TAUNUS CORP
13F-HR/A, 1999-09-28
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<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: June 30, 1999


Check here if Amendment {X}; Amendment Number: 2
This Amendment (Check only one.): {X} 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    September 28, 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:                  7


Form 13F Information Table Entry Total:         11202


Form 13F Information Table Value Total:     214536415


List of Other Included Managers:

Bankers Trust Company                           01
BT Australia Limited                            02
BT Alex. Brown Incorporated                     03
BT Capital Investors LP                         04
Investment Company Capital Corporation          05
Deutsche Bank Securities Inc.                   06
EA Strategies                                   07

THE REPORTABLE SECURITIES OF ALEX. BROWN INVESTMENT MANAGEMENT ARE EXCLUDED FROM
THIS FORM 13F. ALEX. BROWN INVESTMENT MANAGEMENT IS AN INDIRECT 50% OWNED
AFFILIATE OF BANKERS TRUST CORPORATION AND HAS FILED A SEPARATE FORM
13F ON ITS OWN BEHALF.

Confidential treatment has been requested under separate cover
for a portion of the Manager's securities positions held at
the end of this quarter.
<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       63     1800 SH      SHARED      06          1800
D DAIMLERCHRYSLER AG             ORD              D1668R123     1780    20000 SH      SHARED                 20000
D DAIMLERCHRYSLER AG             ORD              D1668R123      151     1702 SH      SHARED      03           622              1080
D DAIMLERCHRYSLER AG             ORD              D1668R123     2109    23700 SH      SHARED      06         23700
D ACE LTD                        ORD              G0070K103       28     1000 SH      SHARED                  1000
D ACE LTD                        ORD              G0070K103      302    10700 SH      SHARED      03           400             10300
D ACE LTD                        ORD              G0070K103     1616    57215 SH      SHARED      06         57215
D AMDOCS LTD                     ORD              G02602103       56     2500 SH      SHARED      01                            2500
D ANNUITY AND LIFE RE HLDGS      ORD              G03910109       11      500 SH      SHARED      03           500
D CORECOMM LTD                   ORD              G2422R109       91     1900 SH      SHARED      06          1900
D FRESH DEL MONTE PRODUCE INC    ORD              G36738105      118     8400 SH      SHARED                  8400
D FRUIT OF THE LOOM LTD          ORD CL A         G3682L105       15     1600 SH      SHARED                  1600
D FRUIT OF THE LOOM LTD          ORD CL A         G3682L105      552    56700 SH      SHARED      06         56700
D GEMSTAR INTL GROUP LTD         ORD              G3788V106      659    10100 SH      SHARED      06         10100
D GLOBAL CROSSING LTD            COM              G3921A100    23033   540378 SH      SHARED      06        540378
D GLOBALSTAR TELECOMMUNICTNS LTD COM              G3930H104      602    26000 SH      SHARED      06         26000
D ICO GLOBAL COMM HLDGS          ORD              G4705T109        6     1000 SH      SHARED      01                            1000
D IPC HLDGS LTD                  ORD              G4933P101       40     2000 SH      SHARED                  2000
D IPC HLDGS LTD                  ORD              G4933P101      471    23550 SH      SHARED      03           600             22950
D LASALLE RE HLDGS LTD           ORD              G5383Q101      215    12700 SH      SHARED      03                           12700
D LORAL SPACE & COMMUNICATIONS   COM              G56462107      162     9000 SH      SHARED                  9000
D LORAL SPACE & COMMUNICATIONS   COM              G56462107      103     5770 SH      SHARED      03          3770              2000
D LORAL SPACE & COMMUNICATIONS   COM              G56462107     1512    84000 SH      SHARED      06         84000
D LORAL SPACE & COMMUNICATIONS   PFD CONV C 6%    G56462149     4533    90000 SH      SHARED      06         90000
D NORDIC AMERICAN TANKER SHIPPNG COM              G65773106     3166   275322 SH      SHARED      06        275322
D PARTNERRE LTD                  COM              G6852T105       89     2400 SH      SHARED                  2400
D PEAK INTL LTD                  ORD              G69586108      339    50000 SH      SHARED      06         50000
D RENAISSANCE RE HLDGS LTD       COM              G7496G103       25      700 SH      SHARED      03                             700
D SANTA FE INTL CORP             ORD              G7805C108      165     7200 SH      SHARED                  7200
D SANTA FE INTL CORP             ORD              G7805C108     2686   116800 SH      SHARED      01        116800
D SANTA FE INTL CORP             ORD              G7805C108      209     9100 SH      SHARED      06          9100
D SCOTTISH ANNUITY & LIFE HLDGS  ORD              G7885T104      642    59758 SH      SHARED      02         59758
D HILFIGER TOMMY CORP            ORD              G8915Z102      227     3100 SH      SHARED                  3100
D HILFIGER TOMMY CORP            ORD              G8915Z102        7      100 SH      SHARED      01                             100
D HILFIGER TOMMY CORP            ORD              G8915Z102       65      900 SH      SHR/OTHR    01                    900
D HILFIGER TOMMY CORP            ORD              G8915Z102      194     2650 SH      SHARED      03                            2650
D HILFIGER TOMMY CORP            ORD              G8915Z102      399     5450 SH      SHARED      06          5450
D TRANSOCEAN OFFSHORE INC CAYMON ORD              G90076103      703    26800 SH      SHARED                 26800
D TRANSOCEAN OFFSHORE INC CAYMON ORD              G90076103    10676   406713 SH      SHARED      06        406713
D TRITON ENERGY LTD              ORD              G90751101       66     6296 SH      SHARED      06          6296
D XOMA LTD                       ORD              G9825R107      455    75200 SH      SHARED                 75200
D XL CAP LTD                     CL A             G98255105      117     2072 SH      SHARED      03                            2072
D XL CAP LTD                     CL A             G98255105      692    12254 SH      SHARED      06         12254
D OLICOM A/S                     ORD              K7514Y107        0       32 SH      SHARED      06            32
D OLICOM A/S                     WT EXP  091200   K7514Y123        0      645 SH      SHR/OTHR    01                    645
D MILLICOM INTL CELLULAR S A     ORD              L6388F102        6      200 SH      SHARED      03                             200
D CHECK POINT SOFTWARE TECH LTD  ORD              M22465104      509     9500 SH      SHARED      06          9500
D ELBIT SYS LTD                  ORD              M3760D101       28     1600 SH      SHARED      06          1600
D GALILEO TECHNOLOGY LTD         ORD              M47298100      108     2400 SH      SHARED                  2400
D GALILEO TECHNOLOGY LTD         ORD              M47298100        5      120 SH      SHARED      06           120
D TARO PHARMACEUTICAL INDS LTD   ORD              M8737E108       18     2000 SH      SHARED      01                            2000
D ASM LITHOGRAPHY HLDG N V       N Y SHS          N07059111     1454    24500 SH      SHARED                 24500
D ASM LITHOGRAPHY HLDG N V       N Y SHS          N07059111      510     8600 SH      SHARED      06          8600
D BENCKISER N V                  CL B             N1251N108      241     4500 SH      SHARED      06          4500
D CORE LABORATORIES N V          COM              N22717107       98     7000 SH      SHARED      01          7000
D CORE LABORATORIES N V          COM              N22717107      286    20490 SH      SHARED      06         20490
D NEW HOLLAND N V                ORD              N62648105       49     2900 SH      SHARED                  2900
D NEW HOLLAND N V                ORD              N62648105      412    24100 SH      SHARED      06         24100
D ORTHOFIX INTL N V              COM              N6748L102        5      354 SH      SHARED                   354
D ORTHOFIX INTL N V              COM              N6748L102        2      191 SH      SHARED      06           191
D PANAMERICAN BEVERAGES INC      CL A             P74823108       33     1400 SH      SHARED      03                            1400
D PANAMERICAN BEVERAGES INC      CL A             P74823108        2      100 SH      SHARED      06           100
D SUN INTL HOTELS LTD            ORD              P8797T133       17      400 SH      SHARED                   400
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103       13      300 SH      SHARED      03                             300
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103      503    11500 SH      SHARED      06         11500
D ASE TEST LTD                   ORD              Y02516105      322    15000 SH      SHARED      06         15000
D FLEXTRONICS INTL LTD           ORD              Y2573F102      360     6500 SH      SHARED      06          6500
D OMI CORP NEW                   COM              Y6476W104       10     4900 SH      SHARED      06          4900
D AAR CORP                       COM              000361105     5273   232444 SH      SHARED      01        142825             89619
D AAR CORP                       COM              000361105       70     3100 SH      SHARED      06          3100
D ABR INFORMATION SVCS INC       COM              00077R108      270     3000 SH      SHARED      06          3000
D A C MOORE ARTS & CRAFTS INC    COM              00086T103       58    10425 SH      SHARED      06         10425
D ACTV INC                       COM              00088E104      137     9900 SH      SHARED      01          9900
D ACTV INC                       COM              00088E104       13     1000 SH      SHARED      03          1000
D A D C TELECOMMUNICATIONS       COM              000886101      628    13800 SH      SHARED                 13800
D A D C TELECOMMUNICATIONS       COM              000886101    45062   989026 SH      SHARED      01        492766            496260
D A D C TELECOMMUNICATIONS       COM              000886101     6469   142000 SH      SHARED      06        142000
D ADE CORP MASS                  COM              00089C107       11      960 SH      SHARED      06           960
D ACM GOVT INCOME FD INC         COM              000912105       41     4900 SH      SHARED      06          4900
D AFC CABLE SYS INC              COM              000950105      742    21025 SH      SHARED      01         21025
D AFC CABLE SYS INC              COM              000950105    17723   501900 SH      SHARED      06        501900
D ABM INDS INC                   COM              000957100     6428   209500 SH      SHARED      01         79000            130500
D ABM INDS INC                   COM              000957100       58     1900 SH      SHARED      06          1900
D ACT NETWORKS INC               COM              000975102        3      200 SH      SHARED      01           200
D AEP INDS INC                   COM              001031103       87     2900 SH      SHARED      01          2900
D AFLAC INC                      COM              001055102      512    10700 SH      SHARED                 10700
D AFLAC INC                      COM              001055102   196854  4111846 SH      SHARED      01       3425452            686394
D AFLAC INC                      COM              001055102       14      300 SH      SHR/OTHR    01                             300
D AFLAC INC                      COM              001055102       23      500 SH      SHARED      02           500
D AFLAC INC                      COM              001055102       67     1400 SH      SHARED      03                            1400
D AFLAC INC                      COM              001055102    10173   212500 SH      SHARED      06        212500
D AGCO CORP                      COM              001084102       15     1400 SH      SHARED                  1400
D AGCO CORP                      COM              001084102     5046   446100 SH      SHARED      01        204600            241500
D AGCO CORP                      COM              001084102      128    11400 SH      SHARED      03                           11400
D AGCO CORP                      COM              001084102      628    55600 SH      SHARED      06         55600
D AGL RES INC                    COM              001204106      123     6700 SH      SHARED                  6700
D AGL RES INC                    COM              001204106     8697   471750 SH      SHARED      01        249278            222472
D AGL RES INC                    COM              001204106      518    28100 SH      SHARED      06         28100
D AHL SVCS INC                   COM              001296102      528    21200 SH      SHARED      01         21200
D AHL SVCS INC                   COM              001296102      224     9000 SH      SHARED      03          9000
D AHL SVCS INC                   COM              001296102     2988   119850 SH      SHARED      05        119850
D AHL SVCS INC                   COM              001296102      132     5300 SH      SHARED      06          5300
D AES CORP                       JR SBDB CV4.5%05 00130HAN5     4920  4000000 PRN     SHARED      01       4000000
D AES CORP                       COM              00130H105      232     4000 SH      SHARED                  4000
D AES CORP                       COM              00130H105   149390  2570159 SH      SHARED      01       2232259            337900
D AES CORP                       COM              00130H105     1740    29950 SH      SHARED      03          6780             23170
D AES CORP                       COM              00130H105    18197   313076 SH      SHARED      06        313076
D AK STL HLDG CORP               COM              001547108      301    13400 SH      SHARED                 13400
D AK STL HLDG CORP               COM              001547108    12665   562900 SH      SHARED      01        274500            288400
D AK STL HLDG CORP               COM              001547108     1943    86369 SH      SHARED      06         86369
D AMB PROPERTY CORP              COM              00163T109     9844   418900 SH      SHARED      01        141500            277400
D AMB PROPERTY CORP              COM              00163T109       16      700 SH      SHARED      03           700
D AMB PROPERTY CORP              COM              00163T109      552    23500 SH      SHARED      06         23500
D AMC ENTMT INC                  COM              001669100      704    36600 SH      SHARED      01         36600
D AMC ENTMT INC                  COM              001669100       17      900 SH      SHARED      06           900
D AMLI RESIDENTIAL PPTYS TR      SH BEN INT       001735109     1463    65400 SH      SHARED      01         59700              5700
D AMLI RESIDENTIAL PPTYS TR      SH BEN INT       001735109      143     6400 SH      SHARED      06          6400
D AMR CORP                       COM              001765106       40      600 SH      SHARED                   600
D AMR CORP                       COM              001765106   205783  3015149 SH      SHARED      01       2518331            496818
D AMR CORP                       COM              001765106      327     4800 SH      SHR/OTHR    01                    430     4370
D AMR CORP                       COM              001765106       40      600 SH      SHARED      02           600
D AMR CORP                       COM              001765106     9479   138900 SH      SHARED      06        138900
D APAC TELESERVICES INC          COM              00185E106      243    74800 SH      SHARED      01         66000              8800
D APAC TELESERVICES INC          COM              00185E106       55    17100 SH      SHARED      06         17100
D ARM FINL GROUP INC             CL A             001944107     3089   363500 SH      SHARED      01         74900            288600
D ARM FINL GROUP INC             CL A             001944107       33     3900 SH      SHARED      06          3900
D AT&T CORP                      COM              001957109    14715   263656 SH      SHARED                263656
D AT&T CORP                      COM              001957109  2761140 49472164 SH      SHARED      01      40705756           8766408
D AT&T CORP                      COM              001957109    22558   404181 SH      SHR/OTHR    01                 252098   152083
D AT&T CORP                      COM              001957109    29261   524288 SH      SHARED      02        524288
D AT&T CORP                      COM              001957109     6670   119524 SH      SHARED      03         24649             94875
D AT&T CORP                      COM              001957109   149945  2686611 SH      SHARED      06       2685811               800
D AT&T CORP                      COM LIB GRP A    001957208      481    13100 SH      SHARED                 13100
D AT&T CORP                      COM LIB GRP A    001957208   259042  7048782 SH      SHARED      01       3185236           3863546
D AT&T CORP                      COM LIB GRP A    001957208      690    18790 SH      SHR/OTHR    01                  16600     2190
D AT&T CORP                      COM LIB GRP A    001957208     1333    36286 SH      SHARED      03          1350             34936
D AT&T CORP                      COM LIB GRP A    001957208     7704   209637 SH      SHARED      06        209637
D AT&T CORP                      COM LIB GRP B    001957307       36      974 SH      SHARED      01           974
D A S V INC                      COM              001963107       10      450 SH      SHARED      01           450
D ASA LTD                        COM              002050102        5      300 SH      SHARED      01           300
D ASA LTD                        COM              002050102        1      100 SH      SHR/OTHR    01                             100
D ASA LTD                        COM              002050102        7      450 SH      SHARED      03                             450
D ASA LTD                        COM              002050102        3      200 SH      SHARED      06           200
D ATEC GROUP INC                 COM NEW          00206X604       24     6200 SH      SHARED      01          6200
D ATMI INC                       COM              00207R101     4022   135200 SH      SHARED                135200
D ATMI INC                       COM              00207R101     1187    39900 SH      SHARED      01         37900              2000
D ATMI INC                       COM              00207R101     3763   126500 SH      SHARED      05        126500
D ATMI INC                       COM              00207R101       56     1900 SH      SHARED      06          1900
D ATS MED INC                    COM              002083103        2      300 SH      SHARED      01           300
D AVT CORP                       COM              002420107      496    13100 SH      SHARED      01         13100
D AVT CORP                       COM              002420107       37     1000 SH      SHARED      06          1000
D AVX CORP NEW                   COM              002444107     1397    57329 SH      SHARED      01         57329
D AVX CORP NEW                   COM              002444107       24     1000 SH      SHARED      03          1000
D AVX CORP NEW                   COM              002444107      233     9563 SH      SHARED      06          9563
D AAMES FINL CORP                COM              00253A101      214   163325 SH      SHARED      01         67575             95750
D AAMES FINL CORP                COM              00253A101        4     3300 SH      SHARED      06          3300
D AARON RENTS INC                COM              002535201      814    36600 SH      SHARED      01         30900              5700
D AARON RENTS INC                COM              002535201       23     1050 SH      SHARED      03                            1050
D AARON RENTS INC                COM              002535201       44     2000 SH      SHARED      06          2000
D AARON RENTS INC                CL A             002535300       10      600 SH      SHARED      01           600
D AARON RENTS INC                CL A             002535300        3      200 SH      SHARED      03                             200
D AAVID THERMAL TECHNOLOGIES INC COM              002539104      565    25000 SH      SHARED      01         25000
D AAVID THERMAL TECHNOLOGIES INC COM              002539104       22     1000 SH      SHARED      06          1000
D ABACUS DIRECT CORP             COM              002553105     7632    83420 SH      SHARED      01         83420
D ABACUS DIRECT CORP             COM              002553105      100     1100 SH      SHARED      06          1100
D ABB AB                         SPONSORED ADR    00256Q103       54     4000 SH      SHARED      01          4000
D ABB AB                         SPONSORED ADR    00256Q103       47     3500 SH      SHR/OTHR    01                   3500
D ABBOTT LABS                    COM              002824100        4      100 SH      SHR/OTHR    01                             100
D ABBOTT LABS                    COM              002824100     3743    82500 SH      SHARED                 82500
D ABBOTT LABS                    COM              002824100  1079974 23801087 SH      SHARED      01      19822871     1800  3976416
D ABBOTT LABS                    COM              002824100    44162   973280 SH      SHR/OTHR    01                 513519   459761
D ABBOTT LABS                    COM              002824100      108     2400 SH      SHARED      02          2400
D ABBOTT LABS                    COM              002824100    60914  1342471 SH      SHARED      06       1342471
D ABERCROMBIE & FITCH CO         CL A             002896207     1581    32946 SH      SHARED                 32946
D ABERCROMBIE & FITCH CO         CL A             002896207    48222  1004626 SH      SHARED      01        553962            450664
D ABERCROMBIE & FITCH CO         CL A             002896207       26      550 SH      SHARED      03                             550
D ABERCROMBIE & FITCH CO         CL A             002896207     9049   188540 SH      SHARED      06        188540
D ABIGAIL ADAMS NATL BANCORP INC COM              003390101      117     8875 SH      SHARED      01          8875
D ABINGTON BANCORP INC NEW       COM              00350P100       16     1200 SH      SHARED      01          1200
D ABIOMED INC                    COM              003654100      121     8800 SH      SHARED      01          8800
D ABLE TELCOM HLDG CORP          COM NEW          003712304       41     5700 SH      SHARED      01          5700
D ABOVENET COMMUNICATIONS INC    COM              003743101     1881    46600 SH      SHARED      06         46600
D ABRAXAS PETE CORP              COM              003830106        7     6000 SH      SHARED                  6000
D ACACIA RESH CORP               COM              003881109      130    16300 SH      SHARED      01         16300
D ABITIBI-CONSOLIDATED INC       COM              003924107       62     5500 SH      SHARED                  5500
D ABITIBI-CONSOLIDATED INC       COM              003924107      108     9500 SH      SHARED      01          9500
D ACADIA RLTY TR                 COM SH BEN INT   004239109       19     3600 SH      SHARED      01          3600
D ACCEPTANCE INS COS INC         COM              004308102      722    48000 SH      SHARED      01         48000
D ACCEPTANCE INS COS INC         COM              004308102       19     1300 SH      SHARED      06          1300
D ACCESS ANYTIME BANCORP         COM              00431F105       27     3500 SH      SHARED      01          3500
D ACCLAIM ENTMT INC              COM PAR $0.02    004325205     3248   509630 SH      SHARED      01        153530            356100
D ACCLAIM ENTMT INC              COM PAR $0.02    004325205       85    13393 SH      SHARED      06         13393
D ACCREDO HEALTH INC             COM              00437V104     5046   154100 SH      SHARED                154100
D ACETO CORP                     COM              004446100        4      396 SH      SHARED      01           396
D ACKERLEY GROUP INC             COM              004527107     1289    70900 SH      SHARED      01         70900
D ACKERLEY GROUP INC             COM              004527107       29     1600 SH      SHARED      06          1600
D ACMAT CORP                     CL A             004616207       16     1100 SH      SHARED      01          1100
D ACNIELSEN CORP                 COM              004833109      175     5800 SH      SHARED                  5800
D ACNIELSEN CORP                 COM              004833109    16080   531571 SH      SHARED      01        252392            279179
D ACNIELSEN CORP                 COM              004833109      178     5901 SH      SHR/OTHR    01                    133     5768
D ACNIELSEN CORP                 COM              004833109      837    27700 SH      SHARED      06         27700
D ACTIVISION INC NEW             COM NEW          004930202      193    13300 SH      SHARED      01         13300
D ACTIVISION INC NEW             COM NEW          004930202        0        1 SH      SHARED      03             1
D ACTIVISION INC NEW             COM NEW          004930202        1      100 SH      SHARED      06           100
D ACTRADE INTL LTD               COM              004931101        7      600 SH      SHARED      01           600
D ACTION PERFORMANCE COS INC     COM              004933107     1547    46900 SH      SHARED      01         46900
D ACTION PERFORMANCE COS INC     COM              004933107       66     2000 SH      SHARED      06          2000
D ACTEL CORP                     COM              004934105       82     5600 SH      SHARED                  5600
D ACTEL CORP                     COM              004934105     3578   242603 SH      SHARED      01         76900            165703
D ACTEL CORP                     COM              004934105       47     3200 SH      SHARED      06          3200
D ACRES GAMING INC               COM              004936100       27    13700 SH      SHARED      01         13700
D ACTIVE VOICE CORP              COM              004938106      140     9700 SH      SHARED      01          9700
D ACUSON CORP                    COM              005113105     6124   356318 SH      SHARED      01         91278            265040
D ACUSON CORP                    COM              005113105      204    11900 SH      SHARED      06         11900
D ACX TECHNOLOGIES INC           COM              005123104     4750   292338 SH      SHARED      01         63002            229336
D ACX TECHNOLOGIES INC           COM              005123104       26     1600 SH      SHARED      06          1600
D ACXIOM CORP                    COM              005125109    14540   583100 SH      SHARED      01        271620            311480
D ACXIOM CORP                    COM              005125109      548    22000 SH      SHARED      06         22000
D ADAC LABS                      COM NEW          005313200      127    17542 SH      SHARED      01         17542
D ADAC LABS                      COM NEW          005313200      117    16200 SH      SHARED      06         16200
D ADAMS EXPRESS CO               COM              006212104        0        6 SH      SHARED      03                               6
D ADAMS RES & ENERGY INC         COM NEW          006351308       15     2000 SH      SHARED      03                            2000
D ADAPTIVE BROADBAND CORP        COM              00650M104     4831   220865 SH      SHARED      01         98920            121945
D ADAPTIVE BROADBAND CORP        COM              00650M104     1478    67600 SH      SHARED      06         67600
D ADAPTEC INC                    SB NT CV 4.75%04 00651FAC2      235   250000 PRN     SHARED      06        250000
D ADAPTEC INC                    COM              00651F108      176     5000 SH      SHARED                  5000
D ADAPTEC INC                    COM              00651F108    24048   681041 SH      SHARED      01        304861            376180
D ADAPTEC INC                    COM              00651F108      882    25000 SH      SHARED      03                           25000
D ADAPTEC INC                    COM              00651F108     1007    28545 SH      SHARED      06         28545
D ADECCO SA                      SPONSORED ADR    006754105       53      800 SH      SHARED      01           800
D ADECCO SA                      SPONSORED ADR    006754105       33      500 SH      SHARED      06           500
D ADELPHIA COMMUNICATIONS CORP   CL A             006848105      381     6000 SH      SHARED                  6000
D ADELPHIA COMMUNICATIONS CORP   CL A             006848105    18836   296050 SH      SHARED      01        143300            152750
D ADELPHIA COMMUNICATIONS CORP   CL A             006848105     1266    19904 SH      SHARED      06         19904
D ADFORCE INC                    COM              006867105     1936    82400 SH      SHARED                 82400
D ADMINISTAFF INC                COM              007094105      188    11800 SH      SHARED      01         10000              1800
D ADMINISTAFF INC                COM              007094105       12      800 SH      SHARED      06           800
D ADOBE SYS INC                  COM              00724F101       98     1200 SH      SHARED                  1200
D ADOBE SYS INC                  COM              00724F101    87736  1067929 SH      SHARED      01        888530            179399
D ADOBE SYS INC                  COM              00724F101      170     2070 SH      SHR/OTHR    01                   1400      670
D ADOBE SYS INC                  COM              00724F101       98     1200 SH      SHARED      03           600               600
D ADOBE SYS INC                  COM              00724F101     3831    46641 SH      SHARED      06         46641
D ADTRAN INC                     COM              00738A106     2368    65100 SH      SHARED      01         63600              1500
D ADTRAN INC                     COM              00738A106       18      500 SH      SHARED      03                             500
D ADTRAN INC                     COM              00738A106       87     2400 SH      SHARED      06          2400
D ADVANCE PARADIGM INC           COM              007491103     1494    24500 SH      SHARED      01         24500
D ADVANCE PARADIGM INC           COM              007491103       61     1000 SH      SHARED      06          1000
D ADVANCED AERODYNAMICS&STRUCTUR CL A             00750B107       40    13000 SH      SHARED      01         13000
D ADVANCED DIGITAL INFORMATION   COM              007525108        8      200 SH      SHARED      01           200
D ADVANCED LTG TECHNOLOGIES      COM              00753C102      180    20000 SH      SHARED      01         20000
D ADVANCED LTG TECHNOLOGIES      COM              00753C102     1832   203600 SH      SHARED      05        203600
D ADVANCED LTG TECHNOLOGIES      COM              00753C102      104    11600 SH      SHARED      06         11600
D ADVANCED MARKETING SVCS INC    COM              00753T105      162    10800 SH      SHARED      01         10800
D ADVANCED FIBRE COMMUNICATIONS  COM              00754A105     4966   317858 SH      SHARED      01        134158            183700
D ADVANCED FIBRE COMMUNICATIONS  COM              00754A105     8168   522800 SH      SHARED      03        522800
D ADVANCED FIBRE COMMUNICATIONS  COM              00754A105      365    23414 SH      SHARED      06         23414
D ADVANCED RADIO TELECOM CORP    COM              00754U101        1       70 SH      SHARED      06            70
D ADVANCED TECHNICAL PRODS INC   COM              007548100      142    10900 SH      SHARED      01         10900
D ADVANCED TISSUE SCIENCES INC   COM              00755F103     1131   348300 SH      SHARED      01        147800            200500
D ADVANCED TISSUE SCIENCES INC   COM              00755F103       96    29700 SH      SHARED      06         29700
D ADVANCED HEALTH CORP           COM              00756H108       27     7200 SH      SHARED      01          7200
D ADVEST GROUP INC               COM              007566102      261    13100 SH      SHARED      01         13100
D ADVEST GROUP INC               COM              007566102       23     1200 SH      SHARED      06          1200
D ADVANTAGE LEARNING SYSTEMS     COM              00757K100      566    25600 SH      SHARED      01         24700               900
D ADVANTAGE LEARNING SYSTEMS     COM              00757K100       24     1100 SH      SHARED      06          1100
D ADVANCED NEUROMODULATION SYS   COM              00757T101        0      100 SH      SHARED      01           100
D ADVANTICA RESTAURANT GROUP INC COM              00758B109      252    73500 SH      SHARED      01         68100              5400
D ADVANTICA RESTAURANT GROUP INC COM              00758B109       16     4800 SH      SHARED      06          4800
D ADVO INC                       COM              007585102     4306   207549 SH      SHARED      01         97762            109787
D ADVO INC                       COM              007585102      284    13700 SH      SHARED      06         13700
D AEGIS COMMUNICATIONS GROUP INC COM              00760B105       24    26600 SH      SHARED      01         26600
D AEGIS RLTY INC                 COM              00760P104       17     1800 SH      SHARED      01          1800
D AERIAL COMMUNICATIONS INC      COM              007655103      846    62730 SH      SHARED      01         60130              2600
D AERIAL COMMUNICATIONS INC      COM              007655103       67     5000 SH      SHR/OTHR    01                   5000
D AERIAL COMMUNICATIONS INC      COM              007655103       21     1600 SH      SHARED      06          1600
D AEROFLEX INC                   COM              007768104      247    12520 SH      SHARED      06         12520
D ADVANCED MICRO DEVICES INC     COM              007903107       16      887 SH      SHR/OTHR    06                             887
D ADVANCED MICRO DEVICES INC     COM              007903107    39532  2188730 SH      SHARED      01       1834080            354650
D ADVANCED MICRO DEVICES INC     COM              007903107     2807   155423 SH      SHARED      06        155423
D AEGON N V                      ORD AMER REG     007924103     1184    16023 SH      SHARED      01         13296              2727
D AEGON N V                      ORD AMER REG     007924103        8      110 SH      SHARED      03                             110
D AEGON N V                      ORD AMER REG     007924103     1039    14060 SH      SHARED      06         14060
D ADVANTA CORP                   CL A             007942105     3531   195520 SH      SHARED      01         86079            109441
D ADVANTA CORP                   CL A             007942105       84     4700 SH      SHARED      06          4700
D ADVANTA CORP                   CL B             007942204        4      353 SH      SHARED      01           353
D ADVANTA CORP                   CL B             007942204    12477   920005 SH      SHARED      06        920005
D ADVANCED ENERGY INDS           COM              007973100      863    21300 SH      SHARED      01         20700               600
D ADVANCED ENERGY INDS           COM              007973100       44     1100 SH      SHARED      06          1100
D ADVENT SOFTWARE INC            COM              007974108     1125    16800 SH      SHARED      01         15900               900
D ADVENT SOFTWARE INC            COM              007974108       46      700 SH      SHARED      06           700
D AETNA INC                      COM              008117103   200136  2237736 SH      SHARED      01       1885753            351983
D AETNA INC                      COM              008117103     1104    12351 SH      SHR/OTHR    01                  10951     1400
D AETNA INC                      COM              008117103      102     1149 SH      SHARED      03           100              1049
D AETNA INC                      COM              008117103    12194   136344 SH      SHARED      06        136344
D AFFILIATED COMPUTER SERVICES   SB NT CV    4%05 008190AD2     7324  5503000 PRN     SHARED      06       5503000
D AFFILIATED COMPUTER SERVICES   CL A             008190100      243     4800 SH      SHARED                  4800
D AFFILIATED COMPUTER SERVICES   CL A             008190100    19834   391800 SH      SHARED      01        130600            261200
D AFFILIATED COMPUTER SERVICES   CL A             008190100     1123    22200 SH      SHARED      06         22200
D AFFILIATED MANAGERS GROUP      COM              008252108     1995    66100 SH      SHARED      01         63100              3000
D AFFILIATED MANAGERS GROUP      COM              008252108      266     8839 SH      SHARED      03                            8839
D AFFILIATED MANAGERS GROUP      COM              008252108      114     3800 SH      SHARED      06          3800
D AFFYMETRIX INC                 COM              00826T108    11134   225500 SH      SHARED      01         49500            176000
D AFFYMETRIX INC                 COM              00826T108       88     1800 SH      SHARED      06          1800
D AFTERMARKET TECHNOLOGY CORP    COM              008318107      807    71000 SH      SHARED      01         67000              4000
D AFTERMARKET TECHNOLOGY CORP    COM              008318107       21     1900 SH      SHARED      06          1900
D AGNICO EAGLE MINES LTD         COM              008474108       40     6600 SH      SHARED      01          6600
D AGRIBRANDS INTL INC            COM              00849R105     2952    74642 SH      SHARED      01         31440             43202
D AGRIBRANDS INTL INC            COM              00849R105        8      222 SH      SHR/OTHR    01                    132       90
D AGRIBRANDS INTL INC            COM              00849R105        1       40 SH      SHARED      03                              40
D AGRIBRANDS INTL INC            COM              00849R105       47     1200 SH      SHARED      06          1200
D AGREE REALTY CORP              COM              008492100       18     1000 SH      SHARED      01          1000
D AGRIBIOTECH INC NEV            COM              008494106     2184   360300 SH      SHARED      01        114500            245800
D AGRIBIOTECH INC NEV            COM              008494106       32     5400 SH      SHARED      06          5400
D AGRIUM INC                     COM              008916108       77     8800 SH      SHARED                  8800
D AGRIUM INC                     COM              008916108       94    10700 SH      SHARED      01         10700
D AIR EXPRESS INTL CORP          COM              009104100     6017   237136 SH      SHARED      01        203275             33861
D AIR EXPRESS INTL CORP          COM              009104100       96     3800 SH      SHARED      06          3800
D AIR PRODS & CHEMS INC          COM              009158106      350     8700 SH      SHARED                  8700
D AIR PRODS & CHEMS INC          COM              009158106   138558  3442435 SH      SHARED      01       2879375      500   562560
D AIR PRODS & CHEMS INC          COM              009158106     2091    51961 SH      SHR/OTHR    01                  29116    22845
D AIR PRODS & CHEMS INC          COM              009158106       20      500 SH      SHARED      02           500
D AIR PRODS & CHEMS INC          COM              009158106      300     7474 SH      SHARED      03             2              7472
D AIR PRODS & CHEMS INC          COM              009158106     9310   231308 SH      SHARED      06        231308
D AIRBORNE FGHT CORP             COM              009266107       60     2200 SH      SHARED                  2200
D AIRBORNE FGHT CORP             COM              009266107    10196   368282 SH      SHARED      01        164836            203446
D AIRBORNE FGHT CORP             COM              009266107      305    11050 SH      SHARED      03           700             10350
D AIRBORNE FGHT CORP             COM              009266107      842    30445 SH      SHARED      06         30445
D AIRGAS INC                     COM              009363102       74     6100 SH      SHARED                  6100
D AIRGAS INC                     COM              009363102     3758   306780 SH      SHARED      01        186280            120500
D AIRGAS INC                     COM              009363102      819    66900 SH      SHARED      06         66900
D AIRNET SYS INC                 COM              009417106      213    15800 SH      SHARED      01         15800
D AIRNET SYS INC                 COM              009417106       82     6100 SH      SHARED      06          6100
D AIRTRAN HLDGS INC              COM              00949P108     1907   331700 SH      SHARED      01        196500            135200
D AIRTRAN HLDGS INC              COM              00949P108       20     3500 SH      SHARED      03          1200              2300
D AIRTRAN HLDGS INC              COM              00949P108       41     7146 SH      SHARED      06          7146
D AIRTOUCH COMMUNICATIONS INC    COM              00949T100     2406    22357 SH      SHR/OTHR    06                           22357
D AIRTOUCH COMMUNICATIONS INC    COM              00949T100    21554   200219 SH      SHARED      01        162836             37383
D AIRTOUCH COMMUNICATIONS INC    COM              00949T100    40149   372939 SH      SHARED      02        372939
D AIRTOUCH COMMUNICATIONS INC    COM              00949T100     6394    59400 SH      SHARED      06         59400
D AIRTOUCH COMMUNICATIONS INC    PFD B CV 6.00%   00949T209     2323    26842 SH      SHARED      01         24670              2172
D AIRTOUCH COMMUNICATIONS INC    PFD B CV 6.00%   00949T209      483     5586 SH      SHR/OTHR    01                   2800     2786
D AIRTOUCH COMMUNICATIONS INC    PFD C CV 4.25%   00949T308     4375    29627 SH      SHARED      01         10248             19379
D AIRTOUCH COMMUNICATIONS INC    PFD C CV 4.25%   00949T308     2246    15214 SH      SHR/OTHR    01                   5725     9489
D AIRTOUCH COMMUNICATIONS INC    PFD C CV 4.25%   00949T308   148195  1003440 SH      SHARED      06       1003440
D AKZO NOBEL NV                  SPONSORED ADR    010199305      169     4000 SH      SHARED      01                            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      03                            2360
D ALABAMA NATL BANCORP DELA      COM              010317105      615    24600 SH      SHARED      01         24000               600
D ALABAMA NATL BANCORP DELA      COM              010317105       25     1000 SH      SHARED      06          1000
D ALARIS MED INC                 COM              011637105      504   149600 SH      SHARED      01        139300             10300
D ALARIS MED INC                 COM              011637105       18     5400 SH      SHARED      06          5400
D ALASKA AIR GROUP INC           COM              011659109      638    15300 SH      SHARED                 15300
D ALASKA AIR GROUP INC           COM              011659109    13192   315976 SH      SHARED      01        137578            178398
D ALASKA AIR GROUP INC           COM              011659109       20      500 SH      SHR/OTHR    01                    500
D ALASKA AIR GROUP INC           COM              011659109      889    21300 SH      SHARED      06         21300
D ALBA WALDENSIAN INC            COM              012041109      101     5066 SH      SHARED      01          5066
D ALBANY INTL CORP               CL A             012348108       67     3200 SH      SHARED                  3200
D ALBANY INTL CORP               CL A             012348108     2722   129630 SH      SHARED      01         85062             44568
D ALBANY INTL CORP               CL A             012348108      268    12800 SH      SHARED      06         12800
D ALBEMARLE CORP                 COM              012653101       99     4300 SH      SHARED                  4300
D ALBEMARLE CORP                 COM              012653101     6836   295625 SH      SHARED      01        106397            189228
D ALBEMARLE CORP                 COM              012653101      425    18400 SH      SHARED      06         18400
D ALBERTO CULVER CO              CL B CONV        013068101       34     1300 SH      SHARED                  1300
D ALBERTO CULVER CO              CL B CONV        013068101    13747   516322 SH      SHARED      01        469822             46500
D ALBERTO CULVER CO              CL B CONV        013068101       23      900 SH      SHR/OTHR    01                             900
D ALBERTO CULVER CO              CL B CONV        013068101     1083    40700 SH      SHARED      06         40700
D ALBERTO CULVER CO              CL A             013068200       13      600 SH      SHARED      01           600
D ALBERTO CULVER CO              CL A             013068200        6      300 SH      SHR/OTHR    01                             300
D ALBERTSONS INC                 COM              013104104     1322    25644 SH      SHARED                 25644
D ALBERTSONS INC                 COM              013104104   321234  6230059 SH      SHARED      01       5236544            993515
D ALBERTSONS INC                 COM              013104104      562    10900 SH      SHR/OTHR    01                    702    10198
D ALBERTSONS INC                 COM              013104104    35918   696609 SH      SHARED      02        696609
D ALBERTSONS INC                 COM              013104104      142     2770 SH      SHARED      03                            2770
D ALBERTSONS INC                 COM              013104104    18706   362798 SH      SHARED      06        362798
D ALBION BANC CORP               COM              013289103       35     3300 SH      SHARED      01          3300
D ALCAN ALUMINIUM LTD NEW        COM              013716105    64310  2013657 SH      SHARED      01       2013657
D ALCAN ALUMINIUM LTD NEW        COM              013716105       27      856 SH      SHARED      03                             856
D ALCAN ALUMINIUM LTD NEW        COM              013716105     4669   146225 SH      SHARED      06        146225
D ALCIDE CORP                    COM NEW          013742507        1      100 SH      SHARED      01           100
D ALCOA INC                      COM              013817101     2555    41300 SH      SHARED                 41300
D ALCOA INC                      COM              013817101   358068  5786970 SH      SHARED      01       4891780            895190
D ALCOA INC                      COM              013817101     1249    20200 SH      SHR/OTHR    01                  12540     7660
D ALCOA INC                      COM              013817101       92     1502 SH      SHARED      03             2              1500
D ALCOA INC                      COM              013817101    12600   203639 SH      SHARED      06        203639
D ALCATEL                        SPONSORED ADR    013904305      581    20500 SH      SHARED                 20500
D ALCATEL                        SPONSORED ADR    013904305      920    32434 SH      SHARED      01         32434
D ALCATEL                        SPONSORED ADR    013904305        5      200 SH      SHARED      03                             200
D ALCATEL                        SPONSORED ADR    013904305      207     7300 SH      SHARED      06          7300
D ALEXANDER & BALDWIN INC        COM              014482103      102     4600 SH      SHARED                  4600
D ALEXANDER & BALDWIN INC        COM              014482103     8405   377759 SH      SHARED      01        182032            195727
D ALEXANDER & BALDWIN INC        COM              014482103        8      400 SH      SHARED      03           400
D ALEXANDER & BALDWIN INC        COM              014482103      458    20600 SH      SHARED      06         20600
D ALEXANDERS INC                 COM              014752109      952    12900 SH      SHARED      01         12900
D ALEXANDERS INC                 COM              014752109       14      200 SH      SHARED      06           200
D ALEXANDRIA REAL ESTATE EQ INC  COM              015271109     1081    34600 SH      SHARED      01         34600
D ALEXANDRIA REAL ESTATE EQ INC  COM              015271109      121     3900 SH      SHARED      06          3900
D ALFA CORP                      COM              015385107     1859    92950 SH      SHARED      01         90200              2750
D ALFA CORP                      COM              015385107       52     2600 SH      SHARED      06          2600
D ALGOS PHARMACEUTICAL CORP      COM              015869100      366    16600 SH      SHARED      01         15500              1100
D ALGOS PHARMACEUTICAL CORP      COM              015869100       28     1300 SH      SHARED      06          1300
D ALIANT COMMUNICATIONS INC      COM              016090102      170     3700 SH      SHARED                  3700
D ALIANT COMMUNICATIONS INC      COM              016090102    18050   390814 SH      SHARED      01        250836            139978
D ALIANT COMMUNICATIONS INC      COM              016090102      147     3200 SH      SHR/OTHR    01                            3200
D ALIANT COMMUNICATIONS INC      COM              016090102    23363   505855 SH      SHARED      06        505855
D ALKERMES INC                   COM              01642T108     3075   133000 SH      SHARED                133000
D ALKERMES INC                   COM              01642T108     1810    78300 SH      SHARED      01         78300
D ALKERMES INC                   COM              01642T108       64     2800 SH      SHARED      06          2800
D ALLCITY INS CO                 COM              016752107       14     2400 SH      SHARED      01          2400
D ALLEGHANY CORP DEL             COM              017175100     7647    41339 SH      SHARED      01         16553             24786
D ALLEGHANY CORP DEL             COM              017175100     7539    40755 SH      SHARED      06         40755
D ALLEGHENY ENERGY INC           COM              017361106      500    15600 SH      SHARED                 15600
D ALLEGHENY ENERGY INC           COM              017361106    31157   971780 SH      SHARED      01        527254      600   443926
D ALLEGHENY ENERGY INC           COM              017361106       54     1690 SH      SHR/OTHR    01                   1690
D ALLEGHENY ENERGY INC           COM              017361106    18240   568900 SH      SHARED      06        568900
D ALLEGHENY TELEDYNE INC         COM              017415100    59299  2620983 SH      SHARED      01       2302420            318563
D ALLEGHENY TELEDYNE INC         COM              017415100      205     9100 SH      SHR/OTHR    01                            9100
D ALLEGHENY TELEDYNE INC         COM              017415100     3481   153863 SH      SHARED      06        153863
D ALLEGIANCE TELECOM INC         COM              01747T102     1498    27300 SH      SHARED                 27300
D ALLEGIANCE TELECOM INC         COM              01747T102     7808   142300 SH      SHARED      01        142300
D ALLEGIANCE TELECOM INC         COM              01747T102     3804    69328 SH      SHARED      06         69328
D ALLEN ORGAN CO                 CL B             017753104        3      100 SH      SHARED      01           100
D ALLEN TELECOM INC              COM              018091108     3231   293746 SH      SHARED      01        145146            148600
D ALLEN TELECOM INC              COM              018091108       37     3400 SH      SHARED      06          3400
D ALLERGAN INC                   COM              018490102     2142    19300 SH      SHARED                 19300
D ALLERGAN INC                   COM              018490102   112669  1015044 SH      SHARED      01        837207            177837
D ALLERGAN INC                   COM              018490102       33      300 SH      SHR/OTHR    01                             300
D ALLERGAN INC                   COM              018490102     6715    60500 SH      SHARED      06         60500
D ALLERGAN SPECIALTY THERAP      CL A             018494104       15     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        1 SH      SHARED      03                               1
D ALLIANCE BANCORP               COM              01852J105       15      659 SH      SHARED      01           659
D ALLIANCE BANCORP NEW ENG INC   COM              01852Q109       54     4399 SH      SHARED      01          4399
D ALLIANCE CAP MGMT L P          UNIT LTD PARTN   018548107      319     9900 SH      SHARED      01          9900
D ALLIANCE CAP MGMT L P          UNIT LTD PARTN   018548107      193     6000 SH      SHR/OTHR    01                   6000
D ALLIANCE CAP MGMT L P          UNIT LTD PARTN   018548107      484    15000 SH      SHARED      06         15000
D ALLIANCE SEMICONDUCTOR CORP    COM              01877H100       29     3000 SH      SHARED                  3000
D ALLIANCE SEMICONDUCTOR CORP    COM              01877H100       51     5150 SH      SHARED      01          5150
D ALLIANCE PHARMACEUTICAL CORP   COM              018773101        0      200 SH      SHR/OTHR    01                             200
D ALLIANCE PHARMACEUTICAL CORP   COM              018773101       19     7300 SH      SHARED      01          7300
D ALLIANT CORP                   COM              018802108      224     7900 SH      SHARED                  7900
D ALLIANT CORP                   COM              018802108    15121   532926 SH      SHARED      01        233618            299308
D ALLIANT CORP                   COM              018802108     2289    80700 SH      SHARED      06         80700
D ALLIANT TECHSYSTEMS INC        COM              018804104    11986   138570 SH      SHARED      01         48297             90273
D ALLIANT TECHSYSTEMS INC        COM              018804104      527     6100 SH      SHARED      06          6100
D ALLIED CAP CORP NEW            COM              01903Q108      305    12709 SH      SHARED      01         12709
D ALLIED CAP CORP NEW            COM              01903Q108       24     1000 SH      SHR/OTHR    01                            1000
D ALLIED DEVICES CORP            COM              019120104        7     5600 SH      SHARED      03                            5600
D ALLIED HLDGS INC               COM              019223106       28     3500 SH      SHARED      03                            3500
D ALLIED IRISH BKS P L C         SPONSD ADR ORD   019228402       95     3500 SH      SHARED                  3500
D ALLIED IRISH BKS P L C         SPONSD ADR ORD   019228402       11      414 SH      SHARED      01                             414
D ALLIED IRISH BKS P L C         SPONSD ADR ORD   019228402        6      225 SH      SHARED      03                             225
D ALLIED IRISH BKS P L C         SPONSD ADR ORD   019228402      286    10500 SH      SHARED      06         10500
D ALLIED PRODS CORP DEL          COM              019411107      523   174550 SH      SHARED      01         83150             91400
D ALLIED PRODS CORP DEL          COM              019411107       23     7800 SH      SHARED      06          7800
D ALLIEDSIGNAL INC               COM              019512102      106     1685 SH      SHR/OTHR    06                            1685
D ALLIEDSIGNAL INC               COM              019512102     1077    17100 SH      SHARED                 17100
D ALLIEDSIGNAL INC               COM              019512102   529249  8400789 SH      SHARED      01       6989087     1451  1410251
D ALLIEDSIGNAL INC               COM              019512102     3037    48211 SH      SHR/OTHR    01                  47861      350
D ALLIEDSIGNAL INC               COM              019512102    48578   771094 SH      SHARED      02        771094
D ALLIEDSIGNAL INC               COM              019512102       63     1000 SH      SHARED      03                            1000
D ALLIEDSIGNAL INC               COM              019512102    35215   558971 SH      SHARED      06        558971
D ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308      391    19800 SH      SHARED                 19800
D ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308    19672   996095 SH      SHARED      01        472245            523850
D ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308     3052   154535 SH      SHARED      06        154535
D ALLMERICA FINL CORP            COM              019754100      346     5700 SH      SHARED                  5700
D ALLMERICA FINL CORP            COM              019754100    22838   375560 SH      SHARED      01        219640            155920
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D AMERICAN INTL GROUP INC        COM              026874107  2289051 19522831 SH      SHARED      01      16248482      675  3273674
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D AMERISOURCE HEALTH CORP        CL A             03071P102      142     5600 SH      SHARED      06          5600
D AMERON INTL INC                COM              030710107     1544    35000 SH      SHARED      01         14300             20700
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D AMERITRADE HLDG CORP           CL A             03072H109      805     7600 SH      SHARED                  7600
D AMERITRADE HLDG CORP           CL A             03072H109     6858    64700 SH      SHARED      01         64700
D AMERITRADE HLDG CORP           CL A             03072H109     3423    32300 SH      SHARED      06         32300
D AMERUS LIFE HLDGS INC          COM              030732101     1469    54417 SH      SHARED      01         54417
D AMERUS LIFE HLDGS INC          COM              030732101       56     2100 SH      SHARED      06          2100
D AMES DEPT STORES INC           COM NEW          030789507     5032   110300 SH      SHARED                110300
D AMES DEPT STORES INC           COM NEW          030789507    12405   271900 SH      SHARED      01        269900              2000
D AMES DEPT STORES INC           COM NEW          030789507       22      500 SH      SHR/OTHR    01                             500
D AMES DEPT STORES INC           COM NEW          030789507      314     6900 SH      SHARED      06          6900
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D AMERITECH CORP NEW             COM              030954101    21304   289852 SH      SHR/OTHR    01                 174856   114996
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D AMERITECH CORP NEW             COM              030954101    61012   830107 SH      SHARED      06        830107
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D AMETEK INC NEW                 COM              031100100     8039   349524 SH      SHARED      01        147293            202231
D AMETEK INC NEW                 COM              031100100      314    13660 SH      SHR/OTHR    01                           13660
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D AMF BOWLING INC                COM              03113V109     2690   318900 SH      SHARED      01         86700            232200
D AMF BOWLING INC                COM              03113V109      950   112660 SH      SHARED      06        112660
D AMGEN INC                      COM              031162100      645    10600 SH      SHARED                 10600
D AMGEN INC                      COM              031162100   473848  7783967 SH      SHARED      01       6522087           1261880
D AMGEN INC                      COM              031162100     1482    24350 SH      SHR/OTHR    01                   6050    18300
D AMGEN INC                      COM              031162100     2947    48425 SH      SHARED      03          9550             38875
D AMGEN INC                      COM              031162100    34626   568817 SH      SHARED      06        568817
D AMKOR TECHNOLOGY INC           COM              031652100     1044   101856 SH      SHARED      01        101056               800
D AMKOR TECHNOLOGY INC           COM              031652100     9404   917472 SH      SHARED      02        917472
D AMKOR TECHNOLOGY INC           COM              031652100      206    20135 SH      SHARED      06         20135
D AMRESCO INC                    COM              031909104     2614   406200 SH      SHARED      01        234000            172200
D AMRESCO INC                    COM              031909104       43     6700 SH      SHARED      06          6700
D AMRESCO CAP TR                 COM SH BEN INT   031919103     2464   259425 SH      SHARED      06        259425
D AMPAL AMERN ISRAEL CORP        CL A             032015109       77    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       25     5000 SH      SHARED      03          5000
D AMPHENOL CORP NEW              CL A             032095101     2059    51800 SH      SHARED      01         49000              2800
D AMPHENOL CORP NEW              CL A             032095101       59     1500 SH      SHARED      06          1500
D AMPLICON INC                   COM              032101107       40     2900 SH      SHARED      01          2900
D AMPLICON INC                   COM              032101107       46     3300 SH      SHARED      06          3300
D AMREP CORP NEW                 COM              032159105      216    38000 SH      SHARED      01         38000
D AMSOUTH BANCORPORATION         COM              032165102    58670  2530306 SH      SHARED      01       2230333            299973
D AMSOUTH BANCORPORATION         COM              032165102     4541   195857 SH      SHARED      06        195857
D AMSURG CORP                    CL A             03232P108        1      200 SH      SHARED      01           200
D AMTEC INC                      COM              03232Q106       11    10000 SH      SHARED      01                           10000
D AMTRAN INC                     COM              03234G106        4      200 SH      SHARED                   200
D AMTRAN INC                     COM              03234G106       98     4000 SH      SHARED      01          2200              1800
D AMTRAN INC                     COM              03234G106        4      200 SH      SHARED      06           200
D AMWEST INS GROUP INC DEL       COM              032345100       15     1650 SH      SHARED      01          1650
D AMWEST INS GROUP INC DEL       COM              032345100       16     1775 SH      SHARED      03                            1775
D AMVESCAP PLC                   SPONSORED ADR    03235E100      144     3100 SH      SHARED      01          3100
D ANACOMP INC DEL                COM              032371106      527    31000 SH      SHARED      01         31000
D ANACOMP INC DEL                COM              032371106       20     1200 SH      SHARED      06          1200
D ANADARKO PETE CORP             COM              032511107      287     7800 SH      SHARED                  7800
D ANADARKO PETE CORP             COM              032511107    68363  1857092 SH      SHARED      01       1558058            299034
D ANADARKO PETE CORP             COM              032511107       55     1500 SH      SHARED      03           400              1100
D ANADARKO PETE CORP             COM              032511107     7817   212376 SH      SHARED      06        212376
D ANALOG DEVICES INC             COM              032654105      133     2666 SH      SHR/OTHR    06                            2666
D ANALOG DEVICES INC             COM              032654105      667    13300 SH      SHARED                 13300
D ANALOG DEVICES INC             COM              032654105    75369  1501773 SH      SHARED      01        901338            600435
D ANALOG DEVICES INC             COM              032654105        0        4 SH      SHARED      02             4
D ANALOG DEVICES INC             COM              032654105      539    10750 SH      SHARED      03          2700              8050
D ANALOG DEVICES INC             COM              032654105     5651   112600 SH      SHARED      06        112600
D ANALOGIC CORP                  COM PAR $0.05    032657207     2480    79770 SH      SHARED      01         40520             39250
D ANALOGIC CORP                  COM PAR $0.05    032657207       21      700 SH      SHARED      06           700
D ANALYSTS INTL CORP             COM              032681108     1049    73011 SH      SHARED      01         73011
D ANALYSTS INTL CORP             COM              032681108       35     2500 SH      SHARED      06          2500
D ANALYTICAL SURVEYS INC         COM NEW          032683302       74     3000 SH      SHARED      01          3000
D ANALYTICAL SURVEYS INC         COM NEW          032683302       24     1000 SH      SHR/OTHR    01                   1000
D ANCHOR BANCORP WIS INC         COM              032839102     6462   362800 SH      SHARED      01         74900            287900
D ANCHOR BANCORP WIS INC         COM              032839102       32     1800 SH      SHARED      06          1800
D ANCHOR GAMING                  COM              033037102     5282   109900 SH      SHARED      01         40400             69500
D ANCHOR GAMING                  COM              033037102       48     1001 SH      SHARED      06          1001
D ANDERSONS INC                  COM              034164103      158    12400 SH      SHARED      01         12400
D ANDOVER BANCORP INC DEL        COM              034258103      158     5050 SH      SHARED      01          5050
D ANDOVER BANCORP INC DEL        COM              034258103       25      800 SH      SHARED      06           800
D ANDREA ELECTRONICS CORP        COM              034393108       41     6400 SH      SHARED      01          6400
D ANDREW CORP                    COM              034425108       39     2100 SH      SHARED                  2100
D ANDREW CORP                    COM              034425108    26247  1386037 SH      SHARED      01       1171275            214762
D ANDREW CORP                    COM              034425108      885    46744 SH      SHARED      06         46744
D ANDRX CORP                     COM              034551101     8792   114000 SH      SHARED      01        113700               300
D ANDRX CORP                     COM              034551101      192     2500 SH      SHARED      06          2500
D ANESTA CORP                    COM              034603100       89     4400 SH      SHARED      01          4400
D ANGELICA CORP                  COM              034663104       22     1300 SH      SHARED      01          1300
D ANGLO AMERN PLC                ADR              03485P102       23      500 SH      SHARED      06           500
D ANHEUSER BUSCH COS INC         COM              035229103     4639    65400 SH      SHARED                 65400
D ANHEUSER BUSCH COS INC         COM              035229103   519616  7325047 SH      SHARED      01       6173412           1151635
D ANHEUSER BUSCH COS INC         COM              035229103     6276    88474 SH      SHR/OTHR    01                  62350    26124
D ANHEUSER BUSCH COS INC         COM              035229103    27789   391743 SH      SHARED      02        391743
D ANHEUSER BUSCH COS INC         COM              035229103      418     5900 SH      SHARED      03          1100              4800
D ANHEUSER BUSCH COS INC         COM              035229103    29491   415745 SH      SHARED      06        415745
D ANICOM INC                     COM              035250109      511    48700 SH      SHARED      01         48700
D ANICOM INC                     COM              035250109       19     1900 SH      SHARED      06          1900
D ANIKA THERAPEUTICS INC         COM              035255108       64     7600 SH      SHARED      01          7600
D ANIXTER INTL INC               COM              035290105     7738   424000 SH      SHARED      01        195400            228600
D ANIXTER INTL INC               COM              035290105      116     6400 SH      SHARED      06          6400
D ANNALY MTG MGMT INC            COM              035710409       21     1900 SH      SHARED      01          1900
D ANNTAYLOR STORES CORP          COM              036115103     6484   144100 SH      SHARED                144100
D ANNTAYLOR STORES CORP          COM              036115103     9706   215700 SH      SHARED      01        208800              6900
D ANNTAYLOR STORES CORP          COM              036115103        4      100 SH      SHARED      03                             100
D ANNTAYLOR STORES CORP          COM              036115103    14652   325600 SH      SHARED      06        325600
D ANSOFT CORP                    COM              036384105      694    85500 SH      SHARED                 85500
D ANSOFT CORP                    COM              036384105       45     5600 SH      SHARED      01          5600
D ANTEC CORP                     COM              03664P105    12646   394450 SH      SHARED      01        393150              1300
D ANTEC CORP                     COM              03664P105      128     4000 SH      SHARED      06          4000
D ANTENNA TV SA                  SPONS ADR        03672N100      832    60565 SH      SHARED      02         60565
D ANTENNA TV SA                  SPONS ADR        03672N100        1      100 SH      SHARED      03           100
D ANTENNA TV SA                  SPONS ADR        03672N100        0       26 SH      SHARED      06            26
D ANSWERTHINK CONSULTING GROUP   COM              036916104      487    19300 SH      SHARED      01         19300
D ANSWERTHINK CONSULTING GROUP   COM              036916104        5      200 SH      SHARED      06           200
D ANTHRACITE CAP INC             COM              037023108      336    51300 SH      SHARED      01         51300
D ANTHRACITE CAP INC             COM              037023108      111    17000 SH      SHARED      06         17000
D AO TATNEFT                     SPONS ADR RG S   03737P306      313    83600 SH      SHARED      01         83600
D AO TATNEFT                     SPONS ADR RG S   03737P306     1338   357000 SH      SHARED      06        357000
D AON CORP                       COM              037389103      160     3900 SH      SHARED                  3900
D AON CORP                       COM              037389103   149394  3621691 SH      SHARED      01       3064741            556950
D AON CORP                       COM              037389103       18      450 SH      SHARED      02           450
D AON CORP                       COM              037389103        1       46 SH      SHARED      03            46
D AON CORP                       COM              037389103     6994   169568 SH      SHARED      06        169568
D APACHE CORP                    COM              037411105    64548  1655088 SH      SHARED      01       1390731            264357
D APACHE CORP                    COM              037411105      187     4800 SH      SHR/OTHR    01                            4800
D APACHE CORP                    COM              037411105       31      800 SH      SHARED      03                             800
D APACHE CORP                    COM              037411105     3663    93935 SH      SHARED      06         93935
D APARTMENT INVT & MGMT CO       CL A             03748R101    24268   567673 SH      SHARED      01        195580            372093
D APARTMENT INVT & MGMT CO       CL A             03748R101      827    19361 SH      SHARED      03          3908             15453
D APARTMENT INVT & MGMT CO       CL A             03748R101      213     5000 SH      SHARED      06          5000
D APEX MORTGAGE CAPITAL          COM              037564101       17     1300 SH      SHARED      01          1300
D APOGEE ENTERPRISES INC         COM              037598109     5435   404500 SH      SHARED      01        138966            265534
D APOGEE ENTERPRISES INC         COM              037598109       41     3100 SH      SHARED      06          3100
D APOLLO GROUP INC               CL A             037604105      209     7900 SH      SHARED                  7900
D APOLLO GROUP INC               CL A             037604105     8037   302587 SH      SHARED      01        230462             72125
D APOLLO GROUP INC               CL A             037604105       66     2500 SH      SHARED      03          1500              1000
D APOLLO GROUP INC               CL A             037604105     3265   122937 SH      SHARED      05        122937
D APOLLO GROUP INC               CL A             037604105     2237    84254 SH      SHARED      06         84254
D APPLE COMPUTER INC             COM              037833100      134     2900 SH      SHARED                  2900
D APPLE COMPUTER INC             COM              037833100    99819  2155366 SH      SHARED      01       1823371            331995
D APPLE COMPUTER INC             COM              037833100      145     3150 SH      SHARED      03          1000              2150
D APPLE COMPUTER INC             COM              037833100     5735   123855 SH      SHARED      06        123855
D APPLEBEES INTL INC             COM              037899101     8389   278500 SH      SHARED      01        167300            111200
D APPLEBEES INTL INC             COM              037899101       15      500 SH      SHARED      03           500
D APPLEBEES INTL INC             COM              037899101       99     3300 SH      SHARED      06          3300
D APRIA HEALTHCARE GROUP INC     COM              037933108       90     5300 SH      SHARED                  5300
D APRIA HEALTHCARE GROUP INC     COM              037933108     9064   533200 SH      SHARED      01        210440            322760
D APRIA HEALTHCARE GROUP INC     COM              037933108        0        3 SH      SHARED      03             3
D APRIA HEALTHCARE GROUP INC     COM              037933108      384    22600 SH      SHARED      06         22600
D APPLIED GRAPHICS TECHNOLOGIES  COM              037937109      234    18569 SH      SHARED      01         18569
D APPLIED GRAPHICS TECHNOLOGIES  COM              037937109       16     1300 SH      SHARED      06          1300
D APEX PC SOLUTIONS INC          COM              037945102      627    30600 SH      SHARED      01         30600
D APEX PC SOLUTIONS INC          COM              037945102       20     1000 SH      SHARED      06          1000
D APPLIED EXTRUSION TECHNOLOGIES COM              038196101        2      300 SH      SHARED                   300
D APPLIED INDL TECHNOLOGIES INC  COM              03820C105     3662   192748 SH      SHARED      01        113055             79693
D APPLIED INDL TECHNOLOGIES INC  COM              03820C105       51     2700 SH      SHARED      06          2700
D APPLIED MAGNETICS CP DEL       COM              038213104       70    22500 SH      SHARED                 22500
D APPLIED MAGNETICS CP DEL       COM              038213104        8     2685 SH      SHARED      01          2685
D APPLIED MICRO CIRCUITS CORP    COM              03822W109    12386   150600 SH      SHARED                150600
D APPLIED MICRO CIRCUITS CORP    COM              03822W109    16737   203500 SH      SHARED      01        103100            100400
D APPLIED MICRO CIRCUITS CORP    COM              03822W109        8      100 SH      SHARED      03                             100
D APPLIED MICRO CIRCUITS CORP    COM              03822W109      337     4100 SH      SHARED      06          4100
D APPLIED MATLS INC              COM              038222105     1574    21313 SH      SHR/OTHR    06                           21313
D APPLIED MATLS INC              COM              038222105     2740    37100 SH      SHARED                 37100
D APPLIED MATLS INC              COM              038222105   433845  5872697 SH      SHARED      01       4969893            902804
D APPLIED MATLS INC              COM              038222105     7167    97020 SH      SHR/OTHR    01                  45500    51520
D APPLIED MATLS INC              COM              038222105       80     1083 SH      SHARED      02          1083
D APPLIED MATLS INC              COM              038222105      140     1900 SH      SHARED      03          1800               100
D APPLIED MATLS INC              COM              038222105    24041   325436 SH      SHARED      06        325436
D APPLIED PWR INC                CL A             038225108     9825   359738 SH      SHARED      01        170114            189624
D APPLIED PWR INC                CL A             038225108      133     4900 SH      SHARED      06          4900
D APPLIED SCIENCE & TECHNOLOGY   COM              038236105      270    12000 SH      SHARED      01         12000
D APPLIX INC                     COM              038316105       17     2000 SH      SHARED      03          2000
D APTARGROUP INC                 COM              038336103     5965   198842 SH      SHARED      01        155400             43442
D APTARGROUP INC                 COM              038336103      174     5800 SH      SHARED      06          5800
D AQUA ALLIANCE INC              CL A             038367108      641   410600 SH      SHARED      01        354900             55700
D AQUA ALLIANCE INC              CL A             038367108       29    18700 SH      SHARED      06         18700
D AQUARION CO                    COM              03838W101     5025   143854 SH      SHARED      01        112375             31479
D AQUARION CO                    COM              03838W101       97     2800 SH      SHARED      06          2800
D AQUILA BIOPHARM INC            COM              03839F107        0       99 SH      SHARED      01            99
D ARACRUZ CELULOSE S A           SPNSR ADR CL B   038496204       41     1900 SH      SHARED      01          1900
D ARACRUZ CELULOSE S A           SPNSR ADR CL B   038496204      215     9800 SH      SHARED      06          9800
D ARCADIA FINL LTD               COM              039101100     2607   336500 SH      SHARED      01        166000            170500
D ARCADIA FINL LTD               COM              039101100       37     4900 SH      SHARED      06          4900
D ARCH CHEMICALS INC             COM              03937R102     2310    95050 SH      SHARED      01         53750             41300
D ARCH CHEMICALS INC             COM              03937R102       36     1500 SH      SHR/OTHR    01                            1500
D ARCH CHEMICALS INC             COM              03937R102       87     3600 SH      SHARED      06          3600
D ARCH COAL INC                  COM              039380100     1443   104000 SH      SHARED      01         47400             56600
D ARCH COAL INC                  COM              039380100       26     1900 SH      SHARED      06          1900
D ARCHER DANIELS MIDLAND CO      COM              039483102      199    12900 SH      SHARED                 12900
D ARCHER DANIELS MIDLAND CO      COM              039483102   134757  8729507 SH      SHARED      01       7199792           1529715
D ARCHER DANIELS MIDLAND CO      COM              039483102      235    15277 SH      SHR/OTHR    01                   6358     8919
D ARCHER DANIELS MIDLAND CO      COM              039483102       20     1337 SH      SHARED      02          1337
D ARCHER DANIELS MIDLAND CO      COM              039483102        9      607 SH      SHARED      03                             607
D ARCHER DANIELS MIDLAND CO      COM              039483102     7185   465500 SH      SHARED      06        465500
D ARCHSTONE CMNTYS TR            SH BEN INT       039581103     8770   399815 SH      SHARED      01        195400            204415
D ARCHSTONE CMNTYS TR            SH BEN INT       039581103      851    38800 SH      SHARED      06         38800
D ARCTIC CAT INC                 COM              039670104     4009   448618 SH      SHARED      01        140325            308293
D ARCTIC CAT INC                 COM              039670104       21     2400 SH      SHARED      06          2400
D ARDEN GROUP INC                CL A             039762109       33      800 SH      SHARED      01           800
D ARDEN RLTY GROUP INC           COM              039793104     9492   385500 SH      SHARED      01        145300            240200
D ARDEN RLTY GROUP INC           COM              039793104       51     2100 SH      SHARED      03                            2100
D ARDEN RLTY GROUP INC           COM              039793104      475    19300 SH      SHARED      06         19300
D ARDENT SOFTWARE INC            COM              039794102        2      100 SH      SHARED      01           100
D AREA BANCSHARES CORP NEW       COM              039872106      979    36100 SH      SHARED      01         36100
D AREA BANCSHARES CORP NEW       COM              039872106       21      800 SH      SHARED      06           800
D ARGENTINA FD INC               COM              040112104       24     2200 SH      SHR/OTHR    01                            2200
D ARGONAUT GROUP INC             COM              040157109     3042   126766 SH      SHARED      01         59150             67616
D ARGONAUT GROUP INC             COM              040157109       38     1600 SH      SHR/OTHR    01                   1600
D ARGONAUT GROUP INC             COM              040157109       60     2500 SH      SHARED      06          2500
D ARIS CORP                      COM              04040A101        4      500 SH      SHARED                   500
D ARIS CORP                      COM              04040A101       23     2800 SH      SHARED      01          2800
D ARIS CORP                      COM              04040A101       41     5000 SH      SHARED      06          5000
D ARISTOTLE CORP                 COM NEW          040448201      100    17500 SH      SHARED      06         17500
D ARIZONA LD INCOME CORP         CL A             040515108       14     2600 SH      SHARED      01          2600
D ARKANSAS BEST CORP DEL         COM              040790107       43     4400 SH      SHARED      01          4400
D ARKANSAS BEST CORP DEL         COM              040790107        0        8 SH      SHARED      06             8
D ARMCO INC                      COM              042170100     1954   295000 SH      SHARED                295000
D ARMCO INC                      COM              042170100     8841  1334552 SH      SHARED      01        860382            474170
D ARMCO INC                      COM              042170100       43     6500 SH      SHARED      03                            6500
D ARMCO INC                      COM              042170100     9740  1470200 SH      SHARED      06       1470200
D ARMCO INC                      PFD CV $2.10     042170209      125     3500 SH      SHARED      03                            3500
D ARMCO INC                      PFD CV $2.10     042170209       17      500 SH      SHARED      06           500
D ARMCO INC                      PFD CV $4.50     042170308       24      500 SH      SHARED      03                             500
D ARMOR HOLDINGS INC             COM              042260109        2      200 SH      SHARED      01           200
D ARMSTRONG WORLD INDS INC       COM              042476101    37436   647559 SH      SHARED      01        556417             91142
D ARMSTRONG WORLD INDS INC       COM              042476101     1624    28100 SH      SHARED      06         28100
D ARNOLD INDS INC                COM              042595108       33     2200 SH      SHARED                  2200
D ARNOLD INDS INC                COM              042595108     1722   111614 SH      SHARED      01         96950             14664
D ARNOLD INDS INC                COM              042595108      174    11300 SH      SHARED      06         11300
D ARONEX PHARMACEUTICALS INC     COM NEW          042666206        4     1000 SH      SHR/OTHR    06                            1000
D ARQULE INC                     COM              04269E107        4     1000 SH      SHARED      01          1000
D ARROW ELECTRS INC              COM              042735100      290    15300 SH      SHARED                 15300
D ARROW ELECTRS INC              COM              042735100    12939   681047 SH      SHARED      01        323683            357364
D ARROW ELECTRS INC              COM              042735100     1246    65600 SH      SHARED      06         65600
D ARROW FINL CORP                COM              042744102       11      425 SH      SHARED      01           425
D ARROW INTL INC                 COM              042764100      993    38400 SH      SHARED      01         38400
D ARROW INTL INC                 COM              042764100       41     1600 SH      SHARED      06          1600
D ARROW MAGNOLIA INTL INC        COM              042768101        0      198 SH      SHARED      03           198
D ARTISAN COMPONENTS INC         COM              042923102       76     6600 SH      SHARED      06          6600
D ARTESYN TECHNOLOGIES INC       COM              043127109     8447   380747 SH      SHARED      01        120753            259994
D ARTESYN TECHNOLOGIES INC       COM              043127109       88     4000 SH      SHARED      06          4000
D ARTHROCARE CORP                COM              043136100        4      200 SH      SHARED      01           200
D ARTHROCARE CORP                COM              043136100     1630    79550 SH      SHARED      05         79550
D ARTRA GROUP INC                COM              043147107      303    22500 SH      SHARED      01         22500
D ARVIN INDS INC                 COM              043339100       41     1100 SH      SHARED                  1100
D ARVIN INDS INC                 COM              043339100     4999   131994 SH      SHARED      01        113006             18988
D ARVIN INDS INC                 COM              043339100      484    12800 SH      SHARED      06         12800
D ASARCO INC                     COM              043413103      622    33100 SH      SHARED                 33100
D ASARCO INC                     COM              043413103    11993   637531 SH      SHARED      01        534728            102803
D ASARCO INC                     COM              043413103      754    40100 SH      SHARED      06         40100
D ASCEND COMMUNICATIONS INC      COM              043491109        0    56551 SH      SHARED      01         56551
D ASCEND COMMUNICATIONS INC      COM              043491109        0      387 SH      SHARED      02           387
D ASCEND COMMUNICATIONS INC      COM              043491109        0      200 SH      SHARED      06           200
D ASCHE TRANSN SVCS INC          COM              04362T100       69    15400 SH      SHARED      01         15400
D ASCENT ENTMT GROUP INC         COM              043628106     1641   116231 SH      SHARED      01        116231
D ASCENT ENTMT GROUP INC         COM              043628106        9      645 SH      SHR/OTHR    01                             645
D ASCENT ENTMT GROUP INC         COM              043628106       52     3700 SH      SHARED      06          3700
D ASECO CORP                     COM              043659101        7     7700 SH      SHARED      01          7700
D ASHLAND INC                    COM              044204105      144     3600 SH      SHARED                  3600
D ASHLAND INC                    COM              044204105    40257  1003292 SH      SHARED      01        834372            168920
D ASHLAND INC                    COM              044204105       24      600 SH      SHARED      03                             600
D ASHLAND INC                    COM              044204105     2699    67265 SH      SHARED      06         67265
D ASIA PAC FD INC                COM              044901106       58     6000 SH      SHR/OTHR    01                            6000
D ASHWORTH INC                   COM              04516H101       36     7900 SH      SHARED      01          7900
D ASIA PULP & PAPER LTD          SPONSORED ADR    04516V100     1925   200000 SH      SHARED      06        200000
D ASPEC TECHNOLOGY INC           COM              045233103       87    99800 SH      SHARED      01         99800
D ASPECT DEV INC                 COM              045234101     1028    55600 SH      SHARED      01         55600
D ASPECT DEV INC                 COM              045234101     1761    95200 SH      SHARED      05         95200
D ASPECT DEV INC                 COM              045234101       55     3000 SH      SHARED      06          3000
D ASPECT TELECOMMUNICATIONS CORP SD CV ZRO 144A18 045237AB0    14878 69850000 PRN     SHARED      06      69850000
D ASPECT TELECOMMUNICATIONS CORP SB DB CV ZERO 18 045237AE4     2715 12750000 PRN     SHARED      06      12750000
D ASPECT TELECOMMUNICATIONS CORP COM              045237104     4068   417300 SH      SHARED      01        223300            194000
D ASPECT TELECOMMUNICATIONS CORP COM              045237104      110    11300 SH      SHARED      06         11300
D ASPEN TECHNOLOGY INC           SB DB CV 144A 05 045327AA1     5125  8200000 PRN     SHARED      06       8200000
D ASPEN TECHNOLOGY INC           COM              045327103     3238   275600 SH      SHARED      01        116900            158700
D ASPEN TECHNOLOGY INC           COM              045327103       34     2900 SH      SHARED      06          2900
D ASSET INVS CORP DEL            COM              04541W107       20     1400 SH      SHARED      01          1400
D ASSET INVS CORP DEL            COM              04541W107        8      600 SH      SHARED      03                             600
D ASSISTED LIVING CONCEPTS INC   COM              04543L109      146    51000 SH      SHARED      01         51000
D ASSISTED LIVING CONCEPTS INC   COM              04543L109        4     1400 SH      SHARED      06          1400
D ASSOCIATED BANC CORP           COM              045487105      269     6500 SH      SHARED                  6500
D ASSOCIATED BANC CORP           COM              045487105    19805   477229 SH      SHARED      01        189404            287825
D ASSOCIATED BANC CORP           COM              045487105     1074    25900 SH      SHARED      06         25900
D ASSOCIATED ESTATES RLTY CORP   COM              045604105      776    65700 SH      SHARED      01         62800              2900
D ASSOCIATED ESTATES RLTY CORP   COM              045604105       76     6500 SH      SHARED      06          6500
D ASSOCIATED GROUP INC           CL A             045651106     8401   129000 SH      SHARED      06        129000
D ASSOCIATED GROUP INC           CL A             045651106    13979   214650 SH      SHARED      01        111750            102900
D ASSOCIATED GROUP INC           CL A             045651106     5923    90959 SH      SHARED      06         90959
D ASSOCIATED GROUP INC           CL B             045651205     7135   109460 SH      SHARED                109460
D ASSOCIATED GROUP INC           CL B             045651205       48      750 SH      SHARED      01           750
D ASSOCIATED GROUP INC           CL B             045651205    37026   568000 SH      SHARED      06        568000
D AT HOME CORP                   SB DB CV 144A 18 045919AA5    93060117500000 PRN     SHARED      06     117500000
D AT HOME CORP                   COM SER A        045919107     2147    39822 SH      SHR/OTHR    06                           39822
D AT HOME CORP                   COM SER A        045919107      528     9800 SH      SHARED                  9800
D AT HOME CORP                   COM SER A        045919107    45199   838008 SH      SHARED      01        378420            459588
D AT HOME CORP                   COM SER A        045919107       17      320 SH      SHR/OTHR    01                             320
D AT HOME CORP                   COM SER A        045919107     1542    28596 SH      SHARED      02         28596
D AT HOME CORP                   COM SER A        045919107       53     1000 SH      SHARED      03           600               400
D AT HOME CORP                   COM SER A        045919107     1391    25802 SH      SHARED      06         25802
D AT ENTMT INC                   COM              045920105     2634   140500 SH      SHARED      01        140500
D AT ENTMT INC                   COM              045920105       22     1200 SH      SHARED      06          1200
D ASYMETRIX LEARNING SYS INC     COM              045927100       20     5000 SH      SHARED      03          5000
D ASSOCIATES FIRST CAP CORP      CL A             046008108      758    17200 SH      SHARED                 17200
D ASSOCIATES FIRST CAP CORP      CL A             046008108   486806 11032443 SH      SHARED      01       9230528           1801915
D ASSOCIATES FIRST CAP CORP      CL A             046008108     1848    41886 SH      SHR/OTHR    01                   5230    36656
D ASSOCIATES FIRST CAP CORP      CL A             046008108      235     5340 SH      SHARED      03          1632              3708
D ASSOCIATES FIRST CAP CORP      CL A             046008108    26942   610600 SH      SHARED      06        610600
D ASTEC INDS INC                 COM              046224101     2233    54800 SH      SHARED      01         54800
D ASTEC INDS INC                 COM              046224101       81     2000 SH      SHARED      06          2000
D ASTORIA FINL CORP              COM              046265104     5574   126870 SH      SHARED                126870
D ASTORIA FINL CORP              COM              046265104    29714   676294 SH      SHARED      01        381414            294880
D ASTORIA FINL CORP              COM              046265104     2464    56095 SH      SHARED      06         56095
D ASTRAZENECA PLC                SPONSORED ADR    046353108       54     1400 SH      SHARED                  1400
D ASTRAZENECA PLC                SPONSORED ADR    046353108      129     3300 SH      SHARED      01          3300
D ASTRAZENECA PLC                SPONSORED ADR    046353108        5      150 SH      SHR/OTHR    01                             150
D ASTROPOWER INC                 COM              04644A101      122     7000 SH      SHARED      01          7000
D ASTROPOWER INC                 COM              04644A101       52     3000 SH      SHR/OTHR    01                   3000
D ASTROPOWER INC                 COM              04644A101      980    56050 SH      SHARED      05         56050
D ASYST TECHNOLOGY CORP          COM              04648X107       29     1000 SH      SHR/OTHR    01                   1000
D ATALANTA SOSNOFF CAP CORP      COM              046499109        0      100 SH      SHARED      01           100
D ATLANTIC COAST AIRLINES HLDGS  SB NT CV 144A 04 048396AA3      383   180000 PRN     SHARED      06        180000
D ATLANTIC COAST AIRLINES HLDGS  COM              048396105     4318   227300 SH      SHARED                227300
D ATLANTIC COAST AIRLINES HLDGS  COM              048396105     5555   292400 SH      SHARED      01        292400
D ATLANTIC COAST AIRLINES HLDGS  COM              048396105      114     6000 SH      SHARED      03          6000
D ATLANTIC COAST AIRLINES HLDGS  COM              048396105     2087   109850 SH      SHARED      05        109850
D ATLANTIC COAST AIRLINES HLDGS  COM              048396105       26     1400 SH      SHARED      06          1400
D ATLANTIC DATA SERVICES         COM              048523104        0      200 SH      SHARED      03                             200
D ATLANTIC RLTY TR               SH BEN INT       048798102       20     2525 SH      SHARED      01          2525
D ATLANTIC RICHFIELD CO          COM              048825103     3777    45200 SH      SHARED                 45200
D ATLANTIC RICHFIELD CO          COM              048825103   451059  5397907 SH      SHARED      01       4545240            852667
D ATLANTIC RICHFIELD CO          COM              048825103     6504    77840 SH      SHR/OTHR    01                  44807    33033
D ATLANTIC RICHFIELD CO          COM              048825103       51      619 SH      SHARED      02           619
D ATLANTIC RICHFIELD CO          COM              048825103      517     6192 SH      SHARED      03          1400              4792
D ATLANTIC RICHFIELD CO          COM              048825103    25910   310076 SH      SHARED      06        310076
D ATLANTIC TELE NETWORK INC      COM NEW          049079205        9      880 SH      SHARED      01           880
D ATLAS AIR INC                  COM              049164106     1873    58100 SH      SHARED      01         58100
D ATLAS AIR INC                  COM              049164106       72     2250 SH      SHR/OTHR    01                            2250
D ATLAS AIR INC                  COM              049164106      316     9800 SH      SHARED      06          9800
D ATMEL CORP                     SBDBCV ZRO144A18 049513AB0    44973111874000 PRN     SHARED      06     111874000
D ATMEL CORP                     COM              049513104      419    16001 SH      SHARED                 16001
D ATMEL CORP                     COM              049513104    19505   744869 SH      SHARED      01        357669            387200
D ATMEL CORP                     COM              049513104    16574   632915 SH      SHARED      03        631115              1800
D ATMEL CORP                     COM              049513104     2504    95635 SH      SHARED      06         95635
D ATMOS ENERGY CORP              COM              049560105     7253   290123 SH      SHARED      01        173350            116773
D ATMOS ENERGY CORP              COM              049560105       90     3600 SH      SHARED      06          3600
D ATRIX LABS INC                 COM              04962L101        0      100 SH      SHARED      01           100
D ATWOOD OCEANICS INC            COM              050095108      134     4300 SH      SHARED                  4300
D ATWOOD OCEANICS INC            COM              050095108     1284    41100 SH      SHARED      01         39100              2000
D ATWOOD OCEANICS INC            COM              050095108       84     2700 SH      SHARED      06          2700
D AUDIO BOOK CLUB INC            COM              05068R108       88     6800 SH      SHARED      01          6800
D AUDIO BOOK CLUB INC            COM              05068R108       39     3000 SH      SHARED      06          3000
D AUDIOHIGHWAY COM               COM              050740109        1       82 SH      SHARED      06            82
D AURA SYS INC                   COM              051526101        3    16647 SH      SHARED      01            47             16600
D AURA SYS INC                   COM              051526101        2    11000 SH      SHARED      06         11000
D AURORA FOODS INC               COM              05164B106       52     3000 SH      SHARED                  3000
D AURORA FOODS INC               COM              05164B106       14      800 SH      SHARED      01           800
D AURORA BIOSCIENCES CORP        COM              051920106      239    33000 SH      SHARED      03         27000              6000
D AUSPEX SYS INC                 COM              052116100      108    10000 SH      SHARED      01         10000
D AUTHENTIC FITNESS CORP         COM              052661105      927    53000 SH      SHARED      01         53000
D AUTHENTIC FITNESS CORP         COM              052661105       40     2300 SH      SHARED      06          2300
D AUTOBYTEL COM INC              COM              05275N106        2      100 SH      SHARED      03           100
D AUTOBYTEL COM INC              COM              05275N106        0       20 SH      SHARED      06            20
D AUTODESK INC                   COM              052769106    22758   769849 SH      SHARED      01        686517             83332
D AUTODESK INC                   COM              052769106       47     1600 SH      SHR/OTHR    01                            1600
D AUTODESK INC                   COM              052769106     2352    79572 SH      SHARED      06         79572
D AUTOLIV INC                    COM              052800109       87     2900 SH      SHARED                  2900
D AUTOLIV INC                    COM              052800109    17228   569521 SH      SHARED      01        247372            322149
D AUTOLIV INC                    COM              052800109       91     3015 SH      SHR/OTHR    01                    289     2726
D AUTOLIV INC                    COM              052800109      223     7400 SH      SHARED      06          7400
D AUTOMOBILE PROTN CORP-APCO     COM              052905106      120     9400 SH      SHARED      01          9400
D AUTOMATIC DATA PROCESSING INC  LYON SUB ZERO 12 053015AC7       37    35000 PRN     SHARED      01                           35000
D AUTOMATIC DATA PROCESSING INC  LYON SUB ZERO 12 053015AC7       37    35000 PRN     SHR/OTHR    01                           35000
D AUTOMATIC DATA PROCESSING INC  LYON SUB ZERO 12 053015AC7     4815  4500000 PRN     SHARED      06       4500000
D AUTOMATIC DATA PROCESSING INC  COM              053015103       44     1000 SH      SHARED                  1000
D AUTOMATIC DATA PROCESSING INC  COM              053015103   413239  9391812 SH      SHARED      01       7760975           1630837
D AUTOMATIC DATA PROCESSING INC  COM              053015103     2635    59904 SH      SHR/OTHR    01                  49704    10200
D AUTOMATIC DATA PROCESSING INC  COM              053015103       52     1200 SH      SHARED      02          1200
D AUTOMATIC DATA PROCESSING INC  COM              053015103      538    12244 SH      SHARED      03                           12244
D AUTOMATIC DATA PROCESSING INC  COM              053015103    19328   439276 SH      SHARED      06        439276
D AUTONATION INC                 COM              05329W102    42326  2376283 SH      SHARED      01        997472           1378811
D AUTONATION INC                 COM              05329W102     1093    61402 SH      SHARED      06         61402
D AUTOTOTE CORP                  CL A             053323101        8     3451 SH      SHARED      01          3451
D AUTOZONE INC                   COM              053332102    65332  2168701 SH      SHARED      01       1844101            324600
D AUTOZONE INC                   COM              053332102     4604   152836 SH      SHARED      06        152836
D AVADO BRANDS INC               COM              05336P108     4091   488524 SH      SHARED      01        117537            370987
D AVADO BRANDS INC               COM              05336P108       50     6000 SH      SHARED      03                            6000
D AVADO BRANDS INC               COM              05336P108     3643   435050 SH      SHARED      05        435050
D AVADO BRANDS INC               COM              05336P108       25     3000 SH      SHARED      06          3000
D AVANIR PHARMACEUTICALS         CL A             05348P104       23    29500 SH      SHARED      01         29500
D AVALONBAY CMNTYS INC           COM              053484101    12929   349448 SH      SHARED      01        115827            233621
D AVALONBAY CMNTYS INC           COM              053484101      143     3887 SH      SHARED      03          1152              2735
D AVALONBAY CMNTYS INC           COM              053484101      673    18200 SH      SHARED      06         18200
D AVANT CORP                     COM              053487104     4550   360408 SH      SHARED      01        103000            257408
D AVANT CORP                     COM              053487104       49     3900 SH      SHARED      06          3900
D AVATAR HLDGS INC               COM              053494100      420    22200 SH      SHARED      01         22200
D AVATAR HLDGS INC               COM              053494100       90     4800 SH      SHARED      06          4800
D AVERY DENNISON CORP            COM              053611109      132     2200 SH      SHARED                  2200
D AVERY DENNISON CORP            COM              053611109   117882  1952499 SH      SHARED      01       1541013            411486
D AVERY DENNISON CORP            COM              053611109     7905   130933 SH      SHR/OTHR    01                  73059    57874
D AVERY DENNISON CORP            COM              053611109       12      200 SH      SHARED      02           200
D AVERY DENNISON CORP            COM              053611109     5372    88981 SH      SHARED      06         88981
D AVIALL INC NEW                 COM              05366B102     5453   289913 SH      SHARED      01         70800            219113
D AVIALL INC NEW                 COM              05366B102       71     3800 SH      SHARED      06          3800
D AVID TECHNOLOGY INC            COM              05367P100     4456   276400 SH      SHARED      01        106700            169700
D AVID TECHNOLOGY INC            COM              05367P100      216    13438 SH      SHARED      03         13438
D AVID TECHNOLOGY INC            COM              05367P100       72     4500 SH      SHARED      06          4500
D AVIATION SALES CO              COM              053672101     3262    82602 SH      SHARED      01         82602
D AVIATION SALES CO              COM              053672101       47     1200 SH      SHARED      06          1200
D AVIRON                         COM              053762100     4539   157900 SH      SHARED      01         44900            113000
D AVIRON                         COM              053762100       46     1600 SH      SHARED      06          1600
D AVISTA CORP                    COM              05379B107     5837   359200 SH      SHARED      01        156400            202800
D AVISTA CORP                    COM              05379B107       92     5700 SH      SHARED      06          5700
D AVIS RENT A CAR INC            COM              053790101    10808   371100 SH      SHARED      01        114000            257100
D AVIS RENT A CAR INC            COM              053790101      154     5300 SH      SHARED      03          1000              4300
D AVIS RENT A CAR INC            COM              053790101      343    11800 SH      SHARED      06         11800
D AVNET INC                      COM              053807103       46     1000 SH      SHARED                  1000
D AVNET INC                      COM              053807103    13812   297033 SH      SHARED      01        160045            136988
D AVNET INC                      COM              053807103      149     3205 SH      SHR/OTHR    01                            3205
D AVNET INC                      COM              053807103     1036    22300 SH      SHARED      06         22300
D AVON PRODS INC                 COM              054303102      120     2178 SH      SHR/OTHR    06                            2178
D AVON PRODS INC                 COM              054303102   255677  4606808 SH      SHARED      01       3603748           1003060
D AVON PRODS INC                 COM              054303102    13639   245760 SH      SHR/OTHR    01                  84089   161671
D AVON PRODS INC                 COM              054303102       22      400 SH      SHARED      02           400
D AVON PRODS INC                 COM              054303102       38      700 SH      SHARED      03                             700
D AVON PRODS INC                 COM              054303102    16078   289710 SH      SHARED      06        289550               160
D AVONDALE INDS INC              COM              054350103    16263   417000 SH      SHARED      01        388100             28900
D AVONDALE INDS INC              COM              054350103      150     3855 SH      SHARED      06          3855
D AWARE INC MASS                 COM              05453N100      299     6500 SH      SHARED      01          6500
D AWARE INC MASS                 COM              05453N100        5      110 SH      SHARED      06           110
D AXA SA                         SPONSORED ADR    054536107      342     5500 SH      SHARED                  5500
D AXA SA                         SPONSORED ADR    054536107      155     2500 SH      SHR/OTHR    01                   2500
D AXENT TECHNOLOGIES INC         COM              05459C108     3482   313040 SH      SHARED      01         98800            214240
D AXENT TECHNOLOGIES INC         COM              05459C108       42     3800 SH      SHARED      06          3800
D AXYS PHARMACEUTICALS INC       COM              054635107      320    95100 SH      SHARED      01         95100
D AXYS PHARMACEUTICALS INC       COM              054635107       82    24500 SH      SHARED      06         24500
D AZTEC TECHNOLOGY PARTNERS INC  COM              05480L101        0      110 SH      SHR/OTHR    01                             110
D AZTEC TECHNOLOGY PARTNERS INC  COM              05480L101      337   179747 SH      SHARED      06        179747
D AZTAR CORP                     COM              054802103     2747   299115 SH      SHARED      01        223400             75715
D AZTAR CORP                     COM              054802103       49     5400 SH      SHARED      06          5400
D BB&T CORP                      COM              054937107      609    16600 SH      SHARED                 16600
D BB&T CORP                      COM              054937107   151357  4125640 SH      SHARED      01       3485508            640132
D BB&T CORP                      COM              054937107      146     4000 SH      SHR/OTHR    01                   2800     1200
D BB&T CORP                      COM              054937107      216     5891 SH      SHARED      03                            5891
D BB&T CORP                      COM              054937107     9980   272057 SH      SHARED      06        272057
D AZURIX CORP                    COM              05501M104       78     3900 SH      SHARED      03          2400              1500
D BCE INC                        COM              05534B109    10355   210000 SH      SHARED      01        210000
D BCE INC                        COM              05534B109       73     1490 SH      SHARED      03           600               890
D BCE INC                        COM              05534B109      290     5900 SH      SHARED      06          5900
D BEC ENERGY                     COM              05538M101    11222   272071 SH      SHARED      01        113200            158871
D BEC ENERGY                     COM              05538M101       41     1000 SH      SHR/OTHR    01                            1000
D BEC ENERGY                     COM              05538M101       44     1078 SH      SHARED      03                            1078
D BEC ENERGY                     COM              05538M101      264     6400 SH      SHARED      06          6400
D BEI TECHNOLOGIES INC           COM              05538P104        2      200 SH      SHARED      01           200
D BFX HOSPITALITY GROUP INC      COM              055412100       10     8000 SH      SHARED      03                            8000
D BG PLC                         ADR FIN INSTAL   055434104      270     8837 SH      SHARED      01          5146              3691
D BG PLC                         ADR FIN INSTAL   055434104      452    14762 SH      SHR/OTHR    01                   3264    11498
D BHA GROUP HLDGS INC            COM              055446108        2      266 SH      SHARED      01           266
D BHC COMMUNICATIONS INC         CL A             055448104    12067    92826 SH      SHARED      01         25404             67422
D BHC COMMUNICATIONS INC         CL A             055448104       39      300 SH      SHARED      06           300
D B I INCORPORATED               COM NEW          055467203        0      100 SH      SHARED      01           100
D BISYS GROUP INC                COM              055472104    24102   412000 SH      SHARED      01        168900            243100
D BISYS GROUP INC                COM              055472104       40      700 SH      SHR/OTHR    01                             700
D BISYS GROUP INC                COM              055472104      737    12600 SH      SHARED      03         12600
D BISYS GROUP INC                COM              055472104      234     4000 SH      SHARED      06          4000
D BJS WHOLESALE CLUB INC         COM              05548J106     1752    58300 SH      SHARED                 58300
D BJS WHOLESALE CLUB INC         COM              05548J106    41196  1370372 SH      SHARED      01        889932            480440
D BJS WHOLESALE CLUB INC         COM              05548J106       39     1300 SH      SHARED      03                            1300
D BJS WHOLESALE CLUB INC         COM              05548J106     1040    34610 SH      SHARED      06         34610
D BJ SVCS CO                     COM              055482103    12248   416100 SH      SHARED                416100
D BJ SVCS CO                     COM              055482103    28160   956628 SH      SHARED      01        756786            199842
D BJ SVCS CO                     COM              055482103       21      740 SH      SHARED      03                             740
D BJ SVCS CO                     COM              055482103     1722    58508 SH      SHARED      06         58508
D BJ SVCS CO                     WT EXP  041300   055482111        5      180 SH      SHARED      01           180
D BJ SVCS CO                     WT EXP  041300   055482111     8902   289500 SH      SHARED      06        289500
D BMC INDS INC MINN              COM              055607105     3069   297700 SH      SHARED      01        127300            170400
D BMC INDS INC MINN              COM              055607105       31     3100 SH      SHARED      06          3100
D BOK FINL CORP                  COM NEW          05561Q201      983    38960 SH      SHARED      01         37422              1538
D BOK FINL CORP                  COM NEW          05561Q201       25     1000 SH      SHARED      06          1000
D BP AMOCO P L C                 SPONSORED ADR    055622104     4860    44794 SH      SHARED      06         44794
D BP AMOCO P L C                 SPONSORED ADR    055622104   144005  1327238 SH      SHARED      01       1296139             31099
D BP AMOCO P L C                 SPONSORED ADR    055622104    42749   394001 SH      SHR/OTHR    01                 214603   179398
D BP AMOCO P L C                 SPONSORED ADR    055622104      219     2024 SH      SHARED      02          2024
D BP AMOCO P L C                 SPONSORED ADR    055622104     2244    20690 SH      SHARED      03          3448             17242
D BP AMOCO P L C                 SPONSORED ADR    055622104    11083   102153 SH      SHARED      06        102153
D BP PRUDHOE BAY RTY TR          UNIT BEN INT     055630107       20     2800 SH      SHARED      01          2800
D BRE PROPERTIES INC             CL A             05564E106     4748   182616 SH      SHARED      01        151142             31474
D BRE PROPERTIES INC             CL A             05564E106      420    16160 SH      SHR/OTHR    01                  10460     5700
D BRE PROPERTIES INC             CL A             05564E106       33     1300 SH      SHARED      03                            1300
D BRE PROPERTIES INC             CL A             05564E106      348    13400 SH      SHARED      06         13400
D BRT RLTY TR                    SH BEN INT NEW   055645303       69     8400 SH      SHARED      01          2400              6000
D BSB BANCORP                    COM              055652101      632    23412 SH      SHARED      01         23412
D BSB BANCORP                    COM              055652101       24      900 SH      SHR/OTHR    01                             900
D BSB BANCORP                    COM              055652101       21      800 SH      SHARED      06           800
D BT FINL CORP                   COM              055763106     1102    44942 SH      SHARED      01         44942
D BT FINL CORP                   COM              055763106       34     1400 SH      SHARED      06          1400
D BMC SOFTWARE INC               COM              055921100       16      300 SH      SHR/OTHR    06                             300
D BMC SOFTWARE INC               COM              055921100   204466  3786420 SH      SHARED      01       3064855            721565
D BMC SOFTWARE INC               COM              055921100     2072    38372 SH      SHR/OTHR    01                  15500    22872
D BMC SOFTWARE INC               COM              055921100       21      400 SH      SHARED      02           400
D BMC SOFTWARE INC               COM              055921100     1409    26100 SH      SHARED      03          3640             22460
D BMC SOFTWARE INC               COM              055921100    10048   186074 SH      SHARED      06        186074
D BWAY CORP                      COM              056039100       25     1800 SH      SHARED      01          1800
D BWAY CORP                      COM              056039100       69     4900 SH      SHARED      06          4900
D BACOU USA INC                  COM              056439102      334    19600 SH      SHARED      01         16300              3300
D BACOU USA INC                  COM              056439102        8      500 SH      SHARED      06           500
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        2      108 SH      SHARED      01           108
D BAKER HUGHES INC               COM              057224107   164064  4897433 SH      SHARED      01       4262004            635429
D BAKER HUGHES INC               COM              057224107       58     1750 SH      SHR/OTHR    01                    550     1200
D BAKER HUGHES INC               COM              057224107       26      800 SH      SHARED      02           800
D BAKER HUGHES INC               COM              057224107       11      350 SH      SHARED      03           250               100
D BAKER HUGHES INC               COM              057224107    14921   445411 SH      SHARED      06        445411
D BAKER J INC                    COM              057232100       45     5238 SH      SHARED      01          5238
D BALANCED CARE CORP             COM              057630105        0      400 SH      SHARED      03           400
D BALCHEM CORP                   COM              057665200        2      450 SH      SHARED      01           450
D BALDOR ELEC CO                 COM              057741100     4283   215510 SH      SHARED      01        115397            100113
D BALDOR ELEC CO                 COM              057741100       73     3700 SH      SHARED      06          3700
D BALDWIN & LYONS INC            CL A             057755100       13      600 SH      SHARED      01           600
D BALDWIN & LYONS INC            CL B             057755209      821    34700 SH      SHARED      01         34700
D BALDWIN & LYONS INC            CL B             057755209       28     1200 SH      SHARED      06          1200
D BALL CORP                      COM              058498106      735    17400 SH      SHARED                 17400
D BALL CORP                      COM              058498106    18687   442297 SH      SHARED      01        348423             93874
D BALL CORP                      COM              058498106     2471    58500 SH      SHARED      06         58500
D BALLARD MED PRODS              COM              058566100    10270   440548 SH      SHARED      01        311645            128903
D BALLARD MED PRODS              COM              058566100    28624  1227870 SH      SHARED      06       1227870
D BALLARD PWR SYS INC            COM              05858H104      204     6400 SH      SHARED      01          6400
D BALLARD PWR SYS INC            COM              05858H104       48     1500 SH      SHARED      06          1500
D BALLY TOTAL FITNESS HLDG CORP  COM              05873K108     7655   269800 SH      SHARED                269800
D BALLY TOTAL FITNESS HLDG CORP  COM              05873K108     8361   294673 SH      SHARED      01         70673            224000
D BALLY TOTAL FITNESS HLDG CORP  COM              05873K108        7      250 SH      SHARED      03                             250
D BALLY TOTAL FITNESS HLDG CORP  COM              05873K108       79     2800 SH      SHARED      06          2800
D BALTEK CORP                    COM              058822107        5      600 SH      SHARED      01           600
D BANCFIRST CORP                 COM              05945F103        4      133 SH      SHARED      01           102                31
D BANCFIRST CORP                 COM              05945F103       13      400 SH      SHARED      06           400
D BANCINSURANCE CORP             COM              05945K102       14     2835 SH      SHARED      01          2835
D BANCFIRST CORP ZANESVILLE OHIO COM              059450106      546    22200 SH      SHARED      01         22200
D BANCFIRST CORP ZANESVILLE OHIO COM              059450106       14      600 SH      SHARED      06           600
D BANCO DE A EDWARDS             SPNS ADR REP A   059504100     5986   412870 SH      SHARED                412870
D BANCO DE A EDWARDS             SPNS ADR REP A   059504100      150    10354 SH      SHARED      01         10354
D BANCO DE GALICIA Y BUENOS AIRE SPNS ADR B NEW   059538207      106     5271 SH      SHARED      01          5271
D BANCO DE GALICIA Y BUENOS AIRE SPNS ADR B NEW   059538207      742    36653 SH      SHARED      02         36653
D BANCO DE GALICIA Y BUENOS AIRE SPNS ADR B NEW   059538207      429    21200 SH      SHARED      06         21200
D BANCO FRANCES DEL RIO DE LA PL SPONSORED ADR    059591107       64     3370 SH      SHARED      01          3370
D BANCO FRANCES DEL RIO DE LA PL SPONSORED ADR    059591107        5      284 SH      SHARED      03                             284
D BANCO GANADERO S A             SP ADR PREF C    059594507     1085   141200 SH      SHARED      06        141200
D BANCO SANTANDER CENT HISPANO   ADR              05964H105      194    18416 SH      SHARED      01         17192              1224
D BANCO SANTANDER CENT HISPANO   ADR              05964H105       50     4818 SH      SHARED      03                            4818
D BANCO SANTANDER CENT HISPANO   ADR              05964H105        1      100 SH      SHARED      06           100
D BANCO SANTANDER CHILE          SPON ADR SER A   05965F108      399    25800 SH      SHARED      01         25800
D BANCOLOMBIA S A                SPNS ADR 4PREF   05968L102       27     5796 SH      SHARED      01          5796
D BANCORPSOUTH INC               COM              059692103     3952   218060 SH      SHARED      01        176920             41140
D BANCORPSOUTH INC               COM              059692103      112     6200 SH      SHARED      06          6200
D BANCTEC INC                    COM              059784108     3920   218583 SH      SHARED      01        118823             99760
D BANCTEC INC                    COM              059784108       39     2200 SH      SHARED      06          2200
D BANCWEST CORP NEW              COM              059790105     6545   176300 SH      SHARED      01         68000            108300
D BANCWEST CORP NEW              COM              059790105        4      120 SH      SHARED      03                             120
D BANCWEST CORP NEW              COM              059790105       96     2600 SH      SHARED      06          2600
D BANDAG INC                     COM              059815100       65     1900 SH      SHARED                  1900
D BANDAG INC                     COM              059815100     4145   119500 SH      SHARED      01         68200             51300
D BANDAG INC                     COM              059815100       10      300 SH      SHARED      03           300
D BANDAG INC                     COM              059815100      329     9500 SH      SHARED      06          9500
D BANDAG INC                     CL A             059815308      832    29600 SH      SHARED      06         29600
D BANGOR HYDRO ELEC CO           COM              060077104      259    16100 SH      SHARED      01         16100
D BANK OF AMERICA CORPORATION    COM              060505104     5021    68500 SH      SHARED                 68500
D BANK OF AMERICA CORPORATION    COM              060505104  2370184 32330098 SH      SHARED      01      27870724           4459374
D BANK OF AMERICA CORPORATION    COM              060505104     2171    29622 SH      SHR/OTHR    01                   2835    26787
D BANK OF AMERICA CORPORATION    COM              060505104     2660    36295 SH      SHARED      03          2308             33987
D BANK OF AMERICA CORPORATION    COM              060505104   314295  4287092 SH      SHARED      06       4287092
D BANK OF GRANITE CORP           COM              062401104     1005    40826 SH      SHARED      01         40826
D BANK OF GRANITE CORP           COM              062401104       22      900 SH      SHARED      06           900
D BANK MONTREAL QUE              COM              063671101       28      786 SH      SHARED      01           786
D BANK NEW YORK INC              COM              064057102     4035   110000 SH      SHARED                110000
D BANK NEW YORK INC              COM              064057102   456016 12429927 SH      SHARED      01       9986840           2443087
D BANK NEW YORK INC              COM              064057102    12700   346197 SH      SHR/OTHR    01                 235347   110850
D BANK NEW YORK INC              COM              064057102    30554   832840 SH      SHARED      02        832840
D BANK NEW YORK INC              COM              064057102      233     6353 SH      SHARED      03                            6353
D BANK NEW YORK INC              COM              064057102    29313   799003 SH      SHARED      06        798843               160
D BANK ONE CORP                  COM              06423A103        0        2 SH      SHARED                     2
D BANK ONE CORP                  COM              06423A103  1109164 18622010 SH      SHARED      01      15623840           2998170
D BANK ONE CORP                  COM              06423A103    30817   517405 SH      SHR/OTHR    01                 511420     5985
D BANK ONE CORP                  COM              06423A103      744    12505 SH      SHARED      03          4376              8129
D BANK ONE CORP                  COM              06423A103    49488   830877 SH      SHARED      06        830877
D BANK PLUS CORP                 COM              064446107      139    25945 SH      SHARED      01         25945
D BANK PLUS CORP                 COM              064446107       81    15200 SH      SHARED      06         15200
D BANK RHODE IS                  COM              064576101     4050   400000 SH      SHARED                120000            280000
D BANK TOKYO-MITSUBISHI LTD      SPONSORED ADR    065379109     1336    91800 SH      SHR/OTHR                                 91800
D BANK TOKYO-MITSUBISHI LTD      SPONSORED ADR    065379109      155    10700 SH      SHARED      01         10700
D BANK TOKYO-MITSUBISHI LTD      SPONSORED ADR    065379109       50     3500 SH      SHARED      06          3500
D BANK UTD CORP                  CL A             065412108     4589   114200 SH      SHARED                114200
D BANK UTD CORP                  CL A             065412108    15750   391937 SH      SHARED      01        181537            210400
D BANK UTD CORP                  CL A             065412108       59     1480 SH      SHARED      03                            1480
D BANK UTD CORP                  CL A             065412108      194     4840 SH      SHARED      06          4840
D BANKATLANTIC BANCORP           CL B             065908105      983   121040 SH      SHARED      01        121040
D BANKATLANTIC BANCORP           CL B             065908105       29     3600 SH      SHARED      06          3600
D BANKATLANTIC BANCORP           CL A             065908501        6      918 SH      SHARED      01           918
D BANKBOSTON CORP                COM              06605R106      659    12900 SH      SHARED                 12900
D BANKBOSTON CORP                COM              06605R106   262454  5133580 SH      SHARED      01       4354612      930   778038
D BANKBOSTON CORP                COM              06605R106      180     3536 SH      SHARED      03           400              3136
D BANKBOSTON CORP                COM              06605R106    20672   404348 SH      SHARED      06        404348
D BANKNORTH GROUP INC DEL        COM              06646L100     2398    72680 SH      SHARED      01         72680
D BANKNORTH GROUP INC DEL        COM              06646L100      102     3100 SH      SHARED      06          3100
D BANKUNITED FINL CORP           CL A             06652B103     1680   174600 SH      SHARED                174600
D BANKUNITED FINL CORP           CL A             06652B103      608    63200 SH      SHARED      01         63200
D BANKUNITED FINL CORP           CL A             06652B103       97    10100 SH      SHARED      06         10100
D BANTA CORP                     COM              066821109       54     2600 SH      SHARED                  2600
D BANTA CORP                     COM              066821109     6824   324957 SH      SHARED      01        150432            174525
D BANTA CORP                     COM              066821109        4      200 SH      SHARED      03           200
D BANTA CORP                     COM              066821109      273    13000 SH      SHARED      06         13000
D BANYAN STRATEGIC RLTY TR       SH BEN INT       06683M102        9     1600 SH      SHARED      01          1600
D BANYAN SYS INC                 COM              066908104       10      965 SH      SHARED      06           965
D BARCLAYS BK PLC                AM DEP NT RCPT   06738C836       50     2000 SH      SHR/OTHR    01                            2000
D BARCLAYS PLC                   ADR              06738E204       47      400 SH      SHARED                   400
D BARCLAYS PLC                   ADR              06738E204       35      300 SH      SHARED      01                             300
D BARCLAYS PLC                   ADR              06738E204        7       65 SH      SHARED      03                              65
D BARCLAYS PLC                   ADR              06738E204      681     5700 SH      SHARED      06          5700
D BARD C R INC                   COM              067383109       62     1300 SH      SHARED                  1300
D BARD C R INC                   COM              067383109    39074   817254 SH      SHARED      01        680314            136940
D BARD C R INC                   COM              067383109       19      400 SH      SHARED      03           400
D BARD C R INC                   COM              067383109      894    18700 SH      SHARED      06         18700
D BARNES & NOBLE INC             COM              067774109      191     7000 SH      SHARED                  7000
D BARNES & NOBLE INC             COM              067774109     7683   280675 SH      SHARED      01        181975             98700
D BARNES & NOBLE INC             COM              067774109       46     1700 SH      SHARED      03                            1700
D BARNES & NOBLE INC             COM              067774109     3831   139962 SH      SHARED      06        139962
D BARNES GROUP INC               COM              067806109     2497   114845 SH      SHARED      01         75400             39445
D BARNES GROUP INC               COM              067806109       58     2700 SH      SHARED      06          2700
D BARNESANDNOBLE COM INC         CL A             067846105        1      100 SH      SHARED                   100
D BARNESANDNOBLE COM INC         CL A             067846105     1238    68800 SH      SHARED      06         68800
D BARRICK GOLD CORP              COM              067901108      158     8200 SH      SHARED                  8200
D BARRICK GOLD CORP              COM              067901108    71907  3711380 SH      SHARED      01       3711380
D BARRICK GOLD CORP              COM              067901108      104     5400 SH      SHARED      03           400              5000
D BARRICK GOLD CORP              COM              067901108     4803   247900 SH      SHARED      06        247900
D BARNETT INC                    COM              068062108       42     5600 SH      SHARED      01           800              4800
D BARNETT INC                    COM              068062108       60     8000 SH      SHARED      06          8000
D BARNWELL INDS INC              COM              068221100       10      900 SH      SHARED      01           900
D BARR LABS INC                  COM              068306109     1158    29050 SH      SHARED      01         29050
D BARR LABS INC                  COM              068306109       47     1200 SH      SHARED      06          1200
D BARRA INC                      COM              068313105      974    38600 SH      SHARED      01         37750               850
D BARRA INC                      COM              068313105       30     1200 SH      SHARED      06          1200
D BARRETT RES CORP               COM PAR $0.01    068480201    13913   362562 SH      SHARED      01        167170            195392
D BARRETT RES CORP               COM PAR $0.01    068480201      138     3600 SH      SHARED      06          3600
D BARRY R G CORP OHIO            COM              068798107        3      442 SH      SHARED      01           442
D BASIN EXPL INC                 COM              070107107     5298   264100 SH      SHARED                264100
D BASIN EXPL INC                 COM              070107107       46     2300 SH      SHARED      01          2300
D BASSETT FURNITURE INDS INC     COM              070203104     3701   161815 SH      SHARED      01         81053             80762
D BASSETT FURNITURE INDS INC     COM              070203104       34     1500 SH      SHARED      06          1500
D BATTLE MTN GOLD CO             COM              071593107      143    58800 SH      SHARED                 58800
D BATTLE MTN GOLD CO             COM              071593107     7703  3161240 SH      SHARED      01       2185290            975950
D BATTLE MTN GOLD CO             COM              071593107        3     1500 SH      SHARED      03                            1500
D BATTLE MTN GOLD CO             COM              071593107      442   181700 SH      SHARED      06        181700
D BAUSCH & LOMB INC              COM              071707103      175     2300 SH      SHARED                  2300
D BAUSCH & LOMB INC              COM              071707103    60700   793474 SH      SHARED      01        661402            132072
D BAUSCH & LOMB INC              COM              071707103     3637    47550 SH      SHARED      06         47550
D BAXTER INTL INC                COM              071813109      442     7300 SH      SHARED                  7300
D BAXTER INTL INC                COM              071813109   275171  4538904 SH      SHARED      01       3832941            705963
D BAXTER INTL INC                COM              071813109     5714    94265 SH      SHR/OTHR    01                  92270     1995
D BAXTER INTL INC                COM              071813109       30      500 SH      SHARED      02           500
D BAXTER INTL INC                COM              071813109       87     1443 SH      SHARED      03           333              1110
D BAXTER INTL INC                COM              071813109    17112   282273 SH      SHARED      06        282273
D BAY VIEW CAP CORP DEL          COM              07262L101     2986   145700 SH      SHARED      01         70200             75500
D BAY VIEW CAP CORP DEL          COM              07262L101       67     3300 SH      SHARED      06          3300
D BE AEROSPACE INC               COM              073302101     5323   284900 SH      SHARED      01        114200            170700
D BE AEROSPACE INC               COM              073302101        3      200 SH      SHR/OTHR    01                    200
D BE AEROSPACE INC               COM              073302101       50     2712 SH      SHARED      06          2712
D BEA SYS INC                    SB NT CV 144A 05 073325AA0    13194 11210000 PRN     SHARED      06      11210000
D BEA SYS INC                    SB NT CV    4%05 073325AB8     1177  1000000 PRN     SHARED      06       1000000
D BEA SYS INC                    COM              073325102     2959   103600 SH      SHARED                103600
D BEA SYS INC                    COM              073325102     3947   138200 SH      SHARED      01        133200              5000
D BEA SYS INC                    COM              073325102      204     7150 SH      SHARED      03          4650              2500
D BEA SYS INC                    COM              073325102      895    31348 SH      SHARED      06         31348
D BEAR STEARNS COS INC           COM              073902108    81623  1745953 SH      SHARED      01       1491985            253968
D BEAR STEARNS COS INC           COM              073902108       39      851 SH      SHARED      03                             851
D BEAR STEARNS COS INC           COM              073902108     5923   126700 SH      SHARED      06        126700
D BECKMAN COULTER INC            COM              075811109      145     3000 SH      SHARED                  3000
D BECKMAN COULTER INC            COM              075811109     8474   174289 SH      SHARED      01         67377            106912
D BECKMAN COULTER INC            COM              075811109        5      109 SH      SHR/OTHR    01                             109
D BECKMAN COULTER INC            COM              075811109     1492    30700 SH      SHARED      06         30700
D BECTON DICKINSON & CO          COM              075887109      219     7300 SH      SHARED                  7300
D BECTON DICKINSON & CO          COM              075887109   119484  3982805 SH      SHARED      01       3353301            629504
D BECTON DICKINSON & CO          COM              075887109     3717   123900 SH      SHR/OTHR    01                  68500    55400
D BECTON DICKINSON & CO          COM              075887109      416    13886 SH      SHARED      03          2711             11175
D BECTON DICKINSON & CO          COM              075887109    23001   766719 SH      SHARED      06        766719
D BED BATH & BEYOND INC          COM              075896100      546    14200 SH      SHARED                 14200
D BED BATH & BEYOND INC          COM              075896100    29981   778732 SH      SHARED      01        400632            378100
D BED BATH & BEYOND INC          COM              075896100      138     3600 SH      SHARED      03                            3600
D BED BATH & BEYOND INC          COM              075896100    11288   293203 SH      SHARED      06        293203
D BEDFORD BANCSHARES INC         COM              076014109       86     6200 SH      SHARED      01          6200
D BEDFORD PPTY INVS INC          COM PAR $0.02    076446301     2554   142900 SH      SHARED      01        140700              2200
D BEDFORD PPTY INVS INC          COM PAR $0.02    076446301       17     1000 SH      SHARED      03                            1000
D BEDFORD PPTY INVS INC          COM PAR $0.02    076446301      126     7100 SH      SHARED      06          7100
D BEL FUSE INC                   CL A             077347201        2      100 SH      SHARED      01           100
D BEL FUSE INC                   CL A             077347201       22      800 SH      SHARED      06           800
D BEL FUSE INC                   CL B             077347300       57     2200 SH      SHARED      01          2200
D BELCO OIL & GAS CORP           COM              077410108      351    50700 SH      SHARED      01         50700
D BELCO OIL & GAS CORP           COM              077410108        4      700 SH      SHARED      06           700
D BELDEN INC                     COM              077459105       81     3400 SH      SHARED                  3400
D BELDEN INC                     COM              077459105     9998   417700 SH      SHARED      01        159800            257900
D BELDEN INC                     COM              077459105       19      800 SH      SHR/OTHR    01                             800
D BELDEN INC                     COM              077459105       78     3300 SH      SHARED      06          3300
D BELL & HOWELL CO NEW           COM              077852101     4106   108600 SH      SHARED      01         46500             62100
D BELL & HOWELL CO NEW           COM              077852101       68     1800 SH      SHARED      06          1800
D BELL ATLANTIC CORP             COM              077853109       17      270 SH      SHR/OTHR    06                             270
D BELL ATLANTIC CORP             COM              077853109     1320    20200 SH      SHARED                 20200
D BELL ATLANTIC CORP             COM              077853109  1594324 24387376 SH      SHARED      01      20426463      800  3960113
D BELL ATLANTIC CORP             COM              077853109    11482   175648 SH      SHR/OTHR    01                  72978   102670
D BELL ATLANTIC CORP             COM              077853109      160     2457 SH      SHARED      02          2457
D BELL ATLANTIC CORP             COM              077853109      604     9248 SH      SHARED      03           600              8648
D BELL ATLANTIC CORP             COM              077853109    57289   876324 SH      SHARED      06        876324
D BELL CDA INTL INC              COM              077914109        5      400 SH      SHARED                   400
D BELL INDS INC                  COM              078107109        1      286 SH      SHARED      01           286
D BELLSOUTH CORP                 COM              079860102     3062    66401 SH      SHARED                 66401
D BELLSOUTH CORP                 COM              079860102  2920353 63313893 SH      SHARED      01      25153598          38160295
D BELLSOUTH CORP                 COM              079860102    12887   279404 SH      SHR/OTHR    01                 138590   140814
D BELLSOUTH CORP                 COM              079860102      156     3400 SH      SHARED      02          3400
D BELLSOUTH CORP                 COM              079860102     1070    23208 SH      SHARED      03          3020             20188
D BELLSOUTH CORP                 COM              079860102   104560  2266903 SH      SHARED      06       2266523               380
D BELLWETHER EXPL CO             COM NEW          079895207       27     5000 SH      SHARED                  5000
D BELO A H CORP DEL              COM SER A        080555105      330    16800 SH      SHARED                 16800
D BELO A H CORP DEL              COM SER A        080555105    16297   827835 SH      SHARED      01        359825            468010
D BELO A H CORP DEL              COM SER A        080555105     2327   118200 SH      SHARED      06        118200
D BEMIS INC                      COM              081437105    27205   684419 SH      SHARED      01        529419            155000
D BEMIS INC                      COM              081437105        7      200 SH      SHARED      03           200
D BEMIS INC                      COM              081437105     1470    36994 SH      SHARED      06         36994
D BEN & JERRYS HOMEMADE INC      CL A             081465106      249     9000 SH      SHARED      01          9000
D BENCHMARK ELECTRS INC          COM              08160H101      937    26100 SH      SHARED      01         26100
D BENCHMARK ELECTRS INC          COM              08160H101       39     1100 SH      SHARED      06          1100
D BENIHANA INC                   COM              082047101      147    10200 SH      SHARED      01         10200
D BENTON OIL & GAS CO            COM              083288100      877   438700 SH      SHARED      01        169700            269000
D BENTON OIL & GAS CO            COM              083288100       42    21300 SH      SHARED      06         21300
D BERGEN BRUNSWIG CORP           CL A             083739102      238    13800 SH      SHARED                 13800
D BERGEN BRUNSWIG CORP           CL A             083739102    15181   880102 SH      SHARED      01        408106            471996
D BERGEN BRUNSWIG CORP           CL A             083739102        6      400 SH      SHARED      03           400
D BERGEN BRUNSWIG CORP           CL A             083739102     4382   254041 SH      SHARED      06        254041
D BERINGER WINE ESTATES HOLDINGS CL B             084102102       20      500 SH      SHARED                   500
D BERINGER WINE ESTATES HOLDINGS CL B             084102102     6476   155000 SH      SHARED      01         58400             96600
D BERINGER WINE ESTATES HOLDINGS CL B             084102102       75     1800 SH      SHARED      06          1800
D BERKLEY W R CORP               COM              084423102     5638   225537 SH      SHARED      01         71850            153687
D BERKLEY W R CORP               COM              084423102       72     2900 SH      SHARED      06          2900
D BERKSHIRE BANCORP INC DEL      COM              084597103       40     1000 SH      SHARED      01          1000
D BERKSHIRE ENERGY RES           COM              084644103        2      100 SH      SHARED      01           100
D BERKSHIRE HATHAWAY INC DEL     CL A             084670108        0       30 SH      SHR/OTHR    01                              30
D BERKSHIRE HATHAWAY INC DEL     CL A             084670108        0      268 SH      SHARED      01           255                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      03                               4
D BERKSHIRE HATHAWAY INC DEL     CL B             084670207      147       66 SH      SHARED                    66
D BERKSHIRE HATHAWAY INC DEL     CL B             084670207     1962      876 SH      SHARED      01           624               252
D BERKSHIRE HATHAWAY INC DEL     CL B             084670207     3223     1439 SH      SHR/OTHR    01                    915      524
D BERKSHIRE HATHAWAY INC DEL     CL B             084670207     2864     1279 SH      SHARED      03            20              1259
D BERKSHIRE HATHAWAY INC DEL     CL B             084670207     3812     1702 SH      SHARED      06          1702
D BERKSHIRE RLTY INC             COM              084710102     1033    89400 SH      SHARED      01         81600              7800
D BERKSHIRE RLTY INC             COM              084710102      131    11400 SH      SHARED      06         11400
D BERLITZ INTL INC NEW           COM              08520F100      247    13469 SH      SHARED      01         13169               300
D BERLITZ INTL INC NEW           COM              08520F100        3      200 SH      SHARED      06           200
D BERRY PETE CO                  CL A             085789105      595    42700 SH      SHARED      01         39400              3300
D BERRY PETE CO                  CL A             085789105       36     2600 SH      SHARED      06          2600
D BEST BUY INC                   COM              086516101      317     4700 SH      SHARED                  4700
D BEST BUY INC                   COM              086516101   182736  2707200 SH      SHARED      01       2326200            381000
D BEST BUY INC                   COM              086516101       16      240 SH      SHARED      03                             240
D BEST BUY INC                   COM              086516101    24924   369254 SH      SHARED      06        369254
D BESTFOODS                      COM              08658U101      455     9200 SH      SHARED                  9200
D BESTFOODS                      COM              08658U101   240757  4863790 SH      SHARED      01       4142086            721704
D BESTFOODS                      COM              08658U101     7152   144504 SH      SHR/OTHR    01                  68540    75964
D BESTFOODS                      COM              08658U101      202     4100 SH      SHARED      03           200              3900
D BESTFOODS                      COM              08658U101    11853   239459 SH      SHARED      06        239459
D BETHLEHEM STL CORP             COM              087509105       43     5600 SH      SHARED                  5600
D BETHLEHEM STL CORP             COM              087509105    18877  2455713 SH      SHARED      01       2294015            161698
D BETHLEHEM STL CORP             COM              087509105       16     2100 SH      SHARED      03                            2100
D BETHLEHEM STL CORP             COM              087509105     2244   292000 SH      SHARED      06        292000
D BEVERLY ENTERPRISES INC        COM NEW          087851309       84    10500 SH      SHARED                 10500
D BEVERLY ENTERPRISES INC        COM NEW          087851309     5259   652366 SH      SHARED      01        304675            347691
D BEVERLY ENTERPRISES INC        COM NEW          087851309      931   115490 SH      SHARED      06        115490
D BIG FLOWER HLDGS INC           COM              089159107     1651    51800 SH      SHARED      01         50300              1500
D BIG FLOWER HLDGS INC           COM              089159107       89     2800 SH      SHARED      06          2800
D BILLING CONCEPTS CORP          COM              090063108     7090   633800 SH      SHARED      01        174100            459700
D BILLING CONCEPTS CORP          COM              090063108       49     4400 SH      SHARED      06          4400
D BINDLEY WESTN INDS INC         COM              090324104     2460   106696 SH      SHARED                106696
D BINDLEY WESTN INDS INC         COM              090324104     6245   270792 SH      SHARED      01        154717            116075
D BINDLEY WESTN INDS INC         COM              090324104       95     4133 SH      SHARED      06          4133
D BINDVIEW DEV CORP              COM              090327107        2      100 SH      SHARED      01           100
D BINGHAM FINANCIAL SERVICES     COM              090433103      102     7600 SH      SHARED      01          7600
D BIO RAD LABS INC               CL B             090572108        3      150 SH      SHARED      01           150
D BIO RAD LABS INC               CL A             090572207     1148    43950 SH      SHARED      01         31050             12900
D BIO RAD LABS INC               CL A             090572207       36     1400 SH      SHARED      06          1400
D BIO TECHNOLOGY GEN CORP        COM              090578105     4053   623600 SH      SHARED      01        241040            382560
D BIO TECHNOLOGY GEN CORP        COM              090578105       42     6600 SH      SHARED      06          6600
D BIOCHEM PHARMA INC             COM              09058T108      309    16500 SH      SHARED      06         16500
D BIOCHEM PHARMA INC             COM              09058T108      163     8700 SH      SHARED      01          8700
D BIOCHEM PHARMA INC             COM              09058T108     9471   505148 SH      SHARED      06        505148
D BIOGEN INC                     COM              090597105     1016    15800 SH      SHARED                 15800
D BIOGEN INC                     COM              090597105    70225  1091952 SH      SHARED      01        517848            574104
D BIOGEN INC                     COM              090597105      784    12200 SH      SHR/OTHR    01                   2000    10200
D BIOGEN INC                     COM              090597105      193     3010 SH      SHARED      03          1210              1800
D BIOGEN INC                     COM              090597105    18928   294316 SH      SHARED      06        294316
D BIOMATRIX INC                  COM              09060P102     4405   204300 SH      SHARED      01        204300
D BIOMATRIX INC                  COM              09060P102       47     2200 SH      SHARED      06          2200
D BIOMET INC                     COM              090613100       99     2500 SH      SHARED                  2500
D BIOMET INC                     COM              090613100    69430  1746673 SH      SHARED      01       1531351            215322
D BIOMET INC                     COM              090613100     4209   105900 SH      SHARED      06        105900
D BIONX IMPLANTS INC             COM              09064Q106      302    55000 SH      SHARED      05         55000
D BIORA AB                       SPONSORED ADR    09065Q105        0       82 SH      SHARED      06            82
D BIOSOURCE INTL INC             COM              09066H104       69    14200 SH      SHARED      01         14200
D BIOTIME INC                    COM              09066L105       67     5800 SH      SHARED      01          5800
D BIO VASCULAR INC               COM              090923103       70    20200 SH      SHARED      01         20200
D BIOSITE DIAGNOSTICS INC        COM              090945106        0       36 SH      SHARED      06            36
D BIRMINGHAM STL CORP            COM              091250100      998   234840 SH      SHARED      01        152479             82361
D BIRMINGHAM STL CORP            COM              091250100       94    22300 SH      SHARED      06         22300
D BLACK & DECKER CORP            COM              091797100      132     2100 SH      SHARED                  2100
D BLACK & DECKER CORP            COM              091797100    93032  1473789 SH      SHARED      01       1227889            245900
D BLACK & DECKER CORP            COM              091797100      460     7300 SH      SHR/OTHR    01                    250     7050
D BLACK & DECKER CORP            COM              091797100        6      100 SH      SHARED      02           100
D BLACK & DECKER CORP            COM              091797100       41      650 SH      SHARED      03                             650
D BLACK & DECKER CORP            COM              091797100     5627    89148 SH      SHARED      06         89148
D BLACK BOX CORP DEL             COM              091826107    16586   330900 SH      SHARED      01        127200            203700
D BLACK BOX CORP DEL             COM              091826107       95     1900 SH      SHARED      06          1900
D BLACK HILLS CORP               COM              092113109       43     1900 SH      SHARED                  1900
D BLACK HILLS CORP               COM              092113109     4301   186012 SH      SHARED      01         90758             95254
D BLACK HILLS CORP               COM              092113109      233    10100 SH      SHARED      06         10100
D BLACKROCK INCOME TR INC        COM              09247F100     2133   319000 SH      SHARED      06        319000
D BLACKROCK INVT QUALITY TERM TR COM              09247J102       36     4400 SH      SHARED      06          4400
D BLACKROCK STRATEGIC TERM TR    COM              09247P108        7      800 SH      SHARED      01           800
D BLACKROCK STRATEGIC TERM TR    COM              09247P108      495    54700 SH      SHARED      06         54700
D BLACKROCK 1999 TERM TR INC     COM              09247T100      982    98900 SH      SHARED      06         98900
D BLACKROCK TARGET TERM TR INC   COM              092476100       11     1200 SH      SHARED      03                            1200
D BLACKROCK TARGET TERM TR INC   COM              092476100     1506   156500 SH      SHARED      06        156500
D BLACKROCK 2001 TERM TR INC     COM              092477108     2858   317600 SH      SHARED      06        317600
D BLAIR CORP                     COM              092828102      511    19000 SH      SHARED      01         19000
D BLAIR CORP                     COM              092828102      156     5800 SH      SHARED      06          5800
D BLANCH E W HLDGS INC           COM              093210102     2713    39800 SH      SHARED      01         38700              1100
D BLANCH E W HLDGS INC           COM              093210102      109     1600 SH      SHARED      06          1600
D BLOCK DRUG INC                 CL A             093644102     6183   148341 SH      SHARED      01         44155            104186
D BLOCK DRUG INC                 CL A             093644102       58     1400 SH      SHARED      06          1400
D BLOCK H & R INC                COM              093671105      120     2400 SH      SHARED                  2400
D BLOCK H & R INC                COM              093671105    79495  1589906 SH      SHARED      01       1381588            208318
D BLOCK H & R INC                COM              093671105       20      400 SH      SHR/OTHR    01                    400
D BLOCK H & R INC                COM              093671105        7      150 SH      SHARED      03           150
D BLOCK H & R INC                COM              093671105     4033    80666 SH      SHARED      06         80666
D BLOUNT INTL INC                CL A             095177101     2824   103900 SH      SHARED      01        103900
D BLOUNT INTL INC                CL A             095177101       70     2600 SH      SHARED      06          2600
D BLOUNT INTL INC                CL B             095177200       16      600 SH      SHARED      01           600
D BLUE RIV BANCSHARES INC        COM              09602P107      191    29500 SH      SHARED      06         29500
D BLUEGREEN CORP                 COM              096231105       58    10800 SH      SHARED      01         10800
D BLUEGREEN CORP                 COM              096231105       27     5000 SH      SHARED      03                            5000
D BLYTH INDS INC                 COM              09643P108      170     5000 SH      SHARED                  5000
D BLYTH INDS INC                 COM              09643P108    12134   356895 SH      SHARED      01        152445            204450
D BLYTH INDS INC                 COM              09643P108      273     8050 SH      SHARED      03          6750              1300
D BLYTH INDS INC                 COM              09643P108      656    19300 SH      SHARED      06         19300
D BOB EVANS FARMS INC            COM              096761101       83     4200 SH      SHARED                  4200
D BOB EVANS FARMS INC            COM              096761101     7333   369004 SH      SHARED      01        197842            171162
D BOB EVANS FARMS INC            COM              096761101        5      300 SH      SHARED      03           300
D BOB EVANS FARMS INC            COM              096761101      429    21600 SH      SHARED      06         21600
D BOCA RESH INC                  COM              096888102       90    11900 SH      SHARED      01         11900
D BOCA RESH INC                  COM              096888102       57     7500 SH      SHARED      03          2500              5000
D BODDIE NOELL PPTYS INC         COM              096903109       17     1500 SH      SHARED      01          1500
D BOEING CO                      COM              097023105    10295   233986 SH      SHARED                233986
D BOEING CO                      COM              097023105   644048 14637462 SH      SHARED      01      11998472           2638990
D BOEING CO                      COM              097023105     4367    99252 SH      SHR/OTHR    01                  46128    53124
D BOEING CO                      COM              097023105       79     1800 SH      SHARED      02          1800
D BOEING CO                      COM              097023105     1159    26345 SH      SHARED      03          3300             23045
D BOEING CO                      COM              097023105    28930   657506 SH      SHARED      06        657506
D BOISE CASCADE CORP             COM              097383103       94     2200 SH      SHARED                  2200
D BOISE CASCADE CORP             COM              097383103    36487   851012 SH      SHARED      01        737893            113119
D BOISE CASCADE CORP             COM              097383103        3       72 SH      SHARED      03            72
D BOISE CASCADE CORP             COM              097383103     1663    38790 SH      SHARED      06         38790
D BOISE CASCADE OFFICE PRODS     COM              097403109      562    47855 SH      SHARED      01         47855
D BOISE CASCADE OFFICE PRODS     COM              097403109       18     1600 SH      SHARED      06          1600
D BOLDER TECHNOLOGIES CORP       COM              097519102        0       61 SH      SHARED      06            61
D BON-TON STORES INC             COM              09776J101        2      400 SH      SHARED      01           400
D BOMBAY CO INC                  COM              097924104     5554   740600 SH      SHARED                740600
D BOMBAY CO INC                  COM              097924104      452    60300 SH      SHARED      01         60300
D BOMBAY CO INC                  COM              097924104       22     3000 SH      SHARED      03                            3000
D BONE CARE INTL INC             COM              098072101        5      600 SH      SHARED      01           600
D BONE CARE INTL INC             COM              098072101        5      600 SH      SHARED      03                             600
D BOOKS-A-MILLION INC            COM              098570104       37     5000 SH      SHR/OTHR    03                            5000
D BOOKS-A-MILLION INC            COM              098570104       32     4300 SH      SHARED      01          4300
D BORDEN CHEMS&PLASTIC LTD PARTN DEPOS COM UNIT   099541203        7     1100 SH      SHARED      01          1100
D BORDEN CHEMS&PLASTIC LTD PARTN DEPOS COM UNIT   099541203     3256   457100 SH      SHARED      06        457100
D BORDERS GROUP INC              COM              099709107      123     7800 SH      SHARED                  7800
D BORDERS GROUP INC              COM              099709107     7336   463958 SH      SHARED      01        273258            190700
D BORDERS GROUP INC              COM              099709107      491    31100 SH      SHARED      03           700             30400
D BORDERS GROUP INC              COM              099709107     2332   147525 SH      SHARED      06        147525
D BORG-WARNER AUTOMOTIVE INC     COM              099724106      374     6800 SH      SHARED                  6800
D BORG-WARNER AUTOMOTIVE INC     COM              099724106    21391   388944 SH      SHARED      01        210685            178259
D BORG-WARNER AUTOMOTIVE INC     COM              099724106      966    17579 SH      SHARED      06         17579
D BORG WARNER SEC CORP           COM              099733107     1194    58810 SH      SHARED      01         58810
D BORG WARNER SEC CORP           COM              099733107       32     1600 SH      SHARED      06          1600
D BORON LEPORE & ASSOCS INC      COM              10001P102     1152   137600 SH      SHARED      01         23400            114200
D BORON LEPORE & ASSOCS INC      COM              10001P102       80     9661 SH      SHARED      03                            9661
D BORON LEPORE & ASSOCS INC      COM              10001P102       68     8200 SH      SHARED      06          8200
D BOSTON ACOUSTICS INC           COM              100534106        8      450 SH      SHARED      01           450
