TAUNUS CORP
13F-HR, 2000-11-14
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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: Sept 30, 2000


Check here if Amendment { }; Amendment Number:
This Amendment (Check only one.): { } is a restatement.
                                  { } adds new holdings entries.

<PAGE>
Institutional Investment Manager Filing this Report:

Name:            Taunus Corporation
Address:         31st West 52nd Street
                 New York, New York 10019

13F File Number:

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


Person Signing this Report on Behalf of Reporting Manager:


Name:          Damian Reitemeyer
Title:         Vice President
Phone:         212-250-4599
Signature, Place, and Date of Signing:


     Damian Reitemeyer       New York, New York      November 14, 2000


Report Type (Check only one.):

{X}          13F HOLDINGS REPORT.

{ }          13F NOTICE.

{ }          13F COMBINATION REPORT.


List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.



<PAGE>
FORM 13F SUMMARY PAGE


Report Summary:


Number of Other Included Managers:                  6


Form 13F Information Table Entry Total:         12363


Form 13F Information Table Value Total:     153813169


List of Other Included Managers:

Bankers Trust Company                           01
DB Alex. Brown Inc.                             02
Investment Company Capital Corporation          03
Deutsche Bank Securities Inc.                   04
EA Strategies                                   05
Deutsche Trust Bank                             06


