             43495
D PROCTER & GAMBLE CO            COM              742718109    99503  1061375 SH      SHARED      04       1061275               100
D PRODIGY COMMUNICATIONS CORP    COM              74283P107     5793   326400 SH      SHARED      01         48500            277900
D PRODIGY COMMUNICATIONS CORP    COM              74283P107        5      300 SH      SHARED      02           300
D PRODIGY COMMUNICATIONS CORP    COM              74283P107        5      300 SH      SHARED      04           300
D PROFESSIONALS GROUP INC        COM              742954100      585    23420 SH      SHARED      01         20420              3000
D PROFESSIONALS GROUP INC        COM              742954100       20      800 SH      SHARED      04           800
D PROFESSIONAL BANCORP           COM              743112104       25     2200 SH      SHARED      01          2200
D PROFESSIONAL DETAILING INC     COM              74312N107      114     4400 SH      SHARED      01          2400              2000
D PROFESSIONAL DETAILING INC     COM              74312N107        7      300 SH      SHARED      04           300
D PROFIT RECOVERY GROUP INTL INC COM              743168106     3748    84000 SH      SHARED      01         84000
D PROFIT RECOVERY GROUP INTL INC COM              743168106      153     3450 SH      SHARED      04          3450
D PROGRAMMERS PARADISE INC       COM              743205106       54     8200 SH      SHARED      01          8200
D PROGRESS SOFTWARE CORP         COM              743312100     9927   316400 SH      SHARED      01         95650            220750
D PROGRESS SOFTWARE CORP         COM              743312100       50     1600 SH      SHARED      02          1600
D PROGRESS SOFTWARE CORP         COM              743312100      787    25094 SH      SHARED      04         25094
D PROGRESSIVE CORP OHIO          COM              743315103    77446   948088 SH      SHARED      01        831880            116208
D PROGRESSIVE CORP OHIO          COM              743315103      147     1810 SH      SHARED      02          1810
D PROGRESSIVE CORP OHIO          COM              743315103     6739    82500 SH      SHARED      04         82500
D PROJECT SOFTWARE & DEV INC     COM              74339P101     1102    20600 SH      SHARED      01         19500              1100
D PROJECT SOFTWARE & DEV INC     COM              74339P101       32      600 SH      SHARED      04           600
D PROLOGIS TR                    SH BEN INT       743410102    11363   602023 SH      SHARED      01        218873            383150
D PROLOGIS TR                    SH BEN INT       743410102        3      160 SH      SHARED      02                             160
D PROLOGIS TR                    SH BEN INT       743410102      694    36810 SH      SHARED      04         36810
D PROLOGIS TR                    PFD CV SBI B     743410300     4782   196200 SH      SHARED      04        196200
D PROMUS HOTEL CORP NEW          COM              74342P106        6      200 SH      SHR/OTHR    04                    200
D PROMUS HOTEL CORP NEW          COM              74342P106      185     5700 SH      SHARED                  5700
D PROMUS HOTEL CORP NEW          COM              74342P106    19800   608097 SH      SHARED      01        327063            281034
D PROMUS HOTEL CORP NEW          COM              74342P106       32     1000 SH      SHARED      02                            1000
D PROMUS HOTEL CORP NEW          COM              74342P106     3767   115713 SH      SHARED      04        115713
D PROTECTION ONE INC             COM              743663304      232    58100 SH      SHARED      01         53800              4300
D PROTECTION ONE INC             COM              743663304        9     2300 SH      SHARED      04          2300
D PROTECTIVE LIFE CORP           COM              743674103      191     6600 SH      SHARED                  6600
D PROTECTIVE LIFE CORP           COM              743674103    10543   363555 SH      SHARED      01        172756            190799
D PROTECTIVE LIFE CORP           COM              743674103       29     1000 SH      SHR/OTHR    01                            1000
D PROTECTIVE LIFE CORP           COM              743674103      116     4000 SH      SHARED      02                            4000
D PROTECTIVE LIFE CORP           COM              743674103     1806    62300 SH      SHARED      04         62300
D PROTEIN DESIGN LABS INC        COM              74369L103     2077    57500 SH      SHARED      01         57500
D PROTEIN DESIGN LABS INC        COM              74369L103       61     1700 SH      SHARED      04          1700
D PROVANT INC                    COM              743724106       16     1000 SH      SHARED      04          1000
D PROVIDENCE ENERGY CORP         COM              743743106      144     5200 SH      SHARED      01          5200
D PROVIDENT AMER CORP            COM              743832107     1267    83800 SH      SHARED      01         29800             54000
D PROVIDENT AMER CORP            COM              743832107     8833   584000 SH      SHARED      02        584000
D PROVIDENT AMER CORP            COM              743832107       12      800 SH      SHARED      04           800
D PROVIDENT BANKSHARES CORP      COM              743859100     2237   105128 SH      SHARED      01        105128
D PROVIDENT BANKSHARES CORP      COM              743859100      116     5478 SH      SHARED      02          1079              4399
D PROVIDENT BANKSHARES CORP      COM              743859100       48     2300 SH      SHARED      04          2300
D PROVIDENT FINL GROUP INC       COM              743866105      160     4400 SH      SHARED                  4400
D PROVIDENT FINL GROUP INC       COM              743866105     7851   214750 SH      SHARED      01         86300            128450
D PROVIDENT FINL GROUP INC       COM              743866105      928    25400 SH      SHARED      04         25400
D PROVINCE HEALTHCARE CO         COM              743977100      182    15900 SH      SHARED      01         15500               400
D PROVINCE HEALTHCARE CO         COM              743977100       34     3000 SH      SHARED      02          1000              2000
D PROVINCE HEALTHCARE CO         COM              743977100       34     3019 SH      SHARED      04          3019
D PROVIDIAN FINL CORP            COM              74406A102   170300  2150611 SH      SHARED      01       1742041            408570
D PROVIDIAN FINL CORP            COM              74406A102     1011    12775 SH      SHARED      02           300             12475
D PROVIDIAN FINL CORP            COM              74406A102    13208   166805 SH      SHARED      04        166430               375
D PROXICOM INC                   COM              744282104     1409    24100 SH      SHARED      01         24100
D PROXICOM INC                   COM              744282104      106     1815 SH      SHARED      02          1815
D PROXICOM INC                   COM              744282104       52      900 SH      SHARED      04           900
D PROXIM INC                     COM              744284100     1564    34000 SH      SHARED      01         32300              1700
D PROXIM INC                     COM              744284100       50     1100 SH      SHARED      04          1100
D PROXYMED PHARMACY INC          COM              744290107      791    63000 SH      SHARED      01         58100              4900
D PROXYMED PHARMACY INC          COM              744290107       20     1600 SH      SHARED      04          1600
D PSINET INC                     COM              74437C101       53     1500 SH      SHARED                  1500
D PSINET INC                     COM              74437C101     8226   228700 SH      SHARED      01         95900            132800
D PSINET INC                     COM              74437C101       71     2000 SH      SHARED      02          2000
D PSINET INC                     COM              74437C101       89     2500 SH      SHARED      04          2500
D PSINET INC                     PFD C CV 6 3/4   74437C309    66841  1660662 SH      SHARED      04       1660662
D PUBLIC SVC CO N MEX            COM              744499104       78     4300 SH      SHARED                  4300
D PUBLIC SVC CO N MEX            COM              744499104    10172   557412 SH      SHARED      01        221245            336167
D PUBLIC SVC CO N MEX            COM              744499104      438    24000 SH      SHARED      04         24000
D PUBLIC SVC CO N C INC          COM              744516105     4646   151100 SH      SHARED      01         72250             78850
D PUBLIC SVC CO N C INC          COM              744516105     7951   258600 SH      SHARED      04        258600
D PUBLIC SVC ENTERPRISE GROUP    COM              744573106      189     4900 SH      SHARED                  4900
D PUBLIC SVC ENTERPRISE GROUP    COM              744573106   127519  3301470 SH      SHARED      01       2870130            431340
D PUBLIC SVC ENTERPRISE GROUP    COM              744573106       67     1750 SH      SHR/OTHR    01                   1000      750
D PUBLIC SVC ENTERPRISE GROUP    COM              744573106      307     7970 SH      SHARED      02           200              7770
D PUBLIC SVC ENTERPRISE GROUP    COM              744573106    10227   264777 SH      SHARED      04        264777
D PUBLIC STORAGE INC             COM              74460D109    11965   475073 SH      SHARED      01        191962            283111
D PUBLIC STORAGE INC             COM              74460D109      681    27054 SH      SHARED      02         20639              6415
D PUBLIC STORAGE INC             COM              74460D109     1301    51670 SH      SHARED      04         51670
D PUBLICARD INC                  COM              744627100      574    67600 SH      SHARED      01         61800              5800
D PUBLICARD INC                  COM              744627100       13     1600 SH      SHARED      04          1600
D PUERTO RICAN CEM INC           COM              745075101       25      700 SH      SHARED      01           700
D PUERTO RICAN CEM INC           COM              745075101       18      500 SH      SHARED      02                             500
D PUGET SOUND ENERGY INC         COM              745332106      192     8600 SH      SHARED                  8600
D PUGET SOUND ENERGY INC         COM              745332106    13111   584359 SH      SHARED      01        275114            309245
D PUGET SOUND ENERGY INC         COM              745332106       28     1290 SH      SHR/OTHR    01                    645      645
D PUGET SOUND ENERGY INC         COM              745332106      125     5610 SH      SHARED      02          1500              4110
D PUGET SOUND ENERGY INC         COM              745332106     1014    45200 SH      SHARED      04         45200
D PULASKI FINL CORP              COM              745548107      109    10000 SH      SHARED      04         10000
D PULASKI FURNITURE CORP         COM              745553107        1      100 SH      SHARED      01           100
D PULITZER INC                   COM              745769109      521    11483 SH      SHARED      01         11483
D PULITZER INC                   COM              745769109       31      700 SH      SHARED      04           700
D PULTE CORP                     COM              745867101      152     7000 SH      SHARED                  7000
D PULTE CORP                     COM              745867101    14036   645353 SH      SHARED      01        596953             48400
D PULTE CORP                     COM              745867101     1185    54500 SH      SHARED      04         54500
D PUMA TECHNOLOGY INC            COM              745887109    15475  1014800 SH      SHARED      02       1014800
D PURCHASEPRO COM                COM              746144104      267     7700 SH      SHARED                  7700
D PURE WORLD INC                 COM              74622C106       18     7040 SH      SHARED      01          7040
D PUTNAM DIVID INCOME FD         COM SH BEN INT   746706100       14     1500 SH      SHARED      02                            1500
D PUTNAM MASTER INCOME TR        SH BEN INT       74683K104       61     9000 SH      SHR/OTHR    01                   9000
D PUTNAM MASTER INCOME TR        SH BEN INT       74683K104        0       95 SH      SHARED      02                              95
D PUTNAM PREMIER INCOME TR       SH BEN INT       746853100       30     4500 SH      SHR/OTHR    01                            4500
D PUTNAM PREMIER INCOME TR       SH BEN INT       746853100       30     4463 SH      SHARED      02                            4463
D PUTNAM MUN OPPORTUNITIES TR    SH BEN INT       746922103       85     6650 SH      SHARED      02          6650
D QLT PHOTOTHERAPEUTICS INC      COM              746927102      252     3300 SH      SHARED      01          3300
D QLT PHOTOTHERAPEUTICS INC      COM              746927102     7146    93500 SH      SHARED      04         93500
D QMS INC                        COM              74726G102       47    13606 SH      SHARED      01         13606
D QRS CORP                       COM              74726X105     2308    36000 SH      SHARED      01         36000
D QRS CORP                       COM              74726X105     2297    35825 SH      SHARED      02           450             35375
D QRS CORP                       COM              74726X105    11962   186550 SH      SHARED      03        186550
D QRS CORP                       COM              74726X105       83     1300 SH      SHARED      04          1300
D Q E P INC                      COM              74727K102        0      100 SH      SHARED      01           100
D QLOGIC CORP                    COM              747277101      370     5300 SH      SHARED                  5300
D QLOGIC CORP                    COM              747277101     8565   122700 SH      SHARED      01        101400             21300
D QLOGIC CORP                    COM              747277101       13      200 SH      SHR/OTHR    01                    200
D QLOGIC CORP                    COM              747277101     1354    19400 SH      SHARED      04         19400
D QUADRAMED CORP                 COM              74730W101     1675   223375 SH      SHARED      01         48575            174800
D QUADRAMED CORP                 COM              74730W101       63     8500 SH      SHARED      02                            8500
D QUADRAMED CORP                 COM              74730W101       13     1825 SH      SHARED      04          1825
D QUAKER OATS CO                 COM              747402105      123     2001 SH      SHARED                  2001
D QUAKER OATS CO                 COM              747402105   121352  1961250 SH      SHARED      01       1703960            257290
D QUAKER OATS CO                 COM              747402105     1894    30613 SH      SHR/OTHR    01                  25400     5213
D QUAKER OATS CO                 COM              747402105      253     4092 SH      SHARED      02          1869              2223
D QUAKER OATS CO                 COM              747402105     8532   137900 SH      SHARED      04        137900
D QUALCOMM INC                   COM              747525103        9       50 SH      SHARED      04                              50
D QUALCOMM INC                   COM              747525103      624     3300 SH      SHARED                  3300
D QUALCOMM INC                   COM              747525103   433348  2290582 SH      SHARED      01       1949527            341055
D QUALCOMM INC                   COM              747525103     3007    15896 SH      SHR/OTHR    01                   9000     6896
D QUALCOMM INC                   COM              747525103    29447   155654 SH      SHARED      02         61895             93759
D QUALCOMM INC                   COM              747525103    33050   174695 SH      SHARED      04        174695
D QUALMARK CORP                  COM              747587103        2      922 SH      SHARED      02                             922
D QUANTA SVCS INC                COM              74762E102     4379   149400 SH      SHARED      01         66200             83200
D QUANTA SVCS INC                COM              74762E102       38     1300 SH      SHARED      02          1300
D QUANTA SVCS INC                COM              74762E102       86     2950 SH      SHARED      04          2950
D QUANEX CORP                    COM              747620102     4502   175700 SH      SHARED      01         68700            107000
D QUANEX CORP                    COM              747620102       38     1500 SH      SHARED      04          1500
D QUANTUM CORP                   SUB NT CONV 7%04 747906AC9       60    75000 PRN     SHR/OTHR    01                  75000
D QUANTUM CORP                   SUB NT CONV 7%04 747906AC9     8050 10000000 PRN     SHARED      04      10000000
D QUANTUM CORP                   COM DSSG         747906204      255    18200 SH      SHARED                 18200
D QUANTUM CORP                   COM DSSG         747906204    14617  1039486 SH      SHARED      01        530550            508936
D QUANTUM CORP                   COM DSSG         747906204       14     1000 SH      SHR/OTHR    01                   1000
D QUANTUM CORP                   COM DSSG         747906204      130     9285 SH      SHARED      02          7000              2285
D QUANTUM CORP                   COM DSSG         747906204     4601   327200 SH      SHARED      04        327200
D QUANTUM CORP                   COM HDDG         747906303     2835   381298 SH      SHARED      01        170226            211072
D QUANTUM CORP                   COM HDDG         747906303        3      500 SH      SHR/OTHR    01                    500
D QUANTUM CORP                   COM HDDG         747906303        8     1142 SH      SHARED      02                            1142
D QUANTUM CORP                   COM HDDG         747906303      420    56600 SH      SHARED      04         56600
D QUEBECOR PRINTING INC          SUB VTG          747922102      277    12100 SH      SHARED      01         12100
D QUEEN SAND RES INC             COM              747927101        1     2248 SH      SHARED      02          2248
D QUEENS CNTY BANCORP INC        COM              748242104     2790   101005 SH      SHARED      01        100005              1000
D QUEENS CNTY BANCORP INC        COM              748242104       44     1600 SH      SHARED      04          1600
D QUEST DIAGNOSTICS INC          COM              74834L100     5342   205478 SH      SHARED      01        119215             86263
D QUEST DIAGNOSTICS INC          COM              74834L100       15      612 SH      SHR/OTHR    01                             612
D QUEST DIAGNOSTICS INC          COM              74834L100       16      650 SH      SHARED      02                             650
D QUEST DIAGNOSTICS INC          COM              74834L100       67     2600 SH      SHARED      04          2600
D QUEST SOFTWARE INC             COM              74834T103      283     6100 SH      SHARED      01          6100
D QUESTAR CORP                   COM              748356102      152     8400 SH      SHARED                  8400
D QUESTAR CORP                   COM              748356102    11813   651786 SH      SHARED      01        274000            377786
D QUESTAR CORP                   COM              748356102       58     3200 SH      SHR/OTHR    01                            3200
D QUESTAR CORP                   COM              748356102      344    19000 SH      SHARED      02          4600             14400
D QUESTAR CORP                   COM              748356102      967    53400 SH      SHARED      04         53400
D QUIKSILVER INC                 COM              74838C106     1348    73900 SH      SHARED      01         73900
D QUIKSILVER INC                 COM              74838C106       41     2300 SH      SHARED      04          2300
D QUIGLEY CORP                   COM NEW          74838L304       20     6700 SH      SHARED      01          6700
D QUIGLEY CORP                   COM NEW          74838L304        6     2000 SH      SHARED      02          2000
D QUINTILES TRANSNATIONAL CORP   COM              748767100        4      250 SH      SHR/OTHR    02                    250
D QUINTILES TRANSNATIONAL CORP   COM              748767100      218    11500 SH      SHARED                 11500
D QUINTILES TRANSNATIONAL CORP   COM              748767100    11069   581673 SH      SHARED      01        374133            207540
D QUINTILES TRANSNATIONAL CORP   COM              748767100      152     8000 SH      SHARED      02          7000              1000
D QUINTILES TRANSNATIONAL CORP   COM              748767100     5622   295428 SH      SHARED      04        294753               675
D QUIXOTE CORP                   COM              749056107        7      500 SH      SHARED      02                             500
D QUOKKA SPORTS INC              COM              749077103        6     1000 SH      SHARED      02          1000
D QUORUM HEALTH GROUP INC        COM              749084109       52     7500 SH      SHARED                  7500
D QUORUM HEALTH GROUP INC        COM              749084109     2903   412956 SH      SHARED      01        281156            131800
D QUORUM HEALTH GROUP INC        COM              749084109      307    43736 SH      SHARED      04         43736
D R & B FALCON CORP              COM              74912E101    12097   921731 SH      SHARED      01        461665            460066
D R & B FALCON CORP              COM              74912E101      186    14241 SH      SHARED      02          7842              6399
D R & B FALCON CORP              COM              74912E101     2475   188600 SH      SHARED      04        188600
D QWEST COMMUNICATIONS INTL INC  COM              749121109       88     3000 SH      SHARED                  3000
D QWEST COMMUNICATIONS INTL INC  COM              749121109    35009  1184262 SH      SHARED      01        843244            341018
D QWEST COMMUNICATIONS INTL INC  COM              749121109      319    10800 SH      SHR/OTHR    01                  10000      800
D QWEST COMMUNICATIONS INTL INC  COM              749121109     1209    40900 SH      SHARED      02         27250             13650
D QWEST COMMUNICATIONS INTL INC  COM              749121109     4732   160100 SH      SHARED      04        160100
D R & B INC                      COM              749124103        1      200 SH      SHARED      01           200
D R & G FINANCIAL CORP           CL B             749136107       12      900 SH      SHARED      04           900
D RCM TECHNOLOGIES INC           COM NEW          749360400       99     9300 SH      SHARED      02          9000               300
D RCM TECHNOLOGIES INC           COM NEW          749360400       64     5994 SH      SHARED      04          5994
D RCN CORP                       COM              749361101     8929   217800 SH      SHARED      01        103700            114100
D RCN CORP                       COM              749361101       41     1010 SH      SHARED      02          1010
D RCN CORP                       COM              749361101      629    15356 SH      SHARED      04         15356
D RFS HOTEL INVS INC             COM              74955J108     4934   429100 SH      SHARED      01         96900            332200
D RFS HOTEL INVS INC             COM              74955J108       90     7900 SH      SHARED      04          7900
D R H DONNELLEY CORP             COM NEW          74955W307     2909   156232 SH      SHARED      01        136082             20150
D R H DONNELLEY CORP             COM NEW          74955W307      133     7182 SH      SHR/OTHR    01                   2150     5032
D R H DONNELLEY CORP             COM NEW          74955W307        1      100 SH      SHARED      02                             100
D R H DONNELLEY CORP             COM NEW          74955W307      234    12574 SH      SHARED      04         12574
D R G S ENERGY GROUP INC         COM              74956K104     5929   242000 SH      SHARED      01        126900            115100
D R G S ENERGY GROUP INC         COM              74956K104        7      308 SH      SHARED      02                             308
D R G S ENERGY GROUP INC         COM              74956K104      698    28500 SH      SHARED      04         28500
D RLI CORP                       COM              749607107     1011    30643 SH      SHARED      01         30643
D RLI CORP                       COM              749607107       29      900 SH      SHARED      04           900
D RPC INC                        COM              749660106     1972   284380 SH      SHARED      01         39800            244580
D RPC INC                        COM              749660106        8     1200 SH      SHARED      04          1200
D RPM INC OHIO                   COM              749685103      137    11300 SH      SHARED                 11300
D RPM INC OHIO                   COM              749685103     8783   720736 SH      SHARED      01        315697            405039
D RPM INC OHIO                   COM              749685103       20     1700 SH      SHARED      02                            1700
D RPM INC OHIO                   COM              749685103      714    58600 SH      SHARED      04         58600
D RSA SEC INC                    COM              749719100     8956   337197 SH      SHARED      01        154297            182900
D RSA SEC INC                    COM              749719100    12709   478495 SH      SHARED      02        371005            107490
D RSA SEC INC                    COM              749719100       79     3000 SH      SHARED      04          3000
D RTI INTL METALS INC            COM              74973W107      462    46200 SH      SHARED      01         46200
D RTI INTL METALS INC            COM              74973W107       14     1400 SH      SHARED      04          1400
D RWD TECHNOLOGIES INC           COM              74975B101       66     8500 SH      SHARED      01          4200              4300
D RWD TECHNOLOGIES INC           COM              74975B101        3      400 SH      SHARED      04           400
D RMH TELESERVICES INC           COM              749938106       48    12400 SH      SHARED      01         12400
D RF MICRODEVICES INC            COM              749941100       45     1000 SH      SHARED                  1000
D RF MICRODEVICES INC            COM              749941100    16030   350400 SH      SHARED      01         81800            268600
D RF MICRODEVICES INC            COM              749941100     1587    34700 SH      SHARED      02          4800             29900
D RF MICRODEVICES INC            COM              749941100       68     1500 SH      SHARED      04          1500
D RACING CHAMPIONS CORP          COM              750069106      412    72600 SH      SHARED      01         72600
D RACING CHAMPIONS CORP          COM              750069106        5     1000 SH      SHARED      04          1000
D RADIAN GROUP INC               COM              750236101    16425   382556 SH      SHARED      01        190235            192321
D RADIAN GROUP INC               COM              750236101      328     7650 SH      SHARED      02                            7650
D RADIAN GROUP INC               COM              750236101     1206    28100 SH      SHARED      04         28100
D RADIANCE MEDICAL SYSTEMS INC   COM              750241101        1      150 SH      SHARED      02           150
D RADIANT SYSTEMS INC            COM              75025N102       92     5700 SH      SHARED      01          3900              1800
D RADIANT SYSTEMS INC            COM              75025N102        8      500 SH      SHARED      02           500
D RADIANT SYSTEMS INC            COM              75025N102       14      900 SH      SHARED      04           900
D RADIO ONE INC                  CL A             75040P108     1635    39400 SH      SHARED      01         39400
D RADIO ONE INC                  CL A             75040P108        8      200 SH      SHARED      02           200
D RADIO ONE INC                  CL A             75040P108       29      700 SH      SHARED      04           700
D RADISYS CORP                   COM              750459109      494    12600 SH      SHARED      01         12600
D RADISYS CORP                   COM              750459109      513    13085 SH      SHARED      04         13085
D RAILAMERICA INC                COM              750753105      182    18500 SH      SHARED      01         18500
D RAILWORKS CORP                 COM              750789109     1027   114200 SH      SHARED      02        111800              2400
D RAILWORKS CORP                 COM              750789109      530    58950 SH      SHARED      03         58950
D RAILWORKS CORP                 COM              750789109     1764   196000 SH      SHARED      04        196000
D RAINBOW RENTALS INC            COM              750857104      408    44200 SH      SHARED      01         44200
D RAINFOREST CAFE INC            COM              75086K104       54    10350 SH      SHARED      01         10350
D RAINBOW TECHNOLOGIES INC       COM              750862104        3      300 SH      SHARED      01           300
D RAINBOW TECHNOLOGIES INC       COM              750862104      157    12000 SH      SHR/OTHR    01                  12000
D RAMBUS INC DEL                 COM              750917106     2351    35500 SH      SHARED      01         35500
D RAMBUS INC DEL                 COM              750917106      132     2000 SH      SHARED      02          2000
D RAMBUS INC DEL                 COM              750917106     7963   120200 SH      SHARED      04        120200
D RALCORP HLDGS INC NEW          COM              751028101     4309   243665 SH      SHARED      01        140328            103337
D RALCORP HLDGS INC NEW          COM              751028101      737    41700 SH      SHARED      04         41700
D RALSTON PURINA CO              COM RAL-PUR GP   751277302      292    10500 SH      SHARED                 10500
D RALSTON PURINA CO              COM RAL-PUR GP   751277302   129506  4645967 SH      SHARED      01       4010333            635634
D RALSTON PURINA CO              COM RAL-PUR GP   751277302      293    10541 SH      SHR/OTHR    01                   3981     6560
D RALSTON PURINA CO              COM RAL-PUR GP   751277302      318    11431 SH      SHARED      02         10095              1336
D RALSTON PURINA CO              COM RAL-PUR GP   751277302     6519   233900 SH      SHARED      04        233900
D RAMCO-GERSHENSON PPTYS TR      COM SH BEN INT   751452202       17     1200 SH      SHARED      01          1200
D RAMCO-GERSHENSON PPTYS TR      COM SH BEN INT   751452202       22     1500 SH      SHARED      04          1500
D RAMTRON INTL CORP              COM NEW          751907304        2     1040 SH      SHARED      01          1040
D RANGE RES CORP                 COM              75281A109        0       14 SH      SHARED      01            14
D RARE MEDIUM GROUP INC          COM              75382N109     2355   223038 SH      SHARED      01        128438             94600
D RARE MEDIUM GROUP INC          COM              75382N109      132    12500 SH      SHARED      02          2500             10000
D RARE MEDIUM GROUP INC          COM              75382N109       28     2700 SH      SHARED      04          2700
D RARE HOSPITALITY INTL INC      COM              753820109     2348   108600 SH      SHARED      01        108600
D RARE HOSPITALITY INTL INC      COM              753820109       19      900 SH      SHARED      04           900
D RATIONAL SOFTWARE CORP         COM NEW          75409P202    16318   557305 SH      SHARED      01        252663            304642
D RATIONAL SOFTWARE CORP         COM NEW          75409P202      156     5350 SH      SHARED      02          4795               555
D RATIONAL SOFTWARE CORP         COM NEW          75409P202     1440    49200 SH      SHARED      04         49200
D RAVENSWOOD WINERY INC          COM              754438109        2      200 SH      SHARED      02           200
D RAWLINGS SPORTING GOODS INC    COM              754459105        0      100 SH      SHARED      01           100
D RAYMOND JAMES FINANCIAL INC    COM              754730109     2056   103150 SH      SHARED      01        103150
D RAYMOND JAMES FINANCIAL INC    COM              754730109      753    37800 SH      SHARED      04         37800
D RAYONIER INC                   COM              754907103      197     4700 SH      SHARED                  4700
D RAYONIER INC                   COM              754907103    10002   238150 SH      SHARED      01        118275            119875
D RAYONIER INC                   COM              754907103      252     6015 SH      SHARED      02          2140              3875
D RAYONIER INC                   COM              754907103      819    19500 SH      SHARED      04         19500
D RAYOVAC CORP                   COM              755081106     1816    84000 SH      SHARED      01         81300              2700
D RAYOVAC CORP                   COM              755081106       54     2500 SH      SHARED      04          2500
D RAYTHEON CO                    CL A             755111309     2496    51466 SH      SHARED      01         50094              1372
D RAYTHEON CO                    CL A             755111309      227     4681 SH      SHR/OTHR    01                   3856      825
D RAYTHEON CO                    CL A             755111309        5      121 SH      SHARED      02            24                97
D RAYTHEON CO                    CL A             755111309     5761   118800 SH      SHARED      04        118800
D RAYTHEON CO                    CL B             755111408     1409    28400 SH      SHARED                 28400
D RAYTHEON CO                    CL B             755111408   244455  4926057 SH      SHARED      01       4123997            802060
D RAYTHEON CO                    CL B             755111408     2764    55716 SH      SHR/OTHR    01                  41950    13766
D RAYTHEON CO                    CL B             755111408       59     1206 SH      SHARED      02           286               920
D RAYTHEON CO                    CL B             755111408    36196   729400 SH      SHARED      04        729400
D RAZORFISH INC                  CL A             755236106     3123    71800 SH      SHARED      01          6000             65800
D RAZORFISH INC                  CL A             755236106       17      395 SH      SHARED      02           195               200
D RAZORFISH INC                  CL A             755236106       13      300 SH      SHARED      04           300
D READ-RITE CORP                 SUB NT CV 6.5%04 755246AA3    16905 40540000 PRN     SHARED      04      40540000
D READ-RITE CORP                 COM              755246105     1530   347300 SH      SHARED      01        242100            105200
D READ-RITE CORP                 COM              755246105      361    82000 SH      SHARED      02         82000
D READ-RITE CORP                 COM              755246105       18     4300 SH      SHARED      04          4300
D READERS DIGEST ASSN INC        CL A NON VTG     755267101      327    11200 SH      SHARED                 11200
D READERS DIGEST ASSN INC        CL A NON VTG     755267101    20863   713295 SH      SHARED      01        380395            332900
D READERS DIGEST ASSN INC        CL A NON VTG     755267101       55     1900 SH      SHR/OTHR    01                            1900
D READERS DIGEST ASSN INC        CL A NON VTG     755267101       70     2400 SH      SHARED      02           500              1900
D READERS DIGEST ASSN INC        CL A NON VTG     755267101     1883    64400 SH      SHARED      04         64400
D READERS DIGEST ASSN INC        CL B             755267200       44     1700 SH      SHARED      04          1700
D REALNETWORKS INC               COM              75605L104      836     8000 SH      SHARED                  8000
D REALNETWORKS INC               COM              75605L104     7204    68900 SH      SHARED      01         68900
D REALNETWORKS INC               COM              75605L104      793     7590 SH      SHARED      02          6690               900
D REALNETWORKS INC               COM              75605L104      292     2800 SH      SHARED      04          2800
D REALTY INCOME CORP             COM              756109104     2374   102700 SH      SHARED      01         80900             21800
D REALTY INCOME CORP             COM              756109104        2      105 SH      SHARED      02           105
D REALTY INCOME CORP             COM              756109104      189     8200 SH      SHARED      04          8200
D RECKSON SVC INDS INC           COM              75621J109        0       40 SH      SHARED      01            40
D RECKSON SVC INDS INC           COM              75621J109       12      808 SH      SHARED      02           568               240
D RECKSON ASSOCS RLTY CORP       COM              75621K106     2414   116000 SH      SHARED      01        112500              3500
D RECKSON ASSOCS RLTY CORP       COM              75621K106      583    28018 SH      SHARED      02         17200             10818
D RECKSON ASSOCS RLTY CORP       COM              75621K106       83     4000 SH      SHARED      04          4000
D RECKSON ASSOCS RLTY CORP       PFD CV SER A%    75621K205     2846   141000 SH      SHARED      04        141000
D RECKSON ASSOCS RLTY CORP       CL B             75621K304    13949   637671 SH      SHARED      04        637671
D RECOTON CORP                   COM              756268108        1      265 SH      SHARED      01           265
D RED HAT INC                    COM              756577102      633     6600 SH      SHARED      01          6600
D RED HAT INC                    COM              756577102       59      620 SH      SHARED      02            30               590
D RED HAT INC                    COM              756577102       67      700 SH      SHARED      04           700
D REDBACK NETWORKS INC           COM              757209101      432     4000 SH      SHARED                  4000
D REDBACK NETWORKS INC           COM              757209101     2764    25600 SH      SHARED      01         25600
D REDBACK NETWORKS INC           COM              757209101      213     1980 SH      SHARED      02          1980
D REDBACK NETWORKS INC           COM              757209101       32      300 SH      SHARED      04           300
D REDWOOD EMPIRE BANCORP         COM              757897103       50     2703 SH      SHARED      01          2703
D REDWOOD TR INC                 COM              758075402      780    60353 SH      SHARED      01         60353
D REDWOOD TR INC                 COM              758075402       11      900 SH      SHARED      02           900
D REDWOOD TR INC                 COM              758075402       11      900 SH      SHARED      04           900
D REEBOK INTL LTD                COM              758110100       18     1700 SH      SHARED                  1700
D REEBOK INTL LTD                COM              758110100     8596   804415 SH      SHARED      01        711513             92902
D REEBOK INTL LTD                COM              758110100      490    45900 SH      SHARED      04         45900
D REEDS JEWELERS INC             COM              758341101        1      524 SH      SHARED      01           524
D REFAC                          COM              758653109       22     5400 SH      SHARED      01          5400
D REGAL BELOIT CORP              COM              758750103     5221   251650 SH      SHARED      01        107900            143750
D REGAL BELOIT CORP              COM              758750103       56     2700 SH      SHARED      04          2700
D REGENERON PHARMACEUTICALS      COM              75886F107      257    31700 SH      SHARED      01         31700
D REGENERON PHARMACEUTICALS      COM              75886F107       12     1500 SH      SHARED      04          1500
D REGIS CORP MINN                COM              758932107     1596    82950 SH      SHARED      01         82950
D REGIS CORP MINN                COM              758932107       63     3300 SH      SHARED      04          3300
D REGENCY RLTY CORP              COM              758939102     1835    87400 SH      SHARED      01         82600              4800
D REGENCY RLTY CORP              COM              758939102      326    15550 SH      SHARED      04         15550
D REGIONS FINL CORP              COM              758940100      147     4900 SH      SHARED                  4900
D REGIONS FINL CORP              COM              758940100    93532  3117750 SH      SHARED      01       2578620            539130
D REGIONS FINL CORP              COM              758940100      266     8899 SH      SHARED      02          8045               854
D REGIONS FINL CORP              COM              758940100     7644   254800 SH      SHARED      04        254800
D REGENT ASSISTED LIVING INC     COM              758949101        8     3000 SH      SHARED      01          3000
D REHABCARE GROUP INC            COM              759148109        7      450 SH      SHARED      01           450
D REHABCARE GROUP INC            COM              759148109      172     9726 SH      SHARED      02          1026              8700
D REINSURANCE GROUP AMER INC     COM              759351109     2027    78950 SH      SHARED      01          9944             69006
D REINSURANCE GROUP AMER INC     COM              759351109     1042    40600 SH      SHARED      04         40600
D RELIANCE BANCORP INC           COM              759451107     1000    26600 SH      SHARED      01         26600
D RELIANCE BANCORP INC           COM              759451107     2814    74800 SH      SHARED      04         74800
D RELIANCE GROUP HOLDINGS INC    COM              759464100     2167   488500 SH      SHARED      01        243885            244615
D RELIANCE GROUP HOLDINGS INC    COM              759464100      310    69900 SH      SHARED      04         69900
D RELIANCE STEEL & ALUMINUM CO   COM              759509102      864    41175 SH      SHARED      01         41175
D RELIANCE STEEL & ALUMINUM CO   COM              759509102       47     2250 SH      SHARED      04          2250
D RELIANT ENERGY INC             COM              75952J108      167     6200 SH      SHARED                  6200
D RELIANT ENERGY INC             COM              75952J108   113744  4203109 SH      SHARED      01       3655189            547920
D RELIANT ENERGY INC             COM              75952J108      152     5648 SH      SHR/OTHR    01                   2648     3000
D RELIANT ENERGY INC             COM              75952J108      548    20281 SH      SHARED      02          5174             15107
D RELIANT ENERGY INC             COM              75952J108     6113   225900 SH      SHARED      04        225900
D RELIASTAR FINL CORP            COM              75952U103      259     7800 SH      SHARED                  7800
D RELIASTAR FINL CORP            COM              75952U103    19567   588484 SH      SHARED      01        288172            300312
D RELIASTAR FINL CORP            COM              75952U103       98     2966 SH      SHR/OTHR    01                            2966
D RELIASTAR FINL CORP            COM              75952U103     5143   154700 SH      SHARED      04        154700
D REMEC INC                      COM              759543101      406    29550 SH      SHARED      01         27250              2300
D REMEC INC                      COM              759543101       26     1900 SH      SHARED      04          1900
D REMEDY CORP                    COM              759548100     6922   243975 SH      SHARED      01        101200            142775
D REMEDY CORP                    COM              759548100      530    18700 SH      SHARED      02         18700
D REMEDY CORP                    COM              759548100       62     2200 SH      SHARED      04          2200
D RENAISSANCE WORLDWIDE INC      COM              75968A109      219    56620 SH      SHARED      01         56620
D RENAISSANCE WORLDWIDE INC      COM              75968A109       13     3400 SH      SHARED      04          3400
D REPUBLIC BANCSHARES INC        COM              759929102       49     3400 SH      SHARED      01          1400              2000
D REPUBLIC BANCSHARES INC        COM              759929102        8      600 SH      SHARED      04           600
D RENAL CARE GROUP INC           COM              759930100     2977   135925 SH      SHARED      01        135925
D RENAL CARE GROUP INC           COM              759930100       89     4100 SH      SHARED      04          4100
D RENT A CTR INC NEW             COM              76009N100     4021   215900 SH      SHARED      01         52800            163100
D RENT A CTR INC NEW             COM              76009N100       31     1700 SH      SHARED      04          1700
D RENT WAY INC                   COM              76009U104     1062    55933 SH      SHARED      01         52414              3519
D RENT WAY INC                   COM              76009U104       30     1600 SH      SHARED      04          1600
D REPSOL S A                     SPONSORED ADR    76026T205       55     2800 SH      SHARED      01          2800
D REPSOL S A                     SPONSORED ADR    76026T205       47     2400 SH      SHR/OTHR    01                   2400
D REPSOL S A                     SPONSORED ADR    76026T205       69     3500 SH      SHARED      02                            3500
D REPTRON ELECTRONICS INC        COM              76026W109       25     6000 SH      SHARED      02                            6000
D REPUBLIC BANCORP KY            CL A             760281204      164    16600 SH      SHARED      01         10600              6000
D REPUBLIC BANCORP KY            CL A             760281204        4      500 SH      SHARED      04           500
D REPUBLIC BANCORP INC           COM              760282103     1637   141634 SH      SHARED      01        141634
D REPUBLIC BANCORP INC           COM              760282103       48     4200 SH      SHARED      04          4200
D REPUBLIC GROUP INC             COM              760473108      296    21286 SH      SHARED      01         21286
D REPUBLIC GROUP INC             COM              760473108       13     1000 SH      SHARED      04          1000
D REPUBLIC N Y CORP              COM              760719104      270     4400 SH      SHARED                  4400
D REPUBLIC N Y CORP              COM              760719104    90220  1468509 SH      SHARED      01       1294873            173636
D REPUBLIC N Y CORP              COM              760719104    58601   953850 SH      SHARED      04        953850
D REPUBLIC SECURITY FINL CORP    COM              760758102     1585   182474 SH      SHARED      01        182474
D REPUBLIC SECURITY FINL CORP    COM              760758102      158    18194 SH      SHARED      02                           18194
D REPUBLIC SECURITY FINL CORP    COM              760758102       39     4600 SH      SHARED      04          4600
D REPUBLIC SVCS INC              COM              760759100     9053   832500 SH      SHARED      01        322400            510100
D REPUBLIC SVCS INC              COM              760759100      106     9800 SH      SHARED      04          9800
D RESEARCH FRONTIERS INC         COM              760911107       11     1125 SH      SHARED      01          1125
D RES-CARE INC                   COM              760943100      626    36850 SH      SHARED      01         36850
D RES-CARE INC                   COM              760943100       23     1400 SH      SHARED      04          1400
D RESTORATION HARDWARE INC DEL   COM              760981100        6      800 SH      SHARED      01           800
D RESTORATION HARDWARE INC DEL   COM              760981100        8     1100 SH      SHARED      04          1100