D BOSTON BEER INC                CL A             100557107      172    21400 SH      SHARED      01         18800              2600
D BOSTON BEER INC                CL A             100557107        0      100 SH      SHARED      03                             100
D BOSTON BEER INC                CL A             100557107       95    11900 SH      SHARED      06         11900
D BOSTON COMMUNICATIONS GROUP    COM              100582105       13     1000 SH      SHARED      03                            1000
D BOSTON COMMUNICATIONS GROUP    COM              100582105       38     2888 SH      SHARED      06          2888
D BOSTON PROPERTIES INC          COM              101121101     3017    84100 SH      SHARED      01         84100
D BOSTON PROPERTIES INC          COM              101121101      606    16900 SH      SHARED      06         16900
D BOSTON SCIENTIFIC CORP         COM              101137107      610    13900 SH      SHARED                 13900
D BOSTON SCIENTIFIC CORP         COM              101137107   226549  5156229 SH      SHARED      01       4678185            478044
D BOSTON SCIENTIFIC CORP         COM              101137107    20064   456670 SH      SHARED      06        456670
D BOTTOMLINE TECH DEL INC        COM              101388106     1494    28200 SH      SHARED      01         28200
D BOWATER INC                    COM              102183100      522    11036 SH      SHR/OTHR    01                           11036
D BOWATER INC                    COM              102183100     5490   115900 SH      SHARED                115900
D BOWATER INC                    COM              102183100    26458   558485 SH      SHARED      01        358810            199675
D BOWATER INC                    COM              102183100        2       50 SH      SHARED      03                              50
D BOWATER INC                    COM              102183100     3597    75940 SH      SHARED      06         75940
D BOWNE & CO INC                 COM              103043105       81     6100 SH      SHARED                  6100
D BOWNE & CO INC                 COM              103043105     4116   307754 SH      SHARED      01        184400            123354
D BOWNE & CO INC                 COM              103043105       64     4800 SH      SHARED      06          4800
D BOX HILL SYS CORP              COM              10316R108        1      300 SH      SHARED      01           300
D BOYD GAMING CORP               COM              103304101      903   129000 SH      SHARED      01        123100              5900
D BOYD GAMING CORP               COM              103304101       28     4100 SH      SHARED      06          4100
D BOYKIN LODGING CO              COM              103430104     1047    68100 SH      SHARED      01         68100
D BOYKIN LODGING CO              COM              103430104       10      700 SH      SHARED      03                             700
D BOYKIN LODGING CO              COM              103430104       84     5500 SH      SHARED      06          5500
D BRADLEY REAL ESTATE INC        COM              104580105     1899    91549 SH      SHARED      01         91549
D BRADLEY REAL ESTATE INC        COM              104580105       65     3155 SH      SHR/OTHR    01                            3155
D BRADLEY REAL ESTATE INC        COM              104580105      748    36087 SH      SHARED      03          3200             32887
D BRADLEY REAL ESTATE INC        COM              104580105      166     8000 SH      SHARED      06          8000
D BRADLEY REAL ESTATE INC        PFD CV A 8.40%   104580204        1       84 SH      SHARED      01            84
D BRADY CORP                     CL A             104674106     3466   106650 SH      SHARED      01        106650
D BRADY CORP                     CL A             104674106       32     1000 SH      SHR/OTHR    01                            1000
D BRADY CORP                     CL A             104674106       81     2500 SH      SHARED      06          2500
D BRANDYWINE RLTY TR             SH BEN INT NEW   105368203     2131   107600 SH      SHARED      01        104800              2800
D BRANDYWINE RLTY TR             SH BEN INT NEW   105368203      231    11700 SH      SHARED      06         11700
D BRASS EAGLE INC                COM              10553F106        1      100 SH      SHARED      01           100
D BRAUNS FASHIONS CORP           COM              105658108        4      300 SH      SHARED      01           300
D BREED TECHNOLOGIES INC         COM              106702103       48    21500 SH      SHARED                 21500
D BREED TECHNOLOGIES INC         COM              106702103       60    26800 SH      SHARED      01         26800
D BREED TECHNOLOGIES INC         COM              106702103       28    12800 SH      SHARED      06         12800
D BRENTON BKS INC                COM              107211104      689    44484 SH      SHARED      01         44484
D BRENTON BKS INC                COM              107211104       24     1610 SH      SHARED      06          1610
D BRIDGESTREET ACCOMODATIONS INC COM              108452103       12     3700 SH      SHARED      01          3700
D BRIGGS & STRATTON CORP         COM              109043109       28      500 SH      SHARED                   500
D BRIGGS & STRATTON CORP         COM              109043109    26941   466528 SH      SHARED      01        356580            109948
D BRIGGS & STRATTON CORP         COM              109043109       11      200 SH      SHARED      03           200
D BRIGGS & STRATTON CORP         COM              109043109     1761    30500 SH      SHARED      06         30500
D BRIGHTPOINT INC                SBLYON ZRO144A18 109473AA6      341  1375000 PRN     SHARED      06       1375000
D BRIGHTPOINT INC                SB LYON ZERO  18 109473AC2     1395  5625000 PRN     SHARED      06       5625000
D BRIGHTPOINT INC                COM              109473108     3245   535310 SH      SHARED      01        186760            348550
D BRIGHTPOINT INC                COM              109473108       37     6200 SH      SHARED      06          6200
D BRILLIANT DIGITAL ENTERTAINMNT COM              109502104      102    17400 SH      SHARED      01         17400
D BRINKER INTL INC               COM              109641100      189     6900 SH      SHARED                  6900
D BRINKER INTL INC               COM              109641100    13190   479671 SH      SHARED      01        243138            236533
D BRINKER INTL INC               COM              109641100       13      500 SH      SHARED      03                             500
D BRINKER INTL INC               COM              109641100     1019    37066 SH      SHARED      06         37066
D BRISTOL HOTEL & RESORTS INC    COM              110041100        2      300 SH      SHARED                   300
D BRISTOL HOTEL & RESORTS INC    COM              110041100       14     1950 SH      SHARED      01          1950
D BRISTOL MYERS SQUIBB CO        COM              110122108     3183    45200 SH      SHARED                 45200
D BRISTOL MYERS SQUIBB CO        COM              110122108  2237781 31769970 SH      SHARED      01      26669030    37229  5063711
D BRISTOL MYERS SQUIBB CO        COM              110122108   256653  3643735 SH      SHR/OTHR    01                3232775   410960
D BRISTOL MYERS SQUIBB CO        COM              110122108      225     3200 SH      SHARED      02          3200
D BRISTOL MYERS SQUIBB CO        COM              110122108     4272    60657 SH      SHARED      03          8271             52386
D BRISTOL MYERS SQUIBB CO        COM              110122108   161460  2292266 SH      SHARED      06       2291206              1060
D BRITISH AWYS PLC               ADR 2ND INSTAL   110419306      135     1900 SH      SHARED                  1900
D BRITISH AWYS PLC               ADR 2ND INSTAL   110419306       28      400 SH      SHARED      01           400
D BRITISH AWYS PLC               ADR 2ND INSTAL   110419306      114     1600 SH      SHR/OTHR    01                    800      800
D BRITISH SKY BROADCASTING GROUP SPONSORED ADR    111013108       61     1100 SH      SHARED      01          1100
D BRITISH SKY BROADCASTING GROUP SPONSORED ADR    111013108       84     1500 SH      SHARED      06          1500
D BRITISH STL PLC                ADR FINAL INST   111015301       44     1700 SH      SHARED                  1700
D BRITISH STL PLC                ADR FINAL INST   111015301      140     5400 SH      SHARED      01          5400
D BRITISH STL PLC                ADR FINAL INST   111015301    78214  3001100 SH      SHARED      06       3001100
D BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST   111021408      947     5530 SH      SHARED      01          3350              2180
D BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST   111021408      385     2250 SH      SHR/OTHR    01                    833     1417
D BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST   111021408       31      183 SH      SHARED      03                             183
D BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST   111021408     2226    13000 SH      SHARED      06         13000
D BROAD NATL BANCORPORATION      COM              111239109        3      126 SH      SHARED      01           126
D BROADCAST COM INC              COM              111310108      603     4515 SH      SHR/OTHR    01                            4515
D BROADCAST COM INC              COM              111310108     3799    28448 SH      SHARED      01         28448
D BROADCAST COM INC              COM              111310108     2131    15960 SH      SHARED      03         15960
D BROADCAST COM INC              COM              111310108    29028   217342 SH      SHARED      06        217342
D BROADCOM CORP                  CL A             111320107      289     2000 SH      SHARED                  2000
D BROADCOM CORP                  CL A             111320107    25038   173200 SH      SHARED      01         93900             79300
D BROADCOM CORP                  CL A             111320107      893     6180 SH      SHARED      03          3650              2530
D BROADCOM CORP                  CL A             111320107     1652    11428 SH      SHARED      06         11428
D BROADVISION INC                COM              111412102     5088    69000 SH      SHARED      01         57800             11200
D BROADVISION INC                COM              111412102      512     6950 SH      SHARED      03          1350              5600
D BROADVISION INC                COM              111412102    11269   152800 SH      SHARED      05        152800
D BROADVISION INC                COM              111412102      575     7800 SH      SHARED      06          7800
D BROADWAY STORES INC            WT EXP  100899   111572111        0       10 SH      SHARED      01                              10
D BROCADE COMMUNICATIONS SYS INC COM              111621108        4       50 SH      SHARED      03            50
D BROCADE COMMUNICATIONS SYS INC COM              111621108      986    10226 SH      SHARED      06         10226
D BROOKDALE LIVING CMNTYS INC    COM              112462106      183    12400 SH      SHARED      01         12400
D BROOKDALE LIVING CMNTYS INC    COM              112462106      134     9100 SH      SHARED      06          9100
D BROOKE GROUP LTD               COM              112525100       72     3100 SH      SHARED      01          3100
D BROOKLINE BANCORP INC          COM              113739106      166    14400 SH      SHARED      01         14400
D BROOKLINE BANCORP INC          COM              113739106       21     1900 SH      SHARED      06          1900
D BROOKS AUTOMATION INC          COM              11434A100     4384   162000 SH      SHARED      01        162000
D BROOKS AUTOMATION INC          COM              11434A100        8      300 SH      SHARED      06           300
D BROOKSTONE INC                 COM              114537103       66     4300 SH      SHARED      01          4300
D BROOKSTONE INC                 COM              114537103        3      234 SH      SHARED      06           234
D BROOKTROUT INC                 COM              114580103        3      225 SH      SHARED      01           225
D BROWN & BROWN INC              COM              115236101     1456    38337 SH      SHARED      01         34700              3637
D BROWN & BROWN INC              COM              115236101       30      800 SH      SHARED      06           800
D BROWN FORMAN CORP              CL A             115637100     3792    63600 SH      SHARED                 63600
D BROWN FORMAN CORP              CL A             115637100       53      900 SH      SHARED      01           900
D BROWN FORMAN CORP              CL B             115637209       65     1000 SH      SHARED                  1000
D BROWN FORMAN CORP              CL B             115637209    47868   734319 SH      SHARED      01        599775            134544
D BROWN FORMAN CORP              CL B             115637209     3342    51280 SH      SHARED      06         51280
D BROWN TOM INC                  COM NEW          115660201     4531   291210 SH      SHARED      01        111510            179700
D BROWN TOM INC                  COM NEW          115660201       54     3505 SH      SHARED      03             5              3500
D BROWN TOM INC                  COM NEW          115660201       52     3402 SH      SHARED      06          3402
D BROWN SHOE INC NEW             COM              115736100     4496   206754 SH      SHARED      01        101554            105200
D BROWN SHOE INC NEW             COM              115736100     3416   157075 SH      SHR/OTHR    01                 157075
D BROWN SHOE INC NEW             COM              115736100       34     1600 SH      SHARED      06          1600
D BROWNING FERRIS INDS           COM              115885105      150     3500 SH      SHARED                  3500
D BROWNING FERRIS INDS           COM              115885105   135264  3145681 SH      SHARED      01       2858797            286884
D BROWNING FERRIS INDS           COM              115885105      107     2500 SH      SHR/OTHR    01                            2500
D BROWNING FERRIS INDS           COM              115885105       17      400 SH      SHARED      02           400
D BROWNING FERRIS INDS           COM              115885105       15      350 SH      SHARED      03                             350
D BROWNING FERRIS INDS           COM              115885105    41518   965545 SH      SHARED      06        965545
D BRUNSWICK CORP                 COM              117043109       64     2300 SH      SHARED                  2300
D BRUNSWICK CORP                 COM              117043109    39975  1434090 SH      SHARED      01       1190738            243352
D BRUNSWICK CORP                 COM              117043109     1864    66900 SH      SHARED      06         66900
D BRUSH WELLMAN INC              COM              117421107     2436   134409 SH      SHARED      01         81737             52672
D BRUSH WELLMAN INC              COM              117421107       34     1900 SH      SHARED      06          1900
D BRYN MAWR BK CORP              COM              117665109       20      800 SH      SHARED      01           800
D BUCKEYE PARTNERS L P           UNIT LTD PARTN   118230101      283    10300 SH      SHARED      01         10300
D BUCKEYE PARTNERS L P           UNIT LTD PARTN   118230101      126     4600 SH      SHR/OTHR    01                   3000     1600
D BUCKEYE PARTNERS L P           UNIT LTD PARTN   118230101      492    17900 SH      SHARED      03           400             17500
D BUCKEYE TECHNOLOGIES INC       COM              118255108     1098    72300 SH      SHARED      01         71300              1000
D BUCKEYE TECHNOLOGIES INC       COM              118255108       47     3100 SH      SHARED      06          3100
D BUCKLE INC                     COM              118440106     1039    36150 SH      SHARED      01         36150
D BUCKLE INC                     COM              118440106       97     3400 SH      SHARED      06          3400
D BUDGET GROUP INC               CL A             119003101        9      800 SH      SHARED                   800
D BUDGET GROUP INC               CL A             119003101      992    80600 SH      SHARED      01         78200              2400
D BUDGET GROUP INC               CL A             119003101        1      100 SH      SHARED      03                             100
D BUDGET GROUP INC               CL A             119003101       41     3400 SH      SHARED      06          3400
D BUFFETS INC                    COM              119882108       52     4600 SH      SHARED                  4600
D BUFFETS INC                    COM              119882108     4772   415009 SH      SHARED      01        198609            216400
D BUFFETS INC                    COM              119882108      244    21300 SH      SHARED      06         21300
D BUILDING MATLS HLDG CORP       COM              120113105       60     5250 SH      SHARED      01          5250
D BUILDING ONE SVCS CORP         COM              120114103     2536   182804 SH      SHARED      01         56384            126420
D BUILDING ONE SVCS CORP         COM              120114103       49     3598 SH      SHARED      06          3598
D BURLINGTON COAT FACTORY        COM              121579106     2946   152580 SH      SHARED      01         78254             74326
D BURLINGTON COAT FACTORY        COM              121579106       42     2200 SH      SHARED      06          2200
D BURLINGTON INDS INC            COM              121693105       51     5600 SH      SHARED                  5600
D BURLINGTON INDS INC            COM              121693105     3909   422600 SH      SHARED      01        242600            180000
D BURLINGTON INDS INC            COM              121693105      314    34000 SH      SHARED      06         34000
D BURLINGTON NORTHN SANTA FE CP  COM              12189T104      793    25600 SH      SHARED                 25600
D BURLINGTON NORTHN SANTA FE CP  COM              12189T104   235707  7603478 SH      SHARED      01       6387192     1440  1214846
D BURLINGTON NORTHN SANTA FE CP  COM              12189T104     7306   235678 SH      SHR/OTHR    01                 195868    39810
D BURLINGTON NORTHN SANTA FE CP  COM              12189T104       24      800 SH      SHARED      02           800
D BURLINGTON NORTHN SANTA FE CP  COM              12189T104       36     1176 SH      SHARED      03                            1176
D BURLINGTON NORTHN SANTA FE CP  COM              12189T104    11781   380050 SH      SHARED      06        380050
D BURLINGTON RES INC             COM              122014103   122804  2839415 SH      SHARED      01       2435694            403721
D BURLINGTON RES INC             COM              122014103     4624   106936 SH      SHR/OTHR    01                  93976    12960
D BURLINGTON RES INC             COM              122014103      144     3350 SH      SHARED      03           500              2850
D BURLINGTON RES INC             COM              122014103     7341   169751 SH      SHARED      06        169751
D BURNHAM PAC PPTYS INC          COM              12232C108     1089    88500 SH      SHARED      01         76300             12200
D BURNHAM PAC PPTYS INC          COM              12232C108       56     4600 SH      SHR/OTHR    01                    200     4400
D BURNHAM PAC PPTYS INC          COM              12232C108      124    10100 SH      SHARED      06         10100
D BURR BROWN CORP                COM              122574106    13183   359961 SH      SHARED      01        120736            239225
D BURR BROWN CORP                COM              122574106      120     3300 SH      SHARED      06          3300
D BUSH BOAKE ALLEN INC           COM              123162109      740    25300 SH      SHARED      01         24300              1000
D BUSH BOAKE ALLEN INC           COM              123162109       23      800 SH      SHARED      06           800
D BUSH INDS INC                  CL A             123164105      300    18080 SH      SHARED      01         18080
D BUSH INDS INC                  CL A             123164105       18     1100 SH      SHARED      06          1100
D BUSINESS OBJECTS S A           SPONSORED ADR    12328X107      219     6000 SH      SHARED                  6000
D BUTLER INTL INC NEW            COM              123649105        2      150 SH      SHARED      01           150
D BUTLER MFG CO DEL              COM              123655102     1760    63000 SH      SHARED      01         28050             34950
D BUTLER MFG CO DEL              COM              123655102       33     1200 SH      SHARED      06          1200
D C&D TECHNOLOGIES INC           COM              124661109     1185    38700 SH      SHARED      01         37500              1200
D C&D TECHNOLOGIES INC           COM              124661109       45     1500 SH      SHARED      06          1500
D CB BANCSHARES INC HAWAII       COM              124785106        1       61 SH      SHARED      01            61
D CBL & ASSOC PPTYS INC          COM              124830100     1983    75200 SH      SHARED      01         75200
D CBL & ASSOC PPTYS INC          COM              124830100      221     8400 SH      SHARED      06          8400
D CBT GROUP PUB LTD              SPNSRD ADR NEW   124853300        1      100 SH      SHARED      01           100
D CBT GROUP PUB LTD              SPNSRD ADR NEW   124853300     1344    81503 SH      SHARED      02         81503
D CBT GROUP PUB LTD              SPNSRD ADR NEW   124853300      449    27250 SH      SHARED      03         14500             12750
D CBT GROUP PUB LTD              SPNSRD ADR NEW   124853300      208    12665 SH      SHARED      06         12665
D CCC INFORMATION SVCS GROUP INC COM              12487Q109      687    53400 SH      SHARED      01         49300              4100
D CCC INFORMATION SVCS GROUP INC COM              12487Q109       34     2700 SH      SHARED      06          2700
D CCBT BANCORP INC               COM              12487S105        7      400 SH      SHARED      01           400
D CCB FINL CORP                  COM              124875105      200     3800 SH      SHARED                  3800
D CCB FINL CORP                  COM              124875105    14915   282086 SH      SHARED      01        159128            122958
D CCB FINL CORP                  COM              124875105      914    17300 SH      SHARED      06         17300
D CB RICHARD ELLIS SVCS INC      COM              12489L108     1281    51500 SH      SHARED      01         51500
D CB RICHARD ELLIS SVCS INC      COM              12489L108       42     1700 SH      SHARED      06          1700
D CBRL GROUP INC                 COM              12489V106      109     6300 SH      SHARED                  6300
D CBRL GROUP INC                 COM              12489V106    14606   843736 SH      SHARED      01        608524            235212
D CBRL GROUP INC                 COM              12489V106       46     2675 SH      SHARED      03           300              2375
D CBRL GROUP INC                 COM              12489V106     1094    63200 SH      SHARED      06         63200
D CBS CORP                       COM              12490K107      209     4800 SH      SHARED                  4800
D CBS CORP                       COM              12490K107   474785 10899071 SH      SHARED      01       9081874           1817197
D CBS CORP                       COM              12490K107     7980   183200 SH      SHR/OTHR    01                  14600   168600
D CBS CORP                       COM              12490K107     2823    64819 SH      SHARED      03         17793             47026
D CBS CORP                       COM              12490K107    23231   533305 SH      SHARED      06        533125               180
D CFW COMMUNICATION CO           COM              124923103      933    38500 SH      SHARED      01         36800              1700
D CFW COMMUNICATION CO           COM              124923103       33     1400 SH      SHARED      06          1400
D CFSB BANCORP                   COM              124927104      531    21579 SH      SHARED      01         21579
D CFSB BANCORP                   COM              124927104       29     1180 SH      SHARED      06          1180
D C COR ELECTRS INC              COM              125010108       50     1800 SH      SHARED      01          1800
D C-CUBE MICROSYSTEMS INC        COM              125015107     7852   247800 SH      SHARED      01        122300            125500
D C-CUBE MICROSYSTEMS INC        COM              125015107       15      500 SH      SHARED      03           500
D C-CUBE MICROSYSTEMS INC        COM              125015107      194     6143 SH      SHARED      06          6143
D C D I CORP                     COM              125071100     5937   174300 SH      SHARED      01         54900            119400
D C D I CORP                     COM              125071100       40     1200 SH      SHARED      06          1200
D CDNOW INC NEW                  COM              125086108       88     5000 SH      SHR/OTHR    06                            5000
D CDNOW INC NEW                  COM              125086108      998    56668 SH      SHARED      01         56668
D CDNOW INC NEW                  COM              125086108       19     1100 SH      SHARED      03           600               500
D CDNOW INC NEW                  COM              125086108       32     1847 SH      SHARED      06          1847
D CD WHSE INC                    COM              12512W105       35     4200 SH      SHARED      01          4200
D CD RADIO INC                   COM              125127100     5173   169800 SH      SHARED      01         65500            104300
D CD RADIO INC                   COM              125127100       67     2200 SH      SHARED      06          2200
D CDW COMPUTER CTRS INC          COM              125129106     8870   201600 SH      SHARED      01         63800            137800
D CDW COMPUTER CTRS INC          COM              125129106      105     2400 SH      SHARED      06          2400
D CEC ENTMT INC                  COM              125137109     3189    75500 SH      SHARED      01         75500
D CEC ENTMT INC                  COM              125137109       92     2200 SH      SHARED      06          2200
D CE SOFTWARE HLDGS INC          COM PAR $0.10    125175307       24     5800 SH      SHARED      01          5800
D CFI PROSERVICES INC            COM              12525N100       73     6500 SH      SHARED      01          6500
D C H ROBINSON WORLDWIDE INC     COM              12541W100     4748   129200 SH      SHARED      01        127500              1700
D C H ROBINSON WORLDWIDE INC     COM              12541W100      474    12900 SH      SHARED      06         12900
D CHS ELECTRONICS INC            COM NEW          12542A206      187    42800 SH      SHARED      01         42800
D CHS ELECTRONICS INC            COM NEW          12542A206       34     7900 SH      SHARED      06          7900
D CIGNA CORP                     COM              125509109     2687    30200 SH      SHARED                 30200
D CIGNA CORP                     COM              125509109   281334  3161058 SH      SHARED      01       2682932            478126
D CIGNA CORP                     COM              125509109      654     7359 SH      SHR/OTHR    01                    600     6759
D CIGNA CORP                     COM              125509109      223     2515 SH      SHARED      03          1131              1384
D CIGNA CORP                     COM              125509109    16778   188525 SH      SHARED      06        188525
D CIGNA HIGH INCOME SHS          SH BEN INT       12551D109       63     8600 SH      SHARED      03                            8600
D CIT GROUP INC                  CL A             125577106     8766   303600 SH      SHARED      01        132900            170700
D CIT GROUP INC                  CL A             125577106      762    26400 SH      SHARED      06         26400
D CKE RESTAURANTS INC            SB NT CV 144A 04 12561EAA3     2271  3000000 PRN     SHARED      06       3000000
D CKE RESTAURANTS INC            SB NT CV 4.25%04 12561EAB1     1514  2000000 PRN     SHARED      06       2000000
D CKE RESTAURANTS INC            COM              12561E105     5446   335183 SH      SHARED      01        202697            132486
D CKE RESTAURANTS INC            COM              12561E105      159     9800 SH      SHARED      06          9800
D CLECO CORP                     COM              12561M107       57     1900 SH      SHARED                  1900
D CLECO CORP                     COM              12561M107     7816   257329 SH      SHARED      01        113818            143511
D CLECO CORP                     COM              12561M107       60     2000 SH      SHR/OTHR    01                   2000
D CLECO CORP                     COM              12561M107     1297    42700 SH      SHARED      06         42700
D CMGI INC                       COM              125750109       22      200 SH      SHR/OTHR    06                             200
D CMGI INC                       COM              125750109      832     7300 SH      SHARED                  7300
D CMGI INC                       COM              125750109    63549   557150 SH      SHARED      01        298200            258950
D CMGI INC                       COM              125750109       96      850 SH      SHARED      03                             850
D CMGI INC                       COM              125750109    10105    88600 SH      SHARED      06         88600
D CMI CORP                       CL A             125761304      359    39400 SH      SHARED      01         39400
D CMP GROUP INC                  COM              125887109     7930   302859 SH      SHARED      01        149343            153516
D CMP GROUP INC                  COM              125887109      494    18900 SH      SHARED      06         18900
D CMS ENERGY CORP                COM              125896100      100     2400 SH      SHARED                  2400
D CMS ENERGY CORP                COM              125896100    91153  2176800 SH      SHARED      01       1904200            272600
D CMS ENERGY CORP                COM              125896100      923    22043 SH      SHR/OTHR    01                   6343    15700
D CMS ENERGY CORP                COM              125896100       30      718 SH      SHARED      03           118               600
D CMS ENERGY CORP                COM              125896100    16033   382900 SH      SHARED      06        382900
D CPI CORP                       COM              125902106     3886   117778 SH      SHARED      01         57840             59938
D CPI CORP                       COM              125902106       99     3000 SH      SHARED      06          3000
D CPB INC                        COM              125903104       15      600 SH      SHARED      01           600
D CSS INDS INC                   COM              125906107     2981   106000 SH      SHARED      01         32200             73800
D CSS INDS INC                   COM              125906107       19      700 SH      SHARED      06           700
D CNET INC                       SB NT CV 144A 06 125945AA3    38066 22890000 PRN     SHARED      06      22890000
D CNET INC                       COM              125945105      259     4500 SH      SHARED                  4500
D CNET INC                       COM              125945105     6673   115804 SH      SHARED      01        115804
D CNET INC                       COM              125945105     2212    38401 SH      SHARED      06         38401
D CTG RES INC                    COM              125957100      305     8400 SH      SHARED      01          8400
D CTG RES INC                    COM              125957100       32      900 SH      SHARED      06           900
D CSK AUTO CORP                  COM              125965103     8928   330700 SH      SHARED      01        329000              1700
D CSK AUTO CORP                  COM              125965103       56     2100 SH      SHARED      06          2100
D CNA FINL CORP                  COM              126117100       80     2000 SH      SHARED                  2000
D CNA FINL CORP                  COM              126117100     6695   166100 SH      SHARED      01        113100             53000
D CNA FINL CORP                  COM              126117100      608    15100 SH      SHARED      06         15100
D CNA SURETY CORP                COM              12612L108      912    59600 SH      SHARED      01         59600
D CNA SURETY CORP                COM              12612L108       29     1900 SH      SHARED      06          1900
D CNB INC                        COM NEW          12612N203       83     8600 SH      SHARED      01          8600
D CNF TRANSN INC                 COM              12612W104      127     3300 SH      SHARED                  3300
D CNF TRANSN INC                 COM              12612W104    13351   346801 SH      SHARED      01        185501            161300
D CNF TRANSN INC                 COM              12612W104       11      300 SH      SHR/OTHR    01                             300
D CNF TRANSN INC                 COM              12612W104       77     2000 SH      SHARED      03           200              1800
D CNF TRANSN INC                 COM              12612W104     2618    68017 SH      SHARED      06         68017
D CNB BANCSHARES INC             COM              126126101     8831   154940 SH      SHARED      01         90077             64863
D CNB BANCSHARES INC             COM              126126101      582    10216 SH      SHARED      06         10216
D CNS BANCORP INC                COM              12613P108       24     2000 SH      SHARED      01          2000
D CPAC INC                       COM              126145101        2      327 SH      SHARED      01           327
D C-PHONE CORP                   COM              12616P105       20    10400 SH      SHARED      01         10400
D CSG SYS INTL INC               COM              126349109    14741   562946 SH      SHARED      01        219546            343400
D CSG SYS INTL INC               COM              126349109      223     8550 SH      SHARED      03          8550
D CSG SYS INTL INC               COM              126349109     4423   168928 SH      SHARED      06        168928
D CSX CORP                       COM              126408103   157540  3471957 SH      SHARED      01       2827699    48200   596058
D CSX CORP                       COM              126408103     2260    49812 SH      SHR/OTHR    01                  48412     1400
D CSX CORP                       COM              126408103        9      200 SH      SHARED      02           200
D CSX CORP                       COM              126408103      299     6604 SH      SHARED      03                            6604
D CSX CORP                       COM              126408103     8608   189723 SH      SHARED      06        189723
D CTS CORP                       COM              126501105     7979   113992 SH      SHARED      01         72338             41654
D CTS CORP                       COM              126501105       98     1400 SH      SHARED      06          1400
D CUNO INC                       COM              126583103     3263   170650 SH      SHARED      01         58850            111800
D CUNO INC                       COM              126583103       19     1000 SH      SHARED      03                            1000
D CUNO INC                       COM              126583103       36     1900 SH      SHARED      06          1900
D CVB FINL CORP                  COM              126600105      418    16113 SH      SHARED      01         16113
D CVB FINL CORP                  COM              126600105       33     1300 SH      SHARED      06          1300
D CV REIT INC                    COM              126640101        5      400 SH      SHARED      01           400
D CVS CORP                       COM              126650100       51     1019 SH      SHR/OTHR    01                            1019
D CVS CORP                       COM              126650100      101     2000 SH      SHARED                  2000
D CVS CORP                       COM              126650100   412633  8130713 SH      SHARED      01       5281974           2848739
D CVS CORP                       COM              126650100   112734  2221369 SH      SHR/OTHR    01                1059429  1161940
D CVS CORP                       COM              126650100    47320   932422 SH      SHARED      02        932422
D CVS CORP                       COM              126650100      819    16145 SH      SHARED      03          2310             13835
D CVS CORP                       COM              126650100    22170   436860 SH      SHARED      06        436535               325
D CABLE & WIRELESS PUB LTD CO    SPONSORED ADR    126830207       19      500 SH      SHARED      03                             500
D CABLE & WIRELESS PUB LTD CO    SPONSORED ADR    126830207      491    12400 SH      SHARED      06         12400
D CABLEVISION SYS CORP           CL A             12686C109     1428    20400 SH      SHARED                 20400
D CABLEVISION SYS CORP           CL A             12686C109    52251   746450 SH      SHARED      01        320138            426312
D CABLEVISION SYS CORP           CL A             12686C109     2422    34600 SH      SHARED      06         34600
D CABLETRON SYS INC              COM              126920107      101     7800 SH      SHARED                  7800
D CABLETRON SYS INC              COM              126920107    29112  2239445 SH      SHARED      01       2099145            140300
D CABLETRON SYS INC              COM              126920107      100     7700 SH      SHARED      03                            7700
D CABLETRON SYS INC              COM              126920107     4784   368019 SH      SHARED      06        368019
D CABLE DESIGN TECHNOLOGIES CORP COM              126924109     5401   349875 SH      SHARED      01        151075            198800
D CABLE DESIGN TECHNOLOGIES CORP COM              126924109       55     3600 SH      SHARED      06          3600
D CABOT CORP                     COM              127055101      212     8800 SH      SHARED                  8800
D CABOT CORP                     COM              127055101    12187   503900 SH      SHARED      01        251520            252380
D CABOT CORP                     COM              127055101      750    31019 SH      SHARED      06         31019
D CABOT INDUSTRIAL TRUST         COM              127072106     1170    55100 SH      SHARED      01         52700              2400
D CABOT INDUSTRIAL TRUST         COM              127072106       53     2500 SH      SHARED      03                            2500
D CABOT INDUSTRIAL TRUST         COM              127072106      129     6100 SH      SHARED      06          6100
D CABOT OIL & GAS CORP           CL A             127097103     7258   389736 SH      SHARED      01        134514            255222
D CABOT OIL & GAS CORP           CL A             127097103      536    28800 SH      SHARED      06         28800
D CACHE INC                      COM NEW          127150308       28     4200 SH      SHARED      01          4200
D CACI INTL INC                  CL A             127190304       11      500 SH      SHARED      01           500
D CADBURY SCHWEPPES PLC          ADR              127209302       16      630 SH      SHARED      03                             630
D CADBURY SCHWEPPES PLC          ADR              127209302      157     5900 SH      SHARED      06          5900
D CADENCE DESIGN SYSTEM INC      COM              127387108      311    24700 SH      SHARED                 24700
D CADENCE DESIGN SYSTEM INC      COM              127387108    21309  1687914 SH      SHARED      01        873467            814447
D CADENCE DESIGN SYSTEM INC      COM              127387108     2558   202622 SH      SHARED      06        202622
D CADIZ INC                      COM              127537108      923    97900 SH      SHARED      01         95300              2600
D CADIZ INC                      COM              127537108       33     3600 SH      SHARED      06          3600
D CADMUS COMMUNICATIONS CORP     COM              127587103        6      500 SH      SHARED      01           500
D CAERE CORP                     COM              127646107      143    10800 SH      SHARED      01         10800
D CAGLES INC                     CL A             127703106      131     7350 SH      SHARED      01          7350
D CAL DIVE INTL INC              COM              127914109      110     3700 SH      SHARED      01          3700
D CAL DIVE INTL INC              COM              127914109       11      400 SH      SHARED      06           400
D CALGON CARBON CORP             COM              129603106     1967   331455 SH      SHARED      01        136385            195070
D CALGON CARBON CORP             COM              129603106       23     4000 SH      SHARED      06          4000
D CALIBER LEARNING NETWORK INC   COM              129914107       88    18600 SH      SHARED      03          2500             16100
D CALIBER LEARNING NETWORK INC   COM              129914107        3      773 SH      SHARED      06           773
D CALIFORNIA FED BK FSB LOS ANGL CONT LITIG REC   130209604        0      300 SH      SHARED      01           300
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       12    10198 SH      SHARED      06         10198
D CALIFORNIA MICRO DEVICES CORP  COM              130439102        0       18 SH      SHARED      01            18
D CALIFORNIA WTR SVC GROUP       COM              130788102     1201    46000 SH      SHARED      01         43900              2100
D CALIFORNIA WTR SVC GROUP       COM              130788102       36     1400 SH      SHARED      06          1400
D CALLAWAY GOLF CO               COM              131193104      943    64500 SH      SHARED                 64500
D CALLAWAY GOLF CO               COM              131193104     8875   606899 SH      SHARED      01        318199            288700
D CALLAWAY GOLF CO               COM              131193104       14     1000 SH      SHARED      03          1000
D CALLAWAY GOLF CO               COM              131193104      590    40400 SH      SHARED      06         40400
D CALLON PETE CO DEL             COM              13123X102       20     1993 SH      SHARED      03                            1993
D CALPINE CORP                   COM              131347106    15697   290700 SH      SHARED      01        287600              3100
D CALPINE CORP                   COM              131347106     1074    19906 SH      SHARED      02         19906
D CALPINE CORP                   COM              131347106      240     4457 SH      SHARED      06          4457
D CALYPTE BIOMEDICAL CORP        COM              131722100       21    12400 SH      SHARED      01         12400
D CAMBIOR INC                    COM              13201L103       43    13500 SH      SHARED      06         13500
D CAMBREX CORP                   COM              132011107     2464    93900 SH      SHARED      01         93900
D CAMBREX CORP                   COM              132011107       57     2200 SH      SHARED      06          2200
D CAMBRIDGE TECH PARTNERS MASS   COM              132524109      105     6000 SH      SHARED                  6000
D CAMBRIDGE TECH PARTNERS MASS   COM              132524109     8007   455970 SH      SHARED      01        262320            193650
D CAMBRIDGE TECH PARTNERS MASS   COM              132524109      984    56083 SH      SHARED      02         56083
D CAMBRIDGE TECH PARTNERS MASS   COM              132524109      208    11850 SH      SHARED      03           750             11100
D CAMBRIDGE TECH PARTNERS MASS   COM              132524109     1253    71350 SH      SHARED      06         71350
D CAMDEN PPTY TR                 SH BEN INT       133131102    26863   968065 SH      SHARED      01        497118            470947
D CAMDEN PPTY TR                 SH BEN INT       133131102       27     1000 SH      SHARED      03                            1000
D CAMDEN PPTY TR                 SH BEN INT       133131102      413    14900 SH      SHARED      06         14900
D CAMECO CORP                    COM              13321L108       45     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   250870  5409597 SH      SHARED      01       5025261            384336
D CAMPBELL SOUP CO               COM              134429109     1201    25900 SH      SHR/OTHR    01                  10200    15700
D CAMPBELL SOUP CO               COM              134429109    41657   898280 SH      SHARED      02        898280
D CAMPBELL SOUP CO               COM              134429109      208     4500 SH      SHARED      03                            4500
D CAMPBELL SOUP CO               COM              134429109    16240   350205 SH      SHARED      06        350205
D CDN IMPERIAL BK OF COMMERCE    COM              136069101      650    27100 SH      SHARED      01         27100
D CANADIAN NATL RY CO            COM              136375102      210     3149 SH      SHARED      01          3149
D CANADIAN NATL RY CO            COM              136375102       67     1000 SH      SHARED      03          1000
D CANADIAN NATL RY CO            COM              136375102      529     7900 SH      SHARED      06          7900
D CANANDAIGUA BRANDS INC         CL B             137219101      151     2900 SH      SHARED      01          2900
D CANANDAIGUA BRANDS INC         CL A             137219200     2894    55200 SH      SHARED      01         55200
D CANANDAIGUA BRANDS INC         CL A             137219200      131     2500 SH      SHARED      06          2500
D CANDIES INC                    COM              137409108       37    12400 SH      SHARED      01         12400
D CANON INC                      ADR              138006309        2       90 SH      SHARED      01            90
D CANTEL INDS INC                COM              138098108       48     8500 SH      SHARED      01                            8500
D CANYON RESOURCES CORP          COM              138869102        9    49000 SH      SHARED      06         49000
D CAPITAL CITY BK GROUP INC      COM              139674105      321    12850 SH      SHARED      01          9850              3000
D CAPITAL CITY BK GROUP INC      COM              139674105        5      200 SH      SHARED      06           200
D CAPITAL AUTOMOTIVE REIT        COM SH BEN INT   139733109      870    65700 SH      SHARED      01         60600              5100
D CAPITAL AUTOMOTIVE REIT        COM SH BEN INT   139733109       84     6400 SH      SHARED      06          6400
D CAPITAL ONE FINL CORP          COM              14040H105      568    10200 SH      SHARED                 10200
D CAPITAL ONE FINL CORP          COM              14040H105   174020  3124968 SH      SHARED      01       2540209            584759
D CAPITAL ONE FINL CORP          COM              14040H105     1214    21804 SH      SHR/OTHR    01                           21804
D CAPITAL ONE FINL CORP          COM              14040H105     1091    19600 SH      SHARED      03          7500             12100
D CAPITAL ONE FINL CORP          COM              14040H105    11924   214126 SH      SHARED      06        214126
D CAPITAL RE CORP                COM              140432105      112     7000 SH      SHARED                  7000
D CAPITAL RE CORP                COM              140432105     3295   205200 SH      SHARED      01        123900             81300
D CAPITAL RE CORP                COM              140432105       16     1000 SH      SHARED      03                            1000
D CAPITAL RE CORP                COM              140432105       40     2500 SH      SHARED      06          2500
D CAPITAL SR LIVING CORP         COM              140475104       95     9500 SH      SHARED      01          9100               400
D CAPITAL SR LIVING CORP         COM              140475104       10     1000 SH      SHARED      06          1000
D CAPITAL SOUTHWEST CORP         COM              140501107       48      600 SH      SHARED      01           600
D CAPITOL TRANSAMERICA CORP      COM              140640103      290    21925 SH      SHARED      01         21925
D CAPITOL TRANSAMERICA CORP      COM              140640103       88     6700 SH      SHARED      06          6700
D CAPSTEAD MTG CORP              COM              14067E100     2559   470808 SH      SHARED      01        242714            228094
D CAPSTEAD MTG CORP              COM              14067E100        3      600 SH      SHR/OTHR    01                             600
D CAPSTEAD MTG CORP              COM              14067E100       43     8000 SH      SHARED      06          8000
D CAPSTAR BROADCASTING CORP      CL A             14067G105    26334   961999 SH      SHARED      06                          961999
D CAPSTAR BROADCASTING CORP      CL A             14067G105   140152  5119724 SH      SHARED                                 5119724
D CAPSTAR BROADCASTING CORP      CL A             14067G105    11894   434500 SH      SHARED      01        161300            273200
D CAPSTAR BROADCASTING CORP      CL A             14067G105     1649    60262 SH      SHARED      06         60262
D CAPTEC NET LEASE REALTY INC    COM              140724105       20     1500 SH      SHARED      01          1500
D CAPTEC NET LEASE REALTY INC    COM              140724105       25     1900 SH      SHARED      06          1900
D CARBIDE/GRAPHITE GROUP INC     COM              140777103      150    10500 SH      SHARED      01         10500
D CARBIDE/GRAPHITE GROUP INC     COM              140777103       95     6700 SH      SHARED      06          6700
D CARBO CERAMICS INC             COM              140781105     1339    44000 SH      SHARED                 44000
D CARBO CERAMICS INC             COM              140781105       45     1500 SH      SHARED      01          1500
D CARBO CERAMICS INC             COM              140781105        6      200 SH      SHARED      06           200
D CARAUSTAR INDS INC             COM              140909102     5226   211700 SH      SHARED      01        112300             99400
D CARAUSTAR INDS INC             COM              140909102       76     3100 SH      SHARED      06          3100
D CARDINAL HEALTH INC            COM              14149Y108       19      300 SH      SHR/OTHR    06                             300
D CARDINAL HEALTH INC            COM              14149Y108      384     6000 SH      SHARED                  6000
D CARDINAL HEALTH INC            COM              14149Y108   256305  3996964 SH      SHARED      01       3324960            672004
D CARDINAL HEALTH INC            COM              14149Y108      151     2364 SH      SHR/OTHR    01                    249     2115
D CARDINAL HEALTH INC            COM              14149Y108      100     1574 SH      SHARED      03          1050               524
D CARDINAL HEALTH INC            COM              14149Y108    12786   199400 SH      SHARED      06        199400
D CAREDATA COM INC               COM              14166W100       40     4500 SH      SHARED      01          4500
D CAREER EDUCATION CORP          COM              141665109     5328   157600 SH      SHARED      01        157600
D CAREER EDUCATION CORP          COM              141665109     1386    41013 SH      SHARED      02         41013
D CAREMATRIX CORP                SB NT CV 6.25%04 141706AC5      349   500000 PRN     SHARED      06        500000
D CAREMATRIX CORP                COM              141706101      419    33700 SH      SHARED      01         33200               500
D CAREMATRIX CORP                COM              141706101       12     1008 SH      SHARED      06          1008
D CAREY DIVERSIFIED LLC          COM              14174P105        1      100 SH      SHARED      01           100
D CAREY DIVERSIFIED LLC          COM              14174P105       25     1505 SH      SHARED      03                            1505
D CARIBINER INTL INC             COM              141888107       45     7400 SH      SHARED      01          4500              2900
D CARIBINER INTL INC             COM              141888107      123    20000 SH      SHARED      06         20000
D CARDIOTHORACIC SYS INC         COM              141907105      630    45000 SH      SHARED      03         45000
D CARLISLE COS INC               COM              142339100      779    16200 SH      SHARED                 16200
D CARLISLE COS INC               COM              142339100     7704   160100 SH      SHARED      01         41200            118900
D CARLISLE COS INC               COM              142339100      645    13411 SH      SHARED      06         13411
D CARMEL CONTAINER SYS LTD       ORD              143269108        0      100 SH      SHARED      01           100
D CARMIKE CINEMAS INC            CL A             143436103     1237    77680 SH      SHARED      01         50900             26780
D CARMIKE CINEMAS INC            CL A             143436103       17     1100 SH      SHARED      06          1100
D CARNEGIE INTL CORP             COM              143500106        6     1000 SH      SHARED      03                            1000
D CARNIVAL CORP                  COM              143658102      989    20400 SH      SHARED                 20400
D CARNIVAL CORP                  COM              143658102   284749  5871120 SH      SHARED      01       5802911             68209
D CARNIVAL CORP                  COM              143658102     3203    66042 SH      SHR/OTHR    01                  19425    46617
D CARNIVAL CORP                  COM              143658102    30652   632018 SH      SHARED      02        632018
D CARNIVAL CORP                  COM              143658102    21024   433500 SH      SHARED      06        433500
D CAROLINA FIRST CORP            COM              143877108     2046    83955 SH      SHARED      01         83955
D CAROLINA FIRST CORP            COM              143877108       68     2800 SH      SHARED      06          2800
D CARRIAGE SVCS INC              CL A             143905107      551    29500 SH      SHARED      01         19600              9900
D CARRIAGE SVCS INC              CL A             143905107      960    51400 SH      SHARED      06         51400
D CAROLINA PWR & LT CO           COM              144141108      244     5700 SH      SHARED                  5700
D CAROLINA PWR & LT CO           COM              144141108    94639  2210594 SH      SHARED      01       1805076            405518
D CAROLINA PWR & LT CO           COM              144141108      208     4870 SH      SHR/OTHR    01                   2600     2270
D CAROLINA PWR & LT CO           COM              144141108        8      200 SH      SHARED      02           200
D CAROLINA PWR & LT CO           COM              144141108      221     5171 SH      SHARED      03           200              4971
D CAROLINA PWR & LT CO           COM              144141108     5295   123701 SH      SHARED      06        123701
D CARPENTER TECHNOLOGY CORP      COM              144285103       54     1900 SH      SHARED                  1900
D CARPENTER TECHNOLOGY CORP      COM              144285103     4837   169374 SH      SHARED      01         84264             85110
D CARPENTER TECHNOLOGY CORP      COM              144285103      262     9200 SH      SHARED      06          9200
D CARRAMERICA RLTY CORP          COM              144418100     8355   334200 SH      SHARED      01        156900            177300
D CARRAMERICA RLTY CORP          COM              144418100       87     3500 SH      SHR/OTHR    01                            3500
D CARRAMERICA RLTY CORP          COM              144418100      837    33500 SH      SHARED      06         33500
D CARREKER ANTINORI INC          COM              144433109     2119   242173 SH      SHARED      01                          242173
D CARRIER ACCESS CORP            COM              144460102      157     3600 SH      SHARED      01          3600
D CARSON INC                     CL A             145845103        0      300 SH      SHR/OTHR    01                    300
D CARTER WALLACE INC             COM              146285101      731    40200 SH      SHARED                 40200
D CARTER WALLACE INC             COM              146285101     6528   358988 SH      SHARED      01        138542            220446
D CARTER WALLACE INC             COM              146285101      343    18900 SH      SHARED      06         18900
D CASCADE CORP                   COM              147195101        5      400 SH      SHARED      01           400
D CASCADE FINL CORP              COM              147272108        3      250 SH      SHARED      01           250
D CASCADE NAT GAS CORP           COM              147339105      138     7300 SH      SHARED      01          7300
D CASE CORP                      COM              14743R103     3279    68145 SH      SHR/OTHR    01                           68145
D CASE CORP                      COM              14743R103      129     2700 SH      SHARED                  2700
D CASE CORP                      COM              14743R103    95801  1990690 SH      SHARED      01       1838687            152003
D CASE CORP                      COM              14743R103      267     5557 SH      SHR/OTHR    01                   1247     4310
D CASE CORP                      COM              14743R103    20637   428840 SH      SHARED      02        428840
D CASE CORP                      COM              14743R103       29      621 SH      SHARED      03                             621
D CASE CORP                      COM              14743R103     6432   133670 SH      SHARED      06        133670
D CASELLA WASTE SYS INC          CL A             147448104      501    19300 SH      SHARED      01         19300
D CASELLA WASTE SYS INC          CL A             147448104       26     1000 SH      SHARED      06          1000
D CASEYS GEN STORES INC          COM              147528103     7171   478116 SH      SHARED      01        239200            238916
D CASEYS GEN STORES INC          COM              147528103      598    39910 SH      SHARED      06         39910
D CASH AMER INTL INC             COM              14754D100      898    69751 SH      SHARED      01         69751
D CASH AMER INTL INC             COM              14754D100       42     3300 SH      SHARED      06          3300
D CASTLE A M & CO                COM              148411101     2481   145981 SH      SHARED      01         38955            107026
D CASTLE A M & CO                COM              148411101       28     1700 SH      SHARED      06          1700
D CASTLE & COOKE INC NEW         COM              148433105     7156   406054 SH      SHARED      01        103448            302606
D CASTLE & COOKE INC NEW         COM              148433105       24     1400 SH      SHARED      06          1400
D CATALINA MARKETING CORP        COM              148867104    20396   221700 SH      SHARED      01         72800            148900
D CATALINA MARKETING CORP        COM              148867104      480     5226 SH      SHARED      06          5226
D CATALYST INTL INC              COM              14887T105      102     5700 SH      SHARED      01          5700
D CATALYTICA INC                 COM              148885106     2132   152300 SH      SHARED      01        143500              8800
D CATALYTICA INC                 COM              148885106       21     1500 SH      SHR/OTHR    01                   1500
D CATALYTICA INC                 COM              148885106     1128    80584 SH      SHARED      02         80584
D CATALYTICA INC                 COM              148885106       89     6400 SH      SHARED      06          6400
D CATELLUS DEV CORP              COM              149111106     9582   628366 SH      SHARED      01        231735            396631
D CATELLUS DEV CORP              COM              149111106      187    12292 SH      SHARED      06         12292
D CATERPILLAR INC DEL            COM              149123101   330293  5504894 SH      SHARED      01       4618214            886680
D CATERPILLAR INC DEL            COM              149123101     1518    25316 SH      SHR/OTHR    01                           25316
D CATERPILLAR INC DEL            COM              149123101       42      700 SH      SHARED      02           700
D CATERPILLAR INC DEL            COM              149123101      150     2510 SH      SHARED      03                            2510
D CATERPILLAR INC DEL            COM              149123101    15479   257995 SH      SHARED      06        257995
D CATHAY BANCORP INC             COM              149150104      901    21200 SH      SHARED      01         18400              2800
D CATHAY BANCORP INC             COM              149150104       21      500 SH      SHARED      06           500
D CATO CORP NEW                  CL A             149205106     3485   299800 SH      SHARED      01        113600            186200
D CATO CORP NEW                  CL A             149205106       20     1800 SH      SHARED      06          1800
D CAVALIER HOMES INC             COM              149507105      459    56131 SH      SHARED      01         56131
D CAVALIER HOMES INC             COM              149507105      121    14900 SH      SHARED      06         14900
D CEDAR FAIR L P                 DEPOSITRY UNIT   150185106       54     2200 SH      SHARED      01          2200
D CEDAR FAIR L P                 DEPOSITRY UNIT   150185106       24     1000 SH      SHARED      03                            1000
D CEDAR INCOME FD LTD            COM              150438109        7     1700 SH      SHARED      01          1700
D CELL GENESYS INC               COM              150921104     1664   391600 SH      SHARED                391600
D CELL GENESYS INC               COM              150921104       82    19300 SH      SHARED      01         19300
D CELL GENESYS INC               COM              150921104       87    20500 SH      SHARED      06         20500
D CELLSTAR CORP                  SUB NT CV 144A02 150925AA3     9912 14325000 PRN     SHARED      06      14325000
D CELLSTAR CORP                  SUB NT CONV 5%02 150925AC9    15137 21875000 PRN     SHARED      06      21875000
D CELLSTAR CORP                  COM              150925105      821   104300 SH      SHARED      01        100100              4200
D CELLSTAR CORP                  COM              150925105       35     4500 SH      SHARED      06          4500
D CENTENNIAL HEALTHCARE CORP     COM              150937100      155    29500 SH      SHARED      01         29500
D CENTENNIAL HEALTHCARE CORP     COM              150937100       49     9400 SH      SHARED      06          9400
D CELESTICA INC                  SUB VTG SHS      15101Q108       86     2000 SH      SHARED                  2000
D CELESTICA INC                  SUB VTG SHS      15101Q108       24      560 SH      SHARED      03                             560
D CELESTIAL SEASONINGS INC       COM              151016102       47     2200 SH      SHARED      01          2200
D CELGENE CORP                   COM              151020104      173     9900 SH      SHARED      01          9900
D CELLEGY PHARMACEUTICALS INC    COM              15115L103        3      800 SH      SHARED      01           800
D CELLNET DATA SYS INC           COM              15115M101      961   106800 SH      SHARED      01         98600              8200
D CELLNET DATA SYS INC           COM              15115M101       36     4100 SH      SHARED      06          4100
D CELLULAR COMMUNICATIONS P R    COM              15116N108     4406   154603 SH      SHARED      01         50130            104473
D CELLULAR COMMUNICATIONS P R    COM              15116N108       74     2600 SH      SHARED      06          2600
D CELTRIX PHARMACEUTICALS INC    COM              151186103        6     5000 SH      SHR/OTHR    01                   5000
D CENDANT CORP                   COM              151313103      547    26700 SH      SHARED                 26700
D CENDANT CORP                   COM              151313103   253798 12380407 SH      SHARED      01      10381684     1675  1997048
D CENDANT CORP                   COM              151313103       46     2250 SH      SHR/OTHR    01                   2250
D CENDANT CORP                   COM              151313103       30     1500 SH      SHARED      02          1500
D CENDANT CORP                   COM              151313103      202     9902 SH      SHARED      03          5615              4287
D CENDANT CORP                   COM              151313103    17194   838747 SH      SHARED      06        838747
D CENTENNIAL BANCORP             COM              15133T104      526    38097 SH      SHARED      01         38097
D CENTENNIAL BANCORP             COM              15133T104       24     1800 SH      SHARED      06          1800
D CENTENNIAL CELLULAR CORP       CL A NEW         15133V208      395    11100 SH      SHARED      01         11100
D CENTENNIAL CELLULAR CORP       CL A NEW         15133V208      156     4400 SH      SHARED      06          4400
D CENTERPOINT PPTYS TR           SH BEN INT       151895109     2281    62300 SH      SHARED      01         59700              2600
D CENTERPOINT PPTYS TR           SH BEN INT       151895109      102     2800 SH      SHR/OTHR    01                            2800
D CENTERPOINT PPTYS TR           SH BEN INT       151895109      216     5900 SH      SHARED      06          5900
D CENTERTRUST RETAIL PPTYS INC   SD CV     7.5%01 152038AA3      235   250000 PRN     SHARED      06        250000
D CENTERTRUST RETAIL PPTYS INC   COM              152038105      687    58500 SH      SHARED      01         58500
D CENTERTRUST RETAIL PPTYS INC   COM              152038105      552    47000 SH      SHARED      03         47000
D CENTERTRUST RETAIL PPTYS INC   COM              152038105       98     8400 SH      SHARED      06          8400
D CENTEX CONSTRUCTION PRODUCTS   COM              15231R109     1279    37500 SH      SHARED      01         37500
D CENTEX CONSTRUCTION PRODUCTS   COM              15231R109       61     1800 SH      SHARED      06          1800
D CENTEX CORP                    COM              152312104      841    22400 SH      SHARED                 22400
D CENTEX CORP                    COM              152312104    36765   978802 SH      SHARED      01        837578            141224
D CENTEX CORP                    COM              152312104     1849    49236 SH      SHARED      06         49236
D CENTOCOR INC                   SB DB CV 144A 05 152342AC5     2252  2046000 PRN     SHARED      06       2046000
D CENTOCOR INC                   SB DB CV 4.75%05 152342AE1    13926 12649000 PRN     SHARED      06      12649000
D CENTOCOR INC                   COM              152342101      345     7400 SH      SHARED                  7400
D CENTOCOR INC                   COM              152342101    21828   468173 SH      SHARED      01        284303            183870
D CENTOCOR INC                   COM              152342101        4      100 SH      SHR/OTHR    01                             100
D CENTOCOR INC                   COM              152342101       13      300 SH      SHARED      03                             300
D CENTOCOR INC                   COM              152342101     3894    83520 SH      SHARED      06         83520
D CENTRAL & SOUTH WEST CORP      COM              152357109       16      700 SH      SHARED                   700
D CENTRAL & SOUTH WEST CORP      COM              152357109    77985  3336264 SH      SHARED      01       2767086            569178
D CENTRAL & SOUTH WEST CORP      COM              152357109      770    32960 SH      SHR/OTHR    01                  30520     2440
D CENTRAL & SOUTH WEST CORP      COM              152357109        7      300 SH      SHARED      02           300
D CENTRAL & SOUTH WEST CORP      COM              152357109       16      700 SH      SHARED      03                             700
D CENTRAL & SOUTH WEST CORP      COM              152357109    14847   635200 SH      SHARED      06        635200
D CENTRAL GARDEN & PET CO        SUB NT CONV 6%03 153527AC0       31    40000 PRN     SHARED      06         40000
D CENTRAL GARDEN & PET CO        COM              153527106      956    93300 SH      SHARED      01         92500               800
D CENTRAL GARDEN & PET CO        COM              153527106      107    10450 SH      SHARED      03          1500              8950
D CENTRAL GARDEN & PET CO        COM              153527106     2193   214000 SH      SHARED      05        214000
D CENTRAL GARDEN & PET CO        COM              153527106       81     7946 SH      SHARED      06          7946
D CENTRAL HUDSON GAS & ELEC CORP COM              153609102     5115   121800 SH      SHARED      01         89788             32012
D CENTRAL HUDSON GAS & ELEC CORP COM              153609102      197     4700 SH      SHR/OTHR    01                   4700
D CENTRAL HUDSON GAS & ELEC CORP COM              153609102       88     2100 SH      SHARED      06          2100
D CENTRAL NEWSPAPERS INC         CL A             154647101     5502   146720 SH      SHARED      01        102120             44600
D CENTRAL NEWSPAPERS INC         CL A             154647101      168     4500 SH      SHARED      06          4500
D CENTRAL PKG CORP               COM              154785109     1107    32350 SH      SHARED      01         32350
D CENTRAL PKG CORP               COM              154785109       44     1300 SH      SHARED      06          1300
D CENTRAL SECS CORP              COM              155123102       20      749 SH      SHARED      01           749
D CENTRAL SPRINKLER CORP         COM              155184104      163     5800 SH      SHARED      01          5800
D CENTRAL VT PUB SVC CORP        COM              155771108       44     3500 SH      SHARED      01          3500
D CENTRIS GROUP INC              COM              155904105       16     1600 SH      SHARED      01          1600
D CENTURA BKS INC                COM              15640T100     9627   170768 SH      SHARED      01         66568            104200
D CENTURA BKS INC                COM              15640T100      152     2700 SH      SHARED      06          2700
D CENTURA SOFTWARE CORP          COM              15640W103        0      104 SH      SHARED      01           104
D CENTURY ALUM CO                COM              156431108       14     2400 SH      SHARED                  2400
D CENTURY ALUM CO                COM              156431108      220    35600 SH      SHARED      01         29900              5700
D CENTURY ALUM CO                COM              156431108       60     9700 SH      SHARED      06          9700
D CENTURY BUSINESS SVCS INC      COM              156490104     2527   174342 SH      SHARED      01        171042              3300
D CENTURY BUSINESS SVCS INC      COM              156490104      102     7100 SH      SHARED      06          7100
D CENTURY COMMUNICATIONS CORP    CL A             156503104    16133   350724 SH      SHARED      01        131350            219374
D CENTURY COMMUNICATIONS CORP    CL A             156503104      366     7970 SH      SHARED      06          7970
D CENTURY SOUTH BKS INC          COM              156683104      749    33300 SH      SHARED      01         33300
D CENTURY SOUTH BKS INC          COM              156683104       24     1100 SH      SHARED      06          1100
D CENTURYTEL INC                 COM              156700106      437    11000 SH      SHARED                 11000
D CENTURYTEL INC                 COM              156700106    86497  2176044 SH      SHARED      01       1774326            401718
D CENTURYTEL INC                 COM              156700106       29      750 SH      SHR/OTHR    01                             750
D CENTURYTEL INC                 COM              156700106     4034   101500 SH      SHARED      06        101500
D CEPHALON INC                   COM              156708109     2206   127000 SH      SHARED      01         90200             36800
D CEPHALON INC                   COM              156708109      140     8100 SH      SHARED      06          8100
D CERIDIAN CORP                  COM              15677T106      170     5228 SH      SHR/OTHR    06                            5228
D CERIDIAN CORP                  COM              15677T106      124     3800 SH      SHARED                  3800
D CERIDIAN CORP                  COM              15677T106    77832  2381151 SH      SHARED      01       1852792            528359
D CERIDIAN CORP                  COM              15677T106     6491   198609 SH      SHR/OTHR    01                  78225   120384
D CERIDIAN CORP                  COM              15677T106     3409   104300 SH      SHARED      06        104300
D CERES GROUP INC                COM              156772105       19     2100 SH      SHARED      01          2100
D CERNER CORP                    COM              156782104     2191   104500 SH      SHARED      01         96400              8100
D CERNER CORP                    COM              156782104       57     2750 SH      SHARED      06          2750
D CERUS CORP                     COM              157085101      107     4900 SH      SHARED      03          4700               200
D CHAMPION ENTERPRISES INC       COM              158496109      176     9500 SH      SHARED                  9500
D CHAMPION ENTERPRISES INC       COM              158496109     8544   458780 SH      SHARED      01        243600            215180
D CHAMPION ENTERPRISES INC       COM              158496109      458    24600 SH      SHARED      06         24600
D CHAMPION INTL CORP             COM              158525105     1134    23700 SH      SHARED                 23700
D CHAMPION INTL CORP             COM              158525105    73519  1535661 SH      SHARED      01       1292216            243445
D CHAMPION INTL CORP             COM              158525105       14      310 SH      SHR/OTHR    01                             310
D CHAMPION INTL CORP             COM              158525105        2       50 SH      SHARED      03                              50
D CHAMPION INTL CORP             COM              158525105     9697   202555 SH      SHARED      06        202555
D CHAMPIONSHIP AUTO RACING TEAM  COM              158711101     6424   214600 SH      SHARED                214600
D CHAMPIONSHIP AUTO RACING TEAM  COM              158711101     3580   119600 SH      SHARED      01        117700              1900
D CHAMPIONSHIP AUTO RACING TEAM  COM              158711101       29     1000 SH      SHARED      06          1000
D CHANCELLOR MEDIA CORP          COM              158915108    19997   362762 SH      SHARED                362762
D CHANCELLOR MEDIA CORP          COM              158915108    38966   706868 SH      SHARED      01        370082            336786
D CHANCELLOR MEDIA CORP          COM              158915108        0        1 SH      SHARED      02             1
D CHANCELLOR MEDIA CORP          COM              158915108     1061    19258 SH      SHARED      03          5000             14258
D CHANCELLOR MEDIA CORP          COM              158915108     3442    62454 SH      SHARED      06         62454
D CHANCELLOR MEDIA CORP          PFD CONV 7%      158915306    96989   631338 SH      SHARED      06        631338
D CHANCELLOR MEDIA CORP          PFD CONV EX $3   158915405   103708   942800 SH      SHARED      06        942800
D CHAPARRAL RES INC              COM PAR $0.10N   159420306       15      387 SH      SHARED      01           387
D CHARLES RIVER ASSOCIATES       COM              159852102     2669   106500 SH      SHARED      01        106500
D CHARLES RIVER ASSOCIATES       COM              159852102       50     2000 SH      SHR/OTHR    01                   2000
D CHART HOUSE ENTERPRISES INC    COM              160902102        7     1000 SH      SHARED      03                            1000
D CHARTER ONE FINL INC           COM              160903100      461    16600 SH      SHARED                 16600
D CHARTER ONE FINL INC           COM              160903100    43528  1565089 SH      SHARED      01        851633            713456
D CHARTER ONE FINL INC           COM              160903100        0       31 SH      SHARED      03            31
D CHARTER ONE FINL INC           COM              160903100     2191    78800 SH      SHARED      06         78800
D CHARTER MUN MTG ACCEP CO       SH BEN INT       160908109      632    49400 SH      SHARED      01         49400
D CHARTER MUN MTG ACCEP CO       SH BEN INT       160908109       29     2300 SH      SHARED      06          2300
D CHARMING SHOPPES INC           COM              161133103     4933   809554 SH      SHARED      01        345068            464486
D CHARMING SHOPPES INC           COM              161133103       63    10400 SH      SHARED      06         10400
D CHART INDS INC                 COM              16115Q100      264    33575 SH      SHARED      01         33575
D CHART INDS INC                 COM              16115Q100       14     1900 SH      SHARED      06          1900
D CHARTWELL RE CORP              COM              16139W109      182     9800 SH      SHARED      01          9800
D CHARTWELL RE CORP              COM              16139W109      122     6600 SH      SHARED      06          6600
D CHASE INDS INC                 COM              161568100      134    15900 SH      SHARED      01         13550              2350
D CHASE INDS INC                 COM              161568100       68     8100 SH      SHARED      06          8100
D CHASE MANHATTAN CORP NEW       COM              16161A108      103     1200 SH      SHARED                  1200
D CHASE MANHATTAN CORP NEW       COM              16161A108  1137884 13154736 SH      SHARED      01      10911285           2243451
D CHASE MANHATTAN CORP NEW       COM              16161A108     9222   106618 SH      SHR/OTHR    01                  74832    31786
D CHASE MANHATTAN CORP NEW       COM              16161A108      893    10334 SH      SHARED      03          1310              9024
D CHASE MANHATTAN CORP NEW       COM              16161A108   115717  1337770 SH      SHARED      06       1337770
D CHASTAIN CAP CORP              COM              161697107       20     3100 SH      SHARED      01          3100
D CHATEAU CMNTYS INC             COM              161726104     2544    85007 SH      SHARED      01         81007              4000
D CHATEAU CMNTYS INC             COM              161726104      245     8200 SH      SHARED      06          8200
D CHATTEM INC                    COM              162456107      957    30100 SH      SHARED      01         29900               200
D CHATTEM INC                    COM              162456107       34     1100 SH      SHARED      06          1100
D CHEAP TICKETS INC              COM              162672109     5500   150700 SH      SHARED                150700
D CHECKERS DRIVE-IN RESTAURANTS  WT EXP  122200   162809115        0      232 SH      SHARED      01            91               141
D CHECKFREE HLDGS CORP           COM              162816102       19      700 SH      SHARED                   700
D CHECKFREE HLDGS CORP           COM              162816102    10859   394000 SH      SHARED      01        161000            233000
D CHECKFREE HLDGS CORP           COM              162816102       19      700 SH      SHARED      03           500               200
D CHECKFREE HLDGS CORP           COM              162816102      157     5700 SH      SHARED      06          5700
D CHECKPOINT SYS INC             COM              162825103     3249   363600 SH      SHARED      01        185700            177900
D CHECKPOINT SYS INC             COM              162825103        4      500 SH      SHARED      03           500
D CHECKPOINT SYS INC             COM              162825103       33     3700 SH      SHARED      06          3700
D CHEESECAKE FACTORY INC         COM              163072101     1863    61100 SH      SHARED      01         61100
D CHEESECAKE FACTORY INC         COM              163072101       64     2100 SH      SHARED      06          2100
D CHELSEA GCA RLTY INC           COM              163262108     4919   132525 SH      SHARED      01         64675             67850
D CHELSEA GCA RLTY INC           COM              163262108       98     2650 SH      SHR/OTHR    01                    800     1850
D CHELSEA GCA RLTY INC           COM              163262108      207     5600 SH      SHARED      06          5600
D CHEMED CORP                    COM              163596109     2560    77000 SH      SHARED      01         53300             23700
D CHEMED CORP                    COM              163596109       29      900 SH      SHARED      06           900
D CHEMFIRST INC                  COM              16361A106     6635   272928 SH      SHARED      01         93400            179528
D CHEMFIRST INC                  COM              16361A106       26     1100 SH      SHR/OTHR    01                   1100
D CHEMFIRST INC                  COM              16361A106       51     2100 SH      SHARED      06          2100
D CHEMFAB CORP                   COM              16361L102        2      150 SH      SHARED      01           150
D CHEMICAL FINL CORP             COM              163731102     1510    43386 SH      SHARED      01         43386
D CHEMICAL FINL CORP             COM              163731102       41     1200 SH      SHARED      06          1200
D CHESAPEAKE BIOLOGICAL LABS INC CL A             165146101        7     2000 SH      SHARED      03                            2000
D CHESAPEAKE CORP                COM              165159104       67     1800 SH      SHARED                  1800
D CHESAPEAKE CORP                COM              165159104     4820   128764 SH      SHARED      01         84650             44114
D CHESAPEAKE CORP                COM              165159104       14      400 SH      SHARED      03                             400
D CHESAPEAKE CORP                COM              165159104      355     9500 SH      SHARED      06          9500
D CHESAPEAKE ENERGY CORP         COM              165167107     1230   419031 SH      SHARED      01        175803            243228
D CHESAPEAKE ENERGY CORP         COM              165167107      102    35000 SH      SHR/OTHR    01                           35000
D CHESAPEAKE ENERGY CORP         COM              165167107       14     5000 SH      SHARED      06          5000
D CHESAPEAKE ENERGY CORP         PFD CONV 7%      165167305      364    14000 SH      SHARED      06         14000
D CHESAPEAKE UTILS CORP          COM              165303108        1      100 SH      SHARED      01           100
D CHESTER VALLEY BANCORP         COM              166335109        5      307 SH      SHARED      01           307
D CHEVRON CORPORATION            COM              166751107     7129    75000 SH      SHARED                 75000
D CHEVRON CORPORATION            COM              166751107   970850 10212810 SH      SHARED      01       8502891           1709919
D CHEVRON CORPORATION            COM              166751107     9945   104625 SH      SHR/OTHR    01                  51595    53030
D CHEVRON CORPORATION            COM              166751107      104     1100 SH      SHARED      02          1100
D CHEVRON CORPORATION            COM              166751107     1241    13059 SH      SHARED      03          1400             11659
D CHEVRON CORPORATION            COM              166751107    42801   450248 SH      SHARED      06        450248
D CHICAGO RIVET & MACH CO        COM              168088102        4      200 SH      SHARED      01           200
D CHICAGO TITLE CORP             COM              168228104     4532   127009 SH      SHARED      01         46987             80022
D CHICAGO TITLE CORP             COM              168228104     1352    37901 SH      SHARED      06         37901
D CHICOS FAS INC                 COM              168615102      284    12100 SH      SHARED      01         12100
D CHIEF CONS MNG CO              COM              168628105       64    14000 SH      SHARED      01         14000
D CHIEFTAIN INTL INC             COM              16867C101     2397   137000 SH      SHARED                137000
D CHILDRENS PL RETAIL STORES INC COM              168905107     1340    33100 SH      SHARED      01         32400               700
D CHILDRENS PL RETAIL STORES INC COM              168905107       77     1925 SH      SHARED      06          1925
D CHOICE HOTELS INTL INC         COM              169905106     2419   122501 SH      SHARED      01        117301              5200
D CHOICE HOTELS INTL INC         COM              169905106       71     3600 SH      SHARED      06          3600
D CHIQUITA BRANDS INTL INC       COM              170032106       34     3800 SH      SHARED                  3800
D CHIQUITA BRANDS INTL INC       COM              170032106     2776   308500 SH      SHARED      01        197100            111400
D CHIQUITA BRANDS INTL INC       COM              170032106      534    59400 SH      SHARED      06         59400
D CHIREX INC                     COM              170038103     1098    34200 SH      SHARED      01         34200
D CHIREX INC                     COM              170038103     1782    55496 SH      SHARED      02         55496
D CHIREX INC                     COM              170038103       35     1100 SH      SHARED      06          1100
D CHIRON CORP                    SB CV ADJ 144A00 170040AB5     1468  1505000 PRN     SHARED      06       1505000
D CHIRON CORP                    COM              170040109       31     1500 SH      SHR/OTHR    06                            1500
D CHIRON CORP                    COM              170040109      398    19200 SH      SHARED                 19200
D CHIRON CORP                    COM              170040109    18049   869858 SH      SHARED      01        483566            386292
D CHIRON CORP                    COM              170040109       78     3800 SH      SHR/OTHR    01                   3800
D CHIRON CORP                    COM              170040109        5      248 SH      SHARED      03           248
D CHIRON CORP                    COM              170040109   111436  5370450 SH      SHARED      06       5370450
D CHITTENDEN CORP                COM              170228100     3691   118138 SH      SHARED      01        113920              4218
D CHITTENDEN CORP                COM              170228100       86     2777 SH      SHARED      06          2777
D CHOCK FULL O NUTS CORP         SUB DEB CV  7%12 170268AC0       62    50000 PRN     SHR/OTHR    01                  50000
D CHOICEPOINT INC                COM              170388102     9579   142705 SH      SHARED      01         59844             82861
D CHOICEPOINT INC                COM              170388102      354     5287 SH      SHR/OTHR    01                   3527     1760
D CHOICEPOINT INC                COM              170388102      114     1700 SH      SHARED      06          1700
D CHRIS CRAFT INDS INC           COM              170520100      165     3514 SH      SHARED                  3514
D CHRIS CRAFT INDS INC           COM              170520100    11615   246473 SH      SHARED      01         96144            150329
D CHRIS CRAFT INDS INC           COM              170520100     6546   138915 SH      SHARED      06        138915
D CHRIS CRAFT INDS INC           PFD CV $1.40     170520308      117       94 SH      SHARED      06            94
D CHROMCRAFT REVINGTON INC       COM              171117104       37     2600 SH      SHARED      01          2600
D CHRONIMED INC                  COM              171164106        3      450 SH      SHARED      01           450
D CHUBB CORP                     COM              171232101      368     5300 SH      SHARED                  5300
D CHUBB CORP                     COM              171232101   172842  2486942 SH      SHARED      01       2082343            404599
D CHUBB CORP                     COM              171232101     1369    19700 SH      SHR/OTHR    01                   8475    11225
D CHUBB CORP                     COM              171232101     5832    83923 SH      SHARED      02         83923
D CHUBB CORP                     COM              171232101      379     5467 SH      SHARED      03          1000              4467
D CHUBB CORP                     COM              171232101    12587   181117 SH      SHARED      06        181117
D CHURCH & DWIGHT INC            COM              171340102      674    15500 SH      SHARED                 15500
D CHURCH & DWIGHT INC            COM              171340102    15537   357174 SH      SHARED      01        103800            253374
D CHURCH & DWIGHT INC            COM              171340102      395     9100 SH      SHARED      06          9100
D CHURCHILL DOWNS INC            COM              171484108      710    20600 SH      SHARED      01         20500               100
D CHURCHILL DOWNS INC            COM              171484108       10      300 SH      SHARED      06           300
D CIBER INC                      COM              17163B102     7290   381200 SH      SHARED      01        157900            223300
D CIBER INC                      COM              17163B102     1210    63300 SH      SHARED      06         63300
D CIDCO INC                      COM              171768104       25     3500 SH      SHARED      01          3500
D CIDCO INC                      COM              171768104        7     1000 SH      SHARED      03                            1000
D CIENA CORP                     COM              171779101     3079   102000 SH      SHARED                102000
D CIENA CORP                     COM              171779101    19508   646255 SH      SHARED      01        301455            344800
D CIENA CORP                     COM              171779101       18      600 SH      SHR/OTHR    01                    600
D CIENA CORP                     COM              171779101       15      500 SH      SHARED      02           500
D CIENA CORP                     COM              171779101      141     4700 SH      SHARED      03          2100              2600
D CIENA CORP                     COM              171779101     4427   146684 SH      SHARED      06        146684
D CILCORP INC                    COM              171794100     5112    81800 SH      SHARED      01         61300             20500
D CILCORP INC                    COM              171794100      125     2000 SH      SHR/OTHR    01                   2000
D CILCORP INC                    COM              171794100       81     1300 SH      SHARED      06          1300
D CINCINNATI BELL INC            COM              171870108      346    13900 SH      SHARED                 13900
D CINCINNATI BELL INC            COM              171870108    25971  1041484 SH      SHARED      01        497648            543836
D CINCINNATI BELL INC            COM              171870108       79     3200 SH      SHR/OTHR    01                            3200
D CINCINNATI BELL INC            COM              171870108       82     3300 SH      SHARED      03           600              2700
D CINCINNATI BELL INC            COM              171870108     1573    63100 SH      SHARED      06         63100
D CINAR CORP                     SUB VTG SHS B    171905300     4003   163400 SH      SHARED      01        163400
D CINAR CORP                     SUB VTG SHS B    171905300       80     3301 SH      SHARED      06          3301
D CINCINNATI FINL CORP           COM              172062101      146     3900 SH      SHARED                  3900
D CINCINNATI FINL CORP           COM              172062101    88327  2351508 SH      SHARED      01       1934615            416893
D CINCINNATI FINL CORP           COM              172062101     4492   119600 SH      SHARED      06        119600
D CINERGY CORP                   COM              172474108    84465  2639559 SH      SHARED      01       2233045            406514
D CINERGY CORP                   COM              172474108      194     6075 SH      SHR/OTHR    01                            6075
D CINERGY CORP                   COM              172474108     3973   124171 SH      SHARED      06        124171
D CIPRICO INC                    COM              172529109       72     7300 SH      SHARED      01          7300
D CIRCLE INTL GROUP INC          COM              172574105     1711    78250 SH      SHARED      01         41550             36700
D CIRCLE INTL GROUP INC          COM              172574105       61     2800 SH      SHARED      03          1000              1800
D CIRCLE INTL GROUP INC          COM              172574105       28     1300 SH      SHARED      06          1300
D CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108      316     3400 SH      SHARED                  3400
D CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108   150782  1621321 SH      SHARED      01       1380601            240720
D CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108     7317    78680 SH      SHARED      06         78680
D CISCO SYS INC                  COM              17275R102     2432    37752 SH      SHR/OTHR    06                           37752
D CISCO SYS INC                  COM              17275R102        0        1 SH      SHARED                     1
D CISCO SYS INC                  COM              17275R102  3261328 50612673 SH      SHARED      01      41542842           9069831
D CISCO SYS INC                  COM              17275R102    59628   925383 SH      SHR/OTHR    01                 511369   414014
D CISCO SYS INC                  COM              17275R102    16584   257374 SH      SHARED      02        257374
D CISCO SYS INC                  COM              17275R102    19333   300032 SH      SHARED      03        172009            128023
D CISCO SYS INC                  COM              17275R102   181212  2812239 SH      SHARED      06       2812069               170
D CIRRUS LOGIC CORP              COM              172755100       57     6500 SH      SHARED                  6500
D CIRRUS LOGIC CORP              COM              172755100     5160   581473 SH      SHARED      01        321978            259495
D CIRRUS LOGIC CORP              COM              172755100      264    29800 SH      SHARED      06         29800
D CITATION CORP ALA              COM              172895104      695    43300 SH      SHARED      01         39000              4300
D CITATION CORP ALA              COM              172895104       17     1100 SH      SHARED      06          1100
D CINTAS CORP                    COM              172908105      765    11400 SH      SHARED                 11400
D CINTAS CORP                    COM              172908105    37927   564505 SH      SHARED      01        283307            281198
D CINTAS CORP                    COM              172908105     2882    42900 SH      SHARED      06         42900
D CIRCUS CIRCUS ENTERPRISES INC  COM              172909103       84     4000 SH      SHARED      06          4000
D CITIGROUP INC                  COM              172967101    10210   214950 SH      SHARED                214950
D CITIGROUP INC                  COM              172967101  2549579 53675359 SH      SHARED      01      44497070           9178289
D CITIGROUP INC                  COM              172967101    19313   406599 SH      SHR/OTHR    01                 173703   232896
D CITIGROUP INC                  COM              172967101     5794   121989 SH      SHARED      03         19750            102239
D CITIGROUP INC                  COM              172967101   116941  2461925 SH      SHARED      06       2460292              1633
D CITIZENS BKG CORP MICH         COM              174420109     2737    91050 SH      SHARED      01         87600              3450
D CITIZENS BKG CORP MICH         COM              174420109       99     3300 SH      SHARED      06          3300
D CITIZENS INC                   CL A             174740100        3      600 SH      SHARED      01           600
D CITIZENS UTILS CO DEL          CL B             177342201     8627   775507 SH      SHARED      01        578487            197020
D CITIZENS UTILS CO DEL          CL B             177342201        0       20 SH      SHARED      03                              20
D CITIZENS UTILS CO DEL          CL B             177342201      380    34200 SH      SHARED      06         34200
D CITRIX SYS INC                 SD CV ZRO 144A19 177376AA8    73422166870000 PRN     SHARED      06     166870000
D CITRIX SYS INC                 COM              177376100      316     5600 SH      SHARED                  5600
D CITRIX SYS INC                 COM              177376100    43098   762800 SH      SHARED      01        409800            353000
D CITRIX SYS INC                 COM              177376100     4630    81950 SH      SHARED      06         81950
D CITY HLDG CO                   COM              177835105      914    31530 SH      SHARED      01         29786              1744
D CITY HLDG CO                   COM              177835105       40     1400 SH      SHARED      06          1400
D CITY NATL CORP                 COM              178566105      213     5700 SH      SHARED                  5700
D CITY NATL CORP                 COM              178566105    17059   455683 SH      SHARED      01        169407            286276
D CITY NATL CORP                 COM              178566105     1164    31100 SH      SHARED      06         31100
D CLAIRE'S STORES INC            COM              179584107      517    20100 SH      SHARED                 20100
D CLAIRE'S STORES INC            COM              179584107     7515   291881 SH      SHARED      01        219490             72391
D CLAIRE'S STORES INC            COM              179584107      810    31468 SH      SHARED      06         31468
D CLARCOR INC                    COM              179895107     4934   257174 SH      SHARED      01        117362            139812
D CLARCOR INC                    COM              179895107       61     3200 SH      SHARED      06          3200
D CLARIFY INC                    COM              180492100     2796    67800 SH      SHARED      01         67800
D CLARIFY INC                    COM              180492100      127     3100 SH      SHARED      06          3100
D CLARK DICK PRODTNS INC         COM              181512104        1      110 SH      SHARED      01           110
D CLAYTON HOMES INC              COM              184190106    10201   891971 SH      SHARED      01        454177            437794
D CLAYTON HOMES INC              COM              184190106       38     3404 SH      SHARED      03                            3404
D CLAYTON HOMES INC              COM              184190106      695    60792 SH      SHARED      06         60792
D CLEAR CHANNEL COMMUNICATIONS   COM              184502102     1571    22800 SH      SHARED                 22800
D CLEAR CHANNEL COMMUNICATIONS   COM              184502102   292333  4240582 SH      SHARED      01       3862606            377976
D CLEAR CHANNEL COMMUNICATIONS   COM              184502102      392     5700 SH      SHR/OTHR    01                   5700
D CLEAR CHANNEL COMMUNICATIONS   COM              184502102    53974   782948 SH      SHARED      02        782948
D CLEAR CHANNEL COMMUNICATIONS   COM              184502102     1600    23221 SH      SHARED      03         18171              5050
D CLEAR CHANNEL COMMUNICATIONS   COM              184502102    23602   342373 SH      SHARED      06        342373
D CLEARNET COMMUNICATIONS INC    CL A NON-VTG     184902104      419    30113 SH      SHARED      02         30113
D CLEARNET COMMUNICATIONS INC    CL A NON-VTG     184902104       97     7000 SH      SHARED      03          4000              3000
D CLEVELAND CLIFFS INC           COM              185896107       32     1000 SH      SHARED                  1000
D CLEVELAND CLIFFS INC           COM              185896107     3205    99003 SH      SHARED      01         49866             49137
D CLEVELAND CLIFFS INC           COM              185896107      181     5600 SH      SHARED      06          5600
D CLINICHEM DEV INC              CL A             186906103        0        1 SH      SHARED      01             1
D CLOROX CO DEL                  COM              189054109   176820  1655437 SH      SHARED      01       1474048            181389
D CLOROX CO DEL                  COM              189054109      344     3225 SH      SHR/OTHR    01                   3225
D CLOROX CO DEL                  COM              189054109       21      200 SH      SHARED      02           200
D CLOROX CO DEL                  COM              189054109    13574   127085 SH      SHARED      06        126815               270
D CLOSURE MED CORP               COM              189093107      783    26100 SH      SHARED      01         25700               400
D CLOSURE MED CORP               COM              189093107       12      400 SH      SHARED      03                             400
D CLOSURE MED CORP               COM              189093107       27      900 SH      SHARED      06           900
D COACH USA INC                  COM              18975L106     3480    83000 SH      SHARED      01         81200              1800
D COACH USA INC                  COM              18975L106      499    11900 SH      SHARED      03           700             11200
D COACH USA INC                  COM              18975L106     6254   149150 SH      SHARED      05        149150
D COACH USA INC                  COM              18975L106      503    12000 SH      SHARED      06         12000
D COACHMEN INDS INC              COM              189873102     1525    65600 SH      SHARED      01         65600
D COACHMEN INDS INC              COM              189873102       72     3100 SH      SHARED      06          3100
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D COAST FEDERAL LITIGATION TR    RT               19034Q110        1     1000 SH      SHARED      03                            1000
D COASTAL BANCORP INC            COM              19041P105        7      450 SH      SHARED      01           450
D COASTAL CORP                   COM              190441105      732    18200 SH      SHARED                 18200
D COASTAL CORP                   COM              190441105   135747  3372616 SH      SHARED      01       2919062            453554
D COASTAL CORP                   COM              190441105     1741    43278 SH      SHR/OTHR    01                   9040    34238
D COASTAL CORP                   COM              190441105       16      400 SH      SHARED      02           400
D COASTAL CORP                   COM              190441105       50     1260 SH      SHARED      03                            1260
D COASTAL CORP                   COM              190441105     5899   146581 SH      SHARED      06        146581
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D COCA COLA BOTTLING CO CONS     COM              191098102      845    15100 SH      SHARED      01         15100
D COCA COLA BOTTLING CO CONS     COM              191098102        5      100 SH      SHARED      06           100
D COCA COLA CO                   COM              191216100      310     5000 SH      SHARED                  5000
D COCA COLA CO                   COM              191216100  2272230 36648874 SH      SHARED      01      31050996    28578  5569300
D COCA COLA CO                   COM              191216100    24089   388540 SH      SHR/OTHR    01                 369464    19076
D COCA COLA CO                   COM              191216100     2802    45196 SH      SHARED      03          4388             40808
D COCA COLA CO                   COM              191216100   117835  1900568 SH      SHARED      06       1900568
D COCA COLA ENTERPRISES INC      COM              191219104      178     6000 SH      SHARED                  6000
D COCA COLA ENTERPRISES INC      COM              191219104   145657  4896058 SH      SHARED      01       4440588            455470
D COCA COLA ENTERPRISES INC      COM              191219104        5      200 SH      SHARED      03                             200
D COCA COLA ENTERPRISES INC      COM              191219104    13639   458470 SH      SHARED      06        458470
D COCA-COLA FEMSA S A DE C V     SPON ADR REP L   191241108       83     4300 SH      SHARED      01          4300
D COCA-COLA FEMSA S A DE C V     SPON ADR REP L   191241108       38     2000 SH      SHARED      06          2000
D COCENSYS INC                   COM NEW          191263201        1     2187 SH      SHARED      01          2187
D COEUR D ALENE MINES CORP IDAHO SB DB CV 7.25%05 192108AG3       36    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       58    12685 SH      SHARED      06         12685
D COEUR D ALENE MINES CORP IDAHO MARCS            192108207      370    61830 SH      SHARED      06         61830
D COFLEXIP                       SPONSORED ADR    192384105       43     1000 SH      SHARED      01          1000
D COGNEX CORP                    COM              192422103     2468    78200 SH      SHARED                 78200
D COGNEX CORP                    COM              192422103     6893   218400 SH      SHARED      01        141400             77000
D COGNEX CORP                    COM              192422103       47     1500 SH      SHARED      03          1500
D COGNEX CORP                    COM              192422103      530    16800 SH      SHARED      06         16800
D COGNOS INC                     COM              19244C109      117     5400 SH      SHARED      01          5400
D COGNIZANT TECHNOLOGY SOLUTIONS CL A             192446102      218     8400 SH      SHARED      01          8400
D COHEN & STEERS RLTY INCOME FD  COM              19247P107       10     1250 SH      SHARED      03                            1250
D COHERENT INC                   COM              192479103     3803   204200 SH      SHARED      01        136400             67800
D COHERENT INC                   COM              192479103       54     2900 SH      SHARED      06          2900
D COHOES BANCORP INC             COM              192513109      360    30000 SH      SHARED      06         30000
D COHU INC                       COM              192576106       88     2500 SH      SHARED                  2500
D COHU INC                       COM              192576106     1340    37900 SH      SHARED      01         37900
D COHU INC                       COM              192576106       42     1200 SH      SHARED      06          1200
D COINMACH LAUNDRY CORP          COM              19259L101      105     8300 SH      SHARED      01          8300
D COINMACH LAUNDRY CORP          COM              19259L101      126    10000 SH      SHARED      03                           10000
D COINMACH LAUNDRY CORP          COM              19259L101      149    11750 SH      SHARED      06         11750
D COLD METAL PRODS INC           COM              192861102       86    32200 SH      SHARED      06         32200
D COLDWATER CREEK INC            COM              193068103      540    27700 SH      SHARED      01         25100              2600
D COLDWATER CREEK INC            COM              193068103       21     1100 SH      SHARED      06          1100
D COLE NATIONAL CORP NEW         CL A             193290103      169    21300 SH      SHARED      01         17100              4200
D COLE NATIONAL CORP NEW         CL A             193290103       87    11000 SH      SHARED      06         11000
D COLE KENNETH PRODTNS INC       CL A             193294105      813    29200 SH      SHARED      01         26000              3200
D COLE KENNETH PRODTNS INC       CL A             193294105       25      900 SH      SHARED      06           900
D COLEMAN INC NEW                COM              193559101       36     3900 SH      SHARED      01          3900
D COLEMAN INC NEW                COM              193559101    10136  1081200 SH      SHARED      06       1081200
D COLGATE PALMOLIVE CO           COM              194162103   448766  4556009 SH      SHARED      01       3805029      800   750180
D COLGATE PALMOLIVE CO           COM              194162103    11243   114150 SH      SHR/OTHR    01                  69400    44750
D COLGATE PALMOLIVE CO           COM              194162103      733     7450 SH      SHARED      03           200              7250
D COLGATE PALMOLIVE CO           COM              194162103    14508   147291 SH      SHARED      06        147291
D COLLAGEN AESTHETIC INC         COM              194194106        2      200 SH      SHARED      01           200
D COLLINS & AIKMAN CORP NEW      COM              194830105     2218   291000 SH      SHARED      01        249500             41500
D COLLINS & AIKMAN CORP NEW      COM              194830105       48     6300 SH      SHARED      06          6300
D COLONIAL BANCGROUP INC         COM              195493309     1209    86804 SH      SHARED      01         66404             20400
D COLONIAL BANCGROUP INC         COM              195493309      744    53400 SH      SHARED      06         53400
D COLONIAL DOWNS HLDGS INC       CL A             19564H100       36    19000 SH      SHARED      01         19000
D COLONIAL GAS CO                COM              195674106     2786    75300 SH      SHARED      01         24900             50400
D COLONIAL GAS CO                COM              195674106    10286   278000 SH      SHARED      06        278000
D COLONIAL MUN INCOME TR         SH BEN INT       195799101       16     2500 SH      SHR/OTHR    01                            2500
D COLONIAL PPTYS TR              COM SH BEN INT   195872106     3336   118100 SH      SHARED      01         83700             34400
D COLONIAL PPTYS TR              COM SH BEN INT   195872106      265     9400 SH      SHARED      06          9400
D COLORADO MEDTECH INC           COM              19652U104      234    10700 SH      SHARED      01         10700
D COLT TELECOM GROUP PLC         SPONSORED ADR    196877104      172     2000 SH      SHARED      01          2000
D COLT TELECOM GROUP PLC         SPONSORED ADR    196877104      680     7880 SH      SHARED      06          7880
D COLTEC INDS INC                COM              196879100     6876   317100 SH      SHARED      01        317100
D COLTEC INDS INC                COM              196879100     1256    57922 SH      SHARED      06         57922
D COLUMBIA BKG SYS INC           COM              197236102       47     3105 SH      SHARED      01          3105
D COLUMBIA BKG SYS INC           COM              197236102      129     8440 SH      SHARED      06          8440
D COLUMBIA ENERGY GROUP          COM              197648108    84081  1341288 SH      SHARED      01       1103289            237999
D COLUMBIA ENERGY GROUP          COM              197648108     3738    59634 SH      SHARED      06         59634
D COLUMBIA/HCA HEALTHCARE CORP   COM              197677107      351    15400 SH      SHARED                 15400
D COLUMBIA/HCA HEALTHCARE CORP   COM              197677107   211764  9283024 SH      SHARED      01       7725766           1557258
D COLUMBIA/HCA HEALTHCARE CORP   COM              197677107      243    10662 SH      SHR/OTHR    01                   1545     9117
D COLUMBIA/HCA HEALTHCARE CORP   COM              197677107       36     1600 SH      SHARED      02          1600
D COLUMBIA/HCA HEALTHCARE CORP   COM              197677107       41     1809 SH      SHARED      03           300              1509
D COLUMBIA/HCA HEALTHCARE CORP   COM              197677107    10260   449775 SH      SHARED      06        449775
D COLUMBIA LABS INC              COM              197779101     3806   444600 SH      SHARED      01        110900            333700
D COLUMBIA LABS INC              COM              197779101       23     2800 SH      SHARED      06          2800
D COLUMBIA SPORTSWEAR CO         COM              198516106      230    15000 SH      SHARED      01         15000
D COLUMBIA SPORTSWEAR CO         COM              198516106       10      700 SH      SHARED      06           700
D COLUMBUS MCKINNON CORP N Y     COM              199333105      561    23400 SH      SHARED      01         20400              3000
D COLUMBUS MCKINNON CORP N Y     COM              199333105       24     1000 SH      SHARED      06          1000
D COMAIR HOLDINGS INC            COM              199789108      214    10300 SH      SHARED                 10300
D COMAIR HOLDINGS INC            COM              199789108    16617   798480 SH      SHARED      01        374185            424295
D COMAIR HOLDINGS INC            COM              199789108      189     9100 SH      SHARED      03          5100              4000
D COMAIR HOLDINGS INC            COM              199789108      959    46099 SH      SHARED      06         46099
D COMFORT SYS USA INC            COM              199908104     2266   125900 SH      SHARED      01        119900              6000
D COMFORT SYS USA INC            COM              199908104       41     2300 SH      SHARED      03          1000              1300
D COMFORT SYS USA INC            COM              199908104       86     4800 SH      SHARED      06          4800
D COMARCO INC                    COM              200080109        1      100 SH      SHARED      01           100
D COMBICHEM INC DEL              COM              20009P103       49    12300 SH      SHARED      01         12300
D COMCAST CORP                   CL A             200300101      100     2804 SH      SHR/OTHR    01                            2804
D COMCAST CORP                   CL A             200300101      366    10226 SH      SHARED      01          7101              3125
D COMCAST CORP                   CL A             200300101        7      200 SH      SHARED      03           200
D COMCAST CORP                   CL A SPL         200300200     2069    53841 SH      SHR/OTHR    03                           53841
D COMCAST CORP                   CL A SPL         200300200   457337 11898356 SH      SHARED      01       9710663           2187693
D COMCAST CORP                   CL A SPL         200300200     7608   197938 SH      SHR/OTHR    01                  82906   115032
D COMCAST CORP                   CL A SPL         200300200      288     7518 SH      SHARED      03          2000              5518
D COMCAST CORP                   CL A SPL         200300200    19025   494981 SH      SHARED      06        494981
D COMDISCO INC                   COM              200336105      691    27000 SH      SHARED                 27000
D COMDISCO INC                   COM              200336105    23176   904454 SH      SHARED      01        438836            465618
D COMDISCO INC                   COM              200336105     1966    76757 SH      SHARED      06         76757
D COMERICA INC                   COM              200340107     1693    28500 SH      SHARED                 28500
D COMERICA INC                   COM              200340107   151633  2551160 SH      SHARED      01       2135150            416010
D COMERICA INC                   COM              200340107       11      200 SH      SHARED      02           200
D COMERICA INC                   COM              200340107    14354   241500 SH      SHARED      06        241500
D COMINCO LTD                    COM              200435105       92     5400 SH      SHARED      01          5400
D COMMERCE BANCORP INC NJ        COM              200519106     4387   102631 SH      SHARED      01        102631
D COMMERCE BANCORP INC NJ        COM              200519106      256     6000 SH      SHARED      06          6000
D COMMERCE BANCSHARES INC        COM              200525103       36      900 SH      SHARED                   900
D COMMERCE BANCSHARES INC        COM              200525103     5276   131098 SH      SHARED      01        120550             10548
D COMMERCE BANCSHARES INC        COM              200525103       52     1300 SH      SHR/OTHR    01                            1300
D COMMERCE BANCSHARES INC        COM              200525103      201     5000 SH      SHARED      06          5000
D COMMERCE GROUP INC MASS        COM              200641108     3534   145000 SH      SHARED      01         86900             58100
D COMMERCE GROUP INC MASS        COM              200641108      289    11868 SH      SHARED      03         11868
D COMMERCE GROUP INC MASS        COM              200641108       73     3000 SH      SHARED      06          3000
D COMMERCIAL ASSETS INC          COM              201118106       18     3200 SH      SHARED      01          3200
D COMMERCIAL FEDERAL CORPORATION COM              201647104    14508   625717 SH      SHARED      01        341729            283988
D COMMERCIAL FEDERAL CORPORATION COM              201647104      489    21109 SH      SHARED      06         21109
D COMMERCIAL INTERTECH CORP      COM              201709102     2438   153000 SH      SHARED      01         42100            110900
D COMMERCIAL INTERTECH CORP      COM              201709102       30     1900 SH      SHARED      06          1900
D COMMERCIAL METALS CO           COM              201723103     4612   161847 SH      SHARED      01         78587             83260
D COMMERCIAL METALS CO           COM              201723103      473    16600 SH      SHARED      06         16600
D COMMERCIAL NET LEASE RLTY INC  COM              202218103     1532   119000 SH      SHARED      01        110000              9000
D COMMERCIAL NET LEASE RLTY INC  COM              202218103      122     9500 SH      SHARED      06          9500
D COMMNET CELLULAR INC           COM              202604203     1871    71300 SH      SHARED      01         64500              6800
D COMMNET CELLULAR INC           COM              202604203       57     2200 SH      SHARED      06          2200
D COMMODORE APPLIED TECH INC     COM              202630109        3    15900 SH      SHARED      01         15900
D COMMONWEALTH BANCORP INC       COM              20268X102     1110    61900 SH      SHARED      01         55200              6700
D COMMONWEALTH BANCORP INC       COM              20268X102       31     1780 SH      SHARED      06          1780
D COMMONWEALTH ENERGY SYS        COM SH BEN INT   202800108     3746    89200 SH      SHARED      01         89200
D COMMONWEALTH ENERGY SYS        COM SH BEN INT   202800108     7467   177800 SH      SHARED      06        177800
D COMMONWEALTH INDS INC DEL      COM              203004106        2      200 SH      SHARED                   200
D COMMONWEALTH INDS INC DEL      COM              203004106      463    37100 SH      SHARED      01         37100
D COMMONWEALTH INDS INC DEL      COM              203004106      117     9400 SH      SHARED      06          9400
D COMMONWEALTH TEL ENTERPRISES   COM              203349105     6055   149749 SH      SHARED      01         58818             90931
D COMMONWEALTH TEL ENTERPRISES   COM              203349105       40     1000 SH      SHARED      06          1000
D COMMONWEALTH TEL ENTERPRISES   CL B             203349204        5      133 SH      SHARED      01           133
D COMMSCOPE INC                  COM              203372107    15044   489255 SH      SHARED      01        165555            323700
D COMMSCOPE INC                  COM              203372107      129     4200 SH      SHARED      06          4200
D COMMUNITY BK SYS INC           COM              203607106      499    19700 SH      SHARED      01         19700
D COMMUNITY BK SYS INC           COM              203607106      126     5000 SH      SHARED      06          5000
D COMMUNITY FINL CORP ILL        COM              20364V109       86     8900 SH      SHARED      01          8900
D COMMUNITY FINL GROUP INC       COM              20365M108      131     9100 SH      SHARED      01          9100
D COMMUNICATIONS SYS INC         COM              203900105        4      400 SH      SHARED      01           400
D COMMUNITY FIRST BANKSHARES INC COM              203902101    15724   658600 SH      SHARED      01        259800            398800
D COMMUNITY FIRST BANKSHARES INC COM              203902101      131     5500 SH      SHARED      06          5500
D COMMUNITY FIRST BKG CO GA      COM              203913108       75     3800 SH      SHARED      01          3800
D COMMUNITY TR BANCORP INC       COM              204149108      820    35106 SH      SHARED      01         35106
D COMMUNITY TR BANCORP INC       COM              204149108       28     1200 SH      SHARED      06          1200
D COMPANHIA BRASILEIRA DE DISTRB ADR              20440T201       93     5000 SH      SHR/OTHR    06                            5000
D COMPANHIA BRASILEIRA DE DISTRB ADR              20440T201       17      916 SH      SHARED      01           916
D COMPANHIA BRASILEIRA DE DISTRB ADR              20440T201      299    16020 SH      SHARED      02         16020
D COMPANHIA CERVEJARIA BRAHMA    SPONSD ADR PFD   20440X103      142    12600 SH      SHARED      01         12600
D COMPANHIA CERVEJARIA BRAHMA    SPONSD ADR PFD   20440X103      325    28734 SH      SHARED      02         28734
D COMPANHIA PARANAENSE ENERG COP SPONS ADR PFD    20441B407     1284   153381 SH      SHARED      02        153381
D COMPANHIA PARANAENSE ENERG COP SPONS ADR PFD    20441B407       29     3500 SH      SHARED      06          3500
D COMPANIA ANONIMA NACIONL TEL   SPN ADR 7D SHS   204421101       29     1100 SH      SHARED                  1100
D COMPANIA ANONIMA NACIONL TEL   SPN ADR 7D SHS   204421101        8      313 SH      SHARED      01           200               113
D COMPANIA CERVECERIAS UNIDAS SA SPONSORED ADR    204429104      292    10219 SH      SHARED      02         10219
D COMPANIA DE TELECOMUNICS CHILE SPNSRD ADR NEW   204449300       37     1500 SH      SHARED                  1500
D COMPANIA DE TELECOMUNICS CHILE SPNSRD ADR NEW   204449300      582    23550 SH      SHARED      01         23550
D COMPANIA DE TELECOMUNICS CHILE SPNSRD ADR NEW   204449300     1264    51095 SH      SHARED      02         51095
D COMPANIA DE TELECOMUNICS CHILE SPNSRD ADR NEW   204449300        5      225 SH      SHARED      03                             225
D COMPASS BANCSHARES INC         COM              20449H109      163     6000 SH      SHARED                  6000
D COMPASS BANCSHARES INC         COM              20449H109    13254   486410 SH      SHARED      01        266354            220056
D COMPASS BANCSHARES INC         COM              20449H109      292    10750 SH      SHARED      06         10750
D COMPAQ COMPUTER CORP           COM              204493100   604137 25505020 SH      SHARED      01      21184300           4320720
D COMPAQ COMPUTER CORP           COM              204493100     4511   190474 SH      SHR/OTHR    01                 107300    83174
D COMPAQ COMPUTER CORP           COM              204493100      983    41536 SH      SHARED      03          3602             37934
D COMPAQ COMPUTER CORP           COM              204493100    32726  1381629 SH      SHARED      06       1381629
D COMPETITIVE TECHNOLOGIES INC   COM              204512107       19     3000 SH      SHARED      03                            3000
D COMPLETE BUSINESS SOLUTIONS    COM              20452F107      579    32300 SH      SHARED      01         32300
D COMPLETE BUSINESS SOLUTIONS    COM              20452F107       62     3500 SH      SHARED      06          3500
D COMPTEK RESH INC               COM              204682108        3      400 SH      SHARED      01           400
D COMPUCOM SYS INC               COM              204780100      171    41500 SH      SHARED      01         41500
D COMPUCOM SYS INC               COM              204780100       12     3100 SH      SHARED      06          3100
D COMPUTER ASSOC INTL INC        COM              204912109   416565  7608496 SH      SHARED      01       6630587            977909
D COMPUTER ASSOC INTL INC        COM              204912109      624    11399 SH      SHR/OTHR    01                   5887     5512
D COMPUTER ASSOC INTL INC        COM              204912109       60     1100 SH      SHARED      02          1100
D COMPUTER ASSOC INTL INC        COM              204912109     1085    19825 SH      SHARED      03          3400             16425
D COMPUTER ASSOC INTL INC        COM              204912109    21206   387336 SH      SHARED      06        387336
D COMPUTER NETWORK TECHNOLOGY CP COM              204925101       43     2000 SH      SHARED                  2000
D COMPUSA INC                    COM              204932107       67     9100 SH      SHARED                  9100
D COMPUSA INC                    COM              204932107     5390   724819 SH      SHARED      01        356219            368600
D COMPUSA INC                    COM              204932107     4401   591800 SH      SHARED      06        591800
D COMPUTER LEARNING CTRS INC     COM              205199102      187    37882 SH      SHARED      01         37882
D COMPUTER LEARNING CTRS INC     COM              205199102       69    14000 SH      SHARED      06         14000
D COMPUTER MOTION INC            COM              205253107        1      100 SH      SHARED      01           100
D COMPUTER SCIENCES CORP         COM              205363104      190     2760 SH      SHR/OTHR    01                            2760
D COMPUTER SCIENCES CORP         COM              205363104     2746    39700 SH      SHARED                 39700
D COMPUTER SCIENCES CORP         COM              205363104   182792  2642007 SH      SHARED      01       2196939            445068
D COMPUTER SCIENCES CORP         COM              205363104     1886    27260 SH      SHR/OTHR    01                  11600    15660
D COMPUTER SCIENCES CORP         COM              205363104       24      355 SH      SHARED      03                             355
D COMPUTER SCIENCES CORP         COM              205363104     8468   122405 SH      SHARED      06        122405
D COMPUTER TASK GROUP INC        COM              205477102     1011    59500 SH      SHARED      01         59500
D COMPUTER TASK GROUP INC        COM              205477102      340    20000 SH      SHR/OTHR    01                           20000
D COMPUTER TASK GROUP INC        COM              205477102       79     4700 SH      SHARED      06          4700
D COMPX INTERNATIONAL INC        CL A             20563P101     4886   273350 SH      SHARED                273350
D COMPUWARE CORP                 COM              205638109      461    14500 SH      SHARED                 14500
D COMPUWARE CORP                 COM              205638109   173571  5456162 SH      SHARED      01       4711362            744800
D COMPUWARE CORP                 COM              205638109     7119   223800 SH      SHARED      06        223800
D COMSAT CORP                    COM SER 1        20564D107     9324   286900 SH      SHARED                286900
D COMSAT CORP                    COM SER 1        20564D107    12727   391610 SH      SHARED      01        199038            192572
D COMSAT CORP                    COM SER 1        20564D107       42     1320 SH      SHR/OTHR    01                            1320
D COMSAT CORP                    COM SER 1        20564D107     2903    89325 SH      SHARED      06         89325
D COMSTOCK RES INC               COM NEW          205768203      275    83300 SH      SHARED      01         78500              4800
D COMSTOCK RES INC               COM NEW          205768203       64    19400 SH      SHARED      06         19400
D COMVERSE TECHNOLOGY INC        SUB DB CV 4.5%05 205862AG0    39732 21327000 PRN     SHARED      06      21327000
D COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402      664     8800 SH      SHR/OTHR    06                            8800
D COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402      622     8250 SH      SHARED                  8250
D COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402    35938   476002 SH      SHARED      01        236751            239251
D COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402       36      487 SH      SHR/OTHR    01                             487
D COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402     2604    34500 SH      SHARED      06         34500
D CONAGRA INC                    COM              205887102   195820  7354774 SH      SHARED      01       6088492           1266282
D CONAGRA INC                    COM              205887102       69     2600 SH      SHR/OTHR    01                            2600
D CONAGRA INC                    COM              205887102       13      500 SH      SHARED      02           500
D CONAGRA INC                    COM              205887102       74     2800 SH      SHARED      03           600              2200
D CONAGRA INC                    COM              205887102     9462   355399 SH      SHARED      06        355399
D CONCENTRIC NETWORK CORP        COM              20589R107     8729   219600 SH      SHARED      01        128200             91400
D CONCENTRIC NETWORK CORP        COM              20589R107      182     4600 SH      SHARED      06          4600
D CONCENTRA MANAGED CARE INC     SUB NT CONV 6%01 20589TAA1    17134 18326000 PRN     SHARED      06      18326000
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D CONCENTRA MANAGED CARE INC     COM              20589T103     9907   668877 SH      SHARED      01        221472            447405
D CONCENTRA MANAGED CARE INC     COM              20589T103     1584   107000 SH      SHARED      03          7000            100000
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D CONSOLIDATED EDISON INC        COM              209115104      369     8160 SH      SHR/OTHR    01                   5456     2704
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D CONSOLIDATED EDISON INC        COM              209115104       53     1176 SH      SHARED      03                            1176
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D CONSOLIDATED PAPERS INC        COM              209759109    15274   571025 SH      SHARED      01        265197            305828
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D CONTINENTAL AIRLS INC          CL B             210795308    12642   336000 SH      SHARED      01        172600            163400
D CONTINENTAL AIRLS INC          CL B             210795308       15      400 SH      SHARED      03                             400
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D COOPER CAMERON CORP            COM              216640102     6795   183351 SH      SHARED      06        183351
D COOPER COS INC                 COM NEW          216648402      850    34100 SH      SHARED      01         34100
D COOPER COS INC                 COM NEW          216648402       44     1800 SH      SHARED      06          1800
D COOPER INDS INC                COM              216669101      150     2900 SH      SHARED                  2900
D COOPER INDS INC                COM              216669101    81148  1560543 SH      SHARED      01       1386190            174353
D COOPER INDS INC                COM              216669101      197     3800 SH      SHR/OTHR    01                            3800
D COOPER INDS INC                COM              216669101     6575   126447 SH      SHARED      06        126447
D COOPER TIRE & RUBR CO          COM              216831107    27965  1183724 SH      SHARED      01       1023736            159988
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D COOPER TIRE & RUBR CO          COM              216831107     2100    88900 SH      SHARED      06         88900
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D COORS ADOLPH CO                CL B             217016104    31068   627648 SH      SHARED      01        481636            146012
D COORS ADOLPH CO                CL B             217016104     2034    41102 SH      SHARED      06         41102
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D COPLEY PHARMACEUTICAL INC      COM              21745K101      169    16500 SH      SHARED      01         16500
D COPPER MTN NETWORKS INC        COM              217510106      784    10161 SH      SHARED      06         10161
D COR THERAPEUTICS INC           COM              217753102     4811   326200 SH      SHARED      01         76800            249400
D COR THERAPEUTICS INC           COM              217753102       44     3000 SH      SHARED      06          3000
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D CORAM HEALTHCARE CORP          COM              218103109        0        1 SH      SHARED      03             1
D CORDANT TECHNOLOGIES INC       COM              218412104      854    18900 SH      SHARED                 18900
D CORDANT TECHNOLOGIES INC       COM              218412104    14803   327616 SH      SHARED      01        178842            148774
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D CORE INC MASS                  COM              21867P102       52     6500 SH      SHARED      01          6500
D CORE INC MASS                  COM              21867P102        4      600 SH      SHARED      06           600
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D CORN PRODS INTL INC            COM              219023108     9745   320201 SH      SHARED      01        211203            108998
D CORN PRODS INTL INC            COM              219023108      111     3655 SH      SHR/OTHR    01                    575     3080
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D CORN PRODS INTL INC            COM              219023108      146     4800 SH      SHARED      06          4800
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D CORNERSTONE PPTYS INC          COM              21922H103       47     3000 SH      SHARED      03          3000
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D CORNERSTONE RLTY INCOME TR INC COM              21922V102      108    10100 SH      SHARED      03          1700              8400
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D CORNING INC                    COM              219350105   251663  3588790 SH      SHARED      01       2968166            620624
D CORNING INC                    COM              219350105     4071    58060 SH      SHR/OTHR    01                  37563    20497
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D CORNING INC                    COM              219350105      282     4025 SH      SHARED      03          2940              1085
D CORNING INC                    COM              219350105    11997   171085 SH      SHARED      06        171085
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D CORPORATE EXPRESS INC          COM              219888104       94    13500 SH      SHARED      06         13500
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D CORT BUSINESS SVCS CORP        COM              220493100       28     1200 SH      SHARED      06          1200
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D CORUS BANKSHARES INC           COM              220873103       28      900 SH      SHARED      06           900
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D COST PLUS INC CALIF            COM              221485105     1942    42700 SH      SHARED      01         42700
D COST PLUS INC CALIF            COM              221485105       87     1930 SH      SHARED      06          1930
D COSTCO COMPANIES INC           SB NT CV ZERO 17 22160QAC6    18572 19695000 PRN     SHARED      06      19695000
D COSTCO COMPANIES INC           COM              22160Q102     1665    20800 SH      SHARED                 20800
D COSTCO COMPANIES INC           COM              22160Q102   273971  3421987 SH      SHARED      01       2868538            553449
D COSTCO COMPANIES INC           COM              22160Q102      438     5480 SH      SHR/OTHR    01                   5100      380
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D COSTCO COMPANIES INC           COM              22160Q102    27869   348096 SH      SHARED      06        348096
D COTT CORP QUE                  COM              22163N106       35     9700 SH      SHARED      01          9700
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D COTTON STS LIFE INS CO         COM              221774102        5      468 SH      SHARED      01           468
D COULTER PHARMACEUTICAL INC     COM              222116105     2953   130900 SH      SHARED      01         31500             99400
D COULTER PHARMACEUTICAL INC     COM              222116105       43     1911 SH      SHARED      06          1911
D COUNTRYWIDE CR INDS INC DEL    COM              222372104      260     6100 SH      SHARED                  6100
D COUNTRYWIDE CR INDS INC DEL    COM              222372104    71594  1674725 SH      SHARED      01       1408587            266138
D COUNTRYWIDE CR INDS INC DEL    COM              222372104        8      200 SH      SHARED      02           200
D COUNTRYWIDE CR INDS INC DEL    COM              222372104      757    17724 SH      SHARED      03           700             17024
D COUNTRYWIDE CR INDS INC DEL    COM              222372104     3967    92800 SH      SHARED      06         92800
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D COUSINS PPTYS INC              COM              222795106     4269   126275 SH      SHARED      01         85300             40975
D COUSINS PPTYS INC              COM              222795106       96     2855 SH      SHR/OTHR    01                   1000     1855
D COUSINS PPTYS INC              COM              222795106      162     4800 SH      SHARED      03           500              4300
D COUSINS PPTYS INC              COM              222795106      327     9700 SH      SHARED      06          9700
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D COVANCE INC                    COM              222816100      141     5900 SH      SHARED                  5900
D COVANCE INC                    COM              222816100    12107   505788 SH      SHARED      01        269607            236181
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D COVANCE INC                    COM              222816100      710    29700 SH      SHARED      06         29700
D COVENANT TRANS INC             CL A             22284P105        7      500 SH      SHARED      01           500
D COVENANT TRANS INC             CL A             22284P105       90     5750 SH      SHARED      06          5750
D COVENTRY HEALTH CARE INC       COM              222862104     4240   387700 SH      SHARED      01        257700            130000
D COVENTRY HEALTH CARE INC       COM              222862104       67     6200 SH      SHARED      06          6200
D COX COMMUNICATIONS INC NEW     CL A             224044107     1159    31500 SH      SHARED                 31500
D COX COMMUNICATIONS INC NEW     CL A             224044107    31897   866496 SH      SHARED      01        445650            420846
D COX COMMUNICATIONS INC NEW     CL A             224044107      257     7000 SH      SHR/OTHR    01                   6000     1000
D COX COMMUNICATIONS INC NEW     CL A             224044107      127     3468 SH      SHARED      03                            3468
D COX COMMUNICATIONS INC NEW     CL A             224044107     1870    50819 SH      SHARED      06         50819
D COX RADIO INC                  CL A             224051102     1372    25300 SH      SHARED      01         25300
D COX RADIO INC                  CL A             224051102      212     3910 SH      SHR/OTHR    01                   3500      410
D COX RADIO INC                  CL A             224051102       37      700 SH      SHARED      03                             700
D COX RADIO INC                  CL A             224051102      254     4696 SH      SHARED      06          4696
D COYOTE NETWORK SYSTEMS INC     COM              22406P108        2      510 SH      SHARED      01           510
D CRAFTMADE INTL INC             COM              22413E104        5      450 SH      SHARED      01           450
D CRANE CO                       COM              224399105      333    10600 SH      SHARED                 10600
D CRANE CO                       COM              224399105    29361   933985 SH      SHARED      01        795559            138426
D CRANE CO                       COM              224399105     1317    41902 SH      SHR/OTHR    01                  41902
D CRANE CO                       COM              224399105       42     1350 SH      SHARED      03                            1350
D CRANE CO                       COM              224399105     3434   109259 SH      SHARED      06        109259
D CRAWFORD & CO                  CL B             224633107     4310   265250 SH      SHARED      01        104800            160450
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D CRAWFORD & CO                  CL A             224633206        6      500 SH      SHARED      01           500
D CREATIVE COMPUTER APPLIC  EC   COM NEW          224901306        0       20 SH      SHARED      03            20
D CRAZY WOMAN CREEK BANCORP      COM              225233105       81     6900 SH      SHARED      01          6900
D CREATIVE COMPUTERS INC         COM              22527E107        4      500 SH      SHARED      01           500
D CREATIVE COMPUTERS INC         COM              22527E107       37     4700 SH      SHARED      06          4700
D CREDENCE SYS CORP              NT CV    5.25%02 225302AC2     4515  5000000 PRN     SHARED      06       5000000
D CREDENCE SYS CORP              COM              225302108       92     2500 SH      SHARED                  2500
D CREDENCE SYS CORP              COM              225302108     8982   241950 SH      SHARED      01         89700            152250
D CREDENCE SYS CORP              COM              225302108      293     7900 SH      SHARED      06          7900
D CREDIT ACCEP CORP MICH         COM              225310101      439    73300 SH      SHARED      01         66200              7100
D CREDIT ACCEP CORP MICH         COM              225310101       17     2900 SH      SHARED      06          2900
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D CREDITRUST CORP                COM              225429109        8      300 SH      SHARED      03                             300
D CREE RESH INC                  COM              225447101      230     3000 SH      SHARED      01          3000
D CRESCENDO PHARMACEUTICALS CORP CL A             225637107       18     1049 SH      SHARED      01           929               120
D CRESCENT OPER INC              COM              22575M100        8     1300 SH      SHARED      01          1300
D CRESCENT OPER INC              COM              22575M100       53     7800 SH      SHARED      06          7800
D CRESCENT REAL ESTATE EQUITIES  COM              225756105    17117   720749 SH      SHARED      01        377149            343600
D CRESCENT REAL ESTATE EQUITIES  COM              225756105        4      200 SH      SHR/OTHR    01                    200
D CRESCENT REAL ESTATE EQUITIES  COM              225756105      423    17850 SH      SHARED      06         17850
D CRESCENT REAL ESTATE EQUITIES  PFD CV A 6.75%   225756204     2960   172850 SH      SHARED      06        172850
D CRESTLINE CAP CORP             COM              226153104     1664    99025 SH      SHARED      01         45800             53225
D CRESTLINE CAP CORP             COM              226153104        0       50 SH      SHR/OTHR    01                              50
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D CRESTLINE CAP CORP             COM              226153104       35     2100 SH      SHARED      06          2100
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D CRIIMI MAE INC                 COM              226603108       96    42800 SH      SHARED      06         42800
D CRITICAL PATH INC              COM              22674V100      498     9016 SH      SHARED      06          9016
D CROMPTON & KNOWLES CORP        COM              227111101      286    14500 SH      SHARED                 14500
D CROMPTON & KNOWLES CORP        COM              227111101    10371   525125 SH      SHARED      01        261687            263438
D CROMPTON & KNOWLES CORP        COM              227111101     1153    58400 SH      SHARED      06         58400
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D CROSS TIMBERS RTY TR           TR UNIT          22757R109       18     1800 SH      SHARED      01          1800
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D CROSS TIMBERS OIL CO           COM              227573102     1657   111400 SH      SHARED      01        111400
D CROSS TIMBERS OIL CO           COM              227573102       74     5000 SH      SHR/OTHR    01                   5000
D CROSS TIMBERS OIL CO           COM              227573102       65     4400 SH      SHARED      06          4400
D CROSSMANN CMNTYS INC           COM              22764E109      755    26000 SH      SHARED      01         26000
D CROSSMANN CMNTYS INC           COM              22764E109       26      900 SH      SHARED      06           900
D CROWN AMERN RLTY TR            SH BEN INT       228186102      650    89000 SH      SHARED      01         83300              5700
D CROWN AMERN RLTY TR            SH BEN INT       228186102       59     8200 SH      SHARED      06          8200
D CROWN CASTLE INTL CORP         COM              228227104     1828    87872 SH      SHARED      06         87872
D CROWN CORK & SEAL INC          COM              228255105      210     7400 SH      SHARED                  7400
D CROWN CORK & SEAL INC          COM              228255105    57601  2021114 SH      SHARED      01       1750752            270362
D CROWN CORK & SEAL INC          COM              228255105        5      200 SH      SHARED      02           200
D CROWN CORK & SEAL INC          COM              228255105     6183   216971 SH      SHARED      06        216971
D CROWN CRAFTS INC               COM              228309100      147    33820 SH      SHARED      01                           33820
D CROWN GROUP INC                COM              228359105       98    15800 SH      SHARED      01         15800
D CROWN VANTAGE INC              COM              228622106        1      502 SH      SHARED      01           472                30
D CROWN VANTAGE INC              COM              228622106        0       30 SH      SHARED      03                              30
D CRYOLIFE INC                   COM              228903100        3      300 SH      SHARED      01           300
D C3 INC N C                     COM              22942P109      124     7200 SH      SHARED      01          7200
D CUBIC CORP                     COM              229669106      507    20600 SH      SHARED      01         20600
D CUBIC CORP                     COM              229669106       14      600 SH      SHARED      06           600
D CULLEN FROST BANKERS INC       COM              229899109    21072   764560 SH      SHARED      01        280360            484200
D CULLEN FROST BANKERS INC       COM              229899109      532    19303 SH      SHARED      06         19303
D CULP INC                       COM              230215105       77     7362 SH      SHARED      01          7362
D CULP INC                       COM              230215105       49     4700 SH      SHR/OTHR    01                            4700
D CULP INC                       COM              230215105       76     7300 SH      SHARED      06          7300
D CUMMINS ENGINE INC             COM              231021106    32228   564176 SH      SHARED      01        466876             97300
D CUMMINS ENGINE INC             COM              231021106       79     1400 SH      SHARED      03                            1400
D CUMMINS ENGINE INC             COM              231021106     1742    30500 SH      SHARED      06         30500
D CURATIVE HEALTH SVCS INC       COM              231264102      162    29600 SH      SHARED      01         29600
D CURATIVE HEALTH SVCS INC       COM              231264102       47     8724 SH      SHARED      06          8724
D CURTISS WRIGHT CORP            COM              231561101     2480    63800 SH      SHARED      01         35400             28400
D CURTISS WRIGHT CORP            COM              231561101       11      300 SH      SHARED      06           300
D CYBERIAN OUTPOST INC           COM              231914102       17     1800 SH      SHARED      03           500              1300
D CYBERIAN OUTPOST INC           COM              231914102       15     1561 SH      SHARED      06          1561
D CUSTOMTRACKS CORP              COM              232046102     1812    32400 SH      SHARED                 32400
D CUSTOMTRACKS CORP              COM              232046102      190     3400 SH      SHARED      01          3400
D CUSTOMTRACKS CORP              COM              232046102      140     2510 SH      SHARED      06          2510
D CUTTER & BUCK INC              COM              232217109     2232   132300 SH      SHARED      01        132300
D CYBERCASH INC                  COM              232462101      128    10000 SH      SHR/OTHR    01                           10000
D CYBERONICS INC                 COM              23251P102        3      300 SH      SHARED      01           300
D CYBEROPTICS CORP               COM              232517102       80     5000 SH      SHARED      06          5000
D CYBEX COMPUTER PRODS CORP      COM              232522102       25      900 SH      SHARED      01           900
D CYGNUS INC                     COM              232560102      165    12700 SH      SHARED      01          9700              3000
D CYGNUS INC                     COM              232560102        6      500 SH      SHR/OTHR    01                             500
D CYLINK CORP                    COM              232565101       34     9100 SH      SHARED      01          9100
D CYLINK CORP                    COM              232565101        0      200 SH      SHARED      03                             200
D CYLINK CORP                    COM              232565101       59    15800 SH      SHARED      06         15800
D CYMER INC                      SB NT CV STEP 04 232572AC1    10409 12020000 PRN     SHARED      06      12020000
D CYMER INC                      COM              232572107      887    35500 SH      SHARED                 35500
D CYMER INC                      COM              232572107     5562   222500 SH      SHARED      01         99900            122600
D CYMER INC                      COM              232572107       77     3100 SH      SHARED      06          3100
D CYPRESS BIOSCIENCES INC        COM              232674101       91    28900 SH      SHARED      01         28900
D CYPRESS SEMICONDUCTOR CORP     SUB NT CV 144A02 232806AB5     3206  3316000 PRN     SHARED      06       3316000
D CYPRESS SEMICONDUCTOR CORP     SUB NT CONV 6%02 232806AD1     4835  5000000 PRN     SHARED      06       5000000
D CYPRESS SEMICONDUCTOR CORP     COM              232806109      296    17300 SH      SHARED                 17300
D CYPRESS SEMICONDUCTOR CORP     COM              232806109    14338   837275 SH      SHARED      01        454393            382882
D CYPRESS SEMICONDUCTOR CORP     COM              232806109      873    51000 SH      SHARED      06         51000
D CYPRUS AMAX MINERALS CO        COM              232809103      436    28600 SH      SHARED                 28600
D CYPRUS AMAX MINERALS CO        COM              232809103    25027  1641155 SH      SHARED      01       1361795            279360
D CYPRUS AMAX MINERALS CO        COM              232809103     1159    76011 SH      SHARED      06         76011
D CYRK INC                       COM              232817106       14     2400 SH      SHARED      01          2400
D CYTEC INDS INC                 COM              232820100      135     4300 SH      SHARED                  4300
D CYTEC INDS INC                 COM              232820100     9747   309448 SH      SHARED      01        135612            173836
D CYTEC INDS INC                 COM              232820100      844    26800 SH      SHARED      06         26800
D D & K HEALTHCARE RES INC       COM              232861104      279    11700 SH      SHARED      01         11700
D CYTOTHERAPEUTICS INC           COM              232923102        5     7700 SH      SHARED      01                            7700
D CYTYC CORP                     COM              232946103     1010    51800 SH      SHARED      01         51800
D CYTYC CORP                     COM              232946103       40     2100 SH      SHARED      06          2100
D DII GROUP INC                  COM              232949107     3470    93000 SH      SHARED                 93000
D DII GROUP INC                  COM              232949107     4343   116416 SH      SHARED      01        116416
D DII GROUP INC                  COM              232949107      199     5355 SH      SHARED      06          5355
D DSI TOYS INC                   COM              232968107       99    23185 SH      SHARED      01         23185
D DBT ONLINE INC                 COM              233044106     1037    31664 SH      SHARED      01         31664
D DBT ONLINE INC                 COM              233044106       42     1300 SH      SHARED      06          1300
D DLJ HIGH YIELD BD FD           SH BEN INT       23322Y108      157    17500 SH      SHARED      03                           17500
D DQE INC                        COM              23329J104    21469   535073 SH      SHARED      01        266065            269008
D DQE INC                        COM              23329J104       30      750 SH      SHR/OTHR    01                             750
D DQE INC                        COM              23329J104        7      192 SH      SHARED      03                             192
D DQE INC                        COM              23329J104     9634   240100 SH      SHARED      06        240100
D DPL INC                        COM              233293109       61     3300 SH      SHARED                  3300
D DPL INC                        COM              233293109    21503  1162340 SH      SHARED      01        576859            585481
D DPL INC                        COM              233293109       45     2475 SH      SHR/OTHR    01                   1125     1350
D DPL INC                        COM              233293109     4064   219687 SH      SHARED      06        219687
D D R HORTON INC                 COM              23331A109     5514   331700 SH      SHARED                331700
D D R HORTON INC                 COM              23331A109     9120   548580 SH      SHARED      01        286918            261662
D D R HORTON INC                 COM              23331A109      390    23475 SH      SHARED      06         23475
D DSP COMMUNICATIONS INC         COM              23332K106    10585   366600 SH      SHARED      01        145000            221600
D DSP COMMUNICATIONS INC         COM              23332K106     1621    56159 SH      SHARED      02         56159
D DSP COMMUNICATIONS INC         COM              23332K106      350    12150 SH      SHARED      03          2580              9570
D DSP COMMUNICATIONS INC         COM              23332K106      190     6600 SH      SHARED      06          6600
D DST SYS INC DEL                COM              233326107       31      500 SH      SHARED                   500
D DST SYS INC DEL                COM              233326107     2371    37717 SH      SHARED      01         37717
D DST SYS INC DEL                COM              233326107      861    13701 SH      SHARED      06         13701
D DT INDUSTRIES INC              COM              23333J108      140    15300 SH      SHARED      01         15300
D DT INDUSTRIES INC              COM              23333J108      607    66175 SH      SHARED      06         66175
D DTE ENERGY CO                  COM              233331107       52     1300 SH      SHARED                  1300
D DTE ENERGY CO                  COM              233331107    94205  2311787 SH      SHARED      01       1960610            351177
D DTE ENERGY CO                  COM              233331107        7      180 SH      SHR/OTHR    01                             180
D DTE ENERGY CO                  COM              233331107       40     1000 SH      SHARED      03                            1000
D DTE ENERGY CO                  COM              233331107     6972   171100 SH      SHARED      06        171100
D DVI INC                        COM              233343102      265    15500 SH      SHARED      01         15500
D DVI INC                        COM              233343102       20     1200 SH      SHARED      06          1200
D DAIN RAUSCHER CORP             COM              233856103     2243    41450 SH      SHARED      01         41450
D DAIN RAUSCHER CORP             COM              233856103      113     2100 SH      SHARED      06          2100
D DAILY JOURNAL CORP             COM              233912104       18      500 SH      SHARED      01           500
D DAISYTEK INTL CORP             COM              234053106     2942   180400 SH      SHARED                180400
D DAISYTEK INTL CORP             COM              234053106      753    46200 SH      SHARED      01         45500               700
D DAISYTEK INTL CORP             COM              234053106       19     1200 SH      SHARED      06          1200
D DAL-TILE INTL INC              COM              23426R108      983    86500 SH      SHARED      01         79100              7400
D DAL-TILE INTL INC              COM              23426R108       42     3700 SH      SHARED      06          3700
D DAKTRONICS INC                 COM              234264109       64     5500 SH      SHARED      01          5500
D DALLAS SEMICONDUCTOR CORP      COM              235204104      406     8000 SH      SHARED                  8000
D DALLAS SEMICONDUCTOR CORP      COM              235204104    17024   335460 SH      SHARED      01        136160            199300
D DALLAS SEMICONDUCTOR CORP      COM              235204104      365     7200 SH      SHARED      06          7200
D DAMARK INTL INC                CL A             235691102     3598   429650 SH      SHARED                429650
D DAMARK INTL INC                CL A             235691102       27     3300 SH      SHARED      01          3300
D DAMES & MOORE GROUP INC        COM              235713104        0     1900 SH      SHARED      06          1900
D DAN RIV INC GA                 CL A             235774106      388    52700 SH      SHARED      01         48400              4300
D DAN RIV INC GA                 CL A             235774106       14     1900 SH      SHARED      06          1900
D DANA CORP                      COM              235811106   122269  2654456 SH      SHARED      01       2243254            411202
D DANA CORP                      COM              235811106       92     2000 SH      SHR/OTHR    01                   2000
D DANA CORP                      COM              235811106      299     6500 SH      SHARED      03           300              6200
D DANA CORP                      COM              235811106     7535   163600 SH      SHARED      06        163600
D DANAHER CORP DEL               COM              235851102      174     3000 SH      SHARED                  3000
D DANAHER CORP DEL               COM              235851102    97180  1671914 SH      SHARED      01       1499876            172038
D DANAHER CORP DEL               COM              235851102       87     1500 SH      SHR/OTHR    01                   1500
D DANAHER CORP DEL               COM              235851102      706    12150 SH      SHARED      03          3600              8550
D DANAHER CORP DEL               COM              235851102    12113   208400 SH      SHARED      06        208400
D DANIEL INDS DEL                COM              236235107        0     1400 SH      SHARED      06          1400
D DANKA BUSINESS SYS PLC         SUBNT CV 6.75%02 236277AB5       37    65000 PRN     SHARED      03                           65000
D DANKA BUSINESS SYS PLC         SPONSORED ADR    236277109        6     1200 SH      SHARED      03                            1200
D DARDEN RESTAURANTS INC         COM              237194105       95     4400 SH      SHARED                  4400
D DARDEN RESTAURANTS INC         COM              237194105    47682  2186087 SH      SHARED      01       1837059            349028
D DARDEN RESTAURANTS INC         COM              237194105      375    17200 SH      SHR/OTHR    01                  11500     5700
D DARDEN RESTAURANTS INC         COM              237194105       11      510 SH      SHARED      03                             510
D DARDEN RESTAURANTS INC         COM              237194105     2442   111991 SH      SHARED      06        111991
D DASSAULT SYS S A               SPONSORED ADR    237545108      239     7209 SH      SHARED      01          7209
D DATA BROADCASTING CORP         COM              237596101       14     1400 SH      SHARED      01          1400
D DATA GEN CORP                  SUB NT CONV 6%04 237688AG1      435   500000 PRN     SHARED      06        500000
D DATA GEN CORP                  COM              237688106       45     3100 SH      SHARED                  3100
D DATA GEN CORP                  COM              237688106    11532   791940 SH      SHARED      01        679114            112826
D DATA GEN CORP                  COM              237688106     1092    75000 SH      SHARED      03                           75000
D DATA GEN CORP                  COM              237688106      687    47181 SH      SHARED      06         47181
D DATA PROCESSING RES CORP       COM              237823109      852    36100 SH      SHARED      01         35800               300
D DATA PROCESSING RES CORP       COM              237823109       28     1210 SH      SHARED      06          1210
D DATA TRANSLATION INC NEW       COM              238016109        9     2675 SH      SHARED      01          2675
D DATA TRANSMISSION NETWORK CORP COM              238017107      969    34467 SH      SHARED      01         32467              2000
D DATA TRANSMISSION NETWORK CORP COM              238017107       28     1000 SH      SHARED      06          1000
D DATASCOPE CORP                 COM              238113104     6287   195718 SH      SHARED      01        108850             86868
D DATASCOPE CORP                 COM              238113104       44     1400 SH      SHARED      06          1400
D DATASTREAM SYS INC             COM              238124101      758    47400 SH      SHARED      01         47400
D DATASTREAM SYS INC             COM              238124101       27     1700 SH      SHARED      06          1700