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

Confidential treatment has been requested under separate cover
for a portion of the Manager's securities positions held at
the end of this quarter.
<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 ICOS VISION SYS CORP N V       ORD              B49233107      311    10267 SH      SHARED                 10267
D CELANESE AG                    ORD              D1497A101       14      850 SH      SHARED      04           850
D DAIMLERCHRYSLER AG             ORD              D1668R123      834    18800 SH      SHARED                 18800
D DAIMLERCHRYSLER AG             ORD              D1668R123       87     1974 SH      SHARED      02                            1974
D DAIMLERCHRYSLER AG             ORD              D1668R123     9406   211900 SH      SHARED      04        211900
D TOTAL FINA ELF S A             WT EXP  080503   F9212D142     9026   290000 SH      SHARED                290000
D ACE LTD                        ORD              G0070K103     3443    87722 SH      SHARED                 87722
D ACE LTD                        ORD              G0070K103     1503    38307 SH      SHARED      02         11300             27007
D ACE LTD                        ORD              G0070K103       74     1900 SH      SHARED      04          1900
D AMDOCS LTD                     ORD              G02602103      973    15600 SH      SHARED                 15600
D AMDOCS LTD                     ORD              G02602103       68     1100 SH      SHARED      02           600               500
D AMDOCS LTD                     ORD              G02602103      605     9700 SH      SHARED      04          9700
D AMDOCS LTD                     ORD              G02602103      174     2800 SH      SHARED      05          2800
D ANNUITY AND LIFE RE HLDGS      ORD              G03910109       14      600 SH      SHARED      02           500               100
D APEX SILVER MINES LTD          ORD              G04074103      106    10500 SH      SHARED      02         10500
D APEX SILVER MINES LTD          WT EXP  110402   G04074111      140   112000 SH      SHARED      04        112000
D CHINADOTCOM CORP               CL A             G2108N109       82     6218 SH      SHARED      02          6000               218
D CORECOMM LTD                   ORD              G2422R109      467    58900 SH      SHARED                 58900
D XCELERA COM INC                COM              G31611109      598    31500 SH      SHARED                 31500
D XCELERA COM INC                COM              G31611109      742    39065 SH      SHARED      02         39065
D XCELERA COM INC                COM              G31611109       26     1400 SH      SHARED      04          1400
D EVEREST RE GROUP LTD           COM              G3223R108     1296    26200 SH      SHARED                 26200
D EVEREST RE GROUP LTD           COM              G3223R108      123     2500 SH      SHARED      01          2500
D EVEREST RE GROUP LTD           COM              G3223R108      846    17100 SH      SHARED      04         17100
D EVEREST RE GROUP LTD           COM              G3223R108      712    14400 SH      SHARED      05         14400
D FLAG TELECOM HOLDINGS LTD      ORD              G3529L102       55     5000 SH      SHARED      02          2000              3000
D FLAG TELECOM HOLDINGS LTD      ORD              G3529L102      203    18500 SH      SHARED      04         18500
D FRESH DEL MONTE PRODUCE INC    ORD              G36738105       65    10000 SH      SHARED      04         10000
D GLOBAL CROSSING LTD            COM              G3921A100     3447   111200 SH      SHARED                111200
D GLOBAL CROSSING LTD            COM              G3921A100     4682   151040 SH      SHARED      02         86885             64155
D GLOBAL CROSSING LTD            COM              G3921A100    50107  1616359 SH      SHARED      04       1616359
D GLOBAL CROSSING LTD            COM              G3921A100      576    18600 SH      SHARED      05         18600
D GLOBAL CROSSING LTD            PFD CV 6.375%    G3921A126     7773    90000 SH      SHARED                 90000
D GLOBAL CROSSING LTD            PFD CV 6.375%    G3921A126       69      800 SH      SHR/OTHR    01                    800
D GLOBAL CROSSING LTD            PFD CV 6.75%     G3921A134    54615   220000 SH      SHARED                220000
D GLOBALSTAR TELECOMMUNICTNS LTD COM              G3930H104     1953   226435 SH      SHARED      02        208735             17700
D KNIGHTSBRIDGE TANKERS LTD      ORD              G5299G106       37     1700 SH      SHARED      02                            1700
D LASALLE RE HLDGS LTD           ORD              G5383Q101        0     1000 SH      SHARED      05          1000
D LEISUREPLANET HLDGS LTD        ORD              G54467108        7     7000 SH      SHARED      02          7000
D LORAL SPACE & COMMUNICATIONS   COM              G56462107       67    11100 SH      SHARED                 11100
D LORAL SPACE & COMMUNICATIONS   COM              G56462107      285    46600 SH      SHARED      02         38650              7950
D MIH LTD                        CL A             G6116R101      194     6500 SH      SHARED      04          6500
D NORDIC AMERICAN TANKER SHIPPNG COM              G65773106    10239   473500 SH      SHARED                473500
D OPENTV CORP                    CL A             G67543101       44     1350 SH      SHARED      02          1350
D PARTNERRE LTD                  COM              G6852T105     1536    32400 SH      SHARED                 32400
D PARTNERRE LTD                  COM              G6852T105      294     6200 SH      SHARED      04          6200
D RENAISSANCE RE HLDGS LTD       COM              G7496G103       12      200 SH      SHARED      02                             200
D RENAISSANCE RE HLDGS LTD       COM              G7496G103      134     2100 SH      SHARED      05          2100
D SANTA FE INTL CORP             ORD              G7805C108     2636    58500 SH      SHARED      01         58500
D SANTA FE INTL CORP             ORD              G7805C108       45     1000 SH      SHARED      02          1000
D SANTA FE INTL CORP             ORD              G7805C108       54     1200 SH      SHARED      04          1200
D SANTA FE INTL CORP             ORD              G7805C108       90     2000 SH      SHARED      05          2000
D HILFIGER TOMMY CORP            ORD              G8915Z102       26     2800 SH      SHARED      02                            2800
D TRANSOCEAN SEDCO FOREX INC     ORD              G90078109      545     9300 SH      SHARED                  9300
D TRANSOCEAN SEDCO FOREX INC     ORD              G90078109      508     8669 SH      SHARED      02          1918              6751
D TRANSOCEAN SEDCO FOREX INC     ORD              G90078109     6595   112500 SH      SHARED      04        112500
D TRANSOCEAN SEDCO FOREX INC     ORD              G90078109     1448    24700 SH      SHARED      05         24700
D TRITON ENERGY LTD              ORD              G90751101      623    15997 SH      SHARED                 15997
D TRITON ENERGY LTD              ORD              G90751101      117     3000 SH      SHARED      02                            3000
D TRITON ENERGY LTD              ORD              G90751101      191     4900 SH      SHARED      04          4900
D TYCOM LTD                      COM              G9144B106      257     6700 SH      SHARED      05          6700
D WHITE MTNS INS GROUP LTD       COM              G9618E107       81      300 SH      SHARED                   300
D XOMA LTD                       ORD              G9825R107       72     5000 SH      SHARED      05          5000
D XL CAP LTD                     CL A             G98255105      102     1400 SH      SHARED                  1400
D XL CAP LTD                     CL A             G98255105       58      800 SH      SHARED      02                             800
D XL CAP LTD                     CL A             G98255105       88     1200 SH      SHARED      04          1200
D XL CAP LTD                     CL A             G98255105     1051    14300 SH      SHARED      05         14300
D UBS AG                         ORD              H8920G155    60460   446400 SH      SHARED                446400
D MILLICOM INTL CELLULAR S A     ORD              L6388F102      402    11322 SH      SHARED                 11322
D MILLICOM INTL CELLULAR S A     ORD              L6388F102       14      400 SH      SHARED      02           400
D MILLICOM INTL CELLULAR S A     ORD              L6388F102      103     2900 SH      SHARED      04          2900
D SBS BROADCASTING SA            ORD              L8137F102      183     4600 SH      SHARED                  4600
D STOLT OFFSHORE S A             COM              L8873E103       70     4750 SH      SHARED      02          4750
D ALADDIN KNOWLEDGE SYS LTD      ORD              M0392N101        7      996 SH      SHARED      02           996
D BACKWEB TECHNOLOGIES LTD       ORD              M15633106       16     1600 SH      SHARED      02           600              1000
D CAMTEK LTD                     ORD              M20791105       39     4700 SH      SHARED      04          4700
D CHECK POINT SOFTWARE TECH LTD  ORD              M22465104     1401     8900 SH      SHARED                  8900
D CHECK POINT SOFTWARE TECH LTD  ORD              M22465104      371     2360 SH      SHARED      02           400              1960
D CHECK POINT SOFTWARE TECH LTD  ORD              M22465104       31      200 SH      SHARED      04           200
D CHECK POINT SOFTWARE TECH LTD  ORD              M22465104       78      500 SH      SHARED      05           500
D E SIM LTD                      ORD              M40990109      213    30182 SH      SHARED      02         30182
D FUNDTECH LTD                   ORD              M47095100       16      700 SH      SHARED                   700
D GALILEO TECHNOLOGY LTD         ORD              M47298100    21913   690175 SH      SHARED      02        667800             22375
D GALILEO TECHNOLOGY LTD         ORD              M47298100        9      286 SH      SHARED      04           286
D ISG INTL SOFTWARE GROUP LTD    ORD              M5733B104        0        5 SH      SHARED      02             5
D JACADA LTD                     ORD              M6184R101       94    11000 SH      SHARED      02         11000
D METALINK LTD                   ORD              M69897102        4      240 SH      SHARED      02                             240
D M SYS FLASH DISK PIONEERS LTD  ORD              M7061C100      225     5900 SH      SHARED      05          5900
D ORBOTECH LTD                   ORD              M75253100     1763    32250 SH      SHARED                 32250
D ORCKIT COMMUNICATIONS LTD      COM              M7531S107        8     1050 SH      SHARED      02           300               750
D TARO PHARMACEUTICAL INDS LTD   ORD              M8737E108       35     2000 SH      SHARED      01                            2000
D TIOGA TECHNOLOGIES LTD         ORD              M8789G100        8     1050 SH      SHARED      02           300               750
D ASM INTL N V                   COM              N07045102     1415    80895 SH      SHARED                 80895
D ASM LITHOGRAPHY HLDG N V       N Y SHS          N07059111     1938    60000 SH      SHARED      01         60000
D BAAN CO NV                     COM              N08044104       10     5000 SH      SHARED      02                            5000
D CNH GLOBAL N V                 ORD              N20935107       10     1000 SH      SHARED      02                            1000
D CNH GLOBAL N V                 ORD              N20935107      118    11800 SH      SHARED      05         11800
D CORE LABORATORIES N V          COM              N22717107      105     4300 SH      SHARED      02           300              4000
D KPNQWEST N V                   CL C             N50919104      261     9000 SH      SHARED      04          9000
D ORTHOFIX INTL N V              COM              N6748L102       24     1000 SH      SHARED      02                            1000
D QIAGEN N V                     ORD              N72482107       76     1624 SH      SHARED      04          1624
D BANCO LATINOAMERICANO DE EXPO  CL E             P16994132      144     5200 SH      SHARED                  5200
D PANAMERICAN BEVERAGES INC      CL A             P74823108       54     3200 SH      SHARED                  3200
D PANAMERICAN BEVERAGES INC      CL A             P74823108       42     2500 SH      SHARED      04          2500
D SUN INTL HOTELS LTD            ORD              P8797T133      211    10971 SH      SHARED                 10971
D SUN INTL HOTELS LTD            ORD              P8797T133       57     3000 SH      SHARED      05          3000
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103      167     6500 SH      SHARED                  6500
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103       20      800 SH      SHARED      02                             800
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103       54     2100 SH      SHARED      04          2100
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103      326    12700 SH      SHARED      05         12700
D ASE TEST LTD                   ORD              Y02516105       44     2100 SH      SHARED      05          2100
D CREATIVE TECHNOLOGY LTD        ORD              Y1775U107     1039    50100 SH      SHARED      04         50100
D FLEXTRONICS INTL LTD           ORD              Y2573F102     2730    33250 SH      SHARED                 33250
D FLEXTRONICS INTL LTD           ORD              Y2573F102      205     2500 SH      SHR/OTHR    01                            2500
D FLEXTRONICS INTL LTD           ORD              Y2573F102     1126    13720 SH      SHARED      02         12446              1274
D FLEXTRONICS INTL LTD           ORD              Y2573F102     1231    15000 SH      SHARED      04         15000
D FLEXTRONICS INTL LTD           ORD              Y2573F102      829    10100 SH      SHARED      05         10100
D KOREA THRUNET CO LTD           CL A             Y49975108       17     3000 SH      SHARED      02          3000
D PACIFIC INTERNET LTD           ORD              Y66183107       22     2250 SH      SHARED      02          2250
D TEEKAY SHIPPING MARSHALL ISLND COM              Y8564W103      924    19700 SH      SHARED                 19700
D AAR CORP                       COM              000361105       28     2451 SH      SHARED                  2451
D AAR CORP                       COM              000361105      606    53049 SH      SHARED      01         53049
D ABC-NACO INC                   COM              000752105       31     6000 SH      SHARED      02          6000
D A C MOORE ARTS & CRAFTS INC    COM              00086T103        0       25 SH      SHARED      04            25
D ACTV INC                       COM              00088E104     1122    81601 SH      SHARED      01         81601
D ACTV INC                       COM              00088E104     5031   365900 SH      SHARED      02        365800               100
D A D C TELECOMMUNICATIONS       COM              000886101    32127  1194721 SH      SHARED               1194721
D A D C TELECOMMUNICATIONS       COM              000886101   131535  4891444 SH      SHARED      01       4890644               800
D A D C TELECOMMUNICATIONS       COM              000886101     3189   118598 SH      SHARED      02         87234             31364
D A D C TELECOMMUNICATIONS       COM              000886101    18895   702656 SH      SHARED      04        702656
D A D C TELECOMMUNICATIONS       COM              000886101      424    15800 SH      SHARED      05         15800
D ADE CORP MASS                  COM              00089C107      187     9139 SH      SHARED      01          9139
D ABN AMRO HLDG NV               SPONSORED ADR    000937102      152     6600 SH      SHARED                  6600
D ABN AMRO HLDG NV               SPONSORED ADR    000937102       99     4300 SH      SHARED      01          4300
D ABN AMRO HLDG NV               SPONSORED ADR    000937102       17      770 SH      SHARED      02           770
D ABM INDS INC                   COM              000957100       57     2100 SH      SHARED                  2100
D ABM INDS INC                   COM              000957100     1548    56950 SH      SHARED      01         56950
D ABM INDS INC                   COM              000957100      247     9100 SH      SHARED      02          1500              7600
D ACT MFG INC                    SB NT CV144A7%07 000973AA5    13917 10100000 PRN     SHARED              10100000
D ACT MFG INC                    COM              000973107      649    12310 SH      SHARED                 12310
D ACT MFG INC                    COM              000973107     1614    30600 SH      SHARED      01         30600
D ACT MFG INC                    COM              000973107       68     1300 SH      SHARED      05          1300
D AEP INDS INC                   COM              001031103       20      600 SH      SHARED      01           600
D AFLAC INC                      COM              001055102     2594    40500 SH      SHARED                 40500
D AFLAC INC                      COM              001055102   128102  1999661 SH      SHARED      01       1994561              5100
D AFLAC INC                      COM              001055102       19      300 SH      SHR/OTHR    01                             300
D AFLAC INC                      COM              001055102     1801    28128 SH      SHARED      02          2400             25728
D AFLAC INC                      COM              001055102     8001   124907 SH      SHARED      04        124907
D AGCO CORP                      COM              001084102     1586   133600 SH      SHARED      01        133600
D AGCO CORP                      COM              001084102       19     1600 SH      SHR/OTHR    01                            1600
D AGCO CORP                      COM              001084102       37     3150 SH      SHARED      02                            3150
D AGCO CORP                      COM              001084102      241    20300 SH      SHARED      04         20300
D AGCO CORP                      COM              001084102      157    13300 SH      SHARED      05         13300
D AGL RES INC                    COM              001204106      794    39600 SH      SHARED                 39600
D AGL RES INC                    COM              001204106     2191   109261 SH      SHARED      01        109261
D AGL RES INC                    COM              001204106       28     1400 SH      SHR/OTHR    01                   1400
D AGL RES INC                    COM              001204106      371    18500 SH      SHARED      04         18500
D AGL RES INC                    COM              001204106      144     7200 SH      SHARED      05          7200
D AHL SVCS INC                   COM              001296102        8     1000 SH      SHARED      01          1000
D AHL SVCS INC                   COM              001296102       70     8150 SH      SHARED      02          1650              6500
D AHL SVCS INC                   COM              001296102     1148   133200 SH      SHARED      03        133200
D AHL SVCS INC                   COM              001296102        0       55 SH      SHARED      04            55
D AES CORP                       COM              00130H105   221276  3230311 SH      SHARED      01       3227011              3300
D AES CORP                       COM              00130H105     4380    63950 SH      SHARED      02         15800             48150
D AES CORP                       COM              00130H105    13923   203260 SH      SHARED      04        203260
D AES CORP                       COM              00130H105      267     3900 SH      SHARED      05          3900
D AHT CORP                       COM              00130R103        3     7200 SH      SHARED      01          7200
D AK STL HLDG CORP               COM              001547108       35     3800 SH      SHARED                  3800
D AK STL HLDG CORP               COM              001547108     1708   182272 SH      SHARED      01        182271                 1
D AK STL HLDG CORP               COM              001547108       31     3365 SH      SHARED      02           485              2880
D AK STL HLDG CORP               COM              001547108      350    37400 SH      SHARED      04         37400
D AK STL HLDG CORP               COM              001547108      137    14700 SH      SHARED      05         14700
D AMB PROPERTY CORP              COM              00163T109     1616    65800 SH      SHARED      01         65800
D AMB PROPERTY CORP              COM              00163T109      651    26540 SH      SHARED      02         23490              3050
D AMB PROPERTY CORP              COM              00163T109      300    12250 SH      SHARED      04         12250
D AMLI RESIDENTIAL PPTYS TR      SH BEN INT       001735109      153     6400 SH      SHARED                  6400
D AMLI RESIDENTIAL PPTYS TR      SH BEN INT       001735109      547    22800 SH      SHARED      01         22800
D AMR CORP                       COM              001765106     1536    47000 SH      SHARED                 47000
D AMR CORP                       COM              001765106    38500  1177843 SH      SHARED      01       1175823              2020
D AMR CORP                       COM              001765106       65     2000 SH      SHR/OTHR    01                            2000
D AMR CORP                       COM              001765106       34     1068 SH      SHARED      02          1000                68
D AMR CORP                       COM              001765106     2323    71092 SH      SHARED      04         71092
D AMR CORP                       COM              001765106    13555   414700 SH      SHARED      06        414700
D ANC RENTAL CORP                COM              001813104      235    40953 SH      SHARED      01         38355              2598
D ANC RENTAL CORP                COM              001813104       19     3371 SH      SHARED      04          3371
D APAC CUSTOMER SERVICES INC     COM              00185E106      187    35367 SH      SHARED      01         35367
D ATI TECHNOLOGIES INC           COM              001941103       49     6100 SH      SHARED                  6100
D ATI TECHNOLOGIES INC           COM              001941103        8     1000 SH      SHARED      05          1000
D AT&T CORP                      COM              001957109        8      300 SH      SHR/OTHR    05                    300
D AT&T CORP                      COM              001957109    50996  1736066 SH      SHARED               1736066
D AT&T CORP                      COM              001957109   869434 29597766 SH      SHARED      01      29259886            337880
D AT&T CORP                      COM              001957109    11194   381082 SH      SHR/OTHR    01                 253918   127164
D AT&T CORP                      COM              001957109     5751   195779 SH      SHARED      02         72617            123162
D AT&T CORP                      COM              001957109   101912  3469348 SH      SHARED      04       3469348
D AT&T CORP                      COM              001957109     2720    92600 SH      SHARED      05         92600
D AT&T CORP                      COM              001957109    22675   771936 SH      SHARED      06        771936
D AT&T CORP                      COM LIB GRP A    001957208        9      500 SH      SHARED                   500
D AT&T CORP                      COM LIB GRP A    001957208    64969  3609435 SH      SHARED      01       3553278             56157
D AT&T CORP                      COM LIB GRP A    001957208      849    47180 SH      SHR/OTHR    01                  33200    13980
D AT&T CORP                      COM LIB GRP A    001957208     1094    60790 SH      SHARED      02         32024             28766
D AT&T CORP                      COM LIB GRP A    001957208     3897   216516 SH      SHARED      04        216516
D AT&T CORP                      COM LIB GRP A    001957208     2543   141300 SH      SHARED      05        141300
D AT&T CORP                      COM LIB GRP B    001957307       36     1948 SH      SHARED      01          1948
D AT&T CORP                      COM WIRLES GRP   001957406     2298   110100 SH      SHARED                110100
D AT&T CORP                      COM WIRLES GRP   001957406     9656   462600 SH      SHARED      01        459500              3100
D AT&T CORP                      COM WIRLES GRP   001957406      710    34050 SH      SHARED      02         32050              2000
D AT&T CORP                      COM WIRLES GRP   001957406     3530   169138 SH      SHARED      04        169138
D A S V INC                      COM              001963107        5      450 SH      SHARED      01           450
D APP FIN VI MAURITIUS LTD       LYONS NT ZERO 12 00202NAA3     2130 15000000 PRN     SHARED              15000000
D APT SATELLITE HOLDINGS LTD     SPONSORED ADR    00203R105      858   211300 SH      SHARED      04        211300
D ASA LTD                        COM              002050102        1      100 SH      SHARED      01           100
D ASA LTD                        COM              002050102        1      100 SH      SHR/OTHR    01                             100
D ASA LTD                        COM              002050102        7      450 SH      SHARED      02                             450
D ATEC GROUP INC                 COM NEW          00206X604       12     6200 SH      SHARED      01          6200
D AT & T CDA INC                 DEPS RCPT CL B   00207Q202     7691   252191 SH      SHARED                252191
D AT & T CDA INC                 DEPS RCPT CL B   00207Q202       76     2500 SH      SHARED      04          2500
D ATMI INC                       COM              00207R101      734    31425 SH      SHARED                 31425
D ATMI INC                       COM              00207R101     5822   249106 SH      SHARED      01        249106
D ATMI INC                       COM              00207R101        4      200 SH      SHARED      02           200
D ATMI INC                       COM              00207R101     2730   116800 SH      SHARED      03        116800
D ATMI INC                       COM              00207R101        1       61 SH      SHARED      04            61
D ATMI INC                       COM              00207R101       95     4100 SH      SHARED      05          4100
D ATS MED INC                    COM              002083103      453    30114 SH      SHARED      01         30114
D AVI BIOPHARMA INC              COM              002346104       49     6300 SH      SHARED      01          6300
D AVT CORP                       COM              002420107       18     3400 SH      SHARED                  3400
D AVT CORP                       COM              002420107      388    69766 SH      SHARED      01         69766
D AVX CORP NEW                   COM              002444107     1041    39946 SH      SHARED                 39946
D AVX CORP NEW                   COM              002444107     1101    42258 SH      SHARED      01         42258
D AVX CORP NEW                   COM              002444107      160     6172 SH      SHARED      04          6172
D AVX CORP NEW                   COM              002444107      101     3900 SH      SHARED      05          3900
D AXA FINL INC                   COM              002451102    40912   803192 SH      SHARED                803192
D AXA FINL INC                   COM              002451102    23071   452934 SH      SHARED      01        380369             72565
D AXA FINL INC                   COM              002451102     1745    34270 SH      SHR/OTHR    01                  12488    21782
D AXA FINL INC                   COM              002451102       51     1015 SH      SHARED      02                            1015
D AXA FINL INC                   COM              002451102     1638    32170 SH      SHARED      04         32170
D AXA FINL INC                   COM              002451102     1762    34600 SH      SHARED      06         34600
D AXT INC                        COM              00246W103     1841    44033 SH      SHARED      01         44033
D AXT INC                        COM              00246W103       41     1000 SH      SHARED      02                            1000
D AXT INC                        COM              00246W103       79     1900 SH      SHARED      05          1900
D AAMES FINL CORP                COM NEW          00253A309        1      945 SH      SHARED      01           945
D AASTROM BIOSCIENCES INC        COM              00253U107       83    29700 SH      SHARED      01         29700
D AARON RENTS INC                COM              002535201       60     4700 SH      SHARED                  4700
D AARON RENTS INC                COM              002535201      284    22100 SH      SHARED      01         22100
D AARON RENTS INC                COM              002535201       13     1050 SH      SHARED      02                            1050
D AARON RENTS INC                CL A             002535300        2      200 SH      SHARED      01           200
D AARON RENTS INC                CL A             002535300        2      200 SH      SHARED      02                             200
D ABBOTT LABS                    COM              002824100     8654   181960 SH      SHARED                181960
D ABBOTT LABS                    COM              002824100   665351 13989144 SH      SHARED      01      13793049            196095
D ABBOTT LABS                    COM              002824100    36528   768012 SH      SHR/OTHR    01                 420732   347280
D ABBOTT LABS                    COM              002824100    11002   231326 SH      SHARED      02         88093            143233
D ABBOTT LABS                    COM              002824100    54428  1144359 SH      SHARED      04       1144359
D ABBOTT LABS                    COM              002824100      204     4300 SH      SHARED      05          4300
D ABBOTT LABS                    COM              002824100    30296   637000 SH      SHARED      06        637000
D ABERCROMBIE & FITCH CO         CL A             002896207     3074   161300 SH      SHARED                161300
D ABERCROMBIE & FITCH CO         CL A             002896207     4324   226879 SH      SHARED      01        226804                75
D ABERCROMBIE & FITCH CO         CL A             002896207       72     3802 SH      SHARED      02          3002               800
D ABERCROMBIE & FITCH CO         CL A             002896207      655    34400 SH      SHARED      04         34400
D ABERCROMBIE & FITCH CO         CL A             002896207      291    15300 SH      SHARED      05         15300
D ABGENIX INC                    COM              00339B107     5963    73800 SH      SHARED      01         73600               200
D ABGENIX INC                    COM              00339B107       24      300 SH      SHR/OTHR    01                             300
D ABGENIX INC                    COM              00339B107      193     2400 SH      SHARED      02                            2400
D ABGENIX INC                    COM              00339B107      448     5553 SH      SHARED      04          5553
D ABIGAIL ADAMS NATL BANCORP INC COM              003390101       77     8575 SH      SHARED      01          8575
D ABINGTON BANCORP INC NEW       COM              00350P100       12     1200 SH      SHARED      01          1200
D ABIOMED INC                    COM              003654100      736    10817 SH      SHARED      01         10817
D ABLE TELCOM HLDG CORP          COM NEW          003712304       17     5700 SH      SHARED      01          5700
D ABOUT COM INC                  COM              003736105      995    30750 SH      SHARED      01         27479              3271
D ABOUT COM INC                  COM              003736105      178     5500 SH      SHARED      02          5500
D ACACIA RESH CORP               COM              003881109     1104    31664 SH      SHARED      01         31396               268
D ABITIBI-CONSOLIDATED INC       COM              003924107      265    28300 SH      SHARED                 28300
D ABITIBI-CONSOLIDATED INC       COM              003924107      131    14000 SH      SHARED      04         14000
D ABITIBI-CONSOLIDATED INC       COM              003924107       45     4800 SH      SHARED      05          4800
D ACADIA RLTY TR                 COM SH BEN INT   004239109        5      900 SH      SHARED      01           900
D ACCELERATED NETWORKS INC       COM              00429P107       47     2800 SH      SHARED                  2800
D ACCELERATED NETWORKS INC       COM              00429P107       92     5500 SH      SHARED      01          5500
D ACCESS ANYTIME BANCORP         COM              00431F105       21     3500 SH      SHARED      01          3500
D ACCLAIM ENTMT INC              COM PAR $0.02    004325205        8     5100 SH      SHARED      01          5100
D ACCLAIM ENTMT INC              COM PAR $0.02    004325205       61    35200 SH      SHARED      02         30200              5000
D ACCREDO HEALTH INC             COM              00437V104    20749   424550 SH      SHARED      01        424550
D ACCREDO HEALTH INC             COM              00437V104       24      500 SH      SHARED      04           500
D ACCRUE SOFTWARE INC            COM              00437W102      460    38600 SH      SHARED      01         38600
D ACETO CORP                     COM              004446100        4      418 SH      SHARED      01           418
D ACKERLEY GROUP INC             COM              004527107      260    26000 SH      SHARED      01         26000
D ACLARA BIOSCIENCES INC         COM              00461P106      574    18900 SH      SHARED      01         18900
D ACLARA BIOSCIENCES INC         COM              00461P106       69     2300 SH      SHARED      02          1400               900
D ACLARA BIOSCIENCES INC         COM              00461P106       16      542 SH      SHARED      04           542
D ACME COMMUNICATION INC         COM              004631107      121    13541 SH      SHARED      01         13541
D ACME COMMUNICATION INC         COM              004631107        9     1100 SH      SHARED      02          1100
D ACME COMMUNICATION INC         COM              004631107        7      838 SH      SHARED      04           838
D ACNIELSEN CORP                 COM              004833109      133     5600 SH      SHARED                  5600
D ACNIELSEN CORP                 COM              004833109     3689   154938 SH      SHARED      01        154437               501
D ACNIELSEN CORP                 COM              004833109      126     5318 SH      SHR/OTHR    01                    133     5185
D ACNIELSEN CORP                 COM              004833109        3      166 SH      SHARED      02                             166
D ACNIELSEN CORP                 COM              004833109      469    19700 SH      SHARED      04         19700
D ACNIELSEN CORP                 COM              004833109      178     7500 SH      SHARED      05          7500
D ACTIVISION INC NEW             COM NEW          004930202        0        1 SH      SHARED      02             1
D ACTION PERFORMANCE COS INC     COM              004933107       36    10600 SH      SHARED      01         10600
D ACTEL CORP                     COM              004934105     2144    59674 SH      SHARED      01         58871               803
D ACTEL CORP                     COM              004934105      176     4900 SH      SHARED      05          4900
D ACRES GAMING INC               COM              004936100       23    13700 SH      SHARED      01         13700
D ACTIVE VOICE CORP              COM              004938106      152    13000 SH      SHARED      02         11000              2000
D ACTIONPOINT INC                COM              00504A108       21     4600 SH      SHARED      01          4600
D ACTIVE APPAREL GROUP INC       COM              00504P105        1      500 SH      SHARED      01           500
D ACTIVE POWER INC               COM              00504W100      260     4200 SH      SHARED      01          4200
D ACTRADE FINL TECHNOLOGIES LTD  COM              00507P102       18      600 SH      SHARED      01           600
D ACTRADE FINL TECHNOLOGIES LTD  COM              00507P102       39     1300 SH      SHARED      04          1300
D ACTUATE CORP                   COM              00508B102    63911  1850000 SH      SHARED               1850000
D ACTUATE CORP                   COM              00508B102     4936   142902 SH      SHARED      01        142902
D ACTUATE CORP                   COM              00508B102       34     1000 SH      SHARED      05          1000
D ACTUANT CORP                   CL A             00508X104      337    85751 SH      SHARED      01         85751
D ACUSON CORP                    COM              005113105      996    43800 SH      SHARED                 43800
D ACUSON CORP                    COM              005113105    21051   925353 SH      SHARED      01        925353
D ACUSON CORP                    COM              005113105      213     9400 SH      SHARED      04          9400
D ACUSON CORP                    COM              005113105       81     3600 SH      SHARED      05          3600
D ACXIOM CORP                    COM              005125109    23571   742400 SH      SHARED                742400
D ACXIOM CORP                    COM              005125109     4108   129410 SH      SHARED      01        129410
D ACXIOM CORP                    COM              005125109     1277    40251 SH      SHARED      04         40251
D ACXIOM CORP                    COM              005125109      352    11100 SH      SHARED      05         11100
D ADAC LABS                      COM NEW          005313200       24     1166 SH      SHARED                  1166
D ADAC LABS                      COM NEW          005313200     1032    49600 SH      SHARED      01         49600
D ADAM COM INC                   COM              00547M101        2      700 SH      SHARED      01           700
D ADAMS EXPRESS CO               COM              006212104      139     3600 SH      SHARED                  3600
D ADAMS EXPRESS CO               COM              006212104       21      566 SH      SHARED      01                             566
D ADAMS RES & ENERGY INC         COM NEW          006351308       29     2000 SH      SHARED      02                            2000
D ADAPTIVE BROADBAND CORP        COM              00650M104      479    24587 SH      SHARED                 24587
D ADAPTIVE BROADBAND CORP        COM              00650M104     1506    77234 SH      SHARED      01         77234
D ADAPTIVE BROADBAND CORP        COM              00650M104       27     1400 SH      SHARED      02          1200               200
D ADAPTIVE BROADBAND CORP        COM              00650M104       70     3600 SH      SHARED      04          3600
D ADAPTIVE BROADBAND CORP        COM              00650M104       21     1100 SH      SHARED      05          1100
D ADAPTEC INC                    COM              00651F108      492    24626 SH      SHARED                 24626
D ADAPTEC INC                    COM              00651F108    15315   765752 SH      SHARED      01        765752
D ADAPTEC INC                    COM              00651F108      552    27620 SH      SHARED      02          1620             26000
D ADAPTEC INC                    COM              00651F108     3264   163208 SH      SHARED      04        163208
D ADAPTEC INC                    COM              00651F108       44     2200 SH      SHARED      05          2200
D ADECCO SA                      SPONSORED ADR    006754105       40      493 SH      SHARED      01           493
D ADELPHIA BUSINESS SOLUTIONS    CL A             006847107      262    22220 SH      SHARED                 22220
D ADELPHIA BUSINESS SOLUTIONS    CL A             006847107      777    65850 SH      SHARED      01         65850
D ADELPHIA COMMUNICATIONS CORP   CL A             006848105      129     4700 SH      SHARED                  4700
D ADELPHIA COMMUNICATIONS CORP   CL A             006848105     1700    61692 SH      SHARED      01         61692
D ADELPHIA COMMUNICATIONS CORP   CL A             006848105       23      850 SH      SHARED      02           700               150
D ADELPHIA COMMUNICATIONS CORP   CL A             006848105      649    23552 SH      SHARED      04         23552
D ADELPHIA COMMUNICATIONS CORP   CL A             006848105     2384    86500 SH      SHARED      05         86500
D ADEPT TECHNOLOGY INC           COM              006854103     1193    22700 SH      SHARED      01         22700
D ADMINISTAFF INC                COM              007094105      560     7400 SH      SHARED                  7400
D ADMINISTAFF INC                COM              007094105     1703    22500 SH      SHARED      01         22500
D ADOBE SYS INC                  COM              00724F101     1849    11912 SH      SHARED                 11912
D ADOBE SYS INC                  COM              00724F101   142344   916875 SH      SHARED      01        916875
D ADOBE SYS INC                  COM              00724F101      481     3100 SH      SHR/OTHR    01                   1750     1350
D ADOBE SYS INC                  COM              00724F101     1333     8590 SH      SHARED      02          1290              7300
D ADOBE SYS INC                  COM              00724F101    40536   261106 SH      SHARED      04        261106
D ADOBE SYS INC                  COM              00724F101      232     1500 SH      SHARED      05          1500
D ADTRAN INC                     COM              00738A106      655    15415 SH      SHARED                 15415
D ADTRAN INC                     COM              00738A106    11577   272100 SH      SHARED      01        272100
D ADTRAN INC                     COM              00738A106       28      680 SH      SHARED      02           180               500
D ADTRAN INC                     COM              00738A106      633    14886 SH      SHARED      04         14886
D ADTRAN INC                     COM              00738A106      216     5100 SH      SHARED      05          5100
D ADVANCE PARADIGM INC           COM              007491103     1660    39351 SH      SHARED      01         39351
D ADVANCED AERODYNAMICS&STRUCTUR CL A             00750B107       25    12400 SH      SHARED      01         12400
D ADVANCED DIGITAL INFORMATION   COM              007525108       92     6082 SH      SHARED                  6082
D ADVANCED DIGITAL INFORMATION   COM              007525108     1880   123822 SH      SHARED      01        123822
D ADVANCED DIGITAL INFORMATION   COM              007525108        7      500 SH      SHARED      02           500
D ADVANCED LTG TECHNOLOGIES      COM              00753C102      360    29100 SH      SHARED                 29100
D ADVANCED LTG TECHNOLOGIES      COM              00753C102      402    32498 SH      SHARED      01         32498
D ADVANCED LTG TECHNOLOGIES      COM              00753C102     2350   189900 SH      SHARED      03        189900
D ADVANCED MARKETING SVCS INC    COM              00753T105       38     2200 SH      SHARED                  2200
D ADVANCED MARKETING SVCS INC    COM              00753T105      165     9400 SH      SHARED      01          9400
D ADVANCED FIBRE COMMUNICATIONS  COM              00754A105     1056    27888 SH      SHARED                 27888
D ADVANCED FIBRE COMMUNICATIONS  COM              00754A105     2740    72350 SH      SHARED      01         72350
D ADVANCED FIBRE COMMUNICATIONS  COM              00754A105      923    24395 SH      SHARED      02         23900               495
D ADVANCED FIBRE COMMUNICATIONS  COM              00754A105      234     6186 SH      SHARED      04          6186
D ADVANCED PHOTONIX INC          CL A             00754E107       44    21000 SH      SHARED      01         21000
D ADVANCED RADIO TELECOM CORP    COM              00754U101      221    26000 SH      SHARED                 26000
D ADVANCED RADIO TELECOM CORP    COM              00754U101      600    70590 SH      SHARED      01         70590
D ADVANCED RADIO TELECOM CORP    COM              00754U101       38     4500 SH      SHARED      02                            4500
D ADVANCED RADIO TELECOM CORP    COM              00754U101        0       27 SH      SHARED      04            27
D ADVANCED TISSUE SCIENCES INC   COM              00755F103      769   103417 SH      SHARED      01        103417
D ADVANCED TISSUE SCIENCES INC   COM              00755F103       29     4000 SH      SHARED      02          4000
D ADVEST GROUP INC               COM              007566102       34     1100 SH      SHARED      01          1100
D ADVANTAGE LEARNING SYSTEMS     COM              00757K100      494    14100 SH      SHARED      01         14100
D ADVANCED NEUROMODULATION SYS   COM              00757T101        1      100 SH      SHARED      01           100
D ADVO INC                       COM              007585102     3524   106801 SH      SHARED                106801
D ADVO INC                       COM              007585102     1616    48975 SH      SHARED      01         48975
D ADVO INC                       COM              007585102      132     4000 SH      SHARED      04          4000
D ADVANCED POWER TECHNOLOGY INC  COM              00761E108      662    20000 SH      SHARED      02         20000
D AEROFLEX INC                   COM              007768104     2915    59949 SH      SHARED      01         59949
D ADVANCED MICRO DEVICES INC     COM              007903107     2507   106148 SH      SHARED                106148
D ADVANCED MICRO DEVICES INC     COM              007903107    60707  2569620 SH      SHARED      01       2541820             27800
D ADVANCED MICRO DEVICES INC     COM              007903107       99     4200 SH      SHR/OTHR    01                   2200     2000
D ADVANCED MICRO DEVICES INC     COM              007903107      160     6800 SH      SHARED      02          2000              4800
D ADVANCED MICRO DEVICES INC     COM              007903107    13363   565665 SH      SHARED      04        565665
D AEGON N V                      ORD AMER REG     007924103     1878    50600 SH      SHARED                 50600
D AEGON N V                      ORD AMER REG     007924103     2937    79129 SH      SHARED      01         73067              6062
D AEGON N V                      ORD AMER REG     007924103     1136    30623 SH      SHR/OTHR    01                  27732     2891
D AEGON N V                      ORD AMER REG     007924103       52     1417 SH      SHARED      02                            1417
D AEGON N V                      ORD AMER REG     007924103      103     2800 SH      SHARED      04          2800
D ADVANTA CORP                   CL A             007942105      498    44312 SH      SHARED      01         44312
D ADVANTA CORP                   CL B             007942204     6110   750570 SH      SHARED                750570
D ADVANTA CORP                   CL B             007942204        2      353 SH      SHARED      01           353
D ADVANTA CORP                   CL B             007942204       62     7620 SH      SHARED      04          7620
D ADVANCED ENERGY INDS           SUB NT CV5.25%06 007973AA8     1157  1250000 PRN     SHARED      01       1250000
D ADVANCED ENERGY INDS           COM              007973100       21      650 SH      SHARED                   650
D ADVANCED ENERGY INDS           COM              007973100      735    22290 SH      SHARED      01         22290
D ADVANCED ENERGY INDS           COM              007973100      907    27500 SH      SHARED      04         27500
D ADVENT SOFTWARE INC            COM              007974108     4047    57930 SH      SHARED      01         57930
D ADVENT SOFTWARE INC            COM              007974108       27      400 SH      SHARED      04           400
D AETHER SYS INC                 SUB NT CV   6%05 00808VAA3     1678  2200000 PRN     SHARED               2200000
D AETHER SYS INC                 SUB NT CV   6%05 00808VAA3     1526  2000000 PRN     SHARED      01       2000000
D AETHER SYS INC                 COM              00808V105    11111   105320 SH      SHARED                105320
D AETHER SYS INC                 COM              00808V105     2963    28088 SH      SHARED      01         28088
D AETHER SYS INC                 COM              00808V105     1135    10760 SH      SHARED      02          8810              1950
D AETHER SYS INC                 COM              00808V105      272     2586 SH      SHARED      04          2586
D AETHER SYS INC                 COM              00808V105       84      800 SH      SHARED      05           800
D AETNA INC                      COM              008117103      441     7600 SH      SHARED                  7600
D AETNA INC                      COM              008117103    61596  1060880 SH      SHARED      01       1060880
D AETNA INC                      COM              008117103      247     4255 SH      SHR/OTHR    01                   2855     1400
D AETNA INC                      COM              008117103      138     2378 SH      SHARED      02          1205              1173
D AETNA INC                      COM              008117103     3895    67098 SH      SHARED      04         67098
D AETNA INC                      COM              008117103     1161    20000 SH      SHARED      05         20000
D AETNA INC                      COM              008117103    10376   178710 SH      SHARED      06        178710
D AFFILIATED COMPUTER SERVICES   SB NT CV    4%05 008190AD2     6119  4740000 PRN     SHARED      01       4740000
D AFFILIATED COMPUTER SERVICES   SB NT CV    4%05 008190AD2        3     3000 PRN     SHARED      04          3000
D AFFILIATED COMPUTER SERVICES   CL A             008190100     3972    79655 SH      SHARED      01         79655
D AFFILIATED COMPUTER SERVICES   CL A             008190100      986    19775 SH      SHARED      04         19775
D AFFILIATED COMPUTER SERVICES   CL A             008190100      319     6400 SH      SHARED      05          6400
D AFFILIATED MANAGERS GROUP      COM              008252108     2106    37000 SH      SHARED                 37000
D AFFILIATED MANAGERS GROUP      COM              008252108     2502    43950 SH      SHARED      01         43950
D AFFILIATED MANAGERS GROUP      COM              008252108       28      500 SH      SHR/OTHR    01                             500
D AFFILIATED MANAGERS GROUP      COM              008252108       62     1100 SH      SHARED      04          1100
D AFFINITY TECHNOLOGY GROUP INC  COM              00826M103       21    28500 SH      SHARED      01         28500
D AFFYMETRIX INC                 SB NT CV    5%06 00826TAB4     1339  1350000 PRN     SHARED      01       1350000
D AFFYMETRIX INC                 COM              00826T108     1556    31200 SH      SHARED                 31200
D AFFYMETRIX INC                 COM              00826T108     2698    54100 SH      SHARED      01         42100             12000
D AFFYMETRIX INC                 COM              00826T108       24      500 SH      SHR/OTHR    01                             500
D AFFYMETRIX INC                 COM              00826T108      219     4400 SH      SHARED      02          2200              2200
D AFFYMETRIX INC                 COM              00826T108      193     3873 SH      SHARED      04          3873
D AFTERMARKET TECHNOLOGY CORP    COM              008318107       52     8671 SH      SHARED      01          8671
D AGENCY COM LTD                 COM              008447104      253    17000 SH      SHARED      01         17000
D AGILENT TECHNOLOGIES INC       COM              00846U101    25956   530400 SH      SHARED                530400
D AGILENT TECHNOLOGIES INC       COM              00846U101   186509  3811207 SH      SHARED      01       3777313      152    33742
D AGILENT TECHNOLOGIES INC       COM              00846U101     6983   142706 SH      SHR/OTHR    01                  89721    52985
D AGILENT TECHNOLOGIES INC       COM              00846U101    16192   330894 SH      SHARED      02        314024             16870
D AGILENT TECHNOLOGIES INC       COM              00846U101     9976   203870 SH      SHARED      04        203870
D AGILENT TECHNOLOGIES INC       COM              00846U101      582    11900 SH      SHARED      05         11900
D AGILE SOFTWARE CORP DEL        COM              00846X105     2338    26000 SH      SHARED      01         26000
D AGILE SOFTWARE CORP DEL        COM              00846X105      441     4906 SH      SHARED      02          4356               550
D AGILE SOFTWARE CORP DEL        COM              00846X105      196     2182 SH      SHARED      04          2182
D AGILE SOFTWARE CORP DEL        COM              00846X105      332     3700 SH      SHARED      05          3700
D AGNICO EAGLE MINES LTD         COM              008474108      204    35100 SH      SHARED      04         35100
D AGRIBRANDS INTL INC            COM              00849R105      104     2400 SH      SHARED                  2400
D AGRIBRANDS INTL INC            COM              00849R105      900    20646 SH      SHARED      01         20646
D AGRIBRANDS INTL INC            COM              00849R105        7      162 SH      SHR/OTHR    01                    132       30
D AGRIBRANDS INTL INC            COM              00849R105        1       36 SH      SHARED      02            36
D AGREE REALTY CORP              COM              008492100       55     3700 SH      SHARED                  3700
D AGRITOPE INC DEL               COM              00855D107        9      940 SH      SHARED      04           940
D AIR CDA INC                    CL A NON VTG     008911307        0        1 SH      SHARED                     1
D AIR CDA INC                    CL A NON VTG     008911307      113    13000 SH      SHARED      04         13000
D AGRIUM INC                     COM              008916108       30     3000 SH      SHARED                  3000
D AIMGLOBAL TECHNOLOGIES INC     COM              00900N100       37     5000 SH      SHARED                  5000
D AIR PRODS & CHEMS INC          COM              009158106       90     2527 SH      SHARED                  2527
D AIR PRODS & CHEMS INC          COM              009158106    66466  1846284 SH      SHARED      01       1838554     1600     6130
D AIR PRODS & CHEMS INC          COM              009158106      788    21916 SH      SHR/OTHR    01                  15416     6500
D AIR PRODS & CHEMS INC          COM              009158106      448    12471 SH      SHARED      02          1002             11469
D AIR PRODS & CHEMS INC          COM              009158106     5577   154933 SH      SHARED      04        154933
D AIRBORNE FGHT CORP             COM              009266107     1904   187000 SH      SHARED                187000
D AIRBORNE FGHT CORP             COM              009266107     1003    98472 SH      SHARED      01         98472
D AIRBORNE FGHT CORP             COM              009266107       20     2000 SH      SHARED      02           500              1500
D AIRBORNE FGHT CORP             COM              009266107      170    16700 SH      SHARED      04         16700
D AIRBORNE FGHT CORP             COM              009266107       43     4300 SH      SHARED      05          4300
D AIRGAS INC                     COM              009363102      715   104980 SH      SHARED      01        104980
D AIRGAS INC                     COM              009363102       34     5000 SH      SHARED      02          5000
D AIRGAS INC                     COM              009363102      153    22600 SH      SHARED      04         22600
D AIRGAS INC                     COM              009363102       62     9200 SH      SHARED      05          9200
D AIRGATE PCS INC                COM              009367103     1000    22300 SH      SHARED      01         22300
D AIRNET COMMUNICATIONS CORP     COM              00941P106      524    23500 SH      SHARED      01         23500
D AIRNET COMMUNICATIONS CORP     COM              00941P106       11      500 SH      SHARED      02                             500
D AIRTRAN HLDGS INC              COM              00949P108      711   160250 SH      SHARED      01        152170              8080
D AIRTRAN HLDGS INC              COM              00949P108        8     2000 SH      SHARED      02                            2000
D AIRSPAN NETWORKS INC           COM              00950H102      116    10100 SH      SHARED      02         10100
D AKAMAI TECHNOLOGIES INC        SB NT CV 144A 07 00971TAA9    29136 40750000 PRN     SHARED              40750000
D AKAMAI TECHNOLOGIES INC        COM              00971T101    10439   198795 SH      SHARED      01        198745                50
D AKAMAI TECHNOLOGIES INC        COM              00971T101        1       25 SH      SHR/OTHR    01                     25
D AKAMAI TECHNOLOGIES INC        COM              00971T101      140     2675 SH      SHARED      02          1025              1650
D AKAMAI TECHNOLOGIES INC        COM              00971T101      182     3471 SH      SHARED      04          3471
D AKORN INC                      COM              009728106       24     2200 SH      SHARED      02          2200
D AKSYS LTD                      COM              010196103       44     3229 SH      SHARED      02          3229
D AKZO NOBEL NV                  SPONSORED ADR    010199305      699    16608 SH      SHARED      01         12608              4000
D AKZO NOBEL NV                  SPONSORED ADR    010199305       42     1000 SH      SHR/OTHR    01                            1000
D AKZO NOBEL NV                  SPONSORED ADR    010199305      326     7748 SH      SHARED      02                            7748
D ALABAMA NATL BANCORP DELA      COM              010317105      229    10600 SH      SHARED      01         10600
D ALAMOSA PCS HOLDINGS           COM              011593100     5541   342350 SH      SHARED      01        342350
D ALAMOSA PCS HOLDINGS           COM              011593100        4      300 SH      SHARED      02           300
D ALAMOSA PCS HOLDINGS           COM              011593100        0       38 SH      SHARED      04            38
D ALARIS MED INC                 COM              011637105       48    38500 SH      SHARED      01         36900              1600
D ALASKA AIR GROUP INC           COM              011659109     1411    58800 SH      SHARED                 58800
D ALASKA AIR GROUP INC           COM              011659109     1377    57381 SH      SHARED      01         57381
D ALASKA AIR GROUP INC           COM              011659109       14      600 SH      SHARED      02                             600
D ALASKA AIR GROUP INC           COM              011659109      216     9000 SH      SHARED      04          9000
D ALASKA AIR GROUP INC           COM              011659109       84     3500 SH      SHARED      05          3500
D ALASKA COMMUNICATIONS SYS GRP  COM              01167P101       61     9700 SH      SHARED      01          9700
D ALASKA COMMUNICATIONS SYS GRP  COM              01167P101       63    10000 SH      SHARED      02          2000              8000
D ALBANY INTL CORP               CL A             012348108       21     1800 SH      SHARED                  1800
D ALBANY INTL CORP               CL A             012348108      672    56016 SH      SHARED      01         56016
D ALBANY INTL CORP               CL A             012348108      126    10500 SH      SHARED      04         10500
D ALBANY INTL CORP               CL A             012348108       48     4000 SH      SHARED      05          4000
D ALBANY MOLECULAR RESH INC      COM              012423109     2876    51200 SH      SHARED      01         51200
D ALBANY MOLECULAR RESH INC      COM              012423109      101     1800 SH      SHARED      02                            1800
D ALBANY MOLECULAR RESH INC      COM              012423109       28      500 SH      SHARED      04           500
D ALBEMARLE CORP                 COM              012653101     1477    73200 SH      SHARED                 73200
D ALBEMARLE CORP                 COM              012653101     1379    68358 SH      SHARED      01         68358
D ALBEMARLE CORP                 COM              012653101       10      500 SH      SHARED      02           200               300
D ALBEMARLE CORP                 COM              012653101      314    15600 SH      SHARED      04         15600
D ALBEMARLE CORP                 COM              012653101      121     6000 SH      SHARED      05          6000
D ALBERTA ENERGY LTD             COM              012873105     1656    39800 SH      SHARED                 39800
D ALBERTO CULVER CO              CL B CONV        013068101      316    11000 SH      SHARED                 11000
D ALBERTO CULVER CO              CL B CONV        013068101    10752   373186 SH      SHARED      01        372286               900
D ALBERTO CULVER CO              CL B CONV        013068101       25      900 SH      SHR/OTHR    01                             900
D ALBERTO CULVER CO              CL B CONV        013068101      619    21500 SH      SHARED      04         21500
D ALBERTO CULVER CO              CL B CONV        013068101       37     1300 SH      SHARED      05          1300
D ALBERTO CULVER CO              CL A             013068200     2857   114000 SH      SHARED                114000
D ALBERTO CULVER CO              CL A             013068200       22      900 SH      SHARED      01           900
D ALBERTO CULVER CO              CL A             013068200        7      300 SH      SHR/OTHR    01                             300
D ALBERTSONS INC                 COM              013104104     1231    58633 SH      SHARED                 58633
D ALBERTSONS INC                 COM              013104104    63767  3036536 SH      SHARED      01       3032336              4200
D ALBERTSONS INC                 COM              013104104      168     8000 SH      SHR/OTHR    01                            8000
D ALBERTSONS INC                 COM              013104104      226    10800 SH      SHARED      02           700             10100
D ALBERTSONS INC                 COM              013104104     4241   201989 SH      SHARED      04        201989
D ALBERTSONS INC                 COM              013104104     1423    67800 SH      SHARED      05         67800
D ALCAN ALUMINIUM LTD NEW        COM              013716105     1603    55400 SH      SHARED                 55400
D ALCAN ALUMINIUM LTD NEW        COM              013716105    40000  1382320 SH      SHARED      01       1381120              1200
D ALCAN ALUMINIUM LTD NEW        COM              013716105      115     4000 SH      SHARED      02           900              3100
D ALCAN ALUMINIUM LTD NEW        COM              013716105     4372   151100 SH      SHARED      04        151100
D ALCAN ALUMINIUM LTD NEW        COM              013716105       72     2500 SH      SHARED      05          2500
D ALCIDE CORP                    COM NEW          013742507        2      100 SH      SHARED      01           100
D ALCOA INC                      COM              013817101    38664  1527500 SH      SHARED               1527500
D ALCOA INC                      COM              013817101   174809  6906182 SH      SHARED      01       6905082              1100
D ALCOA INC                      COM              013817101      951    37600 SH      SHR/OTHR    01                  22600    15000
D ALCOA INC                      COM              013817101      245     9692 SH      SHARED      02          3120              6572
D ALCOA INC                      COM              013817101    25903  1023369 SH      SHARED      04       1023369
D ALCOA INC                      COM              013817101     9013   356100 SH      SHARED      05        356100
D ALCOA INC                      COM              013817101    32428  1281152 SH      SHARED      06       1281152
D ALCATEL                        SPONSORED ADR    013904305     1762    28039 SH      SHARED                 28039
D ALCATEL                        SPONSORED ADR    013904305     1862    29615 SH      SHARED      01         29615
D ALCATEL                        SPONSORED ADR    013904305      905    14398 SH      SHARED      02          1946             12452
D ALCATEL                        SPONSORED ADR    013904305      628    10000 SH      SHARED      04         10000
D ALCATEL                        SPONSORED ADR    013904305      697    11100 SH      SHARED      05         11100
D ALEXANDER & BALDWIN INC        COM              014482103     2299    88452 SH      SHARED      01         88452
D ALEXANDER & BALDWIN INC        COM              014482103       42     1620 SH      SHARED      02           950               670
D ALEXANDER & BALDWIN INC        COM              014482103      358    13800 SH      SHARED      04         13800
D ALEXANDER & BALDWIN INC        COM              014482103      143     5500 SH      SHARED      05          5500
D ALEXANDERS INC                 COM              014752109      588     7200 SH      SHARED      01          7200
D ALEXANDERS INC                 COM              014752109        0        2 SH      SHARED      02             2
D ALEXANDRIA REAL ESTATE EQ INC  COM              015271109      401    11700 SH      SHARED                 11700
D ALEXANDRIA REAL ESTATE EQ INC  COM              015271109      617    18000 SH      SHARED      01         18000
D ALEXION PHARMACEUTICALS INC    SB NT CV 144A 07 015351AA7    10393  8450000 PRN     SHARED               8450000
D ALEXION PHARMACEUTICALS INC    COM              015351109     3107    27255 SH      SHARED      01         27255
D ALEXION PHARMACEUTICALS INC    COM              015351109       11      100 SH      SHR/OTHR    01                             100
D ALEXION PHARMACEUTICALS INC    COM              015351109       22      200 SH      SHARED      04           200
D ALFA CORP                      COM              015385107       15      900 SH      SHARED                   900
D ALFA CORP                      COM              015385107      959    55000 SH      SHARED      01         55000
D ALKERMES INC                   SUB NT CV3.75%07 01642TAB4    16610 22000000 PRN     SHARED              22000000
D ALKERMES INC                   COM              01642T108      926    23989 SH      SHARED                 23989
D ALKERMES INC                   COM              01642T108    10961   283800 SH      SHARED      01        283800
D ALKERMES INC                   COM              01642T108        3       98 SH      SHARED      02            98
D ALKERMES INC                   COM              01642T108      184     4764 SH      SHARED      04          4764
D ALKERMES INC                   PFD CV EX$3.25   01642T405    36824   312073 SH      SHARED                312073
D ALL AMERICAN SEMICONDUCTOR INC COM NEW          016557407      195     9700 SH      SHARED      01          9700
D ALLAIRE CORP                   COM              016714107      479    56400 SH      SHARED                 56400
D ALLAIRE CORP                   COM              016714107      413    48600 SH      SHARED      01         48600
D ALLEGHANY CORP DEL             COM              017175100     2478    12643 SH      SHARED      01         12643
D ALLEGHENY ENERGY INC           COM              017361106     2199    57600 SH      SHARED                 57600
D ALLEGHENY ENERGY INC           COM              017361106     6369   166802 SH      SHARED      01        164086              2716
D ALLEGHENY ENERGY INC           COM              017361106      106     2790 SH      SHR/OTHR    01                   2790
D ALLEGHENY ENERGY INC           COM              017361106       21      575 SH      SHARED      02                             575
D ALLEGHENY ENERGY INC           COM              017361106     1917    50220 SH      SHARED      04         50220
D ALLEGHENY ENERGY INC           COM              017361106     1099    28800 SH      SHARED      05         28800
D ALLEGHENY TECHNOLOGIES INC     COM              01741R102       76     4200 SH      SHARED                  4200
D ALLEGHENY TECHNOLOGIES INC     COM              01741R102    11238   620079 SH      SHARED      01        620079
D ALLEGHENY TECHNOLOGIES INC     COM              01741R102       82     4550 SH      SHR/OTHR    01                            4550
D ALLEGHENY TECHNOLOGIES INC     COM              01741R102      720    39747 SH      SHARED      04         39747
D ALLEGHENY TECHNOLOGIES INC     COM              01741R102       36     2000 SH      SHARED      05          2000
D ALLEGIANCE TELECOM INC         COM              01747T102     9977   267850 SH      SHARED      01        267025               825
D ALLEGIANCE TELECOM INC         COM              01747T102      395    10621 SH      SHARED      04         10621
D ALLEN ORGAN CO                 CL B             017753104        6      100 SH      SHARED      01           100
D ALLEN TELECOM INC              COM              018091108      261    15410 SH      SHARED                 15410
D ALLEN TELECOM INC              COM              018091108     1132    66880 SH      SHARED      01         66880
D ALLERGAN INC                   COM              018490102     1106    13100 SH      SHARED                 13100
D ALLERGAN INC                   COM              018490102    80458   952883 SH      SHARED      01        951703              1180
D ALLERGAN INC                   COM              018490102       50      600 SH      SHR/OTHR    01                             600
D ALLERGAN INC                   COM              018490102      135     1600 SH      SHARED      02          1000               600
D ALLERGAN INC                   COM              018490102     5142    60905 SH      SHARED      04         60905
D ALLERGAN INC                   COM              018490102      743     8800 SH      SHARED      05          8800
D ALLERGAN INC                   COM              018490102    16693   197700 SH      SHARED      06        197700
D ALLERGAN SPECIALTY THERAP      CL A             018494104      112     5009 SH      SHARED      01          4944                65
D ALLERGAN SPECIALTY THERAP      CL A             018494104        0       15 SH      SHR/OTHR    01                              15
D ALLERGAN SPECIALTY THERAP      CL A             018494104        0       41 SH      SHARED      02            25                16
D ALLIANCE BANCORP               COM              01852J105        9      502 SH      SHARED      01           502
D ALLIANCE BANCORP NEW ENG INC   COM              01852Q109       40     4399 SH      SHARED      01          4399
D ALLETE                         COM              018522102      522    23600 SH      SHARED                 23600
D ALLETE                         COM              018522102     3344   151144 SH      SHARED      01        151144
D ALLETE                         COM              018522102      561    25400 SH      SHARED      04         25400
D ALLETE                         COM              018522102      216     9800 SH      SHARED      05          9800
D ALLIANCE CAP MGMT HLDG L P     UNIT LTD PARTN   01855A101       48      963 SH      SHARED                   963
D ALLIANCE CAP MGMT HLDG L P     UNIT LTD PARTN   01855A101     1213    24200 SH      SHARED      01         24200
D ALLIANCE CAP MGMT HLDG L P     UNIT LTD PARTN   01855A101      300     6000 SH      SHR/OTHR    01                   6000
D ALLIANCE CAP MGMT HLDG L P     UNIT LTD PARTN   01855A101      576    11500 SH      SHARED      02                           11500