D RESMED INC                     COM              761152107     4819   145500 SH      SHARED      01         63000             82500
D RESMED INC                     COM              761152107       49     1500 SH      SHARED      04          1500
D RESORTQUEST INTL INC           COM              761183102       15     1700 SH      SHARED      01          1700
D RESOURCE AMERICA INC           CL A             761195205     2198   295590 SH      SHARED      01         81440            214150
D RESOURCE AMERICA INC           CL A             761195205       17     2300 SH      SHARED      04          2300
D RESOURCE ASSET INVESTMENT TR   COM              761196104       12     1100 SH      SHARED      01          1100
D RESOURCE BANCSHARES MTG GROUP  COM              761197102      274    55298 SH      SHARED      01         55298
D RESOURCE BANCSHARES MTG GROUP  COM              761197102        9     2000 SH      SHARED      04          2000
D RESPIRONICS INC                COM              761230101      881   106840 SH      SHARED      01        106840
D RESPIRONICS INC                COM              761230101       49     6000 SH      SHARED      02          6000
D RESPIRONICS INC                COM              761230101       27     3300 SH      SHARED      04          3300
D REUNION INDS INC               COM              761312107        0       90 SH      SHR/OTHR    01                              90
D REUTERS GROUP PLC              SPONSORED ADR    76132M102      537     7810 SH      SHARED      01          2870              4940
D REUTERS GROUP PLC              SPONSORED ADR    76132M102      411     5979 SH      SHR/OTHR    01                   4593     1386
D REUTERS GROUP PLC              SPONSORED ADR    76132M102      256     3729 SH      SHARED      02          1820              1909
D REUTERS GROUP PLC              SPONSORED ADR    76132M102      179     2600 SH      SHARED      04          2600
D REVLON INC                     CL A             761525500     4637   254082 SH      SHARED      01         33682            220400
D REVLON INC                     CL A             761525500      319    17500 SH      SHARED      02           500             17000
D REVLON INC                     CL A             761525500     1339    73400 SH      SHARED      04         73400
D REX STORES CORP                COM              761624105      558    18000 SH      SHARED      01         18000
D REXALL SUNDOWN INC             COM              761648104        1      100 SH      SHARED                   100
D REXALL SUNDOWN INC             COM              761648104     3238   263000 SH      SHARED      01        108900            154100
D REXALL SUNDOWN INC             COM              761648104       97     7900 SH      SHARED      04          7900
D REYNOLDS & REYNOLDS CO         CL A             761695105      165     8100 SH      SHARED                  8100
D REYNOLDS & REYNOLDS CO         CL A             761695105    12137   595689 SH      SHARED      01        282581            313108
D REYNOLDS & REYNOLDS CO         CL A             761695105      900    44200 SH      SHARED      04         44200
D REYNOLDS METALS CO             COM              761763101      114     1900 SH      SHARED                  1900
D REYNOLDS METALS CO             COM              761763101    62171  1029754 SH      SHARED      01        903494            126260
D REYNOLDS METALS CO             COM              761763101        9      150 SH      SHARED      02           150
D REYNOLDS METALS CO             COM              761763101    46270   766390 SH      SHARED      04        766390
D REYNOLDS R J TOB HLDGS INC     COM              76182K105      224     8333 SH      SHARED      04          8333
D REYNOLDS R J TOB HLDGS INC     COM              76182K105      297    11000 SH      SHARED                 11000
D REYNOLDS R J TOB HLDGS INC     COM              76182K105    21269   787769 SH      SHARED      01        397555            390214
D REYNOLDS R J TOB HLDGS INC     COM              76182K105       45     1690 SH      SHARED      02          1631                59
D REYNOLDS R J TOB HLDGS INC     COM              76182K105    13790   510766 SH      SHARED      04        510766
D RHODIA                         SPONSORED ADR    762397107        2      100 SH      SHARED                   100
D RHONE POULENC S A              SP ADR REP WT    762426138        3     1000 SH      SHARED      02                            1000
D RHONE POULENC S A              SPON ADR A       762426609       56     1100 SH      SHARED      01          1100
D RHONE POULENC S A              SPON ADR A       762426609      134     2625 SH      SHARED      02           200              2425
D RHYTHMS NETCONNECTIONS INC     COM              762430205       51     1500 SH      SHARED                  1500
D RHYTHMS NETCONNECTIONS INC     COM              762430205     3746   108600 SH      SHARED      01        100300              8300
D RHYTHMS NETCONNECTIONS INC     COM              762430205      147     4265 SH      SHARED      02          3365               900
D RHYTHMS NETCONNECTIONS INC     COM              762430205       75     2200 SH      SHARED      04          2200
D RIBI IMMUNOCHEM RESH INC       COM              762553105      670   297800 SH      SHARED      04        297800
D RIBOZYME PHARMACEUTICALS INC   COM              762567105       53    10700 SH      SHARED      01         10700
D RIBOZYME PHARMACEUTICALS INC   COM              762567105        5     1000 SH      SHR/OTHR    01                            1000
D RICHMOND CNTY FINL CORP        COM              764556106     1982   105400 SH      SHARED      01         88700             16700
D RICHMOND CNTY FINL CORP        COM              764556106       39     2100 SH      SHARED      04          2100
D RIGHTCHOICE MANAGED CARE INC   CL A             76657K101       16     1600 SH      SHARED      01          1600
D RIGGS NATL CORP WASH DC        COM              766570105     6483   384200 SH      SHARED      01        152300            231900
D RIGGS NATL CORP WASH DC        COM              766570105       28     1700 SH      SHARED      04          1700
D RIGHT MGMT CONSULTANTS INC     COM              766573109      106     9425 SH      SHARED      01          9425
D RISK CAP HLDGS INC             COM              767711104      346    22200 SH      SHARED      01         17200              5000
D RISK CAP HLDGS INC             COM              767711104       14      900 SH      SHARED      04           900
D RITE AID CORP                  COM              767754104      529    38300 SH      SHARED                 38300
D RITE AID CORP                  COM              767754104    55203  3996811 SH      SHARED      01       3427365            569446
D RITE AID CORP                  COM              767754104      113     8200 SH      SHR/OTHR    01                   4000     4200
D RITE AID CORP                  COM              767754104     3469   251200 SH      SHARED      02                          251200
D RITE AID CORP                  COM              767754104     7493   542500 SH      SHARED      04        542500
D RIVIANA FOODS INC              COM              769536103      642    33400 SH      SHARED      01         30500              2900
D RIVIANA FOODS INC              COM              769536103       26     1400 SH      SHR/OTHR    01                            1400
D RIVIANA FOODS INC              COM              769536103       17      900 SH      SHARED      04           900
D RIVIERA TOOL CO                COM              769648106       41    10185 SH      SHARED      01         10185
D ROADWAY EXPRESS INC DEL        COM              769742107     3632   179963 SH      SHARED      01         55250            124713
D ROADWAY EXPRESS INC DEL        COM              769742107       30     1500 SH      SHR/OTHR    01                            1500
D ROADWAY EXPRESS INC DEL        COM              769742107      789    39100 SH      SHARED      04         39100
D ROANOKE ELEC STL CORP          COM              769841107       78     4500 SH      SHARED      01          4500
D ROBERTS REALTY INVS            COM              769900101       16     2200 SH      SHARED      01          2200
D ROBERTS REALTY INVS            COM              769900101       95    12520 SH      SHARED      02                           12520
D ROBBINS & MYERS INC            COM              770196103      330    21300 SH      SHARED      01         21300
D ROBBINS & MYERS INC            COM              770196103       10      700 SH      SHARED      04           700
D ROBERT HALF INTL INC           COM              770323103        9      400 SH      SHR/OTHR    04                    400
D ROBERT HALF INTL INC           COM              770323103      220     9300 SH      SHARED                  9300
D ROBERT HALF INTL INC           COM              770323103    15515   653303 SH      SHARED      01        301655            351648
D ROBERT HALF INTL INC           COM              770323103       23     1000 SH      SHARED      02                            1000
D ROBERT HALF INTL INC           COM              770323103     3316   139625 SH      SHARED      04        139625
D ROBERTS PHARMACEUTICAL CORP    COM              770491108     6107   201900 SH      SHARED      01        132100             69800
D ROBERTS PHARMACEUTICAL CORP    COM              770491108        3      100 SH      SHARED      02           100
D ROBERTS PHARMACEUTICAL CORP    COM              770491108    20334   672200 SH      SHARED      04        672200
D ROBERTSON CECO CORP            COM PAR $0.01    770539203        3      400 SH      SHARED      01           400
D ROBOTIC VISION SYS INC         COM              771074101       13     3500 SH      SHARED      01          3500
D ROBOTIC VISION SYS INC         COM              771074101        0        2 SH      SHARED      02             2
D ROBOTIC VISION SYS INC         COM              771074101       14     3900 SH      SHARED      04          3900
D ROCHESTER MED CORP             COM              771497104        0      100 SH      SHARED      01           100
D ROCK FINL CORP MICH            COM              772150108      300    16400 SH      SHARED      01         16400
D ROCK FINL CORP MICH            COM              772150108       14      800 SH      SHARED      04           800
D ROCK-TENN CO                   CL A             772739207      646    44800 SH      SHARED      01         41410              3390
D ROCK-TENN CO                   CL A             772739207       15     1100 SH      SHARED      04          1100
D ROCKWELL INTL CORP NEW         COM              773903109   139285  2653050 SH      SHARED      01       2305875            347175
D ROCKWELL INTL CORP NEW         COM              773903109       42      800 SH      SHR/OTHR    01                             800
D ROCKWELL INTL CORP NEW         COM              773903109     1725    32862 SH      SHARED      02          8460             24402
D ROCKWELL INTL CORP NEW         COM              773903109     7932   151100 SH      SHARED      04        151100
D ROGERS CANTEL MOBILE COMMN     CL B RSTRG VTG   775102205        7      300 SH      SHARED                   300
D ROGERS COMMUNICATIONS INC      CL B             775109200     2499   148670 SH      SHARED      01        148670
D ROGERS CORP                    COM              775133101      591    16100 SH      SHARED      01         16100
D ROGERS CORP                    COM              775133101       25      700 SH      SHARED      04           700
D ROGUE WAVE SOFTWARE INC        COM              775369101       24     4000 SH      SHARED      02                            4000
D ROHM & HAAS CO                 COM              775371107      390    10800 SH      SHARED                 10800
D ROHM & HAAS CO                 COM              775371107    89936  2489596 SH      SHARED      01       2411064             78532
D ROHM & HAAS CO                 COM              775371107      235     6507 SH      SHR/OTHR    01                   3516     2991
D ROHM & HAAS CO                 COM              775371107      461    12767 SH      SHARED      02          3325              9442
D ROHM & HAAS CO                 COM              775371107     9042   250300 SH      SHARED      04        250300
D ROHN INDS INC                  COM              775381106       20    10200 SH      SHARED      01         10200
D ROLLINS INC                    COM              775711104       43     2800 SH      SHARED                  2800
D ROLLINS INC                    COM              775711104     5072   328611 SH      SHARED      01        119914            208697
D ROLLINS INC                    COM              775711104      262    17000 SH      SHARED      04         17000
D ROLLINS TRUCK LEASING CORP     COM              775741101     3152   311400 SH      SHARED      01        252350             59050
D ROLLINS TRUCK LEASING CORP     COM              775741101       20     2025 SH      SHR/OTHR    01                            2025
D ROLLINS TRUCK LEASING CORP     COM              775741101     1522   150337 SH      SHARED      02          6750            143587
D ROLLINS TRUCK LEASING CORP     COM              775741101       49     4900 SH      SHARED      04          4900
D ROMAC INTL INC                 COM              775835101      978   118215 SH      SHARED      01        116422              1793
D ROMAC INTL INC                 COM              775835101       30     3700 SH      SHARED      04          3700
D ROPER INDS INC NEW             COM              776696106    13356   349200 SH      SHARED      01        100100            249100
D ROPER INDS INC NEW             COM              776696106       76     2000 SH      SHR/OTHR    01                            2000
D ROPER INDS INC NEW             COM              776696106      107     2800 SH      SHARED      04          2800
D ROSLYN BANCORP INC             COM              778162107    10729   600270 SH      SHARED      01        163015            437255
D ROSLYN BANCORP INC             COM              778162107     1326    74200 SH      SHARED      04         74200
D ROSS STORES INC                COM              778296103      249    12400 SH      SHARED                 12400
D ROSS STORES INC                COM              778296103    14725   731692 SH      SHARED      01        393688            338004
D ROSS STORES INC                COM              778296103       82     4100 SH      SHARED      02                            4100
D ROSS STORES INC                COM              778296103     1504    74754 SH      SHARED      04         74754
D ROSTELECOM OPEN JT STK LNG DST SPONSORED ADR    778529107      317    68600 SH      SHARED      01         68600
D ROSTELECOM OPEN JT STK LNG DST SPONSORED ADR    778529107       18     4000 SH      SHARED      02                            4000
D ROUGE INDS INC DEL             CL A             779088103      336    45689 SH      SHARED      01         45689
D ROUGE INDS INC DEL             CL A             779088103        5      800 SH      SHARED      04           800
D ROUSE CO                       COM              779273101    10289   447385 SH      SHARED      01        182550            264835
D ROUSE CO                       COM              779273101       11      500 SH      SHR/OTHR    01                    500
D ROUSE CO                       COM              779273101     2671   116136 SH      SHARED      02         31257             84879
D ROUSE CO                       COM              779273101      172     7500 SH      SHARED      04          7500
D ROUSE CO                       PFD CONV SER B   779273309       46     1300 SH      SHARED      02          1300
D ROUSE CO                       PFD CONV SER B   779273309     6029   169262 SH      SHARED      04        169262
D ROWAN COS INC                  COM              779382100      329    20300 SH      SHARED                 20300
D ROWAN COS INC                  COM              779382100    18965  1167110 SH      SHARED      01       1062210            104900
D ROWAN COS INC                  COM              779382100      113     7000 SH      SHARED      02                            7000
D ROWAN COS INC                  COM              779382100     6254   384900 SH      SHARED      04        384900
D ROWE COS                       COM              779528108        4      505 SH      SHARED      01           505
D ROWECOM INC                    COM              77957X108      155     5600 SH      SHARED      01          5600
D ROWECOM INC                    COM              77957X108        5      200 SH      SHARED      02           200
D ROYAL APPLIANCE MFG CO         COM              780076105        8     1600 SH      SHARED      01          1600
D ROYAL APPLIANCE MFG CO         COM              780076105        5     1000 SH      SHARED      02                            1000
D ROYAL BANCSHARES PA INC        CL A             780081105        6      400 SH      SHARED      01           400
D ROYAL BANCSHARES PA INC        CL A             780081105        0        1 SH      SHARED      02             1
D ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF C    780097408       50     2000 SH      SHR/OTHR    01                            2000
D ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF D    780097606       24     1000 SH      SHR/OTHR    01                            1000
D ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF E    780097705       24     1000 SH      SHARED      02                            1000
D ROYAL BK SCOTLAND GROUP PLC    SP ADR I PRF I   780097861       95     4000 SH      SHARED      02          4000
D ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804  1225138 20743266 SH      SHARED      01      20289149     1200   452917
D ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804    40190   680481 SH      SHR/OTHR    01                 389456   291025
D ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804     2147    36355 SH      SHARED      02          7630             28725
D ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804    90998  1540725 SH      SHARED      04       1540725
D ROYCE VALUE TR INC             COM              780910105       96     7833 SH      SHR/OTHR    01                            7833
D ROYCE VALUE TR INC             COM              780910105       26     2102 SH      SHARED      02                            2102
D ROYCE MICRO-CAP TR INC         COM              780915104      449    52857 SH      SHARED      02         45449              7408
D RUBY TUESDAY INC               COM              781182100     7176   368030 SH      SHARED      01        158126            209904
D RUBY TUESDAY INC               COM              781182100       48     2500 SH      SHARED      02                            2500
D RUBY TUESDAY INC               COM              781182100     6220   319000 SH      SHARED      04        319000
D RUDDICK CORP                   COM              781258108       76     4800 SH      SHARED                  4800
D RUDDICK CORP                   COM              781258108     4856   305934 SH      SHARED      01        148834            157100
D RUDDICK CORP                   COM              781258108       63     4000 SH      SHARED      02          4000
D RUDDICK CORP                   COM              781258108     1592   100290 SH      SHARED      04        100290
D RURAL / METRO CORP             COM              781748108       86    13000 SH      SHARED      01         13000
D RUSS BERRIE & CO               COM              782233100     2673   127700 SH      SHARED      01         70200             57500
D RUSS BERRIE & CO               COM              782233100       20     1000 SH      SHARED      04          1000
D RUSSELL CORP                   COM              782352108       11      800 SH      SHARED                   800
D RUSSELL CORP                   COM              782352108     8297   584896 SH      SHARED      01        443996            140900
D RUSSELL CORP                   COM              782352108        8      600 SH      SHARED      02           600
D RUSSELL CORP                   COM              782352108      380    26800 SH      SHARED      04         26800
D RYANAIR HLDGS PLC              SPONSORED ADR    783513104      142     3100 SH      SHARED      01          3100
D RYANS FAMILY STEAK HOUSE INC   COM              783519101     4448   494325 SH      SHARED      01        234535            259790
D RYANS FAMILY STEAK HOUSE INC   COM              783519101       32     3600 SH      SHARED      04          3600
D RYDER SYS INC                  COM              783549108       34     1700 SH      SHARED                  1700
D RYDER SYS INC                  COM              783549108    21174  1039249 SH      SHARED      01        860046            179203
D RYDER SYS INC                  COM              783549108       16      800 SH      SHARED      02           200               600
D RYDER SYS INC                  COM              783549108     1287    63200 SH      SHARED      04         63200
D RYERSON TULL INC NEW           COM              78375P107       60     2600 SH      SHARED                  2600
D RYERSON TULL INC NEW           COM              78375P107     4887   211345 SH      SHARED      01         95034            116311
D RYERSON TULL INC NEW           COM              78375P107      911    39402 SH      SHARED      04         39402
D RYLAND GROUP INC               COM              783764103       45     2000 SH      SHARED                  2000
D RYLAND GROUP INC               COM              783764103     3400   149486 SH      SHARED      01         92900             56586
D RYLAND GROUP INC               COM              783764103       29     1300 SH      SHARED      04          1300
D S & T BANCORP INC              COM              783859101     1957    86040 SH      SHARED      01         86040
D S & T BANCORP INC              COM              783859101       45     2000 SH      SHARED      02                            2000
D S & T BANCORP INC              COM              783859101       56     2500 SH      SHARED      04          2500
D SBC COMMUNICATIONS INC         COM              78387G103        3       70 SH      SHARED      04                              70
D SBC COMMUNICATIONS INC         COM              78387G103       20      400 SH      SHR/OTHR    04                    400
D SBC COMMUNICATIONS INC         COM              78387G103     5739   112401 SH      SHARED                112401
D SBC COMMUNICATIONS INC         COM              78387G103  1480320 28990657 SH      SHARED      01      24271757           4718900
D SBC COMMUNICATIONS INC         COM              78387G103    18646   365170 SH      SHR/OTHR    01                 201131   164039
D SBC COMMUNICATIONS INC         COM              78387G103     3342    65457 SH      SHARED      02         11775             53682
D SBC COMMUNICATIONS INC         COM              78387G103   115091  2253953 SH      SHARED      04       2253903                50
D SBS TECHNOLOGIES INC           COM              78387P103        7      300 SH      SHARED      01           300
D SBE INC                        COM NEW          783873201       29     7500 SH      SHARED      01          7500
D SBA COMMUNICATIONS CORP        COM              78388J106     1101   101296 SH      SHARED      02        100096              1200
D SCI SYS INC                    COM              783890106      417     9400 SH      SHARED                  9400
D SCI SYS INC                    COM              783890106    19298   434278 SH      SHARED      01        217108            217170
D SCI SYS INC                    COM              783890106      293     6600 SH      SHARED      02          5000              1600
D SCI SYS INC                    COM              783890106     4017    90400 SH      SHARED      04         90400
D SCM MICROSYSTEMS INC           COM              784018103     6761   148800 SH      SHARED      01         48100            100700
D SCM MICROSYSTEMS INC           COM              784018103       63     1400 SH      SHARED      04          1400
D SCPIE HLDGS INC                COM              78402P104      847    26900 SH      SHARED      01         24700              2200
D SCPIE HLDGS INC                COM              78402P104       34     1100 SH      SHARED      04          1100
D SCP POOL CORP                  COM              784028102      310    13200 SH      SHARED      01         13200
D SCP POOL CORP                  COM              784028102       21      900 SH      SHARED      04           900
D SDL INC                        COM              784076101    15399   201800 SH      SHARED      01         53600            148200
D SDL INC                        COM              784076101       61      800 SH      SHARED      04           800
D SEI INVESTMENTS CO             COM              784117103    12998   145593 SH      SHARED      01         43500            102093
D SEI INVESTMENTS CO             COM              784117103      200     2246 SH      SHARED      04          2246
D SEMCO ENERGY INC               COM              78412D109      453    32537 SH      SHARED      01         32537
D SEMCO ENERGY INC               COM              78412D109       22     1600 SH      SHARED      04          1600
D SFX ENTMT INC                  CL A             784178105     8066   263406 SH      SHARED      01        105006            158400
D SFX ENTMT INC                  CL A             784178105      447    14600 SH      SHARED      04         14600
D S I HANDLING SYS INC           COM              784255101        4      525 SH      SHARED      01           525
D SJW CORP                       COM              784305104      144     1600 SH      SHARED      01          1600
D SJW CORP                       COM              784305104       18      200 SH      SHARED      04           200
D SK TELECOM LTD                 SPONSORED ADR    78440P108    10790  1046420 SH      SHARED      01       1046420
D SK TELECOM LTD                 SPONSORED ADR    78440P108       20     2000 SH      SHARED      02          2000
D SK TELECOM LTD                 SPONSORED ADR    78440P108       41     4000 SH      SHARED      04          4000
D SL GREEN RLTY CORP             COM              78440X101     1084    52900 SH      SHARED      01         50700              2200
D SL GREEN RLTY CORP             COM              78440X101       38     1900 SH      SHARED      04          1900
D S L INDS INC                   COM              784413106        1      100 SH      SHARED      01           100
D SLM HLDG CORP                  COM              78442A109      163     3800 SH      SHARED                  3800
D SLM HLDG CORP                  COM              78442A109   104310  2425823 SH      SHARED      01       2033621            392202
D SLM HLDG CORP                  COM              78442A109     1809    42079 SH      SHR/OTHR    01                  28337    13742
D SLM HLDG CORP                  COM              78442A109      767    17850 SH      SHARED      02           850             17000
D SLM HLDG CORP                  COM              78442A109    45558  1059500 SH      SHARED      04       1059500
D SLI INC                        COM              78442T108      947    44450 SH      SHARED      01         44450
D SLI INC                        COM              78442T108       27     1300 SH      SHARED      04          1300
D SPDR TR                        UNIT SER 1       78462F103    14033   108996 SH      SHARED      01        108996
D SPDR TR                        UNIT SER 1       78462F103    15410   119693 SH      SHARED      04        119693
D SPSS INC                       COM              78462K102      155     8000 SH      SHARED      01          8000
D SPSS INC                       COM              78462K102       13      700 SH      SHARED      04           700
D SPS TECHNOLOGIES INC           COM              784626103     2731    72000 SH      SHARED      01         72000
D SPS TECHNOLOGIES INC           COM              784626103      151     4000 SH      SHARED      02          4000
D SPS TECHNOLOGIES INC           COM              784626103       41     1100 SH      SHARED      04          1100
D SPX CORP                       COM              784635104       72      800 SH      SHARED                   800
D SPX CORP                       COM              784635104    19221   211812 SH      SHARED      01        104495            107317
D SPX CORP                       COM              784635104     1524    16800 SH      SHARED      04         16800
D S3 INC                         COM              784849101     6607   633064 SH      SHARED      01        315560            317504
D S3 INC                         COM              784849101       10     1040 SH      SHARED      02          1040
D S3 INC                         COM              784849101      448    43000 SH      SHARED      04         43000
D SVI HLDGS INC                  COM              784872103      548    61400 SH      SHARED      01         61400
D SVI HLDGS INC                  COM              784872103       22     2500 SH      SHARED      04          2500
D SYNC RESH INC                  COM NEW          785065202        0      203 SH      SHARED      02           203
D SABINE ROYALTY TR              UNIT BEN INT     785688102       43     3000 SH      SHARED      01                            3000
D SABRATEK CORP                  COM              78571U108      114    40600 SH      SHARED      01         40600
D SABRATEK CORP                  COM              78571U108        2      900 SH      SHARED      04           900
D SABRE HLDGS CORP               CL A             785905100    11941   277700 SH      SHARED      01         95500            182200
D SABRE HLDGS CORP               CL A             785905100       30      700 SH      SHARED      04           700
D SAF T LOK INC                  COM              78636P102       25    16100 SH      SHARED      01         16100
D SAFECO CORP                    COM              786429100       33     1200 SH      SHARED                  1200
D SAFECO CORP                    COM              786429100    57176  2042031 SH      SHARED      01       1719001            323030
D SAFECO CORP                    COM              786429100        1       66 SH      SHARED      02                              66
D SAFECO CORP                    COM              786429100     6896   246300 SH      SHARED      04        246300
D SAFEGUARD SCIENTIFICS INC      SB NT CV 144A 06 786449AD0    16236 14760000 PRN     SHARED      04      14760000
D SAFEGUARD SCIENTIFICS INC      COM              786449108    12396   182300 SH      SHARED      01         72400            109900
D SAFEGUARD SCIENTIFICS INC      COM              786449108       30      450 SH      SHARED      02                             450
D SAFEGUARD SCIENTIFICS INC      COM              786449108       68     1000 SH      SHARED      04          1000
D SAFESCIENCE INC                COM              786452102      314    19800 SH      SHARED      01         16800              3000
D SAFESCIENCE INC                COM              786452102       11      700 SH      SHARED      04           700
D SAFESKIN CORP                  COM              786454108     2496   303700 SH      SHARED      01        166600            137100
D SAFESKIN CORP                  COM              786454108       64     7800 SH      SHARED      02          6800              1000
D SAFESKIN CORP                  COM              786454108      120    14711 SH      SHARED      04         14711
D SAFETY COMPONENTS INTL INC     COM              786474106       21     7000 SH      SHARED      01          7000
D SAFETY 1ST INC                 COM              786475103     4428   627018 SH      SHARED      01        627018
D SAFETY-KLEEN CORP NEW          COM NEW          78648R203     4049   335731 SH      SHARED      01         64150            271581
D SAFETY-KLEEN CORP NEW          COM NEW          78648R203       27     2300 SH      SHARED      04          2300
D SAFEWAY INC                    COM NEW          786514208       12      330 SH      SHARED      04           330
D SAFEWAY INC                    COM NEW          786514208       26      700 SH      SHR/OTHR    04                    700
D SAFEWAY INC                    COM NEW          786514208      787    20700 SH      SHARED                 20700
D SAFEWAY INC                    COM NEW          786514208   279421  7341212 SH      SHARED      01       6064973           1276239
D SAFEWAY INC                    COM NEW          786514208     1760    46248 SH      SHR/OTHR    01                  25550    20698
D SAFEWAY INC                    COM NEW          786514208      294     7733 SH      SHARED      02          5400              2333
D SAFEWAY INC                    COM NEW          786514208    25948   681730 SH      SHARED      04        681730
D SAGA COMMUNICATIONS            CL A             786598102      217     9438 SH      SHARED      01          9438
D SAGA COMMUNICATIONS            CL A             786598102        5      246 SH      SHARED      02           246
D SAGA COMMUNICATIONS            CL A             786598102       11      500 SH      SHARED      04           500
D SAGA SYS INC                   COM              786610105     1292    89500 SH      SHARED      01         76000             13500
D SAGA SYS INC                   COM              786610105       14     1000 SH      SHARED      02          1000
D SAGA SYS INC                   COM              786610105       40     2800 SH      SHARED      04          2800
D SAGENT TECHNOLOGY INC          COM              786693101      180    19100 SH      SHARED      01         19100
D SAGENT TECHNOLOGY INC          COM              786693101       18     2000 SH      SHARED      02          2000
D SAGENT TECHNOLOGY INC          COM              786693101       10     1100 SH      SHARED      04          1100
D ST FRANCIS CAP CORP            COM              789374105      209    10200 SH      SHARED      01         10200
D ST FRANCIS CAP CORP            COM              789374105       16      800 SH      SHARED      04           800
D ST HELENA GOLD MINES LTD       ADR              789670205       12     3900 SH      SHARED      02                            3900
D ST JOE CO                      COM              790148100     1026    47600 SH      SHARED      01         45400              2200
D ST JOE CO                      COM              790148100      536    24900 SH      SHR/OTHR    01                           24900
D ST JOE CO                      COM              790148100      211     9800 SH      SHARED      02          7000              2800
D ST JOE CO                      COM              790148100       19      900 SH      SHARED      04           900
D ST JOSEPH LT & PWR CO          COM              790654107       49     2400 SH      SHARED      01          2400
D ST JOSEPH LT & PWR CO          COM              790654107      114     5554 SH      SHR/OTHR    01                            5554
D ST JUDE MED INC                COM              790849103    37326  1184964 SH      SHARED      01        981234            203730
D ST JUDE MED INC                COM              790849103       40     1300 SH      SHARED      02                            1300
D ST JUDE MED INC                COM              790849103     3921   124500 SH      SHARED      04        124500
D ST MARY LD & EXPL CO           COM              792228108      911    34900 SH      SHARED      01         34900
D ST MARY LD & EXPL CO           COM              792228108       33     1300 SH      SHARED      04          1300
D ST PAUL BANCORP INC            COM              792848103    12422   543075 SH      SHARED      01        227249            315826
D ST PAUL BANCORP INC            COM              792848103       84     3700 SH      SHARED      04          3700
D ST PAUL CAP L L C              PFD MIPS 6%      792856205    23061   421700 SH      SHARED      04        421700
D ST PAUL COS INC                COM              792860108       90     3300 SH      SHARED                  3300
D ST PAUL COS INC                COM              792860108    96273  3500856 SH      SHARED      01       2931324            569532
D ST PAUL COS INC                COM              792860108      229     8342 SH      SHARED      02          3590              4752
D ST PAUL COS INC                COM              792860108    10186   370412 SH      SHARED      04        370412
D SAKS INC                       COM              79377W108      238    15700 SH      SHARED                 15700
D SAKS INC                       COM              79377W108    15901  1047040 SH      SHARED      01        525237            521803
D SAKS INC                       COM              79377W108     1210    79700 SH      SHARED      04         79700
D SALEM COMMUNICATIONS CORP DEL  CL A             794093104      573    22500 SH      SHARED      02         22000               500
D SALEM COMMUNICATIONS CORP DEL  CL A             794093104      360    14126 SH      SHARED      04         14126
D SALESLOGIX CORP                COM              79466P105       50     2500 SH      SHARED      01          2500
D SALESLOGIX CORP                COM              79466P105        6      300 SH      SHARED      04           300
D SALOMON BROS HIGH INCOME FD II COM              794907105      156    13650 SH      SHARED      02                           13650
D SALOMON BROTHERS FD INC        COM              795477108       37     1974 SH      SHARED      01          1974
D SALOMON BROTHERS FD INC        COM              795477108       28     1500 SH      SHARED      02          1500
D SALOMON BROS 2008 WORLDWIDE    COM              79548R103       55     6000 SH      SHARED      02          1000              5000
D SALTON INC                     COM              795757103     1148    37050 SH      SHARED      01         37050
D SALTON INC                     COM              795757103      103     3350 SH      SHARED      02                            3350
D SALTON INC                     COM              795757103       24      800 SH      SHARED      04           800
D SAMSONITE CORP NEW             COM              79604V105       21     3156 SH      SHARED      01          3156
D SAN JUAN BASIN RTY TR          UNIT BEN INT     798241105       17     2000 SH      SHR/OTHR    01                   2000
D SAN JUAN BASIN RTY TR          UNIT BEN INT     798241105        9     1100 SH      SHARED      02                            1100
D SANCHEZ COMPUTER ASSOCS INC    COM              799702105     1345    38300 SH      SHARED      01         35300              3000
D SANCHEZ COMPUTER ASSOCS INC    COM              799702105       38     1100 SH      SHARED      04          1100
D SANDERSON FARMS INC            COM              800013104      156    15650 SH      SHARED      01         12150              3500
D SANDERSON FARMS INC            COM              800013104        5      500 SH      SHARED      04           500
D SANDISK CORP                   COM              80004C101     3924    60200 SH      SHARED      01         58900              1300
D SANDISK CORP                   COM              80004C101      104     1600 SH      SHARED      02          1600
D SANDISK CORP                   COM              80004C101      162     2500 SH      SHARED      04          2500
D SANDY SPRING BANCORP INC       COM              800363103      390    12600 SH      SHARED      01         12600
D SANDY SPRING BANCORP INC       COM              800363103     1028    33168 SH      SHARED      02           700             32468
D SANDY SPRING BANCORP INC       COM              800363103       27      900 SH      SHARED      04           900
D SANMINA CORP                   SB DB CV 144A 04 800907AA5    41299 37040000 PRN     SHARED      04      37040000
D SANMINA CORP                   COM              800907107    31066   401512 SH      SHARED      01        205002            196510
D SANMINA CORP                   COM              800907107      328     4250 SH      SHR/OTHR    01                   4250
D SANMINA CORP                   COM              800907107    37975   490800 SH      SHARED      04        490325               475
D SANGSTAT MED CORP              COM              801003104      966    45200 SH      SHARED      01         45200
D SANGSTAT MED CORP              COM              801003104       29     1400 SH      SHARED      04          1400
D SANTA BARBARA RESTAURANT GP    COM              801378100       25    12863 SH      SHARED      01         12863
D SANTA CRUZ OPERATION INC       COM              801833104      297    24900 SH      SHARED      01         24200               700
D SANTA CRUZ OPERATION INC       COM              801833104     3974   332915 SH      SHARED      02        332915
D SANTA CRUZ OPERATION INC       COM              801833104       19     1600 SH      SHARED      04          1600
D SANTA FE ENERGY TR             RCPT DEP UNITS   802013102       18     1000 SH      SHARED      02                            1000
D SANTA FE SNYDER CORP           COM              80218K105      176    19600 SH      SHARED                 19600
D SANTA FE SNYDER CORP           COM              80218K105    13356  1484043 SH      SHARED      01        552483            931560
D SANTA FE SNYDER CORP           COM              80218K105       72     8000 SH      SHARED      02          2000              6000
D SANTA FE SNYDER CORP           COM              80218K105     1788   198700 SH      SHARED      04        198700
D SAP AKTIENGESELLSCHAFT         SPONSORED ADR    803054204       39     1056 SH      SHARED      02           856               200
D SAP AKTIENGESELLSCHAFT         SPONSORED ADR    803054204    10947   290000 SH      SHARED      04        290000
D SAPIENT CORP                   COM              803062108     1602    17000 SH      SHARED      01         17000
D SAPIENT CORP                   COM              803062108     1981    21026 SH      SHARED      04         21026
D SARA LEE CORP                  COM              803111103      930    39801 SH      SHARED                 39801
D SARA LEE CORP                  COM              803111103   307201 13142324 SH      SHARED      01      11105830           2036494
D SARA LEE CORP                  COM              803111103     3615   154668 SH      SHR/OTHR    01                  76100    78568
D SARA LEE CORP                  COM              803111103     1316    56338 SH      SHARED      02         23550             32788
D SARA LEE CORP                  COM              803111103    19204   821600 SH      SHARED      04        821600
D SAUCONY INC                    CL B             804120202       23     1500 SH      SHARED      01          1500
D SAUER INC                      COM              804137107      522    42900 SH      SHARED      01         38300              4600
D SAUER INC                      COM              804137107       13     1100 SH      SHARED      04          1100
D SAUL CTRS INC                  COM              804395101       31     2000 SH      SHARED      01          2000
D SAUL CTRS INC                  COM              804395101       17     1100 SH      SHARED      02                            1100
D SAUL CTRS INC                  COM              804395101       56     3600 SH      SHARED      04          3600
D SAVILLE SYS PLC                SPONSORED ADR    805174109       95     6500 SH      SHARED      01          6200               300
D SAVILLE SYS PLC                SPONSORED ADR    805174109     1326    90300 SH      SHARED      02         87700              2600
D SAVILLE SYS PLC                SPONSORED ADR    805174109    50325  3426526 SH      SHARED      04       3426526
D SAVOIR TECHNOLOGY GROUP INC    COM              80533W107       73     8700 SH      SHARED      01          8700
D SAWTEK INC                     COM              805468105     2432    69500 SH      SHARED      01         67900              1600
D SAWTEK INC                     COM              805468105       80     2300 SH      SHARED      04          2300
D SCAN OPTICS INC                COM              805894102       23     8500 SH      SHARED      01          8500
D SCANA CORP                     COM              805898103      256    10600 SH      SHARED                 10600
D SCANA CORP                     COM              805898103    13251   547876 SH      SHARED      01        340018            207858
D SCANA CORP                     COM              805898103      526    21770 SH      SHR/OTHR    01                   4800    16970
D SCANA CORP                     COM              805898103      175     7266 SH      SHARED      02                            7266
D SCANA CORP                     COM              805898103     2791   115400 SH      SHARED      04        115400
D SCANSOFT INC                   COM              80603P107        8     3874 SH      SHARED      02          3874
D SCANSOURCE INC                 COM              806037107       11      400 SH      SHARED      01           400
D SCHAWK INC                     CL A             806373106      160    16500 SH      SHARED      01         16500
D SCHAWK INC                     CL A             806373106        8      900 SH      SHARED      04           900
D SCHEIN HENRY INC               COM              806407102     1150    80734 SH      SHARED      01         80734
D SCHEIN HENRY INC               COM              806407102       42     2950 SH      SHARED      02                            2950
D SCHEIN HENRY INC               COM              806407102      280    19675 SH      SHARED      04         19675
D SCHEIN PHARMACEUTICAL INC      COM              806416103       27     2900 SH      SHARED      01          1600              1300
D SCHEIN PHARMACEUTICAL INC      COM              806416103        3      400 SH      SHARED      04           400
D SCHERING PLOUGH CORP           COM              806605101     4275    98000 SH      SHARED                 98000
D SCHERING PLOUGH CORP           COM              806605101   918983 21065527 SH      SHARED      01      17613186           3452341
D SCHERING PLOUGH CORP           COM              806605101     7793   178650 SH      SHR/OTHR    01                 129050    49600
D SCHERING PLOUGH CORP           COM              806605101     8168   187232 SH      SHARED      02         36854            150378
D SCHERING PLOUGH CORP           COM              806605101   325137  7453000 SH      SHARED      04       7453000
D SCHLOTZSKYS INC                COM              806832101        1      200 SH      SHARED                   200
D SCHLUMBERGER LTD               COM              806857108   324544  5208372 SH      SHARED      01       5208372
D SCHLUMBERGER LTD               COM              806857108     6898   110713 SH      SHARED      02         24280             86433
D SCHLUMBERGER LTD               COM              806857108    32978   529247 SH      SHARED      04        529247
D SCHNITZER STL INDS             CL A             806882106      246    13500 SH      SHARED      02         13500
D SCHOLASTIC CORP                COM              807066105       70     1400 SH      SHARED                  1400
D SCHOLASTIC CORP                COM              807066105     4650    93000 SH      SHARED      01         62200             30800
D SCHOLASTIC CORP                COM              807066105      140     2800 SH      SHARED      02                            2800
D SCHOLASTIC CORP                COM              807066105      485     9700 SH      SHARED      04          9700
D SCHOOL SPECIALTY INC           COM              807863105      358    21257 SH      SHARED      01         21257