D DATATEC SYS INC                COM              238128102      118    38800 SH      SHARED      01         38800
D DATUM INC                      COM              238208102       53     4800 SH      SHARED      01          4800
D DAVE & BUSTERS INC             COM              23833N104     1194    41190 SH      SHARED      01         41190
D DAVE & BUSTERS INC             COM              23833N104       69     2400 SH      SHARED      06          2400
D DAVOX CORP                     COM              239208101      131    11000 SH      SHARED      01          8900              2100
D DAVOX CORP                     COM              239208101      102     8600 SH      SHARED      06          8600
D DAWSON GEOPHYSICAL CO          COM              239359102       32     3200 SH      SHARED      01          3200
D DAXOR CORP                     COM              239467103       47     3800 SH      SHARED      01          3800
D DAY RUNNER INC                 COM              239545106      290    23500 SH      SHARED      01         23500
D DAY RUNNER INC                 COM              239545106       74     6000 SH      SHARED      06          6000
D DAYTON HUDSON CORP             COM              239753106       13      200 SH      SHARED                   200
D DAYTON HUDSON CORP             COM              239753106   448500  6900006 SH      SHARED      01       5725402           1174604
D DAYTON HUDSON CORP             COM              239753106     9435   145162 SH      SHR/OTHR    01                  91691    53471
D DAYTON HUDSON CORP             COM              239753106       52      800 SH      SHARED      02           800
D DAYTON HUDSON CORP             COM              239753106      560     8630 SH      SHARED      03          3400              5230
D DAYTON HUDSON CORP             COM              239753106    27732   426649 SH      SHARED      06        426649
D DAYTON SUPERIOR CORP           CL A             240028100      122     6600 SH      SHARED      01          6600
D DE BEERS CONS MINES LTD        ADR DEFD         240253302       33     1400 SH      SHARED      01          1400
D DEAN FOODS CO                  COM              242361103      103     2500 SH      SHARED                  2500
D DEAN FOODS CO                  COM              242361103    12691   305352 SH      SHARED      01        152839            152513
D DEAN FOODS CO                  COM              242361103     3951    95068 SH      SHARED      06         95068
D DEB SHOPS INC                  COM              242728103     1313    66100 SH      SHARED                 66100
D DEB SHOPS INC                  COM              242728103      244    12300 SH      SHARED      01         12300
D DEBT STRATEGIES FUND INC       COM              242768109       38     5000 SH      SHARED      03                            5000
D DEBT STRATEGIES FD II INC      COM              242901106       34     4115 SH      SHARED      03                            4115
D DECISIONONE HLDGS CORP         COM              243458106      107    57300 SH      SHARED      01         54100              3200
D DECISIONONE HLDGS CORP         COM              243458106       19    10300 SH      SHARED      06         10300
D DECORATOR INDS INC             COM PAR $0.20    243631207        6      832 SH      SHARED      01           832
D DEERE & CO                     COM              244199105   139226  3552872 SH      SHARED      01       2969842            583030
D DEERE & CO                     COM              244199105      696    17775 SH      SHR/OTHR    01                   7825     9950
D DEERE & CO                     COM              244199105       19      500 SH      SHARED      02           500
D DEERE & CO                     COM              244199105      266     6793 SH      SHARED      03          1500              5293
D DEERE & CO                     COM              244199105     9010   229945 SH      SHARED      06        229600               345
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 DELCO REMY INTL INC            CL A             246626105      499    45400 SH      SHARED      01         45400
D DELCO REMY INTL INC            CL A             246626105       24     2200 SH      SHARED      06          2200
D DELIA*S INC                    COM              246885107      160    11900 SH      SHARED      01         11900
D DELIA*S INC                    COM              246885107       47     3500 SH      SHARED      03                            3500
D DELIA*S INC                    COM              246885107       41     3061 SH      SHARED      06          3061
D DELL COMPUTER CORP             COM              247025109     1403    37937 SH      SHR/OTHR    06                           37937
D DELL COMPUTER CORP             COM              247025109     3233    87400 SH      SHARED                 87400
D DELL COMPUTER CORP             COM              247025109  1328702 35910866 SH      SHARED      01      30928658           4982208
D DELL COMPUTER CORP             COM              247025109     1953    52790 SH      SHR/OTHR    01                  20800    31990
D DELL COMPUTER CORP             COM              247025109     4715   127450 SH      SHARED      03        107700             19750
D DELL COMPUTER CORP             COM              247025109    80484  2175265 SH      SHARED      06       2175265
D DELPHI AUTOMOTIVE SYS CORP     COM              247126105     1282    69339 SH      SHARED                 69339
D DELPHI AUTOMOTIVE SYS CORP     COM              247126105   152672  8252592 SH      SHARED      01       7162593           1089999
D DELPHI AUTOMOTIVE SYS CORP     COM              247126105      635    34347 SH      SHR/OTHR    01                  23817    10530
D DELPHI AUTOMOTIVE SYS CORP     COM              247126105       84     4576 SH      SHARED      03          2000              2576
D DELPHI AUTOMOTIVE SYS CORP     COM              247126105     4719   255090 SH      SHARED      06        255090
D DELPHI FINL GROUP INC          CL A             247131105     2012    56105 SH      SHARED      01         56105
D DELPHI FINL GROUP INC          CL A             247131105       72     2028 SH      SHARED      06          2028
D DELPHI INFORMATION SYS INC     COM NEW          247171200      104    10400 SH      SHARED      01         10400
D DELTA & PINE LD CO             COM              247357106    11807   374836 SH      SHARED      01        275483             99353
D DELTA & PINE LD CO             COM              247357106    40654  1290612 SH      SHARED      06       1290612
D DELTA AIR LINES INC DEL        COM              247361108     1913    33200 SH      SHARED                 33200
D DELTA AIR LINES INC DEL        COM              247361108   129710  2250942 SH      SHARED      01       1904902      304   345736
D DELTA AIR LINES INC DEL        COM              247361108      328     5706 SH      SHR/OTHR    01                   3456     2250
D DELTA AIR LINES INC DEL        COM              247361108       11      200 SH      SHARED      02           200
D DELTA AIR LINES INC DEL        COM              247361108      121     2114 SH      SHARED      03            20              2094
D DELTA AIR LINES INC DEL        COM              247361108     9827   170550 SH      SHARED      06        170550
D DELTA NAT GAS INC              COM              247748106        1      100 SH      SHARED      01           100
D DELTEK SYS INC                 COM              24785A108        0       50 SH      SHARED      01            50
D DELTEK SYS INC                 COM              24785A108       60     6100 SH      SHARED      06          6100
D DELTIC TIMBER CORP             COM              247850100     3514   130468 SH      SHARED      01         44599             85869
D DELTIC TIMBER CORP             COM              247850100       10      385 SH      SHR/OTHR    01                             385
D DELTIC TIMBER CORP             COM              247850100       35     1300 SH      SHARED      06          1300
D DELTA WOODSIDE INDS INC NEW    COM              247909104       17     3000 SH      SHARED      01          3000
D DENBURY RES INC                COM NEW          247916208       17     3900 SH      SHARED      01          3900
D DELTA FINANCIAL CORP           COM              247918105       54     8500 SH      SHARED      01          6300              2200
D DELTA FINANCIAL CORP           COM              247918105       24     3800 SH      SHARED      06          3800
D DELUXE CORP                    COM              248019101       69     1800 SH      SHARED                  1800
D DELUXE CORP                    COM              248019101    54299  1399051 SH      SHARED      01       1176320            222731
D DELUXE CORP                    COM              248019101      135     3500 SH      SHR/OTHR    01                   3500
D DELUXE CORP                    COM              248019101     2141    55166 SH      SHARED      06         55166
D DENDRITE INTL INC              COM              248239105     7835   216900 SH      SHARED                216900
D DENDRITE INTL INC              COM              248239105     4244   117500 SH      SHARED      01         72400             45100
D DENDRITE INTL INC              COM              248239105       18      500 SH      SHARED      03                             500
D DENDRITE INTL INC              COM              248239105       68     1900 SH      SHARED      06          1900
D DENSE PAC MICROSYSTEMS INC     COM NEW          248719304       21    11200 SH      SHARED      01         11200
D DENTSPLY INTL INC NEW          COM              249030107      155     5400 SH      SHARED                  5400
D DENTSPLY INTL INC NEW          COM              249030107    10809   374340 SH      SHARED      01        248002            126338
D DENTSPLY INTL INC NEW          COM              249030107       14      500 SH      SHARED      03                             500
D DENTSPLY INTL INC NEW          COM              249030107      838    29026 SH      SHARED      06         29026
D DEPARTMENT 56 INC              COM              249509100     2010    74800 SH      SHARED      01         74800
D DEPARTMENT 56 INC              COM              249509100      142     5300 SH      SHARED      06          5300
D DESC S A DE C V                SPONSRD ADR C    250309101       65     2900 SH      SHARED      01          2900
D DESERT CMNTY BK VICTORVILLE CA COM              25037Y109       43     1600 SH      SHARED      01          1600
D DETROIT DIESEL CORP            COM              250837101      539    21900 SH      SHARED      01         21900
D DETROIT DIESEL CORP            COM              250837101       39     1600 SH      SHARED      06          1600
D DEUTSCHE TELEKOM AG            SPONSORED ADR    251566105      261     6200 SH      SHARED      01          6200
D DEUTSCHE TELEKOM AG            SPONSORED ADR    251566105      532    12600 SH      SHARED      03         12100               500
D DEUTSCHE TELEKOM AG            SPONSORED ADR    251566105       54     1300 SH      SHARED      06          1300
D DEUTSCHE TELEKOM AG            RT               251566113        0     6200 SH      SHARED      01          6200
D DEUTSCHE TELEKOM AG            RT               251566113        0   394686 SH      SHARED      06        394686
D DEVELOPERS DIVERSIFIED RLTY CO COM              251591103    21856  1295200 SH      SHARED      01        786200            509000
D DEVELOPERS DIVERSIFIED RLTY CO COM              251591103      377    22384 SH      SHARED      03          8400             13984
D DEVELOPERS DIVERSIFIED RLTY CO COM              251591103      332    19700 SH      SHARED      06         19700
D DEVON ENERGY CORP              COM              251799102    11116   310400 SH      SHARED                310400
D DEVON ENERGY CORP              COM              251799102    12004   335200 SH      SHARED      01        334000              1200
D DEVON ENERGY CORP              COM              251799102      321     8970 SH      SHARED      06          8970
D DEVRY INC DEL                  COM              251893103     6077   271600 SH      SHARED      01        236600             35000
D DEVRY INC DEL                  COM              251893103       11      500 SH      SHARED      03                             500
D DEVRY INC DEL                  COM              251893103      196     8800 SH      SHARED      06          8800
D DEWOLFE COS INC                COM              252115100       14     2200 SH      SHARED      01          2200
D DEXTER CORP                    COM              252165105        8      200 SH      SHARED                   200
D DEXTER CORP                    COM              252165105     8299   203355 SH      SHARED      01        110889             92466
D DEXTER CORP                    COM              252165105      461    11300 SH      SHARED      06         11300
D DIA MET MINERALS LTD           CL B MULTI VTG   25243K307       15      900 SH      SHARED      06           900
D DIAGEO P L C                   SPNSRD ADR NEW   25243Q205      184     4300 SH      SHARED                  4300
D DIAGEO P L C                   SPNSRD ADR NEW   25243Q205       73     1717 SH      SHARED      01          1555               162
D DIAGEO P L C                   SPNSRD ADR NEW   25243Q205       27      645 SH      SHARED      03                             645
D DIAGEO P L C                   SPNSRD ADR NEW   25243Q205      129     3000 SH      SHARED      06          3000
D DIAGNOSTIC PRODS CORP          COM              252450101     2284    82700 SH      SHARED      01         64800             17900
D DIAGNOSTIC PRODS CORP          COM              252450101       30     1100 SH      SHARED      06          1100
D DIAL CORP NEW                  COM              25247D101      951    25600 SH      SHARED                 25600
D DIAL CORP NEW                  COM              25247D101    31135   837273 SH      SHARED      01        705973            131300
D DIAL CORP NEW                  COM              25247D101      316     8500 SH      SHR/OTHR    01                   5500     3000
D DIAL CORP NEW                  COM              25247D101     1561    42000 SH      SHARED      06         42000
D DIALOGIC CORP                  COM              252499108     2922    66600 SH      SHARED      01         49100             17500
D DIALOGIC CORP                  COM              252499108       48     1100 SH      SHARED      06          1100
D DIAMOND OFFSHORE DRILLING INC  COM              25271C102      451    15900 SH      SHARED                 15900
D DIAMOND OFFSHORE DRILLING INC  COM              25271C102    11189   394329 SH      SHARED      01        163729            230600
D DIAMOND OFFSHORE DRILLING INC  COM              25271C102      122     4300 SH      SHARED      03           300              4000
D DIAMOND OFFSHORE DRILLING INC  COM              25271C102     3405   120021 SH      SHARED      06        120021
D DIAMOND MULTIMEDIA SYS INC     COM              252714100      102    24900 SH      SHARED      01         15500              9400
D DIAMOND MULTIMEDIA SYS INC     COM              252714100      276    67000 SH      SHARED      06         67000
D DIAMOND TECHNOLOGY PARTNERS    CL A             252762109      729    32600 SH      SHARED      01         29100              3500
D DIAMOND TECHNOLOGY PARTNERS    CL A             252762109       26     1200 SH      SHARED      06          1200
D DIAMONDS TR                    UNIT SER 1       252787106     1892    17300 SH      SHARED                 17300
D DIAMONDS TR                    UNIT SER 1       252787106     9143    83600 SH      SHARED      06         83600
D DIANON SYS INC                 COM              252826102        1      100 SH      SHARED      01           100
D DIEBOLD INC                    COM              253651103      201     7000 SH      SHARED                  7000
D DIEBOLD INC                    COM              253651103    16828   585336 SH      SHARED      01        340701            244635
D DIEBOLD INC                    COM              253651103      684    23800 SH      SHARED      03           400             23400
D DIEBOLD INC                    COM              253651103      912    31747 SH      SHARED      06         31747
D DIGI INTL INC                  COM              253798102      198    19000 SH      SHARED                 19000
D DIGI INTL INC                  COM              253798102       13     1300 SH      SHARED      01          1300
D DIGI INTL INC                  COM              253798102      106    10200 SH      SHARED      06         10200
D DIGITAL ORIGIN INC             COM              25385X109        0       38 SH      SHARED      01            38
D DIGITAL LINK CORP              COM              253856108        0      100 SH      SHARED                   100
D DIGITAL MICROWAVE CORP         COM              253859102     6790   532570 SH      SHARED      01        311845            220725
D DIGITAL MICROWAVE CORP         COM              253859102    12501   980500 SH      SHARED      03        980500
D DIGITAL MICROWAVE CORP         COM              253859102      280    21965 SH      SHARED      06         21965
D DIGITAL RIV INC                COM              25388B104       13      400 SH      SHARED      01           400
D DIGITAL RIV INC                COM              25388B104      709    21333 SH      SHARED      06         21333
D DIME CMNTY BANCSHARES          COM              253922108     4219   181500 SH      SHARED                181500
D DIME CMNTY BANCSHARES          COM              253922108     1332    57300 SH      SHARED      01         54348              2952
D DIME CMNTY BANCSHARES          COM              253922108       27     1200 SH      SHARED      06          1200
D DILLARDS INC                   CL A             254067101       84     2400 SH      SHARED                  2400
D DILLARDS INC                   CL A             254067101    54881  1562476 SH      SHARED      01       1300754            261722
D DILLARDS INC                   CL A             254067101      117     3350 SH      SHARED      03           300              3050
D DILLARDS INC                   CL A             254067101     2827    80500 SH      SHARED      06         80500
D DIME BANCORP INC NEW           COM              25429Q102     7311   363300 SH      SHARED                363300
D DIME BANCORP INC NEW           COM              25429Q102    17316   860443 SH      SHARED      01        433364            427079
D DIME BANCORP INC NEW           COM              25429Q102     1678    83400 SH      SHARED      06         83400
D DIMON INC                      COM              254394109     1798   346700 SH      SHARED      01        238150            108550
D DIMON INC                      COM              254394109       38     7500 SH      SHARED      06          7500
D DIONEX CORP                    COM              254546104    14430   356320 SH      SHARED      01        107340            248980
D DIONEX CORP                    COM              254546104      648    16000 SH      SHR/OTHR    01                           16000
D DIONEX CORP                    COM              254546104       48     1200 SH      SHARED      03          1200
D DIONEX CORP                    COM              254546104      122     3032 SH      SHARED      06          3032
D DISCOUNT AUTO PTS INC          COM              254642101        2      100 SH      SHARED                   100
D DISCOUNT AUTO PTS INC          COM              254642101      661    27400 SH      SHARED      01         27400
D DISCOUNT AUTO PTS INC          COM              254642101       24     1000 SH      SHARED      06          1000
D DISNEY WALT CO                 COM              254687106      308    10000 SH      SHARED                 10000
D DISNEY WALT CO                 COM              254687106   996823 32351794 SH      SHARED      01      26531637     1800  5818357
D DISNEY WALT CO                 COM              254687106    29409   954488 SH      SHR/OTHR    01                 351080   603408
D DISNEY WALT CO                 COM              254687106      110     3600 SH      SHARED      02          3600
D DISNEY WALT CO                 COM              254687106     1761    57165 SH      SHARED      03          5550             51615
D DISNEY WALT CO                 COM              254687106    46017  1493502 SH      SHARED      06       1493502
D DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR    254753106      292    15600 SH      SHARED      01         15600
D DISPATCH MGMT SVCS CORP        COM              254927106      129    46500 SH      SHARED      01         46500
D DISPATCH MGMT SVCS CORP        COM              254927106       22     8200 SH      SHARED      06          8200
D DITECH COMMUNICATIONS CORP     COM              25500M103       44     2200 SH      SHARED      03          2200
D DITECH COMMUNICATIONS CORP     COM              25500M103       33     1665 SH      SHARED      06          1665
D DIXIE GROUP INC                SUB DEB CV  7%12 255519AA8       23    31000 PRN     SHARED      06         31000
D DIXIE GROUP INC                CL A             255519100     2308   272100 SH      SHARED                272100
D DIXIE GROUP INC                CL A             255519100        7      900 SH      SHARED      01           900
D DIXON TICONDEROGA CO           COM              255860108        1      100 SH      SHARED      01           100
D DOCUCORP INTL INC              COM              255911109        5     1400 SH      SHARED      01          1400
D DOCUMENT SCIENCES CORP         COM              25614R105       42    20000 SH      SHARED      01                           20000
D DOCUMENTUM INC                 COM              256159104      348    26700 SH      SHARED      01         26500               200
D DOCUMENTUM INC                 COM              256159104       45     3500 SH      SHARED      03          2000              1500
D DOCUMENTUM INC                 COM              256159104     1300    99550 SH      SHARED      05         99550
D DOCUMENTUM INC                 COM              256159104       32     2513 SH      SHARED      06          2513
D DOLE FOOD INC                  COM              256605106      217     7400 SH      SHARED                  7400
D DOLE FOOD INC                  COM              256605106    11645   396455 SH      SHARED      01        220780            175675
D DOLE FOOD INC                  COM              256605106        5      200 SH      SHARED      03           200
D DOLE FOOD INC                  COM              256605106     1081    36816 SH      SHARED      06         36816
D DOLLAR GEN CORP                COM              256669102      101     3500 SH      SHARED                  3500
D DOLLAR GEN CORP                COM              256669102   101769  3509293 SH      SHARED      01       3161982            347311
D DOLLAR GEN CORP                COM              256669102      785    27079 SH      SHARED      03          5843             21236
D DOLLAR GEN CORP                COM              256669102     5297   182677 SH      SHARED      06        182677
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              256743105        2      100 SH      SHARED                   100
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              256743105    10906   469100 SH      SHARED      01         92500            376600
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              256743105      186     8000 SH      SHARED      06          8000
D DOLLAR TREE STORES INC         COM              256747106      264     6000 SH      SHARED                  6000
D DOLLAR TREE STORES INC         COM              256747106    24378   554060 SH      SHARED      01        225310            328750
D DOLLAR TREE STORES INC         COM              256747106     4316    98111 SH      SHARED      06         98111
D DOMINION HOMES INC             COM              257386102       58     7900 SH      SHARED      01          7900
D DOMINION RES INC VA            COM              257470104   131548  3037226 SH      SHARED      01       2552932            484294
D DOMINION RES INC VA            COM              257470104      184     4250 SH      SHR/OTHR    01                    800     3450
D DOMINION RES INC VA            COM              257470104       25      600 SH      SHARED      02           600
D DOMINION RES INC VA            COM              257470104      124     2875 SH      SHARED      03                            2875
D DOMINION RES INC VA            COM              257470104     6938   160200 SH      SHARED      06        160200
D DOMTAR INC                     COM              257561100       43     4528 SH      SHARED      01          4528
D DONALDSON INC                  COM              257651109      120     4900 SH      SHARED                  4900
D DONALDSON INC                  COM              257651109     5377   219508 SH      SHARED      01        177672             41836
D DONALDSON INC                  COM              257651109      155     6350 SH      SHARED      03                            6350
D DONALDSON INC                  COM              257651109      502    20500 SH      SHARED      06         20500
D DONALDSON LUFKIN & JENRETTE NW COM DLJ          257661108      957    15900 SH      SHARED                 15900
D DONALDSON LUFKIN & JENRETTE NW COM DLJ          257661108     8238   136733 SH      SHARED      01        136633               100
D DONALDSON LUFKIN & JENRETTE NW COM DLJ          257661108     5229    86795 SH      SHARED      06         86795
D DONALDSON LUFKIN & JENRETTE NW COM DLJDIRECT    257661504      191     6500 SH      SHARED                  6500
D DONALDSON LUFKIN & JENRETTE NW COM DLJDIRECT    257661504      646    21900 SH      SHARED      01         21900
D DONALDSON LUFKIN & JENRETTE NW COM DLJDIRECT    257661504     1588    53837 SH      SHARED      06         53837
D DONEGAL GROUP INC              COM              257701102        6      533 SH      SHARED      01           533
D DONNA KARAN INTL INC           COM              257826107       35     3600 SH      SHARED                  3600
D DONNA KARAN INTL INC           COM              257826107      109    11000 SH      SHARED      01         11000
D DONNA KARAN INTL INC           COM              257826107       16     1700 SH      SHARED      06          1700
D DONNELLEY R R & SONS CO        COM              257867101      252     6800 SH      SHARED                  6800
D DONNELLEY R R & SONS CO        COM              257867101    69564  1876985 SH      SHARED      01       1634640            242345
D DONNELLEY R R & SONS CO        COM              257867101      806    21766 SH      SHR/OTHR    01                  11900     9866
D DONNELLEY R R & SONS CO        COM              257867101       20      559 SH      SHARED      02           559
D DONNELLEY R R & SONS CO        COM              257867101       48     1300 SH      SHARED      03           300              1000
D DONNELLEY R R & SONS CO        COM              257867101     3650    98500 SH      SHARED      06         98500
D DONNELLY CORP                  CL A             257870105        3      200 SH      SHARED      01           200
D DORAL FINL CORP                COM              25811P100     1668    96700 SH      SHARED      01         93000              3700
D DORAL FINL CORP                COM              25811P100       63     3700 SH      SHARED      06          3700
D DOUBLECLICK INC                SB NT CV 144A 06 258609AA4    45287 37030000 PRN     SHARED      06      37030000
D DOUBLECLICK INC                COM              258609304       18      200 SH      SHR/OTHR    06                             200
D DOUBLECLICK INC                COM              258609304       18      200 SH      SHARED                   200
D DOUBLECLICK INC                COM              258609304    23295   253900 SH      SHARED      01        136200            117700
D DOUBLECLICK INC                COM              258609304       18      200 SH      SHARED      03                             200
D DOUBLECLICK INC                COM              258609304    13352   145529 SH      SHARED      06        145529
D DOVER CORP                     COM              260003108       17      500 SH      SHARED                   500
D DOVER CORP                     COM              260003108   119742  3421220 SH      SHARED      01       2865920            555300
D DOVER CORP                     COM              260003108      476    13600 SH      SHR/OTHR    01                           13600
D DOVER CORP                     COM              260003108       10      300 SH      SHARED      02           300
D DOVER CORP                     COM              260003108       49     1400 SH      SHARED      03                            1400
D DOVER CORP                     COM              260003108     8511   243187 SH      SHARED      06        243187
D DOVER DOWNS ENTMT INC          COM              260086103      528    29900 SH      SHARED      01         29900
D DOVER DOWNS ENTMT INC          COM              260086103       21     1200 SH      SHARED      06          1200
D DOW CHEM CO                    COM              260543103     3425    27000 SH      SHARED                 27000
D DOW CHEM CO                    COM              260543103   454574  3582854 SH      SHARED      01       3038349            544505
D DOW CHEM CO                    COM              260543103     5405    42605 SH      SHR/OTHR    01                  11227    31378
D DOW CHEM CO                    COM              260543103       50      400 SH      SHARED      02           400
D DOW CHEM CO                    COM              260543103       93      734 SH      SHARED      03                             734
D DOW CHEM CO                    COM              260543103    31051   244740 SH      SHARED      06        244740
D DOW JONES & CO INC             COM              260561105      392     7400 SH      SHARED                  7400
D DOW JONES & CO INC             COM              260561105    52163   983070 SH      SHARED      01        884670             98400
D DOW JONES & CO INC             COM              260561105     2317    43672 SH      SHR/OTHR    01                    500    43172
D DOW JONES & CO INC             COM              260561105     4359    82153 SH      SHARED      06         82153
D DOWNEY FINL CORP               COM              261018105     1249    56979 SH      SHARED      01         56979
D DOWNEY FINL CORP               COM              261018105       54     2500 SH      SHARED      06          2500
D DRAXIS HEALTH INC              COM              26150J101       16     8200 SH      SHARED      01          8200
D DRESS BARN INC                 COM              261570105     5212   325770 SH      SHARED      01         96300            229470
D DRESS BARN INC                 COM              261570105       20     1300 SH      SHARED      06          1300
D DREW INDS INC                  COM NEW          26168L205        2      200 SH      SHARED      01           200
D DREXLER TECHNOLOGY CORP        COM              261876106        1      200 SH      SHARED      01           200
D DREYERS GRAND ICE CREAM INC    COM              261878102       36     2400 SH      SHARED                  2400
D DREYERS GRAND ICE CREAM INC    COM              261878102     5178   342358 SH      SHARED      01        139872            202486
D DREYERS GRAND ICE CREAM INC    COM              261878102      186    12300 SH      SHARED      06         12300
D DREYFUS STRATEGIC MUN BD FD    COM              26202F107       21     2500 SH      SHR/OTHR    01                            2500
D DRIL-QUIP INC                  COM              262037104     1896    82700 SH      SHARED                 82700
D DRIL-QUIP INC                  COM              262037104       96     4200 SH      SHARED      01          2500              1700
D DRIL-QUIP INC                  COM              262037104       18      800 SH      SHARED      06           800
D DRUG EMPORIUM INC              COM              262175102       90    12500 SH      SHARED      01         12500
D DSET CORP                      COM              262504103      354    25410 SH      SHARED      06         25410
D DU PONT E I DE NEMOURS & CO    COM              263534109    13201   193257 SH      SHARED                193257
D DU PONT E I DE NEMOURS & CO    COM              263534109  1219169 17847076 SH      SHARED      01      14955649     2850  2888577
D DU PONT E I DE NEMOURS & CO    COM              263534109    33599   491859 SH      SHR/OTHR    01                 322954   168905
D DU PONT E I DE NEMOURS & CO    COM              263534109      129     1900 SH      SHARED      02          1900
D DU PONT E I DE NEMOURS & CO    COM              263534109     1797    26306 SH      SHARED      03                           26306
D DU PONT E I DE NEMOURS & CO    COM              263534109    81121  1187520 SH      SHARED      06       1187520
D DUANE READE INC                COM              263578106      701    23000 SH      SHARED                 23000
D DUANE READE INC                COM              263578106     1595    52300 SH      SHARED      01         51100              1200
D DUANE READE INC                COM              263578106      274     9000 SH      SHARED      06          9000
D DUCOMMUN INC DEL               COM              264147109      115     9700 SH      SHARED      01          9700
D DUCOMMUN INC DEL               COM              264147109       75     6300 SH      SHARED      06          6300
D DUFF & PHELPS CR RATING CO     COM              26432F109      947    14168 SH      SHARED      01         14168
D DUFF & PHELPS CR RATING CO     COM              26432F109       33      500 SH      SHARED      06           500
D DUFF & PHELPS UTILS INCOME INC COM              264324104      255    24000 SH      SHARED      01         24000
D DUFF & PHELPS UTILS INCOME INC COM              264324104       10     1000 SH      SHARED      03                            1000
D DUKE ENERGY CORP               COM              264399106   317519  5832793 SH      SHARED      01       4947655            885138
D DUKE ENERGY CORP               COM              264399106      561    10313 SH      SHR/OTHR    01                   5633     4680
D DUKE ENERGY CORP               COM              264399106       38      700 SH      SHARED      02           700
D DUKE ENERGY CORP               COM              264399106      268     4938 SH      SHARED      03                            4938
D DUKE ENERGY CORP               COM              264399106    31542   579433 SH      SHARED      06        579433
D DUKE REALTY INVT INC           COM NEW          264411505    21490   952525 SH      SHARED      01        268100            684425
D DUKE REALTY INVT INC           COM NEW          264411505      666    29522 SH      SHARED      03          6800             22722
D DUKE REALTY INVT INC           COM NEW          264411505      936    41500 SH      SHARED      06         41500
D DUN & BRADSTREET CORP DEL      COM              26483B106      244     6900 SH      SHARED                  6900
D DUN & BRADSTREET CORP DEL      COM              26483B106    96152  2713323 SH      SHARED      01       2320250            393073
D DUN & BRADSTREET CORP DEL      COM              26483B106     7549   213035 SH      SHR/OTHR    01                 184125    28910
D DUN & BRADSTREET CORP DEL      COM              26483B106     4709   132886 SH      SHARED      06        132886
D DURA AUTOMOTIVE SYSTEMS CORP   CL A             265903104     5311   159739 SH      SHARED      01        159739
D DURA AUTOMOTIVE SYSTEMS CORP   CL A             265903104       34     1040 SH      SHARED      06          1040
D DUPONT PHOTOMASKS INC          COM              26613X101       95     2000 SH      SHARED                  2000
D DUPONT PHOTOMASKS INC          COM              26613X101      770    16100 SH      SHARED      01         16100
D DUPONT PHOTOMASKS INC          COM              26613X101      272     5700 SH      SHARED      06          5700
D DURA PHARMACEUTICALS INC       COM              26632S109     3996   334802 SH      SHARED      01        208002            126800
D DURA PHARMACEUTICALS INC       COM              26632S109       34     2900 SH      SHARED      03                            2900
D DURA PHARMACEUTICALS INC       COM              26632S109      140    11800 SH      SHARED      06         11800
D DURAKON INDS INC               COM              266334101       73     4700 SH      SHARED      01          4700
D DURAMED PHARMACEUTICALS INC    COM              266354109       99     6380 SH      SHARED      06          6380
D DYCOM INDS INC                 COM              267475101     6483   115775 SH      SHARED                115775
D DYCOM INDS INC                 COM              267475101    11124   198650 SH      SHARED      01        198650
D DYCOM INDS INC                 COM              267475101    17572   313800 SH      SHARED      03        313800
D DYCOM INDS INC                 COM              267475101      112     2000 SH      SHARED      06          2000
D DYNEGY INC                     COM              26816L102    10083   494881 SH      SHARED      01        207160            287721
D DYNEGY INC                     COM              26816L102       72     3549 SH      SHARED      06          3549
D DYNEX CAP INC                  COM              26817Q100     1249   606000 SH      SHARED      01        122700            483300
D DYNEX CAP INC                  COM              26817Q100       74    35900 SH      SHARED      06         35900
D ECCS INC                       COM              26825H100       40    10200 SH      SHARED      01         10200
D ECI TELECOM LTD                ORD              268258100      250     7558 SH      SHARED      01          7558
D ECI TELECOM LTD                ORD              268258100       89     2700 SH      SHARED      03                            2700
D ECI TELECOM LTD                ORD              268258100      204     6150 SH      SHARED      06          6150
D EEX CORP                       COM NEW          26842V207       63     9100 SH      SHARED                  9100
D EEX CORP                       COM NEW          26842V207     2583   372355 SH      SHARED      01        157122            215233
D EEX CORP                       COM NEW          26842V207        6      999 SH      SHR/OTHR    01                             999
D EEX CORP                       COM NEW          26842V207       33     4900 SH      SHARED      06          4900
D E4L INC                        COM              268452109      235    32500 SH      SHARED      01         32500
D EG & G INC                     COM              268457108       35     1000 SH      SHARED                  1000
D EG & G INC                     COM              268457108    34321   963401 SH      SHARED      01        645747            317654
D EG & G INC                     COM              268457108       57     1600 SH      SHARED      03                            1600
D EG & G INC                     COM              268457108     1251    35125 SH      SHARED      06         35125
D E M C CORP MASS                SUB NT CV 144A02 268648AC6     8769  1800000 PRN     SHARED      01       1800000
D E M C CORP MASS                COM              268648102     1571    28570 SH      SHR/OTHR    01                           28570
D E M C CORP MASS                COM              268648102      522     9500 SH      SHARED                  9500
D E M C CORP MASS                COM              268648102   897710 16322006 SH      SHARED      01      13154994           3167012
D E M C CORP MASS                COM              268648102    19383   352420 SH      SHR/OTHR    01                 139465   212955
D E M C CORP MASS                COM              268648102     4919    89438 SH      SHARED      03         21300             68138
D E M C CORP MASS                COM              268648102    69107  1256502 SH      SHARED      06       1256502
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   119454 29568000 PRN     SHARED      06      29568000
D EMC INS GROUP INC              COM              268664109       19     1700 SH      SHARED      01          1700
D EMS TECHNOLOGIES INC           COM              26873N108        7      500 SH      SHARED      01           500
D ENSCO INTL INC                 COM              26874Q100      293    14700 SH      SHARED                 14700
D ENSCO INTL INC                 COM              26874Q100    21880  1097478 SH      SHARED      01        569378            528100
D ENSCO INTL INC                 COM              26874Q100       35     1784 SH      SHR/OTHR    01                            1784
D ENSCO INTL INC                 COM              26874Q100      467    23450 SH      SHARED      03          6400             17050
D ENSCO INTL INC                 COM              26874Q100     3026   151781 SH      SHARED      06        151781
D ENI S P A                      SPONSORED ADR    26874R108     2094    34900 SH      SHARED                 34900
D ENI S P A                      SPONSORED ADR    26874R108      360     6004 SH      SHARED      01          5900               104
D ENI S P A                      SPONSORED ADR    26874R108        9      150 SH      SHARED      03                             150
D ENI S P A                      SPONSORED ADR    26874R108      342     5700 SH      SHARED      06          5700
D ESAT TELECOM GROUP PLC         SPONSORED ADR    26883Y102       74     1700 SH      SHARED      01          1700
D ESAT TELECOM GROUP PLC         SPONSORED ADR    26883Y102      115     2629 SH      SHARED      02          2629
D ESSEF CORP                     COM              269145108       26     1330 SH      SHARED      01          1330
D ESS TECHNOLOGY INC             COM              269151106      102     7600 SH      SHARED      01          7600
D E SPIRE COMMUNICATIONS INC     COM              269153102     4802   454700 SH      SHARED      01        139600            315100
D E SPIRE COMMUNICATIONS INC     COM              269153102       21     2000 SH      SHARED      03          2000
D E SPIRE COMMUNICATIONS INC     COM              269153102       67     6400 SH      SHARED      06          6400
D ETEC SYS INC                   COM              26922C103     7068   212600 SH      SHARED      01        122200             90400
D ETEC SYS INC                   COM              26922C103     1086    32687 SH      SHARED      02         32687
D ETEC SYS INC                   COM              26922C103      192     5800 SH      SHARED      06          5800
D E-TEK DYNAMICS INC             COM              269240107      123     2600 SH      SHARED                  2600
D E-TEK DYNAMICS INC             COM              269240107     1916    40300 SH      SHARED      01         40300
D E-TEK DYNAMICS INC             COM              269240107     1069    22486 SH      SHARED      06         22486
D E TOWN                         COM              269242103     1651    36100 SH      SHARED                 36100
D E TOWN                         COM              269242103     2747    60050 SH      SHARED      01         28000             32050
D E TOWN                         COM              269242103       45     1000 SH      SHARED      06          1000
D E TRADE GROUP INC              COM              269246104      762    19100 SH      SHARED                 19100
D E TRADE GROUP INC              COM              269246104    69394  1737600 SH      SHARED      01        950500            787100
D E TRADE GROUP INC              COM              269246104       11      280 SH      SHR/OTHR    01                             280
D E TRADE GROUP INC              COM              269246104       15      400 SH      SHARED      03                             400
D E TRADE GROUP INC              COM              269246104     9205   230500 SH      SHARED      06        230500
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        8      400 SH      SHARED      01           400
D EAGLE BANCSHARES INC           COM              26942C109       45     2189 SH      SHARED      03          1189              1000
D EAGLE GEOPHYSICAL INC          COM              269524104        3     4751 SH      SHARED      01          4751
D EAGLE GEOPHYSICAL INC          COM              269524104        0      789 SH      SHARED      06           789
D EAGLE USA AIRFREIGHT INC       COM              270018104     3967    93500 SH      SHARED      01         93000               500
D EAGLE USA AIRFREIGHT INC       COM              270018104       70     1655 SH      SHARED      06          1655
D EARTHGRAINS CO                 COM              270319106     8935   346172 SH      SHARED      01        232424            113748
D EARTHGRAINS CO                 COM              270319106       51     1984 SH      SHR/OTHR    01                   1600      384
D EARTHGRAINS CO                 COM              270319106      129     5000 SH      SHARED      06          5000
D EARTHSHELL CORP                COM              27032B100      424    60700 SH      SHARED      01         55000              5700
D EARTHSHELL CORP                COM              27032B100       84    12000 SH      SHARED      03         12000
D EARTHSHELL CORP                COM              27032B100       37     5345 SH      SHARED      06          5345
D EARTHWEB INC                   COM              27032C108      319     8565 SH      SHR/OTHR    06                            8565
D EARTHWEB INC                   COM              27032C108     1620    43496 SH      SHARED      01         43496
D EARTHWEB INC                   COM              27032C108      656    17637 SH      SHARED      02         17637
D EARTHLINK NETWORK INC          COM              270322100       12      200 SH      SHARED                   200
D EARTHLINK NETWORK INC          COM              270322100    11396   185500 SH      SHARED      01         68600            116900
D EARTHLINK NETWORK INC          COM              270322100        6      100 SH      SHARED      03                             100
D EARTHLINK NETWORK INC          COM              270322100     1142    18600 SH      SHARED      06         18600
D EASTBROKERS INTL INC           COM              276052107       23     5600 SH      SHARED      01          5600
D EASTERN CO                     COM              276317104        2      150 SH      SHARED      01           150
D EASTERN ENTERPRISES            COM              27637F100       19      500 SH      SHARED                   500
D EASTERN ENTERPRISES            COM              27637F100    16809   422888 SH      SHARED      01        338147             84741
D EASTERN ENTERPRISES            COM              27637F100      696    17511 SH      SHARED      06         17511
D EASTERN UTILS ASSOC            COM              277173100     5798   199093 SH      SHARED      01        138300             60793
D EASTERN UTILS ASSOC            COM              277173100     2399    82400 SH      SHARED      06         82400
D EASTGROUP PPTY INC             COM              277276101     1209    60300 SH      SHARED      01         56700              3600
D EASTGROUP PPTY INC             COM              277276101        0       31 SH      SHARED      03            31
D EASTGROUP PPTY INC             COM              277276101      130     6500 SH      SHARED      06          6500
D EASTMAN CHEM CO                COM              277432100    63734  1231584 SH      SHARED      01       1018448            213136
D EASTMAN CHEM CO                COM              277432100      126     2442 SH      SHR/OTHR    01                   2442
D EASTMAN CHEM CO                COM              277432100       41      800 SH      SHARED      02           800
D EASTMAN CHEM CO                COM              277432100       26      516 SH      SHARED      03                             516
D EASTMAN CHEM CO                COM              277432100     3865    74700 SH      SHARED      06         74700
D EASTMAN KODAK CO               COM              277461109    10975   161994 SH      SHARED                161994
D EASTMAN KODAK CO               COM              277461109   337458  4980942 SH      SHARED      01       4147974            832968
D EASTMAN KODAK CO               COM              277461109     1620    23917 SH      SHR/OTHR    01                  17261     6656
D EASTMAN KODAK CO               COM              277461109       47      700 SH      SHARED      02           700
D EASTMAN KODAK CO               COM              277461109      519     7666 SH      SHARED      03           300              7366
D EASTMAN KODAK CO               COM              277461109    20555   303398 SH      SHARED      06        303398
D EATON CORP                     COM              278058102   105526  1147027 SH      SHARED      01        956457            190570
D EATON CORP                     COM              278058102        9      100 SH      SHARED      02           100
D EATON CORP                     COM              278058102     7731    84041 SH      SHARED      06         84041
D EATON VANCE CORP               COM NON VTG      278265103     3560   103400 SH      SHARED      01        103400
D EATON VANCE CORP               COM NON VTG      278265103       86     2500 SH      SHARED      03                            2500
D EATON VANCE CORP               COM NON VTG      278265103      575    16700 SH      SHARED      06         16700
D EBAY INC                       COM              278642103       15      100 SH      SHR/OTHR    06                             100
D EBAY INC                       COM              278642103     1483     9800 SH      SHARED                  9800
D EBAY INC                       COM              278642103     2830    18700 SH      SHARED      01         17200              1500
D EBAY INC                       COM              278642103     8175    54007 SH      SHARED      02         54007
D EBAY INC                       COM              278642103       45      300 SH      SHARED      03           300
D EBAY INC                       COM              278642103    15892   104988 SH      SHARED      06        104988
D ECHELON CORP                   COM              27874N105       33     5000 SH      SHARED      03          5000
D ECHELON INTL CORP              COM              278747100       10      454 SH      SHARED      01           375                79
D ECHELON INTL CORP              COM              278747100        1       79 SH      SHR/OTHR    01                              79
D ECHO BAY MINES LTD             COM              278751102       60    42100 SH      SHARED      01         42100
D ECHOSTAR COMMUNICATIONS NEW    CL A             278762109     1288     8400 SH      SHARED                  8400
D ECHOSTAR COMMUNICATIONS NEW    CL A             278762109     6751    44000 SH      SHARED      01         44000
D ECHOSTAR COMMUNICATIONS NEW    CL A             278762109     1589    10360 SH      SHARED      06         10360
D ECLIPSYS CORP                  COM              278856109        2      100 SH      SHARED      01           100
D ECLIPSYS CORP                  COM              278856109       12      525 SH      SHARED      03           525
D ECLIPSYS CORP                  COM              278856109     1693    70737 SH      SHARED      05         70737
D ECOLAB INC                     COM              278865100      170     3900 SH      SHARED                  3900
D ECOLAB INC                     COM              278865100    74725  1712904 SH      SHARED      01       1387234            325670
D ECOLAB INC                     COM              278865100      455    10450 SH      SHR/OTHR    01                  10450
D ECOLAB INC                     COM              278865100     2777    63676 SH      SHARED      06         63676
D EDGE PETE CORP DEL             COM              279862106      240    37692 SH      SHARED      06         37692
D EDPERBRASCAN CORP              CL A LTD VT SH   280905803      247    16500 SH      SHARED      01         16500
D EDISON INTL                    COM              281020107      205     7700 SH      SHARED                  7700
D EDISON INTL                    COM              281020107   147219  5503525 SH      SHARED      01       4661011            842514
D EDISON INTL                    COM              281020107      551    20612 SH      SHR/OTHR    01                  12870     7742
D EDISON INTL                    COM              281020107       13      500 SH      SHARED      02           500
D EDISON INTL                    COM              281020107       89     3343 SH      SHARED      03                            3343
D EDISON INTL                    COM              281020107    16624   621460 SH      SHARED      06        621460
D EDUCATION MGMT CORP            COM              28139T101     1338    64500 SH      SHARED      01         64500
D EDUCATION MGMT CORP            COM              28139T101       43     2100 SH      SHARED      06          2100
D EDUTREK INTL INC               CL A             28164K108       46     9700 SH      SHARED      01          9700
D EDUTREK INTL INC               CL A             28164K108       11     2500 SH      SHARED      06          2500
D J D EDWARDS & CO               COM              281667105     4445   240300 SH      SHARED      01        240300
D J D EDWARDS & CO               COM              281667105      422    22851 SH      SHARED      06         22851
D EDWARDS AG INC                 COM              281760108      538    16700 SH      SHARED                 16700
D EDWARDS AG INC                 COM              281760108    25300   784507 SH      SHARED      01        408399            376108
D EDWARDS AG INC                 COM              281760108       79     2450 SH      SHARED      03                            2450
D EDWARDS AG INC                 COM              281760108     3815   118300 SH      SHARED      06        118300
D EFAX COM INC                   COM              282012103       60     5100 SH      SHARED      01          5100
D EGAMES INC                     COM              282253103       57    17900 SH      SHARED      01         17900
D EGGHEAD.COM INC                COM              282330109      111    10000 SH      SHR/OTHR    01                           10000
D EGGHEAD.COM INC                COM              282330109       11     1000 SH      SHARED      03                            1000
D EGGHEAD.COM INC                COM              282330109      479    42900 SH      SHARED      06         42900
D 800-JR CIGAR INC               COM              282491109        2      200 SH      SHARED      01           200
D 800-JR CIGAR INC               COM              282491109       28     2300 SH      SHARED      06          2300
D EINSTEIN / NOAH BAGEL CORP     SB DB CV 7.25%04 282577AC9      133   224000 PRN     SHARED      06        224000
D EINSTEIN / NOAH BAGEL CORP     COM              282577105        7     7800 SH      SHARED      01          7800
D EKCO GROUP INC                 COM              282636109        0      100 SH      SHARED      06           100
D EL PASO ELEC CO                COM NEW          283677854     1838   205700 SH      SHARED      01        197100              8600
D EL PASO ELEC CO                COM NEW          283677854     1849   207000 SH      SHARED      06        207000
D EL PASO ENERGY CORP DEL        COM              283905107      467    13300 SH      SHARED                 13300
D EL PASO ENERGY CORP DEL        COM              283905107    30538   867888 SH      SHARED      01        437350            430538
D EL PASO ENERGY CORP DEL        COM              283905107     1523    43308 SH      SHR/OTHR    01                  40964     2344
D EL PASO ENERGY CORP DEL        COM              283905107        8      250 SH      SHARED      03                             250
D EL PASO ENERGY CORP DEL        COM              283905107     2283    64900 SH      SHARED      06         64900
D ELAN PLC                       ADR              284131208        8      300 SH      SHARED                   300
D ELAN PLC                       ADR              284131208       78     2840 SH      SHARED      01          2840
D ELAN PLC                       ADR              284131208       16      600 SH      SHR/OTHR    01                             600
D ELAN PLC                       ADR              284131208      654    23600 SH      SHARED      03         17800              5800
D ELAN PLC                       ADR              284131208      152     5500 SH      SHARED      06          5500
D ELCOR CORP                     COM              284443108    10788   246950 SH      SHARED      01         57500            189450
D ELCOR CORP                     COM              284443108       78     1800 SH      SHARED      06          1800
D ELCOTEL INC                    COM              284447109       20    10000 SH      SHARED      01         10000
D ELDER BEERMAN STORES CORP NEW  COM              284470101       95    13000 SH      SHARED      06         13000
D ELDERTRUST                     COM SH BEN INT   284560109       21     2100 SH      SHARED      01          2100
D ELDERTRUST                     COM SH BEN INT   284560109       37     3641 SH      SHARED      03          3000               641
D ELECTRIC LIGHTWAVE INC         CL A             284895109       31     2400 SH      SHARED      01          2400
D ELECTRIC LIGHTWAVE INC         CL A             284895109       41     3200 SH      SHARED      06          3200
D ELECTRO RENT CORP              COM              285218103      546    50800 SH      SHARED      01         50800
D ELECTRO RENT CORP              COM              285218103       19     1800 SH      SHARED      06          1800
D ELECTRO SCIENTIFIC INDS        COM              285229100     5916   141600 SH      SHARED      01         55900             85700
D ELECTRO SCIENTIFIC INDS        COM              285229100       75     1800 SH      SHR/OTHR    01                   1800
D ELECTRO SCIENTIFIC INDS        COM              285229100       41     1000 SH      SHARED      06          1000
D ELECTROGLAS INC                COM              285324109     1178    58900 SH      SHARED      01         58900
D ELECTROGLAS INC                COM              285324109       36     1800 SH      SHARED      06          1800
D ELECTRONIC ARTS INC            COM              285512109      336     6200 SH      SHARED                  6200
D ELECTRONIC ARTS INC            COM              285512109    24178   445680 SH      SHARED      01        224980            220700
D ELECTRONIC ARTS INC            COM              285512109    23457   432400 SH      SHARED      03        432200               200
D ELECTRONIC ARTS INC            COM              285512109     1649    30407 SH      SHARED      06         30407
D ELECTRONIC DATA SYS NEW        COM              285661104   382968  6763242 SH      SHARED      01       5897327            865915
D ELECTRONIC DATA SYS NEW        COM              285661104     2552    45081 SH      SHR/OTHR    01                  29839    15242
D ELECTRONIC DATA SYS NEW        COM              285661104       50      900 SH      SHARED      02           900
D ELECTRONIC DATA SYS NEW        COM              285661104      191     3380 SH      SHARED      03           940              2440
D ELECTRONIC DATA SYS NEW        COM              285661104    20963   370208 SH      SHARED      06        370208
D ELECTRONICS BOUTIQUE HLDGS CP  COM              286045109       28     2000 SH      SHARED      03                            2000
D ELECTRONICS FOR IMAGING INC    COM              286082102    19564   380826 SH      SHARED      01        205826            175000
D ELECTRONICS FOR IMAGING INC    COM              286082102      102     2000 SH      SHR/OTHR    01                   2000
D ELECTRONICS FOR IMAGING INC    COM              286082102     1256    24458 SH      SHARED      06         24458
D ELF AQUITAINE                  SPONSORED ADR    286269105      132     1801 SH      SHARED      01          1801
D ELK ASSOC FDG CORP             COM              287166102       56     4000 SH      SHR/OTHR    01                            4000
D ELMIRA SVGS BK FSB N Y         COM              289660102       47     2115 SH      SHARED      01          2115
D ELRON ELECTR INDS LTD          ORD              290160100      142     5800 SH      SHARED      01          5800
D ELSEVIER N V                   SPNSRD ADR NEW   290259100        3      135 SH      SHARED      03                             135
D ELTRAX SYS INC                 COM              290375104        0       74 SH      SHARED      01            74
D EMBRATEL PARTICIPACOES S A     SPONS ADR PFD    29081N100       19     1400 SH      SHR/OTHR    01                            1400
D EMBRATEL PARTICIPACOES S A     SPONS ADR PFD    29081N100      713    51407 SH      SHARED      02         51407
D EMBRATEL PARTICIPACOES S A     SPONS ADR PFD    29081N100      208    15000 SH      SHARED      06         15000
D EMBOTELLADORA ANDINA S A       SPONS ADR A      29081P204      456    22800 SH      SHARED      01         22800
D EMCOR GROUP INC                COM              29084Q100        5      200 SH      SHARED      01           200
D EMCOR GROUP INC                COM              29084Q100       27     1100 SH      SHARED      06          1100
D EMERGING MKTS INFRASTRUCTURE   COM              290921105       18     2000 SH      SHARED      03          2000
D EMERSON ELEC CO                COM              291011104     1730    27500 SH      SHARED                 27500
D EMERSON ELEC CO                COM              291011104   460987  7324581 SH      SHARED      01       6214468     2400  1107713
D EMERSON ELEC CO                COM              291011104    16752   266175 SH      SHR/OTHR    01                 161929   104246
D EMERSON ELEC CO                COM              291011104    10250   162869 SH      SHARED      02        162869
D EMERSON ELEC CO                COM              291011104      341     5432 SH      SHARED      03           400              5032
D EMERSON ELEC CO                COM              291011104    23739   377190 SH      SHARED      06        377190
D EMMIS COMMUNICATIONS CORP      CL A             291525103        9      200 SH      SHARED                   200
D EMMIS COMMUNICATIONS CORP      CL A             291525103     9124   184800 SH      SHARED      01         53800            131000
D EMMIS COMMUNICATIONS CORP      CL A             291525103       59     1200 SH      SHARED      06          1200
D EMPI INC                       COM              291586105       36     1500 SH      SHARED      01          1500
D EMPIRE DIST ELEC CO            COM              291641108     4146   159100 SH      SHARED      01         59300             99800
D EMPIRE DIST ELEC CO            COM              291641108       57     2200 SH      SHARED      06          2200
D EMPRESA NACIONAL DE ELCTRCIDAD SPONSORED ADR    29244T101      332    27700 SH      SHARED      01         27700
D EMPRESAS ICA SOCIEDAD CONTRLAD SPONSORED ADR    292448107       49     7400 SH      SHR/OTHR    01                            7400
D EMPRESAS ICA SOCIEDAD CONTRLAD SPONSORED ADR    292448107       22     3400 SH      SHARED      01          3400
D EMULEX CORP                    COM NEW          292475209     1556    14000 SH      SHARED      01         14000
D ENAMELON INC                   COM              292499100        6     5000 SH      SHARED      01                            5000
D ENCORE MED CORP                WT EXP  030803   29256E117        9    20000 SH      SHR/OTHR    01                           20000
D ENCORE WIRE CORP               COM              292562105      192    21250 SH      SHARED      01         21250
D ENCORE WIRE CORP               COM              292562105       90    10000 SH      SHARED      06         10000
D ENDESA S A                     SPONSORED ADR    29258N107      178     8400 SH      SHARED      01          8400
D ENERGY BIOSYSTEMS CORP         COM NEW          29265L706        6     2785 SH      SHARED      01          2785
D ENERGY BIOSYSTEMS CORP         COM NEW          29265L706        7     3106 SH      SHARED      06          3106
D ENERGEN CORP                   COM              29265N108     6339   340400 SH      SHARED      01        178100            162300
D ENERGEN CORP                   COM              29265N108       55     3000 SH      SHARED      06          3000
D ENERGY EAST CORP               COM              29266M109     1804    69400 SH      SHARED                 69400
D ENERGY EAST CORP               COM              29266M109    24741   951614 SH      SHARED      01        466318            485296
D ENERGY EAST CORP               COM              29266M109     1382    53180 SH      SHARED      06         53180
D ENERSIS S A                    SPONSORED ADR    29274F104       73     3200 SH      SHARED      01          3200
D ENGELHARD CORP                 COM              292845104       24     1100 SH      SHARED                  1100
D ENGELHARD CORP                 COM              292845104    42225  1866330 SH      SHARED      01       1646989            219341
D ENGELHARD CORP                 COM              292845104     2918   128977 SH      SHARED      06        128977
D ENGINEERED SUPPORT SYS INC     COM              292866100        7      600 SH      SHARED      01           600
D ENGINEERING ANIMATION INC      COM              292872108     2973   140350 SH      SHARED      01         30050            110300
D ENGINEERING ANIMATION INC      COM              292872108       14      700 SH      SHR/OTHR    01                    700
D ENGINEERING ANIMATION INC      COM              292872108       25     1200 SH      SHARED      06          1200
D ENGLE HOMES INC                COM              292896107     2337   170000 SH      SHARED                170000
D ENERGYNORTH INC                COM              292925104       54     1900 SH      SHARED      01          1900
D ENDOCARDIAL SOLUTIONS INC      COM              292962107        0      100 SH      SHARED      01           100
D ENERGYSOUTH INC                COM              292970100        3      150 SH      SHARED      01           150
D ENESCO GROUP INC               COM              292973104       32     1400 SH      SHARED                  1400
D ENESCO GROUP INC               COM              292973104     3723   160995 SH      SHARED      01         76703             84292
D ENESCO GROUP INC               COM              292973104      178     7700 SH      SHARED      06          7700
D ENHANCE FINL SVCS GROUP INC    COM              293310108     3665   185600 SH      SHARED      01        146700             38900
D ENHANCE FINL SVCS GROUP INC    COM              293310108       39     2000 SH      SHR/OTHR    01                   2000
D ENHANCE FINL SVCS GROUP INC    COM              293310108       63     3200 SH      SHARED      06          3200
D ENRON CORP                     COM              293561106       34      424 SH      SHR/OTHR    06                             424
D ENRON CORP                     COM              293561106   502413  6145726 SH      SHARED      01       4956628           1189098
D ENRON CORP                     COM              293561106    14396   176102 SH      SHR/OTHR    01                  78176    97926
D ENRON CORP                     COM              293561106       57      700 SH      SHARED      02           700
D ENRON CORP                     COM              293561106      872    10667 SH      SHARED      03          2700              7967
D ENRON CORP                     COM              293561106    23944   292905 SH      SHARED      06        292905
D ENRON OIL & GAS CO             COM              293562104       42     2100 SH      SHARED                  2100
D ENRON OIL & GAS CO             COM              293562104     6156   304038 SH      SHARED      01        174238            129800
D ENRON OIL & GAS CO             COM              293562104       46     2300 SH      SHR/OTHR    01                   2300
D ENRON OIL & GAS CO             COM              293562104      441    21800 SH      SHARED      03                           21800
D ENRON OIL & GAS CO             COM              293562104      897    44305 SH      SHARED      06         44305
D ENTERCOM COMMUNICATIONS CORP   CL A             293639100       76     1800 SH      SHARED      03          1200               600
D ENTERGY CORP NEW               COM              29364G103        9      300 SH      SHARED                   300
D ENTERGY CORP NEW               COM              29364G103   123436  3949952 SH      SHARED      01       3321527            628425
D ENTERGY CORP NEW               COM              29364G103      251     8050 SH      SHR/OTHR    01                            8050
D ENTERGY CORP NEW               COM              29364G103        9      300 SH      SHARED      02           300
D ENTERGY CORP NEW               COM              29364G103       61     1973 SH      SHARED      03                            1973
D ENTERGY CORP NEW               COM              29364G103     8684   277900 SH      SHARED      06        277900
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T105      666    37800 SH      SHARED      01         37800
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T105       66     3800 SH      SHR/OTHR    01                   3800
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T105       81     4600 SH      SHARED      06          4600
D ENTREMED INC                   COM              29382F103     2940   130700 SH      SHARED      01         26200            104500
D ENTREMED INC                   COM              29382F103      225    10000 SH      SHR/OTHR    01                           10000
D ENTREMED INC                   COM              29382F103      138     6150 SH      SHARED      06          6150
D ENTRUST TECHNOLOGIES INC       COM              293848107     3388   101900 SH      SHARED      01        101900
D ENZON INC                      COM              293904108     7383   356900 SH      SHARED                356900
D ENZO BIOCHEM INC               COM              294100102      630    62301 SH      SHARED      01         62301
D ENZO BIOCHEM INC               COM              294100102       21     2100 SH      SHARED      06          2100
D EOTT ENERGY PARTNERS L P       UNIT LTD PRTNR   294103106      137     7700 SH      SHARED      01          7700
D EPICOR SOFTWARE CORP           COM              29426L108     1686   226709 SH      SHARED      01        111617            115092
D EPICOR SOFTWARE CORP           COM              29426L108       25     3400 SH      SHARED      06          3400
D EQUANT N V                     NY REG SHS       294409107    96555  1021748 SH      SHARED                                 1021748
D EQUANT N V                     NY REG SHS       294409107       14      150 SH      SHARED      03           100                50
D EQUANT N V                     NY REG SHS       294409107        9      100 SH      SHARED      06           100
D EQUIFAX INC                    COM              294429105        7      200 SH      SHARED                   200
D EQUIFAX INC                    COM              294429105    83919  2351545 SH      SHARED      01       1932509     1000   418036
D EQUIFAX INC                    COM              294429105     5223   146367 SH      SHR/OTHR    01                  96272    50095
D EQUIFAX INC                    COM              294429105       49     1400 SH      SHARED      03           850               550
D EQUIFAX INC                    COM              294429105     3929   110100 SH      SHARED      06        110100
D EQUINOX SYS INC                COM              294436100       81     7500 SH      SHARED      01          7500
D EQUITABLE COS INC              COM              29444G107    50728   757138 SH      SHARED      01        454668            302470
D EQUITABLE COS INC              COM              29444G107      606     9046 SH      SHR/OTHR    01                   2404     6642
D EQUITABLE COS INC              COM              29444G107    29836   445318 SH      SHARED      02        445318
D EQUITABLE COS INC              COM              29444G107     6137    91600 SH      SHARED      06         91600
D EQUITABLE FED SVGS BK MD       COM              294487103      114     6200 SH      SHARED      01          6200
D EQUITABLE RES INC              COM              294549100    19259   510191 SH      SHARED      01        292475            217716
D EQUITABLE RES INC              COM              294549100      462    12262 SH      SHR/OTHR    01                   4275     7987
D EQUITABLE RES INC              COM              294549100      139     3700 SH      SHARED      06          3700
D EQUITRAC CORP                  COM              294599105        9      500 SH      SHARED      01           500
D EQUITY INCOME FD               UT 1 EX SR-ATT   294700703      165      800 SH      SHARED      01           500               300
D EQUITY INCOME FD               UT 1 EX SR-ATT   294700703      207     1000 SH      SHR/OTHR    01                            1000
D EQUITY INNS INC                COM              294703103     1543   166900 SH      SHARED      01        157400              9500
D EQUITY INNS INC                COM              294703103        9     1000 SH      SHARED      03          1000
D EQUITY INNS INC                COM              294703103      105    11400 SH      SHARED      06         11400
D EQUITY OFFICE PROPERTIES TRUST COM              294741103    39773  1552136 SH      SHARED      01        770438            781698
D EQUITY OFFICE PROPERTIES TRUST COM              294741103        8      350 SH      SHR/OTHR    01                    350
D EQUITY OFFICE PROPERTIES TRUST COM              294741103       12      500 SH      SHARED      02           500
D EQUITY OFFICE PROPERTIES TRUST COM              294741103     1537    60000 SH      SHARED      06         60000
D EQUITY OFFICE PROPERTIES TRUST PFD CV B 5.25%   294741509     2131    50000 SH      SHARED      06         50000
D EQUITY ONE                     COM              294752100       19     2000 SH      SHARED      01          2000
D EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107       63     1400 SH      SHARED                  1400
D EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107    50796  1127256 SH      SHARED      01        621425            505831
D EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107       51     1150 SH      SHR/OTHR    01                    650      500
D EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107      637    14145 SH      SHARED      03          3508             10637
D EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107     1802    39995 SH      SHARED      06         39995
D EQUITY RESIDENTIAL PPTYS TR    PFD CONV E 7%    29476L883      235     9370 SH      SHARED      06          9370
D ERICSSON L M TEL CO            ADR CL B SEK10   294821400     1449    44000 SH      SHARED      01          6900             37100
D ERICSSON L M TEL CO            ADR CL B SEK10   294821400      171     5200 SH      SHR/OTHR    01                    840     4360
D ERICSSON L M TEL CO            ADR CL B SEK10   294821400      171     5220 SH      SHARED      03                            5220
D ERICSSON L M TEL CO            ADR CL B SEK10   294821400      874    26550 SH      SHARED      06         26550
D ERIE INDTY CO                  CL A             29530P102     3270   114745 SH      SHARED      01        114745
D ERIE INDTY CO                  CL A             29530P102      139     4900 SH      SHARED      06          4900
D ESPIRITO SANTO FINL GROUP SA   SPONSORED ADR    29665F200       72     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       49     3000 SH      SHARED      03                            3000
D ESSEX BANCORP INC DEL          COM              296687106       19     9600 SH      SHARED      01          9600
D ESSEX PPTY TR INC              COM              297178105     1330    37600 SH      SHARED      01         35900              1700
D ESSEX PPTY TR INC              COM              297178105      173     4900 SH      SHARED      06          4900
D ESTERLINE TECHNOLOGIES CORP    COM              297425100      863    60100 SH      SHARED      01         60100
D ESTERLINE TECHNOLOGIES CORP    COM              297425100       28     2000 SH      SHARED      06          2000
D ETHAN ALLEN INTERIORS INC      COM              297602104    18116   479900 SH      SHARED      01        363500            116400
D ETHAN ALLEN INTERIORS INC      COM              297602104      166     4400 SH      SHARED      06          4400
D ETHYL CORP                     COM              297659104       42     7000 SH      SHARED                  7000
D ETHYL CORP                     COM              297659104     2927   487874 SH      SHARED      01        226698            261176
D ETHYL CORP                     COM              297659104        7     1300 SH      SHARED      03          1300
D ETHYL CORP                     COM              297659104      237    39600 SH      SHARED      06         39600
D ETOYS INC                      COM              297862104      163     4000 SH      SHARED                  4000
D ETOYS INC                      COM              297862104     2734    67100 SH      SHARED      01         66900               200
D ETOYS INC                      COM              297862104        4      100 SH      SHARED      03                             100
D ETOYS INC                      COM              297862104     1172    28782 SH      SHARED      06         28782
D EUROPE FD INC                  COM              29874M103       15      914 SH      SHARED      03                             914
D EUROPEAN MICRO HLDGS INC       COM              298786104        0      100 SH      SHARED      01           100
D EVANS & SUTHERLAND COMPUTER CP COM              299096107     1427   109295 SH      SHARED      01         46300             62995
D EVANS & SUTHERLAND COMPUTER CP COM              299096107       97     7500 SH      SHARED      06          7500
D EVEREN CAPITAL CORP            COM              299761106       23      800 SH      SHARED                   800
D EVEREN CAPITAL CORP            COM              299761106      951    31900 SH      SHARED      01         31200               700
D EVEREN CAPITAL CORP            COM              299761106     2923    98050 SH      SHARED      06         98050
D EVEREST REINS HLDGS INC        COM              299808105      123     3800 SH      SHARED                  3800
D EVEREST REINS HLDGS INC        COM              299808105    13514   414251 SH      SHARED      01        316651             97600
D EVEREST REINS HLDGS INC        COM              299808105     2243    68755 SH      SHARED      06         68755
D EVERGREEN RES INC              COM NO PAR       299900308     1924    76400 SH      SHARED                 76400
D EXACTECH INC                   COM              30064E109       90     7900 SH      SHARED      01          7900
D EXCEL LEGACY CORP              COM              300665106        9     2000 SH      SHARED      01          2000
D EXCEL TECHNOLOGY INC           COM              30067T103        6      500 SH      SHARED      01           200               300
D EXCEL SWITCHING CORP           COM              30067V108      143     4800 SH      SHARED      01          4100               700
D EXCEL SWITCHING CORP           COM              30067V108       23      800 SH      SHARED      06           800
D EXCHANGE APPLICATIONS          COM              300867108       20      500 SH      SHARED      01                             500
D EXCHANGE APPLICATIONS          COM              300867108      348     8550 SH      SHARED      03          8300               250
D EXCELSIOR HENDERSON MOTORCYCLE COM              300906104        1      200 SH      SHARED      01           200
D EXECUTIVE RISK INC             COM              301586103    16876   198400 SH      SHARED      01        100200             98200
D EXECUTIVE RISK INC             COM              301586103    11338   133300 SH      SHARED      06        133300
D EXIDE CORP                     COM              302051107     2656   180100 SH      SHARED      01         66600            113500
D EXIDE CORP                     COM              302051107       29     2000 SH      SHARED      06          2000
D EXODUS COMMUNICATIONS INC      COM              302088109    10782    89900 SH      SHARED      01         78500             11400
D EXODUS COMMUNICATIONS INC      COM              302088109      101      850 SH      SHARED      03            50               800
D EXODUS COMMUNICATIONS INC      COM              302088109     2067    17237 SH      SHARED      06         17237
D EXOLON ESK CO                  COM              302101100        1      100 SH      SHARED      01           100
D EXPEDITORS INTL WASH INC       COM              302130109    18557   680992 SH      SHARED      01        279436            401556
D EXPEDITORS INTL WASH INC       COM              302130109      125     4600 SH      SHARED      06          4600
D EXPRESS SCRIPTS INC            CL A             302182100    19332   321200 SH      SHARED      01        142400            178800
D EXPRESS SCRIPTS INC            CL A             302182100     1677    27875 SH      SHARED      03          3500             24375
D EXPRESS SCRIPTS INC            CL A             302182100      460     7654 SH      SHARED      06          7654
D EXTENDED STAY AMER INC         COM              30224P101     8707   725600 SH      SHARED      01        226400            499200
D EXTENDED STAY AMER INC         COM              30224P101       99     8300 SH      SHARED      06          8300
D EXTENDICARE INC CDA            SUB VTG SH       30224T871       47    18100 SH      SHARED      01         18100
D EXTREME NETWORKS INC           COM              30226D106     1976    34042 SH      SHARED      06         34042
D EXXON CORP                     COM              302290101    21348   276801 SH      SHARED                276801
D EXXON CORP                     COM              302290101  3001670 38919551 SH      SHARED      01      32410678     2800  6506073
D EXXON CORP                     COM              302290101    80470  1043381 SH      SHR/OTHR    01                 877966   165415
D EXXON CORP                     COM              302290101    69847   905635 SH      SHARED      02        905635
D EXXON CORP                     COM              302290101     3450    44736 SH      SHARED      03          7700             37036
D EXXON CORP                     COM              302290101   133799  1734842 SH      SHARED      06       1734137               705
D EZCORP INC                     CL A NON VTG     302301106        2      400 SH      SHARED      01           400
D F&M BANCORP MD                 COM              302367107      384    11462 SH      SHARED      01         11462
D F&M BANCORP MD                 COM              302367107       13      400 SH      SHARED      06           400
D F & M BANCORPORATION INC       COM              302371109     1522    40325 SH      SHARED      01         38605              1720
D F & M BANCORPORATION INC       COM              302371109       60     1600 SH      SHARED      06          1600
D F & M NATL CORP                COM              302374103     2377    71629 SH      SHARED      01         71629
D F & M NATL CORP                COM              302374103       28      844 SH      SHARED      03                             844
D F & M NATL CORP                COM              302374103       92     2800 SH      SHARED      06          2800
D FBL FINL GROUP INC             CL A             30239F106     2059   105600 SH      SHARED      01        100000              5600
D FBL FINL GROUP INC             CL A             30239F106       23     1200 SH      SHARED      03          1200
D FBL FINL GROUP INC             CL A             30239F106       60     3100 SH      SHARED      06          3100
D FFY FINL CORP                  COM              30242U108       64     3500 SH      SHARED      01          3500
D F M C CORP                     COM NEW          302491303       54      800 SH      SHARED                   800
D F M C CORP                     COM NEW          302491303    33010   483229 SH      SHARED      01        426973             56256
D F M C CORP                     COM NEW          302491303     2571    37648 SH      SHARED      06         37648
D FNB CORP PA                    COM              302520101     1332    49349 SH      SHARED      01         49349
D FNB CORP PA                    COM              302520101       50     1880 SH      SHARED      06          1880
D FPIC INS GROUP INC             COM              302563101     1372    28300 SH      SHARED      01         28100               200
D FPIC INS GROUP INC             COM              302563101       67     1400 SH      SHARED      06          1400
D FPL GROUP INC                  COM              302571104      152     2800 SH      SHARED                  2800
D FPL GROUP INC                  COM              302571104   166998  3057177 SH      SHARED      01       2645295      800   411082
D FPL GROUP INC                  COM              302571104      696    12751 SH      SHR/OTHR    01                  10041     2710
D FPL GROUP INC                  COM              302571104       16      300 SH      SHARED      02           300
D FPL GROUP INC                  COM              302571104       35      650 SH      SHARED      03           200               450
D FPL GROUP INC                  COM              302571104    12088   221302 SH      SHARED      06        221302
D FRP PPTYS INC                  COM              30262E109        2      100 SH      SHARED      01           100
D FSI INTL INC                   COM              302633102      449    54100 SH      SHARED      01         54100
D FSI INTL INC                   COM              302633102       25     3100 SH      SHARED      06          3100
D FX ENERGY INC                  COM              302695101       51     7900 SH      SHARED      01          7900
D F Y I INC                      COM              302712104      674    21500 SH      SHARED      01         21500
D F Y I INC                      COM              302712104       34     1100 SH      SHARED      06          1100
D FCNB CORP                      COM              302920103        4      224 SH      SHARED      01           224
D FACTORY CARD OUTLET CORP       COM              303053102        3     3196 SH      SHARED      06          3196
D FACTSET RESH SYS INC           COM              303075105     1860    32850 SH      SHARED      01         32850
D FACTSET RESH SYS INC           COM              303075105      169     3000 SH      SHARED      06          3000
D FAIR ISAAC & CO INC            COM              303250104     1086    31000 SH      SHARED      01         31000
D FAIR ISAAC & CO INC            COM              303250104       66     1900 SH      SHARED      03                            1900
D FAIR ISAAC & CO INC            COM              303250104       45     1300 SH      SHARED      06          1300
D FAIRCHILD CORP                 CL A             303698104      622    48793 SH      SHARED      01         45144              3649
D FAIRCHILD CORP                 CL A             303698104      295    23200 SH      SHARED      06         23200
D FAIRFIELD CMNTYS INC           COM PAR $0.01    304231301     2402   148987 SH      SHARED      01        148987
D FAIRFIELD CMNTYS INC           COM PAR $0.01    304231301      119     7400 SH      SHARED      06          7400
D FALCON PRODS INC               COM              306075102       10      990 SH      SHARED      01           990
D FAMILY DLR STORES INC          COM              307000109     1310    54600 SH      SHARED                 54600
D FAMILY DLR STORES INC          COM              307000109    32576  1357344 SH      SHARED      01        915424            441920
D FAMILY DLR STORES INC          COM              307000109      110     4600 SH      SHARED      03          3600              1000
D FAMILY DLR STORES INC          COM              307000109     1776    74000 SH      SHARED      06         74000
D FAMILY GOLF CTRS INC           COM              30701A106      443    57697 SH      SHARED      01         57697
D FAMILY GOLF CTRS INC           COM              30701A106       18     2400 SH      SHARED      06          2400
D FARMER BROS CO                 COM              307675108      515     2575 SH      SHARED      01          2500                75
D FARMER BROS CO                 COM              307675108       20      100 SH      SHARED      06           100
D FARM FAMILY HLDGS INC          COM              307901108       20      600 SH      SHARED      01           600
D FARMERS CAP BK CORP            COM              309562106      426    12000 SH      SHARED      01          9500              2500
D FARMERS CAP BK CORP            COM              309562106        3      100 SH      SHARED      06           100
D FARR CO                        COM              311648109        7      675 SH      SHARED      01           675
D FARR CO                        COM              311648109      388    35300 SH      SHR/OTHR    01                  35300
D FASTENAL CO                    COM              311900104       99     1900 SH      SHARED                  1900
D FASTENAL CO                    COM              311900104    15837   302022 SH      SHARED      01        125242            176780
D FASTENAL CO                    COM              311900104      802    15300 SH      SHARED      06         15300
D FDX CORP                       COM              31304N107       15      280 SH      SHR/OTHR    06                             280
D FDX CORP                       COM              31304N107   252402  4652584 SH      SHARED      01       3873394            779190
D FDX CORP                       COM              31304N107     1805    33280 SH      SHR/OTHR    01                   8380    24900
D FDX CORP                       COM              31304N107       32      600 SH      SHARED      02           600
D FDX CORP                       COM              31304N107       83     1530 SH      SHARED      03           200              1330
D FDX CORP                       COM              31304N107    13356   246200 SH      SHARED      06        246200
D FEDDERS CORP                   COM              313135105     2895   437100 SH      SHARED      01        175500            261600
D FEDDERS CORP                   COM              313135105       24     3700 SH      SHARED      06          3700
D FEDDERS CORP                   CL A             313135303       17     2837 SH      SHARED      01          2600               237
D FEDERAL AGRIC MTG CORP         CL C             313148306      308     4500 SH      SHARED      01          4500
D FEDERAL AGRIC MTG CORP         CL C             313148306       13      200 SH      SHARED      06           200
D FEDERAL HOME LN MTG CORP       COM              313400301     1832    31600 SH      SHARED                 31600
D FEDERAL HOME LN MTG CORP       COM              313400301   604549 10423261 SH      SHARED      01       8677361           1745900
D FEDERAL HOME LN MTG CORP       COM              313400301     2454    42320 SH      SHR/OTHR    01                  39810     2510
D FEDERAL HOME LN MTG CORP       COM              313400301    36874   635769 SH      SHARED      02        635769
D FEDERAL HOME LN MTG CORP       COM              313400301     2172    37450 SH      SHARED      03           200             37250
D FEDERAL HOME LN MTG CORP       COM              313400301    38445   662853 SH      SHARED      06        662228               625
D FEDERAL MOGUL CORP             COM              313549107      780    15000 SH      SHARED                 15000
D FEDERAL MOGUL CORP             COM              313549107    20183   388152 SH      SHARED      01        214182            173970
D FEDERAL MOGUL CORP             COM              313549107     2472    47550 SH      SHARED      06         47550
D FEDERAL NATL MTG ASSN          COM              313586109       59      870 SH      SHR/OTHR    06                             870
D FEDERAL NATL MTG ASSN          COM              313586109     2723    39900 SH      SHARED                 39900
D FEDERAL NATL MTG ASSN          COM              313586109  1100252 16120911 SH      SHARED      01      13236107           2884804
D FEDERAL NATL MTG ASSN          COM              313586109    10100   147986 SH      SHR/OTHR    01                  72303    75683
D FEDERAL NATL MTG ASSN          COM              313586109      116     1700 SH      SHARED      02          1700
D FEDERAL NATL MTG ASSN          COM              313586109     2712    39747 SH      SHARED      03          2760             36987
D FEDERAL NATL MTG ASSN          COM              313586109    63386   928739 SH      SHARED      06        928244               495
D FEDERAL REALTY INVT TR         SH BEN INT NEW   313747206     5947   259300 SH      SHARED      01        144500            114800
D FEDERAL REALTY INVT TR         SH BEN INT NEW   313747206       59     2600 SH      SHARED      03           400              2200
D FEDERAL REALTY INVT TR         SH BEN INT NEW   313747206      305    13300 SH      SHARED      06         13300
D FEDERAL SCREW WKS              COM              313819104        4      100 SH      SHARED      01           100
D FEDERAL SIGNAL CORP            COM              313855108        8      400 SH      SHARED                   400
D FEDERAL SIGNAL CORP            COM              313855108     9121   430501 SH      SHARED      01        252123            178378
D FEDERAL SIGNAL CORP            COM              313855108       25     1200 SH      SHR/OTHR    01                            1200
D FEDERAL SIGNAL CORP            COM              313855108       25     1200 SH      SHARED      03                            1200
D FEDERAL SIGNAL CORP            COM              313855108     1319    62300 SH      SHARED      06         62300
D FEDERATED DEPT STORES INC DEL  COM              31410H101     1625    30700 SH      SHARED                 30700
D FEDERATED DEPT STORES INC DEL  COM              31410H101   182738  3452005 SH      SHARED      01       2929826            522179
D FEDERATED DEPT STORES INC DEL  COM              31410H101       96     1817 SH      SHARED      03                            1817
D FEDERATED DEPT STORES INC DEL  COM              31410H101    11999   226666 SH      SHARED      06        226666
D FEDERATED DEPT STORES INC DEL  WT C EX 121999   31410H119    13174   476901 SH      SHARED      06        476901
D FEDERATED DEPT STORES INC DEL  WT D EX 121901   31410H127    10828   404801 SH      SHARED      06        404801
D FEDERATED INVS INC PA          CL B             314211103      206    11500 SH      SHARED      01         11500
D FEDERATED INVS INC PA          CL B             314211103       34     1900 SH      SHARED      06          1900
D FELCOR LODGING TR INC          COM              31430F101    11494   553954 SH      SHARED      01        234959            318995
D FELCOR LODGING TR INC          COM              31430F101      143     6892 SH      SHARED      03           700              6192
D FELCOR LODGING TR INC          COM              31430F101      986    47542 SH      SHARED      06         47542
D FELCOR LODGING TR INC          PFD CV A $1.95   31430F200       71     3500 SH      SHARED      03          3000               500
D FERRELLGAS PARTNERS L.P.       UNIT LTD PART    315293100      113     6700 SH      SHARED      01          6700
D FERRO CORP                     COM              315405100       46     1700 SH      SHARED                  1700
D FERRO CORP                     COM              315405100    10408   378500 SH      SHARED      01        161109            217391
D FERRO CORP                     COM              315405100     1053    38300 SH      SHARED      06         38300
D FIAT S P A                     SPONS ADR ORD    315621607       37     2300 SH      SHARED      06          2300
D FIDELITY BANCORP INC           COM              315831107        2      151 SH      SHARED      01           151
D FIDELITY FINL OHIO INC         COM              31614P107       43     3600 SH      SHARED      01          3600
D FIDELITY HLDGS INC             COM              31617J108      137     6750 SH      SHARED      01          6750
D FIDELITY NATL FINL INC         COM              316326107     1413    70664 SH      SHARED      01         70664
D FIDELITY NATL FINL INC         COM              316326107       58     2900 SH      SHARED      06          2900
D FIFTH THIRD BANCORP            COM              316773100      392     5900 SH      SHARED                  5900
D FIFTH THIRD BANCORP            COM              316773100   245739  3691888 SH      SHARED      01       3186317            505571
D FIFTH THIRD BANCORP            COM              316773100       13      201 SH      SHR/OTHR    01                    201
D FIFTH THIRD BANCORP            COM              316773100    13046   196012 SH      SHARED      06        196012
D FILA HLDG SPA                  SPONSORED ADR    316850106       18     1600 SH      SHARED      06          1600
D FILENES BASEMENT CORP          COM              316866102        3     2300 SH      SHARED      01          2300
D FILENET CORP                   COM              316869106     3986   348600 SH      SHARED      01        129400            219200
D FILENET CORP                   COM              316869106       42     3700 SH      SHARED      06          3700
D FINANCIAL FED CORP             COM              317492106      620    28200 SH      SHARED      01         28200
D FINANCIAL FED CORP             COM              317492106       22     1000 SH      SHARED      06          1000
D FINANCIAL SEC ASSURN HLDGS LTD COM              31769P100    10567   203216 SH      SHARED      01        100075            103141
D FINANCIAL SEC ASSURN HLDGS LTD COM              31769P100       13      268 SH      SHARED      03           268
D FINANCIAL SEC ASSURN HLDGS LTD COM              31769P100    16040   308473 SH      SHARED      06        308473
D FINLAY ENTERPRISES INC         COM NEW          317884203        1      100 SH      SHARED      01           100
D FINLAY ENTERPRISES INC         COM NEW          317884203      676    50600 SH      SHARED      06         50600
D FINET COM INC                  COM PAR $0.01    317922300       81    14700 SH      SHARED      01         14700
D FINISH LINE INC                CL A             317923100      551    49000 SH      SHARED      01         49000
D FINISH LINE INC                CL A             317923100      281    25000 SH      SHARED      03         25000
D FINISH LINE INC                CL A             317923100      106     9502 SH      SHARED      06          9502
D FINOVA GROUP INC               COM              317928109      336     6400 SH      SHARED                  6400
D FINOVA GROUP INC               COM              317928109    23438   445392 SH      SHARED      01        204466            240926
D FINOVA GROUP INC               COM              317928109     1980    37641 SH      SHARED      06         37641
D FIRST ALBANY COS INC           COM              318465101        5      370 SH      SHARED      01           370
D FIRST AMERN FINL CORP          COM              318522307     3013   168568 SH      SHARED      01        168568
D FIRST AMERN FINL CORP          COM              318522307      207    11600 SH      SHARED      06         11600
D FIRST AUSTRALIA PRIME INCOME   COM              318653102      130    20000 SH      SHR/OTHR    01                  20000
D FIRST AUSTRALIA PRIME INCOME   COM              318653102       11     1736 SH      SHARED      06          1736
D FIRST BANCORP P R              COM              318672102     1833    81266 SH      SHARED      01         81266
D FIRST BANCORP P R              COM              318672102       60     2700 SH      SHARED      06          2700
D FIRST BANCSHARES INC MO        COM              318687100       34     3000 SH      SHARED      01          3000
D FIRST AMER CORP TENN           COM              318900107    31627   760963 SH      SHARED      01        373554            387409
D FIRST AMER CORP TENN           COM              318900107       87     2100 SH      SHARED      03                            2100
D FIRST AMER CORP TENN           COM              318900107     1659    39940 SH      SHARED      06         39940
D FIRST BANCORP N C              COM              318910106        4      200 SH      SHARED      01           200
D FIRST BANK OF PHILADELPHIA PA  COM NEW          319258208       59    13600 SH      SHARED      01         13600
D FIRST BKS AMER INC             COM              31928N103        0       12 SH      SHARED      03                              12
D FIRST CASH FINL SVCS INC       COM              31942D107      146    15200 SH      SHARED      01         15200
D FIRST CHARTER CORP             COM              319439105      683    27600 SH      SHARED      01         27600
D FIRST CHARTER CORP             COM              319439105       44     1800 SH      SHARED      06          1800
D FIRST CTZNS BANCSHARES INC N C CL A             31946M103     3952    48950 SH      SHARED      01         22400             26550
D FIRST CTZNS BANCSHARES INC N C CL A             31946M103       84     1044 SH      SHR/OTHR    01                            1044
D FIRST CTZNS BANCSHARES INC N C CL A             31946M103       27      346 SH      SHARED      06           346
D FIRST COASTAL CORP             COM NEW          319699203        0       51 SH      SHARED      03            51
D FIRST COMMERCE BANCSHARES INC  CL B             319777207      892    37500 SH      SHARED      01         33600              3900
D FIRST COMMERCE BANCSHARES INC  CL B             319777207        4      200 SH      SHARED      06           200
D FIRST COMWLTH FINL CORP PA     COM              319829107     2801   117348 SH      SHARED      01         80038             37310
D FIRST COMWLTH FINL CORP PA     COM              319829107       88     3700 SH      SHARED      06          3700
D FIRST CONSULTING GROUP INC     COM              31986R103      392    36960 SH      SHARED      01         33427              3533
D FIRST CONSULTING GROUP INC     COM              31986R103       20     1900 SH      SHARED      06          1900
D FIRST FED S&L EAST HARTFORD CT COM              319944104        5      200 SH      SHARED      01           200
D FIRST FED CAP CORP             COM              319960100      619    42020 SH      SHARED      01         42020
D FIRST FED CAP CORP             COM              319960100       22     1500 SH      SHARED      06          1500
D FIRST FED FINL CORP KY         COM              319961108        4      200 SH      SHARED      01           200
D FIRST DATA CORP                COM              319963104      655    13400 SH      SHARED                 13400
D FIRST DATA CORP                COM              319963104   334931  6844129 SH      SHARED      01       5681059           1163070
D FIRST DATA CORP                COM              319963104      542    11080 SH      SHR/OTHR    01                   9546     1534
D FIRST DATA CORP                COM              319963104       39      800 SH      SHARED      02           800
D FIRST DATA CORP                COM              319963104      607    12414 SH      SHARED      03                           12414
D FIRST DATA CORP                COM              319963104    20342   415692 SH      SHARED      06        415522               170
D FIRST COMWLTH INC              COM              319983102      198     8100 SH      SHARED      01          8100
D FIRST ESSEX BANCORP INC        COM              320103104        3      200 SH      SHARED      01           200
D FIRST FINL BANKSHARES          COM              32020R109      914    28814 SH      SHARED      01         27054              1760
D FIRST FINL BANKSHARES          COM              32020R109       22      700 SH      SHARED      06           700
D FIRST FINL BANCORP OH          COM              320209109     3463   153077 SH      SHARED      01         89174             63903
D FIRST FINL BANCORP OH          COM              320209109       76     3400 SH      SHARED      06          3400
D FIRST FINL CORP IND            COM              320218100      922    24396 SH      SHARED      01         22909              1487
D FIRST FINL CORP IND            COM              320218100       18      500 SH      SHARED      06           500
D FIRST FINL HLDGS INC           COM              320239106      735    39200 SH      SHARED      01         36600              2600
D FIRST FINL HLDGS INC           COM              320239106       28     1500 SH      SHARED      06          1500
D FIRST INDUSTRIAL REALTY TRUST  COM              32054K103    20646   752500 SH      SHARED      01        545850            206650
D FIRST INDUSTRIAL REALTY TRUST  COM              32054K103      425    15500 SH      SHR/OTHR    01                   3700    11800
D FIRST INDUSTRIAL REALTY TRUST  COM              32054K103      133     4856 SH      SHARED      03          3000              1856
D FIRST INDUSTRIAL REALTY TRUST  COM              32054K103      321    11700 SH      SHARED      06         11700
D FIRST IND CORP                 COM              32054R108      739    34574 SH      SHARED      01         34574
D FIRST IND CORP                 COM              32054R108       17      800 SH      SHARED      06           800
D FIRST ISRAEL FD INC            COM              32063L100       80     5400 SH      SHR/OTHR    01                            5400
D FIRST LIBERTY FINL CORP        COM              320691108      698    22275 SH      SHARED      01         21375               900
D FIRST LIBERTY FINL CORP        COM              320691108       34     1100 SH      SHARED      06          1100
D FIRST MERCHANTS CORP           COM              320817109     1011    42600 SH      SHARED      01         37900              4700
D FIRST MERCHANTS CORP           COM              320817109       21      900 SH      SHARED      06           900
D FIRST MIDWEST BANCORP DEL      COM              320867104     3344    84149 SH      SHARED      01         84149
D FIRST MIDWEST BANCORP DEL      COM              320867104      107     2700 SH      SHARED      06          2700
D FIRST HEALTH GROUP CORP        COM              320960107      112     5200 SH      SHARED                  5200
D FIRST HEALTH GROUP CORP        COM              320960107    12752   591452 SH      SHARED      01        313644            277808
D FIRST HEALTH GROUP CORP        COM              320960107       10      500 SH      SHR/OTHR    01                    500
D FIRST HEALTH GROUP CORP        COM              320960107     1364    63300 SH      SHARED      06         63300
D FIRST NILES FINL INC           COM              33582N106      277    20000 SH      SHARED      06         20000
D FIRST OAK BROOK BANCSHARES INC COM              335847208        7      374 SH      SHARED      01           374
D FIRST SIERRA FINANCIAL INC     COM              335944104     1210    48400 SH      SHARED      01         47300              1100
D FIRST SIERRA FINANCIAL INC     COM              335944104       32     1300 SH      SHARED      06          1300
D FIRST PL FINL CORP             COM              33610T109       61     5000 SH      SHARED      06          5000
D FIRST REP BK SAN FRANCISCO     COM              336158100      871    30101 SH      SHARED      01         30101
D FIRST REP BK SAN FRANCISCO     COM              336158100       31     1100 SH      SHARED      06          1100
D FIRST SEC CORP DEL             COM              336294103      555    20400 SH      SHARED                 20400
D FIRST SEC CORP DEL             COM              336294103    40655  1491950 SH      SHARED      01        692590            799360
D FIRST SEC CORP DEL             COM              336294103     3602   132187 SH      SHARED      06        132187
D FIRST SENTINEL BANCORP INC     COM              33640T103      713    80377 SH      SHARED      01         76850              3527
D FIRST SENTINEL BANCORP INC     COM              33640T103       45     5100 SH      SHARED      06          5100
D 1ST SOURCE CORP                COM              336901103     1811    56617 SH      SHARED      01         56617
D 1ST SOURCE CORP                COM              336901103       32     1000 SH      SHARED      06          1000
D FIRST STERLING BKS INC         COM              337094106       45     3600 SH      SHARED      01          3600
D FIRST STERLING BKS INC         COM              337094106      238    19101 SH      SHARED      03         19101
D FIRST TENN NATL CORP           COM              337162101     1160    30300 SH      SHARED                 30300
D FIRST TENN NATL CORP           COM              337162101    51569  1346036 SH      SHARED      01        540764            805272
D FIRST TENN NATL CORP           COM              337162101     2317    60500 SH      SHARED      06         60500
D FIRST UN CORP                  COM              337358105     1672    35500 SH      SHARED                 35500
D FIRST UN CORP                  COM              337358105   708123 15026497 SH      SHARED      01      12679011           2347486
D FIRST UN CORP                  COM              337358105     4565    96885 SH      SHR/OTHR    01                  48658    48227
D FIRST UN CORP                  COM              337358105       77     1653 SH      SHARED      02          1653
D FIRST UN CORP                  COM              337358105      830    17626 SH      SHARED      03          5756             11870
D FIRST UN CORP                  COM              337358105    33636   713775 SH      SHARED      06        713775
D FIRST UN REAL EST EQ&MTG INVTS SH BEN INT       337400105      577   128260 SH      SHARED      01        123920              4340
D FIRST UN REAL EST EQ&MTG INVTS SH BEN INT       337400105       99    22220 SH      SHR/OTHR    01                           22220
D FIRST UN REAL EST EQ&MTG INVTS SH BEN INT       337400105     2009   446600 SH      SHARED      06        446600
D FIRST UN REAL EST EQ&MTG INVTS PFD CONV SER A   337400303     1270    58600 SH      SHARED      06         58600
D FIRST UTD BANCSHARES INC ARK   COM              33741E104     1504    80800 SH      SHARED      01         76100              4700
D FIRST UTD BANCSHARES INC ARK   COM              33741E104       42     2300 SH      SHARED      06          2300
D FIRST VA BANKS INC             COM              337477103       88     1800 SH      SHARED                  1800
D FIRST VA BANKS INC             COM              337477103    17588   358033 SH      SHARED      01        182823            175210
D FIRST VA BANKS INC             COM              337477103       73     1500 SH      SHR/OTHR    01                            1500
D FIRST VA BANKS INC             COM              337477103      132     2700 SH      SHARED      03          1500              1200
D FIRST VA BANKS INC             COM              337477103     1404    28600 SH      SHARED      06         28600
D FIRST WASH BANCORP INC WASH    COM              33748T104      591    29460 SH      SHARED      01         29460
D FIRST WASH BANCORP INC WASH    COM              33748T104       26     1300 SH      SHARED      06          1300
D FIRST WASH RLTY TR INC         COM              337489504        9      400 SH      SHARED      01           400
D FIRST WASH RLTY TR INC         COM              337489504      971    41570 SH      SHARED      03         13500             28070
D FIRST WASH RLTY TR INC         COM              337489504       42     1800 SH      SHARED      06          1800
D FIRST WESTERN BANCORP INC      COM              337505101     1475    44050 SH      SHARED      01         44050
D FIRST WESTERN BANCORP INC      COM              337505101       30      900 SH      SHARED      06           900
D FIRSTCITY FINL CORP            COM              33761X107        3      700 SH      SHARED      01           700
D FIRSTCITY FINL CORP            COM              33761X107       25     4600 SH      SHARED      06          4600
D FIRST YRS INC                  COM              337610109       12      800 SH      SHARED      01           800
D FIRSTCOM CORP                  COM              33763T104      160    18600 SH      SHARED      01         18600
D FIRSTAR CORP NEW WIS           COM              33763V109      901    32200 SH      SHARED                 32200
D FIRSTAR CORP NEW WIS           COM              33763V109   279630  9986809 SH      SHARED      01       8257419           1729390
D FIRSTAR CORP NEW WIS           COM              33763V109    15188   542429 SH      SHARED      06        542429
D FISERV INC                     COM              337738108      347    11100 SH      SHARED                 11100
D FISERV INC                     COM              337738108    28662   915398 SH      SHARED      01        464371            451027
D FISERV INC                     COM              337738108       37     1200 SH      SHR/OTHR    01                            1200
D FISERV INC                     COM              337738108       49     1587 SH      SHARED      03                            1587
D FISERV INC                     COM              337738108     5131   163879 SH      SHARED      06        163879
D FIRSTFED FINL CORP             COM              337907109     1126    58500 SH      SHARED      01         58500
D FIRSTFED FINL CORP             COM              337907109       96     5000 SH      SHARED      06          5000
D FIRSTMERIT CORP                COM              337915102    10622   378527 SH      SHARED      01        189143            189384
D FIRSTMERIT CORP                COM              337915102      190     6800 SH      SHARED      06          6800
D FLAGSTAR BANCORP INC           COM              337930101      242     9600 SH      SHARED      01          9600
D FLAGSTAR BANCORP INC           COM              337930101       20      800 SH      SHARED      06           800
D FIRSTENERGY CORP               COM              337932107   111510  3597121 SH      SHARED      01       2987803            609318
D FIRSTENERGY CORP               COM              337932107       15      500 SH      SHARED      02           500
D FIRSTENERGY CORP               COM              337932107       89     2887 SH      SHARED      03                            2887
D FIRSTENERGY CORP               COM              337932107     5400   174200 SH      SHARED      06        174200
D FISHER SCIENTIFIC INTL INC     COM NEW          338032204     2467   110600 SH      SHARED      01        103800              6800
D FISHER SCIENTIFIC INTL INC     COM NEW          338032204      118     5300 SH      SHARED      06          5300
D FLAMEL TECHNOLOGIES SA         SPONSORED ADR    338488109        0       50 SH      SHARED      06            50
D FLEET FINL GROUP INC NEW       COM              338915101   380822  8581917 SH      SHARED      01       7149709           1432208
D FLEET FINL GROUP INC NEW       COM              338915101      269     6064 SH      SHR/OTHR    01                   6064
D FLEET FINL GROUP INC NEW       COM              338915101     1415    31900 SH      SHARED      03          2140             29760
D FLEET FINL GROUP INC NEW       COM              338915101   155524  3504776 SH      SHARED      06       3504776
D FLEET FINL GROUP INC NEW       WT EXP  012701   338915119       11      252 SH      SHARED      01           252
D FLEETWOOD ENTERPRISES INC      COM              339099103    12637   478030 SH      SHARED      01        413730             64300
D FLEETWOOD ENTERPRISES INC      COM              339099103      660    25000 SH      SHARED      06         25000
D FLEMING COS INC                COM              339130106      137    11800 SH      SHARED                 11800
D FLEMING COS INC                COM              339130106     3794   326423 SH      SHARED      01        234100             92323
D FLEMING COS INC                COM              339130106       56     4900 SH      SHARED      06          4900
D FLETCHER CHALLENGE ENERGY DIV  SPONSORED ADR    339318107       86     3200 SH      SHARED      01          3200
D FLEXSTEEL INDS INC             COM              339382103      158    11900 SH      SHARED      01         11900
D FLORIDA EAST COAST INDS        COM              340632108     2194    49600 SH      SHARED      01         46400              3200
D FLORIDA EAST COAST INDS        COM              340632108       70     1600 SH      SHR/OTHR    01                            1600
D FLORIDA EAST COAST INDS        COM              340632108       57     1300 SH      SHARED      06          1300
D FLORIDA PANTHERS HLDGS INC     CL A             341064103      805    75400 SH      SHARED      01         68900              6500
D FLORIDA PANTHERS HLDGS INC     CL A             341064103       29     2800 SH      SHARED      06          2800
D FLORIDA PROGRESS CORP          COM              341109106    64993  1573245 SH      SHARED      01       1374005            199240
D FLORIDA PROGRESS CORP          COM              341109106      234     5682 SH      SHR/OTHR    01                   3000     2682
D FLORIDA PROGRESS CORP          COM              341109106       53     1300 SH      SHARED      03                            1300
D FLORIDA PROGRESS CORP          COM              341109106     2900    70200 SH      SHARED      06         70200
D FLORIDA ROCK INDS INC          COM              341140101     2006    44100 SH      SHARED      01         44100
D FLORIDA ROCK INDS INC          COM              341140101       50     1100 SH      SHARED      06          1100
D FLORSHEIM GROUP INC            COM              343302105        0        2 SH      SHARED      01             2
D FLOW INTL CORP                 COM              343468104       27     2500 SH      SHARED      01          2500
D FLOWERS INDS INC               COM              343496105      351    16200 SH      SHARED                 16200
D FLOWERS INDS INC               COM              343496105    15592   718982 SH      SHARED      01        394191            324791
D FLOWERS INDS INC               COM              343496105     2143    98822 SH      SHARED      06         98822
D FLOWSERVE CORP                 COM              34354P105       75     4000 SH      SHARED                  4000
D FLOWSERVE CORP                 COM              34354P105    10343   546187 SH      SHARED      01        237846            308341
D FLOWSERVE CORP                 COM              34354P105     1158    61200 SH      SHARED      06         61200
D FLUOR CORP                     COM              343861100       85     2100 SH      SHARED                  2100
D FLUOR CORP                     COM              343861100    46844  1156659 SH      SHARED      01        963826            192833
D FLUOR CORP                     COM              343861100        4      100 SH      SHARED      02           100
D FLUOR CORP                     COM              343861100       16      400 SH      SHARED      03                             400
D FLUOR CORP                     COM              343861100     2482    61291 SH      SHARED      06         61291
D FLYCAST COMMUNICATIONS CORP    COM              344067103       30     1600 SH      SHARED      03           700               900
D FLYCAST COMMUNICATIONS CORP    COM              344067103      830    43400 SH      SHARED      06         43400
D FOAMEX INTL INC                COM              344123104      198    35600 SH      SHARED      01         35600
D FOAMEX INTL INC                COM              344123104       64    11600 SH      SHARED      06         11600
D FOMENTO ECONOMICO MEXICANO SA  SPND ADR FEMSA   344419106      289     7249 SH      SHARED      01          7249
D FOMENTO ECONOMICO MEXICANO SA  SPND ADR FEMSA   344419106    18559   465430 SH      SHARED      02        465430
D FONIX CORP DEL                 COM              34459U108        6    23300 SH      SHARED      01         23300
D FOOD LION INC                  CL B             344775101    25018  2163860 SH      SHARED      01        869150           1294710
D FOOD LION INC                  CL B             344775101      458    39650 SH      SHARED      06         39650
D FOOD LION INC                  CL A             344775200     1039    87500 SH      SHARED      01         87500
D FOOD LION INC                  CL A             344775200       60     5100 SH      SHARED      06          5100
D FOOD TECHNOLOGY SERVICE INC    COM              344798103       39     9400 SH      SHARED      01          9400
D FOODMAKER INC NEW              COM NEW          344839204    19008   669900 SH      SHARED      01        242100            427800
D FOODMAKER INC NEW              COM NEW          344839204      116     4100 SH      SHARED      06          4100
D FOOTHILL INDPT BANCORP         COM              344905104        4      320 SH      SHARED      01           320
D FOOTSTAR INC                   COM              344912100    17046   458393 SH      SHARED      01        163425            294968
D FOOTSTAR INC                   COM              344912100     6170   165939 SH      SHR/OTHR    01                  73439    92500
D FOOTSTAR INC                   COM              344912100       85     2300 SH      SHARED      06          2300
D FORD MTR CO DEL                COM              345370100     6747   119550 SH      SHARED                119550
D FORD MTR CO DEL                COM              345370100  1033900 18319555 SH      SHARED      01      15466533           2853022
D FORD MTR CO DEL                COM              345370100     2763    48971 SH      SHR/OTHR    01                   7048    41923
D FORD MTR CO DEL                COM              345370100     1171    20759 SH      SHARED      03          7150             13609
D FORD MTR CO DEL                COM              345370100    54116   958875 SH      SHARED      06        958620               255
D FORE SYSTEMS INC               COM              345449102        0     4000 SH      SHARED      03          4000
D FORE SYSTEMS INC               COM              345449102        0     4535 SH      SHARED      06          4535
D FORELAND CORP                  COM NEW          345458301        6    12700 SH      SHARED      01         12700
D FOREMOST CORP OF AMER          COM              345469100     2741   124600 SH      SHARED      01         60800             63800
D FOREMOST CORP OF AMER          COM              345469100       39     1800 SH      SHARED      06          1800
D FOREST CITY ENTERPRISES INC    CL A             345550107     1716    61300 SH      SHARED      01         61300
D FOREST CITY ENTERPRISES INC    CL A             345550107       36     1300 SH      SHARED      06          1300
D FOREST CITY ENTERPRISES INC    CL B CONV        345550305       16      600 SH      SHARED      01           600
D FOREST LABS INC                CL A             345838106      689    14900 SH      SHARED                 14900
D FOREST LABS INC                CL A             345838106    31324   677288 SH      SHARED      01        468858            208430
D FOREST LABS INC                CL A             345838106      277     6000 SH      SHR/OTHR    01                            6000
D FOREST LABS INC                CL A             345838106     5052   109250 SH      SHARED      06        109250
D FOREST OIL CORP                COM NEW          346091606     1443   114900 SH      SHARED      01        114900
D FOREST OIL CORP                COM NEW          346091606       40     3220 SH      SHARED      06          3220
D FORRESTER RESH INC             COM              346563109       50     2000 SH      SHARED      01          2000
D FORRESTER RESH INC             COM              346563109        2      100 SH      SHARED      06           100
D FORT JAMES CORP                COM              347471104   120701  3186848 SH      SHARED      01       2650286            536562
D FORT JAMES CORP                COM              347471104      338     8932 SH      SHR/OTHR    01                   3516     5416
D FORT JAMES CORP                COM              347471104        7      200 SH      SHARED      02           200
D FORT JAMES CORP                COM              347471104       37     1000 SH      SHARED      03                            1000
D FORT JAMES CORP                COM              347471104     6293   166176 SH      SHARED      06        166176
D FORTUNE BRANDS INC             COM              349631101      190     4600 SH      SHARED                  4600
D FORTUNE BRANDS INC             COM              349631101   112942  2729734 SH      SHARED      01       2331373            398361
D FORTUNE BRANDS INC             COM              349631101      124     3000 SH      SHR/OTHR    01                   2000     1000
D FORTUNE BRANDS INC             COM              349631101       78     1900 SH      SHARED      03                            1900
D FORTUNE BRANDS INC             COM              349631101     5713   138100 SH      SHARED      06        138100
D FORWARD AIR CORP               COM              349853101       84     3000 SH      SHARED      03                            3000
D FORWARD AIR CORP               COM              349853101     3958   140750 SH      SHARED      05        140750
D FORWARD AIR CORP               COM              349853101        2       78 SH      SHARED      06            78
D FOSSIL INC                     COM              349882100    16853   348400 SH      SHARED      01        175050            173350
D FOSSIL INC                     COM              349882100       77     1600 SH      SHARED      06          1600
D FOSTER WHEELER CORP            COM              350244109      310    22100 SH      SHARED                 22100
D FOSTER WHEELER CORP            COM              350244109    11676   830324 SH      SHARED      01        648724            181600
D FOSTER WHEELER CORP            COM              350244109       28     2000 SH      SHARED      03                            2000
D FOSTER WHEELER CORP            COM              350244109      461    32800 SH      SHARED      06         32800
D FOUNDATION HEALTH SYS INC      COM              350404109      799    53300 SH      SHARED                 53300
D FOUNDATION HEALTH SYS INC      COM              350404109    11394   759661 SH      SHARED      01        377241            382420
D FOUNDATION HEALTH SYS INC      COM              350404109     1653   110257 SH      SHARED      06        110257
D 4FRONT TECHNOLOGIES INC        COM              351042106      131    13300 SH      SHARED      01         13300
D 4FRONT TECHNOLOGIES INC        COM              351042106       25     2600 SH      SHARED      06          2600
D FOX ENTMT GROUP INC            CL A             35138T107     1398    51927 SH      SHR/OTHR    06                           51927
D FOX ENTMT GROUP INC            CL A             35138T107      121     4500 SH      SHARED                  4500
D FOX ENTMT GROUP INC            CL A             35138T107     6258   232345 SH      SHARED      01        232345
D FOX ENTMT GROUP INC            CL A             35138T107       10      400 SH      SHR/OTHR    01                             400
D FOX ENTMT GROUP INC            CL A             35138T107      131     4870 SH      SHARED      03                            4870
D FOX ENTMT GROUP INC            CL A             35138T107     2708   100552 SH      SHARED      06        100552
D FRANCE TELECOM                 SPONSORED ADR    35177Q105      123     1600 SH      SHARED                  1600
D FRANCE TELECOM                 SPONSORED ADR    35177Q105      159     2076 SH      SHARED      01          2000                76
D FRANCHISE FIN CORP AMER        COM              351807102     3495   157100 SH      SHARED      01        157100
D FRANCHISE FIN CORP AMER        COM              351807102       57     2573 SH      SHARED      03                            2573
D FRANCHISE FIN CORP AMER        COM              351807102      636    28624 SH      SHARED      06         28624
D FRANCHISE MORTGAGE ACCEPTANCE  COM              35181D108      425    48600 SH      SHARED      01         47000              1600
D FRANCHISE MORTGAGE ACCEPTANCE  COM              35181D108        9     1100 SH      SHARED      06          1100
D FRANKLIN BK NA SOUTHFIELD MICH COM              352456107        2      254 SH      SHARED      01           254
D FRANKLIN CAP CORP              COM              35252P105        1      300 SH      SHARED      01           300
D FRANKLIN COVEY CO              COM              353469109     1114   151100 SH      SHARED      01        147600              3500
D FRANKLIN COVEY CO              COM              353469109        0      100 SH      SHARED      03                             100
D FRANKLIN COVEY CO              COM              353469109       25     3500 SH      SHARED      06          3500
D FRANKLIN ELEC INC              COM              353514102     1033    15900 SH      SHARED      01         15900
D FRANKLIN ELEC INC              COM              353514102       45      700 SH      SHARED      06           700
D FRANKLIN RES INC               COM              354613101   132762  3268001 SH      SHARED      01       2913587            354414
D FRANKLIN RES INC               COM              354613101      654    16106 SH      SHR/OTHR    01                    600    15506
D FRANKLIN RES INC               COM              354613101      329     8100 SH      SHARED      03                            8100
D FRANKLIN RES INC               COM              354613101    11560   284554 SH      SHARED      06        284554
D FREDS INC                      CL A             356108100      129     8300 SH      SHARED      01          8300
D FREDS INC                      CL A             356108100      107     6900 SH      SHARED      06          6900
D FREEDOM SECS CORP              COM              35644K103      803    46900 SH      SHARED      01         46900
D FREEDOM SECS CORP              COM              35644K103      111     6500 SH      SHARED      06          6500
D FREEPORT-MCMORAN COPPER & GOLD CL A             35671D105      277    16591 SH      SHARED      01         16591
D FREEPORT-MCMORAN COPPER & GOLD CL A             35671D105       10      624 SH      SHARED      03                             624
D FREEPORT-MCMORAN COPPER & GOLD CL A             35671D105        3      200 SH      SHARED      06           200
D FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857       10      600 SH      SHARED                   600
D FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857    34876  1944414 SH      SHARED      01       1580407            364007
D FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857      113     6331 SH      SHARED      03                            6331
D FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857     2188   122014 SH      SHARED      06        122014
D FREEPORT MCMORAN OIL & GAS RTY UNIT BEN INT     356713107        0       24 SH      SHARED      03                              24
D FREMONT GEN CORP               COM              357288109     8384   444194 SH      SHARED      01        249494            194700
D FREMONT GEN CORP               COM              357288109      184     9784 SH      SHR/OTHR    01                   9784
D FREMONT GEN CORP               COM              357288109      279    14800 SH      SHARED      06         14800
D FRENCH FRAGRANCES INC          COM              357658103        1      200 SH      SHARED      01           200
D FRENCH FRAGRANCES INC          COM              357658103       48     6600 SH      SHARED      06          6600
D FRESENIUS MED CARE AG          SPONSORED ADR    358029106      282    14079 SH      SHARED      01         10729              3350
D FRESENIUS MED CARE AG          SPONSORED ADR    358029106       14      734 SH      SHR/OTHR    01                             734
D FRESHSTART VENTURE CAP CORP    COM              358042109       18     4700 SH      SHARED      01          4700
D FRIEDE GOLDMAN INTERNATIONAL   COM              358430106     3114   225500 SH      SHARED      01         57000            168500
D FRIEDE GOLDMAN INTERNATIONAL   COM              358430106       42     3100 SH      SHARED      06          3100
D FRIEDMAN BILLINGS RAMSEY GROUP CL A             358433100     1130    95200 SH      SHARED      01         91800              3400
D FRIEDMAN BILLINGS RAMSEY GROUP CL A             358433100       35     3000 SH      SHARED      06          3000
D FRIEDMANS INC                  CL A             358438109     2148   247300 SH      SHARED      01         60400            186900
D FRIEDMANS INC                  CL A             358438109       79     9100 SH      SHARED      06          9100
D FRISCHS RESTAURANTS INC        COM              358748101        3      324 SH      SHARED      01           324
D FRITZ COS INC                  COM              358846103     2485   231234 SH      SHARED      01        148016             83218
D FRITZ COS INC                  COM              358846103      849    79000 SH      SHARED      06         79000
D FRONTIER CORPORATION           COM              35906P105      211     3600 SH      SHARED                  3600
D FRONTIER CORPORATION           COM              35906P105   172114  2935852 SH      SHARED      01       2504204            431648
D FRONTIER CORPORATION           COM              35906P105      152     2600 SH      SHR/OTHR    01                            2600
D FRONTIER CORPORATION           COM              35906P105    12344   210565 SH      SHARED      06        210565
D FRONTIER AIRLINES INC NEW      COM              359065109       24     1500 SH      SHARED      06          1500
D FRONTIER FINL CORP WASH        COM              35907K105      536    21900 SH      SHARED      01         20000              1900
D FRONTIER FINL CORP WASH        COM              35907K105       36     1500 SH      SHARED      06          1500
D FRONTIER INS GROUP INC NEW     COM              359081106     6773   440548 SH      SHARED      01        188699            251849
D FRONTIER INS GROUP INC NEW     COM              359081106       66     4300 SH      SHARED      06          4300
D FRONTIER OIL CORP              COM              35914P105      171    25200 SH      SHARED      01         25200
D FRONTIER OIL CORP              COM              35914P105      141    20700 SH      SHARED      06         20700
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     1987   600000 SH      SHARED      01        593900              6100
D FUISZ TECHNOLOGIES LTD         COM              359536109       48    14500 SH      SHARED      06         14500
D FULLER H B CO                  COM              359694106       82     1200 SH      SHARED                  1200
D FULLER H B CO                  COM              359694106     8838   129261 SH      SHARED      01         85050             44211
D FULLER H B CO                  COM              359694106      444     6500 SH      SHARED      06          6500
D FULTON FINL CORP PA            COM              360271100     6715   324627 SH      SHARED      01         97010    12551   215066
D FULTON FINL CORP PA            COM              360271100      950    45927 SH      SHARED      03           453             45474
D FULTON FINL CORP PA            COM              360271100      136     6600 SH      SHARED      06          6600
D FURNITURE BRANDS INTL INC      COM              360921100     6639   238200 SH      SHARED                238200
D FURNITURE BRANDS INTL INC      COM              360921100     6221   223206 SH      SHARED      01        127306             95900
D FURNITURE BRANDS INTL INC      COM              360921100      949    34045 SH      SHARED      06         34045
D FURON CO                       COM              361106107     4784   251818 SH      SHARED      01         81600            170218
D FURON CO                       COM              361106107       26     1400 SH      SHARED      06          1400
D G & K SVCS INC                 CL A             361268105    21315   406973 SH      SHARED      01        204285            202688
D G & K SVCS INC                 CL A             361268105       94     1800 SH      SHARED      06          1800
D GATX CORP                      COM              361448103      190     5000 SH      SHARED                  5000
D GATX CORP                      COM              361448103    13859   364138 SH      SHARED      01        168714            195424
D GATX CORP                      COM              361448103     1217    32000 SH      SHARED      06         32000
D GBC BANCORP CALIF              COM              361475106     1223    60400 SH      SHARED      01         55800              4600
D GBC BANCORP CALIF              COM              361475106       30     1500 SH      SHARED      06          1500
D GC COS INC                     COM              36155Q109     2329    65166 SH      SHARED      01         38537             26629
D GC COS INC                     COM              36155Q109       28      800 SH      SHARED      06           800
D GRC INTERNATIONAL INC          COM              361922107      517    60900 SH      SHARED      01         60900
D GST TELECOMMUNICATIONS INC     COM              361942105      126     9600 SH      SHARED      01          9600
D GST TELECOMMUNICATIONS INC     COM              361942105     2415   183170 SH      SHARED      02        183170
D GP STRATEGIES CORP             COM              36225V104        1      200 SH      SHARED      01           200
D GPU INC                        COM              36225X100    72114  1709391 SH      SHARED      01       1505331      400   203660
D GPU INC                        COM              36225X100       29      700 SH      SHR/OTHR    01                    700
D GPU INC                        COM              36225X100       12      300 SH      SHARED      02           300
D GPU INC                        COM              36225X100        8      200 SH      SHARED      03                             200
D GPU INC                        COM              36225X100     3910    92700 SH      SHARED      06         92700
D GTE CORP                       COM              362320103     4748    62900 SH      SHARED                 62900
D GTE CORP                       COM              362320103  1152881 15269955 SH      SHARED      01      12716635           2553320
D GTE CORP                       COM              362320103    22115   292916 SH      SHR/OTHR    01                 162417   130499
D GTE CORP                       COM              362320103    48205   638484 SH      SHARED      02        638484
D GTE CORP                       COM              362320103     1012    13411 SH      SHARED      03          3354             10057
D GTE CORP                       COM              362320103   214709  2843837 SH      SHARED      06       2843837
D GT INTERACTIVE SOFTWARE CORP   COM              36236E109     1362   389300 SH      SHARED      01        102000            287300
D GT INTERACTIVE SOFTWARE CORP   COM              36236E109       12     3600 SH      SHARED      06          3600
D GABELLI EQUITY TR INC          COM              362397101      216    17500 SH      SHARED      06         17500
D GABELLI SER FDS INC            CONV SECS FD     36240B109      113    10000 SH      SHR/OTHR    01                  10000
D GABLES RESIDENTIAL TR          SH BEN INT       362418105     1971    81700 SH      SHARED      01         78400              3300
D GABLES RESIDENTIAL TR          SH BEN INT       362418105      207     8600 SH      SHARED      06          8600
D GADZOOKS INC                   COM              362553109       78     4900 SH      SHARED      01          2800              2100
D GADZOOKS INC                   COM              362553109      314    19625 SH      SHARED      06         19625
D GAINSCO INC                    COM              363127101        2      482 SH      SHARED      01           482
D GALEY & LORD INC               COM              36352K103       92    21100 SH      SHARED      01         21100
D GALEY & LORD INC               COM              36352K103        8     2000 SH      SHARED      03                            2000
D GALEY & LORD INC               COM              36352K103       40     9200 SH      SHARED      06          9200
D GALILEO INTERNATIONAL INC      COM              363547100     6033   112900 SH      SHARED      01        112900
D GALILEO INTERNATIONAL INC      COM              363547100      397     7436 SH      SHARED      06          7436
D GALLAGHER ARTHUR J & CO        COM              363576109     3910    79003 SH      SHARED      01         56803             22200
D GALLAGHER ARTHUR J & CO        COM              363576109       99     2000 SH      SHARED      06          2000
D GALLAHER GROUP PLC             SPONSORED ADR    363595109        9      400 SH      SHARED                   400
D GALLAHER GROUP PLC             SPONSORED ADR    363595109     1854    75874 SH      SHARED      01         66816              9058
D GALLAHER GROUP PLC             SPONSORED ADR    363595109       48     2000 SH      SHR/OTHR    01                   1000     1000
D GALLAHER GROUP PLC             SPONSORED ADR    363595109       39     1600 SH      SHARED      06          1600
D GANNETT INC                    COM              364730101     3083    43200 SH      SHARED                 43200
D GANNETT INC                    COM              364730101   314178  4401803 SH      SHARED      01       3672179            729624
D GANNETT INC                    COM              364730101     5670    79450 SH      SHR/OTHR    01                  55850    23600
D GANNETT INC                    COM              364730101       28      400 SH      SHARED      02           400
D GANNETT INC                    COM              364730101      178     2500 SH      SHARED      03                            2500
D GANNETT INC                    COM              364730101    20450   286524 SH      SHARED      06        286524
D GAP INC DEL                    COM              364760108     2949    58550 SH      SHARED                 58550
D GAP INC DEL                    COM              364760108   604967 12009277 SH      SHARED      01      10533781           1475496
D GAP INC DEL                    COM              364760108       37      750 SH      SHR/OTHR    01                             750
D GAP INC DEL                    COM              364760108       50     1000 SH      SHARED      02          1000
D GAP INC DEL                    COM              364760108     1352    26846 SH      SHARED      03          6463             20383
D GAP INC DEL                    COM              364760108    20751   411934 SH      SHARED      06        411934
D GARAN INC                      COM              364802108      141     4400 SH      SHARED      01          4400
D GARDEN RIDGE CORP              COM              36541P104     1219   256800 SH      SHARED      01         53800            203000
D GARDEN RIDGE CORP              COM              36541P104       56    11800 SH      SHARED      06         11800
D GARDENBURGER INC               COM              365476100     5727   650000 SH      SHARED                                  650000
D GARDENBURGER INC               COM              365476100       74     8500 SH      SHARED      01          8500
D GARDNER DENVER INC             COM              365558105      828    51357 SH      SHARED      01         51357
D GARDNER DENVER INC             COM              365558105        4      300 SH      SHARED      03                             300
D GARDNER DENVER INC             COM              365558105       22     1400 SH      SHARED      06          1400
D GARTNER GROUP INC NEW          COM              366651107     6554   319716 SH      SHARED      01        158616            161100
D GARTNER GROUP INC NEW          COM              366651107    19412   946957 SH      SHARED      06        946957
D GASONICS INTL CORP             COM              367278108      119     8500 SH      SHARED      01          8500
D GATEWAY INC                    COM              367626108   115299  1952172 SH      SHARED      01       1821272            130900
D GATEWAY INC                    COM              367626108        4       75 SH      SHR/OTHR    01                              75
D GATEWAY INC                    COM              367626108       37      640 SH      SHARED      03                             640
D GATEWAY INC                    COM              367626108    10731   181700 SH      SHARED      06        181700
D GAYLORD ENTMT CO NEW           COM              367905106     5672   189096 SH      SHARED      01         80506            108590
D GAYLORD ENTMT CO NEW           COM              367905106       75     2500 SH      SHARED      06          2500
D GAYLORD CONTAINER CORP         CL A             368145108     2151   271100 SH      SHARED      01        154600            116500
D GAYLORD CONTAINER CORP         CL A             368145108       56     7100 SH      SHARED      06          7100
D GEHL CO                        COM              368483103        8      400 SH      SHARED      01           400
D GELTEX PHARMACEUTICALS INC     COM              368538104      972    54000 SH      SHARED      01         52300              1700
D GELTEX PHARMACEUTICALS INC     COM              368538104       39     2200 SH      SHARED      06          2200
D GENCOR INDS INC                COM              368678108        0      800 SH      SHARED      01           800
D GENCORP INC                    COM              368682100       25     1000 SH      SHARED                  1000
D GENCORP INC                    COM              368682100     7549   298974 SH      SHARED      01        156596            142378
D GENCORP INC                    COM              368682100        4      164 SH      SHARED      03           164
D GENCORP INC                    COM              368682100     1088    43100 SH      SHARED      06         43100
D GENENTECH INC                  COM SPL          368710307        0     2500 SH      SHARED      01          2500
D GENENTECH INC                  COM SPL          368710307        0     4900 SH      SHARED      06          4900
D GENER S A                      SPONSORED ADR    368731105      113     6400 SH      SHARED      01          6400
D GENER S A                      SPONSORED ADR    368731105     3193   179900 SH      SHARED      06        179900
D GENERAL BINDING CORP           COM              369154109      789    33575 SH      SHARED      01          6700             26875
D GENERAL BINDING CORP           COM              369154109       16      700 SH      SHARED      06           700
D GENERAL CABLE CORP DEL NEW     COM              369300108     2110   131900 SH      SHARED      01        131900
D GENERAL CABLE CORP DEL NEW     COM              369300108       70     4400 SH      SHARED      06          4400
D GENERAL CIGAR HLDGS INC        CL A             36933P100       54     7001 SH      SHARED      01          2800              4201
D GENERAL CIGAR HLDGS INC        CL A             36933P100        7      900 SH      SHARED      06           900
D GENERAL CHEM GROUP INC         COM              369332101       11     3700 SH      SHARED                  3700
D GENERAL CHEM GROUP INC         COM              369332101       99    31900 SH      SHARED      01         28900              3000
D GENERAL CHEM GROUP INC         COM              369332101       22     7100 SH      SHARED      06          7100
D GENERAL COMMUNICATION INC      CL A             369385109      933   137400 SH      SHARED      01        137400
D GENERAL COMMUNICATION INC      CL A             369385109       29     4300 SH      SHARED      06          4300
D GENERAL DATACOMM INDS INC      COM              369487103      161    56100 SH      SHARED      01         39600             16500
D GENERAL DYNAMICS CORP          COM              369550108      785    11400 SH      SHARED                 11400
D GENERAL DYNAMICS CORP          COM              369550108   126550  1837395 SH      SHARED      01       1545375            292020
D GENERAL DYNAMICS CORP          COM              369550108    28065   407484 SH      SHR/OTHR    01                 407484
D GENERAL DYNAMICS CORP          COM              369550108       27      400 SH      SHARED      02           400
D GENERAL DYNAMICS CORP          COM              369550108     8781   127500 SH      SHARED      06        127500
D GENERAL ELEC CO                COM              369604103    19176   169701 SH      SHARED                169701
D GENERAL ELEC CO                COM              369604103  5854734 51811814 SH      SHARED      01      42608144     1502  9202168
D GENERAL ELEC CO                COM              369604103   239996  2123863 SH      SHR/OTHR    01                1712312   411551
D GENERAL ELEC CO                COM              369604103    40067   354581 SH      SHARED      02        354581
D GENERAL ELEC CO                COM              369604103    10538    93258 SH      SHARED      03         20798             72460
D GENERAL ELEC CO                COM              369604103   346151  3063289 SH      SHARED      06       3062739               550
D GENERAL EMPLOYMENT ENTERPRISES COM              369730106       31     5720 SH      SHARED      01          5720
D GENERAL GROWTH PPTYS INC       COM              370021107    18268   514600 SH      SHARED      01        161900            352700
D GENERAL GROWTH PPTYS INC       COM              370021107       13      375 SH      SHARED      03                             375
D GENERAL GROWTH PPTYS INC       COM              370021107      353     9959 SH      SHARED      06          9959
D GENERAL HOUSEWARES CORP        COM              370073108        5      300 SH      SHARED      01           300
D GENERAL INSTR CORP DEL         COM              370120107     1071    25200 SH      SHARED                 25200
D GENERAL INSTR CORP DEL         COM              370120107   105176  2474749 SH      SHARED      01       2155449            319300
D GENERAL INSTR CORP DEL         COM              370120107      327     7700 SH      SHARED      03          4100              3600
D GENERAL INSTR CORP DEL         COM              370120107     6045   142250 SH      SHARED      06        142250
D GENERAL MAGIC INC              COM              370253106      682   193200 SH      SHARED      01         59300            133900
D GENERAL MAGIC INC              COM              370253106       97    27700 SH      SHARED      06         27700
D GENERAL MLS INC                COM              370334104      594     7400 SH      SHARED                  7400
D GENERAL MLS INC                COM              370334104   194009  2413808 SH      SHARED      01       2041951            371857
D GENERAL MLS INC                COM              370334104     4705    58542 SH      SHR/OTHR    01                  42917    15625
D GENERAL MLS INC                COM              370334104       24      300 SH      SHARED      02           300
D GENERAL MLS INC                COM              370334104      144     1802 SH      SHARED      03           500              1302
D GENERAL MLS INC                COM              370334104    79128   984495 SH      SHARED      06        984495
D GENERAL MTRS CORP              COM              370442105      541     8200 SH      SHARED                  8200
D GENERAL MTRS CORP              COM              370442105   680744 10314318 SH      SHARED      01       8640824           1673494
D GENERAL MTRS CORP              COM              370442105     3244    49163 SH      SHR/OTHR    01                  34090    15073
D GENERAL MTRS CORP              COM              370442105      329     4996 SH      SHARED      03          1300              3696
D GENERAL MTRS CORP              COM              370442105    58563   887330 SH      SHARED      06        887330
D GENERAL MTRS CORP              CL H NEW         370442832      112     2000 SH      SHR/OTHR    06                            2000
D GENERAL MTRS CORP              CL H NEW         370442832      281     5000 SH      SHARED                  5000
D GENERAL MTRS CORP              CL H NEW         370442832    39303   697964 SH      SHARED      01        339320            358644
D GENERAL MTRS CORP              CL H NEW         370442832      113     2010 SH      SHR/OTHR    01                   2010
D GENERAL MTRS CORP              CL H NEW         370442832        1       20 SH      SHARED      03            10                10
D GENERAL MTRS CORP              CL H NEW         370442832     8945   158848 SH      SHARED      06        158848
D GENERAL NUTRITION COS INC      COM              37047F103      170     7300 SH      SHARED                  7300
D GENERAL NUTRITION COS INC      COM              37047F103    17945   769809 SH      SHARED      01        496209            273600
D GENERAL NUTRITION COS INC      COM              37047F103       76     3300 SH      SHARED      03                            3300
D GENERAL NUTRITION COS INC      COM              37047F103     1023    43884 SH      SHARED      06         43884
D GENERAL SEMICONDUCTOR INC      COM              370787103     2166   237392 SH      SHARED      01         77592            159800
D GENERAL SEMICONDUCTOR INC      COM              370787103       37     4100 SH      SHARED      06          4100
D GENERAL SURGICAL INNOVATIONS   COM              371013103      782   181400 SH      SHARED                181400
D GENESCO INC                    SUB NT CV 144A05 371532AK8     2739  3000000 PRN     SHARED      06       3000000
D GENESCO INC                    SUB NT CV 5.5%05 371532AL6    22309 24435000 PRN     SHARED      06      24435000
D GENESCO INC                    COM              371532102     1067    73300 SH      SHARED      01         65900              7400
D GENESCO INC                    COM              371532102       36     2500 SH      SHARED      03                            2500
D GENESCO INC                    COM              371532102       42     2900 SH      SHARED      06          2900
D GENTEX CORP                    COM              371901109    29610  1057500 SH      SHARED      01        566400            491100
D GENTEX CORP                    COM              371901109       56     2000 SH      SHR/OTHR    01                            2000
D GENTEX CORP                    COM              371901109     1670    59650 SH      SHARED      06         59650
D GENESIS HEALTH VENTURES INC    COM              371912106      695   231692 SH      SHARED      01        136392             95300
D GENESIS HEALTH VENTURES INC    COM              371912106        1      450 SH      SHR/OTHR    01                             450
D GENESIS HEALTH VENTURES INC    COM              371912106       26     8900 SH      SHARED      03          6500              2400
D GENESIS HEALTH VENTURES INC    COM              371912106      150    50000 SH      SHARED      06         50000
D GENESYS TELECOMMUNICATION LABS COM              371931106      535    21400 SH      SHARED      01         21400
D GENESYS TELECOMMUNICATION LABS COM              371931106       30     1200 SH      SHARED      06          1200
D GENESIS MICROCHIP INC          COM              371933102      151     6400 SH      SHARED      01          6400
D GENESIS DIRECT INC             COM              371935107        2     1100 SH      SHARED      01          1100
D GENESIS DIRECT INC             COM              371935107       17     9100 SH      SHARED      06          9100
D GENEVA STL CO                  WT EXP  031600   372252122        0   123900 SH      SHARED      06        123900
D GENISYS RESERVATION SYSTEMS    COM              372299107        0        3 SH      SHARED      03             3
D GENLYTE GROUP INC              COM              372302109      861    38400 SH      SHARED      01         38400
D GENLYTE GROUP INC              COM              372302109       31     1400 SH      SHARED      06          1400
D GENRAD INC                     COM              372447102     1648    77100 SH      SHARED      01         77100
D GENRAD INC                     COM              372447102       70     3300 SH      SHARED      06          3300
D GENTNER COMMUNICATIONS CORP    COM              37245J105        6     1200 SH      SHARED      01          1200
D GENTEK INC                     COM              37245X104      395    28500 SH      SHARED      01         25600              2900
D GENTEK INC                     COM              37245X104       15     1100 SH      SHARED      06          1100
D GEON CO                        COM              37246W105       45     1400 SH      SHARED                  1400
D GEON CO                        COM              37246W105     5921   183600 SH      SHARED      01        125900             57700
D GEON CO                        COM              37246W105      506    15700 SH      SHARED      06         15700
D GENUINE PARTS CO               COM              372460105    95593  2731253 SH      SHARED      01       2296075            435178
D GENUINE PARTS CO               COM              372460105      387    11075 SH      SHR/OTHR    01                   9050     2025
D GENUINE PARTS CO               COM              372460105        7      200 SH      SHARED      02           200
D GENUINE PARTS CO               COM              372460105      112     3200 SH      SHARED      03                            3200
D GENUINE PARTS CO               COM              372460105     4364   124700 SH      SHARED      06        124700
D GENZYME CORP                   COM GENL DIV     372917104      397     8200 SH      SHARED                  8200
D GENZYME CORP                   COM GENL DIV     372917104    31305   645476 SH      SHARED      01        321634            323842
D GENZYME CORP                   COM GENL DIV     372917104      305     6300 SH      SHR/OTHR    01                   2500     3800
D GENZYME CORP                   COM GENL DIV     372917104     4318    89043 SH      SHARED      06         89043
D GENZYME CORP                   COM-TISSUE REP   372917401        4     2014 SH      SHARED      01            66              1948
D GENZYME CORP                   COM-MOLECULAR    372917500       22     8247 SH      SHARED      01          6087              2160
D GENZYME CORP                   COM-MOLECULAR    372917500        1      408 SH      SHR/OTHR    01                             408
D GENZYME CORP                   COM-MOLECULAR    372917500        2      960 SH      SHARED      06           960
D GEORGIA GULF CORP              COM PAR $0.01    373200203     5170   306418 SH      SHARED      01        163385            143033
D GEORGIA GULF CORP              COM PAR $0.01    373200203      496    29400 SH      SHARED      06         29400
D GEORGIA PAC CORP               COM GA PAC GRP   373298108     3320    70100 SH      SHARED                 70100
D GEORGIA PAC CORP               COM GA PAC GRP   373298108   128208  2706249 SH      SHARED      01       2278135            428114
D GEORGIA PAC CORP               COM GA PAC GRP   373298108      524    11080 SH      SHR/OTHR    01                   4522     6558
D GEORGIA PAC CORP               COM GA PAC GRP   373298108        9      200 SH      SHARED      02           200
D GEORGIA PAC CORP               COM GA PAC GRP   373298108       26      568 SH      SHARED      03                             568
D GEORGIA PAC CORP               COM GA PAC GRP   373298108    19449   410536 SH      SHARED      06        410536
D GEORGIA PAC CORP               COM-TIMBER GRP   373298702      227     9000 SH      SHARED                  9000
D GEORGIA PAC CORP               COM-TIMBER GRP   373298702    16435   650928 SH      SHARED      01        339386            311542
D GEORGIA PAC CORP               COM-TIMBER GRP   373298702       89     3555 SH      SHR/OTHR    01                    861     2694
D GEORGIA PAC CORP               COM-TIMBER GRP   373298702      133     5300 SH      SHARED      03          5000               300
D GEORGIA PAC CORP               COM-TIMBER GRP   373298702     1126    44600 SH      SHARED      06         44600
D GEOTEL COMMUNICATIONS CORP     COM              373656107        0    76400 SH      SHARED      05         76400
D GERALD STEVENS INC             COM              37369G101      480    40000 SH      SHARED      01         40000
D GERBER SCIENTIFIC INC          COM              373730100     5072   229900 SH      SHARED      01        100100            129800
D GERBER SCIENTIFIC INC          COM              373730100     1129    51200 SH      SHARED      06         51200
D GERON CORP                     COM              374163103        8      780 SH      SHARED      06           780
D GETTY IMAGES INC               SB NT CV 144A 03 374276AA1     1366  1500000 PRN     SHARED      06       1500000
D GETTY IMAGES INC               COM              374276103     3138   166300 SH      SHARED      01         63000            103300
D GETTY IMAGES INC               COM              374276103     1760    93250 SH      SHARED      03         89000              4250
D GETTY IMAGES INC               COM              374276103     1215    64400 SH      SHARED      05         64400
D GETTY IMAGES INC               COM              374276103     2123   112500 SH      SHARED      06        112500
D GETTY PETE MARKETING INC       COM              374292100        1      600 SH      SHARED      01           600
D GETTY RLTY CORP NEW            COM              374297109      233    16230 SH      SHARED      01         16230