D ALLIANCE CAP MGMT HLDG L P     UNIT LTD PARTN   01855A101      125     2500 SH      SHARED      05          2500
D ALLIANCE SEMICONDUCTOR CORP    COM              01877H100      304    15300 SH      SHARED                 15300
D ALLIANCE SEMICONDUCTOR CORP    COM              01877H100     1456    73269 SH      SHARED      01         73269
D ALLIANCE SEMICONDUCTOR CORP    COM              01877H100     1116    56200 SH      SHARED      02         56200
D ALLIANCE SEMICONDUCTOR CORP    COM              01877H100      258    13000 SH      SHARED      04         13000
D ALLIANCE PHARMACEUTICAL CORP   COM              018773101      312    20475 SH      SHARED                 20475
D ALLIANCE PHARMACEUTICAL CORP   COM              018773101     1816   119107 SH      SHARED      01        119097                10
D ALLIANCE WORLD DLR GV FD II    COM              01879R106      113    12500 SH      SHARED      02         12500
D ALLIANCE WORLD DLR GV FD II    COM              01879R106      132    14600 SH      SHARED      04         14600
D ALLIANCE WORLD DLR GV FD INC   COM              018796102       75     6700 SH      SHARED      02          6700
D ALLIANT CORP                   COM              018802108      631    21500 SH      SHARED                 21500
D ALLIANT CORP                   COM              018802108     2938   100033 SH      SHARED      01        100033
D ALLIANT CORP                   COM              018802108       23      806 SH      SHR/OTHR    01                    806
D ALLIANT CORP                   COM              018802108       95     3256 SH      SHARED      02           456              2800
D ALLIANT CORP                   COM              018802108     1085    36943 SH      SHARED      04         36943
D ALLIANT CORP                   COM              018802108      308    10500 SH      SHARED      05         10500
D ALLIANT TECHSYSTEMS INC        COM              018804104     3038    37000 SH      SHARED                 37000
D ALLIANT TECHSYSTEMS INC        COM              018804104     2112    25725 SH      SHARED      01         25725
D ALLIED CAP CORP NEW            COM              01903Q108     2629   126728 SH      SHARED      01        126728
D ALLIED CAP CORP NEW            COM              01903Q108       31     1500 SH      SHR/OTHR    01                            1500
D ALLIED CAP CORP NEW            COM              01903Q108      116     5600 SH      SHARED      04          5600
D ALLIED HLDGS INC               COM              019223106       19     3500 SH      SHARED      02                            3500
D ALLIED IRISH BKS P L C         SPON ADR ORD     019228402       17      800 SH      SHARED                   800
D ALLIED PRODS CORP DEL          COM              019411107        2     4350 SH      SHARED      01          4350
D ALLIED RISER COMMUNICATIONS CP SB NT CV 144A 07 019496AA6    17404 29600000 PRN     SHARED              29600000
D ALLIED RISER COMMUNICATIONS CP COM              019496108      631    95370 SH      SHARED      01         95370
D ALLIED RISER COMMUNICATIONS CP COM              019496108       19     3000 SH      SHR/OTHR    01                            3000
D ALLIED RISER COMMUNICATIONS CP COM              019496108        6     1000 SH      SHARED      02          1000
D ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308       91    10000 SH      SHARED                 10000
D ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308    12323  1341370 SH      SHARED      01       1341370
D ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308      873    95057 SH      SHARED      04         95057
D ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308       37     4100 SH      SHARED      05          4100
D ALLMERICA FINL CORP            COM              019754100     1886    29500 SH      SHARED                 29500
D ALLMERICA FINL CORP            COM              019754100     4348    68017 SH      SHARED      01         68017
D ALLMERICA FINL CORP            COM              019754100      536     8385 SH      SHARED      02                            8385
D ALLMERICA FINL CORP            COM              019754100     1525    23863 SH      SHARED      04         23863
D ALLMERICA FINL CORP            COM              019754100     1061    16600 SH      SHARED      05         16600
D ALLOS THERAPEUTICS INC         COM              019777101        2      300 SH      SHARED      01           300
D ALLOS THERAPEUTICS INC         COM              019777101        3      350 SH      SHARED      02           350
D ALLOU HEALTH & BEAUTY CARE INC CL A             019782101        5     1000 SH      SHARED      01          1000
D ALLOY ONLINE INC               COM              019855105       50     5900 SH      SHARED      01          5900
D ALLSCRIPTS INC                 COM              019886100      467    33100 SH      SHARED      01         33100
D ALLMERICA SECS TR              SH BEN INT       019921105        6      700 SH      SHARED      02                             700
D ALLSTATE CORP                  COM              020002101     1734    49900 SH      SHARED                 49900
D ALLSTATE CORP                  COM              020002101   197097  5671874 SH      SHARED      01       5671874
D ALLSTATE CORP                  COM              020002101     1114    32074 SH      SHR/OTHR    01                   4168    27906
D ALLSTATE CORP                  COM              020002101     1211    34850 SH      SHARED      02         19956             14894
D ALLSTATE CORP                  COM              020002101    12401   356864 SH      SHARED      04        356864
D ALLSTATE CORP                  COM              020002101     1369    39400 SH      SHARED      05         39400
D ALLSTATE CORP                  COM              020002101       34      980 SH      SHARED      06           980
D ALLTEL CORP                    COM              020039103       26      500 SH      SHR/OTHR    06                             500
D ALLTEL CORP                    COM              020039103      574    11000 SH      SHARED                 11000
D ALLTEL CORP                    COM              020039103   186920  3581741 SH      SHARED      01       3247464            334277
D ALLTEL CORP                    COM              020039103     8767   168003 SH      SHR/OTHR    01                 116690    51313
D ALLTEL CORP                    COM              020039103     1422    27260 SH      SHARED      02          7634             19626
D ALLTEL CORP                    COM              020039103     7988   153070 SH      SHARED      04        153070
D ALLTEL CORP                    COM              020039103      245     4700 SH      SHARED      05          4700
D ALLTRISTA CORP                 COM              020040101        7      340 SH      SHARED      01           315                25
D ALPHA INDS INC                 COM              020753109      903    26528 SH      SHARED                 26528
D ALPHA INDS INC                 COM              020753109     1689    49600 SH      SHARED      01         49600
D ALPHA INDS INC                 COM              020753109      101     2974 SH      SHARED      04          2974
D ALPHANET SOLUTIONS INC         COM              020787107        2      800 SH      SHARED      01           800
D ALPHARMA INC                   SR SB CV 144A 06 020813AC5     5925  3000000 PRN     SHARED               3000000
D ALPHARMA INC                   SR SB NT CV 3%06 020813AD3     5925  3000000 PRN     SHARED      01       3000000
D ALPHARMA INC                   CL A             020813101      972    15912 SH      SHARED                 15912
D ALPHARMA INC                   CL A             020813101    15506   253690 SH      SHARED      01        253690
D ALPHARMA INC                   CL A             020813101       36      600 SH      SHARED      04           600
D ALPHARMA INC                   CL A             020813101      562     9200 SH      SHARED      05          9200
D ALPINE GROUP INC               COM              020825105        7     1700 SH      SHARED      01          1700
D ALPNET INC                     COM              021089107       28    16100 SH      SHARED      01         16100
D ALTERA CORP                    COM              021441100    32498   680600 SH      SHARED                680600
D ALTERA CORP                    COM              021441100   169596  3551766 SH      SHARED      01       3529791             21975
D ALTERA CORP                    COM              021441100       95     2000 SH      SHR/OTHR    01                   2000
D ALTERA CORP                    COM              021441100     5744   120300 SH      SHARED      02        115000              5300
D ALTERA CORP                    COM              021441100    12782   267695 SH      SHARED      04        267695
D ALTERA CORP                    COM              021441100     3428    71800 SH      SHARED      05         71800
D ALTEON WEBSYSTEMS INC          COM              02145A109    43898   405000 SH      SHARED                405000
D ALTEON WEBSYSTEMS INC          COM              02145A109    36678   338386 SH      SHARED      01        335800              2586
D ALTEON WEBSYSTEMS INC          COM              02145A109        8       75 SH      SHARED      02            75
D ALTEON WEBSYSTEMS INC          COM              02145A109     1547    14278 SH      SHARED      04         14278
D ALTERNATIVE RESOURCES CORP     COM              02145R102        2     4600 SH      SHARED      01          4600
D ALTERRA HEALTHCARE CORP        COM              02146C104        5     2500 SH      SHARED      01          2500
D ALTERRA HEALTHCARE CORP        COM              02146C104        1      500 SH      SHARED      02           500
D ALZA CORP DEL                  SUB LYON ZERO 14 022615AC2     6167  5482000 PRN     SHARED      04       5482000
D ALZA CORP DEL                  COM              022615108     2102    24305 SH      SHARED                 24305
D ALZA CORP DEL                  COM              022615108    65393   755994 SH      SHARED      01        755994
D ALZA CORP DEL                  COM              022615108      834     9644 SH      SHR/OTHR    01                   2700     6944
D ALZA CORP DEL                  COM              022615108      412     4770 SH      SHARED      02          1770              3000
D ALZA CORP DEL                  COM              022615108    11135   128739 SH      SHARED      04        128739
D ALZA CORP DEL                  COM              022615108     1600    18500 SH      SHARED      05         18500
D AMAZON COM INC                 COM              023135106    13685   356062 SH      SHARED      01        356062
D AMAZON COM INC                 COM              023135106        3      100 SH      SHR/OTHR    01                             100
D AMAZON COM INC                 COM              023135106     9178   238796 SH      SHARED      02        236346              2450
D AMAZON COM INC                 COM              023135106     6122   159288 SH      SHARED      04        159288
D AMAZON COM INC                 COM              023135106       46     1200 SH      SHARED      05          1200
D AMBAC FINL GROUP INC           COM              023139108    19583   267350 SH      SHARED      01        267350
D AMBAC FINL GROUP INC           COM              023139108       14      200 SH      SHR/OTHR    01                             200
D AMBAC FINL GROUP INC           COM              023139108       21      290 SH      SHARED      02                             290
D AMBAC FINL GROUP INC           COM              023139108     2208    30155 SH      SHARED      04         30155
D AMBAC FINL GROUP INC           COM              023139108      673     9200 SH      SHARED      05          9200
D AMBANC HLDG INC                COM              023161102       96     6040 SH      SHARED      01          6040
D AMBASSADORS INTL INC           COM              023178106        1      100 SH      SHARED      01           100
D AMCOL INTL CORP                COM              02341W103      205    42150 SH      SHARED      01         42150
D AMERADA HESS CORP              COM              023551104     3530    52739 SH      SHARED                 52739
D AMERADA HESS CORP              COM              023551104    45270   676322 SH      SHARED      01        676022               300
D AMERADA HESS CORP              COM              023551104      686    10263 SH      SHR/OTHR    01                   6997     3266
D AMERADA HESS CORP              COM              023551104      609     9110 SH      SHARED      02          4430              4680
D AMERADA HESS CORP              COM              023551104     4427    66143 SH      SHARED      04         66143
D AMERADA HESS CORP              COM              023551104     2771    41400 SH      SHARED      05         41400
D AMERCO                         COM              023586100       58     3000 SH      SHARED                  3000
D AMERCO                         COM              023586100      285    14600 SH      SHARED      01         14600
D AMEREN CORP                    COM              023608102     4282   102275 SH      SHARED                102275
D AMEREN CORP                    COM              023608102    40989   978860 SH      SHARED      01        978660               200
D AMEREN CORP                    COM              023608102       12      309 SH      SHR/OTHR    01                    309
D AMEREN CORP                    COM              023608102       23      559 SH      SHARED      02                             559
D AMEREN CORP                    COM              023608102     2797    66801 SH      SHARED      04         66801
D AMEREN CORP                    COM              023608102      167     4000 SH      SHARED      05          4000
D AMERIANA BANCORP               COM              023613102        2      220 SH      SHARED      01           220
D AMERICA ONLINE INC DEL         SUB NT CONV 4%02 02364JAB0     6173   750000 PRN     SHARED      01        750000
D AMERICA ONLINE INC DEL         SUB NT CONV 4%02 02364JAB0     8642  1050000 PRN     SHARED      04       1050000
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D AMERICAN INTL GROUP INC        COM              026874107   106886  1117042 SH      SHARED      04       1117042
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D AMERICAN LD LEASE INC          COM              027118108        6      600 SH      SHARED      02                             600
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D AMERICAN TOWER CORP            NT CV    6.25%09 029912AB8     2521  1500000 PRN     SHARED      01       1500000
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D AMERICAN TOWER CORP            CL A             029912201     6699   177754 SH      SHARED      02         27390            150364
D AMERICAN TOWER CORP            CL A             029912201     4831   128198 SH      SHARED      04        128198
D AMERICAN TOWER CORP            CL A             029912201       79     2100 SH      SHARED      05          2100
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D AMERICAN TECHNICNAL CERAMICS   COM              030137103       15     1000 SH      SHARED      02          1000
D AMERICAN TELESOURCE INTL INC   COM              03018P108      199    86501 SH      SHARED      01         86501
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D AMERUS LIFE HLDGS INC          COM              030732101        3      134 SH      SHARED      01           134
D AMERUS LIFE HLDGS INC          COM              030732101        7      300 SH      SHARED      05           300
D AMES DEPT STORES INC           COM NEW          030789507      396    68583 SH      SHARED      01         68583
D AMES DEPT STORES INC           COM NEW          030789507        2      500 SH      SHR/OTHR    01                             500
D AMERIGAS PARTNERS L P          UNIT L P INT     030975106       38     2000 SH      SHARED      02          2000
D AMERIGAS PARTNERS L P          UNIT L P INT     030975106       81     4300 SH      SHARED      04          4300
D AMETEK INC NEW                 COM              031100100      205     9700 SH      SHARED                  9700
D AMETEK INC NEW                 COM              031100100     1970    93003 SH      SHARED      01         93003
D AMETEK INC NEW                 COM              031100100      289    13660 SH      SHR/OTHR    01                           13660
D AMETEK INC NEW                 COM              031100100       12      600 SH      SHARED      02                             600
D AMETEK INC NEW                 COM              031100100      230    10900 SH      SHARED      04         10900
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D AMGEN INC                      COM              031162100    96781  1386000 SH      SHARED               1386000
D AMGEN INC                      COM              031162100   598946  8577451 SH      SHARED      01       8306321            271130
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D AMGEN INC                      COM              031162100    44375   635500 SH      SHARED      06        635500
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D AMKOR TECHNOLOGY INC           COM              031652100      188     7230 SH      SHARED                  7230
D AMKOR TECHNOLOGY INC           COM              031652100     2922   111850 SH      SHARED      01        111850
D AMKOR TECHNOLOGY INC           COM              031652100      797    30510 SH      SHARED      02         18650             11860
D AMKOR TECHNOLOGY INC           COM              031652100      233     8920 SH      SHARED      04          8920
D AMKOR TECHNOLOGY INC           COM              031652100       18      700 SH      SHARED      05           700
D AMRESCO INC                    COM NEW          031909203        4     1560 SH      SHARED      01          1560
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D AMPAL AMERN ISRAEL CORP        CL A             032015109      269    20500 SH      SHARED                 20500
D AMPAL AMERN ISRAEL CORP        CL A             032015109      401    30600 SH      SHARED      01         27900              2700
D AMPAL AMERN ISRAEL CORP        CL A             032015109       93     7100 SH      SHARED      04          7100
D AMPAL AMERN ISRAEL CORP        PFD CV 6.50%     032015307       16      396 SH      SHARED      01                             396
D AMPCO-PITTSBURGH CORP          COM              032037103        5      500 SH      SHARED      01           500
D AMPHENOL CORP NEW              CL A             032095101     1098    19300 SH      SHARED                 19300
D AMPHENOL CORP NEW              CL A             032095101     7248   127300 SH      SHARED      01        123700              3600
D AMPHENOL CORP NEW              CL A             032095101      174     3073 SH      SHARED      04          3073
D AMPHENOL CORP NEW              CL A             032095101       22      400 SH      SHARED      05           400
D AMPLICON INC                   COM              032101107        5      400 SH      SHARED      01           400
D AMPLIDYNE INC                  COM              032103103       22     6000 SH      SHARED      01          6000
D AMSOUTH BANCORPORATION         COM              032165102     3127   250200 SH      SHARED                250200
D AMSOUTH BANCORPORATION         COM              032165102    33997  2719830 SH      SHARED      01       2719830
D AMSOUTH BANCORPORATION         COM              032165102        0        9 SH      SHARED      02             9
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D AMSOUTH BANCORPORATION         COM              032165102       67     5400 SH      SHARED      05          5400
D AMWEST INS GROUP INC DEL       COM              032345100        6     1210 SH      SHARED      01          1210
D AMYLIN PHARMACEUTICALS INC     COM              032346108      247    23000 SH      SHARED                 23000
D AMYLIN PHARMACEUTICALS INC     COM              032346108      864    80408 SH      SHARED      01         80408
D AMVESCAP PLC                   SPONSORED ADR    03235E100      266     2400 SH      SHARED                  2400
D ANADARKO PETE CORP             COM              032511107      453     6829 SH      SHARED                  6829
D ANADARKO PETE CORP             COM              032511107   124119  1867577 SH      SHARED      01       1843516             24061
D ANADARKO PETE CORP             COM              032511107      822    12370 SH      SHR/OTHR    01                   4370     8000
D ANADARKO PETE CORP             COM              032511107     5864    88243 SH      SHARED      02         25012             63231
D ANADARKO PETE CORP             COM              032511107     7795   117297 SH      SHARED      04        117297
D ANADARKO PETE CORP             COM              032511107     4486    67500 SH      SHARED      05         67500
D ANADIGICS INC                  COM              032515108      616    27860 SH      SHARED                 27860
D ANADIGICS INC                  COM              032515108     1538    69524 SH      SHARED      01         68958               566
D ANALOG DEVICES INC             COM              032654105   200274  2425752 SH      SHARED               2425752
D ANALOG DEVICES INC             COM              032654105   256587  3107813 SH      SHARED      01       3096591             11222
D ANALOG DEVICES INC             COM              032654105     1613    19545 SH      SHARED      02          7520             12025
D ANALOG DEVICES INC             COM              032654105    43777   530241 SH      SHARED      04        530241
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D ANALYSTS INTL CORP             COM              032681108      309    42861 SH      SHARED      01         42861
D ANALYTICAL SURVEYS INC         COM NEW          032683302        7     3900 SH      SHARED      01          3900
D ANAREN MICROWAVE INC           COM              032744104       27      201 SH      SHARED                   201
D ANAREN MICROWAVE INC           COM              032744104     3472    25600 SH      SHARED      01         25600
D ANCHOR BANCORP WIS INC         COM              032839102      175    11200 SH      SHARED                 11200
D ANCHOR BANCORP WIS INC         COM              032839102      672    42850 SH      SHARED      01         42850
D ANCHOR GAMING                  COM              033037102     1460    18360 SH      SHARED      01         18360
D ANCHOR GAMING                  COM              033037102        1       15 SH      SHARED      04            15
D ANDOVER BANCORP INC DEL        COM              034258103      340    11150 SH      SHARED      01          9509              1641
D ANDREA ELECTRONICS CORP        COM              034393108       42     5600 SH      SHARED      01          5600
D ANDREW CORP                    COM              034425108      107     4100 SH      SHARED                  4100
D ANDREW CORP                    COM              034425108    17630   673256 SH      SHARED      01        673256
D ANDREW CORP                    COM              034425108        0       24 SH      SHARED      02                              24
D ANDREW CORP                    COM              034425108     1353    51692 SH      SHARED      04         51692
D ANDREW CORP                    COM              034425108       54     2100 SH      SHARED      05          2100
D ANDRX CORP DEL                 COM ANDRX GRP    034553107     4813    51550 SH      SHARED      01         51550
D ANDRX CORP DEL                 COM ANDRX GRP    034553107      172     1850 SH      SHARED      02          1500               350
D ANDRX CORP DEL                 COM ANDRX GRP    034553107      613     6573 SH      SHARED      04          6573
D ANDRX CORP DEL                 COM ANDRX GRP    034553107       28      300 SH      SHARED      05           300
D ANESTA CORP                    COM              034603100      119     5200 SH      SHARED                  5200
D ANESTA CORP                    COM              034603100      922    40125 SH      SHARED      01         37029              3096
D ANESTA CORP                    COM              034603100      363    15800 SH      SHARED      04         15800
D ANGLO AMERN PLC                ADR              03485P102      391     7500 SH      SHARED                  7500
D ANGIOTECH PHARMACEUTICALS INC  COM              034918102        2       55 SH      SHARED      04            55
D ANGLOGOLD LTD                  SPONSORED ADR    035128206       51     2800 SH      SHARED                  2800
D ANGLOGOLD LTD                  SPONSORED ADR    035128206        1       86 SH      SHARED      02            86
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D ANHEUSER BUSCH COS INC         COM              035229103    44300  1047000 SH      SHARED               1047000
D ANHEUSER BUSCH COS INC         COM              035229103   309277  7309445 SH      SHARED      01       7248313             61132
D ANHEUSER BUSCH COS INC         COM              035229103     5932   140198 SH      SHR/OTHR    01                  89700    50498
D ANHEUSER BUSCH COS INC         COM              035229103      425    10047 SH      SHARED      02          1400              8647
D ANHEUSER BUSCH COS INC         COM              035229103    32556   769439 SH      SHARED      04        769439
D ANHEUSER BUSCH COS INC         COM              035229103    36938   873000 SH      SHARED      06        873000
D ANICOM INC                     COM              035250109       58    15120 SH      SHARED      04         15120
D ANIKA THERAPEUTICS INC         COM              035255108       11     7600 SH      SHARED      01          7600
D ANIXTER INTL INC               LYON ZERO CPN 20 035290AC9        0101875000 PRN     SHARED      04     101875000
D ANIXTER INTL INC               COM              035290105     2443    83900 SH      SHARED                 83900
D ANIXTER INTL INC               COM              035290105     1747    60000 SH      SHARED      01         60000
D ANNALY MTG MGMT INC            COM              035710409       12     1400 SH      SHARED      01          1400
D ANNTAYLOR STORES CORP          GTD SB DB CV  19 036115AC7     2252  4000000 PRN     SHARED               4000000
D ANNTAYLOR STORES CORP          COM              036115103     1333    34700 SH      SHARED                 34700
D ANNTAYLOR STORES CORP          COM              036115103     2047    53260 SH      SHARED      01         53260
D ANNTAYLOR STORES CORP          COM              036115103      219     5700 SH      SHARED      02          2000              3700
D ANSOFT CORP                    COM              036384105     2457   185500 SH      SHARED      01        185500
D ANTEC CORP                     SUB NT CV 4.5%03 03664PAB1     3439  2600000 PRN     SHARED      01       2600000
D ANTEC CORP                     COM              03664P105     1286    43600 SH      SHARED      01         43600
D ANTEC CORP                     COM              03664P105      436    14785 SH      SHARED      04         14785
D ANTEC CORP                     COM              03664P105      118     4000 SH      SHARED      05          4000
D ANTEX BIOLOGICS INC            COM NEW          03672W308        3     1000 SH      SHARED      02          1000
D ANSWERTHINK INC                COM              036916104     1031    63455 SH      SHARED      01         63455
D ANTIGENICS INC DEL             COM              037032109       53     3660 SH      SHARED      01          3660
D AO TATNEFT                     SPON ADR REG S   03737P306       42     4300 SH      SHARED                  4300
D AO TATNEFT                     SPON ADR REG S   03737P306      823    82900 SH      SHARED      01         82900
D AON CORP                       COM              037389103     2250    57344 SH      SHARED                 57344
D AON CORP                       COM              037389103    73639  1876174 SH      SHARED      01       1876174
D AON CORP                       COM              037389103      445    11350 SH      SHARED      02                           11350
D AON CORP                       COM              037389103     5054   128787 SH      SHARED      04        128787
D AON CORP                       COM              037389103      298     7600 SH      SHARED      05          7600
D APACHE CORP                    COM              037411105     2380    40257 SH      SHARED                 40257
D APACHE CORP                    COM              037411105    54601   923496 SH      SHARED      01        905596             17900
D APACHE CORP                    COM              037411105      254     4300 SH      SHR/OTHR    01                            4300
D APACHE CORP                    COM              037411105      245     4150 SH      SHARED      02          2000              2150
D APACHE CORP                    COM              037411105     3519    59519 SH      SHARED      04         59519
D APACHE CORP                    COM              037411105     1442    24400 SH      SHARED      05         24400
D APACHE CORP                    ACES C DP 1/50   037411600       35      700 SH      SHARED                   700
D APARTMENT INVT & MGMT CO       CL A             03748R101     5550   120491 SH      SHARED      01        120491
D APARTMENT INVT & MGMT CO       CL A             03748R101     2006    43564 SH      SHARED      02         26432             17132
D APARTMENT INVT & MGMT CO       CL A             03748R101      251     5451 SH      SHARED      04          5451
D APARTMENT INVT & MGMT CO       PFD CONV CL K    03748R705     8419   306150 SH      SHARED                306150
D APERIAN INC                    COM              037531100      128    20217 SH      SHARED      01         17077              3140
D APHTON CORP                    COM              03759P101       12      425 SH      SHARED                   425
D APHTON CORP                    COM              03759P101      581    20229 SH      SHARED      01         20229
D APOGEE ENTERPRISES INC         COM              037598109       43     7600 SH      SHARED      01          7600
D APOLLO GROUP INC               CL A             037604105      216     5419 SH      SHARED                  5419
D APOLLO GROUP INC               CL A             037604105    10664   267444 SH      SHARED      01        267444
D APOLLO GROUP INC               CL A             037604105     1073    26918 SH      SHARED      02          2300             24618
D APOLLO GROUP INC               CL A             037604105     8431   211437 SH      SHARED      03        211437
D APOLLO GROUP INC               CL A             037604105     1629    40857 SH      SHARED      04         40857
D APOLLO GROUP INC               CL A             037604105      398    10000 SH      SHARED      05         10000
D APPLE COMPUTER INC             COM              037833100      720    27978 SH      SHARED                 27978
D APPLE COMPUTER INC             COM              037833100    65928  2560319 SH      SHARED      01       2557819              2500
D APPLE COMPUTER INC             COM              037833100       70     2738 SH      SHARED      02                            2738
D APPLE COMPUTER INC             COM              037833100    11403   442863 SH      SHARED      04        442863
D APPLE COMPUTER INC             COM              037833100      481    18700 SH      SHARED      05         18700
D APPLEBEES INTL INC             COM              037899101      587    25525 SH      SHARED                 25525
D APPLEBEES INTL INC             COM              037899101     1453    63178 SH      SHARED      01         63178
D APPLEBEES INTL INC             COM              037899101       11      500 SH      SHARED      02           500
D APPLEBEES INTL INC             COM              037899101       48     2100 SH      SHARED      04          2100
D APPLIED INNOVATION INC         COM              037916103      354    22893 SH      SHARED                 22893
D APPLIED INNOVATION INC         COM              037916103        7      500 SH      SHARED      02           500
D APRIA HEALTHCARE GROUP INC     COM              037933108     1550   111277 SH      SHARED                111277
D APRIA HEALTHCARE GROUP INC     COM              037933108     1629   116930 SH      SHARED      01        106930             10000
D APRIA HEALTHCARE GROUP INC     COM              037933108        0        3 SH      SHARED      02             3
D APRIA HEALTHCARE GROUP INC     COM              037933108      249    17900 SH      SHARED      04         17900
D APRIA HEALTHCARE GROUP INC     COM              037933108       96     6900 SH      SHARED      05          6900
D APPLIED GRAPHICS TECHNOLOGIES  COM              037937109       62    16900 SH      SHARED      01         16900
D APPLIED ANALYTICAL INDS INC    COM              037939105        4      600 SH      SHARED      01           600
D APPLIED ANALYTICAL INDS INC    COM              037939105       31     4000 SH      SHARED      02          4000
D APPLICA INC                    COM              03815A106      362    58608 SH      SHARED      01         58608
D APPLIED DIGITAL SOLUTIONS      COM              038188108       80    21400 SH      SHARED      01         21400
D APPLIED FILMS CORP             COM              038197109     3686   135900 SH      SHARED      01        135900
D APPLIED INDL TECHNOLOGIES INC  COM              03820C105      308    17800 SH      SHARED                 17800
D APPLIED INDL TECHNOLOGIES INC  COM              03820C105      739    42718 SH      SHARED      01         42718
D APPLIED IMAGING CORP           COM              03820G106       23     5000 SH      SHARED      02          5000
D APPLIED MICRO CIRCUITS CORP    COM              03822W109     2629    12700 SH      SHARED                 12700
D APPLIED MICRO CIRCUITS CORP    COM              03822W109    26585   128395 SH      SHARED      01        128395
D APPLIED MICRO CIRCUITS CORP    COM              03822W109       82      400 SH      SHR/OTHR    01                    400
D APPLIED MICRO CIRCUITS CORP    COM              03822W109     1511     7300 SH      SHARED      02           420              6880
D APPLIED MICRO CIRCUITS CORP    COM              03822W109    16251    78484 SH      SHARED      04         78484
D APPLIED MICRO CIRCUITS CORP    COM              03822W109      724     3500 SH      SHARED      05          3500
D APPLIED MATLS INC              COM              038222105    72577  1223658 SH      SHARED               1223658
D APPLIED MATLS INC              COM              038222105   411736  6941879 SH      SHARED      01       6879796             62083
D APPLIED MATLS INC              COM              038222105     7997   134832 SH      SHR/OTHR    01                  86396    48436
D APPLIED MATLS INC              COM              038222105     1784    30080 SH      SHARED      02         24845              5235
D APPLIED MATLS INC              COM              038222105    62878  1060126 SH      SHARED      04       1060126
D APPLIED SCIENCE & TECHNOLOGY   COM              038236105      466    31600 SH      SHARED                 31600
D APPLIED SCIENCE & TECHNOLOGY   COM              038236105      828    56200 SH      SHARED      01         56200
D APPLIED SCIENCE & TECHNOLOGY   COM              038236105       22     1500 SH      SHR/OTHR    01                   1500
D APPLIED SCIENCE & TECHNOLOGY   COM              038236105       10      700 SH      SHARED      02           700
D APPLIED SCIENCE & TECHNOLOGY   COM              038236105        7      500 SH      SHARED      05           500
D APPLIED SIGNAL TECHNOLOGY INC  COM              038237103       68     9600 SH      SHARED      01          9600
D APPLIEDTHEORY CORP             COM              03828R104      102    16700 SH      SHARED      01         16700
D APPLIEDTHEORY CORP             COM              03828R104        3      530 SH      SHARED      02           530
D APPLIX INC                     COM              038316105       16     5400 SH      SHARED      01          5400
D APROPOS TECHNOLOGY INC         COM              038334108       59     6640 SH      SHARED      01          6640
D APROPOS TECHNOLOGY INC         COM              038334108      110    12300 SH      SHARED      02         12300
D APTARGROUP INC                 COM              038336103       38     1611 SH      SHARED                  1611
D APTARGROUP INC                 COM              038336103     1652    69015 SH      SHARED      01         69015
D APTARGROUP INC                 COM              038336103       25     1050 SH      SHR/OTHR    01                            1050
D AQUILA BIOPHARM INC            COM              03839F107        0       99 SH      SHARED      01            99
D ARADIGM CORP                   COM              038505103     2651   115600 SH      SHARED      01        109540              6060
D ARADIGM CORP                   COM              038505103      490    21400 SH      SHARED      04         21400
D ARCH CAP GROUP LTD             COM              03937L105      192    12200 SH      SHARED      01         12200
D ARCH CHEMICALS INC             COM              03937R102      268    14700 SH      SHARED                 14700
D ARCH CHEMICALS INC             COM              03937R102      636    34888 SH      SHARED      01         34888
D ARCH CHEMICALS INC             COM              03937R102       27     1500 SH      SHR/OTHR    01                            1500
D ARCH COAL INC                  COM              039380100      422    42215 SH      SHARED      01         42114               101
D ARCH COAL INC                  COM              039380100        0       12 SH      SHARED      02                              12
D ARCH COAL INC                  COM              039380100        4      400 SH      SHARED      05           400
D ARCH COMMUNICATIONS GROUP INC  COM NEW          039381504       17     3500 SH      SHARED                  3500
D ARCHER DANIELS MIDLAND CO      COM              039483102     1542   178842 SH      SHARED                178842
D ARCHER DANIELS MIDLAND CO      COM              039483102    40621  4709701 SH      SHARED      01       4709701
D ARCHER DANIELS MIDLAND CO      COM              039483102      145    16840 SH      SHR/OTHR    01                   7008     9832
D ARCHER DANIELS MIDLAND CO      COM              039483102     2734   317044 SH      SHARED      04        317044
D ARCHER DANIELS MIDLAND CO      COM              039483102       79     9230 SH      SHARED      05          9230
D ARCHSTONE CMNTYS TR            SH BEN INT       039581103     1655    67400 SH      SHARED                 67400
D ARCHSTONE CMNTYS TR            SH BEN INT       039581103     8326   339000 SH      SHARED      01        339000
D ARCHSTONE CMNTYS TR            SH BEN INT       039581103       47     1934 SH      SHARED      02          1714               220
D ARCHSTONE CMNTYS TR            SH BEN INT       039581103      214     8746 SH      SHARED      04          8746
D ARCTIC CAT INC                 COM              039670104      875    69363 SH      SHARED      01         69363
D ARDEN GROUP INC                CL A             039762109       19      400 SH      SHARED      01           400
D ARDEN RLTY INC                 COM              039793104     2808   104743 SH      SHARED      01        104743
D AREA BANCSHARES CORP NEW       COM              039872106      352    15900 SH      SHARED      01         15900
D AREMISSOFT CORP DEL            COM              040026106      985    26271 SH      SHARED      01         22481              3790
D ARGENTINA FD INC               COM              040112104       37     3596 SH      SHARED                  3596
D ARGENTINA FD INC               COM              040112104       64     6300 SH      SHARED      01          6300
D ARGENTINA FD INC               COM              040112104       64     6300 SH      SHR/OTHR    01                            6300
D ARGENTINA FD INC               COM              040112104     1361   132000 SH      SHARED      04        132000
D ARGONAUT GROUP INC             COM              040157109      548    31350 SH      SHARED      01         31350
D ARGONAUT GROUP INC             COM              040157109       28     1600 SH      SHR/OTHR    01                   1600
D ARGOSY GAMING CO               COM              040228108      206    11400 SH      SHARED                 11400
D ARGOSY GAMING CO               COM              040228108      750    41431 SH      SHARED      01         41431
D ARGUSS COMMUNICATIONS INC      COM              040282105      392    19200 SH      SHARED      01         19200
D ARIAD PHARMACEUTICALS INC      COM              04033A100      950    75700 SH      SHARED      01         75700
D ARIEL CORP                     COM              04033M104       29    14100 SH      SHARED      01         14100
D ARIBA INC                      COM              04033V104      974     6800 SH      SHARED                  6800
D ARIBA INC                      COM              04033V104    42750   298400 SH      SHARED      01        298100               300
D ARIBA INC                      COM              04033V104       14      100 SH      SHR/OTHR    01                             100
D ARIBA INC                      COM              04033V104     6934    48404 SH      SHARED      02         37344             11060
D ARIBA INC                      COM              04033V104     1839    12841 SH      SHARED      04         12841
D ARIBA INC                      COM              04033V104      558     3900 SH      SHARED      05          3900
D ARIS CORP                      COM              04040A101        2     1000 SH      SHARED      02          1000
D ARISTOTLE CORP                 COM NEW          040448201      347    51500 SH      SHARED                 51500
D ARISTOTLE CORP                 COM NEW          040448201        0       10 SH      SHARED      02                              10
D ARKANSAS BEST CORP DEL         COM              040790107       51     3332 SH      SHARED                  3332
D ARKANSAS BEST CORP DEL         COM              040790107      526    34262 SH      SHARED      01         34262
D ARMOR HOLDINGS INC             COM              042260109      270    18000 SH      SHARED                 18000
D ARMOR HOLDINGS INC             COM              042260109      252    16843 SH      SHARED      01         16843
D ARMSTRONG HLDGS INC            COM              042384107      452    37900 SH      SHARED                 37900
D ARMSTRONG HLDGS INC            COM              042384107     4354   364817 SH      SHARED      01        364817
D ARMSTRONG HLDGS INC            COM              042384107      206    17301 SH      SHARED      04         17301
D ARMSTRONG HLDGS INC            COM              042384107       47     4000 SH      SHARED      05          4000
D ARNOLD INDS INC                COM              042595108      591    35050 SH      SHARED      01         35050
D ARNOLD INDS INC                COM              042595108      141     8400 SH      SHARED      04          8400
D ARNOLD INDS INC                COM              042595108       54     3200 SH      SHARED      05          3200
D ARQULE INC                     COM              04269E107      245    14400 SH      SHARED                 14400
D ARQULE INC                     COM              04269E107       87     5100 SH      SHARED      01          5100
D ARROW ELECTRS INC              COM              042735100      100     2942 SH      SHARED                  2942
D ARROW ELECTRS INC              COM              042735100     4653   136607 SH      SHARED      01        136607
D ARROW ELECTRS INC              COM              042735100       35     1050 SH      SHARED      02                            1050
D ARROW ELECTRS INC              COM              042735100     1411    41429 SH      SHARED      04         41429
D ARROW ELECTRS INC              COM              042735100      752    22100 SH      SHARED      05         22100
D ARROW FINL CORP                COM              042744102        8      531 SH      SHARED      01           531
D ARROW INTL INC                 COM              042764100       49     1347 SH      SHARED                  1347
D ARROW INTL INC                 COM              042764100      556    15300 SH      SHARED      01         15300
D ARROW INTL INC                 COM              042764100        0       18 SH      SHARED      04            18
D ARROW MAGNOLIA INTL INC        COM              042768101        0      217 SH      SHARED      02           217
D ART TECHNOLOGY GROUP INC       COM              04289L107       18      200 SH      SHARED                   200
D ART TECHNOLOGY GROUP INC       COM              04289L107     5315    56100 SH      SHARED      01         56100
D ART TECHNOLOGY GROUP INC       COM              04289L107       21      230 SH      SHARED      02           230
D ART TECHNOLOGY GROUP INC       COM              04289L107      403     4263 SH      SHARED      04          4263
D ART TECHNOLOGY GROUP INC       COM              04289L107      217     2300 SH      SHARED      05          2300
D ARTISAN COMPONENTS INC         COM              042923102       25     2000 SH      SHARED      02          2000
D ARTESYN TECHNOLOGIES INC       COM              043127109       46     1600 SH      SHARED                  1600
D ARTESYN TECHNOLOGIES INC       COM              043127109     2430    83457 SH      SHARED      01         83457
D ARTESYN TECHNOLOGIES INC       COM              043127109        2      100 SH      SHARED      04           100
D ARTHROCARE CORP                COM              043136100      855    44024 SH      SHARED                 44024
D ARTHROCARE CORP                COM              043136100      944    48600 SH      SHARED      01         42323              6277
D ARTHROCARE CORP                COM              043136100     2017   103800 SH      SHARED      03        103800
D ARTHROCARE CORP                COM              043136100       25     1300 SH      SHARED      04          1300
D ARTISTDIRECT INC               COM              04315D103       20    17600 SH      SHARED      02         17200               400
D ARVINMERITOR INC               COM              043353101     2296   156377 SH      SHARED      01        156377
D ARVINMERITOR INC               COM              043353101      211    14371 SH      SHARED      02          7115              7256
D ARVINMERITOR INC               COM              043353101      355    24200 SH      SHARED      04         24200
D ARVINMERITOR INC               COM              043353101      158    10785 SH      SHARED      05         10785
D ASHFORD COM INC                COM              044093102       16     4800 SH      SHARED      01          4800
D ASHFORD COM INC                COM              044093102       38    11300 SH      SHARED      02         11200               100
D ASHFORD COM INC                COM              044093102        5     1600 SH      SHARED      04          1600
D ASHLAND INC                    COM              044204105     1348    40038 SH      SHARED                 40038
D ASHLAND INC                    COM              044204105    16231   481837 SH      SHARED      01        481837
D ASHLAND INC                    COM              044204105        1       50 SH      SHARED      02                              50
D ASHLAND INC                    COM              044204105     1430    42450 SH      SHARED      04         42450
D ASHLAND INC                    COM              044204105      296     8800 SH      SHARED      05          8800
D ASIA PAC FD INC                COM              044901106       52     6000 SH      SHARED      01          6000
D ASIA PAC FD INC                COM              044901106      958   109500 SH      SHARED      04        109500
D ASHWORTH INC                   COM              04516H101       62     7900 SH      SHARED      01          7900
D ASIA TIGERS FD INC             COM              04516T105     2533   329600 SH      SHARED      04        329600
D ASIA PULP & PAPER LTD          SPONSORED ADR    04516V100      788   450600 SH      SHARED                450600
D ASIA SATELLITE TELECOMMUNCNT   SPONSORED ADR    04516X106       47     1900 SH      SHARED                  1900
D ASIA SATELLITE TELECOMMUNCNT   SPONSORED ADR    04516X106       37     1500 SH      SHARED      04          1500
D ASK JEEVES INC                 COM              045174109      965    50300 SH      SHARED      01         50300
D ASK JEEVES INC                 COM              045174109     2354   122730 SH      SHARED      02        118250              4480
D ASK JEEVES INC                 COM              045174109      201    10500 SH      SHARED      05         10500
D ASIAINFO HLDGS INC             COM              04518A104        8      430 SH      SHARED      01           430
D ASIAINFO HLDGS INC             COM              04518A104       21     1150 SH      SHARED      02          1150
D ASIAINFO HLDGS INC             COM              04518A104      369    19498 SH      SHARED      04         19498
D ASPECT COMMUNICATIONS CORP     COM              04523Q102      212    10306 SH      SHARED                 10306
D ASPECT COMMUNICATIONS CORP     COM              04523Q102     1403    68050 SH      SHARED      01         68050
D ASPECT COMMUNICATIONS CORP     COM              04523Q102       85     4164 SH      SHARED      04          4164
D ASPECT MED SYS INC             COM              045235108      163    13200 SH      SHARED      01         10434              2766
D ASPECT MED SYS INC             COM              045235108       19     1554 SH      SHARED      02          1191               363
D ASPEN TECHNOLOGY INC           COM              045327103      379     8400 SH      SHARED                  8400
D ASPEN TECHNOLOGY INC           COM              045327103     2883    63896 SH      SHARED      01         63896
D ASPEN TECHNOLOGY INC           COM              045327103     1099    24355 SH      SHARED      02         24355
D ASPEON INC                     COM              045354107       15     8900 SH      SHARED      01          8900
D ASPEON INC                     COM              045354107        1     1000 SH      SHARED      02                            1000
D ASSISTED LIVING CONCEPTS INC   COM              04543L109        3     5300 SH      SHARED      01          5300
D ASSOCIATED BANC CORP           COM              045487105     2630   100191 SH      SHARED      01        100191
D ASSOCIATED BANC CORP           COM              045487105       28     1093 SH      SHARED      02          1093
D ASSOCIATED BANC CORP           COM              045487105      796    30351 SH      SHARED      04         30351
D ASSOCIATED BANC CORP           COM              045487105      238     9100 SH      SHARED      05          9100
D ASSOCIATED ESTATES RLTY CORP   COM              045604105       84    10500 SH      SHARED      01         10500
D ASSOCIATED ESTATES RLTY CORP   COM              045604105        4      500 SH      SHARED      02                             500
D AT HOME CORP                   SB DB CV 144A 18 045919AA5     5007 11700000 PRN     SHARED              11700000
D AT HOME CORP                   SB DB CV0.525%18 045919AC1     1070  2500000 PRN     SHARED               2500000
D AT HOME CORP                   SB DB CV0.525%18 045919AC1      856  2000000 PRN     SHARED      01       2000000
D AT HOME CORP                   SB DB CV0.525%18 045919AC1     6437 15040000 PRN     SHARED      04      15040000
D AT HOME CORP                   SB NT CV 144A 06 045919AD9     2004  3000000 PRN     SHARED               3000000
D AT HOME CORP                   SB NT CV 144A 06 045919AD9      668  1000000 PRN     SHARED      01       1000000
D AT HOME CORP                   SB NT CV 144A 06 045919AD9       26    40000 PRN     SHARED      04         40000
D AT HOME CORP                   SUB NT CV4.75%06 045919AF4     1336  2000000 PRN     SHARED               2000000
D AT HOME CORP                   SUB NT CV4.75%06 045919AF4     2922  4375000 PRN     SHARED      04       4375000
D AT HOME CORP                   COM SER A        045919107      197    13972 SH      SHARED                 13972
D AT HOME CORP                   COM SER A        045919107     4354   308261 SH      SHARED      01        308261
D AT HOME CORP                   COM SER A        045919107       21     1500 SH      SHR/OTHR    01                   1500
D AT HOME CORP                   COM SER A        045919107      774    54811 SH      SHARED      02         51825              2986
D AT HOME CORP                   COM SER A        045919107     4489   317867 SH      SHARED      04        317867
D AT HOME CORP                   COM SER A        045919107      110     7800 SH      SHARED      05          7800
D ASSOCIATES FIRST CAP CORP      CL A             046008108    99296  2613057 SH      SHARED               2613057
D ASSOCIATES FIRST CAP CORP      CL A             046008108   205735  5414081 SH      SHARED      01       5413401               680
D ASSOCIATES FIRST CAP CORP      CL A             046008108      898    23634 SH      SHR/OTHR    01                   3830    19804
D ASSOCIATES FIRST CAP CORP      CL A             046008108      366     9652 SH      SHARED      02          1106              8546
D ASSOCIATES FIRST CAP CORP      CL A             046008108    28601   752668 SH      SHARED      04        752668
D ASSOCIATES FIRST CAP CORP      CL A             046008108      608    16000 SH      SHARED      05         16000
D ASSOCIATES FIRST CAP CORP      CL A             046008108      703    18520 SH      SHARED      06         18520
D ASTEC INDS INC                 COM              046224101       31     2900 SH      SHARED                  2900
D ASTEC INDS INC                 COM              046224101      323    29560 SH      SHARED      01         29560
D ASTEC INDS INC                 COM              046224101       10     1000 SH      SHARED      02                            1000
D ASTORIA FINL CORP              COM              046265104     1251    32400 SH      SHARED                 32400
D ASTORIA FINL CORP              COM              046265104    25747   666608 SH      SHARED      01        665758               850
D ASTORIA FINL CORP              COM              046265104      668    17300 SH      SHARED      04         17300
D ASTORIA FINL CORP              COM              046265104      262     6800 SH      SHARED      05          6800
D ASTRAZENECA PLC                SPONSORED ADR    046353108        7      150 SH      SHR/OTHR    01                             150
D ASTRAZENECA PLC                SPONSORED ADR    046353108      325     6200 SH      SHARED      02           300              5900
D ASTRO-MED INC NEW              COM              04638F108       65    13000 SH      SHARED      02         13000
D ASTROPOWER INC                 COM              04644A101      296     7487 SH      SHARED                  7487
D ASTROPOWER INC                 COM              04644A101      309     7800 SH      SHARED      01          7800
D ASTROPOWER INC                 COM              04644A101      118     3000 SH      SHR/OTHR    01                   3000
D ASTROPOWER INC                 COM              04644A101     4122   104050 SH      SHARED      03        104050
D ASYST TECHNOLOGY CORP          COM              04648X107       11      590 SH      SHARED                   590
D ASYST TECHNOLOGY CORP          COM              04648X107     1206    59600 SH      SHARED      01         59600
D AT & T LATIN AMER CORP         COM              04649A106       48     5800 SH      SHARED      01                            5800
D AT & T LATIN AMER CORP         COM              04649A106        3      357 SH      SHARED      02                             357
D ATALANTA SOSNOFF CAP CORP      COM              046499109        0      100 SH      SHARED      01           100
D ATLANTIC COAST AIRLINES HLDGS  COM              048396105    15732   488777 SH      SHARED      01        488777
D ATLANTIC COAST AIRLINES HLDGS  COM              048396105        6      200 SH      SHARED      02           200
D ATLANTIC COAST AIRLINES HLDGS  COM              048396105     3419   106250 SH      SHARED      03        106250
D ATLANTIC DATA SERVICES         COM              048523104        4     1000 SH      SHARED      02          1000
D ATLANTIC RLTY TR               SH BEN INT       048798102       21     2500 SH      SHARED      01          2500
D ATLAS AIR INC                  COM              049164106      392     9300 SH      SHARED                  9300
D ATLAS AIR INC                  COM              049164106     2197    52010 SH      SHARED      01         52010
D ATLAS AIR INC                  COM              049164106       95     2250 SH      SHR/OTHR    01                            2250
D ATLAS AIR INC                  COM              049164106      549    13000 SH      SHARED      04         13000
D ATLAS PIPELINE PARTNERS LP     UNIT L P INT     049392103       43     2500 SH      SHARED      01          2500
D ATLAS PIPELINE PARTNERS LP     UNIT L P INT     049392103      155     9000 SH      SHR/OTHR    01                            9000
D ATMEL CORP                     SB DB CV ZRO  18 049513AC8     7731  8766000 PRN     SHARED      04       8766000
D ATMEL CORP                     COM              049513104      851    56069 SH      SHARED                 56069
D ATMEL CORP                     COM              049513104    10586   697090 SH      SHARED      01        697090
D ATMEL CORP                     COM              049513104     5213   343290 SH      SHARED      02        313390             29900
D ATMEL CORP                     COM              049513104     3521   231867 SH      SHARED      04        231867
D ATMEL CORP                     COM              049513104     1164    76700 SH      SHARED      05         76700
D ATMOS ENERGY CORP              COM              049560105      367    17800 SH      SHARED                 17800
D ATMOS ENERGY CORP              COM              049560105     1330    64510 SH      SHARED      01         64510
D ATMOS ENERGY CORP              COM              049560105       15      750 SH      SHARED      02           750
D ATPLAN INC                     COM              04962Q100       10     1200 SH      SHARED      01          1200
D ATWOOD OCEANICS INC            COM              050095108     1517    36400 SH      SHARED                 36400
D ATWOOD OCEANICS INC            COM              050095108     1104    26500 SH      SHARED      01         26500
D ATWOOD OCEANICS INC            COM              050095108      125     3000 SH      SHARED      02          1000              2000
D AUDIBLE INC                    COM              05069A104        1     1000 SH      SHARED      02          1000
D AUDIO VISUAL SVCS CORP         COM              050727106        1     2700 SH      SHARED      01          2700
D AUDIOHIGHWAY COM               COM              050740109        0      700 SH      SHARED      01           700
D AUDIOVOX CORP                  CL A             050757103      375    24963 SH      SHARED                 24963
D AUDIOVOX CORP                  CL A             050757103     1128    74900 SH      SHARED      01         74900
D AULT INC                       COM              051503100       41     5000 SH      SHARED      02                            5000
D AURORA FOODS INC               COM              05164B106       61    18500 SH      SHARED      01         18500
D AURORA FOODS INC               COM              05164B106      165    50000 SH      SHARED      04         50000
D AURORA BIOSCIENCES CORP        COM              051920106     8942   131500 SH      SHARED      01        131500
D AURORA BIOSCIENCES CORP        COM              051920106       68     1000 SH      SHR/OTHR    01                   1000
D AURORA BIOSCIENCES CORP        COM              051920106     2536    37300 SH      SHARED      02         14550             22750
D AURORA BIOSCIENCES CORP        COM              051920106       27      404 SH      SHARED      04           404
D AUSPEX SYS INC                 COM              052116100       64     5200 SH      SHARED      01          5200
D AUSTRALIA&NEW ZEALAND BKG GRP  SPONSORED ADR    052528304       10      300 SH      SHARED                   300
D AUTOBYTEL COM INC              COM              05275N106        6     1400 SH      SHARED      01          1400
D AUTOBYTEL COM INC              COM              05275N106       70    15600 SH      SHARED      02         12550              3050
D AUTOBYTEL COM INC              COM              05275N106        0       57 SH      SHARED      04            57
D AUTODESK INC                   COM              052769106     1121    44191 SH      SHARED                 44191
D AUTODESK INC                   COM              052769106    11392   448967 SH      SHARED      01        448967
D AUTODESK INC                   COM              052769106      131     5170 SH      SHARED      02          5170
D AUTODESK INC                   COM              052769106      661    26063 SH      SHARED      04         26063
D AUTOIMMUNE INC                 COM              052776101       53    21700 SH      SHARED      01         21700
D AUTOLIV INC                    COM              052800109       13      700 SH      SHARED                   700
D AUTOLIV INC                    COM              052800109     1782    91428 SH      SHARED      01         91428
D AUTOLIV INC                    COM              052800109        7      391 SH      SHR/OTHR    01                    153      238
D AUTOLIV INC                    COM              052800109       29     1508 SH      SHARED      02           408              1100
D AUTOLIV INC                    COM              052800109      164     8427 SH      SHARED      04          8427
D AUTOMATIC DATA PROCESSING INC  LYON SUB ZERO 12 053015AC7     8004  4700000 PRN     SHARED      04       4700000
D AUTOMATIC DATA PROCESSING INC  COM              053015103     7950   118890 SH      SHARED                118890
D AUTOMATIC DATA PROCESSING INC  COM              053015103   337596  5048177 SH      SHARED      01       4975311             72866
D AUTOMATIC DATA PROCESSING INC  COM              053015103     3492    52226 SH      SHR/OTHR    01                  48326     3900
D AUTOMATIC DATA PROCESSING INC  COM              053015103      801    11986 SH      SHARED      02           485             11501
D AUTOMATIC DATA PROCESSING INC  COM              053015103    20486   306342 SH      SHARED      04        306342
D AUTOMATIC DATA PROCESSING INC  COM              053015103     1758    26300 SH      SHARED      05         26300
D AUTONOMY CORP PLC              ADR              05329Q105       33      600 SH      SHARED      02           600
D AUTONATION INC                 COM              05329W102     2078   346367 SH      SHARED      01        346367
D AUTONATION INC                 COM              05329W102      166    27755 SH      SHARED      04         27755
D AUTOTOTE CORP                  CL A             053323101       11     2807 SH      SHARED      01          2807
D AUTOZONE INC                   COM              053332102      353    15600 SH      SHARED                 15600
D AUTOZONE INC                   COM              053332102    21873   964134 SH      SHARED      01        964134
D AUTOZONE INC                   COM              053332102     1343    59208 SH      SHARED      04         59208
D AUTOZONE INC                   COM              053332102       63     2800 SH      SHARED      05          2800
D AVADO BRANDS INC               COM              05336P108        4     5900 SH      SHARED      01          5900
D AVADO BRANDS INC               COM              05336P108        6     9000 SH      SHARED      02                            9000
D AVADO BRANDS INC               COM              05336P108      307   410300 SH      SHARED      03        410300
D AVANIR PHARMACEUTICALS         CL A             05348P104      241    29500 SH      SHARED      01         29500
D AVANIR PHARMACEUTICALS         CL A             05348P104       40     5000 SH      SHARED      02          5000
D AVANEX CORP                    COM              05348W109       21      200 SH      SHARED                   200
D AVANEX CORP                    COM              05348W109     7888    73250 SH      SHARED      01         71900              1350
D AVANEX CORP                    COM              05348W109      731     6793 SH      SHARED      02          6193               600
D AVANEX CORP                    COM              05348W109       53      496 SH      SHARED      04           496
D AVALONBAY CMNTYS INC           COM              053484101     1807    37900 SH      SHARED                 37900
D AVALONBAY CMNTYS INC           COM              053484101    12544   263052 SH      SHARED      01        263052
D AVALONBAY CMNTYS INC           COM              053484101      589    12362 SH      SHARED      02          2702              9660
D AVALONBAY CMNTYS INC           COM              053484101      298     6252 SH      SHARED      04          6252
D AVANT CORP                     COM              053487104     2017   110565 SH      SHARED      01        110565
D AVANT CORP                     COM              053487104        4      219 SH      SHARED      02           219
D AVANT IMMUNOTHERAPEUTICS INC   COM              053491106     1247   115370 SH      SHARED      01        106569              8801
D AVATAR HLDGS INC               COM              053494100       19     1000 SH      SHARED      01          1000
D AVAX TECHNOLOGIES INC          COM PAR $0.004   053495305      103    13292 SH      SHARED      02         13292
D AVENTIS                        SPONSORED ADR    053561106     1943    25800 SH      SHARED                 25800
D AVENTIS                        SPONSORED ADR    053561106      105     1400 SH      SHARED      01          1400
D AVENTIS                        SPONSORED ADR    053561106       30      406 SH      SHARED      02                             406
D AVENTIS                        SPONSORED ADR    053561106       90     1200 SH      SHARED      05          1200
D AVENUE A INC                   COM              053566105       35     7000 SH      SHARED      01          6660               340
D AVERT INC                      COM              053596102      882    44100 SH      SHARED      01         44100
D AVERY DENNISON CORP            COM              053611109      745    16084 SH      SHARED                 16084
D AVERY DENNISON CORP            COM              053611109    70901  1528882 SH      SHARED      01       1352270            176612
D AVERY DENNISON CORP            COM              053611109     6333   136570 SH      SHR/OTHR    01                  69593    66977
D AVERY DENNISON CORP            COM              053611109      138     2987 SH      SHARED      02           100              2887
D AVERY DENNISON CORP            COM              053611109     2533    54630 SH      SHARED      04         54630
D AVERY DENNISON CORP            COM              053611109     2226    48000 SH      SHARED      05         48000
D AVICI SYS INC                  COM              05367L109       19      200 SH      SHARED                   200
D AVICI SYS INC                  COM              05367L109     5420    56978 SH      SHARED      01         56978
D AVID TECHNOLOGY INC            COM              05367P100       75     5400 SH      SHARED                  5400
D AVID TECHNOLOGY INC            COM              05367P100     3625   258950 SH      SHARED      01        258950
D AVIATION SALES CO              COM              053672101       15     2900 SH      SHARED                  2900
D AVIATION SALES CO              COM              053672101       26     5000 SH      SHARED      01          5000
D AVIATION SALES CO              COM              053672101       10     2000 SH      SHARED      02          2000
D AVIGEN INC                     COM              053690103     1021    25700 SH      SHARED      01         25700
D AVIGEN INC                     COM              053690103       39     1000 SH      SHARED      05          1000
D AVIRON                         COM              053762100     2506    42978 SH      SHARED      01         42978
D AVIRON                         COM              053762100       23      400 SH      SHARED      04           400
D AVISTA CORP                    COM              05379B107     2144    95321 SH      SHARED      01         95321
D AVISTA CORP                    COM              05379B107        0       42 SH      SHARED      04            42
D AVISTAR COMMUNICATIONS CORP    COM NEW          05379X208      538    79800 SH      SHARED      01         79800
D AVIS GROUP HLDGS INC           CL A             053790101     7406   250000 SH      SHARED                250000
D AVIS GROUP HLDGS INC           CL A             053790101     3516   118689 SH      SHARED      01        118689
D AVIS GROUP HLDGS INC           CL A             053790101       62     2100 SH      SHARED      02                            2100
D AVIS GROUP HLDGS INC           CL A             053790101       29     1000 SH      SHARED      05          1000
D AVNET INC                      COM              053807103     1177    41494 SH      SHARED                 41494
D AVNET INC                      COM              053807103     4099   144476 SH      SHARED      01        144476
D AVNET INC                      COM              053807103     1096    38636 SH      SHARED      04         38636
D AVNET INC                      COM              053807103     1413    49800 SH      SHARED      05         49800
D AVOCENT CORP                   COM              053893103      187     3400 SH      SHARED                  3400
D AVOCENT CORP                   COM              053893103    33691   611176 SH      SHARED      01        611176
D AVOCENT CORP                   COM              053893103      810    14700 SH      SHARED      04         14700
D AVOCENT CORP                   COM              053893103      308     5600 SH      SHARED      05          5600
D AVON PRODS INC                 COM              054303102     4394   107500 SH      SHARED                107500
D AVON PRODS INC                 COM              054303102    89721  2195030 SH      SHARED      01       2106963             88067
D AVON PRODS INC                 COM              054303102     4018    98313 SH      SHR/OTHR    01                  27496    70817
D AVON PRODS INC                 COM              054303102       85     2100 SH      SHARED      02                            2100
D AVON PRODS INC                 COM              054303102     4697   114927 SH      SHARED      04        114927
D AWARE INC MASS                 COM              05453N100      617    16050 SH      SHARED                 16050
D AWARE INC MASS                 COM              05453N100     1434    37261 SH      SHARED      01         37261
D AWARE INC MASS                 COM              05453N100       19      500 SH      SHARED      02                             500
D AXA                            SPONSORED ADR    054536107      239     3700 SH      SHARED                  3700
D AXA                            SPONSORED ADR    054536107      161     2500 SH      SHR/OTHR    01                   2500