D SCHOOL SPECIALTY INC           COM              807863105        1       61 SH      SHR/OTHR    01                              61
D SCHOOL SPECIALTY INC           COM              807863105        4      248 SH      SHARED      02           124               124
D SCHOOL SPECIALTY INC           COM              807863105       33     2000 SH      SHARED      04          2000
D SCHUFF STL CO                  COM              808156103        0      100 SH      SHARED      01           100
D SCHULER HOMES INC              COM              808188106       16     2400 SH      SHARED      01          2400
D SCHULMAN A INC                 COM              808194104       53     3100 SH      SHARED                  3100
D SCHULMAN A INC                 COM              808194104     4656   268978 SH      SHARED      01        143319            125659
D SCHULMAN A INC                 COM              808194104      323    18700 SH      SHARED      04         18700
D SCHULTZ SAV O STORES INC       COM              808196109        4      300 SH      SHARED      01           300
D SCHWAB CHARLES CORP NEW        COM              808513105       66     2000 SH      SHARED                  2000
D SCHWAB CHARLES CORP NEW        COM              808513105   373749 11177736 SH      SHARED      01       9652876           1524860
D SCHWAB CHARLES CORP NEW        COM              808513105      155     4650 SH      SHR/OTHR    01                   1950     2700
D SCHWAB CHARLES CORP NEW        COM              808513105      392    11725 SH      SHARED      02           450             11275
D SCHWAB CHARLES CORP NEW        COM              808513105    23407   700050 SH      SHARED      04        700050
D SCHWEITZER-MAUDUIT INTL INC    COM              808541106     1917   148181 SH      SHARED      01         79551             68630
D SCHWEITZER-MAUDUIT INTL INC    COM              808541106       27     2105 SH      SHR/OTHR    01                    916     1189
D SCHWEITZER-MAUDUIT INTL INC    COM              808541106        2      180 SH      SHARED      02            60               120
D SCHWEITZER-MAUDUIT INTL INC    COM              808541106       20     1600 SH      SHARED      04          1600
D SCIENT CORP                    COM              80864H109      972    15200 SH      SHARED      01         15200
D SCIENT CORP                    COM              80864H109       32      500 SH      SHARED      02           500
D SCIENT CORP                    COM              80864H109       12      200 SH      SHARED      04           200
D SCIENTIFIC ATLANTA INC         COM              808655104     1353    27300 SH      SHARED                 27300
D SCIENTIFIC ATLANTA INC         COM              808655104    54540  1100442 SH      SHARED      01        945364            155078
D SCIENTIFIC ATLANTA INC         COM              808655104     1016    20500 SH      SHARED      02          6550             13950
D SCIENTIFIC ATLANTA INC         COM              808655104     4759    96028 SH      SHARED      04         96028
D SCIENTIFIC GAMES HLDGS CORP    COM              808747109     3254   164800 SH      SHARED      01         45400            119400
D SCIENTIFIC GAMES HLDGS CORP    COM              808747109       17      900 SH      SHARED      04           900
D SCIOS INC                      COM              808905103       49    13499 SH      SHARED      01         13499
D SCIOS INC                      COM              808905103        3      890 SH      SHARED      02           100               790
D SCIOS INC                      COM              808905103       95    25864 SH      SHARED      04         25864
D SCITEX LTD                     ORD              809090103       35     3200 SH      SHARED      01          3200
D SCOPE INDS                     COM              809163108       17      300 SH      SHARED      01           300
D SCOTT TECHNOLOGIES INC         COM              810022301     1481    75022 SH      SHARED      01         75022
D SCOTT TECHNOLOGIES INC         COM              810022301       27     1400 SH      SHARED      04          1400
D SCOTTISH PWR PLC               SPON ADR FINAL   81013T705        5      140 SH      SHARED      02                             140
D SCOTTS CO                      CL A             810186106     6568   189700 SH      SHARED      01         77800            111900
D SCOTTS CO                      CL A             810186106       58     1700 SH      SHARED      04          1700
D SCOTTS LIQUID GOLD INC         COM              810202101        1     2000 SH      SHARED      02                            2000
D SCRIPPS E W CO OHIO            CL A             811054204     7242   147425 SH      SHARED      01         70585             76840
D SCRIPPS E W CO OHIO            CL A             811054204       39      800 SH      SHARED      04           800
D SCUDDER GLOBAL HIGH INCOME FD  COM              81115E101       22     4600 SH      SHARED      02                            4600
D SCUDDER NEW ASIA FD INC        COM              811183102      145    10000 SH      SHR/OTHR    01                           10000
D SCUDDER NEW ASIA FD INC        COM              811183102       36     2500 SH      SHARED      02          2500
D SEA CONTAINERS LTD             CL A             811371707       70     2500 SH      SHARED      01          2500
D SEA CONTAINERS LTD             CL A             811371707       14      500 SH      SHR/OTHR    01                    500
D SEABOARD CORP                  COM              811543107      259     1200 SH      SHARED      01           900               300
D SEABOARD CORP                  COM              811543107        6       30 SH      SHARED      04            30
D SEACOAST FINL SVCS CORP        COM              81170Q106      780    78077 SH      SHARED      01         51892             26185
D SEACOAST FINL SVCS CORP        COM              81170Q106       24     2400 SH      SHARED      04          2400
D SEACOAST BKG CORP FLA          CL A             811707108       14      500 SH      SHARED      01           500
D SEACOAST BKG CORP FLA          CL A             811707108       17      600 SH      SHR/OTHR    01                             600
D SEACOAST BKG CORP FLA          CL A             811707108       29     1000 SH      SHARED      02                            1000
D SEAGATE TECHNOLOGY             COM              811804103   106957  3492474 SH      SHARED      01       2931750            560724
D SEAGATE TECHNOLOGY             COM              811804103      303     9900 SH      SHARED      02          5600              4300
D SEAGATE TECHNOLOGY             COM              811804103    47824  1561600 SH      SHARED      04       1561600
D SEAGRAM LTD                    COM              811850106   175090  3848153 SH      SHARED      01       3848153
D SEAGRAM LTD                    COM              811850106      386     8500 SH      SHARED      02          4600              3900
D SEAGRAM LTD                    COM              811850106    19660   432100 SH      SHARED      04        432100
D SEAGRAM LTD                    PFD ADJ CV SEC   811850205     3951    85090 SH      SHARED      04         85090
D SEACOR SMIT INC                COM              811904101     4299    83900 SH      SHARED      01         61200             22700
D SEACOR SMIT INC                COM              811904101      210     4100 SH      SHARED      04          4100
D SEALED AIR CORP NEW            COM              81211K100       97     1900 SH      SHARED                  1900
D SEALED AIR CORP NEW            COM              81211K100    63771  1242826 SH      SHARED      01       1044673            198153
D SEALED AIR CORP NEW            COM              81211K100      217     4241 SH      SHR/OTHR    01                            4241
D SEALED AIR CORP NEW            COM              81211K100      116     2266 SH      SHARED      02           428              1838
D SEALED AIR CORP NEW            COM              81211K100     5384   104928 SH      SHARED      04        104928
D SEALED AIR CORP NEW            PFD CV A $2      81211K209     3527    69503 SH      SHARED      01         66431              3072
D SEALED AIR CORP NEW            PFD CV A $2      81211K209      442     8713 SH      SHR/OTHR    01                   6500     2213
D SEALED AIR CORP NEW            PFD CV A $2      81211K209      117     2317 SH      SHARED      02           380              1937
D SEALED AIR CORP NEW            PFD CV A $2      81211K209   118356  2332155 SH      SHARED      04       2332155
D SEARS ROEBUCK & CO             COM              812387108      210     6701 SH      SHARED                  6701
D SEARS ROEBUCK & CO             COM              812387108   170322  5428620 SH      SHARED      01       4638898            789722
D SEARS ROEBUCK & CO             COM              812387108      435    13894 SH      SHR/OTHR    01                   1644    12250
D SEARS ROEBUCK & CO             COM              812387108      163     5212 SH      SHARED      02           300              4912
D SEARS ROEBUCK & CO             COM              812387108     6008   191500 SH      SHARED      04        191500
D SEATTLE FILMWORKS INC          COM              812572105        4     1012 SH      SHARED      01          1012
D SECOND BANCORP INC             COM              813114105      394    14600 SH      SHARED      01         14600
D SECOND BANCORP INC             COM              813114105       29     1100 SH      SHARED      04          1100
D SECTOR SPDR TR                 SBI INT-ENERGY   81369Y506       21      800 SH      SHARED      02           600               200
D SECTOR SPDR TR                 SBI INT-TECH     81369Y803       16      400 SH      SHARED      02                             400
D SECURITY CAP GROUP INC         CL B             81413P204     4112   280000 SH      SHARED      01        128900            151100
D SECURITY CAP GROUP INC         CL B             81413P204       49     3400 SH      SHARED      04          3400
D SECURITY CAP CORP DEL          CL A NEW         814131405        0       25 SH      SHARED      02            25
D SECURITY FIRST TECHNOLOGIES CP COM              814279105     7110   182900 SH      SHARED      01         78900            104000
D SECURITY FIRST TECHNOLOGIES CP COM              814279105      116     3000 SH      SHARED      02                            3000
D SECURITY FIRST TECHNOLOGIES CP COM              814279105      128     3300 SH      SHARED      04          3300
D SECURITY PA FINL CORP          COM              814847109      759    75000 SH      SHARED      04         75000
D SEGUE SOFTWARE INC             COM              815807102      342    25000 SH      SHARED      02         25000
D SEIBELS BRUCE GROUP INC        COM NEW          816006209       45    15300 SH      SHARED      01         15300
D SEITEL INC                     COM NEW          816074306     1919   196904 SH      SHARED      01        100002             96902
D SEITEL INC                     COM NEW          816074306       63     6500 SH      SHARED      04          6500
D SELECT COMFORT CORP            COM              81616X103       57     8300 SH      SHARED      01          8300
D SELECT COMFORT CORP            COM              81616X103       11     1700 SH      SHARED      04          1700
D SELECT APPOINTMENTS HLDGS PLC  SPONSORED ADR    81617E203      165     4900 SH      SHARED      01          4900
D SELECTIVE INS GROUP INC        COM              816300107     3101   164300 SH      SHARED      01        133100             31200
D SELECTIVE INS GROUP INC        COM              816300107       49     2600 SH      SHARED      04          2600
D SEMTECH CORP                   COM              816850101     3358    91700 SH      SHARED      01         89300              2400
D SEMTECH CORP                   COM              816850101      113     3100 SH      SHARED      04          3100
D SEMPRA ENERGY                  COM              816851109      112     5400 SH      SHARED                  5400
D SEMPRA ENERGY                  COM              816851109    76333  3667768 SH      SHARED      01       3010397            657371
D SEMPRA ENERGY                  COM              816851109      161     7751 SH      SHR/OTHR    01                   7000      751
D SEMPRA ENERGY                  COM              816851109      112     5404 SH      SHARED      02           901              4503
D SEMPRA ENERGY                  COM              816851109     4097   196900 SH      SHARED      04        196900
D SEMITOOL INC                   COM              816909105        4      500 SH      SHARED                   500
D SENECA FOODS CORP NEW          CL B             817070105        2      200 SH      SHARED      01           200
D SENECA FOODS CORP NEW          CL A             817070501        2      200 SH      SHARED      01           200
D SENETEK PLC                    SPONSORED ADR    817209307        0      500 SH      SHARED      02           500
D SENSORMATIC ELECTRS CORP       COM              817265101       97     7700 SH      SHARED                  7700
D SENSORMATIC ELECTRS CORP       COM              817265101     7837   617768 SH      SHARED      01        295250            322518
D SENSORMATIC ELECTRS CORP       COM              817265101     3103   244600 SH      SHARED      04        244600
D SENSORMATIC ELECTRS CORP       PFD 1/10CV6.5%   817265200    47456  2433676 SH      SHARED      04       2433676
D SEPRACOR INC                   SB DB CV 144A 05 817315AC8      835   500000 PRN     SHARED      01        500000
D SEPRACOR INC                   SB DB CV144A7%05 817315AF1    19425 21000000 PRN     SHARED      04      21000000
D SEPRACOR INC                   COM              817315104      218     2900 SH      SHARED                  2900
D SEPRACOR INC                   COM              817315104    16836   223000 SH      SHARED      01        111100            111900
D SEPRACOR INC                   COM              817315104       15      200 SH      SHARED      02                             200
D SEPRACOR INC                   COM              817315104     1374    18200 SH      SHARED      04         18200
D SEQUA CORPORATION              CL A             817320104       56      900 SH      SHARED                   900
D SEQUA CORPORATION              CL A             817320104     4400    69853 SH      SHARED      01         39900             29953
D SEQUA CORPORATION              CL A             817320104      384     6100 SH      SHARED      04          6100
D SEQUENT COMPUTER SYS INC       COM              817338106        0     4500 SH      SHARED                  4500
D SEQUENT COMPUTER SYS INC       COM              817338106        0   114100 SH      SHARED      04        114100
D SERENA SOFTWARE INC            COM              817492101       17     1000 SH      SHARED      02          1000
D SERENA SOFTWARE INC            COM              817492101       13      800 SH      SHARED      04           800
D SEROLOGICALS CORP              COM              817523103      242    57075 SH      SHARED      01         55850              1225
D SEROLOGICALS CORP              COM              817523103        4     1000 SH      SHARED      02                            1000
D SEROLOGICALS CORP              COM              817523103        9     2200 SH      SHARED      04          2200
D SERVICE CORP INTL              COM              817565104       61     5800 SH      SHARED                  5800
D SERVICE CORP INTL              COM              817565104    42544  4028032 SH      SHARED      01       3326124            701908
D SERVICE CORP INTL              COM              817565104      104     9909 SH      SHR/OTHR    01                   3600     6309
D SERVICE CORP INTL              COM              817565104       45     4347 SH      SHARED      02                            4347
D SERVICE CORP INTL              COM              817565104     3587   339700 SH      SHARED      04        339700
D SERVICE EXPERTS INC            COM              817567100      443    42700 SH      SHARED      01         42700
D SERVICE EXPERTS INC            COM              817567100      431    41600 SH      SHARED      04         41600
D SERVICE MERCHANDISE INC        COM              817587108        3    11700 SH      SHARED      01         11700
D SERVICE MERCHANDISE INC        COM              817587108        2     7200 SH      SHARED      02                            7200
D SERVICEMASTER CO               COM              81760N109    18995  1182650 SH      SHARED      01        597523            585127
D SERVICEMASTER CO               COM              81760N109     2810   174976 SH      SHR/OTHR    01                 126314    48662
D SERVICEMASTER CO               COM              81760N109      573    35683 SH      SHARED      02                           35683
D SERVICEMASTER CO               COM              81760N109     7112   442787 SH      SHARED      04        442787
D 7-ELEVEN INC                   COM              817826100     3225  1638389 SH      SHARED      01        506189           1132200
D 7-ELEVEN INC                   COM              817826100       98    50000 SH      SHARED      02         50000
D 7-ELEVEN INC                   COM              817826100       33    16979 SH      SHARED      04         16979
D SEVEN SEAS PETE INC            COM              817917107       21     6900 SH      SHARED      01          6900
D SEVEN SEAS PETE INC            COM              817917107        9     3000 SH      SHARED      02          3000
D SEVENSON ENVIRONMENTAL SVCS    COM              818063109        2      320 SH      SHARED      01           320
D SHANDONG HUANENG PWR DEV LTD   SPON ADR N       819419102       22     5100 SH      SHARED      01          5100
D SHARED MED SYS CORP            COM              819486101       28      600 SH      SHARED                   600
D SHARED MED SYS CORP            COM              819486101    17002   363682 SH      SHARED      01        305258             58424
D SHARED MED SYS CORP            COM              819486101       37      800 SH      SHR/OTHR    01                             800
D SHARED MED SYS CORP            COM              819486101       37      800 SH      SHARED      02           100               700
D SHARED MED SYS CORP            COM              819486101     1290    27600 SH      SHARED      04         27600
D SHARPER IMAGE CORP             COM              820013100      125    11400 SH      SHARED      04         11400
D SHAW GROUP INC                 COM              820280105        4      200 SH      SHARED      01           200
D SHAW INDS INC                  COM              820286102      241    15200 SH      SHARED                 15200
D SHAW INDS INC                  COM              820286102    14449   910210 SH      SHARED      01        476793            433417
D SHAW INDS INC                  COM              820286102       11      700 SH      SHARED      02           700
D SHAW INDS INC                  COM              820286102     1993   125599 SH      SHARED      04        125599
D SHELDAHL CO                    COM              822440103        1      300 SH      SHARED      01           300
D SHELL TRANS & TRADING PLC      NEW YRK SH NEW   822703609     5464   120100 SH      SHARED                120100
D SHELL TRANS & TRADING PLC      NEW YRK SH NEW   822703609      647    14226 SH      SHARED      01         14000               226
D SHELL TRANS & TRADING PLC      NEW YRK SH NEW   822703609      191     4200 SH      SHR/OTHR    01                   4200
D SHELL TRANS & TRADING PLC      NEW YRK SH NEW   822703609      837    18399 SH      SHARED      02          4200             14199
D SHELL TRANS & TRADING PLC      NEW YRK SH NEW   822703609    12767   280600 SH      SHARED      04        280600
D SHELLS SEAFOOD RESTAURANTS INC COM              822809109       40    12000 SH      SHARED      01         12000
D SHERWIN WILLIAMS CO            COM              824348106      217    10400 SH      SHARED                 10400
D SHERWIN WILLIAMS CO            COM              824348106    50596  2416628 SH      SHARED      01       2101908            314720
D SHERWIN WILLIAMS CO            COM              824348106       28     1350 SH      SHARED      02           800               550
D SHERWIN WILLIAMS CO            COM              824348106     3798   181420 SH      SHARED      04        181420
D SHILOH INDS INC                COM              824543102       38     3500 SH      SHARED      01          3500
D SHIRE PHARMACEUTICALS GRP PLC  SPONSORED ADR    82481R106      230     8000 SH      SHARED      01          8000
D SHOE CARNIVAL INC              COM              824889109      439    39700 SH      SHARED      01         36200              3500
D SHOE CARNIVAL INC              COM              824889109        9      900 SH      SHARED      04           900
D SHOPKO STORES INC              COM              824911101     3224   111200 SH      SHARED      01        111200
D SHOPKO STORES INC              COM              824911101       78     2700 SH      SHARED      04          2700
D SHONEYS INC                    COM              825039100       22    11801 SH      SHARED      01         11801
D SHONEYS INC                    COM              825039100       11     6090 SH      SHARED      02                            6090
D SHOP AT HOME INC               COM NEW          825066301      438    48700 SH      SHARED      01         48700
D SHOP AT HOME INC               COM NEW          825066301       45     5000 SH      SHARED      02          5000
D SHOP AT HOME INC               COM NEW          825066301       17     1900 SH      SHARED      04          1900
D SHORELINE FINL CORP            COM              825190101      505    24412 SH      SHARED      01         24412
D SHORELINE FINL CORP            COM              825190101       24     1200 SH      SHARED      04          1200
D SHOREWOOD PACKAGING CORP       COM              825229107     7995   589560 SH      SHARED      01        158805            430755
D SHOREWOOD PACKAGING CORP       COM              825229107       27     2000 SH      SHARED      04          2000
D SHURGARD STORAGE CTRS INC      COM              82567D104     6204   250700 SH      SHARED      01         84900            165800
D SHURGARD STORAGE CTRS INC      COM              82567D104       22      910 SH      SHARED      02           910
D SHURGARD STORAGE CTRS INC      COM              82567D104      217     8800 SH      SHARED      04          8800
D SICOR INC                      COM              825846108     1249   314700 SH      SHARED      01        278800             35900
D SICOR INC                      COM              825846108       63    16000 SH      SHARED      02          1000             15000
D SICOR INC                      COM              825846108       29     7400 SH      SHARED      04          7400
D SIEBEL SYS INC                 COM              826170102      839    12600 SH      SHARED                 12600
D SIEBEL SYS INC                 COM              826170102    34734   521342 SH      SHARED      01        260813            260529
D SIEBEL SYS INC                 COM              826170102     1369    20560 SH      SHARED      02          5580             14980
D SIEBEL SYS INC                 COM              826170102     4197    63000 SH      SHARED      04         63000
D SIEBERT FINL CORP              COM              826176109     1562    89300 SH      SHARED      01          6200             83100
D SIEBERT FINL CORP              COM              826176109        1      100 SH      SHARED      02           100
D SIEBERT FINL CORP              COM              826176109        1      100 SH      SHARED      04           100
D SIERRA HEALTH SVCS INC         COM              826322109     2251   222350 SH      SHARED      01        141500             80850
D SIERRA HEALTH SVCS INC         COM              826322109       65     6500 SH      SHARED      04          6500
D SIERRA PAC RES NEW             COM              826428104      189     8500 SH      SHARED                  8500
D SIERRA PAC RES NEW             COM              826428104    11262   506187 SH      SHARED      01        308947            197240
D SIERRA PAC RES NEW             COM              826428104      114     5152 SH      SHR/OTHR    01                   1152     4000
D SIERRA PAC RES NEW             COM              826428104       58     2620 SH      SHARED      02                            2620
D SIERRA PAC RES NEW             COM              826428104    17447   784157 SH      SHARED      04        784157
D SIFCO INDS INC                 COM              826546103        2      300 SH      SHARED      01           300
D SIGMA ALDRICH CORP             COM              826552101       73     2300 SH      SHARED                  2300
D SIGMA ALDRICH CORP             COM              826552101    46718  1471435 SH      SHARED      01       1209707            261728
D SIGMA ALDRICH CORP             COM              826552101     1841    58000 SH      SHARED      02          8000             50000
D SIGMA ALDRICH CORP             COM              826552101     2768    87200 SH      SHARED      04         87200
D SIGCORP INC                    COM              826912107     3760   147480 SH      SHARED      01         76250             71230
D SIGCORP INC                    COM              826912107       56     2200 SH      SHARED      04          2200
D SILGAN HOLDINGS INC            COM              827048109      628    31400 SH      SHARED      01         29100              2300
D SILGAN HOLDINGS INC            COM              827048109       12      600 SH      SHARED      02                             600
D SILGAN HOLDINGS INC            COM              827048109       26     1300 SH      SHARED      04          1300
D SILICON GRAPHICS INC           SR NT CV 5.25%04 827056AC6     3658  4690000 PRN     SHARED      04       4690000
D SILICON GRAPHICS INC           COM              827056102       47     4300 SH      SHARED                  4300
D SILICON GRAPHICS INC           COM              827056102    30972  2831913 SH      SHARED      01       2377928            453985
D SILICON GRAPHICS INC           COM              827056102      877    80217 SH      SHARED      02         79867               350
D SILICON GRAPHICS INC           COM              827056102     4762   435415 SH      SHARED      04        435415
D SILICON STORAGE TECHNOLOGY INC COM              827057100       97     6900 SH      SHARED      01          6900
D SILICON STORAGE TECHNOLOGY INC COM              827057100      284    20163 SH      SHARED      04         20163
D SILICON VY BANCSHARES          COM              827064106     9929   411600 SH      SHARED      01        109100            302500
D SILICON VY BANCSHARES          COM              827064106       19      800 SH      SHARED      02           800
D SILICON VY BANCSHARES          COM              827064106       38     1600 SH      SHARED      04          1600
D SILICON VY GROUP INC           COM              827066101     2557   216500 SH      SHARED      01        163000             53500
D SILICON VY GROUP INC           COM              827066101       35     3000 SH      SHARED      04          3000
D SILICONIX INC                  COM NEW          827079203     2096    44600 SH      SHARED      01         12046             32554
D SILICONIX INC                  COM NEW          827079203        9      200 SH      SHARED      04           200
D SILKNET SOFTWARE INC           COM              827094103     8048   174500 SH      SHARED      01         41900            132600
D SILKNET SOFTWARE INC           COM              827094103       11      250 SH      SHARED      02           250
D SILKNET SOFTWARE INC           COM              827094103       13      300 SH      SHARED      04           300
D SILVERSTREAM SOFTWARE INC      COM              827907106      149     4800 SH      SHARED      01          4800
D SIMMONS 1ST NATL CORP          CL A $5 PAR      828730200      528    17750 SH      SHARED      01         17750
D SIMMONS 1ST NATL CORP          CL A $5 PAR      828730200       20      700 SH      SHARED      04           700
D SIMON PPTY GROUP INC NEW       COM              828806109    17505   780222 SH      SHARED      01        377250            402972
D SIMON PPTY GROUP INC NEW       COM              828806109       35     1600 SH      SHR/OTHR    01                   1600
D SIMON PPTY GROUP INC NEW       COM              828806109       19      870 SH      SHARED      02           700               170
D SIMON PPTY GROUP INC NEW       COM              828806109     1990    88720 SH      SHARED      04         88720
D SIMON TRANSN SVCS INC          CL A             828813105      543   114450 SH      SHARED      02        114450
D SIMPSON INDS INC               COM              829060102      681    61625 SH      SHARED      01         61625
D SIMPSON INDS INC               COM              829060102      248    22500 SH      SHARED      02          1000             21500
D SIMPSON INDS INC               COM              829060102       17     1600 SH      SHARED      04          1600
D SIMPSON MANUFACTURING CO INC   COM              829073105      707    15100 SH      SHARED      01         15100
D SIMPSON MANUFACTURING CO INC   COM              829073105       37      800 SH      SHARED      04           800
D SIMULA INC                     SR SB NT CV 8%04 829206AB7       35    50000 PRN     SHR/OTHR    01                  50000
D SIMULA INC                     SR SB NT CV 8%04 829206AB7      284   400000 PRN     SHARED      04        400000
D SIMULA INC                     COM              829206101        1      300 SH      SHARED      01           300
D SIMWARE INC                    COM              829219104     1746   481658 SH      SHARED      04        481658
D SINCLAIR BROADCAST GROUP INC   CL A             829226109     2072   228700 SH      SHARED      01        117900            110800
D SINCLAIR BROADCAST GROUP INC   CL A             829226109       91    10100 SH      SHARED      02         10100
D SINCLAIR BROADCAST GROUP INC   CL A             829226109      208    22969 SH      SHARED      04         22969
D SINCLAIR BROADCAST GROUP INC   PFD CV EXCH D    829226505     3380   101856 SH      SHARED      04        101856
D SINGAPORE FD INC               COM              82929L109        1      200 SH      SHARED      01           200
D SINGAPORE FD INC               COM              82929L109      175    20000 SH      SHARED      04         20000
D SINGER CO N V                  COM              82930F109        9     8900 SH      SHARED      01          8900
D SITEL CORP                     COM              82980K107     2049   482300 SH      SHARED      01        133600            348700
D SITEL CORP                     COM              82980K107       80    18900 SH      SHARED      02         12000              6900
D SITEL CORP                     COM              82980K107       16     3800 SH      SHARED      04          3800
D SIPEX CORP                     COM              829909100      895    62600 SH      SHARED      01         60300              2300
D SIPEX CORP                     COM              829909100     5801   405375 SH      SHARED      02        380875             24500
D SIPEX CORP                     COM              829909100     3441   240450 SH      SHARED      03        240450
D SIPEX CORP                     COM              829909100       26     1862 SH      SHARED      04          1862
D SIZELER PPTY INVS INC          SUB DB CONV 8%03 830137AA3      920  1000000 PRN     SHARED      04       1000000
D SIZELER PPTY INVS INC          COM              830137105       18     2100 SH      SHARED      01          2100
D SIZELER PPTY INVS INC          COM              830137105        8     1000 SH      SHARED      02          1000
D SKECHERS U S A INC             CL A             830566105      395    83200 SH      SHARED      02         79700              3500
D SKY FINL GROUP INC             COM              83080P103     4307   183302 SH      SHARED      01        183302
D SKY FINL GROUP INC             COM              83080P103      161     6874 SH      SHARED      04          6874
D SKYEPHARMA PLC                 SPONSORED ADR    830808101        2      284 SH      SHARED      02           284
D SKYEPHARMA PLC                 SPONSORED ADR    830808101       85    10000 SH      SHARED      04         10000
D SKYLINE CORP                   COM              830830105      857    33390 SH      SHARED      01         33390
D SKYLINE CORP                   COM              830830105      103     4032 SH      SHARED      02           700              3332
D SKYLINE CORP                   COM              830830105       23      900 SH      SHARED      04           900
D SKYTEL COMMUNICATIONS INC      COM              83087Q104     9533   520600 SH      SHARED      01        228200            292400
D SKYTEL COMMUNICATIONS INC      COM              83087Q104      263    14400 SH      SHARED      02          3500             10900
D SKYTEL COMMUNICATIONS INC      COM              83087Q104     1289    70400 SH      SHARED      04         70400
D SKYWEST INC                    COM              830879102        4      200 SH      SHARED                   200
D SKYWEST INC                    COM              830879102     2573   117300 SH      SHARED      01         99400             17900
D SKYWEST INC                    COM              830879102       46     2100 SH      SHARED      04          2100
D SMALLWORLD PLC                 SPONSORED ADR    83168P108       22     3600 SH      SHARED      02          3600
D SMALLWORLD PLC                 SPONSORED ADR    83168P108       25     4075 SH      SHARED      04          4075
D SMART & FINAL INC              COM              831683107      501    50100 SH      SHARED      01         44800              5300
D SMART & FINAL INC              COM              831683107        5      500 SH      SHARED      04           500
D SMED INTL INC                  COM              83169D104        0        1 SH      SHARED      02             1
D SMART MODULAR TECH INC         COM              831690102       13      400 SH      SHARED                   400
D SMART MODULAR TECH INC         COM              831690102     3004    88200 SH      SHARED      01         88200
D SMART MODULAR TECH INC         COM              831690102    15971   468900 SH      SHARED      04        468900
D SMITH A O                      CL A             831865100       18      600 SH      SHARED      01           600
D SMITH A O                      COM              831865209     3684   121800 SH      SHARED      01        104000             17800
D SMITH A O                      COM              831865209       60     2000 SH      SHARED      04          2000
D SMITH-GARDNER & ASSOCS         COM              832059109     4799   614386 SH      SHARED      02        607850              6536
D SMITH INTL INC                 COM              832110100    13985   345311 SH      SHARED      01        163865            181446
D SMITH INTL INC                 COM              832110100       20      500 SH      SHARED      02           200               300
D SMITH INTL INC                 COM              832110100     7427   183394 SH      SHARED      04        183394
D SMITH CHARLES E RESDNTL RLTY   COM              832197107     1500    43900 SH      SHARED      01         41200              2700
D SMITH CHARLES E RESDNTL RLTY   COM              832197107       20      586 SH      SHARED      02           586
D SMITH CHARLES E RESDNTL RLTY   COM              832197107      492    14400 SH      SHARED      04         14400
D SMITHFIELD COS INC             COM              832245104        1      160 SH      SHARED      01           160
D SMITHFIELD FOODS INC           COM              832248108    12556   469416 SH      SHARED      01        205800            263616
D SMITHFIELD FOODS INC           COM              832248108      115     4300 SH      SHARED      04          4300
D SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301     1060    18404 SH      SHARED      01          4800      300    13304
D SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301     6775   117586 SH      SHR/OTHR    01                 117586
D SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301     1197    20785 SH      SHARED      02          6050             14735
D SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301     5273    91510 SH      SHARED      04         91510
D SMUCKER J M CO                 CL A             832696108       63     3000 SH      SHARED                  3000
D SMUCKER J M CO                 CL A             832696108     4152   196546 SH      SHARED      01        104175             92371
D SMUCKER J M CO                 CL A             832696108       42     2000 SH      SHR/OTHR    01                   2000
D SMUCKER J M CO                 CL A             832696108       58     2750 SH      SHARED      02                            2750
D SMUCKER J M CO                 CL A             832696108      359    17000 SH      SHARED      04         17000
D SMUCKER J M CO                 CL B             832696207       97     5300 SH      SHR/OTHR    01                   5300
D SMURFIT-STONE CONTAINER CORP   COM              832727101    13223   611471 SH      SHARED      01        269254            342217
D SMURFIT-STONE CONTAINER CORP   COM              832727101      596    27582 SH      SHARED      04         27582
D SNYDER COMMUNICATIONS INC      COM              832914105      119     7900 SH      SHARED                  7900
D SNYDER COMMUNICATIONS INC      COM              832914105     5320   350332 SH      SHARED      01        136132            214200
D SNYDER COMMUNICATIONS INC      COM              832914105      280    18500 SH      SHARED      02         18500
D SNYDER COMMUNICATIONS INC      COM              832914105     5549   365401 SH      SHARED      04        365401
D SNAP ON INC                    COM              833034101    29568   909806 SH      SHARED      01        764856            144950
D SNAP ON INC                    COM              833034101       44     1360 SH      SHR/OTHR    01                   1360
D SNAP ON INC                    COM              833034101        6      200 SH      SHARED      02                             200
D SNAP ON INC                    COM              833034101     3295   101400 SH      SHARED      04        101400
D SOBIESKI BANCORP INC           COM              833582109       18     1600 SH      SHARED      01          1600
D SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B   833635105       36     1225 SH      SHARED      01          1225
D SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B   833635105        4      155 SH      SHARED      02                             155
D SODEXHO MARRIOTT SVCS INC      COM              833793102     3427   201635 SH      SHARED      01        109740             91895
D SODEXHO MARRIOTT SVCS INC      COM              833793102        2      125 SH      SHR/OTHR    01                             125
D SODEXHO MARRIOTT SVCS INC      COM              833793102        0       50 SH      SHARED      02                              50
D SODEXHO MARRIOTT SVCS INC      COM              833793102       15      900 SH      SHARED      04           900
D SOFTNET SYS INC                COM              833964109     4879   200200 SH      SHARED      01         48700            151500
D SOFTNET SYS INC                COM              833964109    17240   707300 SH      SHARED      02        690000             17300
D SOFTNET SYS INC                COM              833964109       23      982 SH      SHARED      04           982
D SOFTECH INC                    COM              834021107       20    13000 SH      SHARED      01         13000
D SOLA INTL INC                  COM              834092108     4903   316374 SH      SHARED      01        125800            190574
D SOLA INTL INC                  COM              834092108       40     2600 SH      SHARED      04          2600
D SOLECTRON CORP                 COM              834182107      847    11800 SH      SHARED                 11800
D SOLECTRON CORP                 COM              834182107   254362  3542060 SH      SHARED      01       3082740            459320
D SOLECTRON CORP                 COM              834182107      919    12799 SH      SHR/OTHR    01                   4150     8649
D SOLECTRON CORP                 COM              834182107     2597    36165 SH      SHARED      02          2500             33665
D SOLECTRON CORP                 COM              834182107    16121   224500 SH      SHARED      04        224500
D SOLUTIA INC                    COM              834376105      187    10500 SH      SHARED                 10500
D SOLUTIA INC                    COM              834376105    13817   772983 SH      SHARED      01        372543            400440
D SOLUTIA INC                    COM              834376105       87     4870 SH      SHR/OTHR    01                   1190     3680
D SOLUTIA INC                    COM              834376105       42     2402 SH      SHARED      02           600              1802
D SOLUTIA INC                    COM              834376105     1095    61300 SH      SHARED      04         61300
D SOMERSET GROUP INC             COM              834706103        2      156 SH      SHARED      01           156
D SONAT INC                      COM              835415100       99     2500 SH      SHARED                  2500
D SONAT INC                      COM              835415100    59293  1494020 SH      SHARED      01       1289142            204878
D SONAT INC                      COM              835415100       63     1600 SH      SHR/OTHR    01                            1600
D SONAT INC                      COM              835415100      361     9100 SH      SHARED      02          3000              6100
D SONAT INC                      COM              835415100    11465   288900 SH      SHARED      04        288900
D SONIC AUTOMOTIVE INC           CL A             83545G102       87     6700 SH      SHARED      01          6700
D SONIC CORP                     COM              835451105     8605   282725 SH      SHARED      01        105225            177500
D SONIC CORP                     COM              835451105      136     4500 SH      SHARED      04          4500
D SONIC SOLUTIONS                COM              835460106       47    18600 SH      SHARED      01         18600
D SONOCO PRODS CO                COM              835495102      237    10400 SH      SHARED                 10400
D SONOCO PRODS CO                COM              835495102    17950   786881 SH      SHARED      01        349334            437547
D SONOCO PRODS CO                COM              835495102      170     7473 SH      SHARED      02           685              6788
D SONOCO PRODS CO                COM              835495102     1409    61800 SH      SHARED      04         61800
D SONOSITE INC                   COM              83568G104       14      560 SH      SHARED      01           560
D SONOSITE INC                   COM              83568G104       97     3734 SH      SHARED      02           900              2834
D SONOSITE INC                   COM              83568G104       31     1188 SH      SHARED      04          1188
D SONUS PHARMACEUTICALS INC      COM              835692104        8     2700 SH      SHARED      01          2700
D SONY CORP                      ADR NEW          835699307      450     3000 SH      SHARED                  3000
D SONY CORP                      ADR NEW          835699307     1134     7562 SH      SHARED      01          7110               452
D SONY CORP                      ADR NEW          835699307      202     1350 SH      SHARED      02           150              1200
D SONY CORP                      ADR NEW          835699307      540     3600 SH      SHARED      04          3600
D SOTHEBYS HLDGS INC             CL A             835898107      149     5800 SH      SHARED                  5800
D SOTHEBYS HLDGS INC             CL A             835898107     7215   279550 SH      SHARED      01        143739            135811
D SOTHEBYS HLDGS INC             CL A             835898107        2      100 SH      SHR/OTHR    01                    100
D SOTHEBYS HLDGS INC             CL A             835898107      849    32900 SH      SHARED      04         32900
D SOUND FED BANCORP              COM              83607T109      121    13500 SH      SHARED      04         13500
D SOURCE CAP INC                 COM              836144105       34      700 SH      SHARED      02                             700
D SOURCE INFORMATION MGMT CO     COM NEW          836151209      177    12500 SH      SHARED      01         11200              1300
D SOURCE INFORMATION MGMT CO     COM NEW          836151209       70     5000 SH      SHARED      02                            5000
D SOURCE INFORMATION MGMT CO     COM NEW          836151209        9      700 SH      SHARED      04           700
D SOURCE MEDIA INC               COM NEW          836153304      910   101200 SH      SHARED      01         18300             82900
D SOURCE MEDIA INC               COM NEW          836153304        9     1100 SH      SHARED      04          1100
D SOUTH ALA BANCORPORATION       COM              836234104        2      150 SH      SHARED      01           150
D SOUTH JERSEY INDS INC          COM              838518108     1889    71623 SH      SHARED      01         25592             46031
D SOUTH JERSEY INDS INC          COM              838518108       21      800 SH      SHARED      04           800
D SOUTHDOWN INC                  COM              841297104      208     3900 SH      SHARED                  3900
D SOUTHDOWN INC                  COM              841297104    15119   282600 SH      SHARED      01        134702            147898
D SOUTHDOWN INC                  COM              841297104       73     1369 SH      SHARED      02           837               532
D SOUTHDOWN INC                  COM              841297104     1080    20200 SH      SHARED      04         20200
D SOUTHEASTERN THRIFT&BK FD INC  COM              841901101        3      200 SH      SHARED      01           200
D SOUTHERN CO                    COM              842587107      393    15300 SH      SHARED                 15300
D SOUTHERN CO                    COM              842587107   271861 10557737 SH      SHARED      01       9025249           1532488
D SOUTHERN CO                    COM              842587107      139     5400 SH      SHR/OTHR    01                   4000     1400
D SOUTHERN CO                    COM              842587107      268    10441 SH      SHARED      02          2475              7966
D SOUTHERN CO                    COM              842587107    14036   545100 SH      SHARED      04        545100
D SOUTHERN PERU COPPER CORP      COM              843611104     2123   125810 SH      SHARED      01         73010             52800
D SOUTHERN PERU COPPER CORP      COM              843611104      291    17300 SH      SHARED      04         17300
D SOUTHERN UN CO NEW             COM              844030106     1578    83087 SH      SHARED      01         83087
D SOUTHERN UN CO NEW             COM              844030106       15      801 SH      SHARED      02           801
D SOUTHERN UN CO NEW             COM              844030106       40     2105 SH      SHARED      04          2105
D SOUTHTRUST CORP                COM              844730101      563    15700 SH      SHARED                 15700
D SOUTHTRUST CORP                COM              844730101    93313  2601062 SH      SHARED      01       2160553            440509