D GETTY RLTY CORP NEW            COM              374297109       12      900 SH      SHARED      06           900
D GIANT CEMENT HLDG INC          COM              374450104      491    21500 SH      SHARED      01         19400              2100
D GIANT CEMENT HLDG INC          COM              374450104       25     1100 SH      SHARED      06          1100
D GIANT GROUP LTD                COM              374503100       31     4300 SH      SHARED      01          4300
D GIANT INDS INC                 COM              374508109       44     4500 SH      SHARED      01          4500
D GIBRALTAR STL CORP             COM              37476F103      574    23200 SH      SHARED      01         21400              1800
D GIBRALTAR STL CORP             COM              37476F103      383    15500 SH      SHARED      06         15500
D GIBSON GREETINGS INC           COM              374827103      930   146713 SH      SHARED      01         89508             57205
D GIBSON GREETINGS INC           COM              374827103       82    12925 SH      SHARED      06         12925
D GILEAD SCIENCES INC            COM              375558103      167     3200 SH      SHARED                  3200
D GILEAD SCIENCES INC            COM              375558103    15382   294400 SH      SHARED      01        151850            142550
D GILEAD SCIENCES INC            COM              375558103      235     4500 SH      SHR/OTHR    01                            4500
D GILEAD SCIENCES INC            COM              375558103      791    15150 SH      SHARED      06         15150
D GILLETTE CO                    COM              375766102    30247   737753 SH      SHARED      06        307753            430000
D GILLETTE CO                    COM              375766102     1213    29601 SH      SHARED                 29601
D GILLETTE CO                    COM              375766102   732721 17871247 SH      SHARED      01      14750146     1250  3119851
D GILLETTE CO                    COM              375766102    20452   498851 SH      SHR/OTHR    01                 212526   286325
D GILLETTE CO                    COM              375766102       76     1870 SH      SHARED      02          1870
D GILLETTE CO                    COM              375766102     2152    52501 SH      SHARED      03          1130             51371
D GILLETTE CO                    COM              375766102   190551  4647605 SH      SHARED      06       4647195               410
D GILMAN & CIOCIA INC            COM              375908100       77     8400 SH      SHARED      01          8400
D GLACIER BANCORP INC NEW        COM              37637Q105       12      529 SH      SHARED      01           529
D GLACIER WATER SVCS INC         COM              376395109        1      100 SH      SHARED      01           100
D GLAMIS GOLD LTD                COM              376775102        5     2700 SH      SHARED      01          2700
D GLATFELTER P H CO              COM              377316104     4754   325100 SH      SHARED                325100
D GLATFELTER P H CO              COM              377316104     3497   239136 SH      SHARED      01        132700            106436
D GLATFELTER P H CO              COM              377316104      254    17400 SH      SHARED      06         17400
D GLAXO WELLCOME PLC             SPONSORED ADR    37733W105     4354    76900 SH      SHARED                 76900
D GLAXO WELLCOME PLC             SPONSORED ADR    37733W105    13667   241376 SH      SHARED      01        227076             14300
D GLAXO WELLCOME PLC             SPONSORED ADR    37733W105      518     9152 SH      SHR/OTHR    01                   3952     5200
D GLAXO WELLCOME PLC             SPONSORED ADR    37733W105      356     6300 SH      SHARED      03           300              6000
D GLAXO WELLCOME PLC             SPONSORED ADR    37733W105    11032   194835 SH      SHARED      06        194835
D GLEASON CORP                   COM              377339106      618    36800 SH      SHARED      01         36800
D GLEASON CORP                   COM              377339106      110     6600 SH      SHARED      06          6600
D GLENAYRE TECHNOLOGIES INC      COM              377899109     1801   501337 SH      SHARED      01        268125            233212
D GLENAYRE TECHNOLOGIES INC      COM              377899109       39    11100 SH      SHARED      06         11100
D GLENBOROUGH RLTY TR INC        COM              37803P105     2017   115300 SH      SHARED      01        110700              4600
D GLENBOROUGH RLTY TR INC        COM              37803P105       78     4500 SH      SHARED      06          4500
D GLENBOROUGH RLTY TR INC        PFD CV SER A%    37803P204     7848   413100 SH      SHARED      06        413100
D GLOBAL PHARMACEUTICAL CORP     COM              378922108        4     1500 SH      SHARED      03                            1500
D GLIATECH INC                   COM              37929C103      147     5800 SH      SHARED      01          5800
D GLIMCHER RLTY TR               SH BEN INT       379302102     4178   255200 SH      SHARED      01         96200            159000
D GLIMCHER RLTY TR               SH BEN INT       379302102      126     7700 SH      SHARED      06          7700
D GLOBAL INDL TECHNOLOGIES INC   COM              379335102     2597   215353 SH      SHARED      01        110973            104380
D GLOBAL INDL TECHNOLOGIES INC   COM              379335102        9      809 SH      SHR/OTHR    01                             809
D GLOBAL INDL TECHNOLOGIES INC   COM              379335102      110     9200 SH      SHARED      06          9200
D GLOBAL INDS LTD                COM              379336100     8612   672200 SH      SHARED                672200
D GLOBAL INDS LTD                COM              379336100    11820   922600 SH      SHARED      01        586900            335700
D GLOBAL INDS LTD                COM              379336100      759    59300 SH      SHARED      06         59300
D GLOBAL IMAGING SYSTEMS         COM              37934A100        5      300 SH      SHARED      01           300
D GLOBAL PARTNERS INCOME FD INC  COM              37935R102       24     2000 SH      SHR/OTHR    01                   2000
D GLOBAL MARINE INC              COM              379352404      435    28100 SH      SHARED                 28100
D GLOBAL MARINE INC              COM              379352404    18370  1185198 SH      SHARED      01        593283            591915
D GLOBAL MARINE INC              COM              379352404      297    19175 SH      SHARED      03          1125             18050
D GLOBAL MARINE INC              COM              379352404     4035   260351 SH      SHARED      06        260351
D GLOBAL PMT TECHNOLOGIES INC    COM              37936S109        9     1200 SH      SHARED      01          1200
D GLOBAL TELESYSTEMS GROUP       COM              37936U104     1767    21823 SH      SHR/OTHR    01                           21823
D GLOBAL TELESYSTEMS GROUP       COM              37936U104      364     4500 SH      SHARED                  4500
D GLOBAL TELESYSTEMS GROUP       COM              37936U104    73408   906272 SH      SHARED      01        664172            242100
D GLOBAL TELESYSTEMS GROUP       COM              37936U104    18694   230793 SH      SHARED      02        230793
D GLOBAL TELESYSTEMS GROUP       COM              37936U104      500     6180 SH      SHARED      03          1830              4350
D GLOBAL TELESYSTEMS GROUP       COM              37936U104      460     5687 SH      SHARED      06          5687
D GLOBAL VACATION GROUP INC      COM              37937F106       42     9400 SH      SHARED      01          9400
D GLOBECOMM SYSTEMS INC          COM              37956X103     2106   213300 SH      SHARED                213300
D GLOBECOMM SYSTEMS INC          COM              37956X103       41     4200 SH      SHARED      03          4200
D GLOBIX CORP                    COM              37957F101        6      150 SH      SHARED      03           150
D GOLD BANC CORP INC             COM              379907108       34     2600 SH      SHARED      01          2600
D GOLD BANC CORP INC             COM              379907108       87     6700 SH      SHARED      06          6700
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T106        7     2300 SH      SHARED      01          2300
D GOLDEN ST BANCORP INC          COM              381197102     7403   329050 SH      SHARED                329050
D GOLDEN ST BANCORP INC          COM              381197102    12298   546602 SH      SHARED      01        284029            262573
D GOLDEN ST BANCORP INC          COM              381197102      342    15200 SH      SHARED      06         15200
D GOLDEN WEST FINL CORP DEL      COM              381317106    78535   801382 SH      SHARED      01        683082            118300
D GOLDEN WEST FINL CORP DEL      COM              381317106     4174    42600 SH      SHARED      06         42600
D GOLDMAN SACHS GROUP INC        COM              38141G104      180     2500 SH      SHARED                  2500
D GOLDMAN SACHS GROUP INC        COM              38141G104     6365    88100 SH      SHARED      01         85300              2800
D GOLDMAN SACHS GROUP INC        COM              38141G104       21      300 SH      SHR/OTHR    01                    200      100
D GOLDMAN SACHS GROUP INC        COM              38141G104       21      300 SH      SHARED      03           300
D GOLDMAN SACHS GROUP INC        COM              38141G104    15787   218508 SH      SHARED      06        218508
D GOLF TR AMER INC               COM              38168B103      315    12900 SH      SHARED      01         12900
D GOLF TR AMER INC               COM              38168B103       63     2600 SH      SHARED      06          2600
D GOODRICH B F CO                COM              382388106    44309  1042570 SH      SHARED      01        876440            166130
D GOODRICH B F CO                COM              382388106     8296   195212 SH      SHARED      06        195212
D GOODYEAR TIRE & RUBR CO        COM              382550101   142360  2420599 SH      SHARED      01       2019129            401470
D GOODYEAR TIRE & RUBR CO        COM              382550101      168     2860 SH      SHR/OTHR    01                            2860
D GOODYEAR TIRE & RUBR CO        COM              382550101       23      400 SH      SHARED      02           400
D GOODYEAR TIRE & RUBR CO        COM              382550101      110     1875 SH      SHARED      03                            1875
D GOODYEAR TIRE & RUBR CO        COM              382550101     6309   107277 SH      SHARED      06        107277
D GOODYS FAMILY CLOTHING INC     COM              382588101      754    65928 SH      SHARED      01         65928
D GOODYS FAMILY CLOTHING INC     COM              382588101       45     4000 SH      SHARED      06          4000
D GO2NET INC                     COM              383486107     6835    74400 SH      SHARED      01         74400
D GO2NET INC                     COM              383486107       36      400 SH      SHARED      03           400
D GO2NET INC                     COM              383486107      514     5600 SH      SHARED      06          5600
D GRACE W R & CO DEL NEW         COM              38388F108    22799  1199968 SH      SHARED      01        977864            222104
D GRACE W R & CO DEL NEW         COM              38388F108        8      450 SH      SHR/OTHR    01                             450
D GRACE W R & CO DEL NEW         COM              38388F108     1193    62800 SH      SHARED      06         62800
D GRACO INC                      COM              384109104     9532   324498 SH      SHARED      01         71711            252787
D GRACO INC                      COM              384109104       41     1400 SH      SHARED      06          1400
D GRADALL INDUSTRIES INC         COM              38411P107        0     1194 SH      SHARED      06          1194
D GRAINGER W W INC               COM              384802104      290     5400 SH      SHARED                  5400
D GRAINGER W W INC               COM              384802104    75949  1411381 SH      SHARED      01       1217909     1400   192072
D GRAINGER W W INC               COM              384802104      968    18000 SH      SHR/OTHR    01                  14000     4000
D GRAINGER W W INC               COM              384802104       21      400 SH      SHARED      03                             400
D GRAINGER W W INC               COM              384802104     7643   142050 SH      SHARED      06        142050
D GRAND CENT FINL CORP           COM              38527S102      266    22000 SH      SHARED      06         22000
D GRAND PREMIER FINL INC         COM              386174106      420    33967 SH      SHARED      01         33967
D GRAND PREMIER FINL INC         COM              386174106       23     1900 SH      SHARED      06          1900
D GRAND TOYS INTL INC            COM NEW          386492201        0       20 SH      SHARED      03            20
D GRAND UN CO                    COM              386532402        0       22 SH      SHARED      06            22
D GRANITE BROADCASTING CORP      COM              387241102       85    11000 SH      SHARED      01         11000
D GRANITE CONSTR INC             COM              387328107       85     2900 SH      SHARED                  2900
D GRANITE CONSTR INC             COM              387328107     2939   100268 SH      SHARED      01         93312              6956
D GRANITE CONSTR INC             COM              387328107      342    11700 SH      SHARED      06         11700
D GRANITE ST BANKSHARES INC      COM              387472103        3      150 SH      SHARED      01           150
D GRAY COMMUNICATIONS SYS INC    COM              389190109       58     2925 SH      SHARED      01          2925
D GRAY COMMUNICATIONS SYS INC    COM              389190109       10      500 SH      SHARED      06           500
D GREAT ATLANTIC & PAC TEA INC   COM              390064103    17920   530005 SH      SHARED      01        485655             44350
D GREAT ATLANTIC & PAC TEA INC   COM              390064103     1805    53400 SH      SHARED      06         53400
D GREAT LAKES CHEM CORP          COM              390568103      179     3900 SH      SHARED                  3900
D GREAT LAKES CHEM CORP          COM              390568103    38621   838478 SH      SHARED      01        712978            125500
D GREAT LAKES CHEM CORP          COM              390568103        9      200 SH      SHARED      03           200
D GREAT LAKES CHEM CORP          COM              390568103     2529    54910 SH      SHARED      06         54910
D GREAT LAKES REIT INC           COM              390752103      619    38100 SH      SHARED      01         38100
D GREAT LAKES REIT INC           COM              390752103       82     5100 SH      SHARED      06          5100
D GREAT SOUTHN BANCORP INC       COM              390905107       15      600 SH      SHARED      01           600
D GREAT NORTHN IRON ORE PPTYS    CTFS BEN INT     391064102       12      200 SH      SHARED      01           200
D GREAT PLAINS SOFTWARE          COM              39119E105     3364    71300 SH      SHARED      01         71300
D GREAT PLAINS SOFTWARE          COM              39119E105       42      900 SH      SHARED      06           900
D GREATER BAY BANCORP            COM              391648102      884    26600 SH      SHARED      01         26600
D GREATER BAY BANCORP            COM              391648102       26      800 SH      SHR/OTHR    01                             800
D GREATER BAY BANCORP            COM              391648102       23      700 SH      SHARED      06           700
D GREEN MOUNTAIN PWR CORP        COM              393154109        6      600 SH      SHARED      01           600
D GREENBRIAR CORP                COM              393648100        0      100 SH      SHARED      01           100
D GREENBRIER COS INC             COM              393657101       60     5800 SH      SHARED      01          5800
D GREENBRIER COS INC             COM              393657101       45     4300 SH      SHARED      06          4300
D GREENPOINT FINL CORP           COM              395384100      360    11000 SH      SHARED                 11000
D GREENPOINT FINL CORP           COM              395384100    17450   531843 SH      SHARED      01        282863            248980
D GREENPOINT FINL CORP           COM              395384100     1541    46986 SH      SHARED      06         46986
D GREIF BROS CORP                CL A             397624107     2006    78700 SH      SHARED      01         56700             22000
D GREIF BROS CORP                CL A             397624107       45     1800 SH      SHARED      06          1800
D GREY ADVERTISING INC           COM              397838103      466     1400 SH      SHARED      01          1100               300
D GREY WOLF INC                  COM              397888108      115    46200 SH      SHARED                 46200
D GREY WOLF INC                  COM              397888108      754   301600 SH      SHARED      01        278700             22900
D GREY WOLF INC                  COM              397888108       38    15500 SH      SHARED      06         15500
D GRIFFIN LD & NURSERIES INC     CL A             398231100       48     4300 SH      SHARED      01          4300
D GRIFFON CORP                   COM              398433102     3122   399648 SH      SHARED      01        200840            198808
D GRIFFON CORP                   COM              398433102       27     3500 SH      SHARED      06          3500
D GROUP 1 AUTOMOTIVE INC         COM              398905109     1030    48800 SH      SHARED      01         47300              1500
D GROUP 1 AUTOMOTIVE INC         COM              398905109       40     1900 SH      SHARED      06          1900
D GROUP MAINTENANCE AMERICA CORP COM              39943E107     2544   196700 SH      SHARED      01        193400              3300
D GROUP MAINTENANCE AMERICA CORP COM              39943E107       42     3300 SH      SHARED      06          3300
D GROUPE DANONE                  SPONSORED ADR    399449107       52     1000 SH      SHARED                  1000
D GROVE PPTY TR                  SH BEN INT       399613108       22     1700 SH      SHARED      01          1700
D GRUBB & ELLIS CO               COM PAR $0.01    400095204      352    69600 SH      SHARED      01         64200              5400
D GRUBB & ELLIS CO               COM PAR $0.01    400095204       79    15700 SH      SHARED      06         15700
D GRUPO MEXICANO DE DESARROLLO   SPND ADR B SHS   40048G104        0    48500 SH      SHR/OTHR    06                           48500
D GRUPO MEXICANO DE DESARROLLO   SPND ADR L SHS   40048G203        0    10000 SH      SHARED      03         10000
D GRUPO RADIO CENTRO S A DE C V  SPONSORED ADR    40049C102       31     6000 SH      SHARED      03          6000
D GRUPO TELEVISA SA DE CV        SPN ADR REPORD   40049J206      494    11044 SH      SHR/OTHR    03                           11044
D GRUPO TELEVISA SA DE CV        SPN ADR REPORD   40049J206      152     3400 SH      SHARED                  3400
D GRUPO TELEVISA SA DE CV        SPN ADR REPORD   40049J206    26218   585071 SH      SHARED      01        585071
D GRUPO TELEVISA SA DE CV        SPN ADR REPORD   40049J206      569    12700 SH      SHARED      06         12700
D GTECH HLDGS CORP               COM              400518106      101     4300 SH      SHARED                  4300
D GTECH HLDGS CORP               COM              400518106     8348   354302 SH      SHARED      01        162302            192000
D GTECH HLDGS CORP               COM              400518106    40705  1727600 SH      SHARED      06       1727600
D GUARANTEE LIFE COS INC         COM              400740106      532    21200 SH      SHARED      01         21200
D GUARANTEE LIFE COS INC         COM              400740106       22      900 SH      SHARED      06           900
D GUCCI GROUP N V                COM NY REG       401566104     2408    34400 SH      SHARED      01         34400
D GUCCI GROUP N V                COM NY REG       401566104       35      500 SH      SHARED      03           500
D GUCCI GROUP N V                COM NY REG       401566104      623     8900 SH      SHARED      06          8900
D GUESS INC                      COM              401617105       29     2100 SH      SHARED                  2100
D GUESS INC                      COM              401617105      469    34000 SH      SHARED      01         30800              3200
D GUESS INC                      COM              401617105      142    10300 SH      SHARED      06         10300
D GUEST SUPPLY INC               COM              401630108        5      450 SH      SHARED      01           450
D GUIDANT CORP                   COM              401698105     1538    30100 SH      SHARED                 30100
D GUIDANT CORP                   COM              401698105   229332  4485722 SH      SHARED      01       3745526            740196
D GUIDANT CORP                   COM              401698105      321     6290 SH      SHR/OTHR    01                   5150     1140
D GUIDANT CORP                   COM              401698105    32621   638071 SH      SHARED      02        638071
D GUIDANT CORP                   COM              401698105      539    10550 SH      SHARED      03          3100              7450
D GUIDANT CORP                   COM              401698105    18840   368524 SH      SHARED      06        368524
D GUILFORD MLS INC               COM              401794102     3412   328900 SH      SHARED      01        133755            195145
D GUILFORD MLS INC               COM              401794102       21     2100 SH      SHARED      06          2100
D GUILFORD PHARMACEUTICALS INC   COM              401829106      696    54600 SH      SHARED      01         51200              3400
D GUILFORD PHARMACEUTICALS INC   COM              401829106      453    35600 SH      SHARED      05         35600
D GUILFORD PHARMACEUTICALS INC   COM              401829106       24     1900 SH      SHARED      06          1900
D GUITAR CTR MGMT INC            COM              402040109      412    39500 SH      SHARED      01         39500
D GUITAR CTR MGMT INC            COM              402040109       24     2300 SH      SHARED      06          2300
D GULF ISLAND FABRICATION INC    COM              402307102       42     3600 SH      SHARED      01          1100              2500
D GULF ISLAND FABRICATION INC    COM              402307102       76     6400 SH      SHARED      06          6400
D GULFMARK OFFSHORE INC          COM              402629109       30     1600 SH      SHARED      01          1600
D GULFMARK OFFSHORE INC          COM              402629109       95     5000 SH      SHARED      06          5000
D GULFSTREAM AEROSPACE CORP      COM              402734107      499     7400 SH      SHARED                  7400
D GULFSTREAM AEROSPACE CORP      COM              402734107    41268   610827 SH      SHARED      01        346527            264300
D GULFSTREAM AEROSPACE CORP      COM              402734107     4385    64915 SH      SHARED      06         64915
D GUM TECH INTL INC              COM              402803100       69     6800 SH      SHARED      01          6800
D GYMBOREE CORP                  COM              403777105       59     5700 SH      SHARED                  5700
D GYMBOREE CORP                  COM              403777105     4001   381100 SH      SHARED      01        161900            219200
D GYMBOREE CORP                  COM              403777105       40     3900 SH      SHARED      06          3900
D HCIA INC                       COM              403908106        4      500 SH      SHARED      03                             500
D HCIA INC                       COM              403908106       49     5531 SH      SHARED      06          5531
D HMT TECHNOLOGY CORP            SB NT CV 5.75%04 403917AD9    16564 45383000 PRN     SHARED      06      45383000
D HMT TECHNOLOGY CORP            COM              403917107      248    99300 SH      SHARED      01         93500              5800
D HMT TECHNOLOGY CORP            COM              403917107       78    31500 SH      SHARED      06         31500
D H T E INC                      COM              403926108       16     4800 SH      SHARED      01           400              4400
D H T E INC                      COM              403926108       29     8800 SH      SHARED      06          8800
D H & Q HEALTHCARE FD            SH BEN INT       404052102      161    11072 SH      SHR/OTHR    01                           11072
D H & Q LIFE SCIENCES INVS       SH BEN INT       404053100       31     2500 SH      SHARED      03                            2500
D HCC INS HLDGS INC              COM              404132102     5568   245450 SH      SHARED      01        123750            121700
D HCC INS HLDGS INC              COM              404132102       47     2100 SH      SHR/OTHR    01                            2100
D HCC INS HLDGS INC              COM              404132102      755    33300 SH      SHARED      06         33300
D HCR MANOR CARE INC             COM              404134108       45     1900 SH      SHARED                  1900
D HCR MANOR CARE INC             COM              404134108    35225  1456372 SH      SHARED      01       1227947            228425
D HCR MANOR CARE INC             COM              404134108       68     2830 SH      SHARED      03                            2830
D HCR MANOR CARE INC             COM              404134108     3642   150589 SH      SHARED      06        150589
D HF FINL CORP                   COM              404172108        4      300 SH      SHARED      01           300
D HIE INC                        COM              40419W100       52    22000 SH      SHARED      01         22000
D HIE INC                        COM              40419W100        0        1 SH      SHARED      03             1
D HNC SOFTWARE INC               SB NT CV 4.75%03 40425PAA5      968  1000000 PRN     SHARED      01       1000000
D HNC SOFTWARE INC               COM              40425P107     9385   304600 SH      SHARED      01        116900            187700
D HNC SOFTWARE INC               COM              40425P107      536    17400 SH      SHARED      06         17400
D HRPT PPTYS TR                  COM SH BEN INT   40426W101    20122  1314143 SH      SHARED      01        422775            891368
D HRPT PPTYS TR                  COM SH BEN INT   40426W101      119     7800 SH      SHR/OTHR    01                   2500     5300
D HRPT PPTYS TR                  COM SH BEN INT   40426W101      433    28300 SH      SHARED      06         28300
D HPSC INC                       COM              404264103        9     1000 SH      SHARED      01          1000
D HSB GROUP INC                  COM              40428N109      123     3000 SH      SHARED                  3000
D HSB GROUP INC                  COM              40428N109    10464   254078 SH      SHARED      01        135844            118234
D HSB GROUP INC                  COM              40428N109      564    13700 SH      SHARED      06         13700
D HS RES INC                     COM              404297103      988    67026 SH      SHARED      01         67026
D HS RES INC                     COM              404297103       25     1700 SH      SHARED      06          1700
D HA-LO INDS INC                 COM              404429102     1030   104329 SH      SHARED      01        104329
D HA-LO INDS INC                 COM              404429102       40     4100 SH      SHARED      06          4100
D HACH CO                        COM              404504102        3      200 SH      SHARED      01           200
D HACH CO                        CL A             404504201        3      200 SH      SHARED      01           200
D HADCO CORP                     COM              404681108     5501   138400 SH      SHARED      01         70100             68300
D HADCO CORP                     COM              404681108       59     1500 SH      SHARED      06          1500
D HAEMONETICS CORP               COM              405024100        8      400 SH      SHARED                   400
D HAEMONETICS CORP               COM              405024100     3801   189500 SH      SHARED      01         80900            108600
D HAEMONETICS CORP               COM              405024100       56     2800 SH      SHARED      06          2800
D HAGGAR CORP                    COM              405173105       14     1100 SH      SHARED      01          1100
D HAGLER BAILLY INC              COM              405183104     1768   172500 SH      SHARED                172500
D HAGLER BAILLY INC              COM              405183104       96     9400 SH      SHARED      06          9400
D HAIN FOOD GROUP INC            COM              405219106      703    34100 SH      SHARED      01         34100
D HAIN FOOD GROUP INC            COM              405219106       41     2000 SH      SHR/OTHR    01                   2000
D HAIN FOOD GROUP INC            COM              405219106       30     1500 SH      SHARED      06          1500
D HALLIBURTON CO                 COM              406216101     6004   132700 SH      SHARED                132700
D HALLIBURTON CO                 COM              406216101   321155  7097365 SH      SHARED      01       6029067           1068298
D HALLIBURTON CO                 COM              406216101     2045    45198 SH      SHR/OTHR    01                  40420     4778
D HALLIBURTON CO                 COM              406216101       40      900 SH      SHARED      02           900
D HALLIBURTON CO                 COM              406216101      716    15843 SH      SHARED      03          1833             14010
D HALLIBURTON CO                 COM              406216101    18214   402524 SH      SHARED      06        402524
D HALTER MARINE GROUP INC        COM              40642Y105     1046   157909 SH      SHARED      01        157909
D HALTER MARINE GROUP INC        COM              40642Y105        5      800 SH      SHARED      03           800
D HALTER MARINE GROUP INC        COM              40642Y105       24     3700 SH      SHARED      06          3700
D HAMBRECHT & QUIST GROUP INC    COM              406545103      177     4800 SH      SHARED                  4800
D HAMBRECHT & QUIST GROUP INC    COM              406545103     2109    57200 SH      SHARED      01         57200
D HAMBRECHT & QUIST GROUP INC    COM              406545103       36     1000 SH      SHR/OTHR    01                   1000
D HAMBRECHT & QUIST GROUP INC    COM              406545103     3105    84220 SH      SHARED      06         84220
D HAMILTON BANCORP INC FLA       COM              407013101      458    19100 SH      SHARED      01         19100
D HAMILTON BANCORP INC FLA       COM              407013101       16      700 SH      SHARED      06           700
D JOHN HANCOCK BK &THRIFT OPP FD SH BEN INT       409735107      409    43098 SH      SHARED      03                           43098
D HANCOCK FABRICS INC            COM              409900107      994   227256 SH      SHARED      01        111318            115938
D HANCOCK FABRICS INC            COM              409900107       68    15700 SH      SHARED      06         15700
D HANCOCK HLDG CO                COM              410120109     1264    28185 SH      SHARED      01         28185
D HANCOCK HLDG CO                COM              410120109       17      389 SH      SHARED      03                             389
D HANCOCK HLDG CO                COM              410120109       31      700 SH      SHARED      06           700
D HANCOCK JOHN PATRIOT PFD DIV   COM              41013J107       11     1000 SH      SHARED      03                            1000
D HANCOCK JOHN INVS TR           COM              410142103       29     1600 SH      SHARED      03                            1600
D HANDLEMAN CO DEL               COM              410252100     3379   286095 SH      SHARED      01        144495            141600
D HANDLEMAN CO DEL               COM              410252100       50     4300 SH      SHARED      06          4300
D HANGER ORTHOPEDIC GROUP INC    COM NEW          41043F208      845    59600 SH      SHARED      01         57600              2000
D HANGER ORTHOPEDIC GROUP INC    COM NEW          41043F208       21     1500 SH      SHARED      03                            1500
D HANGER ORTHOPEDIC GROUP INC    COM NEW          41043F208      127     9000 SH      SHARED      06          9000
D HANNA M A CO                   COM              410522106       73     4500 SH      SHARED                  4500
D HANNA M A CO                   COM              410522106     6552   398641 SH      SHARED      01        200446            198195
D HANNA M A CO                   COM              410522106      772    47000 SH      SHARED      06         47000
D HANNAFORD BROS CO              COM              410550107      930    17400 SH      SHARED                 17400
D HANNAFORD BROS CO              COM              410550107    12752   238368 SH      SHARED      01        105668            132700
D HANNAFORD BROS CO              COM              410550107       26      500 SH      SHR/OTHR    01                             500
D HANNAFORD BROS CO              COM              410550107     1674    31300 SH      SHARED      06         31300
D HANOVER COMPRESSOR CO          COM              410768105     2891    90000 SH      SHARED      01         72500             17500
D HANOVER COMPRESSOR CO          COM              410768105      109     3400 SH      SHARED      06          3400
D HANOVER DIRECT INC             COM              410783104      860   299200 SH      SHARED      01        282800             16400
D HANOVER DIRECT INC             COM              410783104       43    15000 SH      SHARED      06         15000
D HANSON PLC                     SPNSRD ADR NEW   411352404        4      100 SH      SHARED                   100
D HANSON PLC                     SPNSRD ADR NEW   411352404       23      539 SH      SHARED      01           437               102
D HANSON PLC                     SPNSRD ADR NEW   411352404       27      625 SH      SHR/OTHR    01                             625
D HANSON PLC                     SPNSRD ADR NEW   411352404        8      200 SH      SHARED      06           200
D HARBINGER CORP                 COM              41145C103     1014    81140 SH      SHARED      01         81140
D HARBINGER CORP                 COM              41145C103     1935   154850 SH      SHARED      03        154550               300
D HARBINGER CORP                 COM              41145C103       52     4200 SH      SHARED      06          4200
D HARCOURT GEN INC               COM              41163G101      324     6300 SH      SHARED                  6300
D HARCOURT GEN INC               COM              41163G101    43557   844762 SH      SHARED      01        683648            161114
D HARCOURT GEN INC               COM              41163G101      157     3061 SH      SHR/OTHR    01                   1500     1561
D HARCOURT GEN INC               COM              41163G101     2738    53105 SH      SHARED      06         53105
D HARBOR FLA BANCSHARES INC      COM              411901101      197    16110 SH      SHARED      01         11610              4500
D HARBOR FLA BANCSHARES INC      COM              411901101       24     2000 SH      SHARED      06          2000
D HARDINGE INC                   COM              412324303      491    28000 SH      SHARED      01         28000
D HARDINGE INC                   COM              412324303      140     8000 SH      SHARED      06          8000
D HARKEN ENERGY CORP             COM              412552101     2016  1241000 SH      SHARED      01        398800            842200
D HARKEN ENERGY CORP             COM              412552101       18    11600 SH      SHARED      06         11600
D HARLAND JOHN H CO              COM              412693103     6740   338084 SH      SHARED      01        167584            170500
D HARLAND JOHN H CO              COM              412693103       73     3700 SH      SHARED      06          3700
D HARLEY DAVIDSON INC            COM              412822108     1865    34300 SH      SHARED                 34300
D HARLEY DAVIDSON INC            COM              412822108    68050  1251501 SH      SHARED      01        613773            637728
D HARLEY DAVIDSON INC            COM              412822108      119     2200 SH      SHR/OTHR    01                   1800      400
D HARLEY DAVIDSON INC            COM              412822108       16      300 SH      SHARED      02           300
D HARLEY DAVIDSON INC            COM              412822108       21      400 SH      SHARED      03           400
D HARLEY DAVIDSON INC            COM              412822108     4222    77650 SH      SHARED      06         77650
D HARLEYSVILLE GROUP INC         COM              412824104      828    40400 SH      SHARED      01         38200              2200
D HARLEYSVILLE GROUP INC         COM              412824104       48     2365 SH      SHARED      06          2365
D HARLEYSVILLE NATL CORP PA      COM              412850109     1176    32899 SH      SHARED      01         32899
D HARLEYSVILLE NATL CORP PA      COM              412850109       17      500 SH      SHARED      06           500
D HARMAN INTL INDS INC           COM              413086109     3124    71000 SH      SHARED      01         71000
D HARMAN INTL INDS INC           COM              413086109       96     2200 SH      SHARED      06          2200
D HARMON INDS INC NEW            COM              413136102      366    18500 SH      SHARED      01         18500
D HARMON INDS INC NEW            COM              413136102       21     1100 SH      SHARED      06          1100
D HARMONIC INC                   COM              413160102     3394    59100 SH      SHARED      01         59100
D HARNISCHFEGER INDS INC         COM              413345109      672   336449 SH      SHARED      01        178323            158126
D HARNISCHFEGER INDS INC         COM              413345109        0      481 SH      SHARED      03                             481
D HARNISCHFEGER INDS INC         COM              413345109       10     5200 SH      SHARED      06          5200
D HAROLDS STORES INC             COM              413353103        3      559 SH      SHARED      01           559
D HARRAHS ENTMT INC              COM              413619107    37127  1682885 SH      SHARED      01       1421554            261331
D HARRAHS ENTMT INC              COM              413619107       33     1500 SH      SHARED      03                            1500
D HARRAHS ENTMT INC              COM              413619107     2036    92309 SH      SHARED      06         92309
D HARRIS & HARRIS GROUP INC      COM              413833104        3     2000 SH      SHARED      03          2000
D HARRIS CORP DEL                COM              413875105       23      600 SH      SHARED                   600
D HARRIS CORP DEL                COM              413875105    50997  1301388 SH      SHARED      01       1102288            199100
D HARRIS CORP DEL                COM              413875105       23      600 SH      SHR/OTHR    01                             600
D HARRIS CORP DEL                COM              413875105     2613    66700 SH      SHARED      06         66700
D HARRIS FINL INC                COM              414541102      371    34400 SH      SHARED      01         31000              3400
D HARRIS FINL INC                COM              414541102        6      600 SH      SHARED      06           600
D HARRODSBURG 1ST FINL BANCORP   COM              415781103       98     7800 SH      SHARED      01          7800
D HARRYS FMRS MKT INC            CL A             415863109        1     1550 SH      SHARED      03                            1550
D HARSCO CORP                    COM              415864107      147     4600 SH      SHARED                  4600
D HARSCO CORP                    COM              415864107    10427   325853 SH      SHARED      01        160311            165542
D HARSCO CORP                    COM              415864107     1702    53200 SH      SHARED      06         53200
D HARTE-HANKS INC                COM              416196103      108     4000 SH      SHARED                  4000
D HARTE-HANKS INC                COM              416196103     6689   246600 SH      SHARED      01        136400            110200
D HARTE-HANKS INC                COM              416196103       68     2520 SH      SHARED      03                            2520
D HARTE-HANKS INC                COM              416196103      783    28884 SH      SHARED      06         28884
D HARTFORD FINL SVCS GROUP INC   COM              416515104       93     1600 SH      SHARED                  1600
D HARTFORD FINL SVCS GROUP INC   COM              416515104   202381  3470662 SH      SHARED      01       2936202            534460
D HARTFORD FINL SVCS GROUP INC   COM              416515104     3072    52694 SH      SHR/OTHR    01                  43200     9494
D HARTFORD FINL SVCS GROUP INC   COM              416515104       23      400 SH      SHARED      02           400
D HARTFORD FINL SVCS GROUP INC   COM              416515104       88     1526 SH      SHARED      03                            1526
D HARTFORD FINL SVCS GROUP INC   COM              416515104    16088   275910 SH      SHARED      06        275910
D HARTFORD LIFE INC              CL A             416592103    13861   263400 SH      SHARED      01        100900            162500
D HARTFORD LIFE INC              CL A             416592103      757    14400 SH      SHARED      06         14400
D HARTMARX CORP                  COM              417119104      857   204888 SH      SHARED      01        123788             81100
D HARTMARX CORP                  COM              417119104       89    21300 SH      SHARED      06         21300
D HASBRO INC                     COM              418056107      716    25650 SH      SHARED                 25650
D HASBRO INC                     COM              418056107    82981  2970318 SH      SHARED      01       2525844            444474
D HASBRO INC                     COM              418056107      528    18900 SH      SHR/OTHR    01                  18900
D HASBRO INC                     COM              418056107     1671    59827 SH      SHARED      03         59827
D HASBRO INC                     COM              418056107     5142   184089 SH      SHARED      06        184089
D HAUPPAUGE DIGITAL INC          COM              419131107      117     6000 SH      SHARED      01          6000
D HAVEN BANCORP INC              COM              419352109      107     6700 SH      SHARED      01          6700
D HAVEN BANCORP INC              COM              419352109      113     7100 SH      SHARED      06          7100
D HAVERTY FURNITURE INC          COM              419596101     1297    36800 SH      SHARED      01         33500              3300
D HAVERTY FURNITURE INC          COM              419596101       35     1000 SH      SHARED      06          1000
D HAVERTY FURNITURE INC          CL A             419596200        5      150 SH      SHARED      01           150
D HAWAIIAN ELEC INDUSTRIES       COM              419870100      117     3300 SH      SHARED                  3300
D HAWAIIAN ELEC INDUSTRIES       COM              419870100     9182   258668 SH      SHARED      01        141696            116972
D HAWAIIAN ELEC INDUSTRIES       COM              419870100      706    19900 SH      SHARED      06         19900
D HAWKINS CHEM INC               COM              420200107        6      801 SH      SHARED      01           801
D HAYES LEMMERZ INTL INC         COM              420781106     1750    59600 SH      SHARED      01         55100              4500
D HAYES LEMMERZ INTL INC         COM              420781106       58     2000 SH      SHARED      06          2000
D HEALTHCARE SVCS GRP INC        COM              421906108        5      600 SH      SHARED      01           600
D HEALTH CARE PPTY INVS INC      COM              421915109    10243   354740 SH      SHARED      01        145000            209740
D HEALTH CARE PPTY INVS INC      COM              421915109       25      900 SH      SHR/OTHR    01                             900
D HEALTH CARE PPTY INVS INC      COM              421915109      408    14144 SH      SHARED      03          2300             11844
D HEALTH CARE PPTY INVS INC      COM              421915109      124     4300 SH      SHARED      06          4300
D HEALTHSOUTH CORP               SB DB CV 144A 03 421924AD3     1254  1500000 PRN     SHARED      01       1500000
D HEALTHSOUTH CORP               SB DB CV 3.25%03 421924AF8     5669  6782000 PRN     SHARED      06       6782000
D HEALTHSOUTH CORP               COM              421924101      105     7100 SH      SHARED                  7100
D HEALTHSOUTH CORP               COM              421924101    91032  6119861 SH      SHARED      01       5156720            963141
D HEALTHSOUTH CORP               COM              421924101       10      700 SH      SHARED      02           700
D HEALTHSOUTH CORP               COM              421924101      960    64563 SH      SHARED      03         10500             54063
D HEALTHSOUTH CORP               COM              421924101     5699   383128 SH      SHARED      06        383128
D HEALTH MGMT ASSOC INC NEW      CL A             421933102      176    15700 SH      SHARED                 15700
D HEALTH MGMT ASSOC INC NEW      CL A             421933102    19666  1748159 SH      SHARED      01        884274            863885
D HEALTH MGMT ASSOC INC NEW      CL A             421933102       56     5000 SH      SHARED      03          5000
D HEALTH MGMT ASSOC INC NEW      CL A             421933102     5459   485313 SH      SHARED      06        485313
D HEALTH RISK MGMT INC           COM              421935107        0      100 SH      SHARED      01           100
D HEALTHCARE RLTY TR             COM              421946104     2613   123722 SH      SHARED      01        123722
D HEALTHCARE RLTY TR             COM              421946104       21     1000 SH      SHR/OTHR    01                   1000
D HEALTHCARE RLTY TR             COM              421946104       31     1500 SH      SHARED      03          1500
D HEALTHCARE RLTY TR             COM              421946104      576    27300 SH      SHARED      06         27300
D HEALTHPLAN SVCS CORP           COM              421959107       43     6456 SH      SHARED      01          4556              1900
D HEALTHPLAN SVCS CORP           COM              421959107       47     7000 SH      SHARED      06          7000
D HEARTPORT INC                  COM              421969106       12     5300 SH      SHARED      01          5300
D HEARTPORT INC                  COM              421969106      132    55950 SH      SHARED      05         55950
D HEARTPORT INC                  COM              421969106        2      912 SH      SHARED      06           912
D HEADWAY CORPORATE RESOURCES    COM              422101105       33     7300 SH      SHARED      01          7300
D HEALTH CARE REIT INC           COM              42217K106     1932    83100 SH      SHARED      01         77600              5500
D HEALTH CARE REIT INC           COM              42217K106      401    17266 SH      SHARED      03          5500             11766
D HEALTH CARE REIT INC           COM              42217K106       99     4300 SH      SHARED      06          4300
D HEALTH MGMT SYS INC            COM              42219M100       25     4600 SH      SHARED      06          4600
D HEALTHCARE FINANCIAL PARTNERS  COM              42219W108     5791   169100 SH      SHARED      01         52600            116500
D HEALTHCARE FINANCIAL PARTNERS  COM              42219W108       41     1200 SH      SHARED      06          1200
D HEALTHCARE RECOVERIES INC      COM              42220K101       36     7600 SH      SHARED      01          7600
D HEALTHCARE RECOVERIES INC      COM              42220K101        0      100 SH      SHARED      06           100
D HEALTHEON CORP                 COM              422209106       15      200 SH      SHARED                   200
D HEALTHEON CORP                 COM              422209106       23      300 SH      SHARED      03           300
D HEALTHEON CORP                 COM              422209106     2947    38278 SH      SHARED      06         38278
D HEARST-ARGYLE TELEVISION INC   COM              422317107     2548   106173 SH      SHARED      01        106173
D HEARST-ARGYLE TELEVISION INC   COM              422317107      172     7169 SH      SHARED      06          7169
D HEARTLAND EXPRESS INC          COM              422347104        3      200 SH      SHARED                   200
D HEARTLAND EXPRESS INC          COM              422347104     2436   148801 SH      SHARED      01        102879             45922
D HEARTLAND EXPRESS INC          COM              422347104       29     1816 SH      SHARED      06          1816
D HEARTLAND PARTNERS L P         UT LTD PARTNER   422357103       16     1100 SH      SHARED      01          1100
D HECLA MNG CO                   COM              422704106      635   308411 SH      SHARED      01        212511             95900
D HECLA MNG CO                   COM              422704106        4     2000 SH      SHARED      03                            2000
D HECLA MNG CO                   COM              422704106       89    43400 SH      SHARED      06         43400
D HECTOR COMMUNICATIONS CORP     COM              422730101        5      500 SH      SHARED      01           500
D HEICO CORP NEW                 COM              422806109      128     5127 SH      SHARED      01          2727              2400
D HEICO CORP NEW                 COM              422806109       22      900 SH      SHARED      06           900
D HEICO CORP NEW                 CL A             422806208        3      164 SH      SHARED      01           164
D HEILIG MEYERS CO               COM              422893107       61     9100 SH      SHARED                  9100
D HEILIG MEYERS CO               COM              422893107     3373   495257 SH      SHARED      01        268691            226566
D HEILIG MEYERS CO               COM              422893107      181    26700 SH      SHARED      06         26700
D HEINZ H J CO                   COM              423074103      711    14200 SH      SHARED                 14200
D HEINZ H J CO                   COM              423074103   278358  5553296 SH      SHARED      01       4715809            837487
D HEINZ H J CO                   COM              423074103     4781    95384 SH      SHR/OTHR    01                  61484    33900
D HEINZ H J CO                   COM              423074103       30      600 SH      SHARED      02           600
D HEINZ H J CO                   COM              423074103      199     3975 SH      SHARED      03                            3975
D HEINZ H J CO                   COM              423074103    14281   284911 SH      SHARED      06        284911
D HELIX TECHNOLOGY CORP          COM              423319102     4327   180800 SH      SHARED      01         59500            121300
D HELIX TECHNOLOGY CORP          COM              423319102       50     2103 SH      SHARED      06          2103
D HELLER FINANCIAL INC           CL A             423328103    11302   406400 SH      SHARED      01        129700            276700
D HELLER FINANCIAL INC           CL A             423328103        8      300 SH      SHARED      03                             300
D HELLER FINANCIAL INC           CL A             423328103      141     5100 SH      SHARED      06          5100
D HELMERICH & PAYNE INC          COM              423452101      231     9800 SH      SHARED                  9800
D HELMERICH & PAYNE INC          COM              423452101    19694   833643 SH      SHARED      01        693843            139800
D HELMERICH & PAYNE INC          COM              423452101       76     3250 SH      SHARED      03           950              2300
D HELMERICH & PAYNE INC          COM              423452101      883    37407 SH      SHARED      06         37407
D HEMISPHERX BIOPHARMA INC       COM              42366C103       59     7900 SH      SHARED      01          7900
D HENRY JACK & ASSOC INC         COM              426281101     1762    44900 SH      SHARED      01         44900
D HENRY JACK & ASSOC INC         COM              426281101       54     1400 SH      SHARED      06          1400
D HERBALIFE INTL INC             CL A             426908208      876    80164 SH      SHARED      01         27166             52998
D HERBALIFE INTL INC             CL A             426908208       16     1500 SH      SHARED      06          1500
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    62710  1595206 SH      SHARED      01       1326768            268438
D HERCULES INC                   COM              427056106      353     9000 SH      SHR/OTHR    01                            9000
D HERCULES INC                   COM              427056106       67     1713 SH      SHARED      03                            1713
D HERCULES INC                   COM              427056106     3794    96532 SH      SHARED      06         96532
D HERSHEY FOODS CORP             COM              427866108   100700  1696001 SH      SHARED      01       1513047            182954
D HERSHEY FOODS CORP             COM              427866108       65     1100 SH      SHR/OTHR    01                            1100
D HERSHEY FOODS CORP             COM              427866108      166     2808 SH      SHARED      03           333              2475
D HERSHEY FOODS CORP             COM              427866108     7304   123018 SH      SHARED      06        123018
D HERTZ CORP                     CL A             428040109    29375   473800 SH      SHARED      01        284100            189700
D HERTZ CORP                     CL A             428040109      192     3102 SH      SHARED      06          3102
D HESKA CORP                     COM              42805E108       10     4700 SH      SHARED      01          4700
D HESKA CORP                     COM              42805E108       32    14200 SH      SHARED      06         14200
D HEWLETT PACKARD CO             COM              428236103    11012   109582 SH      SHARED                109582
D HEWLETT PACKARD CO             COM              428236103  1525009 15174219 SH      SHARED      01      12935626     1450  2237143
D HEWLETT PACKARD CO             COM              428236103    44971   447479 SH      SHR/OTHR    01                 255474   192005
D HEWLETT PACKARD CO             COM              428236103    44375   441549 SH      SHARED      02        441549
D HEWLETT PACKARD CO             COM              428236103     4089    40690 SH      SHARED      03          2879             37811
D HEWLETT PACKARD CO             COM              428236103    63781   634643 SH      SHARED      06        634643
D HEXCEL CORP NEW                COM              428291108      154    15250 SH      SHR/OTHR    06                           15250
D HEXCEL CORP NEW                COM              428291108      545    53917 SH      SHARED      01         49308              4609
D HEXCEL CORP NEW                COM              428291108      222    22000 SH      SHARED      06         22000
D HI / FN INC                    COM              428358105     5906    77587 SH      SHARED                 77587
D HIBERNIA CORP                  CL A             428656102      280    17900 SH      SHARED                 17900
D HIBERNIA CORP                  CL A             428656102    18603  1185921 SH      SHARED      01        593500            592421
D HIBERNIA CORP                  CL A             428656102      313    20000 SH      SHR/OTHR    01                           20000
D HIBERNIA CORP                  CL A             428656102       80     5150 SH      SHARED      03                            5150
D HIBERNIA CORP                  CL A             428656102     2433   155100 SH      SHARED      06        155100
D HICKOK INC                     CL A             428839104        1      200 SH      SHARED      01           200
D HICKORY TECH CORP              COM              429060106      152    13700 SH      SHARED      01         13700
D HIGH PLAINS CORP               COM              429701105        0        2 SH      SHARED      01             2
D HIGHLANDS INS GROUP INC        COM              431032101     1229   117123 SH      SHARED      01         52430             64693
D HIGHLANDS INS GROUP INC        COM              431032101      109    10400 SH      SHARED      06         10400
D HIGHWOODS PPTYS INC            COM              431284108    10157   370200 SH      SHARED      01         94300            275900
D HIGHWOODS PPTYS INC            COM              431284108       27     1000 SH      SHARED      03                            1000
D HIGHWOODS PPTYS INC            COM              431284108      801    29200 SH      SHARED      06         29200
D HILB ROGAL & HAMILTON CO       COM              431294107     1009    45100 SH      SHARED      01         45100
D HILB ROGAL & HAMILTON CO       COM              431294107       49     2200 SH      SHARED      06          2200
D HILLENBRAND INDS INC           COM              431573104      380     8800 SH      SHARED                  8800
D HILLENBRAND INDS INC           COM              431573104    15267   353003 SH      SHARED      01        181185            171818
D HILLENBRAND INDS INC           COM              431573104       25      600 SH      SHR/OTHR    01                             600
D HILLENBRAND INDS INC           COM              431573104      103     2400 SH      SHARED      03           400              2000
D HILLENBRAND INDS INC           COM              431573104     1511    34950 SH      SHARED      06         34950
D HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3     1595  1740000 PRN     SHARED      01       1590000            150000
D HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3      358   391000 PRN     SHR/OTHR    01                  25000   366000
D HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3       22    25000 PRN     SHARED      03                           25000
D HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3      652   712000 PRN     SHARED      06        712000
D HILTON HOTELS CORP             COM              432848109    50737  3576345 SH      SHARED      01       3143672            432673
D HILTON HOTELS CORP             COM              432848109     2823   199044 SH      SHR/OTHR    01                 199044
D HILTON HOTELS CORP             COM              432848109        4      300 SH      SHARED      02           300
D HILTON HOTELS CORP             COM              432848109       45     3200 SH      SHARED      03                            3200
D HILTON HOTELS CORP             COM              432848109    11153   786164 SH      SHARED      06        786164
D HIRSCH INTL CORP               CL A             433550100       20     8900 SH      SHARED      01          8900
D HISPANIC BROADCASTING CORP     CL A             43357B104      386     5100 SH      SHARED                  5100
D HISPANIC BROADCASTING CORP     CL A             43357B104    50252   662300 SH      SHARED      01        412900            249400
D HISPANIC BROADCASTING CORP     CL A             43357B104      189     2500 SH      SHARED      03          2500
D HISPANIC BROADCASTING CORP     CL A             43357B104     3262    43000 SH      SHARED      06         43000
D HITACHI LIMITED                ADR 10 COM       433578507      236     2500 SH      SHARED      01          2500
D HITACHI LIMITED                ADR 10 COM       433578507      141     1500 SH      SHARED      06          1500
D HOECHST A G                    SPONSORED ADR    434390308       50     1100 SH      SHARED      06          1100
D HOENIG GROUP INC               COM              434396107      195    19700 SH      SHARED      01         19700
D HOLLINGER INTL INC             CL A             435569108       86     7300 SH      SHARED                  7300
D HOLLINGER INTL INC             CL A             435569108     2509   211364 SH      SHARED      01        167464             43900
D HOLLINGER INTL INC             CL A             435569108     8755   737300 SH      SHARED      06        737300
D HOLLY CORP                     COM PAR $0.01    435758305       49     3700 SH      SHARED                  3700
D HOLLY CORP                     COM PAR $0.01    435758305      817    61100 SH      SHARED      01         25300             35800
D HOLLY CORP                     COM PAR $0.01    435758305       62     4700 SH      SHARED      06          4700
D HOLLIS-EDEN PHARMACEUTICALS    COM              435902101       12     1000 SH      SHARED      01                            1000
D HOLLYWOOD ENTMT CORP           COM              436141105     7339   375200 SH      SHARED      01        130400            244800
D HOLLYWOOD ENTMT CORP           COM              436141105       72     3700 SH      SHARED      06          3700
D HOLLYWOOD PK INC NEW           COM              436255103     3934   231457 SH      SHARED      01        114628            116829
D HOLLYWOOD PK INC NEW           COM              436255103      125     7400 SH      SHARED      06          7400
D HOLOGIC INC                    COM              436440101      634   112800 SH      SHARED      01         58400             54400
D HOLOGIC INC                    COM              436440101       63    11200 SH      SHARED      06         11200
D HOLOPHANE CORP                 COM              43645B106     1913    50200 SH      SHARED      01         48500              1700
D HOLOPHANE CORP                 COM              43645B106       41     1100 SH      SHARED      06          1100
D HOME DEPOT INC                 SB NT CV 3.25%01 437076AE2    42620 15403000 PRN     SHARED      01      15135000            268000
D HOME DEPOT INC                 SB NT CV 3.25%01 437076AE2     1485   536950 PRN     SHR/OTHR    01                 375000   161950
D HOME DEPOT INC                 SB NT CV 3.25%01 437076AE2   116465 42091000 PRN     SHARED      06      42091000
D HOME DEPOT INC                 COM              437076102     6263    97200 SH      SHARED                 97200
D HOME DEPOT INC                 COM              437076102  1624917 25217146 SH      SHARED      01      19294511           5922635
D HOME DEPOT INC                 COM              437076102    38393   595837 SH      SHR/OTHR    01                  90102   505735
D HOME DEPOT INC                 COM              437076102     1238    19228 SH      SHARED      02         19228
D HOME DEPOT INC                 COM              437076102     7951   123395 SH      SHARED      03         28044             95351
D HOME DEPOT INC                 COM              437076102    51650   801564 SH      SHARED      06        801564
D HOME PPTYS N Y INC             COM              437306103     1273    46100 SH      SHARED      01         43100              3000
D HOME PPTYS N Y INC             COM              437306103      157     5700 SH      SHARED      06          5700
D HOMEBASE INC                   COM              43738E108      757   120000 SH      SHARED      01        120000
D HOMESTAKE MNG CO               COM              437614100      176    21501 SH      SHARED                 21501
D HOMESTAKE MNG CO               COM              437614100    30354  3707649 SH      SHARED      01       2992841            714808
D HOMESTAKE MNG CO               COM              437614100       32     4010 SH      SHARED      03          4010
D HOMESTAKE MNG CO               COM              437614100    18452  2253867 SH      SHARED      06       2253867
D HOMESTEAD VLG INC              COM              437851108      237    97525 SH      SHARED      01         54396             43129
D HOMESTEAD VLG INC              COM              437851108       40    16600 SH      SHARED      06         16600
D HON INDS INC                   COM              438092108      878    30100 SH      SHARED                 30100
D HON INDS INC                   COM              438092108    10806   370245 SH      SHARED      01        145595            224650
D HON INDS INC                   COM              438092108       16      560 SH      SHARED      03                             560
D HON INDS INC                   COM              438092108     1060    36347 SH      SHARED      06         36347
D HONDA MOTOR LTD                AMERN SHS        438128308      130     1500 SH      SHARED      01          1500
D HONDA MOTOR LTD                AMERN SHS        438128308      520     6000 SH      SHR/OTHR    01                   6000
D HONDA MOTOR LTD                AMERN SHS        438128308      511     5900 SH      SHARED      06          5900
D HONEYWELL INC                  COM              438506107    11817   101985 SH      SHARED                101985
D HONEYWELL INC                  COM              438506107   235751  2034537 SH      SHARED      01       1705823            328714
D HONEYWELL INC                  COM              438506107     1352    11672 SH      SHR/OTHR    01                   4060     7612
D HONEYWELL INC                  COM              438506107      104      899 SH      SHARED      03                             899
D HONEYWELL INC                  COM              438506107    20627   178013 SH      SHARED      06        178013
D HONG KONG TELECOMMUNICATIONS   SPONSORED ADR    438579203      246     9133 SH      SHARED      01          8433               700
D HONG KONG TELECOMMUNICATIONS   SPONSORED ADR    438579203       56     2100 SH      SHR/OTHR    01                            2100
D HONG KONG TELECOMMUNICATIONS   SPONSORED ADR    438579203        5      211 SH      SHARED      03                             211
D HOOPER HOLMES INC              COM              439104100     1680    82500 SH      SHARED      01         80000              2500
D HOOPER HOLMES INC              COM              439104100       36     1800 SH      SHR/OTHR    01                            1800
D HOOPER HOLMES INC              COM              439104100        0        4 SH      SHARED      03             4
D HOOPER HOLMES INC              COM              439104100       81     4000 SH      SHARED      06          4000
D HORACE MANN EDUCATORS CORP NEW COM              440327104      119     4400 SH      SHARED                  4400
D HORACE MANN EDUCATORS CORP NEW COM              440327104     9586   352600 SH      SHARED      01        176900            175700
D HORACE MANN EDUCATORS CORP NEW COM              440327104     1038    38200 SH      SHARED      06         38200
D HORIZON GROUP PPTYS INC        COM              44041U102        0       55 SH      SHARED      01            55
D HORIZON OFFSHORE INC           COM              44043J105       14     1900 SH      SHARED      01          1900
D HORIZON OFFSHORE INC           COM              44043J105      117    15100 SH      SHARED      06         15100
D HORMEL FOODS CORP              COM              440452100      233     5800 SH      SHARED                  5800
D HORMEL FOODS CORP              COM              440452100    15451   383900 SH      SHARED      01        149300            234600
D HORMEL FOODS CORP              COM              440452100     2048    50885 SH      SHARED      06         50885
D HOST MARRIOTT SVCS CORP        COM              440914109     1985   244330 SH      SHARED      01         92560            151770
D HOST MARRIOTT SVCS CORP        COM              440914109        0      100 SH      SHR/OTHR    01                             100
D HOST MARRIOTT SVCS CORP        COM              440914109       25     3100 SH      SHARED      06          3100
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M102     6656   245400 SH      SHARED      01        123700            121700
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M102       10      400 SH      SHARED      03                             400
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M102      377    13900 SH      SHARED      06         13900
D HOST MARRIOTT CORP NEW         COM              44107P104      165    13900 SH      SHARED                 13900
D HOST MARRIOTT CORP NEW         COM              44107P104    13320  1121753 SH      SHARED      01        544102            577651
D HOST MARRIOTT CORP NEW         COM              44107P104        6      508 SH      SHR/OTHR    01                             508
D HOST MARRIOTT CORP NEW         COM              44107P104      937    78941 SH      SHARED      03         15621             63320
D HOST MARRIOTT CORP NEW         COM              44107P104      986    83037 SH      SHARED      06         83037
D HOT TOPIC INC                  COM              441339108      156     5800 SH      SHARED      01          5800
D HOUGHTON MIFFLIN CO            COM              441560109      362     7700 SH      SHARED                  7700
D HOUGHTON MIFFLIN CO            COM              441560109    13200   280498 SH      SHARED      01        121686            158812
D HOUGHTON MIFFLIN CO            COM              441560109      780    16580 SH      SHARED      06         16580
D HOUSEHOLD INTL INC             COM              441815107      364     7700 SH      SHARED                  7700
D HOUSEHOLD INTL INC             COM              441815107   358447  7566178 SH      SHARED      01       6251604           1314574
D HOUSEHOLD INTL INC             COM              441815107     2639    55705 SH      SHR/OTHR    01                  22725    32980
D HOUSEHOLD INTL INC             COM              441815107       28      600 SH      SHARED      02           600
D HOUSEHOLD INTL INC             COM              441815107      795    16800 SH      SHARED      03           500             16300
D HOUSEHOLD INTL INC             COM              441815107    26308   555322 SH      SHARED      06        555322
D HOUSTON EXPL CO                COM              442120101      605    32000 SH      SHARED      01         29800              2200
D HOUSTON EXPL CO                COM              442120101       18     1000 SH      SHARED      06          1000
D HOVNANIAN ENTERPRISES INC      CL A             442487203        4      500 SH      SHARED      01           500
D HOWMET INTERNATIONAL           COM              443208103      171    10000 SH      SHARED      01         10000
D HOWMET INTERNATIONAL           COM              443208103       55     3200 SH      SHARED      06          3200
D HUANENG PWR INTL INC           SPONSR ADR N     443304100       75     4400 SH      SHARED      01          4400
D HUANENG PWR INTL INC           SPONSR ADR N     443304100     2275   132873 SH      SHARED      02        132873
D HUB GROUP INC                  CL A             443320106       38     1700 SH      SHARED      03                            1700
D HUBBELL INC                    CL A             443510102       23      600 SH      SHARED      01           600
D HUBBELL INC                    CL B             443510201      399     8800 SH      SHARED                  8800
D HUBBELL INC                    CL B             443510201    18624   410457 SH      SHARED      01        212091            198366
D HUBBELL INC                    CL B             443510201      193     4260 SH      SHR/OTHR    01                   3060     1200
D HUBBELL INC                    CL B             443510201       31      700 SH      SHARED      03                             700
D HUBBELL INC                    CL B             443510201     1636    36074 SH      SHARED      06         36074
D HUDSON RIV BANCORP INC         COM              444128102      255    23000 SH      SHARED      06         23000
D HUDSON UNITED BANCORP          COM              444165104    16004   510102 SH      SHARED      01        191197            318905
D HUDSON UNITED BANCORP          COM              444165104       31     1000 SH      SHR/OTHR    01                            1000
D HUDSON UNITED BANCORP          COM              444165104      144     4600 SH      SHARED      06          4600
D HUFFY CORP                     COM              444356109        2      200 SH      SHARED      01           200
D HUFFY CORP                     COM              444356109       65     4700 SH      SHARED      06          4700
D HUGHES SUPPLY INC              COM              444482103     4657   156875 SH      SHARED      01        110775             46100
D HUGHES SUPPLY INC              COM              444482103       95     3200 SH      SHARED      06          3200
D HUMANA INC                     COM              444859102       23     1800 SH      SHARED                  1800
D HUMANA INC                     COM              444859102    32132  2483764 SH      SHARED      01       2081363            402401
D HUMANA INC                     COM              444859102       67     5180 SH      SHR/OTHR    01                   2600     2580
D HUMANA INC                     COM              444859102     2064   159594 SH      SHARED      06        159594
D HUMAN GENOME SCIENCES INC      COM              444903108      229     5800 SH      SHARED                  5800
D HUMAN GENOME SCIENCES INC      COM              444903108     5846   148000 SH      SHARED      01         63700             84300
D HUMAN GENOME SCIENCES INC      COM              444903108      567    14375 SH      SHARED      06         14375
D HUMMINGBIRD COMMUNICATIONS LTD COM              44544R101       46     2500 SH      SHARED      01          2500
D HUMPHREY HOSPITALITY TR        COM              445467103        4      600 SH      SHARED      01           600
D HUNGARIAN BROADCASTING CORP    COM              445539109        0     9100 SH      SHARED      01          9100
D HUNT CORP                      COM              445591100     1739   210812 SH      SHARED      01         20925            189887
D HUNT CORP                      COM              445591100       56     6900 SH      SHARED      06          6900
D HUNT J B TRANS SVCS INC        COM              445658107       60     3700 SH      SHARED                  3700
D HUNT J B TRANS SVCS INC        COM              445658107     3772   232184 SH      SHARED      01        125875            106309
D HUNT J B TRANS SVCS INC        COM              445658107      253    15600 SH      SHARED      06         15600
D HUNTINGTON BANCSHARES INC      COM              446150104      273     7800 SH      SHARED                  7800
D HUNTINGTON BANCSHARES INC      COM              446150104   107203  3062945 SH      SHARED      01       2497592            565353
D HUNTINGTON BANCSHARES INC      COM              446150104     6797   194226 SH      SHARED      06        194226
D HUSSMANN INTL INC              COM              448110106     8490   512647 SH      SHARED      01        205347            307300
D HUSSMANN INTL INC              COM              448110106        7      440 SH      SHR/OTHR    01                             440
D HUSSMANN INTL INC              COM              448110106       99     6000 SH      SHARED      06          6000
D HUTCHINSON TECHNOLOGY INC      COM              448407106     6604   238000 SH      SHARED      01        135000            103000
D HUTCHINSON TECHNOLOGY INC      COM              448407106      127     4600 SH      SHARED      06          4600
D HVIDE MARINE INC               CLA              448515106        5     2600 SH      SHARED                  2600
D HVIDE MARINE INC               CLA              448515106       26    12300 SH      SHARED      01         10000              2300
D HVIDE MARINE INC               CLA              448515106       21    10000 SH      SHARED      06         10000
D HYPERION 1999 TERM TR INC      COM              448913103       21     3000 SH      SHARED      03                            3000
D HYPERION 1999 TERM TR INC      COM              448913103     1802   253000 SH      SHARED      06        253000
D HYPERION 2002 TERM TR INC      COM              448915108     1781   212700 SH      SHARED      06        212700
D ICN PHARMACEUTICALS INC NEW    COM              448924100      321    10000 SH      SHARED                 10000
D ICN PHARMACEUTICALS INC NEW    COM              448924100    17619   547401 SH      SHARED      01        233732            313669
D ICN PHARMACEUTICALS INC NEW    COM              448924100     1931    60000 SH      SHARED      06         60000
D IDT CORP                       COM              448947101     5097   229100 SH      SHARED      01         70800            158300
D IDT CORP                       COM              448947101       22     1000 SH      SHARED      03                            1000
D IDT CORP                       COM              448947101     2941   132200 SH      SHARED      06        132200
D HYPERCOM CORP                  COM              44913M105       43     4500 SH      SHARED      01          4500
D HYPERCOM CORP                  COM              44913M105        7      800 SH      SHARED      06           800
D HYPERION SOLUTIONS CORP        COM              44914M104     6668   374363 SH      SHARED      01        123078            251285
D HYPERION SOLUTIONS CORP        COM              44914M104      135     7604 SH      SHARED      03          7604
D HYPERION SOLUTIONS CORP        COM              44914M104       78     4385 SH      SHARED      06          4385
D IBP INC                        COM              449223106       92     3900 SH      SHARED                  3900
D IBP INC                        COM              449223106    16166   680700 SH      SHARED      01        352340            328360
D IBP INC                        COM              449223106        4      200 SH      SHARED      03           200
D IBP INC                        COM              449223106     1859    78300 SH      SHARED      06         78300
D ICF KAISER INTL INC            COM              449244102        1     4500 SH      SHARED      01          4500
D ICF KAISER INTL INC            COM              449244102       10    29100 SH      SHARED      06         29100
D ICG COMMUNICATIONS INC         COM              449246107       42     2000 SH      SHARED                  2000
D ICG COMMUNICATIONS INC         COM              449246107     9426   441000 SH      SHARED      01        165800            275200
D ICG COMMUNICATIONS INC         COM              449246107        3      172 SH      SHARED      03                             172
D ICG COMMUNICATIONS INC         COM              449246107      183     8600 SH      SHARED      06          8600
D ICOS CORP                      COM              449295104     4787   117300 SH      SHARED      01        116900               400
D ICOS CORP                      COM              449295104      220     5400 SH      SHARED      06          5400
D ICU MED INC                    COM              44930G107        3      200 SH      SHARED      01           200
D IDEC PHARMACEUTICALS CORP      COM              449370105     4025    52239 SH      SHARED      01         52239
D IDEC PHARMACEUTICALS CORP      COM              449370105      138     1800 SH      SHARED      06          1800
D IDX SYS CORP                   COM              449491109      922    40900 SH      SHARED      01         39900              1000
D IDX SYS CORP                   COM              449491109      714    31678 SH      SHARED      06         31678
D IGEN INC                       COM              449536101     4642   159400 SH      SHARED      01         41300            118100
D IGEN INC                       COM              449536101       32     1100 SH      SHARED      06          1100
D IHOP CORP                      COM              449623107     1807    75100 SH      SHARED      01         75100
D IHOP CORP                      COM              449623107       52     2200 SH      SHARED      06          2200
D ILX RESORTS INC                COM NEW          449661503       27    14500 SH      SHARED      01         14500
D IMC GLOBAL INC                 COM              449669100      340    19600 SH      SHARED                 19600
D IMC GLOBAL INC                 COM              449669100    14976   861930 SH      SHARED      01        455347            406583
D IMC GLOBAL INC                 COM              449669100      496    28548 SH      SHARED      02         28548
D IMC GLOBAL INC                 COM              449669100       16      957 SH      SHARED      03                             957
D IMC GLOBAL INC                 COM              449669100     3436   197775 SH      SHARED      06        197775
D IMC GLOBAL INC                 WT EXP  122200   449669118        0      279 SH      SHARED      01           279
D IMC GLOBAL INC                 WT EXP  122200   449669118        0      160 SH      SHARED      03                             160
D IMC GLOBAL INC                 WT EXP  122200   449669118       39    69500 SH      SHARED      06         69500
D IMCO RECYCLING INC             COM              449681105     1200    70100 SH      SHARED      01         70100
D IMCO RECYCLING INC             COM              449681105       23     1400 SH      SHARED      06          1400
D I-LINK CORP                    COM              449927102      130    27800 SH      SHARED      01         11200             16600
D IMS HEALTH INC                 COM              449934108       50     1631 SH      SHR/OTHR    01                            1631
D IMS HEALTH INC                 COM              449934108      218     7000 SH      SHARED                  7000
D IMS HEALTH INC                 COM              449934108   172767  5528565 SH      SHARED      01       4720064            808501
D IMS HEALTH INC                 COM              449934108    13791   441329 SH      SHR/OTHR    01                 313240   128089
D IMS HEALTH INC                 COM              449934108       18      600 SH      SHARED      02           600
D IMS HEALTH INC                 COM              449934108       37     1200 SH      SHARED      03                            1200
D IMS HEALTH INC                 COM              449934108    12881   412196 SH      SHARED      06        412196
D IRI INTL CORP                  COM              45004F107       59    12800 SH      SHARED                 12800
D IRI INTL CORP                  COM              45004F107      651   140800 SH      SHARED      01        140800
D IRI INTL CORP                  COM              45004F107        4     1000 SH      SHR/OTHR    01                            1000
D IRI INTL CORP                  COM              45004F107        6     1300 SH      SHARED      06          1300
D IRT PPTY CO                    COM              450058102     1063   107675 SH      SHARED      01         99575              8100
D IRT PPTY CO                    COM              450058102       19     2000 SH      SHARED      03                            2000
D IRT PPTY CO                    COM              450058102      102    10400 SH      SHARED      06         10400
D ISS GROUP INC                  COM              450306105     7285   193000 SH      SHARED      01        193000
D ISS GROUP INC                  COM              450306105      192     5100 SH      SHARED      06          5100
D ITC DELTACOM INC               COM              45031T104    13400   478600 SH      SHARED      01        142500            336100
D ITC DELTACOM INC               COM              45031T104      184     6600 SH      SHARED      06          6600
D I-STAT CORP                    COM              450312103        1      200 SH      SHARED      01           200
D ITEQ INC                       COM              450430103       50    23900 SH      SHARED      01         23900
D ITEQ INC                       COM              450430103       25    12400 SH      SHARED      06         12400
D ITI TECHNOLOGIES INC           COM              450564109       24     1100 SH      SHARED      01          1100
D ITI TECHNOLOGIES INC           COM              450564109       20      900 SH      SHARED      06           900
D ITT EDUCATIONAL SERVICES INC   COM              45068B109     1594    61175 SH      SHARED      01         61175
D ITT EDUCATIONAL SERVICES INC   COM              45068B109       62     2400 SH      SHR/OTHR    01                            2400
D ITT EDUCATIONAL SERVICES INC   COM              45068B109     1527    58599 SH      SHARED      02         58599
D ITT EDUCATIONAL SERVICES INC   COM              45068B109      106     4100 SH      SHARED      06          4100
D IXC COMMUNICATIONS INC         COM              450713102     3652    92900 SH      SHARED      01         92900
D IXC COMMUNICATIONS INC         COM              450713102      192     4900 SH      SHARED      06          4900
D IXL ENTERPRISES INC            COM              450718101        2       90 SH      SHARED      01            90
D ITT INDS INC IND               COM              450911102    59379  1557504 SH      SHARED      01       1367874            189630
D ITT INDS INC IND               COM              450911102      117     3088 SH      SHR/OTHR    01                   1000     2088
D ITT INDS INC IND               COM              450911102     4738   124300 SH      SHARED      06        124300
D ICON PUB LTD CO                SPONSORED ADR    45103T107      136     6978 SH      SHARED      02          6978
D IDACORP INC                    COM              451107106      122     3900 SH      SHARED                  3900
D IDACORP INC                    COM              451107106    10509   333644 SH      SHARED      01        180121            153523
D IDACORP INC                    COM              451107106      667    21200 SH      SHARED      06         21200
D IDEX CORP                      COM              45167R104     3239    98550 SH      SHARED      01         96700              1850
D IDEX CORP                      COM              45167R104       49     1500 SH      SHR/OTHR    01                            1500
D IDEX CORP                      COM              45167R104      101     3100 SH      SHARED      06          3100
D IDEXX LABS INC                 COM              45168D104     9236   396200 SH      SHARED      01        267000            129200
D IDEXX LABS INC                 COM              45168D104      107     4600 SH      SHARED      06          4600
D IKON OFFICE SOLUTIONS INC      COM              451713101       46     3100 SH      SHARED                  3100
D IKON OFFICE SOLUTIONS INC      COM              451713101    31654  2110319 SH      SHARED      01       1753219            357100
D IKON OFFICE SOLUTIONS INC      COM              451713101     1626   108466 SH      SHARED      06        108466
D IDENTIX INC                    COM              451906101       95     9700 SH      SHARED      01          9700
D IL FORNAIO AMER CORP           COM              451926109     1062    71100 SH      SHARED      05         71100
D IL FORNAIO AMER CORP           COM              451926109        0       57 SH      SHARED      06            57
D ILLINOIS TOOL WKS INC          COM              452308109   287720  3519511 SH      SHARED      01       3045931            473580
D ILLINOIS TOOL WKS INC          COM              452308109       32      400 SH      SHR/OTHR    01                             400
D ILLINOIS TOOL WKS INC          COM              452308109       49      600 SH      SHARED      02           600
D ILLINOIS TOOL WKS INC          COM              452308109     1144    14000 SH      SHARED      03                           14000
D ILLINOIS TOOL WKS INC          COM              452308109    15517   189812 SH      SHARED      06        189812
D ILLINOVA CORP                  COM              452317100    17477   641390 SH      SHARED      01        351785            289605
D ILLINOVA CORP                  COM              452317100       21      800 SH      SHR/OTHR    01                             800
D ILLINOVA CORP                  COM              452317100     6278   230400 SH      SHARED      06        230400
D IMAGE ENTMT INC                COM NEW          452439201       91    14000 SH      SHARED      01         14000
D IMATION CORP                   COM              45245A107      104     4200 SH      SHARED                  4200
D IMATION CORP                   COM              45245A107     8418   339280 SH      SHARED      01        198681            140599
D IMATION CORP                   COM              45245A107      100     4054 SH      SHR/OTHR    01                   3814      240
D IMATION CORP                   COM              45245A107      655    26400 SH      SHARED      06         26400
D IMAX CORP                      COM              45245E109      114     5100 SH      SHARED      01          5100
D IMCLONE SYS INC                COM              45245W109     1814    71500 SH      SHARED      01         68000              3500
D IMCLONE SYS INC                COM              45245W109       81     3200 SH      SHARED      06          3200
D IMMUNE RESPONSE CORP DEL       COM              45252T106       41     7800 SH      SHARED      01          7800
D IMMUNE RESPONSE CORP DEL       COM              45252T106        0      100 SH      SHARED      03                             100
D IMMUNE RESPONSE CORP DEL       COM              45252T106      136    25400 SH      SHARED      06         25400
D IMMUNEX CORP NEW               COM              452528102    32863   257878 SH      SHARED      01        135238            122640
D IMMUNEX CORP NEW               COM              452528102      919     7213 SH      SHARED      06          7213
D IMPAC MTG HLDGS INC            COM              45254P102      315    62350 SH      SHARED      01         62350
D IMPAC MTG HLDGS INC            COM              45254P102      109    21700 SH      SHARED      06         21700
D IMPAC COML HLDGS INC           COM              45254R108       20     3200 SH      SHARED      01          3200
D IMPATH INC                     COM              45255G101      615    22800 SH      SHARED      01         22800
D IMPATH INC                     COM              45255G101        8      300 SH      SHARED      03           300
D IMPATH INC                     COM              45255G101       18      700 SH      SHARED      06           700
D IMPERIAL BANCORP               COM              452556103     7217   364316 SH      SHARED      01        142815            221501
D IMPERIAL BANCORP               COM              452556103      119     6036 SH      SHARED      06          6036
D IMPERIAL CHEM INDS PLC         ADR NEW          452704505      445    11200 SH      SHARED                 11200
D IMPERIAL CHEM INDS PLC         ADR NEW          452704505       27      700 SH      SHARED      01           700
D IMPERIAL CHEM INDS PLC         ADR NEW          452704505      568    14300 SH      SHARED      06         14300
D IMPERIAL CREDIT COMM MRTG INVS COM              45272T102     1400   129500 SH      SHARED      01        109800             19700
D IMPERIAL CREDIT COMM MRTG INVS COM              45272T102      265    24600 SH      SHARED      06         24600
D IMPERIAL CR INDS INC           COM              452729106     3245   457508 SH      SHARED      01        148316            309192
D IMPERIAL CR INDS INC           COM              452729106       19     2700 SH      SHARED      06          2700
D IMATRON INC                    COM              452906100        1     1000 SH      SHARED      03                            1000
D IN FOCUS SYS INC               COM              452919103       24     1600 SH      SHARED      01          1600
D IMPERIAL OIL LTD               COM NEW          453038408      168     8900 SH      SHARED      06          8900
D IMPERIAL SUGAR CO NEW          COM              453096109      412    59501 SH      SHARED      01         59501
D IMPERIAL SUGAR CO NEW          COM              453096109     1158   166947 SH      SHR/OTHR    01                 166947
D IMPERIAL SUGAR CO NEW          COM              453096109       20     2900 SH      SHARED      06          2900
D IMPERIAL TOBACCO GROUP PLC     SPONSORED ADR    453142101        1       88 SH      SHARED      01                              88
D IMRGLOBAL CORPORATION          COM              45321W106     4314   224110 SH      SHARED      01        224110
D IMRGLOBAL CORPORATION          COM              45321W106       24     1250 SH      SHARED      06          1250
D INACOM CORP                    COM              45323G109     1766   139904 SH      SHARED      01        139904
D INACOM CORP                    COM              45323G109       94     7500 SH      SHARED      06          7500
D INCO LTD                       COM              453258402      174     9700 SH      SHARED                  9700
D INCO LTD                       COM              453258402    24391  1355061 SH      SHARED      01       1355061
D INCO LTD                       COM              453258402     2404   133600 SH      SHARED      06        133600
D INCOME OPPORTUNITIES FD 1999   COM              45333P107      455    46400 SH      SHARED      06         46400
D INCYTE PHARMACEUTICALS INC     COM              45337C102     7865   297533 SH      SHARED      01        113433            184100
D INCYTE PHARMACEUTICALS INC     COM              45337C102     1224    46300 SH      SHARED      05         46300
D INCYTE PHARMACEUTICALS INC     COM              45337C102      647    24500 SH      SHARED      06         24500
D INDEPENDENCE CMNTY BK CORP     COM              453414104     8695   644100 SH      SHARED      01        308000            336100
D INDEPENDENCE CMNTY BK CORP     COM              453414104      148    11000 SH      SHARED      06         11000
D INDEPENDENCE FED SVGS BK       COM              453432106       27     2300 SH      SHARED      01          2300
D INDEPENDENCE HLDG CO NEW       COM NEW          453440307       39     3400 SH      SHARED      01          3400
D INDEPENDENCE HLDG CO NEW       COM NEW          453440307      587    50000 SH      SHARED      06         50000
D INDEPENDENT BANK CORP MASS     COM              453836108      363    23100 SH      SHARED      01         23100
D INDEPENDENT BANK CORP MASS     COM              453836108       20     1300 SH      SHARED      06          1300
D INDEPENDENT BANK CORP MICH     COM              453838104        9      544 SH      SHARED      01           544
D INDIANA ENERGY INC             COM              454707100       66     3100 SH      SHARED                  3100
D INDIANA ENERGY INC             COM              454707100     3858   181026 SH      SHARED      01        136416             44610
D INDIANA ENERGY INC             COM              454707100      304    14300 SH      SHARED      06         14300
D INDIGO AVIATION AB             SPONSORED ADR    45567P104        2      320 SH      SHARED      06           320
D INDUS INTL INC                 COM              45578L100      112    26000 SH      SHARED      06         26000
D INDUSTRI-MATEMATIK INTL CORP   COM              455792101       73    30200 SH      SHARED      01         24600              5600
D INDUSTRI-MATEMATIK INTL CORP   COM              455792101       58    24094 SH      SHARED      06         24094
D INDUSTRIAL BANCORP INC         COM              455882100       36     1800 SH      SHARED      01          1800
D INDUSTRIAL HLDGS INC           COM              456160100        2      300 SH      SHARED      01           300
D INDUSTRIE NATUZZI SPA          ADR              456478106       34     1800 SH      SHARED      01          1800
D INDYMAC MTG HLDGS INC          COM              456607100     7340   458800 SH      SHARED      01        158300            300500
D INDYMAC MTG HLDGS INC          COM              456607100      118     7420 SH      SHARED      03           800              6620
D INDYMAC MTG HLDGS INC          COM              456607100      238    14900 SH      SHARED      06         14900
D INFERENCE CORP                 CL A             45662K109       64    15100 SH      SHARED      01         15100
D INFINITY BROADCASTING CP NEW   CL A             45662S102      122     4137 SH      SHR/OTHR    01                            4137
D INFINITY BROADCASTING CP NEW   CL A             45662S102      706    23900 SH      SHARED                 23900
D INFINITY BROADCASTING CP NEW   CL A             45662S102     3095   104700 SH      SHARED      01         32000             72700
D INFINITY BROADCASTING CP NEW   CL A             45662S102     2004    67810 SH      SHR/OTHR    01                  45900    21910
D INFINITY BROADCASTING CP NEW   CL A             45662S102      652    22088 SH      SHARED      02         22088
D INFINITY BROADCASTING CP NEW   CL A             45662S102      570    19300 SH      SHARED      03         17800              1500
D INFINITY BROADCASTING CP NEW   CL A             45662S102     4311   145838 SH      SHARED      06        145838
D INET TECHNOLOGIES INC          COM              45662V105     4248   177000 SH      SHARED      01        177000
D INET TECHNOLOGIES INC          COM              45662V105      268    11200 SH      SHARED      06         11200
D INFINITY INC                   COM PAR $.0001   45663L403       13     6100 SH      SHARED      01          6100
D INFOCURE CORP                  COM              45665A108     1392    26300 SH      SHARED                 26300
D INFOCURE CORP                  COM              45665A108     5944   112300 SH      SHARED      01        112300
D INFOCURE CORP                  COM              45665A108        0       17 SH      SHARED      03            17
D INFORMATICA CORP               COM              45666Q102      940    26400 SH      SHARED      01         26400
D INFORMATION ADVANTAGE SOFTWARE COM              45669P101       65    16072 SH      SHARED      01         16072
D INFORMIX CORP                  COM              456779107      219    25700 SH      SHARED                 25700
D INFORMIX CORP                  COM              456779107    11791  1382152 SH      SHARED      01        744136            638016
D INFORMIX CORP                  COM              456779107      385    45200 SH      SHARED      03         45000               200
D INFORMIX CORP                  COM              456779107      826    96900 SH      SHARED      06         96900
D INFOSEEK CORP                  COM              45678M107      215     4500 SH      SHARED                  4500
D INFOSEEK CORP                  COM              45678M107    11948   249256 SH      SHARED      01         85856            163400
D INFOSEEK CORP                  COM              45678M107    15453   322380 SH      SHARED      03        313550              8830
D INFOSEEK CORP                  COM              45678M107     2764    57668 SH      SHARED      06         57668
D INFOSPACE COM INC              COM              45678T102     3158    67200 SH      SHARED                 67200
D INFOSPACE COM INC              COM              45678T102     4540    96600 SH      SHARED      01         96600
D INFOSPACE COM INC              COM              45678T102     1188    25278 SH      SHARED      06         25278
D INFOSYS TECHNOLOGIES LTD       SPONSORED ADR    456788108        4       75 SH      SHARED      06            75
D INFOUSA INC NEW                CL B             456818103      694    81650 SH      SHARED      01         78850              2800
D INFOUSA INC NEW                CL B             456818103       36     4300 SH      SHARED      06          4300
D INFOUSA INC NEW                CL A             456818202        6      750 SH      SHARED      01           750
D ING GROEP N V                  SPONSORED ADR    456837103      695    12639 SH      SHARED      01         12330               309
D ING GROEP N V                  SPONSORED ADR    456837103        5      100 SH      SHARED      03                             100
D INGERSOLL RAND CO              COM              456866102     1790    27700 SH      SHARED                 27700
D INGERSOLL RAND CO              COM              456866102   163723  2533441 SH      SHARED      01       2123601            409840
D INGERSOLL RAND CO              COM              456866102     1742    26961 SH      SHR/OTHR    01                   2595    24366
D INGERSOLL RAND CO              COM              456866102    37767   584416 SH      SHARED      02        584416
D INGERSOLL RAND CO              COM              456866102       41      635 SH      SHARED      03                             635
D INGERSOLL RAND CO              COM              456866102    18463   285700 SH      SHARED      06        285700
D INFORMATION RES INC            COM              456905108       21     2500 SH      SHARED                  2500
D INFORMATION RES INC            COM              456905108     2641   301829 SH      SHARED      01        125441            176388
D INFORMATION RES INC            COM              456905108      119    13700 SH      SHARED      06         13700
D INFORMATION MGMT ASSOC INC     COM              456923101       15     4500 SH      SHARED      03           500              4000
D INGLES MKTS INC                CL A             457030104     1512    99150 SH      SHARED      01         42761             56389
D INGLES MKTS INC                CL A             457030104       19     1300 SH      SHARED      06          1300
D INGRAM MICRO INC               SR DB CV ZERO 18 457153AA2    20797 63600000 PRN     SHARED      06      63600000
D INGRAM MICRO INC               CL A             457153104     9365   363702 SH      SHARED      01        123302            240400
D INGRAM MICRO INC               CL A             457153104     2511    97536 SH      SHARED      06         97536
D INHALE THERAPEUTIC SYS INC     COM              457191104     1350    56700 SH      SHARED      01         54900              1800
D INHALE THERAPEUTIC SYS INC     COM              457191104       45     1900 SH      SHARED      06          1900
D INKTOMI CORP                   COM              457277101       13      100 SH      SHARED                   100
D INKTOMI CORP                   COM              457277101     4050    30800 SH      SHARED      01         30800
D INKTOMI CORP                   COM              457277101      144     1100 SH      SHARED      03           200               900
D INKTOMI CORP                   COM              457277101    10567    80358 SH      SHARED      06         80358
D INNKEEPERS USA TR              COM              4576J0104      812    81200 SH      SHARED      01         79200              2000
D INNKEEPERS USA TR              COM              4576J0104       13     1300 SH      SHR/OTHR    01                            1300
D INNKEEPERS USA TR              COM              4576J0104       10     1000 SH      SHARED      03          1000
D INNKEEPERS USA TR              COM              4576J0104      113    11300 SH      SHARED      06         11300
D INNODATA CORP                  COM NEW          457642205       91     8100 SH      SHARED      01          8100
D INNOVEX INC                    COM              457647105      669    47800 SH      SHARED      01         47800
D INNOVEX INC                    COM              457647105       25     1800 SH      SHARED      06          1800
D INSIGHT ENTERPRISES INC        COM              45765U103     2397    96873 SH      SHARED                 96873
D INSIGHT ENTERPRISES INC        COM              45765U103     1420    57375 SH      SHARED      01         57375
D INSIGHT ENTERPRISES INC        COM              45765U103       54     2200 SH      SHARED      06          2200
D INPUT/OUTPUT INC               COM              457652105     1951   258000 SH      SHARED                258000
D INPUT/OUTPUT INC               COM              457652105     2398   317200 SH      SHARED      01        185900            131300
D INPUT/OUTPUT INC               COM              457652105       68     9100 SH      SHARED      06          9100
D INPUT SOFTWARE INC             COM              457654101       93    15700 SH      SHARED      01         15700
D INPRISE CORP                   COM              45766C102     1439   295375 SH      SHARED      01        187024            108351
D INPRISE CORP                   COM              45766C102      188    38600 SH      SHARED      06         38600
D INNOVASIVE DEVICES INC         COM              45766K104        0      250 SH      SHARED      03                             250
D INNOVASIVE DEVICES INC         COM              45766K104        0      100 SH      SHARED      06           100
D INSIGHT HEALTH SVCS CORP       COM              45766Q101       28     4400 SH      SHARED      01          4400
D INSITE VISION INC              COM              457660108        2     1500 SH      SHARED      01          1500
D INSITUFORM TECHNOLOGIES INC    CL A             457667103      976    45178 SH      SHARED      01         45178
D INSITUFORM TECHNOLOGIES INC    CL A             457667103       54     2500 SH      SHARED      06          2500
D INSIGNIA FINL GROUP INC NEW    COM              45767A105     2968   282759 SH      SHARED      01         95060            187699
D INSIGNIA FINL GROUP INC NEW    COM              45767A105        0       22 SH      SHARED      03            22
D INSIGNIA FINL GROUP INC NEW    COM              45767A105       69     6600 SH      SHARED      06          6600
D INSO CORP                      COM              457674109       26     5000 SH      SHR/OTHR    06                            5000
D INSO CORP                      COM              457674109       46     8700 SH      SHARED      01          8700
D INSPIRE INS SOLUTIONS INC      COM              457732105      629    43400 SH      SHARED      01         43400
D INSPIRE INS SOLUTIONS INC      COM              457732105       13      900 SH      SHARED      06           900
D INSTRON CORP                   COM              457776102        6      300 SH      SHARED      01           300
D INSURANCE AUTO AUCTIONS INC    COM              457875102      195    12100 SH      SHARED      01         12100
D INSURANCE MGMT SOLUTIONS GROUP COM              458045101     2111   248400 SH      SHARED                248400
D INTEGRAL SYS INC MD            COM              45810H107      730    32100 SH      SHARED                 32100
D INTEGRAL SYS INC MD            COM              45810H107       13      600 SH      SHARED      01           600
D INTEGRATED ELECTRICAL SVC      COM              45811E103      967    60000 SH      SHARED      01         57200              2800
D INTEGRATED ELECTRICAL SVC      COM              45811E103       33     2100 SH      SHARED      06          2100
D INTEGRA INC                    COM              45811M105        0      700 SH      SHARED      01           700
D INTEGRATED DEVICE TECHNOLOGY   COM              458118106       98     9100 SH      SHARED                  9100
D INTEGRATED DEVICE TECHNOLOGY   COM              458118106     8256   759250 SH      SHARED      01        411737            347513
D INTEGRATED DEVICE TECHNOLOGY   COM              458118106      433    39900 SH      SHARED      06         39900
D INTEGRATED HEALTH SVCS INC     SR SD CV 5.75%01 45812CAE6      651   905000 PRN     SHARED      06        905000
D INTEGRATED HEALTH SVCS INC     COM              45812C106     2530   316317 SH      SHARED      01        204591            111726
D INTEGRATED HEALTH SVCS INC     COM              45812C106        4      500 SH      SHARED      03           500
D INTEGRATED HEALTH SVCS INC     COM              45812C106      255    31900 SH      SHARED      06         31900
D INTEGRATED SYS INC             COM              45812M104     2568   218600 SH      SHARED      01         62300            156300
D INTEGRATED SYS INC             COM              45812M104       11     1000 SH      SHARED      03          1000
D INTEGRATED SYS INC             COM              45812M104     3693   314325 SH      SHARED      05        314325
D INTEGRATED SYS INC             COM              45812M104       21     1800 SH      SHARED      06          1800
D INTEGRATED SILICON SOLUTION    COM              45812P107       52     9000 SH      SHARED                  9000
D INTEGRATED SILICON SOLUTION    COM              45812P107       19     3400 SH      SHARED      06          3400
D INTEL CORP                     COM              458140100    11245   189000 SH      SHARED                189000
D INTEL CORP                     COM              458140100  3059637 51422477 SH      SHARED      01      42900508           8521969
D INTEL CORP                     COM              458140100    20740   348584 SH      SHR/OTHR    01                 223267   125317
D INTEL CORP                     COM              458140100      321     5400 SH      SHARED      02          5400
D INTEL CORP                     COM              458140100    13702   230297 SH      SHARED      03        124701            105596
D INTEL CORP                     COM              458140100   107480  1806403 SH      SHARED      06       1805188              1215
D INTELLIGENT CTLS INC      EC   COM              45815R100       13     5273 SH      SHARED      02          5273
D INTELLIGROUP INC               COM              45816A106       92    13000 SH      SHARED      01         13000
D INTELLIGROUP INC               COM              45816A106       32     4600 SH      SHARED      06          4600
D INTER TEL INC                  COM              458372109     5148   282100 SH      SHARED      01         53200            228900
D INTER TEL INC                  COM              458372109       49     2700 SH      SHARED      06          2700
D INTERCHANGE FINL SVCS S B N J  COM              458447109        3      236 SH      SHARED      01           236
D INTERCEPT GROUP INC            COM              45845L107     1472    95000 SH      SHARED                 95000
D INTERDIGITAL COMMUNICATIONS CP COM              45866A105     1840   408893 SH      SHARED      01        115500            293393
D INTERDIGITAL COMMUNICATIONS CP COM              45866A105       28     6400 SH      SHARED      06          6400
D INTERFACE INC                  CL A             458665106     4482   519746 SH      SHARED      01        292100            227646
D INTERFACE INC                  CL A             458665106       15     1800 SH      SHARED      03                            1800
D INTERFACE INC                  CL A             458665106       42     4900 SH      SHARED      06          4900
D INTERIM SVCS INC               SUB NT CV 4.5%05 45868PAA8     8530 10000000 PRN     SHARED      06      10000000
D INTERIM SVCS INC               COM              45868P100      134     6500 SH      SHARED                  6500
D INTERIM SVCS INC               COM              45868P100    11880   576004 SH      SHARED      01        240204            335800
D INTERIM SVCS INC               COM              45868P100      193     9400 SH      SHARED      06          9400
D INTERGRAPH CORP                COM              458683109     2771   357616 SH      SHARED      01        158602            199014
D INTERGRAPH CORP                COM              458683109       61     7900 SH      SHARED      03                            7900
D INTERGRAPH CORP                COM              458683109       37     4900 SH      SHARED      06          4900
D INTERLEAF INC                  COM NEW          458729209      101    17300 SH      SHARED      01         17300
D INTERLINK ELECTRS              COM              458751104      129    13000 SH      SHARED      01         13000
D INTERMAGNETICS GEN CORP        COM              458771102       18     2432 SH      SHARED      01          2432
D INTERMEDIA COMMUNICATIONS INC  COM              458801107    11973   399100 SH      SHARED      01        155400            243700
D INTERMEDIA COMMUNICATIONS INC  COM              458801107      372    12423 SH      SHARED      06         12423
D INTERMET CORP                  COM              45881K104     1202    79500 SH      SHARED      01         79500
D INTERMET CORP                  COM              45881K104       58     3900 SH      SHARED      06          3900
D INTERNATIONAL ALUM CORP        COM              458884103        8      300 SH      SHARED      01           300
D INTERNATIONAL BANCSHARES CORP  COM              459044103     1681    39750 SH      SHARED      01         38625              1125
D INTERNATIONAL BANCSHARES CORP  COM              459044103       42     1000 SH      SHARED      06          1000
D INTERNATIONAL BUSINESS MACHS   COM              459200101       59      460 SH      SHR/OTHR    06                             460
D INTERNATIONAL BUSINESS MACHS   COM              459200101    13377   103501 SH      SHARED                103501
D INTERNATIONAL BUSINESS MACHS   COM              459200101  3794934 29361194 SH      SHARED      01      24378014    77434  4905746
D INTERNATIONAL BUSINESS MACHS   COM              459200101    75064   580772 SH      SHR/OTHR    01                 551762    29010
D INTERNATIONAL BUSINESS MACHS   COM              459200101      193     1500 SH      SHARED      02          1500
D INTERNATIONAL BUSINESS MACHS   COM              459200101     3363    26026 SH      SHARED      03          1916             24110
D INTERNATIONAL BUSINESS MACHS   COM              459200101   221248  1711789 SH      SHARED      06       1710724              1065
D INTERNATIONAL FIBERCOM INC     COM              45950T101       87     9600 SH      SHARED      01          9600
D INTERNATIONAL FLAVORS&FRAGRANC COM              459506101    71264  1619641 SH      SHARED      01       1365091            254550
D INTERNATIONAL FLAVORS&FRAGRANC COM              459506101     1048    23819 SH      SHR/OTHR    01                  23819
D INTERNATIONAL FLAVORS&FRAGRANC COM              459506101        8      200 SH      SHARED      02           200
D INTERNATIONAL FLAVORS&FRAGRANC COM              459506101       13      299 SH      SHARED      03           200                99
D INTERNATIONAL FLAVORS&FRAGRANC COM              459506101     4125    93763 SH      SHARED      06         93763
D INTERNATIONAL HOME FOODS INC   COM              459655106       18     1000 SH      SHARED                  1000
D INTERNATIONAL HOME FOODS INC   COM              459655106       22     1200 SH      SHARED      01          1200
D INTERNATIONAL HOME FOODS INC   COM              459655106        5      300 SH      SHR/OTHR    01                             300
D INTERNATIONAL HOME FOODS INC   COM              459655106       49     2700 SH      SHARED      06          2700
D INTERNATIONAL INTEGRATION INC  COM              459698106        2      100 SH      SHARED      01           100
D INTERNATIONAL INTEGRATION INC  COM              459698106       46     2060 SH      SHARED      06          2060
D INTERNATIONAL GAME TECHNOLOGY  COM              459902102       92     5000 SH      SHARED                  5000
D INTERNATIONAL GAME TECHNOLOGY  COM              459902102    14621   790348 SH      SHARED      01        403870            386478
D INTERNATIONAL GAME TECHNOLOGY  COM              459902102        9      500 SH      SHARED      03           500
D INTERNATIONAL GAME TECHNOLOGY  COM              459902102     1262    68246 SH      SHARED      06         68246
D INTERNATIONAL MULTIFOODS CORP  COM              460043102       47     2100 SH      SHARED                  2100
D INTERNATIONAL MULTIFOODS CORP  COM              460043102     3491   154739 SH      SHARED      01         62557             92182
D INTERNATIONAL MULTIFOODS CORP  COM              460043102      203     9000 SH      SHARED      06          9000
D INTERNATIONAL NETWORK SVCS     COM              460053101     4410   109250 SH      SHARED      01        105000              4250
D INTERNATIONAL NETWORK SVCS     COM              460053101      292     7238 SH      SHARED      06          7238
D INTL PAPER CO                  COM              460146103     3562    70900 SH      SHARED                 70900
D INTL PAPER CO                  COM              460146103   324976  6467195 SH      SHARED      01       5384378           1082817
D INTL PAPER CO                  COM              460146103     3651    72669 SH      SHR/OTHR    01                  31506    41163
D INTL PAPER CO                  COM              460146103       30      600 SH      SHARED      02           600
D INTL PAPER CO                  COM              460146103      254     5066 SH      SHARED      03                            5066
D INTL PAPER CO                  COM              460146103    15585   310152 SH      SHARED      06        310152
D INTERNATIONAL RECTIFIER CORP   COM              460254105       73     5500 SH      SHARED                  5500
D INTERNATIONAL RECTIFIER CORP   COM              460254105     6152   462200 SH      SHARED      01        229600            232600
D INTERNATIONAL RECTIFIER CORP   COM              460254105       39     3000 SH      SHR/OTHR    01                   3000
D INTERNATIONAL RECTIFIER CORP   COM              460254105       87     6600 SH      SHARED      06          6600
D INTERNATIONAL SHIPHOLDING CORP COM NEW          460321201        3      234 SH      SHARED      01           234
D INTERNATIONAL SPEEDWAY CORP    CL A             460335201     2935    61800 SH      SHARED      01         59200              2600
D INTERNATIONAL SPEEDWAY CORP    CL A             460335201      199     4200 SH      SHARED      06          4200
D INTL SPECIALTY PRODS INC NEW   COM              460337108      132    13000 SH      SHARED      01         13000
D INTL SPECIALTY PRODS INC NEW   COM              460337108       28     2800 SH      SHARED      06          2800
D INTERNATIONAL TELECOMMUN DATA  COM              46047F104      564    35300 SH      SHARED      01         35300
D INTERNATIONAL TELECOMMUN DATA  COM              46047F104      166    10400 SH      SHARED      03         10400
D INTERNATIONAL TELECOMMUN DATA  COM              46047F104       24     1500 SH      SHARED      06          1500
D INTERNEURON PHARMACEUTICALS    COM              460573108      171    62500 SH      SHARED      06         62500
D INTERPHASE CORP                COM              460593106        6      300 SH      SHARED      01           300
D INTERPOOL INC                  COM              46062R108      631    48600 SH      SHARED      01         46200              2400
D INTERPOOL INC                  COM              46062R108       22     1700 SH      SHARED      06          1700
D INTERPORE INTL                 COM              46062W107       40     9900 SH      SHARED      01          9900
D INTERPUBLIC GROUP COS INC      SB NT CV  1.8%04 460690AF7        9     8000 PRN     SHARED      06          8000
D INTERPUBLIC GROUP COS INC      COM              460690100   172808  1994898 SH      SHARED      01       1654198            340700
D INTERPUBLIC GROUP COS INC      COM              460690100      173     2000 SH      SHR/OTHR    01                   2000
D INTERPUBLIC GROUP COS INC      COM              460690100       17      200 SH      SHARED      02           200
D INTERPUBLIC GROUP COS INC      COM              460690100      197     2275 SH      SHARED      03                            2275
D INTERPUBLIC GROUP COS INC      COM              460690100     6500    75041 SH      SHARED      06         75041
D INTERSTATE BAKERIES CORP DEL   COM              46072H108      199     8900 SH      SHARED                  8900
D INTERSTATE BAKERIES CORP DEL   COM              46072H108     8996   400970 SH      SHARED      01        215970            185000
D INTERSTATE BAKERIES CORP DEL   COM              46072H108     1567    69858 SH      SHARED      06         69858
D INTERTAPE POLYMER GROUP INC    COM              460919103       17      600 SH      SHARED      01           600
D INTERWEST BANCORP INC          COM              460931108     1340    53617 SH      SHARED      01         53517               100
D INTERWEST BANCORP INC          COM              460931108       35     1400 SH      SHARED      06          1400
D INTERSTATE NATL DEALER SVCS    COM              46102P104       48     7200 SH      SHARED      01          7200
D INTERTAN INC                   COM              461120107      548    27400 SH      SHARED      01         27400
D INTERVU INC                    COM              46114R106      103     2700 SH      SHARED      01          2700
D INTERVOICE INC                 COM              461142101      122     8480 SH      SHARED      01          8480
D INTERVOICE INC                 COM              461142101       72     5000 SH      SHARED      06          5000
D INTIMATE BRANDS INC            CL A             461156101     1042    22000 SH      SHARED                 22000
D INTIMATE BRANDS INC            CL A             461156101     7526   158867 SH      SHARED      01        158867
D INTIMATE BRANDS INC            CL A             461156101      458     9670 SH      SHARED      03          2130              7540
D INTIMATE BRANDS INC            CL A             461156101     1021    21560 SH      SHARED      06         21560
D INTUIT                         COM              461202103     1306    14500 SH      SHARED                 14500
D INTUIT                         COM              461202103    35545   394401 SH      SHARED      01        250621            143780
D INTUIT                         COM              461202103      198     2200 SH      SHARED      03          2000               200
D INTUIT                         COM              461202103     6356    70530 SH      SHARED      06         70530
D INVACARE CORP                  COM              461203101    11149   416800 SH      SHARED      01        118400            298400
D INVACARE CORP                  COM              461203101       85     3200 SH      SHARED      06          3200
D INVESTMENT TECHNOLOGY GRP NEW  COM              46145F105       96     3000 SH      SHARED                  3000
D INVESTMENT TECHNOLOGY GRP NEW  COM              46145F105     5599   174308 SH      SHARED      01        174308
D INVESTMENT TECHNOLOGY GRP NEW  COM              46145F105      408    12719 SH      SHARED      06         12719
D INVESTORS REAL ESTATE TR       SH BEN INT       461730103       19     2500 SH      SHARED      01          2500
D INVESTORS TITLE CO             COM              461804106       10      600 SH      SHARED      01           600
D INVIVO CORP                    COM              461858102       10      800 SH      SHARED      01           800
D INVESTORS FINL SERVICES CORP   COM              461915100     1679    41980 SH      SHARED      01         40182              1798
D INVESTORS FINL SERVICES CORP   COM              461915100       88     2200 SH      SHARED      03                            2200
D INVESTORS FINL SERVICES CORP   COM              461915100       60     1500 SH      SHARED      06          1500
D IOMEGA CORP                    SB NT CV 6.75%01 462030AA5      483   500000 PRN     SHARED      01        500000
D IOMEGA CORP                    COM              462030107     7193  1457049 SH      SHARED      01        706349            750700
D IOMEGA CORP                    COM              462030107      676   137112 SH      SHARED      06        137112
D IONA TECHNOLOGIES PLC          SPONSORED ADR    46206P109       54     3460 SH      SHARED      02          3460
D IONICS INC                     COM              462218108     6887   188700 SH      SHARED      01        100700             88000
D IONICS INC                     COM              462218108       76     2100 SH      SHARED      06          2100
D IPALCO ENTERPRISES INC         COM              462613100      194     9200 SH      SHARED                  9200
D IPALCO ENTERPRISES INC         COM              462613100    22012  1038942 SH      SHARED      01        331880            707062
D IPALCO ENTERPRISES INC         COM              462613100       12      600 SH      SHARED      03                             600
D IPALCO ENTERPRISES INC         COM              462613100     1220    57600 SH      SHARED      06         57600
D IPSWICH SVGS BK MASS           COM              462636101       80     7900 SH      SHARED      01          7900
D IRELAND BK                     SPONSORED ADR    46267Q103       69     1000 SH      SHARED      06          1000
D IRON MTN INC DEL               COM              46284P104     1985    69350 SH      SHARED      01         69350
D IRON MTN INC DEL               COM              46284P104       45     1600 SH      SHARED      06          1600
D IROQUOIS BANCORP INC           COM              463347104        3      200 SH      SHARED      01           200
D IRWIN FINL CORP                COM              464119106     1283    65800 SH      SHARED      01         65800
D IRWIN FINL CORP                COM              464119106       21     1100 SH      SHARED      06          1100
D IRWIN NATURALS/4HEALTH INC     COM              464142108        4     2300 SH      SHARED      01          2300
D ISIS PHARMACEUTICALS INC       COM              464330109     3637   357100 SH      SHARED      01         93800            263300
D ISIS PHARMACEUTICALS INC       COM              464330109       34     3400 SH      SHARED      06          3400
D ISLE OF CAPRIS CASINOS INC     COM              464592104     2616   380600 SH      SHARED                380600
D ISLE OF CAPRIS CASINOS INC     COM              464592104      114    16700 SH      SHARED      01         16700
D ISPAT INTL N V                 NY REG SH CL A   464899103      122    11100 SH      SHARED                 11100
D ISPAT INTL N V                 NY REG SH CL A   464899103       22     2000 SH      SHARED      06          2000
D ISTITUTO BANC SAN PAOLO DI TOR SPONSORED ADR    465224103        5      190 SH      SHARED      03                             190
D ISTITUTO NAZIONALE DELLE ASSIG SPONSORED ADR    465234102       39     1700 SH      SHARED      01          1700
D IT GROUP INC                   COM              465266104        8      540 SH      SHARED      01           540
D IT GROUP INC                   COM              465266104       17     1081 SH      SHARED      03          1081
D IT GROUP INC                   PFD CV 1/100SH   465266302     2555   111120 SH      SHARED      06        111120
D ITO YOKADO LTD                 ADR NEW          465714301        6      100 SH      SHARED      03                             100
D ITRON INC                      COM              465741106      732    85500 SH      SHARED      01         52300             33200
D ITRON INC                      COM              465741106       79     9300 SH      SHARED      06          9300
D ITURF INC                      CL A             46575Q100       12      700 SH      SHARED      03                             700
D ITURF INC                      CL A             46575Q100        3      217 SH      SHARED      06           217
D I2 TECHNOLOGIES INC            COM              465754109     3672    85400 SH      SHARED      01         43300             42100
D I2 TECHNOLOGIES INC            COM              465754109      750    17450 SH      SHARED      06         17450
D IVAX CORP                      COM              465823102     7496   530700 SH      SHARED                530700
D IVAX CORP                      COM              465823102    13229   936608 SH      SHARED      01        438868            497740
D IVAX CORP                      COM              465823102     1517   107460 SH      SHARED      06        107460
D IVEX PACKAGING CORP DEL        COM              465855104     1053    47900 SH      SHARED      01         46100              1800
D IVEX PACKAGING CORP DEL        COM              465855104       35     1600 SH      SHARED      06          1600
D IVILLAGE INC                   COM              46588H105        5      100 SH      SHARED                   100
D IVILLAGE INC                   COM              46588H105      100     2000 SH      SHARED      06          2000
D JDN RLTY CORP                  COM              465917102     4592   205250 SH      SHARED      01        137050             68200
D JDN RLTY CORP                  COM              465917102     1155    51649 SH      SHARED      03         12800             38849
D JDN RLTY CORP                  COM              465917102      228    10200 SH      SHARED      06         10200
D J & J SNACK FOODS CORP         COM              466032109      201     8400 SH      SHARED      01          8400
D JB OXFORD HLDGS INC            COM              466107109       84     6000 SH      SHARED      01          6000
D JDA SOFTWARE GROUP INC         COM              46612K108      638    68600 SH      SHARED      01         68600
D JDA SOFTWARE GROUP INC         COM              46612K108      163    17600 SH      SHARED      06         17600
D J JILL GROUP INC               COM              466189107       83     5700 SH      SHARED      01          5700
D JLK DIRECT DISTRIBUTION INC    CL A             46621C105       34     3700 SH      SHARED      01          1700              2000
D JLK DIRECT DISTRIBUTION INC    CL A             46621C105        3      400 SH      SHARED      06           400
D JLG INDS INC                   COM              466210101     6424   315300 SH      SHARED      01        181400            133900
D JLG INDS INC                   COM              466210101      156     7700 SH      SHARED      06          7700
D JP REALTY INC                  COM              46624A106     1087    52900 SH      SHARED      01         50100              2800
D JP REALTY INC                  COM              46624A106      106     5200 SH      SHARED      06          5200
D JPS TEXTILE GROUP INC          COM              46624E405       79    22057 SH      SHARED      06         22057
D JSB FINANCIAL INC              COM              46624M100     6201   121900 SH      SHARED      01         50200             71700
D JSB FINANCIAL INC              COM              46624M100       55     1100 SH      SHARED      06          1100
D JABIL CIRCUIT INC              COM              466313103     1502    33300 SH      SHARED                 33300
D JABIL CIRCUIT INC              COM              466313103    19030   421720 SH      SHARED      01        390320             31400
D JABIL CIRCUIT INC              COM              466313103       18      400 SH      SHARED      03                             400
D JABIL CIRCUIT INC              COM              466313103     3082    68300 SH      SHARED      06         68300
D JACO ELECTRS INC               COM              469783104        0        1 SH      SHARED      01             1
D JACOBS ENGR GROUP INC DEL      COM              469814107     9613   252977 SH      SHARED      01         94989            157988
D JACOBS ENGR GROUP INC DEL      COM              469814107      482    12700 SH      SHARED      06         12700
D JACOR COMMUNUNICATIONS INC     LYON ZERO CPN 11 469858AA2    15424 15580000 PRN     SHARED      06      15580000
D JACOR COMMUNUNICATIONS INC     SR LYON ZERO  18 469858AB0    27878 56663000 PRN     SHARED      06      56663000
D JACOR COMMUNUNICATIONS INC     WT EXP  091801   469858138       10      975 SH      SHARED      01           975
D JAKKS PAC INC                  COM              47012E106      184     6200 SH      SHARED      01          6200
D JAKKS PAC INC                  COM              47012E106       26      900 SH      SHARED      06           900
D JAMESON INNS INC               COM              470457102       24     2600 SH      SHARED      01          2600
D JAMESON INNS INC               COM              470457102       56     6000 SH      SHARED      03                            6000
D JAMESON INNS INC               COM              470457102       18     2000 SH      SHARED      06          2000
D JAN BELL MARKETING INC         COM              470760109        8     2400 SH      SHARED      01          2400
D JANNOCK LTD                    COM              470888801       39     3400 SH      SHARED      01          3400
D JASON INC                      COM              471171108       99    12401 SH      SHARED      01         12401
D JAVELIN SYS INC                COM              471896100        1      100 SH      SHARED      01           100
D JEFFBANKS INC                  COM              472317106      659    23187 SH      SHARED      01         20021              3166
D JEFFBANKS INC                  COM              472317106      261     9200 SH      SHARED      03          8000              1200
D JEFFBANKS INC                  COM              472317106      582    20496 SH      SHARED      06         20496
D JEFFERIES GROUP INC NEW        COM              472319102     1589    54800 SH      SHARED      01         54800
D JEFFERIES GROUP INC NEW        COM              472319102       60     2100 SH      SHARED      06          2100
D JEFFERSON SVGS BANCORP INC     COM              474900107      208    15000 SH      SHARED      01         15000
D JEFFERSON SVGS BANCORP INC     COM              474900107       98     7100 SH      SHARED      06          7100
D JEFFERSON PILOT CORP           COM              475070108      158     2400 SH      SHARED                  2400
D JEFFERSON PILOT CORP           COM              475070108   108742  1642966 SH      SHARED      01       1338013            304953
D JEFFERSON PILOT CORP           COM              475070108      172     2600 SH      SHR/OTHR    01                   1800      800
D JEFFERSON PILOT CORP           COM              475070108        6      100 SH      SHARED      02           100
D JEFFERSON PILOT CORP           COM              475070108       14      225 SH      SHARED      03                             225
D JEFFERSON PILOT CORP           COM              475070108     6495    98141 SH      SHARED      06         98141
D JEFFERSON SMURFIT GROUP PLC    SPONSORED ADR    47508W107       14      600 SH      SHARED      03                             600
D JEFFERSON SMURFIT GROUP PLC    SPONSORED ADR    47508W107        4      200 SH      SHARED      06           200
D JENNA LANE INC                 COM              476142104       34    14800 SH      SHARED      01         14800
D JEVIC TRANSN INC               COM              47719P107        7      550 SH      SHARED      06           550
D JO-ANN STORES INC              CL A             47758P109     2130   142000 SH      SHARED      01         92850             49150
D JO-ANN STORES INC              CL A             47758P109       25     1700 SH      SHARED      06          1700
D JO-ANN STORES INC              CL B NON VTG     47758P208       52     4000 SH      SHARED      01          4000
D JOHN NUVEEN CO                 CL A             478035108     1344    31500 SH      SHARED      01         13300             18200
D JOHN NUVEEN CO                 CL A             478035108       68     1600 SH      SHARED      06          1600
D JOHNS MANVILLE CORP NEW        COM              478129109     4475   322564 SH      SHARED      01        103064            219500
D JOHNS MANVILLE CORP NEW        COM              478129109        0       37 SH      SHARED      03            37
D JOHNS MANVILLE CORP NEW        COM              478129109       31     2263 SH      SHARED      06          2263
D JOHNSON & JOHNSON              COM              478160104    18552   189307 SH      SHARED                189307
D JOHNSON & JOHNSON              COM              478160104  2110725 21538015 SH      SHARED      01      17800114      600  3737301
D JOHNSON & JOHNSON              COM              478160104   105260  1074085 SH      SHR/OTHR    01                 785456   288629
D JOHNSON & JOHNSON              COM              478160104      215     2200 SH      SHARED      02          2200
D JOHNSON & JOHNSON              COM              478160104     4294    43826 SH      SHARED      03          6744             37082
D JOHNSON & JOHNSON              COM              478160104    97155   991384 SH      SHARED      06        990804               580
D JOHNSON CTLS INC               COM              478366107      207     3000 SH      SHARED                  3000
D JOHNSON CTLS INC               COM              478366107    86716  1251097 SH      SHARED      01       1048697            202400
D JOHNSON CTLS INC               COM              478366107       27      394 SH      SHARED      03           394
D JOHNSON CTLS INC               COM              478366107     6105    88085 SH      SHARED      06         88085
D JOHNSON WORLDWIDE ASSOC INC    CL A             479254104        0      100 SH      SHARED      01           100
D JOHNSTON INDS DEL              COM              479368102       11     5600 SH      SHARED      01          5600
D JONES APPAREL GROUP INC        COM              480074103      990    28854 SH      SHARED                 28854
D JONES APPAREL GROUP INC        COM              480074103    26228   764416 SH      SHARED      01        390474            373942
D JONES APPAREL GROUP INC        COM              480074103       65     1900 SH      SHARED      03                            1900
D JONES APPAREL GROUP INC        COM              480074103     2975    86721 SH      SHARED      06         86721
D JONES LANG LASALLE INC         COM              48020Q107     1207    40500 SH      SHARED      01         39600               900
D JONES LANG LASALLE INC         COM              48020Q107        2      100 SH      SHARED      03           100
D JONES LANG LASALLE INC         COM              48020Q107       62     2100 SH      SHARED      06          2100
D JONES INTERCABLE INC           COM              480206101        4      100 SH      SHARED      01           100
D JONES INTERCABLE INC           CL A             480206200     1038    21200 SH      SHARED                 21200
D JONES INTERCABLE INC           CL A             480206200     3086    62981 SH      SHARED      01         62981
D JONES INTERCABLE INC           CL A             480206200     1695    34600 SH      SHARED      06         34600
D JONES PHARMA INC               COM              480236108    10109   256750 SH      SHARED      01        106350            150400
D JONES PHARMA INC               COM              480236108      110     2800 SH      SHARED      06          2800
D JOSTENS INC                    COM              481088102       16      800 SH      SHARED                   800
D JOSTENS INC                    COM              481088102     8505   403838 SH      SHARED      01        342137             61701
D JOSTENS INC                    COM              481088102      581    27600 SH      SHARED      06         27600
D JOURNAL REGISTER CO            COM              481138105      958    42600 SH      SHARED      01         38100              4500
D JOURNAL REGISTER CO            COM              481138105       27     1200 SH      SHARED      06          1200
D JUNO LTG INC                   COM              482047107     4264   174056 SH      SHARED      01         85300             88756
D JUNO LTG INC                   COM              482047107       49     2000 SH      SHARED      06          2000
D JUST FOR FEET INC              COM              48213P106     2397   372400 SH      SHARED      01        179725            192675
D JUST FOR FEET INC              COM              48213P106       69    10800 SH      SHARED      03                           10800
D JUST FOR FEET INC              COM              48213P106     1988   308900 SH      SHARED      05        308900
D JUST FOR FEET INC              COM              48213P106       45     6991 SH      SHARED      06          6991
D JUSTIN INDS INC                COM              482171105     2140   153550 SH      SHARED      01         90700             62850
D JUSTIN INDS INC                COM              482171105       23     1700 SH      SHARED      06          1700
D KCS ENERGY INC                 COM              482434206      155   248500 SH      SHARED      01        101100            147400
D KCS ENERGY INC                 COM              482434206        1     3000 SH      SHARED      06          3000
D KLA-TENCORP CORP               COM              482480100     3308    51000 SH      SHARED                 51000
D KLA-TENCORP CORP               COM              482480100    93848  1446603 SH      SHARED      01       1247293            199310
D KLA-TENCORP CORP               COM              482480100     6779   104500 SH      SHARED      03        104500
D KLA-TENCORP CORP               COM              482480100     9305   143437 SH      SHARED      06        143437
D KLM ROYAL DUTCH AIRLS          COM N Y REG      482516101      145     5100 SH      SHARED                  5100
D KLM ROYAL DUTCH AIRLS          COM N Y REG      482516101      149     5228 SH      SHARED      01          5228
D KLM ROYAL DUTCH AIRLS          COM N Y REG      482516101       11      400 SH      SHARED      03                             400
D KLM ROYAL DUTCH AIRLS          COM N Y REG      482516101      242     8500 SH      SHARED      06          8500
D K MART CORP                    COM              482584109       47     2900 SH      SHARED                  2900
D K MART CORP                    COM              482584109   126176  7647040 SH      SHARED      01       6454854           1192186
D K MART CORP                    COM              482584109        9      600 SH      SHARED      02           600
D K MART CORP                    COM              482584109      122     7400 SH      SHARED      03          4900              2500
D K MART CORP                    COM              482584109     6583   398984 SH      SHARED      06        398984
D KN ENERGY INC                  COM              482620101       93     7000 SH      SHARED                  7000
D KN ENERGY INC                  COM              482620101     5631   421026 SH      SHARED      01        216998            204028
D KN ENERGY INC                  COM              482620101     1943   145305 SH      SHARED      06        145305
D KSB BANCORP INC                COM              482667102       32     2600 SH      SHARED      01          2600
D K-SWISS INC                    CL A             482686102     3910    84100 SH      SHARED                 84100
D K-SWISS INC                    CL A             482686102     8490   182600 SH      SHARED      01        182600
D K-SWISS INC                    CL A             482686102       27      600 SH      SHARED      06           600
D K TEL INTL INC                 COM NEW          482724200       34     5000 SH      SHARED      01          5000
D K TRON INTL INC                COM              482730108        5      300 SH      SHARED      01           300
D K2 DESIGN INC                  COM              482731106        7     2500 SH      SHARED      03          2500
D K2 INC                         COM              482732104     1089   121891 SH      SHARED      01         46442             75449
D K2 INC                         COM              482732104       81     9100 SH      SHARED      06          9100
D K V PHARMACEUTICAL CO          CL B CONV        482740107      573    36100 SH      SHARED      01         36100
D K V PHARMACEUTICAL CO          CL B CONV        482740107       23     1500 SH      SHARED      06          1500
D KAISER ALUMINUM CORP           COM              483007100     1523   171700 SH      SHARED      01        118600             53100
D KAISER ALUMINUM CORP           COM              483007100      169    19100 SH      SHARED      06         19100
D KAISER VENTURES INC            COM              483100103       25     1800 SH      SHARED      01          1800
D KAMAN CORP                     CL A             483548103     3578   228100 SH      SHARED      01        117611            110489
D KAMAN CORP                     CL A             483548103       45     2900 SH      SHARED      06          2900
D KANEB PIPE LINE PARTNERS L P   SR PREF UNIT     484169107       12      400 SH      SHARED      01           400
D KANSAS CITY LIFE INS CO        COM              484836101     1427    33200 SH      SHARED      01         32600               600
D KANSAS CITY PWR & LT CO        COM              485134100      160     6300 SH      SHARED                  6300
D KANSAS CITY PWR & LT CO        COM              485134100    11691   458506 SH      SHARED      01        225215            233291
D KANSAS CITY PWR & LT CO        COM              485134100      102     4000 SH      SHR/OTHR    01                   4000
D KANSAS CITY PWR & LT CO        COM              485134100       14      566 SH      SHARED      03                             566
D KANSAS CITY PWR & LT CO        COM              485134100     1491    58500 SH      SHARED      06         58500
D KANSAS CITY SOUTHN INDS INC    COM              485170104   115297  1806832 SH      SHARED      01       1387382            419450
D KANSAS CITY SOUTHN INDS INC    COM              485170104       31      500 SH      SHARED      03                             500
D KANSAS CITY SOUTHN INDS INC    COM              485170104     5283    82800 SH      SHARED      06         82800
D KATY INDS INC                  COM              486026107        9      700 SH      SHARED      01           700
D KAUFMAN & BROAD HOME CORP      COM              486168107      427    17200 SH      SHARED                 17200
D KAUFMAN & BROAD HOME CORP      COM              486168107    19533   785248 SH      SHARED      01        565864            219384
D KAUFMAN & BROAD HOME CORP      COM              486168107      952    38274 SH      SHARED      06         38274
D KAYDON CORP                    COM              486587108      201     6000 SH      SHARED                  6000
D KAYDON CORP                    COM              486587108    14991   445834 SH      SHARED      01        197656            248178
D KAYDON CORP                    COM              486587108      652    19400 SH      SHARED      06         19400
D KAYE GROUP INC                 COM              486589104       21     2800 SH      SHARED      01          2800
D KEANE INC                      COM              486665102      162     7200 SH      SHARED                  7200
D KEANE INC                      COM              486665102    11978   529431 SH      SHARED      01        236631            292800
D KEANE INC                      COM              486665102       79     3500 SH      SHARED      03           500              3000
D KEANE INC                      COM              486665102     3267   144400 SH      SHARED      06        144400
D KEEBLER FOODS CO               COM              487256109      271     8900 SH      SHARED                  8900
D KEEBLER FOODS CO               COM              487256109      167     5500 SH      SHARED      01          5500
D KEEBLER FOODS CO               COM              487256109       42     1400 SH      SHARED      06          1400
D KEITHLEY INSTRS INC            COM              487584104        1      200 SH      SHARED      01           200
D KELLEY OIL & GAS PARTNERS LTD  SR S D CV 8.5%00 487736AA8       29    35000 PRN     SHARED      03         35000
D KELLOGG CO                     COM              487836108      244     7401 SH      SHARED                  7401
D KELLOGG CO                     COM              487836108   162257  4916898 SH      SHARED      01       4527178            389720
D KELLOGG CO                     COM              487836108      442    13396 SH      SHR/OTHR    01                   5600     7796
D KELLOGG CO                     COM              487836108      106     3225 SH      SHARED      03                            3225
D KELLOGG CO                     COM              487836108    10578   320564 SH      SHARED      06        320564
D KELLEY OIL & GAS CORP          COM              487906109       72   329600 SH      SHARED      01        329600
D KELLEY OIL & GAS CORP          COM              487906109        3    16200 SH      SHARED      06         16200
D KELLSTROM INDS INC             SB NT CV  5.5%03 488035AE6       82   100000 PRN     SHARED      06        100000
D KELLSTROM INDS INC             COM              488035106      846    46400 SH      SHARED      01         46400
D KELLSTROM INDS INC             COM              488035106       73     4000 SH      SHARED      03                            4000
D KELLSTROM INDS INC             COM              488035106       52     2892 SH      SHARED      06          2892
D KELLWOOD CO                    COM              488044108     8873   327151 SH      SHARED                327151
D KELLWOOD CO                    COM              488044108     5461   201346 SH      SHARED      01        122200             79146
D KELLWOOD CO                    COM              488044108       75     2800 SH      SHARED      06          2800
D KELLY SVCS INC                 CL A             488152208      122     3800 SH      SHARED                  3800
D KELLY SVCS INC                 CL A             488152208     9382   292077 SH      SHARED      01         45491            246586
D KELLY SVCS INC                 CL A             488152208      472    14700 SH      SHARED      06         14700
D KELLY SVCS INC                 CL B             488152307        3      100 SH      SHARED      01           100
D KEMET CORP                     COM              488360108     6791   296100 SH      SHARED      01        201400             94700
D KEMET CORP                     COM              488360108      208     9100 SH      SHARED      06          9100
D KEMPER MULTI MKT INCOME TR     SH BEN INT       48842B106        9     1000 SH      SHR/OTHR    01                   1000
D KEMPER STRATEGIC MUN INCOME TR COM SH BEN INT   488427105       88     7500 SH      SHR/OTHR    01                   7500
D KENAN TRANS CO                 COM              488539107       15      500 SH      SHARED      01           500
D KENDLE INTERNATIONAL INC       COM              48880L107       48     3000 SH      SHARED      01          1300              1700
D KENDLE INTERNATIONAL INC       COM              48880L107      100     6300 SH      SHARED      06          6300
D KENNAMETAL INC                 COM              489170100       96     3100 SH      SHARED                  3100
D KENNAMETAL INC                 COM              489170100     5132   165556 SH      SHARED      01         60500            105056
D KENNAMETAL INC                 COM              489170100      412    13300 SH      SHARED      06         13300
D KENNEDY-WILSON INC             COM NEW          489399204      101    11400 SH      SHARED      01         11400
D KENSEY NASH CORP               COM              490057106        0      100 SH      SHARED      01           100
D KENT ELECTRS CORP              COM              490553104     3173   160200 SH      SHARED      01        123500             36700
D KENT ELECTRS CORP              COM              490553104       67     3400 SH      SHARED      06          3400
D KENTEK INFORMATION SYS INC     COM              490807104        0      100 SH      SHARED      01           100
D KERR MCGEE CORP                COM              492386107      286     5700 SH      SHARED                  5700
D KERR MCGEE CORP                COM              492386107    70955  1413826 SH      SHARED      01       1171860            241966
D KERR MCGEE CORP                COM              492386107      529    10552 SH      SHR/OTHR    01                           10552
D KERR MCGEE CORP                COM              492386107      100     2000 SH      SHARED      03                            2000
D KERR MCGEE CORP                COM              492386107     6149   122529 SH      SHARED      06        122529
D KEY ENERGY SVCS INC            COM              492914106      138    38947 SH      SHARED      01         38947
D KEY ENERGY SVCS INC            COM              492914106        8     2265 SH      SHARED      06          2265
D KEYCORP NEW                    COM              493267108     2711    84400 SH      SHARED                 84400
D KEYCORP NEW                    COM              493267108   224632  6992438 SH      SHARED      01       5749209           1243229
D KEYCORP NEW                    COM              493267108      996    31018 SH      SHR/OTHR    01                  14092    16926
D KEYCORP NEW                    COM              493267108       35     1100 SH      SHARED      02          1100
D KEYCORP NEW                    COM              493267108      133     4168 SH      SHARED      03          2000              2168
D KEYCORP NEW                    COM              493267108    12242   381100 SH      SHARED      06        381100
D KEYSTONE AUTOMOTIVE INDS INC   COM              49338N109     1051    60500 SH      SHARED      01         60300               200
D KEYSTONE AUTOMOTIVE INDS INC   COM              49338N109       33     1900 SH      SHARED      06          1900
D KEYSTONE FINANCIAL INC         COM              493482103      156     5300 SH      SHARED                  5300
D KEYSTONE FINANCIAL INC         COM              493482103    14115   477498 SH      SHARED      01        183732            293766
D KEYSTONE FINANCIAL INC         COM              493482103      940    31828 SH      SHARED      06         31828
D KILLEARN PPTYS INC             COM              494125107       16     3600 SH      SHARED      01          3600
D KILROY RLTY CORP               COM              49427F108    11982   491600 SH      SHARED      01        489100              2500
D KILROY RLTY CORP               COM              49427F108      207     8500 SH      SHARED      06          8500
D KIMBALL INTL INC               CL B             494274103     4753   281700 SH      SHARED      01         99600            182100
D KIMBALL INTL INC               CL B             494274103       75     4500 SH      SHARED      06          4500
D KIMBERLY CLARK CORP            COM              494368103       46      820 SH      SHR/OTHR    06                             820
D KIMBERLY CLARK CORP            COM              494368103   475477  8341716 SH      SHARED      01       7039740           1301976
D KIMBERLY CLARK CORP            COM              494368103    12256   215025 SH      SHR/OTHR    01                  97773   117252
D KIMBERLY CLARK CORP            COM              494368103       45      800 SH      SHARED      02           800
D KIMBERLY CLARK CORP            COM              494368103      325     5702 SH      SHARED      03           600              5102
D KIMBERLY CLARK CORP            COM              494368103    25281   443543 SH      SHARED      06        443543
D KIMCO REALTY CORP              COM              49446R109    21724   546536 SH      SHARED      01        159861            386675
D KIMCO REALTY CORP              COM              49446R109     1338    33684 SH      SHR/OTHR    01                  16100    17584
D KIMCO REALTY CORP              COM              49446R109       83     2100 SH      SHARED      03           700              1400
D KIMCO REALTY CORP              COM              49446R109      143     3600 SH      SHARED      06          3600
D KINDER MORGAN ENERGY PARTNERS  UT LTD PARTNER   494550106      238     6439 SH      SHARED      01          6439
D KINDER MORGAN ENERGY PARTNERS  UT LTD PARTNER   494550106      720    19460 SH      SHR/OTHR    01                  19460
D KINDER MORGAN ENERGY PARTNERS  UT LTD PARTNER   494550106      407    11000 SH      SHARED      03                           11000
D KINDER MORGAN ENERGY PARTNERS  UT LTD PARTNER   494550106       25      700 SH      SHARED      06           700
D KING PHARMACEUTICALS INC       COM              495582108      825    31900 SH      SHARED      06         31900
D KING WORLD PRODTNS INC         COM              495667107       20      600 SH      SHARED                   600
D KING WORLD PRODTNS INC         COM              495667107    44295  1272423 SH      SHARED      01       1140249            132174
D KING WORLD PRODTNS INC         COM              495667107     4375   125683 SH      SHARED      06        125683
D KINROSS GOLD CORP              COM              496902107       15     8915 SH      SHARED      01          8915
D KINROSS GOLD CORP              COM              496902107        4     2401 SH      SHARED      03                            2401
D KINROSS GOLD CORP              COM              496902107      118    70000 SH      SHARED      06         70000
D KIRBY CORP                     COM              497266106     4116   194271 SH      SHARED      01        103372             90899
D KIRBY CORP                     COM              497266106       50     2400 SH      SHARED      06          2400
D KIRIN BREWERY LTD              ADR              497350207       11      100 SH      SHARED                   100
D KITTY HAWK INC                 COM              498326107      218    27800 SH      SHARED      01         27800
D KITTY HAWK INC                 COM              498326107      107    13600 SH      SHARED      06         13600
D KMART FING I                   PFD TRCV 7.75%   498778208     1638    28000 SH      SHARED      01         28000
D KMART FING I                   PFD TRCV 7.75%   498778208       17      300 SH      SHARED      03           300
D KNICKERBOCKER L L INC          COM NEW          498859305        3    14300 SH      SHARED      01         14300
D KNOLL INC                      COM              498904101     1006    37800 SH      SHARED      01         35200              2600
D KNOLL INC                      COM              498904101       53     2000 SH      SHARED      06          2000
D KNIGHT RIDDER INC              COM              499040103     2301    41800 SH      SHARED                 41800
D KNIGHT RIDDER INC              COM              499040103    74769  1357915 SH      SHARED      01       1137600            220315
D KNIGHT RIDDER INC              COM              499040103       88     1600 SH      SHR/OTHR    01                   1600
D KNIGHT RIDDER INC              COM              499040103     3815    69302 SH      SHARED      06         69302
D KNIGHT TRANSN INC              COM              499064103      223    10450 SH      SHARED      01         10400                50
D KNIGHT TRANSN INC              COM              499064103       39     1848 SH      SHARED      06          1848
D KNIGHT/TRIMARK GROUP INC       CL A             499067106      146     2400 SH      SHARED      01          2400
D KNIGHT/TRIMARK GROUP INC       CL A             499067106    12003   196780 SH      SHARED      06        196780
D KOFAX IMAGE PRODUCTS INC       COM              500200100        0      100 SH      SHARED      01           100
D KOGER EQUITY INC               COM              500228101     1399    75900 SH      SHARED      01         70400              5500
D KOGER EQUITY INC               COM              500228101       40     2177 SH      SHARED      03             2              2175
D KOGER EQUITY INC               COM              500228101      164     8900 SH      SHARED      06          8900
D KOHLS CORP                     COM              500255104      176     2300 SH      SHARED                  2300
D KOHLS CORP                     COM              500255104   172866  2248670 SH      SHARED      01       1972870            275800
D KOHLS CORP                     COM              500255104      349     4550 SH      SHR/OTHR    01                   4000      550
D KOHLS CORP                     COM              500255104     9955   129500 SH      SHARED      06        129500
D KOLLMORGEN CORP                COM              500440102        6      400 SH      SHARED      01           400
D KOMAG INC                      COM              500453105     1291   389811 SH      SHARED      01        272411            117400
D KOMAG INC                      COM              500453105       26     8030 SH      SHARED      06          8030
D KONINKLIJKE AHOLD N V          SPNSRD ADR NEW   500467303       34     1000 SH      SHARED                  1000
D KONINKLIJKE AHOLD N V          SPNSRD ADR NEW   500467303      326     9436 SH      SHARED      01          9436
D KONOVER PPTY TR INC            COM              50047R100       30     3400 SH      SHARED      01          3400
D KONOVER PPTY TR INC            COM              50047R100       58     6500 SH      SHARED      06          6500
D KONINKLIJKE PHILIPS ELECTRS NV SPNSRD ADR NEW   500472204      129     1288 SH      SHARED      01          1104               184
D KONINKLIJKE PHILIPS ELECTRS NV SPNSRD ADR NEW   500472204      991     9824 SH      SHR/OTHR    01                   3864     5960
D KONINKLIJKE PHILIPS ELECTRS NV SPNSRD ADR NEW   500472204      262     2606 SH      SHARED      03          1656               950
D KONINKLIJKE PHILIPS ELECTRS NV SPNSRD ADR NEW   500472204    21357   211724 SH      SHARED      06        211724
D KOPIN CORP                     COM              500600101      397    16600 SH      SHARED      01         16600
D KOPIN CORP                     COM              500600101       23     1000 SH      SHARED      06          1000
D KOREA TELECOM                  SPONSORED ADR    50063P103    15528   388206 SH      SHARED      01        388206
D KOREA TELECOM                  SPONSORED ADR    50063P103    22004   550119 SH      SHARED      02        550119
D KOREA ELECTRIC PWR             SPONSORED ADR    500631106      626    30559 SH      SHR/OTHR    02                           30559
D KOREA ELECTRIC PWR             SPONSORED ADR    500631106        0        1 SH      SHARED                     1
D KOREA ELECTRIC PWR             SPONSORED ADR    500631106    26083  1272350 SH      SHARED      01       1272350
D KOREA ELECTRIC PWR             SPONSORED ADR    500631106       20     1000 SH      SHARED      03                            1000
D KORN FERRY INTL                COM NEW          500643200     1283    75527 SH      SHARED      02         75527
D KOS PHARMACEUTICALS INC        COM              500648100       31     6200 SH      SHARED      01          6200
D KOSS CORP                      COM              500692108        2      200 SH      SHARED      01           200
D KRANZCO RLTY TR                COM SH BEN INT   50076E103       31     2400 SH      SHARED      06          2400
D KROGER CO                      COM              501044101     2167    77600 SH      SHARED                 77600