D AXA                            SPONSORED ADR    054536107        4       70 SH      SHARED      02                              70
D AXA                            SPONSORED ADR    054536107       97     1500 SH      SHARED      05          1500
D AXCELIS TECHNOLOGIES INC       COM              054540109      124    10500 SH      SHARED      01         10500
D AXENT TECHNOLOGIES INC         COM              05459C108     1381    64069 SH      SHARED                 64069
D AXENT TECHNOLOGIES INC         COM              05459C108     1771    82136 SH      SHARED      01         81936               200
D AXENT TECHNOLOGIES INC         COM              05459C108        2      100 SH      SHARED      02                             100
D AXENT TECHNOLOGIES INC         COM              05459C108     4025   186700 SH      SHARED      04        186700
D AXONYX INC                     COM              05461R101       97     7000 SH      SHARED      02          7000
D AXYS PHARMACEUTICALS INC       COM              054635107       79    11700 SH      SHARED      01         11700
D AXYS PHARMACEUTICALS INC       COM              054635107        1      200 SH      SHARED      02                             200
D AZTEC TECHNOLOGY PARTNERS INC  COM              05480L101       14    13810 SH      SHARED      01         13810
D AZTEC TECHNOLOGY PARTNERS INC  COM              05480L101        0      110 SH      SHR/OTHR    01                             110
D AZTEC TECHNOLOGY PARTNERS INC  COM              05480L101        0      444 SH      SHARED      02           222               222
D AZTAR CORP                     COM              054802103      262    17083 SH      SHARED                 17083
D AZTAR CORP                     COM              054802103      978    63610 SH      SHARED      01         63610
D AZTAR CORP                     COM              054802103       32     2100 SH      SHARED      05          2100
D BB&T CORP                      COM              054937107       93     3100 SH      SHARED                  3100
D BB&T CORP                      COM              054937107    76437  2537359 SH      SHARED      01       2537359
D BB&T CORP                      COM              054937107      202     6721 SH      SHR/OTHR    01                   2800     3921
D BB&T CORP                      COM              054937107     3662   121575 SH      SHARED      02         91879             29696
D BB&T CORP                      COM              054937107     5779   191863 SH      SHARED      04        191863
D AZURIX CORP                    COM              05501M104      122    34368 SH      SHARED      01         34368
D AZURIX CORP                    COM              05501M104       23     6700 SH      SHARED      02          6700
D B A S F  A G                   SPONSORED ADR    055262505        3      100 SH      SHARED                   100
D BCE INC                        COM              05534B109    18901   808637 SH      SHARED                808637
D BCE INC                        COM              05534B109      308    13200 SH      SHARED      01         13200
D BCE INC                        COM              05534B109      500    21400 SH      SHARED      04         21400
D BCE INC                        COM              05534B109      575    24600 SH      SHARED      05         24600
D BEI TECHNOLOGIES INC           COM              05538P104        8      200 SH      SHARED      01           200
D BFX HOSPITALITY GROUP INC      COM              055412100        9     4500 SH      SHARED      02          4500
D BG PLC                         ADR FIN INST N   055434203       67     2100 SH      SHARED                  2100
D BG PLC                         ADR FIN INST N   055434203      221     6910 SH      SHARED      01          3136              3774
D BG PLC                         ADR FIN INST N   055434203      327    10192 SH      SHR/OTHR    01                   1567     8625
D BHA GROUP HLDGS INC            COM              055446108        3      266 SH      SHARED      01           266
D BHC COMMUNICATIONS INC         CL A             055448104     1680    10676 SH      SHARED      01         10676
D BHC COMMUNICATIONS INC         CL A             055448104       62      398 SH      SHARED      04           398
D B I INCORPORATED               COM NEW          055467203        0      100 SH      SHARED      01           100
D BISYS GROUP INC                COM              055472104     8318   107600 SH      SHARED      01        106600              1000
D BISYS GROUP INC                COM              055472104       46      600 SH      SHR/OTHR    01                             600
D BISYS GROUP INC                COM              055472104      538     6960 SH      SHARED      02          6960
D BISYS GROUP INC                COM              055472104      245     3181 SH      SHARED      04          3181
D BKF CAP GROUP INC              COM              05548G102      391    20100 SH      SHARED                 20100
D BKF CAP GROUP INC              COM              05548G102        2      108 SH      SHARED      01           108
D BKF CAP GROUP INC              COM              05548G102        1       83 SH      SHARED      04            83
D BJS WHOLESALE CLUB INC         COM              05548J106      337     9882 SH      SHARED                  9882
D BJS WHOLESALE CLUB INC         COM              05548J106    29416   862019 SH      SHARED      01        836950             25069
D BJS WHOLESALE CLUB INC         COM              05548J106     1045    30651 SH      SHARED      04         30651
D BJ SVCS CO                     COM              055482103     1629    26651 SH      SHARED                 26651
D BJ SVCS CO                     COM              055482103    42091   688616 SH      SHARED      01        688616
D BJ SVCS CO                     COM              055482103       78     1280 SH      SHARED      02          1280
D BJ SVCS CO                     COM              055482103     2411    39446 SH      SHARED      04         39446
D BJ SVCS CO                     COM              055482103     1925    31500 SH      SHARED      05         31500
D BMC INDS INC MINN              COM              055607105       67     9827 SH      SHARED      01          9827
D BOK FINL CORP                  COM NEW          05561Q201      207    11200 SH      SHARED      01         11200
D BOC GROUP PLC                  SPONSORED ADR    055617609       13      500 SH      SHARED                   500
D BP AMOCO P L C                 SPONSORED ADR    055622104      168     3176 SH      SHR/OTHR                                  3176
D BP AMOCO P L C                 SPONSORED ADR    055622104     3392    64000 SH      SHARED                 64000
D BP AMOCO P L C                 SPONSORED ADR    055622104   160288  3024306 SH      SHARED      01       2876904     6352   141050
D BP AMOCO P L C                 SPONSORED ADR    055622104    41575   784438 SH      SHR/OTHR    01                 424539   359899
D BP AMOCO P L C                 SPONSORED ADR    055622104     4143    78186 SH      SHARED      02         22094             56092
D BP AMOCO P L C                 SPONSORED ADR    055622104     9730   183600 SH      SHARED      04        183600
D BP AMOCO P L C                 SPONSORED ADR    055622104    20622   389100 SH      SHARED      05        389100
D BP PRUDHOE BAY RTY TR          UNIT BEN INT     055630107       38     2800 SH      SHARED      01          2800
D BP PRUDHOE BAY RTY TR          UNIT BEN INT     055630107       26     1900 SH      SHR/OTHR    01                   1900
D BRE PROPERTIES INC             CL A             05564E106     2928    91509 SH      SHARED      01         91509
D BRE PROPERTIES INC             CL A             05564E106      510    15960 SH      SHR/OTHR    01                  10260     5700
D BRE PROPERTIES INC             CL A             05564E106      107     3350 SH      SHARED      02          2250              1100
D BNP RESIDENTIAL PPTYS INC      COM              05564T103       50     5900 SH      SHARED      02          4900              1000
D BRT RLTY TR                    SH BEN INT NEW   055645303       19     2400 SH      SHARED      01          2400
D BSB BANCORP                    COM              055652101       69     3100 SH      SHARED                  3100
D BSB BANCORP                    COM              055652101      307    13726 SH      SHARED      01         13726
D BSB BANCORP                    COM              055652101       20      900 SH      SHR/OTHR    01                             900
D BT FINL CORP                   COM              055763106      357    19328 SH      SHARED      01         19328
D BMC SOFTWARE INC               COM              055921100      941    49227 SH      SHARED                 49227
D BMC SOFTWARE INC               COM              055921100    38308  2003062 SH      SHARED      01       1999112              3950
D BMC SOFTWARE INC               COM              055921100      330    17272 SH      SHR/OTHR    01                   6200    11072
D BMC SOFTWARE INC               COM              055921100      889    46500 SH      SHARED      02          6450             40050
D BMC SOFTWARE INC               COM              055921100     2930   153220 SH      SHARED      04        153220
D B2B INTERNET HOLDRS TR         DEPOSTRY RCPT    056033103        9      200 SH      SHR/OTHR    01                             200
D BACOU USA INC                  COM              056439102        2      100 SH      SHARED                   100
D BACOU USA INC                  COM              056439102      220     8500 SH      SHARED      01          8500
D BADGER METER INC               COM              056525108        5      200 SH      SHARED      01           200
D BAIRNCO CORP                   COM              057097107        0      100 SH      SHARED      01           100
D BAKER HUGHES INC               SR LYON ZERO  08 057224AH0      465   600000 PRN     SHARED      04        600000
D BAKER HUGHES INC               COM              057224107     1526    41110 SH      SHARED                 41110
D BAKER HUGHES INC               COM              057224107    97529  2627057 SH      SHARED      01       2611437             15620
D BAKER HUGHES INC               COM              057224107       44     1200 SH      SHR/OTHR    01                            1200
D BAKER HUGHES INC               COM              057224107      238     6434 SH      SHARED      02          1000              5434
D BAKER HUGHES INC               COM              057224107     8076   217548 SH      SHARED      04        217548
D BAKER HUGHES INC               COM              057224107     1399    37700 SH      SHARED      05         37700
D BALCHEM CORP                   COM              057665200        5      450 SH      SHARED      01           450
D BALDOR ELEC CO                 COM              057741100      927    45672 SH      SHARED      01         45672
D BALDWIN & LYONS INC            CL A             057755100       11      600 SH      SHARED      01           600
D BALDWIN & LYONS INC            CL B             057755209      360    18600 SH      SHARED      01         18600
D BALL CORP                      COM              058498106       76     2400 SH      SHARED                  2400
D BALL CORP                      COM              058498106     7229   228141 SH      SHARED      01        228041               100
D BALL CORP                      COM              058498106       15      500 SH      SHARED      02                             500
D BALL CORP                      COM              058498106      361    11400 SH      SHARED      04         11400
D BALLARD PWR SYS INC            COM              05858H104      273     2500 SH      SHARED      04          2500
D BALLY TOTAL FITNESS HLDG CORP  COM              05873K108     8561   342455 SH      SHARED      01        340262              2193
D BALLY TOTAL FITNESS HLDG CORP  COM              05873K108        6      250 SH      SHARED      02                             250
D BALTEK CORP                    COM              058822107        4      600 SH      SHARED      01           600
D BANCFIRST CORP                 COM              05945F103      146     4600 SH      SHARED      01          4600
D BANCO BILBAO VIZCAYA ARGENTARI SPONSORED ADR    05946K101        9      600 SH      SHARED      02                             600
D BANCO BILBAO VIZCAYA ARGENTARI SPONSORED ADR    05946K101        2      166 SH      SHARED      04           166
D BANCO FRANCES DEL RIO DE LA PL SPONSORED ADR    059591107      323    15600 SH      SHARED                 15600
D BANCO GANADERO S A             SP ADR PREF C    059594507      423   141200 SH      SHARED                141200
D BANCO SANTANDER CENT HISPANO   ADR              05964H105       26     2448 SH      SHARED      01          1224              1224
D BANCO SANTANDER CENT HISPANO   ADR              05964H105        2      200 SH      SHARED      02           200
D BANCO SANTANDER CHILE          SPON ADR SER A   05965F108       86     5900 SH      SHARED                  5900
D BANCO SANTANDER CHILE          SPON ADR SER A   05965F108       57     3900 SH      SHARED      01          3900
D BANCORPSOUTH INC               COM              059692103      376    26200 SH      SHARED                 26200
D BANCORPSOUTH INC               COM              059692103     1255    87363 SH      SHARED      01         87363
D BANCROFT CONV FD INC           COM              059695106      209     8800 SH      SHARED      04          8800
D BANCWEST CORP NEW              COM              059790105      464    23900 SH      SHARED                 23900
D BANCWEST CORP NEW              COM              059790105     1189    61176 SH      SHARED      01         56300              4876
D BANCWEST CORP NEW              COM              059790105      163     8427 SH      SHARED      04          8427
D BANDAG INC                     COM              059815100       82     2300 SH      SHARED                  2300
D BANDAG INC                     COM              059815100     1027    28600 SH      SHARED      01         28600
D BANDAG INC                     COM              059815100        7      200 SH      SHARED      02           200
D BANDAG INC                     COM              059815100      255     7100 SH      SHARED      04          7100
D BANDAG INC                     COM              059815100       97     2700 SH      SHARED      05          2700
D BANGOR HYDRO ELEC CO           COM              060077104      147     6100 SH      SHARED                  6100
D BANGOR HYDRO ELEC CO           COM              060077104        4      200 SH      SHARED      01           200
D BANK OF AMERICA CORPORATION    COM              060505104   114271  2181800 SH      SHARED               2181800
D BANK OF AMERICA CORPORATION    COM              060505104   663937 12676609 SH      SHARED      01      12675621               988
D BANK OF AMERICA CORPORATION    COM              060505104     1638    31283 SH      SHR/OTHR    01                   4835    26448
D BANK OF AMERICA CORPORATION    COM              060505104     5004    95550 SH      SHARED      02         46739             48811
D BANK OF AMERICA CORPORATION    COM              060505104    54348  1037680 SH      SHARED      04       1037680
D BANK OF AMERICA CORPORATION    COM              060505104    13166   251386 SH      SHARED      06        251386
D BANK OF GRANITE CORP           COM              062401104      432    18846 SH      SHARED      01         18846
D BANK MONTREAL QUE              COM              063671101      456    10100 SH      SHARED                 10100
D BANK MONTREAL QUE              COM              063671101       17      393 SH      SHARED      01           393
D BANK NEW YORK INC              COM              064057102       56     1000 SH      SHR/OTHR    01                    500      500
D BANK NEW YORK INC              COM              064057102    68191  1216352 SH      SHARED               1216352
D BANK NEW YORK INC              COM              064057102   423133  7547602 SH      SHARED      01       6903798    11000   632804
D BANK NEW YORK INC              COM              064057102    17438   311054 SH      SHR/OTHR    01                 199607   111447
D BANK NEW YORK INC              COM              064057102     2001    35707 SH      SHARED      02          2120             33587
D BANK NEW YORK INC              COM              064057102    20438   364562 SH      SHARED      04        364562
D BANK NEW YORK INC              COM              064057102     1227    21900 SH      SHARED      05         21900
D BANK ONE CORP                  COM              06423A103    63194  1636100 SH      SHARED               1636100
D BANK ONE CORP                  COM              06423A103   367355  9510821 SH      SHARED      01       9506786              4035
D BANK ONE CORP                  COM              06423A103    21086   545925 SH      SHR/OTHR    01                 543495     2430
D BANK ONE CORP                  COM              06423A103      371     9615 SH      SHARED      02          3500              6115
D BANK ONE CORP                  COM              06423A103    21070   545516 SH      SHARED      04        545516
D BANK ONE CORP                  COM              06423A103     1123    29100 SH      SHARED      06         29100
D BANK PLUS CORP                 COM              064446107       21     5400 SH      SHARED      01          5400
D BANK TOKYO-MITSUBISHI LTD      SPONSORED ADR    065379109      294    25200 SH      SHARED                 25200
D BANK TOKYO-MITSUBISHI LTD      SPONSORED ADR    065379109       64     5500 SH      SHARED      02          4000              1500
D BANK UTD CORP                  CL A             065412108     4054    80000 SH      SHARED                 80000
D BANK UTD CORP                  CL A             065412108    24095   475374 SH      SHARED      01        475374
D BANK UTD CORP                  CL A             065412108     6589   130000 SH      SHARED      04        130000
D BANKATLANTIC BANCORP           CL A             065908501        0        1 SH      SHARED      01             1
D BANKNORTH GROUP INC NEW        COM              06646R107      228    12800 SH      SHARED                 12800
D BANKNORTH GROUP INC NEW        COM              06646R107     3448   192906 SH      SHARED      01        192906
D BANKNORTH GROUP INC NEW        COM              06646R107     1092    61097 SH      SHARED      04         61097
D BANKNORTH GROUP INC NEW        COM              06646R107      343    19200 SH      SHARED      05         19200
D BANKUNITED FINL CORP           CL A             06652B103     1408   191000 SH      SHARED      01        191000
D BANTA CORP                     COM              066821109     1600    65674 SH      SHARED      01         65674
D BANTA CORP                     COM              066821109      207     8500 SH      SHARED      04          8500
D BANTA CORP                     COM              066821109       80     3300 SH      SHARED      05          3300
D BAR HBR BANKSHARES             COM              066849100        1      100 SH      SHARED      02                             100
D BARCLAYS BK PLC                ADR UNIT SERD2   06738C802       25     1000 SH      SHARED      02                            1000
D BARCLAYS BK PLC                AM DEP NT RCPT   06738C836        4      200 SH      SHARED      02                             200
D BARCLAYS PLC                   ADR              06738E204       33      300 SH      SHARED      01                             300
D BARD C R INC                   COM              067383109     3401    80500 SH      SHARED                 80500
D BARD C R INC                   COM              067383109    15258   361156 SH      SHARED      01        360856               300
D BARD C R INC                   COM              067383109      130     3100 SH      SHARED      02          2300               800
D BARD C R INC                   COM              067383109     1101    26064 SH      SHARED      04         26064
D BARNES & NOBLE INC             COM              067774109       13      700 SH      SHARED                   700
D BARNES & NOBLE INC             COM              067774109     2111   107248 SH      SHARED      01        107248
D BARNES & NOBLE INC             COM              067774109       29     1500 SH      SHARED      02                            1500
D BARNES & NOBLE INC             COM              067774109      431    21900 SH      SHARED      04         21900
D BARNES & NOBLE INC             COM              067774109      151     7700 SH      SHARED      05          7700
D BARNES GROUP INC               COM              067806109      406    22100 SH      SHARED                 22100
D BARNES GROUP INC               COM              067806109     2191   119246 SH      SHARED      01         24200             95046
D BARNESANDNOBLE COM INC         CL A             067846105      435    88800 SH      SHARED      01         72474             16326
D BARRICK GOLD CORP              COM              067901108     1184    77700 SH      SHARED                 77700
D BARRICK GOLD CORP              COM              067901108    38081  2497172 SH      SHARED      01       2497172
D BARRICK GOLD CORP              COM              067901108    16669  1093100 SH      SHARED      04       1093100
D BARRICK GOLD CORP              COM              067901108      128     8400 SH      SHARED      05          8400
D BARNWELL INDS INC              COM              068221100       27     1600 SH      SHARED      01          1600
D BARR LABS INC                  COM              068306109      205     3100 SH      SHARED                  3100
D BARR LABS INC                  COM              068306109     3392    51162 SH      SHARED      01         51162
D BARR LABS INC                  COM              068306109       26      400 SH      SHARED      04           400
D BARR LABS INC                  COM              068306109      507     7650 SH      SHARED      05          7650
D BARRA INC                      COM              068313105      319     5143 SH      SHARED                  5143
D BARRA INC                      COM              068313105     1688    27200 SH      SHARED      01         27200
D BARRETT RES CORP               COM PAR $0.01    068480201     2825    74727 SH      SHARED      01         74727
D BARRETT RES CORP               COM PAR $0.01    068480201      465    12300 SH      SHARED      05         12300
D BARRINGER TECHNOLOGIES INC     COM NEW          068509603        0      100 SH      SHARED      01           100
D BARRY R G CORP OHIO            COM              068798107        1      442 SH      SHARED      01           442
D BASIN EXPL INC                 COM              070107107     1378    70706 SH      SHARED      01         70706
D BASSETT FURNITURE INDS INC     COM              070203104       39     2813 SH      SHARED      01          2813
D BATTLE MTN GOLD CO             COM              071593107      586   334857 SH      SHARED      01        334857
D BATTLE MTN GOLD CO             COM              071593107        1     1100 SH      SHARED      02                            1100
D BATTLE MTN GOLD CO             COM              071593107     5303  3030800 SH      SHARED      04       3030800
D BAUSCH & LOMB INC              COM              071707103      144     3700 SH      SHARED                  3700
D BAUSCH & LOMB INC              COM              071707103    14462   371429 SH      SHARED      01        370729               700
D BAUSCH & LOMB INC              COM              071707103     2316    59488 SH      SHARED      04         59488
D BAXTER INTL INC                COM              071813109   141075  1767600 SH      SHARED               1767600
D BAXTER INTL INC                COM              071813109   194306  2434549 SH      SHARED      01       2426483              8066
D BAXTER INTL INC                COM              071813109     6327    79283 SH      SHR/OTHR    01                  77288     1995
D BAXTER INTL INC                COM              071813109      761     9542 SH      SHARED      02          3255              6287
D BAXTER INTL INC                COM              071813109    18914   236988 SH      SHARED      04        236988
D BAY ST BANCORP INC             COM              072611106      723    30000 SH      SHARED                 30000
D BAY VIEW CAP CORP DEL          COM              07262L101      322    30000 SH      SHARED                 30000
D BAY VIEW CAP CORP DEL          COM              07262L101     1413   131505 SH      SHARED      01        131505
D BAY VIEW CAP CORP DEL          COM              07262L101      645    60000 SH      SHARED      02         50000             10000
D BE AEROSPACE INC               COM              073302101      772    47935 SH      SHARED                 47935
D BE AEROSPACE INC               COM              073302101       67     4200 SH      SHARED      01          4200
D BE FREE INC                    COM              073308108      208    49142 SH      SHARED      01         47800              1342
D BE FREE INC                    COM              073308108       81    19200 SH      SHARED      02                           19200
D BE INC                         COM              073309106     2648   652100 SH      SHARED      02        652100
D BEA SYS INC                    SB NT CV144A4%06 073325AC6    34671 14623000 PRN     SHARED              14623000
D BEA SYS INC                    SB NT CV144A4%06 073325AC6     4742  2000000 PRN     SHARED      01       2000000
D BEA SYS INC                    SB NT CV    4%06 073325AD4    42851 18073000 PRN     SHARED              18073000
D BEA SYS INC                    SB NT CV    4%06 073325AD4     2371  1000000 PRN     SHARED      01       1000000
D BEA SYS INC                    COM              073325102     2024    26000 SH      SHARED                 26000
D BEA SYS INC                    COM              073325102    42691   548200 SH      SHARED      01        548200
D BEA SYS INC                    COM              073325102     3917    50300 SH      SHARED      02         24700             25600
D BEA SYS INC                    COM              073325102     3118    40047 SH      SHARED      04         40047
D BEA SYS INC                    COM              073325102      739     9500 SH      SHARED      05          9500
D BEAR STEARNS COS INC           COM              073902108     3515    55800 SH      SHARED                 55800
D BEAR STEARNS COS INC           COM              073902108    50863   807358 SH      SHARED      01        807358
D BEAR STEARNS COS INC           COM              073902108       87     1393 SH      SHARED      02                            1393
D BEAR STEARNS COS INC           COM              073902108     5954    94523 SH      SHARED      04         94523
D BEAR STEARNS COS INC           COM              073902108    11144   176900 SH      SHARED      05        176900
D BEASLEY BROADCAST GROUP INC    CL A             074014101       10     1100 SH      SHARED      01          1100
D BEASLEY BROADCAST GROUP INC    CL A             074014101       17     1800 SH      SHARED      02          1800
D BEAZER HOMES USA INC           COM              07556Q105       27     1000 SH      SHARED      01          1000
D BEAZER HOMES USA INC           COM              07556Q105      340    12500 SH      SHARED      04         12500
D BEBE STORES INC                COM              075571109      220    14811 SH      SHARED      01         14811
D BECKMAN COULTER INC            COM              075811109     1312    17017 SH      SHARED                 17017
D BECKMAN COULTER INC            COM              075811109     4379    56781 SH      SHARED      01         56635               146
D BECKMAN COULTER INC            COM              075811109        8      109 SH      SHR/OTHR    01                             109
D BECKMAN COULTER INC            COM              075811109     4079    52900 SH      SHARED      02          4300             48600
D BECKMAN COULTER INC            COM              075811109      993    12881 SH      SHARED      04         12881
D BECKMAN COULTER INC            COM              075811109      300     3900 SH      SHARED      05          3900
D BECTON DICKINSON & CO          COM              075887109     3306   125073 SH      SHARED                125073
D BECTON DICKINSON & CO          COM              075887109    55408  2095885 SH      SHARED      01       2091085     2600     2200
D BECTON DICKINSON & CO          COM              075887109     2116    80068 SH      SHR/OTHR    01                  32868    47200
D BECTON DICKINSON & CO          COM              075887109      387    14650 SH      SHARED      02          6900              7750
D BECTON DICKINSON & CO          COM              075887109     4143   156716 SH      SHARED      04        156716
D BED BATH & BEYOND INC          COM              075896100      550    22552 SH      SHARED                 22552
D BED BATH & BEYOND INC          COM              075896100    49523  2030414 SH      SHARED      01       2013214             17200
D BED BATH & BEYOND INC          COM              075896100      777    31870 SH      SHARED      02           600             31270
D BED BATH & BEYOND INC          COM              075896100     4205   172431 SH      SHARED      04        172431
D BED BATH & BEYOND INC          COM              075896100      107     4400 SH      SHARED      05          4400
D BEDFORD BANCSHARES INC         COM              076014109       53     5900 SH      SHARED      01          5900
D BEDFORD PPTY INVS INC          COM PAR $0.02    076446301       28     1400 SH      SHARED                  1400
D BEDFORD PPTY INVS INC          COM PAR $0.02    076446301     2248   110700 SH      SHARED      01        110700
D BEDFORD PPTY INVS INC          COM PAR $0.02    076446301       20     1000 SH      SHARED      02                            1000
D BEL FUSE INC                   CL A             077347201        8      200 SH      SHARED      01           200
D BEL FUSE INC                   CL B             077347300      477    12395 SH      SHARED      01         12395
D BELCO OIL & GAS CORP           COM              077410108      225    25459 SH      SHARED      01         25459
D BELCO OIL & GAS CORP           COM              077410108       71     8100 SH      SHARED      04          8100
D BELCO OIL & GAS CORP           PFD CONV         077410207      113     7500 SH      SHR/OTHR    01                   7500
D BELDEN INC                     COM              077459105     2450   103731 SH      SHARED                103731
D BELDEN INC                     COM              077459105     1672    70783 SH      SHARED      01         70783
D BELDEN INC                     COM              077459105       18      800 SH      SHR/OTHR    01                             800
D BELL & HOWELL CO NEW           COM              077852101      678    31000 SH      SHARED      01         31000
D BELL & HOWELL CO NEW           COM              077852101        6      300 SH      SHARED      02           300
D BELL INDS INC                  COM              078107109        5     2400 SH      SHARED      01          2400
D BELLSOUTH CORP                 COM              079860102     6430   159756 SH      SHARED                159756
D BELLSOUTH CORP                 COM              079860102  1947740 48391070 SH      SHARED      01      14841534          33549536
D BELLSOUTH CORP                 COM              079860102     9329   231789 SH      SHR/OTHR    01                 124890   106899
D BELLSOUTH CORP                 COM              079860102     2230    55419 SH      SHARED      02         12620             42799
D BELLSOUTH CORP                 COM              079860102    38931   967231 SH      SHARED      04        967231
D BELLSOUTH CORP                 COM              079860102     3179    79000 SH      SHARED      05         79000
D BELLSOUTH CORP                 COM              079860102     1150    28580 SH      SHARED      06         28580
D BELO A H CORP DEL              COM SER A        080555105      154     8400 SH      SHARED                  8400
D BELO A H CORP DEL              COM SER A        080555105     8269   448545 SH      SHARED      01        289935            158610
D BELO A H CORP DEL              COM SER A        080555105      944    51229 SH      SHARED      04         51229
D BELO A H CORP DEL              COM SER A        080555105      291    15800 SH      SHARED      05         15800
D BEMIS INC                      COM              081437105    10644   331352 SH      SHARED      01        330852               500
D BEMIS INC                      COM              081437105      859    26765 SH      SHARED      04         26765
D BENCHMARK ELECTRS INC          SUB NT CV 144A06 08160HAA9    17725 12500000 PRN     SHARED              12500000
D BENCHMARK ELECTRS INC          SUB NT CONV 6%06 08160HAC5     1418  1000000 PRN     SHARED               1000000
D BENCHMARK ELECTRS INC          COM              08160H101      806    15500 SH      SHARED                 15500
D BENCHMARK ELECTRS INC          COM              08160H101     1735    33383 SH      SHARED      01         33208               175
D BENCHMARK ELECTRS INC          COM              08160H101       52     1000 SH      SHARED      04          1000
D BENCHMARK ELECTRS INC          COM              08160H101       57     1100 SH      SHARED      05          1100
D BENETTON GROUP SPA             ADR NEW          081795403       36     1000 SH      SHARED                  1000
D BENIHANA INC                   COM              082047101        2      200 SH      SHARED      01           200
D BENTLEY PHARMACEUTICALS INC    COM              082657107       64     6000 SH      SHARED      02                            6000
D BENTON OIL & GAS CO            COM              083288100       16     6400 SH      SHARED      01          6400
D BERGEN BRUNSWIG CORP           CL A             083739102     3348   286522 SH      SHARED      01        286522
D BERGEN BRUNSWIG CORP           CL A             083739102        9      800 SH      SHARED      02           400               400
D BERGEN BRUNSWIG CORP           CL A             083739102      537    46000 SH      SHARED      04         46000
D BERGEN BRUNSWIG CORP           CL A             083739102      209    17900 SH      SHARED      05         17900
D BERGSTROM CAP CORP             COM              084093103       44      200 SH      SHARED      02           200
D BERGSTROM CAP CORP             COM              084093103       66      300 SH      SHARED      04           300
D BERINGER WINE ESTATES HOLDINGS CL B             084102102      215     3885 SH      SHARED                  3885
D BERINGER WINE ESTATES HOLDINGS CL B             084102102     1059    19077 SH      SHARED      01         19077
D BERINGER WINE ESTATES HOLDINGS CL B             084102102       13      250 SH      SHARED      02           250
D BERKLEY W R CORP               COM              084423102     1477    42741 SH      SHARED      01         42741
D BERKSHIRE HATHAWAY INC DEL     CL A             084670108        0      924 SH      SHARED      01           609               315
D BERKSHIRE HATHAWAY INC DEL     CL A             084670108        0       40 SH      SHR/OTHR    01                     32        8
D BERKSHIRE HATHAWAY INC DEL     CL A             084670108        0        2 SH      SHARED      02                               2
D BERKSHIRE HATHAWAY INC DEL     CL B             084670207     4965     2399 SH      SHARED      01          2114               285
D BERKSHIRE HATHAWAY INC DEL     CL B             084670207     1943      939 SH      SHR/OTHR    01                    607      332
D BERKSHIRE HATHAWAY INC DEL     CL B             084670207      856      414 SH      SHARED      02           135               279
D BERKSHIRE HILLS BANCORP INC    COM              084680107      143    10000 SH      SHARED                 10000
D BERLITZ INTL INC NEW           COM              08520F100        6      808 SH      SHARED      01           808
D BERRY PETE CO                  CL A             085789105      189    10509 SH      SHARED                 10509
D BERRY PETE CO                  CL A             085789105      516    28600 SH      SHARED      01         28600
D BEST BUY INC                   COM              086516101     2813    44214 SH      SHARED                 44214
D BEST BUY INC                   COM              086516101    91631  1440173 SH      SHARED      01       1440173
D BEST BUY INC                   COM              086516101      146     2300 SH      SHARED      02          1200              1100
D BEST BUY INC                   COM              086516101    38345   602678 SH      SHARED      04        602678
D BESTFOODS                      COM              08658U101   744848 10238468 SH      SHARED              10238468
D BESTFOODS                      COM              08658U101   223482  3071927 SH      SHARED      01       3045339             26588
D BESTFOODS                      COM              08658U101     6926    95206 SH      SHR/OTHR    01                  49340    45866
D BESTFOODS                      COM              08658U101     1892    26018 SH      SHARED      02          4200             21818
D BESTFOODS                      COM              08658U101    58592   805398 SH      SHARED      04        805398
D BESTFOODS                      COM              08658U101      414     5700 SH      SHARED      05          5700
D BETHLEHEM STL CORP             COM              087509105     4487  1495774 SH      SHARED      01       1495774
D BETHLEHEM STL CORP             COM              087509105        6     2100 SH      SHARED      02                            2100
D BETHLEHEM STL CORP             COM              087509105      152    50700 SH      SHARED      04         50700
D BETHLEHEM STL CORP             COM              087509105        8     2900 SH      SHARED      05          2900
D BEVERLY ENTERPRISES INC        COM NEW          087851309     2062   347396 SH      SHARED      01        347396
D BEYOND COM CORP                COM              08860E101       29    29000 SH      SHARED                 29000
D BEYOND COM CORP                COM              08860E101        8     8800 SH      SHARED      01          8800
D BILLING CONCEPTS CORP          COM              090063108      418   131400 SH      SHARED      01        131400
D BINDLEY WESTN INDS INC         COM              090324104     1926    60200 SH      SHARED                 60200
D BINDLEY WESTN INDS INC         COM              090324104    13860   433126 SH      SHARED      01        433126
D BINDLEY WESTN INDS INC         COM              090324104       32     1000 SH      SHARED      04          1000
D BINDVIEW DEV CORP              COM              090327107      774   102422 SH      SHARED      01        102422
D BINDVIEW DEV CORP              COM              090327107      181    24000 SH      SHARED      02         16000              8000
D BIO RAD LABS INC               CL B             090572108        3      150 SH      SHARED      01           150
D BIO RAD LABS INC               CL A             090572207      314    13950 SH      SHARED      01         13632               318
D BIO TECHNOLOGY GEN CORP        COM              090578105      376    32900 SH      SHARED                 32900
D BIO TECHNOLOGY GEN CORP        COM              090578105     1634   142891 SH      SHARED      01        136991              5900
D BIOCHEM PHARMA INC             COM              09058T108       59     2700 SH      SHARED                  2700
D BIOCHEM PHARMA INC             COM              09058T108       41     1900 SH      SHARED      04          1900
D BIOCRYST PHARMACEUTICALS       COM              09058V103     1145    55050 SH      SHARED                 55050
D BIOCRYST PHARMACEUTICALS       COM              09058V103      364    17509 SH      SHARED      01         17509
D BIOGEN INC                     COM              090597105     2013    33011 SH      SHARED                 33011
D BIOGEN INC                     COM              090597105    66879  1096382 SH      SHARED      01       1091207              5175
D BIOGEN INC                     COM              090597105      780    12800 SH      SHR/OTHR    01                   2000    10800
D BIOGEN INC                     COM              090597105      632    10375 SH      SHARED      02          1750              8625
D BIOGEN INC                     COM              090597105    11638   190793 SH      SHARED      04        190793
D BIOGEN INC                     COM              090597105      286     4700 SH      SHARED      05          4700
D BIOMATRIX INC                  COM              09060P102      777    44400 SH      SHARED                 44400
D BIOMATRIX INC                  COM              09060P102      490    28000 SH      SHARED      01         28000
D BIOMARIN PHARMACEUTICAL INC    COM              09061G101      438    23849 SH      SHARED      01         23849
D BIOMET INC                     COM              090613100      544    15547 SH      SHARED                 15547
D BIOMET INC                     COM              090613100    45804  1308691 SH      SHARED      01       1308691
D BIOMET INC                     COM              090613100     3982   113784 SH      SHARED      04        113784
D BIOMET INC                     COM              090613100      131     3750 SH      SHARED      05          3750
D BIONX IMPLANTS INC             COM              09064Q106      126    40475 SH      SHARED      03         40475
D BIOPURE CORP                   CL A             09065H105      464    25729 SH      SHARED      01         25729
D BIOSOURCE INTL INC             COM              09066H104      260     8400 SH      SHARED      01          8400
D BIOTIME INC                    COM              09066L105       38     5600 SH      SHARED      01          5600
D BIOTECH HOLDERS TR             DEPOSTRY RCPTS   09067D201       58      300 SH      SHARED      01                             300
D BIOTECH HOLDERS TR             DEPOSTRY RCPTS   09067D201       19      100 SH      SHR/OTHR    01                             100
D BIOTECH HOLDERS TR             DEPOSTRY RCPTS   09067D201      136      700 SH      SHARED      02           700
D BIOVAIL CORP                   COM              09067J109     2939    36100 SH      SHARED                 36100
D BIOVAIL CORP                   COM              09067J109       55      685 SH      SHARED      02           560               125
D BIOVAIL CORP                   COM              09067J109       40      500 SH      SHARED      04           500
D BIOVAIL CORP                   COM              09067J109      350     4300 SH      SHARED      05          4300
D BIOVAIL CORP                   PFD EQ SBDB CV   09067J208    10275   137000 SH      SHARED                137000
D BIOSHIELD TECHNOLOGIES INC     COM              09068A107       42     5300 SH      SHARED      01          5300
D BIO VASCULAR INC               COM              090923103       94    18800 SH      SHARED      01         18800
D BIOSITE DIAGNOSTICS INC        COM              090945106     1132    28400 SH      SHARED                 28400
D BIOSITE DIAGNOSTICS INC        COM              090945106     1209    30331 SH      SHARED      01         30331
D BIOSITE DIAGNOSTICS INC        COM              090945106      857    21510 SH      SHARED      02         15000              6510
D BIOSITE DIAGNOSTICS INC        COM              090945106       83     2102 SH      SHARED      04          2102
D BIRMINGHAM STL CORP            COM              091250100       16     6100 SH      SHARED      01          6100
D BITSTREAM INC                  CL A             091736108       36    10100 SH      SHARED      01         10100
D BITSTREAM INC                  CL A             091736108      103    28669 SH      SHR/OTHR    01                           28669
D BITWISE DESIGNS INC            COM              091747105       21     5500 SH      SHARED      01          5500
D BITWISE DESIGNS INC            COM              091747105       19     5000 SH      SHR/OTHR    01                            5000
D BLACK & DECKER CORP            COM              091797100     2447    71600 SH      SHARED                 71600
D BLACK & DECKER CORP            COM              091797100    21317   623541 SH      SHARED      01        622241              1300
D BLACK & DECKER CORP            COM              091797100      225     6600 SH      SHR/OTHR    01                            6600
D BLACK & DECKER CORP            COM              091797100       34     1000 SH      SHARED      02           300               700
D BLACK & DECKER CORP            COM              091797100     1396    40840 SH      SHARED      04         40840
D BLACK BOX CORP DEL             COM              091826107     1044    22395 SH      SHARED                 22395
D BLACK BOX CORP DEL             COM              091826107     2257    48424 SH      SHARED      01         48424
D BLACK HILLS CORP               COM              092113109      117     4200 SH      SHARED                  4200
D BLACK HILLS CORP               COM              092113109     1385    49383 SH      SHARED      01         49383
D BLACK HILLS CORP               COM              092113109       63     2250 SH      SHARED      02                            2250
D BLACK HILLS CORP               COM              092113109      218     7800 SH      SHARED      04          7800
D BLACK HILLS CORP               COM              092113109       78     2800 SH      SHARED      05          2800
D BLACKROCK ADVANTAGE TERM TR    COM              09247A101       27     3000 SH      SHARED      02                            3000
D BLACKROCK INCOME TR INC        COM              09247F100     2033   319000 SH      SHARED                319000
D BLACKROCK FL INSD MUN 2008 TRM COM              09247H106       17     1300 SH      SHARED      02                            1300
D BLACKROCK INVT QUALITY TERM TR COM              09247J102       35     4400 SH      SHARED                  4400
D BLACKROCK INVT QUALITY TERM TR COM              09247J102        8     1000 SH      SHARED      02                            1000
D BLACKROCK STRATEGIC TERM TR    COM              09247P108      495    54700 SH      SHARED                 54700
D BLACKROCK STRATEGIC TERM TR    COM              09247P108        7      800 SH      SHARED      01           800
D BLACKROCK BROAD INVT GRD 2009  COM              09247Q106       73     6300 SH      SHARED      02                            6300
D BLACKROCK INC                  CL A             09247X101      880    27514 SH      SHARED      01         27514
D BLACKROCK TARGET TERM TR INC   COM              092476100     1545   156500 SH      SHARED                156500
D BLACKROCK TARGET TERM TR INC   COM              092476100       11     1200 SH      SHARED      02                            1200
D BLACKROCK 2001 TERM TR INC     COM              092477108     2937   317600 SH      SHARED                317600
D BLANCH E W HLDGS INC           COM              093210102     1162    56000 SH      SHARED                 56000
D BLANCH E W HLDGS INC           COM              093210102      700    33760 SH      SHARED      01         33760
D BLANCH E W HLDGS INC           COM              093210102       43     2100 SH      SHARED      04          2100
D BLAZE SOFTWARE INC             COM              09347T109      234    18600 SH      SHARED      01         18600
D BLOCK DRUG INC                 CL A             093644102     1196    27749 SH      SHARED      01         25639              2110
D BLOCK H & R INC                COM              093671105      185     5000 SH      SHARED                  5000
D BLOCK H & R INC                COM              093671105    26722   721027 SH      SHARED      01        720427               600
D BLOCK H & R INC                COM              093671105       14      400 SH      SHR/OTHR    01                    400
D BLOCK H & R INC                COM              093671105       80     2185 SH      SHARED      02                            2185
D BLOCK H & R INC                COM              093671105     1761    47533 SH      SHARED      04         47533
D BLOCK H & R INC                COM              093671105       88     2400 SH      SHARED      05          2400
D BLOCKBUSTER INC                CL A             093679108      663    75300 SH      SHARED      01         75300
D BLOCKBUSTER INC                CL A             093679108       21     2478 SH      SHARED      04          2478
D BLOUNT INTL INC NEW            COM              095180105      259    23091 SH      SHARED      01         23091
D BLUE MARTINI SOFTWARE INC      COM              095698106      257     7600 SH      SHARED      01          7600
D BLUE RIV BANCSHARES INC        COM              09602P107      244    58500 SH      SHARED                 58500
D BLUE WAVE SYS INC              COM              096081104      515   102400 SH      SHARED      01          7700             94700
D BLUE WAVE SYS INC              COM              096081104      101    20200 SH      SHARED      02          4700             15500
D BLUE ZONE INC                  COM              096084108        4     1000 SH      SHARED      02          1000
D BLUESTONE SOFTWARE INC         COM              09623P102      649    37400 SH      SHARED      01         37400
D BLUESTONE SOFTWARE INC         COM              09623P102     2854   164290 SH      SHARED      02        153120             11170
D BLUESTONE SOFTWARE INC         COM              09623P102        8      500 SH      SHARED      04           500
D BLUEGREEN CORP                 COM              096231105       29    10300 SH      SHARED      01         10300
D BLUEGREEN CORP                 COM              096231105       14     5000 SH      SHARED      02                            5000
D BLYTH INC                      COM              09643P108      168     7200 SH      SHARED                  7200
D BLYTH INC                      COM              09643P108     2223    94864 SH      SHARED      01         94864
D BLYTH INC                      COM              09643P108        5      250 SH      SHARED      02           250
D BLYTH INC                      COM              09643P108      384    16400 SH      SHARED      04         16400
D BLYTH INC                      COM              09643P108      147     6300 SH      SHARED      05          6300
D BOB EVANS FARMS INC            COM              096761101     1625    87874 SH      SHARED      01         87874
D BOB EVANS FARMS INC            COM              096761101      223    12100 SH      SHARED      04         12100
D BOB EVANS FARMS INC            COM              096761101       90     4900 SH      SHARED      05          4900
D BOCA RESORTS INC               CL A             09688T106      460    41900 SH      SHARED      01         41900
D BOCA RESH INC                  COM              096888102       34    11900 SH      SHARED      01         11900
D BOCA RESH INC                  COM              096888102       18     6200 SH      SHARED      02                            6200
D BOEING CO                      COM              097023105   112251  1781764 SH      SHARED               1781764
D BOEING CO                      COM              097023105   438905  6966757 SH      SHARED      01       6934088             32669
D BOEING CO                      COM              097023105     5048    80137 SH      SHR/OTHR    01                  36876    43261
D BOEING CO                      COM              097023105     2516    39937 SH      SHARED      02          4418             35519
D BOEING CO                      COM              097023105    29335   465645 SH      SHARED      04        465645
D BOISE CASCADE CORP             COM              097383103      940    35400 SH      SHARED                 35400
D BOISE CASCADE CORP             COM              097383103    11036   415516 SH      SHARED      01        415516
D BOISE CASCADE CORP             COM              097383103      745    28061 SH      SHARED      04         28061
D BOISE CASCADE CORP             COM              097383103       58     2200 SH      SHARED      05          2200
D BOLDER TECHNOLOGIES CORP       COM              097519102        5     1400 SH      SHARED      01          1400
D BOMBAY CO INC                  COM              097924104        7     3000 SH      SHARED      02                            3000
D BONE CARE INTL INC             COM              098072101      170     8198 SH      SHARED      01          8198
D BOOKHAM TECHNOLOGY PLC         SPONSORED ADR    09856Q108    13918   324620 SH      SHARED      01        324195               425
D BOOKHAM TECHNOLOGY PLC         SPONSORED ADR    09856Q108      117     2750 SH      SHARED      02           300              2450
D BOOKS-A-MILLION INC            COM              098570104       34    13000 SH      SHARED      01         13000
D BORDEN CHEMS&PLASTIC LTD PARTN DEPOS COM UNIT   099541203     1172   670200 SH      SHARED                670200
D BORDEN CHEMS&PLASTIC LTD PARTN DEPOS COM UNIT   099541203        1     1100 SH      SHARED      01          1100
D BORDERS GROUP INC              COM              099709107     1821   130723 SH      SHARED                130723
D BORDERS GROUP INC              COM              099709107     2126   152611 SH      SHARED      01        152611
D BORDERS GROUP INC              COM              099709107      131     9400 SH      SHARED      02          4800              4600
D BORDERS GROUP INC              COM              099709107      373    26800 SH      SHARED      04         26800
D BORDERS GROUP INC              COM              099709107      144    10400 SH      SHARED      05         10400
D BORG WARNER INC                COM              099724106       39     1200 SH      SHARED                  1200
D BORG WARNER INC                COM              099724106     2060    62190 SH      SHARED      01         62190
D BORG WARNER INC                COM              099724106      357    10800 SH      SHARED      04         10800
D BORON LEPORE & ASSOCS INC      COM              10001P102       37     3700 SH      SHARED      01          3700
D BOSTON ACOUSTICS INC           COM              100534106        2      150 SH      SHARED      01           150
D BOSTON ACOUSTICS INC           COM              100534106        1      100 SH      SHARED      02                             100
D BOSTON BEER INC                CL A             100557107        0      100 SH      SHARED      02                             100
D BOSTON COMMUNICATIONS GROUP    COM              100582105        9      500 SH      SHARED      02                             500
D BOSTON LIFE SCIENCES INC       COM NEW          100843408       88    11800 SH      SHARED      01         11800
D BOSTON LIFE SCIENCES INC       COM NEW          100843408        3      500 SH      SHARED      02                             500
D BOSTON PROPERTIES INC          COM              101121101     1852    43150 SH      SHARED      01         43150
D BOSTON PROPERTIES INC          COM              101121101      481    11225 SH      SHARED      02         11225
D BOSTON PROPERTIES INC          COM              101121101      517    12061 SH      SHARED      04         12061
D BOSTON SCIENTIFIC CORP         COM              101137107     4989   303535 SH      SHARED                303535
D BOSTON SCIENTIFIC CORP         COM              101137107    51032  3104746 SH      SHARED      01       3102446              2300
D BOSTON SCIENTIFIC CORP         COM              101137107      146     8900 SH      SHR/OTHR    01                            8900
D BOSTON SCIENTIFIC CORP         COM              101137107       23     1400 SH      SHARED      02                            1400
D BOSTON SCIENTIFIC CORP         COM              101137107     4273   259994 SH      SHARED      04        259994
D BOSTON SCIENTIFIC CORP         COM              101137107      161     9800 SH      SHARED      05          9800
D BOSTONFED BANCORP INC          COM              101178101      532    25000 SH      SHARED                 25000
D BOTTOMLINE TECH DEL INC        COM              101388106     9251   247937 SH      SHARED      01        247937
D BOTTOMLINE TECH DEL INC        COM              101388106      123     3300 SH      SHARED      02           900              2400
D BOTTOMLINE TECH DEL INC        COM              101388106       44     1192 SH      SHARED      04          1192
D BOUYGUES OFFSHORE S A          SPONSORED ADR    102112109       18      700 SH      SHARED                   700
D BOWATER INC                    COM              102183100     4908   105700 SH      SHARED                105700
D BOWATER INC                    COM              102183100    19209   413660 SH      SHARED      01        413660
D BOWATER INC                    COM              102183100       62     1350 SH      SHARED      02          1300                50
D BOWATER INC                    COM              102183100     1038    22364 SH      SHARED      04         22364
D BOWATER INC                    COM              102183100      520    11200 SH      SHARED      05         11200
D BOWNE & CO INC                 COM              103043105       20     2100 SH      SHARED                  2100
D BOWNE & CO INC                 COM              103043105      723    74250 SH      SHARED      01         74250
D BOYD GAMING CORP               COM              103304101      240    48800 SH      SHARED      01         48800
D BOYDS COLLECTION LTD           COM              103354106      627    85132 SH      SHARED      01         85132
D BOYKIN LODGING CO              COM              103430104      329    31736 SH      SHARED      01         31736
D BOYKIN LODGING CO              COM              103430104       15     1500 SH      SHARED      02          1500
D BRADLEY REAL ESTATE INC        COM              104580105        0     3255 SH      SHARED      01          3255
D BRADLEY REAL ESTATE INC        PFD CV A 8.40%   104580204        0       84 SH      SHARED      01            84
D BRADY CORP                     CL A             104674106      235     7800 SH      SHARED                  7800
D BRADY CORP                     CL A             104674106     1104    36500 SH      SHARED      01         36500
D BRADY CORP                     CL A             104674106       30     1000 SH      SHR/OTHR    01                            1000
D BRANDYWINE RLTY TR             SH BEN INT NEW   105368203      202    10000 SH      SHARED                 10000
D BRANDYWINE RLTY TR             SH BEN INT NEW   105368203      988    48800 SH      SHARED      01         48800
D BRASCAN CORP                   CL A LTD VT SH   10549P606       12     1000 SH      SHARED      01          1000
D BRASCAN CORP                   CL A LTD VT SH   10549P606       77     6000 SH      SHARED      02          1950              4050
D BRANTLEY CAP CORP              COM              105494108       25     3000 SH      SHARED      02          3000
D BRANTLEY CAP CORP              COM              105494108      540    62700 SH      SHARED      04         62700
D BRASIL TELECOM PARTICIPACOES   SPON ADR PFD     105530109       29      500 SH      SHARED      01           500
D BRASIL TELECOM PARTICIPACOES   SPON ADR PFD     105530109      122     2100 SH      SHARED      04          2100
D BRAUN CONSULTING INC           COM              105651103      289    14600 SH      SHARED      01         14600
D BRAZIL FD INC                  COM              105759104       42     2470 SH      SHARED                  2470
D BRAZIL FD INC                  COM              105759104       34     2000 SH      SHARED      04          2000
D BRAZILIAN EQUITY FD INC        COM              105884100       18     3300 SH      SHARED      04          3300
D BREAKAWAY SOLUTIONS INC        COM              106372105      230    25900 SH      SHARED      01         25900
D BREAKAWAY SOLUTIONS INC        COM              106372105        4      550 SH      SHARED      02           550
D BREAKAWAY SOLUTIONS INC        COM              106372105        4      500 SH      SHARED      05           500
D BRENTON BKS INC                COM              107211104      644    53400 SH      SHARED                 53400
D BRENTON BKS INC                COM              107211104      177    14686 SH      SHARED      01         14686
D BRIGGS & STRATTON CORP         COM              109043109     1319    34900 SH      SHARED                 34900
D BRIGGS & STRATTON CORP         COM              109043109     8387   221818 SH      SHARED      01        221818
D BRIGGS & STRATTON CORP         COM              109043109        7      200 SH      SHARED      02           200
D BRIGGS & STRATTON CORP         COM              109043109      529    14000 SH      SHARED      04         14000
D BRIGGS & STRATTON CORP         COM              109043109       18      500 SH      SHARED      05           500
D BRIGHT HORIZON FAMILY SOLUTION COM              109195107      616    24100 SH      SHARED      01         24100
D BRIGHT HORIZON FAMILY SOLUTION COM              109195107     1426    55800 SH      SHARED      03         55800
D BRIGHTPOINT INC                COM              109473108      661   131498 SH      SHARED      01        131498
D BRILLIANCE CHINA AUTO HLDG LTD SPONSORED ADR    10949Q105       97     3200 SH      SHARED                  3200
D BRILLIANT DIGITAL ENTERTAINMNT COM              109502104       33    10200 SH      SHARED      01         10200
D BRINKER INTL INC               COM              109641100     2709    89929 SH      SHARED                 89929
D BRINKER INTL INC               COM              109641100     2890    95956 SH      SHARED      01         95956
D BRINKER INTL INC               COM              109641100        7      250 SH      SHARED      02           250
D BRINKER INTL INC               COM              109641100      911    30254 SH      SHARED      04         30254
D BRINKER INTL INC               COM              109641100      256     8500 SH      SHARED      05          8500
D BRIO TECHNOLOGY INC            COM              109704106      652    61733 SH      SHARED      01         54085              7648
D BRISTOL MYERS SQUIBB CO        COM              110122108     6841   119762 SH      SHARED                119762
D BRISTOL MYERS SQUIBB CO        COM              110122108  1243831 21773849 SH      SHARED      01      21192932   118328   462589
D BRISTOL MYERS SQUIBB CO        COM              110122108   182443  3193751 SH      SHR/OTHR    01                2730022   463729
D BRISTOL MYERS SQUIBB CO        COM              110122108    14110   247016 SH      SHARED      02         47639            199377
D BRISTOL MYERS SQUIBB CO        COM              110122108    69927  1224115 SH      SHARED      04       1224115
D BRISTOL MYERS SQUIBB CO        COM              110122108     2022    35400 SH      SHARED      05         35400
D BRISTOL MYERS SQUIBB CO        COM              110122108    26134   457500 SH      SHARED      06        457500
D BRITESMILE INC                 COM              110415106       10     1200 SH      SHARED      02                            1200
D BRITISH AWYS PLC               ADR 2ND INSTAL   110419306        8      200 SH      SHARED                   200
D BRITISH AWYS PLC               ADR 2ND INSTAL   110419306       59     1400 SH      SHARED      01          1400
D BRITISH AWYS PLC               ADR 2ND INSTAL   110419306       34      800 SH      SHR/OTHR    01                    800
D BRITISH AWYS PLC               ADR 2ND INSTAL   110419306        8      200 SH      SHARED      04           200
D BRITISH AMERN TOB PLC          SPONSORED ADR    110448107       43     3300 SH      SHARED      01          3300
D BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST   111021408      460     4300 SH      SHARED                  4300
D BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST   111021408      881     8237 SH      SHARED      01          6247              1990
D BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST   111021408      194     1817 SH      SHR/OTHR    01                    400     1417
D BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST   111021408       70      659 SH      SHARED      02           100               559
D BROADBASE SOFTWARE             COM              11130R100      901    66500 SH      SHARED      01         66500
D BROADBASE SOFTWARE             COM              11130R100     6361   469050 SH      SHARED      02        468950               100
D BROADBASE SOFTWARE             COM              11130R100        1       74 SH      SHARED      04            74
D BROADCOM CORP                  CL A             111320107    61005   250280 SH      SHARED                250280
D BROADCOM CORP                  CL A             111320107   399611  1639432 SH      SHARED      01       1636239              3193
D BROADCOM CORP                  CL A             111320107       48      200 SH      SHR/OTHR    01                             200
D BROADCOM CORP                  CL A             111320107    10738    44057 SH      SHARED      02         28485             15572
D BROADCOM CORP                  CL A             111320107    41704   171096 SH      SHARED      04        171096
D BROADCOM CORP                  CL A             111320107     1316     5400 SH      SHARED      05          5400
D BROADVISION INC                COM              111412102      860    33500 SH      SHARED                 33500
D BROADVISION INC                COM              111412102     7969   310250 SH      SHARED      01        310250
D BROADVISION INC                COM              111412102     2359    91840 SH      SHARED      02         52185             39655
D BROADVISION INC                COM              111412102     7580   295100 SH      SHARED      03        295100
D BROADVISION INC                COM              111412102     1329    51761 SH      SHARED      04         51761
D BROADVISION INC                COM              111412102       79     3100 SH      SHARED      05          3100
D BROADWING INC                  COM              111620100     3790   148300 SH      SHARED                148300
D BROADWING INC                  COM              111620100     7002   273945 SH      SHARED      01        273945
D BROADWING INC                  COM              111620100       81     3200 SH      SHR/OTHR    01                            3200
D BROADWING INC                  COM              111620100        1       55 SH      SHARED      02                              55
D BROADWING INC                  COM              111620100     2671   104497 SH      SHARED      04        104497
D BROADWING INC                  COM              111620100      723    28300 SH      SHARED      05         28300
D BROADWING INC                  PFD CV DEP1/20   111620407     1044    22400 SH      SHARED                 22400
D BROADWING INC                  PFD CV DEP1/20   111620407    11474   246100 SH      SHARED      04        246100
D BROCADE COMMUNICATIONS SYS INC COM              111621108     2737    11600 SH      SHARED                 11600
D BROCADE COMMUNICATIONS SYS INC COM              111621108    41741   176871 SH      SHARED      01        174750              2121
D BROCADE COMMUNICATIONS SYS INC COM              111621108      153      650 SH      SHR/OTHR    01                    650
D BROCADE COMMUNICATIONS SYS INC COM              111621108     6987    29607 SH      SHARED      02         24797              4810
D BROCADE COMMUNICATIONS SYS INC COM              111621108    18165    76971 SH      SHARED      04         76971
D BROCADE COMMUNICATIONS SYS INC COM              111621108      236     1000 SH      SHARED      05          1000
D BROKEN HILL PROPRIETARY LTD    SPONSORED ADR    112169602      168     8200 SH      SHARED                  8200
D BROKEN HILL PROPRIETARY LTD    SPONSORED ADR    112169602       49     2420 SH      SHR/OTHR    01                   2420
D BROOKFIELD PPTYS CORP          COM              112900105      144     8900 SH      SHARED                  8900
D BROOKLINE BANCORP INC          COM              113739106      172    15100 SH      SHARED      01         15100
D BROOKLINE BANCORP INC          COM              113739106       11     1000 SH      SHARED      02                            1000
D BROOKS AUTOMATION INC          COM              11434A100      702    21200 SH      SHARED                 21200
D BROOKS AUTOMATION INC          COM              11434A100      956    28883 SH      SHARED      01         28883
D BROOKS AUTOMATION INC          COM              11434A100      265     8000 SH      SHARED      02          8000
D BROOKS AUTOMATION INC          COM              11434A100        6      200 SH      SHARED      05           200
D BROOKSTONE INC                 COM              114537103        1      100 SH      SHARED      01           100
D BROOKSTONE INC                 COM              114537103      134     9632 SH      SHARED      02          9632
D BROOKTROUT INC                 COM              114580103     1297    39383 SH      SHARED      01         39383
D BROWN & SHARPE MFG CO          CL A             115223109       12     3100 SH      SHARED      02          3100
D BROWN & BROWN INC              COM              115236101       28      900 SH      SHARED                   900
D BROWN & BROWN INC              COM              115236101     1189    37400 SH      SHARED      01         37400
D BROWN FORMAN CORP              CL A             115637100       48      900 SH      SHARED      01           900
D BROWN FORMAN CORP              CL B             115637209      321     5868 SH      SHARED                  5868
D BROWN FORMAN CORP              CL B             115637209    21726   396827 SH      SHARED      01        395127              1700
D BROWN FORMAN CORP              CL B             115637209     1635    29867 SH      SHARED      04         29867
D BROWN FORMAN CORP              CL B             115637209       87     1600 SH      SHARED      05          1600
D BROWN TOM INC                  COM NEW          115660201     1448    59110 SH      SHARED      01         59110
D BROWN TOM INC                  COM NEW          115660201        0        5 SH      SHARED      02             5
D BROWN TOM INC                  COM NEW          115660201        0        2 SH      SHARED      04             2
D BROWN SHOE INC NEW             COM              115736100      915    99604 SH      SHARED      01         99604
D BROWN SHOE INC NEW             COM              115736100      551    60000 SH      SHR/OTHR    01                  60000
D BRUKER DALTONICS INC           COM              116795105     2400    54100 SH      SHARED      01         54100
D BRUNSWICK CORP                 COM              117043109     2317   127000 SH      SHARED                127000
D BRUNSWICK CORP                 COM              117043109    12182   667555 SH      SHARED      01        667555
D BRUNSWICK CORP                 COM              117043109        1      100 SH      SHARED      02                             100
D BRUNSWICK CORP                 COM              117043109      796    43641 SH      SHARED      04         43641
D BRUNSWICK CORP                 COM              117043109       40     2200 SH      SHARED      05          2200