D SOUTHTRUST CORP                COM              844730101      143     4008 SH      SHARED      02          3708               300
D SOUTHTRUST CORP                COM              844730101     5589   155800 SH      SHARED      04        155800
D SOUTHWEST AIRLS CO             COM              844741108      596    39250 SH      SHARED                 39250
D SOUTHWEST AIRLS CO             COM              844741108   112279  7393151 SH      SHARED      01       6146320           1246831
D SOUTHWEST AIRLS CO             COM              844741108      120     7912 SH      SHARED      02          4200              3712
D SOUTHWEST AIRLS CO             COM              844741108     6014   396000 SH      SHARED      04        396000
D SOUTHWEST BANCORPORATION TEX   COM              84476R109     1288    73900 SH      SHARED      01         69800              4100
D SOUTHWEST BANCORPORATION TEX   COM              84476R109       43     2500 SH      SHARED      04          2500
D SOUTHWEST GAS CORP             COM              844895102     4839   179651 SH      SHARED      01        140702             38949
D SOUTHWEST GAS CORP             COM              844895102     5193   192800 SH      SHARED      04        192800
D SOUTHWEST SECS GROUP INC       COM              845224104     1078    39946 SH      SHARED      01         39946
D SOUTHWEST SECS GROUP INC       COM              845224104       29     1100 SH      SHARED      04          1100
D SOUTHWEST WTR CO               COM              845331107      132     6500 SH      SHARED      01          6500
D SOUTHWESTERN ENERGY CO         COM              845467109     2372   261800 SH      SHARED      01        125600            136200
D SOUTHWESTERN ENERGY CO         COM              845467109       20     2300 SH      SHARED      04          2300
D SOVEREIGN BANCORP INC          COM              845905108      173    19100 SH      SHARED                 19100
D SOVEREIGN BANCORP INC          COM              845905108    12619  1387688 SH      SHARED      01        744599            643089
D SOVEREIGN BANCORP INC          COM              845905108      291    32000 SH      SHARED      02          5000             27000
D SOVEREIGN BANCORP INC          COM              845905108     1567   172339 SH      SHARED      04        172339
D SOVRAN SELF STORAGE INC        COM              84610H108      994    43700 SH      SHARED      01         42400              1300
D SOVRAN SELF STORAGE INC        COM              84610H108       86     3800 SH      SHARED      04          3800
D SPACELABS MED INC              COM              846247104       77     5100 SH      SHARED      01          5100
D SPACELABS MED INC              COM              846247104       36     2400 SH      SHARED      02           800              1600
D SPARTAN MTRS INC               COM              846819100        5     1125 SH      SHARED      01          1125
D SPARTECH CORP                  COM NEW          847220209     1242    42400 SH      SHARED      01         42400
D SPARTECH CORP                  COM NEW          847220209       43     1500 SH      SHARED      04          1500
D SPATIAL TECHNOLOGY INC         COM              847246105      115    25600 SH      SHARED      01         25600
D SPECIAL METALS CORP            COM              84741Y103       18     4400 SH      SHARED      01          4400
D SPECIALTY EQUIP COS INC        COM NEW          847497203     1158    45900 SH      SHARED      01         45900
D SPECIALTY EQUIP COS INC        COM NEW          847497203       27     1100 SH      SHARED      04          1100
D SPECTRALINK CORP               COM              847580107        4      975 SH      SHARED      04           975
D SPECTRASITE HLDGS INC          COM              84760T100       55     4706 SH      SHARED      01                            4706
D SPECTRASITE HLDGS INC          COM              84760T100       10      905 SH      SHARED      04           905
D SPECTRIAN CORP                 COM              847608106        8      400 SH      SHR/OTHR    01                             400
D SPEEDFAM-IPEC INC              COM              847705100       36     3000 SH      SHARED                  3000
D SPEEDFAM-IPEC INC              COM              847705100      750    62571 SH      SHARED      01         62571
D SPEEDFAM-IPEC INC              COM              847705100      476    39700 SH      SHARED      04         39700
D SPEEDWAY MOTORSPORTS INC       COM              847788106     2252    52000 SH      SHARED      01          7000             45000
D SPEEDWAY MOTORSPORTS INC       COM              847788106        4      100 SH      SHARED      02                             100
D SPEEDWAY MOTORSPORTS INC       COM              847788106      168     3900 SH      SHARED      04          3900
D SPIEGEL INC                    CL A             848457107     3059   302130 SH      SHARED      01        100000            202130
D SPIEGEL INC                    CL A             848457107      322    31857 SH      SHARED      04         31857
D SPIEKER PPTYS INC              COM              848497103    28183   812500 SH      SHARED      01        321400            491100
D SPIEKER PPTYS INC              COM              848497103      465    13430 SH      SHARED      02         10250              3180
D SPIEKER PPTYS INC              COM              848497103      974    28100 SH      SHARED      04         28100
D SPIRE CORP                     COM              848565107       12     3800 SH      SHARED      01          3800
D SPLASH TECHNOLOGY HLDGS INC    COM              848623104      307    50200 SH      SHARED      02         50200
D SPORT SUPPLY GROUP INC         COM              848915104      276    33300 SH      SHARED      01         33300
D SPORT-HALEY INC                COM              848925103       43     9500 SH      SHARED      01          9500
D SPORTSLINE USA INC             COM              848934105     6027   203900 SH      SHARED      01         64200            139700
D SPORTSLINE USA INC             COM              848934105       16      550 SH      SHARED      02           550
D SPORTSLINE USA INC             COM              848934105       41     1400 SH      SHARED      04          1400
D SPIROS DEV CORP II INC / DURA  UNIT EX 123102   848935201     2205   315000 SH      SHARED      04        315000
D SPORTS AUTH INC                COM              849176102       34    10800 SH      SHARED      01         10800
D SPORTS AUTH INC                COM              849176102        6     2000 SH      SHARED      02          2000
D SPRINGS INDS INC               CL A             851783100       13      400 SH      SHARED                   400
D SPRINGS INDS INC               CL A             851783100     7113   209622 SH      SHARED      01        154022             55600
D SPRINGS INDS INC               CL A             851783100      464    13700 SH      SHARED      04         13700
D SPRINT CORP                    COM FON GROUP    852061100     1649    30400 SH      SHARED                 30400
D SPRINT CORP                    COM FON GROUP    852061100   634845 11702213 SH      SHARED      01      10210565           1491648
D SPRINT CORP                    COM FON GROUP    852061100     1133    20894 SH      SHR/OTHR    01                  18046     2848
D SPRINT CORP                    COM FON GROUP    852061100     1737    32029 SH      SHARED      02         12266             19763
D SPRINT CORP                    COM FON GROUP    852061100   110284  2032900 SH      SHARED      04       2032900
D SPRINT CORP                    DECS EXCH 2000   852061407     1782    23000 SH      SHARED      01         23000
D SPRINT CORP                    PCS COM SER 1    852061506     1289    17300 SH      SHARED                 17300
D SPRINT CORP                    PCS COM SER 1    852061506   381369  5114796 SH      SHARED      01       4821836            292960
D SPRINT CORP                    PCS COM SER 1    852061506      333     4473 SH      SHR/OTHR    01                   3761      712
D SPRINT CORP                    PCS COM SER 1    852061506      735     9863 SH      SHARED      02          4542              5321
D SPRINT CORP                    PCS COM SER 1    852061506    24722   331571 SH      SHARED      04        331571
D SPYGLASS INC                   COM              852192103      692    55400 SH      SHARED      01         52500              2900
D SPYGLASS INC                   COM              852192103       17     1400 SH      SHARED      04          1400
D SS&C TECHNOLOGIES INC          COM              85227Q100      220    40100 SH      SHARED      01         34400              5700
D SS&C TECHNOLOGIES INC          COM              85227Q100      574   104500 SH      SHARED      02        101200              3300
D SS&C TECHNOLOGIES INC          COM              85227Q100        6     1190 SH      SHARED      04          1190
D STAAR SURGICAL CO              COM PAR $0.01    852312305        3      300 SH      SHARED      01           300
D STAFF LEASING INC              COM              852381102      587    58700 SH      SHARED      01         53600              5100
D STAFF LEASING INC              COM              852381102     2172   217224 SH      SHR/OTHR    01                          217224
D STAFF LEASING INC              COM              852381102       18     1800 SH      SHARED      04          1800
D STAFFMARK INC                  COM              852389105      728    91800 SH      SHARED      01         91800
D STAFFMARK INC                  COM              852389105       21     2700 SH      SHARED      04          2700
D STAGE STORES INC               COM              85254C107       48     7800 SH      SHARED      01          7800
D STAMPS COM INC                 COM              852857101       43     1250 SH      SHARED      02          1250
D STANCORP FINL GROUP INC        COM              852891100      481    21500 SH      SHARED      01         21500
D STANCORP FINL GROUP INC        COM              852891100       29     1300 SH      SHARED      04          1300
D STANDARD COML CORP             COM              853258101        0        1 SH      SHARED      01             1
D STANDARD COML CORP             COM              853258101        0       12 SH      SHARED      02                              12
D STANDARD MICROSYSTEMS CORP     COM              853626109       10     1100 SH      SHARED      01          1100
D STANDARD MTR PRODS INC         COM              853666105      585    30100 SH      SHARED      01         30100
D STANDARD MTR PRODS INC         COM              853666105       50     2600 SH      SHARED      02                            2600
D STANDARD MTR PRODS INC         COM              853666105       17      900 SH      SHARED      04           900
D STANDARD PAC CORP NEW          COM              85375C101     4239   413566 SH      SHARED      01        178366            235200
D STANDARD PAC CORP NEW          COM              85375C101       23     2300 SH      SHARED      04          2300
D STANDARD PRODS CO              COM              853836104     4257   120243 SH      SHARED      01         82562             37681
D STANDARD PRODS CO              COM              853836104      332     9400 SH      SHARED      04          9400
D STANDARD REGISTER CO           COM              853887107       72     3100 SH      SHARED                  3100
D STANDARD REGISTER CO           COM              853887107     3608   153544 SH      SHARED      01         69174             84370
D STANDARD REGISTER CO           COM              853887107      361    15400 SH      SHARED      04         15400
D STANDEX INTL CORP              COM              854231107     3939   145900 SH      SHARED      01         67800             78100
D STANDEX INTL CORP              COM              854231107       32     1200 SH      SHARED      04          1200
D STANLEY FURNITURE INC          COM NEW          854305208     1204    57000 SH      SHARED      01         57000
D STANFORD TELECOMMUNICATIONS    COM              854402104      951    29900 SH      SHARED      01         29900
D STANFORD TELECOMMUNICATIONS    COM              854402104       31     1000 SH      SHARED      04          1000
D STANLEY WKS                    COM              854616109       50     2000 SH      SHARED                  2000
D STANLEY WKS                    COM              854616109    30195  1198870 SH      SHARED      01       1023270            175600
D STANLEY WKS                    COM              854616109      402    16000 SH      SHR/OTHR    01                  14000     2000
D STANLEY WKS                    COM              854616109      468    18600 SH      SHARED      02           400             18200
D STANLEY WKS                    COM              854616109     2050    81400 SH      SHARED      04         81400
D STARBASE CORP                  COM NEW          854910205        9     5000 SH      SHARED      02          5000
D STAR TELECOMMUNICATIONS INC    COM              854923109      333    61600 SH      SHARED      01         58020              3580
D STAR TELECOMMUNICATIONS INC    COM              854923109     1106   204625 SH      SHARED      02        169625             35000
D STAR TELECOMMUNICATIONS INC    COM              854923109      114    21127 SH      SHARED      04         21127
D STAPLES INC                    COM              855030102       32     1500 SH      SHR/OTHR    04                   1500
D STAPLES INC                    COM              855030102   147458  6760452 SH      SHARED      01       5782243            978209
D STAPLES INC                    COM              855030102       40     1840 SH      SHR/OTHR    01                    420     1420
D STAPLES INC                    COM              855030102     2264   103821 SH      SHARED      02         39061             64760
D STAPLES INC                    COM              855030102    21615   990975 SH      SHARED      04        988000              2975
D STARBUCKS CORP                 COM              855244109       12      500 SH      SHR/OTHR    04                    500
D STARBUCKS CORP                 COM              855244109     2666   107600 SH      SHARED                107600
D STARBUCKS CORP                 COM              855244109    32880  1326854 SH      SHARED      01        602854            724000
D STARBUCKS CORP                 COM              855244109     3711   149775 SH      SHARED      02         54305             95470
D STARBUCKS CORP                 COM              855244109     2983   120400 SH      SHARED      03        120400
D STARBUCKS CORP                 COM              855244109     5791   233701 SH      SHARED      04        232956               745
D STARMEDIA NETWORK INC          COM              855546107      220     6000 SH      SHARED                  6000
D STARMEDIA NETWORK INC          COM              855546107      234     6395 SH      SHARED      02          6295               100
D STARMEDIA NETWORK INC          COM              855546107        7      200 SH      SHARED      04           200
D STARRETT L S CO                CL A             855668109      455    18300 SH      SHARED      01         18300
D STARRETT L S CO                CL A             855668109       17      700 SH      SHARED      04           700
D STARWOOD FINL TR MD            CL A SH BEN IN   85568W104     5855   209600 SH      SHARED      01        103700            105900
D STARWOOD FINL TR MD            CL A SH BEN IN   85568W104       41     1500 SH      SHARED      04          1500
D STARTEK INC                    COM              85569C107     2085    38000 SH      SHARED      01         36300              1700
D STARTEK INC                    COM              85569C107       32      600 SH      SHARED      04           600
D STATE AUTO FINL CORP           COM              855707105      387    37800 SH      SHARED      01         37800
D STATE AUTO FINL CORP           COM              855707105      199    19435 SH      SHARED      04         19435
D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203    22828  1023162 SH      SHARED      01        475754            547408
D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203       31     1418 SH      SHR/OTHR    01                            1418
D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203      219     9844 SH      SHARED      02          2733              7111
D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203      138     6200 SH      SHARED      04          6200
D STATE FINL SVCS CORP           CL A             856855101        2      172 SH      SHARED      01           172
D STATE STR CORP                 COM              857477103       12      200 SH      SHARED      01           200
D STATE STR CORP                 COM              857477103      536     8300 SH      SHARED                  8300
D STATE STR CORP                 COM              857477103   152837  2364984 SH      SHARED      01       1968398            396586
D STATE STR CORP                 COM              857477103      555     8592 SH      SHR/OTHR    01                   3462     5130
D STATE STR CORP                 COM              857477103     1599    24755 SH      SHARED      02          7700             17055
D STATE STR CORP                 COM              857477103     8879   137400 SH      SHARED      04        137400
D STATEFED FINL CORP             COM              857549109       23     2100 SH      SHARED      01          2100
D STATEN IS BANCORP INC          COM              857550107     2810   149400 SH      SHARED      01        132600             16800
D STATEN IS BANCORP INC          COM              857550107       73     3900 SH      SHARED      04          3900
D STATION CASINOS INC            COM              857689103        2      100 SH      SHARED                   100
D STATION CASINOS INC            COM              857689103     1420    61100 SH      SHARED      01         58300              2800
D STATION CASINOS INC            COM              857689103       44     1900 SH      SHARED      04          1900
D STEEL DYNAMICS INC             COM              858119100     1825   116400 SH      SHARED      01        109500              6900
D STEEL DYNAMICS INC             COM              858119100       61     3900 SH      SHARED      04          3900
D STEEL TECHNOLOGIES INC         COM              858147101      151    13000 SH      SHARED      01         13000
D STEELCASE INC                  CL A             858155203      781    56100 SH      SHARED      01         56100
D STEELCASE INC                  CL A             858155203       19     1400 SH      SHARED      02                            1400
D STEELCASE INC                  CL A             858155203       25     1800 SH      SHARED      04          1800
D STEIN MART INC                 COM              858375108      671    94300 SH      SHARED      01         94300
D STEIN MART INC                 COM              858375108       42     6000 SH      SHARED      02                            6000
D STEIN MART INC                 COM              858375108       21     3000 SH      SHARED      04          3000
D STEINWAY MUSICAL INSTRS INC    COM ORD          858495104      425    20300 SH      SHARED      01         20300
D STEINWAY MUSICAL INSTRS INC    COM ORD          858495104       18      900 SH      SHARED      04           900
D STEPAN CO                      COM              858586100      554    24500 SH      SHARED      01         24500
D STEPAN CO                      COM              858586100       11      500 SH      SHARED      04           500
D STERLING BANCSHARES INC        COM              858907108      933    81600 SH      SHARED      01         78200              3400
D STERLING BANCSHARES INC        COM              858907108       25     2200 SH      SHARED      04          2200
D STERICYCLE INC                 COM              858912108      834    56800 SH      SHARED      01         20100             36700
D STERICYCLE INC                 COM              858912108       38     2600 SH      SHARED      04          2600
D STERIS CORP                    COM              859152100       96     7000 SH      SHARED                  7000
D STERIS CORP                    COM              859152100     6938   504652 SH      SHARED      01        262008            242644
D STERIS CORP                    COM              859152100       41     3000 SH      SHARED      02                            3000
D STERIS CORP                    COM              859152100      565    41100 SH      SHARED      04         41100
D STERLING COMM INC              COM              859205106      185    10000 SH      SHARED                 10000
D STERLING COMM INC              COM              859205106     9802   528078 SH      SHARED      01        267369            260709
D STERLING COMM INC              COM              859205106     2805   151115 SH      SHARED      02        114403             36712
D STERLING COMM INC              COM              859205106     2854   153775 SH      SHARED      04        153775
D STERLING FINL CORP             COM              859317109      454    11800 SH      SHARED      01         10600              1200
D STERLING FINL CORP             COM              859317109       23      600 SH      SHARED      04           600
D STERLING SOFTWARE INC          COM              859547101      172     8600 SH      SHARED                  8600
D STERLING SOFTWARE INC          COM              859547101     8298   414908 SH      SHARED      01        247128            167780
D STERLING SOFTWARE INC          COM              859547101     3762   188139 SH      SHARED      02        172539             15600
D STERLING SOFTWARE INC          COM              859547101      912    45600 SH      SHARED      04         45600
D STEWART & STEVENSON SVCS INC   COM              860342104       38     2900 SH      SHARED                  2900
D STEWART & STEVENSON SVCS INC   COM              860342104     3637   277158 SH      SHARED      01        130985            146173
D STEWART & STEVENSON SVCS INC   COM              860342104      220    16800 SH      SHARED      04         16800
D STEWART ENTERPRISES INC        CL A             860370105       73    12100 SH      SHARED                 12100
D STEWART ENTERPRISES INC        CL A             860370105     6117  1009104 SH      SHARED      01        727554            281550
D STEWART ENTERPRISES INC        CL A             860370105      423    69800 SH      SHARED      04         69800
D STEWART INFORMATION SVCS CORP  COM              860372101     1071    58500 SH      SHARED      01         57200              1300
D STEWART INFORMATION SVCS CORP  COM              860372101       36     2000 SH      SHARED      02          2000
D STEWART INFORMATION SVCS CORP  COM              860372101       18     1000 SH      SHARED      04          1000
D STIFEL FINL CORP               COM              860630102        1      139 SH      SHARED      01           139
D STILLWATER MNG CO              COM              86074Q102     2547    94800 SH      SHARED      01         94800
D STILLWATER MNG CO              COM              86074Q102       96     3600 SH      SHARED      04          3600
D STMICROELECTRONICS N V         COM              861012102     6554    88500 SH      SHARED      01         88500
D STMICROELECTRONICS N V         COM              861012102       14      200 SH      SHARED      02           200
D STONE & WEBSTER INC            COM              861572105     2293    81900 SH      SHARED      01         44200             37700
D STONE & WEBSTER INC            COM              861572105       25      900 SH      SHARED      04           900
D STONE ENERGY CORP              COM              861642106     2451    48062 SH      SHARED      01         48062
D STONE ENERGY CORP              COM              861642106      642    12600 SH      SHARED      04         12600
D STONERIDGE INC                 COM              86183P102      305    17600 SH      SHARED      01         17600
D STONERIDGE INC                 COM              86183P102       19     1100 SH      SHARED      04          1100
D STORAGE USA INC                COM              861907103     8816   320600 SH      SHARED      01         83900            236700
D STORAGE USA INC                COM              861907103       46     1690 SH      SHARED      02          1000               690
D STORAGE USA INC                COM              861907103      233     8500 SH      SHARED      04          8500
D STORAGE TECHNOLOGY CORP        COM PAR $0.10    862111200      196    10200 SH      SHARED                 10200
D STORAGE TECHNOLOGY CORP        COM PAR $0.10    862111200    12970   671606 SH      SHARED      01        339218            332388
D STORAGE TECHNOLOGY CORP        COM PAR $0.10    862111200       56     2900 SH      SHARED      02          1100              1800
D STORAGE TECHNOLOGY CORP        COM PAR $0.10    862111200     1062    55000 SH      SHARED      04         55000
D STRATASYS INC                  COM              862685104       31     9000 SH      SHARED      01          9000
D STRATEGIC DIAGNOSTICS INC      COM              862700101      126    14000 SH      SHARED      02                           14000
D STRATEGIC DIAGNOSTICS INC      COM              862700101        2      260 SH      SHARED      04           260
D STRATEGIC DISTR INC            COM              862701208        6     2060 SH      SHARED      02          2060
D STRATEGIC GLOBAL INCOME FD     COM              862719101       92     9000 SH      SHR/OTHR    01                   9000
D STRATTEC SEC CORP              COM              863111100       30      880 SH      SHARED      01           720               160
D STRATUS PPTYS INC              COM              863167102        2      525 SH      SHARED      02           259               266
D STRAYER ED INC                 COM              863236105      623    31350 SH      SHARED      01         31350
D STRAYER ED INC                 COM              863236105       13      700 SH      SHARED      04           700
D STREAMLINE COM INC             COM              863239109        8     1000 SH      SHARED      02          1000
D STRIDE RITE CORP               COM              863314100     2688   384036 SH      SHARED      01        275000            109036
D STRIDE RITE CORP               COM              863314100       30     4400 SH      SHARED      04          4400
D STROUDS INC                    COM              863451100     1201   486687 SH      SHARED      04        486687
D STRUCTURAL DYNAMICS RESH CORP  COM              863555108       51     3400 SH      SHARED                  3400
D STRUCTURAL DYNAMICS RESH CORP  COM              863555108     4485   298449 SH      SHARED      01        127254            171195
D STRUCTURAL DYNAMICS RESH CORP  COM              863555108      350    23300 SH      SHARED      04         23300
D STRYKER CORP                   COM              863667101      506     9900 SH      SHARED                  9900
D STRYKER CORP                   COM              863667101    26730   522840 SH      SHARED      01        274830            248010
D STRYKER CORP                   COM              863667101      204     4000 SH      SHARED      02                            4000
D STRYKER CORP                   COM              863667101     2714    53100 SH      SHARED      04         53100
D STUDENT LN CORP                COM              863902102      728    17800 SH      SHARED      01         16400              1400
D STUDENT LN CORP                COM              863902102       20      500 SH      SHARED      04           500
D STYLING TECHNOLOGY CORP        COM              863905105       40     3800 SH      SHARED      01          3800
D STURM RUGER & CO INC           COM              864159108     1467   163022 SH      SHARED      01        109922             53100
D STURM RUGER & CO INC           COM              864159108       18     2000 SH      SHARED      04          2000
D STYLECLICK COM INC             COM              864221106       26     3800 SH      SHARED      01          3800
D SUBURBAN PROPANE PARTNERS L P  UNIT LTD PARTN   864482104      140     6900 SH      SHARED      01          6900
D SUBURBAN PROPANE PARTNERS L P  UNIT LTD PARTN   864482104      171     8400 SH      SHARED      02                            8400
D SUCCESSORIES INC               COM              864591102        0      100 SH      SHARED      02                             100
D SUFFOLK BANCORP                COM              864739107      539    19802 SH      SHARED      01         19802
D SUIZA FOODS CORP               COM              865077101      135     3600 SH      SHARED                  3600
D SUIZA FOODS CORP               COM              865077101    14857   396193 SH      SHARED      01        206840            189353
D SUIZA FOODS CORP               COM              865077101      712    19000 SH      SHARED      02         19000
D SUIZA FOODS CORP               COM              865077101     1061    28300 SH      SHARED      04         28300
D SUMMIT BANCORP                 COM              866005101      415    12800 SH      SHARED                 12800
D SUMMIT BANCORP                 COM              866005101    83104  2562039 SH      SHARED      01       2147564            414475
D SUMMIT BANCORP                 COM              866005101       87     2700 SH      SHR/OTHR    01                   2700
D SUMMIT BANCORP                 COM              866005101       94     2900 SH      SHARED      02                            2900
D SUMMIT BANCORP                 COM              866005101     6457   199075 SH      SHARED      04        199075
D SUMMIT DESIGN INC              COM              86605U101       83    33000 SH      SHARED      01         33000
D SUMMIT DESIGN INC              COM              86605U101        0       15 SH      SHARED      02            15
D SUMMIT FINL CORP               COM              866057102        3      264 SH      SHARED      01           264
D SUMMIT PPTYS INC               COM              866239106     1577    79100 SH      SHARED      01         79100
D SUMMIT PPTYS INC               COM              866239106      161     8080 SH      SHARED      04          8080
D SUMMIT TECHNOLOGY INC          COM              86627E101     2401   131150 SH      SHARED      01        131150
D SUMMIT TECHNOLOGY INC          COM              86627E101      349    19100 SH      SHARED      04         19100
D SUN BANCORP INC                COM              86663B102       16     1000 SH      SHARED      02          1000
D SUN COMMUNITIES INC            COM              866674104     1702    51500 SH      SHARED      01         51500
D SUN COMMUNITIES INC            COM              866674104      379    11464 SH      SHARED      02          9214              2250
D SUN COMMUNITIES INC            COM              866674104      178     5400 SH      SHARED      04          5400
D SUN MICROSYSTEMS INC           COM              866810104        9      100 SH      SHARED      04                             100
D SUN MICROSYSTEMS INC           COM              866810104       74      800 SH      SHR/OTHR    04                    800
D SUN MICROSYSTEMS INC           COM              866810104     9393   101001 SH      SHARED                101001
D SUN MICROSYSTEMS INC           COM              866810104  1079576 11608348 SH      SHARED      01       9504431           2103917
D SUN MICROSYSTEMS INC           COM              866810104    11951   128509 SH      SHR/OTHR    01                  68798    59711
D SUN MICROSYSTEMS INC           COM              866810104     7699    82791 SH      SHARED      02         28158             54633
D SUN MICROSYSTEMS INC           COM              866810104    95840  1030544 SH      SHARED      04       1030454                90
D SUN HYDRAULICS CORP            COM              866942105        9     1300 SH      SHR/OTHR    01                            1300
D SUNBURST HOSPITALITY CORP      COM              866948102        0        8 SH      SHARED      01             6                 2
D SUNBEAM CORP                   SRSDCV ZRO144A18 867071AA0    49665301005000 PRN     SHARED      04     301005000
D SUNBEAM CORP                   COM              867071102     3019   530900 SH      SHARED      01        270200            260700
D SUNBEAM CORP                   COM              867071102       45     8000 SH      SHARED      02          6000              2000
D SUNBEAM CORP                   COM              867071102      187    33000 SH      SHARED      04         33000
D SUNCOR ENERGY INC              COM              867229106      230     5900 SH      SHARED      01          5900
D SUNGLASS HUT INTL INC          COM              86736F106     3888   368200 SH      SHARED      01        165700            202500
D SUNGLASS HUT INTL INC          COM              86736F106      190    18000 SH      SHARED      02         18000
D SUNGLASS HUT INTL INC          COM              86736F106      521    49417 SH      SHARED      04         49417
D SUNGARD DATA SYS INC           COM              867363103      326    12400 SH      SHARED                 12400
D SUNGARD DATA SYS INC           COM              867363103    25502   969219 SH      SHARED      01        365864            603355
D SUNGARD DATA SYS INC           COM              867363103       80     3050 SH      SHR/OTHR    01                            3050
D SUNGARD DATA SYS INC           COM              867363103      745    28350 SH      SHARED      02                           28350
D SUNGARD DATA SYS INC           COM              867363103     1741    66200 SH      SHARED      04         66200
D SUNOCO INC                     COM              86764P109    36901  1348018 SH      SHARED      01       1187206            160812
D SUNOCO INC                     COM              86764P109        5      205 SH      SHR/OTHR    01                    205
D SUNOCO INC                     COM              86764P109       87     3208 SH      SHARED      02           700              2508
D SUNOCO INC                     COM              86764P109     5557   203000 SH      SHARED      04        203000
D SUNQUEST INFORMATION SYS INC   COM              867654105      203    12600 SH      SHARED      01          9200              3400
D SUNQUEST INFORMATION SYS INC   COM              867654105        4      300 SH      SHARED      04           300
D SUNRISE ASSISTED LIVING INC    SUB NT CV 5.5%02 86768KAC0     5100  5000000 PRN     SHARED      04       5000000
D SUNRISE ASSISTED LIVING INC    COM              86768K106     1501    56539 SH      SHARED      01         56539
D SUNRISE ASSISTED LIVING INC    COM              86768K106      503    18950 SH      SHARED      02         17950              1000
D SUNRISE ASSISTED LIVING INC    COM              86768K106     3704   139450 SH      SHARED      03        139450
D SUNRISE ASSISTED LIVING INC    COM              86768K106       45     1700 SH      SHARED      04          1700
D SUNRISE TECHNOLOGIES INTL INC  COM              86769L103     1229   260500 SH      SHARED      01        159800            100700
D SUNRISE TECHNOLOGIES INTL INC  COM              86769L103      240    51000 SH      SHARED      04         51000
D SUNSHINE MNG & REFINING CO     COM NEW          867833501       12     6191 SH      SHARED      02                            6191
D SUNTERRA CORP                  COM              86787D109     1412   118929 SH      SHARED      01        118929
D SUNTERRA CORP                  COM              86787D109       11     1000 SH      SHARED      02          1000
D SUNTERRA CORP                  COM              86787D109       43     3700 SH      SHARED      04          3700
D SUNRISE MED INC                COM              867910101      571    95200 SH      SHARED      01         95200
D SUNRISE MED INC                COM              867910101       12     2000 SH      SHARED      04          2000
D SUNTRUST BKS INC               COM              867914103      493     7500 SH      SHARED                  7500
D SUNTRUST BKS INC               COM              867914103   309026  4700020 SH      SHARED      01       3921755            778265
D SUNTRUST BKS INC               COM              867914103     1537    23380 SH      SHR/OTHR    01                   4060    19320
D SUNTRUST BKS INC               COM              867914103      449     6843 SH      SHARED      02          2328              4515
D SUNTRUST BKS INC               COM              867914103    18817   286204 SH      SHARED      04        286204
D SUNSTONE HOTEL INVS INC        COM              867933103      797    91100 SH      SHARED      01         86300              4800
D SUNSTONE HOTEL INVS INC        COM              867933103       98    11200 SH      SHARED      04         11200
D SUPERGEN INC                   COM              868059106      743    32400 SH      SHARED      01         32400
D SUPERGEN INC                   COM              868059106       55     2400 SH      SHARED      04          2400
D SUPERIOR CONSULTANT HLDGS CORP COM              868146101      266    22700 SH      SHARED      01         22700
D SUPERIOR CONSULTANT HLDGS CORP COM              868146101        7      600 SH      SHARED      04           600
D SUPERIOR INDS INTL INC         COM              868168105     7410   264648 SH      SHARED      01        100753            163895
D SUPERIOR INDS INTL INC         COM              868168105      431    15400 SH      SHARED      04         15400
D SUPERIOR NATL INS GROUP DEL    COM              868224106      703    50000 SH      SHARED      01         48800              1200
D SUPERIOR NATL INS GROUP DEL    COM              868224106       25     1800 SH      SHARED      04          1800
D SUPERIOR SVCS INC              COM              868316100       67     2500 SH      SHARED      04          2500
D SUPERIOR TR I                  PFD CV 8.50%     86836P202       38     1121 SH      SHARED      01           432               689
D SUPERIOR TELECOM INC           COM              868365107      513    36818 SH      SHARED      01         36818
D SUPERIOR TELECOM INC           COM              868365107       13     1000 SH      SHARED      04          1000
D SUPERVALU INC                  COM              868536103    40149  1819851 SH      SHARED      01       1543466            276385
D SUPERVALU INC                  COM              868536103     3804   172434 SH      SHARED      04        172434
D SUPREME INDS INC               CL A             868607102        0      111 SH      SHARED      01           111
D SURETY CAP CORP                COM NEW          868666207       12    13500 SH      SHARED      01         13500
D SUSQUEHANNA BANCSHARES INC PA  COM              869099101     2096   121556 SH      SHARED      01        121556
D SUSQUEHANNA BANCSHARES INC PA  COM              869099101       59     3459 SH      SHARED      02           238              3221
D SUSQUEHANNA BANCSHARES INC PA  COM              869099101       58     3400 SH      SHARED      04          3400
D SWEDISH MATCH AB               SPONSORED ADR    870309507       18      510 SH      SHARED      01           510
D SWEDISH MATCH AB               SPONSORED ADR    870309507        2       60 SH      SHARED      02            60
D SWIFT ENERGY CO                SB NT CV 6.25%06 870738AB7        4     5000 PRN     SHARED      02                            5000
D SWIFT ENERGY CO                COM              870738101      631    50020 SH      SHARED      01         48110              1910
D SWIFT ENERGY CO                COM              870738101       16     1300 SH      SHARED      04          1300
D SWIFT TRANSN CO                COM              870756103      133     6800 SH      SHARED                  6800
D SWIFT TRANSN CO                COM              870756103     3870   196625 SH      SHARED      01        196625
D SWIFT TRANSN CO                COM              870756103    26540  1348125 SH      SHARED      02       1348125
D SWIFT TRANSN CO                COM              870756103      714    36287 SH      SHARED      04         36287
D SWISS ARMY BRANDS INC          COM              870827102        5      613 SH      SHARED      01           613
D SWISS HELVETIA FD INC          COM              870875101       70     5000 SH      SHR/OTHR    01                            5000
D SWISS HELVETIA FD INC          COM              870875101      174    12288 SH      SHARED      02          3168              9120
D SWISS HELVETIA FD INC          COM              870875101     1773   125000 SH      SHARED      04        125000
D SWISSCOM AG                    SPONSORED ADR    871013108        5      175 SH      SHARED      02                             175
D SYBASE INC                     COM              871130100        4      401 SH      SHARED                   401
D SYBASE INC                     COM              871130100     7397   626276 SH      SHARED      01        268636            357640
D SYBASE INC                     COM              871130100       12     1080 SH      SHARED      02          1080
D SYBASE INC                     COM              871130100       99     8400 SH      SHARED      04          8400
D SYBRON INTL CORP               COM              87114F106      301    11200 SH      SHARED                 11200
D SYBRON INTL CORP               COM              87114F106    19219   715142 SH      SHARED      01        305342            409800
D SYBRON INTL CORP               COM              87114F106       21      800 SH      SHARED      02                             800
D SYBRON INTL CORP               COM              87114F106     1494    55600 SH      SHARED      04         55600
D SYKES ENTERPRISES INC          COM              871237103     1461    59200 SH      SHARED      01         59200
D SYKES ENTERPRISES INC          COM              871237103       19      800 SH      SHARED      02                             800
D SYKES ENTERPRISES INC          COM              871237103      543    22000 SH      SHARED      04         22000
D SYLVAN INC                     COM              871371100        4      402 SH      SHARED      01           402
D SYLVAN LEARNING SYS INC        COM              871399101        4      250 SH      SHR/OTHR    01                    250
D SYLVAN LEARNING SYS INC        COM              871399101      104     5400 SH      SHARED                  5400
D SYLVAN LEARNING SYS INC        COM              871399101    12431   641600 SH      SHARED      01        253475            388125
D SYLVAN LEARNING SYS INC        COM              871399101       19     1000 SH      SHR/OTHR    01                            1000
D SYLVAN LEARNING SYS INC        COM              871399101     1837    94820 SH      SHARED      02         68892             25928
D SYLVAN LEARNING SYS INC        COM              871399101     3044   157125 SH      SHARED      03        157125
D SYLVAN LEARNING SYS INC        COM              871399101     2335   120526 SH      SHARED      04        119876               650
D SYMANTEC CORP                  COM              871503108      205     5700 SH      SHARED                  5700
D SYMANTEC CORP                  COM              871503108    13710   381169 SH      SHARED      01        179557            201612
D SYMANTEC CORP                  COM              871503108     1086    30200 SH      SHARED      04         30200
D SYMBOL TECHNOLOGIES INC        COM              871508107      302     9000 SH      SHARED                  9000
D SYMBOL TECHNOLOGIES INC        COM              871508107    20268   602782 SH      SHARED      01        285283            317499
D SYMBOL TECHNOLOGIES INC        COM              871508107       95     2850 SH      SHR/OTHR    01                   1500     1350
D SYMBOL TECHNOLOGIES INC        COM              871508107       56     1687 SH      SHARED      02                            1687
D SYMBOL TECHNOLOGIES INC        COM              871508107     4963   147625 SH      SHARED      04        147625
D SYMONS INTL GROUP INC          COM              87154P105       11     2200 SH      SHARED      01          2200
D SYMMETRICOM INC                COM              871543104       12     1600 SH      SHARED      01          1600
D SYMS CORP                      COM              871551107        6      900 SH      SHARED      01           900
D SYNAGRO TECHNOLOGIES INC       COM NEW          871562203       60     9600 SH      SHARED      01          9600
D SYNALLOY CP DEL                COM              871565107        3      450 SH      SHARED      02                             450
D SYNCOR INTL CORP DEL           COM              87157J106     1297    34600 SH      SHARED      01         34600
D SYNCOR INTL CORP DEL           COM              87157J106       37     1000 SH      SHARED      04          1000
D SYNOPSYS INC                   COM              871607107     1033    18400 SH      SHARED                 18400
D SYNOPSYS INC                   COM              871607107    25795   459356 SH      SHARED      01        231775            227581
D SYNOPSYS INC                   COM              871607107     8786   156466 SH      SHARED      02        155466              1000
D SYNOPSYS INC                   COM              871607107     6926   123346 SH      SHARED      03        123346
D SYNOPSYS INC                   COM              871607107     5517    98252 SH      SHARED      04         98252
D SYNOVUS FINL CORP              COM              87161C105      110     5900 SH      SHARED                  5900
D SYNOVUS FINL CORP              COM              87161C105    62661  3353202 SH      SHARED      01       2849965            503237
D SYNOVUS FINL CORP              COM              87161C105       20     1100 SH      SHARED      02                            1100
D SYNOVUS FINL CORP              COM              87161C105     3899   208700 SH      SHARED      04        208700
D SYNTEL INC                     COM              87162H103      161    18200 SH      SHARED      01         17400               800
D SYNTEL INC                     COM              87162H103        4      500 SH      SHARED      04           500
D SYNTROLEUM CORP                COM              871630109      350    49658 SH      SHARED      01         49658
D SYNTROLEUM CORP                COM              871630109       17     2500 SH      SHARED      04          2500
D SYPRIS SOLUTIONS INC           COM              871655106        4      500 SH      SHARED      01           500
D SYSCO CORP                     COM              871829107      266     7600 SH      SHARED                  7600
D SYSCO CORP                     COM              871829107   167882  4788173 SH      SHARED      01       4021533            766640
D SYSCO CORP                     COM              871829107      715    20400 SH      SHR/OTHR    01                   1400    19000
D SYSCO CORP                     COM              871829107     1455    41500 SH      SHARED      02          3800             37700
D SYSCO CORP                     COM              871829107    10494   299300 SH      SHARED      04        299300
D SYSTEM SOFTWARE ASSOC INC      COM NEW          871839205       10     5351 SH      SHARED      01          5351
D SYSTEM SOFTWARE ASSOC INC      COM NEW          871839205       27    14000 SH      SHARED      02         14000
D SYSTEM SOFTWARE ASSOC INC      COM NEW          871839205        0      239 SH      SHARED      04           239
D SYSTEMAX INC                   COM              871851101     1307   156167 SH      SHARED      01        150067              6100
D SYSTEMAX INC                   COM              871851101       16     2000 SH      SHARED      02          2000