D KROGER CO                      COM              501044101   344248 12322299 SH      SHARED      01      10519315           1802984
D KROGER CO                      COM              501044101       55     2000 SH      SHR/OTHR    01                            2000
D KROGER CO                      COM              501044101       16      600 SH      SHARED      02           600
D KROGER CO                      COM              501044101      397    14240 SH      SHARED      03         13500               740
D KROGER CO                      COM              501044101    18242   653000 SH      SHARED      06        653000
D KROLL O GARA CO                COM              501050108     4218   191200 SH      SHARED                191200
D KROLL O GARA CO                COM              501050108      672    30500 SH      SHARED      01         30500
D KROLL O GARA CO                COM              501050108       24     1100 SH      SHARED      06          1100
D KRONOS INC                     COM              501052104     4222    92800 SH      SHARED                 92800
D KRONOS INC                     COM              501052104     2040    44850 SH      SHARED      01         44400               450
D KRONOS INC                     COM              501052104       59     1300 SH      SHARED      06          1300
D KULICKE & SOFFA INDS INC       COM              501242101     6367   237500 SH      SHARED      01        113000            124500
D KULICKE & SOFFA INDS INC       COM              501242101       26     1000 SH      SHARED      03                            1000
D KULICKE & SOFFA INDS INC       COM              501242101      155     5800 SH      SHARED      06          5800
D KUSHNER-LOCKE CO               COM NEW          501337406       51     7900 SH      SHARED      01          7900
D LCA-VISION INC                 COM NEW          501803209        1      118 SH      SHARED      01           118
D LCC INTERNATIONAL INC          CL A             501810105       75    16800 SH      SHARED      01         16800
D LCC INTERNATIONAL INC          CL A             501810105       56    12500 SH      SHARED      06         12500
D LG&E ENERGY CORP               COM              501917108      275    13100 SH      SHARED                 13100
D LG&E ENERGY CORP               COM              501917108    18169   865196 SH      SHARED      01        425621            439575
D LG&E ENERGY CORP               COM              501917108       26     1268 SH      SHARED      03                            1268
D LG&E ENERGY CORP               COM              501917108    19401   923900 SH      SHARED      06        923900
D LTV CORP NEW                   COM              501921100     4906   740606 SH      SHARED      01        315022            425584
D LTV CORP NEW                   COM              501921100       48     7300 SH      SHR/OTHR    01                            7300
D LTV CORP NEW                   COM              501921100        6     1000 SH      SHARED      03                            1000
D LTV CORP NEW                   COM              501921100      149    22531 SH      SHARED      06         22531
D LHS GROUP INC                  COM              501938104     3597   108600 SH      SHARED      01         57400             51200
D LHS GROUP INC                  COM              501938104       33     1000 SH      SHARED      06          1000
D LNR PPTY CORP                  COM              501940100     7619   356450 SH      SHARED                356450
D LNR PPTY CORP                  COM              501940100     8212   384200 SH      SHARED      01        110600            273600
D LNR PPTY CORP                  COM              501940100       98     4600 SH      SHARED      06          4600
D L S B BANCSHARES N C           COM              502158108        7      390 SH      SHARED      01           390
D L S B BANCSHARES N C           COM              502158108        0       37 SH      SHARED      03            37
D LSI INDS INC                   COM              50216C108      176     7315 SH      SHARED      01          7315
D LSI LOGIC CORP                 SUB NT CV 144A04 502161AB8    25783 15945000 PRN     SHARED      06      15945000
D LSI LOGIC CORP                 COM              502161102     1088    23600 SH      SHARED                 23600
D LSI LOGIC CORP                 COM              502161102   109678  2377848 SH      SHARED      01       2046556            331292
D LSI LOGIC CORP                 COM              502161102      186     4050 SH      SHARED      03          1800              2250
D LSI LOGIC CORP                 COM              502161102     6735   146035 SH      SHARED      06        146035
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      06           460
D LTC PPTYS INC                  COM              502175102      920    70800 SH      SHARED      01         70800
D LTC PPTYS INC                  COM              502175102      104     8000 SH      SHR/OTHR    01                   8000
D LTC PPTYS INC                  COM              502175102       45     3500 SH      SHARED      06          3500
D L-3 COMMUNICATIONS HLDGS INC   COM              502424104      628    13000 SH      SHARED      01         13000
D L-3 COMMUNICATIONS HLDGS INC   COM              502424104       53     1100 SH      SHARED      06          1100
D LA Z BOY INC                   COM              505336107     6840   297400 SH      SHARED      01        239100             58300
D LA Z BOY INC                   COM              505336107      179     7800 SH      SHARED      06          7800
D LAB HLDGS INC                  COM              505353102        1      100 SH      SHARED      01           100
D LAB HLDGS INC                  COM              505353102        0       50 SH      SHARED      06            50
D LABONE INC                     COM              50540E101      179    17500 SH      SHARED      01         15800              1700
D LABONE INC                     COM              50540E101       18     1800 SH      SHARED      06          1800
D LABORATORY CORP AMER HLDGS     COM              50540R102     3274  1139124 SH      SHARED      01        186496            952628
D LABORATORY CORP AMER HLDGS     COM              50540R102       14     5200 SH      SHARED      06          5200
D LABORATORY CORP AMER HLDGS     PFD CV EXCH% A   50540R201     6526   111329 SH      SHARED      06        111329
D LABOR READY INC                COM NEW          505401208     9345   287550 SH      SHARED      01         88700            198850
D LABOR READY INC                COM NEW          505401208      237     7300 SH      SHARED      06          7300
D LACLEDE GAS CO                 COM              505588103     2199    94600 SH      SHARED      01         70500             24100
D LACLEDE GAS CO                 COM              505588103       46     2000 SH      SHARED      06          2000
D LADISH INC                     COM NEW          505754200      222    28700 SH      SHARED      01         28700
D LADISH INC                     COM NEW          505754200       85    11000 SH      SHARED      06         11000
D LAFARGE CORP                   COM              505862102      124     3500 SH      SHARED                  3500
D LAFARGE CORP                   COM              505862102     6294   177632 SH      SHARED      01         76132            101500
D LAFARGE CORP                   COM              505862102      205     5800 SH      SHARED      06          5800
D LAIDLAW INC                    COM              50730K503    20038  2717086 SH      SHARED      01       2717086
D LAIDLAW INC                    COM              50730K503     1512   205069 SH      SHARED      06        205069
D LAKEHEAD PIPE LINE PARTNERS LP COM UNIT-CL A    511557100       61     1400 SH      SHARED      01          1400
D LAKEHEAD PIPE LINE PARTNERS LP COM UNIT-CL A    511557100      476    10850 SH      SHARED      03                           10850
D LAKES GAMING INC               COM              51206P109       49     4537 SH      SHARED      01          4537
D LAM RESH CORP                  SB NT CV 144A 02 512807AB4     8283  8840000 PRN     SHARED      06       8840000
D LAM RESH CORP                  COM              512807108     1536    32900 SH      SHARED                 32900
D LAM RESH CORP                  COM              512807108    18579   397957 SH      SHARED      01        251757            146200
D LAM RESH CORP                  COM              512807108     1587    34000 SH      SHARED      06         34000
D LAMAR ADVERTISING CO           CL A             512815101    13930   340300 SH      SHARED      01        121250            219050
D LAMAR ADVERTISING CO           CL A             512815101       61     1500 SH      SHARED      03          1500
D LAMAR ADVERTISING CO           CL A             512815101      123     3011 SH      SHARED      06          3011
D LANCASTER COLONY CORP          COM              513847103      151     4400 SH      SHARED                  4400
D LANCASTER COLONY CORP          COM              513847103     9623   278932 SH      SHARED      01        131170            147762
D LANCASTER COLONY CORP          COM              513847103     1755    50897 SH      SHARED      06         50897
D LANCE INC                      COM              514606102       48     3100 SH      SHARED                  3100
D LANCE INC                      COM              514606102     3144   201246 SH      SHARED      01         92775            108471
D LANCE INC                      COM              514606102      404    25900 SH      SHARED      06         25900
D LANCER CORP                    COM              514614106        5      675 SH      SHARED      01           675
D LANDAUER INC                   COM              51476K103     4209   142700 SH      SHARED      01         36200            106500
D LANDAUER INC                   COM              51476K103       29     1000 SH      SHARED      06          1000
D LANDEC CORP                    COM              514766104       60    16100 SH      SHARED      01         16100
D LANDAMERICA FINL GROUP INC     COM              514936103     1542    53650 SH      SHARED      01         47550              6100
D LANDAMERICA FINL GROUP INC     COM              514936103       89     3100 SH      SHARED      06          3100
D LANDMARK SYS CORP              COM              51506S100      116    11200 SH      SHARED      01         11200
D LANDRYS SEAFOOD RESTAURANTS    COM              51508L103     2650   331300 SH      SHARED      01        135000            196300
D LANDRYS SEAFOOD RESTAURANTS    COM              51508L103        4      500 SH      SHARED      03                             500
D LANDRYS SEAFOOD RESTAURANTS    COM              51508L103       26     3300 SH      SHARED      06          3300
D LANDS END INC                  COM              515086106        4      100 SH      SHARED                   100
D LANDS END INC                  COM              515086106    11444   237816 SH      SHARED      01         85914            151902
D LANDS END INC                  COM              515086106      611    12700 SH      SHARED      06         12700
D LANDSTAR SYS INC               COM              515098101     5829   161500 SH      SHARED      01         61800             99700
D LANDSTAR SYS INC               COM              515098101       10      300 SH      SHARED      03                             300
D LANDSTAR SYS INC               COM              515098101      381    10563 SH      SHARED      06         10563
D LARSCOM INC                    CL A             51729Y108       18     8100 SH      SHARED      01          8100
D LASER-PACIFIC MEDIA CORP       COM              517923108       17     3000 SH      SHARED      03                            3000
D LASERSIGHT INC                 COM              517924106      326    20100 SH      SHARED      01         20100
D LASERSIGHT INC                 COM              517924106        8      500 SH      SHARED      03           500
D LASALLE HOTEL PPTYS            COM SH BEN INT   517942108      358    23400 SH      SHARED      01         23400
D LASALLE HOTEL PPTYS            COM SH BEN INT   517942108       30     2000 SH      SHARED      03                            2000
D LASALLE HOTEL PPTYS            COM SH BEN INT   517942108       76     5000 SH      SHARED      06          5000
D LASER MTG MGMT INC             COM              51806D100      214    62400 SH      SHARED      01         62400
D LASER MTG MGMT INC             COM              51806D100       47    13900 SH      SHARED      06         13900
D LASER VISION CTRS INC          COM              51807H100     1801    28600 SH      SHARED                 28600
D LASER VISION CTRS INC          COM              51807H100       12      200 SH      SHARED      01           200
D LASON INC                      COM              51808R107     9969   200900 SH      SHARED      01         71700            129200
D LASON INC                      COM              51808R107       74     1500 SH      SHARED      06          1500
D LATTICE SEMICONDUCTOR CORP     COM              518415104    19039   305863 SH      SHARED      01        244838             61025
D LATTICE SEMICONDUCTOR CORP     COM              518415104      796    12800 SH      SHARED      06         12800
D LAUDER ESTEE COS INC           CL A             518439104       25      500 SH      SHARED                   500
D LAUDER ESTEE COS INC           CL A             518439104    16144   322076 SH      SHARED      01        195636            126440
D LAUDER ESTEE COS INC           CL A             518439104      526    10500 SH      SHR/OTHR    01                   1100     9400
D LAUDER ESTEE COS INC           CL A             518439104      110     2200 SH      SHARED      03                            2200
D LAUDER ESTEE COS INC           CL A             518439104     4870    97168 SH      SHARED      06         97168
D LAUNCH MEDIA INC               COM              518567102     6006   336000 SH      SHARED      03        336000
D LAWSON PRODS INC               COM              520776105     3376   134065 SH      SHARED      01         52125             81940
D LAWSON PRODS INC               COM              520776105       22      900 SH      SHARED      06           900
D LAZARE KAPLAN INTL INC         COM              521078105        5      500 SH      SHARED      01           500
D LEAP WIRELESS INTL INC         COM              521863100       49     2450 SH      SHARED      01          2000               450
D LEAP WIRELESS INTL INC         COM              521863100        1       50 SH      SHR/OTHR    01                              50
D LEAP WIRELESS INTL INC         COM              521863100       16      825 SH      SHARED      03           500               325
D LEAP WIRELESS INTL INC         COM              521863100        2      121 SH      SHARED      06           121
D LEAPNET INC                    COM              521864108       34    15000 SH      SHARED      01         15000
D LEAR CORP                      COM              521865105      288     5800 SH      SHARED                  5800
D LEAR CORP                      COM              521865105    27130   545336 SH      SHARED      01        307336            238000
D LEAR CORP                      COM              521865105     1673    33646 SH      SHARED      06         33646
D LEARNING TREE INTL INC         COM              522015106       97     8900 SH      SHARED      01          7200              1700
D LEARNING TREE INTL INC         COM              522015106       13     1200 SH      SHARED      06          1200
D LEASING SOLUTIONS INC          COM              522113109        9    13100 SH      SHARED      01         13100
D LEASING SOLUTIONS INC          COM              522113109        0      800 SH      SHARED      06           800
D LECHTERS CORP                  COM              523238103        4     1800 SH      SHARED      01          1800
D LECROY CORP                    COM              52324W109       71     3000 SH      SHARED      01          3000
D LEE ENTERPRISES INC            COM              523768109      140     4600 SH      SHARED                  4600
D LEE ENTERPRISES INC            COM              523768109    10607   347773 SH      SHARED      01        156629            191144
D LEE ENTERPRISES INC            COM              523768109      649    21300 SH      SHARED      06         21300
D LEGATO SYS INC                 COM              524651106      681    11800 SH      SHARED                 11800
D LEGATO SYS INC                 COM              524651106    24007   415706 SH      SHARED      01        188232            227474
D LEGATO SYS INC                 COM              524651106     2055    35594 SH      SHARED      06         35594
D LEGGETT & PLATT INC            COM              524660107      559    20100 SH      SHARED                 20100
D LEGGETT & PLATT INC            COM              524660107    40324  1449892 SH      SHARED      01        725132            724760
D LEGGETT & PLATT INC            COM              524660107       66     2400 SH      SHARED      03                            2400
D LEGGETT & PLATT INC            COM              524660107     3123   112316 SH      SHARED      06        112316
D LEGG MASON INC                 COM              524901105       23      600 SH      SHARED                   600
D LEGG MASON INC                 COM              524901105    33871   879791 SH      SHARED      01        464661            415130
D LEGG MASON INC                 COM              524901105     1424    37000 SH      SHARED      06         37000
D LEHMAN BROS HLDGS INC          COM              524908100     1913    30800 SH      SHARED                 30800
D LEHMAN BROS HLDGS INC          COM              524908100   124058  1996918 SH      SHARED      01       1732633            264285
D LEHMAN BROS HLDGS INC          COM              524908100       45      740 SH      SHR/OTHR    01                             740
D LEHMAN BROS HLDGS INC          COM              524908100       22      360 SH      SHARED      03                             360
D LEHMAN BROS HLDGS INC          COM              524908100    12480   200900 SH      SHARED      06        200900
D LENNAR CORP                    SR DB CV ZRO  18 526057AA2    15087 35005000 PRN     SHARED      06      35005000
D LENNAR CORP                    COM              526057104     8361   348400 SH      SHARED                348400
D LENNAR CORP                    COM              526057104     8046   335250 SH      SHARED      01        166850            168400
D LENNAR CORP                    COM              526057104     1408    58700 SH      SHARED      06         58700
D LESCO INC OHIO                 COM              526872106        5      300 SH      SHARED      01           300
D LEUCADIA NATL CORP             COM              527288104     2844   112108 SH      SHARED      01         69008             43100
D LEUCADIA NATL CORP             COM              527288104       71     2800 SH      SHR/OTHR    01                            2800
D LEUCADIA NATL CORP             COM              527288104      603    23800 SH      SHARED      06         23800
D LEVEL 8 SYS INC                COM              52729M102       57     4900 SH      SHARED      01          4900
D LEVEL 3 COMMUNICATIONS INC     COM              52729N100   110201  1834800 SH      SHARED      01        889900            944900
D LEVEL 3 COMMUNICATIONS INC     COM              52729N100     5231    87102 SH      SHARED      06         87102
D LEVEL ONE COMMUNICATIONS INC   COM              527295109      195     4000 SH      SHARED                  4000
D LEVEL ONE COMMUNICATIONS INC   COM              527295109    27836   568825 SH      SHARED      01        452550            116275
D LEVEL ONE COMMUNICATIONS INC   COM              527295109       70     1450 SH      SHARED      03           950               500
D LEVEL ONE COMMUNICATIONS INC   COM              527295109    48008   981031 SH      SHARED      06        981031
D LEVIATHAN GAS PIPELINE PARTNRS COM UNIT         527367205       70     3000 SH      SHR/OTHR    01                   3000
D LEVIATHAN GAS PIPELINE PARTNRS COM UNIT         527367205      113     4800 SH      SHARED      03                            4800
D LEXFORD RESIDENTIAL TR         SH BEN INT       528933104       16      700 SH      SHARED      01           700
D LEXFORD RESIDENTIAL TR         SH BEN INT       528933104       45     1900 SH      SHARED      06          1900
D LEXINGTON CORP PPTYS TR        COM              529043101      274    23600 SH      SHARED      01         23600
D LEXINGTON CORP PPTYS TR        COM              529043101       66     5700 SH      SHARED      06          5700
D LEXMARK INTL GROUP INC         CL A             529771107     1298    19818 SH      SHR/OTHR    06                           19818
D LEXMARK INTL GROUP INC         CL A             529771107     1971    30100 SH      SHARED                 30100
D LEXMARK INTL GROUP INC         CL A             529771107    72073  1100358 SH      SHARED      01        737788            362570
D LEXMARK INTL GROUP INC         CL A             529771107     6100    93130 SH      SHARED      06         93130
D LIBBEY INC                     COM              529898108     3964   136700 SH      SHARED      01         65300             71400
D LIBBEY INC                     COM              529898108       58     2000 SH      SHARED      06          2000
D LIBERTY CORP S C               COM              530370105     5030    92301 SH      SHARED      01         31941             60360
D LIBERTY CORP S C               COM              530370105       70     1300 SH      SHARED      06          1300
D LIBERTY FINL COS INC           COM              530512102      183     6285 SH      SHARED      01          6285
D LIBERTY FINL COS INC           COM              530512102       64     2200 SH      SHARED      06          2200
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    23285   936100 SH      SHARED      01        288200            647900
D LIBERTY PPTY TR                SH BEN INT       531172104      465    18700 SH      SHARED      06         18700
D LIFE USA HLDG INC              COM NEW          531918209     1482    73200 SH      SHARED      01         67500              5700
D LIFE USA HLDG INC              COM NEW          531918209       46     2300 SH      SHARED      06          2300
D LIFECELL CORP                  COM              531927101       58    14200 SH      SHARED      01         14200
D LIFECORE BIOMEDICAL INC        COM              532187101       94     8200 SH      SHARED      06          8200
D LIFEPOINT HOSPITALS INC        COM              53219L109     2836   211127 SH      SHARED      01        100576            110551
D LIFEPOINT HOSPITALS INC        COM              53219L109        7      561 SH      SHR/OTHR    01                     81      480
D LIFEPOINT HOSPITALS INC        COM              53219L109        1       94 SH      SHARED      03            15                79
D LIFEPOINT HOSPITALS INC        COM              53219L109      184    13726 SH      SHARED      06         13726
D LIFELINE SYS INC               COM              532192101        7      400 SH      SHARED      01           400
D LIGAND PHARMACEUTICALS INC     CL B             53220K207     5509   495243 SH      SHARED      01        115200            380043
D LIGAND PHARMACEUTICALS INC     CL B             53220K207       29     2650 SH      SHR/OTHR    01                   2650
D LIGAND PHARMACEUTICALS INC     CL B             53220K207       55     5000 SH      SHARED      06          5000
D LILLIAN VERNON CORP            COM              532430105        5      400 SH      SHARED      01           400
D LILLY ELI & CO                 COM              532457108       82     1150 SH      SHR/OTHR    01                            1150
D LILLY ELI & CO                 COM              532457108     6145    85801 SH      SHARED                 85801
D LILLY ELI & CO                 COM              532457108  1173688 16386574 SH      SHARED      01      14000824           2385750
D LILLY ELI & CO                 COM              532457108     9837   137345 SH      SHR/OTHR    01                  58778    78567
D LILLY ELI & CO                 COM              532457108     7615   106328 SH      SHARED      02        106328
D LILLY ELI & CO                 COM              532457108     1277    17831 SH      SHARED      03          4600             13231
D LILLY ELI & CO                 COM              532457108    72931  1018247 SH      SHARED      06       1018122               125
D LILLY INDS INC                 CL A             532491107     4295   231413 SH      SHARED      01         96998            134415
D LILLY INDS INC                 CL A             532491107       46     2500 SH      SHARED      06          2500
D LIMITED INC                    COM              532716107     2838    62556 SH      SHARED      06         62556
D LIMITED INC                    COM              532716107      104     2300 SH      SHARED                  2300
D LIMITED INC                    COM              532716107   134535  2964967 SH      SHARED      01       2614960            350007
D LIMITED INC                    COM              532716107        9      200 SH      SHARED      02           200
D LIMITED INC                    COM              532716107    16177   356529 SH      SHARED      06        356529
D LINCARE HLDGS INC              COM              532791100      150     6000 SH      SHARED                  6000
D LINCARE HLDGS INC              COM              532791100     9779   391194 SH      SHARED      01        235594            155600
D LINCARE HLDGS INC              COM              532791100        0        2 SH      SHARED      03             2
D LINCARE HLDGS INC              COM              532791100     1028    41126 SH      SHARED      06         41126
D LINCOLN ELEC HLDGS INC         COM              533900106     2958   144300 SH      SHARED      01        136100              8200
D LINCOLN ELEC HLDGS INC         COM              533900106      120     5900 SH      SHARED      06          5900
D LINCOLN NATL CORP IND          COM              534187109   165720  3167934 SH      SHARED      01       2611432            556502
D LINCOLN NATL CORP IND          COM              534187109      774    14800 SH      SHR/OTHR    01                  13200     1600
D LINCOLN NATL CORP IND          COM              534187109    16640   318092 SH      SHARED      02        318092
D LINCOLN NATL CORP IND          COM              534187109       15      300 SH      SHARED      03                             300
D LINCOLN NATL CORP IND          COM              534187109    13465   257414 SH      SHARED      06        257044               370
D LINDBERG CORP                  COM              535171102     1467   130400 SH      SHARED      01        130400
D LINDSAY MFG CO                 COM              535555106     2703   153964 SH      SHARED      01         63937             90027
D LINDSAY MFG CO                 COM              535555106       19     1100 SH      SHARED      06          1100
D LINEAR TECHNOLOGY CORP         COM              535678106     6395    95100 SH      SHARED                 95100
D LINEAR TECHNOLOGY CORP         COM              535678106    78892  1173124 SH      SHARED      01        633316            539808
D LINEAR TECHNOLOGY CORP         COM              535678106      107     1600 SH      SHARED      03          1000               600
D LINEAR TECHNOLOGY CORP         COM              535678106     8903   132400 SH      SHARED      06        132400
D LINENS N THINGS INC            COM              535679104    19716   450672 SH      SHARED      01        440772              9900
D LINENS N THINGS INC            COM              535679104      875    20011 SH      SHARED      06         20011
D LIPOSOME CO INC                COM              536310105     7956   416000 SH      SHARED      01        149200            266800
D LIPOSOME CO INC                COM              536310105       24     1300 SH      SHARED      03          1300
D LIPOSOME CO INC                COM              536310105       87     4600 SH      SHARED      06          4600
D LIQUI BOX CORP                 COM              536314107       16      300 SH      SHARED      01           300
D LITHIA MTRS INC                CL A             536797103      266    13000 SH      SHARED      01         13000
D LITTELFUSE INC                 COM              537008104     3262   169500 SH      SHARED      01         83800             85700
D LITTELFUSE INC                 COM              537008104       19     1000 SH      SHR/OTHR    01                   1000
D LITTELFUSE INC                 COM              537008104       28     1500 SH      SHARED      06          1500
D LITTELFUSE INC                 WT A EX122701N   537008120     2118   150000 SH      SHARED      06        150000
D LITTON INDS INC                COM              538021106    20606   285464 SH      SHARED      01        161220            124244
D LITTON INDS INC                COM              538021106     2447    33900 SH      SHARED      06         33900
D LIZ CLAIBORNE INC              COM              539320101      120     3300 SH      SHARED                  3300
D LIZ CLAIBORNE INC              COM              539320101    35807   981035 SH      SHARED      01        799179            181856
D LIZ CLAIBORNE INC              COM              539320101     1854    50810 SH      SHARED      06         50810
D LO-JACK CORP                   COM              539451104     1845   220400 SH      SHARED      01        127800             92600
D LO-JACK CORP                   COM              539451104      119    14300 SH      SHARED      06         14300
D LOCAL FINL CORP                COM              539553107      493    50000 SH      SHARED      01         41100              8900
D LOCAL FINL CORP                COM              539553107       22     2300 SH      SHARED      06          2300
D LOCKHEED MARTIN CORP           COM              539830109   209952  5636309 SH      SHARED      01       4759989            876320
D LOCKHEED MARTIN CORP           COM              539830109      743    19960 SH      SHR/OTHR    01                   4428    15532
D LOCKHEED MARTIN CORP           COM              539830109      151     4066 SH      SHARED      03          1350              2716
D LOCKHEED MARTIN CORP           COM              539830109    11056   296821 SH      SHARED      06        296821
D LODGIAN INC                    COM              54021P106      258    39400 SH      SHARED      01         39400
D LODGIAN INC                    COM              54021P106       30     4600 SH      SHARED      06          4600
D LOEWEN GROUP INC               COM              54042L100        3     6000 SH      SHARED      01          6000
D LOEWS CINEPLEX ENTMT CORP      COM              540423100        7      710 SH      SHARED      01           710
D LOEWS CORP                     COM              540424108      237     3000 SH      SHARED                  3000
D LOEWS CORP                     COM              540424108   110738  1399541 SH      SHARED      01       1248341            151200
D LOEWS CORP                     COM              540424108      965    12200 SH      SHR/OTHR    01                   2600     9600
D LOEWS CORP                     COM              540424108     1148    14510 SH      SHARED      03         14000               510
D LOEWS CORP                     COM              540424108     7577    95772 SH      SHARED      06         95772
D LONDON PAC GROUP LTD           SPONSORED ADR    542073101       27     1200 SH      SHARED      06          1200
D LONE STAR INDS INC             COM NEW          542290408     4417   117600 SH      SHARED      01         94382             23218
D LONE STAR INDS INC             COM NEW          542290408       75     2000 SH      SHARED      06          2000
D LONE STAR STEAKHOUSE SALOON    COM              542307103       35     3700 SH      SHARED                  3700
D LONE STAR STEAKHOUSE SALOON    COM              542307103     3626   373100 SH      SHARED      01        214100            159000
D LONE STAR STEAKHOUSE SALOON    COM              542307103      196    20200 SH      SHARED      06         20200
D LONE STAR TECHNOLOGIES INC     COM              542312103     3687   207768 SH      SHARED      01         54200            153568
D LONE STAR TECHNOLOGIES INC     COM              542312103       49     2800 SH      SHARED      06          2800
D LONG BEACH FINL CORP           COM              542446109     1292    88000 SH      SHARED      01         88000
D LONG BEACH FINL CORP           COM              542446109       83     5700 SH      SHARED      06          5700
D LONGS DRUG STORES CORP         COM              543162101      207     6000 SH      SHARED                  6000
D LONGS DRUG STORES CORP         COM              543162101    22936   663635 SH      SHARED      01        520075            143560
D LONGS DRUG STORES CORP         COM              543162101     1723    49866 SH      SHARED      06         49866
D LONGVIEW FIBRE CO              COM              543213102       82     5300 SH      SHARED                  5300
D LONGVIEW FIBRE CO              COM              543213102     7509   480603 SH      SHARED      01        201364            279239
D LONGVIEW FIBRE CO              COM              543213102      373    23900 SH      SHARED      06         23900
D LORONIX INFORMATION SYSTEMS    COM              544183106       71     8700 SH      SHARED      01          8700
D LOUIS DREYFUS NAT GAS CORP     COM              546011107      138     6400 SH      SHARED                  6400
D LOUIS DREYFUS NAT GAS CORP     COM              546011107     1493    69288 SH      SHARED      01         67488              1800
D LOUIS DREYFUS NAT GAS CORP     COM              546011107       51     2400 SH      SHARED      06          2400
D LOUISIANA PAC CORP             COM              546347105     1138    47700 SH      SHARED                 47700
D LOUISIANA PAC CORP             COM              546347105    42200  1767576 SH      SHARED      01       1496738            270838
D LOUISIANA PAC CORP             COM              546347105       31     1300 SH      SHR/OTHR    01                            1300
D LOUISIANA PAC CORP             COM              546347105     2109    88340 SH      SHARED      06         88340
D LOWES COS INC                  COM              548661107     2437    43000 SH      SHARED                 43000
D LOWES COS INC                  COM              548661107   317971  5609241 SH      SHARED      01       4743489            865752
D LOWES COS INC                  COM              548661107       90     1600 SH      SHR/OTHR    01                   1600
D LOWES COS INC                  COM              548661107    20358   359137 SH      SHARED      02        359137
D LOWES COS INC                  COM              548661107      292     5156 SH      SHARED      03                            5156
D LOWES COS INC                  COM              548661107    29186   514865 SH      SHARED      06        514310               555
D LUBRIZOL CORP                  COM              549271104      100     3700 SH      SHARED                  3700
D LUBRIZOL CORP                  COM              549271104    11833   434251 SH      SHARED      01        228132            206119
D LUBRIZOL CORP                  COM              549271104     1068    39200 SH      SHARED      06         39200
D LUBYS INC                      COM              549282101     2383   158885 SH      SHARED      01         91996             66889
D LUBYS INC                      COM              549282101       10      700 SH      SHARED      03           700
D LUBYS INC                      COM              549282101       69     4600 SH      SHARED      06          4600
D LUCENT TECHNOLOGIES INC        COM              549463107    16157   239600 SH      SHARED                239600
D LUCENT TECHNOLOGIES INC        COM              549463107  3138830 46544641 SH      SHARED      01      38196504      972  8347165
D LUCENT TECHNOLOGIES INC        COM              549463107    48031   712246 SH      SHR/OTHR    01                 362923   349323
D LUCENT TECHNOLOGIES INC        COM              549463107      283     4200 SH      SHARED      02          4200
D LUCENT TECHNOLOGIES INC        COM              549463107     4056    60154 SH      SHARED      03         10924             49230
D LUCENT TECHNOLOGIES INC        COM              549463107   564856  8376063 SH      SHARED      06       8376063
D LUFKIN INDS INC                COM              549764108      388    19400 SH      SHARED      01         19400
D LUFKIN INDS INC                COM              549764108      110     5500 SH      SHARED      06          5500
D LUMISYS INC                    COM              550274104       42    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      155    10000 SH      SHARED      01                           10000
D LUXOTTICA GROUP S P A          SPONSORED ADR    55068R202       46     3000 SH      SHARED      03                            3000
D LUXOTTICA GROUP S P A          SPONSORED ADR    55068R202       23     1500 SH      SHARED      06          1500
D LYCOS INC                      COM              550818108        9      100 SH      SHR/OTHR    06                             100
D LYCOS INC                      COM              550818108     2554    27800 SH      SHARED                 27800
D LYCOS INC                      COM              550818108    12346   134380 SH      SHARED      01        134380
D LYCOS INC                      COM              550818108        9      100 SH      SHR/OTHR    01                    100
D LYCOS INC                      COM              550818108       55      600 SH      SHARED      03                             600
D LYCOS INC                      COM              550818108     8222    89500 SH      SHARED      06         89500
D LYDALL INC DEL                 COM              550819106     2680   233100 SH      SHARED      01         85700            147400
D LYDALL INC DEL                 COM              550819106       21     1900 SH      SHARED      06          1900
D LYNCH CORP                     COM              551137102        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       72     3500 SH      SHARED                  3500
D LYONDELL CHEMICAL CO           COM              552078107     8355   405107 SH      SHARED      01        229229            175878
D LYONDELL CHEMICAL CO           COM              552078107     1737    84258 SH      SHARED      06         84258
D M & F WORLDWIDE CORP           COM              552541104      302    38100 SH      SHARED      01         38100
D M & T BK CORP                  COM              55261F104    31928    58051 SH      SHARED      01         17006             41045
D M & T BK CORP                  COM              55261F104      468      852 SH      SHARED      06           852
D MAF BANCORP INC                COM              55261R108     5407   222973 SH      SHARED      01        135525             87448
D MAF BANCORP INC                COM              55261R108       95     3950 SH      SHARED      06          3950
D MBIA INC                       COM              55262C100      129     2000 SH      SHARED                  2000
D MBIA INC                       COM              55262C100    98170  1516150 SH      SHARED      01       1230639            285511
D MBIA INC                       COM              55262C100      839    12966 SH      SHR/OTHR    01                   6696     6270
D MBIA INC                       COM              55262C100       19      300 SH      SHARED      02           300
D MBIA INC                       COM              55262C100       27      430 SH      SHARED      03           280               150
D MBIA INC                       COM              55262C100     6137    94780 SH      SHARED      06         94780
D MBNA CORP                      COM              55262L100      557    18200 SH      SHARED                 18200
D MBNA CORP                      COM              55262L100   354579 11578122 SH      SHARED      01       9885494           1692628
D MBNA CORP                      COM              55262L100       36     1200 SH      SHARED      02          1200
D MBNA CORP                      COM              55262L100     2554    83406 SH      SHARED      03         17773             65633
D MBNA CORP                      COM              55262L100    18519   604733 SH      SHARED      06        604733
D MBL INTL FIN BERMUDA TR        GTD NT EXCH 3%02 55262XAA2     3090  3000000 PRN     SHARED      01       3000000
D MCN ENERGY GROUP INC           COM              55267J100       18      900 SH      SHARED                   900
D MCN ENERGY GROUP INC           COM              55267J100    12917   622552 SH      SHARED      01        332672            289880
D MCN ENERGY GROUP INC           COM              55267J100     1759    84800 SH      SHARED      06         84800
D M D C HLDGS INC                COM              552676108       25     1200 SH      SHARED                  1200
D M D C HLDGS INC                COM              552676108     1763    82000 SH      SHARED      01         82000
D M D C HLDGS INC                COM              552676108       81     3800 SH      SHARED      06          3800
D MCI WORLDCOM INC               COM              55268B106      184     2149 SH      SHARED      06          2149
D MCI WORLDCOM INC               COM              55268B106     2503    29084 SH      SHR/OTHR    06                           29084
D MCI WORLDCOM INC               COM              55268B106     5318    61801 SH      SHARED                 61801
D MCI WORLDCOM INC               COM              55268B106  2514607 29218553 SH      SHARED      01      24023952           5194601
D MCI WORLDCOM INC               COM              55268B106    18870   219264 SH      SHR/OTHR    01                  98872   120392
D MCI WORLDCOM INC               COM              55268B106     5827    67713 SH      SHARED      03         16198             51515
D MCI WORLDCOM INC               COM              55268B106   141465  1643763 SH      SHARED      06       1643428               335
D MDU RES GROUP INC              COM              552690109     4694   205800 SH      SHARED      01        158275             47525
D MDU RES GROUP INC              COM              552690109       41     1800 SH      SHARED      03                            1800
D MDU RES GROUP INC              COM              552690109      130     5700 SH      SHARED      06          5700
D MFC BANCORP LTD                COM              55271X103       14     1950 SH      SHARED      01          1950
D MEMC ELECTR MATLS INC          COM              552715104      857    70382 SH      SHARED      01         63882              6500
D MEMC ELECTR MATLS INC          COM              552715104       29     2400 SH      SHARED      06          2400
D MGC COMMUNICATIONS INC         COM              552763302      163     6300 SH      SHARED      01          6300
D MGC COMMUNICATIONS INC         COM              552763302        5      200 SH      SHARED      06           200
D MGIC INVT CORP WIS             COM              552848103      316     6500 SH      SHARED                  6500
D MGIC INVT CORP WIS             COM              552848103    79168  1628144 SH      SHARED      01       1351444            276700
D MGIC INVT CORP WIS             COM              552848103     1459    30009 SH      SHARED      03           700             29309
D MGIC INVT CORP WIS             COM              552848103     5614   115460 SH      SHARED      06        115460
D MGI PPTYS INC                  COM              552885105     1388    49142 SH      SHARED      01         47142              2000
D MGI PPTYS INC                  COM              552885105       84     3000 SH      SHARED      03                            3000
D MGI PPTYS INC                  COM              552885105       39     1400 SH      SHARED      06          1400
D M A R C INC                    COM              552914103        4      300 SH      SHARED      01           300
D MFS GOVT MKTS INCOME TR        SH BEN INT       552939100       15     2500 SH      SHR/OTHR    01                            2500
D MGM GRAND INC                  COM              552953101     3579    73052 SH      SHARED      01         38231             34821
D MGM GRAND INC                  COM              552953101       78     1602 SH      SHARED      06          1602
D M H MEYERSON & CO INC          COM              55301Q102       54     8300 SH      SHARED      01          8300
D M H MEYERSON & CO INC          COM              55301Q102       25     3800 SH      SHARED      06          3800
D M/I SCHOTTENSTEIN HOMES INC    COM              55305B101       20     1100 SH      SHARED                  1100
D M/I SCHOTTENSTEIN HOMES INC    COM              55305B101       64     3500 SH      SHARED      01          3500
D MMC NETWORKS INC               COM              55308N102    16230   362700 SH      SHARED      01        122700            240000
D MMC NETWORKS INC               COM              55308N102      170     3800 SH      SHARED      06          3800
D MMI COS INC                    COM              553087107      953    56500 SH      SHARED      01         55900               600
D MMI COS INC                    COM              553087107       28     1700 SH      SHARED      06          1700
D MRV COMMUNICATIONS INC         COM              553477100      870    66300 SH      SHARED      01         66300
D MRV COMMUNICATIONS INC         COM              553477100       84     6400 SH      SHARED      06          6400
D MSC INDL DIRECT INC            CL A             553530106     1854   180883 SH      SHARED      01         95083             85800
D MSC INDL DIRECT INC            CL A             553530106       47     4600 SH      SHARED      06          4600
D M S CARRIERS INC               COM              553533100     2384    80400 SH      SHARED      01         50500             29900
D M S CARRIERS INC               COM              553533100       32     1100 SH      SHARED      06          1100
D MTS SYS CORP                   COM              553777103     2422   198800 SH      SHARED      01         98100            100700
D MTS SYS CORP                   COM              553777103       21     1800 SH      SHARED      06          1800
D MTI TECHNOLOGY CORP            COM              553903105      988    75700 SH      SHARED      01         69800              5900
D MTI TECHNOLOGY CORP            COM              553903105       35     2700 SH      SHARED      06          2700
D MYR GROUP INC                  COM              554053108        3      221 SH      SHARED      01           221
D MACDERMID INC                  COM              554273102     2450    52700 SH      SHARED      01         52700
D MACDERMID INC                  COM              554273102       93     2000 SH      SHARED      06          2000
D MACERICH CO                    COM              554382101     2593    98800 SH      SHARED      01         91500              7300
D MACERICH CO                    COM              554382101      273    10400 SH      SHARED      06         10400
D MACK CALI RLTY CORP            COM              554489104    33558  1084750 SH      SHARED      01        609000            475750
D MACK CALI RLTY CORP            COM              554489104       82     2675 SH      SHR/OTHR    01                   1800      875
D MACK CALI RLTY CORP            COM              554489104    22234   718718 SH      SHARED      06        718718
D MACNEAL SCHWENDLER CORP        SD CONV 7.875%04 554806AA7        1     2055 PRN     SHARED      01          2055
D MACNEAL SCHWENDLER CORP        SD CONV 7.875%04 554806AA7       83   100000 PRN     SHR/OTHR    01                 100000
D MACROCHEM CORP DEL             COM              555903103      244    41200 SH      SHARED      01         41200
D MACROCHEM CORP DEL             COM              555903103       86    14500 SH      SHARED      06         14500
D MACROVISION CORP               COM              555904101      262     3500 SH      SHARED      01          3500
D MACROMEDIA INC                 COM              556100105      398    11300 SH      SHARED                 11300
D MACROMEDIA INC                 COM              556100105     6232   176800 SH      SHARED      01        141200             35600
D MACROMEDIA INC                 COM              556100105     2100    59601 SH      SHARED      06         59601
D MADDEN STEVEN LTD              COM              556269108       13     1000 SH      SHARED      03                            1000
D MADDEN STEVEN LTD              COM              556269108        1      116 SH      SHARED      06           116
D MADECO SA                      SPONSORED ADR    556304103       27     2700 SH      SHARED      01          2700
D MADE2MANAGE SYS INC            COM              556466100       55     6900 SH      SHARED      01          6900
D MADISON GAS & ELEC CO          COM              557497104     1159    56540 SH      SHARED      01         53415              3125
D MADISON GAS & ELEC CO          COM              557497104       38     1900 SH      SHARED      06          1900
D MAGELLAN HEALTH SVCS INC       COM              559079108     2086   208600 SH      SHARED      01        117300             91300
D MAGELLAN HEALTH SVCS INC       COM              559079108      223    22300 SH      SHARED      06         22300
D MAGNA INTL INC                 SUB DEB CV 5%02  559222AE4    59044 54169000 PRN     SHARED      06      54169000
D MAGNA INTL INC                 SUB DB CV 144A05 559222AF1      978  1000000 PRN     SHARED      01       1000000
D MAGNA INTL INC                 CL A             559222401      266     4700 SH      SHARED      01          4700
D MAGNA INTL INC                 CL A             559222401      215     3800 SH      SHARED      06          3800
D MAGNETEK INC                   COM              559424106      649    61449 SH      SHARED      01         53328              8121
D MAGNETEK INC                   COM              559424106      156    14800 SH      SHARED      06         14800
D MAGNUM HUNTER RES INC          COM PAR $0.002   55972F203       26     7000 SH      SHARED                  7000
D MAGYAR TAVKOZLESI RT           SPONSORED ADR    559776109      596    21676 SH      SHARED      01         21676
D MAIN STR BANCORP INC           COM              559906102        5      349 SH      SHARED      01           349
D MAHONING NATL BANCORP INC      COM              560090102      730    16700 SH      SHARED      01         16700
D MAHONING NATL BANCORP INC      COM              560090102       21      500 SH      SHARED      06           500
D MAIL-WELL INC                  SUB NT CONV 5%02 560321AD3     9333  9000000 PRN     SHARED      06       9000000
D MAIL-WELL INC                  COM              560321200     1693   104600 SH      SHARED      01         99800              4800
D MAIL-WELL INC                  COM              560321200       58     3600 SH      SHARED      06          3600
D MAKER COMMUNICATIONS INC       COM              560875106        3      100 SH      SHARED      03           100
D MAKER COMMUNICATIONS INC       COM              560875106       30      990 SH      SHARED      06           990
D MALAN RLTY INVS INC            COM              561063108       18     1200 SH      SHARED      01          1200
D MALLINCKRODT INC NEW           COM              561232109      152     4200 SH      SHARED                  4200
D MALLINCKRODT INC NEW           COM              561232109    40306  1108096 SH      SHARED      01        910576            197520
D MALLINCKRODT INC NEW           COM              561232109       10      300 SH      SHARED      03           300
D MALLINCKRODT INC NEW           COM              561232109     1761    48427 SH      SHARED      06         48427
D MALLON RES CORP                COM NEW          561240201       11     1700 SH      SHARED      01          1700
D MANHATTAN ASSOCS INC           COM              562750109      197    23900 SH      SHARED      01         23900
D MANHATTAN ASSOCS INC           COM              562750109        9     1100 SH      SHARED      06          1100
D MANITOWOC INC                  COM              563571108    16297   391534 SH      SHARED      01        133761            257773
D MANITOWOC INC                  COM              563571108      124     3000 SH      SHARED      06          3000
D MANNING GREG AUCTIONS INC      COM              563823103      112     5600 SH      SHARED      01          5600
D MANNING GREG AUCTIONS INC      COM              563823103        8      400 SH      SHARED      03                             400
D MANPOWER INC                   COM              56418H100      183     8101 SH      SHARED                  8101
D MANPOWER INC                   COM              56418H100    12963   572971 SH      SHARED      01        290571            282400
D MANPOWER INC                   COM              56418H100        4      184 SH      SHARED      02           184
D MANPOWER INC                   COM              56418H100       15      700 SH      SHARED      03                             700
D MANPOWER INC                   COM              56418H100     1051    46493 SH      SHARED      06         46493
D MANUFACTURED HOME CMNTYS INC   COM              564682102     4100   157700 SH      SHARED      01         50700            107000
D MANUFACTURED HOME CMNTYS INC   COM              564682102      206     7950 SH      SHARED      06          7950
D MAPICS INC                     COM              564910107      438    41500 SH      SHARED      01         41500
D MAPICS INC                     COM              564910107       34     3300 SH      SHARED      06          3300
D MANUGISTICS GROUP INC          COM              565011103      675    46600 SH      SHARED      01         46600
D MANUGISTICS GROUP INC          COM              565011103       14     1000 SH      SHARED      03          1000
D MANUGISTICS GROUP INC          COM              565011103       40     2800 SH      SHARED      06          2800
D MAPINFO CORP                   COM              565105103       91     4800 SH      SHARED      01          4800
D MARCUS CORP                    COM              566330106     1044    84826 SH      SHARED      01         84826
D MARCUS CORP                    COM              566330106       35     2900 SH      SHARED      06          2900
D MARIMBA INC                    COM              56781Q109       10      200 SH      SHARED      03                             200
D MARIMBA INC                    COM              56781Q109     1971    37416 SH      SHARED      06         37416
D MARINE TRANS CORP              COM              567912100        2      791 SH      SHARED      01           791
D MARINE TRANS CORP              COM              567912100       10     2850 SH      SHARED      06          2850
D MARINE DRILLING COS INC        COM PAR $0.01    568240204     5541   404900 SH      SHARED                404900
D MARINE DRILLING COS INC        COM PAR $0.01    568240204     7737   565300 SH      SHARED      01        217200            348100
D MARINE DRILLING COS INC        COM PAR $0.01    568240204       13     1000 SH      SHARED      03          1000
D MARINE DRILLING COS INC        COM PAR $0.01    568240204      183    13372 SH      SHARED      06         13372
D MARINE PETE TR                 UNIT BEN INT     568423107        1      100 SH      SHARED      01           100
D MARINE PETE TR                 UNIT BEN INT     568423107      169    12000 SH      SHARED      03                           12000
D MARINER POST-ACUTE NETWORK INC COM              568459101      201   359415 SH      SHARED      01        210065            149350
D MARINER POST-ACUTE NETWORK INC COM              568459101        0      500 SH      SHARED      03                             500
D MARINER POST-ACUTE NETWORK INC COM              568459101        5     9300 SH      SHARED      06          9300
D MARK IV INDS INC               COM              570387100      114     5400 SH      SHARED                  5400
D MARK IV INDS INC               COM              570387100     9720   460157 SH      SHARED      01        240565            219592
D MARK IV INDS INC               COM              570387100      857    40600 SH      SHARED      06         40600
D MARK VII INC                   COM              570414102       23     1400 SH      SHARED      01          1400
D MARK VII INC                   COM              570414102        0       30 SH      SHARED      06            30
D MARKEL CORP                    COM              570535104     6947    37150 SH      SHARED      01         18700             18450
D MARKEL CORP                    COM              570535104       93      500 SH      SHARED      06           500
D MARKET GUIDE INC               COM NEW          570565200      150     7100 SH      SHARED      01          7100
D MARKETWATCH COM INC            COM              570619106       11      200 SH      SHARED      03            50               150
D MARKETWATCH COM INC            COM              570619106        6      112 SH      SHARED      06           112
D MARKETING SVCS GROUP INC       COM              570907105     4485   171300 SH      SHARED                171300
D MARKETING SVCS GROUP INC       COM              570907105       94     3600 SH      SHARED      01          3600
D MARKETING SVCS GROUP INC       COM              570907105       78     3000 SH      SHARED      03          3000
D MARSH & MCLENNAN COS INC       COM              571748102     1301    17200 SH      SHARED                 17200
D MARSH & MCLENNAN COS INC       COM              571748102   315378  4166881 SH      SHARED      01       3500908     8000   657973
D MARSH & MCLENNAN COS INC       COM              571748102     1260    16650 SH      SHR/OTHR    01                  11700     4950
D MARSH & MCLENNAN COS INC       COM              571748102       37      500 SH      SHARED      02           500
D MARSH & MCLENNAN COS INC       COM              571748102      168     2227 SH      SHARED      03                            2227
D MARSH & MCLENNAN COS INC       COM              571748102    22162   292812 SH      SHARED      06        292812
D MARSH SUPERMARKETS INC         CL A             571783307       15     1100 SH      SHARED      01          1100
D MARSHALL & ILSLEY CORP         COM              571834100     1641    25500 SH      SHARED                 25500
D MARSHALL & ILSLEY CORP         COM              571834100    50790   788979 SH      SHARED      01        383855            405124
D MARSHALL & ILSLEY CORP         COM              571834100       41      650 SH      SHR/OTHR    01                             650
D MARSHALL & ILSLEY CORP         COM              571834100     3437    53400 SH      SHARED      06         53400
D MARRIOTT INTL INC NEW          CL A             571903202   139347  3728368 SH      SHARED      01       3155166            573202
D MARRIOTT INTL INC NEW          CL A             571903202      112     3000 SH      SHR/OTHR    01                            3000
D MARRIOTT INTL INC NEW          CL A             571903202      145     3900 SH      SHARED      03                            3900
D MARRIOTT INTL INC NEW          CL A             571903202     9593   256687 SH      SHARED      06        256687
D MARSHALL INDS                  COM              572393106     6511   181200 SH      SHARED      01         95100             86100
D MARSHALL INDS                  COM              572393106       68     1900 SH      SHARED      06          1900
D MARTEN TRANS LTD               COM              573075108        1      149 SH      SHARED      06           149
D MARTIN MARIETTA MATLS INC      COM              573284106      566     9600 SH      SHARED                  9600
D MARTIN MARIETTA MATLS INC      COM              573284106    13431   227652 SH      SHARED      01        220225              7427
D MARTIN MARIETTA MATLS INC      COM              573284106       31      535 SH      SHARED      03           135               400
D MARTIN MARIETTA MATLS INC      COM              573284106     1197    20300 SH      SHARED      06         20300
D MARVEL ENTERPRISES INC         COM              57383M108      519    70500 SH      SHARED      01         70500
D MARVEL ENTERPRISES INC         COM              57383M108        8     1100 SH      SHARED      06          1100
D MASCO CORP                     COM              574599106      658    22800 SH      SHARED                 22800
D MASCO CORP                     COM              574599106   156872  5432819 SH      SHARED      01       4531470            901349
D MASCO CORP                     COM              574599106     1955    67740 SH      SHR/OTHR    01                  15120    52620
D MASCO CORP                     COM              574599106       32     1132 SH      SHARED      03                            1132
D MASCO CORP                     COM              574599106     9938   344207 SH      SHARED      06        344207
D MASCOTECH INC                  COM              574670105     5655   333901 SH      SHARED      01        194050            139851
D MASCOTECH INC                  COM              574670105     1194    70500 SH      SHARED      06         70500
D MASISA S A                     SPONSORED ADR    574799102       52     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       19      532 SH      SHR/OTHR    01                             532
D MASTECH CORP                   COM              57632N105     1033    55500 SH      SHARED      01         55500
D MASTECH CORP                   COM              57632N105      301    16200 SH      SHARED      06         16200
D MASTEC INC                     COM              576323109     1131    40050 SH      SHARED      01         40050
D MASTEC INC                     COM              576323109       36     1300 SH      SHARED      06          1300
D MATERIAL SCIENCIES CORP        COM              576674105       31     2100 SH      SHARED      01          2100
D MATEWAN BANCSHARES INC         COM              576703102        7      300 SH      SHARED      01           300
D MATRIA HEALTHCARE INC          COM              576817100        0        2 SH      SHARED      03             2
D MATSUSHITA ELEC INDL           ADR              576879209        5       30 SH      SHARED      03                              30
D MATSUSHITA ELEC INDL           ADR              576879209       19      100 SH      SHARED      06           100
D MATLACK SYS INC                COM              576901102       55    10550 SH      SHARED      01         10550
D MATTEL INC                     COM              577081102      509    19500 SH      SHARED                 19500
D MATTEL INC                     COM              577081102   156899  6005725 SH      SHARED      01       4955598           1050127
D MATTEL INC                     COM              577081102      309    11836 SH      SHR/OTHR    01                   9146     2690
D MATTEL INC                     COM              577081102       13      500 SH      SHARED      02           500
D MATTEL INC                     COM              577081102      303    11627 SH      SHARED      03          1257             10370
D MATTEL INC                     COM              577081102     9694   371091 SH      SHARED      06        371091
D MATTHEWS INTL CORP             CL A             577128101     1214    41000 SH      SHARED      01         41000
D MATTHEWS INTL CORP             CL A             577128101       50     1700 SH      SHARED      06          1700
D MAXIM GROUP INC                COM              57772J104       67     7800 SH      SHARED      01          2900              4900
D MAXIM GROUP INC                COM              57772J104      132    15200 SH      SHARED      06         15200
D MAXIM INTEGRATED PRODS INC     COM              57772K101     1596    24000 SH      SHARED                 24000
D MAXIM INTEGRATED PRODS INC     COM              57772K101    60255   906098 SH      SHARED      01        456298            449800
D MAXIM INTEGRATED PRODS INC     COM              57772K101    50011   752046 SH      SHARED      02        752046
D MAXIM INTEGRATED PRODS INC     COM              57772K101      505     7600 SH      SHARED      03          3000              4600
D MAXIM INTEGRATED PRODS INC     COM              57772K101     4069    61200 SH      SHARED      06         61200
D MAXCO INC                      COM              577723109        0      100 SH      SHARED      01           100
D MAXTOR CORP                    COM NEW          577729205       38     7600 SH      SHR/OTHR    01                            7600
D MAXTOR CORP                    COM NEW          577729205      405    80600 SH      SHARED      06         80600
D MAXWELL SHOE INC               CL A             577766108       54     6000 SH      SHARED      01          6000
D MAXWELL TECHNOLOGIES INC       COM              577767106        2      110 SH      SHARED      01           110
D MAXXIM MED INC                 COM              57777G105     3648   156500 SH      SHARED      01        156500
D MAXXIM MED INC                 COM              57777G105       23     1000 SH      SHR/OTHR    01                   1000
D MAXXIM MED INC                 COM              57777G105      102     4400 SH      SHARED      06          4400
D MAY DEPT STORES CO             COM              577778103      206     5050 SH      SHARED                  5050
D MAY DEPT STORES CO             COM              577778103   227482  5565331 SH      SHARED      01       4688825            876506
D MAY DEPT STORES CO             COM              577778103     2132    52168 SH      SHR/OTHR    01                  36720    15448
D MAY DEPT STORES CO             COM              577778103       24      600 SH      SHARED      02           600
D MAY DEPT STORES CO             COM              577778103        1       46 SH      SHARED      03            46
D MAY DEPT STORES CO             COM              577778103     9763   238870 SH      SHARED      06        238870
D MAX & ERMAS RESTAURANTS INC    COM              577903107        2      275 SH      SHARED      01           275
D MAXICARE HEALTH PLANS INC      COM NEW          577904204       23     5000 SH      SHARED      01          5000
D MAXXAM INC                     COM              577913106       38      600 SH      SHARED                   600
D MAXXAM INC                     COM              577913106     4450    69000 SH      SHARED      01         18100             50900
D MAXXAM INC                     COM              577913106      167     2600 SH      SHARED      06          2600
D MAVERICK TUBE CORP             COM              577914104      192    13800 SH      SHARED      01         13800
D MAVERICK TUBE CORP             COM              577914104       29     2100 SH      SHARED      06          2100
D MAXIMUS INC                    COM              577933104      635    22100 SH      SHARED      01         22100
D MAXIMUS INC                    COM              577933104       31     1100 SH      SHARED      06          1100
D MAYFLOWER CO-OPERATIVE BK MASS COM              578330102       21     1500 SH      SHARED      01          1500
D MAYS J W INC                   COM              578473100        6     1300 SH      SHARED      01          1300
D MAYTAG CORP                    COM              578592107     1556    22300 SH      SHARED                 22300
D MAYTAG CORP                    COM              578592107    98035  1404277 SH      SHARED      01       1176592            227685
D MAYTAG CORP                    COM              578592107    10574   151473 SH      SHR/OTHR    01                 150873      600
D MAYTAG CORP                    COM              578592107       13      200 SH      SHARED      02           200
D MAYTAG CORP                    COM              578592107       83     1200 SH      SHARED      03           600               600
D MAYTAG CORP                    COM              578592107    23224   332675 SH      SHARED      06        332675
D MCCLATCHY CO                   CL A             579489105       13      400 SH      SHARED                   400
D MCCLATCHY CO                   CL A             579489105     5310   160325 SH      SHARED      01         82525             77800
D MCCLATCHY CO                   CL A             579489105      440    13300 SH      SHARED      06         13300
D MCCORMICK & CO INC             COM NON VTG      579780206      239     7600 SH      SHARED                  7600
D MCCORMICK & CO INC             COM NON VTG      579780206    17697   560725 SH      SHARED      01        294599            266126
D MCCORMICK & CO INC             COM NON VTG      579780206     1456    46161 SH      SHARED      03         38097              8064
D MCCORMICK & CO INC             COM NON VTG      579780206     1337    42369 SH      SHARED      06         42369
D MCDERMOTT INTL INC             COM              580037109      316    11200 SH      SHARED                 11200
D MCDERMOTT INTL INC             COM              580037109    24183   856045 SH      SHARED      01        832045             24000
D MCDERMOTT INTL INC             COM              580037109       16      600 SH      SHARED      03                             600
D MCDERMOTT INTL INC             COM              580037109     4508   159576 SH      SHARED      06        159576
D MCDONALDS CORP                 COM              580135101     1768    43000 SH      SHARED      06                           43000
D MCDONALDS CORP                 COM              580135101     3590    87300 SH      SHARED                 87300
D MCDONALDS CORP                 COM              580135101   868045 21107491 SH      SHARED      01      17585541           3521950
D MCDONALDS CORP                 COM              580135101    18029   438412 SH      SHR/OTHR    01                 279444   158968
D MCDONALDS CORP                 COM              580135101    42350  1029804 SH      SHARED      02       1029804
D MCDONALDS CORP                 COM              580135101     1177    28640 SH      SHARED      03          8700             19940
D MCDONALDS CORP                 COM              580135101    56355  1370341 SH      SHARED      06       1368986              1355
D MCGRATH RENTCORP               COM              580589109      426    21300 SH      SHARED      01         21300
D MCGRATH RENTCORP               COM              580589109       16      800 SH      SHARED      06           800
D MCGRAW HILL COS INC            COM              580645109     1591    29500 SH      SHARED                 29500
D MCGRAW HILL COS INC            COM              580645109   266100  4933535 SH      SHARED      01       3699850           1233685
D MCGRAW HILL COS INC            COM              580645109    19017   352593 SH      SHR/OTHR    01                 190402   162191
D MCGRAW HILL COS INC            COM              580645109       10      200 SH      SHARED      02           200
D MCGRAW HILL COS INC            COM              580645109      102     1900 SH      SHARED      03           200              1700
D MCGRAW HILL COS INC            COM              580645109    18894   350300 SH      SHARED      06        350300
D MCKESSON HBOC INC              COM              58155Q103       48     1500 SH      SHR/OTHR    06                            1500
D MCKESSON HBOC INC              COM              58155Q103      186     5800 SH      SHARED                  5800
D MCKESSON HBOC INC              COM              58155Q103   135808  4219358 SH      SHARED      01       3529420            689938
D MCKESSON HBOC INC              COM              58155Q103      122     3800 SH      SHR/OTHR    01                   3000      800
D MCKESSON HBOC INC              COM              58155Q103       14      459 SH      SHARED      02           459
D MCKESSON HBOC INC              COM              58155Q103      244     7600 SH      SHARED      03          1623              5977
D MCKESSON HBOC INC              COM              58155Q103     8358   259689 SH      SHARED      06        259689
D MCLAREN AUTOMOTIVE GROUP INC   COM              581759107       37     7700 SH      SHARED      01          7700
D MCLEODUSA INC                  COM              582266102    16175   294100 SH      SHARED      01         65800            228300
D MCLEODUSA INC                  COM              582266102      500     9100 SH      SHARED      06          9100
D MCMORAN EXPLORATION CO         COM              582411104       17      768 SH      SHARED      01           768
D MCMORAN EXPLORATION CO         COM              582411104        1       82 SH      SHARED      03                              82
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      804    55750 SH      SHARED      01         31950             23800
D MCWHORTER TECHNOLOGIES INC     COM              582803102       95     6600 SH      SHARED      06          6600
D MEAD CORP                      COM              582834107      137     3300 SH      SHARED                  3300
D MEAD CORP                      COM              582834107    65334  1564901 SH      SHARED      01       1317301            247600
D MEAD CORP                      COM              582834107       83     2000 SH      SHR/OTHR    01                            2000
D MEAD CORP                      COM              582834107       12      300 SH      SHARED      02           300
D MEAD CORP                      COM              582834107       46     1115 SH      SHARED      03          1115
D MEAD CORP                      COM              582834107     3341    80035 SH      SHARED      06         80035
D MEADOWBROOK INS GROUP INC      COM              58319P108      307    22600 SH      SHARED      01         21200              1400
D MEADOWBROOK INS GROUP INC      COM              58319P108       59     4400 SH      SHARED      06          4400
D MEADOWCRAFT INC                COM              583204102        0     6600 SH      SHARED      01          6600
D MEADOWCRAFT INC                COM              583204102        0      200 SH      SHARED      06           200
D MEDALLION FINL CORP            COM              583928106      470    24700 SH      SHARED      01         24700
D MEDALLION FINL CORP            COM              583928106       19     1000 SH      SHARED      06          1000
D MECON INC                      COM              58400M105       59     7900 SH      SHARED      01          7900
D MEDAPHIS CORP                  COM              584028104     3227   561300 SH      SHARED      01        255300            306000
D MEDAPHIS CORP                  COM              584028104       10     1800 SH      SHARED      03                            1800
D MEDAPHIS CORP                  COM              584028104       67    11700 SH      SHARED      06         11700
D MEDCARE TECHNOLOGIES INC       COM              58404T106        0      100 SH      SHARED      01           100
D MEDCO RESH INC                 COM              584059109        5      200 SH      SHARED      06           200
D MEDEVA PLC                     SPONSORED ADR    58410H203        0      100 SH      SHARED      01           100
D MEDFORD BANCORP INC            COM              584131106      180     9800 SH      SHARED      01          9800
D MEDIA ARTS GROUP INC           COM              58439C102        5     1200 SH      SHARED      01          1200
D MEDIA ARTS GROUP INC           COM              58439C102       17     4100 SH      SHARED      06          4100
D MEDIAONE GROUP INC             COM              58440J104     1405    18900 SH      SHARED                 18900
D MEDIAONE GROUP INC             COM              58440J104   706453  9498534 SH      SHARED      01       7945907           1552627
D MEDIAONE GROUP INC             COM              58440J104     3869    52032 SH      SHR/OTHR    01                  18468    33564
D MEDIAONE GROUP INC             COM              58440J104      153     2070 SH      SHARED      03           400              1670
D MEDIAONE GROUP INC             COM              58440J104    35207   473378 SH      SHARED      06        473378
D MEDIAONE GROUP INC             PFD CV SER D     58440J203     9907    66131 SH      SHARED      01         30000             36131
D MEDIAONE GROUP INC             PFD CV SER D     58440J203   174269  1163254 SH      SHARED      06       1163254
D MEDIA 100 INC                  COM              58440W105        4      800 SH      SHARED      01           800
D MEDIA GEN INC                  CL A             584404107      765    15000 SH      SHARED                 15000
D MEDIA GEN INC                  CL A             584404107    12021   235717 SH      SHARED      01        109589            126128
D MEDIA GEN INC                  CL A             584404107      754    14800 SH      SHARED      06         14800
D MEDIA LOGIC INC                COM              58441B100        0    10921 SH      SHARED      03         10921
D MEDIALINK WORLDWIDE INC        COM              58445P105       76     4800 SH      SHARED      01          4800
D MEDICAL ASSURN INC             COM              58449U100     2175    77002 SH      SHARED      01         73083              3919
D MEDICAL ASSURN INC             COM              58449U100       81     2900 SH      SHARED      06          2900
D MEDICAL MANAGER CORP           COM              58461C103     1495    33800 SH      SHARED      01         33800
D MEDICAL MANAGER CORP           COM              58461C103       57     1300 SH      SHARED      06          1300
D MEDICALCONTROL INC             COM              584636104       14     2000 SH      SHARED      01          2000
D MEDICIS PHARMACEUTICAL CORP    CL A NEW         584690309     4516   178002 SH      SHARED      01         79302             98700
D MEDICIS PHARMACEUTICAL CORP    CL A NEW         584690309       86     3400 SH      SHARED      06          3400
D MEDIMMUNE INC                  COM              584699102      372     5500 SH      SHARED                  5500
D MEDIMMUNE INC                  COM              584699102    38037   561441 SH      SHARED      01        302566            258875
D MEDIMMUNE INC                  COM              584699102        6      100 SH      SHR/OTHR    01                             100
D MEDIMMUNE INC                  COM              584699102     2154    31800 SH      SHARED      06         31800
D MEDIWARE INFORMATION SYS INC   COM              584946107       44     5900 SH      SHARED      01          5900
D MEDIWARE INFORMATION SYS INC   COM              584946107       37     5000 SH      SHARED      03          5000
D MEDQUIST INC                   COM              584949101    10185   232800 SH      SHARED      01        232800
D MEDQUIST INC                   COM              584949101        0        2 SH      SHARED      03             2
D MEDQUIST INC                   COM              584949101      153     3500 SH      SHARED      06          3500
D MEDITRUST CORP                 PAIRED CTF NEW   58501T306    11762   900504 SH      SHARED      01        320897            579607
D MEDITRUST CORP                 PAIRED CTF NEW   58501T306      203    15581 SH      SHR/OTHR    01                  12000     3581
D MEDITRUST CORP                 PAIRED CTF NEW   58501T306      380    29143 SH      SHARED      03          2161             26982
D MEDITRUST CORP                 PAIRED CTF NEW   58501T306      828    63400 SH      SHARED      06         63400
D MEDPARTNERS INC NEW            COM              58503X107     3123   416500 SH      SHARED                416500
D MEDPARTNERS INC NEW            COM              58503X107     6050   806768 SH      SHARED      01        430250            376518
D MEDPARTNERS INC NEW            COM              58503X107        2      302 SH      SHR/OTHR    01                    302
D MEDPARTNERS INC NEW            COM              58503X107        1      138 SH      SHARED      03                             138
D MEDPARTNERS INC NEW            COM              58503X107      186    24800 SH      SHARED      06         24800
D MEDSTONE INTL INC NEW          COM              58505C101        0      100 SH      SHARED      01           100
D MEDSTONE INTL INC NEW          COM              58505C101       14     2000 SH      SHR/OTHR    01                   2000
D MEDTRONIC INC                  COM              585055106       64      830 SH      SHR/OTHR    01                             830
D MEDTRONIC INC                  COM              585055106      288     3700 SH      SHARED                  3700
D MEDTRONIC INC                  COM              585055106   706805  9076151 SH      SHARED      01       7342660           1733491
D MEDTRONIC INC                  COM              585055106    12145   155961 SH      SHR/OTHR    01                  77782    78179
D MEDTRONIC INC                  COM              585055106    43839   562942 SH      SHARED      02        562942
D MEDTRONIC INC                  COM              585055106     1639    21050 SH      SHARED      03          5100             15950
D MEDTRONIC INC                  COM              585055106    28444   365263 SH      SHARED      06        365263
D MEGO FINL CORP                 COM              585162100       14    19100 SH      SHARED      01         19100
D MELLON BK CORP                 COM              585509102      128     3520 SH      SHR/OTHR    01                            3520
D MELLON BK CORP                 COM              585509102     3310    91000 SH      SHARED                 91000
D MELLON BK CORP                 COM              585509102   348300  9575265 SH      SHARED      01       7464895           2110370
D MELLON BK CORP                 COM              585509102    31434   864170 SH      SHR/OTHR    01                 689720   174450
D MELLON BK CORP                 COM              585509102      774    21300 SH      SHARED      03          2400             18900
D MELLON BK CORP                 COM              585509102    19572   538072 SH      SHARED      06        538072
D MEMBERWORKS INC                COM              586002107     1148    39600 SH      SHARED      01         39000               600
D MEMBERWORKS INC                COM              586002107     3314   114300 SH      SHARED      05        114300
D MEMBERWORKS INC                COM              586002107       43     1500 SH      SHARED      06          1500
D MENS WEARHOUSE INC             COM              587118100     8757   343422 SH      SHARED      01        124379            219043
D MENS WEARHOUSE INC             COM              587118100       75     2958 SH      SHARED      06          2958
D MENTOR CORP MINN               COM              587188103     5465   293432 SH      SHARED      01         96200            197232
D MENTOR CORP MINN               COM              587188103       52     2800 SH      SHARED      06          2800
D MENTOR GRAPHICS CORP           COM              587200106       85     6700 SH      SHARED                  6700
D MENTOR GRAPHICS CORP           COM              587200106     9090   709504 SH      SHARED      01        346253            363251
D MENTOR GRAPHICS CORP           COM              587200106       12     1000 SH      SHARED      03          1000
D MENTOR GRAPHICS CORP           COM              587200106      430    33600 SH      SHARED      06         33600
D MERANT PLC                     SPONSORED ADR    587336108       40     2090 SH      SHARED      01          2090
D MERANT PLC                     SPONSORED ADR    587336108      175     9000 SH      SHARED      03          9000
D MERANT PLC                     SPONSORED ADR    587336108     1391    71345 SH      SHARED      06         71345
D MERCANTILE BANCORPORATION INC  COM              587342106      348     6100 SH      SHARED                  6100
D MERCANTILE BANCORPORATION INC  COM              587342106   130051  2276617 SH      SHARED      01       1907223            369394
D MERCANTILE BANCORPORATION INC  COM              587342106      104     1821 SH      SHR/OTHR    01                    750     1071
D MERCANTILE BANCORPORATION INC  COM              587342106       25      450 SH      SHARED      03                             450
D MERCANTILE BANCORPORATION INC  COM              587342106    86022  1505867 SH      SHARED      06       1505867
D MERCANTILE BANKSHARES CORP     COM              587405101      258     7300 SH      SHARED                  7300
D MERCANTILE BANKSHARES CORP     COM              587405101    25031   707614 SH      SHARED      01        251318            456296
D MERCANTILE BANKSHARES CORP     COM              587405101     2120    59931 SH      SHARED      03          2707             57224
D MERCANTILE BANKSHARES CORP     COM              587405101     1850    52308 SH      SHARED      06         52308
D MERCHANTS BANCSHARES           COM              588448100      145     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      917    27400 SH      SHARED      01         27400
D MERCHANTS N Y BANCORP INC      COM              589167105       20      600 SH      SHARED      06           600
D MERCK & CO INC                 COM              589331107     9968   135400 SH      SHARED                135400
D MERCK & CO INC                 COM              589331107  2791846 37919813 SH      SHARED      01      31441378      901  6477534
D MERCK & CO INC                 COM              589331107   117108  1590612 SH      SHR/OTHR    01                1047586   543026
D MERCK & CO INC                 COM              589331107      279     3800 SH      SHARED      02          3800
D MERCK & CO INC                 COM              589331107     7357    99937 SH      SHARED      03         18957             80980
D MERCK & CO INC                 COM              589331107   138048  1875028 SH      SHARED      06       1874463               565
D MERCURY AIR GROUP INC          SB DB CV 7.75%06 589354AA7      202   195000 PRN     SHR/OTHR    01                 195000
D MERCURY AIR GROUP INC          COM              589354109       66    10000 SH      SHR/OTHR    01                  10000
D MERCURY GENL CORP NEW          COM              589400100     6164   181320 SH      SHARED      01         68420            112900
D MERCURY GENL CORP NEW          COM              589400100       10      300 SH      SHARED      03                             300
D MERCURY GENL CORP NEW          COM              589400100      207     6110 SH      SHARED      06          6110
D MERCURY INTERACTIVE CORP       COM              589405109       35     1000 SH      SHR/OTHR    06                            1000
D MERCURY INTERACTIVE CORP       COM              589405109    12699   359000 SH      SHARED                359000
D MERCURY INTERACTIVE CORP       COM              589405109     8160   230686 SH      SHARED      01        230686
D MERCURY INTERACTIVE CORP       COM              589405109      157     4453 SH      SHARED      06          4453
D MEREDITH CORP                  COM              589433101       20      600 SH      SHARED                   600
D MEREDITH CORP                  COM              589433101    24042   694375 SH      SHARED      01        512775            181600
D MEREDITH CORP                  COM              589433101     1361    39322 SH      SHARED      06         39322
D MERIDIAN DATA INC              COM              589601103      126    14400 SH      SHARED      01         14400
D MERIDIAN DATA INC              COM              589601103       17     2000 SH      SHARED      03                            2000
D MERIDIAN DIAGNOSTICS INC       COM              589602101        4      600 SH      SHARED      01           600
D MERIDIAN INSURANCE GROUP INC   COM              589644103       18     1080 SH      SHARED      01          1080
D MERIDIAN MED TECHNOLOGIES INC  COM              589658103       55     8700 SH      SHARED      01          8700
D MERIDIAN RESOURCE CORP         COM              58977Q109      446   115192 SH      SHARED      01        115192
D MERIDIAN RESOURCE CORP         COM              58977Q109       22     5900 SH      SHARED      06          5900
D MERISTAR HOSPITALITY CORP      COM              58984Y103     3862   172167 SH      SHARED      01        154219             17948
D MERISTAR HOSPITALITY CORP      COM              58984Y103      369    16450 SH      SHARED      06         16450
D MERISEL INC                    COM              589849108      556   244100 SH      SHARED      01        244100
D MERISEL INC                    COM              589849108       19     8400 SH      SHARED      06          8400
D MERIT MED SYS INC              COM              589889104        0      100 SH      SHARED      01           100
D MERIT MED SYS INC              COM              589889104       37     7500 SH      SHARED      03          7500
D MERISTAR HOTELS & RESORTS INC  COM              589988104        3     1100 SH      SHARED      06          1100
D MERITOR AUTOMOTIVE INC         COM              59000G100      272    10700 SH      SHARED                 10700
D MERITOR AUTOMOTIVE INC         COM              59000G100    11218   439942 SH      SHARED      01        215549            224393
D MERITOR AUTOMOTIVE INC         COM              59000G100       71     2788 SH      SHARED      03                            2788
D MERITOR AUTOMOTIVE INC         COM              59000G100     1006    39487 SH      SHARED      06         39487
D MERRILL CORP                   COM              590175105      636    43900 SH      SHARED      01         43900
D MERRILL CORP                   COM              590175105       29     2000 SH      SHARED      06          2000
D MERRILL LYNCH & CO INC         COM              590188108     5032    63300 SH      SHARED                 63300
D MERRILL LYNCH & CO INC         COM              590188108   415455  5225852 SH      SHARED      01       4436670            789182
D MERRILL LYNCH & CO INC         COM              590188108      198     2500 SH      SHR/OTHR    01                    350     2150
D MERRILL LYNCH & CO INC         COM              590188108       47      600 SH      SHARED      02           600
D MERRILL LYNCH & CO INC         COM              590188108      337     4250 SH      SHARED      03           200              4050
D MERRILL LYNCH & CO INC         COM              590188108    39779   500365 SH      SHARED      06        500365
D MERRY LAND PROPERTIES INC      COM              590441101       41     8355 SH      SHARED      01          4910              3445
D MERRY LAND PROPERTIES INC      COM              590441101        2      415 SH      SHARED      03           140               275
D MESA AIR GROUP INC             COM              590479101      631    84050 SH      SHARED      01         84050
D MESA AIR GROUP INC             COM              590479101       28     3828 SH      SHARED      06          3828
D MESABA HLDGS INC               COM              59066B102      435    34150 SH      SHARED      01         34150
D MESABA HLDGS INC               COM              59066B102       30     2400 SH      SHARED      06          2400
D MESA RTY TR                    UNIT BEN INT     590660106        9      200 SH      SHARED      01           200
D MESABI TR                      CTF BEN INT      590672101       37    12000 SH      SHARED      01                           12000
D MESABI TR                      CTF BEN INT      590672101        9     3000 SH      SHARED      03                            3000
D MESSAGEMEDIA INC               COM              590787107      182     9600 SH      SHARED      01          9600
D MESTEK INC                     COM              590829107       22     1000 SH      SHARED      01          1000
D MET PRO CORP                   COM              590876306        8      675 SH      SHARED      01           675
D META GROUP INC                 COM              591002100       76     4950 SH      SHARED      01          4950
D META GROUP INC                 COM              591002100      109     7100 SH      SHARED      06          7100
D METACREATIONS CORP             COM              591016100       40     7000 SH      SHARED      03          7000
D METAL MGMT INC                 COM              591097100       14     9600 SH      SHARED      01          9600
D METAL MGMT INC                 COM              591097100        5     3805 SH      SHARED      06          3805
D METALS USA INC                 COM              591324108     1201    94200 SH      SHARED      01         88200              6000
D METALS USA INC                 COM              591324108       42     3300 SH      SHARED      06          3300
D METAMOR WORLDWIDE INC          COM              59133P100     9819   408100 SH      SHARED      01        136800            271300
D METAMOR WORLDWIDE INC          COM              59133P100       81     3400 SH      SHARED      06          3400
D METHODE ELECTRS INC            CL A             591520200     5281   230900 SH      SHARED      01        165250             65650
D METHODE ELECTRS INC            CL A             591520200       75     3300 SH      SHARED      06          3300
D METRIS COS INC                 COM              591598107    16319   400486 SH      SHARED      01        396990              3496
D METRIS COS INC                 COM              591598107      163     4000 SH      SHARED      06          4000
D METRO GOLDWYN MAYER INC        COM              591610100       18     1000 SH      SHARED      06          1000
D METRO INFORMATION SERVICES INC COM              59162P104      315    19000 SH      SHARED      01         18000              1000
D METRO INFORMATION SERVICES INC COM              59162P104       19     1200 SH      SHARED      06          1200
D METROCALL INC                  COM              591647102      103    37700 SH      SHARED      01         37700
D METROCALL INC                  COM              591647102       41    15000 SH      SHARED      03         15000
D METROCALL INC                  COM              591647102       60    22000 SH      SHARED      06         22000
D METROLOGIC INSTRS INC          COM              591676101        1      100 SH      SHARED      01           100
D METROMEDIA FIBER NETWORK INC   CL A             591689104       57     1600 SH      SHARED                  1600
D METROMEDIA FIBER NETWORK INC   CL A             591689104     6777   188600 SH      SHARED      01        188600
D METROMEDIA FIBER NETWORK INC   CL A             591689104      411    11455 SH      SHARED      03          2160              9295
D METROMEDIA FIBER NETWORK INC   CL A             591689104     2404    66900 SH      SHARED      06         66900
D METROMEDIA INTL GROUP INC      COM              591695101     3219   429277 SH      SHARED      01        202625            226652
D METROMEDIA INTL GROUP INC      COM              591695101       22     3000 SH      SHARED      03          3000
D METROMEDIA INTL GROUP INC      COM              591695101       51     6900 SH      SHARED      06          6900
D METRO GLOBAL MEDIA INC         COM              591917109       23     9200 SH      SHARED      01          9200
D METRO NETWORKS INC             COM              591918107     1163    21800 SH      SHARED      01         21800
D METRO NETWORKS INC             COM              591918107       53     1000 SH      SHARED      06          1000
D METTLER TOLEDO INTERNATIONAL   COM              592688105     2965   116300 SH      SHARED      01        109800              6500
D METTLER TOLEDO INTERNATIONAL   COM              592688105      395    15500 SH      SHARED      03          4600             10900
D METTLER TOLEDO INTERNATIONAL   COM              592688105      104     4100 SH      SHARED      06          4100
D MEXICO FD INC                  COM              592835102       25     1500 SH      SHR/OTHR    01                            1500
D METZLER GROUP INC              COM              592903108     1570    56850 SH      SHARED      01         56850
D METZLER GROUP INC              COM              592903108      950    34400 SH      SHARED      06         34400
D MICHAEL FOOD INC NEW           COM              594079105     4219   179558 SH      SHARED      01        104900             74658
D MICHAEL FOOD INC NEW           COM              594079105      648    27600 SH      SHARED      06         27600
D MICHAELS STORES INC            COM              594087108     6370   208000 SH      SHARED      01        132200             75800
D MICHAELS STORES INC            COM              594087108      180     5900 SH      SHARED      06          5900
D MICHIGAN FINL CORP             COM              594480105       47     1470 SH      SHARED      01          1470
D MICHIGAN FINL CORP             COM              594480105        6      210 SH      SHARED      06           210
D MICRION CORP                   COM              59479P102      331    29500 SH      SHARED      06         29500
D MICREL INC                     COM              594793101    11144   150600 SH      SHARED      01        150600
D MICREL INC                     COM              594793101      148     2000 SH      SHARED      06          2000
D MICRO LINEAR CORP              COM              594850109      235    65000 SH      SHARED      06         65000
D MICROS SYS INC                 COM              594901100     3967   116700 SH      SHARED      01         60200             56500
D MICROS SYS INC                 COM              594901100       64     1900 SH      SHARED      06          1900
D MICROSOFT CORP                 COM              594918104     3196    35447 SH      SHR/OTHR    06                           35447
D MICROSOFT CORP                 COM              594918104    31052   344310 SH      SHARED                344310
D MICROSOFT CORP                 COM              594918104  6331786 70207309 SH      SHARED      01      61797963     2400  8406946
D MICROSOFT CORP                 COM              594918104    70603   782858 SH      SHR/OTHR    01                 299642   483216
D MICROSOFT CORP                 COM              594918104    49828   552497 SH      SHARED      02        552497
D MICROSOFT CORP                 COM              594918104    17916   198663 SH      SHARED      03         69329            129334
D MICROSOFT CORP                 COM              594918104   427681  4742168 SH      SHARED      06       4740843              1325
D MICROSOFT CORP                 PFD A CV EXCH    594918203      729     7300 SH      SHARED      01          4000              3300
D MICROSOFT CORP                 PFD A CV EXCH    594918203     8552    85580 SH      SHR/OTHR    01                  79750     5830
D MICROSOFT CORP                 PFD A CV EXCH    594918203    13362   133708 SH      SHARED      06        133708
D MICROAGE INC                   COM              594928103       68    17900 SH      SHARED      01         17900
D MICROAGE INC                   COM              594928103       64    16800 SH      SHARED      06         16800
D MICROVISION INC WASH           COM              594960106      106     4700 SH      SHARED      01          4700
D MICROSTRATEGY INC              CL A             594972101      318     8400 SH      SHARED      01          8400
D MICRO WHSE INC                 COM              59501B105     4094   229050 SH      SHARED                229050
D MICRO WHSE INC                 COM              59501B105     5979   334500 SH      SHARED      01        171800            162700
D MICRO WHSE INC                 COM              59501B105      303    17000 SH      SHARED      06         17000
D MICROCELL TELECOMMUNICATIONS   CL B NON VTG     59501T304       15     2000 SH      SHARED                  2000
D MICROCHIP TECHNOLOGY INC       COM              595017104     6220   131300 SH      SHARED                131300
D MICROCHIP TECHNOLOGY INC       COM              595017104    21004   443374 SH      SHARED      01        241024            202350
D MICROCHIP TECHNOLOGY INC       COM              595017104    19584   413383 SH      SHARED      02        413383
D MICROCHIP TECHNOLOGY INC       COM              595017104      108     2300 SH      SHARED      03           800              1500
D MICROCHIP TECHNOLOGY INC       COM              595017104     2602    54940 SH      SHARED      06         54940
D MICROCIDE PHARMACEUTICALS INC  COM              595018102        0      159 SH      SHARED      06           159
D MICROGRAFX INC                 COM              595077108        3      500 SH      SHARED      01           500
D MICROMUSE INC                  COM              595094103     7960   159600 SH      SHARED      01         31500            128100
D MICROMUSE INC                  COM              595094103       49     1000 SH      SHARED      03          1000
D MICROMUSE INC                  COM              595094103       59     1200 SH      SHARED      06          1200
D MICRON ELECTRONICS INC         COM              595100108     2058   204551 SH      SHARED      01        124251             80300
D MICRON ELECTRONICS INC         COM              595100108       47     4700 SH      SHARED      06          4700
D MICRON TECHNOLOGY INC          COM              595112103   145827  3600680 SH      SHARED      01       3115480            485200
D MICRON TECHNOLOGY INC          COM              595112103       24      600 SH      SHARED      02           600
D MICRON TECHNOLOGY INC          COM              595112103    11915   294217 SH      SHARED      06        294217
D MICROTOUCH SYS INC             COM              595145103        5      400 SH      SHARED      01           400
D MICROWAVE PWR DEVICES INC DEL  COM              59517M103       15     1000 SH      SHARED      01                            1000
D MID-AMER APT CMNTYS INC        COM              59522J103     1026    44400 SH      SHARED      01         44400
D MID-AMER APT CMNTYS INC        COM              59522J103      141     6100 SH      SHARED      06          6100
D MID ATLANTIC MED SVCS INC      COM              59523C107     4014   406500 SH      SHARED      01        173400            233100
D MID ATLANTIC MED SVCS INC      COM              59523C107       96     9800 SH      SHARED      06          9800
D MID-ATLANTIC RLTY TR           SH BEN INT       595232109       21     1900 SH      SHARED      01          1900
D MID-ATLANTIC RLTY TR           SH BEN INT       595232109       11     1000 SH      SHARED      03                            1000
D MID-ATLANTIC RLTY TR           SH BEN INT       595232109       32     2900 SH      SHARED      06          2900
D MIDAMERICAN ENERGY HLDGS NEW   COM              59562V107      211     6100 SH      SHARED                  6100
D MIDAMERICAN ENERGY HLDGS NEW   COM              59562V107     9432   272419 SH      SHARED      01        152919            119500
D MIDAMERICAN ENERGY HLDGS NEW   COM              59562V107        6      200 SH      SHR/OTHR    01                    200
D MIDAMERICAN ENERGY HLDGS NEW   COM              59562V107    13942   402675 SH      SHARED      02        402675
D MIDAMERICAN ENERGY HLDGS NEW   COM              59562V107       79     2300 SH      SHARED      03          1300              1000
D MIDAMERICAN ENERGY HLDGS NEW   COM              59562V107     2839    82000 SH      SHARED      06         82000
D MIDAS GROUP INC                COM              595626102     4704   165800 SH      SHARED      01         62188            103612
D MIDAS GROUP INC                COM              595626102        4      146 SH      SHR/OTHR    01                             146
D MIDAS GROUP INC                COM              595626102       59     2100 SH      SHARED      06          2100
D MIDCAP SPDR TR                 UNIT SER 1       595635103      141     1800 SH      SHARED      01                            1800
D MID AMER BANCORP               COM              595915109     1087    44151 SH      SHARED      01         44151
D MID AMER BANCORP               COM              595915109       27     1100 SH      SHARED      06          1100
D MIDDLESEX WATER CO             COM              596680108      103     4100 SH      SHARED      01          4100
D MIDLAND CO                     COM              597486109      137     5400 SH      SHARED      01          3200              2200
D MIDLAND CO                     COM              597486109       15      600 SH      SHARED      06           600
D MIDWEST EXPRESS HLDGS INC      COM              597911106     1791    52700 SH      SHARED      01         49350              3350
D MIDWEST EXPRESS HLDGS INC      COM              597911106       61     1800 SH      SHARED      06          1800
D MIDWAY GAMES INC               COM              598148104      931    71988 SH      SHARED      01         71988
D MIDWAY GAMES INC               COM              598148104       45     3500 SH      SHARED      06          3500
D MIKASA INC                     COM              59862T109      322    28500 SH      SHARED      01         28500
D MIKASA INC                     COM              59862T109       12     1100 SH      SHARED      06          1100
D MILACRON INC                   COM              598709103      151     8200 SH      SHARED                  8200
D MILACRON INC                   COM              598709103    10761   581694 SH      SHARED      01        464594            117100
D MILACRON INC                   COM              598709103      493    26680 SH      SHARED      06         26680
D MILESTONE SCIENTIFIC INC       COM              59935P100        4     4300 SH      SHARED      01          4300
D MILLENNIUM PHARMACEUTICALS INC COM              599902103     4001   111164 SH      SHARED      01        107964              3200
D MILLENNIUM PHARMACEUTICALS INC COM              599902103      140     3900 SH      SHARED      06          3900
D MILLENNIUM CHEMICALS INC       COM              599903101       16      700 SH      SHARED                   700
D MILLENNIUM CHEMICALS INC       COM              599903101    11226   476449 SH      SHARED      01        219449            257000
D MILLENNIUM CHEMICALS INC       COM              599903101        8      357 SH      SHR/OTHR    01                             357
D MILLENNIUM CHEMICALS INC       COM              599903101     1547    65685 SH      SHARED      06         65685
D MILLER BLDG SYS INC            COM              600404107        0      100 SH      SHARED      01           100
D MILLER HERMAN INC              COM              600544100      184     8800 SH      SHARED                  8800
D MILLER HERMAN INC              COM              600544100    13687   651803 SH      SHARED      01        349087            302716
D MILLER HERMAN INC              COM              600544100       27     1300 SH      SHARED      03                            1300
D MILLER HERMAN INC              COM              600544100     1327    63200 SH      SHARED      06         63200
D MILLER INDS INC TENN           COM              600551105      382    97250 SH      SHARED      01         84700             12550
D MILLER INDS INC TENN           COM              600551105       17     4400 SH      SHARED      06          4400
D MILLIPORE CORP                 COM              601073109    26862   662248 SH      SHARED      01        529778            132470
D MILLIPORE CORP                 COM              601073109       36      900 SH      SHR/OTHR    01                    900
D MILLIPORE CORP                 COM              601073109       16      400 SH      SHARED      03           400
D MILLIPORE CORP                 COM              601073109     1869    46091 SH      SHARED      06         46091
D MILLS CORP                     COM              601148109     7753   357500 SH      SHARED      01         45400            312100
D MILLS CORP                     COM              601148109      144     6650 SH      SHARED      06          6650
D MINDSPRING ENTERPRISES INC     COM              602683104        8      200 SH      SHARED                   200
D MINDSPRING ENTERPRISES INC     COM              602683104    13674   308600 SH      SHARED      01        144800            163800
D MINDSPRING ENTERPRISES INC     COM              602683104     1980    44700 SH      SHARED      06         44700
D MINE SAFETY APPLIANCES CO      COM              602720104      692    10825 SH      SHARED      01         10825
D MINERALS TECHNOLOGIES INC      COM              603158106      106     1900 SH      SHARED                  1900
D MINERALS TECHNOLOGIES INC      COM              603158106    11380   203900 SH      SHARED      01        102500            101400
D MINERALS TECHNOLOGIES INC      COM              603158106      575    10315 SH      SHARED      06         10315
D MINIMED INC                    COM              60365K108    15460   200950 SH      SHARED      01        200800               150
D MINIMED INC                    COM              60365K108      107     1400 SH      SHR/OTHR    01                            1400
D MINIMED INC                    COM              60365K108      169     2200 SH      SHARED      06          2200
D MINNESOTA MNG & MFG CO         COM              604059105    13796   158701 SH      SHARED                158701
D MINNESOTA MNG & MFG CO         COM              604059105   563565  6482457 SH      SHARED      01       5437389      500  1044568
D MINNESOTA MNG & MFG CO         COM              604059105    12972   149221 SH      SHR/OTHR    01                 100031    49190
D MINNESOTA MNG & MFG CO         COM              604059105      121     1400 SH      SHARED      02          1400
D MINNESOTA MNG & MFG CO         COM              604059105      133     1532 SH      SHARED      03                            1532
D MINNESOTA MNG & MFG CO         COM              604059105    18912   217541 SH      SHARED      06        217541
D MINNESOTA PWR INC              COM              604110106      147     7400 SH      SHARED                  7400
D MINNESOTA PWR INC              COM              604110106    10872   547060 SH      SHARED      01        281572            265488
D MINNESOTA PWR INC              COM              604110106     2215   111461 SH      SHARED      06        111461
D MINNTECH CORP                  COM              604258103        1      100 SH      SHARED      01           100
D MINUTEMAN INTL INC             COM              604540104        3      300 SH      SHARED      01           300
D MIPS TECHNOLOGIES INC          CL A             604567107      206     4300 SH      SHARED      01          4300
D MIRAGE RESORTS INC             COM              60462E104      313    18700 SH      SHARED                 18700
D MIRAGE RESORTS INC             COM              60462E104    46108  2752735 SH      SHARED      01       2376985            375750
D MIRAGE RESORTS INC             COM              60462E104       16     1000 SH      SHARED      03          1000
D MIRAGE RESORTS INC             COM              60462E104     4333   258717 SH      SHARED      06        258717
D MIRAVANT MED TECHNOLOGIES      COM              604690107       36     5100 SH      SHARED      01          5100
D MIRAVANT MED TECHNOLOGIES      COM              604690107       54     7600 SH      SHARED      06          7600
D MISSION WEST PPTYS INC         COM              605203108       18     2300 SH      SHARED      01          2300
D MISSION WEST PPTYS INC         COM              605203108        4      600 SH      SHARED      03           600
D MISSISSIPPI CHEM CORP          COM NEW          605288208       12     1300 SH      SHARED                  1300
D MISSISSIPPI CHEM CORP          COM NEW          605288208     2040   207950 SH      SHARED      01        139802             68148
D MISSISSIPPI CHEM CORP          COM NEW          605288208        3      367 SH      SHR/OTHR    01                    367
D MISSISSIPPI CHEM CORP          COM NEW          605288208       23     2400 SH      SHARED      06          2400
D MISSISSIPPI VY BANCSHARES INC  COM              605720101      679    20500 SH      SHARED      01         18400              2100
D MISSISSIPPI VY BANCSHARES INC  COM              605720101       33     1000 SH      SHR/OTHR    01                            1000
D MISSISSIPPI VY BANCSHARES INC  COM              605720101       16      500 SH      SHARED      06           500
D MITCHAM INDS INC               COM              606501104       27     6800 SH      SHARED      01          6800
D MITCHELL ENERGY & DEV CORP     CL A             606592202     3614   187150 SH      SHARED      01         19700            167450
D MITCHELL ENERGY & DEV CORP     CL A             606592202        9      475 SH      SHARED      03                             475
D MITCHELL ENERGY & DEV CORP     CL A             606592202       42     2200 SH      SHARED      06          2200
D MITCHELL ENERGY & DEV CORP     CL B             606592301       14      800 SH      SHARED      01           800
D MITCHELL ENERGY & DEV CORP     CL B             606592301       16      900 SH      SHARED      03                             900
D MOBIUS MGMT SYSTEMS INC        COM              606925105        0      100 SH      SHARED      01           100
D MOBIUS MGMT SYSTEMS INC        COM              606925105       20     2500 SH      SHARED      06          2500
D MOBIL CORP                     COM              607059102       80      820 SH      SHR/OTHR    06                             820
D MOBIL CORP                     COM              607059102     3989    40400 SH      SHARED                 40400
D MOBIL CORP                     COM              607059102  1242574 12583033 SH      SHARED      01      10464740     2400  2115893
D MOBIL CORP                     COM              607059102    41766   422948 SH      SHR/OTHR    01                 229336   193612
D MOBIL CORP                     COM              607059102      128     1300 SH      SHARED      02          1300
D MOBIL CORP                     COM              607059102     1874    18983 SH      SHARED      03          5180             13803
D MOBIL CORP                     COM              607059102    86335   874286 SH      SHARED      06        874286
D MOBILE MINI INC                COM              60740F105      369    18900 SH      SHARED      01         18900
D MOBILE MINI INC                COM              60740F105       15      800 SH      SHARED      03                             800
D MODACAD INC                    COM              60749P104       42     3800 SH      SHARED      01          3800
D MODINE MFG CO                  COM              607828100      100     3100 SH      SHARED                  3100
D MODINE MFG CO                  COM              607828100     8258   253632 SH      SHARED      01        102406            151226
D MODINE MFG CO                  COM              607828100      540    16600 SH      SHARED      06         16600
D MODIS PROFESSIONAL SVCS INC    COM              607830106    10671   786893 SH      SHARED      01        324283            462610
D MODIS PROFESSIONAL SVCS INC    COM              607830106      698    51525 SH      SHARED      06         51525
D MOHAWK INDS INC                COM              608190104     4917   161900 SH      SHARED                161900
D MOHAWK INDS INC                COM              608190104     4033   132800 SH      SHARED      01        125437              7363
D MOHAWK INDS INC                COM              608190104     1093    36003 SH      SHARED      06         36003
D MOLECULAR BIOSYSTEMS INC       COM              608513107       11     4600 SH      SHARED      01          4600
D MOLEX INC                      COM              608554101      588    15900 SH      SHARED                 15900
D MOLEX INC                      COM              608554101    18014   486869 SH      SHARED      01        295103            191766
D MOLEX INC                      COM              608554101       22      608 SH      SHARED      03                             608
D MOLEX INC                      COM              608554101     2289    61870 SH      SHARED      06         61870
D MOLEX INC                      CL A             608554200      159     5062 SH      SHARED      01          5062
D MOLEX INC                      CL A             608554200       59     1874 SH      SHR/OTHR    01                            1874
D MOLEX INC                      CL A             608554200    18674   592850 SH      SHARED      06        592850
D MOMENTUM BUSINESS APPS INC     CL A             60877P108        0       10 SH      SHR/OTHR    06                              10
D MOMENTUM BUSINESS APPS INC     CL A             60877P108      154    21923 SH      SHARED      01         21907                16
D MOMENTUM BUSINESS APPS INC     CL A             60877P108        0        8 SH      SHR/OTHR    01                      4        4
D MOMENTUM BUSINESS APPS INC     CL A             60877P108        0       30 SH      SHARED      03            30
D MOMENTUM BUSINESS APPS INC     CL A             60877P108        0      140 SH      SHARED      06           140
D MONACO COACH CORP              COM              60886R103     1159    27400 SH      SHARED      01         26400              1000
D MONACO COACH CORP              COM              60886R103       93     2200 SH      SHARED      06          2200
D MONARCH CASINO & RESORT INC    COM              609027107        0      100 SH      SHARED      01           100
D MONDAVI ROBERT CORP            CL A             609200100     3582    98500 SH      SHARED      01         30500             68000
D MONDAVI ROBERT CORP            CL A             609200100       25      700 SH      SHARED      06           700
D MONMOUTH REAL ESTATE INVT CORP CL A             609720107       16     3000 SH      SHARED      01          3000
D MONSANTO CO                    COM              611662107      336     8500 SH      SHARED                  8500
D MONSANTO CO                    COM              611662107   378411  9565030 SH      SHARED      01       7952478           1612552
D MONSANTO CO                    COM              611662107     9269   234298 SH      SHR/OTHR    01                 149744    84554
D MONSANTO CO                    COM              611662107    32984   833735 SH      SHARED      02        833735
D MONSANTO CO                    COM              611662107      700    17700 SH      SHARED      03           450             17250
D MONSANTO CO                    COM              611662107    21947   554750 SH      SHARED      06        554750
D MONTANA POWER CO               COM              612085100     1847    26200 SH      SHARED                 26200
D MONTANA POWER CO               COM              612085100    29300   415603 SH      SHARED      01        212800            202803
D MONTANA POWER CO               COM              612085100       10      150 SH      SHARED      03                             150
D MONTANA POWER CO               COM              612085100     3468    49200 SH      SHARED      06         49200
D MONY GROUP INC                 COM              615337102      322     9900 SH      SHARED      01          9900
D MONY GROUP INC                 COM              615337102       10      322 SH      SHARED      03                             322
D MOOG INC                       CL A             615394202      800    23300 SH      SHARED      01         20500              2800
D MOOG INC                       CL A             615394202       55     1600 SH      SHARED      06          1600
D MOOG INC                       CL B             615394301        8      200 SH      SHARED      01           200
D MOORE LTD                      COM              615785102      138    16501 SH      SHARED      01         13301              3200
D MOORE LTD                      COM              615785102      739    88283 SH      SHARED      06         88283
D MOORE MED CORP                 COM              615799103       10     1000 SH      SHARED      01          1000
D MORGAN J P & CO INC            COM              616880100      140     1000 SH      SHARED                  1000
D MORGAN J P & CO INC            COM              616880100   399075  2840394 SH      SHARED      01       2386011     1800   452583
D MORGAN J P & CO INC            COM              616880100    25917   184466 SH      SHR/OTHR    01                 105531    78935
D MORGAN J P & CO INC            COM              616880100       42      300 SH      SHARED      02           300
D MORGAN J P & CO INC            COM              616880100     1362     9694 SH      SHARED      03          1105              8589
D MORGAN J P & CO INC            COM              616880100    13224    94127 SH      SHARED      06         94127
D MORGAN STANLEY FIN PLC         UNIT EX 113015   616906707        5      200 SH      SHARED      03                             200
D MORGAN KEEGAN INC              COM              617410105       22     1200 SH      SHARED                  1200
D MORGAN KEEGAN INC              COM              617410105     1553    82037 SH      SHARED      01         82037
D MORGAN KEEGAN INC              COM              617410105       64     3400 SH      SHARED      06          3400
D MORGAN STAN EMG MKT DEBT FD    COM              61744H105       80    10000 SH      SHR/OTHR    01                  10000
D MORGAN STAN EMG MKT DEBT FD    COM              61744H105        4      600 SH      SHARED      03                             600
D MORGAN STANLEY HIGH YIELD FD   COM              61744M104      284    18067 SH      SHARED      03                           18067
D MORGAN STANLEY GLOBAL OPPORTUN COM              61744R103       50     5000 SH      SHR/OTHR    01                   5000
D MORGAN STANLEY ASIA-PAC FD INC COM              61744U106      172    17900 SH      SHR/OTHR    01                           17900
D MORGAN STANLEY ASIA-PAC FD INC COM              61744U106       30     3201 SH      SHARED      03                            3201
D MORGAN STANLEY AFRICA INVT FD  COM              617444104        7      700 SH      SHARED      01           700
D MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448     5418    52800 SH      SHARED                 52800
D MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   915348  8919356 SH      SHARED      01       7430864           1488492
D MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448     4811    46880 SH      SHR/OTHR    01                  35570    11310
D MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448    10046    97891 SH      SHARED      02         97891
D MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448      102      996 SH      SHARED      03            10               986
D MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448    53288   519251 SH      SHARED      06        519251
D MORGAN STANLEY DEAN WITTER     GOVT INCOME TR   61745P106      514    61000 SH      SHARED      06         61000
D MORGAN STANLEY DEAN WITTER     HI INCM ADVANT   61745P205       29     5700 SH      SHARED      06          5700
D MORRISON HEALTH CARE INC       COM              61841L108        0        1 SH      SHARED      01             1
D MORRISON KNUDSEN CORP NEW      COM              61844A109     2541   246506 SH      SHARED      01        219575             26931
D MORRISON KNUDSEN CORP NEW      COM              61844A109       45     4400 SH      SHARED      06          4400
D MORRISON KNUDSEN CORP NEW      WT EXP  031103   61844A117        3      990 SH      SHARED      01           952                38
D MORTONS RESTAURANT GROUP INC   COM              619429103        5      300 SH      SHARED      01           300
D MOTIVEPOWER INDS INC           COM              61980K101     1618    87487 SH      SHARED      01         82387              5100
D MOTIVEPOWER INDS INC           COM              61980K101       62     3400 SH      SHARED      06          3400
D MOTOR CLUB AMER                COM              619823107       15     1200 SH      SHARED      01          1200
D MOTOROLA INC                   COM              620076109     1395    14732 SH      SHR/OTHR    01                           14732
D MOTOROLA INC                   COM              620076109     2330    24600 SH      SHARED                 24600
D MOTOROLA INC                   COM              620076109   880972  9297863 SH      SHARED      01       7737987           1559876
D MOTOROLA INC                   COM              620076109    11750   124013 SH      SHR/OTHR    01                  68300    55713
D MOTOROLA INC                   COM              620076109       75      800 SH      SHARED      02           800
D MOTOROLA INC                   COM              620076109     1238    13073 SH      SHARED      03          2017             11056
D MOTOROLA INC                   COM              620076109    41786   441017 SH      SHARED      06        441017
D MOVADO GROUP INC               COM              624580106     1531    59200 SH      SHARED      01         59200
D MOVADO GROUP INC               COM              624580106       51     2000 SH      SHARED      06          2000
D MUELLER PAUL CO                COM              624752101        3      100 SH      SHARED      01           100
D MUELLER INDS INC               COM              624756102    13931   410500 SH      SHARED      01        137900            272600
D MUELLER INDS INC               COM              624756102      118     3500 SH      SHARED      06          3500
D MULTIMEDIA GAMES INC           COM              625453105       45     6500 SH      SHARED      01          6500
D MUNICIPAL MTG & EQUITY L L C   GROWTH SHS       62624B101       58     2800 SH      SHARED      01                            2800
D MUNICIPAL MTG & EQUITY L L C   GROWTH SHS       62624B101      203     9810 SH      SHARED      03          3000              6810
D MUNIHOLDINGS FLA INSD FD       COM              62624W105       36     2800 SH      SHARED      01          2800
D MUNIINSURED FD INC             COM              626245104       43     5000 SH      SHR/OTHR    01                   5000
D MUNIVEST FD II INC             COM              62629P105       84     6462 SH      SHR/OTHR    01                            6462
D MUNIVEST FD INC                COM              626295109       19     2000 SH      SHR/OTHR    01                            2000
D MUNIYIELD CALIF FD INC         COM              626296107       78     5406 SH      SHARED      06          5406
D MUNIYIELD FD INC               COM              626299101      205    14200 SH      SHR/OTHR    01                   7200     7000
D MUNIYIELD INSD FD INC          COM              62630E107       91     6500 SH      SHR/OTHR    01                            6500
D MUNIYIELD INSD FD INC          COM              62630E107       69     4952 SH      SHARED      03                            4952
D MUNIYIELD QUALITY FD INC       COM              626302103       40     3000 SH      SHR/OTHR    01                            3000
D MURPHY OIL CORP                COM              626717102      107     2200 SH      SHARED                  2200
D MURPHY OIL CORP                COM              626717102    17296   354358 SH      SHARED      01        168757            185601
D MURPHY OIL CORP                COM              626717102       65     1350 SH      SHR/OTHR    01                            1350
D MURPHY OIL CORP                COM              626717102       19      400 SH      SHARED      03           200               200
D MURPHY OIL CORP                COM              626717102     1421    29117 SH      SHARED      06         29117
D MUSICLAND STORES CORP          COM              62758B109     1481   155900 SH      SHARED      01        151000              4900
D MUSICLAND STORES CORP          COM              62758B109       47     5000 SH      SHARED      06          5000
D MUTUAL RISK MGMT LTD           SBDBCVZERO EXC15 628351AA6     1775  2490000 PRN     SHARED      06       2490000
D MUTUAL RISK MGMT LTD           COM              628351108     5045   151166 SH      SHARED      01        151166
D MUTUAL RISK MGMT LTD           COM              628351108      241     7244 SH      SHARED      03          7244
D MUTUAL RISK MGMT LTD           COM              628351108     1061    31800 SH      SHARED      06         31800
D MYERS INDS INC                 COM              628464109     4098   204918 SH      SHARED      01         85457            119461
D MYERS INDS INC                 COM              628464109       32     1600 SH      SHARED      06          1600
D MYLAN LABS INC                 COM              628530107      442    16700 SH      SHARED                 16700
D MYLAN LABS INC                 COM              628530107    25649   967897 SH      SHARED      01        481202            486695
D MYLAN LABS INC                 COM              628530107       75     2850 SH      SHARED      03           600              2250
D MYLAN LABS INC                 COM              628530107     2233    84264 SH      SHARED      06         84264
D MYLEX CORP                     COM              628546103        2      400 SH      SHARED      01           400
D MYRIAD GENETICS INC            COM              62855J104        6      700 SH      SHARED      01           700
D MYRIAD GENETICS INC            COM              62855J104        1      200 SH      SHR/OTHR    01                             200
D MYSOFTWARE CO                  COM              628633109       80     5200 SH      SHARED      01          5200
D NBT BANCORP INC                COM              628778102     1210    59056 SH      SHARED      01         54199              4857
D NBT BANCORP INC                COM              628778102       24     1200 SH      SHARED      06          1200
D NBTY INC                       COM              628782104     3722   572701 SH      SHARED      01        230701            342000
D NBTY INC                       COM              628782104       40     6200 SH      SHARED      06          6200
D NCH CORP                       COM              628850109       29      600 SH      SHARED                   600
D NCH CORP                       COM              628850109     3093    62487 SH      SHARED      01         13232             49255
D NCH CORP                       COM              628850109      113     2300 SH      SHARED      06          2300
D NCI BUILDING SYS INC           COM              628852105     7487   350300 SH      SHARED      01         58000            292300
D NCI BUILDING SYS INC           COM              628852105       66     3100 SH      SHARED      06          3100
D NCO GROUP INC                  COM              628858102      676    17796 SH      SHARED      01         17796
D NCO GROUP INC                  COM              628858102      114     3000 SH      SHARED      03          2000              1000
D NCO GROUP INC                  COM              628858102       38     1000 SH      SHARED      06          1000
D NCR CORP NEW                   COM              62886E108        0       18 SH      SHR/OTHR    06                              18
D NCR CORP NEW                   COM              62886E108      488    10000 SH      SHARED                 10000
D NCR CORP NEW                   COM              62886E108    37032   758675 SH      SHARED      01        371591            387084
D NCR CORP NEW                   COM              62886E108       58     1207 SH      SHR/OTHR    01                    280      927
D NCR CORP NEW                   COM              62886E108        5      114 SH      SHARED      03                             114
D NCR CORP NEW                   COM              62886E108     2651    54323 SH      SHARED      06         54323
D NCS HEALTHCARE INC             SB DB CV 5.75%04 628874AC3     4534  8200000 PRN     SHARED      06       8200000
D NCS HEALTHCARE INC             CL A             628874109      185    34100 SH      SHARED      01         34100
D NCS HEALTHCARE INC             CL A             628874109        0      120 SH      SHARED      03                             120
D NCS HEALTHCARE INC             CL A             628874109        9     1800 SH      SHARED      06          1800
D NS GROUP INC                   COM              628916108      681    73700 SH      SHARED      01         67400              6300
D NS GROUP INC                   COM              628916108      147    15900 SH      SHARED      06         15900
D NFO WORLDWIDE INC              COM              62910N108      858    61300 SH      SHARED      01         61300
D NFO WORLDWIDE INC              COM              62910N108        4      300 SH      SHARED      03                             300
D NFO WORLDWIDE INC              COM              62910N108       28     2000 SH      SHARED      06          2000
D NL INDS INC                    COM NEW          629156407        7      700 SH      SHARED                   700
D NL INDS INC                    COM NEW          629156407     2003   180088 SH      SHARED      01         75821            104267
D NL INDS INC                    COM NEW          629156407       24     2200 SH      SHARED      06          2200
D NPS PHARMACEUTICALS INC        COM              62936P103       10     1600 SH      SHARED      01          1600
D NPC INTERNATIONAL INC          COM              629360306     2386   155240 SH      SHARED      01         47150            108090
D NPC INTERNATIONAL INC          COM              629360306       15     1000 SH      SHARED      06          1000
D NSC CORP                       COM              62938T103        0        1 SH      SHARED      01             1
D NTL INC                        COM              629407107    35531   412264 SH      SHARED      01        209932            202332
D NTL INC                        COM              629407107     3117    36166 SH      SHARED      06         36166
D NTN COMMUNUNICATIONS INC       WT EXP  021801   629410143        1      884 SH      SHARED      01                             884
D NUI CORP                       COM              629430109     1577    63100 SH      SHARED      01         35700             27400
D NUI CORP                       COM              629430109       52     2100 SH      SHR/OTHR    01                   2100
D NUI CORP                       COM              629430109       37     1500 SH      SHARED      06          1500
D NVR INC                        COM              62944T105     9038   173200 SH      SHARED      01         55000            118200
D NVR INC                        COM              62944T105      104     2000 SH      SHARED      06          2000
D N-VIRO INTL CORP               COM NEW          62944W207       16     7000 SH      SHARED      01          7000
D NYMAGIC INC                    COM              629484106      346    22200 SH      SHARED      01         22200
D NYMAGIC INC                    COM              629484106       53     3400 SH      SHARED      06          3400
D NABISCO GROUP HLDG CORP        COM              62952P102      489    25000 SH      SHARED      06         25000
D NABISCO GROUP HLDG CORP        COM              62952P102    93437  4776486 SH      SHARED      01       3957738            818748
D NABISCO GROUP HLDG CORP        COM              62952P102       10      521 SH      SHARED      03                             521
D NABISCO GROUP HLDG CORP        COM              62952P102    40982  2094988 SH      SHARED      06       2094988
D NABISCO HLDGS CORP             CL A             629526104    14354   333835 SH      SHARED      01        160535            173300
D NABISCO HLDGS CORP             CL A             629526104     1280    29785 SH      SHARED      06         29785
D NABORS INDS INC                SUB NT CONV 5%06 629568AA4     2005  1500000 PRN     SHARED      01       1500000
D NABORS INDS INC                COM              629568106      338    13900 SH      SHARED                 13900
D NABORS INDS INC                COM              629568106    18453   757071 SH      SHARED      01        401298            355773
D NABORS INDS INC                COM              629568106     2419    99244 SH      SHARED      06         99244
D NACCO INDS INC                 CL A             629579103       14      200 SH      SHARED                   200
D NACCO INDS INC                 CL A             629579103     6302    85753 SH      SHARED      01         82349              3404
D NACCO INDS INC                 CL A             629579103      626     8517 SH      SHARED      06          8517
D NALCO CHEM CO                  COM              629853102     8813   169900 SH      SHR/OTHR    06                          169900
D NALCO CHEM CO                  COM              629853102    57018  1099144 SH      SHARED      01        936524            162620
D NALCO CHEM CO                  COM              629853102     3166    61041 SH      SHARED      06         61041
D NAM TAI ELECTRS INC            COM PAR $0.02    629865205        4      320 SH      SHARED      01           320
D NANOGEN INC                    COM              630075109     3248   472500 SH      SHARED                472500
D NAPRO BIOTHERAPUTICS INC       COM              630795102       36    20400 SH      SHARED      01         20400
D NASDAQ 100 TR                  UNIT SER 1       631100104    92822   805400 SH      SHARED      06        805400
D NASHUA CORP                    COM              631226107      186    18900 SH      SHARED      01         18900
D NATIONAL AUSTRALIA BK LTD      CAP UTS EXCHBL   632525309    49754  1638000 SH      SHARED      06       1638000
D NATIONAL AUSTRALIA BK LTD      SPONSORED ADR    632525408      218     2600 SH      SHARED      01          2600
D NATIONAL AUSTRALIA BK LTD      SPONSORED ADR    632525408        6       75 SH      SHARED      03                              75
D NATIONAL AUSTRALIA BK LTD      SPONSORED ADR    632525408    23441   279068 SH      SHARED      06        279068
D NATIONAL BANCORP ALASKA        COM              632587101     1778    67100 SH      SHARED      01         64700              2400
D NATIONAL BANCORP ALASKA        COM              632587101       45     1700 SH      SHARED      06          1700
D NATIONAL BEVERAGE CORP         COM              635017106        7      800 SH      SHARED      01           800
D NATIONAL CITY BANCORPORATION   COM              635312101      230    11029 SH      SHARED      01         11029
D NATIONAL CITY BANCORPORATION   COM              635312101       85     4100 SH      SHARED      06          4100
D NATIONAL CITY BANCSHARES INC   COM              635313109     1094    34278 SH      SHARED      01         34278
D NATIONAL CITY BANCSHARES INC   COM              635313109       35     1100 SH      SHARED      06          1100
D NATIONAL CITY CORP             COM              635405103   325837  4974625 SH      SHARED      01       4199858            774767
D NATIONAL CITY CORP             COM              635405103      230     3520 SH      SHR/OTHR    01                   2800      720
D NATIONAL CITY CORP             COM              635405103       32      500 SH      SHARED      02           500
D NATIONAL CITY CORP             COM              635405103       19      304 SH      SHARED      03                             304
D NATIONAL CITY CORP             COM              635405103    15433   235630 SH      SHARED      06        235630
D NATIONAL COMM BANCORP          COM              635449101    12400   566892 SH      SHARED      01        215712            351180
D NATIONAL COMM BANCORP          COM              635449101     1382    63195 SH      SHARED      06         63195
D NATIONAL COMPUTER SYS INC      COM              635519101    11346   336200 SH      SHARED      01        146000            190200
D NATIONAL COMPUTER SYS INC      COM              635519101       67     2000 SH      SHR/OTHR    01                   2000
D NATIONAL COMPUTER SYS INC      COM              635519101       16      500 SH      SHARED      03                             500
D NATIONAL COMPUTER SYS INC      COM              635519101      114     3400 SH      SHARED      06          3400
D NATIONAL DATA CORP             COM              635621105    17816   416761 SH      SHARED      01        161109            255652
D NATIONAL DATA CORP             COM              635621105      160     3750 SH      SHARED      03           300              3450
D NATIONAL DATA CORP             COM              635621105     1033    24170 SH      SHARED      06         24170
D NATIONAL DISC BROKERS GROUP    COM              635646102       75     1300 SH      SHARED      01          1300
D NATIONAL DISC BROKERS GROUP    COM              635646102       11      200 SH      SHARED      03                             200
D NATIONAL DISC BROKERS GROUP    COM              635646102     1386    24000 SH      SHARED      06         24000
D NATIONAL HEALTH REALTY INC     COM              635905102       17     1600 SH      SHARED      01          1600
D NATIONAL HEALTHCARE CORP       COM              635906100      194    24300 SH      SHARED      01         24300
D NATIONAL HEALTHCARE CORP       COM              635906100       48     6100 SH      SHARED      06          6100
D NATIONAL FUEL GAS CO N J       COM              636180101      189     3900 SH      SHARED                  3900
D NATIONAL FUEL GAS CO N J       COM              636180101     4804    99059 SH      SHARED      01         92453              6606
D NATIONAL FUEL GAS CO N J       COM              636180101     1372    28300 SH      SHARED      06         28300
D NATIONAL GOLF PPTYS INC        COM              63623G109     2343    96400 SH      SHARED      01         93400              3000
D NATIONAL GOLF PPTYS INC        COM              63623G109      150     6200 SH      SHR/OTHR    01                            6200
D NATIONAL GOLF PPTYS INC        COM              63623G109       48     2000 SH      SHARED      03          2000
D NATIONAL GOLF PPTYS INC        COM              63623G109       99     4100 SH      SHARED      06          4100
D NATIONAL HEALTH INVS INC       COM              63633D104     1498    65700 SH      SHARED      01         61100              4600
D NATIONAL HEALTH INVS INC       COM              63633D104       79     3500 SH      SHARED      06          3500
D NATIONAL INSTRS CORP           COM              636518102     2376    58850 SH      SHARED      01         58850
D NATIONAL INSTRS CORP           COM              636518102       72     1800 SH      SHARED      06          1800
D NATIONAL-OILWELL INC           COM              637071101      121     8700 SH      SHARED                  8700
D NATIONAL-OILWELL INC           COM              637071101     4664   333200 SH      SHARED      01         62000            271200
D NATIONAL-OILWELL INC           COM              637071101      110     7900 SH      SHARED      06          7900
D NATIONAL PENN BANCSHARES INC   COM              637138108     1228    52228 SH      SHARED      01         52228
D NATIONAL PENN BANCSHARES INC   COM              637138108       30     1300 SH      SHARED      06          1300
D NATIONAL PRESTO INDS INC       COM              637215104     3924   102600 SH      SHARED      01         53800             48800
D NATIONAL PRESTO INDS INC       COM              637215104       57     1500 SH      SHARED      03                            1500
D NATIONAL PRESTO INDS INC       COM              637215104       34      900 SH      SHARED      06           900
D NATIONAL PROCESSING INC        COM              637229105      169    16700 SH      SHARED      01         16700
D NATIONAL PROCESSING INC        COM              637229105       10     1000 SH      SHARED      06          1000
D NATIONAL PROPANE PARTNERS L P  COM UNIT L P     637250101       58     5000 SH      SHARED      06          5000
D NATIONAL R V HLDGS INC         COM              637277104      834    34400 SH      SHARED      01         31700              2700
D NATIONAL R V HLDGS INC         COM              637277104       33     1400 SH      SHARED      06          1400
D NATIONAL RLTY L P              UNIT NEW         637353301       17      800 SH      SHARED      01           800
D NATIONAL RECORD MART INC       COM              637355108       25     6000 SH      SHARED      01          6000
D NATIONAL SEMICONDUCTOR CORP    SB NT CV  6.5%02 637640AB9    11400 12000000 PRN     SHARED      06      12000000
D NATIONAL SEMICONDUCTOR CORP    COM              637640103       25     1000 SH      SHARED                  1000
D NATIONAL SEMICONDUCTOR CORP    COM              637640103    66156  2613627 SH      SHARED      01       2223454            390173
D NATIONAL SEMICONDUCTOR CORP    COM              637640103       10      400 SH      SHARED      03                             400
D NATIONAL SEMICONDUCTOR CORP    COM              637640103     6397   252749 SH      SHARED      06        252749
D NATIONAL SVC INDS INC          COM              637657107       36     1000 SH      SHARED                  1000
D NATIONAL SVC INDS INC          COM              637657107    26347   731863 SH      SHARED      01        594767            137096
D NATIONAL SVC INDS INC          COM              637657107     1242    34500 SH      SHARED      06         34500
D NATIONAL STL CORP              CL B             637844309     1627   194300 SH      SHARED      01        106600             87700
D NATIONAL STL CORP              CL B             637844309       46     5500 SH      SHARED      06          5500
D NATIONAL WESTN LIFE INS CO     CL A             638522102      827     8600 SH      SHARED      01          8600
D NATIONAL WESTN LIFE INS CO     CL A             638522102        9      100 SH      SHARED      06           100
D NATIONWIDE FINL SVCS INC       CL A             638612101     5420   119800 SH      SHARED      01         89300             30500
D NATIONWIDE FINL SVCS INC       CL A             638612101      648    14335 SH      SHARED      06         14335
D NATIONWIDE HEALTH PPTYS INC    COM              638620104     8123   426176 SH      SHARED      01        168600            257576
D NATIONWIDE HEALTH PPTYS INC    COM              638620104      175     9200 SH      SHR/OTHR    01                   4200     5000
D NATIONWIDE HEALTH PPTYS INC    COM              638620104       61     3200 SH      SHARED      03                            3200
D NATIONWIDE HEALTH PPTYS INC    COM              638620104      110     5800 SH      SHARED      06          5800
D NATURAL MICROSYSTEMS CORP      COM              638882100       64     6700 SH      SHARED      01          3700              3000
D NATURAL MICROSYSTEMS CORP      COM              638882100      166    17442 SH      SHARED      06         17442
D NAVIGATORS GROUP INC           COM              638904102       97     6500 SH      SHARED      01          6500
D NAVIGATORS GROUP INC           COM              638904102       27     1800 SH      SHR/OTHR    01                            1800
D NATURES SUNSHINE PRODUCTS INC  COM              639027101     1000    95238 SH      SHARED      01         56130             39108
D NATURES SUNSHINE PRODUCTS INC  COM              639027101       18     1800 SH      SHARED      06          1800
D NAUTICA ENTERPRISES INC        COM              639089101     8116   480974 SH      SHARED      01        173474            307500
D NAUTICA ENTERPRISES INC        COM              639089101       17     1010 SH      SHARED      03                            1010
D NAUTICA ENTERPRISES INC        COM              639089101       67     4000 SH      SHARED      06          4000
D NAVARRE CORP                   COM              639208107       81     8300 SH      SHARED      01          8300
D NAVARRE CORP                   COM              639208107      126    12800 SH      SHARED      06         12800
D NAVISTAR INTL CORP NEW         COM              63934E108     1140    22800 SH      SHARED                 22800
D NAVISTAR INTL CORP NEW         COM              63934E108    49624   992486 SH      SHARED      01        836003            156483
D NAVISTAR INTL CORP NEW         COM              63934E108      145     2900 SH      SHARED      03                            2900
D NAVISTAR INTL CORP NEW         COM              63934E108     3525    70500 SH      SHARED      06         70500
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     2500   317476 SH      SHARED      06        317476
D NEIMAN MARCUS GROUP INC        COM              640204103     5753   223970 SH      SHARED      01        100766            123204
D NEIMAN MARCUS GROUP INC        COM              640204103      262    10200 SH      SHARED      06         10200
D NELSON THOMAS INC              COM              640376109       12     1125 SH      SHARED      01          1125
D NELSON THOMAS INC              CL B             640376208       84     7975 SH      SHARED      01          7975
D NEOGEN CORP                    COM              640491106        1      200 SH      SHARED      01           200
D NEOMAGIC CORP                  COM              640497103      379    45200 SH      SHARED      01         45200
D NEOMAGIC CORP                  COM              640497103       20     2400 SH      SHARED      06          2400
D NEOPATH INC                    COM              640517108        7     2000 SH      SHARED      01          2000
D NEOWARE SYS INC                COM              64065P102       36    26300 SH      SHARED      01         26300
D NETBANK INC                    COM              640933107     1945    51200 SH      SHARED      01         48200              3000
D NETBANK INC                    COM              640933107      330     8700 SH      SHARED      06          8700
D NETWORKS ASSOCS INC            SD CV ZERO144A18 640938AA4      902  3102000 PRN     SHARED      06       3102000
D NETWORKS ASSOCS INC            COM              640938106      208    14200 SH      SHARED                 14200
D NETWORKS ASSOCS INC            COM              640938106    12851   875050 SH      SHARED      01        435198            439852
D NETWORKS ASSOCS INC            COM              640938106       14      969 SH      SHR/OTHR    01                    969
D NETWORKS ASSOCS INC            COM              640938106        6      450 SH      SHARED      03           450
D NETWORKS ASSOCS INC            COM              640938106     1471   100200 SH      SHARED      06        100200
D NETEGRITY INC                  COM              64110P107      495    30000 SH      SHR/OTHR    06                           30000
D NETGRAVITY INC                 COM              641114103      109     4800 SH      SHARED      01          4800
D NETOPIA INC                    COM              64114K104        4      200 SH      SHARED      01           200
D NETOBJECTS INC                 COM              64114L102     1688   209500 SH      SHARED      03        207700              1800
D NETOBJECTS INC                 COM              64114L102        2      291 SH      SHARED      06           291
D NETSPEAK CORP                  COM              64115D109       78     6500 SH      SHARED      01          6500
D NETSPEAK CORP                  COM              64115D109      139    11600 SH      SHARED      06         11600
D NETWORK APPLIANCE INC          COM              64120L104     1821    32600 SH      SHARED                 32600
D NETWORK APPLIANCE INC          COM              64120L104    66971  1198600 SH      SHARED      01        980500            218100
D NETWORK APPLIANCE INC          COM              64120L104      117     2100 SH      SHARED      03          2100
D NETWORK APPLIANCE INC          COM              64120L104     7397   132400 SH      SHARED      06        132400
D NETWORK CONNECTION INC         COM              64120Q103        1      700 SH      SHARED      03                             700
D NETWORK EQUIP TECHNOLOGIES     COM              641208103     2466   249744 SH      SHARED      01        131800            117944
D NETWORK EQUIP TECHNOLOGIES     COM              641208103      280    28400 SH      SHARED      06         28400
D NETWORK SOLUTIONS INC DEL      CL A             64121Q102     2152    27200 SH      SHARED      01         27200
D NETWORK SOLUTIONS INC DEL      CL A             64121Q102     1226    15500 SH      SHARED      06         15500
D NEUROGEN CORP                  COM              64124E106      451    30900 SH      SHARED      01         27200              3700
D NEUROGEN CORP                  COM              64124E106       26     1800 SH      SHARED      06          1800
D NEVADA POWER CO                COM              641423108      132     5300 SH      SHARED                  5300
D NEVADA POWER CO                COM              641423108     9729   389161 SH      SHARED      01        198185            190976
D NEVADA POWER CO                COM              641423108      931    37260 SH      SHARED      06         37260
D NEW AMER HIGH INCOME FD INC    COM              641876107       22     5000 SH      SHR/OTHR    01                            5000
D NEW BRUNSWICK SCIENTIFIC INC   COM              642876106        0      138 SH      SHARED      01           138
D NEW CENTURY ENERGIES INC       COM              64352U103       54     1400 SH      SHARED                  1400
D NEW CENTURY ENERGIES INC       COM              64352U103    67943  1750586 SH      SHARED      01       1416583            334003
D NEW CENTURY ENERGIES INC       COM              64352U103       59     1539 SH      SHR/OTHR    01                   1539
D NEW CENTURY ENERGIES INC       COM              64352U103       31      800 SH      SHARED      03                             800
D NEW CENTURY ENERGIES INC       COM              64352U103     3630    93548 SH      SHARED      06         93548
D NEW ENGLAND BUSINESS SVC INC   COM              643872104     5674   183792 SH      SHARED      01         43650            140142
D NEW ENGLAND BUSINESS SVC INC   COM              643872104       49     1600 SH      SHARED      06          1600
D NEW ENGLAND ELEC SYS           COM              644001109      305     6100 SH      SHARED                  6100
D NEW ENGLAND ELEC SYS           COM              644001109    22215   443196 SH      SHARED      01        228216            214980
D NEW ENGLAND ELEC SYS           COM              644001109       68     1366 SH      SHR/OTHR    01                    668      698
D NEW ENGLAND ELEC SYS           COM              644001109      139     2779 SH      SHARED      03                            2779
D NEW ENGLAND ELEC SYS           COM              644001109     1353    27000 SH      SHARED      06         27000
D NEW ERA OF NETWORKS INC        COM              644312100     2350    53500 SH      SHARED      01         53500
D NEW ERA OF NETWORKS INC        COM              644312100     3598    81900 SH      SHARED      06         81900
D NEW GERMANY FD INC             COM              644465106        0        1 SH      SHARED      03             1
D NEW HAMPSHIRE THRIFT BANCSHS   COM              644722100        1      100 SH      SHARED      01           100
D NEW JERSEY RES                 COM              646025106     6611   176616 SH      SHARED      01         93300             83316
D NEW JERSEY RES                 COM              646025106      142     3800 SH      SHARED      06          3800
D NEW MEXICO & ARIZ LD CO        COM              647072107        3      479 SH      SHARED      01           479
D NEW PLAN EXCEL RLTY TR INC     COM              648053106     4775   265300 SH      SHARED      01        265300
D NEW PLAN EXCEL RLTY TR INC     COM              648053106       76     4247 SH      SHR/OTHR    01                   2000     2247
D NEW PLAN EXCEL RLTY TR INC     COM              648053106       18     1000 SH      SHARED      03           500               500
D NEW PLAN EXCEL RLTY TR INC     COM              648053106      850    47240 SH      SHARED      06         47240
D NEW YORK TIMES CO              CL A             650111107     1807    49100 SH      SHARED                 49100
D NEW YORK TIMES CO              CL A             650111107   100111  2719535 SH      SHARED      01       2252293            467242
D NEW YORK TIMES CO              CL A             650111107      153     4160 SH      SHR/OTHR    01                            4160
D NEW YORK TIMES CO              CL A             650111107     5336   144963 SH      SHARED      06        144963
D NEWBRIDGE NETWORKS CORP        COM              650901101      690    24000 SH      SHARED                 24000
D NEWBRIDGE NETWORKS CORP        COM              650901101     6261   217800 SH      SHARED      01        209300              8500
D NEWBRIDGE NETWORKS CORP        COM              650901101      690    24000 SH      SHARED      06         24000
D NEWCOURT CR GROUP INC          COM              650905102       97     7500 SH      SHARED      01          7500
D NEWCOURT CR GROUP INC          COM              650905102     3147   243325 SH      SHARED      06        243325
D NEWCOR INC                     COM              651186108        0       48 SH      SHARED      01            48
D NEWELL RUBBERMAID INC          COM              651229106   199942  4311420 SH      SHARED      01       3612784            698636
D NEWELL RUBBERMAID INC          COM              651229106      241     5204 SH      SHR/OTHR    01                   5044      160
D NEWELL RUBBERMAID INC          COM              651229106     1329    28677 SH      SHARED      03          1043             27634
D NEWELL RUBBERMAID INC          COM              651229106    13029   280960 SH      SHARED      06        280770               190
D NEWFIELD EXPL CO               COM              651290108     7393   260000 SH      SHARED      01        127900            132100
D NEWFIELD EXPL CO               COM              651290108      125     4410 SH      SHARED      06          4410
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 NEWMONT MINING CORP            COM              651639106       89     4500 SH      SHARED                  4500
D NEWMONT MINING CORP            COM              651639106    52596  2646362 SH      SHARED      01       2196943            449419
D NEWMONT MINING CORP            COM              651639106       16      807 SH      SHR/OTHR    01                             807
D NEWMONT MINING CORP            COM              651639106        5      300 SH      SHARED      02           300
D NEWMONT MINING CORP            COM              651639106       92     4631 SH      SHARED      03                            4631
D NEWMONT MINING CORP            COM              651639106     2669   134300 SH      SHARED      06        134300
D NEWPARK RES INC                COM PAR $.01NEW  651718504     7598   856120 SH      SHARED      01        254780            601340
D NEWPARK RES INC                COM PAR $.01NEW  651718504        0       16 SH      SHARED      03            16
D NEWPARK RES INC                COM PAR $.01NEW  651718504       83     9400 SH      SHARED      06          9400
D NEWPORT CORP                   COM              651824104        3      200 SH      SHARED      01           200
D NEWPORT NEWS SHIPBUILDING INC  COM              652228107      106     3600 SH      SHARED                  3600
D NEWPORT NEWS SHIPBUILDING INC  COM              652228107     9078   307736 SH      SHARED      01        160115            147621
D NEWPORT NEWS SHIPBUILDING INC  COM              652228107     2256    76500 SH      SHARED      06         76500
D NEWS CORP LTD                  ADR NEW          652487703       21      600 SH      SHARED                   600
D NEWS CORP LTD                  ADR NEW          652487703       46     1325 SH      SHARED      01           800               525
D NEWS CORP LTD                  ADR NEW          652487703      158     4500 SH      SHARED      03                            4500
D NEWS CORP LTD                  ADR NEW          652487703      317     9000 SH      SHARED      06          9000
D NEWS CORP LTD                  SP ADR PFD       652487802       43     1382 SH      SHARED      01          1382
D NEWSEDGE CORP                  COM              65249Q106        0      100 SH      SHARED      03           100
D NEXTERA ENTERPRISES INC        CL A             65332E101       12     2000 SH      SHARED      03          2000
D NEXTERA ENTERPRISES INC        CL A             65332E101       99    15530 SH      SHARED      06         15530
D NEXELL THERAPEUTICS INC        COM              65332H104        4     2000 SH      SHARED      01          2000
D NEXTEL COMMUNICATIONS INC      CL A             65332V103      975    19430 SH      SHR/OTHR    01                           19430
D NEXTEL COMMUNICATIONS INC      CL A             65332V103     1651    32900 SH      SHARED                 32900
D NEXTEL COMMUNICATIONS INC      CL A             65332V103   174199  3471011 SH      SHARED      01       3282365            188646
D NEXTEL COMMUNICATIONS INC      CL A             65332V103      296     5900 SH      SHR/OTHR    01                   5400      500
D NEXTEL COMMUNICATIONS INC      CL A             65332V103     1215    24220 SH      SHARED      03          6600             17620
D NEXTEL COMMUNICATIONS INC      CL A             65332V103     6805   135600 SH      SHARED      06        135600
D NEXSTAR PHARMACEUTICALS INC    COM              65333B106     7007   351492 SH      SHARED      01         81192            270300
D NEXSTAR PHARMACEUTICALS INC    COM              65333B106       39     2000 SH      SHARED      03          2000
D NEXSTAR PHARMACEUTICALS INC    COM              65333B106       61     3100 SH      SHARED      06          3100
D NEXTLINK COMMUNICATIONS INC    CL A             65333H707    29162   392100 SH      SHARED      01        112300            279800
D NEXTLINK COMMUNICATIONS INC    CL A             65333H707     1143    15372 SH      SHARED      06         15372
D NIAGARA CORP                   COM              653349100       63    11100 SH      SHARED      01         11100