D BRUSH ENGINEERED MATLS INC     COM              117421107       73     3400 SH      SHARED                  3400
D BRUSH ENGINEERED MATLS INC     COM              117421107      683    31598 SH      SHARED      01         31598
D BRYN MAWR BK CORP              COM              117665109       16      800 SH      SHARED      01           800
D B2BSTORES COM INC              COM              11776S107       16     8700 SH      SHARED      01          8700
D BSQUARE CORP                   COM              11776U102      351    22700 SH      SHARED      01         22700
D BUCA INC                       COM              117769109       97     9200 SH      SHARED      01          9200
D BUCKEYE PARTNERS L P           UNIT LTD PARTN   118230101      385    13400 SH      SHARED      01         13400
D BUCKEYE PARTNERS L P           UNIT LTD PARTN   118230101       83     2900 SH      SHR/OTHR    01                   2900
D BUCKEYE PARTNERS L P           UNIT LTD PARTN   118230101      399    13900 SH      SHARED      02          5100              8800
D BUCKEYE TECHNOLOGIES INC       COM              118255108      448    21600 SH      SHARED                 21600
D BUCKEYE TECHNOLOGIES INC       COM              118255108      827    39900 SH      SHARED      01         38900              1000
D BUCKEYE TECHNOLOGIES INC       COM              118255108       10      500 SH      SHARED      02                             500
D BUCKLE INC                     COM              118440106       10      900 SH      SHARED                   900
D BUCKLE INC                     COM              118440106      115     9900 SH      SHARED      01          9900
D BUDGET GROUP INC               CL A             119003101       17     4400 SH      SHARED      01          4400
D BUFFETS INC                    COM              119882108     1152    83818 SH      SHARED      01         83818
D BUFFETS INC                    COM              119882108     1663   121000 SH      SHARED      02         15000            106000
D BUFFETS INC                    COM              119882108      196    14300 SH      SHARED      04         14300
D BUILDING MATLS HLDG CORP       COM              120113105       34     3878 SH      SHARED                  3878
D BUILDING MATLS HLDG CORP       COM              120113105        3      450 SH      SHARED      01           450
D BUNZL PUB LTD CO               SPONSORED ADR    120738307       43     1600 SH      SHARED                  1600
D BURLINGTON COAT FACTORY        COM              121579106       64     4500 SH      SHARED                  4500
D BURLINGTON COAT FACTORY        COM              121579106      412    28850 SH      SHARED      01         28850
D BURLINGTON INDS INC            COM              121693105        2     1800 SH      SHARED                  1800
D BURLINGTON INDS INC            COM              121693105       15    12167 SH      SHARED      01         12167
D BURLINGTON INDS INC            COM              121693105      468   374800 SH      SHARED      04        374800
D BURLINGTON NORTHN SANTA FE CP  COM              12189T104     2657   123257 SH      SHARED                123257
D BURLINGTON NORTHN SANTA FE CP  COM              12189T104    76676  3556109 SH      SHARED      01       3554309              1800
D BURLINGTON NORTHN SANTA FE CP  COM              12189T104     4232   196272 SH      SHR/OTHR    01                 172737    23535
D BURLINGTON NORTHN SANTA FE CP  COM              12189T104     1547    71767 SH      SHARED      02         20487             51280
D BURLINGTON NORTHN SANTA FE CP  COM              12189T104     4109   190605 SH      SHARED      04        190605
D BURLINGTON RES INC             COM              122014103      404    11000 SH      SHARED                 11000
D BURLINGTON RES INC             COM              122014103    60456  1642312 SH      SHARED      01       1641567               745
D BURLINGTON RES INC             COM              122014103     3152    85638 SH      SHR/OTHR    01                  76447     9191
D BURLINGTON RES INC             COM              122014103     2992    81280 SH      SHARED      02         15072             66208
D BURLINGTON RES INC             COM              122014103     7121   193444 SH      SHARED      04        193444
D BURLINGTON RES INC             COM              122014103      397    10800 SH      SHARED      05         10800
D BURNHAM PAC PPTYS INC          COM              12232C108      318    52600 SH      SHARED      01         52600
D BURNHAM PAC PPTYS INC          COM              12232C108       38     6400 SH      SHR/OTHR    01                   2000     4400
D BURNHAM PAC PPTYS INC          COM              12232C108      908   149800 SH      SHARED      04        149800
D BUSH BOAKE ALLEN INC           COM              123162109       57     1200 SH      SHARED                  1200
D BUSH BOAKE ALLEN INC           COM              123162109    15763   329700 SH      SHARED      01        329700
D BUSH INDS INC                  CL A             123164105      142    12360 SH      SHARED      01         12360
D BUSINESS OBJECTS S A           SPONSORED ADR    12328X107    40982   362479 SH      SHARED      01        362479
D BUSINESS OBJECTS S A           SPONSORED ADR    12328X107     4390    38834 SH      SHARED      02         10234             28600
D BUSINESS OBJECTS S A           SPONSORED ADR    12328X107     5077    44912 SH      SHARED      04         44912
D BUSINESS OBJECTS S A           SPONSORED ADR    12328X107       56      500 SH      SHARED      05           500
D BUTLER INTL INC NEW            COM              123649105        0      150 SH      SHARED      01           150
D BUTLER MFG CO DEL              COM              123655102       27     1200 SH      SHARED                  1200
D BUTLER MFG CO DEL              COM              123655102       27     1200 SH      SHARED      01          1200
D BUY COM INC                    COM              124269101       40    14610 SH      SHARED      01         14610
D BUY COM INC                    COM              124269101      139    50300 SH      SHARED      02         50300
D C&D TECHNOLOGIES INC           COM              124661109    11912   209920 SH      SHARED      01        209920
D C&D TECHNOLOGIES INC           COM              124661109      686    12090 SH      SHARED      02         12090
D CAIS INTERNET INC              COM              12476Q102      164    33706 SH      SHARED      01         31506              2200
D CB BANCSHARES INC HAWAII       COM              124785106        1       61 SH      SHARED      01            61
D CBL & ASSOC PPTYS INC          COM              124830100       85     3400 SH      SHARED                  3400
D CBL & ASSOC PPTYS INC          COM              124830100      824    32900 SH      SHARED      01         32900
D CCC INFORMATION SVCS GROUP INC COM              12487Q109      280    34800 SH      SHARED      01         34800
D CB RICHARD ELLIS SVCS INC      COM              12489L108      334    27300 SH      SHARED      01         27300
D CBRL GROUP INC                 COM              12489V106     1897   131967 SH      SHARED      01        131967
D CBRL GROUP INC                 COM              12489V106       21     1500 SH      SHARED      02                            1500
D CBRL GROUP INC                 COM              12489V106      280    19500 SH      SHARED      04         19500
D CBRL GROUP INC                 COM              12489V106      110     7700 SH      SHARED      05          7700
D CFW COMMUNICATION CO           COM              124923103      483    17900 SH      SHARED                 17900
D CFW COMMUNICATION CO           COM              124923103      545    20200 SH      SHARED      01         20200
D C BRIDGE INTERNET SOL INC      COM              12500B105      127     6800 SH      SHARED      01          6800
D C BRIDGE INTERNET SOL INC      COM              12500B105        4      250 SH      SHARED      02           250
D CCBT FINL COS INC              COM              12500Q102        7      400 SH      SHARED      01           400
D CCBT FINL COS INC              COM              12500Q102       14      800 SH      SHARED      02                             800
D C-CUBE MICROSYSTEMS INC NEW    COM              12501N108     3370   164400 SH      SHARED                164400
D C-CUBE MICROSYSTEMS INC NEW    COM              12501N108     1672    81578 SH      SHARED      01         81578
D C-CUBE MICROSYSTEMS INC NEW    COM              12501N108      432    21082 SH      SHARED      02         20682               400
D C COR NET CORP                 COM              125010108     1577   103000 SH      SHARED                103000
D C COR NET CORP                 COM              125010108      876    57266 SH      SHARED      01         57266
D C COR NET CORP                 COM              125010108       61     4000 SH      SHARED      02          4000
D C D I CORP                     COM              125071100      148     9300 SH      SHARED                  9300
D C D I CORP                     COM              125071100      662    41425 SH      SHARED      01         41425
D CD WHSE INC                    COM              12512W105        3     4200 SH      SHARED      01          4200
D CDW COMPUTER CTRS INC          COM              125129106       66      960 SH      SHARED                   960
D CDW COMPUTER CTRS INC          COM              125129106     6596    95600 SH      SHARED      01         95600
D CDW COMPUTER CTRS INC          COM              125129106       80     1160 SH      SHARED      02          1160
D CDW COMPUTER CTRS INC          COM              125129106     2336    33865 SH      SHARED      04         33865
D CDW COMPUTER CTRS INC          COM              125129106      786    11400 SH      SHARED      05         11400
D CEC ENTMT INC                  COM              125137109      136     4267 SH      SHARED                  4267
D CEC ENTMT INC                  COM              125137109     1672    52253 SH      SHARED      01         52253
D CFS BANCORP INC                COM              12525D102      206    20000 SH      SHARED                 20000
D CH ENERGY GROUP INC            COM              12541M102       19      500 SH      SHARED                   500
D CH ENERGY GROUP INC            COM              12541M102     1404    35219 SH      SHARED      01         35119               100
D CH ENERGY GROUP INC            COM              12541M102      187     4700 SH      SHR/OTHR    01                   4700
D C H ROBINSON WORLDWIDE INC     COM              12541W100      441     7825 SH      SHARED                  7825
D C H ROBINSON WORLDWIDE INC     COM              12541W100     7574   134400 SH      SHARED      01        130900              3500
D C H ROBINSON WORLDWIDE INC     COM              12541W100     1005    17841 SH      SHARED      04         17841
D C H ROBINSON WORLDWIDE INC     COM              12541W100      315     5600 SH      SHARED      05          5600
D CIGNA CORP                     COM              125509109     3038    29100 SH      SHARED                 29100
D CIGNA CORP                     COM              125509109   132921  1273190 SH      SHARED      01       1266390              6800
D CIGNA CORP                     COM              125509109      791     7584 SH      SHR/OTHR    01                    600     6984
D CIGNA CORP                     COM              125509109      971     9307 SH      SHARED      02          1731              7576
D CIGNA CORP                     COM              125509109     7814    74847 SH      SHARED      04         74847
D CIGNA HIGH INCOME SHS          SH BEN INT       12551D109       14     3000 SH      SHR/OTHR    01                   3000
D CIGNA HIGH INCOME SHS          SH BEN INT       12551D109       88    18000 SH      SHARED      02         18000
D CIT GROUP INC                  CL A             125577106     1886   107822 SH      SHARED                107822
D CIT GROUP INC                  CL A             125577106    30856  1763230 SH      SHARED      01       1763230
D CIT GROUP INC                  CL A             125577106      492    28125 SH      SHARED      02           250             27875
D CIT GROUP INC                  CL A             125577106     2899   165666 SH      SHARED      04        165666
D CIT GROUP INC                  CL A             125577106       94     5400 SH      SHARED      05          5400
D CKE RESTAURANTS INC            COM              12561E105        3     1270 SH      SHARED      01          1270
D CKE RESTAURANTS INC            COM              12561E105      457   149342 SH      SHARED      02        149342
D CLECO CORP NEW                 COM              12561W105    11984   256348 SH      SHARED      01        253348              3000
D CLECO CORP NEW                 COM              12561W105       93     2000 SH      SHR/OTHR    01                   2000
D CLECO CORP NEW                 COM              12561W105      359     7700 SH      SHARED      04          7700
D CLECO CORP NEW                 COM              12561W105      140     3000 SH      SHARED      05          3000
D CMGI INC                       COM              125750109     1181    42301 SH      SHARED                 42301
D CMGI INC                       COM              125750109    15975   571836 SH      SHARED      01        509161             62675
D CMGI INC                       COM              125750109      419    15005 SH      SHR/OTHR    01                   3700    11305
D CMGI INC                       COM              125750109     3014   107906 SH      SHARED      02         99960              7946
D CMGI INC                       COM              125750109     4458   159575 SH      SHARED      04        159575
D CMGI INC                       COM              125750109      187     6700 SH      SHARED      05          6700
D CMS ENERGY CORP                COM              125896100      113     4200 SH      SHARED                  4200
D CMS ENERGY CORP                COM              125896100    32937  1222760 SH      SHARED      01       1217860              4900
D CMS ENERGY CORP                COM              125896100      437    16243 SH      SHR/OTHR    01                   8343     7900
D CMS ENERGY CORP                COM              125896100       22      822 SH      SHARED      02           127               695
D CMS ENERGY CORP                COM              125896100     1656    61484 SH      SHARED      04         61484
D CMS ENERGY CORP                COM              125896100     1039    38600 SH      SHARED      05         38600
D CMS ENERGY CORP                ADJ CV TR8.75%   125896308      487    15300 SH      SHARED                 15300
D CMS ENERGY CORP                ADJ CV TR8.75%   125896308       63     2000 SH      SHR/OTHR    01                   2000
D CPI CORP                       COM              125902106      212    10000 SH      SHARED                 10000
D CPI CORP                       COM              125902106      349    16425 SH      SHARED      01         16425
D CPB INC                        COM              125903104      283    10500 SH      SHARED      01         10500
D CSS INDS INC                   COM              125906107      418    20850 SH      SHARED      01         18500              2350
D CPI AEROSTRUCTURES INC         COM NEW          125919308       23     7566 SH      SHARED      01          7566
D C-MAC INDS INC                 COM              125920108      316     5500 SH      SHARED                  5500
D C-MAC INDS INC                 COM              125920108    27100   471320 SH      SHARED      01        471320
D CSK AUTO CORP                  COM              125965103       75    16700 SH      SHARED                 16700
D CSK AUTO CORP                  COM              125965103      131    29260 SH      SHARED      01         29260
D CNA FINL CORP                  COM              126117100     2207    57700 SH      SHARED                 57700
D CNA FINL CORP                  COM              126117100     1784    46650 SH      SHARED      01         46650
D CNA FINL CORP                  COM              126117100       75     1983 SH      SHARED      04          1983
D CNA FINL CORP                  COM              126117100      290     7600 SH      SHARED      05          7600
D CNA INCOME SHS INC             COM              126119106       12     1514 SH      SHARED                  1514
D CNA INCOME SHS INC             COM              126119106       17     2200 SH      SHARED      02                            2200
D CNB FLORIDA BANCSHARES INC     COM              12612H107       68     8600 SH      SHARED      01          8600
D CNA SURETY CORP                COM              12612L108      250    21800 SH      SHARED      01         21800
D CNA SURETY CORP                COM              12612L108       34     3034 SH      SHARED      02                            3034
D CNF TRANSN INC                 COM              12612W104     1797    80800 SH      SHARED                 80800
D CNF TRANSN INC                 COM              12612W104     2647   118976 SH      SHARED      01        118586               390
D CNF TRANSN INC                 COM              12612W104        6      300 SH      SHR/OTHR    01                             300
D CNF TRANSN INC                 COM              12612W104        1       50 SH      SHARED      02                              50
D CNF TRANSN INC                 COM              12612W104      369    16600 SH      SHARED      04         16600
D CNF TRANSN INC                 COM              12612W104      120     5400 SH      SHARED      05          5400
D CNET NETWORKS INC              COM              12613R104       46     1900 SH      SHARED                  1900
D CNET NETWORKS INC              COM              12613R104     1690    69404 SH      SHARED      01         69404
D CNET NETWORKS INC              COM              12613R104     4915   201777 SH      SHARED      02        200472              1305
D CNET NETWORKS INC              COM              12613R104      767    31515 SH      SHARED      04         31515
D C P & L ENERGY INC             COM              12614C106       46     1109 SH      SHARED                  1109
D C P & L ENERGY INC             COM              12614C106    49650  1191031 SH      SHARED      01       1189801              1230
D C P & L ENERGY INC             COM              12614C106      127     3070 SH      SHR/OTHR    01                   1500     1570
D C P & L ENERGY INC             COM              12614C106      161     3883 SH      SHARED      02           800              3083
D C P & L ENERGY INC             COM              12614C106     3263    78284 SH      SHARED      04         78284
D C P & L ENERGY INC             COM              12614C106     1167    28000 SH      SHARED      05         28000
D CPAC INC                       COM              126145101        2      327 SH      SHARED      01           327
D C P CLARE CORP                 COM              12615K107       37     8600 SH      SHARED      01          8600
D C-PHONE CORP                   COM              12616P105        8    10400 SH      SHARED      01         10400
D CSG SYS INTL INC               COM              126349109      990    34167 SH      SHARED                 34167
D CSG SYS INTL INC               COM              126349109     2363    81500 SH      SHARED      01         81500
D CSG SYS INTL INC               COM              126349109      330    11400 SH      SHARED      02          8400              3000
D CSG SYS INTL INC               COM              126349109     1709    58965 SH      SHARED      04         58965
D CSG SYS INTL INC               COM              126349109      200     6900 SH      SHARED      05          6900
D CSX CORP                       COM              126408103     2102    96400 SH      SHARED                 96400
D CSX CORP                       COM              126408103    44848  2056123 SH      SHARED      01       1987923    68200
D CSX CORP                       COM              126408103      663    30412 SH      SHR/OTHR    01                  24012     6400
D CSX CORP                       COM              126408103      491    22532 SH      SHARED      02         10338             12194
D CSX CORP                       COM              126408103     2238   102641 SH      SHARED      04        102641
D CTC COMMUNICATIONS GROUP INC   COM              126419100      891    44000 SH      SHARED                 44000
D CTC COMMUNICATIONS GROUP INC   COM              126419100      825    40748 SH      SHARED      01         40748
D CT COMMUNICATIONS INC          COM NEW          126426402      461    22700 SH      SHARED      01         22700
D CTS CORP                       COM              126501105     2561    50598 SH      SHARED                 50598
D CTS CORP                       COM              126501105     3581    70748 SH      SHARED      01         70148               600
D CTS CORP                       COM              126501105        5      100 SH      SHARED      02                             100
D CUNO INC                       COM              126583103      371    16700 SH      SHARED                 16700
D CUNO INC                       COM              126583103      794    35700 SH      SHARED      01         35700
D CVB FINL CORP                  COM              126600105      336    20034 SH      SHARED      01         20034
D CVS CORP                       COM              126650100       37      800 SH      SHR/OTHR    01                    500      300
D CVS CORP                       COM              126650100     1263    27278 SH      SHARED                 27278
D CVS CORP                       COM              126650100   469169 10130633 SH      SHARED      01       8070422           2060211
D CVS CORP                       COM              126650100   102639  2216260 SH      SHR/OTHR    01                1049831  1166429
D CVS CORP                       COM              126650100      861    18612 SH      SHARED      02          2000             16612
D CVS CORP                       COM              126650100     9767   210916 SH      SHARED      04        210916
D CVS CORP                       COM              126650100     1194    25800 SH      SHARED      05         25800
D CVS CORP                       COM              126650100    36655   791500 SH      SHARED      06        791500
D CV THERAPEUTICS INC            COM              126667104     3074    39522 SH      SHARED      01         39522
D CV THERAPEUTICS INC            COM              126667104       23      300 SH      SHARED      04           300
D CABCO TR FOR J C PENNEY DEBS   CTF TR 7.625%    126797208       29     2000 SH      SHARED      02                            2000
D CABLE & WIRELESS PUB LTD CO    SPONSORED ADR    126830207     1825    42900 SH      SHARED                 42900
D CABLE & WIRELESS PUB LTD CO    SPONSORED ADR    126830207        0        7 SH      SHARED      02                               7
D CABLEVISION SYS CORP           CL A             12686C109     8063   121600 SH      SHARED                121600
D CABLEVISION SYS CORP           CL A             12686C109     7420   111900 SH      SHARED      01        111900
D CABLEVISION SYS CORP           CL A             12686C109      988    14900 SH      SHARED      02          2450             12450
D CABLEVISION SYS CORP           CL A             12686C109      572     8632 SH      SHARED      04          8632
D CABLEVISION SYS CORP           CL A             12686C109     2400    36200 SH      SHARED      05         36200
D CABLETRON SYS INC              COM              126920107     2320    79000 SH      SHARED                 79000
D CABLETRON SYS INC              COM              126920107    38406  1307445 SH      SHARED      01       1302495              4950
D CABLETRON SYS INC              COM              126920107     3108   105814 SH      SHARED      02        100114              5700
D CABLETRON SYS INC              COM              126920107     4720   160682 SH      SHARED      04        160682
D CABLETRON SYS INC              COM              126920107       11      400 SH      SHARED      05           400
D CABLE DESIGN TECHNOLOGIES CORP COM              126924109      652    26828 SH      SHARED                 26828
D CABLE DESIGN TECHNOLOGIES CORP COM              126924109     2204    90684 SH      SHARED      01         90684
D CACHEFLOW INC                  COM              126946102     5333    37300 SH      SHARED      01         37300
D CACHEFLOW INC                  COM              126946102       85      600 SH      SHARED      02           400               200
D CACHEFLOW INC                  COM              126946102      184     1290 SH      SHARED      04          1290
D CABOT CORP                     COM              127055101     2088    65900 SH      SHARED                 65900
D CABOT CORP                     COM              127055101     2809    88670 SH      SHARED      01         88670
D CABOT CORP                     COM              127055101     4735   149452 SH      SHARED      04        149452
D CABOT CORP                     COM              127055101      304     9600 SH      SHARED      05          9600
D CABOT INDUSTRIAL TRUST         COM              127072106      183     9200 SH      SHARED                  9200
D CABOT INDUSTRIAL TRUST         COM              127072106     1192    59800 SH      SHARED      01         59800
D CABOT MICROELECTRONICS CORP    COM              12709P103      499    10400 SH      SHARED      01         10400
D CABOT MICROELECTRONICS CORP    COM              12709P103       81     1706 SH      SHARED      04          1706
D CABOT MICROELECTRONICS CORP    COM              12709P103      148     3100 SH      SHARED      05          3100
D CABOT OIL & GAS CORP           CL A             127097103      134     6600 SH      SHARED                  6600
D CABOT OIL & GAS CORP           CL A             127097103     1539    75541 SH      SHARED      01         75541
D CACI INTL INC                  CL A             127190304      418    19500 SH      SHARED      01         19500
D CADBURY SCHWEPPES PLC          ADR              127209302      418    17400 SH      SHARED                 17400
D CADBURY SCHWEPPES PLC          ADR              127209302       33     1400 SH      SHARED      01          1400
D CADBURY SCHWEPPES PLC          ADR              127209302       48     2000 SH      SHARED      05          2000
D CADENCE DESIGN SYSTEM INC      COM              127387108      418    16300 SH      SHARED                 16300
D CADENCE DESIGN SYSTEM INC      COM              127387108     8793   342331 SH      SHARED      01        342331
D CADENCE DESIGN SYSTEM INC      COM              127387108     7703   299896 SH      SHARED      02        299896
D CADENCE DESIGN SYSTEM INC      COM              127387108     4688   182521 SH      SHARED      04        182521
D CADENCE DESIGN SYSTEM INC      COM              127387108      832    32400 SH      SHARED      05         32400
D CADIZ INC                      COM              127537108      575    57500 SH      SHARED      01         57500
D CAGLES INC                     CL A             127703106        2      250 SH      SHARED      01           250
D CAL DIVE INTL INC              COM              127914109      451     7900 SH      SHARED                  7900
D CAL DIVE INTL INC              COM              127914109     1695    29641 SH      SHARED      01         29641
D CALDERA SYS INC                COM              128780103      128    31300 SH      SHARED      01         31300
D CALGON CARBON CORP             COM              129603106      452    66450 SH      SHARED      01         66450
D CALICO COMM INC                COM              129897104      173    28300 SH      SHARED      01         28300
D CALIFORNIA AMPLIFIER INC       COM              129900106      593    25810 SH      SHARED                 25810
D CALIFORNIA AMPLIFIER INC       COM              129900106      936    40700 SH      SHARED      01         40700
D CALIBER LEARNING NETWORK INC   COM              129914107       20     6000 SH      SHARED      02          2000              4000
D CALIBER LEARNING NETWORK INC   COM              129914107        0       39 SH      SHARED      04            39
D CALIFORNIA COASTAL CMNTYS INC  COM NEW          129915203       84    14902 SH      SHARED      01         14902
D CALIFORNIA FED BK FSB LOS ANGL 2ND CONT LITIG   130209703        0      110 SH      SHARED      01           110
D CALIFORNIA FED BK FSB LOS ANGL 2ND CONT LITIG   130209703       50    70800 SH      SHARED      04         70800
D CALIFORNIA MICRO DEVICES CORP  COM              130439102       80     5718 SH      SHARED      01          5718
D CALIFORNIA PIZZA KITCHEN INC   COM              13054D109      131     4700 SH      SHARED      02          3400              1300
D CALIFORNIA PIZZA KITCHEN INC   COM              13054D109        0       10 SH      SHARED      04            10
D CALIFORNIA WTR SVC GROUP       COM              130788102      548    20500 SH      SHARED      01         20500
D CALIPER TECHNOLOGIES CORP      COM              130876105    17415   300600 SH      SHARED      01        300600
D CALLAWAY GOLF CO               COM              131193104      493    32100 SH      SHARED                 32100
D CALLAWAY GOLF CO               COM              131193104     3425   222780 SH      SHARED      01        221780              1000
D CALLAWAY GOLF CO               COM              131193104      396    25800 SH      SHARED      04         25800
D CALLAWAY GOLF CO               COM              131193104      155    10100 SH      SHARED      05         10100
D CALLON PETE CO DEL             COM              13123X102     1881   119000 SH      SHARED      01        119000
D CALLON PETE CO DEL             PFD A CV EXCH    13123X201     2468    66500 SH      SHARED                 66500
D CALPINE CORP                   COM              131347106     1116    10700 SH      SHARED                 10700
D CALPINE CORP                   COM              131347106    22521   215774 SH      SHARED      01        215774
D CALPINE CORP                   COM              131347106      194     1860 SH      SHR/OTHR    01                   1860
D CALPINE CORP                   COM              131347106     1994    19105 SH      SHARED      02         10600              8505
D CALPINE CORP                   COM              131347106    10113    96899 SH      SHARED      04         96899
D CALPINE CORP                   COM              131347106     4749    45500 SH      SHARED      05         45500
D CALYPTE BIOMEDICAL CORP        COM              131722100       27    12200 SH      SHARED      01         12200
D CALYPTE BIOMEDICAL CORP        COM              131722100       18     8200 SH      SHARED      02          8200
D CAMBREX CORP                   COM              132011107       35      972 SH      SHARED                   972
D CAMBREX CORP                   COM              132011107     1465    39603 SH      SHARED      01         39603
D CAMBRIDGE TECH PARTNERS MASS   COM              132524109      859   196342 SH      SHARED      01        196342
D CAMBRIDGE TECH PARTNERS MASS   COM              132524109       40     9300 SH      SHARED      02           200              9100
D CAMBRIDGE TECH PARTNERS MASS   COM              132524109       94    21535 SH      SHARED      04         21535
D CAMBRIDGE TECH PARTNERS MASS   COM              132524109       36     8300 SH      SHARED      05          8300
D CAMDEN NATL CORP               COM              133034108       46     2953 SH      SHARED      01          2953
D CAMDEN PPTY TR                 SH BEN INT       133131102     1345    43400 SH      SHARED                 43400
D CAMDEN PPTY TR                 SH BEN INT       133131102    11841   381969 SH      SHARED      01        381969
D CAMDEN PPTY TR                 SH BEN INT       133131102       31     1000 SH      SHARED      02                            1000
D CAMECO CORP                    COM              13321L108       80     6100 SH      SHARED                  6100
D CAMINUS CORP                   COM              133766105      385     9700 SH      SHARED      01          5448              4252
D CAMINUS CORP                   COM              133766105       73     1850 SH      SHARED      02           700              1150
D CAMINUS CORP                   COM              133766105       47     1200 SH      SHARED      04          1200
D CAMPBELL SOUP CO               COM              134429109      528    20414 SH      SHARED                 20414
D CAMPBELL SOUP CO               COM              134429109    76835  2969495 SH      SHARED      01       2965095              4400
D CAMPBELL SOUP CO               COM              134429109      623    24100 SH      SHR/OTHR    01                   6800    17300
D CAMPBELL SOUP CO               COM              134429109       28     1100 SH      SHARED      02                            1100
D CAMPBELL SOUP CO               COM              134429109     4807   185787 SH      SHARED      04        185787
D CAMPBELL SOUP CO               COM              134429109     1244    48100 SH      SHARED      05         48100
D CANADIAN PAC LTD NEW           COM              135923100     1045    40210 SH      SHARED                 40210
D CANADIAN PAC LTD NEW           COM              135923100      156     6000 SH      SHARED      04          6000
D CDN IMPERIAL BK OF COMMERCE    COM              136069101      339    10400 SH      SHARED                 10400
D CDN IMPERIAL BK OF COMMERCE    COM              136069101       67     2076 SH      SHARED      04          2076
D CANADIAN NATL RY CO            COM              136375102      882    30100 SH      SHARED                 30100
D CANADIAN NATL RY CO            COM              136375102       21      749 SH      SHARED      01           749
D CANADIAN NATL RY CO            COM              136375102     1618    55200 SH      SHARED      04         55200
D CANADIAN NATL RY CO            COM              136375102      161     5500 SH      SHARED      05          5500
D CANADIAN NATL RY CO            PFD CV 063029    136375409     1468    32900 SH      SHARED                 32900
D CANADIAN NAT RES LTD           COM              136385101      107     3200 SH      SHARED                  3200
D CANADIAN OCCIDENTAL PETE LTD   COM              136420106      304    12100 SH      SHARED                 12100
D CANANDAIGUA BRANDS INC         CL A             137219200      553    10200 SH      SHARED                 10200
D CANDIES INC                    COM              137409108       13    12400 SH      SHARED      01         12400
D CANNONDALE CORP                COM              137798104        0      100 SH      SHARED      01           100
D CANON INC                      ADR              138006309        4      100 SH      SHARED      04           100
D CANTEL MEDICAL CORP            COM              138098108       85     8500 SH      SHARED      01          8500
D CAPITAL CITY BK GROUP INC      COM              139674105      127     6500 SH      SHARED      01          6500
D CAPITAL AUTOMOTIVE REIT        COM SH BEN INT   139733109      240    18488 SH      SHARED                 18488
D CAPITAL AUTOMOTIVE REIT        COM SH BEN INT   139733109      414    31904 SH      SHARED      01         31904
D CAPITAL CROSSING BK            COM              140071101        7      800 SH      SHARED      01           800
D CAPITAL ONE FINL CORP          COM              14040H105     2277    32500 SH      SHARED                 32500
D CAPITAL ONE FINL CORP          COM              14040H105   107486  1534158 SH      SHARED      01       1533558               600
D CAPITAL ONE FINL CORP          COM              14040H105      404     5775 SH      SHR/OTHR    01                            5775
D CAPITAL ONE FINL CORP          COM              14040H105     1175    16776 SH      SHARED      02                           16776
D CAPITAL ONE FINL CORP          COM              14040H105     6673    95258 SH      SHARED      04         95258
D CAPITAL ONE FINL CORP          COM              14040H105     1373    19600 SH      SHARED      05         19600
D CAPITAL ONE FINL CORP          COM              14040H105    38379   547800 SH      SHARED      06        547800
D CAPITAL PPTYS INC R I          COM              140430109       10     1400 SH      SHARED      01          1400
D CAPITAL SR LIVING CORP         COM              140475104       95    37400 SH      SHARED      01         37400
D CAPITAL SOUTHWEST CORP         COM              140501107       11      200 SH      SHARED      01           200
D CAPITOL FED FINL               COM              14057C106     1023    70000 SH      SHARED                 70000
D CAPITOL FED FINL               COM              14057C106      745    51000 SH      SHARED      01         51000
D CAPROCK COMMUNICATIONS CORP    COM              140667106      407    79900 SH      SHARED      01         79900
D CAPSTONE TURBINE CORP          COM              14067D102      554     8000 SH      SHARED      01          8000
D CAPSTONE TURBINE CORP          COM              14067D102       48      700 SH      SHARED      02           500               200
D CAPSTEAD MTG CORP              COM NEW          14067E407      425    47330 SH      SHARED      01         47330
D CAPSTEAD MTG CORP              COM NEW          14067E407        2      300 SH      SHR/OTHR    01                             300
D CAPTEC NET LEASE REALTY INC    COM              140724105     4546   399700 SH      SHARED      04        399700
D CARBIDE/GRAPHITE GROUP INC     COM              140777103       21     5900 SH      SHARED      01          5900
D CARBIDE/GRAPHITE GROUP INC     COM              140777103       66    18500 SH      SHARED      02         18500
D CARBO CERAMICS INC             COM              140781105      544    20500 SH      SHARED                 20500
D CARBO CERAMICS INC             COM              140781105      151     5700 SH      SHARED      01          5700
D CARAUSTAR INDS INC             COM              140909102      455    41211 SH      SHARED      01         41211
D CARAUSTAR INDS INC             COM              140909102        8      800 SH      SHARED      02                             800
D CAPSTAR HOTEL CO               SUB NT CV4.75%04 140918AC7     1170  1500000 PRN     SHARED      04       1500000
D CARDIAC SCIENCE INC            COM NEW          141410209        4      500 SH      SHARED      02                             500
D CARDINAL HEALTH INC            COM              14149Y108    10132   114900 SH      SHARED                114900
D CARDINAL HEALTH INC            COM              14149Y108   185181  2099878 SH      SHARED      01       2099278               600
D CARDINAL HEALTH INC            COM              14149Y108      226     2564 SH      SHR/OTHR    01                    249     2315
D CARDINAL HEALTH INC            COM              14149Y108      310     3521 SH      SHARED      02           321              3200
D CARDINAL HEALTH INC            COM              14149Y108    11825   134100 SH      SHARED      04        134100
D CARDINAL HEALTH INC            COM              14149Y108     1737    19700 SH      SHARED      05         19700
D CARDIODYNAMICS INTL CORP       COM              141597104      243    46599 SH      SHARED      01         46599
D CAREDATA COM INC               COM              14166W100        1     4500 SH      SHARED      01          4500
D CAREER EDUCATION CORP          COM              141665109     2068    46492 SH      SHARED      01         46492
D CAREMARK RX INC                COM              141705103    42108  3742961 SH      SHARED      01       3742961
D CAREMARK RX INC                COM              141705103        3      302 SH      SHR/OTHR    01                    302
D CAREMARK RX INC                COM              141705103       25     2265 SH      SHARED      02                            2265
D CARESCIENCE INC                COM              141726109     1428   476175 SH      SHARED      02        471275              4900
D CARESCIENCE INC                COM              141726109       61    20348 SH      SHARED      04         20348
D CARLISLE COS INC               COM              142339100      302     7300 SH      SHARED                  7300
D CARLISLE COS INC               COM              142339100     2477    59709 SH      SHARED      01         59709
D CARLISLE COS INC               COM              142339100      427    10300 SH      SHARED      04         10300
D CARLISLE COS INC               COM              142339100      166     4000 SH      SHARED      05          4000
D CARLTON COMMUNICATIONS PLC     ADR              142872209       32      800 SH      SHARED                   800
D CARMEL CONTAINER SYS LTD       ORD              143269108        0      100 SH      SHARED      01           100
D CARMIKE CINEMAS INC            CL A             143436103        1     1800 SH      SHARED      01          1800
D CARNIVAL CORP                  COM              143658102     2867   116435 SH      SHARED                116435
D CARNIVAL CORP                  COM              143658102   100605  4085493 SH      SHARED      01       4082993     2140      360
D CARNIVAL CORP                  COM              143658102       87     3566 SH      SHR/OTHR    01                   1916     1650
D CARNIVAL CORP                  COM              143658102     6111   248200 SH      SHARED      04        248200
D CARNIVAL CORP                  COM              143658102      408    16600 SH      SHARED      05         16600
D CARRIAGE SVCS INC              CL A             143905107       22     9900 SH      SHARED      01          9900
D CARPENTER TECHNOLOGY CORP      COM              144285103     1252    43004 SH      SHARED      01         43004
D CARPENTER TECHNOLOGY CORP      COM              144285103       37     1272 SH      SHARED      02          1272
D CARPENTER TECHNOLOGY CORP      COM              144285103      218     7500 SH      SHARED      04          7500
D CARPENTER TECHNOLOGY CORP      COM              144285103       84     2900 SH      SHARED      05          2900
D CARRAMERICA RLTY CORP          COM              144418100     2144    70900 SH      SHARED      01         70900
D CARRAMERICA RLTY CORP          COM              144418100      105     3500 SH      SHR/OTHR    01                            3500
D CARRAMERICA RLTY CORP          COM              144418100      161     5352 SH      SHARED      04          5352
D CARREKER CORP                  COM              144433109     9883   506846 SH      SHARED      01        259273            247573
D CARRIER ACCESS CORP            COM              144460102     1313    66300 SH      SHARED                 66300
D CARRIER ACCESS CORP            COM              144460102      616    31100 SH      SHARED      01         31100
D CARRIER ACCESS CORP            COM              144460102       39     2000 SH      SHARED      05          2000
D CARROLLTON BANCORP             COM              145282109       32     2244 SH      SHARED      02                            2244
D CARTER WALLACE INC             COM              146285101      943    38600 SH      SHARED                 38600
D CARTER WALLACE INC             COM              146285101     1728    70742 SH      SHARED      01         70742
D CARTER WALLACE INC             COM              146285101      378    15500 SH      SHARED      04         15500
D CARTER WALLACE INC             COM              146285101      144     5900 SH      SHARED      05          5900
D CASCADE NAT GAS CORP           COM              147339105      208    11900 SH      SHARED                 11900
D CASCADE NAT GAS CORP           COM              147339105      266    15200 SH      SHARED      01         15200
D CASELLA WASTE SYS INC          CL A             147448104      337    33300 SH      SHARED      01         33300
D CASEYS GEN STORES INC          COM              147528103     1323   101836 SH      SHARED      01        101836
D CASH AMER INTL INC             COM              14754D100      257    35240 SH      SHARED      01         35240
D CASTLE A M & CO                COM              148411101       42     4462 SH      SHARED      01          4462
D CATALINA MARKETING CORP        COM              148867104     1708    45406 SH      SHARED                 45406
D CATALINA MARKETING CORP        COM              148867104     3162    84050 SH      SHARED      01         84050
D CATALINA MARKETING CORP        COM              148867104      145     3867 SH      SHARED      04          3867
D CATALYST INTL INC              COM              14887T105       26     5700 SH      SHARED      01          5700
D CATALYTICA INC                 COM              148885106     1037    83819 SH      SHARED      01         83819
D CATALYTICA INC                 COM              148885106       18     1500 SH      SHR/OTHR    01                   1500
D CATALYTICA INC                 COM              148885106       18     1500 SH      SHARED      02          1500
D CATALYTICA INC                 COM              148885106        0       10 SH      SHARED      04            10
D CATELLUS DEV CORP              COM              149111106     1604    91700 SH      SHARED                 91700
D CATELLUS DEV CORP              COM              149111106     3565   203733 SH      SHARED      01        203733
D CATELLUS DEV CORP              COM              149111106       70     4054 SH      SHARED      02           318              3736
D CATELLUS DEV CORP              COM              149111106       70     4000 SH      SHARED      04          4000
D CATERPILLAR INC DEL            COM              149123101     1168    34630 SH      SHARED                 34630
D CATERPILLAR INC DEL            COM              149123101    87976  2606714 SH      SHARED      01       2606164               550
D CATERPILLAR INC DEL            COM              149123101      597    17700 SH      SHR/OTHR    01                           17700
D CATERPILLAR INC DEL            COM              149123101      439    13015 SH      SHARED      02          1200             11815
D CATERPILLAR INC DEL            COM              149123101    20143   596848 SH      SHARED      04        596848
D CATHAY BANCORP INC             COM              149150104      560    11500 SH      SHARED      01         11500
D CATO CORP NEW                  CL A             149205106      549    43950 SH      SHARED      01         43950
D CATSKILL FINL CORP             COM              149348104     3393   150000 SH      SHARED                150000
D CAVALIER HOMES INC             COM              149507105        1      731 SH      SHARED      01           731
D CAVALIER HOMES INC             COM              149507105      185   123800 SH      SHARED      04        123800
D CEDAR FAIR L P                 DEPOSITRY UNIT   150185106       40     2200 SH      SHARED      01          2200
D CEDAR FAIR L P                 DEPOSITRY UNIT   150185106       44     2400 SH      SHARED      02           300              2100
D CELADON GROUP INC              COM              150838100       47     5400 SH      SHARED      01          5400
D CELL GENESYS INC               COM              150921104      610    20340 SH      SHARED                 20340
D CELL GENESYS INC               COM              150921104    21555   718500 SH      SHARED      01        718500
D CELL GENESYS INC               COM              150921104       30     1000 SH      SHARED      04          1000
D CELLSTAR CORP                  SUB NT CONV 5%02 150925AC9     6318 16200000 PRN     SHARED              16200000
D CELERITEK INC                  COM              150926103       41     1100 SH      SHARED                  1100
D CELERITEK INC                  COM              150926103     1123    29800 SH      SHARED      01         29800
D CELL THERAPEUTICS INC          COM              150934107      193     2900 SH      SHARED                  2900
D CELL THERAPEUTICS INC          COM              150934107     4127    61891 SH      SHARED      01         61891
D CELL THERAPEUTICS INC          COM              150934107       26      400 SH      SHARED      04           400
D CELESTICA INC                  LYON  ZERO    20 15101QAA6     4870 10000000 PRN     SHARED              10000000
D CELESTICA INC                  LYON  ZERO    20 15101QAA6     5096 10465000 PRN     SHARED      04      10465000
D CELESTICA INC                  SUB VTG SHS      15101Q108     1828    26400 SH      SHARED                 26400
D CELESTICA INC                  SUB VTG SHS      15101Q108     3461    49990 SH      SHARED      01         49990
D CELESTICA INC                  SUB VTG SHS      15101Q108     3589    51831 SH      SHARED      04         51831
D CELESTICA INC                  SUB VTG SHS      15101Q108      200     2900 SH      SHARED      05          2900
D CELGENE CORP                   COM              151020104     1459    24530 SH      SHARED                 24530
D CELGENE CORP                   COM              151020104     4513    75850 SH      SHARED      01         70975              4875
D CELGENE CORP                   COM              151020104      354     5952 SH      SHARED      04          5952
D CELL PATHWAYS INC NEW          COM              15114R101      377    46450 SH      SHARED                 46450
D CELL PATHWAYS INC NEW          COM              15114R101      456    56179 SH      SHARED      01         56179
D CELL PATHWAYS INC NEW          COM              15114R101      121    15000 SH      SHARED      02                           15000
D CELLEGY PHARMACEUTICALS INC    COM              15115L103        6      800 SH      SHARED      01           800
D CELLTECH GROUP PLC             SPONSORED ADR    151158102      172     4400 SH      SHARED                  4400
D CELSION CORPORATION            COM              15117N107      118    48772 SH      SHARED      01         48772
D CELSION CORPORATION            COM              15117N107       32    13500 SH      SHARED      02          5000              8500
D CEMEX S A                      SPON ADR 5 ORD   151290889       58     2897 SH      SHARED      01          2897
D CEMEX S A                      SPON ADR 5 ORD   151290889        8      418 SH      SHARED      02                             418
D CENIT BANCORP INC              COM              15131W109        8      600 SH      SHARED      02                             600
D CENDANT CORP                   COM              151313103       27     2500 SH      SHARED                  2500
D CENDANT CORP                   COM              151313103    58952  5420888 SH      SHARED      01       5420488               400
D CENDANT CORP                   COM              151313103        5      500 SH      SHR/OTHR    01                    500
D CENDANT CORP                   COM              151313103      646    59487 SH      SHARED      02         52300              7187
D CENDANT CORP                   COM              151313103    14494  1332830 SH      SHARED      04       1332830
D CENDANT CORP                   COM              151313103      163    15000 SH      SHARED      05         15000
D CENTENNIAL COMMUNCTNS CORP NEW CL A NEW         15133V208       70     3200 SH      SHARED      01          3200
D CENTER TR INC                  SD CV     7.5%01 151845AA2      243   250000 PRN     SHARED                250000
D CENTER TR INC                  COM              151845104      462    77000 SH      SHARED      02         47000             30000
D CENTER TR INC                  COM              151845104      162    27000 SH      SHARED      04         27000
D CENTERPOINT PPTYS TR           SH BEN INT       151895109     1662    36100 SH      SHARED      01         36100
D CENTERPOINT PPTYS TR           SH BEN INT       151895109      202     4400 SH      SHR/OTHR    01                            4400
D CENTEX CONSTRUCTION PRODUCTS   COM              15231R109       49     2000 SH      SHARED                  2000
D CENTEX CONSTRUCTION PRODUCTS   COM              15231R109      198     8000 SH      SHARED      01          8000
D CENTEX CORP                    COM              152312104     1150    35808 SH      SHARED                 35808
D CENTEX CORP                    COM              152312104    16133   502224 SH      SHARED      01        500724              1500
D CENTEX CORP                    COM              152312104        4      125 SH      SHARED      02                             125
D CENTEX CORP                    COM              152312104      832    25900 SH      SHARED      04         25900
D CENTEX CORP                    COM              152312104     2030    63200 SH      SHARED      05         63200
D CENTILLIUM COMMUNICATIONS INC  COM              152319109      652     6800 SH      SHARED      01          6800
D CENTRA SOFTWARE INC            COM              15234X103       16     2610 SH      SHARED      01          2610
D CENTRA SOFTWARE INC            COM              15234X103        6     1000 SH      SHARED      02          1000
D CENTRAL GARDEN & PET CO        COM              153527106      231    33432 SH      SHARED      01         33432
D CENTRAL GARDEN & PET CO        COM              153527106        0       15 SH      SHARED      04            15
D CENTRAL PKG CORP               COM              154785109      403    20350 SH      SHARED      01         20350
D CENTRAL SECS CORP              COM              155123102      293     8154 SH      SHARED                  8154
D CENTRAL SECS CORP              COM              155123102       26      749 SH      SHARED      01           749
D CENTRAL SECS CORP              COM              155123102       14      400 SH      SHARED      04           400
D CENTRAL VT PUB SVC CORP        COM              155771108        7      700 SH      SHARED      01           700
D CENTURA BKS INC                COM              15640T100     1095    28582 SH      SHARED      01         28582
D CENTURA BKS INC                COM              15640T100       67     1763 SH      SHARED      02                            1763
D CENTURA BKS INC                COM              15640T100      121     3172 SH      SHARED      04          3172
D CENTURA SOFTWARE CORP          COM              15640W103       67    19304 SH      SHARED      01         19304
D CENTURY ALUM CO                COM              156431108      143    11502 SH      SHARED      01         11502
D CENTURY BUSINESS SVCS INC      COM              156490104      137   104870 SH      SHARED      01        104870
D CENTURY SOUTH BKS INC          COM              156683104      218    11900 SH      SHARED      01         11900
D CENTURYTEL INC                 COM              156700106      196     7200 SH      SHARED                  7200
D CENTURYTEL INC                 COM              156700106    28052  1029450 SH      SHARED      01       1027791              1659
D CENTURYTEL INC                 COM              156700106       13      500 SH      SHR/OTHR    01                             500
D CENTURYTEL INC                 COM              156700106        0       10 SH      SHARED      02                              10
D CENTURYTEL INC                 COM              156700106     1921    70498 SH      SHARED      04         70498
D CENTURYTEL INC                 COM              156700106       81     3000 SH      SHARED      05          3000
D CEPHALON INC                   COM              156708109      519    10719 SH      SHARED                 10719
D CEPHALON INC                   COM              156708109     2349    48450 SH      SHARED      01         48450
D CEPHALON INC                   COM              156708109      168     3476 SH      SHARED      04          3476
D CEPHALON INC                   PFD CV EXCH      156708406    17006   122900 SH      SHARED                122900
D CERIDIAN CORP                  COM              15677T106      134     4777 SH      SHARED                  4777
D CERIDIAN CORP                  COM              15677T106    40949  1459244 SH      SHARED      01       1411944             47300
D CERIDIAN CORP                  COM              15677T106     2044    72840 SH      SHR/OTHR    01                  29750    43090
D CERIDIAN CORP                  COM              15677T106     1852    66008 SH      SHARED      04         66008
D CERIDIAN CORP                  COM              15677T106      286    10200 SH      SHARED      05         10200
D CERNER CORP                    COM              156782104     2360    50833 SH      SHARED      01         50833
D CERNER CORP                    COM              156782104       54     1170 SH      SHARED      02                            1170
D CERNER CORP                    COM              156782104        1       24 SH      SHARED      04            24
D CERPROBE CORP                  COM              156787103       59     4000 SH      SHARED      02          4000
D CERUS CORP                     COM              157085101     2125    38300 SH      SHARED                 38300
D CERUS CORP                     COM              157085101      620    11188 SH      SHARED      01         11188
D CERUS CORP                     COM              157085101      777    14000 SH      SHARED      02         14000
D CHALONE WINE GROUP LTD         COM              157639105        2      210 SH      SHARED      02           210
D CHAMPION ENTERPRISES INC       COM              158496109      428   100710 SH      SHARED      01        100710
D CHAMPION ENTERPRISES INC       COM              158496109       24     5700 SH      SHR/OTHR    01                            5700
D CHAMPIONSHIP AUTO RACING TEAM  COM              158711101       53     2200 SH      SHARED                  2200
D CHAMPIONSHIP AUTO RACING TEAM  COM              158711101      336    13800 SH      SHARED      01         13800
D CHAMPS ENTMT INC DEL           COM              158787101      500   100000 SH      SHARED                100000
D CHANNELL COML CORP             COM              159186105        1      100 SH      SHARED      01           100
D CHAPARRAL RES INC              COM PAR $0.10N   159420306        2      387 SH      SHARED      01           387
D CHARLES RIVER ASSOCIATES       COM              159852102      151    12500 SH      SHARED      01         12500
D CHARLES RIVER ASSOCIATES       COM              159852102       24     2000 SH      SHR/OTHR    01                   2000
D CHARLES RIV LABS INTL INC      COM              159864107      119     3500 SH      SHARED      01          3500
D CHARTER ONE FINL INC           COM              160903100     3322   136291 SH      SHARED                136291
D CHARTER ONE FINL INC           COM              160903100    38321  1572160 SH      SHARED      01       1572160
D CHARTER ONE FINL INC           COM              160903100      144     5916 SH      SHARED      02          1508              4408
D CHARTER ONE FINL INC           COM              160903100     2511   103023 SH      SHARED      04        103023
D CHARTER ONE FINL INC           COM              160903100      112     4620 SH      SHARED      05          4620
D CHARTER MUN MTG ACCEP CO       SH BEN INT       160908109      397    28700 SH      SHARED      01         28700
D CHARLOTTE RUSSE HLDG INC       COM              161048103       66     5000 SH      SHARED      02          5000
D CHARMING SHOPPES INC           SB NT CV  7.5%06 161133AA1     1786  2000000 PRN     SHARED               2000000
D CHARMING SHOPPES INC           COM              161133103      935   179318 SH      SHARED      01        179318
D CHART INDS INC                 COM              16115Q100        3      675 SH      SHARED      01           675
D CHARTER COMMUNICATIONS INC DEL CL A             16117M107     3676   226005 SH      SHARED      01         79500            146505
D CHARTER COMMUNICATIONS INC DEL CL A             16117M107     1945   119608 SH      SHARED      02        119408               200
D CHARTER COMMUNICATIONS INC DEL CL A             16117M107      151     9339 SH      SHARED      04          9339
D CHARTER COMMUNICATIONS INC DEL CL A             16117M107      120     7400 SH      SHARED      05          7400
D CHARTERED SEMICONDUCTOR MFG    ADR              16133R106    15303   252174 SH      SHARED      01        252174
D CHASE MANHATTAN CORP NEW       COM              16161A108    27883   603700 SH      SHARED                603700
D CHASE MANHATTAN CORP NEW       COM              16161A108   517351 11201227 SH      SHARED      01      10783616            417611
D CHASE MANHATTAN CORP NEW       COM              16161A108    12813   277424 SH      SHR/OTHR    01                 203743    73681
D CHASE MANHATTAN CORP NEW       COM              16161A108     3207    69440 SH      SHARED      02          6098             63342
D CHASE MANHATTAN CORP NEW       COM              16161A108    82268  1781199 SH      SHARED      04       1781199
D CHASE MANHATTAN CORP NEW       COM              16161A108     8807   190700 SH      SHARED      05        190700
D CHASE MANHATTAN CORP NEW       COM              16161A108    37744   817219 SH      SHARED      06        817219
D CHATEAU CMNTYS INC             COM              161726104      313    11700 SH      SHARED                 11700
D CHATEAU CMNTYS INC             COM              161726104      978    36513 SH      SHARED      01         36513
D CHATTEM INC                    COM              162456107       14     1500 SH      SHARED      02                            1500
D CHEAP TICKETS INC              COM              162672109      223    21550 SH      SHARED      01         21550
D CHECKERS DRIVE-IN RESTAURANTS  WT EXP  122200   162809115        0     3735 SH      SHARED      01          3735
D CHECKERS DRIVE-IN RESTAURANTS  COM NEW          162809305       27     7046 SH      SHARED      02          6964                82
D CHECKFREE CORP NEW             COM              162813109      643    15370 SH      SHARED                 15370
D CHECKFREE CORP NEW             COM              162813109     2785    66500 SH      SHARED      01         66500
D CHECKFREE CORP NEW             COM              162813109      173     4140 SH      SHARED      02          1000              3140
D CHECKFREE CORP NEW             COM              162813109     1230    29371 SH      SHARED      04         29371
D CHECKPOINT SYS INC             SB DB CV 5.25%05 162825AB9     2240  3500000 PRN     SHARED      04       3500000
D CHECKPOINT SYS INC             COM              162825103      469    62150 SH      SHARED      01         62150
D CHECKPOINT SYS INC             COM              162825103     4258   563200 SH      SHARED      02         25000            538200
D CHEESECAKE FACTORY INC         COM              163072101       68     1578 SH      SHARED                  1578
D CHEESECAKE FACTORY INC         COM              163072101    11952   276356 SH      SHARED      01        272200              4156
D CHEESECAKE FACTORY INC         COM              163072101       56     1300 SH      SHARED      04          1300
D CHELSEA GCA RLTY INC           COM              163262108      649    18500 SH      SHARED                 18500
D CHELSEA GCA RLTY INC           COM              163262108     1188    33850 SH      SHARED      01         33750               100
D CHELSEA GCA RLTY INC           COM              163262108       43     1250 SH      SHR/OTHR    01                            1250
D CHEMED CORP                    COM              163596109      677    21300 SH      SHARED      01         21300
D CHEMFIRST INC                  COM              16361A106    18152   872200 SH      SHARED                872200
D CHEMFIRST INC                  COM              16361A106      896    43075 SH      SHARED      01         42375               700
D CHEMFIRST INC                  COM              16361A106       22     1100 SH      SHR/OTHR    01                   1100
D CHEMFAB CORP                   COM              16361L102        2      150 SH      SHARED      01           150
D CHEMICAL FINL CORP             COM              163731102      532    22655 SH      SHARED      01         22655
D CHESAPEAKE CORP                COM              165159104      167     8700 SH      SHARED                  8700
D CHESAPEAKE CORP                COM              165159104      491    25533 SH      SHARED      01         25533
D CHESAPEAKE CORP                COM              165159104      173     9000 SH      SHARED      04          9000
D CHESAPEAKE ENERGY CORP         COM              165167107     2458   342100 SH      SHARED      01        342100
D CHESAPEAKE ENERGY CORP         COM              165167107       57     8000 SH      SHARED      04          8000
D CHESAPEAKE UTILS CORP          COM              165303108        1      100 SH      SHARED      01           100
D CHESTER VALLEY BANCORP         COM              166335109        8      338 SH      SHARED      01           338
D CHEVRON CORPORATION            COM              166751107       35      420 SH      SHR/OTHR    01                    420
D CHEVRON CORPORATION            COM              166751107    96615  1133316 SH      SHARED               1133316
D CHEVRON CORPORATION            COM              166751107   454695  5333671 SH      SHARED      01       5308170             25501
D CHEVRON CORPORATION            COM              166751107     7837    91938 SH      SHR/OTHR    01                  44981    46957
D CHEVRON CORPORATION            COM              166751107     1729    20285 SH      SHARED      02          5225             15060
D CHEVRON CORPORATION            COM              166751107    33547   393524 SH      SHARED      04        393524
D CHEVRON CORPORATION            COM              166751107      400     4700 SH      SHARED      05          4700
D CHEVRON CORPORATION            COM              166751107    27160   318600 SH      SHARED      06        318600
D CHICAGO RIVET & MACH CO        COM              168088102        3      200 SH      SHARED      01           200
D CHICOS FAS INC                 COM              168615102      304     8957 SH      SHARED                  8957
D CHICOS FAS INC                 COM              168615102     9892   290944 SH      SHARED      01        290944
D CHIEF CONS MNG CO              COM              168628105       39    14000 SH      SHARED      01         14000
D CHIEFTAIN INTL INC             COM              16867C101     1735    83900 SH      SHARED      01         83900
D CHIEFTAIN INTL INC             COM              16867C101       45     2200 SH      SHARED      05          2200
D CHILE FD INC                   COM              168834109      132    14400 SH      SHARED      04         14400
D CHILDRENS PL RETAIL STORES INC COM              168905107     1086    42200 SH      SHARED                 42200
D CHILDRENS PL RETAIL STORES INC COM              168905107      821    31900 SH      SHARED      01         31900
D CHILDRENS PL RETAIL STORES INC COM              168905107      257    10000 SH      SHARED      02                           10000
D CHINA EASTN AIRLS LTD          SPON ADR CL H    16937R104        3      200 SH      SHARED                   200
D CHINA EASTN AIRLS LTD          SPON ADR CL H    16937R104       74     4700 SH      SHARED      04          4700
D CHINA MOBILE HONG KONG LTD     SPONSORED ADR    16941M109      233     7200 SH      SHARED                  7200
D CHINA MOBILE HONG KONG LTD     SPONSORED ADR    16941M109      129     4000 SH      SHARED      02          4000
D CHINA MOBILE HONG KONG LTD     SPONSORED ADR    16941M109       81     2500 SH      SHARED      05          2500
D CHINA UNICOM LTD               SPONSORED ADR    16945R104    13251   607529 SH      SHARED      01        607529
D CHINA UNICOM LTD               SPONSORED ADR    16945R104       43     2000 SH      SHARED      02          2000
D CHIPPAC INC                    CL A             169657103       86     7300 SH      SHARED      01          7300
D CHIPPAC INC                    CL A             169657103        6      550 SH      SHARED      02           550
D CHIPPAC INC                    CL A             169657103        8      703 SH      SHARED      04           703
D CHOICE HOTELS INTL INC         COM              169905106       13     1200 SH      SHARED                  1200
D CHOICE HOTELS INTL INC         COM              169905106      887    80648 SH      SHARED      01         80648
D CHIQUITA BRANDS INTL INC       COM              170032106      271    86918 SH      SHARED      01         86918
D CHIQUITA BRANDS INTL INC       PFD A NON VTG    170032403      632    44750 SH      SHARED                 44750
D CHIQUITA BRANDS INTL INC       PFD CV B $3.75   170032502      547    31200 SH      SHARED                 31200
D CHIRON CORP                    COM              170040109     1620    36017 SH      SHARED                 36017
D CHIRON CORP                    COM              170040109     9040   200889 SH      SHARED      01        198998              1891
D CHIRON CORP                    COM              170040109      551    12255 SH      SHR/OTHR    01                   9176     3079
D CHIRON CORP                    COM              170040109      211     4698 SH      SHARED      02          2948              1750
D CHIRON CORP                    COM              170040109     6702   148936 SH      SHARED      04        148936
D CHIRON CORP                    COM              170040109     1120    24900 SH      SHARED      05         24900
D CHITTENDEN CORP                COM              170228100       84     3300 SH      SHARED                  3300
D CHITTENDEN CORP                COM              170228100     1121    43660 SH      SHARED      01         43660
D CHOICE ONE COMMUNICATION INC   COM              17038P104      185    15260 SH      SHARED      01         15260
D CHOICEPOINT INC                COM              170388102      247     5400 SH      SHARED                  5400
D CHOICEPOINT INC                COM              170388102     3293    71792 SH      SHARED      01         70752              1040
D CHOICEPOINT INC                COM              170388102      340     7414 SH      SHR/OTHR    01                   5314     2100
D CHOICEPOINT INC                COM              170388102      150     3272 SH      SHARED      04          3272
D CHORDIANT SOFTWARE INC         COM              170404107      254    32810 SH      SHARED      01         32810
D CHRIS CRAFT INDS INC           COM              170520100      296     3600 SH      SHARED                  3600
D CHRIS CRAFT INDS INC           COM              170520100     3068    37247 SH      SHARED      01         37247
D CHRIS CRAFT INDS INC           COM              170520100       84     1030 SH      SHARED      02          1030
D CHRIS CRAFT INDS INC           COM              170520100     1094    13289 SH      SHARED      04         13289
D CHRIS CRAFT INDS INC           COM              170520100      378     4600 SH      SHARED      05          4600
D CHRISTOPHER & BANKS CORP       COM              171046105     3867    99475 SH      SHARED      01         99475
D CHROMAVISION MED SYS INC       COM              17111P104       38     4000 SH      SHARED                  4000
D CHROMAVISION MED SYS INC       COM              17111P104      170    17929 SH      SHARED      01         17929
D CHRONIMED INC                  COM              171164106        7      950 SH      SHARED      01           950