D SYSTEMAX INC                   COM              871851101       27     3300 SH      SHARED      04          3300
D SYSTEMS & COMPUTER TECHNOLOGY  COM              871873105     1330   105900 SH      SHARED      01        100800              5100
D SYSTEMS & COMPUTER TECHNOLOGY  COM              871873105       66     5300 SH      SHARED      02                            5300
D SYSTEMS & COMPUTER TECHNOLOGY  COM              871873105       37     3000 SH      SHARED      04          3000
D SYNTHETIC INDS INC             COM              871914107      388    14200 SH      SHARED      01         14200
D SYNTHETIC INDS INC             COM              871914107       21      800 SH      SHARED      04           800
D SYMPHONIX DEVICES              COM              871951109       15     5000 SH      SHARED      02          5000
D TBC CORP                       COM              872180104       56     8137 SH      SHARED      01          8137
D TCBY ENTERPRISES INC           COM              872245105       12     2800 SH      SHARED      01          2800
D TCF FINL CORP                  COM              872275102      254     8900 SH      SHARED                  8900
D TCF FINL CORP                  COM              872275102    23038   806614 SH      SHARED      01        333902            472712
D TCF FINL CORP                  COM              872275102       27      950 SH      SHR/OTHR    01                             950
D TCF FINL CORP                  COM              872275102     1273    44600 SH      SHARED      04         44600
D TCSI CORP                      COM              87233R106        3     2300 SH      SHARED      01          2300
D TCSI CORP                      COM              87233R106     1370   877387 SH      SHARED      02        877387
D TCSI CORP                      COM              87233R106        4     2866 SH      SHARED      04          2866
D TCW CONV SECS FD INC           COM              872340104       37     4000 SH      SHR/OTHR    01                   4000
D TD WATERHOUSE GRP INC          COM              872362108       23     1800 SH      SHARED      04          1800
D TECO ENERGY INC                COM              872375100      302    14300 SH      SHARED                 14300
D TECO ENERGY INC                COM              872375100    20978   993072 SH      SHARED      01        500084            492988
D TECO ENERGY INC                COM              872375100      228    10800 SH      SHR/OTHR    01                   2400     8400
D TECO ENERGY INC                COM              872375100       18      888 SH      SHARED      02                             888
D TECO ENERGY INC                COM              872375100     1491    70600 SH      SHARED      04         70600
D TEPPCO PARTNERS L P            UT LTD PARTNER   872384102       36     1800 SH      SHARED      01          1800
D TEPPCO PARTNERS L P            UT LTD PARTNER   872384102      352    17600 SH      SHARED      02           600             17000
D TESSCO TECHNOLOGIES INC        COM              872386107       36     2151 SH      SHARED      04          2151
D THQ INC                        COM NEW          872443403     1865    43250 SH      SHARED      01         38850              4400
D THQ INC                        COM NEW          872443403       18      420 SH      SHARED      02           420
D THQ INC                        COM NEW          872443403       43     1000 SH      SHARED      04          1000
D TJ INTL INC                    COM              872534102     4067   161900 SH      SHARED      01         68500             93400
D TJ INTL INC                    COM              872534102       37     1500 SH      SHARED      04          1500
D TJX COS INC NEW                COM              872540109      286    10200 SH      SHARED                 10200
D TJX COS INC NEW                COM              872540109   133400  4753766 SH      SHARED      01       4025598            728168
D TJX COS INC NEW                COM              872540109      521    18600 SH      SHARED      02         11300              7300
D TJX COS INC NEW                COM              872540109    10091   359600 SH      SHARED      04        359600
D TNP ENTERPRISES INC            COM              872594106     6490   166700 SH      SHARED      01         76200             90500
D TNP ENTERPRISES INC            COM              872594106        7      200 SH      SHARED      02           200
D TNP ENTERPRISES INC            COM              872594106     4738   121700 SH      SHARED      04        121700
D T-NETIX INC                    COM              872597109        9     2000 SH      SHARED      02          2000
D TRC COS INC                    COM              872625108      154    25300 SH      SHARED      01         25300
D TRW INC                        COM              872649108    85274  1714069 SH      SHARED      01       1507125            206944
D TRW INC                        COM              872649108      487     9800 SH      SHR/OTHR    01                   9800
D TRW INC                        COM              872649108      134     2706 SH      SHARED      02          2406               300
D TRW INC                        COM              872649108     5139   103300 SH      SHARED      04        103300
D TSI INC MINN                   COM              872876107        7      600 SH      SHARED      01           600
D TSI INTERNATIONAL SOFTWARE LTD COM              872879101     7619   280900 SH      SHARED      01         52700            228200
D TSI INTERNATIONAL SOFTWARE LTD COM              872879101       32     1200 SH      SHARED      04          1200
D TSR INC                        COM              872885108       28     4200 SH      SHARED      01          4200
D TLC THE LASER CTR INC          COM              872934104      123     5000 SH      SHARED      01          5000
D TMP WORLDWIDE INC              COM              872941109     2124    34900 SH      SHARED      01         34900
D TMP WORLDWIDE INC              COM              872941109      136     2250 SH      SHARED      02          2250
D TMP WORLDWIDE INC              COM              872941109       38      625 SH      SHARED      04           625
D TV GUIDE INC                   CL A             87307Q109     1952    49900 SH      SHARED      01         49900
D TV GUIDE INC                   CL A             87307Q109       19      500 SH      SHARED      04           500
D TVX GOLD INC                   COM              87308K101       14    10700 SH      SHARED      01         10700
D TACO CABANA INC                COM              873425102      309    31950 SH      SHARED      02         27950              4000
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100      103     3500 SH      SHARED                  3500
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100      252     8569 SH      SHARED      01          8569
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100      160     5440 SH      SHARED      04          5440
D TAKE-TWO INTERACTIVE SOFTWARE  COM              874054109        4      400 SH      SHARED      02           400
D TALBOTS INC                    COM              874161102     1760    39400 SH      SHARED      01         35400              4000
D TALBOTS INC                    COM              874161102       17      400 SH      SHARED      02           200               200
D TALBOTS INC                    COM              874161102      935    20942 SH      SHARED      04         20942
D TALISMAN ENERGY INC            COM              87425E103      161     5400 SH      SHARED      01          5400
D TALK CITY INC                  COM              874263106        8     1000 SH      SHARED      02          1000
D TALK COM INC                   COM              874264104     1542   119507 SH      SHARED      01        119507
D TALK COM INC                   COM              874264104       45     3500 SH      SHARED      02          3500
D TALK COM INC                   COM              874264104       45     3520 SH      SHARED      04          3520
D TANDY CORP                     COM              875382103      465     9000 SH      SHARED                  9000
D TANDY CORP                     COM              875382103   147996  2863325 SH      SHARED      01       2413253            450072
D TANDY CORP                     COM              875382103      134     2600 SH      SHARED      02          2600
D TANDY CORP                     COM              875382103     7096   137290 SH      SHARED      04        137290
D TANGER FACTORY OUTLET CTRS INC COM              875465106      257    11300 SH      SHARED      01         11300
D TANGER FACTORY OUTLET CTRS INC COM              875465106       45     2000 SH      SHARED      04          2000
D TANNING TECHNOLOGY CORP        COM              87588P101       13      500 SH      SHARED      02           500
D TARAGON RLTY INVS INC          COM              876287103        2      197 SH      SHARED      01           197
D TARRANT APPAREL GROUP          COM              876289109       15     1400 SH      SHARED      01          1400
D TARRANT APPAREL GROUP          COM              876289109        4      400 SH      SHARED      04           400
D TAUBMAN CTRS INC               COM              876664103     2014   175200 SH      SHARED      01        122300             52900
D TAUBMAN CTRS INC               COM              876664103      206    17938 SH      SHARED      02         12238              5700
D TAUBMAN CTRS INC               COM              876664103      164    14300 SH      SHARED      04         14300
D TEAMSTAFF INC                  COM              87815U105       31    29000 SH      SHARED      01         29000
D TECH DATA CORP                 COM              878237106      121     5200 SH      SHARED                  5200
D TECH DATA CORP                 COM              878237106     8855   380366 SH      SHARED      01        194566            185800
D TECH DATA CORP                 COM              878237106       16      700 SH      SHARED      02                             700
D TECH DATA CORP                 COM              878237106     1552    66700 SH      SHARED      04         66700
D TECH OPS SEVCON INC            COM              878293109        1      200 SH      SHARED      01           200
D TECH SYM CORP                  COM              878308105        3      200 SH      SHARED      01           200
D TECHNE CORP                    COM              878377100     7341   234000 SH      SHARED      01         59100            174900
D TECHNE CORP                    COM              878377100       59     1900 SH      SHARED      04          1900
D TECHNISOURCE INC               COM              878553106        3     1000 SH      SHARED      02          1000
D TECHNITROL INC                 COM              878555101     1244    35300 SH      SHARED      01         35300
D TECHNITROL INC                 COM              878555101       45     1300 SH      SHARED      04          1300
D TECHNOLOGY SOLUTIONS CO        COM              87872T108     7237   512413 SH      SHARED      01        229263            283150
D TECHNOLOGY SOLUTIONS CO        COM              87872T108      565    40000 SH      SHARED      02                           40000
D TECHNOLOGY SOLUTIONS CO        COM              87872T108       53     3800 SH      SHARED      04          3800
D TECUMSEH PRODS CO              CL B             878895101        9      200 SH      SHARED      01           200
D TECUMSEH PRODS CO              CL B             878895101     1484    32900 SH      SHARED      04         32900
D TECUMSEH PRODS CO              CL A             878895200       95     1900 SH      SHARED                  1900
D TECUMSEH PRODS CO              CL A             878895200     5964   119000 SH      SHARED      01         41500             77500
D TECUMSEH PRODS CO              CL A             878895200      536    10700 SH      SHARED      04         10700
D TEJON RANCH CO DEL             COM              879080109      836    28600 SH      SHARED      01         28600
D TEJON RANCH CO DEL             COM              879080109       73     2500 SH      SHARED      02          1500              1000
D TEJON RANCH CO DEL             COM              879080109       17      600 SH      SHARED      04           600
D TEKELEC                        COM              879101103        1      100 SH      SHARED                   100
D TEKELEC                        COM              879101103     6856   496400 SH      SHARED      01         99300            397100
D TEKELEC                        COM              879101103     7499   543000 SH      SHARED      02        542500               500
D TEKELEC                        COM              879101103      221    16030 SH      SHARED      04         16030
D TEKTRONIX INC                  COM              879131100        3      100 SH      SHARED                   100
D TEKTRONIX INC                  COM              879131100    23663   706370 SH      SHARED      01        577170            129200
D TEKTRONIX INC                  COM              879131100     1510    45100 SH      SHARED      04         45100
D TELCOM SEMICONDUCTOR INC       COM              87921P107      188    14783 SH      SHARED      04         14783
D TELE CENTRO SUL PART S A       SPON ADR PFD     879239101       33      600 SH      SHARED      01           600
D TELE DANMARK A/S               SPON ADR CL B    879242105       32     1100 SH      SHARED                  1100
D TELE DANMARK A/S               SPON ADR CL B    879242105      136     4600 SH      SHARED      01          4600
D TELE DANMARK A/S               SPON ADR CL B    879242105       59     2000 SH      SHARED      04          2000
D TELE NORTE LESTE PART S A      SPON ADR PFD     879246106       41     2685 SH      SHARED      01          2685
D TELE NORTE LESTE PART S A      SPON ADR PFD     879246106      170    11000 SH      SHARED      04         11000
D TELEBANC FINANCIAL CORP        COM              87925R109     8073   351000 SH      SHARED      01        106200            244800
D TELEBANC FINANCIAL CORP        COM              87925R109       16      700 SH      SHARED      02           100               600
D TELEBANC FINANCIAL CORP        COM              87925R109    10163   441900 SH      SHARED      04        441900
D TELE SUDESTE CELULAR PART S A  SPON ADR PFD     879252104       43     2000 SH      SHARED      04          2000
D TELECOM ITALIA SPA             SPON ADR ORD     87927W106       22      256 SH      SHARED      01           256
D TELECOM ITALIA SPA             SPON ADR ORD     87927W106       19      225 SH      SHARED      02                             225
D TELECOM ITALIA SPA             SPON ADR ORD     87927W106     1913    22200 SH      SHARED      04         22200
D TELECOMM ARGENTINA STET-FRANCE SPON ADR REP B   879273209      194     7300 SH      SHARED      01          7300
D TELECOM CORP NEW ZEALAND LTD   SPONSORED ADR    879278208       80     2500 SH      SHARED      01          2500
D TELECOM CORP NEW ZEALAND LTD   SPONSORED ADR    879278208       64     2000 SH      SHR/OTHR    01                            2000
D TELECOM CORP NEW ZEALAND LTD   SPONSORED ADR    879278208        5      165 SH      SHARED      02                             165
D TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287100        0     1606 SH      SHARED      02          1606
D TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287100        1    52700 SH      SHARED      04         52700
D TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287308       74     1000 SH      SHARED                  1000
D TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287308     1632    21990 SH      SHARED      01         21990
D TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287308      126     1706 SH      SHARED      02          1706
D TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287308    16260   219000 SH      SHARED      04        219000
D TELEFLEX INC                   COM              879369106      149     3800 SH      SHARED                  3800
D TELEFLEX INC                   COM              879369106     9159   232258 SH      SHARED      01        100438            131820
D TELEFLEX INC                   COM              879369106      724    18380 SH      SHARED      02          6325             12055
D TELEFLEX INC                   COM              879369106     1774    45000 SH      SHARED      04         45000
D TELEFONICA DE ARGENTINA S A    SPON ADR CL B    879378206      187     7100 SH      SHARED      01          7100
D TELEFONICA DE ARGENTINA S A    SPON ADR CL B    879378206    13654   517700 SH      SHARED      04        517700
D TELEFONICA S A                 SPONSORED ADR    879382208      420     8760 SH      SHARED      01          6240              2520
D TELEFONICA S A                 SPONSORED ADR    879382208      113     2360 SH      SHR/OTHR    01                   1560      800
D TELEFONICA S A                 SPONSORED ADR    879382208      218     4554 SH      SHARED      02          3120              1434
D TELEFONICA S A                 SPONSORED ADR    879382208      523    10900 SH      SHARED      04         10900
D TELEFONICA DEL PERU S A        SPON ADR CL B    879384105    27506  2047100 SH      SHARED      04       2047100
D TELEFONOS DE MEXICO S A        SR DB CV 4.25%04 879403AD5    13738 14600001 PRN     SHARED      04      14600001
D TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780    11842   166213 SH      SHARED      01        166213
D TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780       36      507 SH      SHR/OTHR    01                    507
D TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780      270     3798 SH      SHARED      02           250              3548
D TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780   298238  4185800 SH      SHARED      04       4185800
D TELEGLOBE INC                  COM              87941V100      197    12765 SH      SHARED      01         12765
D TELEGLOBE INC                  COM              87941V100      196    12700 SH      SHARED      04         12700
D TELEPHONE & DATA SYS INC       COM              879433100      381     4300 SH      SHARED                  4300
D TELEPHONE & DATA SYS INC       COM              879433100    35658   401505 SH      SHARED      01        189589            211916
D TELEPHONE & DATA SYS INC       COM              879433100       88     1000 SH      SHR/OTHR    01                   1000
D TELEPHONE & DATA SYS INC       COM              879433100    42771   481600 SH      SHARED      04        481600
D TELESCIENCES INC DEL           COM              87951X103        5    12400 SH      SHARED      01         12400
D TELESCAN INC                   COM              879516102      703    42800 SH      SHARED      01         41600              1200
D TELESCAN INC                   COM              879516102       18     1100 SH      SHARED      04          1100
D TELESP PARTICIPACOES S A       SPON ADR PFD     87952K100      175    11127 SH      SHARED      01         11127
D TELESP PARTICIPACOES S A       SPON ADR PFD     87952K100      252    16000 SH      SHARED      04         16000
D TELESP CELULAR PART S A        SPON ADR PFD     87952L108      185     7100 SH      SHARED      01          7100
D TELESP CELULAR PART S A        SPON ADR PFD     87952L108      274    10500 SH      SHARED      04         10500
D TELIGENT INC                   CL A             87959Y103       49     1000 SH      SHARED                  1000
D TELIGENT INC                   CL A             87959Y103    11278   227000 SH      SHARED      01         72400            154600
D TELIGENT INC                   CL A             87959Y103        9      200 SH      SHARED      02           200
D TELIGENT INC                   CL A             87959Y103      299     6027 SH      SHARED      04          6027
D TELLABS INC                    COM              879664100       22      400 SH      SHR/OTHR    04                    400
D TELLABS INC                    COM              879664100   320246  5624584 SH      SHARED      01       4914996            709588
D TELLABS INC                    COM              879664100      457     8040 SH      SHR/OTHR    01                   7120      920
D TELLABS INC                    COM              879664100     1710    30046 SH      SHARED      02          9500             20546
D TELLABS INC                    COM              879664100    33572   589646 SH      SHARED      04        588546              1100
D TELTRONICS INC                 COM NEW          879698306       38    14500 SH      SHARED      01         14500
D TELULAR CORP                   COM NEW          87970T208        0       50 SH      SHARED                    50
D TELXON CORP                    SUB DB CV 7.5%12 879700AA0        5    10000 PRN     SHR/OTHR    01                  10000
D TELXON CORP                    COM              879700102       94    11300 SH      SHARED      01         11300
D TELXON CORP                    COM              879700102        0      100 SH      SHARED      04           100
D TEMPLE INLAND INC              COM              879868107    49351   809045 SH      SHARED      01        710155             98890
D TEMPLE INLAND INC              COM              879868107      483     7920 SH      SHR/OTHR    01                            7920
D TEMPLE INLAND INC              COM              879868107     8716   142900 SH      SHARED      04        142900
D TELETECH HOLDINGS INC          COM              879939106     3487   244751 SH      SHARED      01         75651            169100
D TELETECH HOLDINGS INC          COM              879939106       28     2000 SH      SHARED      04          2000
D TEMPLETON DRAGON FD INC        COM              88018T101       46     5500 SH      SHARED      02          5000               500
D TEMPLETON DRAGON FD INC        COM              88018T101      419    50100 SH      SHARED      04         50100
D TEMPLETON CHINA WORLD FD INC   COM              88018X102       14     2000 SH      SHARED      02                            2000
D TEMPLETON CHINA WORLD FD INC   COM              88018X102      350    50000 SH      SHARED      04         50000
D TEMPLETON EMERG MKTS INCOME FD COM              880192109      993   100000 SH      SHR/OTHR    04                 100000
D TEMPLETON EMERG MKTS INCOME FD COM              880192109      349    35157 SH      SHARED      02         31225              3932
D TEMPLETON GLOBAL INCOME FD INC COM              880198106       33     5000 SH      SHR/OTHR    01                   5000
D TEMPLETON RUSSIA FD INC        COM              88022F105       21     2000 SH      SHARED      02          2000
D TENFOLD CORP                   COM              88033A103       68     2600 SH      SHARED      01          2200               400
D TENFOLD CORP                   COM              88033A103       58     2200 SH      SHARED      02          2200
D TENFOLD CORP                   COM              88033A103       10      400 SH      SHARED      04           400
D TENET HEALTHCARE CORP          COM              88033G100      121     6900 SH      SHARED                  6900
D TENET HEALTHCARE CORP          COM              88033G100    77927  4437251 SH      SHARED      01       3680839            756412
D TENET HEALTHCARE CORP          COM              88033G100      114     6500 SH      SHR/OTHR    01                   4300     2200
D TENET HEALTHCARE CORP          COM              88033G100     4339   247100 SH      SHARED      04        247100
D TENNANT CO                     COM              880345103     3611   106598 SH      SHARED      01         37400             69198
D TENNANT CO                     COM              880345103       30      900 SH      SHARED      04           900
D TENNECO INC NEW                COM              88037E101       64     3800 SH      SHARED                  3800
D TENNECO INC NEW                COM              88037E101    43422  2554246 SH      SHARED      01       2074067            480179
D TENNECO INC NEW                COM              88037E101       91     5375 SH      SHARED      02          2200              3175
D TENNECO INC NEW                COM              88037E101     5115   300900 SH      SHARED      04        300900
D TERA COMPUTER CO               COM              88076P108       39     9500 SH      SHARED      01          9500
D TERA COMPUTER CO               COM              88076P108        4     1000 SH      SHARED      02          1000
D TERADYNE INC                   COM              880770102     1794    50900 SH      SHARED                 50900
D TERADYNE INC                   COM              880770102    40294  1143098 SH      SHARED      01        540466            602632
D TERADYNE INC                   COM              880770102    10758   305200 SH      SHARED      04        305200
D TERAYON COMMUNICATION SYS      COM              880775101     5796   118600 SH      SHARED      01         72500             46100
D TERAYON COMMUNICATION SYS      COM              880775101     2025    41451 SH      SHARED      02         18631             22820
D TERAYON COMMUNICATION SYS      COM              880775101      156     3193 SH      SHARED      04          3193
D TEREX CORP NEW                 COM              880779103     1831    58127 SH      SHARED      01         58127
D TEREX CORP NEW                 COM              880779103      702    22300 SH      SHARED      04         22300
D TERRA INDS INC                 COM              880915103      481   285678 SH      SHARED      01         88200            197478
D TERRA INDS INC                 COM              880915103       11     6700 SH      SHARED      02          2100              4600
D TERRA INDS INC                 COM              880915103        5     3400 SH      SHARED      04          3400
D TESORO PETE CORP               COM              881609101     4101   248556 SH      SHARED      01        108056            140500
D TESORO PETE CORP               COM              881609101       49     3000 SH      SHARED      04          3000
D TESORO PETE CORP               PIES CV 1/100S   881609408      627    40000 SH      SHARED      01         40000
D TESORO PETE CORP               PIES CV 1/100S   881609408     2462   157000 SH      SHARED      04        157000
D TESSERACT GROUP INC            COM              881612105       70    30600 SH      SHARED      01         30600
D TETRA TECHNOLOGIES INC DEL     COM              88162F105        6      600 SH      SHARED      01           600
D TETRA TECH INC NEW             COM              88162G103     1907   114295 SH      SHARED      01        114295
D TETRA TECH INC NEW             COM              88162G103       50     3000 SH      SHARED      04          3000
D TEVA PHARMACEUTICAL INDS LTD   ADR              881624209      163     3244 SH      SHARED      01          3244
D TEVA PHARMACEUTICAL INDS LTD   ADR              881624209       25      500 SH      SHARED      02           500
D TEXACO INC                     COM              881694103     1458    23101 SH      SHARED                 23101
D TEXACO INC                     COM              881694103   499090  7906389 SH      SHARED      01       6619619           1286770
D TEXACO INC                     COM              881694103     5081    80494 SH      SHR/OTHR    01                  26784    53710
D TEXACO INC                     COM              881694103     2118    33562 SH      SHARED      02         11859             21703
D TEXACO INC                     COM              881694103    59473   942150 SH      SHARED      04        942150
D TEXAS INDS INC                 COM              882491103     5586   150980 SH      SHARED      01        103444             47536
D TEXAS INDS INC                 COM              882491103       74     2000 SH      SHARED      04          2000
D TEXAS INSTRS INC               COM              882508104        6       80 SH      SHARED      04                              80
D TEXAS INSTRS INC               COM              882508104     7493    91101 SH      SHARED                 91101
D TEXAS INSTRS INC               COM              882508104   934774 11365044 SH      SHARED      01       9531940      150  1832954
D TEXAS INSTRS INC               COM              882508104     1478    17980 SH      SHR/OTHR    01                  17980
D TEXAS INSTRS INC               COM              882508104     2439    29658 SH      SHARED      02          7700             21958
D TEXAS INSTRS INC               COM              882508104   134161  1631137 SH      SHARED      04       1631077                60
D TEXAS PAC LD TR                SUB CTF PROP I T 882610108      258     5700 SH      SHARED      01          5700
D TEXAS PAC LD TR                SUB CTF PROP I T 882610108     3647    80500 SH      SHARED      02         28900             51600
D TEXAS REGL BANCSHARES INC      CL A VTG         882673106     1262    51000 SH      SHARED      01         47000              4000
D TEXAS REGL BANCSHARES INC      CL A VTG         882673106       37     1500 SH      SHR/OTHR    01                            1500
D TEXAS REGL BANCSHARES INC      CL A VTG         882673106       73     2956 SH      SHARED      02          2000               956
D TEXAS REGL BANCSHARES INC      CL A VTG         882673106       37     1500 SH      SHARED      04          1500
D TEXAS UTILS CO                 COM              882848104      309     8300 SH      SHARED                  8300
D TEXAS UTILS CO                 COM              882848104   165055  4423647 SH      SHARED      01       3799390            624257
D TEXAS UTILS CO                 COM              882848104      487    13074 SH      SHR/OTHR    01                   7900     5174
D TEXAS UTILS CO                 COM              882848104      225     6050 SH      SHARED      02           300              5750
D TEXAS UTILS CO                 COM              882848104    10697   286700 SH      SHARED      04        286700
D THAI FD INC                    COM              882904105        0        1 SH      SHARED                     1
D TEXTRON INC                    COM              883203101        4       55 SH      SHARED                                      55
D TEXTRON INC                    COM              883203101       15      200 SH      SHR/OTHR                          200
D TEXTRON INC                    COM              883203101   166419  2150818 SH      SHARED      01       1880420            270398
D TEXTRON INC                    COM              883203101      588     7600 SH      SHR/OTHR    01                            7600
D TEXTRON INC                    COM              883203101      137     1772 SH      SHARED      02                            1772
D TEXTRON INC                    COM              883203101    15928   205855 SH      SHARED      04        205830                25
D TEXTRON INC                    PFD CONV $2.08   883203200      447     1335 SH      SHARED      02           300              1035
D THEGLOBE COM INC               COM              88335R101     4756   347500 SH      SHARED      01         25000            322500
D THEGLOBE COM INC               COM              88335R101       13     1000 SH      SHARED      02          1000
D THEGLOBE COM INC               COM              88335R101       13     1000 SH      SHARED      04          1000
D THERAGENICS CORP               COM              883375107     1123    88108 SH      SHARED      01         82908              5200
D THERAGENICS CORP               COM              883375107       12     1000 SH      SHR/OTHR    01                   1000
D THERAGENICS CORP               COM              883375107      153    12000 SH      SHARED      02                           12000
D THERAGENICS CORP               COM              883375107       30     2400 SH      SHARED      04          2400
D THERMO BIOANALYSIS CORP        COM              88355H108       64     3500 SH      SHARED      01          2400              1100
D THERMO BIOANALYSIS CORP        COM              88355H108        3      200 SH      SHARED      04           200
D THERMO CARDIOSYSTEMS INC       COM NONREDEEM    88355K200      262    36800 SH      SHARED      01         36800
D THERMO CARDIOSYSTEMS INC       COM NONREDEEM    88355K200      109    15400 SH      SHARED      04         15400
D THERMO ECOTEK CORP             COM              88355R106      100    11100 SH      SHARED      01         11100
D THERMO ECOTEK CORP             COM              88355R106        1      200 SH      SHARED      04           200
D THERMO FIBERTEK INC            COM              88355W105      112    18400 SH      SHARED      01         14100              4300
D THERMO FIBERTEK INC            COM              88355W105        5      900 SH      SHARED      02           225               675
D THERMO FIBERTEK INC            COM              88355W105        3      600 SH      SHARED      04           600
D THERMO ELECTRON CORP           SUBDB CV 144A 03 883556AF9      896  1030000 PRN     SHARED      01       1030000
D THERMO ELECTRON CORP           SUBDB CV 144A 03 883556AF9    10657 12250000 PRN     SHARED      04      12250000
D THERMO ELECTRON CORP           COM              883556102       48     3600 SH      SHARED                  3600
D THERMO ELECTRON CORP           COM              883556102    29175  2171251 SH      SHARED      01       1781466            389785
D THERMO ELECTRON CORP           COM              883556102      407    30362 SH      SHR/OTHR    01                   8713    21649
D THERMO ELECTRON CORP           COM              883556102      435    32436 SH      SHARED      02          2612             29824
D THERMO ELECTRON CORP           COM              883556102     1694   126100 SH      SHARED      04        126100
D THERMO INSTR SYS INC           COM              883559106      378    35456 SH      SHARED      01         33699              1757
D THERMO INSTR SYS INC           COM              883559106        6      600 SH      SHARED      04           600
D THERMO OPTEK CORP              COM              883582108      152    18200 SH      SHARED      01         15500              2700
D THERMO OPTEK CORP              COM              883582108        2      300 SH      SHARED      04           300
D THERMO VISION CORP             COM              883600108        0       28 SH      SHARED      01            28
D THERMOQUEST CORP               COM              883655102      299    29600 SH      SHARED      01         26800              2800
D THERMOQUEST CORP               COM              883655102        5      500 SH      SHARED      04           500
D THERMOSPECTRA CORP             COM              883660102       97     6200 SH      SHARED      01          3200              3000
D THERMOSPECTRA CORP             COM              883660102        3      200 SH      SHARED      04           200
D THERMOTREX CORP                COM              883666109       13     2100 SH      SHARED      01          2100
D THESTREET COM                  COM              88368Q103     4496   248100 SH      SHARED      01         55000            193100
D THESTREET COM                  COM              88368Q103        1      100 SH      SHARED      02           100
D THESTREET COM                  COM              88368Q103        9      500 SH      SHARED      04           500
D THERMEDICS INC                 COM              883901100     1141   154750 SH      SHARED      01         27700            127050
D THERMEDICS INC                 COM              883901100       11     1500 SH      SHARED      04          1500
D THINK NEW IDEAS INC            COM              884094103       16     2500 SH      SHARED      01          2500
D THISTLE GROUP HLDGS CO         COM              88431E103      356    50000 SH      SHARED      04         50000
D THOMAS & BETTS CORP            COM              884315102       61     1200 SH      SHARED                  1200
D THOMAS & BETTS CORP            COM              884315102    70639  1385086 SH      SHARED      01        941331            443755
D THOMAS & BETTS CORP            COM              884315102      663    13000 SH      SHR/OTHR    01                   8400     4600
D THOMAS & BETTS CORP            COM              884315102     6711   131600 SH      SHARED      04        131600
D THOMAS GROUP INC               COM              884402108        0      100 SH      SHARED      01           100
D THOMAS INDS INC                COM              884425109     1036    55460 SH      SHARED      01         55460
D THOMAS INDS INC                COM              884425109       37     2000 SH      SHARED      02          2000
D THOMAS INDS INC                COM              884425109       28     1500 SH      SHARED      04          1500
D THOR INDS INC                  COM              885160101        2      100 SH      SHARED                   100
D THOR INDS INC                  COM              885160101     2017    79100 SH      SHARED      01         37775             41325
D THOR INDS INC                  COM              885160101       17      700 SH      SHARED      04           700
D THORATEC LABS CORP             COM NEW          885175307        0       66 SH      SHARED      02            66
D THORNBURG MTG ASSET CORP       COM              885218107     1096   124400 SH      SHARED      01         61500             62900
D THORNBURG MTG ASSET CORP       COM              885218107        4      500 SH      SHARED      02           500
D THORNBURG MTG ASSET CORP       COM              885218107       16     1900 SH      SHARED      04          1900
D 3DO CO                         COM              88553W105        5      500 SH      SHARED      02           500
D 3DFX INTERACTIVE INC           COM              88553X103      153    18595 SH      SHARED      01         18595
D 3DFX INTERACTIVE INC           COM              88553X103       15     1900 SH      SHARED      04          1900
D 3COM CORP                      COM              885535104      951    33100 SH      SHARED                 33100
D 3COM CORP                      COM              885535104   148420  5162446 SH      SHARED      01       4338979            823467
D 3COM CORP                      COM              885535104    12122   421642 SH      SHARED      02        374860             46782
D 3COM CORP                      COM              885535104     9518   331076 SH      SHARED      04        331076
D THREE FIVE SYS INC             COM              88554L108      214     9700 SH      SHARED      01          9700
D TIBCO SOFTWARE INC             COM              88632Q103     2749    91375 SH      SHARED      02         86775              4600
D TIBCO SOFTWARE INC             COM              88632Q103       27      900 SH      SHARED      04           900
D TICKETMASTER ONLINE-CITYSEARCH CL B             88633P203     6078   251300 SH      SHARED      01        128100            123200
D TICKETMASTER ONLINE-CITYSEARCH CL B             88633P203      241    10000 SH      SHARED      02         10000
D TICKETMASTER ONLINE-CITYSEARCH CL B             88633P203       14      600 SH      SHARED      04           600
D TIDEL TECHNOLOGIES INC         COM              886368109        1      800 SH      SHARED      01           800
D TIDEWATER INC                  COM              886423102      249     9800 SH      SHARED                  9800
D TIDEWATER INC                  COM              886423102    11542   452664 SH      SHARED      01        251019            201645
D TIDEWATER INC                  COM              886423102       56     2200 SH      SHR/OTHR    01                            2200
D TIDEWATER INC                  COM              886423102        2      100 SH      SHARED      02                             100
D TIDEWATER INC                  COM              886423102     6930   271794 SH      SHARED      04        271794
D TIFFANY & CO NEW               COM              886547108     1810    30200 SH      SHARED                 30200
D TIFFANY & CO NEW               COM              886547108    26953   449694 SH      SHARED      01        232522            217172
D TIFFANY & CO NEW               COM              886547108      359     6000 SH      SHR/OTHR    01                            6000
D TIFFANY & CO NEW               COM              886547108       71     1200 SH      SHARED      02                            1200
D TIFFANY & CO NEW               COM              886547108     6509   108600 SH      SHARED      04        108600
D TIMBERLAND CO                  CL A             887100105       78     2000 SH      SHARED                  2000
D TIMBERLAND CO                  CL A             887100105     3929   100600 SH      SHARED      01         60700             39900
D TIMBERLAND CO                  CL A             887100105       31      800 SH      SHARED      04           800
D TIMBERLINE SOFTWARE CORP       COM              887134104      133     7174 SH      SHARED      01          7174
D TIME WARNER INC                COM              887315109       12      200 SH      SHARED      01                             200
D TIME WARNER INC                COM              887315109     2059    33902 SH      SHARED                 33902
D TIME WARNER INC                COM              887315109  1117899 18401642 SH      SHARED      01      15660037           2741605
D TIME WARNER INC                COM              887315109    19741   324965 SH      SHR/OTHR    01                 138351   186614
D TIME WARNER INC                COM              887315109     4665    76793 SH      SHARED      02         25229             51564
D TIME WARNER INC                COM              887315109    73676  1212785 SH      SHARED      04       1212785
D TIME WARNER TELECOM INC        CL A             887319101     7757   371600 SH      SHARED      01        119600            252000
D TIME WARNER TELECOM INC        CL A             887319101       22     1100 SH      SHARED      02          1100
D TIME WARNER TELECOM INC        CL A             887319101       10      500 SH      SHARED      04           500
D TIMES MIRROR CO NEW            COM SER A        887364107      125     1900 SH      SHARED                  1900
D TIMES MIRROR CO NEW            COM SER A        887364107    62792   954125 SH      SHARED      01        855091             99034
D TIMES MIRROR CO NEW            COM SER A        887364107      167     2551 SH      SHARED      02           348              2203
D TIMES MIRROR CO NEW            COM SER A        887364107     3580    54400 SH      SHARED      04         54400
D TIMKEN CO                      COM              887389104       22     1400 SH      SHARED                  1400
D TIMKEN CO                      COM              887389104    14537   901534 SH      SHARED      01        758409            143125
D TIMKEN CO                      COM              887389104       35     2200 SH      SHARED      02                            2200
D TIMKEN CO                      COM              887389104      796    49400 SH      SHARED      04         49400
D TITAN CORP                     COM              888266103     1354    94233 SH      SHARED      01         94233
D TITAN CORP                     COM              888266103       54     3800 SH      SHARED      04          3800
D TITAN EXPL INC                 COM              888289105       20     4100 SH      SHARED      01          4100
D TITAN INTL INC ILL             COM              88830M102      783    76400 SH      SHARED      01         76400
D TITAN INTL INC ILL             COM              88830M102       15     1500 SH      SHARED      04          1500
D TITANIUM METALS CORP           COM              888339108     3291   368300 SH      SHARED      01         86900            281400
D TITANIUM METALS CORP           COM              888339108        4      500 SH      SHARED      02                             500
D TITANIUM METALS CORP           COM              888339108       16     1900 SH      SHARED      04          1900
D TODD SHIPYARDS CORP DEL        COM              889039103       10     1500 SH      SHARED      01          1500
D TOKHEIM CORP                   COM              889073102        4      500 SH      SHARED      01           500
D TOKIO MARINE & FIRE INS LTD    ADR NEW          889090403       23      400 SH      SHARED      01           400
D TOKIO MARINE & FIRE INS LTD    ADR NEW          889090403      253     4400 SH      SHR/OTHR    01                   4400
D TOKIO MARINE & FIRE INS LTD    ADR NEW          889090403        5      100 SH      SHARED      02           100
D TOLL BROTHERS INC              COM              889478103     5968   313100 SH      SHARED      01        187900            125200
D TOLL BROTHERS INC              COM              889478103       49     2600 SH      SHARED      04          2600
D TOMPKINSTRUSTCO INC            COM              890110109        5      181 SH      SHARED      01           181
D TOO INC                        COM              890333107      160     8936 SH      SHARED      01          8936
D TOO INC                        COM              890333107     2314   129023 SH      SHARED      01         55461             73562
D TOO INC                        COM              890333107       25     1446 SH      SHARED      04          1446
D TOOTSIE ROLL INDS INC          COM              890516107     7935   241388 SH      SHARED      01         63654            177734
D TOOTSIE ROLL INDS INC          COM              890516107      230     7004 SH      SHR/OTHR    01                   7004
D TOOTSIE ROLL INDS INC          COM              890516107      189     5779 SH      SHARED      02                            5779
D TOOTSIE ROLL INDS INC          COM              890516107       32     1000 SH      SHARED      04          1000
D TOPPS INC                      COM              890786106     1007   134350 SH      SHARED      01        134350
D TOPPS INC                      COM              890786106      424    56600 SH      SHARED      02         56600
D TOPPS INC                      COM              890786106       30     4000 SH      SHARED      04          4000
D TORCHMARK CORP                 COM              891027104      302    11700 SH      SHARED                 11700
D TORCHMARK CORP                 COM              891027104    51057  1973218 SH      SHARED      01       1625912            347306
D TORCHMARK CORP                 COM              891027104      657    25400 SH      SHARED      02                           25400
D TORCHMARK CORP                 COM              891027104     4240   163900 SH      SHARED      04        163900
D TORO CO                        COM              891092108     4855   129900 SH      SHARED      01         75750             54150
D TORO CO                        COM              891092108      149     4000 SH      SHARED      04          4000
D TORONTO DOMINION BK ONT        COM NEW          891160509      520    26712 SH      SHARED      01         26712
D TORONTO DOMINION BK ONT        COM NEW          891160509     2386   122400 SH      SHARED      04        122400
D TOSCO CORP                     COM NEW          891490302       83     3300 SH      SHARED                  3300
D TOSCO CORP                     COM NEW          891490302    56924  2254444 SH      SHARED      01       1896173            358271
D TOSCO CORP                     COM NEW          891490302       39     1563 SH      SHARED      02                            1563
D TOSCO CORP                     COM NEW          891490302     8569   339381 SH      SHARED      04        339381
D TOTAL RENAL CARE HLDGS INC     SB NT CV144A7%09 89151AAA5     1306  2000000 PRN     SHARED      04       2000000