D NIAGARA MOHAWK HLDGS INC       COM              653520106       67     4200 SH      SHARED                  4200
D NIAGARA MOHAWK HLDGS INC       COM              653520106    42814  2665570 SH      SHARED      01       2190445            475125
D NIAGARA MOHAWK HLDGS INC       COM              653520106     5544   345209 SH      SHARED      06        345209
D NICHOLS RESH CORP              COM              653818104      929    42500 SH      SHARED      01         39600              2900
D NICHOLS RESH CORP              COM              653818104       24     1100 SH      SHARED      06          1100
D NIELSEN MEDIA RESH INC         COM NEW          653929307      977    33418 SH      SHARED      01         32049              1369
D NIELSEN MEDIA RESH INC         COM NEW          653929307      342    11707 SH      SHR/OTHR    01                   3714     7993
D NIELSEN MEDIA RESH INC         COM NEW          653929307        0       33 SH      SHARED      03                              33
D NIELSEN MEDIA RESH INC         COM NEW          653929307      730    24958 SH      SHARED      06         24958
D NICOR INC                      COM              654086107       41     1100 SH      SHARED                  1100
D NICOR INC                      COM              654086107    31634   831119 SH      SHARED      01        704459            126660
D NICOR INC                      COM              654086107       16      430 SH      SHR/OTHR    01                             430
D NICOR INC                      COM              654086107     1332    35000 SH      SHARED      06         35000
D NIKE INC                       CL B             654106103      678    10700 SH      SHARED                 10700
D NIKE INC                       CL B             654106103   200282  3160271 SH      SHARED      01       3121921             38350
D NIKE INC                       CL B             654106103      571     9020 SH      SHR/OTHR    01                   2000     7020
D NIKE INC                       CL B             654106103       31      500 SH      SHARED      02           500
D NIKE INC                       CL B             654106103      652    10299 SH      SHARED      03                           10299
D NIKE INC                       CL B             654106103    13821   218093 SH      SHARED      06        217803               290
D 99 CENTS ONLY STORES           COM              65440K106     9435   188950 SH      SHARED      01        188950
D 99 CENTS ONLY STORES           COM              65440K106       54     1100 SH      SHARED      06          1100
D NIPPON TELEG & TEL CORP        SPONSORED ADR    654624105      162     2600 SH      SHARED      01          2600
D NIPPON TELEG & TEL CORP        SPONSORED ADR    654624105        8      130 SH      SHARED      03                             130
D NISOURCE INC                   COM              65473P105      505    19600 SH      SHARED                 19600
D NISOURCE INC                   COM              65473P105    23459   908876 SH      SHARED      01        439660            469216
D NISOURCE INC                   COM              65473P105      548    21257 SH      SHR/OTHR    01                   3000    18257
D NISOURCE INC                   COM              65473P105     4762   184500 SH      SHARED      06        184500
D NOBEL LEARNING CMNTYS INC      COM              654889104       57    11400 SH      SHARED      01         11400
D NOBILITY HOMES INC             COM              654892108        2      330 SH      SHARED                   330
D NOBILITY HOMES INC             COM              654892108       50     6765 SH      SHARED      01          6765
D NOBLE AFFILIATES INC           COM              654894104       33     1200 SH      SHARED                  1200
D NOBLE AFFILIATES INC           COM              654894104    13985   496171 SH      SHARED      01        234670            261501
D NOBLE AFFILIATES INC           COM              654894104      475    16877 SH      SHR/OTHR    01                   4274    12603
D NOBLE AFFILIATES INC           COM              654894104      184     6550 SH      SHARED      03                            6550
D NOBLE AFFILIATES INC           COM              654894104     4312   153000 SH      SHARED      06        153000
D NOKIA CORP                     SPONSORED ADR    654902204     8396    91700 SH      SHARED                 91700
D NOKIA CORP                     SPONSORED ADR    654902204     3732    40768 SH      SHARED      01         40568               200
D NOKIA CORP                     SPONSORED ADR    654902204      183     2000 SH      SHR/OTHR    01                            2000
D NOKIA CORP                     SPONSORED ADR    654902204      627     6855 SH      SHARED      03           800              6055
D NOKIA CORP                     SPONSORED ADR    654902204      201     2200 SH      SHARED      05          2200
D NOKIA CORP                     SPONSORED ADR    654902204     6510    71110 SH      SHARED      06         71110
D NOBLE DRILLING CORP            COM              655042109      488    24800 SH      SHARED                 24800
D NOBLE DRILLING CORP            COM              655042109    31737  1612082 SH      SHARED      01       1102520            509562
D NOBLE DRILLING CORP            COM              655042109       92     4700 SH      SHR/OTHR    01                            4700
D NOBLE DRILLING CORP            COM              655042109       25     1300 SH      SHARED      03           900               400
D NOBLE DRILLING CORP            COM              655042109     4293   218066 SH      SHARED      06        218066
D NOBLE INTL LTD                 COM              655053106        3      200 SH      SHARED      01           200
D NOEL GROUP INC                 COM              655260107      285   456300 SH      SHARED                456300
D NOEL GROUP INC                 COM              655260107       62   100000 SH      SHARED      06        100000
D NOODLE KIDOODLE INC            COM              655370104       58    11000 SH      SHARED      01         11000
D NOODLE KIDOODLE INC            COM              655370104        6     1200 SH      SHARED      03                            1200
D NOONEY REALTY TR               COM              655379105       16     2000 SH      SHARED      01          2000
D NORAM ENERGY CORP              SUB DEB CV  6%12 655419AC3       27    30000 PRN     SHARED      06         30000
D NORDSON CORP                   COM              655663102       91     1500 SH      SHARED                  1500
D NORDSON CORP                   COM              655663102     5804    94764 SH      SHARED      01         56050             38714
D NORDSON CORP                   COM              655663102      465     7600 SH      SHARED      06          7600
D NORDSTROM INC                  COM              655664100       70     2100 SH      SHARED                  2100
D NORDSTROM INC                  COM              655664100    68409  2042083 SH      SHARED      01       1800125            241958
D NORDSTROM INC                  COM              655664100       20      600 SH      SHARED      03                             600
D NORDSTROM INC                  COM              655664100     3517   105004 SH      SHARED      06        105004
D NORFOLK SOUTHERN CORP          COM              655844108   178957  5940490 SH      SHARED      01       4892857           1047633
D NORFOLK SOUTHERN CORP          COM              655844108     7160   237697 SH      SHR/OTHR    01                 189950    47747
D NORFOLK SOUTHERN CORP          COM              655844108       18      600 SH      SHARED      02           600
D NORFOLK SOUTHERN CORP          COM              655844108       38     1268 SH      SHARED      03                            1268
D NORFOLK SOUTHERN CORP          COM              655844108    10030   332968 SH      SHARED      06        332968
D NORRELL CORP GA                COM              656301108     1171    62300 SH      SHARED      01         62300
D NORRELL CORP GA                COM              656301108       50     2700 SH      SHARED      03                            2700
D NORRELL CORP GA                COM              656301108       33     1800 SH      SHARED      06          1800
D NORSK HYDRO A S                SPONSORED ADR    656531605      118     3100 SH      SHARED                  3100
D NORSK HYDRO A S                SPONSORED ADR    656531605      114     3000 SH      SHARED      01          3000
D NORSTAN INC                    COM              656535101       29     2400 SH      SHARED      01          2400
D NORSTAN INC                    COM              656535101       94     7600 SH      SHARED      06          7600
D NORTEK INC                     COM              656559101      823    26300 SH      SHARED      01         26300
D NORTEK INC                     COM              656559101       37     1200 SH      SHARED      06          1200
D NORTEL INVERSORA S A           SPONS ADR PFDB   656567401       19     1103 SH      SHARED      02          1103
D NORTEL NETWORKS CORP           COM              656569100     3524    40600 SH      SHARED                 40600
D NORTEL NETWORKS CORP           COM              656569100   541391  6236370 SH      SHARED      01       6226970              9400
D NORTEL NETWORKS CORP           COM              656569100      868    10000 SH      SHARED      03          1000              9000
D NORTEL NETWORKS CORP           COM              656569100   102577  1181600 SH      SHARED      06       1181600
D NORTH AMERN TECH GROUP INC     COM NEW          657193207        2     1000 SH      SHARED      01                            1000
D NORTH AMERN VACCINE INC        COM              657201109       14     2900 SH      SHARED      01          2900
D NORTH AMERN VACCINE INC        COM              657201109       73    15000 SH      SHARED      06         15000
D NORTH BANCSHARES INC           COM              657467106       58     4300 SH      SHARED      01          4300
D NORTH CAROLINA NAT GAS CORP    COM              658221106     1001    29400 SH      SHARED      01         29400
D NORTH CAROLINA NAT GAS CORP    COM              658221106       37     1100 SH      SHARED      06          1100
D NORTH EUROPEAN OIL RTY TR      SH BEN INT       659310106        5      400 SH      SHARED      01                             400
D NORTH FACE INC                 COM              659317101      322    32700 SH      SHARED      01         32700
D NORTH FACE INC                 COM              659317101        9     1000 SH      SHARED      03                            1000
D NORTH FACE INC                 COM              659317101      103    10445 SH      SHARED      06         10445
D NORTH FORK BANCORPORATION NY   COM              659424105     1137    53200 SH      SHARED                 53200
D NORTH FORK BANCORPORATION NY   COM              659424105    28445  1330781 SH      SHARED      01        530284            800497
D NORTH FORK BANCORPORATION NY   COM              659424105       25     1200 SH      SHR/OTHR    01                            1200
D NORTH FORK BANCORPORATION NY   COM              659424105     1325    62000 SH      SHARED      06         62000
D NORTH PITTSBURGH SYS INC       COM              661562108      447    26300 SH      SHARED      01         25100              1200
D NORTH PITTSBURGH SYS INC       COM              661562108       22     1300 SH      SHARED      06          1300
D NORTHEAST UTILS                COM              664397106     1151    64400 SH      SHARED                 64400
D NORTHEAST UTILS                COM              664397106    21447  1199855 SH      SHARED      01        525422            674433
D NORTHEAST UTILS                COM              664397106        0       21 SH      SHR/OTHR    01                     21
D NORTHEAST UTILS                COM              664397106        7      425 SH      SHARED      03                             425
D NORTHEAST UTILS                COM              664397106     2270   127000 SH      SHARED      06        127000
D NORTHERN BORDER PARTNERS L P   UNIT LTD PARTN   664785102       18      600 SH      SHARED      01           600
D NORTHERN BORDER PARTNERS L P   UNIT LTD PARTN   664785102       55     1800 SH      SHR/OTHR    01                   1600      200
D NORTHERN BORDER PARTNERS L P   UNIT LTD PARTN   664785102      574    18500 SH      SHARED      03                           18500
D NORTHERN BORDER PARTNERS L P   UNIT LTD PARTN   664785102       27      900 SH      SHARED      06           900
D NORTHN STS PWR CO MINN         COM              665772109       65     2700 SH      SHARED                  2700
D NORTHN STS PWR CO MINN         COM              665772109    49396  2042293 SH      SHARED      01       1581201            461092
D NORTHN STS PWR CO MINN         COM              665772109      164     6800 SH      SHR/OTHR    01                   5400     1400
D NORTHN STS PWR CO MINN         COM              665772109       12      500 SH      SHARED      02           500
D NORTHN STS PWR CO MINN         COM              665772109       29     1220 SH      SHARED      03                            1220
D NORTHN STS PWR CO MINN         COM              665772109     4266   176400 SH      SHARED      06        176400
D NORTHERN TR CORP               COM              665859104      194     2009 SH      SHR/OTHR    06                            2009
D NORTHERN TR CORP               COM              665859104     2085    21500 SH      SHARED                 21500
D NORTHERN TR CORP               COM              665859104   183808  1894934 SH      SHARED      01       1433451            461483
D NORTHERN TR CORP               COM              665859104     3235    33359 SH      SHR/OTHR    01                  18037    15322
D NORTHERN TR CORP               COM              665859104    10520   108457 SH      SHARED      06        108457
D NORTHFIELD LABS INC            COM              666135108      157    12900 SH      SHARED      01         12900
D NORTHFIELD LABS INC            COM              666135108        4      400 SH      SHARED      03                             400
D NORTHGATE EXPL LTD             COM              666416102        1     3978 SH      SHARED      01          3978
D NORTHLAND CRANBERRIES INC      CL A             666499108        6      800 SH      SHARED      01           800
D NORTHLAND CRANBERRIES INC      CL A             666499108        0      100 SH      SHARED      06           100
D NORTHPOINT COMMUNICATIONS HLDG COM              666610100       36     1000 SH      SHR/OTHR    06                            1000
D NORTHPOINT COMMUNICATIONS HLDG COM              666610100        3      100 SH      SHARED      03                             100
D NORTHPOINT COMMUNICATIONS HLDG COM              666610100     1525    41786 SH      SHARED      06         41786
D NORTHROP GRUMMAN CORP          COM              666807102       86     1300 SH      SHARED                  1300
D NORTHROP GRUMMAN CORP          COM              666807102    68547  1033705 SH      SHARED      01        858899            174806
D NORTHROP GRUMMAN CORP          COM              666807102     4168    62861 SH      SHARED      06         62861
D NORTHSTAR COMPUTER FORMS INC   COM              667031108       34     2850 SH      SHARED      01          2850
D NORTHWEST AIRLS CORP           CL A             667280101      341    10500 SH      SHARED                 10500
D NORTHWEST AIRLS CORP           CL A             667280101     2309    71052 SH      SHARED      01         71052
D NORTHWEST AIRLS CORP           CL A             667280101       65     2000 SH      SHR/OTHR    01                            2000
D NORTHWEST AIRLS CORP           CL A             667280101     1274    39212 SH      SHARED      06         39212
D NORTHWEST BANCORP INC PA       COM              667328108      322    32200 SH      SHARED      01         32200
D NORTHWEST BANCORP INC PA       COM              667328108       18     1800 SH      SHARED      06          1800
D NORTHWEST NAT GAS CO           COM              667655104     7414   307346 SH      SHARED      01        147900            159446
D NORTHWEST NAT GAS CO           COM              667655104       36     1500 SH      SHR/OTHR    01                   1500
D NORTHWEST NAT GAS CO           COM              667655104      120     5000 SH      SHARED      06          5000
D NORTHWESTERN CORP              COM              668074107     1857    76800 SH      SHARED      01         76800
D NORTHWESTERN CORP              COM              668074107     4564   188700 SH      SHARED      06        188700
D NOVA CHEMICALS CORP            COM              66977W109      116     5013 SH      SHARED      01          5013
D NOVA CORP GA                   COM              669784100      185     7400 SH      SHARED                  7400
D NOVA CORP GA                   COM              669784100     7839   313568 SH      SHARED      01        297779             15789
D NOVA CORP GA                   COM              669784100      229     9172 SH      SHARED      03          4800              4372
D NOVA CORP GA                   COM              669784100     1052    42088 SH      SHARED      06         42088
D NOVACARE EMPLOYEE SVSC INC     COM              66986Q101      163    59300 SH      SHARED      01         49200             10100
D NOVACARE EMPLOYEE SVSC INC     COM              66986Q101       60    22000 SH      SHARED      06         22000
D NOVAMETRIX MED SYS INC         COM              669870107       54    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       23    25000 PRN     SHARED      03                           25000
D NOVACARE CORP                  COM              669930109      454   303050 SH      SHARED      01        146300            156750
D NOVACARE CORP                  COM              669930109       11     7400 SH      SHARED      06          7400
D NOVADIGM INC                   COM              669937104      931   108000 SH      SHARED      03        108000
D NOVELL INC                     COM              670006105      217     8200 SH      SHARED                  8200
D NOVELL INC                     COM              670006105   142578  5380337 SH      SHARED      01       4542193            838144
D NOVELL INC                     COM              670006105      127     4819 SH      SHR/OTHR    01                            4819
D NOVELL INC                     COM              670006105    15733   593700 SH      SHARED      03        572100             21600
D NOVELL INC                     COM              670006105     4558   172008 SH      SHARED      06        172008
D NOVELLUS SYS INC               COM              670008101     3972    58200 SH      SHARED                 58200
D NOVELLUS SYS INC               COM              670008101    35988   527311 SH      SHARED      01        420011            107300
D NOVELLUS SYS INC               COM              670008101     8172   119738 SH      SHARED      06        119738
D NOVEN PHARMACEUTICALS INC      COM              670009109       17     2900 SH      SHARED      01          2900
D NOVOSTE CORP                   COM              67010C100      373    17800 SH      SHARED      01         17800
D NOVOSTE CORP                   COM              67010C100       18      900 SH      SHARED      06           900
D NOVO-NORDISK A S               ADR              670100205       16      300 SH      SHARED      06           300
D NU SKIN ENTERPRISES INC        CL A             67018T105      185     9300 SH      SHARED      01          9300
D NU SKIN ENTERPRISES INC        CL A             67018T105       63     3200 SH      SHARED      06          3200
D NUCOR CORP                     COM              670346105      166     3500 SH      SHARED                  3500
D NUCOR CORP                     COM              670346105    64227  1353945 SH      SHARED      01       1143445            210500
D NUCOR CORP                     COM              670346105      303     6400 SH      SHR/OTHR    01                   4200     2200
D NUCOR CORP                     COM              670346105       14      300 SH      SHARED      02           300
D NUCOR CORP                     COM              670346105        9      200 SH      SHARED      03           200
D NUCOR CORP                     COM              670346105     3306    69700 SH      SHARED      06         69700
D NUEVO ENERGY CO                COM              670509108     3324   250900 SH      SHARED      01         63500            187400
D NUEVO ENERGY CO                COM              670509108      162    12300 SH      SHARED      06         12300
D NUMAC ENERGY INC               COM              67052A103       34    13200 SH      SHARED      01         13200
D NUVEEN N C PREM INCOME MUN FD  SH BEN INT       67060P100        8      550 SH      SHARED      03                             550
D NUVEEN MD PREM INCOME MUN FD   COM              67061Q107       30     2038 SH      SHARED      03                            2038
D NUVEEN SELECT MAT MUN FD       SH BEN INT       67061T101       22     2000 SH      SHARED      03                            2000
D NUVEEN CA INVT QUALITY MUN FD  COM              67062A101       97     6000 SH      SHR/OTHR    01                   6000
D NUVEEN SELECT TAX FREE INCM PT SH BEN INT       67062F100       45     3000 SH      SHARED      03          3000
D NUVEEN MUN ADVANTAGE FD INC    COM              67062H106       99     6400 SH      SHARED      03           700              5700
D NUVEEN INSD QUALITY MUN FD INC COM              67062N103       34     2300 SH      SHARED      03                            2300
D NUVEEN PERFORMANCE PLUS MUN FD COM              67062P108       25     1687 SH      SHARED      03                            1687
D NUVEEN CALIF PERFORM PLUS MUN  COM              67062Q106       67     4013 SH      SHARED      03                            4013
D NUVEEN PREM INCOME MUN FD      COM              67062T100       30     2100 SH      SHR/OTHR    01                            2100
D NUVEEN MUN MKT OPPORTUNITY FD  COM              67062W103       51     3300 SH      SHR/OTHR    01                            3300
D NUVEEN SELECT TAX FREE INCM PT SH BEN INT       67063C106        6      445 SH      SHARED      03                             445
D NUVEEN INSD CA SELECT TAX FREE SH BEN INT       67063R103       61     4000 SH      SHR/OTHR    01                   4000
D NVEST L P                      UNIT LTD PARTN   67065F107       14      600 SH      SHARED      01           600
D NVEST L P                      UNIT LTD PARTN   67065F107        7      300 SH      SHARED      03                             300
D NVEST L P                      UNIT LTD PARTN   67065F107       49     2000 SH      SHARED      06          2000
D NUWAVE TECHNOLOGIES INC        COM              67065M102       24    12400 SH      SHARED      01         12400
D NUVEEN DIVID ADVANTAGE MUN FD  COM              67066V101       98     6500 SH      SHARED      03          6500
D O CHARLEYS INC                 COM              670823103        7      450 SH      SHARED      01           450
D O CHARLEYS INC                 COM              670823103     4870   304412 SH      SHARED      05        304412
D OEA INC                        COM              670826106     1731   195046 SH      SHARED      01         69675            125371
D OEA INC                        COM              670826106        2      300 SH      SHR/OTHR    01                             300
D OEA INC                        COM              670826106       34     3900 SH      SHARED      06          3900
D OEC-MEDICAL SYS INC            COM              670828102      676    27600 SH      SHARED      01         26500              1100
D OEC-MEDICAL SYS INC            COM              670828102       36     1500 SH      SHARED      06          1500
D OGE ENERGY CORP                COM              670837103    13904   585468 SH      SHARED      01        297104            288364
D OGE ENERGY CORP                COM              670837103        9      400 SH      SHR/OTHR    01                             400
D OGE ENERGY CORP                COM              670837103        4      200 SH      SHARED      03                             200
D OGE ENERGY CORP                COM              670837103     2078    87500 SH      SHARED      06         87500
D OHM CORP                       SUB DEB CV  8%06 670839AA7       83    90000 PRN     SHR/OTHR    01                  90000
D OM GROUP INC                   COM              670872100     6910   200300 SH      SHARED      01        167800             32500
D OM GROUP INC                   COM              670872100      100     2900 SH      SHARED      06          2900
D NUVEEN MUN VALUE FD INC        COM              670928100      292    31837 SH      SHARED      03         11358             20479
D NUVEEN PA INVT QUALITY MUN FD  COM              670972108       23     1399 SH      SHARED      03          1399
D NUVEEN CA SELECT QUALITY MUN   COM              670975101      160     9900 SH      SHARED      06          9900
D NUVEEN QUALITY INCOME MUN FD   COM              670977107       93     6000 SH      SHARED      03          3000              3000
D NUVEEN FLA QUALITY INCOME MUN  COM              670978105       15     1000 SH      SHR/OTHR    01                            1000
D NUVEEN OHIO QUALITY INCOME MUN COM              670980101       17     1012 SH      SHARED      03          1012
D NUVEEN INSD MUN OPPORTUNITY FD COM              670984103       27     1800 SH      SHARED      03                            1800
D NUVEEN CALIF QUALITY INCM MUN  COM              670985100      124     7450 SH      SHARED      01          7450
D NUVEEN CALIF QUALITY INCM MUN  COM              670985100      133     8000 SH      SHR/OTHR    01                   8000
D NUVEEN PREMIER INSD MUN INCOME COM              670987106       15     1000 SH      SHARED      01                            1000
D OAK INDS INC                   COM NEW          671400505       21      500 SH      SHARED                   500
D OAK INDS INC                   COM NEW          671400505     3657    83360 SH      SHARED      01         79820              3540
D OAK INDS INC                   COM NEW          671400505        4      100 SH      SHARED      03                             100
D OAK INDS INC                   COM NEW          671400505       78     1800 SH      SHARED      06          1800
D OAK TECHNOLOGY INC             COM              671802106      528   145900 SH      SHARED      01        136600              9300
D OAK TECHNOLOGY INC             COM              671802106      108    30000 SH      SHARED      06         30000
D OAKLEY INC                     COM              673662102      800   112300 SH      SHARED      01        107700              4600
D OAKLEY INC                     COM              673662102        3      500 SH      SHARED      03                             500
D OAKLEY INC                     COM              673662102       29     4100 SH      SHARED      06          4100
D OAKWOOD HOMES CORP             COM              674098108       70     5400 SH      SHARED                  5400
D OAKWOOD HOMES CORP             COM              674098108     4717   359460 SH      SHARED      01        229900            129560
D OAKWOOD HOMES CORP             COM              674098108       25     1960 SH      SHARED      03          1960
D OAKWOOD HOMES CORP             COM              674098108       73     5600 SH      SHARED      06          5600
D OBJECTIVE COMMUNICATIONS INC   COM NEW          674421201        1      563 SH      SHARED      03           563
D OBJECTIVE SYS INTEGRATORS INC  COM              674424106      123    44900 SH      SHARED      01          5300             39600
D OBJECTIVE SYS INTEGRATORS INC  COM              674424106       29    10900 SH      SHARED      06         10900
D OCCIDENTAL PETE CORP DEL       COM              674599105      145     6900 SH      SHARED                  6900
D OCCIDENTAL PETE CORP DEL       COM              674599105   116788  5528430 SH      SHARED      01       4532213            996217
D OCCIDENTAL PETE CORP DEL       COM              674599105       81     3878 SH      SHR/OTHR    01                            3878
D OCCIDENTAL PETE CORP DEL       COM              674599105        4      200 SH      SHARED      02           200
D OCCIDENTAL PETE CORP DEL       COM              674599105       46     2200 SH      SHARED      03                            2200
D OCCIDENTAL PETE CORP DEL       COM              674599105     6716   317932 SH      SHARED      06        317932
D OCCIDENTAL PETE CORP DEL       PFD CV $3  CXY   674599790       23      400 SH      SHARED      01           400
D OCEAN ENERGY INC TEX           COM              67481E106      168    17500 SH      SHARED                 17500
D OCEAN ENERGY INC TEX           COM              67481E106    13336  1385562 SH      SHARED      01        515394            870168
D OCEAN ENERGY INC TEX           COM              67481E106     1057   109908 SH      SHARED      06        109908
D OCEAN FINL CORP                COM              674904107      712    39300 SH      SHARED      01         34700              4600
D OCEAN FINL CORP                COM              674904107       25     1400 SH      SHARED      06          1400
D OCEANEERING INTL INC           COM              675232102     5048   313100 SH      SHARED      01        143100            170000
D OCEANEERING INTL INC           COM              675232102      116     7200 SH      SHARED      06          7200
D OCTEL CORP                     COM              675727101     1017    81375 SH      SHARED      01         21525             59850
D OCTEL CORP                     COM              675727101        0       50 SH      SHARED      03            50
D OCTEL CORP                     COM              675727101       28     2300 SH      SHARED      06          2300
D OCWEN ASSET INVESTMENT         COM              67574M106      326    72600 SH      SHARED      01         67600              5000
D OCWEN ASSET INVESTMENT         COM              67574M106       64    14300 SH      SHARED      06         14300
D OCULAR SCIENCES INC            COM              675744106     2359   135800 SH      SHARED      01         26300            109500
D OCULAR SCIENCES INC            COM              675744106       69     3993 SH      SHARED      06          3993
D OCWEN FINL CORP                COM              675746101     1236   139300 SH      SHARED      01         35800            103500
D OCWEN FINL CORP                COM              675746101       93    10500 SH      SHARED      06         10500
D ODETICS INC DEL                CL A             676065204       19     2000 SH      SHARED      03                            2000
D ODWALLA INC                    COM              676111107       67     8700 SH      SHARED      01          8700
D OFFICEMAX INC                  COM              67622M108       92     7700 SH      SHARED                  7700
D OFFICEMAX INC                  COM              67622M108     5781   481832 SH      SHARED      01        442957             38875
D OFFICEMAX INC                  COM              67622M108       19     1600 SH      SHARED      03          1000               600
D OFFICEMAX INC                  COM              67622M108     1130    94200 SH      SHARED      06         94200
D OFFICE DEPOT INC               LYON SUB ZERO 08 676220AB2       12    15000 PRN     SHARED      06         15000
D OFFICE DEPOT INC               COM              676220106      285    12950 SH      SHARED                 12950
D OFFICE DEPOT INC               COM              676220106   126825  5748599 SH      SHARED      01       4793618            954981
D OFFICE DEPOT INC               COM              676220106      114     5190 SH      SHARED      03          3000              2190
D OFFICE DEPOT INC               COM              676220106     6993   316979 SH      SHARED      06        316979
D OFFSHORE LOGISTICS INC         COM              676255102       62     5600 SH      SHARED                  5600
D OFFSHORE LOGISTICS INC         COM              676255102     2749   247116 SH      SHARED      01        120600            126516
D OFFSHORE LOGISTICS INC         COM              676255102       92     8300 SH      SHARED      06          8300
D OGDEN CORP                     COM              676346109      134     5000 SH      SHARED                  5000
D OGDEN CORP                     COM              676346109    11237   417185 SH      SHARED      01        202266            214919
D OGDEN CORP                     COM              676346109      143     5330 SH      SHR/OTHR    01                    300     5030
D OGDEN CORP                     COM              676346109      614    22800 SH      SHARED      06         22800
D OGLEBAY NORTON CO              COM              677007106        4      200 SH      SHARED      01           200
D OHIO CAS CORP                  COM              677240103     6886   190626 SH      SHARED      01         82784            107842
D OHIO CAS CORP                  COM              677240103      335     9300 SH      SHARED      06          9300
D OILGEAR CO                     COM              678042102        1      150 SH      SHARED      01           150
D OLD GUARD GROUP INC            COM              679783100       17     1300 SH      SHARED      01          1300
D OLD KENT FINL CORP             COM              679833103      474    11340 SH      SHARED                 11340
D OLD KENT FINL CORP             COM              679833103    41256   985219 SH      SHARED      01        403802            581417
D OLD KENT FINL CORP             COM              679833103     1959    46788 SH      SHARED      06         46788
D OLD NATL BANCORP IND           COM              680033107     7873   261912 SH      SHARED      01        125934            135978
D OLD NATL BANCORP IND           COM              680033107      374    12469 SH      SHARED      06         12469
D OLD REP INTL CORP              COM              680223104      240    13900 SH      SHARED                 13900
D OLD REP INTL CORP              COM              680223104    14349   828891 SH      SHARED      01        424585            404306
D OLD REP INTL CORP              COM              680223104     2086   120500 SH      SHARED      06        120500
D OLD SECOND BANCORP INC ILL     COM              680277100       94     3500 SH      SHARED      01          3500
D OLIN CORP                      COM PAR $1       680665205      135    10300 SH      SHARED                 10300
D OLIN CORP                      COM PAR $1       680665205     3324   252092 SH      SHARED      01        160750             91342
D OLIN CORP                      COM PAR $1       680665205       65     5000 SH      SHR/OTHR    01                            5000
D OLIN CORP                      COM PAR $1       680665205      571    43334 SH      SHARED      06         43334
D OLSTEN CORP                    COM              681385100      179    28400 SH      SHARED                 28400
D OLSTEN CORP                    COM              681385100     4565   723318 SH      SHARED      01        340447            382871
D OLSTEN CORP                    COM              681385100        4      700 SH      SHARED      03           700
D OLSTEN CORP                    COM              681385100      234    37200 SH      SHARED      06         37200
D OLYMPIC CASCADE FINL CORP      COM              68158N106        0      200 SH      SHARED                   200
D OLYMPIC CASCADE FINL CORP      COM              68158N106      101    22600 SH      SHARED      01         22600
D OMNICARE INC                   SUB DEB CV  5%07 681904AD0     2928  4000000 PRN     SHARED      01       4000000
D OMNICARE INC                   SUB DEB CV  5%07 681904AD0     8418 11500000 PRN     SHARED      06      11500000
D OMNICARE INC                   COM              681904108      242    19200 SH      SHARED                 19200
D OMNICARE INC                   COM              681904108     7486   592995 SH      SHARED      01        274095            318900
D OMNICARE INC                   COM              681904108     3168   250990 SH      SHARED      06        250990
D OMNICOM GROUP INC              SB DB CV 4.25%07 681919AE6    28024 11077000 PRN     SHARED      06      11077000
D OMNICOM GROUP INC              COM              681919106     1640    20500 SH      SHARED                 20500
D OMNICOM GROUP INC              COM              681919106   206850  2585631 SH      SHARED      01       2127168            458463
D OMNICOM GROUP INC              COM              681919106     2616    32700 SH      SHR/OTHR    01                  25900     6800
D OMNICOM GROUP INC              COM              681919106       63      795 SH      SHARED      03                             795
D OMNICOM GROUP INC              COM              681919106    11472   143400 SH      SHARED      06        143400
D OMEGA HEALTH SYS INC           COM              681931101      103    13800 SH      SHARED      01         13800
D OMEGA HEALTHCARE INVS INC      COM              681936100     3310   128246 SH      SHARED      01         62860             65386
D OMEGA HEALTHCARE INVS INC      COM              681936100       72     2800 SH      SHARED      06          2800
D OMNIQUIP INTL INC              COM              681969101       48     6100 SH      SHARED      01          1800              4300
D OMNIQUIP INTL INC              COM              681969101       65     8300 SH      SHARED      06          8300
D OMEGA FINL CORP                COM              682092101     1372    39500 SH      SHARED      01         39500
D OMEGA FINL CORP                COM              682092101       20      600 SH      SHARED      06           600
D OMEGA WORLDWIDE INC            COM              68210B108       10     2596 SH      SHARED      01          2596
D OMEGA PROTEIN CORP             COM              68210P107      110    21100 SH      SHARED      01         21100
D OMEGA PROTEIN CORP             COM              68210P107       35     6800 SH      SHARED      06          6800
D OMNI ENERGY SERVICES           COM              68210T109       95    27200 SH      SHARED      01         25400              1800
D OMNI ENERGY SERVICES           COM              68210T109       10     2900 SH      SHARED      06          2900
D OMEGA RESEARCH INC             COM              68211E101      135    12300 SH      SHARED      01         12300
D OMNIPOINT CORP                 COM              68212D102       63     2200 SH      SHARED                  2200
D OMNIPOINT CORP                 COM              68212D102     3194   110400 SH      SHARED      01        110400
D OMNIPOINT CORP                 COM              68212D102     4392   151800 SH      SHARED      06        151800
D ON ASSIGNMENT INC              COM              682159108     1162    44500 SH      SHARED      01         44500
D ON ASSIGNMENT INC              COM              682159108       23      900 SH      SHARED      06           900
D ON COMMAND CORP                COM              682160106       63     3600 SH      SHARED      01          3600
D ON COMMAND CORP                COM              682160106       15      900 SH      SHARED      06           900
D ON TECHNOLOGY CORP             COM              68219P108        8     4000 SH      SHARED      03                            4000
D ONE LIBERTY PPTYS INC          COM              682406103       17     1300 SH      SHARED      01          1300
D ONE VALLEY BANCORP INC         COM              682419106     8530   227471 SH      SHARED      01        124344            103127
D ONE VALLEY BANCORP INC         COM              682419106      153     4100 SH      SHARED      06          4100
D ONEIDA LTD                     COM              682505102     6301   224063 SH      SHARED      01         86246            137817
D ONEIDA LTD                     COM              682505102       45     1600 SH      SHARED      06          1600
D ONEMAIN COM INC                COM              68267P109      181     7700 SH      SHARED      03          5550              2150
D ONEMAIN COM INC                COM              68267P109       15      650 SH      SHARED      06           650
D ONEOK INC NEW                  COM              682680103       22      700 SH      SHARED                   700
D ONEOK INC NEW                  COM              682680103    16146   508555 SH      SHARED      01        401015            107540
D ONEOK INC NEW                  COM              682680103      751    23662 SH      SHARED      06         23662
D ONHEALTH NETWORK CO            COM              68272W107       65     6200 SH      SHARED      03                            6200
D ONSALE INC                     COM              682838107       58     3100 SH      SHARED      01          2600               500
D ONSALE INC                     COM              682838107      189    10023 SH      SHARED      06         10023
D ONYX SOFTWARE CORP             COM              683402101        2      100 SH      SHARED      01           100
D OPEN MKT INC                   COM              68370M100       35     2500 SH      SHARED                  2500
D OPEN MKT INC                   COM              68370M100      980    69100 SH      SHARED      01         64800              4300
D OPEN MKT INC                   COM              68370M100       42     3000 SH      SHARED      03                            3000
D OPEN MKT INC                   COM              68370M100      171    12100 SH      SHARED      06         12100
D OPEN JT STK CO-VIMPEL COMMUNIC SPONSORED ADR    68370R109       90     3900 SH      SHARED                  3900
D OPEN JT STK CO-VIMPEL COMMUNIC SPONSORED ADR    68370R109      266    11500 SH      SHARED      06         11500
D OPTEK TECHNOLOGY INC           COM              683815104        0     2000 SH      SHARED      03                            2000
D OPTEK TECHNOLOGY INC           COM              683815104        0      776 SH      SHARED      06           776
D OPTICAL CABLE CORP             COM              683827109      232    21100 SH      SHARED      01         19700              1400
D OPTICAL CABLE CORP             COM              683827109        2      200 SH      SHARED      06           200
D OPTICAL SENSORS INC            COM              68384P107        0      100 SH      SHARED      03                             100
D ORACLE CORP                    COM              68389X105       22      600 SH      SHR/OTHR    03                             600
D ORACLE CORP                    COM              68389X105      516    13900 SH      SHARED                 13900
D ORACLE CORP                    COM              68389X105   773718 20840901 SH      SHARED      01      18348697           2492204
D ORACLE CORP                    COM              68389X105     3387    91238 SH      SHR/OTHR    01                  46137    45101
D ORACLE CORP                    COM              68389X105    52152  1404772 SH      SHARED      02       1404772
D ORACLE CORP                    COM              68389X105     1345    36249 SH      SHARED      03          2125             34124
D ORACLE CORP                    COM              68389X105    46024  1239726 SH      SHARED      06       1239726
D OPTION CARE INC                COM              683948103        0        1 SH      SHARED      03             1
D ORANGE & ROCKLAND UTILS INC    COM              684065105     2866    49100 SH      SHARED      01         49100
D ORANGE & ROCKLAND UTILS INC    COM              684065105       44      760 SH      SHR/OTHR    01                    760
D ORANGE & ROCKLAND UTILS INC    COM              684065105       99     1700 SH      SHARED      06          1700
D ORANGE PLC                     ADR              685211104       83     1100 SH      SHARED                  1100
D ORANGE PLC                     ADR              685211104      838    11100 SH      SHARED      06         11100
D ORBITAL SCIENCES CORP          SB NT CV 144A 02 685564AB2     1052  1000000 PRN     SHARED      06       1000000
D ORBITAL SCIENCES CORP          SB NT CV    5%02 685564AC0     8598  8173000 PRN     SHARED      06       8173000
D ORBITAL SCIENCES CORP          COM              685564106     6959   294600 SH      SHARED      01        132170            162430
D ORBITAL SCIENCES CORP          COM              685564106      422    17900 SH      SHARED      06         17900
D ORGANOGENESIS INC              COM              685906109     3303   352325 SH      SHARED      01         84416            267909
D ORGANOGENESIS INC              COM              685906109       23     2500 SH      SHR/OTHR    01                   2500
D ORGANOGENESIS INC              COM              685906109      132    14100 SH      SHARED      06         14100
D OREGON STL MLS INC             COM              686079104       35     2700 SH      SHARED                  2700
D OREGON STL MLS INC             COM              686079104     2434   182844 SH      SHARED      01         77021            105823
D OREGON STL MLS INC             COM              686079104      154    11600 SH      SHARED      06         11600
D O REILLY AUTOMOTIVE INC        COM              686091109     2231    44300 SH      SHARED      01         44300
D O REILLY AUTOMOTIVE INC        COM              686091109       70     1400 SH      SHARED      06          1400
D ORIENTAL FINL GROUP INC        COM              68618W100      885    36701 SH      SHARED      01         36601               100
D ORIENTAL FINL GROUP INC        COM              68618W100       43     1799 SH      SHARED      06          1799
D ORION CAP CORP                 COM              686268103     6588   183648 SH      SHARED      01        113534             70114
D ORION CAP CORP                 COM              686268103      172     4800 SH      SHARED      06          4800
D OROAMERICA INC                 COM              687027102       60     8700 SH      SHARED      01          8700
D ORPHAN MED INC                 COM              687303107        0       40 SH      SHARED      01            40
D ORTEC INTL INC                 COM              68749B108       42     5200 SH      SHARED      01          5200
D ORTEL CORP                     COM              68749W102        2      200 SH      SHARED                   200
D ORTHOLOGIC CORP                COM              68750J107       66    26800 SH      SHARED      01         26800
D ORTHODONTIC CTRS AMER INC      COM              68750P103     4754   336600 SH      SHARED      01        146500            190100
D ORTHODONTIC CTRS AMER INC      COM              68750P103       66     4700 SH      SHARED      06          4700
D OSHKOSH B GOSH INC             CL A             688222207     4410   208802 SH      SHARED      01         93300            115502
D OSHKOSH B GOSH INC             CL A             688222207       27     1300 SH      SHARED      06          1300
D OSHKOSH TRUCK CORP             COM              688239201      316     6300 SH      SHARED      01          6300
D OSICOM TECHNOLOGIES INC        COM PAR $0.30    688271501      246    19333 SH      SHARED      01         19333
D OSMONICS INC                   COM              688350107        0       13 SH      SHARED      01            13
D OSTEOTECH INC                  COM              688582105      186     6500 SH      SHARED      01          6500
D O'SULLIVAN INDS HLDGS INC      COM              688609106      899    52900 SH      SHARED      01         52900
D O'SULLIVAN INDS HLDGS INC      COM              688609106       32     1900 SH      SHARED      06          1900
D OTTER TAIL PWR CO              COM              689648103     2023    52475 SH      SHARED      01         34800             17675
D OTTER TAIL PWR CO              COM              689648103       38     1000 SH      SHR/OTHR    01                            1000
D OTTER TAIL PWR CO              COM              689648103       46     1200 SH      SHARED      06          1200
D OUTBACK STEAKHOUSE INC         COM              689899102      294     7500 SH      SHARED                  7500
D OUTBACK STEAKHOUSE INC         COM              689899102    17958   456832 SH      SHARED      01        272882            183950
D OUTBACK STEAKHOUSE INC         COM              689899102       47     1200 SH      SHARED      03           900               300
D OUTBACK STEAKHOUSE INC         COM              689899102     1226    31196 SH      SHARED      06         31196
D OUTDOOR SYS INC                COM              690057104    13745   376583 SH      SHARED      01        372933              3650
D OUTDOOR SYS INC                COM              690057104      125     3437 SH      SHARED      03          1337              2100
D OUTDOOR SYS INC                COM              690057104      372    10200 SH      SHARED      06         10200
D OVERLAND DATA INC              COM              690213103      102    16100 SH      SHARED      01         16100
D OVERSEAS SHIPHOLDING GROUP INC COM              690368105       49     3800 SH      SHARED                  3800
D OVERSEAS SHIPHOLDING GROUP INC COM              690368105     3825   294286 SH      SHARED      01        153215            141071
D OVERSEAS SHIPHOLDING GROUP INC COM              690368105      210    16200 SH      SHARED      06         16200
D OWENS CORNING                  COM              69073F103      443    12900 SH      SHARED                 12900
D OWENS CORNING                  COM              69073F103    28356   824905 SH      SHARED      01        681399            143506
D OWENS CORNING                  COM              69073F103       13      400 SH      SHARED      03           200               200
D OWENS CORNING                  COM              69073F103     3279    95400 SH      SHARED      06         95400
D OWENS & MINOR INC NEW          COM              690732102     3665   333235 SH      SHARED      01        123250            209985
D OWENS & MINOR INC NEW          COM              690732102       26     2400 SH      SHARED      06          2400
D OWENS ILL INC                  COM NEW          690768403     6929   212000 SH      SHARED      06        212000
D OWENS ILL INC                  COM NEW          690768403       75     2300 SH      SHARED                  2300
D OWENS ILL INC                  COM NEW          690768403    71293  2181083 SH      SHARED      01       1908783            272300
D OWENS ILL INC                  COM NEW          690768403     1863    57000 SH      SHARED      03          8800             48200
D OWENS ILL INC                  COM NEW          690768403     8194   250686 SH      SHARED      06        250686
D OWENS ILL INC                  PFD CONV $.01    690768502     1570    35700 SH      SHARED      01         35700
D OXFORD HEALTH PLANS INC        COM              691471106      174    11200 SH      SHARED                 11200
D OXFORD HEALTH PLANS INC        COM              691471106    13727   882108 SH      SHARED      01        592408            289700
D OXFORD HEALTH PLANS INC        COM              691471106       28     1800 SH      SHR/OTHR    01                   1800
D OXFORD HEALTH PLANS INC        COM              691471106     1039    66800 SH      SHARED      06         66800
D OXFORD INDS INC                COM              691497309      532    18800 SH      SHARED      01         18800
D OXFORD INDS INC                COM              691497309       25      900 SH      SHARED      06           900
D OXFORD TAX EXEMPT FD L P       UNIT L P INT     69181P100        3      125 SH      SHARED      03           125
D PBOC HLDGS INC                 COM              69316G108       17     1700 SH      SHARED      01          1700
D PBOC HLDGS INC                 COM              69316G108       99     9900 SH      SHARED      06          9900
D PCC GROUP INC                  COM              693183105        0       13 SH      SHARED      03            13
D P C QUOTE INC                  COM NEW          693236200       60     8200 SH      SHARED      01          8200
D PC SERVICE SOURCE INC          COM              693258105       62    16600 SH      SHARED      01         16600
D P-COM INC                      COM              693262107     3091   590700 SH      SHARED      01        240400            350300
D P-COM INC                      COM              693262107       30     5769 SH      SHARED      06          5769
D PECO ENERGY CO                 COM              693304107       16      400 SH      SHARED                   400
D PECO ENERGY CO                 COM              693304107   141542  3380121 SH      SHARED      01       3008381            371740
D PECO ENERGY CO                 COM              693304107       54     1300 SH      SHR/OTHR    01                   1300
D PECO ENERGY CO                 COM              693304107        8      200 SH      SHARED      02           200
D PECO ENERGY CO                 COM              693304107       12      307 SH      SHARED      03                             307
D PECO ENERGY CO                 COM              693304107    22750   543300 SH      SHARED      06        543300
D PG&E CORP                      COM              69331C108       58     1800 SH      SHARED                  1800
D PG&E CORP                      COM              69331C108   195848  6037813 SH      SHARED      01       5167201            870612
D PG&E CORP                      COM              69331C108      171     5300 SH      SHR/OTHR    01                            5300
D PG&E CORP                      COM              69331C108    12945   399104 SH      SHARED      06        399104
D PFF BANCORP INC                COM              69331W104     1288    68700 SH      SHARED      01         66100              2600
D PFF BANCORP INC                COM              69331W104       28     1500 SH      SHARED      06          1500
D PE CORP                        COM PE BIO GRP   69332S102      126     1100 SH      SHARED                  1100
D PE CORP                        COM PE BIO GRP   69332S102    91743   799506 SH      SHARED      01        650591            148915
D PE CORP                        COM PE BIO GRP   69332S102     5089    44350 SH      SHARED      06         44350
D PE CORP                        CELERA GEN GRP   69332S201      879    54343 SH      SHARED      01         52793              1550
D PE CORP                        CELERA GEN GRP   69332S201      163    10130 SH      SHARED      06         10130
D P F CHANGS CHINA BISTRO INC    COM              69333Y108     1691    78200 SH      SHARED      01         78200
D PICO HLDGS INC                 COM NEW          693366205      151     6000 SH      SHARED      01          6000
D PIMCO ADVISORS HLDGS L P       UT LTD PART INT  69338P102      300    10102 SH      SHARED      01         10102
D PIMCO ADVISORS HLDGS L P       UT LTD PART INT  69338P102       14      500 SH      SHARED      03                             500
D PIMCO ADVISORS HLDGS L P       UT LTD PART INT  69338P102      803    27000 SH      SHARED      06         27000
D PLD TELEKOM INC                COM              69340T100       91    29300 SH      SHARED      01         29300
D PLD TELEKOM INC                COM              69340T100       59    18900 SH      SHARED      06         18900
D PLM INTL INC                   COM NEW          69341L205       22     3900 SH      SHARED      01          3900
D PLX TECHNOLOGY INC             COM              693417107      625    13200 SH      SHARED      01         13200
D PMA CAP CORP                   CL A             693419202      962    46800 SH      SHARED      01         46800
D PMA CAP CORP                   CL A             693419202       49     2400 SH      SHARED      06          2400
D PMC-SIERRA INC                 COM              69344F106      559     9500 SH      SHARED                  9500
D PMC-SIERRA INC                 COM              69344F106    30234   513000 SH      SHARED      01        235300            277700
D PMC-SIERRA INC                 COM              69344F106     1885    32000 SH      SHARED      06         32000
D PMI GROUP INC                  COM              69344M101     7755   123468 SH      SHARED      01        111368             12100
D PMI GROUP INC                  COM              69344M101     1746    27800 SH      SHARED      06         27800
D PNC BK CORP                    COM              693475105     1867    32400 SH      SHARED                 32400
D PNC BK CORP                    COM              693475105   271699  4714966 SH      SHARED      01       3975976            738990
D PNC BK CORP                    COM              693475105      172     3000 SH      SHR/OTHR    01                   1000     2000
D PNC BK CORP                    COM              693475105       23      400 SH      SHARED      02           400
D PNC BK CORP                    COM              693475105      478     8311 SH      SHARED      03                            8311
D PNC BK CORP                    COM              693475105    18682   324200 SH      SHARED      06        324200
D P P & L RES INC                COM              693499105    71349  2320311 SH      SHARED      01       1900860            419451
D P P & L RES INC                COM              693499105      101     3313 SH      SHARED      03                            3313
D P P & L RES INC                COM              693499105     3543   115231 SH      SHARED      06        115231
D PPG INDS INC                   COM              693506107   157116  2660190 SH      SHARED      01       2228562            431628
D PPG INDS INC                   COM              693506107     1258    21300 SH      SHR/OTHR    01                   8300    13000
D PPG INDS INC                   COM              693506107       17      300 SH      SHARED      02           300
D PPG INDS INC                   COM              693506107      259     4400 SH      SHARED      03                            4400
D PPG INDS INC                   COM              693506107     8051   136320 SH      SHARED      06        136320
D PRI AUTOMATION INC             COM              69357H106      290     8000 SH      SHARED                  8000
D PRI AUTOMATION INC             COM              69357H106     5756   158800 SH      SHARED      01        158800
D PRI AUTOMATION INC             COM              69357H106       29      800 SH      SHR/OTHR    01                    800
D PRI AUTOMATION INC             COM              69357H106      253     7000 SH      SHARED      06          7000
D PS BUSINESS PKS INC CALIF      COM              69360J107     1447    59400 SH      SHARED      01         57900              1500
D PS BUSINESS PKS INC CALIF      COM              69360J107      165     6800 SH      SHARED      06          6800
D PSB BANCORP INC                COM              693604100       30     5000 SH      SHARED      06          5000
D PSC INC                        COM              69361E107        9     1000 SH      SHARED      01          1000
D PS GROUP HLDG INC              COM              693622102        2      200 SH      SHARED      01           200
D PTI HLDG INC                   COM              69364P109       24     8500 SH      SHARED      01          8500
D PSS WORLD MED INC              COM              69366A100       80     7200 SH      SHARED                  7200
D PSS WORLD MED INC              COM              69366A100     6642   593750 SH      SHARED      01        351350            242400
D PSS WORLD MED INC              COM              69366A100      602    53850 SH      SHARED      03         20200             33650
D PSS WORLD MED INC              COM              69366A100     8205   733500 SH      SHARED      05        733500
D PSS WORLD MED INC              COM              69366A100      702    62796 SH      SHARED      06         62796
D PXRE CORP                      COM              693674103      998    55109 SH      SHARED      01         55109
D PXRE CORP                      COM              693674103       25     1400 SH      SHARED      06          1400
D PACCAR INC                     COM              693718108       96     1800 SH      SHARED                  1800
D PACCAR INC                     COM              693718108    61623  1154534 SH      SHARED      01        983260            171274
D PACCAR INC                     COM              693718108      106     2000 SH      SHR/OTHR    01                   2000
D PACCAR INC                     COM              693718108     2359    44200 SH      SHARED      06         44200
D PACIFIC CAP BANCORP NEW        COM              69404P101     1641    52100 SH      SHARED      01         49500              2600
D PACIFIC CAP BANCORP NEW        COM              69404P101       72     2300 SH      SHARED      06          2300
D PACIFIC CENTY FINL CORP        COM              694058108      176     8200 SH      SHARED                  8200
D PACIFIC CENTY FINL CORP        COM              694058108    20158   934904 SH      SHARED      01        294442            640462
D PACIFIC CENTY FINL CORP        COM              694058108       32     1500 SH      SHR/OTHR    01                   1500
D PACIFIC CENTY FINL CORP        COM              694058108     1621    75200 SH      SHARED      06         75200
D PACIFIC CREST CAP INC          COM              694166109      149     9833 SH      SHARED      01          9833
D PACIFIC CREST CAP INC          COM              694166109        0       34 SH      SHARED      03                              34
D PACIFIC GATEWAY EXCHANGE INC   COM              694327107      752    25837 SH      SHARED      01         25837
D PACIFIC GATEWAY EXCHANGE INC   COM              694327107     6257   214850 SH      SHARED      03        214000               850
D PACIFIC GATEWAY EXCHANGE INC   COM              694327107     4511   154900 SH      SHARED      05        154900
D PACIFIC GATEWAY EXCHANGE INC   COM              694327107       32     1100 SH      SHARED      06          1100
D PACIFIC GATEWAY PPTYS INC      COM              694329103       17     2300 SH      SHARED      01          2300
D PACIFIC GULF PPTYS INC         COM              694396102     1106    48900 SH      SHARED      01         41700              7200
D PACIFIC GULF PPTYS INC         COM              694396102      226    10000 SH      SHR/OTHR    01                  10000
D PACIFIC GULF PPTYS INC         COM              694396102      156     6900 SH      SHARED      03                            6900
D PACIFIC GULF PPTYS INC         COM              694396102      171     7600 SH      SHARED      06          7600
D PACIFIC SUNWEAR CALIF INC      COM              694873100      609    25000 SH      SHARED                 25000
D PACIFIC SUNWEAR CALIF INC      COM              694873100     9265   380118 SH      SHARED      01        380118
D PACIFIC SUNWEAR CALIF INC      COM              694873100       13      562 SH      SHR/OTHR    01                             562
D PACIFIC SUNWEAR CALIF INC      COM              694873100      113     4650 SH      SHARED      06          4650
D PACIFICARE HEALTH SYS DEL      CL A             695112102     1395    19400 SH      SHARED                 19400
D PACIFICARE HEALTH SYS DEL      CL A             695112102    20584   286148 SH      SHARED      01        149645            136503
D PACIFICARE HEALTH SYS DEL      CL A             695112102     3691    51314 SH      SHARED      06         51314
D PACIFICARE HEALTH SYS DEL      CL B             695112201        0     5631 SH      SHARED      01          5631
D PACIFICARE HEALTH SYS DEL      CL B             695112201        0    10700 SH      SHARED      06         10700
D PACIFICORP                     COM              695114108       49     2700 SH      SHARED                  2700
D PACIFICORP                     COM              695114108    88294  4805153 SH      SHARED      01       4101630            703523
D PACIFICORP                     COM              695114108       40     2180 SH      SHR/OTHR    01                            2180
D PACIFICORP                     COM              695114108       64     3508 SH      SHARED      03                            3508
D PACIFICORP                     COM              695114108     4790   260731 SH      SHARED      06        260731
D PAGEMART WIRELESS INC          CL A             69553J104     2160   285714 SH      SHARED                285714
D PAGEMART WIRELESS INC          CL A             69553J104      899   119000 SH      SHARED      01        108300             10700
D PAGEMART WIRELESS INC          CL A             69553J104       31     4100 SH      SHARED      06          4100
D PAGING NETWORK INC             COM              695542100     4366   907500 SH      SHARED      01        344300            563200
D PAGING NETWORK INC             COM              695542100       63    13100 SH      SHARED      06         13100
D PAINE WEBBER GROUP INC         COM              695629105     7429   158925 SH      SHARED                158925
D PAINE WEBBER GROUP INC         COM              695629105    96659  2067590 SH      SHARED      01       1816180            251410
D PAINE WEBBER GROUP INC         COM              695629105      140     3000 SH      SHARED      03           500              2500
D PAINE WEBBER GROUP INC         COM              695629105     8753   187249 SH      SHARED      06        187249
D PAIRGAIN TECHNOLOGIES INC      COM              695934109     2265   197000 SH      SHARED                197000
D PAIRGAIN TECHNOLOGIES INC      COM              695934109     3853   335117 SH      SHARED      01        210917            124200
D PAIRGAIN TECHNOLOGIES INC      COM              695934109      931    81000 SH      SHARED      03         81000
D PAIRGAIN TECHNOLOGIES INC      COM              695934109      317    27600 SH      SHARED      06         27600
D PALEX INC                      COM              696368109        1      264 SH      SHARED      06           264
D PALL CORP                      COM              696429307       66     3000 SH      SHARED                  3000
D PALL CORP                      COM              696429307    41911  1889014 SH      SHARED      01       1512089            376925
D PALL CORP                      COM              696429307     1146    51664 SH      SHR/OTHR    01                  28515    23149
D PALL CORP                      COM              696429307       47     2150 SH      SHARED      03                            2150
D PALL CORP                      COM              696429307     2531   114106 SH      SHARED      06        114106
D PALM HARBOR HOMES              COM              696639103     1420    56665 SH      SHARED      01         53534              3131
D PALM HARBOR HOMES              COM              696639103       50     2000 SH      SHARED      06          2000
D PAMRAPO BANCORP INC            COM              697738102        4      200 SH      SHARED      01           200
D PANAMSAT CORP NEW              COM              697933109     4794   123135 SH      SHARED      01         66921             56214
D PANAMSAT CORP NEW              COM              697933109      194     5003 SH      SHARED      06          5003
D PAN PACIFIC RETAIL PPTYS INC   COM              69806L104      835    43100 SH      SHARED      01         43100
D PAN PACIFIC RETAIL PPTYS INC   COM              69806L104       23     1200 SH      SHARED      03                            1200
D PAN PACIFIC RETAIL PPTYS INC   COM              69806L104      102     5300 SH      SHARED      06          5300
D PANACO INC                     COM              698106101       36    46150 SH      SHARED      06         46150
D PANAVISION INC                 COM NEW          69830E209       43     6466 SH      SHARED      01          6466
D PANAVISION INC                 COM NEW          69830E209        6     1000 SH      SHARED      03          1000
D PANAVISION INC                 COM NEW          69830E209       10     1600 SH      SHARED      06          1600
D PANERA BREAD CO                CL A             69840W108        4      700 SH      SHARED      01           700
D PAPA JOHNS INTL INC            COM              698813102     6300   141000 SH      SHARED                141000
D PAPA JOHNS INTL INC            COM              698813102    11128   249025 SH      SHARED      01        122550            126475
D PAPA JOHNS INTL INC            COM              698813102     2762    61825 SH      SHARED      05         61825
D PAPA JOHNS INTL INC            COM              698813102      585    13100 SH      SHARED      06         13100
D PAR TECHNOLOGY CORP            COM              698884103        1      200 SH      SHARED      01           200
D PARAGON TRADE BRANDS INC       COM              69912K107        7    10600 SH      SHARED      06         10600
D PARAMETRIC TECHNOLOGY CORP     COM              699173100       80     5800 SH      SHARED                  5800
D PARAMETRIC TECHNOLOGY CORP     COM              699173100    57830  4167934 SH      SHARED      01       3558606            609328
D PARAMETRIC TECHNOLOGY CORP     COM              699173100      704    50746 SH      SHARED      03         23840             26906
D PARAMETRIC TECHNOLOGY CORP     COM              699173100     4140   298400 SH      SHARED      06        298400
D PAREXEL INTL CORP              COM              699462107     6387   479800 SH      SHARED      01        254500            225300
D PAREXEL INTL CORP              COM              699462107        5      400 SH      SHARED      03           400
D PAREXEL INTL CORP              COM              699462107       47     3550 SH      SHARED      06          3550
D PARK ELECTROCHEMICAL CORP      COM              700416209     2461    85600 SH      SHARED      01         48000             37600
D PARK ELECTROCHEMICAL CORP      COM              700416209       28     1000 SH      SHARED      06          1000
D PARK NATL CORP                 COM              700658107     2620    26200 SH      SHARED      01         23800              2400
D PARK NATL CORP                 COM              700658107      100     1000 SH      SHARED      06          1000
D PARK OHIO HLDGS CORP           COM              700666100        5      300 SH      SHARED      01           300
D PARK PL ENTMT CORP             COM              700690100    13601  1422938 SH      SHARED      01        619490            803448
D PARK PL ENTMT CORP             COM              700690100     1902   199044 SH      SHR/OTHR    01                 199044
D PARK PL ENTMT CORP             COM              700690100        2      300 SH      SHARED      02           300
D PARK PL ENTMT CORP             COM              700690100       30     3200 SH      SHARED      03                            3200
D PARK PL ENTMT CORP             COM              700690100      560    58629 SH      SHARED      06         58629
D PARKER DRILLING CO             SUB NT CV 5.5%04 701081AD3    19847 29188000 PRN     SHARED      06      29188000
D PARKER DRILLING CO             COM              701081101     2036   615014 SH      SHARED      01        278314            336700
D PARKER DRILLING CO             COM              701081101       22     6700 SH      SHARED      06          6700
D PARKER HANNIFIN CORP           COM              701094104      114     2500 SH      SHARED                  2500
D PARKER HANNIFIN CORP           COM              701094104    75554  1651456 SH      SHARED      01       1390014            261442
D PARKER HANNIFIN CORP           COM              701094104       27      600 SH      SHARED      03                             600
D PARKER HANNIFIN CORP           COM              701094104     6715   146793 SH      SHARED      06        146793
D PARKERVISION INC               COM              701354102      199     5700 SH      SHARED      01          5700
D PARKERVISION INC               COM              701354102       31      900 SH      SHARED      06           900
D PARKVALE FINL CORP             COM              701492100        8      378 SH      SHARED      01           378
D PARKWAY PPTYS INC              COM              70159Q104     1069    32300 SH      SHARED      01         32000               300
D PARKWAY PPTYS INC              COM              70159Q104      129     3900 SH      SHARED      06          3900
D PARLEX CORP                    COM              701630105       78     5000 SH      SHARED      01          5000
D PARTY CITY CORP                COM              702145103       43    11500 SH      SHARED      01         11500
D PARTY CITY CORP                COM              702145103        2      600 SH      SHARED      06           600
D PATHOGENESIS CORP              COM              70321E104      832    58700 SH      SHARED      01         58700
D PATHOGENESIS CORP              COM              70321E104       31     2200 SH      SHARED      06          2200
D PATINA OIL & GAS CORP          WT EXP  050201   703224113        0      217 SH      SHARED      03           217
D PATINA OIL & GAS CORP          PFD CV 7.125%    703224204     1998    85940 SH      SHARED      06         85940
D PATRICK INDS INC               COM              703343103       14      900 SH      SHARED      01           900
D PATRIOT AMERN HOSPITALITY DEL  PAIRED CTF       703352203       11     2500 SH      SHARED                  2500
D PATRIOT AMERN HOSPITALITY DEL  PAIRED CTF       703352203        1      402 SH      SHARED      01                             402
D PATRIOT AMERN HOSPITALITY DEL  PAIRED CTF       703352203        2      536 SH      SHR/OTHR    01                             536
D PATRIOT AMERN HOSPITALITY DEL  PAIRED CTF       703352203      391    86900 SH      SHARED      06         86900
D PATRIOT NATL BK CONN           COM              70336H100       65     7000 SH      SHARED      01          7000
D PATTERSON DENTAL CO            COM              703412106     7346   211400 SH      SHARED      01        107450            103950
D PATTERSON DENTAL CO            COM              703412106       86     2500 SH      SHARED      06          2500
D PATTERSON ENERGY INC           COM              703414102      935    94776 SH      SHARED      01         94776
D PATTERSON ENERGY INC           COM              703414102      131    13325 SH      SHARED      06         13325
D PAULA FINL DEL                 COM              703588103       18     2100 SH      SHARED      01          2100
D PAXAR CORP                     COM              704227107      872    98278 SH      SHARED      01         98278
D PAXAR CORP                     COM              704227107       36     4100 SH      SHARED      06          4100
D PAXSON COMMUNICATIONS CORP     COM              704231109      191    15000 SH      SHARED      06                           15000
D PAXSON COMMUNICATIONS CORP     COM              704231109     1438   112800 SH      SHARED      01        112800
D PAXSON COMMUNICATIONS CORP     COM              704231109       28     2200 SH      SHARED      06          2200
D PAYCHEX INC                    COM              704326107      172     5400 SH      SHARED                  5400
D PAYCHEX INC                    COM              704326107   119119  3737083 SH      SHARED      01       3229939            507144
D PAYCHEX INC                    COM              704326107      222     6979 SH      SHARED      03          4072              2907
D PAYCHEX INC                    COM              704326107    11627   364771 SH      SHARED      06        364771
D PAYLESS SHOESOURCE INC         COM              704379106      144     2700 SH      SHARED                  2700
D PAYLESS SHOESOURCE INC         COM              704379106    15998   299045 SH      SHARED      01        156144            142901
D PAYLESS SHOESOURCE INC         COM              704379106       10      196 SH      SHR/OTHR    01                    196
D PAYLESS SHOESOURCE INC         COM              704379106     1225    22902 SH      SHARED      06         22902
D PAYMENTECH INC                 COM              704384106     1215    47882 SH      SHARED      01         46682              1200
D PAYMENTECH INC                 COM              704384106       43     1700 SH      SHARED      06          1700
D PCORDER COM INC                CL A             70453H107        4      100 SH      SHARED                   100
D PEC ISRAEL ECONOMIC CORP       COM              705098101     2167    68800 SH      SHARED      01         14800             54000
D PEC ISRAEL ECONOMIC CORP       COM              705098101       18      600 SH      SHARED      06           600
D PEDIATRIX MED GROUP            COM              705324101     1583    74500 SH      SHARED      01         50700             23800
D PEDIATRIX MED GROUP            COM              705324101       44     2100 SH      SHARED      06          2100
D PEGASYSTEMS INC                COM              705573103      290    28300 SH      SHARED      01         28300
D PEGASYSTEMS INC                COM              705573103       10     1000 SH      SHARED      06          1000
D PEGASUS COMMUNICATIONS CORP    CL A             705904100     1261    32000 SH      SHARED      01         31000              1000
D PEGASUS COMMUNICATIONS CORP    CL A             705904100       39     1000 SH      SHARED      06          1000
D PEGASUS SYSTEMS INC            COM              705906105     6693   178800 SH      SHARED                178800
D PEGASUS SYSTEMS INC            COM              705906105     1197    32000 SH      SHARED      01         32000
D PEGASUS SYSTEMS INC            COM              705906105       48     1300 SH      SHARED      06          1300
D PENFORD CORP                   COM              707051108      282    17400 SH      SHARED      01         17400
D PENFORD CORP                   COM              707051108       95     5900 SH      SHARED      06          5900
D PENN-AMER GROUP INC            COM              707247102       16     1600 SH      SHARED      01          1600
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      425    17700 SH      SHARED      01         17700
D PENN TREATY AMERN CORP         COM              707874103       14      600 SH      SHARED      06           600
D PENN VA CORP                   COM              707882106        3      200 SH      SHARED      01           200
D PENNCORP FINL GROUP INC        COM              708094107        1     3000 SH      SHR/OTHR    01                            3000
D PENNCORP FINL GROUP INC        COM              708094107      102   205700 SH      SHARED      01         73100            132600
D PENNCORP FINL GROUP INC        COM              708094107        1     2400 SH      SHARED      06          2400
D PENNEY J C INC                 COM              708160106   189110  3894202 SH      SHARED      01       3336242            557960
D PENNEY J C INC                 COM              708160106     1376    28355 SH      SHR/OTHR    01                   9400    18955
D PENNEY J C INC                 COM              708160106       14      300 SH      SHARED      02           300
D PENNEY J C INC                 COM              708160106      378     7787 SH      SHARED      03           103              7684
D PENNEY J C INC                 COM              708160106    12779   263150 SH      SHARED      06        263150
D PENNSYLVANIA ENTERPRISES INC   COM              708720107     1158    37750 SH      SHARED      01         37750
D PENNSYLVANIA ENTERPRISES INC   COM              708720107       39     1300 SH      SHARED      06          1300
D PENNSYLVANIA RL ESTATE INVT TR SH BEN INT       709102107      711    34000 SH      SHARED      01         31000              3000
D PENNSYLVANIA RL ESTATE INVT TR SH BEN INT       709102107       73     3500 SH      SHR/OTHR    01                            3500
D PENNSYLVANIA RL ESTATE INVT TR SH BEN INT       709102107       96     4600 SH      SHARED      06          4600
D PENNZENERGY CO                 COM              70931Q109     5593   336468 SH      SHARED      01        166800            169668
D PENNZENERGY CO                 COM              70931Q109    14514   873025 SH      SHARED      06        873025
D PENNZOIL-QUAKER STATE COMPANY  COM              709323109      259    17300 SH      SHARED                 17300
D PENNZOIL-QUAKER STATE COMPANY  COM              709323109    10703   713533 SH      SHARED      01        351556            361977
D PENNZOIL-QUAKER STATE COMPANY  COM              709323109      690    46000 SH      SHARED      06         46000
D PENSKE MOTORSPORTS INC         COM              709598106      664    13400 SH      SHARED      01         13400
D PENSKE MOTORSPORTS INC         COM              709598106       44      900 SH      SHARED      06           900
D PENTAIR INC                    COM              709631105      178     3900 SH      SHARED                  3900
D PENTAIR INC                    COM              709631105    14305   312696 SH      SHARED      01        134990            177706
D PENTAIR INC                    COM              709631105       22      500 SH      SHARED      03                             500
D PENTAIR INC                    COM              709631105      883    19309 SH      SHARED      06         19309
D PENTON MEDIA INC               COM              709668107      893    36843 SH      SHARED      01         19587             17256
D PENTON MEDIA INC               COM              709668107       55     2300 SH      SHARED      06          2300
D PENWEST PHARMACEUTICALS CO     COM              709754105      189    23650 SH      SHARED      01         23650
D PEOPLES BANCORP INC DEL        COM              709909105      741    74400 SH      SHARED      01         74400
D PEOPLES BANCORP INC DEL        COM              709909105       47     4800 SH      SHARED      06          4800
D PEOPLES BK BRIDGEPORT CONN     COM              710198102     1039    34150 SH      SHARED      01         34150
D PEOPLES BK BRIDGEPORT CONN     COM              710198102       51     1700 SH      SHARED      06          1700
D PEOPLES BK CATAWBA N C         COM              710215104        3      207 SH      SHARED      01           207
D PEOPLES BK CORP INDIANAPOLIS   COM NON VTG      710313107       23      600 SH      SHARED      01           600
D PEOPLES ENERGY CORP            COM              711030106    24464   649158 SH      SHARED      01        578935             70223
D PEOPLES ENERGY CORP            COM              711030106      252     6700 SH      SHR/OTHR    01                            6700
D PEOPLES ENERGY CORP            COM              711030106        3      100 SH      SHARED      03                             100
D PEOPLES ENERGY CORP            COM              711030106     1362    36147 SH      SHARED      06         36147
D PEOPLES HERITAGE FINL GROUP    COM              711147108    15904   845456 SH      SHARED      01        321863            523593
D PEOPLES HERITAGE FINL GROUP    COM              711147108      697    37100 SH      SHARED      06         37100
D PEOPLES HLDG CO                COM              711148106      410    12618 SH      SHARED      01         12618
D PEOPLES HLDG CO                COM              711148106       22      700 SH      SHARED      06           700
D PEOPLESOFT INC                 COM              712713106        8      500 SH      SHR/OTHR    06                             500
D PEOPLESOFT INC                 COM              712713106      607    35200 SH      SHARED                 35200
D PEOPLESOFT INC                 COM              712713106    56951  3301531 SH      SHARED      01       2964431            337100
D PEOPLESOFT INC                 COM              712713106        8      500 SH      SHR/OTHR    01                    300      200
D PEOPLESOFT INC                 COM              712713106       18     1057 SH      SHARED      02          1057
D PEOPLESOFT INC                 COM              712713106       51     3000 SH      SHARED      03          3000
D PEOPLESOFT INC                 COM              712713106     1988   115300 SH      SHARED      06        115300
D PEP BOYS MANNY MOE & JACK      SUB NT CONV 4%99 713278AG4     4950  5000000 PRN     SHARED      06       5000000
D PEP BOYS MANNY MOE & JACK      SUB LYON ZERO 11 713278AJ8    16977 31440000 PRN     SHARED      06      31440000
D PEP BOYS MANNY MOE & JACK      COM              713278109       33     1600 SH      SHARED                  1600
D PEP BOYS MANNY MOE & JACK      COM              713278109    18308   871849 SH      SHARED      01        677891            193958
D PEP BOYS MANNY MOE & JACK      COM              713278109       18      900 SH      SHARED      03           900
D PEP BOYS MANNY MOE & JACK      COM              713278109      885    42168 SH      SHARED      06         42168
D PEPSI BOTTLING GROUP INC       COM              713409100       92     4000 SH      SHARED                  4000
D PEPSI BOTTLING GROUP INC       COM              713409100     4570   197638 SH      SHARED      06        197638
D PEPSI-COLA PUERTO RICO         CL B             713434108      275    50100 SH      SHARED      01         50100
D PEPSI-GEMEX S A DE C V         GDR REP ORD      713435105      942   103245 SH      SHARED      02        103245
D PEPSICO INC                    COM              713448108     1323    34200 SH      SHARED                 34200
D PEPSICO INC                    COM              713448108   882458 22810195 SH      SHARED      01      18894318           3915877
D PEPSICO INC                    COM              713448108    33608   868719 SH      SHR/OTHR    01                 458336   410383
D PEPSICO INC                    COM              713448108    40817  1055065 SH      SHARED      02       1055065
D PEPSICO INC                    COM              713448108     1611    41647 SH      SHARED      03          4850             36797
D PEPSICO INC                    COM              713448108    49411  1277211 SH      SHARED      06       1276136              1075
D PERCLOSE INC                   COM              71361C107     1288    26800 SH      SHARED      01         26600               200
D PERCLOSE INC                   COM              71361C107       60     1250 SH      SHARED      03           250              1000
D PERCLOSE INC                   COM              71361C107     5766   119975 SH      SHARED      05        119975
D PERCLOSE INC                   COM              71361C107       43      900 SH      SHARED      06           900
D PEREGRINE SYSTEMS INC          COM              71366Q101     1745    67954 SH      SHARED      01         67954
D PEREGRINE SYSTEMS INC          COM              71366Q101     1196    46590 SH      SHARED      06         46590
D PERFORMANCE FOOD GROUP CO      COM              713755106     3034   111600 SH      SHARED      01        109300              2300
D PERFORMANCE FOOD GROUP CO      COM              713755106       38     1400 SH      SHARED      06          1400
D PERFORMANCE TECHNOLOGIES INC   COM              71376K102        2      100 SH      SHARED      01           100
D PERLE SYS LTD                  COM              714152105        1      500 SH      SHARED      03                             500
D PEROT SYS CORP                 CL A             714265105     1182    40092 SH      SHARED      06         40092
D PERRIGO CO                     COM              714290103       57     7500 SH      SHARED                  7500
D PERRIGO CO                     COM              714290103     5063   664100 SH      SHARED      01        268900            395200
D PERRIGO CO                     COM              714290103      250    32900 SH      SHARED      06         32900
D PERSONNEL GROUP AMER INC       SB NT CV 5.75%04 715338AE9     9146 10850000 PRN     SHARED      06      10850000
D PERSONNEL GROUP AMER INC       COM              715338109      931    93100 SH      SHARED      01         87600              5500
D PERSONNEL GROUP AMER INC       COM              715338109       39     3900 SH      SHARED      06          3900
D P T TELEKOMUNIKASI INDONESIA   SPONSORED ADR    715684106       32     2600 SH      SHARED                  2600
D P T TELEKOMUNIKASI INDONESIA   SPONSORED ADR    715684106       22     1800 SH      SHARED      06          1800
D PERVASIVE SOFTWARE INC         COM              715710109     7584   304900 SH      SHARED                304900
D PERVASIVE SOFTWARE INC         COM              715710109       62     2500 SH      SHARED      01          2500
D PERVASIVE SOFTWARE INC         COM              715710109       49     2000 SH      SHARED      03          2000
D PETCO ANIMAL SUPPLIES          COM              716016100     4457   283025 SH      SHARED      01         74425            208600
D PETCO ANIMAL SUPPLIES          COM              716016100       39     2500 SH      SHARED      06          2500
D PETROGLYPH ENERGY INC          COM              71649C101        1      700 SH      SHARED      06           700
D PETROLEUM GEO-SVCS A/S         SPONSORED ADR    716597109      239    16100 SH      SHARED                 16100
D PETROLEUM GEO-SVCS A/S         SPONSORED ADR    716597109       74     5000 SH      SHARED      01          3000              2000
D PETROLEUM GEO-SVCS A/S         SPONSORED ADR    716597109        4      300 SH      SHARED      02           300
D PETROLEUM GEO-SVCS A/S         SPONSORED ADR    716597109        1      110 SH      SHARED      03                             110
D PETROLEUM GEO-SVCS A/S         SPONSORED ADR    716597109       64     4320 SH      SHARED      06          4320
D PETSMART INC                   COM              716768106     9628   939338 SH      SHARED      01        425238            514100
D PETSMART INC                   COM              716768106       94     9200 SH      SHARED      03                            9200
D PETSMART INC                   COM              716768106     3141   306500 SH      SHARED      05        306500
D PETSMART INC                   COM              716768106      143    13993 SH      SHARED      06         13993
D PHARMACYCLICS INC              COM              716933106     2472    88300 SH      SHARED      01         26700             61600
D PHARMACYCLICS INC              COM              716933106       42     1500 SH      SHARED      06          1500
D PHARMACIA & UPJOHN INC         COM              716941109    11408   200806 SH      SHARED                200806
D PHARMACIA & UPJOHN INC         COM              716941109   435008  7656982 SH      SHARED      01       6390604           1266378
D PHARMACIA & UPJOHN INC         COM              716941109      502     8850 SH      SHR/OTHR    01                   8850
D PHARMACIA & UPJOHN INC         COM              716941109    23179   408000 SH      SHARED      06        408000
D PFIZER INC                     COM              717081103      119     1100 SH      SHARED                  1100
D PFIZER INC                     COM              717081103  2236475 20518126 SH      SHARED      01      16944703           3573423
D PFIZER INC                     COM              717081103    59275   543810 SH      SHR/OTHR    01                 360574   183236
D PFIZER INC                     COM              717081103    66502   610115 SH      SHARED      02        610115
D PFIZER INC                     COM              717081103     4128    37873 SH      SHARED      03          8210             29663
D PFIZER INC                     COM              717081103    97933   898473 SH      SHARED      06        898308               165
D PHARMACEUTICAL PROD DEV INC    COM              717124101     1816    66344 SH      SHARED      01         66344
D PHARMACEUTICAL PROD DEV INC    COM              717124101       54     2000 SH      SHARED      06          2000
D PHARMACOPEIA INC               COM              71713B104       39     3500 SH      SHARED      03          3000               500
D PHELPS DODGE CORP              COM              717265102     1517    24500 SH      SHARED                 24500
D PHELPS DODGE CORP              COM              717265102    55762   900310 SH      SHARED      01        745630            154680
D PHELPS DODGE CORP              COM              717265102     3578    57780 SH      SHARED      06         57780
D PHILADELPHIA CONS HLDG CORP    COM              717528103     7533   307500 SH      SHARED      01        307500
D PHILADELPHIA CONS HLDG CORP    COM              717528103       34     1400 SH      SHR/OTHR    01                            1400
D PHILADELPHIA CONS HLDG CORP    COM              717528103       14      600 SH      SHARED      06           600
D PHILADELPHIA SUBN CORP         COM PAR $0.50    718009608     5991   259816 SH      SHARED      01        138992            120824
D PHILADELPHIA SUBN CORP         COM PAR $0.50    718009608       71     3100 SH      SHARED      06          3100
D PHILIP MORRIS COS INC          COM              718154107     2342    58300 SH      SHARED                 58300
D PHILIP MORRIS COS INC          COM              718154107  1484918 36950211 SH      SHARED      01      30891441           6058770
D PHILIP MORRIS COS INC          COM              718154107   110864  2758704 SH      SHR/OTHR    01                 127110  2631594
D PHILIP MORRIS COS INC          COM              718154107      159     3973 SH      SHARED      02          3973
D PHILIP MORRIS COS INC          COM              718154107     1616    40226 SH      SHARED      03           500             39726
D PHILIP MORRIS COS INC          COM              718154107    80462  2002202 SH      SHARED      06       2002202
D PHILIPPINE LONG DISTANCE TEL   SPONSORED ADR    718252604      102     3400 SH      SHARED      01          3400
D PHILIPPINE LONG DISTANCE TEL   SPN GLB DEP SH   718252703    14300   275000 SH      SHARED      06        275000
D PHILIPS INTL RLTY CORP         COM              718333107        5      300 SH      SHARED      01           300
D PHILIPS INTL RLTY CORP         COM              718333107       25     1500 SH      SHARED      06          1500
D PHILLIPS PETE CO               COM              718507106     1459    29000 SH      SHARED                 29000
D PHILLIPS PETE CO               COM              718507106   181388  3605278 SH      SHARED      01       3134366            470912
D PHILLIPS PETE CO               COM              718507106     1310    26039 SH      SHR/OTHR    01                   1230    24809
D PHILLIPS PETE CO               COM              718507106    24888   494690 SH      SHARED      02        494690
D PHILLIPS PETE CO               COM              718507106       30      600 SH      SHARED      03           200               400
D PHILLIPS PETE CO               COM              718507106    16197   321949 SH      SHARED      06        321949
D PHILLIPS VAN HEUSEN CORP       COM              718592108     2318   231828 SH      SHARED      01        137566             94262
D PHILLIPS VAN HEUSEN CORP       COM              718592108       25     2500 SH      SHARED      06          2500
D PHYMATRIX CORP                 COM              718925100      110    75000 SH      SHARED      03                           75000
D PHOENIX INVT PARTNERS LTD      COM              719085102     1272   147564 SH      SHARED      01        147564
D PHOENIX INVT PARTNERS LTD      COM              719085102       44     5200 SH      SHARED      06          5200
D PHOENIX TECHNOLOGY LTD         COM              719153108        8      500 SH      SHARED      01           500
D PHOSPHATE RESOURCE PARTNERS    DEPOSITARY UNT   719217101        8      800 SH      SHARED                   800
D PHOSPHATE RESOURCE PARTNERS    DEPOSITARY UNT   719217101     7944   739000 SH      SHARED      06        739000
D PHOTON DYNAMICS INC            COM              719364101     3302   275200 SH      SHARED                275200
D PHOTON DYNAMICS INC            COM              719364101      168    14000 SH      SHARED      01         14000
D PHYCOR INC                     COM              71940F100     4063   548677 SH      SHARED      01        325804            222873
D PHYCOR INC                     COM              71940F100      372    50300 SH      SHARED      03          5000             45300
D PHYCOR INC                     COM              71940F100      862   116398 SH      SHARED      06        116398
D PHOTRONICS INC                 COM              719405102     1837    75000 SH      SHARED      01         75000
D PHOTRONICS INC                 COM              719405102       58     2400 SH      SHARED      06          2400
D PICTURETEL CORP                COM NEW          720035302     1949   243700 SH      SHARED      01        159400             84300
D PICTURETEL CORP                COM NEW          720035302       42     5300 SH      SHARED      06          5300
D PIEDMONT NAT GAS INC           COM              720186105     6144   197400 SH      SHARED      01        147918             49482
D PIEDMONT NAT GAS INC           COM              720186105       56     1800 SH      SHR/OTHR    01                   1800
D PIEDMONT NAT GAS INC           COM              720186105      127     4100 SH      SHARED      06          4100
D PIER 1 IMPORTS INC             COM              720279108    11077   984691 SH      SHARED      01        508216            476475
D PIER 1 IMPORTS INC             COM              720279108      177    15800 SH      SHARED      06         15800
D PIERCE LEAHY CORP              COM              720722107      204     8300 SH      SHARED      01          8300
D PIERCE LEAHY CORP              COM              720722107       27     1100 SH      SHARED      06          1100
D PILGRIM PRIME RATE TR NEW      SH BEN INT       72146W103       19     2000 SH      SHARED      03                            2000
D PILGRIMS PRIDE CORP            CL B             721467108      633    21100 SH      SHARED      01         21100
D PILGRIMS PRIDE CORP            CL B             721467108       15      500 SH      SHARED      06           500
D PILLOWTEX CORP                 COM              721501104      391    24000 SH      SHARED      01         24000
D PILLOWTEX CORP                 COM              721501104       37     2300 SH      SHARED      06          2300
D PINNACLE BANCSHARES INC        COM              722903101       22     2300 SH      SHARED      01          2300
D PINNACLE BANC GROUP INC        COM              723449104      578    18200 SH      SHARED      01         18200
D PINNACLE BANC GROUP INC        COM              723449104       15      500 SH      SHARED      06           500
D PINNACLE HLDGS INC             COM              72346N101        7      300 SH      SHARED      01           300
D PINNACLE HLDGS INC             COM              72346N101      137     5600 SH      SHARED      03          4600              1000
D PINNACLE HLDGS INC             COM              72346N101      253    10360 SH      SHARED      06         10360
D PINNACLE SYS INC               COM              723481107    11765   349900 SH      SHARED                349900
D PINNACLE SYS INC               COM              723481107     2027    60300 SH      SHARED      01         60300
D PINNACLE SYS INC               COM              723481107       33     1000 SH      SHARED      03          1000
D PINNACLE SYS INC               COM              723481107       80     2400 SH      SHARED      06          2400
D PINNACLE WEST CAP CORP         COM              723484101      382     9500 SH      SHARED                  9500
D PINNACLE WEST CAP CORP         COM              723484101    38259   950543 SH      SHARED      01        613296            337247
D PINNACLE WEST CAP CORP         COM              723484101      935    23246 SH      SHR/OTHR    01                   1400    21846
D PINNACLE WEST CAP CORP         COM              723484101    21247   527900 SH      SHARED      06        527900
D PIONEER GROUP INC              COM              723684106     4026   233400 SH      SHARED      01         98000            135400
D PIONEER GROUP INC              COM              723684106       48     2800 SH      SHARED      06          2800
D PIONEER HI BRED INTL INC       COM              723686101      214     5500 SH      SHARED                  5500
D PIONEER HI BRED INTL INC       COM              723686101   130601  3354169 SH      SHARED      01       2844064            510105
D PIONEER HI BRED INTL INC       COM              723686101    10963   281565 SH      SHARED      06        281565
D PIONEER NAT RES CO             COM              723787107      204    18600 SH      SHARED                 18600
D PIONEER NAT RES CO             COM              723787107     8530   775488 SH      SHARED      01        321230            454258
D PIONEER NAT RES CO             COM              723787107        2      188 SH      SHARED      03           188
D PIONEER NAT RES CO             COM              723787107     2899   263600 SH      SHARED      06        263600
D PIONEER STD ELECTRS INC        COM              723877106     1317   109812 SH      SHARED      01        109812
D PIONEER STD ELECTRS INC        COM              723877106       36     3000 SH      SHARED      06          3000
D PITNEY BOWES INC               COM              724479100     1362    21200 SH      SHARED                 21200
D PITNEY BOWES INC               COM              724479100   263215  4096746 SH      SHARED      01       3463458            633288
D PITNEY BOWES INC               COM              724479100     7170   111600 SH      SHR/OTHR    01                  95200    16400
D PITNEY BOWES INC               COM              724479100       64     1000 SH      SHARED      03           800               200
D PITNEY BOWES INC               COM              724479100    17155   267019 SH      SHARED      06        266604               415
D PITT DESMOINES INC             COM              724508106       37      600 SH      SHARED      01           600
D PITTSBURGH & W VA RR           SH BEN INT       724819107       15     2000 SH      SHARED      01          2000
D PITTSTON CO                    COM BRINKS GRP   725701106      112     4200 SH      SHARED                  4200
D PITTSTON CO                    COM BRINKS GRP   725701106    10204   381470 SH      SHARED      01        181571            199899
D PITTSTON CO                    COM BRINKS GRP   725701106       23      890 SH      SHARED      03           890
D PITTSTON CO                    COM BRINKS GRP   725701106      858    32075 SH      SHARED      06         32075
D PITTSTON CO                    COM BAX GROUP    725701882     1911   201251 SH      SHARED      01        105402             95849
D PITTSTON CO                    COM BAX GROUP    725701882       21     2300 SH      SHARED      06          2300
D PITTWAY CORP DEL               COM              725790109      109     3300 SH      SHARED      01          3300
D PITTWAY CORP DEL               CL A             725790208     2543    74386 SH      SHARED      01         31074             43312
D PITTWAY CORP DEL               CL A             725790208      188     5500 SH      SHARED      06          5500
D PIXAR                          COM              725811103        8      200 SH      SHARED                   200
D PIXAR                          COM              725811103     6882   159600 SH      SHARED      01         42700            116900
D PIXAR                          COM              725811103       86     2000 SH      SHARED      03          2000
D PIXAR                          COM              725811103      349     8100 SH      SHARED      06          8100
D PJ AMER INC                    COM              72585Q104     5091   240300 SH      SHARED                240300
D PJ AMER INC                    COM              72585Q104      177     8400 SH      SHARED      01          6800              1600
D PJ AMER INC                    COM              72585Q104      277    13100 SH      SHARED      03          3000             10100
D PJ AMER INC                    COM              72585Q104       62     2950 SH      SHARED      06          2950
D PLACER DOME INC                COM              725906101       95     8100 SH      SHARED                  8100
D PLACER DOME INC                COM              725906101    32576  2772486 SH      SHARED      01       2724984             47502
D PLACER DOME INC                COM              725906101     3214   273593 SH      SHARED      06        273593
D PLAINS ALL AMERN PIPELINE L P  UNIT LTD PARTN   726503105       83     4500 SH      SHR/OTHR    01                   4500
D PLAINS RES INC                 COM PAR $0.10    726540503     1014    53400 SH      SHARED      01         53400
D PLAINS RES INC                 COM PAR $0.10    726540503       34     1800 SH      SHARED      06          1800
D PLANET HOLLYWOOD INTL INC      CL A             727025108        5     7100 SH      SHARED      01          7100
D PLANET HOLLYWOOD INTL INC      CL A             727025108        2     3600 SH      SHARED      06          3600
D PLANTRONICS INC NEW            COM              727493108     3412    52400 SH      SHARED      01         52400
D PLANTRONICS INC NEW            COM              727493108      143     2200 SH      SHARED      06          2200
D PLATINUM TECHNOLOGY INTL INC   SB NT CV 6.75%01 72764TAA9    14630  7000000 PRN     SHARED      06       7000000
D PLATINUM TECHNOLOGY INTL INC   COM              72764T101     1943    66732 SH      SHARED      06         66732
D PLAYERS INTL INC               COM              727903106      165    23000 SH      SHARED      01         23000
D PLATINUM ENTMT INC             COM              727909103       61     7800 SH      SHARED      01          7800
D PLAYBOY ENTERPRISES INC        CL A             728117201       16      700 SH      SHARED      01           700
D PLAYBOY ENTERPRISES INC        CL B             728117300     1479    55692 SH      SHARED      01         53692              2000
D PLAYBOY ENTERPRISES INC        CL B             728117300       63     2400 SH      SHARED      06          2400
D PLAYTEX PRODS INC              COM              72813P100     2374   152600 SH      SHARED      01        146300              6300
D PLAYTEX PRODS INC              COM              72813P100       84     5400 SH      SHARED      06          5400
D PLEXUS CORP                    COM              729132100     1376    45700 SH      SHARED      01         45700
D PLEXUS CORP                    COM              729132100       42     1400 SH      SHARED      06          1400
D PLUM CREEK TIMBER CO LP        DEPOSITARY UNT   729237107      346    11100 SH      SHARED      01         11100
D PLUM CREEK TIMBER CO LP        DEPOSITARY UNT   729237107      122     3925 SH      SHR/OTHR    01                   3925
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       87    11600 SH      SHARED      01         11600
D POGO PRODUCING CO              COM              730448107      160     8600 SH      SHARED                  8600
D POGO PRODUCING CO              COM              730448107     3596   193111 SH      SHARED      01        157711             35400
D POGO PRODUCING CO              COM              730448107        3      200 SH      SHARED      03           200
D POGO PRODUCING CO              COM              730448107       89     4800 SH      SHARED      06          4800
D POHANG IRON & STL LTD          SPONSORED ADR    730450103      678    20182 SH      SHR/OTHR    06                           20182
D POHANG IRON & STL LTD          SPONSORED ADR    730450103     2949    87710 SH      SHARED      01         87710
D POHANG IRON & STL LTD          SPONSORED ADR    730450103     2231    66375 SH      SHARED      02         66375
D POLARIS INDS INC               COM              731068102     4671   107400 SH      SHARED      01         99200              8200
D POLARIS INDS INC               COM              731068102      134     3100 SH      SHARED      06          3100
D POLAROID CORP                  COM              731095105      156     5700 SH      SHARED                  5700
D POLAROID CORP                  COM              731095105    18538   674112 SH      SHARED      01        570422            103690
D POLAROID CORP                  COM              731095105     1273    46295 SH      SHARED      06         46295
D POLICY MGMT SYS CORP           COM              731108106      111     3700 SH      SHARED                  3700
D POLICY MGMT SYS CORP           COM              731108106     8638   287958 SH      SHARED      01         83372            204586
D POLICY MGMT SYS CORP           COM              731108106       60     2000 SH      SHR/OTHR    01                            2000
D POLICY MGMT SYS CORP           COM              731108106        6      200 SH      SHARED      03           200
D POLICY MGMT SYS CORP           COM              731108106      951    31700 SH      SHARED      06         31700
D POLO RALPH LAUREN CORP         CL A             731572103       91     4800 SH      SHARED                  4800
D POLO RALPH LAUREN CORP         CL A             731572103     2468   129919 SH      SHARED      01        127119              2800
D POLO RALPH LAUREN CORP         CL A             731572103       14      750 SH      SHR/OTHR    01                             750
D POLO RALPH LAUREN CORP         CL A             731572103      236    12468 SH      SHARED      06         12468
D POLYCOM INC                    COM              73172K104     4816   123500 SH      SHARED                123500
D POLYCOM INC                    COM              73172K104     7172   183900 SH      SHARED      01        183900
D POLYCOM INC                    COM              73172K104       91     2336 SH      SHARED      06          2336
D POLYMER GROUP INC              COM              731745105      908    77300 SH      SHARED      01         71200              6100
D POLYMER GROUP INC              COM              731745105       36     3100 SH      SHARED      06          3100
D POMEROY COMPUTER RES           COM              731822102       60     4348 SH      SHARED      01          4348
D POMEROY COMPUTER RES           COM              731822102      105     7600 SH      SHARED      06          7600
D POOL ENERGY SVCS CO            COM              732788104     5273   259600 SH      SHARED      01        130035            129565
D POOL ENERGY SVCS CO            COM              732788104       54     2700 SH      SHARED      06          2700
D POPE & TALBOT INC              COM              732827100     1584   131400 SH      SHARED                131400
D POPE & TALBOT INC              COM              732827100       37     3100 SH      SHARED      01          3100
D POPE & TALBOT INC              COM              732827100       47     3900 SH      SHARED      06          3900
D POPE RES DEL LTD PARTNERSHIP   DEPOSITRY RCPT   732857107       15      500 SH      SHARED      01           500
D POPULAR INC                    COM              733174106    17832   588300 SH      SHARED      01        296224            292076
D POPULAR INC                    COM              733174106      545    18000 SH      SHR/OTHR    01                  10000     8000
D POPULAR INC                    COM              733174106      397    13100 SH      SHARED      06         13100
D PORTA SYS CORP                 COM NEW          735647307        0        9 SH      SHARED      01             9
D PORTAL SOFTWARE INC            COM              736126103     3510    75800 SH      SHARED      01         75800
D PORTAL SOFTWARE INC            COM              736126103      791    17092 SH      SHARED      06         17092
D PORTUGAL TELECOM S A           SPONSORED ADR    737273102       37      900 SH      SHARED                   900
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     6405   156231 SH      SHARED      01         58306             97925
D POST PPTYS INC                 COM              737464107      385     9394 SH      SHARED      03          1150              8244
D POST PPTYS INC                 COM              737464107      473    11549 SH      SHARED      06         11549
D POTASH CORP SASK INC           COM              73755L107      265     5125 SH      SHARED      01          5125
D POTASH CORP SASK INC           COM              73755L107       18      354 SH      SHARED      03                             354
D POTASH CORP SASK INC           COM              73755L107      910    17600 SH      SHARED      06         17600
D POTLATCH CORP                  COM              737628107      250     5700 SH      SHARED                  5700
D POTLATCH CORP                  COM              737628107    24431   556058 SH      SHARED      01        480698             75360
D POTLATCH CORP                  COM              737628107      984    22400 SH      SHARED      06         22400
D POTOMAC ELEC PWR CO            COM              737679100      367    12500 SH      SHARED                 12500
D POTOMAC ELEC PWR CO            COM              737679100    27637   938856 SH      SHARED      01        510613            428243
D POTOMAC ELEC PWR CO            COM              737679100       67     2300 SH      SHR/OTHR    01                    800     1500
D POTOMAC ELEC PWR CO            COM              737679100       85     2900 SH      SHARED      03          2300               600
D POTOMAC ELEC PWR CO            COM              737679100     2393    81300 SH      SHARED      06         81300
D POTTERS FINL CORP              COM              738140102       17     1430 SH      SHARED      01          1430
D POWELL INDS INC                COM              739128106       11     1200 SH      SHARED      01          1200
D POWER INTEGRATIONS INC         COM              739276103      943    12900 SH      SHARED      01         12900
D POWERHOUSE TECHNOLOGIES INC    COM              739323103      112     5800 SH      SHARED      01          5800
D POWERHOUSE TECHNOLOGIES INC    COM              739323103       29     1515 SH      SHARED      06          1515
D POWERTEL INC                   COM              73936C109     2109    70600 SH      SHARED      01         70600
D POWERTEL INC                   COM              73936C109       53     1800 SH      SHARED      06          1800
D POWERWAVE TECHNOLOGIES INC     COM              739363109      493    15300 SH      SHARED      01         14300              1000
D POWERWAVE TECHNOLOGIES INC     COM              739363109        6      200 SH      SHARED      03                             200
D POWERWAVE TECHNOLOGIES INC     COM              739363109       25      792 SH      SHARED      06           792
D PREFERRED EMPLOYERS HLDGS INC  COM              739908101       10     1800 SH      SHARED      01          1800
D PREMIER BANCSHARES INC GA      COM              739909109     1073    58600 SH      SHARED      01         53800              4800
D PREMIER BANCSHARES INC GA      COM              739909109       42     2300 SH      SHARED      06          2300
D PRAXAIR INC                    COM              74005P104     1409    28800 SH      SHARED                 28800
D PRAXAIR INC                    COM              74005P104   117147  2393843 SH      SHARED      01       1982883            410960
D PRAXAIR INC                    COM              74005P104      293     6000 SH      SHR/OTHR    01                            6000
D PRAXAIR INC                    COM              74005P104       34      709 SH      SHARED      03                             709
D PRAXAIR INC                    COM              74005P104    13085   267388 SH      SHARED      06        267388
D PRE PAID LEGAL SVCS INC        COM              740065107     8179   301533 SH      SHARED      01        102608            198925
D PRE PAID LEGAL SVCS INC        COM              740065107       54     2000 SH      SHARED      06          2000
D PRECISION CASTPARTS CORP       COM              740189105       46     1100 SH      SHARED                  1100
D PRECISION CASTPARTS CORP       COM              740189105     6724   158215 SH      SHARED      01        131465             26750
D PRECISION CASTPARTS CORP       COM              740189105       21      500 SH      SHARED      03                             500
D PRECISION CASTPARTS CORP       COM              740189105      493    11600 SH      SHARED      06         11600
D PRECISION DRILLING CORP        COM              74022D100       45     2400 SH      SHARED                  2400
D PREMARK INTL INC               COM              740459102      213     5700 SH      SHARED                  5700
D PREMARK INTL INC               COM              740459102    14848   395953 SH      SHARED      01        188775            207178
D PREMARK INTL INC               COM              740459102     1115    29746 SH      SHARED      06         29746
D PREMIER FARNELL PLC            SPONSORED ADR    74050U107        2      361 SH      SHARED      01           361
D PREMIER FARNELL PLC            SPN ADR PREFCV   74050U206       14      782 SH      SHARED      01           782
D PREMIER NATL BANCORP INC       COM              74053F107       11      600 SH      SHARED      01           600
D PREMIER PKS INC                COM NEW          740540208     7430   202200 SH      SHARED      01        202200
D PREMIER PKS INC                COM NEW          740540208     3550    96600 SH      SHARED      06         96600
D PREMIERE TECHNOLOGIES INC      COM              74058F102        0        1 SH      SHARED                     1
D PREMIERE TECHNOLOGIES INC      COM              74058F102     1312   114100 SH      SHARED      01        114100
D PREMIERE TECHNOLOGIES INC      COM              74058F102        2      200 SH      SHARED      03                             200
D PREMIERE TECHNOLOGIES INC      COM              74058F102       50     4400 SH      SHARED      06          4400
D PREMISYS COMMUNICATIONS INC    COM              740584107        2      400 SH      SHARED                   400
D PREMISYS COMMUNICATIONS INC    COM              740584107      899   123000 SH      SHARED      01         74500             48500
D PREMISYS COMMUNICATIONS INC    COM              740584107       90    12310 SH      SHARED      06         12310
D PRENTISS PPTYS TR              SH BEN INT       740706106     3990   168925 SH      SHARED      01        168700               225
D PRENTISS PPTYS TR              SH BEN INT       740706106       90     3850 SH      SHARED      03          2650              1200
D PRENTISS PPTYS TR              SH BEN INT       740706106      290    12300 SH      SHARED      06         12300
D PRESIDENTIAL LIFE CORP         COM              740884101     1554    79200 SH      SHARED      01         74600              4600
D PRESIDENTIAL LIFE CORP         COM              740884101       60     3100 SH      SHARED      06          3100
D PRESIDENTIAL RLTY CORP NEW     CL B             741004204       15     2200 SH      SHARED      01          2200
D PRESSTEK INC                   COM              741113104     1549   214615 SH      SHARED      01         68915            145700
D PRESSTEK INC                   COM              741113104       24     3400 SH      SHARED      06          3400
D PREVIEW TRAVEL INC             COM              74137R101     4806   219100 SH      SHARED      01         62300            156800
D PREVIEW TRAVEL INC             COM              74137R101       35     1600 SH      SHARED      06          1600
D PRICE COMMUNICATIONS CORP      COM NEW          741437305     3465   231000 SH      SHARED                231000
D PRICE COMMUNICATIONS CORP      COM NEW          741437305     1196    79733 SH      SHARED      01         79733
D PRICE ENTERPRISES INC          COM NEW          741444202      248    34523 SH      SHARED      01         34523
D PRICE ENTERPRISES INC          COM NEW          741444202       39     5500 SH      SHARED      06          5500
D PRICE T ROWE & ASSOCIATES      COM              741477103      161     4200 SH      SHARED                  4200
D PRICE T ROWE & ASSOCIATES      COM              741477103    42534  1108387 SH      SHARED      01        549047            559340
D PRICE T ROWE & ASSOCIATES      COM              741477103     2620    68283 SH      SHR/OTHR    01                  26000    42283
D PRICE T ROWE & ASSOCIATES      COM              741477103     2088    54435 SH      SHARED      03         19800             34635
D PRICE T ROWE & ASSOCIATES      COM              741477103     4340   113116 SH      SHARED      06        113116
D PRICELINE COM INC              COM              741503106       11      100 SH      SHR/OTHR    06                             100
D PRICELINE COM INC              COM              741503106     1178    10200 SH      SHARED      01         10200
D PRICELINE COM INC              COM              741503106    10572    91486 SH      SHARED      06         91486
D PRICESMART INC                 COM              741511109       36     1050 SH      SHARED      01          1050
D PRIME MED SVCS INC NEW         COM              74156D108       32     4400 SH      SHARED      01          4400
D PRIME MED SVCS INC NEW         COM              74156D108      334    45400 SH      SHARED      06         45400
D PRIME BANCSHARES INC TEXAS     COM              74157H108       33     1900 SH      SHARED      01          1900
D PRIME BANCSHARES INC TEXAS     COM              74157H108       71     4000 SH      SHARED      06          4000
D PRIMEDIA INC                   COM              74157K101     1093    64552 SH      SHARED      06         64552
D PRIMEDIA INC                   COM              74157K101     7905   466753 SH      SHARED      01        227653            239100
D PRIMEDIA INC                   COM              74157K101      910    53730 SH      SHARED      06         53730
D PRIME RETAIL INC               COM              741570105     1954   225009 SH      SHARED      01        114627            110382
D PRIME RETAIL INC               COM              741570105        2      300 SH      SHARED      03           300
D PRIME RETAIL INC               COM              741570105      125    14400 SH      SHARED      06         14400
D PRIME RETAIL INC               PFD CONV SER B   741570303      768    48038 SH      SHARED      01         14740             33298
D PRIME GROUP REALTY TRUST       SH BEN INT       74158J103       42     2500 SH      SHARED      01          2500
D PRIME GROUP REALTY TRUST       SH BEN INT       74158J103       61     3600 SH      SHARED      06          3600
D PRIMEX TECHNOLOGIES INC        COM              741597108      541    25120 SH      SHARED      01         25120
D PRIMEX TECHNOLOGIES INC        COM              741597108       12      600 SH      SHR/OTHR    01                             600
D PRIMEX TECHNOLOGIES INC        COM              741597108       23     1100 SH      SHARED      06          1100
D PRIMA ENERGY CORP              COM PAR $0.015   741901201        6      300 SH      SHARED      01           300
D PRIMARK CORP                   COM              741903108     5781   206008 SH      SHARED      01         99866            106142
D PRIMARK CORP                   COM              741903108       70     2500 SH      SHARED      06          2500
D PRIME BANCORP INC              COM              741914105      472    17092 SH      SHARED      01         12492              4600
D PRIME BANCORP INC              COM              741914105       24      900 SH      SHARED      06           900
D PRIME HOSPITALITY CORP         COM              741917108      102     8500 SH      SHARED                  8500
D PRIME HOSPITALITY CORP         COM              741917108     4507   375600 SH      SHARED      01        241761            133839
D PRIME HOSPITALITY CORP         COM              741917108       80     6700 SH      SHARED      06          6700
D PRIMUS TELECOMMUNICATIONS GRP  COM              741929103      962    42900 SH      SHARED                 42900
D PRIMUS TELECOMMUNICATIONS GRP  COM              741929103     1404    62600 SH      SHARED      01         62600
D PRIMUS TELECOMMUNICATIONS GRP  COM              741929103       51     2300 SH      SHARED      06          2300
D PRIDE INTL INC                 SB DB CV ZRO  18 741932AB3    23001 74925000 PRN     SHARED      06      74925000
D PRIDE INTL INC                 COM              741932107       38     3600 SH      SHARED                  3600
D PRIDE INTL INC                 COM              741932107     4452   421600 SH      SHARED      01        218600            203000
D PRIDE INTL INC                 COM              741932107       62     5900 SH      SHARED      06          5900
D PRINTRONIX INC                 COM              742578107      118     8450 SH      SHARED      01          8450
D PRISON RLTY TR                 COM              74264N105     5684   579316 SH      SHARED      01        328213            251103
D PRISON RLTY TR                 COM              74264N105       12     1312 SH      SHARED      03                            1312
D PRISON RLTY TR                 COM              74264N105      661    67377 SH      SHARED      06         67377
D PRIORITY HEALTHCARE CORP       CL B             74264T102    10879   315349 SH      SHARED                315349
D PRIORITY HEALTHCARE CORP       CL B             74264T102    13007   377016 SH      SHARED      01        377016
D PRIORITY HEALTHCARE CORP       CL B             74264T102       70     2050 SH      SHARED      06          2050
D PRIVATE BUSINESS INC           COM              74267D104        0       13 SH      SHARED      06            13
D PROBUSINESS SERVICES INC       COM              742674104     1155    32200 SH      SHARED      01         31700               500
D PROBUSINESS SERVICES INC       COM              742674104       46     1300 SH      SHARED      06          1300
D PROCTER & GAMBLE CO            COM              742718109        0       10 SH      SHR/OTHR    06                              10
D PROCTER & GAMBLE CO            COM              742718109    12079   135341 SH      SHARED                135341
D PROCTER & GAMBLE CO            COM              742718109  1820840 20401572 SH      SHARED      01      16881357           3520215
D PROCTER & GAMBLE CO            COM              742718109    46606   522201 SH      SHR/OTHR    01                 355663   166538
D PROCTER & GAMBLE CO            COM              742718109      196     2200 SH      SHARED      02          2200
D PROCTER & GAMBLE CO            COM              742718109     2632    29496 SH      SHARED      03          2650             26846
D PROCTER & GAMBLE CO            COM              742718109    78266   876932 SH      SHARED      06        876932
D PRODIGY COMMUNICATIONS CORP    COM              74283P107      198     7680 SH      SHARED      06          7680
D PROFESSIONALS GROUP INC        COM              742954100       28      850 SH      SHARED      01           850
D PROFESSIONAL BANCORP           COM              743112104       45     2200 SH      SHARED      01          2200
D PROFIT RECOVERY GROUP INTL INC COM              743168106     1722    36400 SH      SHARED      01         36400
D PROFIT RECOVERY GROUP INTL INC COM              743168106       80     1700 SH      SHARED      06          1700
D PROGRAMMERS PARADISE INC       COM              743205106      100     8200 SH      SHARED      01          8200
D PROGRESS SOFTWARE CORP         COM              743312100     8845   313100 SH      SHARED      01         93050            220050
D PROGRESS SOFTWARE CORP         COM              743312100       64     2300 SH      SHARED      06          2300
D PROGRESSIVE CORP OHIO          COM              743315103       14      100 SH      SHARED                   100
D PROGRESSIVE CORP OHIO          COM              743315103   134563   928021 SH      SHARED      01        824213            103808
D PROGRESSIVE CORP OHIO          COM              743315103    11928    82266 SH      SHARED      06         82266
D PROJECT SOFTWARE & DEV INC     COM              74339P101      678    21700 SH      SHARED      01         20500              1200
D PROJECT SOFTWARE & DEV INC     COM              74339P101       31     1000 SH      SHARED      06          1000
D PROLOGIS TR                    SH BEN INT       743410102    11026   544540 SH      SHARED      01        160500            384040
D PROLOGIS TR                    SH BEN INT       743410102      781    38580 SH      SHARED      06         38580
D PROMUS HOTEL CORP NEW          COM              74342P106      592    19100 SH      SHARED                 19100
D PROMUS HOTEL CORP NEW          COM              74342P106    18783   605931 SH      SHARED      01        329523            276408
D PROMUS HOTEL CORP NEW          COM              74342P106       31     1000 SH      SHARED      03                            1000
D PROMUS HOTEL CORP NEW          COM              74342P106     4384   141426 SH      SHARED      06        141426
D PROTECTION ONE INC             COM              743663304      342    63800 SH      SHARED      01         59500              4300
D PROTECTION ONE INC             COM              743663304       12     2300 SH      SHARED      06          2300
D PROTECTIVE LIFE CORP           COM              743674103      312     9200 SH      SHARED                  9200
D PROTECTIVE LIFE CORP           COM              743674103    13224   388955 SH      SHARED      01        194256            194699
D PROTECTIVE LIFE CORP           COM              743674103       34     1000 SH      SHR/OTHR    01                            1000
D PROTECTIVE LIFE CORP           COM              743674103      136     4000 SH      SHARED      03                            4000
D PROTECTIVE LIFE CORP           COM              743674103     1448    42600 SH      SHARED      06         42600
D PROTEIN DESIGN LABS INC        COM              74369L103       66     3000 SH      SHR/OTHR    06                            3000
D PROTEIN DESIGN LABS INC        COM              74369L103     1271    57300 SH      SHARED      01         57300
D PROTEIN DESIGN LABS INC        COM              74369L103       51     2300 SH      SHARED      06          2300
D PROTOCOL SYS INC               COM              74371R106        2      298 SH      SHARED      06           298
D PROVIDENCE & WORCESTER RR CO   COM              743737108     1202    85100 SH      SHARED                 85100
D PROVIDENCE ENERGY CORP         COM              743743106      138     5200 SH      SHARED      01          5200
D PROVIDENT AMER CORP            COM              743832107       47     1700 SH      SHARED      01          1700
D PROVIDENT AMER CORP            COM              743832107    11858   425400 SH      SHARED      03        425400
D PROVIDENT BANKSHARES CORP      COM              743859100     2359   101475 SH      SHARED      01        101475
D PROVIDENT BANKSHARES CORP      COM              743859100      127     5476 SH      SHARED      03          1077              4399
D PROVIDENT BANKSHARES CORP      COM              743859100      356    15315 SH      SHARED      06         15315
D PROVIDENT COS INC              COM              743862104    66986  1674674 SH      SHARED      01       1467344            207330
D PROVIDENT COS INC              COM              743862104       60     1500 SH      SHARED      03          1500
D PROVIDENT COS INC              COM              743862104     4766   119164 SH      SHARED      06        119164
D PROVIDENT FINL GROUP INC       COM              743866105      192     4400 SH      SHARED                  4400
D PROVIDENT FINL GROUP INC       COM              743866105     9855   225275 SH      SHARED      01        102825            122450
D PROVIDENT FINL GROUP INC       COM              743866105      923    21100 SH      SHARED      06         21100
D PROVIDENT FINL HLDGS INC       COM              743868101      170     8500 SH      SHARED      01          8500
D PROVINCE HEALTHCARE CO         COM              743977100      319    16400 SH      SHARED      01         16200               200
D PROVINCE HEALTHCARE CO         COM              743977100       58     3000 SH      SHARED      03          1000              2000
D PROVINCE HEALTHCARE CO         COM              743977100       19     1000 SH      SHARED      06          1000
D PROVIDIAN FINL CORP            COM              74406A102      419     4500 SH      SHARED                  4500
D PROVIDIAN FINL CORP            COM              74406A102   201908  2165235 SH      SHARED      01       1767715            397520
D PROVIDIAN FINL CORP            COM              74406A102     1065    11425 SH      SHARED      03           300             11125
D PROVIDIAN FINL CORP            COM              74406A102    13006   139475 SH      SHARED      06        139475
D PROXICOM INC                   COM              744282104      238     9300 SH      SHARED      03          9200               100
D PROXICOM INC                   COM              744282104      770    30000 SH      SHARED      06         30000
D PROXIM INC                     COM              744284100      191     3300 SH      SHARED      01          3300
D PSINET INC                     COM              74437C101       52     1200 SH      SHARED                  1200
D PSINET INC                     COM              74437C101    19810   452800 SH      SHARED      01        256900            195900
D PSINET INC                     COM              74437C101      389     8900 SH      SHARED      06          8900
D PSINET INC                     PFD C CV 6 3/4   74437C309     5025   104162 SH      SHARED      06        104162
D PUBLIC SVC CO N MEX            COM              744499104       85     4300 SH      SHARED                  4300
D PUBLIC SVC CO N MEX            COM              744499104    12129   610312 SH      SHARED      01        247845            362467
D PUBLIC SVC CO N MEX            COM              744499104      508    25600 SH      SHARED      06         25600
D PUBLIC SVC CO N C INC          COM              744516105     4814   164600 SH      SHARED      01        102350             62250
D PUBLIC SVC CO N C INC          COM              744516105     3820   130600 SH      SHARED      06        130600
D PUBLIC SVC ENTERPRISE GROUP    COM              744573106   143036  3504767 SH      SHARED      01       3081527            423240
D PUBLIC SVC ENTERPRISE GROUP    COM              744573106       71     1750 SH      SHR/OTHR    01                   1000      750
D PUBLIC SVC ENTERPRISE GROUP    COM              744573106       12      300 SH      SHARED      02           300
D PUBLIC SVC ENTERPRISE GROUP    COM              744573106       14      350 SH      SHARED      03                             350
D PUBLIC SVC ENTERPRISE GROUP    COM              744573106    10508   257477 SH      SHARED      06        257477
D PUBLIC STORAGE INC             COM              74460D109    13744   490873 SH      SHARED      01        194562            296311
D PUBLIC STORAGE INC             COM              74460D109      126     4515 SH      SHARED      03                            4515
D PUBLIC STORAGE INC             COM              74460D109     1392    49730 SH      SHARED      06         49730
D PUERTO RICAN CEM INC           COM              745075101      408    12300 SH      SHARED      01         12300
D PUERTO RICAN CEM INC           COM              745075101      112     3400 SH      SHARED      06          3400
D PUGET SOUND ENERGY INC         COM              745332106        9      400 SH      SHARED                   400
D PUGET SOUND ENERGY INC         COM              745332106    14941   622559 SH      SHARED      01        325414            297145
D PUGET SOUND ENERGY INC         COM              745332106       30     1290 SH      SHR/OTHR    01                    645      645
D PUGET SOUND ENERGY INC         COM              745332106        2      110 SH      SHARED      03                             110
D PUGET SOUND ENERGY INC         COM              745332106     1905    79400 SH      SHARED      06         79400
D PULASKI FINL CORP              COM              745548107      110    10000 SH      SHARED      06         10000
D PULASKI FURNITURE CORP         COM              745553107        2      100 SH      SHARED      01           100
D PULITZER INC                   COM              745769109      222     4583 SH      SHARED      01          4583
D PULITZER INC                   COM              745769109       38      800 SH      SHARED      06           800
D PULTE CORP                     COM              745867101      618    26800 SH      SHARED                 26800
D PULTE CORP                     COM              745867101    15540   673854 SH      SHARED      01        635654             38200
D PULTE CORP                     COM              745867101     1184    51375 SH      SHARED      06         51375
D PUMA TECHNOLOGY INC            COM              745887109     3255   620100 SH      SHARED      03        620100
D PURE WORLD INC                 COM              74622C106       30     7040 SH      SHARED      01          7040
D PUTNAM DIVID INCOME FD         COM SH BEN INT   746706100       14     1500 SH      SHARED      03                            1500
D PUTNAM MASTER INCOME TR        SH BEN INT       74683K104       66     9000 SH      SHR/OTHR    01                   9000
D PUTNAM MASTER INCOME TR        SH BEN INT       74683K104        0       95 SH      SHARED      03                              95
D PUTNAM PREMIER INCOME TR       SH BEN INT       746853100       34     4500 SH      SHR/OTHR    01                            4500
D PUTNAM PREMIER INCOME TR       SH BEN INT       746853100       34     4463 SH      SHARED      03                            4463
D QLT PHOTOTHERAPEUTICS INC      COM              746927102      110     2000 SH      SHARED      03          2000
D QLT PHOTOTHERAPEUTICS INC      COM              746927102      103     1880 SH      SHARED      01          1880
D QLT PHOTOTHERAPEUTICS INC      COM              746927102    10747   195400 SH      SHARED      06        195400
D QMS INC                        COM              74726G102      272    49600 SH      SHARED      01         49600
D QRS CORP                       COM              74726X105     2106    27000 SH      SHARED      01         27000
D QRS CORP                       COM              74726X105       78     1000 SH      SHARED      03                            1000
D QRS CORP                       COM              74726X105    11224   143900 SH      SHARED      05        143900
D QRS CORP                       COM              74726X105       62      800 SH      SHARED      06           800
D QAD INC                        COM              74727D108      136    44700 SH      SHARED      01         41300              3400
D QAD INC                        COM              74727D108       20     6800 SH      SHARED      06          6800
D Q E P INC                      COM              74727K102        0      100 SH      SHARED      01           100
D QLOGIC CORP                    COM              747277101    16156   122400 SH      SHARED      01        115000              7400
D QLOGIC CORP                    COM              747277101       13      100 SH      SHR/OTHR    01                    100
D QLOGIC CORP                    COM              747277101     1282     9717 SH      SHARED      06          9717
D QUADRAMED CORP                 COM              74730W101     1939   238675 SH      SHARED      01         66675            172000
D QUADRAMED CORP                 COM              74730W101       19     2400 SH      SHARED      06          2400
D QUAKER FABRIC CORP NEW         COM              747399103       62    15000 SH      SHARED      01         15000
D QUAKER FABRIC CORP NEW         COM              747399103       42    10100 SH      SHARED      06         10100
D QUAKER OATS CO                 COM              747402105      464     7001 SH      SHARED                  7001
D QUAKER OATS CO                 COM              747402105   141915  2138091 SH      SHARED      01       1829501            308590
D QUAKER OATS CO                 COM              747402105     2217    33413 SH      SHR/OTHR    01                  28200     5213
D QUAKER OATS CO                 COM              747402105       13      200 SH      SHARED      02           200
D QUAKER OATS CO                 COM              747402105        8      124 SH      SHARED      03           124
D QUAKER OATS CO                 COM              747402105     9702   146180 SH      SHARED      06        146180
D QUALCOMM INC                   COM              747525103     3687    25700 SH      SHARED                 25700
D QUALCOMM INC                   COM              747525103   147933  1030893 SH      SHARED      01        551318            479575
D QUALCOMM INC                   COM              747525103      304     2121 SH      SHR/OTHR    01                            2121
D QUALCOMM INC                   COM              747525103     2109    14700 SH      SHARED      03         11125              3575
D QUALCOMM INC                   COM              747525103    16042   111796 SH      SHARED      06        111796
D QUANTA SVCS INC                COM              74762E102       13      300 SH      SHARED      01           300
D QUANEX CORP                    COM              747620102     4987   175000 SH      SHARED      01         66200            108800
D QUANEX CORP                    COM              747620102       45     1600 SH      SHARED      06          1600
D QUANTUM CORP                   SUB NT CONV 7%04 747906AC9       70    75000 PRN     SHR/OTHR    01                  75000
D QUANTUM CORP                   COM              747906105      221     9200 SH      SHARED                  9200
D QUANTUM CORP                   COM              747906105    25957  1075942 SH      SHARED      01        587020            488922
D QUANTUM CORP                   COM              747906105       24     1000 SH      SHR/OTHR    01                   1000
D QUANTUM CORP                   COM              747906105       33     1400 SH      SHARED      03                            1400
D QUANTUM CORP                   COM              747906105     4983   206554 SH      SHARED      06        206554
D QUEBECOR PRINTING INC          SUB VTG          747922102      138     6400 SH      SHARED      01          6400
D QUEEN SAND RES INC             COM              747927101        1     1748 SH      SHARED      03          1748
D QUEENS CNTY BANCORP INC        COM              748242104     3642   112505 SH      SHARED      01        111505              1000
D QUEENS CNTY BANCORP INC        COM              748242104       71     2200 SH      SHARED      06          2200
D QUEST DIAGNOSTICS INC          COM              74834L100     5616   205178 SH      SHARED      01        118415             86763
D QUEST DIAGNOSTICS INC          COM              74834L100       16      612 SH      SHR/OTHR    01                             612
D QUEST DIAGNOSTICS INC          COM              74834L100       95     3500 SH      SHARED      06          3500
D QUEST ED CORP                  COM              74835F102      128    12200 SH      SHARED      01         12200
D QUESTAR CORP                   COM              748356102      112     5900 SH      SHARED                  5900
D QUESTAR CORP                   COM              748356102    12943   676786 SH      SHARED      01        291600            385186
D QUESTAR CORP                   COM              748356102       61     3200 SH      SHR/OTHR    01                            3200
D QUESTAR CORP                   COM              748356102       91     4800 SH      SHARED      03           600              4200
D QUESTAR CORP                   COM              748356102      719    37600 SH      SHARED      06         37600
D QUIKSILVER INC                 COM              74838C106     2105    80800 SH      SHARED      01         80800
D QUIKSILVER INC                 COM              74838C106       84     3250 SH      SHARED      06          3250
D QUIGLEY CORP                   COM NEW          74838L304       35     7200 SH      SHARED      01          7200
D QUILMES INDL QUINSA SOCIETE    SPN ADR NV PFD   74838Y108      786    63577 SH      SHARED      02         63577
D QUINTILES TRANSNATIONAL CORP   COM              748767100      483    11500 SH      SHARED                 11500
D QUINTILES TRANSNATIONAL CORP   COM              748767100    20696   492775 SH      SHARED      01        300352            192423
D QUINTILES TRANSNATIONAL CORP   COM              748767100     8545   203458 SH      SHARED      06        203458
D QUORUM HEALTH GROUP INC        COM              749084109       94     7500 SH      SHARED                  7500
D QUORUM HEALTH GROUP INC        COM              749084109     4175   332356 SH      SHARED      01        219306            113050
D QUORUM HEALTH GROUP INC        COM              749084109      445    35442 SH      SHARED      06         35442
D R & B FALCON CORP              COM              74912E101        7      750 SH      SHR/OTHR    06                             750
D R & B FALCON CORP              COM              74912E101      542    57850 SH      SHARED                 57850
D R & B FALCON CORP              COM              74912E101     7690   820295 SH      SHARED      01        365329            454966
D R & B FALCON CORP              COM              74912E101       53     5656 SH      SHARED      03           782              4874
D R & B FALCON CORP              COM              74912E101     2684   286334 SH      SHARED      06        286334
D QWEST COMMUNICATIONS INTL INC  COM              749121109     1202    36383 SH      SHR/OTHR    06                           36383
D QWEST COMMUNICATIONS INTL INC  COM              749121109       72     2200 SH      SHARED                  2200
D QWEST COMMUNICATIONS INTL INC  COM              749121109    37536  1135332 SH      SHARED      01        914934            220398
D QWEST COMMUNICATIONS INTL INC  COM              749121109      310     9400 SH      SHR/OTHR    01                   8600      800
D QWEST COMMUNICATIONS INTL INC  COM              749121109      262     7950 SH      SHARED      03          5600              2350
D QWEST COMMUNICATIONS INTL INC  COM              749121109     3447   104266 SH      SHARED      06        104266
D R & B INC                      COM              749124103        1      200 SH      SHARED      01           200
D RCM TECHNOLOGIES INC           COM NEW          749360400        3      300 SH      SHARED      03                             300
D RCN CORP                       COM              749361101    15975   383800 SH      SHARED      01        158600            225200
D RCN CORP                       COM              749361101      187     4500 SH      SHARED      06          4500
D RFS HOTEL INVS INC             COM              74955J108     5484   436600 SH      SHARED      01        107500            329100
D RFS HOTEL INVS INC             COM              74955J108      109     8700 SH      SHARED      06          8700
D R H DONNELLEY CORP             COM NEW          74955W307     1465    74933 SH      SHARED      01         57602             17331
D R H DONNELLEY CORP             COM NEW          74955W307      841    43017 SH      SHR/OTHR    01                  37985     5032
D R H DONNELLEY CORP             COM NEW          74955W307      117     6000 SH      SHARED      06          6000
D RLI CORP                       COM              749607107     1299    33543 SH      SHARED      01         33543
D RLI CORP                       COM              749607107       34      900 SH      SHARED      06           900
D RPC INC                        COM              749660106     2520   288080 SH      SHARED      01         40300            247780
D RPC INC                        COM              749660106       12     1400 SH      SHARED      06          1400
D RPM INC OHIO                   COM              749685103      160    11300 SH      SHARED                 11300
D RPM INC OHIO                   COM              749685103    11029   777415 SH      SHARED      01        386976            390439
D RPM INC OHIO                   COM              749685103       24     1700 SH      SHARED      03                            1700
D RPM INC OHIO                   COM              749685103      661    46600 SH      SHARED      06         46600
D RTI INTL METALS INC            COM              74973W107      750    51100 SH      SHARED      01         50800               300
D RTI INTL METALS INC            COM              74973W107       23     1600 SH      SHARED      06          1600
D RWD TECHNOLOGIES INC           COM              74975B101        2      200 SH      SHARED      01           200
D RWD TECHNOLOGIES INC           COM              74975B101        5      500 SH      SHARED      06           500
D RMH TELESERVICES INC           COM              749938106       48    12400 SH      SHARED      01         12400
D RF MICRODEVICES INC            COM              749941100     5380    72100 SH      SHARED      01         72100
D RF MICRODEVICES INC            COM              749941100       14      200 SH      SHARED      03                             200
D RF MICRODEVICES INC            COM              749941100     4702    63014 SH      SHARED      06         63014
D RACING CHAMPIONS CORP          COM              750069106       50     7100 SH      SHARED      01          7100
D RADIAN GROUP INC               COM              750236101    18819   385549 SH      SHARED      01        150728            234821
D RADIAN GROUP INC               COM              750236101      397     8150 SH      SHARED      03           250              7900
D RADIAN GROUP INC               COM              750236101     1044    21393 SH      SHARED      06         21393
D RADIANT SYSTEMS INC            COM              75025N102        8      600 SH      SHARED      01           600
D RADIANT SYSTEMS INC            COM              75025N102       42     3000 SH      SHARED      03                            3000
D RADIANT SYSTEMS INC            COM              75025N102       12      900 SH      SHARED      06           900
D RADIO ONE INC                  CL A             75040P108        2       64 SH      SHARED      06            64
D RADISYS CORP                   COM              750459109       69     1800 SH      SHARED      01          1800
D RAILAMERICA INC                COM              750753105      190    18500 SH      SHARED      01         18500
D RAILTEX INC                    COM              750766107     1383    99700 SH      SHARED                 99700
D RAILWORKS CORP                 COM              750789109      561    60650 SH      SHARED      05         60650
D RAILWORKS CORP                 COM              750789109     2474   267500 SH      SHARED      06        267500
D RAINBOW RENTALS INC            COM              750857104     2303   200300 SH      SHARED                200300
D RAINBOW RENTALS INC            COM              750857104     1016    88400 SH      SHARED      01         88400
D RAINFOREST CAFE INC            COM              75086K104      109    21625 SH      SHARED      01         19550              2075
D RAINFOREST CAFE INC            COM              75086K104       96    19000 SH      SHARED      06         19000
D RAINBOW TECHNOLOGIES INC       COM              750862104        3      300 SH      SHARED      01           300
D RAINBOW TECHNOLOGIES INC       COM              750862104      141    12000 SH      SHR/OTHR    01                  12000
D RAMBUS INC DEL                 COM              750917106      414     4500 SH      SHARED                  4500
D RAMBUS INC DEL                 COM              750917106     3715    40300 SH      SHARED      01         40300
D RAMBUS INC DEL                 COM              750917106     1432    15540 SH      SHARED      06         15540
D RALCORP HLDGS INC NEW          COM              751028101      141     8800 SH      SHARED                  8800
D RALCORP HLDGS INC NEW          COM              751028101     3959   245565 SH      SHARED      01        159568             85997
D RALCORP HLDGS INC NEW          COM              751028101     1248    77400 SH      SHARED      06         77400
D RALSTON PURINA CO              COM RAL-PUR GP   751277302      337    11100 SH      SHARED                 11100
D RALSTON PURINA CO              COM RAL-PUR GP   751277302   140656  4621220 SH      SHARED      01       3955486            665734
D RALSTON PURINA CO              COM RAL-PUR GP   751277302      320    10541 SH      SHR/OTHR    01                   3981     6560
D RALSTON PURINA CO              COM RAL-PUR GP   751277302        9      300 SH      SHARED      02           300
D RALSTON PURINA CO              COM RAL-PUR GP   751277302       49     1621 SH      SHARED      03           400              1221
D RALSTON PURINA CO              COM RAL-PUR GP   751277302     7802   256337 SH      SHARED      06        256337
D RAMCO-GERSHENSON PPTYS TR      COM SH BEN INT   751452202       19     1200 SH      SHARED      01          1200
D RAMCO-GERSHENSON PPTYS TR      COM SH BEN INT   751452202       24     1500 SH      SHARED      06          1500
D RAMTRON INTL CORP              COM              751907106        4     7900 SH      SHARED      01          7900
D RANGER OIL LTD                 COM              752805101       97    19800 SH      SHARED                 19800
D RANGER OIL LTD                 COM              752805101      606   122937 SH      SHARED      01        101571             21366
D RANGER OIL LTD                 COM              752805101      226    45800 SH      SHARED      06         45800
D RANGE RES CORP                 COM              75281A109      855   139714 SH      SHARED      01        137634              2080
D RANGE RES CORP                 COM              75281A109      173    28400 SH      SHARED      06         28400
D RARE MEDIUM GROUP INC          COM              75382N109       72     5800 SH      SHARED      01          5800
D RARE HOSPITALITY INTL INC      COM              753820109     4689   183900 SH      SHARED      01        183900
D RARE HOSPITALITY INTL INC      COM              753820109       28     1100 SH      SHARED      06          1100
D RATIONAL SOFTWARE CORP         COM NEW          75409P202     3760   114170 SH      SHARED                114170
D RATIONAL SOFTWARE CORP         COM NEW          75409P202    23096   701218 SH      SHARED      01        361833            339385
D RATIONAL SOFTWARE CORP         COM NEW          75409P202      128     3889 SH      SHARED      03          3334               555
D RATIONAL SOFTWARE CORP         COM NEW          75409P202     1660    50400 SH      SHARED      06         50400
D RAWLINGS SPORTING GOODS INC    COM              754459105        0      100 SH      SHARED      01           100
D RAYCHEM CORP DEL               COM              754603108      107     2900 SH      SHARED                  2900
D RAYCHEM CORP DEL               COM              754603108    49522  1338442 SH      SHARED      01       1130142            208300
D RAYCHEM CORP DEL               COM              754603108    18850   509463 SH      SHARED      06        509463
D RAYMOND JAMES FINANCIAL INC    COM              754730109       48     2000 SH      SHARED                  2000
D RAYMOND JAMES FINANCIAL INC    COM              754730109      356    14850 SH      SHARED      01         14850
D RAYMOND JAMES FINANCIAL INC    COM              754730109     1024    42700 SH      SHARED      06         42700
D RAYONIER INC                   COM              754907103     5653   113500 SH      SHARED                113500
D RAYONIER INC                   COM              754907103    12460   250150 SH      SHARED      01        125175            124975
D RAYONIER INC                   COM              754907103      612    12300 SH      SHARED      06         12300
D RAYOVAC CORP                   COM              755081106     1826    80500 SH      SHARED      01         76400              4100
D RAYOVAC CORP                   COM              755081106       70     3100 SH      SHARED      06          3100
D RAYTHEON CO                    CL A             755111309     2633    38234 SH      SHARED      01         36362              1872
D RAYTHEON CO                    CL A             755111309      322     4681 SH      SHR/OTHR    01                   3856      825
D RAYTHEON CO                    CL A             755111309        5       79 SH      SHARED      03             6                73
D RAYTHEON CO                    CL A             755111309     2619    38036 SH      SHARED      06         38036
D RAYTHEON CO                    CL B             755111408   359034  5092686 SH      SHARED      01       4270126            822560
D RAYTHEON CO                    CL B             755111408     4012    56916 SH      SHR/OTHR    01                  43150    13766
D RAYTHEON CO                    CL B             755111408       14      200 SH      SHARED      03                             200
D RAYTHEON CO                    CL B             755111408    16946   240380 SH      SHARED      06        240380
D RAZORFISH INC                  CL A             755236106        7      200 SH      SHARED      03                             200
D RAZORFISH INC                  CL A             755236106        9      245 SH      SHARED      06           245
D READ-RITE CORP                 SUB NT CV 6.5%04 755246AA3     7260 17370000 PRN     SHARED      06      17370000
D READ-RITE CORP                 COM              755246105     2207   355800 SH      SHARED      01        208900            146900
D READ-RITE CORP                 COM              755246105       42     6800 SH      SHARED      06          6800
D READERS DIGEST ASSN INC        CL A NON VTG     755267101      314     7900 SH      SHARED                  7900
D READERS DIGEST ASSN INC        CL A NON VTG     755267101    29001   729595 SH      SHARED      01        365495            364100
D READERS DIGEST ASSN INC        CL A NON VTG     755267101       75     1900 SH      SHR/OTHR    01                            1900
D READERS DIGEST ASSN INC        CL A NON VTG     755267101     2035    51200 SH      SHARED      06         51200
D REALNETWORKS INC               COM              75605L104     4635    67300 SH      SHARED      01         67300
D REALNETWORKS INC               COM              75605L104     3202    46500 SH      SHARED      06         46500
D REALTY INCOME CORP             COM              756109104     2574   108400 SH      SHARED      01         88700             19700
D REALTY INCOME CORP             COM              756109104      216     9100 SH      SHARED      06          9100
D REALTY INFORMATION GROUP INC   COM              75612B107        8      200 SH      SHARED      06           200
D RECKSON ASSOCS RLTY CORP       COM              75621K106     2971   126100 SH      SHARED      01        122800              3300
D RECKSON ASSOCS RLTY CORP       COM              75621K106      221     9418 SH      SHARED      03          1600              7818
D RECKSON ASSOCS RLTY CORP       COM              75621K106      120     5100 SH      SHARED      06          5100
D RECKSON ASSOCS RLTY CORP       CL B             75621K304      851    35656 SH      SHARED      01         34415              1241
D RECKSON ASSOCS RLTY CORP       CL B             75621K304    14253   597003 SH      SHARED      06        597003
D RECOTON CORP                   COM              756268108       12     1365 SH      SHARED      01          1265               100
D RECOTON CORP                   COM              756268108       88     9700 SH      SHARED      06          9700
D RED ROOF INNS INC              COM              757005103     1775    99000 SH      SHARED      01         93600              5400
D RED ROOF INNS INC              COM              757005103       55     3100 SH      SHARED      06          3100
D REDBACK NETWORKS INC           COM              757209101     6052    48200 SH      SHARED      01         48200
D REDBACK NETWORKS INC           COM              757209101      978     7792 SH      SHARED      06          7792
D REDWOOD EMPIRE BANCORP         COM              757897103       64     2703 SH      SHARED      01          2703
D REDWOOD TR INC                 COM              758075402      993    60000 SH      SHARED      01         60000
D REDWOOD TR INC                 COM              758075402       14      900 SH      SHARED      06           900
D REEBOK INTL LTD                COM              758110100       24     1300 SH      SHARED                  1300
D REEBOK INTL LTD                COM              758110100    13872   744846 SH      SHARED      01        657344             87502
D REEBOK INTL LTD                COM              758110100      996    53500 SH      SHARED      06         53500
D REEDS JEWELERS INC             COM              758341101        1      524 SH      SHARED      01           524
D REFAC                          COM              758653109       35     5400 SH      SHARED      01          5400
D REGAL BELOIT CORP              COM              758750103       44     1900 SH      SHARED                  1900
D REGAL BELOIT CORP              COM              758750103     6025   255050 SH      SHARED      01        110700            144350
D REGAL BELOIT CORP              COM              758750103       59     2500 SH      SHARED      06          2500
D REGENERON PHARMACEUTICALS      COM              75886F107      290    37200 SH      SHARED      01         37200
D REGENERON PHARMACEUTICALS      COM              75886F107       21     2800 SH      SHARED      06          2800
D REGIS CORP MINN                COM              758932107     1753    91400 SH      SHARED      01         91400
D REGIS CORP MINN                COM              758932107       65     3400 SH      SHARED      06          3400
D REGENCY RLTY CORP              COM              758939102     1772    80800 SH      SHARED      01         80800