D CHRONIMED INC                  COM              171164106        3      500 SH      SHR/OTHR    01                             500
D CHUBB CORP                     COM              171232101    10716   135441 SH      SHARED                135441
D CHUBB CORP                     COM              171232101   108174  1367137 SH      SHARED      01       1356354             10783
D CHUBB CORP                     COM              171232101     1455    18400 SH      SHR/OTHR    01                   8300    10100
D CHUBB CORP                     COM              171232101      299     3780 SH      SHARED      02           900              2880
D CHUBB CORP                     COM              171232101     6588    83273 SH      SHARED      04         83273
D CHUBB CORP                     COM              171232101     4636    58600 SH      SHARED      05         58600
D CHURCH & DWIGHT INC            COM              171340102     2372   129096 SH      SHARED      01        109196             19900
D CHURCH & DWIGHT INC            COM              171340102      221    12050 SH      SHARED      02            50             12000
D CHURCH & DWIGHT INC            COM              171340102      240    13100 SH      SHARED      04         13100
D CHURCH & DWIGHT INC            COM              171340102       91     5000 SH      SHARED      05          5000
D CHURCHILL DOWNS INC            COM              171484108      241     9319 SH      SHARED      01          9319
D CHURCHILL DOWNS INC            COM              171484108       32     1250 SH      SHARED      02                            1250
D CHYRON CORP                    COM NEW          171605207       29    11700 SH      SHARED      01         11700
D CHYRON CORP                    COM NEW          171605207       47    19000 SH      SHARED      02         19000
D CIBER INC                      COM              17163B102      956   115900 SH      SHARED                115900
D CIBER INC                      COM              17163B102      833   101077 SH      SHARED      01        101077
D CIDCO INC                      COM              171768104        9     3500 SH      SHARED      01          3500
D CIDCO INC                      COM              171768104        6     2500 SH      SHARED      02          2500
D CIENA CORP                     COM              171779101      324     2644 SH      SHARED                  2644
D CIENA CORP                     COM              171779101    46522   378812 SH      SHARED      01        369714              9098
D CIENA CORP                     COM              171779101      245     2000 SH      SHR/OTHR    01                   2000
D CIENA CORP                     COM              171779101     3982    32430 SH      SHARED      02          4330             28100
D CIENA CORP                     COM              171779101    34006   276895 SH      SHARED      04        276895
D CIGNA INVTS SECS INC           COM              17179X106        3      200 SH      SHARED      02                             200
D CINCINNATI FINL CORP           COM              172062101     3094    87156 SH      SHARED                 87156
D CINCINNATI FINL CORP           COM              172062101    39470  1111856 SH      SHARED      01       1111115               741
D CINCINNATI FINL CORP           COM              172062101     2736    77090 SH      SHARED      04         77090
D CINCINNATI FINL CORP           COM              172062101      184     5200 SH      SHARED      05          5200
D CINERGY CORP                   COM              172474108     1175    35561 SH      SHARED                 35561
D CINERGY CORP                   COM              172474108    36492  1103767 SH      SHARED      01       1103767
D CINERGY CORP                   COM              172474108      176     5325 SH      SHR/OTHR    01                            5325
D CINERGY CORP                   COM              172474108       24      750 SH      SHARED      02           750
D CINERGY CORP                   COM              172474108     2512    75992 SH      SHARED      04         75992
D CINERGY CORP                   COM              172474108      452    13700 SH      SHARED      05         13700
D CIPRICO INC                    COM              172529109       73     7300 SH      SHARED      01          7300
D CIRCLE INTL GROUP INC          COM              172574105      650    21500 SH      SHARED                 21500
D CIRCLE INTL GROUP INC          COM              172574105      959    31728 SH      SHARED      01         31728
D CIRCLE INTL GROUP INC          COM              172574105        0        1 SH      SHARED      04             1
D CIRCOR INTL INC                COM              17273K109       45     4373 SH      SHARED      01          4373
D CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108     1552    67495 SH      SHARED                 67495
D CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108    33361  1450493 SH      SHARED      01       1447993              2500
D CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108      261    11375 SH      SHARED      02          1050             10325
D CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108     2393   104051 SH      SHARED      04        104051
D CISCO SYS INC                  COM              17275R102       77     1400 SH      SHR/OTHR    04                    400     1000
D CISCO SYS INC                  COM              17275R102   119100  2155670 SH      SHARED               2155670
D CISCO SYS INC                  COM              17275R102  3438885 62242263 SH      SHARED      01      60586359      200  1655704
D CISCO SYS INC                  COM              17275R102    93150  1685983 SH      SHR/OTHR    01                1006009   679974
D CISCO SYS INC                  COM              17275R102    53584   969861 SH      SHARED      02        494824            475037
D CISCO SYS INC                  COM              17275R102   285273  5163323 SH      SHARED      04       5163323
D CISCO SYS INC                  COM              17275R102     4199    76000 SH      SHARED      05         76000
D CISCO SYS INC                  COM              17275R102   152611  2762200 SH      SHARED      06       2762200
D CIRRUS LOGIC CORP              COM              172755100     1274    31613 SH      SHARED                 31613
D CIRRUS LOGIC CORP              COM              172755100     5823   144464 SH      SHARED      01        144464
D CIRRUS LOGIC CORP              COM              172755100      907    22500 SH      SHARED      04         22500
D CIRRUS LOGIC CORP              COM              172755100      391     9700 SH      SHARED      05          9700
D CITADEL COMMUNICATIONS CORP    COM              172853202     1107    65156 SH      SHARED      01         65156
D CITADEL COMMUNICATIONS CORP    COM              172853202       27     1600 SH      SHARED      04          1600
D CINTAS CORP                    COM              172908105      134     3077 SH      SHARED                  3077
D CINTAS CORP                    COM              172908105     9558   219415 SH      SHARED      01        219415
D CINTAS CORP                    COM              172908105       26      600 SH      SHR/OTHR    01                             600
D CINTAS CORP                    COM              172908105     4051    93015 SH      SHARED      04         93015
D CINTAS CORP                    COM              172908105      967    22200 SH      SHARED      05         22200
D CITIGROUP INC                  COM              172967101       64     1198 SH      SHR/OTHR    05                    532      666
D CITIGROUP INC                  COM              172967101   120727  2233135 SH      SHARED               2233135
D CITIGROUP INC                  COM              172967101  2076547 38410479 SH      SHARED      01      37340561           1069918
D CITIGROUP INC                  COM              172967101    32961   609690 SH      SHR/OTHR    01                 278304   331386
D CITIGROUP INC                  COM              172967101    15431   285447 SH      SHARED      02         69476            215971
D CITIGROUP INC                  COM              172967101   165000  3052052 SH      SHARED      04       3052052
D CITIGROUP INC                  COM              172967101    15304   283100 SH      SHARED      05        283100
D CITIGROUP INC                  COM              172967101    83962  1553082 SH      SHARED      06       1553082
D CITIZENS BKG CORP MICH         COM              174420109     1398    60790 SH      SHARED      01         60790
D CITIZENS COMMUNICATIONS CO     COM              17453B101     1566   116600 SH      SHARED                116600
D CITIZENS COMMUNICATIONS CO     COM              17453B101     3454   257054 SH      SHARED      01        257054
D CITIZENS COMMUNICATIONS CO     COM              17453B101       12      962 SH      SHARED      02                             962
D CITIZENS COMMUNICATIONS CO     COM              17453B101      288    21507 SH      SHARED      04         21507
D CITIZENS INC                   CL A             174740100        4      642 SH      SHARED      01           642
D CITRIX SYS INC                 SB DB CV ZRO  19 177376AB6    11497 31500000 PRN     SHARED              31500000
D CITRIX SYS INC                 SB DB CV ZRO  19 177376AB6    11315 31000000 PRN     SHARED      04      31000000
D CITRIX SYS INC                 COM              177376100       20     1000 SH      SHARED                  1000
D CITRIX SYS INC                 COM              177376100    27099  1350780 SH      SHARED      01       1350780
D CITRIX SYS INC                 COM              177376100       20     1000 SH      SHR/OTHR    01                   1000
D CITRIX SYS INC                 COM              177376100      580    28946 SH      SHARED      02         28100               846
D CITRIX SYS INC                 COM              177376100     2250   112173 SH      SHARED      04        112173
D CITRIX SYS INC                 COM              177376100       76     3800 SH      SHARED      05          3800
D CITY BK LYNNWOOD WASH          COM              17770A109      147     8542 SH      SHARED      01          8542
D CITY INVESTING CO LIQ TR       UNIT BEN INT     177900107      216   169000 SH      SHARED      04        169000
D CITY NATL CORP                 COM              178566105     3584    92800 SH      SHARED                 92800
D CITY NATL CORP                 COM              178566105     2801    72532 SH      SHARED      01         72532
D CITY NATL CORP                 COM              178566105     1014    26272 SH      SHARED      04         26272
D CITY NATL CORP                 COM              178566105      185     4800 SH      SHARED      05          4800
D CLAIRES STORES INC             COM              179584107       43     2400 SH      SHARED                  2400
D CLAIRES STORES INC             COM              179584107     1903   105775 SH      SHARED      01        105775
D CLAIRES STORES INC             COM              179584107      315    17500 SH      SHARED      04         17500
D CLAIRES STORES INC             COM              179584107      122     6800 SH      SHARED      05          6800
D CLARCOR INC                    COM              179895107       92     4718 SH      SHARED                  4718
D CLARCOR INC                    COM              179895107      948    48650 SH      SHARED      01         48650
D CLARENT CORP DEL               COM              180461105     2296    58314 SH      SHARED      01         56139              2175
D CLARENT CORP DEL               COM              180461105       47     1200 SH      SHARED      02           500               700
D CLARENT CORP DEL               COM              180461105       27      700 SH      SHARED      05           700
D CLARK DICK PRODTNS INC         COM              181512104        1      121 SH      SHARED      01           121
D CLARUS CORP                    COM              182707109      872    38250 SH      SHARED                 38250
D CLARUS CORP                    COM              182707109     1017    44600 SH      SHARED      01         44600
D CLARUS CORP                    COM              182707109      194     8531 SH      SHARED      02          8531
D CLARUS CORP                    COM              182707109       25     1100 SH      SHARED      05          1100
D CLASSIC COMMUNICATIONS INC     CL A             182728204      294    58254 SH      SHARED      05         58254
D CLASSIC COMMUNICATIONS INC     CL A             182728204        6     1300 SH      SHARED      01          1300
D CLAYTON HOMES INC              COM              184190106     2803   280384 SH      SHARED      01        280384
D CLAYTON HOMES INC              COM              184190106       34     3404 SH      SHARED      02                            3404
D CLAYTON HOMES INC              COM              184190106      471    47100 SH      SHARED      04         47100
D CLAYTON HOMES INC              COM              184190106      147    14700 SH      SHARED      05         14700
D CLEAR CHANNEL COMMUNICATIONS   COM              184502102     3335    59044 SH      SHARED                 59044
D CLEAR CHANNEL COMMUNICATIONS   COM              184502102   239555  4239924 SH      SHARED      01       4232183              7741
D CLEAR CHANNEL COMMUNICATIONS   COM              184502102       56     1000 SH      SHR/OTHR    01                            1000
D CLEAR CHANNEL COMMUNICATIONS   COM              184502102    26243   464481 SH      SHARED      02        367021             97460
D CLEAR CHANNEL COMMUNICATIONS   COM              184502102    19606   347010 SH      SHARED      04        347010
D CLEAR CHANNEL COMMUNICATIONS   COM              184502102      757    13400 SH      SHARED      06         13400
D CLEARNET COMMUNICATIONS INC    CL A NON-VTG     184902104    42260   953700 SH      SHARED                953700
D CLEARNET COMMUNICATIONS INC    CL A NON-VTG     184902104      966    21800 SH      SHARED      04         21800
D CLEVELAND CLIFFS INC           COM              185896107      563    24625 SH      SHARED      01         24625
D CLEVELAND CLIFFS INC           COM              185896107       82     3600 SH      SHARED      04          3600
D CLEVELAND CLIFFS INC           COM              185896107       32     1400 SH      SHARED      05          1400
D CLICK COMMERCE INC             COM              18681D109      175     4100 SH      SHARED      01          4100
D CLICKACTION INC                COM              18681E107      765    83900 SH      SHARED      01         83900
D CLICK2LEARN COM INC            COM              18681S106     1321    90000 SH      SHARED                 90000
D CLICK2LEARN COM INC            COM              18681S106      280    19100 SH      SHARED      01         19100
D CLOROX CO DEL                  COM              189054109      909    23000 SH      SHARED                 23000
D CLOROX CO DEL                  COM              189054109    71784  1814479 SH      SHARED      01       1811279              3200
D CLOROX CO DEL                  COM              189054109      126     3200 SH      SHR/OTHR    01                   3200
D CLOROX CO DEL                  COM              189054109     1375    34756 SH      SHARED      02         29116              5640
D CLOROX CO DEL                  COM              189054109     6877   173838 SH      SHARED      04        173838
D CLOROX CO DEL                  COM              189054109     2567    64900 SH      SHARED      05         64900
D CLOROX CO DEL                  COM              189054109    22206   561300 SH      SHARED      06        561300
D CLOSURE MED CORP               COM              189093107      284    11300 SH      SHARED      01         11300
D CLOSURE MED CORP               COM              189093107       21      850 SH      SHARED      02                             850
D COACHMEN INDS INC              COM              189873102      183    17600 SH      SHARED                 17600
D COACHMEN INDS INC              COM              189873102      232    22300 SH      SHARED      01         22300
D COAST FEDERAL LITIGATION TR    RT               19034Q110        2     1600 SH      SHARED      01          1600
D COAST FEDERAL LITIGATION TR    RT               19034Q110     1092   728048 SH      SHARED      04        728048
D COASTAL BANCORP INC            COM              19041P105        5      300 SH      SHARED      01           300
D COASTAL CORP                   COM              190441105    95094  1282900 SH      SHARED               1282900
D COASTAL CORP                   COM              190441105   122959  1658812 SH      SHARED      01       1656212              2600
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D CONEXANT SYSTEMS INC           COM              207142100    82884  1979328 SH      SHARED      01       1977428              1900
D CONEXANT SYSTEMS INC           COM              207142100     1471    35140 SH      SHARED      02          8860             26280
D CONEXANT SYSTEMS INC           COM              207142100     6328   151135 SH      SHARED      04        151135
D CONEXANT SYSTEMS INC           COM              207142100      196     4700 SH      SHARED      05          4700
D CONMED CORP                    COM              207410101      103     7560 SH      SHARED                  7560
D CONMED CORP                    COM              207410101      505    36966 SH      SHARED      01         36966
D CONNECTICUT WTR SVC INC        COM              207797101        9      300 SH      SHARED      01           300
D CONNETICS CORP                 COM              208192104     1832    75972 SH      SHARED      01         75972
D CONOCO INC                     CL A             208251306     9681   370600 SH      SHARED      01        370600
D CONOCO INC                     CL A             208251306      109     4200 SH      SHARED      02          4200
D CONOCO INC                     CL A             208251306     1737    66500 SH      SHARED      05         66500
D CONOCO INC                     CL B             208251405    35695  1325130 SH      SHARED               1325130
D CONOCO INC                     CL B             208251405   119697  4443599 SH      SHARED      01       4418372             25227
D CONOCO INC                     CL B             208251405     2358    87552 SH      SHR/OTHR    01                  57045    30507
D CONOCO INC                     CL B             208251405      375    13934 SH      SHARED      02          7081              6853
D CONOCO INC                     CL B             208251405    10867   403446 SH      SHARED      04        403446
D CONOCO INC                     CL B             208251405      401    14900 SH      SHARED      05         14900
D CONOLOG CORP                   COM NEW          208254409       11    14600 SH      SHARED      01         14600
D CONSECO INC                    COM              208464107     1207   158300 SH      SHARED                158300
D CONSECO INC                    COM              208464107    17716  2323510 SH      SHARED      01       2323510
D CONSECO INC                    COM              208464107      436    57300 SH      SHARED      02         19100             38200
D CONSECO INC                    COM              208464107     1159   152063 SH      SHARED      04        152063
D CONSECO INC                    COM              208464107       53     7000 SH      SHARED      05          7000
D CONSOL ENERGY INC              COM              20854P109       11      700 SH      SHARED                   700
D CONSOL ENERGY INC              COM              20854P109      528    32912 SH      SHARED      01         32912
D CONSOLIDATED EDISON INC        COM              209115104       10      304 SH      SHR/OTHR    01                    304
D CONSOLIDATED EDISON INC        COM              209115104     1515    44417 SH      SHARED                 44417
D CONSOLIDATED EDISON INC        COM              209115104    55421  1624084 SH      SHARED      01       1623784               300
D CONSOLIDATED EDISON INC        COM              209115104      206     6040 SH      SHR/OTHR    01                   4200     1840
D CONSOLIDATED EDISON INC        COM              209115104      271     7950 SH      SHARED      02          1000              6950
D CONSOLIDATED EDISON INC        COM              209115104     3448   101046 SH      SHARED      04        101046
D CONSOLIDATED EDISON INC        COM              209115104      402    11800 SH      SHARED      05         11800
D CONSOLIDATED EDISON INC        COM              209115104      642    18840 SH      SHARED      06         18840
D CONSOLIDATED FREIGHTWAYS CORP  COM              209232107       36     7350 SH      SHARED      01          7350
D CONSOLIDATED GRAPHICS INC      COM              209341106       44     3800 SH      SHARED                  3800
D CONSOLIDATED PRODS INC         COM              209798107      220    27536 SH      SHARED      01         27536
D CONSOLIDATED STORES CORP       COM              210149100       69     5149 SH      SHARED                  5149
D CONSOLIDATED STORES CORP       COM              210149100    11539   854774 SH      SHARED      01        854774
D CONSOLIDATED STORES CORP       COM              210149100      698    51720 SH      SHARED      04         51720
D CONSOLIDATED STORES CORP       COM              210149100       32     2400 SH      SHARED      05          2400
D CONSOLIDATED TOMOKA LD CO      COM              210226106        0       14 SH      SHARED      01            14
D CONSOLIDATED TOMOKA LD CO      COM              210226106       60     4800 SH      SHARED      02                            4800
D CONSOLIDATED TOMOKA LD CO      COM              210226106        0       48 SH      SHARED      04            48
D CONSTELLATION ENERGY CORP      COM              210371100     1835    36900 SH      SHARED                 36900
D CONSTELLATION ENERGY CORP      COM              210371100    65683  1320262 SH      SHARED      01       1320262
D CONSTELLATION ENERGY CORP      COM              210371100      567    11400 SH      SHR/OTHR    01                    450    10950
D CONSTELLATION ENERGY CORP      COM              210371100      380     7655 SH      SHARED      02          2250              5405
D CONSTELLATION ENERGY CORP      COM              210371100     3561    71592 SH      SHARED      04         71592
D CONSTELLATION ENERGY CORP      COM              210371100      606    12200 SH      SHARED      05         12200
D CONSUMER PORTFOLIO SVCS INC    COM              210502100       57    34300 SH      SHARED      01         34300
D CONTINENTAL AIRLS INC          CL B             210795308      458    10100 SH      SHARED                 10100
D CONTINENTAL AIRLS INC          CL B             210795308     1762    38800 SH      SHARED      01         38800
D CONTINENTAL AIRLS INC          CL B             210795308      130     2875 SH      SHARED      04          2875
D CONTINENTAL MATLS CORP         COM PAR $0.25    211615307        5      400 SH      SHARED      01           400
D CONVERGENT COMMUNICATIONS INC  COM NEW          211914403       42    13200 SH      SHARED      01         13200
D CONTROLADORA COML MEX SA DE CV GDR              21238A206        0        1 SH      SHARED      04             1
D CONVERGYS CORP                 COM              212485106     5083   130764 SH      SHARED                130764
D CONVERGYS CORP                 COM              212485106    38781   997601 SH      SHARED      01        996851               750
D CONVERGYS CORP                 COM              212485106      163     4200 SH      SHR/OTHR    01                            4200
D CONVERGYS CORP                 COM              212485106        3       96 SH      SHARED      02                              96
D CONVERGYS CORP                 COM              212485106     2250    57891 SH      SHARED      04         57891
D CONVERGYS CORP                 COM              212485106      124     3200 SH      SHARED      05          3200
D COOPER CAMERON CORP            COM              216640102     3883    52700 SH      SHARED                 52700
D COOPER CAMERON CORP            COM              216640102    15886   215594 SH      SHARED      01        215594
D COOPER CAMERON CORP            COM              216640102     2797    37963 SH      SHARED      04         37963
D COOPER CAMERON CORP            COM              216640102     1422    19300 SH      SHARED      05         19300
D COOPER COS INC                 COM NEW          216648402     1445    40858 SH      SHARED                 40858
D COOPER COS INC                 COM NEW          216648402      764    21600 SH      SHARED      01         21600
D COOPER COS INC                 COM NEW          216648402       17      500 SH      SHARED      02           500
D COOPER COS INC                 COM NEW          216648402     1061    30000 SH      SHARED      04         30000
D COOPER INDS INC                COM              216669101      169     4800 SH      SHARED                  4800
D COOPER INDS INC                COM              216669101    24183   686060 SH      SHARED      01        686060
D COOPER INDS INC                COM              216669101      133     3800 SH      SHR/OTHR    01                            3800
D COOPER INDS INC                COM              216669101        7      200 SH      SHARED      02                             200
D COOPER INDS INC                COM              216669101     1538    43638 SH      SHARED      04         43638
D COOPER TIRE & RUBR CO          COM              216831107      241    24000 SH      SHARED                 24000
D COOPER TIRE & RUBR CO          COM              216831107     6180   614277 SH      SHARED      01        614277
D COOPER TIRE & RUBR CO          COM              216831107        5      500 SH      SHARED      02                             500
D COOPER TIRE & RUBR CO          COM              216831107      283    28200 SH      SHARED      04         28200
D COOPER TIRE & RUBR CO          COM              216831107      179    17800 SH      SHARED      05         17800
D COOPERATIVE BANKSHARES INC     COM              216844100        3      300 SH      SHARED      01           300
D COORS ADOLPH CO                CL B             217016104     2944    46600 SH      SHARED                 46600
D COORS ADOLPH CO                CL B             217016104    16244   257091 SH      SHARED      01        256391               700
D COORS ADOLPH CO                CL B             217016104     1148    18175 SH      SHARED      04         18175
D COORSTEK INC                   COM              217020106      378     9890 SH      SHARED      01          9890
D COORSTEK INC                   COM              217020106        3       99 SH      SHARED      02            33                66
D COPART INC                     COM              217204106      410    29600 SH      SHARED                 29600
D COPART INC                     COM              217204106      854    61600 SH      SHARED      01         61600
D COPE INC                       COM              217208107       44     1139 SH      SHARED      01          1139
D COPENE PETROQ DO NORDESTE S A  SPON ADR PFD A   217252105       15      800 SH      SHARED                   800
D COPPER MTN NETWORKS INC        COM              217510106       60     1600 SH      SHARED                  1600
D COPPER MTN NETWORKS INC        COM              217510106     2111    56300 SH      SHARED      01         56300
D COPPER MTN NETWORKS INC        COM              217510106     1983    52895 SH      SHARED      02         50545              2350
D COPPER MTN NETWORKS INC        COM              217510106      130     3469 SH      SHARED      04          3469
D COPPER MTN NETWORKS INC        COM              217510106      401    10700 SH      SHARED      05         10700
D COR THERAPEUTICS INC           SB NT CV 144A 07 217753AC6    74801 38125000 PRN     SHARED              38125000
D COR THERAPEUTICS INC           SB NT CV 144A 07 217753AC6     3924  2000000 PRN     SHARED      01       2000000
D COR THERAPEUTICS INC           SUB NT CV   5%07 217753AD4    51993 26500000 PRN     SHARED              26500000
D COR THERAPEUTICS INC           COM              217753102     3146    50500 SH      SHARED      01         50500
D COR THERAPEUTICS INC           COM              217753102      271     4365 SH      SHARED      04          4365
D CORE INC MASS                  COM              21867P102       39     6500 SH      SHARED      01          6500
D CORILLIAN CORP                 COM              218725109       22     2300 SH      SHARED      01          2300
D CORILLIAN CORP                 COM              218725109        9     1000 SH      SHARED      02          1000
D CORINTHIAN COLLEGES INC        COM              218868107      861    14600 SH      SHARED      01         14600
D CORIXA CORP                    COM              21887F100     2396    47700 SH      SHARED      01         40608              7092
D CORIO INC                      COM              218875102       48     6300 SH      SHARED      02          5000              1300
D CORN PRODS INTL INC            COM              219023108      209     9200 SH      SHARED                  9200
D CORN PRODS INTL INC            COM              219023108     1908    83869 SH      SHARED      01         83244               625
D CORN PRODS INTL INC            COM              219023108       52     2288 SH      SHR/OTHR    01                            2288
D CORN PRODS INTL INC            COM              219023108       58     2550 SH      SHARED      02           450              2100
D CORN PRODS INTL INC            COM              219023108      136     6000 SH      SHARED      05          6000
D CORNELL COMPANIES INC          COM              219141108      119    14000 SH      SHARED      01         14000
D CORNERSTONE RLTY INCOME TR INC COM              21922V102      662    62361 SH      SHARED      01         62361
D CORNERSTONE RLTY INCOME TR INC COM              21922V102      174    16450 SH      SHARED      02         13700              2750
D CORNERSTONE INTERNET SOLUTIONS COM              21923C103        3     9200 SH      SHARED      01          9200
D CORNERSTONE STATEGIC RETURN    COM              21923Y105      339    32900 SH      SHARED      04         32900
D CORNING INC                    COM              219350105       29      100 SH      SHR/OTHR    04                             100
D CORNING INC                    COM              219350105    95901   322900 SH      SHARED                322900
D CORNING INC                    COM              219350105   770513  2594321 SH      SHARED      01       2487488            106833
D CORNING INC                    COM              219350105   657228  2212889 SH      SHR/OTHR    01                  36836  2176053
D CORNING INC                    COM              219350105     5838    19658 SH      SHARED      02          6535             13123
D CORNING INC                    COM              219350105    88056   296487 SH      SHARED      04        296487
D CORNING INC                    COM              219350105     4247    14300 SH      SHARED      05         14300
D CORNING INC                    COM              219350105    62607   210800 SH      SHARED      06        210800
D CORPORATE EXECUTIVE BRD CO     COM              21988R102     2157    53600 SH      SHARED      01         53600
D CORPORATE EXECUTIVE BRD CO     COM              21988R102       18      456 SH      SHARED      04           456
D CORPORATE OFFICE PPTYS TR      SH BEN INT       22002T108        3      400 SH      SHARED      01           400
D CORRECTIONAL PPTYS TR          COM              22025E104      283    29800 SH      SHARED      01         29800
D CORSAIR COMMUNICATIONS INC     COM              220406102      380    48700 SH      SHARED                 48700
D CORSAIR COMMUNICATIONS INC     COM              220406102     1074   137539 SH      SHARED      01        137539
D CORUS GROUP PLC                SPONSORED ADR    22087M101      101    13100 SH      SHARED                 13100
D CORUS BANKSHARES INC           COM              220873103       25      700 SH      SHARED                   700
D CORUS BANKSHARES INC           COM              220873103      490    13600 SH      SHARED      01         13600
D CORVEL CORP                    COM              221006109      164     5897 SH      SHARED      01          5897
D CORVIS CORP                    COM              221009103      579     9500 SH      SHARED                  9500
D CORVIS CORP                    COM              221009103     5177    84811 SH      SHARED      01         78091              6720
D CORVIS CORP                    COM              221009103       81     1340 SH      SHARED      02           100              1240
D CORVIS CORP                    COM              221009103     4569    74859 SH      SHARED      04         74859
D COST PLUS INC CALIF            COM              221485105      802    26636 SH      SHARED                 26636
D COST PLUS INC CALIF            COM              221485105     1362    45226 SH      SHARED      01         45226
D COST PLUS INC CALIF            COM              221485105        3      124 SH      SHARED      02           124
D COST PLUS INC CALIF            COM              221485105      227     7558 SH      SHARED      04          7558
D COSTCO WHSL CORP NEW           COM              22160K105       17      500 SH      SHR/OTHR    04                             500
D COSTCO WHSL CORP NEW           COM              22160K105      310     8890 SH      SHARED                  8890
D COSTCO WHSL CORP NEW           COM              22160K105   142544  4080030 SH      SHARED      01       3909048            170982
D COSTCO WHSL CORP NEW           COM              22160K105     1808    51760 SH      SHR/OTHR    01                  26625    25135
D COSTCO WHSL CORP NEW           COM              22160K105     3221    92222 SH      SHARED      02         22740             69482
D COSTCO WHSL CORP NEW           COM              22160K105     9159   262174 SH      SHARED      04        262174
D COSTAR GROUP INC               COM              22160N109     2456    66380 SH      SHARED      01         66380
D COTTON STS LIFE INS CO         COM              221774102        4      468 SH      SHARED      01           468
D COULTER PHARMACEUTICAL INC     COM              222116105      680    23560 SH      SHARED                 23560
D COULTER PHARMACEUTICAL INC     COM              222116105     1204    41700 SH      SHARED      01         39340              2360
D COULTER PHARMACEUTICAL INC     COM              222116105     1948    67474 SH      SHARED      02         43075             24399
D COULTER PHARMACEUTICAL INC     COM              222116105        0       21 SH      SHARED      04            21
D COUNTRYWIDE CR INDS INC DEL    COM              222372104     1482    39277 SH      SHARED                 39277
D COUNTRYWIDE CR INDS INC DEL    COM              222372104    31963   846703 SH      SHARED      01        845303              1400
D COUNTRYWIDE CR INDS INC DEL    COM              222372104      328     8700 SH      SHARED      02          8500               200
D COUNTRYWIDE CR INDS INC DEL    COM              222372104     2854    75618 SH      SHARED      04         75618
D COURIER CORP                   COM              222660102        4      150 SH      SHARED      01           150
D COUSINS PPTYS INC              COM              222795106     1901    44155 SH      SHARED      01         44155
D COUSINS PPTYS INC              COM              222795106      122     2855 SH      SHR/OTHR    01                   1000     1855
D COUSINS PPTYS INC              COM              222795106      219     5100 SH      SHARED      02           800              4300
D COVAD COMMUNICATIONS GROUP INC COM              222814204      358    26800 SH      SHARED                 26800
D COVAD COMMUNICATIONS GROUP INC COM              222814204     3394   253825 SH      SHARED      01        253825
D COVAD COMMUNICATIONS GROUP INC COM              222814204       13     1000 SH      SHR/OTHR    01                   1000
D COVAD COMMUNICATIONS GROUP INC COM              222814204     2249   168199 SH      SHARED      02        143069             25130
D COVAD COMMUNICATIONS GROUP INC COM              222814204      157    11794 SH      SHARED      04         11794
D COVAD COMMUNICATIONS GROUP INC COM              222814204        5      400 SH      SHARED      05           400
D COVANCE INC                    COM              222816100     1119   136740 SH      SHARED      01        136740
D COVANCE INC                    COM              222816100        8     1050 SH      SHR/OTHR    01                    250      800
D COVANCE INC                    COM              222816100       18     2300 SH      SHARED      02          2000               300
D COVANCE INC                    COM              222816100      160    19600 SH      SHARED      04         19600
D COVANCE INC                    COM              222816100       61     7500 SH      SHARED      05          7500
D COVENANT TRANS INC             CL A             22284P105      324    34800 SH      SHARED      02         34800
D COVENTRY HEALTH CARE INC       COM              222862104      565    37400 SH      SHARED                 37400
D COVENTRY HEALTH CARE INC       COM              222862104    11099   733850 SH      SHARED      01        733850
D COVENTRY HEALTH CARE INC       COM              222862104       27     1848 SH      SHARED      04          1848
D COX COMMUNICATIONS INC NEW     CL A             224044107    16663   435656 SH      SHARED      01        427388              8268
D COX COMMUNICATIONS INC NEW     CL A             224044107      248     6500 SH      SHR/OTHR    01                   6000      500
D COX COMMUNICATIONS INC NEW     CL A             224044107      343     8977 SH      SHARED      02          1300              7677
D COX COMMUNICATIONS INC NEW     CL A             224044107      501    13102 SH      SHARED      04         13102
D COX RADIO INC                  CL A             224051102     1204    69100 SH      SHARED                 69100
D COX RADIO INC                  CL A             224051102      509    29210 SH      SHARED      01         29210
D COX RADIO INC                  CL A             224051102       71     4100 SH      SHARED      02          2000              2100
D COX RADIO INC                  CL A             224051102       71     4077 SH      SHARED      04          4077
D COX RADIO INC                  CL A             224051102       13      800 SH      SHARED      05           800
D CRAFTMADE INTL INC             COM              22413E104        3      450 SH      SHARED      01           450
D CRANE CO                       COM              224399105      515    22551 SH      SHARED                 22551
D CRANE CO                       COM              224399105    10725   468875 SH      SHARED      01        468875
D CRANE CO                       COM              224399105      343    15000 SH      SHR/OTHR    01                  15000
D CRANE CO                       COM              224399105      226     9902 SH      SHARED      02          6076              3826
D CRANE CO                       COM              224399105      628    27463 SH      SHARED      04         27463
D CRANE CO                       COM              224399105       34     1500 SH      SHARED      05          1500
D CRAWFORD & CO                  CL B             224633107      761    62525 SH      SHARED      01         62525
D CRAWFORD & CO                  CL A             224633206        5      500 SH      SHARED      01           500
D CREATIVE COMPUTER APPLICATIONS COM NEW          224901306        0       20 SH      SHARED      02            20
D CREDIT SUISSE ASSET MGMT STRAT COM              224918102        0       64 SH      SHARED      04            64
D CRAY INC                       COM              225223106       87    19600 SH      SHARED      01         19600
D CRAY INC                       COM              225223106       67    15000 SH      SHARED      02         15000
D CRAYFISH CO LTD                SPONSORED ADR    225226109        0       20 SH      SHARED      01            20
D CRAYFISH CO LTD                SPONSORED ADR    225226109      228    67650 SH      SHARED      02         67650
D CRAZY WOMAN CREEK BANCORP      COM              225233105       77     6900 SH      SHARED      01          6900
D CREDENCE SYS CORP              COM              225302108     1293    43101 SH      SHARED                 43101
D CREDENCE SYS CORP              COM              225302108     7704   256800 SH      SHARED      01        256800
D CREDENCE SYS CORP              COM              225302108      655    21864 SH      SHARED      04         21864
D CREDENCE SYS CORP              COM              225302108      213     7100 SH      SHARED      05          7100
D CREDIT ACCEP CORP MICH         COM              225310101      272    43125 SH      SHARED      01         43125
D CREDITRUST CORP                COM              225429109        0    27706 SH      SHARED      01         27706
D CREDITRUST CORP                COM              225429109        0      700 SH      SHARED      02                             700
D CREE INC                       COM              225447101     3615    31100 SH      SHARED      01         31100
D CREE INC                       COM              225447101      276     2378 SH      SHARED      04          2378
D CREE INC                       COM              225447101       58      500 SH      SHARED      05           500
D CREO PRODS INC                 COM              225606102       27      800 SH      SHARED      04           800
D CRESCENDO PHARMACEUTICALS CORP CL A             225637107        9      479 SH      SHARED      01           399                80
D CRESCENDO PHARMACEUTICALS CORP CL A             225637107        6      334 SH      SHARED      02           184               150
D CRESCENT BKG CO                COM              225646108       50     5000 SH      SHARED      02                            5000
D CRESCENT REAL ESTATE EQUITIES  COM              225756105       24     1100 SH      SHARED                  1100
D CRESCENT REAL ESTATE EQUITIES  COM              225756105     4167   186799 SH      SHARED      01        186799
D CRESCENT REAL ESTATE EQUITIES  COM              225756105       22     1000 SH      SHARED      02                            1000
D CRESCENT REAL ESTATE EQUITIES  COM              225756105      268    12036 SH      SHARED      04         12036
D CRESCENT REAL ESTATE EQUITIES  PFD CV A 6.75%   225756204    10368   635650 SH      SHARED                635650
D CRESCENT REAL ESTATE EQUITIES  PFD CV A 6.75%   225756204       32     2000 SH      SHARED      02                            2000
D CRESTLINE CAP CORP             COM              226153104      693    34543 SH      SHARED      01         28418              6125
D CRESTLINE CAP CORP             COM              226153104       29     1450 SH      SHR/OTHR    01                            1450
D CRESTLINE CAP CORP             COM              226153104       13      658 SH      SHARED      02           608                50
D CRISTALERIAS DE CHILE S A      SPONSORED ADR    226714103       12      800 SH      SHARED                   800
D CRITICAL PATH INC              COM              22674V100      303     5000 SH      SHARED                  5000
D CRITICAL PATH INC              COM              22674V100     2667    43906 SH      SHARED      01         43906
D CRITICAL PATH INC              COM              22674V100      214     3534 SH      SHARED      02          3534
D CRITICAL PATH INC              COM              22674V100      198     3272 SH      SHARED      04          3272
D CRITICAL PATH INC              COM              22674V100       54      900 SH      SHARED      05           900
D CROMPTON CORP                  COM              227116100       72     9200 SH      SHARED                  9200
D CROMPTON CORP                  COM              227116100     1995   253388 SH      SHARED      01        253388
D CROMPTON CORP                  COM              227116100       76     9689 SH      SHR/OTHR    01                            9689
D CROMPTON CORP                  COM              227116100        1      184 SH      SHARED      02           184
D CROMPTON CORP                  COM              227116100      306    38900 SH      SHARED      04         38900
D CROMPTON CORP                  COM              227116100      120    15300 SH      SHARED      05         15300
D CROSS A T CO                   CL A             227478104        4      800 SH      SHARED      01           800
D CROSS A T CO                   CL A             227478104        4      800 SH      SHR/OTHR    01                             800
D CROSS TIMBERS RTY TR           TR UNIT          22757R109       28     1800 SH      SHARED      01          1800
D CROSS TIMBERS OIL CO           COM              227573102      264    13800 SH      SHARED                 13800
D CROSS TIMBERS OIL CO           COM              227573102     2867   149474 SH      SHARED      01        149474
D CROSS TIMBERS OIL CO           COM              227573102      143     7500 SH      SHR/OTHR    01                   7500
D CROSSMANN CMNTYS INC           COM              22764E109      259    13164 SH      SHARED      01         13164
D CROSSROADS SYS INC             COM              22765D100      342    40300 SH      SHARED      01         32709              7591
D CROSSROADS SYS INC             COM              22765D100       84     9900 SH      SHARED      02          9900
D CROSSROADS SYS INC             COM              22765D100       51     6000 SH      SHARED      05          6000
D CROSSWALK COM INC              COM              227685104        1      600 SH      SHARED      01           600
D CROWN AMERN RLTY TR            SH BEN INT       228186102       60     9981 SH      SHARED      01          9981
D CROWN CENT PETE CORP           CL B             228219309       12     1400 SH      SHARED      02           400              1000
D CROWN CASTLE INTL CORP         COM              228227104     1223    39400 SH      SHARED                 39400
D CROWN CASTLE INTL CORP         COM              228227104     3402   109550 SH      SHARED      01        109550
D CROWN CASTLE INTL CORP         COM              228227104      391    12609 SH      SHARED      04         12609
D CROWN CASTLE INTL CORP         COM              228227104      102     3300 SH      SHARED      05          3300
D CROWN CORK & SEAL INC          COM              228255105    25525  2388454 SH      SHARED               2388454
D CROWN CORK & SEAL INC          COM              228255105    11050  1033985 SH      SHARED      01       1033185               800
D CROWN CORK & SEAL INC          COM              228255105       24     2300 SH      SHARED      02                            2300
D CROWN CORK & SEAL INC          COM              228255105      663    62129 SH      SHARED      04         62129
D CROWN CORK & SEAL INC          COM              228255105       29     2800 SH      SHARED      05          2800
D CROWN CRAFTS INC               COM              228309100       92    87140 SH      SHARED      01         33820             53320
D CROWN MEDIA HLDGS INC          CL A             228411104      130     9200 SH      SHARED      01          9200
D CROWN MEDIA HLDGS INC          CL A             228411104      127     9000 SH      SHARED      02                            9000
D CRYOLIFE INC                   COM              228903100      429    12380 SH      SHARED      01         12380
D CUBIC CORP                     COM              229669106       66     2800 SH      SHARED      01          2800
D CUBIC CORP                     COM              229669106       35     1500 SH      SHARED      02           300              1200
D CUBIST PHARMACEUTICALS INC     COM              229678107     1608    30900 SH      SHARED                 30900
D CUBIST PHARMACEUTICALS INC     COM              229678107     2704    51941 SH      SHARED      01         51941
D CUBIST PHARMACEUTICALS INC     COM              229678107       31      600 SH      SHARED      04           600
D CULLEN FROST BANKERS INC       COM              229899109      100     3100 SH      SHARED                  3100
D CULLEN FROST BANKERS INC       COM              229899109     4121   126809 SH      SHARED      01        126809
D CULP INC                       COM              230215105       29     7362 SH      SHARED      01          7362
D CUMMINS ENGINE INC             COM              231021106     1571    52500 SH      SHARED                 52500
D CUMMINS ENGINE INC             COM              231021106    11333   378590 SH      SHARED      01        378590
D CUMMINS ENGINE INC             COM              231021106       25      850 SH      SHARED      02                             850
D CUMMINS ENGINE INC             COM              231021106      481    16100 SH      SHARED      04         16100
D CUMULUS MEDIA INC              CL A             231082108      521    85078 SH      SHARED      01         85078
D CUMULUS MEDIA INC              CL A             231082108       18     3100 SH      SHARED      02           500              2600
D CUMULUS MEDIA INC              CL A             231082108       13     2200 SH      SHARED      03          2200
D CURAGEN CORP                   SB DEB CV 144A07 23126RAA9     7861  7965000 PRN     SHARED               7965000
D CURAGEN CORP                   COM              23126R101     3037    57000 SH      SHARED      01         57000
D CURAGEN CORP                   COM              23126R101       67     1260 SH      SHARED      02           160              1100
D CURAGEN CORP                   COM              23126R101       21      400 SH      SHARED      04           400
D CURATIVE HEALTH SVCS INC       COM              231264102       54    10000 SH      SHARED      02         10000
D CURIS INC                      COM              231269101       67     3377 SH      SHARED      01          2897               480
D CURTISS WRIGHT CORP            COM              231561101       23      500 SH      SHARED                   500
D CURTISS WRIGHT CORP            COM              231561101      665    14100 SH      SHARED      01         14100
D CUSEEME NETWORKS INC           COM              231629106       16     4000 SH      SHARED      01          4000
D CUSEEME NETWORKS INC           COM              231629106        4     1150 SH      SHARED      02           750               400
D CYBERIAN OUTPOST INC           COM              231914102      197    51877 SH      SHARED      02         50177              1700
D CYBERIAN OUTPOST INC           COM              231914102        0       35 SH      SHARED      04            35
D CUTTER & BUCK INC              COM              232217109        1      150 SH      SHARED      02                             150
D CYBER-CARE INC                 COM              23243T105      870   136900 SH      SHARED      01        136900
D CYBER-CARE INC                 COM              23243T105       25     4000 SH      SHARED      04          4000
D CYBERCASH INC                  COM              232462101       34    10700 SH      SHARED      01         10700
D CYBERCASH INC                  COM              232462101        6     2100 SH      SHARED      02          2000               100
D CYBERSOURCE CORP               COM              23251J106      302    26746 SH      SHARED      01         26746
D CYBERSOURCE CORP               COM              23251J106       22     2000 SH      SHR/OTHR    01                   2000
D CYBERSOURCE CORP               COM              23251J106       56     5000 SH      SHARED      02          5000
D CYBERONICS INC                 COM              23251P102      958    44701 SH      SHARED      01         44701
D CYBEROPTICS CORP               COM              232517102     1398    76350 SH      SHARED      01         76350
D CYGNUS INC                     COM              232560102       28     2590 SH      SHARED                  2590
D CYGNUS INC                     COM              232560102      617    56100 SH      SHARED      01         53100              3000
D CYGNUS INC                     COM              232560102        5      500 SH      SHR/OTHR    01                             500
D CYLINK CORP                    COM              232565101      197    18900 SH      SHARED                 18900
D CYLINK CORP                    COM              232565101      361    34677 SH      SHARED      01         34677
D CYLINK CORP                    COM              232565101        2      200 SH      SHARED      02                             200
D CYMER INC                      SB NT CV STEP 04 232572AC1    22447 23855000 PRN     SHARED              23855000
D CYMER INC                      COM              232572107     2023    65941 SH      SHARED      01         65941
D CYPRESS BIOSCIENCES INC        COM              232674101       72    43000 SH      SHARED      01         43000
D CYPRESS COMMUNICATIONS INC     COM              232743104       43    16250 SH      SHARED      01         16250
D CYPRESS COMMUNICATIONS INC     COM              232743104       25     9500 SH      SHARED      02          9500
D CYPRESS SEMICONDUCTOR CORP     SUB NT CONV 6%02 232806AD1     5271  3000000 PRN     SHARED               3000000
D CYPRESS SEMICONDUCTOR CORP     SUB NT CONV 6%02 232806AD1     3918  2230000 PRN     SHARED      04       2230000
D CYPRESS SEMICONDUCTOR CORP     SUB NT CV   4%05 232806AE9     1263  1250000 PRN     SHARED      01       1250000
D CYPRESS SEMICONDUCTOR CORP     SUB NT CV   4%05 232806AE9     2577  2549000 PRN     SHARED      04       2549000
D CYPRESS SEMICONDUCTOR CORP     SB NT CV 3.75%05 232806AF6     6160  8000000 PRN     SHARED               8000000
D CYPRESS SEMICONDUCTOR CORP     SB NT CV 3.75%05 232806AF6     1925  2500000 PRN     SHARED      04       2500000
D CYPRESS SEMICONDUCTOR CORP     COM              232806109     1749    42100 SH      SHARED                 42100
D CYPRESS SEMICONDUCTOR CORP     COM              232806109     6492   156203 SH      SHARED      01        155793               410
D CYPRESS SEMICONDUCTOR CORP     COM              232806109       41     1000 SH      SHR/OTHR    01                   1000
D CYPRESS SEMICONDUCTOR CORP     COM              232806109     7507   180644 SH      SHARED      02        180644
D CYPRESS SEMICONDUCTOR CORP     COM              232806109     3595    86512 SH      SHARED      04         86512
D CYPRESS SEMICONDUCTOR CORP     COM              232806109     2240    53900 SH      SHARED      05         53900
D CYSIVE INC                     COM              23281T108       62     9400 SH      SHARED      01          9400
D CYTOCLONAL PHARMACAUTICALS INC COM              23282G105       18     2000 SH      SHARED      02          2000
D CYTEC INDS INC                 COM              232820100     2893    86535 SH      SHARED      01         86535
D CYTEC INDS INC                 COM              232820100      254     7623 SH      SHARED      02          1500              6123
D CYTEC INDS INC                 COM              232820100      461    13800 SH      SHARED      04         13800
D CYTEC INDS INC                 COM              232820100      183     5500 SH      SHARED      05          5500
D CYTOGEN CORP                   COM              232824102      993   157400 SH      SHARED      01        157400
D CYTOGEN CORP                   COM              232824102        1      200 SH      SHARED      02                             200
D D & K HEALTHCARE RES INC       COM              232861104       67     5600 SH      SHARED      01          5600
D CYTYC CORP                     COM              232946103       40      938 SH      SHARED                   938
D CYTYC CORP                     COM              232946103     2622    60800 SH      SHARED      01         60800
D CYTYC CORP                     COM              232946103        5      130 SH      SHARED      02           130
D CYTYC CORP                     COM              232946103      154     3574 SH      SHARED      04          3574
D DSI TOYS INC                   COM              232968107       54    23185 SH      SHARED      01         23185
D DDI CORP                       COM              233162106     1182    26718 SH      SHARED      01         26718
D DDI CORP                       COM              233162106       13      300 SH      SHARED      02                             300
D DMC STRATEX NETWORKS INC       COM              23322L106      322    20059 SH      SHARED                 20059
D DMC STRATEX NETWORKS INC       COM              23322L106     1366    85100 SH      SHARED      01         85100
D DMC STRATEX NETWORKS INC       COM              23322L106      750    46700 SH      SHARED      02         34400             12300
D DMC STRATEX NETWORKS INC       COM              23322L106       96     5983 SH      SHARED      04          5983
D DMC STRATEX NETWORKS INC       COM              23322L106       32     2000 SH      SHARED      05          2000
D DQE INC                        COM              23329J104     1324    33000 SH      SHARED                 33000
D DQE INC                        COM              23329J104     3785    94334 SH      SHARED      01         94334
D DQE INC                        COM              23329J104       30      750 SH      SHR/OTHR    01                             750
D DQE INC                        COM              23329J104       13      342 SH      SHARED      02                             342
D DQE INC                        COM              23329J104     1073    26758 SH      SHARED      04         26758
D DQE INC                        COM              23329J104      312     7800 SH      SHARED      05          7800
D DPL INC                        COM              233293109      440    14800 SH      SHARED                 14800
D DPL INC                        COM              233293109     5379   180823 SH      SHARED      01        180823
D DPL INC                        COM              233293109       73     2475 SH      SHR/OTHR    01                            2475
D DPL INC                        COM              233293109      236     7964 SH      SHARED      02           300              7664
D DPL INC                        COM              233293109     1752    58907 SH      SHARED      04         58907
D DPL INC                        COM              233293109      511    17200 SH      SHARED      05         17200
D D R HORTON INC                 COM              23331A109     1715    99812 SH      SHARED                 99812
D D R HORTON INC                 COM              23331A109     7737   450223 SH      SHARED      01        450223
D D R HORTON INC                 COM              23331A109       61     3600 SH      SHARED      04          3600
D D R HORTON INC                 COM              23331A109      672    39100 SH      SHARED      05         39100
D DSP GROUP INC                  COM              23332B106      827    22145 SH      SHARED                 22145
D DSP GROUP INC                  COM              23332B106     2872    76850 SH      SHARED      01         76850
D DSP GROUP INC                  COM              23332B106       53     1440 SH      SHARED      02          1440
D DSP GROUP INC                  COM              23332B106      343     9200 SH      SHARED      04          9200
D DSP GROUP INC                  COM              23332B106      134     3600 SH      SHARED      05          3600
D DST SYS INC DEL                COM              233326107       71      611 SH      SHARED                   611
D DST SYS INC DEL                COM              233326107     7820    66555 SH      SHARED      01         66555
D DST SYS INC DEL                COM              233326107     2863    24374 SH      SHARED      04         24374
D DST SYS INC DEL                COM              233326107     3771    32100 SH      SHARED      05         32100
D DT INDUSTRIES INC              COM              23333J108       52     5300 SH      SHARED      01          5300
D DTE ENERGY CO                  COM              233331107      963    25200 SH      SHARED                 25200
D DTE ENERGY CO                  COM              233331107    41412  1082672 SH      SHARED      01       1082672
D DTE ENERGY CO                  COM              233331107       19      500 SH      SHARED      02                             500
D DTE ENERGY CO                  COM              233331107     2669    69797 SH      SHARED      04         69797
D DTE ENERGY CO                  COM              233331107      149     3900 SH      SHARED      05          3900
D DVI INC                        COM              233343102      291    15000 SH      SHARED      01         15000
D DAIN RAUSCHER CORP             COM              233856103     1732    18634 SH      SHARED                 18634
D DAIN RAUSCHER CORP             COM              233856103     3868    41600 SH      SHARED      01         41600
D DAILY JOURNAL CORP             COM              233912104       14      500 SH      SHARED      01           500
D DAISYTEK INTL CORP             COM              234053106       37     6000 SH      SHARED      01          6000
D DAL-TILE INTL INC              COM              23426R108     2990   239225 SH      SHARED      01        239225
D DALEEN TECHNOLOGIES INC        COM              23437N104      185    12500 SH      SHARED      01         12500
D DALLAS SEMICONDUCTOR CORP      COM              235204104     2050    62376 SH      SHARED                 62376
D DALLAS SEMICONDUCTOR CORP      COM              235204104     2345    71350 SH      SHARED      01         71350
D DALLAS SEMICONDUCTOR CORP      COM              235204104       16      500 SH      SHARED      02                             500
D DALLAS SEMICONDUCTOR CORP      COM              235204104      159     4856 SH      SHARED      04          4856
D DALLAS SEMICONDUCTOR CORP      COM              235204104       32     1000 SH      SHARED      05          1000
D DAN RIV INC GA                 CL A             235774106       40     9331 SH      SHARED      01          9331
D DANA CORP                      COM              235811106      701    32646 SH      SHARED                 32646
D DANA CORP                      COM              235811106    26099  1213934 SH      SHARED      01       1213934
D DANA CORP                      COM              235811106      213     9922 SH      SHARED      02          1229              8693
D DANA CORP                      COM              235811106     1612    74992 SH      SHARED      04         74992
D DANAHER CORP DEL               COM              235851102     3970    79800 SH      SHARED                 79800
D DANAHER CORP DEL               COM              235851102    49504   995056 SH      SHARED      01        995056
D DANAHER CORP DEL               COM              235851102       64     1300 SH      SHR/OTHR    01                   1300
D DANAHER CORP DEL               COM              235851102      176     3540 SH      SHARED      02          2000              1540
D DANAHER CORP DEL               COM              235851102     3096    62232 SH      SHARED      04         62232
D DANKA BUSINESS SYS PLC         SUBNT CV 6.75%02 236277AB5       26    65000 PRN     SHARED      02                           65000
D DAOU SYS INC                   COM              237015102       63    63969 SH      SHARED      02         63969
D DARDEN RESTAURANTS INC         COM              237194105      345    16600 SH      SHARED                 16600
D DARDEN RESTAURANTS INC         COM              237194105    19832   952940 SH      SHARED      01        951640              1300
D DARDEN RESTAURANTS INC         COM              237194105      357    17200 SH      SHR/OTHR    01                  11500     5700
D DARDEN RESTAURANTS INC         COM              237194105        6      325 SH      SHARED      02            25               300
D DARDEN RESTAURANTS INC         COM              237194105     1609    77312 SH      SHARED      04         77312
D DARDEN RESTAURANTS INC         COM              237194105       54     2600 SH      SHARED      05          2600
D DASSAULT SYS S A               SPONSORED ADR    237545108      673     8209 SH      SHARED      01          8209
D DATA BROADCASTING CORP         COM              237596101      307    96500 SH      SHARED      01         96500
D DATA CRITICAL CORP DEL         COM              237622105       47     6500 SH      SHARED      01          6500
D DATA CRITICAL CORP DEL         COM              237622105        9     1250 SH      SHARED      02          1250
D DATA RETURN CORP               COM              23785M104      700    34600 SH      SHARED      01         34600
D DATAWATCH CORP                 COM              237917109        1     1000 SH      SHARED      02          1000
D DATA TRANSLATION INC NEW       COM              238016109        0      200 SH      SHARED      01           200
D DATALINK NET INC               COM NEW          23804A206        6      600 SH      SHARED      02                             600
D DATASCOPE CORP                 COM              238113104     1229    36693 SH      SHARED                 36693
D DATASCOPE CORP                 COM              238113104     1040    31056 SH      SHARED      01         31056
D DATASTREAM SYS INC             COM              238124101     1127    87574 SH      SHARED      01         85074              2500
D DATATEC SYS INC                COM              238128102       54    12400 SH      SHARED      01         12400
D DATUM INC                      COM              238208102      124     4800 SH      SHARED      01          4800
D DATUM INC                      COM              238208102       13      500 SH      SHARED      02                             500
D DAVOX CORP                     COM              239208101      508    50556 SH      SHARED      01         50556
D DAWSON GEOPHYSICAL CO          COM              239359102       69     6500 SH      SHARED      01          6500
D DAXOR CORP                     COM              239467103        1      100 SH      SHARED      01           100
D DE BEERS CONS MINES LTD        ADR DEFD         240253302       27     1000 SH      SHARED      02           400               600
D DEAN FOODS CO                  COM              242361103      232     7000 SH      SHARED                  7000
D DEAN FOODS CO                  COM              242361103     2430    73101 SH      SHARED      01         73101
D DEAN FOODS CO                  COM              242361103      445    13400 SH      SHARED      04         13400
D DEAN FOODS CO                  COM              242361103      159     4800 SH      SHARED      05          4800
D DEBT STRATEGIES FD II INC      COM              242901106       32     4500 SH      SHR/OTHR    01                            4500
D DECORATOR INDS INC             COM PAR $0.20    243631207        3      832 SH      SHARED      01           832
D DEERE & CO                     COM              244199105      528    15900 SH      SHARED                 15900
D DEERE & CO                     COM              244199105    60612  1822922 SH      SHARED      01       1822922
D DEERE & CO                     COM              244199105      438    13200 SH      SHR/OTHR    01                   4500     8700
D DEERE & CO                     COM              244199105      357    10750 SH      SHARED      02          3000              7750
D DEERE & CO                     COM              244199105     3618   108830 SH      SHARED      04        108830
D DEERE & CO                     COM              244199105      206     6200 SH      SHARED      05          6200
D DEL GLOBAL TECHNOLOGIES CORP   COM              245073101        0        3 SH      SHARED      01             3
D DEL LABS INC                   COM              245091103        5      481 SH      SHARED      01           481
D DEL MONTE FOODS CO             COM              24522P103      505    81700 SH      SHARED      01         81700
D DELANO TECHNOLOGY CORP         COM              245701107        4      300 SH      SHARED      02           300
D DELCO REMY INTL INC            CL A             246626105      170    22400 SH      SHARED      01         22400
D DELHAIZE AMER INC              CL A             246688105     1020    58505 SH      SHARED                 58505
D DELHAIZE AMER INC              CL A             246688105      329    18922 SH      SHARED      01         18922
D DELHAIZE AMER INC              CL A             246688105      102     5851 SH      SHARED      02                            5851
D DELHAIZE AMER INC              CL A             246688105      165     9500 SH      SHARED      04          9500
D DELHAIZE AMER INC              CL B             246688204      222    13300 SH      SHARED                 13300
D DELHAIZE AMER INC              CL B             246688204     1698   101382 SH      SHARED      01        101382
D DELHAIZE AMER INC              CL B             246688204      161     9616 SH      SHARED      04          9616
D DELL COMPUTER CORP             COM              247025109    98745  3204790 SH      SHARED               3204790
D DELL COMPUTER CORP             COM              247025109   596115 19346859 SH      SHARED      01      19288021             58838
D DELL COMPUTER CORP             COM              247025109     1609    52226 SH      SHR/OTHR    01                  20600    31626
D DELL COMPUTER CORP             COM              247025109    10918   354372 SH      SHARED      02        255101             99271
D DELL COMPUTER CORP             COM              247025109    60302  1957107 SH      SHARED      04       1957107
D DELL COMPUTER CORP             COM              247025109      924    30000 SH      SHARED      05         30000
D DELL COMPUTER CORP             COM              247025109       18      600 SH      SHARED      06           600
D DELPHI AUTOMOTIVE SYS CORP     COM              247126105      432    28600 SH      SHARED                 28600
D DELPHI AUTOMOTIVE SYS CORP     COM              247126105    67440  4458889 SH      SHARED      01       4456514              2375
D DELPHI AUTOMOTIVE SYS CORP     COM              247126105      370    24483 SH      SHR/OTHR    01                  15547     8936
D DELPHI AUTOMOTIVE SYS CORP     COM              247126105       50     3341 SH      SHARED      02           278              3063
D DELPHI AUTOMOTIVE SYS CORP     COM              247126105     4035   266791 SH      SHARED      04        266791
D DELPHI AUTOMOTIVE SYS CORP     COM              247126105      136     9000 SH      SHARED      05          9000
D DELPHI FINL GROUP INC          CL A             247131105     1202    29700 SH      SHARED                 29700
D DELPHI FINL GROUP INC          CL A             247131105     1082    26727 SH      SHARED      01         26727
D DELTA & PINE LD CO             COM              247357106     2799   109000 SH      SHARED                109000
D DELTA & PINE LD CO             COM              247357106     2144    83503 SH      SHARED      01         83503
D DELTA & PINE LD CO             COM              247357106       33     1300 SH      SHARED      04          1300