D TOTAL RENAL CARE HLDGS INC     COM              89151A107       61     8300 SH      SHARED                  8300
D TOTAL RENAL CARE HLDGS INC     COM              89151A107     4349   584901 SH      SHARED      01        306778            278123
D TOTAL RENAL CARE HLDGS INC     COM              89151A107       74    10000 SH      SHARED      02                           10000
D TOTAL RENAL CARE HLDGS INC     COM              89151A107     1474   198300 SH      SHARED      04        198300
D TOTAL FINA S A                 SPONSORED ADR    89151E109      371     5850 SH      SHARED      01           400              5450
D TOTAL FINA S A                 SPONSORED ADR    89151E109       74     1175 SH      SHR/OTHR    01                    300      875
D TOTAL FINA S A                 SPONSORED ADR    89151E109     2515    39652 SH      SHARED      04         39652
D TOTAL-TEL USA COMMUNICATIONS   COM              89151T106       12      880 SH      SHARED      01           880
D TOWER AUTOMOTIVE INC           COM              891707101     4103   207100 SH      SHARED      01        207100
D TOWER AUTOMOTIVE INC           COM              891707101       79     4000 SH      SHARED      04          4000
D TOTAL SYS SVCS INC             COM              891906109      541    33300 SH      SHARED      01         33300
D TOTAL SYS SVCS INC             COM              891906109      107     6600 SH      SHARED      04          6600
D TRACK DATA CORP                COM              891918104       79     8200 SH      SHARED      01          6400              1800
D TRACK DATA CORP                COM              891918104        2      300 SH      SHARED      04           300
D TRACK N TRAIL INC              COM              891924102        4     2300 SH      SHARED      02          2000               300
D TRACK N TRAIL INC              COM              891924102        0      150 SH      SHARED      04           150
D TOWN & CTRY TR                 SH BEN INT       892081100     1128    63800 SH      SHARED      01         58900              4900
D TOWN & CTRY TR                 SH BEN INT       892081100      247    14000 SH      SHR/OTHR    01                           14000
D TOWN & CTRY TR                 SH BEN INT       892081100       83     4700 SH      SHARED      04          4700
D TOWNE SERVICES INC             COM              892148107       35    11237 SH      SHARED      01         11237
D TOWNE SERVICES INC             COM              892148107        3     1100 SH      SHARED      04          1100
D TOWNPAGESNET COM PLC           ADR              892179102        5      650 SH      SHARED      02           650
D TOYOTA MOTOR CORP              ADR 2 COM        892331307      374     6000 SH      SHARED      01          6000
D TOYS R US INC                  COM              892335100       87     5800 SH      SHARED                  5800
D TOYS R US INC                  COM              892335100    55684  3712294 SH      SHARED      01       3141426            570868
D TOYS R US INC                  COM              892335100      126     8400 SH      SHR/OTHR    01                   4060     4340
D TOYS R US INC                  COM              892335100      156    10400 SH      SHARED      02           300             10100
D TOYS R US INC                  COM              892335100     2674   178300 SH      SHARED      04        178300
D TRACTOR SUPPLY CO              COM              892356106       11      600 SH      SHARED      04           600
D TRAILER BRIDGE                 COM              892782103       10     5500 SH      SHARED      02          5500
D TRAMMELL CROW CO               COM              89288R106     1021    77100 SH      SHARED      01         77100
D TRAMMELL CROW CO               COM              89288R106        6      500 SH      SHARED      02                             500
D TRAMMELL CROW CO               COM              89288R106       29     2200 SH      SHARED      04          2200
D TRANSACT TECHNOLOGIES INC      COM              892918103        0      100 SH      SHARED      01           100
D TRANS LUX CORP                 COM              893247106        0      100 SH      SHARED      01           100
D TRANS WORLD AIRLS INC          WT EXP  082302   893349134        0       21 SH      SHARED      02            21
D TRANS WORLD AIRLS INC          COM PAR$.01NEW   893349837      715   200900 SH      SHARED      01        200900
D TRANS WORLD AIRLS INC          COM PAR$.01NEW   893349837        0      107 SH      SHARED      02           107
D TRANS WORLD AIRLS INC          COM PAR$.01NEW   893349837     2302   646447 SH      SHARED      04        646447
D TRANS WORLD ENTMT CORP         COM              89336Q100     3301   260260 SH      SHARED      01         86660            173600
D TRANS WORLD ENTMT CORP         COM              89336Q100       36     2900 SH      SHARED      04          2900
D TRANSACTION NETWORK SVCS INC   COM              893414102     1106    28200 SH      SHARED      01         28200
D TRANSACTION NETWORK SVCS INC   COM              893414102    10475   266900 SH      SHARED      02        266900
D TRANSACTION NETWORK SVCS INC   COM              893414102      427    10900 SH      SHARED      04         10900
D TRANSACTION SYS ARCHITECTS     CL A             893416107       91     3400 SH      SHARED                  3400
D TRANSACTION SYS ARCHITECTS     CL A             893416107    12256   455018 SH      SHARED      01        168756            286262
D TRANSACTION SYS ARCHITECTS     CL A             893416107       33     1250 SH      SHR/OTHR    01                            1250
D TRANSACTION SYS ARCHITECTS     CL A             893416107      229     8508 SH      SHARED      02          8508
D TRANSACTION SYS ARCHITECTS     CL A             893416107      636    23617 SH      SHARED      04         23617
D TRANSATLANTIC HLDGS INC        COM              893521104     4274    60850 SH      SHARED      01         31300             29550
D TRANSATLANTIC HLDGS INC        COM              893521104       35      500 SH      SHARED      04           500
D TRANSCANADA PIPELINES LTD      COM              893526103      327    25068 SH      SHARED      01         25068
D TRANSCANADA PIPELINES LTD      COM              893526103       93     7120 SH      SHARED      02          1040              6080
D TRANSCOASTAL MARINE SERVICES   COM              893537100       11     2000 SH      SHARED      01          2000
D TRANSCONTINENTAL RLTY INVS     COM NEW          893617209        9      900 SH      SHARED      01           900
D TRANSKARYOTIC THERAPIES INC    COM              893735100     1772    34500 SH      SHARED      01         33700               800
D TRANSKARYOTIC THERAPIES INC    COM              893735100       95     1864 SH      SHARED      04          1864
D TRANSPORTADORA DE GAS SUR      SPON ADR B       893870204       36     4500 SH      SHARED      01          4500
D TRANSPORTATION COMPONENTS INC  COM              893878108       12     5000 SH      SHARED      02          5000
D TRANSPRO INC                   COM              893885103        1      225 SH      SHARED      01           225
D TRANSTECHNOLOGY CORP DEL       COM              893889105        3      300 SH      SHARED      01           300
D TRANSCEND SERVICES INC         COM              893929109        8     9200 SH      SHARED      02          9200
D TRANSMONTAIGNE INC             COM              893934109     1314    87600 SH      SHARED      01         84300              3300
D TRANSMONTAIGNE INC             COM              893934109       36     2400 SH      SHARED      04          2400
D TRAVELERS PPTY CAS CORP        CL A             893939108     6991   237000 SH      SHARED      01        156200             80800
D TRAVELERS PPTY CAS CORP        CL A             893939108     1613    54700 SH      SHARED      04         54700
D TRANSWITCH CORP                COM              894065101    16293   285850 SH      SHARED      01        108150            177700
D TRANSWITCH CORP                COM              894065101      142     2500 SH      SHARED      04          2500
D TRANSWORLD HEALTHCARE INC      COM              894081108        0        1 SH      SHARED      02             1
D TRAVEL SERVICES INTL INC       COM              894169101       56     4900 SH      SHARED      01          4900
D TRAVELERS CORPORATE LN FD INC  COM              894185107       28     2000 SH      SHARED      02          2000
D TREDEGAR CORP                  COM              894650100     1356    63481 SH      SHARED      01         63481
D TREDEGAR CORP                  COM              894650100       38     1800 SH      SHARED      04          1800
D TREEV INC                      COM NEW          894692300       65    31168 SH      SHARED      02         31168
D TREMONT CORP                   COM PAR $1.00    894745207       32     1379 SH      SHARED      01          1379
D TRENDWEST RESORTS INC          COM              894917103      228     8800 SH      SHARED      01          8000               800
D TRENDWEST RESORTS INC          COM              894917103        7      300 SH      SHARED      04           300
D TRENWICK GROUP INC             COM              895290104     2050   123800 SH      SHARED      01         61550             62250
D TRENWICK GROUP INC             COM              895290104       16     1000 SH      SHARED      04          1000
D TREX INC                       COM              89531P105     1071    40350 SH      SHARED      03         40350
D TREX INC                       COM              89531P105        7      300 SH      SHARED      04           300
D TREX MED CORP                  COM              89531R101      142    34600 SH      SHARED      01         29500              5100
D TREX MED CORP                  COM              89531R101        3      900 SH      SHARED      04           900
D TRI CONTL CORP                 COM              895436103      564    19296 SH      SHARED      01         19296
D TRI CONTL CORP                 COM              895436103      677    23166 SH      SHR/OTHR    01                           23166
D TRI CONTL CORP                 COM              895436103      201     6883 SH      SHARED      02          1330              5553
D TRIAD HOSPITALS INC            COM              89579K109     4735   467714 SH      SHARED      01        171735            295979
D TRIAD HOSPITALS INC            COM              89579K109        5      561 SH      SHR/OTHR    01                             561
D TRIAD HOSPITALS INC            COM              89579K109        1      140 SH      SHARED      02            25               115
D TRIAD HOSPITALS INC            COM              89579K109      109    10838 SH      SHARED      04         10838
D TRIANGLE BANCORP INC           COM              895835106     1261    68169 SH      SHARED      01         61619              6550
D TRIANGLE BANCORP INC           COM              895835106       42     2300 SH      SHARED      04          2300
D TRIANGLE PHARMACEUTICALS INC   COM              89589H104     1409    73200 SH      SHARED      01         73200
D TRIANGLE PHARMACEUTICALS INC   COM              89589H104      349    18170 SH      SHARED      04         18170
D TRIDENT MICROSYSTEMS INC       COM              895919108      125    15200 SH      SHARED      02         15200
D TRIDENT MICROSYSTEMS INC       COM              895919108        0        2 SH      SHARED      04             2
D TRIAD GTY INC                  COM              895925105      675    40000 SH      SHARED      01         38700              1300
D TRIAD GTY INC                  COM              895925105      128     7600 SH      SHARED      02          4000              3600
D TRIAD GTY INC                  COM              895925105       20     1200 SH      SHARED      04          1200
D TRIARC COS INC                 SB DB CV ZRO  18 895927AB7     7655 30500000 PRN     SHARED      04      30500000
D TRIARC COS INC                 CL A             895927101     4029   187987 SH      SHARED      01         90245             97742
D TRIARC COS INC                 CL A             895927101       42     2000 SH      SHARED      04          2000
D TRIGEN ENERGY CORP             COM              895930105      130     5700 SH      SHARED      01          5700
D TRIGEN ENERGY CORP             COM              895930105       16      700 SH      SHARED      04           700
D TRICON GLOBAL RESTAURANTS      COM              895953107      262     6400 SH      SHARED                  6400
D TRICON GLOBAL RESTAURANTS      COM              895953107    91582  2237149 SH      SHARED      01       1891421            345728
D TRICON GLOBAL RESTAURANTS      COM              895953107      828    20236 SH      SHR/OTHR    01                   8052    12184
D TRICON GLOBAL RESTAURANTS      COM              895953107      121     2978 SH      SHARED      02           155              2823
D TRICON GLOBAL RESTAURANTS      COM              895953107     4720   115300 SH      SHARED      04        115300
D TRIBUNE CO NEW                 COM              896047107      825    16600 SH      SHARED                 16600
D TRIBUNE CO NEW                 COM              896047107   225220  4527038 SH      SHARED      01       2832198           1694840
D TRIBUNE CO NEW                 COM              896047107      298     6000 SH      SHR/OTHR    01                   6000
D TRIBUNE CO NEW                 COM              896047107      169     3400 SH      SHARED      02           800              2600
D TRIBUNE CO NEW                 COM              896047107     9323   187400 SH      SHARED      04        187400
D TRICO BANCSHARES               COM              896095106       16      900 SH      SHARED      02           900
D TRICO MARINE SERVICES INC      COM              896106101       64     7700 SH      SHARED      01          7700
D TRICO MARINE SERVICES INC      COM              896106101       21     2600 SH      SHARED      02          2600
D TRIGON HEALTHCARE INC          COM              89618L100      128     4400 SH      SHARED                  4400
D TRIGON HEALTHCARE INC          COM              89618L100    18225   623100 SH      SHARED      01        288600            334500
D TRIGON HEALTHCARE INC          COM              89618L100        2      100 SH      SHARED      02                             100
D TRIGON HEALTHCARE INC          COM              89618L100      710    24300 SH      SHARED      04         24300
D TRIMBLE NAVIGATION LTD         COM              896239100     2527   236500 SH      SHARED      01         90200            146300
D TRIMBLE NAVIGATION LTD         COM              896239100       21     2000 SH      SHARED      04          2000
D TRIMERIS INC                   COM              896263100       86     5200 SH      SHARED      01          5200
D TRIMERIS INC                   COM              896263100       16     1000 SH      SHARED      02                            1000
D TRIMERIS INC                   COM              896263100      112     6717 SH      SHARED      04          6717
D TRINET CORP RLTY TR INC        COM              896287109     2195    92200 SH      SHARED      01         64000             28200
D TRINET CORP RLTY TR INC        COM              896287109     5695   239200 SH      SHARED      04        239200
D TRINITECH SYS INC              CL A             896406105       25     1000 SH      SHARED      01          1000
D TRINITY INDS INC               COM              896522109      135     4400 SH      SHARED                  4400
D TRINITY INDS INC               COM              896522109    11048   357853 SH      SHARED      01        204375            153478
D TRINITY INDS INC               COM              896522109      741    24000 SH      SHARED      04         24000
D TRIQUINT SEMICONDUCTOR INC     COM              89674K103       57     1000 SH      SHARED                  1000
D TRIQUINT SEMICONDUCTOR INC     COM              89674K103     2324    40650 SH      SHARED      01         40650
D TRIQUINT SEMICONDUCTOR INC     COM              89674K103     1000    17500 SH      SHR/OTHR    01                           17500
D TRIQUINT SEMICONDUCTOR INC     COM              89674K103       57     1000 SH      SHARED      04          1000
D TRISTAR AEROSPACE CO           COM              89674L101      694   113350 SH      SHARED      02        110850              2500
D TRISTAR CORP                   COM              89674U101        2      500 SH      SHARED      01           500
D TRIUMPH GROUP INC NEW          COM              896818101     1004    37800 SH      SHARED      01         34300              3500
D TRIUMPH GROUP INC NEW          COM              896818101      188     7100 SH      SHARED      02          5200              1900
D TRIUMPH GROUP INC NEW          COM              896818101       29     1100 SH      SHARED      04          1100
D TRIPOS INC                     COM              896928108        1      200 SH      SHARED      01           200
D TRIZEC HAHN CORP               SUB VTG          896938107      191    10100 SH      SHARED      01         10100
D TROPICAL SPORTSWEAR INTL CORP  COM              89708P102      389    20900 SH      SHARED      01         19300              1600
D TROPICAL SPORTSWEAR INTL CORP  COM              89708P102        5      300 SH      SHARED      04           300
D TROY FINL CORP                 COM              897329108      486    45000 SH      SHARED      04         45000
D TRUE NORTH COMMUNICATIONS INC  COM              897844106      443    12200 SH      SHARED                 12200
D TRUE NORTH COMMUNICATIONS INC  COM              897844106    10825   297600 SH      SHARED      01        154700            142900
D TRUE NORTH COMMUNICATIONS INC  COM              897844106      138     3800 SH      SHARED      04          3800
D TRUST CO NJ JERSEY CITY NEW    COM              898304100     1108    48200 SH      SHARED      01         48200
D TRUST CO NJ JERSEY CITY NEW    COM              898304100       39     1700 SH      SHARED      04          1700
D TRUSTCO BK CORP N Y            COM              898349105     3895   131928 SH      SHARED      01         97732             34196
D TRUSTCO BK CORP N Y            COM              898349105       73     2500 SH      SHARED      04          2500
D TRUSTMARK CORP                 COM              898402102     6259   278200 SH      SHARED      01         88300            189900
D TRUSTMARK CORP                 COM              898402102       40     1800 SH      SHARED      04          1800
D TUBOS DE ACERO DE MEXICO S A   ADR NEW          898592506       23     1900 SH      SHARED      01          1900
D TUBOSCOPE INC                  COM              898600101        3      300 SH      SHARED                   300
D TUBOSCOPE INC                  COM              898600101     5966   479700 SH      SHARED      01        189300            290400
D TUBOSCOPE INC                  COM              898600101       77     6200 SH      SHARED      04          6200
D TUESDAY MORNING CORP           COM NEW          899035505     2078    82300 SH      SHARED      01         82300
D TUESDAY MORNING CORP           COM NEW          899035505       10      400 SH      SHARED      02           200               200
D TUESDAY MORNING CORP           COM NEW          899035505       29     1150 SH      SHARED      04          1150
D TUPPERWARE CORP                COM              899896104       24     1200 SH      SHARED                  1200
D TUPPERWARE CORP                COM              899896104    20438  1009290 SH      SHARED      01        795590            213700
D TUPPERWARE CORP                COM              899896104        2      144 SH      SHARED      02                             144
D TUPPERWARE CORP                COM              899896104      935    46200 SH      SHARED      04         46200
D TURBOCHEF TECHNOLOGIES INC     COM              900006107       33     6300 SH      SHARED      01          6300
D TURKISH INVT FD INC            COM              900145103       30     4000 SH      SHR/OTHR    01                            4000
D TURNER CORP                    COM              900273103        0      150 SH      SHARED      01           150
D TUSCARORA INC                  COM              900902107        3      300 SH      SHARED      01           300
D TUT SYSTEMS                    COM              901103101     4326   167600 SH      SHARED      01         50400            117200
D TUT SYSTEMS                    COM              901103101       15      600 SH      SHARED      02           600
D TUT SYSTEMS                    COM              901103101       25     1000 SH      SHARED      04          1000
D TWEETER HOME ENTMT GROUP INC   COM              901167106      261     7000 SH      SHARED      01          7000
D TWEETER HOME ENTMT GROUP INC   COM              901167106       67     1800 SH      SHARED      02          1800
D TWEETER HOME ENTMT GROUP INC   COM              901167106       14      400 SH      SHARED      04           400
D 20TH CENTY INDS CAL            COM PAR $10      901272203     6549   338032 SH      SHARED      01        152300            185732
D 20TH CENTY INDS CAL            COM PAR $10      901272203      162     8410 SH      SHARED      02          5910              2500
D 20TH CENTY INDS CAL            COM PAR $10      901272203      416    21500 SH      SHARED      04         21500
D 24 / 7 MEDIA INC               COM              901314104     8635   228000 SH      SHARED      01         74400            153600
D 24 / 7 MEDIA INC               COM              901314104       45     1200 SH      SHARED      04          1200
D TWIN DISC INC                  COM              901476101        1      100 SH      SHARED      01           100
D TWINLAB CORP                   COM              901774109      523    59000 SH      SHARED      01         53800              5200
D TWINLAB CORP                   COM              901774109      363    41000 SH      SHARED      02                           41000
D TWINLAB CORP                   COM              901774109       19     2200 SH      SHARED      04          2200
D TYCO INTL LTD NEW              COM              902124106        6       60 SH      SHARED      04                              60
D TYCO INTL LTD NEW              COM              902124106     2530    24510 SH      SHARED                 24510
D TYCO INTL LTD NEW              COM              902124106   868837  8414893 SH      SHARED      01       8213944            200949
D TYCO INTL LTD NEW              COM              902124106    11839   114672 SH      SHR/OTHR    01                  57993    56679
D TYCO INTL LTD NEW              COM              902124106     3581    34687 SH      SHARED      02          5935             28752
D TYCO INTL LTD NEW              COM              902124106    98075   949887 SH      SHARED      04        949837                50
D TYLER TECHNOLOGIES INC         COM              902252105      449   101400 SH      SHARED      01        101400
D TYLER TECHNOLOGIES INC         COM              902252105       18     4100 SH      SHARED      04          4100
D TYSON FOODS INC                CL A             902494103      399    24300 SH      SHARED                 24300
D TYSON FOODS INC                CL A             902494103    17402  1058710 SH      SHARED      01        537345            521365
D TYSON FOODS INC                CL A             902494103     2186   133000 SH      SHARED      04        133000
D UAL CORP                       COM PAR $0.01    902549500     1247    19100 SH      SHARED                 19100
D UAL CORP                       COM PAR $0.01    902549500     9811   150220 SH      SHARED      01         91836             58384
D UAL CORP                       COM PAR $0.01    902549500       32      500 SH      SHARED      02           500
D UAL CORP                       COM PAR $0.01    902549500     5414    82900 SH      SHARED      04         82900
D UCAR INTL INC                  COM              90262K109      104     4600 SH      SHARED                  4600
D UCAR INTL INC                  COM              90262K109     7296   319852 SH      SHARED      01        184452            135400
D UCAR INTL INC                  COM              90262K109      102     4500 SH      SHARED      02          4500
D UCAR INTL INC                  COM              90262K109      615    27000 SH      SHARED      04         27000
D UCBH HOLDINGS INC              COM              90262T308      184    10100 SH      SHARED      01         10100
D UGI CORP NEW                   COM              902681105     5436   233849 SH      SHARED      01        112400            121449
D UGI CORP NEW                   COM              902681105       69     3000 SH      SHARED      04          3000
D UICI                           COM              902737105    13489   527700 SH      SHARED      01        135700            392000
D UICI                           COM              902737105     2638   103200 SH      SHARED      04        103200
D UMB FINL CORP                  COM              902788108     3095    74145 SH      SHARED      01         51305             22840
D UMB FINL CORP                  COM              902788108       62     1500 SH      SHARED      04          1500
D UST CORP                       COM              902900109     4684   152342 SH      SHARED      01        152342
D UST CORP                       COM              902900109      888    28900 SH      SHARED      04         28900
D USX MARATHON GROUP             PFD CONV 6.50%   902905819       13      300 SH      SHR/OTHR    01                             300
D USX MARATHON GROUP             COM NEW          902905827      175     6000 SH      SHARED                  6000
D USX MARATHON GROUP             COM NEW          902905827   129895  4440859 SH      SHARED      01       3701626            739233
D USX MARATHON GROUP             COM NEW          902905827      292    10001 SH      SHR/OTHR    01                   6506     3495
D USX MARATHON GROUP             COM NEW          902905827      496    16986 SH      SHARED      02          2600             14386
D USX MARATHON GROUP             COM NEW          902905827     9983   341314 SH      SHARED      04        341314
D U S B HLDG INC                 COM              902910108      533    31870 SH      SHARED      01         26090              5780
D U S B HLDG INC                 COM              902910108       15      900 SH      SHARED      04           900
D UST INC                        COM              902911106      126     4200 SH      SHARED                  4200
D UST INC                        COM              902911106    81702  2706551 SH      SHARED      01       2335611            370940
D UST INC                        COM              902911106      120     4000 SH      SHR/OTHR    01                            4000
D UST INC                        COM              902911106        4      150 SH      SHARED      02           150
D UST INC                        COM              902911106     4026   133400 SH      SHARED      04        133400
D USA DETERGENTS INC             COM              902938109       11     2400 SH      SHARED      01          2400
D U S HOME & GARDEN INC          COM              902939107       38    15400 SH      SHARED      01         15400
D U S HOME & GARDEN INC          COM              902939107       10     4000 SH      SHARED      02          4000
D U S PLASTIC LMBR CORP          COM              902948108     1447   117000 SH      SHARED      01         67100             49900
D U S PLASTIC LMBR CORP          COM              902948108       25     2100 SH      SHARED      04          2100
D U S FRANCHISE SVCS INC         CL A NEW         902956309      327    18900 SH      SHARED      01         18900
D U S FRANCHISE SVCS INC         CL A NEW         902956309       20     1200 SH      SHARED      04          1200
D U S RESTAURANT PPTYS INC       COM              902971100      843    44400 SH      SHARED      01         37800              6600
D U S RESTAURANT PPTYS INC       COM              902971100       57     3000 SH      SHR/OTHR    01                   3000
D U S RESTAURANT PPTYS INC       COM              902971100       79     4200 SH      SHARED      04          4200
D U S RESTAURANT PPTYS INC       PFD CV SER A     902971209      437    25000 SH      SHARED      04         25000
D US BANCORP DEL                 COM              902973106      196     6500 SH      SHARED                  6500
D US BANCORP DEL                 COM              902973106   323092 10703021 SH      SHARED      01       8993647           1709374
D US BANCORP DEL                 COM              902973106       75     2493 SH      SHR/OTHR    01                            2493
D US BANCORP DEL                 COM              902973106      226     7503 SH      SHARED      02                            7503
D US BANCORP DEL                 COM              902973106    17906   593200 SH      SHARED      04        593200
D U S LIQUIDS INC                COM              902974104      467    66800 SH      SHARED      01         39300             27500
D U S LIQUIDS INC                COM              902974104        9     1300 SH      SHARED      04          1300
D USA NETWORKS INC               COM              902984103    13537   349357 SH      SHARED      01        184338            165019
D USA NETWORKS INC               COM              902984103       25      654 SH      SHARED      02           654
D USA NETWORKS INC               COM              902984103      716    18500 SH      SHARED      04         18500
D URS CORP NEW                   COM              903236107     1149    46900 SH      SHARED      01         46900
D URS CORP NEW                   COM              903236107       36     1500 SH      SHARED      04          1500
D USANA INC                      COM              90328M107        3      500 SH      SHARED      01           500
D U S CAN CORP                   COM              90328W105      631    30900 SH      SHARED      01         30900
D U S CAN CORP                   COM              90328W105      143     7000 SH      SHARED      02          7000
D U S CAN CORP                   COM              90328W105       18      900 SH      SHARED      04           900
D U S G CORP                     COM NEW          903293405      242     5100 SH      SHARED                  5100
D U S G CORP                     COM NEW          903293405    16595   348460 SH      SHARED      01        170830            177630
D U S G CORP                     COM NEW          903293405      103     2164 SH      SHARED      02          1438               726
D U S G CORP                     COM NEW          903293405     2257    47400 SH      SHARED      04         47400
D U S FOODSERVICE                COM              90331R101     2545   141394 SH      SHARED      04        141394
D U S FOODSERVICE                COM              90331R101      408    22700 SH      SHARED                 22700
D U S FOODSERVICE                COM              90331R101     7319   406658 SH      SHARED      01        266118            140540
D U S FOODSERVICE                COM              90331R101     1159    64400 SH      SHARED      04         64400
D US LEC CORP                    CL A             90331S109      332    13500 SH      SHARED      01         13500
D US LEC CORP                    CL A             90331S109       22      900 SH      SHARED      04           900
D U S A FLORAL PRODS INC         COM              90331T107       53    25000 SH      SHARED      01         25000
D U S AUTOMOTIVE MFG INC         COM NEW          90332B204        2     1853 SH      SHARED      01          1853
D USEC INC                       COM              90333E108    23594  2301872 SH      SHARED      01       2292982              8890
D USEC INC                       COM              90333E108       15     1500 SH      SHARED      02                            1500
D USEC INC                       COM              90333E108      107    10500 SH      SHARED      04         10500
D U S AGGREGATES INC             COM              90334D109      440    31600 SH      SHARED      02         29200              2400
D U S INTERACTIVE INC            COM              90334M109       22     1000 SH      SHARED      01                            1000
D U S INTERACTIVE INC            COM              90334M109        0        7 SH      SHARED      02                               7
D USX-U S STL                    COM              90337T101       51     2000 SH      SHARED                  2000
D USX-U S STL                    COM              90337T101    35015  1359837 SH      SHARED      01       1117524            242313
D USX-U S STL                    COM              90337T101       39     1550 SH      SHR/OTHR    01                    821      729
D USX-U S STL                    COM              90337T101       88     3435 SH      SHARED      02           423              3012
D USX-U S STL                    COM              90337T101     1789    69500 SH      SHARED      04         69500
D USP REAL ESTATE INVT TR        SH BEN INT       903370104       20     3800 SH      SHARED      01          3800
D U S XPRESS ENTERPRISES INC     CL A             90338N103       62    10800 SH      SHARED      01         10800
D U S XPRESS ENTERPRISES INC     CL A             90338N103        3      600 SH      SHARED      02           600
D U S XPRESS ENTERPRISES INC     CL A             90338N103        3      600 SH      SHARED      04           600
D US ONCOLOGY INC                COM              90338W103     3833   423018 SH      SHARED      01        314412            108606
D US ONCOLOGY INC                COM              90338W103       57     6300 SH      SHARED      02          2800              3500
D US ONCOLOGY INC                COM              90338W103     3819   421500 SH      SHARED      03        421500
D US ONCOLOGY INC                COM              90338W103       53     5900 SH      SHARED      04          5900
D UTI ENERGY CORP                COM              903387108      262    13500 SH      SHARED      01         11600              1900
D UTI ENERGY CORP                COM              903387108      600    30900 SH      SHARED      04         30900
D US SEARCH COM INC              COM              903404101       98    10000 SH      SHARED      02         10000
D UBID INC                       COM              903469104       52     2000 SH      SHARED                  2000
D UBID INC                       COM              903469104     5078   192552 SH      SHARED      01          9045            183507
D UBID INC                       COM              903469104        5      200 SH      SHARED      04           200
D ULTIMATE ELECTRS INC           COM              903849107      115     7400 SH      SHARED      01          7400
D ULTRALIFE BATTERIES INC        COM              903899102        4     1000 SH      SHARED      02                            1000
D ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106      127     5000 SH      SHARED                  5000
D ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106    15150   594118 SH      SHARED      01        286328            307790
D ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106       89     3501 SH      SHARED      02           510              2991
D ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106     3962   155394 SH      SHARED      04        155394
D ULTRATECH STEPPER INC          COM              904034105     2766   217000 SH      SHARED      01         89200            127800
D ULTRATECH STEPPER INC          COM              904034105       24     1900 SH      SHARED      04          1900
D UNIBANCO-UNIAO DE BANCOS BRASL GDR REP PFD UT   90458E107       12      700 SH      SHARED      01           700
D UNIBANCO-UNIAO DE BANCOS BRASL GDR REP PFD UT   90458E107        2      145 SH      SHARED      02                             145
D UNICAPITAL CORP NEW            COM              90459D108     1771   555900 SH      SHARED      01        205400            350500
D UNICAPITAL CORP NEW            COM              90459D108       15     4900 SH      SHARED      04          4900
D UNICOMP INC                    COM PAR$.01NEW   90465L409       36     8600 SH      SHARED      01          8600
D UNIFAB INTERNATIONAL INC       COM              90467L100        9     1200 SH      SHARED      01          1200
D UNIFAB INTERNATIONAL INC       COM              90467L100       12     1500 SH      SHARED      02          1500
D UNIFI INC                      COM              904677101       68     6200 SH      SHARED                  6200
D UNIFI INC                      COM              904677101     6189   562686 SH      SHARED      01        240938            321748
D UNIFI INC                      COM              904677101      403    36700 SH      SHARED      04         36700
D UNIFIRST CORP MASS             COM              904708104     1326    96500 SH      SHARED      01         35400             61100
D UNIFIRST CORP MASS             COM              904708104       16     1200 SH      SHARED      04          1200
D UNIFY CORP                     COM              904743101      144     6400 SH      SHARED      01          6400
D UNIGENE LABS INC               COM              904753100      231   308669 SH      SHARED      04        308669
D UNILAB CORP NEW                COM              904763109       21     3700 SH      SHARED      04          3700
D UNILEVER PLC                   SPON ADR NEW     904767704       68     1785 SH      SHR/OTHR    01                            1785
D UNILEVER PLC                   SPON ADR NEW     904767704      192     4998 SH      SHARED      02          1428              3570
D UNILEVER PLC                   SPON ADR NEW     904767704      514    13393 SH      SHARED      04         13393
D UNILEVER N V                   N Y SHS NEW      904784709   350504  5145019 SH      SHARED      01       5133804             11215
D UNILEVER N V                   N Y SHS NEW      904784709     1234    18118 SH      SHR/OTHR    01                  11157     6961
D UNILEVER N V                   N Y SHS NEW      904784709       95     1409 SH      SHARED      02           714               695
D UNILEVER N V                   N Y SHS NEW      904784709    28138   413039 SH      SHARED      04        413039
D UNIMARK GROUP INC              COM              904789104       17    17600 SH      SHARED      01         17600
D UNICOM CORP                    COM              904911104     4617   125000 SH      SHARED      01        125000
D UNICOM CORP                    COM              904911104      180     4900 SH      SHARED                  4900
D UNICOM CORP                    COM              904911104   120689  3267450 SH      SHARED      01       2830629            436821
D UNICOM CORP                    COM              904911104      108     2929 SH      SHR/OTHR    01                   1700     1229
D UNICOM CORP                    COM              904911104       11      300 SH      SHARED      02           300
D UNICOM CORP                    COM              904911104     9936   269000 SH      SHARED      04        269000
D UNIGRAPHICS SOLUTIONS INC      CL A             904928108      235     8700 SH      SHARED      01          6900              1800
D UNIGRAPHICS SOLUTIONS INC      CL A             904928108       10      400 SH      SHARED      04           400
D UNION CARBIDE CORP             COM              905581104   113569  1999043 SH      SHARED      01       1769427            229616
D UNION CARBIDE CORP             COM              905581104      707    12450 SH      SHR/OTHR    01                   8050     4400
D UNION CARBIDE CORP             COM              905581104       25      450 SH      SHARED      02                             450
D UNION CARBIDE CORP             COM              905581104    48665   856600 SH      SHARED      04        856600
D UNION PAC CORP                 COM              907818108   175439  3650270 SH      SHARED      01       3065829            584441
D UNION PAC CORP                 COM              907818108     3494    72717 SH      SHR/OTHR    01                  37406    35311
D UNION PAC CORP                 COM              907818108     1702    35429 SH      SHARED      02          4800             30629
D UNION PAC CORP                 COM              907818108     9622   200200 SH      SHARED      04        200200
D UNION PAC RES GROUP INC        COM              907834105      240    14800 SH      SHARED                 14800
D UNION PAC RES GROUP INC        COM              907834105    58129  3577224 SH      SHARED      01       2946875            630349
D UNION PAC RES GROUP INC        COM              907834105      633    39012 SH      SHR/OTHR    01                  13173    25839
D UNION PAC RES GROUP INC        COM              907834105     1372    84473 SH      SHARED      02         14626             69847
D UNION PAC RES GROUP INC        COM              907834105     3222   198300 SH      SHARED      04        198300
D UNION PLANTERS CORP            COM              908068109      122     3000 SH      SHARED                  3000
D UNION PLANTERS CORP            COM              908068109    82121  2015244 SH      SHARED      01       1634181            381063
D UNION PLANTERS CORP            COM              908068109       61     1500 SH      SHARED      02                            1500
D UNION PLANTERS CORP            COM              908068109     5611   137700 SH      SHARED      04        137700
D UNIONBANCAL CORP               COM              908906100     8174   225500 SH      SHARED      01        123900            101600
D UNIONBANCAL CORP               COM              908906100       36     1000 SH      SHARED      04          1000
D UNIROYAL TECHNOLOGY CORP       COM              909163107      126    13000 SH      SHARED      01         13000
D UNISOURCE ENERGY CORP          COM              909205106     2999   253904 SH      SHARED      01        113080            140824
D UNISOURCE ENERGY CORP          COM              909205106       35     3000 SH      SHARED      04          3000
D UNISTAR FINANCIAL SVC CORP     COM              90921U100      237     8600 SH      SHARED      01           300              8300
D UNISTAR FINANCIAL SVC CORP     COM              90921U100       55     2000 SH      SHARED      04          2000
D UNISYS CORP                    COM              909214108      907    20100 SH      SHARED                 20100
D UNISYS CORP                    COM              909214108   169589  3758212 SH      SHARED      01       3210123            548089
D UNISYS CORP                    COM              909214108      451    10000 SH      SHR/OTHR    01                           10000
D UNISYS CORP                    COM              909214108      195     4336 SH      SHARED      02          2842              1494
D UNISYS CORP                    COM              909214108    15430   341961 SH      SHARED      04        341961
D UNITED ASSET MGMT CORP         COM              909420101     3324   172700 SH      SHARED      01        153600             19100
D UNITED ASSET MGMT CORP         COM              909420101      254    13200 SH      SHARED      04         13200
D UNITED AUTO GROUP INC          COM              909440109      570    45000 SH      SHARED      01         42200              2800
D UNITED AUTO GROUP INC          COM              909440109       27     2200 SH      SHARED      04          2200
D UNITED CMNTY FINL CORP OHIO    COM              909839102     1198    86800 SH      SHARED      01         85000              1800
D UNITED CMNTY FINL CORP OHIO    COM              909839102       52     3800 SH      SHARED      04          3800
D UNITED BANKSHARES INC WEST VA  COM              909907107    14699   604630 SH      SHARED      01        195500            409130
D UNITED BANKSHARES INC WEST VA  COM              909907107      109     4500 SH      SHARED      04          4500
D UNITED CAPITAL CORP            COM              909912107        8      500 SH      SHARED      01           500
D UNITED DOMINION INDS LTD       COM              909914103      329    13859 SH      SHARED      01         13859
D UNITED DOMINION REALTY TR INC  COM              910197102     9560   854631 SH      SHARED      01        364599            490032
D UNITED DOMINION REALTY TR INC  COM              910197102       66     5908 SH      SHR/OTHR    01                   1400     4508
D UNITED DOMINION REALTY TR INC  COM              910197102     1190   106392 SH      SHARED      02         47692             58700
D UNITED DOMINION REALTY TR INC  COM              910197102      353    31600 SH      SHARED      04         31600
D UNITED FIRE & CAS CO           COM              910331107      451    19630 SH      SHARED      01         19630
D UNITED FIRE & CAS CO           COM              910331107       88     3830 SH      SHARED      02          3830
D UNITED FIRE & CAS CO           COM              910331107       18      800 SH      SHARED      04           800
D UNITED HERITAGE CORP           COM              91058F106        0     2000 SH      SHARED      02          2000
D UNITED HEALTHCARE CORP         COM              910581107   125333  2574264 SH      SHARED      01       2237326            336938
D UNITED HEALTHCARE CORP         COM              910581107      160     3294 SH      SHR/OTHR    01                            3294
D UNITED HEALTHCARE CORP         COM              910581107      496    10201 SH      SHARED      02           150             10051
D UNITED HEALTHCARE CORP         COM              910581107     7205   148000 SH      SHARED      04        148000
D UNITED ILLUM CO                COM              910637107     5055   104500 SH      SHARED      01         66700             37800
D UNITED ILLUM CO                COM              910637107       33      700 SH      SHARED      02                             700
D UNITED ILLUM CO                COM              910637107       72     1500 SH      SHARED      04          1500
D UNITED INDL CORP               COM              910671106       67     7300 SH      SHARED      02           200              7100
D UNITED INVS RLTY TR            COM              910741107       17     2400 SH      SHARED      01          2400
D UNITED NATL BANCORP N J        COM              910909100      570    24518 SH      SHARED      01         24518
D UNITED NATL BANCORP N J        COM              910909100       32     1400 SH      SHARED      04          1400
D UNITED MOBILE HOMES INC        COM              911024107       12     1400 SH      SHARED      01          1400
D UNITED NAT FOODS INC           COM              911163103      287    32700 SH      SHARED      01         32700
D UNITED NAT FOODS INC           COM              911163103        7      900 SH      SHARED      02                             900
D UNITED NAT FOODS INC           COM              911163103        7      900 SH      SHARED      04           900
D UNITED PARK CITY MINES CO      COM NEW          911315208       70     2500 SH      SHARED      01          2500
D UNITED PAYORS&UTD PROVIDERS    COM              911319101      908    51550 SH      SHARED      01         47800              3750
D UNITED PAYORS&UTD PROVIDERS    COM              911319101      103     5900 SH      SHARED      02          5900
D UNITED PAYORS&UTD PROVIDERS    COM              911319101       22     1300 SH      SHARED      04          1300
D UNITED RENTALS INC             COM              911363109     4186   192485 SH      SHARED      01         12970            179515
D UNITED RENTALS INC             COM              911363109      112     5192 SH      SHARED      02          5192
D UNITED RENTALS INC             COM              911363109       36     1700 SH      SHARED      04          1700