D REGENCY RLTY CORP              COM              758939102      333    15200 SH      SHARED      06         15200
D REGIONS FINL CORP              COM              758940100       49     1300 SH      SHARED                  1300
D REGIONS FINL CORP              COM              758940100   125375  3261837 SH      SHARED      01       2665606            596231
D REGIONS FINL CORP              COM              758940100      337     8785 SH      SHARED      03          7931               854
D REGIONS FINL CORP              COM              758940100     6068   157869 SH      SHARED      06        157869
D REGENT ASSISTED LIVING INC     COM              758949101       12     3000 SH      SHARED      01          3000
D REHABCARE GROUP INC            COM              759148109        8      450 SH      SHARED      01           450
D REINSURANCE GROUP AMER INC     COM              759351109     5307   150575 SH      SHARED      01        110700             39875
D REINSURANCE GROUP AMER INC     COM              759351109      604    17150 SH      SHARED      06         17150
D RELIANCE BANCORP INC           COM              759451107      892    32300 SH      SHARED      01         31400               900
D RELIANCE BANCORP INC           COM              759451107       24      900 SH      SHARED      06           900
D RELIANCE GROUP HOLDINGS INC    COM              759464100     4146   557500 SH      SHARED      01        322685            234815
D RELIANCE GROUP HOLDINGS INC    COM              759464100      673    90600 SH      SHARED      06         90600
D RELIANCE STEEL & ALUMINUM CO   COM              759509102     1148    29450 SH      SHARED      01         29450
D RELIANCE STEEL & ALUMINUM CO   COM              759509102       39     1000 SH      SHARED      06          1000
D RELIANT ENERGY INC             COM              75952J108      265     9600 SH      SHARED                  9600
D RELIANT ENERGY INC             COM              75952J108   117838  4265631 SH      SHARED      01       3691677            573954
D RELIANT ENERGY INC             COM              75952J108      174     6315 SH      SHR/OTHR    01                   2648     3667
D RELIANT ENERGY INC             COM              75952J108      277    10063 SH      SHARED      03                           10063
D RELIANT ENERGY INC             COM              75952J108    23015   833149 SH      SHARED      06        833149
D RELIASTAR FINL CORP            COM              75952U103      363     8300 SH      SHARED                  8300
D RELIASTAR FINL CORP            COM              75952U103    29578   676084 SH      SHARED      01        318872            357212
D RELIASTAR FINL CORP            COM              75952U103      129     2966 SH      SHR/OTHR    01                            2966
D RELIASTAR FINL CORP            COM              75952U103     1841    42100 SH      SHARED      06         42100
D RELM WIRELESS CORP             COM              759525108        1      400 SH      SHARED      02           400
D REMEC INC                      COM              759543101      501    31100 SH      SHARED      01         28700              2400
D REMEC INC                      COM              759543101       46     2900 SH      SHARED      06          2900
D REMEDY CORP                    COM              759548100     8333   310075 SH      SHARED      01        154600            155475
D REMEDY CORP                    COM              759548100       86     3200 SH      SHARED      06          3200
D REMEDYTEMP INC                 CL A             759549108       40     3000 SH      SHARED      01           800              2200
D REMEDYTEMP INC                 CL A             759549108       49     3700 SH      SHARED      06          3700
D RENAISSANCE WORLDWIDE INC      COM              75968A109     3151   395520 SH      SHARED      01        395520
D RENAISSANCE WORLDWIDE INC      COM              75968A109       15     2000 SH      SHARED      06          2000
D REPUBLIC BANCSHARES INC        COM              759929102       65     3200 SH      SHARED      01          1600              1600
D REPUBLIC BANCSHARES INC        COM              759929102       14      700 SH      SHARED      06           700
D RENAL CARE GROUP INC           COM              759930100     3483   134625 SH      SHARED      01        134625
D RENAL CARE GROUP INC           COM              759930100      137     5300 SH      SHARED      06          5300
D RENT A CTR INC NEW             COM              76009N100     5181   215900 SH      SHARED      01         46200            169700
D RENT A CTR INC NEW             COM              76009N100       43     1800 SH      SHARED      06          1800
D RENT WAY INC                   COM              76009U104     1078    43791 SH      SHARED      01         42872               919
D RENT WAY INC                   COM              76009U104       44     1800 SH      SHARED      06          1800
D RENTAL SERVICE CORP            COM              76009V102     2032    71000 SH      SHARED      01         68900              2100
D RENTAL SERVICE CORP            COM              76009V102       83     2900 SH      SHARED      06          2900
D REPSOL S A                     SPONSORED ADR    76026T205       97     4800 SH      SHARED      01          4800
D REPSOL S A                     SPONSORED ADR    76026T205       48     2400 SH      SHR/OTHR    01                   2400
D REPSOL S A                     SPONSORED ADR    76026T205       28     1400 SH      SHARED      06          1400
D REPUBLIC BANCORP INC           COM              760282103     1487    97934 SH      SHARED      01         97934
D REPUBLIC BANCORP INC           COM              760282103       63     4192 SH      SHARED      06          4192
D REPUBLIC BKG CORP FLA MIAMI FL COM              760322107      250    13000 SH      SHARED      01         13000
D REPUBLIC BKG CORP FLA MIAMI FL COM              760322107       19     1000 SH      SHARED      06          1000
D REPUBLIC GROUP INC             COM              760473108      469    26086 SH      SHARED      01         26086
D REPUBLIC GROUP INC             COM              760473108       16      900 SH      SHARED      06           900
D REPUBLIC N Y CORP              COM              760719104       68     1000 SH      SHARED                  1000
D REPUBLIC N Y CORP              COM              760719104   106921  1568068 SH      SHARED      01       1352032            216036
D REPUBLIC N Y CORP              COM              760719104     6666    97764 SH      SHARED      06         97764
D REPUBLIC SECURITY FINL CORP    COM              760758102     3704   442300 SH      SHARED                442300
D REPUBLIC SECURITY FINL CORP    COM              760758102      754    90143 SH      SHARED      01         90143
D REPUBLIC SECURITY FINL CORP    COM              760758102       54     6500 SH      SHARED      06          6500
D REPUBLIC SVCS INC              CL A             760759100      207     8400 SH      SHARED      01          8400
D REPUBLIC SVCS INC              CL A             760759100     6465   261244 SH      SHARED      06        261244
D RESEARCH FRONTIERS INC         COM              760911107       10     1125 SH      SHARED      01          1125
D RES-CARE INC                   COM              760943100      856    37650 SH      SHARED      01         37650
D RES-CARE INC                   COM              760943100       27     1200 SH      SHARED      06          1200
D RESMED INC                     COM              761152107     3713   111900 SH      SHARED                111900
D RESMED INC                     COM              761152107     4360   131400 SH      SHARED      01         48700             82700
D RESMED INC                     COM              761152107       63     1900 SH      SHARED      06          1900
D RESORTQUEST INTL INC           COM              761183102       14     1700 SH      SHARED      01          1700
D RESOURCE AMERICA INC           CL A             761195205     4317   297740 SH      SHARED      01         87340            210400
D RESOURCE AMERICA INC           CL A             761195205       81     5600 SH      SHARED      06          5600
D RESOURCE ASSET INVESTMENT TR   COM              761196104       11      900 SH      SHARED      01           900
D RESOURCE BANCSHARES MTG GROUP  COM              761197102      610    59568 SH      SHARED      01         59568
D RESOURCE BANCSHARES MTG GROUP  COM              761197102       45     4400 SH      SHARED      06          4400
D RESPIRONICS INC                COM              761230101     1386    91687 SH      SHARED      01         91687
D RESPIRONICS INC                COM              761230101       52     3500 SH      SHARED      06          3500
D REUNION INDS INC               COM              761312107        0       90 SH      SHR/OTHR    01                              90
D REUTERS GROUP PLC              SPONSORED ADR    76132M102      633     7810 SH      SHARED      01          3563              4247
D REUTERS GROUP PLC              SPONSORED ADR    76132M102      611     7538 SH      SHR/OTHR    01                   4593     2945
D REUTERS GROUP PLC              SPONSORED ADR    76132M102       42      530 SH      SHARED      06           530
D REVLON INC                     CL A             761525500     4984   164782 SH      SHARED      01         19782            145000
D REVLON INC                     CL A             761525500       15      500 SH      SHARED      03           500
D REVLON INC                     CL A             761525500     1762    58279 SH      SHARED      06         58279
D REX STORES CORP                COM              761624105      536    18000 SH      SHARED      01         18000
D REXALL SUNDOWN INC             COM              761648104        2      200 SH      SHARED                   200
D REXALL SUNDOWN INC             COM              761648104     2353   193100 SH      SHARED      01         66700            126400
D REXALL SUNDOWN INC             COM              761648104       46     3800 SH      SHARED      06          3800
D REYNOLDS & REYNOLDS CO         CL A             761695105      184     7900 SH      SHARED                  7900
D REYNOLDS & REYNOLDS CO         CL A             761695105    15506   665189 SH      SHARED      01        348581            316608
D REYNOLDS & REYNOLDS CO         CL A             761695105      984    42225 SH      SHARED      06         42225
D REYNOLDS METALS CO             COM              761763101     2873    48700 SH      SHARED                 48700
D REYNOLDS METALS CO             COM              761763101    60581  1026806 SH      SHARED      01        866846            159960
D REYNOLDS METALS CO             COM              761763101       23      400 SH      SHARED      03           400
D REYNOLDS METALS CO             COM              761763101    12948   219465 SH      SHARED      06        219465
D REYNOLDS R J TOB HLDGS INC     COM              76182K105      264     8333 SH      SHARED      06          8333
D REYNOLDS R J TOB HLDGS INC     COM              76182K105    48413  1524828 SH      SHARED      01       1150980            373848
D RHONE POULENC S A              SPN ADR REP WT   762426138        4     1600 SH      SHR/OTHR    01                            1600
D RHONE POULENC S A              SPNSRD ADR A     762426609       50     1100 SH      SHARED      01          1100
D RHONE POULENC S A              SPNSRD ADR A     762426609       47     1019 SH      SHARED      03                            1019
D RHONE POULENC S A              SPNSRD ADR A     762426609      648    14000 SH      SHARED      06         14000
D RHYTHMS NETCONNECTIONS INC     COM              762430205       70     1200 SH      SHARED                  1200
D RHYTHMS NETCONNECTIONS INC     COM              762430205       23      400 SH      SHARED      03                             400
D RHYTHMS NETCONNECTIONS INC     COM              762430205     4637    79442 SH      SHARED      06         79442
D RIBOZYME PHARMACEUTICALS INC   COM              762567105       46    10900 SH      SHARED      01         10900
D RIBOZYME PHARMACEUTICALS INC   COM              762567105        4     1000 SH      SHR/OTHR    01                            1000
D RICHFOOD HLDGS INC             COM              763408101    11210   636073 SH      SHARED      01        518723            117350
D RICHFOOD HLDGS INC             COM              763408101      657    37300 SH      SHARED      06         37300
D RICHMOND CNTY FINL CORP        COM              764556106     1541    80100 SH      SHARED      01         76300              3800
D RICHMOND CNTY FINL CORP        COM              764556106       55     2900 SH      SHARED      06          2900
D RIGHTCHOICE MANAGED CARE INC   CL A             76657K101      156    13700 SH      SHARED      01         13700
D RIGGS NATL CORP WASH DC        COM              766570105     7762   377500 SH      SHARED      01        150600            226900
D RIGGS NATL CORP WASH DC        COM              766570105       49     2400 SH      SHARED      06          2400
D RIGHT MGMT CONSULTANTS INC     COM              766573109      146     9425 SH      SHARED      01          9425
D RISK CAP HLDGS INC             COM              767711104      419    31100 SH      SHARED      01         25700              5400
D RISK CAP HLDGS INC             COM              767711104       28     2100 SH      SHARED      06          2100
D RITE AID CORP                  COM              767754104      192     7800 SH      SHARED                  7800
D RITE AID CORP                  COM              767754104    97915  3976258 SH      SHARED      01       3440412            535846
D RITE AID CORP                  COM              767754104      201     8200 SH      SHR/OTHR    01                   4000     4200
D RITE AID CORP                  COM              767754104        9      400 SH      SHARED      02           400
D RITE AID CORP                  COM              767754104        9      400 SH      SHARED      03                             400
D RITE AID CORP                  COM              767754104     8675   352300 SH      SHARED      06        352300
D RIVIANA FOODS INC              COM              769536103      536    28600 SH      SHARED      01         27200              1400
D RIVIANA FOODS INC              COM              769536103       26     1400 SH      SHR/OTHR    01                            1400
D RIVIANA FOODS INC              COM              769536103       16      900 SH      SHARED      06           900
D RIVIERA TOOL CO                COM              769648106       50    10185 SH      SHARED      01         10185
D ROADWAY EXPRESS INC DEL        COM              769742107     3812   196763 SH      SHARED      01         74250            122513
D ROADWAY EXPRESS INC DEL        COM              769742107       29     1500 SH      SHR/OTHR    01                            1500
D ROADWAY EXPRESS INC DEL        COM              769742107      877    45300 SH      SHARED      06         45300
D ROANOKE ELEC STL CORP          COM              769841107      559    32200 SH      SHARED      01         32200
D ROANOKE ELEC STL CORP          COM              769841107      154     8900 SH      SHARED      06          8900
D ROBERTS REALTY INVS            COM              769900101       16     2200 SH      SHARED      01          2200
D ROBERTS REALTY INVS            COM              769900101       95    12520 SH      SHARED      03                           12520
D ROBBINS & MYERS INC            COM              770196103      528    23700 SH      SHARED      01         23700
D ROBBINS & MYERS INC            COM              770196103       20      900 SH      SHARED      06           900
D ROBERT HALF INTL INC           COM              770323103      374    14500 SH      SHARED                 14500
D ROBERT HALF INTL INC           COM              770323103    18090   700853 SH      SHARED      01        340605            360248
D ROBERT HALF INTL INC           COM              770323103       25     1000 SH      SHARED      03                            1000
D ROBERT HALF INTL INC           COM              770323103     2786   107935 SH      SHARED      06        107935
D ROBERTS PHARMACEUTICAL CORP    COM              770491108       24     1000 SH      SHARED                  1000
D ROBERTS PHARMACEUTICAL CORP    COM              770491108     3852   160500 SH      SHARED      01        126200             34300
D ROBERTS PHARMACEUTICAL CORP    COM              770491108       76     3200 SH      SHARED      06          3200
D ROBERTSON CECO CORP            COM PAR $0.01    770539203        3      400 SH      SHARED      01           400
D ROBOTIC VISION SYS INC         COM              771074101       93    25000 SH      SHR/OTHR    01                           25000
D ROBOTIC VISION SYS INC         COM              771074101       13     3500 SH      SHARED      01          3500
D ROBOTIC VISION SYS INC         COM              771074101        0        2 SH      SHARED      03             2
D ROCHESTER GAS & ELEC CORP      COM              771367109     6568   247300 SH      SHARED      01        142900            104400
D ROCHESTER GAS & ELEC CORP      COM              771367109      151     5700 SH      SHARED      06          5700
D ROCHESTER MED CORP             COM              771497104        1      100 SH      SHARED      01           100
D ROCK BOTTOM RESTURANTS INC     COM              771833100       78     8100 SH      SHARED      01          8100
D ROCK OF AGES CORP              CL A             772632105        1      100 SH      SHARED      01           100
D ROCK-TENN CO                   CL A             772739207      822    49300 SH      SHARED      01         44210              5090
D ROCK-TENN CO                   CL A             772739207       21     1300 SH      SHARED      06          1300
D ROCKWELL INTL CORP NEW         COM              773903109   166334  2738014 SH      SHARED      01       2378639            359375
D ROCKWELL INTL CORP NEW         COM              773903109       60     1000 SH      SHR/OTHR    01                            1000
D ROCKWELL INTL CORP NEW         COM              773903109       24      400 SH      SHARED      02           400
D ROCKWELL INTL CORP NEW         COM              773903109      147     2422 SH      SHARED      03                            2422
D ROCKWELL INTL CORP NEW         COM              773903109    11913   196100 SH      SHARED      06        196100
D ROGERS CANTEL MOBILE COMMN     CL B RSTRG VTG   775102205       23     1400 SH      SHARED                  1400
D ROGERS COMMUNICATIONS INC      CL B             775109200       12      750 SH      SHARED                   750
D ROGERS COMMUNICATIONS INC      CL B             775109200     1869   115500 SH      SHARED      01        115500
D ROGERS COMMUNICATIONS INC      CL B             775109200       22     1400 SH      SHARED      06          1400
D ROGERS CORP                    COM              775133101      681    23100 SH      SHARED      01         23100
D ROGERS CORP                    COM              775133101     1256    42600 SH      SHARED      06         42600
D ROGUE WAVE SOFTWARE INC        COM              775369101      108    11900 SH      SHARED      01         11900
D ROHM & HAAS CO                 COM              775371107      411     9600 SH      SHARED                  9600
D ROHM & HAAS CO                 COM              775371107   126585  2952433 SH      SHARED      01       2609788            342645
D ROHM & HAAS CO                 COM              775371107      353     8238 SH      SHR/OTHR    01                   5100     3138
D ROHM & HAAS CO                 COM              775371107       17      400 SH      SHARED      02           400
D ROHM & HAAS CO                 COM              775371107        7      184 SH      SHARED      03           184
D ROHM & HAAS CO                 COM              775371107    75958  1771627 SH      SHARED      06       1771627
D ROHN INDS INC                  COM              775381106      100    73200 SH      SHARED      01         70500              2700
D ROHN INDS INC                  COM              775381106        3     2500 SH      SHARED      06          2500
D ROLLINS INC                    COM              775711104       44     2800 SH      SHARED                  2800
D ROLLINS INC                    COM              775711104     5385   337911 SH      SHARED      01        123014            214897
D ROLLINS INC                    COM              775711104      215    13500 SH      SHARED      06         13500
D ROLLINS TRUCK LEASING CORP     COM              775741101     3659   328900 SH      SHARED      01        276650             52250
D ROLLINS TRUCK LEASING CORP     COM              775741101       22     2025 SH      SHR/OTHR    01                            2025
D ROLLINS TRUCK LEASING CORP     COM              775741101       84     7562 SH      SHARED      06          7562
D ROMAC INTL INC                 COM              775835101      943   106315 SH      SHARED      01        103622              2693
D ROMAC INTL INC                 COM              775835101       41     4700 SH      SHARED      06          4700
D ROPER INDS INC NEW             COM              776696106    11491   359100 SH      SHARED      01        112600            246500
D ROPER INDS INC NEW             COM              776696106       64     2000 SH      SHR/OTHR    01                            2000
D ROPER INDS INC NEW             COM              776696106       99     3100 SH      SHARED      06          3100
D ROSLYN BANCORP INC             COM              778162107    13218   769115 SH      SHARED      01        320790            448325
D ROSLYN BANCORP INC             COM              778162107      433    25204 SH      SHARED      06         25204
D ROSS STORES INC                COM              778296103    18535   367946 SH      SHARED      01        176744            191202
D ROSS STORES INC                COM              778296103      103     2050 SH      SHARED      03                            2050
D ROSS STORES INC                COM              778296103     1442    28644 SH      SHARED      06         28644
D ROSTELECOM OPEN JT STK LNG DST SPONSORED ADR    778529107       16     1700 SH      SHARED                  1700
D ROSTELECOM OPEN JT STK LNG DST SPONSORED ADR    778529107      673    68600 SH      SHARED      01         68600
D ROUGE INDS INC DEL             CL A             779088103      277    28500 SH      SHARED      01         28500
D ROUGE INDS INC DEL             CL A             779088103        9     1000 SH      SHARED      06          1000
D ROUSE CO                       COM              779273101    14266   562220 SH      SHARED      01        213485            348735
D ROUSE CO                       COM              779273101       12      500 SH      SHR/OTHR    01                    500
D ROUSE CO                       COM              779273101     1159    45699 SH      SHARED      03          6300             39399
D ROUSE CO                       COM              779273101      501    19783 SH      SHARED      06         19783
D ROUSE CO                       PFD CONV SER B   779273309       32      800 SH      SHARED      03           800
D ROUSE CO                       PFD CONV SER B   779273309     6186   154169 SH      SHARED      06        154169
D ROWAN COS INC                  COM              779382100      178     9800 SH      SHARED                  9800
D ROWAN COS INC                  COM              779382100    21662  1186963 SH      SHARED      01       1074563            112400
D ROWAN COS INC                  COM              779382100      109     6000 SH      SHARED      03                            6000
D ROWAN COS INC                  COM              779382100     3117   170848 SH      SHARED      06        170848
D ROWE COS                       COM              779528108        5      505 SH      SHARED      01           505
D ROYAL APPLIANCE MFG CO         COM              780076105       37     5400 SH      SHARED      01          5400
D ROYAL APPLIANCE MFG CO         COM              780076105        6     1000 SH      SHARED      03                            1000
D ROYAL BANCSHARES PA INC        CL A             780081105        6      400 SH      SHARED      01           400
D ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF C    780097408       52     2000 SH      SHR/OTHR    01                            2000
D ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF9.125 780097606       51     2000 SH      SHR/OTHR    01                            2000
D ROYAL BK SCOTLAND GROUP PLC    SPN ADR PREF E   780097705       26     1000 SH      SHARED      03                            1000
D ROYAL BK SCOTLAND GROUP PLC    SPONSORD ADR G   780097887       28     1200 SH      SHARED      06          1200
D ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804       75     1260 SH      SHR/OTHR    06                            1260
D ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804  1257669 20874177 SH      SHARED      01      20439298     1200   433679
D ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804    41366   686579 SH      SHR/OTHR    01                 392072   294507
D ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804     2212    36730 SH      SHARED      03          3050             33680
D ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804    82146  1363425 SH      SHARED      06       1363425
D ROYCE VALUE TR INC             COM              780910105      101     7635 SH      SHR/OTHR    01                            7635
D ROYCE MICRO-CAP TR INC         COM              780915104       89    10636 SH      SHARED      03          3228              7408
D RUBY TUESDAY INC               COM              781182100     6755   355530 SH      SHARED      01        171826            183704
D RUBY TUESDAY INC               COM              781182100      142     7500 SH      SHARED      03                            7500
D RUBY TUESDAY INC               COM              781182100       96     5080 SH      SHARED      06          5080
D RUDDICK CORP                   COM              781258108       96     4800 SH      SHARED                  4800
D RUDDICK CORP                   COM              781258108     5790   289534 SH      SHARED      01        117034            172500
D RUDDICK CORP                   COM              781258108      974    48700 SH      SHARED      06         48700
D RURAL / METRO CORP             COM              781748108      408    42450 SH      SHARED      01         42450
D RURAL / METRO CORP             COM              781748108      111    11600 SH      SHARED      06         11600
D RUSH ENTERPISES INC            COM              781846100      188    11700 SH      SHARED      01         11700
D RUSS BERRIE & CO               COM              782233100     3257   131600 SH      SHARED      01         69800             61800
D RUSS BERRIE & CO               COM              782233100       39     1600 SH      SHARED      06          1600
D RUSSELL CORP                   COM              782352108       15      800 SH      SHARED                   800
D RUSSELL CORP                   COM              782352108    11643   597117 SH      SHARED      01        438217            158900
D RUSSELL CORP                   COM              782352108        7      400 SH      SHARED      03           400
D RUSSELL CORP                   COM              782352108      491    25200 SH      SHARED      06         25200
D RYANS FAMILY STEAK HOUSE INC   COM              783519101     6262   538725 SH      SHARED      01        285035            253690
D RYANS FAMILY STEAK HOUSE INC   COM              783519101       83     7200 SH      SHARED      06          7200
D RYDER SYS INC                  COM              783549108    28324  1099972 SH      SHARED      01        913069            186903
D RYDER SYS INC                  COM              783549108     1574    61150 SH      SHARED      06         61150
D RYERSON TULL INC NEW           COM              78375P107       58     2600 SH      SHARED                  2600
D RYERSON TULL INC NEW           COM              78375P107     5280   234045 SH      SHARED      01        123122            110923
D RYERSON TULL INC NEW           COM              78375P107      268    11900 SH      SHARED      06         11900
D RYLAND GROUP INC               COM              783764103      169     5700 SH      SHARED                  5700
D RYLAND GROUP INC               COM              783764103     4434   149386 SH      SHARED      01         87100             62286
D RYLAND GROUP INC               COM              783764103      103     3500 SH      SHARED      06          3500
D S & T BANCORP INC              COM              783859101     2339    92640 SH      SHARED      01         92640
D S & T BANCORP INC              COM              783859101       50     2000 SH      SHARED      03                            2000
D S & T BANCORP INC              COM              783859101       70     2800 SH      SHARED      06          2800
D SBC COMMUNICATIONS INC         COM              78387G103       70     1220 SH      SHR/OTHR    06                            1220
D SBC COMMUNICATIONS INC         COM              78387G103     2813    48501 SH      SHARED                 48501
D SBC COMMUNICATIONS INC         COM              78387G103  1738365 29971823 SH      SHARED      01      24833774           5138049
D SBC COMMUNICATIONS INC         COM              78387G103    21179   365170 SH      SHR/OTHR    01                 200781   164389
D SBC COMMUNICATIONS INC         COM              78387G103    33738   581699 SH      SHARED      02        581699
D SBC COMMUNICATIONS INC         COM              78387G103     1457    25133 SH      SHARED      03          1100             24033
D SBC COMMUNICATIONS INC         COM              78387G103   118495  2043021 SH      SHARED      06       2042861               160
D SBS TECHNOLOGIES INC           COM              78387P103      139     6900 SH      SHARED      01          6900
D SBE INC                        COM NEW          783873201       43     7500 SH      SHARED      01          7500
D SBA COMMUNICATIONS CORP        COM              78388J106      241    24900 SH      SHARED      03         24900
D SCB COMPUTER TECHNOLOGY INC    COM              78388N107       31     6000 SH      SHARED      01           300              5700
D SCB COMPUTER TECHNOLOGY INC    COM              78388N107       46     8800 SH      SHARED      06          8800
D SCI SYS INC                    COM              783890106      137     2900 SH      SHARED                  2900
D SCI SYS INC                    COM              783890106    21966   463678 SH      SHARED      01        235308            228370
D SCI SYS INC                    COM              783890106      113     2400 SH      SHARED      03          1000              1400
D SCI SYS INC                    COM              783890106     4139    87384 SH      SHARED      06         87384
D SCM MICROSYSTEMS INC           COM              784018103     7030   151600 SH      SHARED      01         49200            102400
D SCM MICROSYSTEMS INC           COM              784018103       78     1700 SH      SHARED      06          1700
D SCIPE HLDGS INC                COM              78402P104     1044    32000 SH      SHARED      01         29800              2200
D SCIPE HLDGS INC                COM              78402P104       42     1300 SH      SHARED      06          1300
D SDL INC                        COM              784076101     4324    84700 SH      SHARED      01         80700              4000
D SDL INC                        COM              784076101      204     4000 SH      SHARED      06          4000
D SEI INVESTMENTS CO             COM              784117103    16219   183793 SH      SHARED      01         79800            103993
D SEI INVESTMENTS CO             COM              784117103      535     6066 SH      SHARED      06          6066
D SEMCO ENERGY INC               COM              78412D109      486    31537 SH      SHARED      01         31537
D SEMCO ENERGY INC               COM              78412D109       35     2300 SH      SHARED      06          2300
D SFX ENTMT INC                  CL A             784178105    15667   244804 SH      SHARED      01         98604            146200
D SFX ENTMT INC                  CL A             784178105      288     4502 SH      SHARED      06          4502
D S I HANDLING SYS INC           COM              784255101        5      525 SH      SHARED      01           525
D SK TELECOM LTD                 SPONSORED ADR    78440P108       62     3700 SH      SHARED      01          3200               500
D SK TELECOM LTD                 SPONSORED ADR    78440P108     1854   109081 SH      SHARED      02        109081
D SL GREEN RLTY CORP             COM              78440X101     1199    58700 SH      SHARED      01         57100              1600
D SL GREEN RLTY CORP             COM              78440X101       47     2300 SH      SHARED      06          2300
D S L INDS INC                   COM              784413106        1      100 SH      SHARED      01           100
D SLM HLDG CORP                  COM              78442A109   114220  2493250 SH      SHARED      01       2051798            441452
D SLM HLDG CORP                  COM              78442A109     1888    41229 SH      SHR/OTHR    01                  28937    12292
D SLM HLDG CORP                  COM              78442A109    48252  1053269 SH      SHARED      06       1053269
D SLI INC                        COM              78442T108     1702    63050 SH      SHARED      01         61650              1400
D SLI INC                        COM              78442T108       67     2500 SH      SHARED      06          2500
D SM&A CORP                      COM              784432106      155    20400 SH      SHARED      01         20400
D SM&A CORP                      COM              784432106       19     2600 SH      SHARED      06          2600
D SPDR TR                        UNIT SER 1       78462F103      102      750 SH      SHARED      01                             750
D SPDR TR                        UNIT SER 1       78462F103      150     1100 SH      SHARED      03                            1100
D SPDR TR                        UNIT SER 1       78462F103     7564    55218 SH      SHARED      06         55218
D SOS STAFFING SVCS INC          COM              78462X104      149    28500 SH      SHARED      01         25700              2800
D SOS STAFFING SVCS INC          COM              78462X104       40     7800 SH      SHARED      06          7800
D SPS TECHNOLOGIES INC           COM              784626103     2066    55100 SH      SHARED      01         48100              7000
D SPS TECHNOLOGIES INC           COM              784626103       41     1100 SH      SHARED      06          1100
D SPX CORP                       COM              784635104      150     1800 SH      SHARED                  1800
D SPX CORP                       COM              784635104    28284   338733 SH      SHARED      01        229386            109347
D SPX CORP                       COM              784635104       65      785 SH      SHARED      03                             785
D SPX CORP                       COM              784635104     2350    28153 SH      SHARED      06         28153
D S3 INC                         COM              784849101     6174   679000 SH      SHARED      01        299400            379600
D S3 INC                         COM              784849101       60     6600 SH      SHARED      06          6600
D SVI HLDGS INC                  COM              784872103       99     8300 SH      SHARED      01          8300
D SPR INC                        COM              784922106        0      100 SH      SHARED      01           100
D SPR INC                        COM              784922106       32     6100 SH      SHARED      06          6100
D SABINE ROYALTY TR              UNIT BEN INT     785688102       43     3000 SH      SHARED      01                            3000
D SABRATEK CORP                  COM              78571U108      831    38000 SH      SHARED      01         38000
D SABRATEK CORP                  COM              78571U108       21     1000 SH      SHARED      06          1000
D SABRE GROUP HLDGS INC          CL A             785905100    22398   325800 SH      SHARED      01        139200            186600
D SABRE GROUP HLDGS INC          CL A             785905100      921    13400 SH      SHARED      06         13400
D SAF T LOK INC                  COM              78636P102       42    16100 SH      SHARED      01         16100
D SAFECO CORP                    COM              786429100      141     3200 SH      SHARED                  3200
D SAFECO CORP                    COM              786429100    93506  2119119 SH      SHARED      01       1767589            351530
D SAFECO CORP                    COM              786429100     4716   106898 SH      SHARED      06        106898
D SAFEGUARD SCIENTIFICS INC      SB NT CV 144A 06 786449AD0     8510  8160000 PRN     SHARED      06       8160000
D SAFEGUARD SCIENTIFICS INC      COM              786449108       75     1200 SH      SHR/OTHR    06                            1200
D SAFEGUARD SCIENTIFICS INC      COM              786449108    16436   260900 SH      SHARED      01        115800            145100
D SAFEGUARD SCIENTIFICS INC      COM              786449108     1040    16511 SH      SHARED      06         16511
D SAFESKIN CORP                  COM              786454108     3354   279500 SH      SHARED      01        149500            130000
D SAFESKIN CORP                  COM              786454108       24     2000 SH      SHARED      03          2000
D SAFESKIN CORP                  COM              786454108      264    22024 SH      SHARED      06         22024
D SAFETY COMPONENTS INTL INC     COM              786474106       35     7000 SH      SHARED      01          7000
D SAFETY COMPONENTS INTL INC     COM              786474106        1      200 SH      SHARED      06           200
D SAFETY 1ST INC                 COM              786475103     3683   627018 SH      SHARED      06        627018
D SAFETY-KLEEN CORP NEW          COM NEW          78648R203     7220   398348 SH      SHARED      01        141002            257346
D SAFETY-KLEEN CORP NEW          COM NEW          78648R203      261    14402 SH      SHARED      06         14402
D SAFEWAY INC                    COM NEW          786514208      163     3297 SH      SHR/OTHR    06                            3297
D SAFEWAY INC                    COM NEW          786514208     1702    34400 SH      SHARED                 34400
D SAFEWAY INC                    COM NEW          786514208   369396  7462549 SH      SHARED      01       6100385           1362164
D SAFEWAY INC                    COM NEW          786514208     2073    41892 SH      SHR/OTHR    01                  22450    19442
D SAFEWAY INC                    COM NEW          786514208    34214   691193 SH      SHARED      02        691193
D SAFEWAY INC                    COM NEW          786514208       59     1200 SH      SHARED      03                            1200
D SAFEWAY INC                    COM NEW          786514208    11422   230756 SH      SHARED      06        230756
D SAGA COMMUNICATIONS            CL A             786598102       52     2838 SH      SHARED      01          2838
D SAGA COMMUNICATIONS            CL A             786598102        4      246 SH      SHARED      03           246
D SAGA SYS INC                   COM              786610105     1241    97400 SH      SHARED      01         95900              1500
D SAGA SYS INC                   COM              786610105       61     4800 SH      SHARED      06          4800
D ST FRANCIS CAP CORP            COM              789374105        4      200 SH      SHARED      01           200
D ST HELENA GOLD MINES LTD       ADR              789670205       10     3900 SH      SHARED      03                            3900
D ST JOE CO                      COM              790148100     1412    52300 SH      SHARED      01         51700               600
D ST JOE CO                      COM              790148100      672    24900 SH      SHR/OTHR    01                           24900
D ST JOE CO                      COM              790148100       13      500 SH      SHARED      03                             500
D ST JOE CO                      COM              790148100       54     2000 SH      SHARED      06          2000
D ST JOHN KNITS INC              COM              790289102    24432   835300 SH      SHARED      01        817700             17600
D ST JOHN KNITS INC              COM              790289102       55     1900 SH      SHARED      06          1900
D ST JOSEPH LT & PWR CO          COM              790654107       49     2400 SH      SHARED      01          2400
D ST JOSEPH LT & PWR CO          COM              790654107       62     3054 SH      SHR/OTHR    01                            3054
D ST JUDE MED INC                COM              790849103       39     1100 SH      SHARED                  1100
D ST JUDE MED INC                COM              790849103    43593  1223671 SH      SHARED      01       1007319            216352
D ST JUDE MED INC                COM              790849103     3055    85759 SH      SHARED      06         85759
D ST MARY LD & EXPL CO           COM              792228108      968    47100 SH      SHARED      01         47100
D ST MARY LD & EXPL CO           COM              792228108       26     1300 SH      SHARED      06          1300
D ST PAUL BANCORP INC            COM              792848103    13241   519275 SH      SHARED      01        217349            301926
D ST PAUL BANCORP INC            COM              792848103      112     4400 SH      SHARED      06          4400
D ST PAUL CAP L L C              PFD MIPS 6%      792856205    19193   326700 SH      SHARED      06        326700
D ST PAUL COS INC                COM              792860108      461    14500 SH      SHARED                 14500
D ST PAUL COS INC                COM              792860108   111293  3498486 SH      SHARED      01       2928704            569782
D ST PAUL COS INC                COM              792860108        6      200 SH      SHARED      02           200
D ST PAUL COS INC                COM              792860108      140     4408 SH      SHARED      03                            4408
D ST PAUL COS INC                COM              792860108     9796   307946 SH      SHARED      06        307946
D SAKS INC                       COM              79377W108      733    25400 SH      SHARED                 25400
D SAKS INC                       COM              79377W108    32545  1127115 SH      SHARED      01        566908            560207
D SAKS INC                       COM              79377W108     2892   100161 SH      SHARED      06        100161
D SALOMON BROS HIGH INCOME FD II COM              794907105      173    13650 SH      SHARED      03                           13650
D SALOMON BROTHERS FD INC        COM              795477108       39     1974 SH      SHARED      01          1974
D SALOMON BROS 2008 WORLDWIDE    COM              79548R103       46     5000 SH      SHARED      03                            5000
D SALOMON BROS 2008 WORLDWIDE    COM              79548R103        1      200 SH      SHARED      06           200
D SALTON INC                     COM              795757103      505    10100 SH      SHARED      01         10100
D SALTON INC                     COM              795757103       25      500 SH      SHARED      06           500
D SAMSONITE CORP NEW             COM              79604V105      356    71279 SH      SHARED      01         16215             55064
D SAMSONITE CORP NEW             COM              79604V105       51    10200 SH      SHARED      06         10200
D SAN JUAN BASIN RTY TR          UNIT BEN INT     798241105       16     2000 SH      SHR/OTHR    01                   2000
D SAN JUAN BASIN RTY TR          UNIT BEN INT     798241105        8     1100 SH      SHARED      03                            1100
D SANCHEZ COMPUTER ASSOCS INC    COM              799702105      415    12000 SH      SHARED      01          8300              3700
D SANCHEZ COMPUTER ASSOCS INC    COM              799702105       62     1800 SH      SHARED      06          1800
D SANDERSON FARMS INC            COM              800013104      123     8650 SH      SHARED      01          8650
D SANDERSON FARMS INC            COM              800013104      193    13600 SH      SHARED      06         13600
D SANDISK CORP                   COM              80004C101     2943    65400 SH      SHARED      01         63900              1500
D SANDISK CORP                   COM              80004C101      117     2600 SH      SHARED      06          2600
D SANDY SPRING BANCORP INC       COM              800363103      313    11300 SH      SHARED      01         11300
D SANDY SPRING BANCORP INC       COM              800363103     1059    38168 SH      SHARED      03           700             37468
D SANDY SPRING BANCORP INC       COM              800363103       16      600 SH      SHARED      06           600
D SANMINA CORP                   SB DB CV 144A 04 800907AA5    49794 45350000 PRN     SHARED      06      45350000
D SANMINA CORP                   COM              800907107      440     5800 SH      SHARED                  5800
D SANMINA CORP                   COM              800907107    38135   502612 SH      SHARED      01        265202            237410
D SANMINA CORP                   COM              800907107     7077    93280 SH      SHARED      06         93280
D SANGSTAT MED CORP              COM              801003104      857    49700 SH      SHARED      01         49700
D SANGSTAT MED CORP              COM              801003104       36     2100 SH      SHARED      06          2100
D SANTA BARBARA RESTAURANT GP    COM              801378100       33    13263 SH      SHARED      01         13263
D SANTA FE ENERGY TR             RCPT DEP UNITS   802013102       18     1000 SH      SHARED      03                            1000
D SANTA FE SNYDER CORP           COM              80218K105      140    17500 SH      SHARED                 17500
D SANTA FE SNYDER CORP           COM              80218K105    14384  1798098 SH      SHARED      01        773578           1024520
D SANTA FE SNYDER CORP           COM              80218K105     1750   218837 SH      SHARED      06        218837
D SAP AKTIENGESELLSCHAFT         SPONSORED ADR    803054204     1094    31600 SH      SHARED      06         31600
D SAPIENT CORP                   COM              803062108     2146    37900 SH      SHARED      01         37900
D SAPIENT CORP                   COM              803062108     1156    20424 SH      SHARED      06         20424
D SARA LEE CORP                  COM              803111103      306    13500 SH      SHARED                 13500
D SARA LEE CORP                  COM              803111103   316077 13932081 SH      SHARED      01      11595687           2336394
D SARA LEE CORP                  COM              803111103     3794   167268 SH      SHR/OTHR    01                  85400    81868
D SARA LEE CORP                  COM              803111103       40     1800 SH      SHARED      02          1800
D SARA LEE CORP                  COM              803111103      520    22950 SH      SHARED      03          5100             17850
D SARA LEE CORP                  COM              803111103    17482   770587 SH      SHARED      06        770587
D SAUCONY INC                    CL B             804120202       33     1500 SH      SHARED      01          1500
D SAUER INC                      COM              804137107       99     9700 SH      SHARED      01          9700
D SAUER INC                      COM              804137107       11     1100 SH      SHARED      06          1100
D SAUL CTRS INC                  COM              804395101       23     1400 SH      SHARED      01          1400
D SAUL CTRS INC                  COM              804395101       18     1100 SH      SHARED      03                            1100
D SAUL CTRS INC                  COM              804395101       44     2700 SH      SHARED      06          2700
D SAVILLE SYS PLC                SPONSORED ADR    805174109        4      300 SH      SHARED      01                             300
D SAVILLE SYS PLC                SPONSORED ADR    805174109      653    45036 SH      SHARED      02         45036
D SAVILLE SYS PLC                SPONSORED ADR    805174109      139     9600 SH      SHARED      03          8600              1000
D SAVOIR TECHNOLOGY GROUP INC    COM              80533W107       81     8700 SH      SHARED      01          8700
D SAWTEK INC                     COM              805468105     1417    30900 SH      SHARED      01         30900
D SAWTEK INC                     COM              805468105       64     1400 SH      SHARED      06          1400
D SAXTON INC                     COM              805630100        1      200 SH      SHARED      01           200
D SBARRO INC                     COM              805844107       43     1600 SH      SHARED                  1600
D SBARRO INC                     COM              805844107     3619   133740 SH      SHARED      01         70277             63463
D SBARRO INC                     COM              805844107     7003   258800 SH      SHARED      06        258800
D SCAN OPTICS INC                COM              805894102       38     8900 SH      SHARED      01          8900
D SCANA CORP                     COM              805898103      383    16400 SH      SHARED                 16400
D SCANA CORP                     COM              805898103    12806   547876 SH      SHARED      01        355518            192358
D SCANA CORP                     COM              805898103      508    21770 SH      SHR/OTHR    01                   4800    16970
D SCANA CORP                     COM              805898103      127     5466 SH      SHARED      03                            5466
D SCANA CORP                     COM              805898103    13527   578700 SH      SHARED      06        578700
D SCANSOURCE INC                 COM              806037107        8      400 SH      SHARED      01           400
D SCHAWK INC                     CL A             806373106      162    18200 SH      SHARED      01         18200
D SCHAWK INC                     CL A             806373106        8     1000 SH      SHARED      06          1000
D SCHEIN HENRY INC               COM              806407102     2463    77734 SH      SHARED      01         77734
D SCHEIN HENRY INC               COM              806407102       17      550 SH      SHARED      03                             550
D SCHEIN HENRY INC               COM              806407102       95     3000 SH      SHARED      06          3000
D SCHEIN PHARMACEUTICAL INC      COM              806416103       98     8200 SH      SHARED      01          7000              1200
D SCHEIN PHARMACEUTICAL INC      COM              806416103        7      600 SH      SHARED      06           600
D SCHERING PLOUGH CORP           COM              806605101     8951   170500 SH      SHARED                170500
D SCHERING PLOUGH CORP           COM              806605101  1158681 22070128 SH      SHARED      01      18315311           3754817
D SCHERING PLOUGH CORP           COM              806605101     9385   178770 SH      SHR/OTHR    01                 129050    49720
D SCHERING PLOUGH CORP           COM              806605101    26485   504482 SH      SHARED      02        504482
D SCHERING PLOUGH CORP           COM              806605101     2044    38939 SH      SHARED      03          2546             36393
D SCHERING PLOUGH CORP           COM              806605101    88650  1688579 SH      SHARED      06       1688579
D SCHICK TECHNOLOGIES INC        COM              806683108        3     1000 SH      SHARED      03          1000
D SCHLOTZSKYS INC                COM              806832101        3      300 SH      SHARED                   300
D SCHLUMBERGER LTD               COM              806857108     5152    80900 SH      SHARED                 80900
D SCHLUMBERGER LTD               COM              806857108   327390  5140618 SH      SHARED      01       5140618
D SCHLUMBERGER LTD               COM              806857108     3424    53770 SH      SHARED      03          4210             49560
D SCHLUMBERGER LTD               COM              806857108    46507   730246 SH      SHARED      06        730246
D SCHNITZER STL INDS             CL A             806882106        4      200 SH      SHARED      01           200
D SCHNITZER STL INDS             CL A             806882106       89     4000 SH      SHARED      06          4000
D SCHOLASTIC CORP                COM              807066105      617    12200 SH      SHARED                 12200
D SCHOLASTIC CORP                COM              807066105     5108   100900 SH      SHARED      01         70000             30900
D SCHOLASTIC CORP                COM              807066105       12      250 SH      SHARED      03                             250
D SCHOLASTIC CORP                COM              807066105      364     7200 SH      SHARED      06          7200
D SCHOOL SPECIALTY INC           COM              807863105        0       57 SH      SHARED      01            57
D SCHOOL SPECIALTY INC           COM              807863105        0       61 SH      SHR/OTHR    01                              61
D SCHUFF STL CO                  COM              808156103        0      100 SH      SHARED      01           100
D SCHULER HOMES INC              COM              808188106       17     2700 SH      SHARED      01          2700
D SCHULMAN A INC                 COM              808194104       53     3100 SH      SHARED                  3100
D SCHULMAN A INC                 COM              808194104     4696   273278 SH      SHARED      01        146919            126359
D SCHULMAN A INC                 COM              808194104      256    14900 SH      SHARED      06         14900
D SCHULTZ SAV O STORES INC       COM              808196109        4      300 SH      SHARED      01           300
D SCHWAB CHARLES CORP NEW        COM              808513105      872     8000 SH      SHARED                  8000
D SCHWAB CHARLES CORP NEW        COM              808513105   618453  5673882 SH      SHARED      01       4916052            757830
D SCHWAB CHARLES CORP NEW        COM              808513105       98      900 SH      SHR/OTHR    01                    700      200
D SCHWAB CHARLES CORP NEW        COM              808513105       81      750 SH      SHARED      02           750
D SCHWAB CHARLES CORP NEW        COM              808513105      351     3225 SH      SHARED      03                            3225
D SCHWAB CHARLES CORP NEW        COM              808513105    42257   387680 SH      SHARED      06        387680
D SCHWEITZER-MAUDUIT INTL INC    COM              808541106     2366   157781 SH      SHARED      01         87751             70030
D SCHWEITZER-MAUDUIT INTL INC    COM              808541106       43     2905 SH      SHR/OTHR    01                    916     1989
D SCHWEITZER-MAUDUIT INTL INC    COM              808541106       27     1800 SH      SHARED      06          1800
D SCIENT CORP                    COM              80864H109      471     9920 SH      SHARED      06          9920
D SCIENTIFIC ATLANTA INC         COM              808655104     8809   244700 SH      SHARED                244700
D SCIENTIFIC ATLANTA INC         COM              808655104    42331  1175871 SH      SHARED      01       1004693            171178
D SCIENTIFIC ATLANTA INC         COM              808655104        7      200 SH      SHARED      03                             200
D SCIENTIFIC ATLANTA INC         COM              808655104     3582    99500 SH      SHARED      06         99500
D SCIENTIFIC GAMES HLDGS CORP    COM              808747109     3279   168200 SH      SHARED      01         48800            119400
D SCIENTIFIC GAMES HLDGS CORP    COM              808747109       19     1000 SH      SHARED      06          1000
D SCIOS INC                      COM              808905103     1909   587593 SH      SHARED      01        163516            424077
D SCIOS INC                      COM              808905103        1      490 SH      SHARED      03           100               390
D SCIOS INC                      COM              808905103      100    31000 SH      SHARED      06         31000
D SCITEX LTD                     ORD              809090103       32     3200 SH      SHARED      01          3200
D SCOPE INDS                     COM              809163108       19      300 SH      SHARED      01           300
D SCOTSMAN INDS INC              COM              809340102     1390    64485 SH      SHARED      01         37020             27465
D SCOTSMAN INDS INC              COM              809340102       25     1200 SH      SHARED      06          1200
D SCOTT TECHNOLOGIES INC         COM              810022301     1346    69922 SH      SHARED      01         69922
D SCOTT TECHNOLOGIES INC         COM              810022301       30     1600 SH      SHARED      06          1600
D SCOTTISH PWR PLC               SPON ADR FINAL   81013T705        4      140 SH      SHARED      03                             140
D SCOTTS CO                      CL A             810186106     9415   197700 SH      SHARED      01         85000            112700
D SCOTTS CO                      CL A             810186106       95     2000 SH      SHARED      06          2000
D SCRIPPS E W CO OHIO            CL A             811054204       19      400 SH      SHARED                   400
D SCRIPPS E W CO OHIO            CL A             811054204     7530   158325 SH      SHARED      01         81285             77040
D SCRIPPS E W CO OHIO            CL A             811054204       85     1800 SH      SHARED      06          1800
D SCUDDER GLOBAL HIGH INCOME FD  COM              81115E101       25     4600 SH      SHARED      03                            4600
D SCUDDER NEW ASIA FD INC        COM              811183102      146    10000 SH      SHR/OTHR    01                           10000
D SEA CONTAINERS LTD             CL A             811371707       83     2500 SH      SHARED      01          2500
D SEA CONTAINERS LTD             CL A             811371707       16      500 SH      SHR/OTHR    01                    500
D SEA CONTAINERS LTD             CL A             811371707       23      700 SH      SHARED      06           700
D SEABOARD CORP                  COM              811543107      170      500 SH      SHARED      01           500
D SEABOARD CORP                  COM              811543107       10       30 SH      SHARED      06            30
D SEACOAST FINL SVCS CORP        COM              81170Q106       14     1277 SH      SHARED      01          1277
D SEACOAST BKG CORP FLA          CL A             811707108       15      500 SH      SHARED      01           500
D SEACOAST BKG CORP FLA          CL A             811707108       18      600 SH      SHR/OTHR    01                             600
D SEAGATE TECHNOLOGY             COM              811804103   100992  3941163 SH      SHARED      01       3317739            623424
D SEAGATE TECHNOLOGY             COM              811804103       17      700 SH      SHARED      02           700
D SEAGATE TECHNOLOGY             COM              811804103      143     5600 SH      SHARED      03          2300              3300
D SEAGATE TECHNOLOGY             COM              811804103    13478   525971 SH      SHARED      06        525971
D SEAGRAM LTD                    COM              811850106      438     8700 SH      SHARED                  8700
D SEAGRAM LTD                    COM              811850106   186622  3704672 SH      SHARED      01       3704672
D SEAGRAM LTD                    COM              811850106    15350   304731 SH      SHARED      06        304731
D SEACOR SMIT INC                COM              811904101     5323    99500 SH      SHARED      01         73400             26100
D SEACOR SMIT INC                COM              811904101     1294    24200 SH      SHARED      06         24200
D SEALED AIR CORP NEW            COM              81211K100      123     1900 SH      SHARED                  1900
D SEALED AIR CORP NEW            COM              81211K100    83920  1293575 SH      SHARED      01       1074222            219353
D SEALED AIR CORP NEW            COM              81211K100      275     4241 SH      SHR/OTHR    01                            4241
D SEALED AIR CORP NEW            COM              81211K100     3929    60571 SH      SHARED      06         60571
D SEALED AIR CORP NEW            PFD CV A $2      81211K209     5786    92590 SH      SHARED      01         89118              3472
D SEALED AIR CORP NEW            PFD CV A $2      81211K209      510     8163 SH      SHR/OTHR    01                   5950     2213
D SEALED AIR CORP NEW            PFD CV A $2      81211K209   172613  2761809 SH      SHARED      06       2761809
D SEARS ROEBUCK & CO             COM              812387108   249697  5603372 SH      SHARED      01       4696450            906922
D SEARS ROEBUCK & CO             COM              812387108      619    13894 SH      SHR/OTHR    01                   1644    12250
D SEARS ROEBUCK & CO             COM              812387108       35      800 SH      SHARED      02           800
D SEARS ROEBUCK & CO             COM              812387108       40      912 SH      SHARED      03                             912
D SEARS ROEBUCK & CO             COM              812387108    10781   241946 SH      SHARED      06        241946
D SEATTLE FILMWORKS INC          COM              812572105        3     1012 SH      SHARED      01          1012
D SECOND BANCORP INC             COM              813114105        8      300 SH      SHARED      01           300
D SECTOR SPDR TR                 SBI BASIC INDS   81369Y100        5      200 SH      SHARED      06           200
D SECTOR SPDR TR                 SBI INT-FINL     81369Y605        5      200 SH      SHARED      06           200
D SECTOR SPDR TR                 SBI INT-TECH     81369Y803     3643    90000 SH      SHARED      06         90000
D SECTOR SPDR TR                 SBI INT-UTILS    81369Y886        6      200 SH      SHARED      06           200
D SECURITY CAP GROUP INC         CL B             81413P204     3840   263700 SH      SHARED      01        105000            158700
D SECURITY CAP GROUP INC         CL B             81413P204       77     5300 SH      SHARED      06          5300
D SECURITY CAP CORP DEL          CL A NEW         814131405        0       25 SH      SHARED      03            25
D SECURITY DYNAMICS TECHNOLOGIES COM              814208104       10      500 SH      SHR/OTHR    03                             500
D SECURITY DYNAMICS TECHNOLOGIES COM              814208104     7356   346197 SH      SHARED      01        166197            180000
D SECURITY DYNAMICS TECHNOLOGIES COM              814208104    13040   613650 SH      SHARED      03        604850              8800
D SECURITY DYNAMICS TECHNOLOGIES COM              814208104     4783   225100 SH      SHARED      05        225100
D SECURITY DYNAMICS TECHNOLOGIES COM              814208104      133     6300 SH      SHARED      06          6300
D SECURITY FIRST TECHNOLOGIES CP COM              814279105      135     3000 SH      SHARED      03                            3000
D SECURITY FIRST TECHNOLOGIES CP COM              814279105       22      500 SH      SHARED      06           500
D SECURITY PA FINL CORP          COM              814847109      698    65700 SH      SHARED      06         65700
D SEIBELS BRUCE GROUP INC        COM NEW          816006209       76    15300 SH      SHARED      01         15300
D SEITEL INC                     COM NEW          816074306     3567   220404 SH      SHARED      01        134202             86202
D SEITEL INC                     COM NEW          816074306      278    17200 SH      SHARED      06         17200
D SELECTIVE INS GROUP INC        COM              816300107     3210   168400 SH      SHARED      01        136500             31900
D SELECTIVE INS GROUP INC        COM              816300107       53     2800 SH      SHARED      06          2800
D SEMTECH CORP                   COM              816850101     1793    34400 SH      SHARED      01         34400
D SEMTECH CORP                   COM              816850101       83     1600 SH      SHARED      06          1600
D SEMPRA ENERGY                  COM              816851109    92367  4082538 SH      SHARED      01       3291028            791510
D SEMPRA ENERGY                  COM              816851109      175     7751 SH      SHR/OTHR    01                   7000      751
D SEMPRA ENERGY                  COM              816851109       13      600 SH      SHARED      02           600
D SEMPRA ENERGY                  COM              816851109    12874   569047 SH      SHARED      06        569047
D SEMITOOL INC                   COM              816909105        5      600 SH      SHARED                   600
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 SENSORMATIC ELECTRS CORP       COM              817265101      107     7700 SH      SHARED                  7700
D SENSORMATIC ELECTRS CORP       COM              817265101     8715   625369 SH      SHARED      01        301051            324318
D SENSORMATIC ELECTRS CORP       COM              817265101       78     5600 SH      SHARED      03                            5600
D SENSORMATIC ELECTRS CORP       COM              817265101      532    38220 SH      SHARED      06         38220
D SENSORMATIC ELECTRS CORP       PFD 1/10CV6.5%   817265200    51525  2264876 SH      SHARED      06       2264876
D SEPRACOR INC                   SB DB CV 144A 05 817315AC8     1852  1000000 PRN     SHARED      01       1000000
D SEPRACOR INC                   SB DB CV144A7%05 817315AF1    20307 21000000 PRN     SHARED      06      21000000
D SEPRACOR INC                   COM              817315104      235     2900 SH      SHARED                  2900
D SEPRACOR INC                   COM              817315104    22693   279300 SH      SHARED      01        135900            143400
D SEPRACOR INC                   COM              817315104     1795    22100 SH      SHARED      06         22100
D SEQUA CORPORATION              CL A             817320104       63      900 SH      SHARED                   900
D SEQUA CORPORATION              CL A             817320104     4406    62953 SH      SHARED      01         36800             26153
D SEQUA CORPORATION              CL A             817320104      301     4300 SH      SHARED      06          4300
D SEQUENT COMPUTER SYS INC       COM              817338106      159     9000 SH      SHARED                  9000
D SEQUENT COMPUTER SYS INC       COM              817338106     8536   480944 SH      SHARED      01        227614            253330
D SEQUENT COMPUTER SYS INC       COM              817338106      754    42500 SH      SHARED      06         42500
D SEROLOGICALS CORP              COM              817523103      629    77425 SH      SHARED      01         76500               925
D SEROLOGICALS CORP              COM              817523103        8     1000 SH      SHARED      03                            1000
D SEROLOGICALS CORP              COM              817523103       26     3200 SH      SHARED      06          3200
D SERVICE CORP INTL              COM              817565104      111     5800 SH      SHARED                  5800
D SERVICE CORP INTL              COM              817565104    84330  4380781 SH      SHARED      01       3710523            670258
D SERVICE CORP INTL              COM              817565104      466    24225 SH      SHR/OTHR    01                   8716    15509
D SERVICE CORP INTL              COM              817565104        7      400 SH      SHARED      02           400
D SERVICE CORP INTL              COM              817565104       19     1000 SH      SHARED      03                            1000
D SERVICE CORP INTL              COM              817565104     6269   325691 SH      SHARED      06        325691
D SERVICE EXPERTS INC            COM              817567100     1025    46900 SH      SHARED      01         46900
D SERVICE EXPERTS INC            COM              817567100       45     2100 SH      SHARED      06          2100
D SERVICE MERCHANDISE INC        COM              817587108        4    11700 SH      SHARED      01         11700
D SERVICE MERCHANDISE INC        COM              817587108        2     7200 SH      SHARED      03                            7200
D SERVICEMASTER CO               COM              81760N109    21764  1160750 SH      SHARED      01        565223            595527
D SERVICEMASTER CO               COM              81760N109     3266   174226 SH      SHR/OTHR    01                 126314    47912
D SERVICEMASTER CO               COM              81760N109      627    33480 SH      SHARED      03                           33480
D SERVICEMASTER CO               COM              81760N109     3300   176015 SH      SHARED      06        176015
D 7-ELEVEN INC                   COM              817826100     3587  1616789 SH      SHARED      01        399389           1217400
D 7-ELEVEN INC                   COM              817826100       34    15479 SH      SHARED      06         15479
D 7TH LEVEL INC                  COM              817916109       52    11400 SH      SHARED      01         11400
D SEVEN SEAS PETE INC            COM              817917107       23     8500 SH      SHARED      01          8500
D SEVENSON ENVIRONMENTAL SVCS    COM              818063109        3      320 SH      SHARED      01           320
D SHANDONG HUANENG PWR DEV LTD   SPONSR ADR N     819419102       26     5100 SH      SHARED      01          5100
D SHANDONG HUANENG PWR DEV LTD   SPONSR ADR N     819419102       51    10000 SH      SHARED      06         10000
D SHARED MED SYS CORP            COM              819486101       39      600 SH      SHARED                   600
D SHARED MED SYS CORP            COM              819486101    27243   417521 SH      SHARED      01        336097             81424
D SHARED MED SYS CORP            COM              819486101       39      600 SH      SHR/OTHR    01                             600
D SHARED MED SYS CORP            COM              819486101     1240    19012 SH      SHARED      06         19012
D SHAW GROUP INC                 COM              820280105        3      200 SH      SHARED      01           200
D SHAW GROUP INC                 COM              820280105       77     4900 SH      SHARED      06          4900
D SHAW INDS INC                  COM              820286102      719    41100 SH      SHARED                 41100
D SHAW INDS INC                  COM              820286102    15453   883064 SH      SHARED      01        456947            426117
D SHAW INDS INC                  COM              820286102       12      700 SH      SHARED      03           700
D SHAW INDS INC                  COM              820286102      996    56918 SH      SHARED      06         56918
D SHELDAHL CO                    COM              822440103        1      300 SH      SHARED      01           300
D SHELL TRANS & TRADING PLC      NEW YRK SH NEW   822703609     2369    51100 SH      SHARED                 51100
D SHELL TRANS & TRADING PLC      NEW YRK SH NEW   822703609      307     6626 SH      SHARED      01          6400               226
D SHELL TRANS & TRADING PLC      NEW YRK SH NEW   822703609      194     4200 SH      SHR/OTHR    01                   4200
D SHELL TRANS & TRADING PLC      NEW YRK SH NEW   822703609      287     6195 SH      SHARED      03                            6195
D SHELL TRANS & TRADING PLC      NEW YRK SH NEW   822703609    19166   413300 SH      SHARED      06        413300
D SHELLS SEAFOOD RESTAURANTS INC COM              822809109       46    12000 SH      SHARED      01         12000
D SHERWIN WILLIAMS CO            COM              824348106      263     9500 SH      SHARED                  9500
D SHERWIN WILLIAMS CO            COM              824348106    70838  2552738 SH      SHARED      01       2228518            324220
D SHERWIN WILLIAMS CO            COM              824348106       59     2130 SH      SHARED      03                            2130
D SHERWIN WILLIAMS CO            COM              824348106     4196   151220 SH      SHARED      06        151220
D SHILOH INDS INC                COM              824543102      172    11900 SH      SHARED      01          9200              2700
D SHILOH INDS INC                COM              824543102       55     3800 SH      SHARED      06          3800
D SHOE CARNIVAL INC              COM              824889109        8      500 SH      SHARED      01           500
D SHOPKO STORES INC              COM              824911101     2441    66900 SH      SHARED                 66900
D SHOPKO STORES INC              COM              824911101     6792   186100 SH      SHARED      01        186100
D SHOPKO STORES INC              COM              824911101      109     3000 SH      SHARED      06          3000
D SHONEYS INC                    COM              825039100       25    11801 SH      SHARED      01         11801
D SHONEYS INC                    COM              825039100       13     6090 SH      SHARED      03                            6090
D SHOP AT HOME INC               COM NEW          825066301      104    11700 SH      SHARED      01         11700
D SHOP AT HOME INC               COM NEW          825066301       44     5000 SH      SHARED      03          5000
D SHORELINE FINL CORP            COM              825190101      654    21770 SH      SHARED      01         21770
D SHORELINE FINL CORP            COM              825190101       18      600 SH      SHARED      06           600
D SHOREWOOD PACKAGING CORP       COM              825229107    10659   578155 SH      SHARED      01        146500            431655
D SHOREWOOD PACKAGING CORP       COM              825229107       51     2800 SH      SHARED      06          2800
D SHURGARD STORAGE CTRS INC      COM              82567D104     7329   270200 SH      SHARED      01        102500            167700
D SHURGARD STORAGE CTRS INC      COM              82567D104      265     9800 SH      SHARED      06          9800
D SIEBEL SYS INC                 COM              826170102       53      800 SH      SHR/OTHR    06                             800
D SIEBEL SYS INC                 COM              826170102      603     9100 SH      SHARED                  9100
D SIEBEL SYS INC                 COM              826170102    36726   553842 SH      SHARED      01        271213            282629
D SIEBEL SYS INC                 COM              826170102       11      180 SH      SHARED      03           180
D SIEBEL SYS INC                 COM              826170102     2891    43601 SH      SHARED      06         43601
D SIERRA HEALTH SVCS INC         COM              826322109     2899   200850 SH      SHARED      01        122650             78200
D SIERRA HEALTH SVCS INC         COM              826322109        0       17 SH      SHARED      02            17
D SIERRA HEALTH SVCS INC         COM              826322109      105     7300 SH      SHARED      06          7300
D SIERRA PAC RES                 COM              826425100     7187   197600 SH      SHARED      01        178300             19300
D SIERRA PAC RES                 COM              826425100      100     2750 SH      SHR/OTHR    01                    800     1950
D SIERRA PAC RES                 COM              826425100      174     4800 SH      SHARED      06          4800
D SIERRAWEST BANCORP             COM              826527103       12      420 SH      SHARED      01           420
D SIFCO INDS INC                 COM              826546103        2      300 SH      SHARED      01           300
D SIGMA ALDRICH CORP             COM              826552101      247     7200 SH      SHARED                  7200
D SIGMA ALDRICH CORP             COM              826552101    54699  1588404 SH      SHARED      01       1308476            279928
D SIGMA ALDRICH CORP             COM              826552101      444    12900 SH      SHARED      03          1000             11900
D SIGMA ALDRICH CORP             COM              826552101     1564    45419 SH      SHARED      06         45419
D SIGNAL APPAREL CO INC          COM              826619108       39    35300 SH      SHARED      01         35300
D SIGNET GROUP PLC               SP ADR REP 30S   82668L872       25     1000 SH      SHARED      06          1000
D SIGCORP INC                    COM              826912107     4424   156280 SH      SHARED      01         96250             60030
D SIGCORP INC                    COM              826912107        0        1 SH      SHR/OTHR    01                      1
D SIGCORP INC                    COM              826912107       73     2600 SH      SHARED      06          2600
D SILGAN HOLDINGS INC            COM              827048109      687    34600 SH      SHARED      01         31800              2800
D SILGAN HOLDINGS INC            COM              827048109       11      600 SH      SHARED      03                             600
D SILGAN HOLDINGS INC            COM              827048109       21     1100 SH      SHARED      06          1100
D SILICON GRAPHICS INC           SR NT CV 5.25%04 827056AC6    54774 64440000 PRN     SHARED      06      64440000
D SILICON GRAPHICS INC           COM              827056102      230    14100 SH      SHARED                 14100
D SILICON GRAPHICS INC           COM              827056102    47104  2876580 SH      SHARED      01       2377495            499085
D SILICON GRAPHICS INC           COM              827056102        9      550 SH      SHARED      03           200               350
D SILICON GRAPHICS INC           COM              827056102     2492   152200 SH      SHARED      06        152200
D SILICON VY BANCSHARES          COM              827064106    10221   413000 SH      SHARED      01        105100            307900
D SILICON VY BANCSHARES          COM              827064106       49     2000 SH      SHARED      06          2000
D SILICON VY GROUP INC           COM              827066101     3147   187200 SH      SHARED      01        136600             50600
D SILICON VY GROUP INC           COM              827066101       87     5200 SH      SHARED      06          5200
D SILICONIX INC                  COM NEW          827079203     2171    63400 SH      SHARED      01         29546             33854
D SILICONIX INC                  COM NEW          827079203       34     1000 SH      SHARED      06          1000
D SILKNET SOFTWARE INC           COM              827094103        8      200 SH      SHARED      01           200
D SILVERLEAF RESORTS INC         COM              828395103        0      100 SH      SHARED      01           100
D SILVERLEAF RESORTS INC         COM              828395103       21     3400 SH      SHARED      06          3400
D SIMMONS 1ST NATL CORP          CL A $5 PAR      828730200      615    19150 SH      SHARED      01         19150
D SIMMONS 1ST NATL CORP          CL A $5 PAR      828730200       28      900 SH      SHARED      06           900
D SIMON PPTY GROUP INC NEW       COM              828806109       30     1200 SH      SHARED                  1200
D SIMON PPTY GROUP INC NEW       COM              828806109    27108  1068330 SH      SHARED      01        654158            414172
D SIMON PPTY GROUP INC NEW       COM              828806109       40     1600 SH      SHR/OTHR    01                   1600
D SIMON PPTY GROUP INC NEW       COM              828806109     3331   131300 SH      SHARED      06        131300
D SIMPSON INDS INC               COM              829060102      513    50125 SH      SHARED      01         50125
D SIMPSON INDS INC               COM              829060102       24     2400 SH      SHARED      06          2400
D SIMPSON MANUFACTURING CO INC   COM              829073105      798    16800 SH      SHARED      01         16800
D SIMPSON MANUFACTURING CO INC   COM              829073105       23      500 SH      SHARED      06           500
D SIMULA INC                     SR SB NT CV 8%04 829206AB7       39    50000 PRN     SHR/OTHR    01                  50000
D SIMULA INC                     SR SB NT CV 8%04 829206AB7      316   400000 PRN     SHARED      06        400000
D SIMULA INC                     COM              829206101        1      300 SH      SHARED      01           300
D SINCLAIR BROADCAST GROUP INC   CL A             829226109     3497   213600 SH      SHARED      01        170100             43500
D SINCLAIR BROADCAST GROUP INC   CL A             829226109       16     1000 SH      SHARED      03          1000
D SINCLAIR BROADCAST GROUP INC   CL A             829226109       73     4480 SH      SHARED      06          4480
D SINCLAIR BROADCAST GROUP INC   PFD CV EXCH D    829226505     5003   115679 SH      SHARED      06        115679
D SINGAPORE FD INC               COM              82929L109        2      200 SH      SHARED      01           200
D SINGER CO N V                  COM              82930F109       41     8900 SH      SHARED      01          8900
D SIRENA APPAREL GROUP INC       COM              82966Q102       23    11900 SH      SHARED      01         11900
D SITEL CORP                     COM              82980K107     1506   512900 SH      SHARED      01        149500            363400
D SITEL CORP                     COM              82980K107       49    17000 SH      SHARED      03         12000              5000
D SITEL CORP                     COM              82980K107       88    30000 SH      SHARED      06         30000
D SIPEX CORP                     COM              829909100     1236    60300 SH      SHARED      01         60300
D SIPEX CORP                     COM              829909100     7731   377150 SH      SHARED      03        354650             22500
D SIPEX CORP                     COM              829909100     5068   247250 SH      SHARED      05        247250
D SIPEX CORP                     COM              829909100      194     9500 SH      SHARED      06          9500
D SIZELER PPTY INVS INC          SUB DB CONV 8%03 830137AA3      940  1000000 PRN     SHARED      06       1000000
D SIZELER PPTY INVS INC          COM              830137105       18     2100 SH      SHARED      01          2100
D SKANEATELES BANCORP INC        COM              830506101       41     1600 SH      SHARED      01          1600
D SKECHERS U S A INC             CL A             830566105     2712   258300 SH      SHARED      03        256800              1500
D SKECHERS U S A INC             CL A             830566105    10151   966800 SH      SHARED      06        966800
D SKY FINL GROUP INC             COM              83080P103     3718   136466 SH      SHARED      01        136466
D SKY FINL GROUP INC             COM              83080P103      163     6000 SH      SHARED      06          6000
D SKYEPHARMA PLC                 SPONSORED ADR    830808101        0        1 SH      SHARED      01             1
D SKYLINE CORP                   COM              830830105      937    31990 SH      SHARED      01         31990
D SKYLINE CORP                   COM              830830105      125     4282 SH      SHARED      03           700              3582
D SKYLINE CORP                   COM              830830105       29     1000 SH      SHARED      06          1000
D SKYTEL COMMUNICATIONS INC      COM              83087Q104     8780   419400 SH      SHARED      01        199600            219800
D SKYTEL COMMUNICATIONS INC      COM              83087Q104      228    10931 SH      SHARED      06         10931
D SKYTEL COMMUNICATIONS INC      PFD CV EX$2.25   83087Q302     3679   100800 SH      SHARED      06        100800
D SKYWEST INC                    COM              830879102       24     1000 SH      SHARED                  1000
D SKYWEST INC                    COM              830879102     4383   175800 SH      SHARED      01         78800             97000
D SKYWEST INC                    COM              830879102       72     2900 SH      SHARED      06          2900
D SMART & FINAL INC              COM              831683107      468    44600 SH      SHARED      01         42800              1800
D SMART & FINAL INC              COM              831683107       12     1200 SH      SHARED      06          1200
D SMART CHOICE AUTOMOTIVE GROUP  COM NEW          831686209        5     8050 SH      SHARED      01          8050
D SMED INTL INC                  COM              83169D104        0        1 SH      SHARED      03             1
D SMART MODULAR TECH INC         COM              831690102     1558    89700 SH      SHARED      01         88900               800
D SMART MODULAR TECH INC         COM              831690102      331    19100 SH      SHARED      06         19100
D SMITH A O                      CL A             831865100       16      600 SH      SHARED      01           600
D SMITH A O                      COM              831865209     3735   133400 SH      SHARED      01         88600             44800
D SMITH A O                      COM              831865209       39     1400 SH      SHARED      06          1400
D SMARTIRE SYSTEMS INC           COM              831913108        6     3000 SH      SHARED      06          3000
D SMITH-GARDNER & ASSOCS         COM              832059109       23     2900 SH      SHARED      03          2300               600
D SMITH-GARDNER & ASSOCS         COM              832059109     1548   192067 SH      SHARED      06        192067
D SMITH INTL INC                 COM              832110100     1650    38000 SH      SHARED                 38000
D SMITH INTL INC                 COM              832110100    28351   652711 SH      SHARED      01        473065            179646
D SMITH INTL INC                 COM              832110100       21      500 SH      SHARED      03           200               300
D SMITH INTL INC                 COM              832110100     6362   146483 SH      SHARED      06        146483
D SMITH CHARLES E RESDNTL RLTY   COM              832197107     1557    45900 SH      SHARED      01         42400              3500
D SMITH CHARLES E RESDNTL RLTY   COM              832197107      766    22600 SH      SHARED      06         22600
D SMITHFIELD COS INC             COM              832245104        1      160 SH      SHARED      01           160
D SMITHFIELD FOODS INC           COM              832248108    13810   413016 SH      SHARED      01        207500            205516
D SMITHFIELD FOODS INC           COM              832248108      190     5700 SH      SHARED      06          5700
D SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301     2325    35200 SH      SHARED                 35200
D SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301     1215    18404 SH      SHARED      01          4800      300    13304
D SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301     7767   117586 SH      SHR/OTHR    01                 117586
D SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301      167     2530 SH      SHARED      03           850              1680
D SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301     8610   130340 SH      SHARED      06        130340
D SMUCKER J M CO                 CL A             832696108       66     3000 SH      SHARED                  3000
D SMUCKER J M CO                 CL A             832696108     4264   191646 SH      SHARED      01         98275             93371
D SMUCKER J M CO                 CL A             832696108       44     2000 SH      SHR/OTHR    01                   2000
D SMUCKER J M CO                 CL A             832696108      287    12900 SH      SHARED      06         12900
D SMUCKER J M CO                 CL B             832696207      100     5300 SH      SHR/OTHR    01                   5300
D SMURFIT-STONE CONTAINER CORP   COM              832727101      264    12870 SH      SHR/OTHR    01                           12870
D SMURFIT-STONE CONTAINER CORP   COM              832727101    13198   641871 SH      SHARED      01        299654            342217
D SMURFIT-STONE CONTAINER CORP   COM              832727101      123     6000 SH      SHARED      03                            6000
D SMURFIT-STONE CONTAINER CORP   COM              832727101     7400   359922 SH      SHARED      06        359922
D SNYDER COMMUNICATIONS INC      COM              832914105      258     7900 SH      SHARED                  7900
D SNYDER COMMUNICATIONS INC      COM              832914105    18474   564108 SH      SHARED      01        315908            248200
D SNYDER COMMUNICATIONS INC      COM              832914105    18565   566888 SH      SHARED      06        566888
D SNAP ON INC                    COM              833034101      119     3300 SH      SHARED                  3300
D SNAP ON INC                    COM              833034101    34488   953056 SH      SHARED      01        798606            154450
D SNAP ON INC                    COM              833034101       49     1360 SH      SHR/OTHR    01                   1360
D SNAP ON INC                    COM              833034101        7      200 SH      SHARED      03                             200
D SNAP ON INC                    COM              833034101     2855    78916 SH      SHARED      06         78916
D SOBIESKI BANCORP INC           COM              833582109       23     1600 SH      SHARED      01          1600
D SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B   833635105       43     1225 SH      SHARED      01          1225
D SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B   833635105        5      155 SH      SHARED      03                             155
D SODAK GAMING INC               COM              833777105      110    11800 SH      SHARED      01         11800
D SODEXHO MARRIOTT SVCS INC      COM              833793102     3523   183634 SH      SHARED      01         85939             97695
D SODEXHO MARRIOTT SVCS INC      COM              833793102        2      125 SH      SHR/OTHR    01                             125
D SODEXHO MARRIOTT SVCS INC      COM              833793102      104     5468 SH      SHARED      06          5468
D SOFTNET SYS INC                COM              833964109        5      200 SH      SHARED      01           200
D SOFTECH INC                    COM              834021107       30    13000 SH      SHARED      01         13000
D SOFTWORKS INC                  COM              83404P102        4      400 SH      SHARED      06           400
D SOLA INTL INC                  COM              834092108     5721   294374 SH      SHARED      01        105000            189374
D SOLA INTL INC                  COM              834092108       56     2900 SH      SHARED      06          2900
D SOLECTRON CORP                 COM              834182107      493     7400 SH      SHARED                  7400
D SOLECTRON CORP                 COM              834182107   226965  3403437 SH      SHARED      01       2953037            450400
D SOLECTRON CORP                 COM              834182107       46      700 SH      SHR/OTHR    01                             700
D SOLECTRON CORP                 COM              834182107        9      140 SH      SHARED      03                             140
D SOLECTRON CORP                 COM              834182107    11806   177047 SH      SHARED      06        177047
D SOLUTIA INC                    COM              834376105      573    26900 SH      SHARED                 26900
D SOLUTIA INC                    COM              834376105    18685   876759 SH      SHARED      01        466019            410740
D SOLUTIA INC                    COM              834376105      103     4870 SH      SHR/OTHR    01                   1190     3680
D SOLUTIA INC                    COM              834376105        2      120 SH      SHARED      03                             120
D SOLUTIA INC                    COM              834376105     1519    71300 SH      SHARED      06         71300
D SOMERSET GROUP INC             COM              834706103        3      156 SH      SHARED      01           156
D SONAT INC                      COM              835415100       69     2100 SH      SHARED                  2100
D SONAT INC                      COM              835415100    49815  1503876 SH      SHARED      01       1250798            253078
D SONAT INC                      COM              835415100       53     1600 SH      SHR/OTHR    01                            1600
D SONAT INC                      COM              835415100       13      400 SH      SHARED      03           400
D SONAT INC                      COM              835415100     2710    81812 SH      SHARED      06         81812
D SONIC AUTOMOTIVE INC           CL A             83545G102       92     6700 SH      SHARED      01          6700
D SONIC AUTOMOTIVE INC           CL A             83545G102       28     2100 SH      SHARED      06          2100
D SONIC CORP                     COM              835451105     9509   291475 SH      SHARED      01        116675            174800
D SONIC CORP                     COM              835451105       75     2300 SH      SHARED      06          2300
D SONIC SOLUTIONS                COM              835460106       86    18600 SH      SHARED      01         18600
D SONOCO PRODS CO                COM              835495102      185     6200 SH      SHARED                  6200
D SONOCO PRODS CO                COM              835495102    26260   877205 SH      SHARED      01        412158            465047
D SONOCO PRODS CO                COM              835495102       16      537 SH      SHARED      03                             537
D SONOCO PRODS CO                COM              835495102     1314    43900 SH      SHARED      06         43900
D SONOSITE INC                   COM              83568G104     6101   358929 SH      SHARED                358929
D SONOSITE INC                   COM              83568G104        9      560 SH      SHARED      01           560
D SONOSITE INC                   COM              83568G104       76     4500 SH      SHARED      03          4500
D SONOSITE INC                   COM              83568G104        1       60 SH      SHARED      06            60
D SONUS PHARMACEUTICALS INC      COM              835692104       14     2700 SH      SHARED      01          2700
D SONY CORP                      ADR NEW          835699307      806     7310 SH      SHARED      01          6810               500
D SONY CORP                      ADR NEW          835699307       22      200 SH      SHARED      03           200
D SONY CORP                      ADR NEW          835699307      353     3200 SH      SHARED      06          3200
D SOTHEBYS HLDGS INC             CL A             835898107      918    24100 SH      SHARED                 24100
D SOTHEBYS HLDGS INC             CL A             835898107    11031   289350 SH      SHARED      01        198339             91011
D SOTHEBYS HLDGS INC             CL A             835898107     1715    45000 SH      SHARED      06         45000
D SOUND FED BANCORP              COM              83607T109      127    13500 SH      SHARED      06         13500
D SOURCE CAP INC                 COM              836144105       34      700 SH      SHARED      03                             700
D SOURCE MEDIA INC               COM NEW          836153304       96     5700 SH      SHARED      01          5700
D SOUTH ALA BANCORPORATION       COM              836234104        1      150 SH      SHARED      01           150
D SOUTH JERSEY INDS INC          COM              838518108     2075    73323 SH      SHARED      01         28792             44531
D SOUTH JERSEY INDS INC          COM              838518108       22      800 SH      SHARED      06           800
D SOUTHDOWN INC                  COM              841297104      411     6400 SH      SHARED                  6400
D SOUTHDOWN INC                  COM              841297104    17810   277200 SH      SHARED      01        132958            144242
D SOUTHDOWN INC                  COM              841297104     1163    18109 SH      SHARED      06         18109
D SOUTHEASTERN THRIFT&BK FD INC  COM              841901101        3      200 SH      SHARED      01           200
D SOUTHERN CO                    COM              842587107   297532 11227639 SH      SHARED      01       9503451           1724188
D SOUTHERN CO                    COM              842587107      137     5200 SH      SHR/OTHR    01                   4000     1200
D SOUTHERN CO                    COM              842587107       37     1400 SH      SHARED      02          1400
D SOUTHERN CO                    COM              842587107      238     8994 SH      SHARED      03          2400              6594
D SOUTHERN CO                    COM              842587107    12730   480400 SH      SHARED      06        480400
D SOUTHERN MINERAL CORP          COM              843367202        0       28 SH      SHARED      03            28
D SOUTHERN PERU COPPER CORP      COM              843611104     1863   129110 SH      SHARED      01         88210             40900
D SOUTHERN PERU COPPER CORP      COM              843611104       31     2200 SH      SHR/OTHR    01                   2200
D SOUTHERN PERU COPPER CORP      COM              843611104       34     2400 SH      SHARED      06          2400
D SOUTHERN UN CO NEW             COM              844030106     1505    69218 SH      SHARED      01         69218
D SOUTHERN UN CO NEW             COM              844030106       30     1400 SH      SHARED      06          1400
D SOUTHTRUST CORP                COM              844730101      713    18600 SH      SHARED                 18600
D SOUTHTRUST CORP                COM              844730101   100196  2610995 SH      SHARED      01       2253769            357226
D SOUTHTRUST CORP                COM              844730101      153     4008 SH      SHARED      03          3708               300
D SOUTHTRUST CORP                COM              844730101     6853   178589 SH      SHARED      06        178589
D SOUTHWEST AIRLS CO             COM              844741108     2269    72900 SH      SHARED                 72900
D SOUTHWEST AIRLS CO             COM              844741108   158521  5093074 SH      SHARED      01       4220302            872772
D SOUTHWEST AIRLS CO             COM              844741108        9      300 SH      SHARED      02           300
D SOUTHWEST AIRLS CO             COM              844741108      119     3825 SH      SHARED      03          1350              2475
D SOUTHWEST AIRLS CO             COM              844741108     8665   278395 SH      SHARED      06        278395
D SOUTHWEST BANCORPORATION TEX   COM              84476R109     1281    71200 SH      SHARED      01         64200              7000
D SOUTHWEST BANCORPORATION TEX   COM              84476R109       43     2400 SH      SHARED      06          2400
D SOUTHWEST GAS CORP             COM              844895102     5299   185151 SH      SHARED      01        143502             41649
D SOUTHWEST GAS CORP             COM              844895102      108     3800 SH      SHARED      06          3800
D SOUTHWEST SECS GROUP INC       COM              845224104     1870    26145 SH      SHARED      01         25850               295
D SOUTHWEST SECS GROUP INC       COM              845224104      121     1700 SH      SHARED      06          1700
D SOUTHWEST WTR CO               COM              845331107      112     6500 SH      SHARED      01          6500
D SOUTHWESTERN ENERGY CO         COM              845467109     2722   257800 SH      SHARED      01        131600            126200
D SOUTHWESTERN ENERGY CO         COM              845467109       27     2600 SH      SHARED      06          2600
D SOVEREIGN BANCORP INC          COM              845905108     1103    91000 SH      SHARED                 91000
D SOVEREIGN BANCORP INC          COM              845905108    16362  1349468 SH      SHARED      01        757274            592194
D SOVEREIGN BANCORP INC          COM              845905108       84     7000 SH      SHARED      03                            7000
D SOVEREIGN BANCORP INC          COM              845905108     1376   113515 SH      SHARED      06        113515
D SOVRAN SELF STORAGE INC        COM              84610H108     1301    48300 SH      SHARED      01         45800              2500
D SOVRAN SELF STORAGE INC        COM              84610H108      102     3800 SH      SHARED      06          3800
D SPACELABS MED INC              COM              846247104       96     5100 SH      SHARED      01          5100
D SPARTAN MTRS INC               COM              846819100        9     1625 SH      SHARED      01          1625
D SPARTECH CORP                  COM NEW          847220209      673    21300 SH      SHARED      01         21300
D SPARTECH CORP                  COM NEW          847220209       37     1200 SH      SHARED      06          1200
D SPATIAL TECHNOLOGY INC         COM              847246105      118    25600 SH      SHARED      01         25600
D SPECIAL METALS CORP            COM              84741Y103       59    10200 SH      SHARED      01         10200
D SPECIAL METALS CORP            COM              84741Y103       16     2900 SH      SHARED      06          2900
D SPECIALTY EQUIP COS INC        COM NEW          847497203     1554    52800 SH      SHARED      01         52800
D SPECIALTY EQUIP COS INC        COM NEW          847497203       29     1000 SH      SHARED      06          1000
D SPECTRA-PHYSICS LASERS INC     COM              847568102        1      200 SH      SHARED      01           200
D SPECTRA-PHYSICS LASERS INC     COM              847568102       69     8400 SH      SHARED      06          8400
D SPECTRIAN CORP                 COM              847608106        5      400 SH      SHR/OTHR    01                             400
D SPEEDFAM-IPEC INC              COM              847705100      132     8259 SH      SHARED                  8259
D SPEEDFAM-IPEC INC              COM              847705100     1316    81982 SH      SHARED      01         81982
D SPEEDFAM-IPEC INC              COM              847705100      746    46505 SH      SHARED      06         46505
D SPEEDWAY MOTORSPORTS INC       COM              847788106     3498    89000 SH      SHARED      01         41700             47300
D SPEEDWAY MOTORSPORTS INC       COM              847788106        3      100 SH      SHARED      03                             100
D SPEEDWAY MOTORSPORTS INC       COM              847788106      149     3800 SH      SHARED      06          3800
D SPELLING ENTMT GROUP INC       COM              847807104        0     2300 SH      SHARED      06          2300
D SPIEGEL INC                    CL A             848457107       47     5300 SH      SHARED                  5300
D SPIEGEL INC                    CL A             848457107     2792   314630 SH      SHARED      01        109300            205330
D SPIEGEL INC                    CL A             848457107       60     6800 SH      SHARED      06          6800
D SPIEKER PPTYS INC              COM              848497103    36779   946100 SH      SHARED      01        455100            491000
D SPIEKER PPTYS INC              COM              848497103       60     1550 SH      SHARED      03                            1550
D SPIEKER PPTYS INC              COM              848497103     1255    32300 SH      SHARED      06         32300
D SPIRE CORP                     COM              848565107       14     3800 SH      SHARED      01          3800
D SPLASH TECHNOLOGY HLDGS INC    COM              848623104       26     3700 SH      SHARED      01           700              3000
D SPLASH TECHNOLOGY HLDGS INC    COM              848623104       81    11626 SH      SHARED      06         11626
D SPORT SUPPLY GROUP INC         COM              848915104      337    33300 SH      SHARED      01         33300
D SPORT-HALEY INC                COM              848925103       45     9500 SH      SHARED      01          9500
D SPORTSLINE USA INC             SB NT CV 144A 06 848934AA3     8018 11015000 PRN     SHARED      06      11015000
D SPORTSLINE USA INC             COM              848934105     6938   193400 SH      SHARED      01         64300            129100
D SPORTSLINE USA INC             COM              848934105       68     1900 SH      SHARED      06          1900
D SPIROS DEV CORP II INC / DURA  UNIT EX 123102   848935201     2756   315000 SH      SHARED      06        315000
D SPORTS AUTH INC                COM              849176102     2346   528850 SH      SHARED      01        170950            357900
D SPORTS AUTH INC                COM              849176102      121    27400 SH      SHARED      06         27400
D SPRINGS INDS INC               CL A             851783100       17      400 SH      SHARED                   400
D SPRINGS INDS INC               CL A             851783100    10120   231981 SH      SHARED      01        181581             50400
D SPRINGS INDS INC               CL A             851783100      588    13500 SH      SHARED      06         13500
D SPRINT CORP                    COM FON GROUP    852061100       84     1600 SH      SHARED                  1600
D SPRINT CORP                    COM FON GROUP    852061100   648450 12234910 SH      SHARED      01      10569882           1665028
D SPRINT CORP                    COM FON GROUP    852061100     1149    21694 SH      SHR/OTHR    01                  18846     2848
D SPRINT CORP                    COM FON GROUP    852061100       42      800 SH      SHARED      02           800
D SPRINT CORP                    COM FON GROUP    852061100      347     6558 SH      SHARED      03           600              5958
D SPRINT CORP                    COM FON GROUP    852061100    30726   579748 SH      SHARED      06        579748
D SPRINT CORP                    DECS EXCH 2000   852061407     2001    23000 SH      SHARED      01         23000
D SPRINT CORP                    PCS COM SER 1    852061506     1328    23300 SH      SHARED                 23300
D SPRINT CORP                    PCS COM SER 1    852061506   297627  5221533 SH      SHARED      01       4953978            267555
D SPRINT CORP                    PCS COM SER 1    852061506      266     4673 SH      SHR/OTHR    01                   3961      712
D SPRINT CORP                    PCS COM SER 1    852061506      103     1814 SH      SHARED      03           150              1664
D SPRINT CORP                    PCS COM SER 1    852061506    17610   308960 SH      SHARED      06        308960
D SPYGLASS INC                   COM              852192103      132     6600 SH      SHARED      01          6600
D SS&C TECHNOLOGIES INC          COM              85227Q100        7     1000 SH      SHR/OTHR    01                            1000
D SS&C TECHNOLOGIES INC          COM              85227Q100      266    35000 SH      SHARED      01         31600              3400
D SS&C TECHNOLOGIES INC          COM              85227Q100      116    15300 SH      SHARED      03         15300
D SS&C TECHNOLOGIES INC          COM              85227Q100       13     1798 SH      SHARED      06          1798
D STAAR SURGICAL CO              COM PAR $0.01    852312305        3      300 SH      SHARED      01           300
D STAFF LEASING INC              COM              852381102      496    38600 SH      SHARED      01         36800              1800
D STAFF LEASING INC              COM              852381102     2796   217224 SH      SHR/OTHR    01                          217224
D STAFF LEASING INC              COM              852381102       27     2100 SH      SHARED      06          2100
D STAFFMARK INC                  COM              852389105      357    35600 SH      SHARED      01         34900               700
D STAFFMARK INC                  COM              852389105       47     4700 SH      SHARED      06          4700
D STAGE STORES INC               COM              85254C107      290    44675 SH      SHARED      01         42675              2000
D STAGE STORES INC               COM              85254C107      140    21600 SH      SHARED      06         21600
D STANDARD COML CORP             COM              853258101        0        1 SH      SHARED      01             1
D STANDARD COML CORP             COM              853258101        0       12 SH      SHARED      03            12
D STANDARD MICROSYSTEMS CORP     COM              853626109        8     1100 SH      SHARED      01          1100
D STANDARD MTR PRODS INC         COM              853666105      830    33900 SH      SHARED      01         33900
D STANDARD MTR PRODS INC         COM              853666105       63     2600 SH      SHARED      03                            2600
D STANDARD MTR PRODS INC         COM              853666105       29     1200 SH      SHARED      06          1200
D STANDARD PAC CORP NEW          COM              85375C101       44     3400 SH      SHARED                  3400
D STANDARD PAC CORP NEW          COM              85375C101     5232   402500 SH      SHARED      01        163300            239200
D STANDARD PAC CORP NEW          COM              85375C101       62     4800 SH      SHARED      06          4800
D STANDARD PRODS CO              COM              853836104     3432   133943 SH      SHARED      01         99062             34881
D STANDARD PRODS CO              COM              853836104       56     2200 SH      SHR/OTHR    01                            2200
D STANDARD PRODS CO              COM              853836104       46     1800 SH      SHARED      06          1800
D STANDARD REGISTER CO           COM              853887107       73     2400 SH      SHARED                  2400
D STANDARD REGISTER CO           COM              853887107     4651   151252 SH      SHARED      01         66682             84570
D STANDARD REGISTER CO           COM              853887107      372    12100 SH      SHARED      06         12100
D STANDEX INTL CORP              COM              854231107     4106   150000 SH      SHARED      01         70700             79300
D STANDEX INTL CORP              COM              854231107       30     1100 SH      SHARED      06          1100
D STANLEY FURNITURE INC          COM NEW          854305208     2724   121100 SH      SHARED      01        121100
D STANFORD TELECOMMUNICATIONS    COM              854402104       17      600 SH      SHARED      01           600
D STANLEY WKS                    COM              854616109       19      600 SH      SHARED                   600
D STANLEY WKS                    COM              854616109    39943  1240967 SH      SHARED      01       1046667            194300
D STANLEY WKS                    COM              854616109      514    16000 SH      SHR/OTHR    01                  14000     2000
D STANLEY WKS                    COM              854616109     3190    99117 SH      SHARED      06         99117
D STAR TELECOMMUNICATIONS INC    COM              854923109      357    45800 SH      SHARED      01         37620              8180
D STAR TELECOMMUNICATIONS INC    COM              854923109       27     3500 SH      SHARED      03                            3500
D STAR TELECOMMUNICATIONS INC    COM              854923109       21     2800 SH      SHARED      06          2800
D STAPLES INC                    COM              855030102     2372    76700 SH      SHARED                 76700
D STAPLES INC                    COM              855030102   205319  6636687 SH      SHARED      01       5693852            942835
D STAPLES INC                    COM              855030102       25      840 SH      SHR/OTHR    01                    420      420
D STAPLES INC                    COM              855030102       23      750 SH      SHARED      02           750
D STAPLES INC                    COM              855030102     2529    81759 SH      SHARED      03         25136             56623
D STAPLES INC                    COM              855030102    29159   942550 SH      SHARED      06        942550
D STARBUCKS CORP                 COM              855244109     3256    86700 SH      SHARED                 86700
D STARBUCKS CORP                 COM              855244109    52848  1406954 SH      SHARED      01        745154            661800
D STARBUCKS CORP                 COM              855244109     1530    40740 SH      SHARED      03         22800             17940
D STARBUCKS CORP                 COM              855244109     5037   134100 SH      SHARED      05        134100
D STARBUCKS CORP                 COM              855244109    11243   299335 SH      SHARED      06        299335
D STARMEDIA NETWORK INC          COM              855546107      929    14500 SH      SHARED      01         14500
D STARMEDIA NETWORK INC          COM              855546107     1299    20268 SH      SHARED      06         20268
D STARRETT L S CO                CL A             855668109      537    20000 SH      SHARED      01         20000
D STARRETT L S CO                CL A             855668109       18      700 SH      SHARED      06           700
D STARWOOD FINL TR MD            CL A SH BEN IN   85568W104     8035   129600 SH      SHARED      01         78800             50800
D STARWOOD FINL TR MD            CL A SH BEN IN   85568W104      217     3500 SH      SHARED      06          3500
D STARTEK INC                    COM              85569C107      396    16000 SH      SHARED      01         16000
D STARTEC GLOBAL COMM CORP       COM              85569E103     2037   168000 SH      SHARED                168000
D STATE AUTO FINL CORP           COM              855707105      557    41300 SH      SHARED      01         41300
D STATE AUTO FINL CORP           COM              855707105      264    19600 SH      SHARED      06         19600
D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203    35114  1148963 SH      SHARED      01        514855            634108
D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203       43     1418 SH      SHR/OTHR    01                            1418
D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203      162     5313 SH      SHARED      03          2000              3313
D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203     1121    36700 SH      SHARED      06         36700
D STATE FINL SVCS CORP           CL A             856855101        2      172 SH      SHARED      01           172
D STATE STR CORP                 COM              857477103     1195    14000 SH      SHARED                 14000
D STATE STR CORP                 COM              857477103   211586  2478315 SH      SHARED      01       2016529            461786
D STATE STR CORP                 COM              857477103      733     8592 SH      SHR/OTHR    01                   3562     5030
D STATE STR CORP                 COM              857477103       17      200 SH      SHARED      02           200
D STATE STR CORP                 COM              857477103     1911    22385 SH      SHARED      03          4000             18385
D STATE STR CORP                 COM              857477103    11576   135595 SH      SHARED      06        135595
D STATEFED FINL CORP             COM              857549109       23     2100 SH      SHARED      01          2100
D STATEN IS BANCORP INC          COM              857550107     2509   139400 SH      SHARED      01        139400
D STATEN IS BANCORP INC          COM              857550107       88     4900 SH      SHARED      06          4900
D STATION CASINOS INC            COM              857689103     1006    49400 SH      SHARED      01         46500              2900
D STATION CASINOS INC            COM              857689103       55     2700 SH      SHARED      06          2700
D STEEL DYNAMICS INC             COM              858119100     1730   111900 SH      SHARED      01        104800              7100
D STEEL DYNAMICS INC             COM              858119100       63     4100 SH      SHARED      06          4100
D STEEL TECHNOLOGIES INC         COM              858147101       10     1100 SH      SHARED                  1100
D STEELCASE INC                  CL A             858155203     1090    54500 SH      SHARED      01         54500
D STEELCASE INC                  CL A             858155203       28     1400 SH      SHARED      03                            1400
D STEELCASE INC                  CL A             858155203      188     9424 SH      SHARED      06          9424
D STEIN MART INC                 COM              858375108      960   102500 SH      SHARED      01        102500
D STEIN MART INC                 COM              858375108       29     3100 SH      SHARED      06          3100
D STEINWAY MUSICAL INSTRS INC    COM ORD          858495104      620    23400 SH      SHARED      01         23400
D STEINWAY MUSICAL INSTRS INC    COM ORD          858495104       23      900 SH      SHARED      06           900
D STEPAN CO                      COM              858586100      674    26600 SH      SHARED      01         26600
D STEPAN CO                      COM              858586100       17      700 SH      SHARED      06           700
D STERLING BANCSHARES INC        COM              858907108      917    68600 SH      SHARED      01         68600
D STERLING BANCSHARES INC        COM              858907108       37     2800 SH      SHARED      06          2800
D STERICYCLE INC                 COM              858912108       93     6900 SH      SHARED      01          6900
D STERICYCLE INC                 COM              858912108        0       50 SH      SHARED      06            50
D STERIS CORP                    COM              859152100      135     7000 SH      SHARED                  7000
D STERIS CORP                    COM              859152100    11274   581910 SH      SHARED      01        276666            305244
D STERIS CORP                    COM              859152100      775    40048 SH      SHARED      06         40048
D STERLING BANCORP               COM              859158107      535    28200 SH      SHARED      01         28200
D STERLING BANCORP               COM              859158107      121     6400 SH      SHARED      06          6400
D STERLING COMM INC              COM              859205106       36     1000 SH      SHR/OTHR    06                            1000
D STERLING COMM INC              COM              859205106      367    10000 SH      SHARED                 10000
D STERLING COMM INC              COM              859205106    26518   721600 SH      SHARED      01        469928            251672
D STERLING COMM INC              COM              859205106     1532    41709 SH      SHARED      03          9602             32107
D STERLING COMM INC              COM              859205106     3625    98651 SH      SHARED      06         98651
D STERLING FINL CORP             COM              859317109      356    10400 SH      SHARED      01          7700              2700
D STERLING FINL CORP             COM              859317109       20      600 SH      SHARED      06           600
D STERLING SOFTWARE INC          COM              859547101      227     8600 SH      SHARED                  8600
D STERLING SOFTWARE INC          COM              859547101    13218   500008 SH      SHARED      01        334128            165880
D STERLING SOFTWARE INC          COM              859547101      500    18950 SH      SHARED      03          3350             15600
D STERLING SOFTWARE INC          COM              859547101     1487    56281 SH      SHARED      06         56281
D STEWART & STEVENSON SVCS INC   COM              860342104       44     2900 SH      SHARED                  2900
D STEWART & STEVENSON SVCS INC   COM              860342104     4100   268858 SH      SHARED      01        143185            125673
D STEWART & STEVENSON SVCS INC   COM              860342104      207    13600 SH      SHARED      06         13600
D STEWART ENTERPRISES INC        CL A             860370105      164    11300 SH      SHARED                 11300
D STEWART ENTERPRISES INC        CL A             860370105    11234   771504 SH      SHARED      01        442754            328750
D STEWART ENTERPRISES INC        CL A             860370105     2401   164893 SH      SHARED      06        164893
D STEWART INFORMATION SVCS CORP  COM              860372101     1324    62700 SH      SHARED      01         62500               200
D STEWART INFORMATION SVCS CORP  COM              860372101       71     3400 SH      SHARED      06          3400
D STIFEL FINL CORP               COM              860630102        1      139 SH      SHARED      01           139
D STILLWATER MNG CO              COM              86074Q102     3371   103750 SH      SHARED      01        103750
D STILLWATER MNG CO              COM              86074Q102     2501    76970 SH      SHARED      02         76970
D STILLWATER MNG CO              COM              86074Q102      520    16000 SH      SHARED      06         16000
D STIMSONITE CORP                COM              860832104      416    28500 SH      SHARED      01         28500
D STMICROELECTRONICS N V         SUB LYON ZERO 08 861012AA0     1210  1000000 PRN     SHARED      01       1000000
D STMICROELECTRONICS N V         COM              861012102     6896    99500 SH      SHARED                 99500
D STMICROELECTRONICS N V         COM              861012102     1233    17800 SH      SHARED      01         17800
D STMICROELECTRONICS N V         COM              861012102     3139    45300 SH      SHARED      06         45300
D STONE & WEBSTER INC            COM              861572105     2167    81400 SH      SHARED      01         43800             37600
D STONE & WEBSTER INC            COM              861572105       23      900 SH      SHARED      06           900
D STONE ENERGY CORP              COM              861642106     1689    39862 SH      SHARED      01         39862
D STONE ENERGY CORP              COM              861642106       63     1500 SH      SHARED      06          1500
D STONERIDGE INC                 COM              86183P102      261    18700 SH      SHARED      01         18700
D STONERIDGE INC                 COM              86183P102       15     1100 SH      SHARED      06          1100
D STORAGE USA INC                COM              861907103    10569   330300 SH      SHARED      01         94700            235600
D STORAGE USA INC                COM              861907103       32     1000 SH      SHARED      03                            1000
D STORAGE USA INC                COM              861907103      307     9600 SH      SHARED      06          9600
D STORAGE TECHNOLOGY CORP        COM PAR $0.10    862111200      232    10200 SH      SHARED                 10200
D STORAGE TECHNOLOGY CORP        COM PAR $0.10    862111200    16748   736206 SH      SHARED      01        371118            365088
D STORAGE TECHNOLOGY CORP        COM PAR $0.10    862111200       65     2900 SH      SHARED      03          1100              1800
D STORAGE TECHNOLOGY CORP        COM PAR $0.10    862111200     1785    78494 SH      SHARED      06         78494
D STRATASYS INC                  COM              862685104       32     9000 SH      SHARED      01          9000
D STRATEGIC GLOBAL INCOME FD     COM              862719101      100     9000 SH      SHR/OTHR    01                   9000
D STRATTEC SEC CORP              COM              863111100       29      880 SH      SHARED      01           720               160
D STRAYER ED INC                 COM              863236105      722    23550 SH      SHARED      01         23550
D STRAYER ED INC                 COM              863236105       24      800 SH      SHARED      06           800
D STREAMLINE COM INC             COM              863239109      120    15000 SH      SHARED      01         15000
D STRIDE RITE CORP               COM              863314100     4055   393236 SH      SHARED      01        257200            136036
D STRIDE RITE CORP               COM              863314100       46     4500 SH      SHARED      06          4500
D STROUDS INC                    COM              863451100      790   486687 SH      SHARED      06        486687
D STROUDS INC                    COM              863451100      251   155000 SH      SHARED      06        155000
D STRUCTURAL DYNAMICS RESH CORP  COM              863555108       63     3400 SH      SHARED                  3400
D STRUCTURAL DYNAMICS RESH CORP  COM              863555108     7052   379949 SH      SHARED      01        207954            171995
D STRUCTURAL DYNAMICS RESH CORP  COM              863555108      361    19500 SH      SHARED      06         19500
D STRYKER CORP                   COM              863667101     1905    31700 SH      SHARED                 31700
D STRYKER CORP                   COM              863667101    33564   558240 SH      SHARED      01        301430            256810
D STRYKER CORP                   COM              863667101      240     4000 SH      SHARED      03                            4000
D STRYKER CORP                   COM              863667101     2795    46500 SH      SHARED      06         46500
D STUDENT LN CORP                COM              863902102      640    14400 SH      SHARED      01         12300              2100
D STUDENT LN CORP                COM              863902102       17      400 SH      SHARED      06           400
D STYLING TECHNOLOGY CORP        COM              863905105       88     6800 SH      SHARED      01          3800              3000
D STURM RUGER & CO INC           COM              864159108     1532   143400 SH      SHARED      01         99400             44000
D STURM RUGER & CO INC           COM              864159108       23     2200 SH      SHARED      06          2200
D SUBURBAN LODGES AMER INC       COM              864444104        3      500 SH      SHARED      01           500
D SUBURBAN LODGES AMER INC       COM              864444104       56     8700 SH      SHARED      06          8700
D SUBURBAN PROPANE PARTNERS L P  UNIT LTD PARTN   864482104      134     6900 SH      SHARED      01          6900
D SUBURBAN PROPANE PARTNERS L P  UNIT LTD PARTN   864482104      152     7800 SH      SHARED      03                            7800
D SUCCESSORIES INC               COM              864591102        0      100 SH      SHARED      03                             100
D SUFFOLK BANCORP                COM              864739107      549    19802 SH      SHARED      01         19802
D SUGEN INC                      COM              865041107      713    24200 SH      SHARED      01         24200
D SUGEN INC                      COM              865041107       32     1100 SH      SHARED      06          1100
D SUIZA FOODS CORP               COM              865077101      150     3600 SH      SHARED                  3600
D SUIZA FOODS CORP               COM              865077101    19714   470793 SH      SHARED      01        309340            161453
D SUIZA FOODS CORP               COM              865077101     1025    24500 SH      SHARED      06         24500
D SUMMIT BANCORP                 COM              866005101     1488    35600 SH      SHARED                 35600
D SUMMIT BANCORP                 COM              866005101   114547  2739593 SH      SHARED      01       2260683            478910
D SUMMIT BANCORP                 COM              866005101      142     3400 SH      SHR/OTHR    01                   2700      700
D SUMMIT BANCORP                 COM              866005101       29      700 SH      SHARED      03                             700
D SUMMIT BANCORP                 COM              866005101     6700   160256 SH      SHARED      06        160256
D SUMMIT DESIGN INC              COM              86605U101      105    35100 SH      SHARED      01         35100
D SUMMIT DESIGN INC              COM              86605U101      192    64100 SH      SHARED      05         64100
D SUMMIT DESIGN INC              COM              86605U101       41    13900 SH      SHARED      06         13900
D SUMMIT FINL CORP               COM              866057102        3      264 SH      SHARED      01           264
D SUMMIT PPTYS INC               COM              866239106     1728    87500 SH      SHARED      01         87500
D SUMMIT PPTYS INC               COM              866239106      162     8250 SH      SHARED      06          8250
D SUMMIT TECHNOLOGY INC          COM              86627E101       45     2050 SH      SHARED      01          2050
D SUN COMMUNITIES INC            COM              866674104     2069    58300 SH      SHARED      01         58300
D SUN COMMUNITIES INC            COM              866674104       46     1300 SH      SHARED      03                            1300
D SUN COMMUNITIES INC            COM              866674104      213     6000 SH      SHARED      06          6000
D SUN MICROSYSTEMS INC           COM              866810104     1922    27920 SH      SHR/OTHR    06                           27920
D SUN MICROSYSTEMS INC           COM              866810104     3774    54800 SH      SHARED                 54800
D SUN MICROSYSTEMS INC           COM              866810104   819213 11894207 SH      SHARED      01       9655707           2238500
D SUN MICROSYSTEMS INC           COM              866810104     8733   126807 SH      SHR/OTHR    01                  68848    57959
D SUN MICROSYSTEMS INC           COM              866810104    34277   497681 SH      SHARED      02        497681
D SUN MICROSYSTEMS INC           COM              866810104     2925    42480 SH      SHARED      03         17220             25260
D SUN MICROSYSTEMS INC           COM              866810104    57269   831500 SH      SHARED      06        830630               870
D SUN HEALTHCARE GROUP INC       COM              866933104        0   176788 SH      SHARED      01         89814             86974
D SUN HEALTHCARE GROUP INC       COM              866933104        0     5000 SH      SHARED      06          5000
D SUN HYDRAULICS CORP            COM              866942105       11     1300 SH      SHR/OTHR    01                            1300
D SUNBURST HOSPITALITY CORP      COM              866948102        0        8 SH      SHARED      01             6                 2
D SUNBURST HOSPITALITY CORP      COM              866948102        3      600 SH      SHARED      06           600
D SUNBEAM CORP                   SRSDCV ZRO144A18 867071AA0    26702159896000 PRN     SHARED      06     159896000
D SUNBEAM CORP                   COM              867071102     3355   422721 SH      SHARED      01        179821            242900
D SUNBEAM CORP                   COM              867071102       23     3000 SH      SHARED      03          1000              2000
D SUNBEAM CORP                   COM              867071102      166    21001 SH      SHARED      06         21001
D SUNCOR ENERGY INC              COM              867229106      242     5900 SH      SHARED      01          5900
D SUNGLASS HUT INTL INC          SB NT CV 144A 03 86736FAA4       34    40000 PRN     SHARED      03         40000
D SUNGLASS HUT INTL INC          COM              86736F106     6670   388100 SH      SHARED      01        166100            222000
D SUNGLASS HUT INTL INC          COM              86736F106       92     5400 SH      SHARED      06          5400
D SUNGARD DATA SYS INC           COM              867363103      679    19700 SH      SHARED                 19700
D SUNGARD DATA SYS INC           COM              867363103    33917   983119 SH      SHARED      01        380864            602255
D SUNGARD DATA SYS INC           COM              867363103      105     3050 SH      SHR/OTHR    01                            3050
D SUNGARD DATA SYS INC           COM              867363103     2461    71352 SH      SHARED      06         71352
D SUNOCO INC                     COM              86764P109      138     4600 SH      SHARED                  4600
D SUNOCO INC                     COM              86764P109    43231  1432134 SH      SHARED      01       1269422            162712
D SUNOCO INC                     COM              86764P109        6      205 SH      SHR/OTHR    01                    205
D SUNOCO INC                     COM              86764P109     4700   155700 SH      SHARED      06        155700
D SUNRISE ASSISTED LIVING INC    SUB NT CV 5.5%02 86768KAC0     5100  5000000 PRN     SHARED      06       5000000
D SUNRISE ASSISTED LIVING INC    COM              86768K106     1848    53000 SH      SHARED                 53000
D SUNRISE ASSISTED LIVING INC    COM              86768K106     1783    51139 SH      SHARED      01         51139
D SUNRISE ASSISTED LIVING INC    COM              86768K106       34     1000 SH      SHARED      03                            1000
D SUNRISE ASSISTED LIVING INC    COM              86768K106     1701    48800 SH      SHARED      05         48800
D SUNRISE ASSISTED LIVING INC    COM              86768K106       62     1800 SH      SHARED      06          1800
D SUNRISE TECHNOLOGIES INTL INC  COM              86769L103        6      500 SH      SHARED      01           500
D SUNSHINE MNG & REFINING CO     COM              867833105       18    48173 SH      SHARED      03                           48173
D SUNTERRA CORP                  COM              86787D109     1208    86729 SH      SHARED      01         86729
D SUNTERRA CORP                  COM              86787D109       65     4700 SH      SHARED      06          4700
D SUNRISE MED INC                COM              867910101      536    75300 SH      SHARED      01         75300
D SUNRISE MED INC                COM              867910101       37     5300 SH      SHARED      06          5300
D SUNTRUST BKS INC               COM              867914103     1273    18340 SH      SHARED                 18340
D SUNTRUST BKS INC               COM              867914103   338869  4880243 SH      SHARED      01       4106462            773781
D SUNTRUST BKS INC               COM              867914103     1623    23380 SH      SHR/OTHR    01                   4060    19320
D SUNTRUST BKS INC               COM              867914103       34      500 SH      SHARED      02           500
D SUNTRUST BKS INC               COM              867914103      272     3923 SH      SHARED      03           368              3555
D SUNTRUST BKS INC               COM              867914103    17125   246637 SH      SHARED      06        246637
D SUNSTONE HOTEL INVS INC        COM              867933103       86    10200 SH      SHARED                 10200
D SUNSTONE HOTEL INVS INC        COM              867933103      859   101100 SH      SHARED      01         96500              4600
D SUNSTONE HOTEL INVS INC        COM              867933103      916   107800 SH      SHARED      06        107800
D SUPERGEN INC                   COM              868059106      124     8100 SH      SHARED      01          8100
D SUPERGEN INC                   COM              868059106       19     1300 SH      SHARED      06          1300
D SUPERIOR CONSULTANT HLDGS CORP COM              868146101      644    26100 SH      SHARED      01         26000               100
D SUPERIOR CONSULTANT HLDGS CORP COM              868146101       22      900 SH      SHARED      06           900
D SUPERIOR ENERGY SVCS INC       COM              868157108        1      300 SH      SHARED      01           300
D SUPERIOR ENERGY SVCS INC       COM              868157108       88    17300 SH      SHARED      06         17300
D SUPERIOR INDS INTL INC         COM              868168105      191     7000 SH      SHARED                  7000
D SUPERIOR INDS INTL INC         COM              868168105     7662   280548 SH      SHARED      01        101253            179295
D SUPERIOR INDS INTL INC         COM              868168105      346    12700 SH      SHARED      06         12700
D SUPERIOR NATL INS GROUP DEL    COM              868224106       35     1300 SH      SHARED      01          1300
D SUPERIOR SVCS INC              COM              868316100     2121    79500 SH      SHARED      01         79500
D SUPERIOR SVCS INC              COM              868316100      116     4350 SH      SHARED      06          4350
D SUPERIOR TR I                  PFD CV 8.50%     86836P202      357     8313 SH      SHARED      01          7702               611
D SUPERIOR TELECOM INC           COM              868365107      847    33918 SH      SHARED      01         33918
D SUPERIOR TELECOM INC           COM              868365107     1272    50900 SH      SHARED      06         50900
D SUPERVALU INC                  COM              868536103    50532  1952954 SH      SHARED      01       1667020            285934
D SUPERVALU INC                  COM              868536103     2735   105736 SH      SHARED      06        105736
D SUPREME INDS INC               CL A             868607102        1      106 SH      SHARED      01           106
D SURETY CAP CORP                COM NEW          868666207       25    13500 SH      SHARED      01         13500
D SUSQUEHANNA BANCSHARES INC PA  COM              869099101     2328   131656 SH      SHARED      01        131656
D SUSQUEHANNA BANCSHARES INC PA  COM              869099101       30     1721 SH      SHARED      03                            1721
D SUSQUEHANNA BANCSHARES INC PA  COM              869099101       70     4000 SH      SHARED      06          4000
D SWEDISH MATCH AB               SPONSORED ADR    870309507       18      510 SH      SHARED      01           510
D SWEDISH MATCH AB               SPONSORED ADR    870309507        2       60 SH      SHARED      03            60
D SWIFT ENERGY CO                COM              870738101      155    14530 SH      SHARED      01         10920              3610
D SWIFT ENERGY CO                COM              870738101       21     2000 SH      SHARED      06          2000
D SWIFT TRANSN CO                COM              870756103       59     2700 SH      SHARED                  2700
D SWIFT TRANSN CO                COM              870756103     4239   192725 SH      SHARED      01        192725
D SWIFT TRANSN CO                COM              870756103      660    30025 SH      SHARED      06         30025
D SWISS ARMY BRANDS INC          COM              870827102        5      613 SH      SHARED      01           613
D SWISS HELVETIA FD INC          COM              870875101       25     1800 SH      SHR/OTHR    01                            1800
D SWISSCOM AG                    SPONSORED ADR    871013108        3      100 SH      SHARED                   100
D SWISSCOM AG                    SPONSORED ADR    871013108        6      175 SH      SHARED      03                             175
D SYBASE INC                     COM              871130100        5      501 SH      SHARED                   501
D SYBASE INC                     COM              871130100     7085   644176 SH      SHARED      01        300636            343540
D SYBASE INC                     COM              871130100      129    11800 SH      SHARED      06         11800
D SYBRON INTL CORP               COM              87114F106      283    10300 SH      SHARED                 10300
D SYBRON INTL CORP               COM              87114F106    20934   759542 SH      SHARED      01        335742            423800
D SYBRON INTL CORP               COM              87114F106       22      800 SH      SHARED      03                             800
D SYBRON INTL CORP               COM              87114F106     1196    43400 SH      SHARED      06         43400
D SYKES ENTERPRISES INC          COM              871237103     1625    48700 SH      SHARED      01         48700
D SYKES ENTERPRISES INC          COM              871237103       70     2100 SH      SHARED      06          2100
D SYLVAN INC                     COM              871371100        4      402 SH      SHARED      01           402
D SYLVAN LEARNING SYS INC        COM              871399101      146     5400 SH      SHARED                  5400
D SYLVAN LEARNING SYS INC        COM              871399101    13885   510750 SH      SHARED      01        208300            302450
D SYLVAN LEARNING SYS INC        COM              871399101       21      800 SH      SHR/OTHR    01                             800
D SYLVAN LEARNING SYS INC        COM              871399101      687    25287 SH      SHARED      03          7417             17870
D SYLVAN LEARNING SYS INC        COM              871399101     3809   140125 SH      SHARED      05        140125
D SYLVAN LEARNING SYS INC        COM              871399101     3636   133760 SH      SHARED      06        133760
D SYMANTEC CORP                  COM              871503108     2057    80700 SH      SHARED                 80700
D SYMANTEC CORP                  COM              871503108    10306   404169 SH      SHARED      01        220957            183212
D SYMANTEC CORP                  COM              871503108        6      248 SH      SHARED      03           248
D SYMANTEC CORP                  COM              871503108      755    29633 SH      SHARED      06         29633
D SYMBOL TECHNOLOGIES INC        COM              871508107      331     9000 SH      SHARED                  9000
D SYMBOL TECHNOLOGIES INC        COM              871508107    22821   618887 SH      SHARED      01        303485            315402
D SYMBOL TECHNOLOGIES INC        COM              871508107      105     2850 SH      SHR/OTHR    01                   1500     1350
D SYMBOL TECHNOLOGIES INC        COM              871508107     5387   146098 SH      SHARED      06        146098
D SYMONS INTL GROUP INC          COM              87154P105       16     3000 SH      SHARED      01          3000
D SYMMETRICOM INC                COM              871543104       13     1600 SH      SHARED      01          1600
D SYMS CORP                      COM              871551107       45     5600 SH      SHARED      01          5600
D SYMS CORP                      COM              871551107       50     6200 SH      SHARED      06          6200
D SYNAGRO TECHNOLOGIES INC       COM NEW          871562203       61     9600 SH      SHARED      01          9600
D SYNALLOY CP DEL                COM              871565107        3      450 SH      SHARED      03                             450
D SYNCOR INTL CORP DEL           COM              87157J106     1562    43400 SH      SHARED                 43400
D SYNCOR INTL CORP DEL           COM              87157J106      266     7400 SH      SHARED      01          7400
D SYNETIC INC                    COM              87160F109     4530    65900 SH      SHARED      01         59500              6400
D SYNETIC INC                    COM              87160F109      419     6100 SH      SHARED      06          6100
D SYNOPSYS INC                   COM              871607107      402     7300 SH      SHARED                  7300
D SYNOPSYS INC                   COM              871607107    26145   473757 SH      SHARED      01        237775            235982
D SYNOPSYS INC                   COM              871607107       44      799 SH      SHARED      03           799
D SYNOPSYS INC                   COM              871607107     7005   126946 SH      SHARED      05        126946
D SYNOPSYS INC                   COM              871607107     5860   106188 SH      SHARED      06        106188
D SYNOVUS FINL CORP              COM              87161C105      117     5900 SH      SHARED                  5900
D SYNOVUS FINL CORP              COM              87161C105    69383  3490981 SH      SHARED      01       2982644            508337
D SYNOVUS FINL CORP              COM              87161C105       23     1200 SH      SHARED      03                            1200
D SYNOVUS FINL CORP              COM              87161C105     3730   187721 SH      SHARED      06        187721
D SYNTEL INC                     COM              87162H103      208    23200 SH      SHARED      01         23200
D SYNTEL INC                     COM              87162H103        9     1000 SH      SHARED      06          1000
D SYNTROLEUM CORP                COM              871630109        8     1000 SH      SHR/OTHR    06                            1000
D SYNTROLEUM CORP                COM              871630109      349    39058 SH      SHARED      01         39058
D SYNTROLEUM CORP                COM              871630109       22     2500 SH      SHARED      06          2500
D SYPRIS SOLUTIONS INC           COM              871655106        4      500 SH      SHARED      01           500
D SYSCO CORP                     COM              871829107      301    10100 SH      SHARED                 10100
D SYSCO CORP                     COM              871829107   148177  4970414 SH      SHARED      01       4127874            842540
D SYSCO CORP                     COM              871829107      608    20413 SH      SHR/OTHR    01                   1413    19000
D SYSCO CORP                     COM              871829107        5      200 SH      SHARED      02           200
D SYSCO CORP                     COM              871829107       67     2250 SH      SHARED      03                            2250
D SYSCO CORP                     COM              871829107    29145   977659 SH      SHARED      06        977659
D SYSTEM SOFTWARE ASSOC INC      COM              871839106      156    94610 SH      SHARED      01         78535             16075
D SYSTEM SOFTWARE ASSOC INC      COM              871839106        0      600 SH      SHARED      03           600
D SYSTEM SOFTWARE ASSOC INC      COM              871839106        7     4300 SH      SHARED      06          4300
D SYSTEMAX INC                   COM              871851101      832    67300 SH      SHARED      01         64200              3100
D SYSTEMAX INC                   COM              871851101       16     1300 SH      SHARED      06          1300
D SYSTEMS & COMPUTER TECHNOLOGY  COM              871873105     1668   114600 SH      SHARED      01        108100              6500
D SYSTEMS & COMPUTER TECHNOLOGY  COM              871873105       62     4300 SH      SHARED      06          4300
D TAVA TECHNOLOGIES INC          COM              872169107      353    46000 SH      SHARED      01         41200              4800
D TAVA TECHNOLOGIES INC          COM              872169107      163    21300 SH      SHARED      06         21300
D TBC CORP                       COM              872180104       89    12737 SH      SHARED      01         12737
D TCA CABLE TV INC               COM              872241104      283     5100 SH      SHARED                  5100
D TCA CABLE TV INC               COM              872241104    19017   342664 SH      SHARED      01        121086            221578
D TCA CABLE TV INC               COM              872241104       44      800 SH      SHARED      03                             800
D TCA CABLE TV INC               COM              872241104     1204    21700 SH      SHARED      06         21700
D TCBY ENTERPRISES INC           COM              872245105      210    34400 SH      SHARED      01         34400
D TCBY ENTERPRISES INC           COM              872245105       62    10200 SH      SHARED      06         10200
D TCF FINL CORP                  COM              872275102      248     8900 SH      SHARED                  8900
D TCF FINL CORP                  COM              872275102    23858   855914 SH      SHARED      01        391502            464412
D TCF FINL CORP                  COM              872275102       26      950 SH      SHR/OTHR    01                             950
D TCF FINL CORP                  COM              872275102     1116    40055 SH      SHARED      06         40055
D TCI MUSIC INC                  CL A             87229N101     1008    28500 SH      SHARED      06         28500
D TCSI CORP                      COM              87233R106        5     2300 SH      SHARED      01          2300
D TCSI CORP                      COM              87233R106     1490   581750 SH      SHARED      03        581750
D TECO ENERGY INC                COM              872375100      243    10700 SH      SHARED                 10700
D TECO ENERGY INC                COM              872375100    21145   929472 SH      SHARED      01        444684            484788
D TECO ENERGY INC                COM              872375100      245    10800 SH      SHR/OTHR    01                   2400     8400
D TECO ENERGY INC                COM              872375100     1419    62400 SH      SHARED      06         62400
D TEPPCO PARTNERS L P            UT LTD PARTNER   872384102       44     1800 SH      SHARED      01          1800
D TEPPCO PARTNERS L P            UT LTD PARTNER   872384102      436    17600 SH      SHARED      03           600             17000
D TESSCO TECHNOLOGIES INC        COM              872386107       19      929 SH      SHARED      06           929
D THQ INC                        COM NEW          872443403     5614   195300 SH      SHARED      01        195300
D TJ INTL INC                    COM              872534102     5108   164800 SH      SHARED      01         71900             92900
D TJ INTL INC                    COM              872534102       40     1300 SH      SHARED      06          1300
D TJX COS INC NEW                COM              872540109     1009    30300 SH      SHARED                 30300
D TJX COS INC NEW                COM              872540109   178627  5362253 SH      SHARED      01       4564585            797668
D TJX COS INC NEW                COM              872540109      105     3170 SH      SHARED      03                            3170
D TJX COS INC NEW                COM              872540109    10939   328392 SH      SHARED      06        328392
D TNP ENTERPRISES INC            COM              872594106     6100   168300 SH      SHARED      01         75600             92700
D TNP ENTERPRISES INC            COM              872594106        7      200 SH      SHARED      03           200
D TNP ENTERPRISES INC            COM              872594106     4415   121800 SH      SHARED      06        121800
D TRC COS INC                    COM              872625108      132    21600 SH      SHARED      01         21600
D TRW INC                        COM              872649108    94911  1729593 SH      SHARED      01       1497749            231844
D TRW INC                        COM              872649108      537     9800 SH      SHR/OTHR    01                   9800
D TRW INC                        COM              872649108       10      200 SH      SHARED      02           200
D TRW INC                        COM              872649108       16      300 SH      SHARED      03                             300
D TRW INC                        COM              872649108     5224    95203 SH      SHARED      06         95203
D TSI INC MINN                   COM              872876107        6      600 SH      SHARED      01           600
D TSI INTERNATIONAL SOFTWARE LTD COM              872879101      187     6600 SH      SHARED      01          6600
D TSR INC                        COM              872885108       35     4200 SH      SHARED      01          4200
D TMP WORLDWIDE INC              COM              872941109     2813    44300 SH      SHARED      01         44300
D TMP WORLDWIDE INC              COM              872941109       86     1360 SH      SHARED      02          1360
D TMP WORLDWIDE INC              COM              872941109      146     2300 SH      SHARED      06          2300
D TV GUIDE INC                   CL A             87307Q109     1673    45700 SH      SHARED      01         45700
D TV GUIDE INC                   CL A             87307Q109      106     2900 SH      SHARED      06          2900
D TVX GOLD INC                   COM              87308K101       10    10700 SH      SHARED      01         10700
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100      236     6967 SH      SHARED      01          6967
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100      404    11900 SH      SHARED      06         11900
D TAKE-TWO INTERACTIVE SOFTWARE  COM              874054109       24     3200 SH      SHARED      06          3200
D TALBOTS INC                    COM              874161102     1479    38800 SH      SHARED      01         33200              5600
D TALBOTS INC                    COM              874161102       15      400 SH      SHARED      03           200               200
D TALBOTS INC                    COM              874161102      160     4200 SH      SHARED      06          4200
D TALISMAN ENERGY INC            COM              87425E103      119     4500 SH      SHARED      01          4500
D TALK COM INC                   COM              874264104     1237   110007 SH      SHARED      01        110007
D TALK COM INC                   COM              874264104       78     7020 SH      SHARED      06          7020
D TANDY CORP                     COM              875382103       19      400 SH      SHARED                   400
D TANDY CORP                     COM              875382103   153909  3149050 SH      SHARED      01       2585238            563812
D TANDY CORP                     COM              875382103        4      100 SH      SHARED      02           100
D TANDY CORP                     COM              875382103      127     2600 SH      SHARED      03          2600
D TANDY CORP                     COM              875382103     7328   149950 SH      SHARED      06        149950
D TANGER FACTORY OUTLET CTRS INC COM              875465106      309    11900 SH      SHARED      01         11900
D TANGER FACTORY OUTLET CTRS INC COM              875465106       59     2300 SH      SHARED      06          2300
D TARAGON RLTY INVS INC          COM              876287103       17     1585 SH      SHARED      01          1585
D TAUBMAN CTRS INC               COM              876664103     2480   188100 SH      SHARED      01        136900             51200
D TAUBMAN CTRS INC               COM              876664103       13     1000 SH      SHARED      03          1000
D TAUBMAN CTRS INC               COM              876664103      212    16100 SH      SHARED      06         16100
D TEAMSTAFF INC                  COM              87815U105       32    29000 SH      SHARED      01         29000
D TECH DATA CORP                 COM              878237106      198     5200 SH      SHARED                  5200
D TECH DATA CORP                 COM              878237106    14847   388166 SH      SHARED      01        208766            179400
D TECH DATA CORP                 COM              878237106        7      200 SH      SHARED      03                             200
D TECH DATA CORP                 COM              878237106     1329    34755 SH      SHARED      06         34755
D TECH OPS SEVCON INC            COM              878293109        2      200 SH      SHARED      01           200
D TECH SYM CORP                  COM              878308105        4      200 SH      SHARED      01           200
D TECHFORCE CORP                 COM              878331107        0       28 SH      SHARED      06            28
D TECHNE CORP                    COM              878377100     6036   237900 SH      SHARED      01         61700            176200
D TECHNE CORP                    COM              878377100       53     2100 SH      SHARED      06          2100
D TECHNITROL INC                 COM              878555101     1270    39400 SH      SHARED      01         35600              3800
D TECHNITROL INC                 COM              878555101       51     1600 SH      SHARED      06          1600
D TECHNOLOGY SOLUTIONS CO        COM              87872T108     5331   493113 SH      SHARED      01        214763            278350
D TECHNOLOGY SOLUTIONS CO        COM              87872T108      432    40000 SH      SHARED      03                           40000
D TECHNOLOGY SOLUTIONS CO        COM              87872T108       52     4900 SH      SHARED      06          4900
D TECUMSEH PRODS CO              CL B             878895101       16      300 SH      SHARED      01           300
D TECUMSEH PRODS CO              CL A             878895200      115     1900 SH      SHARED                  1900
D TECUMSEH PRODS CO              CL A             878895200    11046   182400 SH      SHARED      01         97200             85200
D TECUMSEH PRODS CO              CL A             878895200      581     9600 SH      SHARED      06          9600
D TEJON RANCH CO DEL             COM              879080109      779    30700 SH      SHARED      01         30700
D TEJON RANCH CO DEL             COM              879080109       27     1100 SH      SHARED      06          1100
D TEKELEC                        COM              879101103        2      200 SH      SHARED                   200
D TEKELEC                        COM              879101103     2604   213700 SH      SHARED      01        108500            105200
D TEKELEC                        COM              879101103     8543   701000 SH      SHARED      03        701000
D TEKELEC                        COM              879101103       90     7411 SH      SHARED      06          7411
D TEKTRONIX INC                  COM              879131100    21110   699334 SH      SHARED      01        595134            104200
D TEKTRONIX INC                  COM              879131100        4      158 SH      SHARED      02           158
D TEKTRONIX INC                  COM              879131100     1074    35600 SH      SHARED      06         35600
D TELE CENTRO OESTE CELULAR S A  SPONS ADR PFD    87923P105        8     2276 SH      SHARED      02          2276
D TELE CELULAR SUL PART S A      SPONS ADR PFD    879238103       14      682 SH      SHARED      02           682
D TELE CENTRO SUL PART S A       SPONS ADR PFD    879239101       75     1365 SH      SHARED      02          1365
D TELE CENTRO SUL PART S A       SPONS ADR PFD    879239101      352     6360 SH      SHARED      06          6360
D TELE NORDESTE CELULAR PART S A SPONS ADR PFD    87924W109        9      341 SH      SHARED      02           341
D TELE NORTE CELULAR PART S A    SPONS ADR PFD    87924Y105        3      136 SH      SHARED      02           136
D TELE DANMARK A/S               SPNSR ADR CL B   879242105       92     3600 SH      SHARED                  3600
D TELE DANMARK A/S               SPNSR ADR CL B   879242105      128     5000 SH      SHARED      01          4600               400
D TELE DANMARK A/S               SPNSR ADR CL B   879242105        2      100 SH      SHARED      06           100
D TELE NORTE LESTE PART S A      SPONS ADR PFD    879246106      107     5785 SH      SHARED      01          5785
D TELE NORTE LESTE PART S A      SPONS ADR PFD    879246106    17715   954376 SH      SHARED      02        954376
D TELEBANC FINANCIAL CORP        COM              87925R109        3      100 SH      SHARED                   100
D TELEBANC FINANCIAL CORP        COM              87925R109      248     6400 SH      SHARED      01          6400
D TELE SUDESTE CELULAR PART S A  SPONS ADR PFD    879252104       36     1263 SH      SHARED      01          1263
D TELE SUDESTE CELULAR PART S A  SPONS ADR PFD    879252104       39     1365 SH      SHARED      02          1365
D TELECOM ITALIA SPA             SPONS ADR ORD    87927W106       26      256 SH      SHARED      01           256
D TELECOM ITALIA SPA             SPONS ADR ORD    87927W106        7       75 SH      SHARED      03                              75
D TELECOM ITALIA SPA             SPONS ADR ORD    87927W106     1451    13800 SH      SHARED      06         13800
D TELECOMM ARGENTINA STET-FRANCE SPNS ADR REP B   879273209      157     5900 SH      SHARED                  5900
D TELECOMM ARGENTINA STET-FRANCE SPNS ADR REP B   879273209       18      700 SH      SHARED      01           700
D TELECOMM ARGENTINA STET-FRANCE SPNS ADR REP B   879273209       93     3500 SH      SHARED      06          3500
D TELECOM CORP NEW ZEALAND LTD   SPONSORED ADR    879278208       87     2500 SH      SHARED      01          2500
D TELECOM CORP NEW ZEALAND LTD   SPONSORED ADR    879278208       69     2000 SH      SHR/OTHR    01                            2000
D TELECOM CORP NEW ZEALAND LTD   SPONSORED ADR    879278208        5      165 SH      SHARED      03                             165
D TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287100        1    22000 SH      SHR/OTHR    03                           22000
D TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287100       12   194215 SH      SHARED      06        194215
D TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287308     3351    37242 SH      SHR/OTHR    06                           37242
D TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287308     1476    16400 SH      SHARED                 16400
D TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287308    21037   233750 SH      SHARED      01        233750
D TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287308    12117   134635 SH      SHARED      06        134635
D TELEFLEX INC                   COM              879369106      790    18200 SH      SHARED                 18200
D TELEFLEX INC                   COM              879369106     9067   208758 SH      SHARED      01         81638            127120
D TELEFLEX INC                   COM              879369106      628    14475 SH      SHARED      03          2100             12375
D TELEFLEX INC                   COM              879369106      690    15900 SH      SHARED      06         15900
D TELEFONICA DE ARGENTINA S A    SPNSR ADR CL B   879378206       72     2300 SH      SHARED                  2300
D TELEFONICA DE ARGENTINA S A    SPNSR ADR CL B   879378206        9      300 SH      SHARED      01           300
D TELEFONICA DE ARGENTINA S A    SPNSR ADR CL B   879378206      696    22201 SH      SHARED      02         22201
D TELEFONICA DE ARGENTINA S A    SPNSR ADR CL B   879378206     2630    83825 SH      SHARED      06         83825