D DELTA AIR LINES INC DEL        COM              247361108      412     9301 SH      SHARED                  9301
D DELTA AIR LINES INC DEL        COM              247361108    42651   961167 SH      SHARED      01        960577               590
D DELTA AIR LINES INC DEL        COM              247361108       74     1684 SH      SHR/OTHR    01                    684     1000
D DELTA AIR LINES INC DEL        COM              247361108      208     4702 SH      SHARED      02                            4702
D DELTA AIR LINES INC DEL        COM              247361108     2964    66811 SH      SHARED      04         66811
D DELTATHREE COM INC             CL A             24783N102      122    33700 SH      SHARED      01         33700
D DELTEK SYS INC                 COM              24785A108       57     7500 SH      SHARED      01          7500
D DELTIC TIMBER CORP             COM              247850100       91     5400 SH      SHARED                  5400
D DELTIC TIMBER CORP             COM              247850100      442    26142 SH      SHARED      01         26142
D DELTIC TIMBER CORP             COM              247850100        6      385 SH      SHR/OTHR    01                             385
D DENBURY RES INC                COM NEW          247916208       37     5400 SH      SHARED      01          5400
D DELUXE CORP                    COM              248019101     1454    71600 SH      SHARED                 71600
D DELUXE CORP                    COM              248019101    11522   567259 SH      SHARED      01        567259
D DELUXE CORP                    COM              248019101      764    37648 SH      SHARED      04         37648
D DELUXE CORP                    COM              248019101       36     1800 SH      SHARED      05          1800
D DENDRITE INTL INC              COM              248239105      777    29000 SH      SHARED                 29000
D DENDRITE INTL INC              COM              248239105    19505   727499 SH      SHARED      01        727499
D DENDRITE INTL INC              COM              248239105       20      750 SH      SHARED      02                             750
D DENSE PAC MICROSYSTEMS INC     COM NEW          248719304       63    11200 SH      SHARED      01         11200
D DENSE PAC MICROSYSTEMS INC     COM NEW          248719304       16     3000 SH      SHARED      02          3000
D DENTSPLY INTL INC NEW          COM              249030107       98     2805 SH      SHARED                  2805
D DENTSPLY INTL INC NEW          COM              249030107     2899    82990 SH      SHARED      01         82990
D DENTSPLY INTL INC NEW          COM              249030107      795    22769 SH      SHARED      04         22769
D DENTSPLY INTL INC NEW          COM              249030107      237     6800 SH      SHARED      05          6800
D DEPARTMENT 56 INC              COM              249509100       22     1700 SH      SHARED      01          1700
D DESCARTES SYS GROUP INC        COM              249906108       19      400 SH      SHARED      04           400
D DESC S A DE C V                SPON ADR C       250309101       20     2000 SH      SHARED                  2000
D DESERT CMNTY BK VICTORVILLE CA COM              25037Y109       38     1600 SH      SHARED      01          1600
D DETROIT DIESEL CORP            COM              250837101      136     6000 SH      SHARED                  6000
D DETROIT DIESEL CORP            COM              250837101      253    11100 SH      SHARED      01         11100
D DEUTSCHE TELEKOM AG            SPONSORED ADR    251566105       34     1000 SH      SHARED      01          1000
D DEUTSCHE TELEKOM AG            SPONSORED ADR    251566105       34     1000 SH      SHR/OTHR    01                   1000
D DEUTSCHE TELEKOM AG            SPONSORED ADR    251566105      635    18559 SH      SHARED      02         15500              3059
D DEUTSCHE TELEKOM AG            SPONSORED ADR    251566105    19870   580155 SH      SHARED      04        580155
D DEVELOPERS DIVERSIFIED RLTY CO COM              251591103     2694   209300 SH      SHARED                209300
D DEVELOPERS DIVERSIFIED RLTY CO COM              251591103     9147   710496 SH      SHARED      01        710496
D DEVELOPERS DIVERSIFIED RLTY CO COM              251591103      783    60847 SH      SHARED      02         39745             21102
D DEVON ENERGY CORP NEW          SRDBCV ZRO144A20 25179MAC7     4013  8450000 PRN     SHARED               8450000
D DEVON ENERGY CORP NEW          COM              25179M103       18      300 SH      SHARED                   300
D DEVON ENERGY CORP NEW          COM              25179M103    62029  1031249 SH      SHARED      01       1031249
D DEVON ENERGY CORP NEW          COM              25179M103       30      500 SH      SHR/OTHR    01                             500
D DEVON ENERGY CORP NEW          COM              25179M103     4523    75200 SH      SHARED      02         13015             62185
D DEVON ENERGY CORP NEW          COM              25179M103     3749    62336 SH      SHARED      04         62336
D DEVON ENERGY CORP NEW          COM              25179M103     1918    31900 SH      SHARED      05         31900
D DEVRY INC DEL                  COM              251893103     2251    59841 SH      SHARED                 59841
D DEVRY INC DEL                  COM              251893103     3833   101900 SH      SHARED      01        101900
D DEVRY INC DEL                  COM              251893103     1078    28658 SH      SHARED      04         28658
D DEVRY INC DEL                  COM              251893103      346     9200 SH      SHARED      05          9200
D DEWOLFE COS INC                COM              252115100       11     1600 SH      SHARED      01          1600
D DEXTER CORP                    COM              252165105        0  1537050 SH      SHARED               1537050
D DEXTER CORP                    COM              252165105        0    53818 SH      SHARED      01         53818
D DEXTER CORP                    COM              252165105        0      100 SH      SHARED      04           100
D DEXTER CORP                    COM              252165105        0     3000 SH      SHARED      05          3000
D DIACRIN INC                    COM              25243N103       11     1554 SH      SHARED      02          1554
D DIAGEO P L C                   SPON ADR NEW     25243Q205      195     5532 SH      SHARED      01                            5532
D DIAGEO P L C                   SPON ADR NEW     25243Q205       16      475 SH      SHARED      02                             475
D DIAGEO P L C                   SPON ADR NEW     25243Q205      416    11800 SH      SHARED      04         11800
D DIAGNOSTIC PRODS CORP          COM              252450101      160     3000 SH      SHARED                  3000
D DIAGNOSTIC PRODS CORP          COM              252450101     1005    18750 SH      SHARED      01         18450               300
D DIAGNOSTIC PRODS CORP          COM              252450101      268     5000 SH      SHARED      04          5000
D DIAL CORP NEW                  COM              25247D101      108     9300 SH      SHARED                  9300
D DIAL CORP NEW                  COM              25247D101     2401   206555 SH      SHARED      01        205655               900
D DIAL CORP NEW                  COM              25247D101       12     1100 SH      SHARED      02          1100
D DIAL CORP NEW                  COM              25247D101      376    32400 SH      SHARED      04         32400
D DIAL CORP NEW                  COM              25247D101      145    12500 SH      SHARED      05         12500
D DIALOG SEMICONDUCTOR PLC       SPONSORED ADR    25250P108      165     5100 SH      SHARED      02          5000               100
D DIAMETRICS MED INC             COM              252532106      257    32026 SH      SHARED      01         32026
D DIAMETRICS MED INC             COM              252532106       40     5000 SH      SHR/OTHR    01                            5000
D DIAMOND OFFSHORE DRILLING INC  SB NT CV 3.75%07 25271CAA0      168   150000 PRN     SHARED      04        150000
D DIAMOND OFFSHORE DRILLING INC  DEB ZRO CV144A20 25271CAB8    29070 58140176 PRN     SHARED              58140176
D DIAMOND OFFSHORE DRILLING INC  DEB ZRO CV144A20 25271CAB8      250   500000 PRN     SHARED      04        500000
D DIAMOND OFFSHORE DRILLING INC  COM              25271C102     1442    35185 SH      SHARED                 35185
D DIAMOND OFFSHORE DRILLING INC  COM              25271C102     2879    70229 SH      SHARED      01         69329               900
D DIAMOND OFFSHORE DRILLING INC  COM              25271C102       73     1800 SH      SHARED      02           300              1500
D DIAMOND OFFSHORE DRILLING INC  COM              25271C102     7328   178753 SH      SHARED      04        178753
D DIAMOND TECHNOLOGY PARTNERS    CL A             252762109      133     1800 SH      SHARED                  1800
D DIAMOND TECHNOLOGY PARTNERS    CL A             252762109     3102    41780 SH      SHARED      01         41510               270
D DIAMOND TECHNOLOGY PARTNERS    CL A             252762109        5       75 SH      SHR/OTHR    01                     75
D DIAMOND TECHNOLOGY PARTNERS    CL A             252762109       31      430 SH      SHARED      02           180               250
D DIAMOND TECHNOLOGY PARTNERS    CL A             252762109        6       90 SH      SHARED      04            90
D DIAMONDS TR                    UNIT SER 1       252787106      330     3100 SH      SHARED                  3100
D DIAMONDS TR                    UNIT SER 1       252787106       10      100 SH      SHARED      02                             100
D DIAMONDS TR                    UNIT SER 1       252787106      373     3500 SH      SHARED      04          3500
D DIAMONDS TR                    UNIT SER 1       252787106     7463    70000 SH      SHARED      05         70000
D DIANON SYS INC                 COM              252826102        3      100 SH      SHARED      01           100
D DIEBOLD INC                    COM              253651103      579    21800 SH      SHARED                 21800
D DIEBOLD INC                    COM              253651103     2729   102756 SH      SHARED      01        102756
D DIEBOLD INC                    COM              253651103      852    32100 SH      SHARED      02                           32100
D DIEBOLD INC                    COM              253651103      827    31149 SH      SHARED      04         31149
D DIEBOLD INC                    COM              253651103      249     9400 SH      SHARED      05          9400
D DIGENE CORP                    COM              253752109     1047    29100 SH      SHARED                 29100
D DIGENE CORP                    COM              253752109      626    17400 SH      SHARED      01         17400
D DIGENE CORP                    COM              253752109      252     7000 SH      SHARED      02          7000
D DIGEX INC DEL                  CL A             253756100     1354    28900 SH      SHARED      01         28900
D DIGEX INC DEL                  CL A             253756100       75     1600 SH      SHARED      02          1000               600
D DIGEX INC DEL                  CL A             253756100      347     7415 SH      SHARED      04          7415
D DIGIMARC CORP                  COM              253807101      396    21282 SH      SHARED      01         21282
D DIGIMARC CORP                  COM              253807101       21     1172 SH      SHARED      02          1172
D DIGITAL COURIER TECHNOLOGIES   COM              253838106       62    34709 SH      SHARED      01         34709
D DIGITAL IMPACT INC DEL         COM              25385G106      321    48700 SH      SHARED      01         48700
D DIGITAL IS INC DEL             SUB NT CV   6%05 25385NAA9     4212  7250000 PRN     SHARED               7250000
D DIGITAL IS INC DEL             COM              25385N101     2476   132100 SH      SHARED      01        132100
D DIGITAL IS INC DEL             COM              25385N101     3363   179410 SH      SHARED      02        178500               910
D DIGITAL IS INC DEL             COM              25385N101        1       57 SH      SHARED      04            57
D DIGITAL IS INC DEL             COM              25385N101       20     1100 SH      SHARED      05          1100
D DIGITAL INSIGHT CORP           COM              25385P106     1222    34078 SH      SHARED      01         34078
D DIGITAL INSIGHT CORP           COM              25385P106       98     2750 SH      SHARED      02          2750
D DIGITAL LIGHTWAVE INC          COM              253855100      769    10600 SH      SHARED                 10600
D DIGITAL LIGHTWAVE INC          COM              253855100     1103    15200 SH      SHARED      01         15200
D DIGITAL LIGHTWAVE INC          COM              253855100       57      790 SH      SHARED      02           790
D DIGITAL LIGHTWAVE INC          COM              253855100       64      894 SH      SHARED      04           894
D DIGITAL LIGHTHOUSE CORP        COM              25386P105       46    15400 SH      SHARED      01         15400
D DIGITAL RECORDERS INC          COM              253869101        5     2000 SH      SHARED      02                            2000
D DIGITAL RIV INC                COM              25388B104      679   105550 SH      SHARED      01        104550              1000
D DIGITAL RIV INC                COM              25388B104      306    47580 SH      SHARED      02         36780             10800
D DIGITAS INC                    COM              25388K104      315    17800 SH      SHARED      01         17800
D DIGITAS INC                    COM              25388K104     1151    64900 SH      SHARED      02         64900
D DIGITAS INC                    COM              25388K104        0       50 SH      SHARED      04            50
D DIGITALTHINK INC               COM              25388M100      371     8820 SH      SHARED      01          8820
D DIGITAL GENERATION SYS INC     COM              253921100       23     5500 SH      SHARED      02          5500
D DIME CMNTY BANCSHARES          COM              253922108     1628    65806 SH      SHARED      01         65806
D DIME CMNTY BANCSHARES          COM              253922108        7      300 SH      SHR/OTHR    01                    300
D DIGITAL LAVA INC               WT EXP  021704   253928113       87    36900 SH      SHARED                 36900
D DILLARDS INC                   CL A             254067101      116    10963 SH      SHARED                 10963
D DILLARDS INC                   CL A             254067101     8156   767714 SH      SHARED      01        767714
D DILLARDS INC                   CL A             254067101       31     3000 SH      SHARED      02           300              2700
D DILLARDS INC                   CL A             254067101      381    35900 SH      SHARED      04         35900
D DIME BANCORP INC NEW           COM              25429Q102    18181   843214 SH      SHARED                843214
D DIME BANCORP INC NEW           COM              25429Q102     7035   326292 SH      SHARED      01        326292
D DIME BANCORP INC NEW           COM              25429Q102       49     2300 SH      SHARED      02                            2300
D DIME BANCORP INC NEW           COM              25429Q102     2928   135812 SH      SHARED      04        135812
D DIME BANCORP INC NEW           COM              25429Q102      319    14800 SH      SHARED      05         14800
D DIMON INC                      COM              254394109      279    86007 SH      SHARED      01         86007
D DIONEX CORP                    COM              254546104     2074    75090 SH      SHARED      01         75090
D DIONEX CORP                    COM              254546104      442    16000 SH      SHR/OTHR    01                           16000
D DIONEX CORP                    COM              254546104       27     1000 SH      SHARED      02                            1000
D DISCOUNT AUTO PTS INC          COM              254642101        5      700 SH      SHARED                   700
D DISCOVERY PARTNERS INTL INC    COM              254675101     4698   231300 SH      SHARED      01        231300
D DISNEY WALT CO                 COM DISNEY       254687106       35      936 SH      SHR/OTHR    01                    936
D DISNEY WALT CO                 COM DISNEY       254687106     5223   136564 SH      SHARED                136564
D DISNEY WALT CO                 COM DISNEY       254687106   702149 18356852 SH      SHARED      01      17874140            482712
D DISNEY WALT CO                 COM DISNEY       254687106    27549   720256 SH      SHR/OTHR    01                 274487   445769
D DISNEY WALT CO                 COM DISNEY       254687106     5132   134178 SH      SHARED      02         34634             99544
D DISNEY WALT CO                 COM DISNEY       254687106    59366  1552077 SH      SHARED      04       1552077
D DISNEY WALT CO                 COM DISNEY       254687106     1365    35700 SH      SHARED      05         35700
D DISNEY WALT CO                 COM DISNEY       254687106    27715   724600 SH      SHARED      06        724600
D DISNEY WALT CO                 COM INTRNT GRP   254687205      896    84330 SH      SHARED      01         50869             33461
D DISNEY WALT CO                 COM INTRNT GRP   254687205     2357   221875 SH      SHARED      02        215548              6327
D DISNEY WALT CO                 COM INTRNT GRP   254687205     1336   125768 SH      SHARED      04        125768
D DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR    254753106       24     1500 SH      SHARED                  1500
D DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR    254753106       86     5300 SH      SHARED      01          5300
D DIRECT FOCUS INC               COM              254931108      407    10245 SH      SHARED                 10245
D DIRECT FOCUS INC               COM              254931108     1285    32350 SH      SHARED      01         29452              2898
D DITECH COMMUNICATIONS CORP     COM              25500M103     1025    25000 SH      SHARED      01         25000
D DITECH COMMUNICATIONS CORP     COM              25500M103     3006    73340 SH      SHARED      02         59600             13740
D DITECH COMMUNICATIONS CORP     COM              25500M103     1024    24995 SH      SHARED      04         24995
D DIVERSA CORP                   COM              255064107      369    13690 SH      SHARED      01         13690
D DIVERSA CORP                   COM              255064107     1639    60730 SH      SHARED      02         60130               600
D DIVERSA CORP                   COM              255064107      913    33819 SH      SHARED      04         33819
D DIVERSINET CORP                COM NEW          25536K204      283    48300 SH      SHARED      02         43400              4900
D DIVINE INTERVENTURES INC       CL A             255404105       46    12300 SH      SHARED      01         12300
D DIXIE GROUP INC                CL A             255519100      263    68000 SH      SHARED      01         68000
D DIXIE GROUP INC                CL A             255519100        5     1500 SH      SHARED      02                            1500
D DOCUCORP INTL INC              COM              255911109        5     1400 SH      SHARED      01          1400
D DOCUCORP INTL INC              COM              255911109        0      100 SH      SHR/OTHR    01                    100
D DOBSON COMMUNICATIONS CORP     CL A             256069105      388    26470 SH      SHARED      01         25870               600
D DOBSON COMMUNICATIONS CORP     CL A             256069105       94     6400 SH      SHARED      02          2500              3900
D DOBSON COMMUNICATIONS CORP     CL A             256069105       29     1997 SH      SHARED      04          1997
D DOCUMENT SCIENCES CORP         COM              25614R105       60    40000 SH      SHARED      01         20000             20000
D DOCUMENT SCIENCES CORP         COM              25614R105       12     8600 SH      SHR/OTHR    01                   8600
D DOCUMENTUM INC                 COM              256159104    40713   501482 SH      SHARED      01        501482
D DOCUMENTUM INC                 COM              256159104     1146    14125 SH      SHARED      02          6025              8100
D DOCUMENTUM INC                 COM              256159104     7367    90750 SH      SHARED      03         90750
D DOCUMENTUM INC                 COM              256159104       60      742 SH      SHARED      04           742
D DOLE FOOD INC                  COM              256605106      748    49900 SH      SHARED                 49900
D DOLE FOOD INC                  COM              256605106     1556   103746 SH      SHARED      01        103746
D DOLE FOOD INC                  COM              256605106        5      364 SH      SHARED      02           200               164
D DOLE FOOD INC                  COM              256605106      286    19100 SH      SHARED      04         19100
D DOLE FOOD INC                  COM              256605106      111     7400 SH      SHARED      05          7400
D DOLLAR GEN CORP                COM              256669102     2922   174500 SH      SHARED                174500
D DOLLAR GEN CORP                COM              256669102    41822  2496879 SH      SHARED      01       2468686             28193
D DOLLAR GEN CORP                COM              256669102      449    26827 SH      SHARED      02          7681             19146
D DOLLAR GEN CORP                COM              256669102     2361   140967 SH      SHARED      04        140967
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              256743105      391    19800 SH      SHARED                 19800
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              256743105     1193    60450 SH      SHARED      01         43723             16727
D DOLLAR TREE STORES INC         COM              256747106      166     4117 SH      SHARED                  4117
D DOLLAR TREE STORES INC         COM              256747106     6312   155615 SH      SHARED      01        155615
D DOLLAR TREE STORES INC         COM              256747106      227     5612 SH      SHARED      02          4600              1012
D DOLLAR TREE STORES INC         COM              256747106     2350    57959 SH      SHARED      04         57959
D DOLLAR TREE STORES INC         COM              256747106      354     8750 SH      SHARED      05          8750
D DOMINION HOMES INC             COM              257386102       62     7400 SH      SHARED      01          7400
D DOMINION RES INC VA NEW        COM              25746U109     1710    29458 SH      SHARED                 29458
D DOMINION RES INC VA NEW        COM              25746U109   117191  2018384 SH      SHARED      01       2012358     4040     1986
D DOMINION RES INC VA NEW        COM              25746U109     1730    29806 SH      SHR/OTHR    01                  21625     8181
D DOMINION RES INC VA NEW        COM              25746U109      498     8582 SH      SHARED      02          1539              7043
D DOMINION RES INC VA NEW        COM              25746U109     6574   113227 SH      SHARED      04        113227
D DOMINION RES INC VA NEW        COM              25746U109     2084    35900 SH      SHARED      05         35900
D DOMTAR INC                     COM              257561100       67     7996 SH      SHARED                  7996
D DONALDSON INC                  COM              257651109      244    11118 SH      SHARED                 11118
D DONALDSON INC                  COM              257651109     1875    85272 SH      SHARED      01         85272
D DONALDSON INC                  COM              257651109      293    13350 SH      SHARED      02          2400             10950
D DONALDSON INC                  COM              257651109      341    15500 SH      SHARED      04         15500
D DONALDSON INC                  COM              257651109      134     6100 SH      SHARED      05          6100
D DONALDSON LUFKIN & JENRETTE NW COM DLJ          257661108    52898   591456 SH      SHARED                591456
D DONALDSON LUFKIN & JENRETTE NW COM DLJ          257661108    12106   135366 SH      SHARED      01        135366
D DONALDSON LUFKIN & JENRETTE NW COM DLJ          257661108      355     3974 SH      SHARED      04          3974
D DONALDSON LUFKIN & JENRETTE NW COM DLJDIRECT    257661504       74    10900 SH      SHARED                 10900
D DONALDSON LUFKIN & JENRETTE NW COM DLJDIRECT    257661504      236    34392 SH      SHARED      01         18292             16100
D DONALDSON LUFKIN & JENRETTE NW COM DLJDIRECT    257661504       24     3500 SH      SHARED      05          3500
D DONEGAL GROUP INC              COM              257701102        3      533 SH      SHARED      01           533
D DONNA KARAN INTL INC           COM              257826107       32     5200 SH      SHARED      01          5200
D DONNELLEY R R & SONS CO        COM              257867101      449    18300 SH      SHARED                 18300
D DONNELLEY R R & SONS CO        COM              257867101    22561   918573 SH      SHARED      01        903340             15233
D DONNELLEY R R & SONS CO        COM              257867101      249    10166 SH      SHR/OTHR    01                   4300     5866
D DONNELLEY R R & SONS CO        COM              257867101      245    10000 SH      SHARED      02          2100              7900
D DONNELLEY R R & SONS CO        COM              257867101     1395    56834 SH      SHARED      04         56834
D DONNELLEY R R & SONS CO        COM              257867101       61     2500 SH      SHARED      05          2500
D DONNELLY CORP                  CL A             257870105        3      200 SH      SHARED      01           200
D DORAL FINL CORP                COM              25811P100      663    41000 SH      SHARED      01         41000
D DOT HILL SYS CORP              COM              25848T109      144    22187 SH      SHARED      01         22187
D DOUBLECLICK INC                SB NT CV 4.75%06 258609AC0     1926  2000000 PRN     SHARED               2000000
D DOUBLECLICK INC                COM              258609304        3      100 SH      SHARED                   100
D DOUBLECLICK INC                COM              258609304     3593   112286 SH      SHARED      01        112286
D DOUBLECLICK INC                COM              258609304     1129    35298 SH      SHARED      02         32422              2876
D DOUBLECLICK INC                COM              258609304     3073    96061 SH      SHARED      04         96061
D DOVER CORP                     COM              260003108      530    11306 SH      SHARED                 11306
D DOVER CORP                     COM              260003108    75149  1601066 SH      SHARED      01       1599866              1200
D DOVER CORP                     COM              260003108      638    13600 SH      SHR/OTHR    01                           13600
D DOVER CORP                     COM              260003108       46     1000 SH      SHARED      02                            1000
D DOVER CORP                     COM              260003108     9680   206253 SH      SHARED      04        206253
D DOVER DOWNS ENTMT INC          COM              260086103      263    19600 SH      SHARED      01         19600
D DOW CHEM CO                    COM              260543103      331    13300 SH      SHARED                 13300
D DOW CHEM CO                    COM              260543103   129074  5176010 SH      SHARED      01       5154830             21180
D DOW CHEM CO                    COM              260543103     2888   115812 SH      SHR/OTHR    01                  31731    84081
D DOW CHEM CO                    COM              260543103      336    13503 SH      SHARED      02          3600              9903
D DOW CHEM CO                    COM              260543103    10525   422097 SH      SHARED      04        422097
D DOW CHEM CO                    COM              260543103      788    31600 SH      SHARED      05         31600
D DOW CHEM CO                    COM              260543103       22      900 SH      SHARED      06           900
D DOW JONES & CO INC             COM              260561105     6473   107000 SH      SHARED                107000
D DOW JONES & CO INC             COM              260561105    40612   671274 SH      SHARED      01        670274              1000
D DOW JONES & CO INC             COM              260561105     2642    43672 SH      SHR/OTHR    01                    500    43172
D DOW JONES & CO INC             COM              260561105     2269    37518 SH      SHARED      04         37518
D DOW JONES & CO INC             COM              260561105     1560    25800 SH      SHARED      05         25800
D DOWNEY FINL CORP               COM              261018105      213     5400 SH      SHARED                  5400
D DOWNEY FINL CORP               COM              261018105     1107    28029 SH      SHARED      01         28029
D DRESDNER RCM GLBL STRATGC INCM COM              26157B101     1120   172400 SH      SHARED      04        172400
D DRESS BARN INC                 COM              261570105      997    47510 SH      SHARED      01         47510
D DREW INDS INC                  COM NEW          26168L205        1      200 SH      SHARED      01           200
D DREYERS GRAND ICE CREAM INC    COM              261878102      413    19161 SH      SHARED                 19161
D DREYERS GRAND ICE CREAM INC    COM              261878102     1353    62772 SH      SHARED      01         62772
D DREYERS GRAND ICE CREAM INC    COM              261878102      431    20000 SH      SHARED      02         20000
D DREYERS GRAND ICE CREAM INC    COM              261878102      207     9600 SH      SHARED      04          9600
D DREYERS GRAND ICE CREAM INC    COM              261878102       79     3700 SH      SHARED      05          3700
D DREYFUS STRATEGIC GOVTS INCOME COM              261938104     5507   579700 SH      SHARED      04        579700
D DRIL-QUIP INC                  COM              262037104     1391    34900 SH      SHARED                 34900
D DRIL-QUIP INC                  COM              262037104     1435    36000 SH      SHARED      01         36000
D DRKOOP COM INC                 COM              262098106       34    30200 SH      SHARED      01         30200
D DRUGSTORE COM INC              COM              262241102      266    78900 SH      SHARED      01         78900
D DRUGSTORE COM INC              COM              262241102        1      500 SH      SHARED      02           500
D DSET CORP                      COM              262504103      402    19500 SH      SHARED                 19500
D DSET CORP                      COM              262504103      523    25371 SH      SHARED      01         25371
D DSET CORP                      COM              262504103       90     4400 SH      SHARED      02           200              4200
D DSET CORP                      COM              262504103        0       28 SH      SHARED      04            28
D DSL NET INC                    COM              262506108      278    91007 SH      SHARED      01         91007
D DSL NET INC                    COM              262506108      262    85677 SH      SHARED      02         79527              6150
D DU PONT E I DE NEMOURS & CO    COM              263534109    55774  1346000 SH      SHARED               1346000
D DU PONT E I DE NEMOURS & CO    COM              263534109   379104  9148932 SH      SHARED      01       9067168     1576    80188
D DU PONT E I DE NEMOURS & CO    COM              263534109    15685   378547 SH      SHR/OTHR    01                 246806   131741
D DU PONT E I DE NEMOURS & CO    COM              263534109      939    22680 SH      SHARED      02          6695             15985
D DU PONT E I DE NEMOURS & CO    COM              263534109    28922   697994 SH      SHARED      04        697994
D DU PONT E I DE NEMOURS & CO    COM              263534109     3497    84400 SH      SHARED      05         84400
D DU PONT E I DE NEMOURS & CO    COM              263534109    18402   444100 SH      SHARED      06        444100
D DUANE READE INC                COM              263578106     1188    49000 SH      SHARED                 49000
D DUANE READE INC                COM              263578106      694    28632 SH      SHARED      01         28632
D DUCOMMUN INC DEL               COM              264147109      136     9713 SH      SHARED      02                            9713
D DUFF & PHELPS UTILS INCOME INC COM              264324104       70     7274 SH      SHARED      02                            7274
D DUKE ENERGY CORP               COM              264399106    51913   605400 SH      SHARED                605400
D DUKE ENERGY CORP               COM              264399106   263623  3074326 SH      SHARED      01       3058913     2500    12913
D DUKE ENERGY CORP               COM              264399106      558     6513 SH      SHR/OTHR    01                   3633     2880
D DUKE ENERGY CORP               COM              264399106     2152    25105 SH      SHARED      02          7845             17260
D DUKE ENERGY CORP               COM              264399106    14665   171032 SH      SHARED      04        171032
D DUKE ENERGY CORP               COM              264399106     3670    42800 SH      SHARED      05         42800
D DUKE WEEKS REALTY CORP         COM NEW          264411505      436    18100 SH      SHARED                 18100
D DUKE WEEKS REALTY CORP         COM NEW          264411505     3819   158312 SH      SHARED      01        157887               425
D DUKE WEEKS REALTY CORP         COM NEW          264411505     2631   109059 SH      SHARED      02         53607             55452
D DUKE WEEKS REALTY CORP         COM NEW          264411505      248    10308 SH      SHARED      04         10308
D DUN & BRADSTREET CORP DEL      COM              26483B106      330     9600 SH      SHARED                  9600
D DUN & BRADSTREET CORP DEL      COM              26483B106    54754  1590002 SH      SHARED      01       1588602              1400
D DUN & BRADSTREET CORP DEL      COM              26483B106     5227   151785 SH      SHR/OTHR    01                 125775    26010
D DUN & BRADSTREET CORP DEL      COM              26483B106       25      730 SH      SHARED      02                             730
D DUN & BRADSTREET CORP DEL      COM              26483B106     2578    74883 SH      SHARED      04         74883
D DUN & BRADSTREET CORP DEL      COM              26483B106      113     3300 SH      SHARED      05          3300
D DURA AUTOMOTIVE SYSTEMS CORP   CL A             265903104      561    60832 SH      SHARED      01         60832
D DUPONT PHOTOMASKS INC          GTD SB CV ZRO 04 26613XAC5       19    20000 PRN     SHARED      04         20000
D DUPONT PHOTOMASKS INC          COM              26613X101      855    14561 SH      SHARED      01         14561
D DUPONT PHOTOMASKS INC          COM              26613X101      164     2800 SH      SHARED      05          2800
D DURA PHARMACEUTICALS INC       COM              26632S109     8539   241400 SH      SHARED                241400
D DURA PHARMACEUTICALS INC       COM              26632S109    10375   293302 SH      SHARED      01        293302
D DURA PHARMACEUTICALS INC       COM              26632S109     5553   157000 SH      SHARED      04        157000
D DURA PHARMACEUTICALS INC       WT EXP  123102   26632S117      413   315000 SH      SHARED                315000
D DURAMED PHARMACEUTICALS INC    COM              266354109       11     2000 SH      SHARED      02          2000
D DUSA PHARMACEUTICALS INC       COM              266898105      705    22900 SH      SHARED      01         22900
D DYCOM INDS INC                 COM              267475101     1851    44474 SH      SHARED                 44474
D DYCOM INDS INC                 COM              267475101     2088    50175 SH      SHARED      01         50175
D DYCOM INDS INC                 COM              267475101    19758   474685 SH      SHARED      02        474685
D DYCOM INDS INC                 COM              267475101      190     4571 SH      SHARED      04          4571
D DYNEGY INC NEW                 CL A             26816Q101      376     6600 SH      SHARED                  6600
D DYNEGY INC NEW                 CL A             26816Q101    24310   426496 SH      SHARED      01        425871               625
D DYNEGY INC NEW                 CL A             26816Q101       91     1600 SH      SHR/OTHR    01                            1600
D DYNEGY INC NEW                 CL A             26816Q101      274     4820 SH      SHARED      02                            4820
D DYNEGY INC NEW                 CL A             26816Q101     8951   157043 SH      SHARED      04        157043
D DYNEGY INC NEW                 CL A             26816Q101     3260    57200 SH      SHARED      05         57200
D DYNEX CAP INC                  PFD CV B 9.55%   26817Q308       59     7700 SH      SHARED      02          7700
D EBT INTL INC                   COM              268248101       32     6600 SH      SHARED      01          6600
D EBT INTL INC                   COM              268248101       86    17500 SH      SHARED      02         17500
D ECCS INC                       COM              26825H100       14     5200 SH      SHARED      01          5200
D ECCS INC                       COM              26825H100        9     3500 SH      SHARED      02                            3500
D ECI TELECOM LTD                ORD              268258100       14      462 SH      SHARED      01           462
D ECI TELECOM LTD                ORD              268258100      153     5000 SH      SHARED      02          2600              2400
D ECI TELECOM LTD                ORD              268258100        0       11 SH      SHARED      04            11
D EDP-ELECTRICIDADE DE PORTUGAL  SPONSORED ADR    268353109       31     1000 SH      SHARED      04          1000
D EEX CORP                       COM NEW          26842V207      391    81351 SH      SHARED      01         81351
D EEX CORP                       COM NEW          26842V207        4      999 SH      SHR/OTHR    01                             999
D EEX CORP                       COM NEW          26842V207       33     7000 SH      SHARED      02          7000
D EGL INC                        COM              268484102     1842    60900 SH      SHARED                 60900
D EGL INC                        COM              268484102     2407    79601 SH      SHARED      01         79601
D EGL INC                        COM              268484102      756    25000 SH      SHARED      04         25000
D EGL INC                        COM              268484102       12      400 SH      SHARED      05           400
D E-LOAN INC                     COM              26861P107       87    20800 SH      SHARED      01         20800
D ELXSI CORP                     COM NEW          268613205        2      200 SH      SHARED      02           200
D E M C CORP MASS                COM              268648102      118     1200 SH      SHR/OTHR    02                    200     1000
D E M C CORP MASS                COM              268648102   190877  1925628 SH      SHARED               1925628
D E M C CORP MASS                COM              268648102  2063827 20820454 SH      SHARED      01      19738306           1082148
D E M C CORP MASS                COM              268648102    71315   719454 SH      SHR/OTHR    01                 338933   380521
D E M C CORP MASS                COM              268648102    37767   381007 SH      SHARED      02        125074            255933
D E M C CORP MASS                COM              268648102   100572  1014607 SH      SHARED      04       1014607
D E M C CORP MASS                COM              268648102     7325    73900 SH      SHARED      05         73900
D E M C CORP MASS                COM              268648102    93940   947700 SH      SHARED      06        947700
D EMCEE BROADCAST PRODS INC      COM              268650108       54    18000 SH      SHARED      02          5000             13000
D EMS TECHNOLOGIES INC           COM              26873N108        7      500 SH      SHARED      01           500
D E MEDSOFT COM                  COM              26873Q101      125    47791 SH      SHARED      01         47791
D E MEDSOFT COM                  COM              26873Q101        3     1500 SH      SHARED      02                            1500
D ENSCO INTL INC                 COM              26874Q100     2788    72900 SH      SHARED                 72900
D ENSCO INTL INC                 COM              26874Q100     9908   259043 SH      SHARED      01        259043
D ENSCO INTL INC                 COM              26874Q100       68     1784 SH      SHR/OTHR    01                            1784
D ENSCO INTL INC                 COM              26874Q100      584    15270 SH      SHARED      02          8220              7050
D ENSCO INTL INC                 COM              26874Q100     5729   149800 SH      SHARED      04        149800
D ENSCO INTL INC                 COM              26874Q100     1644    43000 SH      SHARED      05         43000
D ENI S P A                      SPONSORED ADR    26874R108      582    11000 SH      SHARED                 11000
D ENI S P A                      SPONSORED ADR    26874R108      391     7404 SH      SHARED      01          7404
D ENI S P A                      SPONSORED ADR    26874R108       37      700 SH      SHARED      05           700
D EOG RES INC                    COM              26875P101      303     7800 SH      SHARED                  7800
D EOG RES INC                    COM              26875P101     4839   124500 SH      SHARED      01        122500              2000
D EOG RES INC                    COM              26875P101       60     1550 SH      SHR/OTHR    01                    300     1250
D EOG RES INC                    COM              26875P101       30      779 SH      SHARED      02           600               179
D EOG RES INC                    COM              26875P101     2329    59924 SH      SHARED      04         59924
D EOG RES INC                    COM              26875P101      252     6500 SH      SHARED      05          6500
D EON COMMUNICATIONS CORP        COM              268763109        3     1270 SH      SHARED      01          1270
D E PIPHANY INC                  COM              26881V100       53      700 SH      SHARED                   700
D E PIPHANY INC                  COM              26881V100     6074    78825 SH      SHARED      01         78625               200
D E PIPHANY INC                  COM              26881V100        1       25 SH      SHR/OTHR    01                     25
D E PIPHANY INC                  COM              26881V100      706     9168 SH      SHARED      02          9168
D E PIPHANY INC                  COM              26881V100      190     2478 SH      SHARED      04          2478
D EPL TECHNOLOGIES INC           COM NEW          268920204        0      500 SH      SHARED      01           500
D EPL TECHNOLOGIES INC           COM NEW          268920204        0      500 SH      SHR/OTHR    01                    500
D ESS TECHNOLOGY INC             COM              269151106      283    19819 SH      SHARED                 19819
D ESS TECHNOLOGY INC             COM              269151106      801    56019 SH      SHARED      01         56019
D ESS TECHNOLOGY INC             COM              269151106      629    44000 SH      SHARED      02         43000              1000
D E SPIRE COMMUNICATIONS INC     COM              269153102      471   160536 SH      SHARED      01        160536
D E SPIRE COMMUNICATIONS INC     COM              269153102       29    10000 SH      SHARED      02          7000              3000
D E-STAMP CORP                   COM              269154100        4     5500 SH      SHARED      01          5500
D E-STAMP CORP                   COM              269154100        1     2000 SH      SHR/OTHR    01                   2000
D E-STAMP CORP                   COM              269154100        0      800 SH      SHARED      02           800
D E-STAMP CORP                   COM              269154100        0      100 SH      SHARED      04           100
D E-SYNC NETWORKS INC            COM              269156105        6     2000 SH      SHARED      02          2000
D E TOWN                         COM              269242103    48609   726872 SH      SHARED                726872
D E TOWN                         COM              269242103     2113    31600 SH      SHARED      01         31600
D E TOWN                         COM              269242103      148     2225 SH      SHR/OTHR    01                   2225
D E TRADE GROUP INC              SUB NT CV 144A07 269246AA2    60257 66217000 PRN     SHARED              66217000
D E TRADE GROUP INC              SUB NT CV 144A07 269246AA2     1365  1500000 PRN     SHARED      01       1500000
D E TRADE GROUP INC              SUB NT CV  6%07  269246AB0     1820  2000000 PRN     SHARED      01       2000000
D E TRADE GROUP INC              COM              269246104     5582   339618 SH      SHARED      01        339418               200
D E TRADE GROUP INC              COM              269246104     2338   142258 SH      SHARED      04        142258
D E TRADE GROUP INC              COM              269246104      754    45900 SH      SHARED      05         45900
D EXX INC                        CL A             269282109        1     1500 SH      SHARED      01          1500
D E Z EM INC                     CL B             269305306        0       55 SH      SHARED      01            55
D EAGLE BANCSHARES INC           COM              26942C109        4      400 SH      SHARED      01           400
D EAGLE BANCSHARES INC           COM              26942C109       23     2189 SH      SHARED      02          1189              1000
D EARTHGRAINS CO                 COM              270319106      154     8400 SH      SHARED                  8400
D EARTHGRAINS CO                 COM              270319106     1662    90192 SH      SHARED      01         89716               476
D EARTHGRAINS CO                 COM              270319106        7      384 SH      SHR/OTHR    01                             384
D EARTHGRAINS CO                 COM              270319106       16      900 SH      SHARED      02                             900
D EARTHSHELL CORP                COM              27032B100       31    24800 SH      SHARED      01         24800
D EARTHWEB INC                   COM              27032C108      109    13009 SH      SHARED      01         13009
D EARTHLINK INC                  COM              270321102      475    52100 SH      SHARED                 52100
D EARTHLINK INC                  COM              270321102     1116   122361 SH      SHARED      01        122361
D EARTHLINK INC                  COM              270321102       35     3893 SH      SHARED      02          2807              1086
D EARTHLINK INC                  COM              270321102      219    24076 SH      SHARED      04         24076
D EAST WEST BANCORP INC          COM              27579R104      943    48235 SH      SHARED      01         48235
D EASTERN CO                     COM              276317104        1      150 SH      SHARED      01           150
D EASTERN ENTERPRISES            COM              27637F100     3385    53050 SH      SHARED                 53050
D EASTERN ENTERPRISES            COM              27637F100    12263   192184 SH      SHARED      01        191384               800
D EASTERN ENTERPRISES            COM              27637F100      140     2200 SH      SHARED      02           500              1700
D EASTERN ENTERPRISES            COM              27637F100      809    12681 SH      SHARED      04         12681
D EASTERN ENTERPRISES            COM              27637F100       31      500 SH      SHARED      05           500
D EASTGROUP PPTY INC             COM              277276101      126     5700 SH      SHARED                  5700
D EASTGROUP PPTY INC             COM              277276101      491    22100 SH      SHARED      01         22100
D EASTMAN CHEM CO                COM              277432100     8289   224426 SH      SHARED                224426
D EASTMAN CHEM CO                COM              277432100    21975   594934 SH      SHARED      01        594934
D EASTMAN CHEM CO                COM              277432100       68     1846 SH      SHR/OTHR    01                   1293      553
D EASTMAN CHEM CO                COM              277432100       51     1400 SH      SHARED      02           100              1300
D EASTMAN CHEM CO                COM              277432100     1876    50807 SH      SHARED      04         50807
D EASTMAN KODAK CO               COM              277461109     9911   242490 SH      SHARED                242490
D EASTMAN KODAK CO               COM              277461109    97519  2385797 SH      SHARED      01       2384503              1294
D EASTMAN KODAK CO               COM              277461109      631    15440 SH      SHR/OTHR    01                  14346     1094
D EASTMAN KODAK CO               COM              277461109      567    13887 SH      SHARED      02          1055             12832
D EASTMAN KODAK CO               COM              277461109    32833   803276 SH      SHARED      04        803276
D EATON CORP                     COM              278058102     2520    40900 SH      SHARED                 40900
D EATON CORP                     COM              278058102    35369   573940 SH      SHARED      01        573690               250
D EATON CORP                     COM              278058102        5       90 SH      SHARED      02            90
D EATON CORP                     COM              278058102     2703    43868 SH      SHARED      04         43868
D EATON VANCE CORP               COM NON VTG      278265103      402     7892 SH      SHARED                  7892
D EATON VANCE CORP               COM NON VTG      278265103     2555    50100 SH      SHARED      01         50100
D EATON VANCE CORP               COM NON VTG      278265103       96     1900 SH      SHARED      02                            1900
D EATON VANCE CORP               COM NON VTG      278265103       51     1000 SH      SHARED      05          1000
D EBAY INC                       COM              278642103    19548   284601 SH      SHARED      01        281601              3000
D EBAY INC                       COM              278642103     1097    15978 SH      SHARED      02          8775              7203
D EBAY INC                       COM              278642103     3917    57027 SH      SHARED      04         57027
D EBENX INC                      COM              278668108       79     7000 SH      SHARED      01          7000
D EBIX COM INC                   COM              278715107       37    10400 SH      SHARED      01         10400
D ECHELON CORP                   COM              27874N105      695    23691 SH      SHARED                 23691
D ECHELON CORP                   COM              27874N105      828    28200 SH      SHARED      01         28200
D ECHELON CORP                   COM              27874N105        2      101 SH      SHR/OTHR    01                             101
D ECHELON CORP                   COM              27874N105      146     5000 SH      SHARED      02          5000
D ECHELON CORP                   COM              27874N105       46     1587 SH      SHARED      04          1587
D ECHO BAY MINES LTD             COM              278751102       11    15400 SH      SHARED      01         15400
D ECHOSTAR COMMUNICATIONS NEW    SUB NT CV 144A07 278762AB5     6877  5210000 PRN     SHARED               5210000
D ECHOSTAR COMMUNICATIONS NEW    SB NT CV4.875%07 278762AD1     6864  5200000 PRN     SHARED      01       5200000
D ECHOSTAR COMMUNICATIONS NEW    CL A             278762109     1503    28500 SH      SHARED                 28500
D ECHOSTAR COMMUNICATIONS NEW    CL A             278762109     6200   117541 SH      SHARED      01        117541
D ECHOSTAR COMMUNICATIONS NEW    CL A             278762109      820    15550 SH      SHARED      02         13800              1750
D ECHOSTAR COMMUNICATIONS NEW    CL A             278762109     2455    46559 SH      SHARED      04         46559
D ECHOSTAR COMMUNICATIONS NEW    CL A             278762109      274     5200 SH      SHARED      05          5200
D ECHOSTAR COMMUNICATIONS NEW    PFD CV SER C     278762307     7134     8700 SH      SHARED      04          8700
D ECLIPSE SURGICAL TECHNOLOGIES  COM              278849104       76    19000 SH      SHARED      02         19000
D ECLIPSYS CORP                  COM              278856109       32     2000 SH      SHARED                  2000
D ECLIPSYS CORP                  COM              278856109     1090    68156 SH      SHARED      01         68156
D ECLIPSYS CORP                  COM              278856109       20     1260 SH      SHARED      02          1260
D ECLIPSYS CORP                  COM              278856109     3658   228687 SH      SHARED      03        228687
D ECOLAB INC                     COM              278865100      429    11900 SH      SHARED                 11900
D ECOLAB INC                     COM              278865100    32734   907742 SH      SHARED      01        905342              2400
D ECOLAB INC                     COM              278865100      252     7000 SH      SHR/OTHR    01                   7000
D ECOLAB INC                     COM              278865100     2294    63620 SH      SHARED      04         63620
D EDGEWATER TECHNOLOGY INC       COM              280358102        4      900 SH      SHARED      01           900
D EDISON INTL                    COM              281020107     3374   174744 SH      SHARED                174744
D EDISON INTL                    COM              281020107    48957  2535101 SH      SHARED      01       2530501              4600
D EDISON INTL                    COM              281020107      350    18162 SH      SHR/OTHR    01                  10200     7962
D EDISON INTL                    COM              281020107       76     3943 SH      SHARED      02                            3943
D EDISON INTL                    COM              281020107     3013   156063 SH      SHARED      04        156063
D EDISON INTL                    COM              281020107      529    27400 SH      SHARED      05         27400
D EDISON SCHOOLS INC             CL A             281033100      866    27300 SH      SHARED      01         27300
D EDUCATION MGMT CORP            COM              28139T101       66     2480 SH      SHARED                  2480
D EDUCATION MGMT CORP            COM              28139T101      960    35674 SH      SHARED      01         35674
D J D EDWARDS & CO               COM              281667105     3031   117150 SH      SHARED      01        117150
D J D EDWARDS & CO               COM              281667105       31     1230 SH      SHARED      04          1230
D EDWARDS LIFESCIENCES CORP      COM              28176E108     3462   158727 SH      SHARED      01        157867               860
D EDWARDS LIFESCIENCES CORP      COM              28176E108      295    13557 SH      SHR/OTHR    01                  13158      399
D EDWARDS LIFESCIENCES CORP      COM              28176E108       39     1829 SH      SHARED      02           651              1178
D EDWARDS LIFESCIENCES CORP      COM              28176E108      471    21600 SH      SHARED      04         21600
D EDWARDS LIFESCIENCES CORP      COM              28176E108      167     7700 SH      SHARED      05          7700
D EDWARDS AG INC                 COM              281760108     2609    49892 SH      SHARED                 49892
D EDWARDS AG INC                 COM              281760108     7341   140350 SH      SHARED      01        140350
D EDWARDS AG INC                 COM              281760108      128     2450 SH      SHARED      02                            2450
D EDWARDS AG INC                 COM              281760108     2549    48741 SH      SHARED      04         48741
D EDWARDS AG INC                 COM              281760108     1354    25900 SH      SHARED      05         25900
D EFFICIENT NETWORKS INC         COM              282056100     1007    27000 SH      SHARED      01         27000
D EFFICIENT NETWORKS INC         COM              282056100      186     5000 SH      SHARED      02           400              4600
D EFFICIENT NETWORKS INC         COM              282056100       81     2181 SH      SHARED      04          2181
D EGAIN COMMUNICATIONS           COM              28225C103      587    62416 SH      SHARED      01         62416
D EGAIN COMMUNICATIONS           COM              28225C103      179    19104 SH      SHARED      02         19104
D EGAIN COMMUNICATIONS           COM              28225C103      188    20000 SH      SHARED      04         20000
D EGAMES INC                     COM              282253103       17    17900 SH      SHARED      01         17900
D EGGHEAD COM INC NEW            COM              282329101       37    16200 SH      SHARED      01         16200
D EGLOBE INC                     COM              282339100       99    81884 SH      SHARED      01         81884
D EGREETINGS NETWORK INC         COM              282343102       21    20400 SH      SHARED      01         20400
D EGREETINGS NETWORK INC         COM              282343102        7     7000 SH      SHARED      02          7000
D EIRCOM PLC                     SPON ADR EURO    28257P105       53     5900 SH      SHARED                  5900
D EL PASO ELEC CO                COM NEW          283677854      589    42800 SH      SHARED                 42800
D EL PASO ELEC CO                COM NEW          283677854     1142    83000 SH      SHARED      01         83000
D EL PASO ENERGY PARTNERS L P    COM              28368B102       96     3600 SH      SHARED                  3600
D EL PASO ENERGY PARTNERS L P    COM              28368B102      187     7000 SH      SHR/OTHR    01                   7000
D EL PASO ENERGY PARTNERS L P    COM              28368B102       40     1500 SH      SHARED      02                            1500
D EL PASO ENERGY CORP DEL        COM              283905107      634    10300 SH      SHARED                 10300
D EL PASO ENERGY CORP DEL        COM              283905107   135404  2197235 SH      SHARED      01       2180135             17100
D EL PASO ENERGY CORP DEL        COM              283905107     3009    48842 SH      SHR/OTHR    01                  44898     3944
D EL PASO ENERGY CORP DEL        COM              283905107     2361    38321 SH      SHARED      02         10020             28301
D EL PASO ENERGY CORP DEL        COM              283905107     6645   107842 SH      SHARED      04        107842
D EL PASO ENERGY CORP DEL        COM              283905107     1953    31700 SH      SHARED      05         31700
D ELAN PLC                       ADR              284131208     2228    40700 SH      SHARED                 40700
D ELAN PLC                       ADR              284131208   104286  1904780 SH      SHARED      01       1902880              1900
D ELAN PLC                       ADR              284131208      109     2000 SH      SHR/OTHR    01                            2000
D ELAN PLC                       ADR              284131208     1836    33543 SH      SHARED      02         15150             18393
D ELAN PLC                       ADR              284131208     5037    92000 SH      SHARED      04         92000
D ELAN PLC                       ADR              284131208      498     9100 SH      SHARED      05          9100
D ELANTEC SEMICONDUCTOR INC      COM              284155108     5598    56200 SH      SHARED      01         56200
D ELANTEC SEMICONDUCTOR INC      COM              284155108      325     3269 SH      SHARED      02          3194                75
D ELCOM INTL INC                 COM              284434107       31     7000 SH      SHARED      01          7000
D ELCOR CORP                     COM              284443108      107     7430 SH      SHARED                  7430
D ELCOR CORP                     COM              284443108      780    53848 SH      SHARED      01         53848
D ELCOTEL INC                    COM              284447109       24    19800 SH      SHARED      01         19800
D ELDER BEERMAN STORES CORP NEW  COM              284470101       32     7000 SH      SHARED                  7000
D ELDERTRUST                     COM SH BEN INT   284560109       62    66400 SH      SHARED      02         15400             51000
D ELECTRIC FUEL CORP             COM              284871100      102     9500 SH      SHARED      01          9500
D ELECTRIC LIGHTWAVE INC         CL A             284895109      258    30361 SH      SHARED                 30361
D ELECTRIC LIGHTWAVE INC         CL A             284895109      111    13100 SH      SHARED      01         13100
D ELECTRO RENT CORP              COM              285218103      294    23100 SH      SHARED      01         23100
D ELECTRO SCIENTIFIC INDS        COM              285229100      375    10700 SH      SHARED                 10700
D ELECTRO SCIENTIFIC INDS        COM              285229100     2534    72156 SH      SHARED      01         72156
D ELECTRO SCIENTIFIC INDS        COM              285229100       56     1600 SH      SHR/OTHR    01                   1600
D ELECTROGLAS INC                COM              285324109      348    20400 SH      SHARED                 20400
D ELECTROGLAS INC                COM              285324109     1051    61619 SH      SHARED      01         61619
D ELECTRONIC ARTS INC            COM              285512109      243     4928 SH      SHARED                  4928
D ELECTRONIC ARTS INC            COM              285512109    24150   489125 SH      SHARED      01        485953              3172
D ELECTRONIC ARTS INC            COM              285512109    10290   208412 SH      SHARED      02         63104            145308
D ELECTRONIC ARTS INC            COM              285512109     3575    72406 SH      SHARED      04         72406
D ELECTRONIC ARTS INC            COM              285512109      814    16500 SH      SHARED      05         16500
D ELECTRONIC DATA SYS NEW        COM              285661104     3212    77400 SH      SHARED                 77400
D ELECTRONIC DATA SYS NEW        COM              285661104   143357  3454386 SH      SHARED      01       3450409              3977
D ELECTRONIC DATA SYS NEW        COM              285661104     1346    32436 SH      SHR/OTHR    01                  24563     7873
D ELECTRONIC DATA SYS NEW        COM              285661104      182     4400 SH      SHARED      02          1140              3260
D ELECTRONIC DATA SYS NEW        COM              285661104     8781   211605 SH      SHARED      04        211605
D ELECTRONICS BOUTIQUE HLDGS CP  COM              286045109      305    14200 SH      SHARED      01         14200
D ELECTRONICS FOR IMAGING INC    COM              286082102       58     2300 SH      SHARED                  2300
D ELECTRONICS FOR IMAGING INC    COM              286082102     2004    79400 SH      SHARED      01         79400
D ELECTRONICS FOR IMAGING INC    COM              286082102       50     2000 SH      SHR/OTHR    01                   2000
D ELECTRONICS FOR IMAGING INC    COM              286082102      105     4163 SH      SHARED      04          4163
D ELECTROSOURCE INC              COM PAR $1.00    286150206        4     1000 SH      SHARED      02                            1000
D ELLSWORTH CONV GROWTH & INCOME COM              289074106        8      900 SH      SHARED      04           900
D ELMIRA SVGS BK FSB N Y         COM              289660102       43     2220 SH      SHARED      01          2220
D ELOQUENT INC                   COM              290140102        5     1900 SH      SHARED      01          1900
D ELOT INC                       COM              290143106        5     3300 SH      SHARED      01          3300
D ELOYALTY CORP                  COM              290151109     1238    97149 SH      SHARED      01         97149
D ELOYALTY CORP                  COM              290151109       95     7500 SH      SHARED      02                            7500
D ELSEVIER N V                   SPON ADR NEW     290259100      208     9200 SH      SHARED                  9200
D ELTRAX SYS INC                 COM              290375104        0       73 SH      SHARED      01            73
D ELTRAX SYS INC                 COM              290375104        0       81 SH      SHR/OTHR    01                     81
D EMAGIN CORP                    COM              29076N107      307    28665 SH      SHARED      01         28665
D E MACHINES INC                 COM              29076P102       25    24800 SH      SHARED      01         24800
D EMBARCADERO TECHNOLOGIES INC   COM              290787100      400     7800 SH      SHARED      01          7800
D EMBRATEL PARTICIPACOES S A     SPON ADR PFD     29081N100      160     8700 SH      SHARED                  8700
D EMBRATEL PARTICIPACOES S A     SPON ADR PFD     29081N100       62     3400 SH      SHARED      01          3400
D EMBRATEL PARTICIPACOES S A     SPON ADR PFD     29081N100       85     4600 SH      SHARED      04          4600
D EMBOTELLADORA ANDINA S A       SPON ADR A       29081P204      126    10000 SH      SHARED                 10000
D EMBOTELLADORA ANDINA S A       SPON ADR A       29081P204       64     5100 SH      SHARED      01          5100
D EMBOTELLADORA ANDINA S A       SPON ADR A       29081P204        1      100 SH      SHARED      02           100
D EMBOTELLADORA ANDINA S A       SPON ADR B       29081P303       13     1300 SH      SHARED                  1300
D EMBOTELLADORA ANDINA S A       SPON ADR B       29081P303        1      100 SH      SHARED      02           100
D EMCOR GROUP INC                COM              29084Q100      739    28450 SH      SHARED      01         28450
D EMCORE CORP                    COM              290846104      174     4200 SH      SHARED                  4200
D EMCORE CORP                    COM              290846104     2232    53700 SH      SHARED      01         53700
D EMCORE CORP                    COM              290846104      166     4000 SH      SHARED      02          4000
D EMCORE CORP                    COM              290846104       66     1600 SH      SHARED      05          1600
D EMERGE INTERACTIVE INC         CL A             29088W103      206    13010 SH      SHARED      01         12260               750
D EMERGE INTERACTIVE INC         CL A             29088W103        0       50 SH      SHR/OTHR    01                     50
D EMERGE INTERACTIVE INC         CL A             29088W103        1       65 SH      SHARED      02            50                15
D EMERGING MKTS TELECOMMUNICATNS COM              290887108        1      100 SH      SHARED      02                             100
D EMERGENT INFORMATION TECH INC  COM              290931104       42    34200 SH      SHARED      01         34200
D EMERSON ELEC CO                COM              291011104    36815   549492 SH      SHARED                549492
D EMERSON ELEC CO                COM              291011104   288828  4310874 SH      SHARED      01       4283727     1850    25297
D EMERSON ELEC CO                COM              291011104    14919   222679 SH      SHR/OTHR    01                 135627    87052
D EMERSON ELEC CO                COM              291011104     1717    25631 SH      SHARED      02          4713             20918
D EMERSON ELEC CO                COM              291011104    13312   198689 SH      SHARED      04        198689
D EMERSON ELEC CO                COM              291011104      763    11400 SH      SHARED      05         11400
D EMISPHERE TECHNOLOGIES INC     COM              291345106      676    22600 SH      SHARED                 22600
D EMISPHERE TECHNOLOGIES INC     COM              291345106     1135    37941 SH      SHARED      01         37941
D EMISPHERE TECHNOLOGIES INC     COM              291345106       25      850 SH      SHARED      02           850
D EMISPHERE TECHNOLOGIES INC     COM              291345106       12      404 SH      SHARED      04           404
D EMMIS COMMUNICATIONS CORP      CL A             291525103      900    36400 SH      SHARED      01         36400
D EMMIS COMMUNICATIONS CORP      CL A             291525103        4      200 SH      SHARED      02                             200
D EMMIS COMMUNICATIONS CORP      CL A             291525103      103     4176 SH      SHARED      04          4176
D EMMIS COMMUNICATIONS CORP      PFD CV SER A     291525202    20079   508340 SH      SHARED                508340
D EMPIRE DIST ELEC CO            COM              291641108      711    27100 SH      SHARED                 27100
D EMPIRE DIST ELEC CO            COM              291641108      929    35400 SH      SHARED      01         35400
D EMPRESA NACIONAL DE ELCTRCIDAD SPONSORED ADR    29244T101      807    73400 SH      SHARED                 73400
D EMPRESA NACIONAL DE ELCTRCIDAD SPONSORED ADR    29244T101       63     5728 SH      SHARED      01          5728
D EMPRESAS ICA SOCIEDAD CONTRLAD SUB DB CONV 5%04 292448AC1       21    40000 PRN     SHARED      02                           40000
D EN POINTE TECHNOLOGIES INC     COM              29247F108       15     2400 SH      SHARED      01          2400
D EMULEX CORP                    COM NEW          292475209     5316    43400 SH      SHARED      01         43400
D EMULEX CORP                    COM NEW          292475209     1055     8618 SH      SHARED      02          6520              2098
D EMULEX CORP                    COM NEW          292475209      364     2974 SH      SHARED      04          2974
D EMULEX CORP                    COM NEW          292475209      465     3800 SH      SHARED      05          3800
D ENBRIDGE INC                   COM              29250N105       91     4300 SH      SHARED                  4300
D ENCHIRA BIOTECHNOLOGY CORP     COM              29251Q107       22     2785 SH      SHARED      01          2785
D ENCHIRA BIOTECHNOLOGY CORP     COM              29251Q107        5      642 SH      SHARED      02           571                71
D ENCOMPASS SVCS CORP            COM              29255U104      876   107927 SH      SHARED      01        100904              7023
D ENCORE WIRE CORP               COM              292562105       73    10350 SH      SHARED      01         10350
D ENDESA S A                     SPONSORED ADR    29258N107      245    13100 SH      SHARED                 13100
D ENDESA S A                     SPONSORED ADR    29258N107       65     3500 SH      SHARED      01          3500
D ENDESA S A                     SPONSORED ADR    29258N107       13      700 SH      SHARED      04           700
D ENDO PHARMACEUTICALS HLDGS INC WT EXP  123102   29264F114       53    21528 SH      SHARED      01         21528
D ENDO PHARMACEUTICALS HLDGS INC COM              29264F205       24     2500 SH      SHARED      01          2500
D ENDOCARE INC                   COM              29264P104      345    17471 SH      SHARED      01         17471
D ENERGEN CORP                   COM              29265N108     1270    42700 SH      SHARED                 42700
D ENERGEN CORP                   COM              29265N108     2061    69300 SH      SHARED      01         69300
D ENERGY CONVERSION DEVICES INC  COM              292659109     1387    37316 SH      SHARED      01         37316