D UNITED RETAIL GROUP INC        COM              911380103      446    37600 SH      SHARED      01         37600
D UNITED RETAIL GROUP INC        COM              911380103       13     1100 SH      SHARED      04          1100
D U S BIOSCIENCE INC             COM PAR $0.01    911646206     1270    89175 SH      SHARED      01         89175
D U S BIOSCIENCE INC             COM PAR $0.01    911646206       12      900 SH      SHARED      02           750               150
D U S BIOSCIENCE INC             COM PAR $0.01    911646206       39     2800 SH      SHARED      04          2800
D UNITED STATES CELLULAR CORP    LYON ZERO     15 911684AA6     2833  4498000 PRN     SHARED      04       4498000
D UNITED STATES CELLULAR CORP    COM              911684108     6587    96882 SH      SHARED      01         39982             56900
D UNITED STATES CELLULAR CORP    COM              911684108       13      200 SH      SHARED      02                             200
D UNITED STATES CELLULAR CORP    COM              911684108       54      800 SH      SHARED      04           800
D U S ENERGY CORP WYO            COM              911805109       41    11800 SH      SHARED      01         11800
D US AIRWAYS GROUP INC           COM              911905107       21      800 SH      SHARED                   800
D US AIRWAYS GROUP INC           COM              911905107    31959  1217491 SH      SHARED      01       1023471            194020
D US AIRWAYS GROUP INC           COM              911905107       13      500 SH      SHR/OTHR    01                             500
D US AIRWAYS GROUP INC           COM              911905107    22701   864800 SH      SHARED      04        864800
D U S HOME CORP NEW              COM              911920106        2      100 SH      SHARED                   100
D U S HOME CORP NEW              COM              911920106     5005   179970 SH      SHARED      01         93845             86125
D U S HOME CORP NEW              COM              911920106       30     1100 SH      SHARED      04          1100
D U S INDS INC NEW               COM              912080108     4931   313113 SH      SHARED      01        155237            157876
D U S INDS INC NEW               COM              912080108       61     3900 SH      SHARED      02          3800               100
D U S INDS INC NEW               COM              912080108      750    47670 SH      SHARED      04         47670
D U S OFFICE PRODS CO            COM NEW          912325305      640   182977 SH      SHARED      01        182977
D U S OFFICE PRODS CO            COM NEW          912325305        0      137 SH      SHR/OTHR    01                             137
D U S OFFICE PRODS CO            COM NEW          912325305        1      548 SH      SHARED      02           274               274
D U S OFFICE PRODS CO            COM NEW          912325305       13     3800 SH      SHARED      04          3800
D U S WEST INC NEW               COM              91273H101      684    12001 SH      SHARED                 12001
D U S WEST INC NEW               COM              91273H101   433215  7592020 SH      SHARED      01       6457560           1134460
D U S WEST INC NEW               COM              91273H101     6965   122064 SH      SHR/OTHR    01                  72483    49581
D U S WEST INC NEW               COM              91273H101      279     4893 SH      SHARED      02           939              3954
D U S WEST INC NEW               COM              91273H101   200445  3512769 SH      SHARED      04       3512769
D U S TR CORP NEW                COM              91288L105    11874   147738 SH      SHARED      01         64100      998    82640
D U S TR CORP NEW                COM              91288L105      112     1400 SH      SHR/OTHR    01                   1400
D U S TR CORP NEW                COM              91288L105       24      300 SH      SHARED      02                             300
D U S TR CORP NEW                COM              91288L105       40      500 SH      SHARED      04           500
D UNITED STATIONERS INC          COM              913004107     2352   110396 SH      SHARED      01        110396
D UNITED STATIONERS INC          COM              913004107       13      636 SH      SHARED      02           636
D UNITED STATIONERS INC          COM              913004107       70     3300 SH      SHARED      04          3300
D UNITED TECHNOLOGIES CORP       COM              913017109        2       40 SH      SHARED      04                              40
D UNITED TECHNOLOGIES CORP       COM              913017109       59     1000 SH      SHARED                  1000
D UNITED TECHNOLOGIES CORP       COM              913017109   414946  6995995 SH      SHARED      01       6000614            995381
D UNITED TECHNOLOGIES CORP       COM              913017109      936    15794 SH      SHR/OTHR    01                   8000     7794
D UNITED TECHNOLOGIES CORP       COM              913017109      668    11266 SH      SHARED      02          1600              9666
D UNITED TECHNOLOGIES CORP       COM              913017109    22203   374353 SH      SHARED      04        374178               175
D UNITED TELEVISION INC          COM              913066106     4521    40100 SH      SHARED      01         14400             25700
D UNITED TELEVISION INC          COM              913066106       45      400 SH      SHARED      04           400
D UNITED THERAPEUTICS CORP DEL   COM              91307C102       63     2200 SH      SHARED      02           700              1500
D UNITED WTR RES INC             COM              913190104     7194   220532 SH      SHARED      01        220532
D UNITED WTR RES INC             COM              913190104      159     4900 SH      SHARED      02           800              4100
D UNITED WTR RES INC             COM              913190104     2691    82500 SH      SHARED      04         82500
D UNITEDGLOBALCOM                CL A             913247508    20083   280400 SH      SHARED      01        101900            178500
D UNITEDGLOBALCOM                CL A             913247508      802    11200 SH      SHARED      04         11200
D UNITIL CORP                    COM              913259107      150     6200 SH      SHARED      01          6200
D UNITIL CORP                    COM              913259107        3      134 SH      SHR/OTHR    01                    134
D UNITRIN INC                    COM              913275103      264     7600 SH      SHARED                  7600
D UNITRIN INC                    COM              913275103    14420   414990 SH      SHARED      01        226500            188490
D UNITRIN INC                    COM              913275103      201     5800 SH      SHARED      02           400              5400
D UNITRIN INC                    COM              913275103     1320    38000 SH      SHARED      04         38000
D UNITRODE CORP                  COM              913283107    11435   272282 SH      SHARED      01        197800             74482
D UNITRODE CORP                  COM              913283107      126     3000 SH      SHARED      04          3000
D UNIVERSAL CORP VA              COM              913456109       91     3500 SH      SHARED                  3500
D UNIVERSAL CORP VA              COM              913456109     7467   285855 SH      SHARED      01        145178            140677
D UNIVERSAL CORP VA              COM              913456109      509    19500 SH      SHARED      04         19500
D UNIVERSAL ELECTRS INC          COM              913483103     1156    50000 SH      SHARED      02         50000
D UNIVERSAL FOODS CORP           COM              913538104      119     5200 SH      SHARED                  5200
D UNIVERSAL FOODS CORP           COM              913538104    11804   514640 SH      SHARED      01        312624            202016
D UNIVERSAL FOODS CORP           COM              913538104       44     1938 SH      SHR/OTHR    01                            1938
D UNIVERSAL FOODS CORP           COM              913538104     1256    54800 SH      SHARED      04         54800
D UNIVERSAL FST PRODS INC        COM              913543104      662    50700 SH      SHARED      01         50700
D UNIVERSAL FST PRODS INC        COM              913543104       18     1400 SH      SHARED      04          1400
D UNIVERSAL HEALTH RLTY INCM TR  SH BEN INT       91359E105        7      400 SH      SHARED      01           400
D UNIVERSAL HEALTH RLTY INCM TR  SH BEN INT       91359E105       98     5450 SH      SHR/OTHR    01                            5450
D UNIVERSAL HLTH SVCS INC        CL B             913903100        2      100 SH      SHARED                   100
D UNIVERSAL HLTH SVCS INC        CL B             913903100     8752   338269 SH      SHARED      01        159941            178328
D UNIVERSAL HLTH SVCS INC        CL B             913903100     1961    75800 SH      SHARED      04         75800
D UNO RESTAURANT CORP            COM              914900105        2      250 SH      SHARED      01           250
D UNIVISION COMMUNICATIONS INC   CL A             914906102     1163    14300 SH      SHARED                 14300
D UNIVISION COMMUNICATIONS INC   CL A             914906102    38915   478229 SH      SHARED      01        246729            231500
D UNIVISION COMMUNICATIONS INC   CL A             914906102       48      600 SH      SHR/OTHR    01                             600
D UNIVISION COMMUNICATIONS INC   CL A             914906102       81     1000 SH      SHARED      02          1000
D UNIVISION COMMUNICATIONS INC   CL A             914906102     4361    53600 SH      SHARED      04         53600
D UNOCAL CORP                    COM              915289102      218     5900 SH      SHARED                  5900
D UNOCAL CORP                    COM              915289102   132863  3584888 SH      SHARED      01       3000954            583934
D UNOCAL CORP                    COM              915289102      327     8840 SH      SHR/OTHR    01                   2500     6340
D UNOCAL CORP                    COM              915289102     1630    43994 SH      SHARED      02         12270             31724
D UNOCAL CORP                    COM              915289102    19335   521700 SH      SHARED      04        521700
D UNOVA INC                      COM              91529B106     4567   341473 SH      SHARED      01        158429            183044
D UNOVA INC                      COM              91529B106       18     1400 SH      SHR/OTHR    01                            1400
D UNOVA INC                      COM              91529B106       52     3900 SH      SHARED      04          3900
D UNUMPROVIDENT CORP             COM              91529Y106   102161  3470522 SH      SHARED      01       2879991            590531
D UNUMPROVIDENT CORP             COM              91529Y106       89     3027 SH      SHARED      02          1807              1220
D UNUMPROVIDENT CORP             COM              91529Y106     7839   266300 SH      SHARED      04        266300
D USFREIGHTWAYS CORP             COM              916906100    18495   390400 SH      SHARED      01        179800            210600
D USFREIGHTWAYS CORP             COM              916906100       47     1000 SH      SHARED      02                            1000
D USFREIGHTWAYS CORP             COM              916906100      710    15000 SH      SHARED      04         15000
D URBAN OUTFITTERS INC           COM              917047102        2      100 SH      SHARED                   100
D URBAN OUTFITTERS INC           COM              917047102      725    32800 SH      SHARED      01         31700              1100
D URBAN OUTFITTERS INC           COM              917047102        8      400 SH      SHARED      02           400
D URBAN OUTFITTERS INC           COM              917047102       79     3600 SH      SHARED      04          3600
D URBAN SHOPPING CTRS INC        COM              917060105     2851    97900 SH      SHARED      01         42600             55300
D URBAN SHOPPING CTRS INC        COM              917060105      139     4800 SH      SHARED      04          4800
D UROLOGIX INC                   COM              917273104       16     4800 SH      SHARED      01          4800
D UROLOGIX INC                   COM              917273104        3      959 SH      SHARED      04           959
D URSTADT BIDDLE PPTYS INS       COM              917286106       12     1800 SH      SHARED      01          1800
D USABANCCOM INC                 COM              917289100       58     7714 SH      SHARED      01          7714
D USBANCORP INC PA               COM              917292104      668    49500 SH      SHARED      01         49500
D USBANCORP INC PA               COM              917292104       18     1400 SH      SHARED      04          1400
D USINTERNETWORKING INC          COM              917311805     7203   230500 SH      SHARED      01         64400            166100
D USINTERNETWORKING INC          COM              917311805        3      100 SH      SHR/OTHR    01                    100
D USINTERNETWORKING INC          COM              917311805      462    14800 SH      SHARED      02         14800
D USINTERNETWORKING INC          COM              917311805       31     1000 SH      SHARED      04          1000
D USLIFE INCOME FD INC           COM              917324105        2      300 SH      SHARED      02                             300
D USWEB CORP                     COM              917327108    14282   416250 SH      SHARED      01        186950            229300
D USWEB CORP                     COM              917327108     3780   110175 SH      SHARED      02        110175
D USWEB CORP                     COM              917327108     6406   186700 SH      SHARED      04        185175              1525
D UTAH MED PRODS INC             COM              917488108        6     1000 SH      SHARED      01          1000
D UTILICORP UTD INC              COM              918005109      210    10000 SH      SHARED                 10000
D UTILICORP UTD INC              COM              918005109    10307   489406 SH      SHARED      01        258087            231319
D UTILICORP UTD INC              COM              918005109       32     1563 SH      SHARED      02                            1563
D UTILICORP UTD INC              COM              918005109    30673  1456350 SH      SHARED      04       1456350
D V F CORP                       COM              918204108       86     2800 SH      SHARED                  2800
D V F CORP                       COM              918204108    51297  1654755 SH      SHARED      01       1435383            219372
D V F CORP                       COM              918204108       27      900 SH      SHARED      02           900
D V F CORP                       COM              918204108     2734    88200 SH      SHARED      04         88200
D VIB CORP                       COM              91823H106        2      264 SH      SHARED      02           264
D V-ONE CORP                     COM              918278102       44    15700 SH      SHARED      01         15700
D VSE CORP                       COM              918284100        4      500 SH      SHARED      01           500
D VAIL BANKS INC                 COM              918779109      105    11700 SH      SHARED      01         11700
D VAIL RESORTS INC               COM              91879Q109     1929    83200 SH      SHARED      01         78700              4500
D VAIL RESORTS INC               COM              91879Q109       46     2000 SH      SHARED      04          2000
D VALASSIS COMMUNICATIONS INC    COM              918866104    16518   375951 SH      SHARED      01        192951            183000
D VALASSIS COMMUNICATIONS INC    COM              918866104     1058    24100 SH      SHARED      04         24100
D VALHI INC NEW                  COM              918905100     2056   189064 SH      SHARED      01         20600            168464
D VALHI INC NEW                  COM              918905100        2      200 SH      SHARED      04           200
D VALENCE TECHNOLOGY INC         COM              918914102      392    83800 SH      SHARED      01         83800
D VALENCE TECHNOLOGY INC         COM              918914102        9     2100 SH      SHARED      04          2100
D VALENTIS INC                   COM              91913E104      100    19800 SH      SHARED      01         19800
D VALERO ENERGY CORP NEW         COM              91913Y100      109     5700 SH      SHARED                  5700
D VALERO ENERGY CORP NEW         COM              91913Y100     7685   399232 SH      SHARED      01        190341            208891
D VALERO ENERGY CORP NEW         COM              91913Y100       57     3000 SH      SHR/OTHR    01                            3000
D VALERO ENERGY CORP NEW         COM              91913Y100       32     1700 SH      SHARED      02           800               900
D VALERO ENERGY CORP NEW         COM              91913Y100      646    33600 SH      SHARED      04         33600
D VALLEN CORP                    COM              919260109        4      300 SH      SHARED      01           300
D VALLEY MEDIA INC               COM              91972C106       11     1000 SH      SHARED      01          1000
D VALLEY MEDIA INC               COM              91972C106       11     1000 SH      SHARED      02          1000
D VALLEY MEDIA INC               COM              91972C106        3      300 SH      SHARED      04           300
D VALLEY NATL BANCORP            COM              919794107     3415   137291 SH      SHARED      01         72256             65035
D VALLEY NATL BANCORP            COM              919794107       11      446 SH      SHARED      02           446
D VALLEY NATL BANCORP            COM              919794107       44     1800 SH      SHARED      04          1800
D VALLEY RES INC                 COM              920062106       70     5200 SH      SHARED      01          5200
D VALMONT INDS INC               COM              920253101      983    58300 SH      SHARED      01         58300
D VALMONT INDS INC               COM              920253101       30     1800 SH      SHARED      04          1800
D VALSPAR CORP                   COM              920355104     8210   251179 SH      SHARED      01         59379            191800
D VALSPAR CORP                   COM              920355104       35     1100 SH      SHARED      04          1100
D VALUE AMER INC                 COM              92038N102      233    18300 SH      SHARED      01         18300
D VALUE AMER INC                 COM              92038N102      114     9000 SH      SHARED      02          9000
D VALUE AMER INC                 COM              92038N102       11      900 SH      SHARED      04           900
D VALUE CITY DEPT STORES INC     COM              920387107      552    36800 SH      SHARED      01         34700              2100
D VALUE CITY DEPT STORES INC     COM              920387107       19     1300 SH      SHARED      04          1300
D VALUE LINE INC                 COM              920437100      177     5100 SH      SHARED      01          5100
D VALUE LINE INC                 COM              920437100        6      200 SH      SHARED      04           200
D VALUEVISION INTL INC           CL A             92047K107     9565   367900 SH      SHARED      01         76800            291100
D VALUEVISION INTL INC           CL A             92047K107       70     2700 SH      SHARED      04          2700
D VAN KAMPEN MUN TR              SH BEN INT       920919107       13     1000 SH      SHARED      02          1000
D VAN KAMPEN FLA QUALITY MUN TR  COM              920921103       35     2500 SH      SHARED      02                            2500
D VAN KAMPEN TR INVT GRADE CALIF COM              920930104      111     7000 SH      SHR/OTHR    01                   7000
D VAN KAMPEN MASS VALUE MUN INCM COM SH BEN INT   92112R102       21     1500 SH      SHARED      02                            1500
D VAN KAMPEN VALUE MUN INCOME TR COM              921132106       12     1000 SH      SHARED      02          1000
D VANTIVE CORP                   COM              922091103      763    87900 SH      SHARED      01         87900
D VANTIVE CORP                   COM              922091103      354    40850 SH      SHARED      02         40850
D VANTIVE CORP                   COM              922091103       20     2400 SH      SHARED      04          2400
D VARCO INTL INC                 COM              922126107       79     6500 SH      SHARED                  6500
D VARCO INTL INC                 COM              922126107     6336   519936 SH      SHARED      01        248736            271200
D VARCO INTL INC                 COM              922126107     2149   176400 SH      SHARED      04        176400
D VARIAN MED SYS INC             COM              92220P105     4874   222825 SH      SHARED      01        160894             61931
D VARIAN MED SYS INC             COM              92220P105      913    41762 SH      SHARED      04         41762
D VARIAN INC                     COM              922206107     4052   228297 SH      SHARED      01         93731            134566
D VARIAN INC                     COM              922206107       47     2700 SH      SHARED      04          2700
D VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105     5229   248297 SH      SHARED      01         97131            151166
D VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105       58     2800 SH      SHARED      04          2800
D VASOMEDICAL INC                COM              922321104      136   125000 SH      SHARED      01                          125000
D VASTAR RES INC                 COM              922380100     2145    34300 SH      SHARED      01         34300
D VASTAR RES INC                 COM              922380100       62     1000 SH      SHARED      04          1000
D VEECO INSTRS INC DEL           COM              922417100      758    27100 SH      SHARED      01         27100
D VEECO INSTRS INC DEL           COM              922417100       56     2000 SH      SHR/OTHR    01                   2000
D VEECO INSTRS INC DEL           COM              922417100      154     5500 SH      SHARED      02          5300               200
D VEECO INSTRS INC DEL           COM              922417100       26      935 SH      SHARED      04           935
D VENTAS INC                     COM              92276F100     2053   432359 SH      SHARED      01        194979            237380
D VENTAS INC                     COM              92276F100        8     1800 SH      SHARED      02          1800
D VENTAS INC                     COM              92276F100       24     5100 SH      SHARED      04          5100
D VENTANA MED SYS INC            COM              92276H106      848    49900 SH      SHARED      01         46800              3100
D VENTANA MED SYS INC            COM              92276H106      210    12400 SH      SHARED      04         12400
D VENATOR GROUP INC              COM              922944103     6694   781897 SH      SHARED      01        309337            472560
D VENATOR GROUP INC              COM              922944103       27     3200 SH      SHR/OTHR    01                            3200
D VENATOR GROUP INC              COM              922944103        3      400 SH      SHARED      02                             400
D VENATOR GROUP INC              COM              922944103     1043   121864 SH      SHARED      04        121864
D VERITY INC                     COM              92343C106    11285   164000 SH      SHARED      01         40400            123600
D VERITY INC                     COM              92343C106       82     1200 SH      SHARED      04          1200
D VERISIGN INC                   COM              92343E102      319     3000 SH      SHARED                  3000
D VERISIGN INC                   COM              92343E102    20905   196300 SH      SHARED      01         71100            125200
D VERISIGN INC                   COM              92343E102      117     1100 SH      SHARED      04          1100
D VERITAS DGC INC                COM              92343P107       48     2500 SH      SHARED                  2500
D VERITAS DGC INC                COM              92343P107     1293    67200 SH      SHARED      01         66400               800
D VERITAS DGC INC                COM              92343P107     2136   111000 SH      SHARED      04        111000
D VERIO INC                      COM              923433106     3487   112500 SH      SHARED      01        106400              6100
D VERIO INC                      COM              923433106      114     3700 SH      SHARED      02          3700
D VERIO INC                      COM              923433106       58     1900 SH      SHARED      04          1900
D VERITAS SOFTWARE CO            SB NT CV 5.25%04 923436AB5      395   110000 PRN     SHARED      04        110000
D VERITAS SOFTWARE CO            COM              923436109      341     4500 SH      SHARED                  4500
D VERITAS SOFTWARE CO            COM              923436109    69211   911430 SH      SHARED      01        419298            492132
D VERITAS SOFTWARE CO            COM              923436109     4889    64386 SH      SHARED      02         64386
D VERITAS SOFTWARE CO            COM              923436109     8421   110900 SH      SHARED      04        110900
D VERMONT PURE HLDGS LTD         CL A             924234107        0      200 SH      SHR/OTHR    01                             200
D VERTEX PHARMACEUTICALS INC     COM              92532F100     7277   234300 SH      SHARED      01        133200            101100
D VERTEX PHARMACEUTICALS INC     COM              92532F100       18      600 SH      SHR/OTHR    01                             600
D VERTEX PHARMACEUTICALS INC     COM              92532F100       31     1000 SH      SHARED      02          1000
D VERTEX PHARMACEUTICALS INC     COM              92532F100      744    23970 SH      SHARED      04         23970
D VERTICALNET INC                COM              92532L107      148     4000 SH      SHARED                  4000
D VERTICALNET INC                COM              92532L107    12591   340300 SH      SHARED      01        121300            219000
D VERTICALNET INC                COM              92532L107       27      730 SH      SHARED      02           350               380
D VERTICALNET INC                COM              92532L107      114     3100 SH      SHARED      04          3100
D VERTEX COMMUNICATIONS CORP     COM              925320103        3      300 SH      SHARED      01           300
D VESTA INS GROUP INC            COM              925391104       21     4800 SH      SHARED      01          4800
D VETERINARY CTRS AMER INC       COM              925514101     2828   247300 SH      SHARED      01         55800            191500
D VETERINARY CTRS AMER INC       COM              925514101       22     2000 SH      SHARED      04          2000
D VIALINK CO                     COM              92552Q101       77     4400 SH      SHARED      01          4400
D VIAD CORP                      COM              92552R109      300    10200 SH      SHARED                 10200
D VIAD CORP                      COM              92552R109    20095   681216 SH      SHARED      01        315164            366052
D VIAD CORP                      COM              92552R109       59     2000 SH      SHR/OTHR    01                            2000
D VIAD CORP                      COM              92552R109        5      200 SH      SHARED      02                             200
D VIAD CORP                      COM              92552R109     3254   110338 SH      SHARED      04        110338
D VIASOFT INC                    COM              92552U102       24     2800 SH      SHARED      01          2800
D VIACOM INC                     CL A             925524100      355     8214 SH      SHARED      01          7166              1048
D VIACOM INC                     CL A             925524100     2655    61400 SH      SHARED      04         61400
D VIACOM INC                     CL B             925524308      409     9700 SH      SHARED                  9700
D VIACOM INC                     CL B             925524308   390270  9237180 SH      SHARED      01       8223798           1013382
D VIACOM INC                     CL B             925524308      815    19296 SH      SHR/OTHR    01                   3100    16196
D VIACOM INC                     CL B             925524308      487    11534 SH      SHARED      02          2988              8546
D VIACOM INC                     CL B             925524308    26989   638800 SH      SHARED      04        638800
D VIATEL INC                     COM              925529208     4112   139100 SH      SHARED      01         45900             93200
D VIATEL INC                     COM              925529208      535    18131 SH      SHARED      04         18131
D VIANT CORP                     COM              92553N107      246     5100 SH      SHARED      02          5100
D VICAL INC                      COM              925602104      639    46300 SH      SHARED      01         46300
D VICAL INC                      COM              925602104       26     1900 SH      SHARED      04          1900
D VICOR CORP                     COM              925815102     1708    75300 SH      SHARED      01         75300
D VICOR CORP                     COM              925815102      476    21000 SH      SHARED      02         15000              6000
D VICOR CORP                     COM              925815102       38     1700 SH      SHARED      04          1700
D VIDEO UPDATE INC               CL A             92657V104       10    29800 SH      SHARED      01         29800
D VIDEO UPDATE INC               CL A             92657V104        3    10000 SH      SHARED      02         10000
D VIGNETTE CORP                  COM              926734104      199     2200 SH      SHARED                  2200
D VIGNETTE CORP                  COM              926734104    12226   135100 SH      SHARED      01         38900             96200
D VIGNETTE CORP                  COM              926734104      158     1750 SH      SHARED      02          1750
D VIGNETTE CORP                  COM              926734104       27      300 SH      SHARED      04           300
D VINA CONCHA Y TORO S A         SPONSORED ADR    927191106       37     1000 SH      SHARED      01          1000
D VINTAGE PETE INC               COM              927460105     4185   310000 SH      SHARED      01        199600            110400
D VINTAGE PETE INC               COM              927460105      160    11855 SH      SHARED      04         11855
D VION PHARMACEUTICALS INC       COM              927624106       15     3000 SH      SHARED      02                            3000
D VIRCO MFG CO                   COM              927651109      360    22692 SH      SHARED      01         22692
D VIRCO MFG CO                   COM              927651109        8      550 SH      SHARED      04           550
D VISIO CORP                     COM              927914101    19079   486100 SH      SHARED      01        291400            194700
D VISIO CORP                     COM              927914101      584    14899 SH      SHARED      02         14699               200
D VISIO CORP                     COM              927914101    14536   370345 SH      SHARED      04        370345
D VITALCOM INC                   COM              927917104       22    12000 SH      SHARED      02         12000
D VIROPHARMA INC                 COM              928241108      577    25900 SH      SHARED      01         11900             14000
D VISHAY INTERTECHNOLOGY INC     COM              928298108      204     8625 SH      SHARED                  8625
D VISHAY INTERTECHNOLOGY INC     COM              928298108    10259   431959 SH      SHARED      01        167970            263989
D VISHAY INTERTECHNOLOGY INC     COM              928298108     1066    44900 SH      SHARED      04         44900
D VISTA BANCORP INC              COM              92830R103       27     1565 SH      SHARED      01          1565
D VISION TWENTY-ONE INC FLA      COM              92831N101        3      500 SH      SHARED      02           500
D VISIONAMERICA INC              COM              92832C104       73    13600 SH      SHARED      01         13600
D VISTA EYECARE INC              COM              928352103       12     5000 SH      SHARED      02          5000
D VISTA INFORMATION SOLUTIONS    COM NEW          928365204       21     7150 SH      SHARED      01          7150
D VISTANA INC                    COM              92839P108      738    49200 SH      SHARED      01         49200
D VISTANA INC                    COM              92839P108       13      900 SH      SHARED      04           900
D VISUAL DATA CORP               COM NEW          928428200       14     1600 SH      SHARED      02          1600
D VISX INC DEL                   COM              92844S105      498     6300 SH      SHARED                  6300
D VISX INC DEL                   COM              92844S105    30490   385500 SH      SHARED      01        188000            197500
D VISX INC DEL                   COM              92844S105       96     1215 SH      SHARED      02           265               950
D VISX INC DEL                   COM              92844S105     6628    83800 SH      SHARED      04         83800
D VISUAL NETWORKS INC            COM              928444108     4379   103200 SH      SHARED      01         60600             42600
D VISUAL NETWORKS INC            COM              928444108       89     2100 SH      SHARED      04          2100
D VITAL SIGNS INC                COM              928469105      366    18000 SH      SHARED      01         18000
D VITAL SIGNS INC                COM              928469105       12      600 SH      SHARED      04           600
D VITESSE SEMICONDUCTOR CORP     COM              928497106       17      200 SH      SHR/OTHR    04                    200
D VITESSE SEMICONDUCTOR CORP     COM              928497106      998    11700 SH      SHARED                 11700
D VITESSE SEMICONDUCTOR CORP     COM              928497106    49761   582863 SH      SHARED      01        273213            309650
D VITESSE SEMICONDUCTOR CORP     COM              928497106    11628   136203 SH      SHARED      04        135653               550
D VITRO SOCIEDAD ANONIMA         SPONSORED ADR    928502301        7     1700 SH      SHARED      01          1700
D VITRO SOCIEDAD ANONIMA         SPONSORED ADR    928502301      158    38500 SH      SHARED      04         38500
D VIVUS INC                      COM              928551100       15     5400 SH      SHARED      01          5400
D VLASIC FOODS INTL INC          COM              928559103       31     4600 SH      SHARED                  4600
D VLASIC FOODS INTL INC          COM              928559103     2389   344387 SH      SHARED      01        177458            166929
D VLASIC FOODS INTL INC          COM              928559103        8     1270 SH      SHR/OTHR    01                    280      990
D VLASIC FOODS INTL INC          COM              928559103        0       50 SH      SHARED      02                              50
D VLASIC FOODS INTL INC          COM              928559103      178    25700 SH      SHARED      04         25700
D VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107      171      720 SH      SHARED      04           720
D VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107   102833   432527 SH      SHARED      01        397925             34602
D VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107     8742    36770 SH      SHR/OTHR    01                  17036    19734
D VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107     1684     7085 SH      SHARED      02          2741              4344
D VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107    19285    81118 SH      SHARED      04         81118
D VOICESTREAM WIRELESS CORP      COM              928615103      154     2500 SH      SHARED                  2500
D VOICESTREAM WIRELESS CORP      COM              928615103    42405   687080 SH      SHARED      01        316210            370870
D VOICESTREAM WIRELESS CORP      COM              928615103      471     7640 SH      SHARED      02          7000               640
D VOICESTREAM WIRELESS CORP      COM              928615103     2174    35226 SH      SHARED      04         35226
D VOLT INFORMATION SCIENCES INC  COM              928703107      712    29400 SH      SHARED      01         29400
D VOLT INFORMATION SCIENCES INC  COM              928703107       21      900 SH      SHARED      04           900
D VOLVO AKTIEBOLAGET             ADR B            928856400      123     4300 SH      SHARED      01          4300
D VOLVO AKTIEBOLAGET             ADR B            928856400       91     3200 SH      SHARED      02           300              2900
D VOLVO AKTIEBOLAGET             ADR B            928856400      269     9400 SH      SHARED      04          9400
D VORNADO OPERATING CO           COM              92904N103        2      375 SH      SHARED      01           375
D VORNADO OPERATING CO           COM              92904N103        0       85 SH      SHR/OTHR    01                              85
D VORNADO RLTY TR                SH BEN INT       929042109    21318   655949 SH      SHARED      01        340873            315076
D VORNADO RLTY TR                SH BEN INT       929042109       55     1700 SH      SHR/OTHR    01                            1700
D VORNADO RLTY TR                SH BEN INT       929042109      409    12612 SH      SHARED      02          1600             11012
D VORNADO RLTY TR                SH BEN INT       929042109      663    20400 SH      SHARED      04         20400
D VULCAN MATLS CO                COM              929160109       87     2400 SH      SHARED                  2400
D VULCAN MATLS CO                COM              929160109    54687  1493180 SH      SHARED      01       1290192            202988
D VULCAN MATLS CO                COM              929160109      439    12000 SH      SHR/OTHR    01                  12000
D VULCAN MATLS CO                COM              929160109       87     2390 SH      SHARED      02          2390
D VULCAN MATLS CO                COM              929160109     4937   134800 SH      SHARED      04        134800
D WFS FINL INC                   COM              92923B106       67     3300 SH      SHARED      01          1500              1800
D WFS FINL INC                   COM              92923B106        8      400 SH      SHARED      04           400
D WEBS INDEX FD INC              JAPAN WEBS       92923H889       57     4100 SH      SHARED      02          3000              1100
D WD-40 CO                       COM              929236107     8165   348860 SH      SHARED      01        141200            207660
D WD-40 CO                       COM              929236107      102     4400 SH      SHR/OTHR    01                            4400
D WD-40 CO                       COM              929236107       14      600 SH      SHARED      02                             600
D WD-40 CO                       COM              929236107       28     1200 SH      SHARED      04          1200
D WHX CORP                       COM              929248102      425    42500 SH      SHARED      01         42500
D WHX CORP                       COM              929248102     3050   305000 SH      SHARED      04        305000
D WHX CORP                       PFD CV SER A     929248201     9850   260500 SH      SHARED      04        260500
D WHX CORP                       PFD CV SER B     929248300    25727   770860 SH      SHARED      04        770860
D WICOR INC                      COM              929253102     7613   261968 SH      SHARED      01        185800             76168
D WICOR INC                      COM              929253102      223     7700 SH      SHARED      02          2000              5700
D WICOR INC                      COM              929253102      101     3500 SH      SHARED      04          3500
D WLR FOODS INC                  COM              929286102      100    14600 SH      SHARED      01         14600
D WMX TECHNOLOGIES INC           SUB NTS CV  2%05 92929QAF4        1     1000 PRN     SHARED      02                            1000
D WMX TECHNOLOGIES INC           SUB NTS CV  2%05 92929QAF4    38462 34189000 PRN     SHARED      04      34189000
D WMS INDS INC                   COM              929297109     1721   148044 SH      SHARED      01        144844              3200
D WMS INDS INC                   COM              929297109       11      950 SH      SHARED      02           100               850
D WMS INDS INC                   COM              929297109       23     2000 SH      SHARED      04          2000
D WPS RESOURCES CORP             COM              92931B106     4085   145600 SH      SHARED      01         81400             64200
D WPS RESOURCES CORP             COM              92931B106       67     2400 SH      SHARED      04          2400
D WSFS FINL CORP                 COM              929328102       62     4400 SH      SHARED      01          4400
D WVS FINL CORP                  COM              929358109        8      600 SH      SHARED      01           600
D WABASH NATL CORP               COM              929566107     5766   283900 SH      SHARED      01        104550            179350
D WABASH NATL CORP               COM              929566107       24     1200 SH      SHARED      02          1200
D WABASH NATL CORP               COM              929566107       38     1900 SH      SHARED      04          1900
D WACHOVIA CORP                  COM              929771103       15      200 SH      SHARED                   200
D WACHOVIA CORP                  COM              929771103   235494  2995159 SH      SHARED      01       2504622            490537
D WACHOVIA CORP                  COM              929771103     2148    27327 SH      SHR/OTHR    01                  11340    15987
D WACHOVIA CORP                  COM              929771103      431     5489 SH      SHARED      02          2989              2500
D WACHOVIA CORP                  COM              929771103    13767   175100 SH      SHARED      04        175100
D WACKENHUT CORP                 COM SER A        929794105     2767   140132 SH      SHARED      01         44800             95332
D WACKENHUT CORP                 COM SER A        929794105       25     1300 SH      SHARED      04          1300
D WACKENHUT CORP                 COM SER B        929794303        4      313 SH      SHARED      01           313
D WACKENHUT CORRECTIONS CORP     COM              929798106      470    35200 SH      SHARED      01         35200
D WACKENHUT CORRECTIONS CORP     COM              929798106       12      900 SH      SHARED      04           900
D WADDELL & REED FINL INC        CL A             930059100     2635   118789 SH      SHARED      01         91121             27668
D WADDELL & REED FINL INC        CL A             930059100       27     1250 SH      SHR/OTHR    01                            1250
D WADDELL & REED FINL INC        CL A             930059100       76     3470 SH      SHARED      02          3470
D WADDELL & REED FINL INC        CL A             930059100      756    34100 SH      SHARED      04         34100
D WADDELL & REED FINL INC        CL B             930059209      229    10758 SH      SHARED      01          9658              1100
D WADDELL & REED FINL INC        CL B             930059209    28557  1336000 SH      SHARED      04       1336000
D WAL MART STORES INC            COM              931142103       42      900 SH      SHARED      04           600               300
D WAL MART STORES INC            COM              931142103       71     1500 SH      SHR/OTHR    04                   1500
D WAL MART STORES INC            COM              931142103     5550   116700 SH      SHARED                116700
D WAL MART STORES INC            COM              931142103  2711800 57016124 SH      SHARED      01      52064749           4951375
D WAL MART STORES INC            COM              931142103    27229   572501 SH      SHR/OTHR    01                 280061   292440
D WAL MART STORES INC            COM              931142103     2258    47481 SH      SHARED      02          9600             37881
D WAL MART STORES INC            COM              931142103   207324  4359041 SH      SHARED      04       4358116               925
D WALDEN RESIDENTIAL PPTYS INC   COM              931210108     1577    72300 SH      SHARED      01         69000              3300
D WALDEN RESIDENTIAL PPTYS INC   COM              931210108      165     7600 SH      SHARED      04          7600
D WALGREEN CO                    COM              931422109      142     5630 SH      SHARED      04          5420               210
D WALGREEN CO                    COM              931422109       15      600 SH      SHR/OTHR    04                    600
D WALGREEN CO                    COM              931422109      241     9501 SH      SHARED                  9501
D WALGREEN CO                    COM              931422109   372875 14694590 SH      SHARED      01      12298700           2395890
D WALGREEN CO                    COM              931422109     6435   253608 SH      SHR/OTHR    01                 179402    74206
D WALGREEN CO                    COM              931422109      531    20940 SH      SHARED      02         11340              9600
D WALGREEN CO                    COM              931422109    25208   993439 SH      SHARED      04        993289               150
D WALL DATA INC                  COM              932045107        6     1300 SH      SHARED      01          1300
D WALLACE COMPUTER SERVICES INC  COM              932270101       89     4400 SH      SHARED                  4400
D WALLACE COMPUTER SERVICES INC  COM              932270101     7785   384447 SH      SHARED      01        178119            206328
D WALLACE COMPUTER SERVICES INC  COM              932270101      512    25300 SH      SHARED      04         25300
D WALTER INDS INC                COM              93317Q105     3377   250200 SH      SHARED      01        120600            129600
D WALTER INDS INC                COM              93317Q105       52     3900 SH      SHARED      04          3900
D WARNACO GROUP INC              CL A             934390105      105     5800 SH      SHARED                  5800
D WARNACO GROUP INC              CL A             934390105     6806   372953 SH      SHARED      01        165117            207836
D WARNACO GROUP INC              CL A             934390105       18     1000 SH      SHARED      02          1000
D WARNACO GROUP INC              CL A             934390105     1303    71420 SH      SHARED      04         71420
D WARNER LAMBERT CO              COM              934488107     1559    23501 SH      SHARED                 23501
D WARNER LAMBERT CO              COM              934488107   819095 12340423 SH      SHARED      01      10141770           2198653
D WARNER LAMBERT CO              COM              934488107     8925   134473 SH      SHR/OTHR    01                  48160    86313
D WARNER LAMBERT CO              COM              934488107    12877   194012 SH      SHARED      02         31602            162410
D WARNER LAMBERT CO              COM              934488107    50273   757415 SH      SHARED      04        757415
D WARREN BANCORP INC             COM              934710104        1      200 SH      SHARED      01           200
D WASHINGTON FED INC             COM              938824109    11385   491050 SH      SHARED      01        195260            295790
D WASHINGTON FED INC             COM              938824109      120     5200 SH      SHARED      04          5200