D TELEFONICA S A                 SPONSORED ADR    879382208      765     5200 SH      SHARED                  5200
D TELEFONICA S A                 SPONSORED ADR    879382208      429     2921 SH      SHARED      01          2081               840
D TELEFONICA S A                 SPONSORED ADR    879382208      194     1320 SH      SHR/OTHR    01                    520      800
D TELEFONICA S A                 SPONSORED ADR    879382208        3       25 SH      SHARED      03                              25
D TELEFONICA S A                 SPONSORED ADR    879382208      195     1326 SH      SHARED      05          1326
D TELEFONICA S A                 SPONSORED ADR    879382208     1246     8470 SH      SHARED      06          8470
D TELEFONICA DEL PERU S A        SPONS ADR CL B   879384105        7      500 SH      SHARED                   500
D TELEFONICA DEL PERU S A        SPONS ADR CL B   879384105    30308  2003900 SH      SHARED      06       2003900
D TELEFONOS DE MEXICO S A        SR DB CV 4.25%04 879403AD5     2032  2000000 PRN     SHARED      01       2000000
D TELEFONOS DE MEXICO S A        SR DB CV 4.25%04 879403AD5    14833 14600000 PRN     SHARED      06      14600000
D TELEFONOS DE MEXICO S A        SPNS ADR ORD L   879403780      491     6088 SH      SHR/OTHR    06                            6088
D TELEFONOS DE MEXICO S A        SPNS ADR ORD L   879403780    13528   167410 SH      SHARED      01        167410
D TELEFONOS DE MEXICO S A        SPNS ADR ORD L   879403780       40      507 SH      SHR/OTHR    01                    507
D TELEFONOS DE MEXICO S A        SPNS ADR ORD L   879403780      279     3461 SH      SHARED      03                            3461
D TELEFONOS DE MEXICO S A        SPNS ADR ORD L   879403780   348627  4314050 SH      SHARED      06       4314050
D TELEGLOBE INC                  COM              87941V100      382    12850 SH      SHARED      01         12850
D TELEGLOBE INC                  COM              87941V100       23      800 SH      SHARED      06           800
D TELESTE CELULAR PART S A       SPONS ADR PFD    87943B102        4      136 SH      SHARED      02           136
D TELEPHONE & DATA SYS INC       COM              879433100      870    11900 SH      SHARED                 11900
D TELEPHONE & DATA SYS INC       COM              879433100    32519   444705 SH      SHARED      01        233889            210816
D TELEPHONE & DATA SYS INC       COM              879433100     2136    29223 SH      SHARED      06         29223
D TELEMIG CELULAR PART S A       SPONS ADR PFD    87944E105        8      341 SH      SHARED      02           341
D TELESCIENCES INC DEL           COM              87951X103       13    15400 SH      SHARED      01         15400
D TELESCAN INC                   COM              879516102      160     6600 SH      SHARED      01          6600
D TELESP PARTICIPACOES S A       SPONS ADR PFD    87952K100       25     1127 SH      SHARED      01          1127
D TELESP PARTICIPACOES S A       SPONS ADR PFD    87952K100     1180    51601 SH      SHARED      02         51601
D TELESP PARTICIPACOES S A       SPONS ADR PFD    87952K100      251    11000 SH      SHARED      06         11000
D TELESP CELULAR PART S A        SPONS ADR PFD    87952L108     1333    49842 SH      SHARED      02         49842
D TELESP CELULAR PART S A        SPONS ADR PFD    87952L108      612    22900 SH      SHARED      06         22900
D TELEWEST COMMUNICATIONS PLC    SPONSORED ADR    87956P105        1       30 SH      SHARED                    30
D TELIGENT INC                   CL A             87959Y103       59     1000 SH      SHARED                  1000
D TELIGENT INC                   CL A             87959Y103     1573    26300 SH      SHARED      01         26300
D TELIGENT INC                   CL A             87959Y103      275     4600 SH      SHARED      06          4600
D TELLABS INC                    COM              879664100     1881    27843 SH      SHR/OTHR    06                           27843
D TELLABS INC                    COM              879664100   397177  5878716 SH      SHARED      01       5022884            855832
D TELLABS INC                    COM              879664100      543     8049 SH      SHR/OTHR    01                   7120      929
D TELLABS INC                    COM              879664100      260     3850 SH      SHARED      03           600              3250
D TELLABS INC                    COM              879664100    34223   506552 SH      SHARED      06        506552
D TELTRONICS INC                 COM NEW          879698306       50    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        6    10000 PRN     SHR/OTHR    01                  10000
D TELXON CORP                    COM              879700102     1850   233166 SH      SHARED      01        107325            125841
D TELXON CORP                    COM              879700102      103    13100 SH      SHARED      06         13100
D TEMPLE INLAND INC              COM              879868107    58558   853317 SH      SHARED      01        726727            126590
D TEMPLE INLAND INC              COM              879868107      543     7920 SH      SHR/OTHR    01                            7920
D TEMPLE INLAND INC              COM              879868107        0        2 SH      SHARED      03             2
D TEMPLE INLAND INC              COM              879868107     3843    56000 SH      SHARED      06         56000
D TELETECH HOLDINGS INC          COM              879939106     2459   242951 SH      SHARED      01         70351            172600
D TELETECH HOLDINGS INC          COM              879939106       23     2300 SH      SHARED      06          2300
D TEMPLETON DRAGON FD INC        COM              88018T101        5      500 SH      SHARED      03                             500
D TEMPLETON CHINA WORLD FD INC   COM              88018X102        8     1000 SH      SHARED      01                            1000
D TEMPLETON CHINA WORLD FD INC   COM              88018X102       17     2000 SH      SHARED      03                            2000
D TEMPLETON EMERG MKTS INCOME FD COM              880192109       80     7432 SH      SHARED      03          6000              1432
D TEMPLETON EMERG MKTS INCOME FD COM              880192109     1087   100000 SH      SHARED      06        100000
D TEMPLETON GLOBAL INCOME FD INC COM              880198106       32     5000 SH      SHR/OTHR    01                   5000
D TENFOLD CORP                   COM              88033A103        7      233 SH      SHARED      06           233
D TENET HEALTHCARE CORP          COM              88033G100      181     9800 SH      SHARED                  9800
D TENET HEALTHCARE CORP          COM              88033G100    85151  4587415 SH      SHARED      01       3772403            815012
D TENET HEALTHCARE CORP          COM              88033G100      167     9000 SH      SHR/OTHR    01                   4800     4200
D TENET HEALTHCARE CORP          COM              88033G100        7      400 SH      SHARED      03                             400
D TENET HEALTHCARE CORP          COM              88033G100     7335   395214 SH      SHARED      06        395214
D TENNANT CO                     COM              880345103     3500   109398 SH      SHARED      01         40100             69298
D TENNANT CO                     COM              880345103       28      900 SH      SHARED      06           900
D TENNECO INC NEW                COM              88037E101       62     2600 SH      SHARED                  2600
D TENNECO INC NEW                COM              88037E101    63974  2679556 SH      SHARED      01       2223077            456479
D TENNECO INC NEW                COM              88037E101       28     1200 SH      SHARED      03          1200
D TENNECO INC NEW                COM              88037E101     4617   193400 SH      SHARED      06        193400
D TERA COMPUTER CO               COM              88076P108       52     9500 SH      SHARED      01          9500
D TERADYNE INC                   COM              880770102      552     7700 SH      SHARED                  7700
D TERADYNE INC                   COM              880770102    59721   832349 SH      SHARED      01        515983            316366
D TERADYNE INC                   COM              880770102     5590    77920 SH      SHARED      06         77920
D TERAYON COMMUNICATION SYS      COM              880775101     1637    29300 SH      SHARED      01         29300
D TERAYON COMMUNICATION SYS      COM              880775101       39      700 SH      SHARED      03           200               500
D TERAYON COMMUNICATION SYS      COM              880775101       30      542 SH      SHARED      06           542
D TEREX CORP NEW                 COM              880779103     1540    50600 SH      SHARED      01         50600
D TEREX CORP NEW                 COM              880779103      117     3874 SH      SHARED      06          3874
D TERRA INDS INC                 COM              880915103     1171   292978 SH      SHARED      01         93500            199478
D TERRA INDS INC                 COM              880915103     1231   307900 SH      SHARED      06        307900
D TESORO PETE CORP               COM              881609101     4063   255000 SH      SHARED      01        117700            137300
D TESORO PETE CORP               COM              881609101       68     4300 SH      SHARED      06          4300
D TESORO PETE CORP               PIES CV 1/100S   881609408      847    53800 SH      SHARED      01         53800
D TETRA TECHNOLOGIES INC DEL     COM              88162F105     1645   173200 SH      SHARED      01         88800             84400
D TETRA TECHNOLOGIES INC DEL     COM              88162F105       84     8900 SH      SHARED      06          8900
D TETRA TECH INC NEW             COM              88162G103     2278   138102 SH      SHARED      01        138102
D TETRA TECH INC NEW             COM              88162G103       61     3750 SH      SHARED      06          3750
D TEVA PHARMACEUTICAL INDS LTD   ADR              881624209       11      244 SH      SHARED      01           244
D TEVA PHARMACEUTICAL INDS LTD   ADR              881624209       19      400 SH      SHARED      03                             400
D TEXACO INC                     COM              881694103     3804    61001 SH      SHARED                 61001
D TEXACO INC                     COM              881694103   522618  8378659 SH      SHARED      01       7021549           1357110
D TEXACO INC                     COM              881694103     5005    80244 SH      SHR/OTHR    01                  26784    53460
D TEXACO INC                     COM              881694103     1229    19715 SH      SHARED      03          4300             15415
D TEXACO INC                     COM              881694103    32402   519481 SH      SHARED      06        519481
D TEXAS INDS INC                 COM              882491103     5862   151280 SH      SHARED      01        109544             41736
D TEXAS INDS INC                 COM              882491103       93     2400 SH      SHARED      06          2400
D TEXAS INSTRS INC               COM              882508104     3240    22500 SH      SHARED                 22500
D TEXAS INSTRS INC               COM              882508104   848582  5892935 SH      SHARED      01       4887583           1005352
D TEXAS INSTRS INC               COM              882508104     1294     8990 SH      SHR/OTHR    01                   8990
D TEXAS INSTRS INC               COM              882508104    26031   180773 SH      SHARED      02        180773
D TEXAS INSTRS INC               COM              882508104     1807    12552 SH      SHARED      03          2702              9850
D TEXAS INSTRS INC               COM              882508104    53757   373316 SH      SHARED      06        373201               115
D TEXAS PAC LD TR                SUB CTF PROP I T 882610108      255     5700 SH      SHARED      01          5700
D TEXAS REGL BANCSHARES INC      CL A VTG         882673106     1527    56200 SH      SHARED      01         52100              4100
D TEXAS REGL BANCSHARES INC      CL A VTG         882673106       40     1500 SH      SHR/OTHR    01                            1500
D TEXAS REGL BANCSHARES INC      CL A VTG         882673106       80     2956 SH      SHARED      03          2000               956
D TEXAS REGL BANCSHARES INC      CL A VTG         882673106       46     1701 SH      SHARED      06          1701
D TEXAS UTILS CO                 COM              882848104      120     2900 SH      SHARED                  2900
D TEXAS UTILS CO                 COM              882848104   198082  4780332 SH      SHARED      01       4115775            664557
D TEXAS UTILS CO                 COM              882848104      554    13374 SH      SHR/OTHR    01                   7900     5474
D TEXAS UTILS CO                 COM              882848104       20      500 SH      SHARED      02           500
D TEXAS UTILS CO                 COM              882848104       25      625 SH      SHARED      03                             625
D TEXAS UTILS CO                 COM              882848104    33889   817858 SH      SHARED      06        817858
D TEXTRON INC                    COM              883203101     3827    46500 SH      SHARED                 46500
D TEXTRON INC                    COM              883203101   186848  2269998 SH      SHARED      01       1978574            291424
D TEXTRON INC                    COM              883203101      625     7600 SH      SHR/OTHR    01                            7600
D TEXTRON INC                    COM              883203101       24      300 SH      SHARED      02           300
D TEXTRON INC                    COM              883203101      104     1272 SH      SHARED      03                            1272
D TEXTRON INC                    COM              883203101    16437   199693 SH      SHARED      06        199598                95
D TEXTRON INC                    PFD CONV $2.08   883203200       11       35 SH      SHARED      03                              35
D THERAGENICS CORP               COM              883375107      609    87808 SH      SHARED      01         83508              4300
D THERAGENICS CORP               COM              883375107        6     1000 SH      SHR/OTHR    01                   1000
D THERAGENICS CORP               COM              883375107       13     2000 SH      SHARED      03                            2000
D THERAGENICS CORP               COM              883375107       22     3300 SH      SHARED      06          3300
D THERMO BIOANALYSIS CORP        COM              88355H108       10      600 SH      SHARED      01           600
D THERMO BIOANALYSIS CORP        COM              88355H108       12      700 SH      SHARED      06           700
D THERMO CARDIOSYSTEMS INC       SB DB CV 144A 04 88355KAA9     1734  2000000 PRN     SHARED      06       2000000
D THERMO CARDIOSYSTEMS INC       COM NONREDEEM    88355K200      475    43700 SH      SHARED      01         43700
D THERMO CARDIOSYSTEMS INC       COM NONREDEEM    88355K200      176    16200 SH      SHARED      06         16200
D THERMO ECOTEK CORP             COM              88355R106       92    11500 SH      SHARED      01         11500
D THERMO ECOTEK CORP             COM              88355R106        7      900 SH      SHARED      06           900
D THERMO FIBERTEK INC            COM              88355W105       89    12525 SH      SHARED      01         12525
D THERMO FIBERTEK INC            COM              88355W105        7     1000 SH      SHARED      06          1000
D THERMO ELECTRON CORP           SUBDB CV 144A 03 883556AF9      924  1030000 PRN     SHARED      01       1030000
D THERMO ELECTRON CORP           SUBDB CV 144A 03 883556AF9    11028 12281000 PRN     SHARED      06      12281000
D THERMO ELECTRON CORP           COM              883556102       72     3600 SH      SHARED                  3600
D THERMO ELECTRON CORP           COM              883556102    45494  2267689 SH      SHARED      01       1881504            386185
D THERMO ELECTRON CORP           COM              883556102      641    31987 SH      SHR/OTHR    01                   9338    22649
D THERMO ELECTRON CORP           COM              883556102        8      400 SH      SHARED      03           400
D THERMO ELECTRON CORP           COM              883556102     2417   120482 SH      SHARED      06        120482
D THERMO INSTR SYS INC           COM              883559106      487    30443 SH      SHARED      01         29786               657
D THERMO INSTR SYS INC           COM              883559106       41     2613 SH      SHARED      06          2613
D THERMO OPTEK CORP              COM              883582108      136    13200 SH      SHARED      01         13200
D THERMO OPTEK CORP              COM              883582108        2      200 SH      SHARED      06           200
D THERMO VISION CORP             COM              883600108        0       28 SH      SHARED      01            28
D THERMOLASE CORP                COM              883624108      202   154400 SH      SHARED      01         92200             62200
D THERMOLASE CORP                COM              883624108        2     1800 SH      SHARED      06          1800
D THERMOQUEST CORP               COM              883655102       55     4200 SH      SHARED      01          4200
D THERMOQUEST CORP               COM              883655102        2      200 SH      SHARED      06           200
D THERMOSPECTRA CORP             COM              883660102       39     2500 SH      SHARED      01          2500
D THERMOTREX CORP                COM              883666109       59     7800 SH      SHARED      01          3200              4600
D THERMOTREX CORP                COM              883666109       56     7400 SH      SHARED      06          7400
D THESTREET COM                  COM              88368Q103        3      100 SH      SHARED                   100
D THERMEDICS INC                 COM              883901100     1309   140650 SH      SHARED      01         71600             69050
D THERMEDICS INC                 COM              883901100       17     1900 SH      SHARED      06          1900
D THINK NEW IDEAS INC            COM              884094103       42     2700 SH      SHARED      01          2700
D THISTLE GROUP HLDGS CO         COM              88431E103      220    25000 SH      SHARED      06         25000
D THOMAS & BETTS CORP            COM              884315102    64415  1363299 SH      SHARED      01        915229            448070
D THOMAS & BETTS CORP            COM              884315102      652    13800 SH      SHR/OTHR    01                   9200     4600
D THOMAS & BETTS CORP            COM              884315102       23      500 SH      SHARED      03                             500
D THOMAS & BETTS CORP            COM              884315102     1804    38200 SH      SHARED      06         38200
D THOMAS GROUP INC               COM              884402108        0      100 SH      SHARED      01           100
D THOMAS INDS INC                COM              884425109     1454    70960 SH      SHARED      01         70960
D THOMAS INDS INC                COM              884425109       30     1500 SH      SHARED      06          1500
D THOR INDS INC                  COM              885160101     2301    81100 SH      SHARED      01         37975             43125
D THOR INDS INC                  COM              885160101       25      900 SH      SHARED      06           900
D THORATEC LABS CORP             COM NEW          885175307        0       66 SH      SHARED      03            66
D THORNBURG MTG ASSET CORP       COM              885218107     1273   127300 SH      SHARED      01         66200             61100
D THORNBURG MTG ASSET CORP       COM              885218107        5      500 SH      SHARED      03           500
D THORNBURG MTG ASSET CORP       COM              885218107       23     2300 SH      SHARED      06          2300
D 3DFX INTERACTIVE INC           COM              88553X103      724    46395 SH      SHARED      01         46395
D 3DFX INTERACTIVE INC           COM              88553X103       31     2000 SH      SHARED      06          2000
D 3COM CORP                      COM              885535104      928    34800 SH      SHARED                 34800
D 3COM CORP                      COM              885535104   142455  5338016 SH      SHARED      01       4423349            914667
D 3COM CORP                      COM              885535104       17      650 SH      SHR/OTHR    01                    650
D 3COM CORP                      COM              885535104     1427    53500 SH      SHARED      03         46700              6800
D 3COM CORP                      COM              885535104     7339   275014 SH      SHARED      06        275014
D THREE FIVE SYS INC             COM              88554L108       46     3400 SH      SHARED      01          3400
D TICKETMASTER ONLINE-CITYSEARCH CL B             88633P203      302    10000 SH      SHARED      03         10000
D TICKETMASTER ONLINE-CITYSEARCH CL B             88633P203      477    15771 SH      SHARED      06         15771
D TIDEWATER INC                  COM              886423102     2781    91200 SH      SHARED                 91200
D TIDEWATER INC                  COM              886423102    16544   542440 SH      SHARED      01        335195            207245
D TIDEWATER INC                  COM              886423102       67     2200 SH      SHR/OTHR    01                            2200
D TIDEWATER INC                  COM              886423102        3      100 SH      SHARED      03                             100
D TIDEWATER INC                  COM              886423102     3315   108697 SH      SHARED      06        108697
D TIFFANY & CO NEW               COM              886547108      965    10000 SH      SHARED                 10000
D TIFFANY & CO NEW               COM              886547108    26624   275897 SH      SHARED      01        159561            116336
D TIFFANY & CO NEW               COM              886547108      289     3000 SH      SHR/OTHR    01                            3000
D TIFFANY & CO NEW               COM              886547108       57      600 SH      SHARED      03                             600
D TIFFANY & CO NEW               COM              886547108     3821    39600 SH      SHARED      06         39600
D TIMBERLAND CO                  CL A             887100105     3770    55400 SH      SHARED      01         38900             16500
D TIMBERLAND CO                  CL A             887100105      149     2200 SH      SHARED      06          2200
D TIMBERLINE SOFTWARE CORP       COM              887134104      270    17174 SH      SHARED      01         17174
D TIME WARNER INC                COM              887315109       70      970 SH      SHR/OTHR    01                             970
D TIME WARNER INC                COM              887315109     7378   101600 SH      SHARED                101600
D TIME WARNER INC                COM              887315109  1305942 17981999 SH      SHARED      01      15323709           2658290
D TIME WARNER INC                COM              887315109    23719   326596 SH      SHR/OTHR    01                 140451   186145
D TIME WARNER INC                COM              887315109      145     2000 SH      SHARED      02          2000
D TIME WARNER INC                COM              887315109      923    12719 SH      SHARED      03          3280              9439
D TIME WARNER INC                COM              887315109    64020   881525 SH      SHARED      06        881525
D TIME WARNER TELECOM INC        CL A             887319101     1516    52280 SH      SHARED      06         52280
D TIMES MIRROR CO NEW            COM SER A        887364107      509     8600 SH      SHARED                  8600
D TIMES MIRROR CO NEW            COM SER A        887364107    61967  1045860 SH      SHARED      01        829626            216234
D TIMES MIRROR CO NEW            COM SER A        887364107       25      423 SH      SHR/OTHR    01                             423
D TIMES MIRROR CO NEW            COM SER A        887364107       82     1394 SH      SHARED      03                            1394
D TIMES MIRROR CO NEW            COM SER A        887364107     3882    65534 SH      SHARED      06         65534
D TIMKEN CO                      COM              887389104       31     1600 SH      SHARED                  1600
D TIMKEN CO                      COM              887389104    14695   753605 SH      SHARED      01        664780             88825
D TIMKEN CO                      COM              887389104       54     2800 SH      SHARED      03                            2800
D TIMKEN CO                      COM              887389104      876    44925 SH      SHARED      06         44925
D TITAN CORP                     COM              888266103      165    15033 SH      SHARED      01         15033
D TITAN EXPL INC                 COM              888289105      640   128000 SH      SHARED      01        121400              6600
D TITAN EXPL INC                 COM              888289105      144    28800 SH      SHARED      06         28800
D TITAN INTL INC ILL             COM              88830M102     1042    87800 SH      SHARED      01         87800
D TITAN INTL INC ILL             COM              88830M102       15     1300 SH      SHARED      06          1300
D TITANIUM METALS CORP           COM              888339108     4695   417400 SH      SHARED      01         93600            323800
D TITANIUM METALS CORP           COM              888339108        5      500 SH      SHARED      03                             500
D TITANIUM METALS CORP           COM              888339108       63     5600 SH      SHARED      06          5600
D TODD SHIPYARDS CORP DEL        COM              889039103       10     1500 SH      SHARED      01          1500
D TOKHEIM CORP                   COM              889073102        5      500 SH      SHARED      01           500
D TOKIO MARINE & FIRE INS LTD    ADR NEW          889090403       22      400 SH      SHARED      01           400
D TOKIO MARINE & FIRE INS LTD    ADR NEW          889090403      246     4400 SH      SHR/OTHR    01                   4400
D TOLL BROTHERS INC              COM              889478103      424    19800 SH      SHARED                 19800
D TOLL BROTHERS INC              COM              889478103     8176   381400 SH      SHARED      01        185100            196300
D TOLL BROTHERS INC              COM              889478103      109     5100 SH      SHARED      06          5100
D TOMPKINSTRUSTCO INC            COM              890110109        5      181 SH      SHARED      01           181
D TOOTSIE ROLL INDS INC          COM              890516107     9563   247588 SH      SHARED      01         69554            178034
D TOOTSIE ROLL INDS INC          COM              890516107      270     7004 SH      SHR/OTHR    01                   7004
D TOOTSIE ROLL INDS INC          COM              890516107      246     6385 SH      SHARED      06          6385
D TOPPS INC                      COM              890786106       26     3650 SH      SHARED      01          3650
D TORCHMARK CORP                 COM              891027104       78     2300 SH      SHARED                  2300
D TORCHMARK CORP                 COM              891027104    72584  2127012 SH      SHARED      01       1727106            399906
D TORCHMARK CORP                 COM              891027104     3440   100832 SH      SHARED      06        100832
D TORO CO                        COM              891092108     5169   131300 SH      SHARED      01         76450             54850
D TORO CO                        COM              891092108      161     4100 SH      SHARED      06          4100
D TORONTO DOMINION BK ONT        COM NEW          891160509      607    13356 SH      SHARED      01         13356
D TORONTO DOMINION BK ONT        COM NEW          891160509       49     1092 SH      SHARED      06          1092
D TOSCO CORP                     COM NEW          891490302      168     6500 SH      SHARED                  6500
D TOSCO CORP                     COM NEW          891490302    30370  1170924 SH      SHARED      01        591007            579917
D TOSCO CORP                     COM NEW          891490302     2400    92540 SH      SHARED      06         92540
D TOTAL FINA S A                 SPONSORED ADR    89150A108        0     2609 SH      SHARED      01          2609
D TOTAL RENAL CARE HLDGS INC     SB NT CV144A7%09 89151AAA5     1640  2000000 PRN     SHARED      06       2000000
D TOTAL RENAL CARE HLDGS INC     COM              89151A107      129     8300 SH      SHARED                  8300
D TOTAL RENAL CARE HLDGS INC     COM              89151A107     7936   509968 SH      SHARED      01        214545            295423
D TOTAL RENAL CARE HLDGS INC     COM              89151A107      879    56543 SH      SHARED      06         56543
D TOTAL-TEL USA COMMUNICATIONS   COM              89151T106       15      880 SH      SHARED      01           880
D TOWER AUTOMOTIVE INC           COM              891707101     7806   306900 SH      SHARED      01        306900
D TOWER AUTOMOTIVE INC           COM              891707101      150     5900 SH      SHARED      06          5900
D TOTAL SYS SVCS INC             COM              891906109     1164    61284 SH      SHARED      01         61284
D TOTAL SYS SVCS INC             COM              891906109       47     2500 SH      SHARED      06          2500
D TRACK N TRAIL INC              COM              891924102        0      300 SH      SHARED      03                             300
D TOWN & CTRY TR                 SH BEN INT       892081100      972    54400 SH      SHARED      01         45800              8600
D TOWN & CTRY TR                 SH BEN INT       892081100       21     1200 SH      SHARED      03                            1200
D TOWN & CTRY TR                 SH BEN INT       892081100       91     5100 SH      SHARED      06          5100
D TOYOTA MOTOR CORP              ADR 2 COM        892331307       19      300 SH      SHARED                   300
D TOYOTA MOTOR CORP              ADR 2 COM        892331307      384     6000 SH      SHARED      01          6000
D TOYOTA MOTOR CORP              ADR 2 COM        892331307       70     1100 SH      SHARED      06          1100
D TOYS R US INC                  COM              892335100      119     5800 SH      SHARED                  5800
D TOYS R US INC                  COM              892335100    81854  3956824 SH      SHARED      01       3312256            644568
D TOYS R US INC                  COM              892335100      173     8400 SH      SHR/OTHR    01                   4060     4340
D TOYS R US INC                  COM              892335100      215    10400 SH      SHARED      03           300             10100
D TOYS R US INC                  COM              892335100     4031   194900 SH      SHARED      06        194900
D TRACTOR SUPPLY CO              COM              892356106      300    11000 SH      SHARED      01         11000
D TRAMMELL CROW CO               COM              89288R106     1380    84000 SH      SHARED      01         81200              2800
D TRAMMELL CROW CO               COM              89288R106        8      500 SH      SHARED      03                             500
D TRAMMELL CROW CO               COM              89288R106       50     3100 SH      SHARED      06          3100
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      03            21
D TRANS WORLD AIRLS INC          COM PAR$.01NEW   893349837       78    15800 SH      SHARED                 15800
D TRANS WORLD AIRLS INC          COM PAR$.01NEW   893349837      940   190400 SH      SHARED      01        190400
D TRANS WORLD AIRLS INC          COM PAR$.01NEW   893349837        0      107 SH      SHARED      03           107
D TRANS WORLD AIRLS INC          COM PAR$.01NEW   893349837      958   194047 SH      SHARED      06        194047
D TRANS WORLD ENTMT CORP         COM              89336Q100     2752   244660 SH      SHARED      01         65660            179000
D TRANS WORLD ENTMT CORP         COM              89336Q100      108     9650 SH      SHARED      06          9650
D TRANSACTION NETWORK SVCS INC   COM              893414102      912    31200 SH      SHARED      01         28400              2800
D TRANSACTION NETWORK SVCS INC   COM              893414102       32     1100 SH      SHARED      06          1100
D TRANSACTION SYS ARCHITECTS     CL A             893416107      132     3400 SH      SHARED                  3400
D TRANSACTION SYS ARCHITECTS     CL A             893416107    13837   354818 SH      SHARED      01        123056            231762
D TRANSACTION SYS ARCHITECTS     CL A             893416107       48     1250 SH      SHR/OTHR    01                            1250
D TRANSACTION SYS ARCHITECTS     CL A             893416107       74     1908 SH      SHARED      03          1508               400
D TRANSACTION SYS ARCHITECTS     CL A             893416107      647    16600 SH      SHARED      06         16600
D TRANSAMERICA CORP              COM              893485102      532     7100 SH      SHARED                  7100
D TRANSAMERICA CORP              COM              893485102   144371  1924956 SH      SHARED      01       1638276            286680
D TRANSAMERICA CORP              COM              893485102     1690    22546 SH      SHR/OTHR    01                  20546     2000
D TRANSAMERICA CORP              COM              893485102       15      200 SH      SHARED      02           200
D TRANSAMERICA CORP              COM              893485102       24      324 SH      SHARED      03                             324
D TRANSAMERICA CORP              COM              893485102   291010  3880134 SH      SHARED      06       3880134
D TRANSATLANTIC HLDGS INC        COM              893521104     4957    66150 SH      SHARED      01         35700             30450
D TRANSATLANTIC HLDGS INC        COM              893521104      112     1500 SH      SHARED      06          1500
D TRANSCANADA PIPELINES LTD      COM              893526103      350    25068 SH      SHARED      01         25068
D TRANSCANADA PIPELINES LTD      COM              893526103       56     4000 SH      SHARED      03                            4000
D TRANSCONTINENTAL RLTY INVS     COM NEW          893617209       11      900 SH      SHARED      01           900
D TRANSKARYOTIC THERAPIES INC    COM              893735100     1600    48500 SH      SHARED      01         47300              1200
D TRANSKARYOTIC THERAPIES INC    COM              893735100       56     1700 SH      SHARED      06          1700
D TRANSPORTACION MARITIMA MEXICA SPONS ADR A SH   893868307       10     2400 SH      SHR/OTHR    06                            2400
D TRANSPORTADORA DE GAS SUR      SPONSR ADR B     893870204       42     4500 SH      SHARED      01          4500
D TRANSPORTATION TECH INDS INC   COM              89388T101      107     8100 SH      SHARED      01          8100
D TRANSPRO INC                   COM              893885103        1      225 SH      SHARED      01           225
D TRANSTECHNOLOGY CORP DEL       COM              893889105        5      300 SH      SHARED      01           300
D TRANSMONTAIGNE INC             COM              893934109     1001    79700 SH      SHARED      01         75600              4100
D TRANSMONTAIGNE INC             COM              893934109       31     2500 SH      SHARED      06          2500
D TRAVELERS PPTY CAS CORP        CL A             893939108       82     2100 SH      SHARED                  2100
D TRAVELERS PPTY CAS CORP        CL A             893939108     9409   240500 SH      SHARED      01        162600             77900
D TRAVELERS PPTY CAS CORP        CL A             893939108      731    18700 SH      SHARED      06         18700
D TRANSWITCH CORP                COM              894065101     4031    85100 SH      SHARED                 85100
D TRANSWITCH CORP                COM              894065101    11775   248550 SH      SHARED      01        248550
D TRANSWORLD HEALTHCARE INC      COM              894081108        0        1 SH      SHARED      03             1
D TRAVEL SERVICES INTL INC       COM              894169101       58     4900 SH      SHARED      01          4900
D TRAVEL SERVICES INTL INC       COM              894169101       80     6700 SH      SHARED      06          6700
D TRAVELERS CORPORATE LN FD INC  COM              894185107       14     1000 SH      SHARED      03          1000
D TREDEGAR CORP                  COM              894650100     1709    75981 SH      SHARED      01         75981
D TREDEGAR CORP                  COM              894650100       81     3600 SH      SHARED      06          3600
D TREEV INC                      COM NEW          894692300      108    31168 SH      SHARED      03         31168
D TREMONT CORP                   COM PAR $1.00    894745207      198     9213 SH      SHARED      01          8973               240
D TREMONT CORP                   COM PAR $1.00    894745207       62     2900 SH      SHARED      06          2900
D TRENDWEST RESORTS INC          COM              894917103      131     5900 SH      SHARED      01          4700              1200
D TRENDWEST RESORTS INC          COM              894917103        4      200 SH      SHARED      06           200
D TRENWICK GROUP INC             COM              895290104     3148   127700 SH      SHARED      01         68450             59250
D TRENWICK GROUP INC             COM              895290104       27     1100 SH      SHARED      06          1100
D TREX INC                       COM              89531P105     1046    41250 SH      SHARED      05         41250
D TREX MED CORP                  COM              89531R101      187    31300 SH      SHARED      01         31200               100
D TREX MED CORP                  COM              89531R101        6     1000 SH      SHARED      06          1000
D TRI CONTL CORP                 COM              895436103      691    22891 SH      SHARED      01         22891
D TRI CONTL CORP                 COM              895436103      699    23166 SH      SHR/OTHR    01                           23166
D TRI CONTL CORP                 COM              895436103       16      531 SH      SHARED      03            12               519
D TRIAD HOSPITALS INC            COM              89579K109     2850   211128 SH      SHARED      01        100976            110152
D TRIAD HOSPITALS INC            COM              89579K109        7      561 SH      SHR/OTHR    01                     81      480
D TRIAD HOSPITALS INC            COM              89579K109        1       94 SH      SHARED      03            15                79
D TRIAD HOSPITALS INC            COM              89579K109      185    13726 SH      SHARED      06         13726
D TRIANGLE BANCORP INC           COM              895835106     1386    81869 SH      SHARED      01         74719              7150
D TRIANGLE BANCORP INC           COM              895835106       55     3300 SH      SHARED      06          3300
D TRIANGLE PHARMACEUTICALS INC   COM              89589H104      968    53800 SH      SHARED      01         53800
D TRIANGLE PHARMACEUTICALS INC   COM              89589H104       48     2700 SH      SHARED      06          2700
D TRIDENT MICROSYSTEMS INC       COM              895919108       24     2666 SH      SHARED      06          2666
D TRIAD GTY INC                  COM              895925105      631    35200 SH      SHARED      01         34100              1100
D TRIAD GTY INC                  COM              895925105       30     1700 SH      SHARED      06          1700
D TRIARC COS INC                 CL A             895927101     4394   206812 SH      SHARED      01         88270            118542
D TRIARC COS INC                 CL A             895927101       42     2000 SH      SHARED      06          2000
D TRICON GLOBAL RESTAURANTS      COM              895953107      849    15700 SH      SHARED                 15700
D TRICON GLOBAL RESTAURANTS      COM              895953107   130711  2414984 SH      SHARED      01       1993719            421265
D TRICON GLOBAL RESTAURANTS      COM              895953107     1128    20856 SH      SHR/OTHR    01                   8052    12804
D TRICON GLOBAL RESTAURANTS      COM              895953107       19      357 SH      SHARED      03                             357
D TRICON GLOBAL RESTAURANTS      COM              895953107     8894   164340 SH      SHARED      06        164340
D TRIBUNE CO NEW                 COM              896047107      174     2000 SH      SHARED                  2000
D TRIBUNE CO NEW                 COM              896047107   202425  2323393 SH      SHARED      01       1446273            877120
D TRIBUNE CO NEW                 COM              896047107      261     3000 SH      SHR/OTHR    01                   3000
D TRIBUNE CO NEW                 COM              896047107       17      200 SH      SHARED      02           200
D TRIBUNE CO NEW                 COM              896047107      104     1200 SH      SHARED      03                            1200
D TRIBUNE CO NEW                 COM              896047107     8815   101184 SH      SHARED      06        101184
D TRICO MARINE SERVICES INC      COM              896106101       40     6200 SH      SHARED                  6200
D TRICO MARINE SERVICES INC      COM              896106101      142    21700 SH      SHARED      01         19100              2600
D TRICO MARINE SERVICES INC      COM              896106101      110    16800 SH      SHARED      06         16800
D TRIGON HEALTHCARE INC          COM              89618L100     7405   203600 SH      SHARED                203600
D TRIGON HEALTHCARE INC          COM              89618L100    27252   749200 SH      SHARED      01        419100            330100
D TRIGON HEALTHCARE INC          COM              89618L100      902    24800 SH      SHARED      06         24800
D TRIMBLE NAVIGATION LTD         COM              896239100       12     1000 SH      SHR/OTHR    06                            1000
D TRIMBLE NAVIGATION LTD         COM              896239100     3135   243500 SH      SHARED      01        118200            125300
D TRIMBLE NAVIGATION LTD         COM              896239100       39     3100 SH      SHARED      06          3100
D TRIMERIS INC                   COM              896263100       89     6200 SH      SHARED      01          6200
D TRINET CORP RLTY TR INC        COM              896287109     2574    93000 SH      SHARED      01         62000             31000
D TRINET CORP RLTY TR INC        COM              896287109     7146   258100 SH      SHARED      06        258100
D TRINITECH SYS INC              CL A             896406105       15     1000 SH      SHARED      01          1000
D TRINITY INDS INC               COM              896522109      147     4400 SH      SHARED                  4400
D TRINITY INDS INC               COM              896522109    12425   370903 SH      SHARED      01        206425            164478
D TRINITY INDS INC               COM              896522109      934    27900 SH      SHARED      06         27900
D TRIQUINT SEMICONDUCTOR INC     COM              89674K103      852    15000 SH      SHR/OTHR    01                           15000
D TRIQUINT SEMICONDUCTOR INC     COM              89674K103       34      600 SH      SHARED      06           600
D TRISTAR AEROSPACE CO           COM              89674L101      433    52500 SH      SHARED      03         50000              2500
D TRISTAR AEROSPACE CO           COM              89674L101     1186   143800 SH      SHARED      06        143800
D TRISTAR CORP                   COM              89674U101        3      500 SH      SHARED      01           500
D TRIUMPH GROUP INC NEW          COM              896818101      660    25900 SH      SHARED      01         25900
D TRIUMPH GROUP INC NEW          COM              896818101      102     4000 SH      SHARED      03          3000              1000
D TRIUMPH GROUP INC NEW          COM              896818101       33     1300 SH      SHARED      06          1300
D TRIPOS INC                     COM              896928108        1      200 SH      SHARED      01           200
D TRIZEC HAHN CORP               SUB VTG          896938107      205    10100 SH      SHARED      01         10100
D TRIZEC HAHN CORP               SUB VTG          896938107       97     4800 SH      SHARED      06          4800
D TROY FINL CORP                 COM              897329108      156    15000 SH      SHARED      06         15000
D TRUE NORTH COMMUNICATIONS INC  COM              897844106      166     5600 SH      SHARED                  5600
D TRUE NORTH COMMUNICATIONS INC  COM              897844106     6910   232300 SH      SHARED      01         59700            172600
D TRUE NORTH COMMUNICATIONS INC  COM              897844106      133     4500 SH      SHARED      06          4500
D TRUMP HOTELS & CASINO RESORTS  COM              898168109       13     3000 SH      SHARED                  3000
D TRUST CO NJ JERSEY CITY NEW    COM              898304100     1219    51900 SH      SHARED      01         51900
D TRUST CO NJ JERSEY CITY NEW    COM              898304100       39     1700 SH      SHARED      06          1700
D TRUSTCO BK CORP N Y            COM              898349105     3822   142228 SH      SHARED      01         99332             42896
D TRUSTCO BK CORP N Y            COM              898349105       83     3100 SH      SHARED      06          3100
D TRUSTMARK CORP                 COM              898402102     6597   288400 SH      SHARED      01        101900            186500
D TRUSTMARK CORP                 COM              898402102      130     5700 SH      SHARED      06          5700
D TUBOS DE ACERO DE MEXICO S A   ADR NEW          898592506       20     1900 SH      SHARED      01          1900
D TUBOS DE ACERO DE MEXICO S A   ADR NEW          898592506       28     2600 SH      SHARED      06          2600
D TUBOSCOPE INC                  COM              898600101     7044   514700 SH      SHARED      01        221400            293300
D TUBOSCOPE INC                  COM              898600101       79     5800 SH      SHARED      06          5800
D TUESDAY MORNING CORP           COM NEW          899035505     3570   140000 SH      SHARED      01        140000
D TUESDAY MORNING CORP           COM NEW          899035505        5      200 SH      SHARED      03                             200
D TUESDAY MORNING CORP           COM NEW          899035505        5      199 SH      SHARED      06           199
D TUPPERWARE CORP                COM              899896104        7      300 SH      SHARED                   300
D TUPPERWARE CORP                COM              899896104    23797   933216 SH      SHARED      01        734816            198400
D TUPPERWARE CORP                COM              899896104        3      144 SH      SHARED      03                             144
D TUPPERWARE CORP                COM              899896104     1308    51300 SH      SHARED      06         51300
D TURBOCHEF TECHNOLOGIES INC     COM              900006107       63     6600 SH      SHARED      01          6600
D TURKISH INVT FD INC            COM              900145103       28     4000 SH      SHR/OTHR    01                            4000
D TURNER CORP                    COM              900273103        2      150 SH      SHARED      01           150
D TUSCARORA INC                  COM              900902107        6      450 SH      SHARED      01           450
D TUT SYSTEMS                    COM              901103101        4       87 SH      SHARED      01            87
D TUT SYSTEMS                    COM              901103101      495    10128 SH      SHARED      02         10128
D TUT SYSTEMS                    COM              901103101        4      100 SH      SHARED      06           100
D TV AZTECA S A DE C V           SPONSORED ADR    901145102      106    20500 SH      SHARED      06         20500
D TWEETER HOME ENTMT GROUP INC   COM              901167106       11      300 SH      SHARED      03           300
D 20TH CENTY INDS CAL            COM PAR $10      901272203     6616   357674 SH      SHARED      01        170242            187432
D 20TH CENTY INDS CAL            COM PAR $10      901272203       46     2500 SH      SHARED      03                            2500
D 20TH CENTY INDS CAL            COM PAR $10      901272203      489    26470 SH      SHARED      06         26470
D 24 / 7 MEDIA INC               COM              901314104      115     3000 SH      SHARED      01          3000
D TWIN DISC INC                  COM              901476101        2      100 SH      SHARED      01           100
D TWINLAB CORP                   COM              901774109      519    60500 SH      SHARED      01         58800              1700
D TWINLAB CORP                   COM              901774109      343    40000 SH      SHARED      03                           40000
D TWINLAB CORP                   COM              901774109       26     3100 SH      SHARED      06          3100
D TYCO INTL LTD NEW              COM              902124106       36      389 SH      SHR/OTHR    06                             389
D TYCO INTL LTD NEW              COM              902124106      740     7810 SH      SHARED                  7810
D TYCO INTL LTD NEW              COM              902124106   778142  8212586 SH      SHARED      01       8012879            199707
D TYCO INTL LTD NEW              COM              902124106    10723   113180 SH      SHR/OTHR    01                  58224    54956
D TYCO INTL LTD NEW              COM              902124106     2499    26381 SH      SHARED      03          1575             24806
D TYCO INTL LTD NEW              COM              902124106    68163   719405 SH      SHARED      06        719240               165
D TYLER TECHNOLOGIES INC         COM              902252105     1613   248200 SH      SHARED                248200
D TYLER TECHNOLOGIES INC         COM              902252105      612    94200 SH      SHARED      01         94200
D TYLER TECHNOLOGIES INC         COM              902252105       13     2100 SH      SHARED      06          2100
D TYSON FOODS INC                CL A             902494103     1163    51700 SH      SHARED                 51700
D TYSON FOODS INC                CL A             902494103    25243  1121928 SH      SHARED      01        624263            497665
D TYSON FOODS INC                CL A             902494103     2144    95327 SH      SHARED      06         95327
D UAL CORP                       COM PAR $0.01    902549500     2126    32900 SH      SHARED                 32900
D UAL CORP                       COM PAR $0.01    902549500     9216   142620 SH      SHARED      01         84136             58484
D UAL CORP                       COM PAR $0.01    902549500     1574    24363 SH      SHARED      06         24363
D UCAR INTL INC                  COM              90262K109      116     4600 SH      SHARED                  4600
D UCAR INTL INC                  COM              90262K109     4768   188852 SH      SHARED      01        148252             40600
D UCAR INTL INC                  COM              90262K109      746    29560 SH      SHARED      06         29560
D UCBH HOLDINGS INC              COM              90262T308      181    10100 SH      SHARED      01         10100
D UGI CORP NEW                   COM              902681105     5076   251449 SH      SHARED      01        124300            127149
D UGI CORP NEW                   COM              902681105       86     4300 SH      SHARED      06          4300
D UICI                           COM              902737105    14900   539400 SH      SHARED      01        146800            392600
D UICI                           COM              902737105      552    19995 SH      SHARED      06         19995
D UMB FINL CORP                  COM              902788108     3260    76045 SH      SHARED      01         54305             21740
D UMB FINL CORP                  COM              902788108       51     1200 SH      SHARED      06          1200
D UST CORP                       COM              902900109        9      300 SH      SHARED                   300
D UST CORP                       COM              902900109     5667   187342 SH      SHARED      01        187342
D UST CORP                       COM              902900109      136     4500 SH      SHARED      06          4500
D USX MARATHON GROUP             PFD CONV 6.50%   902905819       24      500 SH      SHARED      01           300               200
D USX MARATHON GROUP             PFD CONV 6.50%   902905819       14      300 SH      SHR/OTHR    01                             300
D USX MARATHON GROUP             COM NEW          902905827   149754  4599051 SH      SHARED      01       3801318            797733
D USX MARATHON GROUP             COM NEW          902905827      325    10001 SH      SHR/OTHR    01                   6506     3495
D USX MARATHON GROUP             COM NEW          902905827        9      300 SH      SHARED      02           300
D USX MARATHON GROUP             COM NEW          902905827      117     3600 SH      SHARED      03                            3600
D USX MARATHON GROUP             COM NEW          902905827     9944   305400 SH      SHARED      06        305400
D U S B HLDG INC                 COM              902910108      363    23770 SH      SHARED      01         19590              4180
D U S B HLDG INC                 COM              902910108       13      900 SH      SHARED      06           900
D UST INC                        COM              902911106    85366  2912347 SH      SHARED      01       2499507            412840
D UST INC                        COM              902911106       87     3000 SH      SHR/OTHR    01                            3000
D UST INC                        COM              902911106     3658   124827 SH      SHARED      06        124827
D USA DETERGENTS INC             COM              902938109       14     2400 SH      SHARED      01          2400
D U S HOME & GARDEN INC          COM              902939107       57    15400 SH      SHARED      01         15400
D U S RESTAURANT PPTYS INC       COM              902971100     1030    48500 SH      SHARED      01         48500
D U S RESTAURANT PPTYS INC       COM              902971100       63     3000 SH      SHR/OTHR    01                   3000
D U S RESTAURANT PPTYS INC       COM              902971100       23     1100 SH      SHARED      06          1100
D US BANCORP DEL                 COM              902973106      480    14400 SH      SHARED                 14400
D US BANCORP DEL                 COM              902973106   365521 10951955 SH      SHARED      01       9038001           1913954
D US BANCORP DEL                 COM              902973106       83     2493 SH      SHR/OTHR    01                            2493
D US BANCORP DEL                 COM              902973106       38     1146 SH      SHARED      02          1146
D US BANCORP DEL                 COM              902973106    22307   668401 SH      SHARED      06        668401
D USA NETWORKS INC               COM              902984103    23491   585457 SH      SHARED      01        379238            206219
D USA NETWORKS INC               COM              902984103      701    17486 SH      SHARED      06         17486
D UNUM CORP                      COM              903192102      197     3600 SH      SHARED                  3600
D UNUM CORP                      COM              903192102   118735  2168679 SH      SHARED      01       1806161            362518
D UNUM CORP                      COM              903192102        5      100 SH      SHARED      02           100
D UNUM CORP                      COM              903192102       23      420 SH      SHARED      03                             420
D UNUM CORP                      COM              903192102     9264   169211 SH      SHARED      06        169211
D URS CORP NEW                   COM              903236107     1081    36900 SH      SHARED      01         36900
D URS CORP NEW                   COM              903236107       43     1500 SH      SHARED      06          1500
D USANA INC                      COM              90328M107        4      500 SH      SHARED      01           500
D U S G CORP                     COM NEW          903293405      240     4300 SH      SHARED                  4300
D U S G CORP                     COM NEW          903293405    18732   334500 SH      SHARED      01        164170            170330
D U S G CORP                     COM NEW          903293405       56     1001 SH      SHARED      03          1001
D U S G CORP                     COM NEW          903293405     1455    25987 SH      SHARED      06         25987
D U S FOODSERVICE                COM              90331R101     3013    70697 SH      SHARED      06         70697
D U S FOODSERVICE                COM              90331R101      383     9000 SH      SHARED                  9000
D U S FOODSERVICE                COM              90331R101     8315   195080 SH      SHARED      01        168860             26220
D U S FOODSERVICE                COM              90331R101     1193    28000 SH      SHARED      06         28000
D US LEC CORP                    CL A             90331S109       51     2300 SH      SHARED      01          2300
D US LEC CORP                    CL A             90331S109       27     1200 SH      SHARED      06          1200
D U S A FLORAL PRODS INC         COM              90331T107      252    33400 SH      SHARED      01         33400
D U S A FLORAL PRODS INC         COM              90331T107       72     9600 SH      SHARED      06          9600
D U S AUTOMOTIVE MFG INC         COM NEW          90332B204        4     1853 SH      SHARED      01          1853
D USEC INC                       COM              90333E108    34945  2349303 SH      SHARED      01       2349303
D USEC INC                       COM              90333E108       22     1500 SH      SHARED      03                            1500
D USEC INC                       COM              90333E108      312    21000 SH      SHARED      06         21000
D USX-U S STL                    COM              90337T101      434    16100 SH      SHARED                 16100
D USX-U S STL                    COM              90337T101    37560  1391114 SH      SHARED      01       1160801            230313
D USX-U S STL                    COM              90337T101       45     1670 SH      SHR/OTHR    01                    821      849
D USX-U S STL                    COM              90337T101       55     2050 SH      SHARED      03                            2050
D USX-U S STL                    COM              90337T101     3668   135860 SH      SHARED      06        135860
D U S XPRESS ENTERPRISES INC     CL A             90338N103        4      400 SH      SHARED                   400
D U S XPRESS ENTERPRISES INC     CL A             90338N103      128    12000 SH      SHARED      01         12000
D U S XPRESS ENTERPRISES INC     CL A             90338N103       11     1100 SH      SHARED      06          1100
D UTI ENERGY CORP                COM              903387108       54     3300 SH      SHARED                  3300
D UTI ENERGY CORP                COM              903387108       89     5400 SH      SHARED      01          1500              3900
D UTI ENERGY CORP                COM              903387108       23     1400 SH      SHARED      06          1400
D UBID INC                       COM              903469104       11      352 SH      SHARED      01           352
D UBID INC                       COM              903469104        0        2 SH      SHARED      03             2
D UBID INC                       COM              903469104      105     3312 SH      SHARED      06          3312
D ULTIMATE ELECTRS INC           COM              903849107      134     7400 SH      SHARED      01          7400
D ULTRALIFE BATTERIES INC        COM              903899102        5     1000 SH      SHARED      03                            1000
D ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106      198     9100 SH      SHARED                  9100
D ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106    13770   631318 SH      SHARED      01        300928            330390
D ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106     1505    69000 SH      SHARED      06         69000
D ULTRATECH STEPPER INC          COM              904034105     3334   221400 SH      SHARED      01         91400            130000
D ULTRATECH STEPPER INC          COM              904034105       40     2700 SH      SHARED      06          2700
D UNIBANCO-UNIAO DE BANCOS BRASL GDR REP PFD UT   90458E107      144     6000 SH      SHARED                  6000
D UNIBANCO-UNIAO DE BANCOS BRASL GDR REP PFD UT   90458E107        3      145 SH      SHARED      03                             145
D UNICAPITAL CORP NEW            COM              90459D108     3307   540000 SH      SHARED      01        183600            356400
D UNICAPITAL CORP NEW            COM              90459D108       36     5900 SH      SHARED      06          5900
D UNICO AMERN CORP               COM              904607108       16     1600 SH      SHARED      01          1600
D UNICOMP INC                    COM PAR$.01NEW   90465L409       48     9200 SH      SHARED      01          9200
D UNIFI INC                      COM              904677101      131     6200 SH      SHARED                  6200
D UNIFI INC                      COM              904677101    11104   522556 SH      SHARED      01        217908            304648
D UNIFI INC                      COM              904677101      686    32300 SH      SHARED      06         32300
D UNIFIRST CORP MASS             COM              904708104     1808    98400 SH      SHARED      01         26300             72100
D UNIFIRST CORP MASS             COM              904708104       18     1000 SH      SHARED      06          1000
D UNIFY CORP                     COM              904743101       86     6400 SH      SHARED      01          6400
D UNIGENE LABS INC               COM              904753100      567   605604 SH      SHARED      06        605604
D UNILEVER PLC                   SPNSRD ADR NEW   904767704      420    11282 SH      SHARED                 11282
D UNILEVER PLC                   SPNSRD ADR NEW   904767704       66     1785 SH      SHR/OTHR    01                            1785
D UNILEVER PLC                   SPNSRD ADR NEW   904767704      498    13393 SH      SHARED      06         13393
D UNILEVER N V                   N Y SHS NEW      904784709      979    14038 SH      SHARED                 14038
D UNILEVER N V                   N Y SHS NEW      904784709   360689  5171182 SH      SHARED      01       5159932             11250
D UNILEVER N V                   N Y SHS NEW      904784709     1263    18118 SH      SHR/OTHR    01                  11157     6961
D UNILEVER N V                   N Y SHS NEW      904784709    26933   386139 SH      SHARED      06        386139
D UNIMARK GROUP INC              COM              904789104       60    17600 SH      SHARED      01         17600
D UNICOM CORP                    COM              904911104     4820   125000 SH      SHARED      01        125000
D UNICOM CORP                    COM              904911104   130623  3387352 SH      SHARED      01       2897731            489621
D UNICOM CORP                    COM              904911104      112     2929 SH      SHR/OTHR    01                   1700     1229
D UNICOM CORP                    COM              904911104       15      400 SH      SHARED      02           400
D UNICOM CORP                    COM              904911104       11      300 SH      SHARED      03           300
D UNICOM CORP                    COM              904911104     3506    90938 SH      SHARED      06         90938
D UNIGRAPHICS SOLUTIONS INC      CL A             904928108      319    17000 SH      SHARED      01         17000
D UNION CARBIDE CORP             COM              905581104     1711    35100 SH      SHARED                 35100
D UNION CARBIDE CORP             COM              905581104    98052  2011338 SH      SHARED      01       1733122            278216
D UNION CARBIDE CORP             COM              905581104      606    12450 SH      SHR/OTHR    01                   8050     4400
D UNION CARBIDE CORP             COM              905581104        9      200 SH      SHARED      02           200
D UNION CARBIDE CORP             COM              905581104     7772   159429 SH      SHARED      06        159429
D UNION PAC CORP                 COM              907818108     2274    39000 SH      SHARED                 39000
D UNION PAC CORP                 COM              907818108   220125  3774952 SH      SHARED      01       3160661            614291
D UNION PAC CORP                 COM              907818108     4322    74122 SH      SHR/OTHR    01                  38011    36111
D UNION PAC CORP                 COM              907818108       23      400 SH      SHARED      02           400
D UNION PAC CORP                 COM              907818108      584    10029 SH      SHARED      03           200              9829
D UNION PAC CORP                 COM              907818108    11545   198000 SH      SHARED      06        198000
D UNION PAC RES GROUP INC        COM              907834105      120     7400 SH      SHARED                  7400
D UNION PAC RES GROUP INC        COM              907834105    60302  3696846 SH      SHARED      01       2996797            700049
D UNION PAC RES GROUP INC        COM              907834105      647    39688 SH      SHR/OTHR    01                  13849    25839
D UNION PAC RES GROUP INC        COM              907834105      620    38015 SH      SHARED      03          1600             36415
D UNION PAC RES GROUP INC        COM              907834105     3085   189139 SH      SHARED      06        189139
D UNION PLANTERS CORP            COM              908068109      871    19500 SH      SHARED                 19500
D UNION PLANTERS CORP            COM              908068109    94768  2120717 SH      SHARED      01       1697894            422823
D UNION PLANTERS CORP            COM              908068109       67     1500 SH      SHARED      03                            1500
D UNION PLANTERS CORP            COM              908068109     5635   126100 SH      SHARED      06        126100
D UNIONBANCAL CORP               COM              908906100       21      600 SH      SHARED                   600
D UNIONBANCAL CORP               COM              908906100     9721   269100 SH      SHARED      01        134900            134200
D UNIONBANCAL CORP               COM              908906100      151     4200 SH      SHARED      06          4200
D UNIPHASE CORP                  COM              909149106    52778   317941 SH      SHARED      01        114441            203500
D UNIPHASE CORP                  COM              909149106      373     2250 SH      SHARED      03          1150              1100
D UNIPHASE CORP                  COM              909149106      481     2900 SH      SHARED      06          2900
D UNIQUE CASUAL RESTAURANTS INC  COM              90915K100      331   100000 SH      SHARED                100000
D UNISOURCE ENERGY CORP          COM              909205106     3600   301604 SH      SHARED      01        119880            181724
D UNISOURCE ENERGY CORP          COM              909205106       47     4000 SH      SHARED      06          4000
D UNISOURCE WORLDWIDE INC        COM              909208100    17035  1412313 SH      SHARED      01       1412313
D UNISOURCE WORLDWIDE INC        COM              909208100       10      900 SH      SHARED      06           900
D UNISYS CORP                    COM              909214108      533    13700 SH      SHARED                 13700
D UNISYS CORP                    COM              909214108   149724  3845304 SH      SHARED      01       3237287            608017
D UNISYS CORP                    COM              909214108      429    11024 SH      SHR/OTHR    01                   1024    10000
D UNISYS CORP                    COM              909214108     9800   251707 SH      SHARED      06        251707
D UNISYS CORP                    PFD A CV $3.75   909214207       38      586 SH      SHR/OTHR    01                    586
D UNISYS CORP                    PFD A CV $3.75   909214207      126     1938 SH      SHARED      03                            1938
D UNISYS CORP                    PFD A CV $3.75   909214207    23845   366143 SH      SHARED      06        366143
D UNITED ASSET MGMT CORP         COM              909420101       70     3100 SH      SHARED                  3100
D UNITED ASSET MGMT CORP         COM              909420101     2720   119590 SH      SHARED      01        117790              1800
D UNITED ASSET MGMT CORP         COM              909420101      234    10300 SH      SHARED      06         10300
D UNITED AUTO GROUP INC          COM              909440109      448    43800 SH      SHARED      01         40600              3200
D UNITED AUTO GROUP INC          COM              909440109       20     2000 SH      SHARED      06          2000
D UNITED BANKSHARES INC WEST VA  COM              909907107    16444   620530 SH      SHARED      01        182500            438030
D UNITED BANKSHARES INC WEST VA  COM              909907107      156     5900 SH      SHARED      06          5900
D UNITED CAPITAL CORP            COM              909912107        7      500 SH      SHARED      01           500
D UNITED DOMINION INDS LTD       COM              909914103      336    13859 SH      SHARED      01         13859
D UNITED DOMINION INDS LTD       COM              909914103       36     1500 SH      SHARED      06          1500
D UNITED DOMINION REALTY TR INC  COM              910197102       24     2100 SH      SHARED                  2100
D UNITED DOMINION REALTY TR INC  COM              910197102    10129   862081 SH      SHARED      01        360299            501782
D UNITED DOMINION REALTY TR INC  COM              910197102       69     5908 SH      SHR/OTHR    01                   1400     4508
D UNITED DOMINION REALTY TR INC  COM              910197102       45     3900 SH      SHARED      03          1000              2900
D UNITED DOMINION REALTY TR INC  COM              910197102      401    34200 SH      SHARED      06         34200
D UNITED FIRE & CAS CO           COM              910331107      553    21305 SH      SHARED      01         21305
D UNITED FIRE & CAS CO           COM              910331107       15      600 SH      SHARED      06           600
D UNITED HEALTHCARE CORP         COM              910581107   179299  2863067 SH      SHARED      01       2454029            409038
D UNITED HEALTHCARE CORP         COM              910581107      206     3294 SH      SHR/OTHR    01                            3294
D UNITED HEALTHCARE CORP         COM              910581107       32      525 SH      SHARED      02           525
D UNITED HEALTHCARE CORP         COM              910581107      178     2850 SH      SHARED      03                            2850
D UNITED HEALTHCARE CORP         COM              910581107     9863   157495 SH      SHARED      06        157495
D UNITED ILLUM CO                COM              910637107     4786   112800 SH      SHARED      01         66500             46300
D UNITED ILLUM CO                COM              910637107       29      700 SH      SHARED      03                             700
D UNITED ILLUM CO                COM              910637107     2592    61100 SH      SHARED      06         61100
D UNITED INTL HLDGS INC          CL A             910734102    20781   307300 SH      SHARED      01        150600            156700
D UNITED INTL HLDGS INC          CL A             910734102    16179   239259 SH      SHARED      06        239259
D UNITED INVS RLTY TR            COM              910741107       19     2400 SH      SHARED      01          2400
D UNITED NATL BANCORP N J        COM              910909100      546    23018 SH      SHARED      01         23018
D UNITED NATL BANCORP N J        COM              910909100       21      900 SH      SHARED      06           900
D UNITED MOBILE HOMES INC        COM              911024107        2      300 SH      SHARED      01           300
D UNITED NAT FOODS INC           COM              911163103       27     1100 SH      SHARED      01          1100
D UNITED NAT FOODS INC           COM              911163103       19      800 SH      SHARED      06           800
D UNITED PARK CITY MINES CO      COM NEW          911315208       93     2900 SH      SHARED      01          2900
D UNITED PAYORS&UTD PROVIDERS    COM              911319101      719    31050 SH      SHARED      01         30900               150
D UNITED PAYORS&UTD PROVIDERS    COM              911319101      139     6000 SH      SHARED      03          6000
D UNITED PAYORS&UTD PROVIDERS    COM              911319101       46     2020 SH      SHARED      06          2020
D UNITED RENTALS INC             COM              911363109     7887   267382 SH      SHARED      01         78313            189069
D UNITED RENTALS INC             COM              911363109      245     8336 SH      SHARED      06          8336
D UNITED RETAIL GROUP INC        COM              911380103      273    18100 SH      SHARED      01         18100
D U S BIOSCIENCE INC             COM PAR $0.01    911646206      679    69675 SH      SHARED      01         69675
D U S BIOSCIENCE INC             COM PAR $0.01    911646206       33     3400 SH      SHARED      06          3400
D UNITED STATES CELLULAR CORP    LYON ZERO     15 911684AA6    12449 24898000 PRN     SHARED      06      24898000
D UNITED STATES CELLULAR CORP    COM              911684108     5306    99182 SH      SHARED      01         40582             58600
D UNITED STATES CELLULAR CORP    COM              911684108       55     1028 SH      SHARED      06          1028
D U S ENERGY CORP WYO            COM              911805109       44    11800 SH      SHARED      01         11800
D US AIRWAYS GROUP INC           COM              911905107       39      900 SH      SHARED                   900
D US AIRWAYS GROUP INC           COM              911905107    61497  1411722 SH      SHARED      01       1200402            211320
D US AIRWAYS GROUP INC           COM              911905107       21      500 SH      SHR/OTHR    01                             500
D US AIRWAYS GROUP INC           COM              911905107        8      200 SH      SHARED      02           200
D US AIRWAYS GROUP INC           COM              911905107    74023  1699277 SH      SHARED      06       1699277
D U S HOME CORP NEW              COM              911920106       17      500 SH      SHARED                   500
D U S HOME CORP NEW              COM              911920106     6314   177870 SH      SHARED      01         89445             88425
D U S HOME CORP NEW              COM              911920106       78     2200 SH      SHARED      06          2200
D U S INDS INC NEW               COM              912080108     5681   334213 SH      SHARED      01        186937            147276
D U S INDS INC NEW               COM              912080108     1752   103070 SH      SHARED      06        103070
D U S OFFICE PRODS CO            COM NEW          912325305      707   131577 SH      SHARED      01        131577
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       51     9500 SH      SHARED      06          9500
D U S WEST INC NEW               COM              91273H101     1382    23539 SH      SHR/OTHR    06                           23539
D U S WEST INC NEW               COM              91273H101     1045    17800 SH      SHARED                 17800
D U S WEST INC NEW               COM              91273H101   470407  8006936 SH      SHARED      01       6749718           1257218
D U S WEST INC NEW               COM              91273H101     7284   123990 SH      SHR/OTHR    01                  74009    49981
D U S WEST INC NEW               COM              91273H101       23      402 SH      SHARED      03                             402
D U S WEST INC NEW               COM              91273H101    73204  1246030 SH      SHARED      06       1246030
D U S TR CORP NEW                COM              91288L105    16255   175738 SH      SHARED      01         91300      998    83440
D U S TR CORP NEW                COM              91288L105      231     2500 SH      SHARED      06          2500
D UNITED STATIONERS INC          COM              913004107     2602   118296 SH      SHARED      01        118296
D UNITED STATIONERS INC          COM              913004107      140     6400 SH      SHARED      06          6400
D UNITED TECHNOLOGIES CORP       COM              913017109     4312    59900 SH      SHARED                 59900
D UNITED TECHNOLOGIES CORP       COM              913017109   531996  7388844 SH      SHARED      01       6219947           1168897
D UNITED TECHNOLOGIES CORP       COM              913017109     1137    15794 SH      SHR/OTHR    01                   8000     7794
D UNITED TECHNOLOGIES CORP       COM              913017109       57      800 SH      SHARED      02           800
D UNITED TECHNOLOGIES CORP       COM              913017109      155     2160 SH      SHARED      03                            2160
D UNITED TECHNOLOGIES CORP       COM              913017109    21958   304976 SH      SHARED      06        304746               230
D UNITED TELEVISION INC          COM              913066106     4373    41700 SH      SHARED      01         15300             26400
D UNITED TELEVISION INC          COM              913066106       20      200 SH      SHARED      06           200
D UNITED WTR RES INC             COM              913190104    14960   659432 SH      SHARED      01        659432
D UNITED WTR RES INC             COM              913190104       63     2800 SH      SHARED      06          2800
D UNITIL CORP                    COM              913259107      156     6200 SH      SHARED      01          6200
D UNITIL CORP                    COM              913259107        3      134 SH      SHR/OTHR    01                    134
D UNITRIN INC                    COM              913275103      311     7600 SH      SHARED                  7600
D UNITRIN INC                    COM              913275103    18404   448890 SH      SHARED      01        238200            210690
D UNITRIN INC                    COM              913275103     1225    29900 SH      SHARED      06         29900
D UNITRODE CORP                  COM              913283107     5490   191382 SH      SHARED      01        109400             81982
D UNITRODE CORP                  COM              913283107      123     4300 SH      SHARED      06          4300
D UNIVERSAL CORP VA              COM              913456109       88     3100 SH      SHARED                  3100
D UNIVERSAL CORP VA              COM              913456109     8916   313555 SH      SHARED      01        173078            140477
D UNIVERSAL CORP VA              COM              913456109      591    20800 SH      SHARED      06         20800
D UNIVERSAL ELECTRS INC          COM              913483103     4529   161400 SH      SHARED      01        161400
D UNIVERSAL FOODS CORP           COM              913538104       88     4200 SH      SHARED                  4200
D UNIVERSAL FOODS CORP           COM              913538104    17116   810240 SH      SHARED      01        607924            202316
D UNIVERSAL FOODS CORP           COM              913538104       40     1938 SH      SHR/OTHR    01                            1938
D UNIVERSAL FOODS CORP           COM              913538104     1056    50000 SH      SHARED      06         50000
D UNIVERSAL FST PRODS INC        COM              913543104     1199    55800 SH      SHARED      01         55800
D UNIVERSAL FST PRODS INC        COM              913543104       47     2200 SH      SHARED      06          2200
D UNIVERSAL HEALTH RLTY INCM TR  SH BEN INT       91359E105       19     1000 SH      SHARED      01          1000
D UNIVERSAL HEALTH RLTY INCM TR  SH BEN INT       91359E105      107     5450 SH      SHR/OTHR    01                            5450
D UNIVERSAL HLTH SVCS INC        CL B             913903100    16228   339869 SH      SHARED      01        147441            192428
D UNIVERSAL HLTH SVCS INC        CL B             913903100     1066    22336 SH      SHARED      06         22336
D UNO RESTAURANT CORP            COM              914900105        2      250 SH      SHARED      01           250
D UNIVISION COMMUNICATIONS INC   CL A             914906102      728    11200 SH      SHARED                 11200
D UNIVISION COMMUNICATIONS INC   CL A             914906102    33743   519129 SH      SHARED      01        327229            191900
D UNIVISION COMMUNICATIONS INC   CL A             914906102       26      400 SH      SHR/OTHR    01                             400
D UNIVISION COMMUNICATIONS INC   CL A             914906102     2190    33700 SH      SHARED      06         33700
D UNOCAL CORP                    COM              915289102     1779    44900 SH      SHARED                 44900
D UNOCAL CORP                    COM              915289102   151709  3828633 SH      SHARED      01       3193099            635534
D UNOCAL CORP                    COM              915289102      389     9840 SH      SHR/OTHR    01                   3500     6340
D UNOCAL CORP                    COM              915289102       19      500 SH      SHARED      02           500
D UNOCAL CORP                    COM              915289102       62     1578 SH      SHARED      03                            1578
D UNOCAL CORP                    COM              915289102    13813   348617 SH      SHARED      06        348617
D UNOVA INC                      COM              91529B106     5371   338373 SH      SHARED      01        156829            181544
D UNOVA INC                      COM              91529B106       22     1400 SH      SHR/OTHR    01                            1400
D UNOVA INC                      COM              91529B106       69     4400 SH      SHARED      06          4400
D USFREIGHTWAYS CORP             COM              916906100    12256   264650 SH      SHARED                264650
D USFREIGHTWAYS CORP             COM              916906100    13175   284500 SH      SHARED      01        210500             74000
D USFREIGHTWAYS CORP             COM              916906100       46     1000 SH      SHARED      03                            1000
D USFREIGHTWAYS CORP             COM              916906100      713    15400 SH      SHARED      06         15400
D URBAN OUTFITTERS INC           COM              917047102       17      700 SH      SHARED                   700
D URBAN OUTFITTERS INC           COM              917047102      886    35300 SH      SHARED      01         34000              1300
D URBAN OUTFITTERS INC           COM              917047102       10      400 SH      SHARED      03           400
D URBAN OUTFITTERS INC           COM              917047102       57     2300 SH      SHARED      06          2300
D URBAN SHOPPING CTRS INC        COM              917060105     3187   101200 SH      SHARED      01         45600             55600
D URBAN SHOPPING CTRS INC        COM              917060105      157     5000 SH      SHARED      06          5000
D UROLOGIX INC                   COM              917273104       13     5600 SH      SHARED      01          5600
D UROLOGIX INC                   COM              917273104        0       35 SH      SHARED      06            35
D URSTADT BIDDLE PPTYS INS       COM              917286106        6      800 SH      SHARED      01           800
D URSTADT BIDDLE PPTYS INS       CL A             917286205        5      700 SH      SHARED      01           700
D USABANCCOM INC                 COM              917289100       54     7714 SH      SHARED      01          7714
D USBANCORP INC PA               COM              917292104      848    53900 SH      SHARED      01         53900
D USBANCORP INC PA               COM              917292104       23     1500 SH      SHARED      06          1500
D USINTERNETWORKING INC          COM              917311805        4      100 SH      SHR/OTHR    01                    100
D USINTERNETWORKING INC          COM              917311805      107     2550 SH      SHARED      03          2550
D USINTERNETWORKING INC          COM              917311805       54     1300 SH      SHARED      06          1300
D USLIFE INCOME FD INC           COM              917324105        2      300 SH      SHARED      03                             300
D USWEB CORP                     COM              917327108       84     3800 SH      SHARED                  3800
D USWEB CORP                     COM              917327108    11517   519100 SH      SHARED      01        241400            277700
D USWEB CORP                     COM              917327108     2523   113738 SH      SHARED      06        113738
D UTAH MED PRODS INC             COM              917488108       77    10000 SH      SHARED      01         10000
D UTILICORP UTD INC              COM              918005109      226     9300 SH      SHARED                  9300
D UTILICORP UTD INC              COM              918005109    12275   504906 SH      SHARED      01        283587            221319
D UTILICORP UTD INC              COM              918005109     1075    44250 SH      SHARED      06         44250
D V F CORP                       COM              918204108      136     3200 SH      SHARED                  3200
D V F CORP                       COM              918204108    72015  1684580 SH      SHARED      01       1447308            237272
D V F CORP                       COM              918204108        8      200 SH      SHARED      02           200
D V F CORP                       COM              918204108     5878   137500 SH      SHARED      06        137500
D VLSI TECHNOLOGY INC            COM              918270109        0     5530 SH      SHARED      06          5530
D V-ONE CORP                     COM              918278102       42    15700 SH      SHARED      01         15700
D VSE CORP                       COM              918284100        5      500 SH      SHARED      01           500
D VWR SCIENTIFIC PRODS CORP      COM              918435108    15314   417450 SH      SHARED      01        384600             32850
D VWR SCIENTIFIC PRODS CORP      COM              918435108       66     1800 SH      SHARED      06          1800
D VAIL RESORTS INC               COM              91879Q109     1504    83600 SH      SHARED      01         79700              3900
D VAIL RESORTS INC               COM              91879Q109       73     4100 SH      SHARED      06          4100
D VALASSIS COMMUNICATIONS INC    COM              918866104    16481   450008 SH      SHARED      01        276308            173700
D VALASSIS COMMUNICATIONS INC    COM              918866104     1924    52550 SH      SHARED      06         52550
D VALHI INC NEW                  COM              918905100     2380   213964 SH      SHARED      01         38800            175164
D VALHI INC NEW                  COM              918905100       12     1100 SH      SHARED      06          1100
D VALERO ENERGY CORP NEW         COM              91913Y100        8      400 SH      SHARED                   400
D VALERO ENERGY CORP NEW         COM              91913Y100     8124   378986 SH      SHARED      01        165695            213291
D VALERO ENERGY CORP NEW         COM              91913Y100       64     3000 SH      SHR/OTHR    01                            3000
D VALERO ENERGY CORP NEW         COM              91913Y100     1022    47700 SH      SHARED      06         47700
D VALLEN CORP                    COM              919260109        6      400 SH      SHARED      01           400
D VALLEY NATL BANCORP            COM              919794107     3765   130991 SH      SHARED      01         80456             50535
D VALLEY NATL BANCORP            COM              919794107      109     3796 SH      SHARED      06          3796
D VALLEY RES INC                 COM              920062106       66     5200 SH      SHARED      01          5200
D VALMONT INDS INC               COM              920253101     1069    62800 SH      SHARED      01         62800
D VALMONT INDS INC               COM              920253101       32     1900 SH      SHARED      06          1900
D VALSPAR CORP                   COM              920355104    10221   268979 SH      SHARED      01         79079            189900
D VALSPAR CORP                   COM              920355104      289     7622 SH      SHARED      06          7622
D VALUE CITY DEPT STORES INC     COM              920387107      563    46000 SH      SHARED      01         42700              3300
D VALUE CITY DEPT STORES INC     COM              920387107       50     4100 SH      SHARED      06          4100
D VALUE LINE INC                 COM              920437100      117     3000 SH      SHARED      01          3000
D VALUE LINE INC                 COM              920437100        3      100 SH      SHARED      06           100
D VAN KAMPEN TR INVT GRADE CALIF COM              920930104      113     7000 SH      SHR/OTHR    01                   7000
D VANS INC                       COM              921930103     2539   221700 SH      SHARED                221700
D VANTIVE CORP                   SB NT CV 4.75%02 922091AC7     2298  3000000 PRN     SHARED      06       3000000
D VANTIVE CORP                   COM              922091103     1119    97900 SH      SHARED      01         97900
D VANTIVE CORP                   COM              922091103       35     3100 SH      SHARED      06          3100
D VARCO INTL INC                 COM              922126107     3774   349136 SH      SHARED      01         90736            258400
D VARCO INTL INC                 COM              922126107      994    92000 SH      SHARED      06         92000
D VARIAN MED SYS INC             COM              92220P105      126     5000 SH      SHR/OTHR    06                            5000
D VARIAN MED SYS INC             COM              92220P105       95     3800 SH      SHARED                  3800
D VARIAN MED SYS INC             COM              92220P105     4712   186636 SH      SHARED      01        124805             61831
D VARIAN MED SYS INC             COM              92220P105      630    24987 SH      SHARED      06         24987
D VARIAN INC                     COM              922206107     2130   157800 SH      SHARED      01         56034            101766
D VARIAN INC                     COM              922206107       52     3900 SH      SHARED      06          3900
D VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105       85     5000 SH      SHR/OTHR    06                            5000
D VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105     2672   157200 SH      SHARED      01         54734            102466
D VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105      135     7987 SH      SHARED      06          7987
D VARLEN CORP                    COM              922248109     2796    69056 SH      SHARED      01         60193              8863
D VARLEN CORP                    COM              922248109      384     9487 SH      SHARED      06          9487
D VASOMEDICAL INC                COM              922321104      207   125000 SH      SHARED      01                          125000
D VASTAR RES INC                 COM              922380100       89     1700 SH      SHARED                  1700
D VASTAR RES INC                 COM              922380100     1685    32146 SH      SHARED      01         32146
D VASTAR RES INC                 COM              922380100      681    13000 SH      SHARED      06         13000
D VEECO INSTRS INC DEL           COM              922417100      102     3000 SH      SHARED                  3000
D VEECO INSTRS INC DEL           COM              922417100      819    24100 SH      SHARED      01         24100
D VEECO INSTRS INC DEL           COM              922417100       68     2000 SH      SHR/OTHR    01                   2000
D VEECO INSTRS INC DEL           COM              922417100       37     1100 SH      SHARED      03           900               200
D VEECO INSTRS INC DEL           COM              922417100       40     1200 SH      SHARED      06          1200
D VENTAS INC                     COM              92276F100     2274   423170 SH      SHARED      01        185290            237880
D VENTAS INC                     COM              92276F100        8     1500 SH      SHARED      03          1500
D VENTAS INC                     COM              92276F100       34     6500 SH      SHARED      06          6500
D VENTANA MED SYS INC            COM              92276H106      923    48300 SH      SHARED      01         45300              3000
D VENTANA MED SYS INC            COM              92276H106       30     1610 SH      SHARED      06          1610
D VENATOR GROUP INC              COM              922944103     9013   863597 SH      SHARED      01        419837            443760
D VENATOR GROUP INC              COM              922944103       33     3200 SH      SHR/OTHR    01                            3200
D VENATOR GROUP INC              COM              922944103      140    13478 SH      SHARED      06         13478
D VERITY INC                     COM              92343C106      406     7500 SH      SHARED      01          7500
D VERISIGN INC                   COM              92343E102     2923    33900 SH      SHARED      01         33900
D VERISIGN INC                   COM              92343E102       60      700 SH      SHARED      06           700
D VERITAS DGC INC                COM              92343P107     1168    63810 SH      SHARED      01         63010               800
D VERITAS DGC INC                COM              92343P107     1669    91165 SH      SHARED      06         91165
D VERIO INC                      COM              923433106     6533    94000 SH      SHARED      01         94000
D VERIO INC                      COM              923433106       55      800 SH      SHARED      06           800
D VERITAS SOFTWARE CO            SB NT CV 5.25%04 923436AB5      520   220000 PRN     SHARED      06        220000
D VERITAS SOFTWARE CO            COM              923436109     1946    20500 SH      SHARED                 20500
D VERITAS SOFTWARE CO            COM              923436109    54604   575165 SH      SHARED      01        366549            208616
D VERITAS SOFTWARE CO            COM              923436109     3154    33232 SH      SHARED      06         33232
D VERMONT PURE HLDGS LTD         CL A             924234107        0      200 SH      SHR/OTHR    01                             200
D VERTEX PHARMACEUTICALS INC     COM              92532F100     5792   240100 SH      SHARED      01        139600            100500
D VERTEX PHARMACEUTICALS INC     COM              92532F100       14      600 SH      SHR/OTHR    01                             600
D VERTEX PHARMACEUTICALS INC     COM              92532F100       84     3500 SH      SHARED      06          3500
D VERTICALNET INC                COM              92532L107        4       40 SH      SHARED      03                              40
D VERTEX COMMUNICATIONS CORP     COM              925320103        4      300 SH      SHARED      01           300
D VESTA INS GROUP INC            COM              925391104     1284   277800 SH      SHARED      01         19000            258800
D VESTA INS GROUP INC            COM              925391104       46    10000 SH      SHARED      06         10000
D VETERINARY CTRS AMER INC       COM              925514101     3398   250600 SH      SHARED      01         60400            190200
D VETERINARY CTRS AMER INC       COM              925514101       36     2700 SH      SHARED      06          2700
D VIALINK CO                     COM              92552Q101       66     4400 SH      SHARED      01          4400
D VIAD CORP                      COM              92552R109      912    29500 SH      SHARED                 29500
D VIAD CORP                      COM              92552R109    24004   775916 SH      SHARED      01        364664            411252
D VIAD CORP                      COM              92552R109       61     2000 SH      SHR/OTHR    01                            2000
D VIAD CORP                      COM              92552R109     1435    46389 SH      SHARED      06         46389
D VIASOFT INC                    COM              92552U102      514   146920 SH      SHARED      01         46000            100920
D VIASOFT INC                    COM              92552U102       51    14800 SH      SHARED      06         14800
D VIACOM INC                     CL A             925524100      724    16414 SH      SHARED      01         14666              1748
D VIACOM INC                     CL A             925524100       13      300 SH      SHARED      06           300
D VIACOM INC                     WT EXP  070799   925524134       10      550 SH      SHARED      01                             550
D VIACOM INC                     WT EXP  070799   925524134        5      289 SH      SHR/OTHR    01                             289
D VIACOM INC                     WT EXP  070799   925524134        5      289 SH      SHARED      06           289
D VIACOM INC                     CL B             925524308      400     9100 SH      SHARED                  9100
D VIACOM INC                     CL B             925524308   426601  9695497 SH      SHARED      01       8492315           1203182
D VIACOM INC                     CL B             925524308      849    19296 SH      SHR/OTHR    01                   3100    16196
D VIACOM INC                     CL B             925524308       61     1400 SH      SHARED      02          1400
D VIACOM INC                     CL B             925524308      140     3200 SH      SHARED      03                            3200
D VIACOM INC                     CL B             925524308    23348   530640 SH      SHARED      06        530640
D VIATEL INC                     COM              925529208       22      400 SH      SHARED      01                             400
D VICAL INC                      COM              925602104      637    52600 SH      SHARED      01         52600
D VICAL INC                      COM              925602104       25     2100 SH      SHARED      06          2100
D VICON INDS INC                 COM              925811101      371    41300 SH      SHARED                 41300
D VICOR CORP                     COM              925815102     1781    84100 SH      SHARED      01         84100
D VICOR CORP                     COM              925815102      317    15000 SH      SHARED      03         15000
D VICOR CORP                     COM              925815102       46     2200 SH      SHARED      06          2200
D VIDEO UPDATE INC               CL A             92657V104       24    29800 SH      SHARED      01         29800
D VIGNETTE CORP                  COM              926734104     6337    84500 SH      SHARED      01         84500
D VIGNETTE CORP                  COM              926734104      621     8280 SH      SHARED      06          8280
D VIDEOSERVER INC                COM              926918103       96    10162 SH      SHARED      02         10162
D VINA CONCHA Y TORO S A         SPONSORED ADR    927191106       36     1000 SH      SHARED      01          1000
D VINA CONCHA Y TORO S A         SPONSORED ADR    927191106      354     9849 SH      SHARED      02          9849
D VINTAGE PETE INC               COM              927460105     3352   311900 SH      SHARED      01        185700            126200
D VINTAGE PETE INC               COM              927460105      369    34400 SH      SHARED      06         34400
D VION PHARMACEUTICALS INC       COM              927624106       14     3000 SH      SHARED      03                            3000
D VIRCO MFG CO                   COM              927651109      485    30129 SH      SHARED      01         30129
D VIRCO MFG CO                   COM              927651109        4      300 SH      SHARED      06           300
D VISIO CORP                     COM              927914101    11810   310300 SH      SHARED      01         99600            210700
D VISIO CORP                     COM              927914101     2435    64000 SH      SHARED      03         64000
D VISIO CORP                     COM              927914101      125     3300 SH      SHARED      06          3300
D VITALCOM INC                   COM              927917104       21    10000 SH      SHARED      03         10000
D VIROPHARMA INC                 COM              928241108      212    27700 SH      SHARED      01         27700
D VIROPHARMA INC                 COM              928241108       70     9200 SH      SHARED      06          9200
D VISHAY INTERTECHNOLOGY INC     COM              928298108      299    14250 SH      SHARED                 14250
D VISHAY INTERTECHNOLOGY INC     COM              928298108    12423   591574 SH      SHARED      01        331958            259616
D VISHAY INTERTECHNOLOGY INC     COM              928298108     1106    52690 SH      SHARED      06         52690
D VISTA BANCORP INC              COM              92830R103       29     1565 SH      SHARED      01          1565
D VISION TWENTY-ONE INC FLA      COM              92831N101        4      500 SH      SHARED      03           500
D VISTA INFORMATION SOLUTIONS    COM NEW          928365204       82     7150 SH      SHARED      01          7150
D VISTANA INC                    COM              92839P108      244    15500 SH      SHARED      01         15500
D VISTANA INC                    COM              92839P108       15     1000 SH      SHARED      06          1000
D VISUAL DATA CORP               COM NEW          928428200       14      800 SH      SHARED      03           800
D VISX INC DEL                   COM              92844S105      498     6300 SH      SHARED                  6300
D VISX INC DEL                   COM              92844S105    41858   528600 SH      SHARED      01        293000            235600
D VISX INC DEL                   COM              92844S105       64      815 SH      SHARED      03           515               300
D VISX INC DEL                   COM              92844S105     5368    67800 SH      SHARED      06         67800
D VISUAL NETWORKS INC            COM              928444108     2102    65700 SH      SHARED      01         62300              3400
D VISUAL NETWORKS INC            COM              928444108       76     2400 SH      SHARED      06          2400
D VITAL SIGNS INC                COM              928469105      404    20300 SH      SHARED      01         20300
D VITAL SIGNS INC                COM              928469105       13      700 SH      SHARED      06           700
D VITESSE SEMICONDUCTOR CORP     COM              928497106     1497    22200 SH      SHARED                 22200
D VITESSE SEMICONDUCTOR CORP     COM              928497106    40992   607863 SH      SHARED      01        346313            261550
D VITESSE SEMICONDUCTOR CORP     COM              928497106       67     1000 SH      SHARED      03                            1000
D VITESSE SEMICONDUCTOR CORP     COM              928497106    11311   167738 SH      SHARED      06        167738
D VITRO SOCIEDAD ANONIMA         SPONSORED ADR    928502301        8     1700 SH      SHARED      01          1700
D VIVUS INC                      COM              928551100      585   223000 SH      SHARED      01        146900             76100
D VIVUS INC                      COM              928551100       67    25800 SH      SHARED      06         25800
D VLASIC FOODS INTL INC          COM              928559103       33     4600 SH      SHARED                  4600
D VLASIC FOODS INTL INC          COM              928559103     2402   328527 SH      SHARED      01        184503            144024
D VLASIC FOODS INTL INC          COM              928559103       12     1690 SH      SHR/OTHR    01                    280     1410
D VLASIC FOODS INTL INC          COM              928559103        0       50 SH      SHARED      03                              50
D VLASIC FOODS INTL INC          COM              928559103      144    19700 SH      SHARED      06         19700
D VODAFONE GROUP PLC             SPONSORED ADR    92857T107     7092    36000 SH      SHARED                 36000
D VODAFONE GROUP PLC             SPONSORED ADR    92857T107   165787   841562 SH      SHARED      01        803763             37799
D VODAFONE GROUP PLC             SPONSORED ADR    92857T107     6823    34635 SH      SHR/OTHR    01                  15075    19560
D VODAFONE GROUP PLC             SPONSORED ADR    92857T107      644     3274 SH      SHARED      03           500              2774
D VODAFONE GROUP PLC             SPONSORED ADR    92857T107   350429  1778832 SH      SHARED      06       1778832
D VOICESTREAM WIRELESS CORP      COM              928615103      842    29610 SH      SHR/OTHR    06                           29610
D VOICESTREAM WIRELESS CORP      COM              928615103       34     1200 SH      SHARED                  1200
D VOICESTREAM WIRELESS CORP      COM              928615103    27667   972950 SH      SHARED      01        537750            435200
D VOICESTREAM WIRELESS CORP      COM              928615103      535    18819 SH      SHARED      06         18819
D VOLT INFORMATION SCIENCES INC  COM              928703107      714    31250 SH      SHARED      01         31250
D VOLT INFORMATION SCIENCES INC  COM              928703107       25     1100 SH      SHARED      06          1100
D VOLVO AKTIEBOLAGET             ADR B            928856400      126     4300 SH      SHARED      01          4300
D VOLVO AKTIEBOLAGET             ADR B            928856400        8      300 SH      SHARED      03           300
D VOLVO AKTIEBOLAGET             ADR B            928856400      349    11900 SH      SHARED      06         11900
D VORNADO OPERATING CO           COM              92904N103        3      410 SH      SHARED      01           410
D VORNADO OPERATING CO           COM              92904N103        0       85 SH      SHR/OTHR    01                              85
D VORNADO RLTY TR                SH BEN INT       929042109    31199   883549 SH      SHARED      01        486273            397276
D VORNADO RLTY TR                SH BEN INT       929042109       60     1700 SH      SHR/OTHR    01                            1700
D VORNADO RLTY TR                SH BEN INT       929042109      370    10500 SH      SHARED      03           600              9900
D VORNADO RLTY TR                SH BEN INT       929042109      893    25314 SH      SHARED      06         25314
D VULCAN MATLS CO                COM              929160109      328     6800 SH      SHARED                  6800
D VULCAN MATLS CO                COM              929160109    47891   992580 SH      SHARED      01        730692            261888
D VULCAN MATLS CO                COM              929160109      579    12000 SH      SHR/OTHR    01                  12000
D VULCAN MATLS CO                COM              929160109       14      300 SH      SHARED      02           300
D VULCAN MATLS CO                COM              929160109    43888   909600 SH      SHARED      06        909600
D WEBS INDEX FD INC              JAPAN WEBS       92923H889        7      600 SH      SHARED      03                             600
D WD-40 CO                       COM              929236107    10084   403360 SH      SHARED      01        195700            207660
D WD-40 CO                       COM              929236107      110     4400 SH      SHR/OTHR    01                            4400
D WD-40 CO                       COM              929236107       15      600 SH      SHARED      03                             600
D WD-40 CO                       COM              929236107       57     2300 SH      SHARED      06          2300
D WHX CORP                       COM              929248102      591    90200 SH      SHARED      01         90200
D WHX CORP                       COM              929248102     2072   315800 SH      SHARED      06        315800
D WHX CORP                       PFD CV SER A     929248201     2350    73036 SH      SHARED      06         73036
D WHX CORP                       PFD CV SER B     929248300    22701   706660 SH      SHARED      06        706660
D WICOR INC                      COM              929253102     7380   264168 SH      SHARED      01        184700             79468
D WICOR INC                      COM              929253102      122     4400 SH      SHARED      06          4400
D WLR FOODS INC                  COM              929286102      118    14600 SH      SHARED      01         14600
D WMX TECHNOLOGIES INC           SUB NTS CV  2%05 92929QAF4        1     1000 PRN     SHARED      03                            1000
D WMX TECHNOLOGIES INC           SUB NTS CV  2%05 92929QAF4    10722  9531000 PRN     SHARED      06       9531000
D WMS INDS INC                   COM              929297109     1098    64644 SH      SHARED      01         64644
D WPS RESOURCES CORP             COM              92931B106     4599   153300 SH      SHARED      01         89700             63600
D WPS RESOURCES CORP             COM              92931B106       99     3300 SH      SHARED      06          3300
D WSFS FINL CORP                 COM              929328102      371    25300 SH      SHARED      01         25300
D WSFS FINL CORP                 COM              929328102      113     7700 SH      SHARED      06          7700
D WVS FINL CORP                  COM              929358109        9      600 SH      SHARED      01           600
D WABASH NATL CORP               COM              929566107     5593   288700 SH      SHARED      01        109250            179450
D WABASH NATL CORP               COM              929566107       54     2800 SH      SHARED      06          2800
D WACHOVIA CORP                  COM              929771103     2652    31000 SH      SHARED                 31000
D WACHOVIA CORP                  COM              929771103   265531  3103380 SH      SHARED      01       2537577            565803
D WACHOVIA CORP                  COM              929771103     2520    29463 SH      SHR/OTHR    01                  12516    16947
D WACHOVIA CORP                  COM              929771103       25      300 SH      SHARED      02           300
D WACHOVIA CORP                  COM              929771103       52      610 SH      SHARED      03           250               360
D WACHOVIA CORP                  COM              929771103    16214   189508 SH      SHARED      06        189508
D WACKENHUT CORP                 COM SER A        929794105     4032   135532 SH      SHARED      01         27500            108032
D WACKENHUT CORP                 COM SER A        929794105       29     1000 SH      SHARED      06          1000
D WACKENHUT CORP                 COM SER B        929794303        7      313 SH      SHARED      01           313
D WACKENHUT CORRECTIONS CORP     COM              929798106      542    27400 SH      SHARED      01         27400
D WACKENHUT CORRECTIONS CORP     COM              929798106       23     1200 SH      SHARED      06          1200
D WADDELL & REED FINL INC        CL A             930059100     3463   125662 SH      SHARED      01         96947             28715
D WADDELL & REED FINL INC        CL A             930059100       34     1250 SH      SHR/OTHR    01                            1250
D WADDELL & REED FINL INC        CL A             930059100      915    33200 SH      SHARED      06         33200
D WADDELL & REED FINL INC        CL B             930059209      312    11590 SH      SHARED      01         10490              1100
D WADDELL & REED FINL INC        CL B             930059209    38265  1417226 SH      SHARED      06       1417226
D WAL MART STORES INC            COM              931142103     9254   191800 SH      SHARED                191800
D WAL MART STORES INC            COM              931142103  2845129 58966418 SH      SHARED      01      53222602           5743816
D WAL MART STORES INC            COM              931142103    28806   597036 SH      SHR/OTHR    01                 309311   287725
D WAL MART STORES INC            COM              931142103    67765  1404471 SH      SHARED      02       1404471
D WAL MART STORES INC            COM              931142103     1422    29486 SH      SHARED      03          4066             25420
D WAL MART STORES INC            COM              931142103   156700  3247686 SH      SHARED      06       3246311              1375
D WALBRO CORP                    COM              931154108        0     1300 SH      SHARED      06          1300
D WALDEN RESIDENTIAL PPTYS INC   COM              931210108     1709    79500 SH      SHARED      01         76600              2900
D WALDEN RESIDENTIAL PPTYS INC   COM              931210108      137     6400 SH      SHARED      06          6400
D WALGREEN CO                    COM              931422109      599    20400 SH      SHARED                 20400
D WALGREEN CO                    COM              931422109   451297 15363334 SH      SHARED      01      12743304           2620030
D WALGREEN CO                    COM              931422109     7420   252608 SH      SHR/OTHR    01                 179402    73206
D WALGREEN CO                    COM              931422109       52     1800 SH      SHARED      02          1800
D WALGREEN CO                    COM              931422109      256     8740 SH      SHARED      03          8140               600
D WALGREEN CO                    COM              931422109    25565   870329 SH      SHARED      06        869754               575
D WALL DATA INC                  COM              932045107       12     1300 SH      SHARED      01          1300
D WALLACE COMPUTER SERVICES INC  COM              932270101      110     4400 SH      SHARED                  4400
D WALLACE COMPUTER SERVICES INC  COM              932270101    10291   411647 SH      SHARED      01        186519            225128
D WALLACE COMPUTER SERVICES INC  COM              932270101      772    30900 SH      SHARED      06         30900
D WALTER INDS INC                COM              93317Q105     3613   279300 SH      SHARED      01        146600            132700
D WALTER INDS INC                COM              93317Q105       59     4600 SH      SHARED      06          4600
D WANG LABS INC NEW              COM              93369N109        0     6900 SH      SHARED      06          6900
D WARNACO GROUP INC              CL A             934390105      155     5800 SH      SHARED                  5800
D WARNACO GROUP INC              CL A             934390105    10241   382853 SH      SHARED      01        218317            164536
D WARNACO GROUP INC              CL A             934390105     1652    61792 SH      SHARED      06         61792
D WARNER LAMBERT CO              COM              934488107     4099    59300 SH      SHARED                 59300
D WARNER LAMBERT CO              COM              934488107   891507 12897033 SH      SHARED      01      10420177           2476856
D WARNER LAMBERT CO              COM              934488107     8644   125059 SH      SHR/OTHR    01                  42660    82399
D WARNER LAMBERT CO              COM              934488107    43408   627975 SH      SHARED      02        627975
D WARNER LAMBERT CO              COM              934488107     1385    20046 SH      SHARED      03          2118             17928
D WARNER LAMBERT CO              COM              934488107    51896   750759 SH      SHARED      06        750759
D WARREN BANCORP INC             COM              934710104        1      200 SH      SHARED      01           200
D WASHINGTON FED INC             COM              938824109    10313   459679 SH      SHARED      01        164679            295000
D WASHINGTON FED INC             COM              938824109      219     9800 SH      SHARED      06          9800
D WASHINGTON GAS LT CO           COM              938837101      122     4700 SH      SHARED                  4700
D WASHINGTON GAS LT CO           COM              938837101     9806   377184 SH      SHARED      01        193514            183670
D WASHINGTON GAS LT CO           COM              938837101       88     3400 SH      SHARED      03          2000              1400
D WASHINGTON GAS LT CO           COM              938837101      566    21800 SH      SHARED      06         21800
D WASHINGTON HOMES INC NEW       COM              938864105       17     2700 SH      SHARED      01          2700
D WASHINGTON HOMES INC NEW       COM              938864105       19     3000 SH      SHARED      03                            3000
D WASHINGTON MUT INC             COM              939322103        3      100 SH      SHARED                   100
D WASHINGTON MUT INC             COM              939322103   318886  8967054 SH      SHARED      01       7512630           1454424
D WASHINGTON MUT INC             COM              939322103       69     1957 SH      SHR/OTHR    01                   1641      316
D WASHINGTON MUT INC             COM              939322103       34      968 SH      SHARED      02           968
D WASHINGTON MUT INC             COM              939322103      105     2962 SH      SHARED      03                            2962
D WASHINGTON MUT INC             COM              939322103    17531   492997 SH      SHARED      06        492997
D WASHINGTON POST CO             CL B             939640108      483      900 SH      SHARED                   900
D WASHINGTON POST CO             CL B             939640108    32096    59687 SH      SHARED      01         29726             29961
D WASHINGTON POST CO             CL B             939640108     4732     8800 SH      SHARED      06          8800
D WASHINGTON REAL ESTATE INVT TR SH BEN INT       939653101       15      900 SH      SHARED                   900
D WASHINGTON REAL ESTATE INVT TR SH BEN INT       939653101     3183   187975 SH      SHARED      01         98175             89800
D WASHINGTON REAL ESTATE INVT TR SH BEN INT       939653101        8      500 SH      SHR/OTHR    01                    500
D WASHINGTON REAL ESTATE INVT TR SH BEN INT       939653101      114     6749 SH      SHARED      03          1000              5749
D WASHINGTON REAL ESTATE INVT TR SH BEN INT       939653101      198    11700 SH      SHARED      06         11700
D WASHINGTON TR BANCORP          COM              940610108      420    23350 SH      SHARED      01         23350
D WASHINGTON TR BANCORP          COM              940610108      142     7900 SH      SHARED      06          7900
D WASTE CONNECTIONS INC          COM              941053100        9      300 SH      SHARED      03           300
D WASTE INDUSTRIES INC           COM              941058109      112     6300 SH      SHARED      01          6300
D WASTE INDUSTRIES INC           COM              941058109        8      500 SH      SHARED      03           500
D WASTE INDUSTRIES INC           COM              941058109        3      200 SH      SHARED      06           200
D WASTE MGMT INC DEL             SUB NT CONV 4%02 94106LAA7     5200  4000000 PRN     SHARED      01       4000000
D WASTE MGMT INC DEL             COM              94106L109      628    11700 SH      SHARED                 11700
D WASTE MGMT INC DEL             COM              94106L109   483649  8998137 SH      SHARED      01       7521064           1477073
D WASTE MGMT INC DEL             COM              94106L109     1505    28001 SH      SHR/OTHR    01                   5012    22989
D WASTE MGMT INC DEL             COM              94106L109       57     1062 SH      SHARED      02          1062
D WASTE MGMT INC DEL             COM              94106L109       45      845 SH      SHARED      03            72               773
D WASTE MGMT INC DEL             COM              94106L109   701321 13047835 SH      SHARED      06      13047835
D WATERS CORP                    COM              941848103    28023   527500 SH      SHARED      01        188900            338600
D WATERS CORP                    COM              941848103      398     7500 SH      SHARED      03          5700              1800
D WATERS CORP                    COM              941848103      246     4640 SH      SHARED      06          4640
D WATKINS JOHNSON CO             COM              942486101      236     8000 SH      SHARED      01          8000
D WATSCO INC                     CL B             942622101        5      338 SH      SHARED      01           338
D WATSCO INC                     COM              942622200     2924   178587 SH      SHARED      01        178587
D WATSCO INC                     COM              942622200       45     2800 SH      SHARED      06          2800
D WATSON PHARMACEUTICALS INC     COM              942683103      343     9800 SH      SHARED                  9800
D WATSON PHARMACEUTICALS INC     COM              942683103    48374  1379673 SH      SHARED      01       1211166            168507
D WATSON PHARMACEUTICALS INC     COM              942683103     6341   180878 SH      SHARED      06        180878
D WATTS INDS INC                 CL A             942749102       53     2800 SH      SHARED                  2800
D WATTS INDS INC                 CL A             942749102     5010   261118 SH      SHARED      01         87514            173604
D WATTS INDS INC                 CL A             942749102      209    10900 SH      SHARED      06         10900
D WAUSAU-MOSINEE PAPER CORP      COM              943315101      154     8600 SH      SHARED                  8600
D WAUSAU-MOSINEE PAPER CORP      COM              943315101    11519   639973 SH      SHARED      01        280936            359037
D WAUSAU-MOSINEE PAPER CORP      COM              943315101      108     6000 SH      SHARED      03                            6000
D WAUSAU-MOSINEE PAPER CORP      COM              943315101      415    23100 SH      SHARED      06         23100
D WAVE SYSTEMS CORP              CL A             943526103      104     5500 SH      SHARED      01          5500
D WAVECOM S A                    SPONSORED ADR    943531103      262    20000 SH      SHARED      06         20000
D WAVO CORP                      COM              944027101      459    72000 SH      SHARED      01         72000
D WAVO CORP                      COM              944027101       15     2500 SH      SHARED      06          2500
D WEATHERFORD INTL INC           COM              947074100       73     2000 SH      SHARED                  2000
D WEATHERFORD INTL INC           COM              947074100    24866   678957 SH      SHARED      01        350817            328140
D WEATHERFORD INTL INC           COM              947074100        6      190 SH      SHARED      03           190
D WEATHERFORD INTL INC           COM              947074100     6973   190398 SH      SHARED      06        190398
D WEBB DEL CORP                  COM              947423109       35     1500 SH      SHARED                  1500
D WEBB DEL CORP                  COM              947423109     8499   356000 SH      SHARED      01         91400            264600
D WEBB DEL CORP                  COM              947423109       66     2800 SH      SHARED      06          2800
D WEBSTER FINL CORP CONN         COM              947890109     3546   130743 SH      SHARED      01        130743
D WEBSTER FINL CORP CONN         COM              947890109      132     4900 SH      SHARED      06          4900
D WEBTRENDS CORP                 COM              94844D104     5322   115400 SH      SHARED      01        115400
D WEEKS CORP                     COM              94856P102     2174    71300 SH      SHARED      01         67400              3900
D WEEKS CORP                     COM              94856P102       47     1558 SH      SHARED      03                            1558
D WEEKS CORP                     COM              94856P102      216     7100 SH      SHARED      06          7100
D WEIDER NUTRITION INTL INC      CL A             948603105       18     4600 SH      SHARED      01           300              4300
D WEIDER NUTRITION INTL INC      CL A             948603105       30     7300 SH      SHARED      06          7300
D WEINGARTEN RLTY INVS           SH BEN INT       948741103       25      600 SH      SHARED                   600
D WEINGARTEN RLTY INVS           SH BEN INT       948741103    12018   287875 SH      SHARED      01         84700            203175
D WEINGARTEN RLTY INVS           SH BEN INT       948741103      127     3063 SH      SHR/OTHR    01                   1200     1863
D WEINGARTEN RLTY INVS           SH BEN INT       948741103      323     7747 SH      SHARED      03          2800              4947
D WEINGARTEN RLTY INVS           SH BEN INT       948741103      369     8850 SH      SHARED      06          8850
D WEIS MKTS INC                  COM              948849104     5169   132137 SH      SHARED      01         26900            105237
D WEIS MKTS INC                  COM              948849104       48     1237 SH      SHARED      06          1237
D WELLMAN INC                    COM              949702104       78     4900 SH      SHARED                  4900
D WELLMAN INC                    COM              949702104     4223   265016 SH      SHARED      01        138032            126984
D WELLMAN INC                    COM              949702104      709    44500 SH      SHARED      06         44500
D WELLPOINT HEALTH NETWORK NEW   COM              94973H108       42      500 SH      SHARED                   500
D WELLPOINT HEALTH NETWORK NEW   COM              94973H108    78881   929385 SH      SHARED      01        818694            110691
D WELLPOINT HEALTH NETWORK NEW   COM              94973H108      123     1450 SH      SHARED      03          1450
D WELLPOINT HEALTH NETWORK NEW   COM              94973H108    21331   251334 SH      SHARED      06        251334
D WELLS FARGO & CO NEW           COM              949746101  1095837 25633622 SH      SHARED      01      21242993           4390629
D WELLS FARGO & CO NEW           COM              949746101    13157   307781 SH      SHR/OTHR    01                 134520   173261
D WELLS FARGO & CO NEW           COM              949746101    67231  1572657 SH      SHARED      02       1572657
D WELLS FARGO & CO NEW           COM              949746101     2283    53420 SH      SHARED      03         11560             41860
D WELLS FARGO & CO NEW           COM              949746101    48672  1138549 SH      SHARED      06       1138549
D WELLSFORD REAL PPTYS INC       COM              950240101      673    62643 SH      SHARED      01         56868              5775
D WELLSFORD REAL PPTYS INC       COM              950240101       19     1800 SH      SHARED      06          1800
D WENDYS INTL INC                COM              950590109       57     2000 SH      SHARED                  2000
D WENDYS INTL INC                COM              950590109    52188  1831180 SH      SHARED      01       1611882            219298
D WENDYS INTL INC                COM              950590109       14      500 SH      SHARED      03           500
D WENDYS INTL INC                COM              950590109     3026   106178 SH      SHARED      06        106178
D WERNER ENTERPRISES INC         COM              950755108     5129   247194 SH      SHARED      01        175547             71647
D WERNER ENTERPRISES INC         COM              950755108        3      187 SH      SHARED      03                             187
D WERNER ENTERPRISES INC         COM              950755108      666    32100 SH      SHARED      06         32100
D WESBANCO INC                   COM              950810101     2293    76435 SH      SHARED      01         76435
D WESBANCO INC                   COM              950810101       60     2000 SH      SHARED      06          2000
D WESCO FINL CORP                COM              950817106     1984     6400 SH      SHARED      01          1400              5000
D WESCO FINL CORP                COM              950817106       31      100 SH      SHARED      06           100
D WESLEY JESSEN VISIONCARE INC   COM              951018100    10519   324934 SH      SHARED                324934
D WESLEY JESSEN VISIONCARE INC   COM              951018100     1395    43100 SH      SHARED      01         43100
D WESLEY JESSEN VISIONCARE INC   COM              951018100       32     1000 SH      SHARED      06          1000
D WEST COAST BANCORP ORE NEW     COM              952145100      754    43140 SH      SHARED      01         43140
D WEST COAST BANCORP ORE NEW     COM              952145100       31     1800 SH      SHARED      06          1800
D WEST MARINE INC                COM              954235107      543    37300 SH      SHARED      01         37300
D WEST MARINE INC                COM              954235107       14     1000 SH      SHARED      06          1000
D WEST PHARMACEUTICAL SVSC INC   COM              955306105     3303    84172 SH      SHARED      01         48373             35799
D WEST PHARMACEUTICAL SVSC INC   COM              955306105       51     1300 SH      SHARED      06          1300
D WEST TELESERVICES CORP         COM              956188106      509    54300 SH      SHARED      01         49700              4600
D WEST TELESERVICES CORP         COM              956188106       16     1800 SH      SHARED      06          1800
D WESTAFF INC                    COM              957070105       26     4500 SH      SHARED      01          1250              3250
D WESTAFF INC                    COM              957070105       31     5400 SH      SHARED      06          5400
D WESTAMERICA BANCORPORATION     COM              957090103      149     4100 SH      SHARED                  4100
D WESTAMERICA BANCORPORATION     COM              957090103    26442   724461 SH      SHARED      01        215695            508766
D WESTAMERICA BANCORPORATION     COM              957090103       38     1050 SH      SHR/OTHR    01                            1050
D WESTAMERICA BANCORPORATION     COM              957090103      762    20900 SH      SHARED      06         20900
D WESTCOAST ENERGY INC           COM              95751D102      104     5300 SH      SHARED      01          5300
D WESTELL TECHNOLOGIES INC       CL A             957541105     1306   187500 SH      SHARED      01         23300            164200
D WESTELL TECHNOLOGIES INC       CL A             957541105       11     1700 SH      SHARED      06          1700
D WESTERN BANCORP                COM              957683105     8012   184200 SH      SHARED      01        184200
D WESTERN BANCORP                COM              957683105     9791   225100 SH      SHARED      06        225100
D WESTCORP INC                   COM              957907108      671    59649 SH      SHARED      01         59649
D WESTCORP INC                   COM              957907108       10      900 SH      SHARED      06           900
D WESTERN DIGITAL CORP           SB DB CV ZERO 18 958102AH8    15374 91514000 PRN     SHARED      06      91514000
D WESTERN DIGITAL CORP           COM              958102105     3797   584260 SH      SHARED      01        249860            334400
D WESTERN DIGITAL CORP           COM              958102105       36     5600 SH      SHARED      03          5000               600
D WESTERN DIGITAL CORP           COM              958102105     1790   275400 SH      SHARED      06        275400
D WESTERN GAS RES INC            COM              958259103       24     1500 SH      SHARED                  1500
D WESTERN GAS RES INC            COM              958259103     1494    93400 SH      SHARED      01         90100              3300
D WESTERN GAS RES INC            COM              958259103       40     2500 SH      SHARED      06          2500
D WESTERN GAS RES INC            PFD CONV $2.625  958259301      278     8650 SH      SHARED      06          8650
D WESTERN INVT REAL ESTATE TR    SH BEN INT       958468100      638    54900 SH      SHARED      01         52700              2200
D WESTERN INVT REAL ESTATE TR    SH BEN INT       958468100       13     1200 SH      SHARED      03                            1200
D WESTERN INVT REAL ESTATE TR    SH BEN INT       958468100       66     5700 SH      SHARED      06          5700
D WESTERN OHIO FINL CORP         COM              959024100        5      200 SH      SHARED      01           200
D WESTERN RES INC                COM              959425109    10293   386592 SH      SHARED      01        159806            226786
D WESTERN RES INC                COM              959425109      115     4320 SH      SHR/OTHR    01                   1700     2620
D WESTERN RES INC                COM              959425109     2358    88600 SH      SHARED      06         88600
D WESTERN WIRELESS CORP          CL A             95988E204      808    29962 SH      SHR/OTHR    06                           29962
D WESTERN WIRELESS CORP          CL A             95988E204       54     2000 SH      SHARED                  2000
D WESTERN WIRELESS CORP          CL A             95988E204    24568   909940 SH      SHARED      01        523260            386680
D WESTERN WIRELESS CORP          CL A             95988E204      380    14078 SH      SHARED      06         14078
D WESTERNBANK PUERTO RICO        COM              959897109     1867   143000 SH      SHARED      01        135000              8000
D WESTERNBANK PUERTO RICO        COM              959897109       69     5300 SH      SHARED      06          5300
D WESTFIELD AMER INC             COM              959910100     1092    72500 SH      SHARED      01         71300              1200
D WESTFIELD AMER INC             COM              959910100    20242  1343943 SH      SHARED      02       1343943
D WESTFIELD AMER INC             COM              959910100      269    17900 SH      SHARED      06         17900
D WESTINGHOUSE AIR BRAKE CO NEW  COM              960386100     1229    47400 SH      SHARED      01         44300              3100
D WESTINGHOUSE AIR BRAKE CO NEW  COM              960386100       38     1500 SH      SHARED      06          1500
D WESTMINSTER CAP INC            COM              960631109        0      200 SH      SHARED      03           200
D WESTPOINT STEVENS INC          COM              961238102      172     5800 SH      SHARED                  5800
D WESTPOINT STEVENS INC          COM              961238102    19034   638475 SH      SHARED      01        288075            350400
D WESTPOINT STEVENS INC          COM              961238102      119     4000 SH      SHR/OTHR    01                   4000
D WESTPOINT STEVENS INC          COM              961238102      795    26700 SH      SHARED      03          6500             20200
D WESTPOINT STEVENS INC          COM              961238102      942    31600 SH      SHARED      06         31600
D WESTVACO CORP                  COM              961548104      304    10500 SH      SHARED                 10500
D WESTVACO CORP                  COM              961548104    40606  1400207 SH      SHARED      01       1160272            239935
D WESTVACO CORP                  COM              961548104       32     1125 SH      SHR/OTHR    01                   1125
D WESTVACO CORP                  COM              961548104     2568    88565 SH      SHARED      06         88565
D WESTWOOD ONE INC               COM              961815107    11972   335500 SH      SHARED      01        110900            224600
D WESTWOOD ONE INC               COM              961815107       89     2500 SH      SHARED      06          2500
D WET SEAL INC                   CL A             961840105     1092    38165 SH      SHARED      01         37665               500
D WET SEAL INC                   CL A             961840105       71     2500 SH      SHARED      06          2500
D WEYERHAEUSER CO                COM              962166104     1973    28700 SH      SHARED                 28700
D WEYERHAEUSER CO                COM              962166104   211379  3074608 SH      SHARED      01       2567956            506652
D WEYERHAEUSER CO                COM              962166104      106     1544 SH      SHR/OTHR    01                    935      609
D WEYERHAEUSER CO                COM              962166104       27      400 SH      SHARED      02           400
D WEYERHAEUSER CO                COM              962166104       34      500 SH      SHARED      03           300               200
D WEYERHAEUSER CO                COM              962166104    10895   158474 SH      SHARED      06        158474
D WHIRLPOOL CORP                 COM              963320106     2382    32200 SH      SHARED                 32200
D WHIRLPOOL CORP                 COM              963320106    86798  1172957 SH      SHARED      01        996091            176866
D WHIRLPOOL CORP                 COM              963320106       70      956 SH      SHR/OTHR    01                    956
D WHIRLPOOL CORP                 COM              963320106        7      100 SH      SHARED      02           100
D WHIRLPOOL CORP                 COM              963320106        7      100 SH      SHARED      03           100
D WHIRLPOOL CORP                 COM              963320106     5624    76000 SH      SHARED      06         76000
D WHITE CAP INDS CORP            COM              963505102     1615   136800 SH      SHARED      01        136800
D WHITE MTNS INS GROUP INC       COM              964126106     2815    19971 SH      SHARED      01         15631              4340
D WHITE MTNS INS GROUP INC       COM              964126106       42      300 SH      SHARED      06           300
D WHITMAN CORP NEW               COM              96647R107      174     9700 SH      SHARED                  9700
D WHITMAN CORP NEW               COM              96647R107    16765   931419 SH      SHARED      01        522307            409112
D WHITMAN CORP NEW               COM              96647R107       15      880 SH      SHR/OTHR    01                             880
D WHITMAN CORP NEW               COM              96647R107     1069    59428 SH      SHARED      06         59428
D WHITNEY HLDG CORP              COM              966612103     2986    75125 SH      SHARED      01         75125
D WHITNEY HLDG CORP              COM              966612103      115     2900 SH      SHARED      06          2900
D WHITTAKER CORP DEL             COM PAR $0.01    966680407      728    26000 SH      SHARED      01         26000
D WHITTMAN-HART INC              COM              966834103     5356   168700 SH      SHARED                168700
D WHITTMAN-HART INC              COM              966834103    11039   347700 SH      SHARED      01        347700
D WHITTMAN-HART INC              COM              966834103      120     3800 SH      SHARED      06          3800
D WHOLE FOODS MKT INC            SB DB CV ZRO  18 966837AC0     7269 20026000 PRN     SHARED      06      20026000
D WHOLE FOODS MKT INC            COM              966837106    17198   357835 SH      SHARED      01        188535            169300
D WHOLE FOODS MKT INC            COM              966837106       52     1100 SH      SHR/OTHR    01                            1100
D WHOLE FOODS MKT INC            COM              966837106      903    18800 SH      SHARED      03          1950             16850
D WHOLE FOODS MKT INC            COM              966837106      259     5400 SH      SHARED      06          5400
D WICKES INC                     COM              967446105       67    10900 SH      SHARED      01         10900
D WILD OATS MARKETS INC          COM              96808B107     1438    47400 SH      SHARED      01         36800             10600
D WILD OATS MARKETS INC          COM              96808B107       24      800 SH      SHARED      06           800
D WILEY JOHN & SONS INC          CL A             968223206      326    18500 SH      SHARED                 18500
D WILEY JOHN & SONS INC          CL A             968223206     4966   281800 SH      SHARED      01        189400             92400
D WILEY JOHN & SONS INC          CL A             968223206      105     6000 SH      SHARED      06          6000
D WILLAMETTE INDS INC            COM              969133107       96     2100 SH      SHARED                  2100
D WILLAMETTE INDS INC            COM              969133107    72634  1576893 SH      SHARED      01       1275845            301048
D WILLAMETTE INDS INC            COM              969133107       27      600 SH      SHR/OTHR    01                             600
D WILLAMETTE INDS INC            COM              969133107        9      200 SH      SHARED      02           200
D WILLAMETTE INDS INC            COM              969133107     4558    98969 SH      SHARED      06         98969
D WILLIAMS COS INC DEL           COM              969457100      591    13900 SH      SHARED                 13900
D WILLIAMS COS INC DEL           COM              969457100   294615  6922026 SH      SHARED      01       5722626           1199400
D WILLIAMS COS INC DEL           COM              969457100     2137    50219 SH      SHR/OTHR    01                  31810    18409
D WILLIAMS COS INC DEL           COM              969457100       38      900 SH      SHARED      02           900
D WILLIAMS COS INC DEL           COM              969457100      374     8799 SH      SHARED      03          3829              4970
D WILLIAMS COS INC DEL           COM              969457100    14167   332875 SH      SHARED      06        332875
D WILLIAMS CTLS INC              COM              969465103       97    31400 SH      SHARED      01         31400
D WILLIAMS SONOMA INC            COM              969904101    24815   712850 SH      SHARED      01        487424            225426
D WILLIAMS SONOMA INC            COM              969904101      144     4150 SH      SHR/OTHR    01                            4150
D WILLIAMS SONOMA INC            COM              969904101      473    13600 SH      SHARED      06         13600
D WILMAR INDS INC                COM              971426101        1      100 SH      SHARED      01           100
D WILMAR INDS INC                COM              971426101       19     1500 SH      SHARED      03                            1500
D WILMAR INDS INC                COM              971426101     2581   198550 SH      SHARED      05        198550
D WILMAR INDS INC                COM              971426101      143    11000 SH      SHARED      06         11000
D WILMINGTON TRUST CORP          COM              971807102     1296    22600 SH      SHARED                 22600
D WILMINGTON TRUST CORP          COM              971807102    16148   281459 SH      SHARED      01        111853            169606
D WILMINGTON TRUST CORP          COM              971807102       97     1700 SH      SHR/OTHR    01                   1000      700
D WILMINGTON TRUST CORP          COM              971807102       57     1000 SH      SHARED      03                            1000
D WILMINGTON TRUST CORP          COM              971807102      814    14200 SH      SHARED      06         14200
D WILSHIRE FINL SVCS GROUP INC   COM              971867106        0     6400 SH      SHARED      01          4300              2100
D WILSHIRE FINL SVCS GROUP INC   COM              971867106        0     1400 SH      SHARED      06          1400
D WIND RIVER SYSTEMS INC         SUB NT CONV 5%02 973149AC1      304   352000 PRN     SHARED      06        352000
D WIND RIVER SYSTEMS INC         COM              973149107     7255   451725 SH      SHARED      01        139338            312387
D WIND RIVER SYSTEMS INC         COM              973149107      160    10000 SH      SHARED      03         10000
D WIND RIVER SYSTEMS INC         COM              973149107     1712   106600 SH      SHARED      06        106600
D WINDMERE-DURABLE HLDGS INC     COM              973411101     5118   303332 SH      SHARED      01         76504            226828
D WINDMERE-DURABLE HLDGS INC     COM              973411101       84     5000 SH      SHARED      06          5000
D WINN DIXIE STORES INC          COM              974280109      391    10600 SH      SHARED                 10600
D WINN DIXIE STORES INC          COM              974280109    66877  1810572 SH      SHARED      01       1630696            179876
D WINN DIXIE STORES INC          COM              974280109      147     4000 SH      SHR/OTHR    01                            4000
D WINN DIXIE STORES INC          COM              974280109        3      100 SH      SHARED      03                             100
D WINN DIXIE STORES INC          COM              974280109     3811   103178 SH      SHARED      06        103178
D WINNEBAGO INDS INC             COM              974637100     2065    91800 SH      SHARED      01         91800
D WINNEBAGO INDS INC             COM              974637100       51     2300 SH      SHARED      06          2300
D WINSLOEW FURNITURE INC         COM              975377102      168     5000 SH      SHARED      01          5000
D WINSTAR COMMUNICATIONS INC     COM              975515107     1413    29000 SH      SHARED                 29000
D WINSTAR COMMUNICATIONS INC     COM              975515107    29197   598933 SH      SHARED      01        395333            203600
D WINSTAR COMMUNICATIONS INC     COM              975515107       19      400 SH      SHR/OTHR    01                             400
D WINSTAR COMMUNICATIONS INC     COM              975515107     1576    32330 SH      SHARED      02         32330
D WINSTAR COMMUNICATIONS INC     COM              975515107       68     1400 SH      SHARED      03                            1400
D WINSTAR COMMUNICATIONS INC     COM              975515107     5807   119121 SH      SHARED      06        119121
D WINSTON HOTELS INC             COM              97563A102        2      200 SH      SHARED                   200
D WINSTON HOTELS INC             COM              97563A102      143    13900 SH      SHARED      01         13900
D WINSTON HOTELS INC             COM              97563A102       37     3600 SH      SHARED      06          3600
D WISCONSIN CENT TRANSN CORP     COM              976592105       94     5000 SH      SHARED                  5000
D WISCONSIN CENT TRANSN CORP     COM              976592105    10447   553512 SH      SHARED      01        258012            295500
D WISCONSIN CENT TRANSN CORP     COM              976592105      822    43600 SH      SHARED      06         43600
D WISCONSIN ENERGY CORP          COM              976657106      390    15600 SH      SHARED                 15600
D WISCONSIN ENERGY CORP          COM              976657106    20996   837783 SH      SHARED      01        404395            433388
D WISCONSIN ENERGY CORP          COM              976657106      228     9125 SH      SHR/OTHR    01                    800     8325
D WISCONSIN ENERGY CORP          COM              976657106       12      500 SH      SHARED      03                             500
D WISCONSIN ENERGY CORP          COM              976657106     3095   123500 SH      SHARED      06        123500
D WISER OIL CO DEL               COM              977284108        2      800 SH      SHARED      01           800
D WIT CAP GROUP INC              COM              97737K309       23      700 SH      SHARED      03           700
D WITCO CORP                     COM              977385103      223    11300 SH      SHARED                 11300
D WITCO CORP                     COM              977385103     8515   431170 SH      SHARED      01        191624            239546
D WITCO CORP                     COM              977385103      207    10484 SH      SHR/OTHR    01                           10484
D WITCO CORP                     COM              977385103        3      200 SH      SHARED      03           200
D WITCO CORP                     COM              977385103     1241    62877 SH      SHARED      06         62877
D WOLVERINE TUBE INC             COM              978093102      103     4100 SH      SHARED                  4100
D WOLVERINE TUBE INC             COM              978093102     3354   133500 SH      SHARED      01        106600             26900
D WOLVERINE TUBE INC             COM              978093102       32     1300 SH      SHARED      06          1300
D WOLVERINE WORLD WIDE INC       COM              978097103     7004   500316 SH      SHARED      01        216218            284098
D WOLVERINE WORLD WIDE INC       COM              978097103       60     4300 SH      SHARED      06          4300
D WOODHEAD INDS INC              COM              979438108        3      300 SH      SHARED      01           300
D WOODWARD GOVERNOR CO           COM              980745103      652    25100 SH      SHARED      01         23300              1800
D WOODWARD GOVERNOR CO           COM              980745103       23      900 SH      SHARED      06           900
D WORKGROUP TECHNOLOGY CORP      COM              980903108       24    13300 SH      SHARED      01         13300
D WORKFLOW MGMT INC              COM              98137N109        2      142 SH      SHARED      01           142
D WORKFLOW MGMT INC              COM              98137N109        1       73 SH      SHR/OTHR    01                              73
D WORLD ACCESS INC               COM              98141A101     1087    77001 SH      SHARED      01         77001
D WORLD ACCESS INC               COM              98141A101       14     1000 SH      SHARED      03                            1000
D WORLD ACCESS INC               COM              98141A101       46     3300 SH      SHARED      06          3300
D WORLD COLOR PRESS INC DEL      SR SB NT CV 6%07 981443AA2      761   806000 PRN     SHARED      06        806000
D WORLD COLOR PRESS INC DEL      COM              981443104      428    15566 SH      SHARED      06         15566
D WORLD COLOR PRESS INC DEL      COM              981443104     8657   314800 SH      SHARED      01        216900             97900
D WORLD COLOR PRESS INC DEL      COM              981443104       30     1100 SH      SHARED      03                            1100
D WORLD COLOR PRESS INC DEL      COM              981443104     1075    39100 SH      SHARED      06         39100
D WORLD FUEL SVCS CORP           COM              981475106       17     1188 SH      SHARED      01          1188
D WORLDPORT COMMUNICATIONS INC   COM              98155J105     2257   508738 SH      SHARED      01        508738
D WORONOCO BANCORP INC           COM              981630106      500    50000 SH      SHARED      06         50000
D WORTHINGTON INDS INC           COM              981811102       36     2200 SH      SHARED                  2200
D WORTHINGTON INDS INC           COM              981811102    20734  1261467 SH      SHARED      01        963869            297598
D WORTHINGTON INDS INC           COM              981811102        3      200 SH      SHARED      03                             200
D WORTHINGTON INDS INC           COM              981811102     1141    69457 SH      SHARED      06         69457
D WRIGLEY WM JR CO               COM              982526105      499     5600 SH      SHARED                  5600
D WRIGLEY WM JR CO               COM              982526105   135153  1515389 SH      SHARED      01       1329593            185796
D WRIGLEY WM JR CO               COM              982526105      740     8300 SH      SHR/OTHR    01                            8300
D WRIGLEY WM JR CO               COM              982526105      330     3710 SH      SHARED      03                            3710
D WRIGLEY WM JR CO               COM              982526105     8236    92356 SH      SHARED      06         92356
D WYMAN GORDON CO                COM              983085101    25698  1330720 SH      SHARED      01       1185400            145320
D WYMAN GORDON CO                COM              983085101       42     2200 SH      SHARED      06          2200
D WYNNS INTL INC                 COM              983195108     3808   206588 SH      SHARED      01        111597             94991
D WYNNS INTL INC                 COM              983195108       33     1800 SH      SHARED      06          1800
D X-RITE INC                     COM              983857103      151    23600 SH      SHARED      01         23600
D X-RITE INC                     COM              983857103       88    13800 SH      SHARED      06         13800
D XETA CORP                      COM              983909102      107     3500 SH      SHARED      01          3500
D XILINX INC                     COM              983919101    63777  1114022 SH      SHARED      01        639160            474862
D XILINX INC                     COM              983919101      217     3800 SH      SHARED      03          2600              1200
D XILINX INC                     COM              983919101    19608   342508 SH      SHARED      06        342508
D XIRCOM INC                     COM              983922105     9948   330925 SH      SHARED      01         98700            232225
D XIRCOM INC                     COM              983922105      300    10000 SH      SHARED      06         10000
D XEIKON N V                     SPONSORED ADR    984003103       63     2800 SH      SHARED      01          2800
D XEIKON N V                     SPONSORED ADR    984003103      110     4850 SH      SHARED      03           400              4450
D XOMED SURGICAL PRODS INC       COM              98412V107      864    17750 SH      SHARED                 17750
D XOMED SURGICAL PRODS INC       COM              98412V107     1993    40950 SH      SHARED      01         40950
D XOMED SURGICAL PRODS INC       COM              98412V107       68     1400 SH      SHARED      06          1400
D XIONICS DOCUMENT TECHNOLOGIES  COM              98412X103       50    11400 SH      SHARED      01         11400
D XEROX CORP                     COM              984121103     2102    35600 SH      SHARED                 35600
D XEROX CORP                     COM              984121103   635411 10758388 SH      SHARED      01       9023863           1734525
D XEROX CORP                     COM              984121103    28131   476300 SH      SHR/OTHR    01                 364301   111999
D XEROX CORP                     COM              984121103    44441   752454 SH      SHARED      02        752454
D XEROX CORP                     COM              984121103     1164    19710 SH      SHARED      03          7500             12210
D XEROX CORP                     COM              984121103    44216   748640 SH      SHARED      06        748205               435
D XOOM COM INC                   COM              98413F101     2974    56800 SH      SHARED      01         56800
D XTRA CORP                      COM              984138107     5540   120600 SH      SHARED      01         52200             68400
D XTRA CORP                      COM              984138107       82     1800 SH      SHARED      06          1800
D XYBERNAUT CORP                 COM              984149104       33    10600 SH      SHARED      01         10600
D YPF SOCIEDAD ANONIMA           SPON ADR CL D    984245100    22940   603700 SH      SHARED      01        602700              1000
D YPF SOCIEDAD ANONIMA           SPON ADR CL D    984245100      665    17500 SH      SHR/OTHR    01                           17500
D YPF SOCIEDAD ANONIMA           SPON ADR CL D    984245100     3351    88210 SH      SHARED      06         88210
D YAHOO INC                      COM              984332106      723     4200 SH      SHR/OTHR    06                            4200
D YAHOO INC                      COM              984332106     1395     8101 SH      SHARED                  8101
D YAHOO INC                      COM              984332106   140543   815926 SH      SHARED      01        389772            426154
D YAHOO INC                      COM              984332106     1736    10080 SH      SHR/OTHR    01                           10080
D YAHOO INC                      COM              984332106        8       50 SH      SHARED      03                              50
D YAHOO INC                      COM              984332106    21594   125365 SH      SHARED      06        125365
D YANKEE ENERGY SYS INC          COM              984779108     1299    32750 SH      SHARED      01         32750
D YANKEE ENERGY SYS INC          COM              984779108       67     1700 SH      SHARED      06          1700
D YANZHOU COAL MNG CO LTD        SPNS ADR H SHS   984846105     8186   461200 SH      SHARED      06        461200
D YELLOW CORP                    COM              985509108     3411   192204 SH      SHARED      01        133844             58360
D YELLOW CORP                    COM              985509108      763    43000 SH      SHARED      06         43000
D YORK FINL CORP                 COM              986630101       24     1671 SH      SHARED      01          1671
D YORK INTL CORP NEW             COM              986670107       42     1000 SH      SHARED                  1000
D YORK INTL CORP NEW             COM              986670107    13272   310023 SH      SHARED      01        166623            143400
D YORK INTL CORP NEW             COM              986670107      907    21200 SH      SHARED      06         21200
D YOUNG & RUBICAM INC            COM              987425105       31      700 SH      SHARED                   700
D YOUNG & RUBICAM INC            COM              987425105    11836   260500 SH      SHARED      01         80400            180100
D YOUNG & RUBICAM INC            COM              987425105       45     1000 SH      SHR/OTHR    01                            1000
D YOUNG & RUBICAM INC            COM              987425105       54     1200 SH      SHARED      06          1200
D YOUNG BROADCASTING INC         CL A             987434107     6605   155200 SH      SHARED      01         40400            114800
D YOUNG BROADCASTING INC         CL A             987434107       59     1400 SH      SHARED      06          1400
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     7348   183700 SH      SHARED                183700
D ZALE CORP NEW                  COM              988858106    27444   686100 SH      SHARED      01        523800            162300
D ZALE CORP NEW                  COM              988858106      684    17100 SH      SHARED      06         17100
D ZAMBA CORP                     COM              988881108       28    14700 SH      SHARED      01         14700
D ZEMEX CDA CORP                 COM              988910105       36     5820 SH      SHARED      01          5820
D ZANY BRAINY INC                COM              98906Q101       11     1200 SH      SHARED      03          1200
D ZANY BRAINY INC                COM              98906Q101       23     2467 SH      SHARED      06          2467
D ZAPATA CORP                    COM NEW          989070503      839    98800 SH      SHARED      01         93100              5700
D ZAPATA CORP                    COM NEW          989070503       41     4900 SH      SHARED      06          4900
D ZARING NATL CORP               COM              989136106       45     5700 SH      SHARED      01          5700
D ZEBRA TECHNOLOGIES CORP        CL A             989207105     8575   223100 SH      SHARED      01         92200            130900
D ZEBRA TECHNOLOGIES CORP        CL A             989207105       19      500 SH      SHR/OTHR    01                             500
D ZEBRA TECHNOLOGIES CORP        CL A             989207105      111     2900 SH      SHARED      06          2900
D ZENITH NATL INS CORP           COM              989390109      718    29160 SH      SHARED      01         29160
D ZENITH NATL INS CORP           COM              989390109       27     1100 SH      SHARED      06          1100
D ZIEGLER INC                    COM              989506100        1      100 SH      SHARED      01           100
D ZIFF-DAVIS INC                 COM ZD           989511100      136     9000 SH      SHARED      01          9000
D ZIFF-DAVIS INC                 COM ZD           989511100       65     4300 SH      SHARED      06          4300
D ZILA INC                       COM PAR $0.01    989513205       69    22900 SH      SHARED      01         16400              6500
D ZILA INC                       COM PAR $0.01    989513205       87    28800 SH      SHARED      06         28800
D ZIONS BANCORPORATION           COM              989701107      508     8000 SH      SHARED                  8000
D ZIONS BANCORPORATION           COM              989701107    46390   730552 SH      SHARED      01        305688            424864
D ZIONS BANCORPORATION           COM              989701107       50      800 SH      SHR/OTHR    01                             800
D ZIONS BANCORPORATION           COM              989701107     3992    62875 SH      SHARED      06         62875
D ZONAGEN INC                    COM              98975L108      111    12100 SH      SHARED      01          9600              2500
D ZONAGEN INC                    COM              98975L108       84     9100 SH      SHARED      06          9100
D ZOLTEK COS INC                 COM              98975W104       74     9400 SH      SHARED      01          9300               100
D ZOLTEK COS INC                 COM              98975W104       68     8600 SH      SHARED      06          8600
D ZWEIG FD                       COM              989834106       27     2500 SH      SHARED      03          2500
D ZITEL CORP                     COM              989913108        0      500 SH      SHARED      06           500
D ZOLL MED CORP                  COM              989922109     1200   100000 SH      SHARED                100000
D ZOLL MED CORP                  COM              989922109      104     8700 SH      SHARED      01          8700
D ZOMAX INC MINN                 COM              989929104      224     5100 SH      SHARED      01          5100
S REPORT SUMMARY              11202 DATA RECORDS           214536415            0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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