D WASHINGTON GAS LT CO           COM              938837101      127     4700 SH      SHARED                  4700
D WASHINGTON GAS LT CO           COM              938837101     9916   365584 SH      SHARED      01        185214            180370
D WASHINGTON GAS LT CO           COM              938837101      292    10800 SH      SHARED      02          8600              2200
D WASHINGTON GAS LT CO           COM              938837101      754    27800 SH      SHARED      04         27800
D WASHINGTON HOMES INC NEW       COM              938864105       14     2700 SH      SHARED      01          2700
D WASHINGTON HOMES INC NEW       COM              938864105       15     3000 SH      SHARED      02                            3000
D WASHINGTON MUT INC             COM              939322103      377    12900 SH      SHARED                 12900
D WASHINGTON MUT INC             COM              939322103   253727  8674456 SH      SHARED      01       7337093           1337363
D WASHINGTON MUT INC             COM              939322103       35     1207 SH      SHR/OTHR    01                            1207
D WASHINGTON MUT INC             COM              939322103      260     8906 SH      SHARED      02          1033              7873
D WASHINGTON MUT INC             COM              939322103    13939   476550 SH      SHARED      04        476550
D WASHINGTON POST CO             CL B             939640108      459      900 SH      SHARED                   900
D WASHINGTON POST CO             CL B             939640108    26309    51587 SH      SHARED      01         25026             26561
D WASHINGTON POST CO             CL B             939640108      255      500 SH      SHARED      02           200               300
D WASHINGTON POST CO             CL B             939640108     6426    12600 SH      SHARED      04         12600
D WASHINGTON REAL ESTATE INVT TR SH BEN INT       939653101     2853   181175 SH      SHARED      01         92775             88400
D WASHINGTON REAL ESTATE INVT TR SH BEN INT       939653101        7      500 SH      SHR/OTHR    01                    500
D WASHINGTON REAL ESTATE INVT TR SH BEN INT       939653101      186    11825 SH      SHARED      02          3026              8799
D WASHINGTON REAL ESTATE INVT TR SH BEN INT       939653101      171    10900 SH      SHARED      04         10900
D WASTE CONNECTIONS INC          COM              941053100     1264    61500 SH      SHARED      01         41400             20100
D WASTE CONNECTIONS INC          COM              941053100       88     4300 SH      SHARED      02          4300
D WASTE CONNECTIONS INC          COM              941053100      221    10793 SH      SHARED      04         10793
D WASTE INDUSTRIES INC           COM              941058109       83     6300 SH      SHARED      01          6300
D WASTE INDUSTRIES INC           COM              941058109       29     2250 SH      SHARED      02          1750               500
D WASTE INDUSTRIES INC           COM              941058109       83     6291 SH      SHARED      04          6291
D WASTE MGMT INC DEL             SUB NT CONV 4%02 94106LAA7     1794  2000000 PRN     SHARED      01       2000000
D WASTE MGMT INC DEL             SUB NT CONV 4%02 94106LAA7    17635 19661000 PRN     SHARED      04      19661000
D WASTE MGMT INC DEL             COM              94106L109      244    12700 SH      SHARED                 12700
D WASTE MGMT INC DEL             COM              94106L109   167291  8690474 SH      SHARED      01       7292708           1397766
D WASTE MGMT INC DEL             COM              94106L109      331    17199 SH      SHR/OTHR    01                   3750    13449
D WASTE MGMT INC DEL             COM              94106L109       76     3978 SH      SHARED      02          3060               918
D WASTE MGMT INC DEL             COM              94106L109    19607  1018570 SH      SHARED      04       1018570
D WATCHGUARD TECHNOLOGIES INC    COM              941105108        6      400 SH      SHARED      02           400
D WATERS CORP                    COM              941848103      399     6600 SH      SHARED                  6600
D WATERS CORP                    COM              941848103    33242   548900 SH      SHARED      01        221900            327000
D WATERS CORP                    COM              941848103     1036    17114 SH      SHARED      02         14064              3050
D WATERS CORP                    COM              941848103     2900    47900 SH      SHARED      04         47900
D WATKINS JOHNSON CO             COM              942486101      261     7800 SH      SHARED      01          7800
D WATKINS JOHNSON CO             COM              942486101       33     1000 SH      SHARED      02           400               600
D WATKINS JOHNSON CO             COM              942486101       16      500 SH      SHARED      04           500
D WATSCO INC                     CL B             942622101        3      338 SH      SHARED      01           338
D WATSCO INC                     COM              942622200     1247   109687 SH      SHARED      01        109687
D WATSCO INC                     COM              942622200       19     1700 SH      SHARED      04          1700
D WATSON PHARMACEUTICALS INC     COM              942683103        9      300 SH      SHR/OTHR    04                    300
D WATSON PHARMACEUTICALS INC     COM              942683103      201     6600 SH      SHARED                  6600
D WATSON PHARMACEUTICALS INC     COM              942683103    40676  1330953 SH      SHARED      01       1150846            180107
D WATSON PHARMACEUTICALS INC     COM              942683103     7069   231330 SH      SHARED      04        230580               750
D WATTS INDS INC                 CL A             942749102       60     2800 SH      SHARED                  2800
D WATTS INDS INC                 CL A             942749102     5941   273165 SH      SHARED      01         94761            178404
D WATTS INDS INC                 CL A             942749102      326    15000 SH      SHARED      04         15000
D WAUSAU-MOSINEE PAPER CORP      COM              943315101       73     6100 SH      SHARED                  6100
D WAUSAU-MOSINEE PAPER CORP      COM              943315101     7568   624172 SH      SHARED      01        266935            357237
D WAUSAU-MOSINEE PAPER CORP      COM              943315101      380    31400 SH      SHARED      04         31400
D WAVE SYSTEMS CORP              CL A             943526103     4097   381200 SH      SHARED      01        116300            264900
D WAVE SYSTEMS CORP              CL A             943526103       34     3200 SH      SHARED      04          3200
D WAVO CORP                      COM              944027101      280    63300 SH      SHARED      01         63300
D WAVO CORP                      COM              944027101        8     1900 SH      SHARED      04          1900
D WEATHERFORD INTL INC           COM              947074100      195     6100 SH      SHARED                  6100
D WEATHERFORD INTL INC           COM              947074100    21396   668637 SH      SHARED      01        341900            326737
D WEATHERFORD INTL INC           COM              947074100       18      565 SH      SHARED      02           190               375
D WEATHERFORD INTL INC           COM              947074100    10752   336000 SH      SHARED      04        336000
D WEBB DEL CORP                  COM              947423109     7693   349700 SH      SHARED      01         86800            262900
D WEBB DEL CORP                  COM              947423109       30     1400 SH      SHARED      04          1400
D WEBFINANCIAL CORP              WT EXP  042802   94767P118        0       46 SH      SHARED      02                              46
D WEBSTER FINL CORP CONN         COM              947890109      104     4100 SH      SHARED                  4100
D WEBSTER FINL CORP CONN         COM              947890109     5139   201543 SH      SHARED      01        177979             23564
D WEBSTER FINL CORP CONN         COM              947890109      576    22600 SH      SHARED      04         22600
D WEBTRENDS CORP                 COM              94844D104     8546   191800 SH      SHARED      01         36600            155200
D WEBTRENDS CORP                 COM              94844D104       22      500 SH      SHARED      04           500
D WEINGARTEN RLTY INVS           SH BEN INT       948741103    10322   276175 SH      SHARED      01         91300            184875
D WEINGARTEN RLTY INVS           SH BEN INT       948741103      114     3063 SH      SHR/OTHR    01                   1200     1863
D WEINGARTEN RLTY INVS           SH BEN INT       948741103      417    11172 SH      SHARED      02          5100              6072
D WEINGARTEN RLTY INVS           SH BEN INT       948741103      304     8150 SH      SHARED      04          8150
D WEIS MKTS INC                  COM              948849104     4344   126837 SH      SHARED      01         32100             94737
D WEIS MKTS INC                  COM              948849104       17      500 SH      SHARED      04           500
D WELLMAN INC                    COM              949702104     4676   258916 SH      SHARED      01        135332            123584
D WELLMAN INC                    COM              949702104      863    47800 SH      SHARED      04         47800
D WELLPOINT HEALTH NETWORK NEW   SB DB CV ZRO  19 94973HAA6       44    77000 PRN     SHARED      04         77000
D WELLPOINT HEALTH NETWORK NEW   COM              94973H108    51830   909306 SH      SHARED      01        784515            124791
D WELLPOINT HEALTH NETWORK NEW   COM              94973H108      114     2000 SH      SHARED      02          2000
D WELLPOINT HEALTH NETWORK NEW   COM              94973H108     6481   113710 SH      SHARED      04        113710
D WELLS FARGO & CO NEW           COM              949746101       74     1875 SH      SHARED      04          1875
D WELLS FARGO & CO NEW           COM              949746101     2068    52200 SH      SHARED                 52200
D WELLS FARGO & CO NEW           COM              949746101   982835 24803415 SH      SHARED      01      20787376           4016039
D WELLS FARGO & CO NEW           COM              949746101    11873   299651 SH      SHR/OTHR    01                 130090   169561
D WELLS FARGO & CO NEW           COM              949746101     2241    56560 SH      SHARED      02         19510             37050
D WELLS FARGO & CO NEW           COM              949746101    48767  1230715 SH      SHARED      04       1230715
D WELLSFORD REAL PPTYS INC       COM              950240101      537    56543 SH      SHARED      01         52968              3575
D WELLSFORD REAL PPTYS INC       COM              950240101       19     2100 SH      SHARED      04          2100
D WENDYS INTL INC                COM              950590109      233     8800 SH      SHARED                  8800
D WENDYS INTL INC                COM              950590109    45266  1708162 SH      SHARED      01       1471164            236998
D WENDYS INTL INC                COM              950590109       13      500 SH      SHARED      02           500
D WENDYS INTL INC                COM              950590109     2594    97900 SH      SHARED      04         97900
D WERNER ENTERPRISES INC         COM              950755108     4206   238694 SH      SHARED      01        160597             78097
D WERNER ENTERPRISES INC         COM              950755108        3      187 SH      SHARED      02                             187
D WERNER ENTERPRISES INC         COM              950755108      777    44100 SH      SHARED      04         44100
D WESBANCO INC                   COM              950810101     1785    70035 SH      SHARED      01         70035
D WESBANCO INC                   COM              950810101       48     1900 SH      SHARED      04          1900
D WESCO FINL CORP                COM              950817106     1680     6200 SH      SHARED      01          1500              4700
D WESCO INTL INC                 COM              95082P105      809    57300 SH      SHARED      01         53900              3400
D WESCO INTL INC                 COM              95082P105       36     2600 SH      SHARED      04          2600
D WESLEY JESSEN VISIONCARE INC   COM              951018100    10133   324934 SH      SHARED                324934
D WESLEY JESSEN VISIONCARE INC   COM              951018100     1690    54200 SH      SHARED      01         54200
D WESLEY JESSEN VISIONCARE INC   COM              951018100      140     4500 SH      SHARED      02          4500
D WESLEY JESSEN VISIONCARE INC   COM              951018100       49     1600 SH      SHARED      04          1600
D WEST COAST BANCORP ORE NEW     COM              952145100      654    44340 SH      SHARED      01         40770              3570
D WEST COAST BANCORP ORE NEW     COM              952145100       22     1500 SH      SHARED      04          1500
D WEST ESSEX BANCORP             COM              952698108      248    25000 SH      SHARED      04         25000
D WEST MARINE INC                COM              954235107      288    36000 SH      SHARED      01         36000
D WEST MARINE INC                COM              954235107        5      700 SH      SHARED      04           700
D WEST PHARMACEUTICAL SVSC INC   COM              955306105     3420    90158 SH      SHARED      01         54659             35499
D WEST PHARMACEUTICAL SVSC INC   COM              955306105       41     1100 SH      SHARED      04          1100
D WEST TELESERVICES CORP         COM              956188106      404    39000 SH      SHARED      01         35600              3400
D WEST TELESERVICES CORP         COM              956188106        9      900 SH      SHARED      04           900
D WESTAMERICA BANCORPORATION     COM              957090103      124     4100 SH      SHARED                  4100
D WESTAMERICA BANCORPORATION     COM              957090103    20936   692126 SH      SHARED      01        187421            504705
D WESTAMERICA BANCORPORATION     COM              957090103       24      800 SH      SHR/OTHR    01                             800
D WESTAMERICA BANCORPORATION     COM              957090103      868    28700 SH      SHARED      04         28700
D WESTCOAST ENERGY INC           COM              95751D102       99     5300 SH      SHARED      01          5300
D WESTELL TECHNOLOGIES INC       CL A             957541105     1490   183400 SH      SHARED      01         28000            155400
D WESTELL TECHNOLOGIES INC       CL A             957541105      143    17700 SH      SHARED      02         17700
D WESTELL TECHNOLOGIES INC       CL A             957541105       13     1695 SH      SHARED      04          1695
D WESTERN BANCORP                COM              957683105    18134   469500 SH      SHARED      01        215200            254300
D WESTERN BANCORP                COM              957683105     3360    87000 SH      SHARED      04         87000
D WESTCORP INC                   COM              957907108      820    54949 SH      SHARED      01         54949
D WESTCORP INC                   COM              957907108       13      900 SH      SHARED      04           900
D WESTERN DIGITAL CORP           COM              958102105     2171   588900 SH      SHARED      01        255400            333500
D WESTERN DIGITAL CORP           COM              958102105      149    40600 SH      SHARED      02         40000               600
D WESTERN DIGITAL CORP           COM              958102105     2808   761799 SH      SHARED      04        761799
D WESTERN GAS RES INC            COM              958259103     1014    54300 SH      SHARED      01         51300              3000
D WESTERN GAS RES INC            COM              958259103       26     1400 SH      SHARED      04          1400
D WESTERN GAS RES INC            PFD CONV $2.625  958259301      597    17300 SH      SHARED      04         17300
D WESTERN OHIO FINL CORP         COM              959024100        3      200 SH      SHARED      01           200
D WESTERN PPTYS TR               SH BEN INT       959261108      598    55000 SH      SHARED      01         52600              2400
D WESTERN PPTYS TR               SH BEN INT       959261108       13     1200 SH      SHARED      02                            1200
D WESTERN PPTYS TR               SH BEN INT       959261108       55     5100 SH      SHARED      04          5100
D WESTERN RES INC                COM              959425109     8058   376992 SH      SHARED      01        164406            212586
D WESTERN RES INC                COM              959425109       92     4320 SH      SHR/OTHR    01                   1700     2620
D WESTERN RES INC                COM              959425109       18      850 SH      SHARED      02           300               550
D WESTERN RES INC                COM              959425109     1498    70100 SH      SHARED      04         70100
D WESTERN WIRELESS CORP          CL A             95988E204      179     4000 SH      SHARED                  4000
D WESTERN WIRELESS CORP          CL A             95988E204    22320   497740 SH      SHARED      01        251090            246650
D WESTERN WIRELESS CORP          CL A             95988E204      385     8587 SH      SHARED      04          8587
D WESTERNBANK PUERTO RICO        COM              959897109     1465   120900 SH      SHARED      01        115200              5700
D WESTERNBANK PUERTO RICO        COM              959897109       47     3900 SH      SHARED      04          3900
D WESTFIELD AMER INC             COM              959910100     1119    80700 SH      SHARED      01         79400              1300
D WESTFIELD AMER INC             COM              959910100     2020   145600 SH      SHARED      04        145600
D WESTINGHOUSE AIR BRAKE CO NEW  COM              960386100     1280    70400 SH      SHARED      01         67400              3000
D WESTINGHOUSE AIR BRAKE CO NEW  COM              960386100       41     2300 SH      SHARED      04          2300
D WESTMINSTER CAP INC            COM              960631109        0      200 SH      SHARED      02           200
D WESTPOINT STEVENS INC          COM              961238102      137     5800 SH      SHARED                  5800
D WESTPOINT STEVENS INC          COM              961238102    13120   555375 SH      SHARED      01        229575            325800
D WESTPOINT STEVENS INC          COM              961238102      574    24300 SH      SHARED      02          6500             17800
D WESTPOINT STEVENS INC          COM              961238102      692    29300 SH      SHARED      04         29300
D WESTVACO CORP                  COM              961548104        5      200 SH      SHARED                   200
D WESTVACO CORP                  COM              961548104    33919  1323687 SH      SHARED      01       1098552            225135
D WESTVACO CORP                  COM              961548104       28     1125 SH      SHR/OTHR    01                   1125
D WESTVACO CORP                  COM              961548104        7      300 SH      SHARED      02                             300
D WESTVACO CORP                  COM              961548104     4778   186472 SH      SHARED      04        186472
D WESTWOOD ONE INC               COM              961815107      257     5700 SH      SHARED                  5700
D WESTWOOD ONE INC               COM              961815107    18817   417000 SH      SHARED      01        143800            273200
D WESTWOOD ONE INC               COM              961815107      315     7000 SH      SHARED      02          4000              3000
D WESTWOOD ONE INC               COM              961815107     1383    30650 SH      SHARED      04         30650
D WET SEAL INC                   CL A             961840105      779    47065 SH      SHARED      01         47065
D WET SEAL INC                   CL A             961840105       16     1000 SH      SHARED      04          1000
D WEYERHAEUSER CO                COM              962166104   170335  2955931 SH      SHARED      01       2488716       85   467130
D WEYERHAEUSER CO                COM              962166104       88     1544 SH      SHR/OTHR    01                   1000      544
D WEYERHAEUSER CO                COM              962166104      529     9195 SH      SHARED      02          2499              6696
D WEYERHAEUSER CO                COM              962166104     8954   155400 SH      SHARED      04        155400
D WHIRLPOOL CORP                 COM              963320106     1665    25500 SH      SHARED                 25500
D WHIRLPOOL CORP                 COM              963320106    71342  1092340 SH      SHARED      01        905674            186666
D WHIRLPOOL CORP                 COM              963320106      117     1800 SH      SHARED      02           200              1600
D WHIRLPOOL CORP                 COM              963320106     6505    99600 SH      SHARED      04         99600
D WHITE CAP INDS CORP            COM              963505102     1017    68400 SH      SHARED      01         68400
D WHITE MTNS INS GROUP INC       COM              964126106     2464    18171 SH      SHARED      01         13731              4440
D WHITE MTNS INS GROUP INC       COM              964126106       54      400 SH      SHARED      04           400
D WHITEHALL JEWELLERS INC        COM              965063100      342    11900 SH      SHARED      01         11900
D WHITEHALL JEWELLERS INC        COM              965063100       25      900 SH      SHARED      04           900
D WHITMAN CORP NEW               COM              96647R107      216    15200 SH      SHARED                 15200
D WHITMAN CORP NEW               COM              96647R107    10726   752719 SH      SHARED      01        375507            377212
D WHITMAN CORP NEW               COM              96647R107       12      880 SH      SHR/OTHR    01                             880
D WHITMAN CORP NEW               COM              96647R107       34     2400 SH      SHARED      02           800              1600
D WHITMAN CORP NEW               COM              96647R107     1065    74800 SH      SHARED      04         74800
D WHITNEY HLDG CORP              COM              966612103     2572    74825 SH      SHARED      01         74825
D WHITNEY HLDG CORP              COM              966612103       79     2300 SH      SHARED      04          2300
D WHITTMAN-HART INC              COM              966834103    16478   424900 SH      SHARED      01        192500            232400
D WHITTMAN-HART INC              COM              966834103       38     1000 SH      SHARED      04          1000
D WHOLE FOODS MKT INC            SB DB CV ZRO  18 966837AC0     6600 20000000 PRN     SHARED      04      20000000
D WHOLE FOODS MKT INC            COM              966837106    10019   306235 SH      SHARED      01        119535            186700
D WHOLE FOODS MKT INC            COM              966837106       35     1100 SH      SHR/OTHR    01                            1100
D WHOLE FOODS MKT INC            COM              966837106      683    20900 SH      SHARED      02          1950             18950
D WHOLE FOODS MKT INC            COM              966837106      101     3096 SH      SHARED      04          3096
D WICKES INC                     COM              967446105       57    10900 SH      SHARED      01         10900
D WILD OATS MARKETS INC          COM              96808B107     1892    47900 SH      SHARED      01         37000             10900
D WILD OATS MARKETS INC          COM              96808B107    13864   351000 SH      SHARED      04        351000
D WILEY JOHN & SONS INC          CL A             968223206     2183   139200 SH      SHARED      01         57200             82000
D WILEY JOHN & SONS INC          CL A             968223206       20     1300 SH      SHARED      04          1300
D WILLAMETTE INDS INC            COM              969133107       21      500 SH      SHARED                   500
D WILLAMETTE INDS INC            COM              969133107    63922  1482252 SH      SHARED      01       1245804            236448
D WILLAMETTE INDS INC            COM              969133107       25      600 SH      SHR/OTHR    01                             600
D WILLAMETTE INDS INC            COM              969133107     3734    86600 SH      SHARED      04         86600
D WILLIAMS COS INC DEL           COM              969457100      511    13600 SH      SHARED                 13600
D WILLIAMS COS INC DEL           COM              969457100   244032  6485919 SH      SHARED      01       5389179           1096740
D WILLIAMS COS INC DEL           COM              969457100     1818    48332 SH      SHR/OTHR    01                  32860    15472
D WILLIAMS COS INC DEL           COM              969457100     1102    29309 SH      SHARED      02         12029             17280
D WILLIAMS COS INC DEL           COM              969457100    20167   536025 SH      SHARED      04        536025
D WILLIAMS CTLS INC              COM              969465103       77    31400 SH      SHARED      01         31400
D WILLIAMS SONOMA INC            COM              969904101      237     4900 SH      SHARED                  4900
D WILLIAMS SONOMA INC            COM              969904101    19694   405547 SH      SHARED      01        175021            230526
D WILLIAMS SONOMA INC            COM              969904101      201     4150 SH      SHR/OTHR    01                            4150
D WILLIAMS SONOMA INC            COM              969904101      135     2800 SH      SHARED      02           600              2200
D WILLIAMS SONOMA INC            COM              969904101     1427    29400 SH      SHARED      04         29400
D WILMAR INDS INC                COM              971426101       25     2000 SH      SHARED      02                            2000
D WILMAR INDS INC                COM              971426101     2564   199150 SH      SHARED      03        199150
D WILMINGTON TRUST CORP          COM              971807102      165     3400 SH      SHARED                  3400
D WILMINGTON TRUST CORP          COM              971807102    12905   265759 SH      SHARED      01        102253            163506
D WILMINGTON TRUST CORP          COM              971807102       33      700 SH      SHR/OTHR    01                             700
D WILMINGTON TRUST CORP          COM              971807102       97     2000 SH      SHARED      02                            2000
D WILMINGTON TRUST CORP          COM              971807102     1519    31300 SH      SHARED      04         31300
D WIND RIVER SYSTEMS INC         SB NT CV 144A 02 973149AA5      683   750000 PRN     SHARED      04        750000
D WIND RIVER SYSTEMS INC         SUB NT CONV 5%02 973149AC1      149   164000 PRN     SHARED      04        164000
D WIND RIVER SYSTEMS INC         COM              973149107     9399   494725 SH      SHARED      01        130038            364687
D WIND RIVER SYSTEMS INC         COM              973149107      214    11275 SH      SHARED      02         10775               500
D WIND RIVER SYSTEMS INC         COM              973149107       57     3000 SH      SHARED      04          3000
D WINDMERE-DURABLE HLDGS INC     COM              973411101     3772   312732 SH      SHARED      01         85704            227028
D WINDMERE-DURABLE HLDGS INC     COM              973411101       24     2000 SH      SHARED      04          2000
D WINK COMMUNICATIONS            COM              974168106       19      450 SH      SHARED      02           350               100
D WINK COMMUNICATIONS            COM              974168106       26      606 SH      SHARED      04           606
D WINN DIXIE STORES INC          COM              974280109       35     1200 SH      SHARED                  1200
D WINN DIXIE STORES INC          COM              974280109    51162  1723413 SH      SHARED      01       1547937            175476
D WINN DIXIE STORES INC          COM              974280109      119     4025 SH      SHR/OTHR    01                     25     4000
D WINN DIXIE STORES INC          COM              974280109       26      900 SH      SHARED      02           800               100
D WINN DIXIE STORES INC          COM              974280109     5118   172400 SH      SHARED      04        172400
D WINNEBAGO INDS INC             COM              974637100     2197    91800 SH      SHARED      01         91800
D WINNEBAGO INDS INC             COM              974637100       35     1500 SH      SHARED      04          1500
D WINSTAR COMMUNICATIONS INC     COM              975515107        3      100 SH      SHARED                   100
D WINSTAR COMMUNICATIONS INC     COM              975515107    11253   288100 SH      SHARED      01         96600            191500
D WINSTAR COMMUNICATIONS INC     COM              975515107       15      400 SH      SHR/OTHR    01                             400
D WINSTAR COMMUNICATIONS INC     COM              975515107      476    12200 SH      SHARED      02         11200              1000
D WINSTAR COMMUNICATIONS INC     COM              975515107     3558    91100 SH      SHARED      04         91100
D WINSTON HOTELS INC             COM              97563A102        0      100 SH      SHARED                   100
D WINSTON HOTELS INC             COM              97563A102      120    13600 SH      SHARED      01         13600
D WINSTON HOTELS INC             COM              97563A102       31     3600 SH      SHARED      04          3600
D WISCONSIN CENT TRANSN CORP     COM              976592105       71     5200 SH      SHARED                  5200
D WISCONSIN CENT TRANSN CORP     COM              976592105     7440   543612 SH      SHARED      01        250812            292800
D WISCONSIN CENT TRANSN CORP     COM              976592105       46     3400 SH      SHARED      02          3400
D WISCONSIN CENT TRANSN CORP     COM              976592105      873    63800 SH      SHARED      04         63800
D WISCONSIN ENERGY CORP          COM              976657106      290    12400 SH      SHARED                 12400
D WISCONSIN ENERGY CORP          COM              976657106    18677   796933 SH      SHARED      01        377645            419288
D WISCONSIN ENERGY CORP          COM              976657106      213     9125 SH      SHR/OTHR    01                    800     8325
D WISCONSIN ENERGY CORP          COM              976657106       18      800 SH      SHARED      02           300               500
D WISCONSIN ENERGY CORP          COM              976657106     1814    77400 SH      SHARED      04         77400
D WISER OIL CO DEL               COM              977284108        3      800 SH      SHARED      01           800
D WIT CAP GROUP INC              COM              97737K309       21     1200 SH      SHARED      02           700               500
D WOLVERINE TUBE INC             COM              978093102     1520    98100 SH      SHARED      01         71600             26500
D WOLVERINE TUBE INC             COM              978093102       23     1500 SH      SHARED      04          1500
D WOLVERINE WORLD WIDE INC       COM              978097103     6044   531416 SH      SHARED      01        250118            281298
D WOLVERINE WORLD WIDE INC       COM              978097103       46     4100 SH      SHARED      04          4100
D WOODHEAD INDS INC              COM              979438108        3      300 SH      SHARED      01           300
D WOODWARD GOVERNOR CO           COM              980745103      568    22800 SH      SHARED      01         21200              1600
D WOODWARD GOVERNOR CO           COM              980745103       19      800 SH      SHARED      04           800
D WORKGROUP TECHNOLOGY CORP      COM              980903108       18    13300 SH      SHARED      01         13300
D WORKGROUP TECHNOLOGY CORP      COM              980903108       32    23500 SH      SHARED      02         23500
D WORKFLOW MGMT INC              COM              98137N109       17     1342 SH      SHARED      01          1342
D WORKFLOW MGMT INC              COM              98137N109        0       73 SH      SHR/OTHR    01                              73
D WORKFLOW MGMT INC              COM              98137N109        3      296 SH      SHARED      02           148               148
D WORLD ACCESS INC               SB NT CV  4.5%02 98141AAC5     6500 10000000 PRN     SHARED      04      10000000
D WORLD ACCESS INC               COM              98141A101     1214   108601 SH      SHARED      01        108601
D WORLD ACCESS INC               COM              98141A101       44     4000 SH      SHARED      02          3000              1000
D WORLD ACCESS INC               COM              98141A101       56     5068 SH      SHARED      04          5068
D WORLD COLOR PRESS INC DEL      COM              981443104    11175   300000 SH      SHARED      01        161900            138100
D WORLD COLOR PRESS INC DEL      COM              981443104     3631    97500 SH      SHARED      04         97500
D WORLD FUEL SVCS CORP           COM              981475106       11     1188 SH      SHARED      01          1188
D WORLDGATE COMMUNICATIONS INC   COM              98156L307     5064   221400 SH      SHARED      01         56700            164700
D WORLDGATE COMMUNICATIONS INC   COM              98156L307       21      960 SH      SHARED      02           210               750
D WORLDGATE COMMUNICATIONS INC   COM              98156L307       20      900 SH      SHARED      04           900
D WORONOCO BANCORP INC           COM              981630106      911    90000 SH      SHARED      04         90000
D WORTHINGTON FOODS INC          COM              981809106       17     1200 SH      SHARED      04          1200
D WORTHINGTON INDS INC           COM              981811102       37     2200 SH      SHARED                  2200
D WORTHINGTON INDS INC           COM              981811102    23675  1392666 SH      SHARED      01       1142768            249898
D WORTHINGTON INDS INC           COM              981811102        3      200 SH      SHARED      02                             200
D WORTHINGTON INDS INC           COM              981811102     1356    79800 SH      SHARED      04         79800
D WRIGLEY WM JR CO               COM              982526105   103228  1500155 SH      SHARED      01       1339359            160796
D WRIGLEY WM JR CO               COM              982526105      571     8300 SH      SHR/OTHR    01                            8300
D WRIGLEY WM JR CO               COM              982526105      657     9550 SH      SHARED      02           300              9250
D WRIGLEY WM JR CO               COM              982526105     6729    97800 SH      SHARED      04         97800
D WYMAN GORDON CO                COM              983085101    29475  1577320 SH      SHARED      01       1340400            236920
D WYMAN GORDON CO                COM              983085101       85     4600 SH      SHARED      04          4600
D WYNDHAM INTL INC               CL A             983101106        1      400 SH      SHARED                   400
D WYNDHAM INTL INC               CL A             983101106     2633  1003161 SH      SHARED      01        477537            525624
D WYNDHAM INTL INC               CL A             983101106        1      536 SH      SHR/OTHR    01                             536
D WYNDHAM INTL INC               CL A             983101106      589   224520 SH      SHARED      02        224520
D WYNDHAM INTL INC               CL A             983101106      128    49000 SH      SHARED      04         49000
D WYNNS INTL INC                 COM              983195108     3215   201788 SH      SHARED      01        110897             90891
D WYNNS INTL INC                 COM              983195108       24     1518 SH      SHARED      02                            1518
D WYNNS INTL INC                 COM              983195108       20     1300 SH      SHARED      04          1300
D XCL LTD DEL                    COM              983701103        0       66 SH      SHARED      02                              66
D X-RITE INC                     COM              983857103       41     6400 SH      SHARED      01          6400
D XCEED INC                      COM              98388N105      829    38700 SH      SHARED      01         35800              2900
D XCEED INC                      COM              98388N105       21     1000 SH      SHARED      04          1000
D XETA CORP                      COM              983909102      100     6400 SH      SHARED      01          6400
D XILINX INC                     COM              983919101     5321    81200 SH      SHARED                 81200
D XILINX INC                     COM              983919101    61593   939912 SH      SHARED      01        492250            447662
D XILINX INC                     COM              983919101     4340    66240 SH      SHARED      02         65040              1200
D XILINX INC                     COM              983919101    16793   256272 SH      SHARED      04        256272
D XIRCOM INC                     COM              983922105    12529   293525 SH      SHARED      01         96100            197425
D XIRCOM INC                     COM              983922105      115     2700 SH      SHARED      04          2700
D XEIKON N V                     SPONSORED ADR    984003103       66     3200 SH      SHARED      01          3200
D XEIKON N V                     SPONSORED ADR    984003103     4045   193800 SH      SHARED      02         63400            130400
D XOMED SURGICAL PRODS INC       COM              98412V107     2744    48150 SH      SHARED      01         47200               950
D XOMED SURGICAL PRODS INC       COM              98412V107     4451    78100 SH      SHARED      04         78100
D XIONICS DOCUMENT TECHNOLOGIES  COM              98412X103       62    10700 SH      SHARED      01         10700
D XEROX CORP                     COM              984121103       54     1290 SH      SHARED      01          1200                90
D XEROX CORP                     COM              984121103        8      200 SH      SHR/OTHR    01                    200
D XEROX CORP                     COM              984121103     1186    28300 SH      SHARED                 28300
D XEROX CORP                     COM              984121103   438469 10455433 SH      SHARED      01       8759013           1696420
D XEROX CORP                     COM              984121103    20002   476975 SH      SHR/OTHR    01                 366601   110374
D XEROX CORP                     COM              984121103     1556    37112 SH      SHARED      02          4400             32712
D XEROX CORP                     COM              984121103    46601  1111230 SH      SHARED      04       1110905               325
D XOOM COM INC                   COM              98413F101       24      500 SH      SHARED      02           500
D XOOM COM INC                   COM              98413F101       34      700 SH      SHARED      04           700
D XTRA CORP                      COM              984138107     4551   114500 SH      SHARED      01         45700             68800
D XTRA CORP                      COM              984138107       55     1400 SH      SHARED      04          1400
D XYBERNAUT CORP                 COM              984149104       14    10300 SH      SHARED      01         10300
D YPF SOCIEDAD ANONIMA           SPON ADR CL D    984245100      280     7200 SH      SHARED      01          6200              1000
D YPF SOCIEDAD ANONIMA           SPON ADR CL D    984245100      681    17500 SH      SHR/OTHR    01                           17500
D YPF SOCIEDAD ANONIMA           SPON ADR CL D    984245100     1791    46000 SH      SHARED      04         46000
D YADKIN VY BK&TR CO ELKIN N C   COM              984308106        4      192 SH      SHARED      02                             192
D YAHOO INC                      COM              984332106     1507     8401 SH      SHARED                  8401
D YAHOO INC                      COM              984332106   132694   739244 SH      SHARED      01        380746            358498
D YAHOO INC                      COM              984332106      389     2169 SH      SHR/OTHR    01                    725     1444
D YAHOO INC                      COM              984332106     2844    15844 SH      SHARED      02         13780              2064
D YAHOO INC                      COM              984332106    35443   197455 SH      SHARED      04        197455
D YANKEE ENERGY SYS INC          COM              984779108     1632    38250 SH      SHARED      01         38250
D YANKEE ENERGY SYS INC          COM              984779108        1       40 SH      SHR/OTHR    01                     40
D YANKEE ENERGY SYS INC          COM              984779108       44     1050 SH      SHARED      02                            1050
D YANKEE ENERGY SYS INC          COM              984779108       38      900 SH      SHARED      04           900
D YANZHOU COAL MNG CO LTD        SPON ADR H SHS   984846105     8733   461200 SH      SHARED      04        461200
D XICOR INC                      COM              984903104       41     7400 SH      SHARED      04          7400
D YELLOW CORP                    COM              985509108     3204   193504 SH      SHARED      01        130244             63260
D YELLOW CORP                    COM              985509108      606    36639 SH      SHARED      04         36639
D YIELDUP INTL CORP              COM              985837103     1219   685000 SH      SHARED      04        685000
D YORK FINL CORP                 COM              986630101       24     1671 SH      SHARED      01          1671
D YORK INTL CORP NEW             COM              986670107    10645   296223 SH      SHARED      01        156123            140100
D YORK INTL CORP NEW             COM              986670107     1261    35100 SH      SHARED      04         35100
D YOUNG & RUBICAM INC            COM              987425105      180     4100 SH      SHARED                  4100
D YOUNG & RUBICAM INC            COM              987425105     8505   193300 SH      SHARED      01         90300            103000
D YOUNG & RUBICAM INC            COM              987425105       44     1000 SH      SHR/OTHR    01                            1000
D YOUNG & RUBICAM INC            COM              987425105       22      500 SH      SHARED      02           500
D YOUNG & RUBICAM INC            COM              987425105       44     1000 SH      SHARED      04          1000
D YOUNG BROADCASTING INC         CL A             987434107     8264   157800 SH      SHARED      01         43600            114200
D YOUNG BROADCASTING INC         CL A             987434107        5      100 SH      SHARED      02           100
D YOUNG BROADCASTING INC         CL A             987434107       52     1000 SH      SHARED      04          1000
D YOUNG INNOVATIONS INC          COM              987520103        1      100 SH      SHARED      01           100
D Z SEVEN FD INC                 COM              988789103        1      200 SH      SHARED      01           200
D ZALE CORP NEW                  COM              988858106      134     3500 SH      SHARED                  3500
D ZALE CORP NEW                  COM              988858106    12091   315600 SH      SHARED      01        177600            138000
D ZALE CORP NEW                  COM              988858106       38     1000 SH      SHARED      04          1000
D ZAMBA CORP                     COM              988881108       31    14700 SH      SHARED      01         14700
D ZAMBA CORP                     COM              988881108       21    10000 SH      SHARED      02         10000
D ZEMEX CDA CORP                 COM              988910105       41     5820 SH      SHARED      01          5820
D ZANY BRAINY INC                COM              98906Q101       26     3000 SH      SHARED      02          3000
D ZAPATA CORP                    COM NEW          989070503      494    98800 SH      SHARED      01         94000              4800
D ZAPATA CORP                    COM NEW          989070503        6     1200 SH      SHARED      04          1200
D ZARING NATL CORP               COM              989136106       24     4600 SH      SHARED      01          4600
D ZEBRA TECHNOLOGIES CORP        CL A             989207105     9907   217900 SH      SHARED      01        107500            110400
D ZEBRA TECHNOLOGIES CORP        CL A             989207105       22      500 SH      SHR/OTHR    01                             500
D ZEBRA TECHNOLOGIES CORP        CL A             989207105        4      100 SH      SHARED      02           100
D ZEBRA TECHNOLOGIES CORP        CL A             989207105      118     2600 SH      SHARED      04          2600
D ZENITH NATL INS CORP           COM              989390109      644    30160 SH      SHARED      01         30160
D ZENITH NATL INS CORP           COM              989390109       19      900 SH      SHARED      04           900
D ZIEGLER INC                    COM              989506100        1      100 SH      SHARED      01           100
D ZIFF-DAVIS INC                 COM ZD           989511100     1312    81400 SH      SHARED      01         81400
D ZIFF-DAVIS INC                 COM ZD           989511100        8      500 SH      SHARED      02           500
D ZIFF-DAVIS INC                 COM ZD           989511100      382    23700 SH      SHARED      04         23700
D ZIFF-DAVIS INC                 COM ZDNET        989511209      733    34500 SH      SHARED      01         34500
D ZIFF-DAVIS INC                 COM ZDNET        989511209       54     2575 SH      SHARED      02          2575
D ZIFF-DAVIS INC                 COM ZDNET        989511209       23     1100 SH      SHARED      04          1100
D ZILA INC                       COM PAR $0.01    989513205       46    13900 SH      SHARED      01          7400              6500
D ZIONS BANCORPORATION           COM              989701107      441     8000 SH      SHARED                  8000
D ZIONS BANCORPORATION           COM              989701107    35817   649752 SH      SHARED      01        295488            354264
D ZIONS BANCORPORATION           COM              989701107       44      800 SH      SHR/OTHR    01                             800
D ZIONS BANCORPORATION           COM              989701107     1642    29790 SH      SHARED      02         29790
D ZIONS BANCORPORATION           COM              989701107     4547    82500 SH      SHARED      04         82500
D ZIPLINK INC                    COM              989741103        6      600 SH      SHARED      02           600
D ZORAN CORP                     COM              98975F101      146     5400 SH      SHARED      01          5400
D ZORAN CORP                     COM              98975F101        1       60 SH      SHARED      02            60
D ZONAGEN INC                    COM              98975L108       24     8200 SH      SHARED      01          8200
D ZOLTEK COS INC                 COM              98975W104       44     5600 SH      SHARED      01          5600
D ZWEIG FD                       COM              989834106       26     2500 SH      SHARED      02          2500
D ZYGO CORP                      COM              989855101      409    29000 SH      SHARED      02          4500             24500
D ZOLL MED CORP                  COM              989922109      263     8700 SH      SHARED      01          8700
D ZOMAX INC MINN                 COM              989929104     2424    93700 SH      SHARED      01         36100             57600
D ZOMAX INC MINN                 COM              989929104       28     1100 SH      SHARED      04          1100
S REPORT SUMMARY              11844 DATA RECORDS           195482346
</TABLE>


© 2022 IncJournal is not affiliated with or endorsed by the U.S. Securities and Exchange Commission