D ENERGIS PLC                    SPONSORED ADR    29266H100      178     5100 SH      SHARED                  5100
D ENERGY EAST CORP               COM              29266M109     2262   100006 SH      SHARED                100006
D ENERGY EAST CORP               COM              29266M109    15302   676333 SH      SHARED      01        676333
D ENERGY EAST CORP               COM              29266M109      165     7330 SH      SHARED      02          2730              4600
D ENERGY EAST CORP               COM              29266M109     1290    57020 SH      SHARED      04         57020
D ENERGY EAST CORP               COM              29266M109      391    17300 SH      SHARED      05         17300
D ENERGIZER HLDGS INC            COM              29266R108       22      900 SH      SHARED                   900
D ENERGIZER HLDGS INC            COM              29266R108     3253   132779 SH      SHARED      01        132779
D ENERGIZER HLDGS INC            COM              29266R108       77     3168 SH      SHR/OTHR    01                   1326     1842
D ENERGIZER HLDGS INC            COM              29266R108       62     2531 SH      SHARED      02          2531
D ENERGIZER HLDGS INC            COM              29266R108     1039    42432 SH      SHARED      04         42432
D ENERGIZER HLDGS INC            COM              29266R108      325    13300 SH      SHARED      05         13300
D ENERSIS S A                    SPONSORED ADR    29274F104      299    16800 SH      SHARED                 16800
D ENERSIS S A                    SPONSORED ADR    29274F104       38     2147 SH      SHARED      01          2147
D ENGAGE INC                     COM              292827102       13     1600 SH      SHARED                  1600
D ENGAGE INC                     COM              292827102      470    57900 SH      SHARED      01         57900
D ENGAGE INC                     COM              292827102        2      300 SH      SHARED      02                             300
D ENGAGE INC                     COM              292827102       20     2577 SH      SHARED      04          2577
D ENGELHARD CORP                 COM              292845104     1083    66700 SH      SHARED                 66700
D ENGELHARD CORP                 COM              292845104    14732   906631 SH      SHARED      01        906631
D ENGELHARD CORP                 COM              292845104      300    18513 SH      SHARED      02          7285             11228
D ENGELHARD CORP                 COM              292845104     1020    62807 SH      SHARED      04         62807
D ENGELHARD CORP                 COM              292845104       43     2700 SH      SHARED      05          2700
D ENGINEERED SUPPORT SYS INC     COM              292866100       11      600 SH      SHARED      01           600
D ENGINEERING ANIMATION INC      COM              292872108       42     3100 SH      SHARED      01          3100
D ENGLE HOMES INC                COM              292896107      852    54800 SH      SHARED      01         54800
D ENERGYNORTH INC                COM              292925104      364     6000 SH      SHARED                  6000
D ENERGYNORTH INC                COM              292925104      183     3017 SH      SHARED      01          3017
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      162    27725 SH      SHARED      01         27725
D ENESCO GROUP INC               COM              292973104       11     2000 SH      SHARED      02          2000
D ENHANCE FINL SVCS GROUP INC    COM              293310108     1248    96000 SH      SHARED                 96000
D ENHANCE FINL SVCS GROUP INC    COM              293310108      614    47250 SH      SHARED      01         47250
D ENHANCE FINL SVCS GROUP INC    COM              293310108       78     6000 SH      SHARED      02          6000
D ENRON CORP                     COM              293561106       65      750 SH      SHR/OTHR    02                    150      600
D ENRON CORP                     COM              293561106    59821   682700 SH      SHARED                682700
D ENRON CORP                     COM              293561106   738548  8428513 SH      SHARED      01       7792769            635744
D ENRON CORP                     COM              293561106    28334   323363 SH      SHR/OTHR    01                 159394   163969
D ENRON CORP                     COM              293561106     4663    53221 SH      SHARED      02         15873             37348
D ENRON CORP                     COM              293561106    53921   615361 SH      SHARED      04        615361
D ENRON CORP                     COM              293561106     6352    72500 SH      SHARED      05         72500
D ENRON CORP                     COM              293561106    79826   911000 SH      SHARED      06        911000
D ENTERCOM COMMUNICATIONS CORP   CL A             293639100       50     1700 SH      SHARED                  1700
D ENTERCOM COMMUNICATIONS CORP   CL A             293639100      299    10000 SH      SHARED      01         10000
D ENTERCOM COMMUNICATIONS CORP   CL A             293639100      179     6000 SH      SHARED      02          5200               800
D ENTERCOM COMMUNICATIONS CORP   CL A             293639100      107     3581 SH      SHARED      04          3581
D ENTERGY CORP NEW               COM              29364G103     2466    66202 SH      SHARED                 66202
D ENTERGY CORP NEW               COM              29364G103    65739  1764829 SH      SHARED      01       1762529              2300
D ENTERGY CORP NEW               COM              29364G103      299     8050 SH      SHR/OTHR    01                            8050
D ENTERGY CORP NEW               COM              29364G103       33      900 SH      SHARED      02           100               800
D ENTERGY CORP NEW               COM              29364G103     4292   115235 SH      SHARED      04        115235
D ENTERGY CORP NEW               COM              29364G103      763    20500 SH      SHARED      05         20500
D ENTERPRISE OIL PLC             SPONSORED ADR    293779302        4      200 SH      SHARED                   200
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T105      221    20875 SH      SHARED      01         20875
D ENTREMED INC                   COM              29382F103      418    15019 SH      SHARED                 15019
D ENTREMED INC                   COM              29382F103     1303    46750 SH      SHARED      01         46750
D ENTREMED INC                   COM              29382F103      278    10000 SH      SHR/OTHR    01                           10000
D ENTREMED INC                   COM              29382F103      104     3750 SH      SHARED      02          3600               150
D ENTRADA NETWORKS INC           COM NEW          29382Y102        0      203 SH      SHARED      02           203
D ENTRUST TECHNOLOGIES INC       COM              293848107     1251    45300 SH      SHARED      01         45300
D ENTRUST TECHNOLOGIES INC       COM              293848107      110     4000 SH      SHARED      02          4000
D ENTRUST TECHNOLOGIES INC       COM              293848107       95     3469 SH      SHARED      04          3469
D ENZON INC                      COM              293904108    22733   344446 SH      SHARED      01        336467              7979
D ENZON INC                      COM              293904108       33      500 SH      SHARED      04           500
D EPCOS AG                       ARD              29410P107       32      400 SH      SHARED      05           400
D ENZO BIOCHEM INC               COM              294100102     1791    36929 SH      SHARED                 36929
D ENZO BIOCHEM INC               COM              294100102     1837    37877 SH      SHARED      01         37877
D ENZO BIOCHEM INC               COM              294100102     2357    48600 SH      SHARED      04         48600
D EOTT ENERGY PARTNERS L P       UNIT LTD PRTNR   294103106       30     2000 SH      SHARED      02          2000
D EPIMMUNE INC                   COM              29425Y101       31     7000 SH      SHARED      01          7000
D EPIMMUNE INC                   COM              29425Y101       31     6911 SH      SHARED      02                            6911
D EPICOR SOFTWARE CORP           COM              29426L108       14     4167 SH      SHARED      01          4167
D EPICOR SOFTWARE CORP           COM              29426L108        2      700 SH      SHARED      02           700
D EPICEDGE INC                   COM              29426X102       82    30000 SH      SHARED                 30000
D EPICEDGE INC                   COM              29426X102       27     9984 SH      SHARED      01          9984
D EPICEDGE INC                   COM              29426X102        0       12 SH      SHARED      02            12
D EPITOPE INC                    COM              294261102      659    50000 SH      SHARED      02                           50000
D EPLUS INC                      COM              294268107      153     7500 SH      SHARED      01          7500
D EPOCH PHARMACEUTICALS INC      COM              294273107      133    13800 SH      SHARED      02         13800
D EPRESENCE INC                  COM              294348107       13     2000 SH      SHARED                  2000
D EPRESENCE INC                  COM              294348107      351    52064 SH      SHARED      01         52064
D EPRISE CORP                    COM              294352109      102    11900 SH      SHARED      01         11900
D EPRISE CORP                    COM              294352109      664    77050 SH      SHARED      02         58400             18650
D EPRISE CORP                    COM              294352109        0       25 SH      SHARED      04            25
D EQUANT N V                     NY REG SHS       294409107     5355   145978 SH      SHARED      04        145978
D EQUANT N V                     NY REG SHS       294409107       14      400 SH      SHARED                   400
D EQUANT N V                     NY REG SHS       294409107       33      900 SH      SHARED      01           900
D EQUANT N V                     NY REG SHS       294409107        1       50 SH      SHARED      02                              50
D EQUANT N V                     NY REG SHS       294409107      183     5000 SH      SHARED      04          5000
D EQUANT N V                     NY REG SHS       294409107       73     2000 SH      SHARED      05          2000
D EQUIFAX INC                    COM              294429105      107     4000 SH      SHARED                  4000
D EQUIFAX INC                    COM              294429105    38712  1437162 SH      SHARED      01       1417962     3500    15700
D EQUIFAX INC                    COM              294429105     2015    74822 SH      SHR/OTHR    01                  59322    15500
D EQUIFAX INC                    COM              294429105      308    11450 SH      SHARED      02          3600              7850
D EQUIFAX INC                    COM              294429105     1982    73598 SH      SHARED      04         73598
D EQUIFAX INC                    COM              294429105       88     3300 SH      SHARED      05          3300
D EQUINOX SYS INC                COM              294436100       48     7500 SH      SHARED      01          7500
D EQUITABLE BK MD                COM              29444Q105       86     6510 SH      SHARED      01          6510
D EQUINIX INC                    COM              29444U106       73     8300 SH      SHARED      01          8300
D EQUINIX INC                    COM              29444U106       51     5750 SH      SHARED      02          5450               300
D EQUITABLE RES INC              COM              294549100      221     3500 SH      SHARED                  3500
D EQUITABLE RES INC              COM              294549100    13787   217562 SH      SHARED      01        217212               350
D EQUITABLE RES INC              COM              294549100      761    12012 SH      SHR/OTHR    01                   4275     7737
D EQUITABLE RES INC              COM              294549100       19      300 SH      SHARED      02           300
D EQUITABLE RES INC              COM              294549100      169     2677 SH      SHARED      04          2677
D EQUITY INCOME FD               UT 1 EX SR-ATT   294700703      249     1600 SH      SHARED      01          1300               300
D EQUITY INCOME FD               UT 1 EX SR-ATT   294700703      155     1000 SH      SHR/OTHR    01                            1000
D EQUITY INCOME FD               UT 1 EX SR-ATT   294700703       93      600 SH      SHARED      02                             600
D EQUITY INNS INC                COM              294703103      446    67400 SH      SHARED      01         67400
D EQUITY OFFICE PROPERTIES TRUST COM              294741103      111     3600 SH      SHARED                  3600
D EQUITY OFFICE PROPERTIES TRUST COM              294741103    14189   456818 SH      SHARED      01        456818
D EQUITY OFFICE PROPERTIES TRUST COM              294741103       10      350 SH      SHR/OTHR    01                    350
D EQUITY OFFICE PROPERTIES TRUST COM              294741103      315    10148 SH      SHARED      02          8298              1850
D EQUITY OFFICE PROPERTIES TRUST COM              294741103      763    24580 SH      SHARED      04         24580
D EQUITY ONE                     COM              294752100       20     2000 SH      SHARED      01          2000
D EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107      460     9600 SH      SHARED                  9600
D EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107    10222   212964 SH      SHARED      01        212124               840
D EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107       50     1050 SH      SHR/OTHR    01                    750      300
D EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107     1259    26245 SH      SHARED      02         11313             14932
D EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107      523    10905 SH      SHARED      04         10905
D EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107      312     6500 SH      SHARED      05          6500
D EQUITY RESIDENTIAL PPTYS TR    PFD CV 1/10 G    29476L859       56     2500 SH      SHARED      02          2500
D EQUUS II INC                   COM              294766100        6      600 SH      SHARED      04           600
D ERICSSON L M TEL CO            ADR CL B SEK10   294821400      265    17940 SH      SHARED                 17940
D ERICSSON L M TEL CO            ADR CL B SEK10   294821400     5039   340205 SH      SHARED      01        207985            132220
D ERICSSON L M TEL CO            ADR CL B SEK10   294821400      308    20800 SH      SHR/OTHR    01                           20800
D ERICSSON L M TEL CO            ADR CL B SEK10   294821400     5853   395192 SH      SHARED      02         78817            316375
D ERICSSON L M TEL CO            ADR CL B SEK10   294821400     7450   503000 SH      SHARED      04        503000
D ERICSSON L M TEL CO            ADR CL B SEK10   294821400        8      600 SH      SHARED      05           600
D ERIE INDTY CO                  CL A             29530P102       82     2800 SH      SHARED                  2800
D ERIE INDTY CO                  CL A             29530P102     1119    38095 SH      SHARED      01         38095
D ERIE INDTY CO                  CL A             29530P102      154     5254 SH      SHARED      04          5254
D ESCO TECHNOLOGIES INC          COM              296315104      179    10302 SH      SHARED      01         10302
D ESCO TECHNOLOGIES INC          COM              296315104        1      100 SH      SHARED      02                             100
D ESPEED INC                     CL A             296643109      870    30600 SH      SHARED      01         30600
D ESPEED INC                     CL A             296643109       28     1000 SH      SHARED      04          1000
D ESPEED INC                     CL A             296643109       56     2000 SH      SHARED      05          2000
D ESPIRITO SANTO FINL GROUP SA   SPONSORED ADR    29665F200       36     1900 SH      SHARED                  1900
D ESPIRITO SANTO FINL GROUP SA   SPONSORED ADR    29665F200       19     1000 SH      SHARED      01          1000
D ESPIRITO SANTO FINL GROUP SA   SPONSORED ADR    29665F200       19     1000 SH      SHR/OTHR    01                            1000
D ESPIRITO SANTO FINL GROUP SA   SPONSORED ADR    29665F200       57     3000 SH      SHARED      02                            3000
D ESSEX BANCORP INC DEL          COM              296687106       13     9600 SH      SHARED      01          9600
D ESOFT INC                      COM              296904105       44     7650 SH      SHARED      01          6800               850
D ESSEX PPTY TR INC              COM              297178105      177     3200 SH      SHARED                  3200
D ESSEX PPTY TR INC              COM              297178105     1562    28212 SH      SHARED      01         28212
D ESTERLINE TECHNOLOGIES CORP    COM              297425100      104     5300 SH      SHARED                  5300
D ESTERLINE TECHNOLOGIES CORP    COM              297425100      490    24900 SH      SHARED      01         24900
D ETHAN ALLEN INTERIORS INC      COM              297602104      185     6553 SH      SHARED                  6553
D ETHAN ALLEN INTERIORS INC      COM              297602104     2523    89132 SH      SHARED      01         89132
D ETHAN ALLEN INTERIORS INC      COM              297602104       50     1800 SH      SHARED      04          1800
D ETHYL CORP                     COM              297659104      175   122264 SH      SHARED      01        122264
D ETHYL CORP                     COM              297659104        2     2000 SH      SHARED      02          1400               600
D ETHYL CORP                     COM              297659104       69    48700 SH      SHARED      04         48700
D ETOYS INC                      SUB NT CV 144A04 297862AA2    11019 23800000 PRN     SHARED              23800000
D ETOYS INC                      COM              297862104      999   187000 SH      SHARED      01        187000
D EUFAULA BANCCORP INC           COM              29816N102       76     8600 SH      SHARED      01          8600
D EUROPEAN WT FD INC             COM              298792102       17     1182 SH      SHARED      02          1182
D EUROWEB INTL CORP              COM              298801101       13     6300 SH      SHARED      01          6300
D EVERGREEN RES INC              COM NO PAR       299900308      288     8300 SH      SHARED                  8300
D EVERGREEN RES INC              COM NO PAR       299900308     3451    99336 SH      SHARED      01         99336
D EVERGREEN RES INC              COM NO PAR       299900308       69     2000 SH      SHARED      02                            2000
D EVERTRUST FINL GROUP INC       COM              300412103      743    59500 SH      SHARED                 59500
D EVERTRUST FINL GROUP INC       COM              300412103      830    66400 SH      SHARED      04         66400
D EVOKE COMMUNICATIONS INC       COM NEW          30048Q202       42     6500 SH      SHARED      02          2000              4500
D EVOLVE SOFTWARE INC            COM              30049P104      105     4400 SH      SHARED      02          3100              1300
D EVOLVING SYS INC               COM              30049R100       39     6000 SH      SHARED      02          6000
D EXAR CORP                      COM              300645108     4996    41291 SH      SHARED      01         41291
D EXCALIBUR TECHNOLOGIES CORP    COM NEW          300651205     1871    27850 SH      SHARED      01         23675              4175
D EXCEL LEGACY CORP              SUB DB CONV 9%04 300665AA4       13    16043 PRN     SHARED      01         16043
D EXCEL LEGACY CORP              COM              300665106        0      400 SH      SHARED      01           400
D EXCEL TECHNOLOGY INC           COM              30067T103      843    26300 SH      SHARED                 26300
D EXCEL TECHNOLOGY INC           COM              30067T103     1025    31983 SH      SHARED      01         31983
D EXCELON CORP                   COM              300691102     1064    86000 SH      SHARED      01         73209             12791
D EXCHANGE APPLICATIONS          COM              300867108      174    38423 SH      SHARED                 38423
D EXCHANGE APPLICATIONS          COM              300867108      397    87822 SH      SHARED      01         87822
D EXCHANGE APPLICATIONS          COM              300867108        9     2000 SH      SHR/OTHR    01                   2000
D EXCHANGE APPLICATIONS          COM              300867108     1136   250786 SH      SHARED      02        238136             12650
D EXCHANGE APPLICATIONS          COM              300867108       77    17172 SH      SHARED      04         17172
D EXCHANGE NATL BANCSHARES INC   COM              301309100       16      600 SH      SHARED      01           600
D EXE TECHNOLOGIES INC           COM              301504106       11      750 SH      SHARED      02           750
D EXELIXIS INC                   COM              30161Q104      404    12900 SH      SHARED      01         11900              1000
D EXTENDED SYSTEMS INC           COM              301973103      247     4612 SH      SHARED                  4612
D EXTENDED SYSTEMS INC           COM              301973103     1032    19200 SH      SHARED      01         19200
D EXFO ELECTRO OPTICAL ENGR INC  SUB VTG SHS      302043104       21      500 SH      SHARED                   500
D EXIDE CORP                     COM              302051107      528    58305 SH      SHARED      01         53255              5050
D EXODUS COMMUNICATIONS INC      COM              302088109      207     4200 SH      SHARED                  4200
D EXODUS COMMUNICATIONS INC      COM              302088109    33649   681500 SH      SHARED      01        672500              9000
D EXODUS COMMUNICATIONS INC      COM              302088109       88     1800 SH      SHR/OTHR    01                   1800
D EXODUS COMMUNICATIONS INC      COM              302088109     7955   161125 SH      SHARED      02         99585             61540
D EXODUS COMMUNICATIONS INC      COM              302088109    15262   309113 SH      SHARED      04        309113
D EXPEDIA INC                    COM              302125109       93     7200 SH      SHARED      01          7200
D EXPEDIA INC                    COM              302125109     1417   109000 SH      SHARED      02        109000
D EXPEDITORS INTL WASH INC       COM              302130109     9433   209350 SH      SHARED      01        209350
D EXPEDITORS INTL WASH INC       COM              302130109      174     3867 SH      SHARED      04          3867
D EXPRESS SCRIPTS INC            CL A             302182100     3941    54550 SH      SHARED      01         53050              1500
D EXPRESS SCRIPTS INC            CL A             302182100       93     1300 SH      SHARED      02                            1300
D EXPRESS SCRIPTS INC            CL A             302182100     1134    15696 SH      SHARED      04         15696
D EXPRESS SCRIPTS INC            CL A             302182100      361     5000 SH      SHARED      05          5000
D EXTENDED STAY AMER INC         COM              30224P101      658    49700 SH      SHARED                 49700
D EXTENDED STAY AMER INC         COM              30224P101     1833   138397 SH      SHARED      01        115923             22474
D EXTENSITY INC                  COM              302255104      172     8200 SH      SHARED      01          8200
D EXTENSITY INC                  COM              302255104     3136   149370 SH      SHARED      02        147730              1640
D EXTENSITY INC                  COM              302255104        4      200 SH      SHARED      04           200
D EXTREME NETWORKS INC           COM              30226D106      927     8100 SH      SHARED                  8100
D EXTREME NETWORKS INC           COM              30226D106     7041    61500 SH      SHARED      01         61500
D EXTREME NETWORKS INC           COM              30226D106      659     5762 SH      SHARED      02          5762
D EXTREME NETWORKS INC           COM              30226D106      442     3867 SH      SHARED      04          3867
D EXXON MOBIL CORP               COM              30231G102       17      200 SH      SHR/OTHR    04                    200
D EXXON MOBIL CORP               COM              30231G102   129537  1453432 SH      SHARED               1453432
D EXXON MOBIL CORP               COM              30231G102  2878634 32298849 SH      SHARED      01      31588558    55306   654985
D EXXON MOBIL CORP               COM              30231G102   129159  1449192 SH      SHR/OTHR    01                1027924   421268
D EXXON MOBIL CORP               COM              30231G102    15590   174933 SH      SHARED      02         56890            118043
D EXXON MOBIL CORP               COM              30231G102   168976  1895954 SH      SHARED      04       1895954
D EXXON MOBIL CORP               COM              30231G102   107621  1207537 SH      SHARED      06       1207537
D F&M BANCORP MD                 COM              302367107      219    11090 SH      SHARED      01         11090
D F&M BANCORP MD                 COM              302367107       35     1807 SH      SHARED      02          1807
D F & M NATL CORP                COM              302374103       70     2900 SH      SHARED                  2900
D F & M NATL CORP                COM              302374103      739    30273 SH      SHARED      01         30273
D FBL FINL GROUP INC             CL A             30239F106       13      800 SH      SHARED                   800
D FBL FINL GROUP INC             CL A             30239F106      263    16200 SH      SHARED      01         16200
D FBL FINL GROUP INC             CL A             30239F106       19     1200 SH      SHARED      02          1200
D FEI CO                         COM              30241L109     1151    53100 SH      SHARED                 53100
D FEI CO                         COM              30241L109      438    20224 SH      SHARED      01         20224
D FEI CO                         COM              30241L109       21     1000 SH      SHARED      02                            1000
D F M C CORP                     COM NEW          302491303      154     2300 SH      SHARED                  2300
D F M C CORP                     COM NEW          302491303    15305   228225 SH      SHARED      01        228225
D F M C CORP                     COM NEW          302491303      984    14682 SH      SHARED      04         14682
D FNB CORP PA                    COM              302520101      115     5400 SH      SHARED                  5400
D FNB CORP PA                    COM              302520101      643    30112 SH      SHARED      01         30112
D FNB FINANCIAL SERVICES CORP    COM              302526108        9      800 SH      SHARED      02                             800
D FPIC INS GROUP INC             COM              302563101       12      900 SH      SHARED      01           900
D FPIC INS GROUP INC             COM              302563101       57     4100 SH      SHARED      02                            4100
D FPL GROUP INC                  COM              302571104     1447    22022 SH      SHARED                 22022
D FPL GROUP INC                  COM              302571104   104532  1589850 SH      SHARED      01       1581706      800     7344
D FPL GROUP INC                  COM              302571104      779    11851 SH      SHR/OTHR    01                   9566     2285
D FPL GROUP INC                  COM              302571104      200     3050 SH      SHARED      02           200              2850
D FPL GROUP INC                  COM              302571104     5685    86471 SH      SHARED      04         86471
D FPL GROUP INC                  COM              302571104      762    11600 SH      SHARED      05         11600
D FSI INTL INC                   COM              302633102      400    28104 SH      SHARED                 28104
D FSI INTL INC                   COM              302633102      935    65641 SH      SHARED      01         65641
D FSI INTL INC                   COM              302633102       29     2100 SH      SHARED      05          2100
D FVC COM INC                    COM              30266P100        4      800 SH      SHARED      02           800
D FX ENERGY INC                  COM              302695101       24     7500 SH      SHARED      01          7500
D F Y I INC                      COM              302712104     1075    28783 SH      SHARED      01         28783
D FCNB CORP                      COM              302920103       50     2400 SH      SHARED                  2400
D FCNB CORP                      COM              302920103        4      224 SH      SHARED      01           224
D FACTORY 2-U INC                COM              303072102      932    30500 SH      SHARED                 30500
D FACTORY 2-U INC                COM              303072102      775    25383 SH      SHARED      01         25383
D FACTSET RESH SYS INC           COM              303075105     1515    40300 SH      SHARED                 40300
D FACTSET RESH SYS INC           COM              303075105     1188    31600 SH      SHARED      01         31600
D FAIR ISAAC & CO INC            COM              303250104      700    16400 SH      SHARED                 16400
D FAIR ISAAC & CO INC            COM              303250104      793    18600 SH      SHARED      01         18600
D FAIR ISAAC & CO INC            COM              303250104       12      300 SH      SHARED      02           300
D FAIRCHILD CORP                 CL A             303698104        2      316 SH      SHARED      01           316
D FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103      995    35400 SH      SHARED      01         35400
D FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103     3469   123350 SH      SHARED      02        115500              7850
D FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103      209     7458 SH      SHARED      04          7458
D FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103      312    11100 SH      SHARED      05         11100
D FAIRFIELD CMNTYS INC           COM PAR $0.01    304231301      781    77187 SH      SHARED      01         77187
D FAIRMARKET INC                 COM              305158107      382   117800 SH      SHARED      02        106600             11200
D FAIRMARKET INC                 COM              305158107        0       66 SH      SHARED      04            66
D FALCON PRODS INC               COM              306075102        9      990 SH      SHARED      01           990
D FAMILY DLR STORES INC          COM              307000109       38     1974 SH      SHARED                  1974
D FAMILY DLR STORES INC          COM              307000109    14031   728924 SH      SHARED      01        728924
D FAMILY DLR STORES INC          COM              307000109      623    32400 SH      SHARED      02         11950             20450
D FAMILY DLR STORES INC          COM              307000109     1355    70395 SH      SHARED      04         70395
D FAMILY DLR STORES INC          COM              307000109       34     1800 SH      SHARED      05          1800
D FARMER BROS CO                 COM              307675108      252     1400 SH      SHARED      01          1400
D FARM FAMILY HLDGS INC          COM              307901108       18      600 SH      SHARED      01           600
D FARMERS CAP BK CORP            COM              309562106      265     7400 SH      SHARED      01          7400
D FASTNET CORP                   COM              311877104        1      500 SH      SHARED      02           500
D FATBRAIN COM INC               COM              311889109       11     3000 SH      SHARED      01          3000
D FASTENAL CO                    COM              311900104      569     9890 SH      SHARED                  9890
D FASTENAL CO                    COM              311900104     3687    63992 SH      SHARED      01         63992
D FASTENAL CO                    COM              311900104      880    15281 SH      SHARED      04         15281
D FASTENAL CO                    COM              311900104      288     5000 SH      SHARED      05          5000
D FEDDERS CORP                   COM              313135105      267    69000 SH      SHARED      01         69000
D FEDDERS CORP                   CL A             313135303        8     2600 SH      SHARED      01          2363               237
D FEDERAL AGRIC MTG CORP         CL C             313148306       21     1200 SH      SHARED      01          1200
D FEDERAL HOME LN MTG CORP       COM              313400301   121266  2243100 SH      SHARED               2243100
D FEDERAL HOME LN MTG CORP       COM              313400301   275852  5102514 SH      SHARED      01       5079514             23000
D FEDERAL HOME LN MTG CORP       COM              313400301     1789    33100 SH      SHR/OTHR    01                  30700     2400
D FEDERAL HOME LN MTG CORP       COM              313400301     1094    20241 SH      SHARED      02         14340              5901
D FEDERAL HOME LN MTG CORP       COM              313400301    25327   468494 SH      SHARED      04        468494
D FEDERAL HOME LN MTG CORP       COM              313400301     4660    86200 SH      SHARED      05         86200
D FEDERAL HOME LN MTG CORP       COM              313400301     1280    23690 SH      SHARED      06         23690
D FEDERAL MOGUL CORP             COM              313549107      209    38600 SH      SHARED                 38600
D FEDERAL MOGUL CORP             COM              313549107     1404   258232 SH      SHARED      01        258232
D FEDERAL MOGUL CORP             COM              313549107      663   122100 SH      SHARED      04        122100
D FEDERAL MOGUL CORP             COM              313549107       32     5900 SH      SHARED      05          5900
D FEDERAL NATL MTG ASSN          COM              313586109       14      200 SH      SHR/OTHR    05                             200
D FEDERAL NATL MTG ASSN          COM              313586109   102136  1428478 SH      SHARED               1428478
D FEDERAL NATL MTG ASSN          COM              313586109   585929  8194820 SH      SHARED      01       8045239            149581
D FEDERAL NATL MTG ASSN          COM              313586109     8485   118673 SH      SHR/OTHR    01                  58874    59799
D FEDERAL NATL MTG ASSN          COM              313586109     2966    41486 SH      SHARED      02          7014             34472
D FEDERAL NATL MTG ASSN          COM              313586109    36740   513856 SH      SHARED      04        513856
D FEDERAL NATL MTG ASSN          COM              313586109     1401    19600 SH      SHARED      06         19600
D FEDERAL REALTY INVT TR         SH BEN INT NEW   313747206     1922   100500 SH      SHARED                100500
D FEDERAL REALTY INVT TR         SH BEN INT NEW   313747206     1358    71048 SH      SHARED      01         71048
D FEDERAL REALTY INVT TR         SH BEN INT NEW   313747206      254    13300 SH      SHARED      02          6300              7000
D FEDERAL SCREW WKS              COM              313819104        4      100 SH      SHARED      01           100
D FEDERAL SIGNAL CORP            COM              313855108      596    30000 SH      SHARED                 30000
D FEDERAL SIGNAL CORP            COM              313855108     2130   107196 SH      SHARED      01        107196
D FEDERAL SIGNAL CORP            COM              313855108       32     1650 SH      SHARED      02          1650
D FEDERAL SIGNAL CORP            COM              313855108      308    15500 SH      SHARED      04         15500
D FEDERAL SIGNAL CORP            COM              313855108      119     6000 SH      SHARED      05          6000
D FEDERATED DEPT STORES INC DEL  COM              31410H101      276    10600 SH      SHARED                 10600
D FEDERATED DEPT STORES INC DEL  COM              31410H101    41109  1573585 SH      SHARED      01       1573085               500
D FEDERATED DEPT STORES INC DEL  COM              31410H101       66     2531 SH      SHARED      02           200              2331
D FEDERATED DEPT STORES INC DEL  COM              31410H101     3408   130451 SH      SHARED      04        130451
D FEDERATED DEPT STORES INC DEL  COM              31410H101      856    32800 SH      SHARED      06         32800
D FEDERATED DEPT STORES INC DEL  WT D EX 121901   31410H127        0        1 SH      SHARED      04             1
D FEDERATED INVS INC PA          CL B             314211103      639    25850 SH      SHARED                 25850
D FEDERATED INVS INC PA          CL B             314211103     1991    80475 SH      SHARED      01         80475
D FEDERATED INVS INC PA          CL B             314211103      246     9940 SH      SHARED      04          9940
D FEDEX CORP                     COM              31428X106    15368   346600 SH      SHARED                346600
D FEDEX CORP                     COM              31428X106   103515  2334593 SH      SHARED      01       2333993               600
D FEDEX CORP                     COM              31428X106      837    18880 SH      SHR/OTHR    01                   5880    13000
D FEDEX CORP                     COM              31428X106      289     6539 SH      SHARED      02          4120              2419
D FEDEX CORP                     COM              31428X106     6371   143693 SH      SHARED      04        143693
D FELCOR LODGING TR INC          COM              31430F101      309    13400 SH      SHARED                 13400
D FELCOR LODGING TR INC          COM              31430F101     2129    92069 SH      SHARED      01         92069
D FELCOR LODGING TR INC          COM              31430F101       38     1650 SH      SHARED      02          1650
D FELCOR LODGING TR INC          PFD CV A $1.95   31430F200       15      800 SH      SHARED      02           800
D FERRELLGAS PARTNERS L.P.       UNIT LTD PART    315293100       54     3300 SH      SHARED      02          3300
D FERRO CORP                     COM              315405100      247    13000 SH      SHARED                 13000
D FERRO CORP                     COM              315405100     1610    84495 SH      SHARED      01         84495
D FERRO CORP                     COM              315405100      224    11800 SH      SHARED      04         11800
D FERRO CORP                     COM              315405100       87     4600 SH      SHARED      05          4600
D F5 NETWORKS INC                COM              315616102     1370    40300 SH      SHARED      01         40300
D F5 NETWORKS INC                COM              315616102       13      400 SH      SHR/OTHR    01                    400
D FIAT S P A                     SP ADR ORD NEW   315621888       28     1200 SH      SHARED                  1200
D FIBERMARK INC                  COM              315646109        5      500 SH      SHARED      02           500
D FIBERNET TELECOM GRP INC       COM              315653105      160     9500 SH      SHARED      01          9500
D FIDELITY BANCORP INC           COM              315831107        2      151 SH      SHARED      01           151
D FIDELITY HLDGS INC             COM NEW          31617J306       11    10125 SH      SHARED      01         10125
D FIDELITY NATL FINL INC         COM              316326107     1881    76020 SH      SHARED      01         76020
D FIDELITY NATL FINL INC         COM              316326107       61     2500 SH      SHARED      04          2500
D FIFTH THIRD BANCORP            COM              316773100   175185  3251706 SH      SHARED      01       3247219              4487
D FIFTH THIRD BANCORP            COM              316773100      598    11103 SH      SHARED      02          1013             10090
D FIFTH THIRD BANCORP            COM              316773100    11363   210923 SH      SHARED      04        210923
D FIFTH THIRD BANCORP            COM              316773100      422     7850 SH      SHARED      05          7850
D FILENET CORP                   COM              316869106     1737    95528 SH      SHARED      01         95528
D FILENET CORP                   COM              316869106       54     3000 SH      SHR/OTHR    01                            3000
D FINANCIAL FED CORP             COM              317492106      441    18250 SH      SHARED      01         18250
D FINISAR                        COM              31787A101     4624    95600 SH      SHARED      01         92600              3000
D FINISAR                        COM              31787A101       24      500 SH      SHARED      02           500
D FINISAR                        COM              31787A101      345     7137 SH      SHARED      04          7137
D FINET COM INC                  COM PAR $0.01    317922300        6    14700 SH      SHARED      01         14700
D FINISH LINE INC                CL A             317923100       33     4600 SH      SHARED      01          4600
D FINOVA GROUP INC               COM              317928109       18     2500 SH      SHARED                  2500
D FINOVA GROUP INC               COM              317928109     1113   153639 SH      SHARED      01        153639
D FINOVA GROUP INC               COM              317928109        2      300 SH      SHARED      02                             300
D FINOVA GROUP INC               COM              317928109      151    20900 SH      SHARED      04         20900
D FINOVA GROUP INC               COM              317928109       58     8100 SH      SHARED      05          8100
D FIREPOND INC                   COM              318224102      304    20980 SH      SHARED      01         20980
D FIREPOND INC                   COM              318224102        1      100 SH      SHARED      02           100
D FIRST ALBANY COS INC           COM              318465101        5      388 SH      SHARED      01           388
D FIRST AMERN CORP CALIF         COM              318522307       20     1000 SH      SHARED                  1000
D FIRST AMERN CORP CALIF         COM              318522307     1744    83560 SH      SHARED      01         83560
D FIRST AUSTRALIA FD INC         COM              318652104       29     5000 SH      SHR/OTHR    01                   5000
D FIRST AUSTRALIA PRIME INCOME   COM              318653102     2100   500000 SH      SHARED                500000
D FIRST AUSTRALIA PRIME INCOME   COM              318653102        8     2000 SH      SHARED      01                            2000
D FIRST AUSTRALIA PRIME INCOME   COM              318653102      126    30000 SH      SHR/OTHR    01                  30000
D FIRST AUSTRALIA PRIME INCOME   COM              318653102       14     3500 SH      SHARED      02          3500
D FIRST AUSTRALIA PRIME INCOME   COM              318653102        4     1000 SH      SHARED      04          1000
D FIRST BANCORP IND INC NEW      COM              31867T103      511    46000 SH      SHARED                 46000
D FIRST BANCORP P R              COM              318672102       39     1600 SH      SHARED                  1600
D FIRST BANCORP P R              COM              318672102      887    36332 SH      SHARED      01         36332
D FIRST BANCSHARES INC MO        COM              318687100       28     3000 SH      SHARED      01          3000
D FIRST BANCORP N C              COM              318910106       45     2960 SH      SHARED                  2960
D FIRST BANCORP N C              COM              318910106        4      300 SH      SHARED      01           300
D FIRST BKS AMER INC             COM              31928N103        0       12 SH      SHARED      02                              12
D FIRST BUSEY CORP               COM              319383105      125     6800 SH      SHARED      01          6800
D FIRST CASH FINL SVCS INC       COM              31942D107        0      300 SH      SHARED      01           300
D FIRST CHARTER CORP             COM              319439105      547    37946 SH      SHARED      01         37946
D FIRST CHARTER CORP             COM              319439105       32     2246 SH      SHARED      02                            2246
D FIRST CTZNS BANCSHARES INC N C CL A             31946M103      632     8844 SH      SHARED      01          8844
D FIRST CTZNS BANCSHARES INC N C CL A             31946M103       74     1044 SH      SHR/OTHR    01                            1044
D FIRST COASTAL CORP             COM NEW          319699203        0       51 SH      SHARED      02            51
D FIRST COMWLTH FINL CORP PA     COM              319829107      822    84894 SH      SHARED      01         84894
D FIRST CONSULTING GROUP INC     COM              31986R103      187    33687 SH      SHARED      01         33687
D FIRST FED S&L EAST HARTFORD CT COM              319944104        5      200 SH      SHARED      01           200
D FIRST FED CAP CORP             COM              319960100      248    20220 SH      SHARED      01         20220
D FIRST FED FINL CORP KY         COM              319961108        3      200 SH      SHARED      01           200
D FIRST DATA CORP                COM              319963104     4251   108835 SH      SHARED                108835
D FIRST DATA CORP                COM              319963104   122216  3128772 SH      SHARED      01       3127092              1680
D FIRST DATA CORP                COM              319963104      184     4735 SH      SHR/OTHR    01                   3201     1534
D FIRST DATA CORP                COM              319963104      754    19303 SH      SHARED      02          3125             16178
D FIRST DATA CORP                COM              319963104     7984   204405 SH      SHARED      04        204405
D FIRST DATA CORP                COM              319963104      187     4800 SH      SHARED      05          4800
D FIRST ESSEX BANCORP INC        COM              320103104        4      200 SH      SHARED      01           200
D FIRST FINL BANKSHARES          COM              32020R109      486    15174 SH      SHARED      01         15174
D FIRST FINL BANCORP OH          COM              320209109       14      895 SH      SHARED                   895
D FIRST FINL BANCORP OH          COM              320209109      971    61665 SH      SHARED      01         61665
D FIRST FINL CORP IND            COM              320218100      302     9910 SH      SHARED      01          9910
D FIRST FINL HLDGS INC           COM              320239106      257    16800 SH      SHARED      01         16800
D FIRST INDUSTRIAL REALTY TRUST  COM              32054K103      455    14800 SH      SHARED                 14800
D FIRST INDUSTRIAL REALTY TRUST  COM              32054K103    15228   495243 SH      SHARED      01        494218              1025
D FIRST INDUSTRIAL REALTY TRUST  COM              32054K103      594    19320 SH      SHR/OTHR    01                   6320    13000
D FIRST INDUSTRIAL REALTY TRUST  COM              32054K103     3026    98430 SH      SHARED      02         24925             73505
D FIRST IND CORP                 COM              32054R108      390    14991 SH      SHARED      01         14991
D FIRST ISRAEL FD INC            COM              32063L100      168     9100 SH      SHR/OTHR    01                            9100
D FIRST MERCHANTS CORP           COM              320817109      398    18025 SH      SHARED      01         18025
D FIRST MIDWEST BANCORP DEL      COM              320867104      117     4400 SH      SHARED                  4400
D FIRST MIDWEST BANCORP DEL      COM              320867104     1522    57184 SH      SHARED      01         57184
D FIRST HEALTH GROUP CORP        COM              320960107       41     1281 SH      SHARED                  1281
D FIRST HEALTH GROUP CORP        COM              320960107     2352    72936 SH      SHARED      01         72936
D FIRST HEALTH GROUP CORP        COM              320960107       16      500 SH      SHR/OTHR    01                    500
D FIRST HEALTH GROUP CORP        COM              320960107      689    21365 SH      SHARED      04         21365
D FIRST HEALTH GROUP CORP        COM              320960107      203     6300 SH      SHARED      05          6300
D FIRST NILES FINL INC           COM              33582N106      250    25000 SH      SHARED                 25000
D FIRST NIAGARA FINL GROUP INC   COM              33582U100      177    19200 SH      SHARED      01         19200
D FIRST OAK BROOK BANCSHARES INC COM              335847208        5      374 SH      SHARED      01           374
D FIRST PL FINL CORP             COM              33610T109       88     8000 SH      SHARED                  8000
D FIRST REP BK SAN FRANCISCO     COM              336158100        0        1 SH      SHARED      01             1
D FIRST SEC CORP DEL             COM              336294103    18422  1129400 SH      SHARED               1129400
D FIRST SEC CORP DEL             COM              336294103     4893   300021 SH      SHARED      01        300021
D FIRST SEC CORP DEL             COM              336294103    17606  1079378 SH      SHARED      04       1079378
D FIRST SEC CORP DEL             COM              336294103      435    26700 SH      SHARED      05         26700
D FIRST SENTINEL BANCORP INC     COM              33640T103      483    50733 SH      SHARED      01         50733
D 1ST SOURCE CORP                COM              336901103      246    11745 SH      SHARED      01         11745
D FIRST STERLING BKS INC NEW     COM              33709Q107       42     3600 SH      SHARED      01          3600
D FIRST STERLING BKS INC NEW     COM              33709Q107       99     8357 SH      SHARED      02          8357
D FIRST TENN NATL CORP           COM              337162101     2579   126200 SH      SHARED                126200
D FIRST TENN NATL CORP           COM              337162101     3856   188680 SH      SHARED      01        188680
D FIRST TENN NATL CORP           COM              337162101      613    30000 SH      SHARED      02                           30000
D FIRST TENN NATL CORP           COM              337162101     1379    67506 SH      SHARED      04         67506
D FIRST UN CORP                  COM              337358105   125913  3911924 SH      SHARED               3911924
D FIRST UN CORP                  COM              337358105   254232  7898598 SH      SHARED      01       7869958     4900    23740
D FIRST UN CORP                  COM              337358105     2215    68828 SH      SHR/OTHR    01                  35679    33149
D FIRST UN CORP                  COM              337358105     1198    37229 SH      SHARED      02         12240             24989
D FIRST UN CORP                  COM              337358105    55641  1728681 SH      SHARED      04       1728681
D FIRST UN REAL EST EQ&MTG INVTS SH BEN INT       337400105     6478  2355840 SH      SHARED               2355840
D FIRST UN REAL EST EQ&MTG INVTS SH BEN INT       337400105       61    22220 SH      SHARED      01         22220
D FIRST UN REAL EST EQ&MTG INVTS PFD CONV SER A   337400303     1245    58600 SH      SHARED                 58600
D FIRST VA BANKS INC             COM              337477103       68     1600 SH      SHARED                  1600
D FIRST VA BANKS INC             COM              337477103     2399    56296 SH      SHARED      01         55771               525
D FIRST VA BANKS INC             COM              337477103       63     1500 SH      SHR/OTHR    01                            1500
D FIRST VA BANKS INC             COM              337477103       42     1000 SH      SHARED      02                            1000
D FIRST VA BANKS INC             COM              337477103      855    20067 SH      SHARED      04         20067
D FIRST VA BANKS INC             COM              337477103      204     4800 SH      SHARED      05          4800
D FIRST WASH RLTY TR INC         COM              337489504       63     2500 SH      SHARED                  2500
D FIRST WASH RLTY TR INC         COM              337489504      291    11500 SH      SHARED      01         11500
D FIRST WASH RLTY TR INC         COM              337489504     1298    51173 SH      SHARED      02         25423             25750
D FIRSTSERVICE CORP              SUB VTG SH       33761N109       39     3000 SH      SHARED      02          3000
D FIRST YRS INC                  COM              337610109        7      800 SH      SHARED      01           800
D FIRSTWORLD COMMUNICATIONS INC  COM SER B        337625305       78    38900 SH      SHARED      01         38900
D FIRSTWORLD COMMUNICATIONS INC  COM SER B        337625305        3     1500 SH      SHARED      02          1500
D FIRSTWORLD COMMUNICATIONS INC  COM SER B        337625305        0      109 SH      SHARED      04           109
D FIRSTAR CORP NEW WIS           COM              33763V109     4213   188300 SH      SHARED                188300
D FIRSTAR CORP NEW WIS           COM              33763V109   154955  6925363 SH      SHARED      01       6918271              7092
D FIRSTAR CORP NEW WIS           COM              33763V109       80     3595 SH      SHR/OTHR    01                   1568     2027
D FIRSTAR CORP NEW WIS           COM              33763V109    10048   449100 SH      SHARED      04        449100
D FISERV INC                     COM              337738108      216     3624 SH      SHARED                  3624
D FISERV INC                     COM              337738108    12520   209116 SH      SHARED      01        208441               675
D FISERV INC                     COM              337738108       47      800 SH      SHR/OTHR    01                             800
D FISERV INC                     COM              337738108     4281    71511 SH      SHARED      04         71511
D FISERV INC                     COM              337738108      981    16400 SH      SHARED      05         16400
D FIRSTFED FINL CORP             COM              337907109       27     1200 SH      SHARED                  1200
D FIRSTFED FINL CORP             COM              337907109      601    26150 SH      SHARED      01         26150
D FIRSTMERIT CORP                COM              337915102     2133    93026 SH      SHARED      01         93026
D FIRSTMERIT CORP                COM              337915102      893    38941 SH      SHARED      04         38941
D FIRSTMERIT CORP                COM              337915102      266    11600 SH      SHARED      05         11600
D FIRSTFED AMER BANCORP INC      COM              337929103      176    12500 SH      SHARED                 12500
D FIRSTSPARTAN FINL CORP         COM              337931109     3251   108600 SH      SHARED                108600
D FIRSTSPARTAN FINL CORP         COM              337931109       14      500 SH      SHARED      02                             500
D FIRSTENERGY CORP               COM              337932107      193     7200 SH      SHARED                  7200
D FIRSTENERGY CORP               COM              337932107    48467  1799273 SH      SHARED      01       1799273
D FIRSTENERGY CORP               COM              337932107       88     3287 SH      SHARED      02                            3287
D FIRSTENERGY CORP               COM              337932107     3254   120821 SH      SHARED      04        120821
D FIRSTENERGY CORP               COM              337932107      463    17200 SH      SHARED      05         17200
D FISHER SCIENTIFIC INTL INC     COM NEW          338032204     2010    59560 SH      SHARED      01         59560
D FLAMEL TECHNOLOGIES SA         SPONSORED ADR    338488109       39     5600 SH      SHARED      02                            5600
D FLAMEL TECHNOLOGIES SA         SPONSORED ADR    338488109        0       89 SH      SHARED      04            89
D FLEETBOSTON FINL CORP          COM              339030108    59090  1515130 SH      SHARED               1515130
D FLEETBOSTON FINL CORP          COM              339030108   295677  7581467 SH      SHARED      01       7545790             35677
D FLEETBOSTON FINL CORP          COM              339030108       74     1900 SH      SHR/OTHR    01                   1200      700
D FLEETBOSTON FINL CORP          COM              339030108     3404    87302 SH      SHARED      02          6725             80577
D FLEETBOSTON FINL CORP          COM              339030108    16837   431742 SH      SHARED      04        431742
D FLEETBOSTON FINL CORP          COM              339030108      362     9300 SH      SHARED      05          9300
D FLEETBOSTON FINL CORP          COM              339030108     1014    26000 SH      SHARED      06         26000
D FLEETBOSTON FINL CORP          WT EXP  012601   339030116        5      168 SH      SHARED      01           168
D FLEETWOOD ENTERPRISES INC      COM              339099103      854    62977 SH      SHARED      01         62977
D FLEMING COS INC                COM              339130106     1312   100444 SH      SHARED                100444
D FLEMING COS INC                COM              339130106     1039    79554 SH      SHARED      01         79554
D FLEMING COS INC                COM              339130106       58     4500 SH      SHARED      02          4500
D FLETCHER CHALLENGE ENERGY DIV  SPONSORED ADR    339318107      344     9600 SH      SHARED                  9600
D FLORIDA EAST COAST INDS        COM              340632108      143     3500 SH      SHARED                  3500
D FLORIDA EAST COAST INDS        COM              340632108      660    16100 SH      SHARED      01         16100
D FLORIDA EAST COAST INDS        COM              340632108       65     1600 SH      SHR/OTHR    01                            1600
D FLORIDA EAST COAST INDS        COM              340632108       16      400 SH      SHARED      02           400
D FLORIDA EAST COAST INDS        COM              340632108      101     2478 SH      SHARED      04          2478
D FLORIDA PROGRESS CORP          COM              341109106     8158   154117 SH      SHARED                154117
D FLORIDA PROGRESS CORP          COM              341109106    40332   761903 SH      SHARED      01        757875              4028
D FLORIDA PROGRESS CORP          COM              341109106      206     3900 SH      SHR/OTHR    01                   3000      900
D FLORIDA PROGRESS CORP          COM              341109106       95     1800 SH      SHARED      02                            1800
D FLORIDA PROGRESS CORP          COM              341109106     9075   171433 SH      SHARED      04        171433
D FLORIDA PROGRESS CORP          COM              341109106      111     2100 SH      SHARED      05          2100
D FLORIDA ROCK INDS INC          COM              341140101       51     1300 SH      SHARED                  1300
D FLORIDA ROCK INDS INC          COM              341140101     1171    29700 SH      SHARED      01         29700
D FLORIDA ROCK INDS INC          COM              341140101       78     2000 SH      SHARED      02          2000
D FLORSHEIM GROUP INC            COM              343302105      161   112500 SH      SHARED      01         37500             75000
D FLOW INTL CORP                 COM              343468104       14     1300 SH      SHARED      01          1300
D FLOW INTL CORP                 COM              343468104       27     2500 SH      SHR/OTHR    01                   2500
D FLOWERS INDS INC               COM              343496105    95561  4900570 SH      SHARED               4900570
D FLOWERS INDS INC               COM              343496105     2514   128954 SH      SHARED      01        128954
D FLOWERS INDS INC               COM              343496105      198    10200 SH      SHARED      02           675              9525
D FLOWERS INDS INC               COM              343496105      942    48328 SH      SHARED      04         48328
D FLOWERS INDS INC               COM              343496105      259    13300 SH      SHARED      05         13300
D FLOWSERVE CORP                 COM              34354P105      223    13600 SH      SHARED                 13600
D FLOWSERVE CORP                 COM              34354P105     1479    90008 SH      SHARED      01         90008
D FLOWSERVE CORP                 COM              34354P105      210    12800 SH      SHARED      04         12800
D FLOWSERVE CORP                 COM              34354P105       72     4400 SH      SHARED      05          4400
D FLUOR CORP                     COM              343861100      117     3900 SH      SHARED                  3900
D FLUOR CORP                     COM              343861100    17262   575424 SH      SHARED      01        575424
D FLUOR CORP                     COM              343861100       51     1700 SH      SHARED      02           400              1300
D FLUOR CORP                     COM              343861100     1147    38246 SH      SHARED      04         38246
D FOCAL COMMUNICATIONS CORP      COM              344155106       18     1200 SH      SHARED      01          1200
D FOCAL COMMUNICATIONS CORP      COM              344155106       23     1500 SH      SHARED      02          1500
D FOCAL COMMUNICATIONS CORP      COM              344155106       18     1190 SH      SHARED      04          1190
D FOCUS ENHANCEMENTS INC         COM              344159108       20    11700 SH      SHARED      01         11700
D FOGDOG INC                     COM              344167101        8     9000 SH      SHARED      01          9000
D FOMENTO ECONOMICO MEXICANO SA  SPON ADR UNITS   344419106     1665    42700 SH      SHARED                 42700
D FOMENTO ECONOMICO MEXICANO SA  SPON ADR UNITS   344419106       87     2249 SH      SHARED      01          2249
D FOOD TECHNOLOGY SERVICE INC    COM              344798103       28     9400 SH      SHARED      01          9400
D FOOTHILL INDPT BANCORP         COM              344905104        3      320 SH      SHARED      01           320
D FOOTSTAR INC                   COM              344912100      685    21200 SH      SHARED                 21200
D FOOTSTAR INC                   COM              344912100    14560   450626 SH      SHARED      01        326967            123659
D FOOTSTAR INC                   COM              344912100     4650   143925 SH      SHR/OTHR    01                  61539    82386
D FORCENERGY INC                 COM NEW          345206205      456    17459 SH      SHARED      01         14327              3132
D FORCENERGY INC                 COM NEW          345206205     2181    83500 SH      SHARED      04         83500
D FORD MTR CO DEL                COM PAR $0.01    345370860    87285  3448376 SH      SHARED               3448376
D FORD MTR CO DEL                COM PAR $0.01    345370860   375451 14832933 SH      SHARED      01      14828604              4329
D FORD MTR CO DEL                COM PAR $0.01    345370860     2068    81738 SH      SHR/OTHR    01                  14066    67672
D FORD MTR CO DEL                COM PAR $0.01    345370860     1667    65877 SH      SHARED      02         17085             48792
D FORD MTR CO DEL                COM PAR $0.01    345370860    36743  1451637 SH      SHARED      04       1451637
D FORD MTR CO DEL                COM PAR $0.01    345370860     2123    83900 SH      SHARED      05         83900
D FOREST CITY ENTERPRISES INC    CL A             345550107     1188    33024 SH      SHARED      01         33024
D FOREST CITY ENTERPRISES INC    CL A             345550107        7      200 SH      SHARED      02           200
D FOREST CITY ENTERPRISES INC    CL B CONV        345550305       22      600 SH      SHARED      01           600
D FOREST LABS INC                COM              345838106     2064    18000 SH      SHARED                 18000
D FOREST LABS INC                COM              345838106    25249   220158 SH      SHARED      01        220158
D FOREST LABS INC                COM              345838106      573     5000 SH      SHR/OTHR    01                            5000
D FOREST LABS INC                COM              345838106       68      600 SH      SHARED      02           500               100
D FOREST LABS INC                COM              345838106     4282    37337 SH      SHARED      04         37337
D FOREST LABS INC                COM              345838106     1399    12200 SH      SHARED      05         12200
D FOREST OIL CORP                COM NEW          346091606      868    53660 SH      SHARED      01         53660
D FOREST OIL CORP                COM NEW          346091606       89     5500 SH      SHARED      02          5500
D FOREST OIL CORP                COM NEW          346091606      226    14000 SH      SHARED      04         14000
D FORRESTER RESH INC             COM              346563109     1893    29700 SH      SHARED      01         29700
D FORT JAMES CORP                COM              347471104   113281  3706600 SH      SHARED               3706600
D FORT JAMES CORP                COM              347471104    84606  2768346 SH      SHARED      01       2764018              4328
D FORT JAMES CORP                COM              347471104       12      400 SH      SHR/OTHR    01                             400
D FORT JAMES CORP                COM              347471104       30     1003 SH      SHARED      02           203               800
D FORT JAMES CORP                COM              347471104    22730   743751 SH      SHARED      04        743751
D FORT JAMES CORP                COM              347471104      103     3400 SH      SHARED      05          3400
D FORTUNE BRANDS INC             COM              349631101      212     8000 SH      SHARED                  8000
D FORTUNE BRANDS INC             COM              349631101    30724  1159403 SH      SHARED      01       1159403
D FORTUNE BRANDS INC             COM              349631101       79     3000 SH      SHR/OTHR    01                   2000     1000
D FORTUNE BRANDS INC             COM              349631101       91     3445 SH      SHARED      02          1345              2100
D FORTUNE BRANDS INC             COM              349631101     1934    72986 SH      SHARED      04         72986
D FORTUNE BRANDS INC             COM              349631101       47     1800 SH      SHARED      05          1800
D FORWARD AIR CORP               COM              349853101      147     4202 SH      SHARED                  4202
D FORWARD AIR CORP               COM              349853101      949    26975 SH      SHARED      01         26975
D FORWARD AIR CORP               COM              349853101       70     2000 SH      SHARED      02                            2000
D FORWARD AIR CORP               COM              349853101     4618   131250 SH      SHARED      03        131250
D FORWARD AIR CORP               COM              349853101        1       30 SH      SHARED      04            30
D FOSSIL INC                     COM              349882100      177    13366 SH      SHARED                 13366
D FOSSIL INC                     COM              349882100      619    46544 SH      SHARED      01         46544
D FOSSIL INC                     COM              349882100       74     5600 SH      SHARED      04          5600
D FOSTER WHEELER CORP            COM              350244109      770   106313 SH      SHARED      01        106313
D FOUNDATION HEALTH SYS INC      COM              350404109     2453   147600 SH      SHARED                147600
D FOUNDATION HEALTH SYS INC      COM              350404109     3831   230495 SH      SHARED      01        230495
D FOUNDATION HEALTH SYS INC      COM              350404109      162     9800 SH      SHARED      02          9800
D FOUNDATION HEALTH SYS INC      COM              350404109      726    43700 SH      SHARED      04         43700
D FOUNDATION HEALTH SYS INC      COM              350404109      201    12100 SH      SHARED      05         12100
D FOUNDRY NETWORKS INC           COM              35063R100    18191   271769 SH      SHARED      01        267950              3819
D FOUNDRY NETWORKS INC           COM              35063R100       33      500 SH      SHR/OTHR    01                             500
D FOUNDRY NETWORKS INC           COM              35063R100    22453   335445 SH      SHARED      02        324745             10700
D FOUNDRY NETWORKS INC           COM              35063R100      351     5253 SH      SHARED      04          5253
D FOUNDRY NETWORKS INC           COM              35063R100      274     4100 SH      SHARED      05          4100
D 4 KIDS ENTMT INC               COM              350865101      762    45200 SH      SHARED                 45200
D 4 KIDS ENTMT INC               COM              350865101      602    35700 SH      SHARED      01         35700
D 4 KIDS ENTMT INC               COM              350865101       28     1700 SH      SHARED      04          1700
D FOUR SEASONS HOTEL INC         LTD VTG SH       35100E104       36      500 SH      SHARED                   500
D 4FRONT TECHNOLOGIES INC        COM              351042106     4710   259000 SH      SHARED      01        259000
D FOURTH SHIFT CORP              COM              351128103       38    18000 SH      SHARED      02         18000
D FOX ENTMT GROUP INC            CL A             35138T107     1767    66700 SH      SHARED                 66700
D FOX ENTMT GROUP INC            CL A             35138T107     5302   200086 SH      SHARED      01        200086
D FOX ENTMT GROUP INC            CL A             35138T107      835    31510 SH      SHARED      04         31510
D FRANCE GROWTH FD INC           COM              35177K108     1956   155000 SH      SHARED                155000
D FRANCE GROWTH FD INC           COM              35177K108      896    71000 SH      SHARED      04         71000
D FRANCE TELECOM                 SPONSORED ADR    35177Q105       42      400 SH      SHARED                   400
D FRANCE TELECOM                 SPONSORED ADR    35177Q105      607     5776 SH      SHARED      01          5776
D FRANCHISE FIN CORP AMER        COM              351807102     2614   116200 SH      SHARED                116200
D FRANCHISE FIN CORP AMER        COM              351807102     1729    76866 SH      SHARED      01         76866
D FRANCHISE FIN CORP AMER        COM              351807102       26     1178 SH      SHARED      02                            1178
D FRANKLIN BK NA SOUTHFIELD MICH COM              352456107        2      254 SH      SHARED      01           254
D FRANKLIN CAP CORP              COM              35252P105        3      450 SH      SHARED      01           450
D FRANKLIN COVEY CO              COM              353469109        0      100 SH      SHARED      01           100
D FRANKLIN ELEC INC              COM              353514102       34      500 SH      SHARED                   500
D FRANKLIN ELEC INC              COM              353514102      524     7600 SH      SHARED      01          7600
D FRANKLIN MULTI-INCOME FD       SH BEN INT       354021107        7      867 SH      SHARED                   867
D FRANKLIN RES INC               COM              354613101     5703   128374 SH      SHARED                128374
D FRANKLIN RES INC               COM              354613101    76698  1726266 SH      SHARED      01       1725666               600
D FRANKLIN RES INC               COM              354613101      213     4800 SH      SHR/OTHR    01                            4800
D FRANKLIN RES INC               COM              354613101        8      202 SH      SHARED      02                             202
D FRANKLIN RES INC               COM              354613101     4837   108884 SH      SHARED      04        108884
D FRANKLIN RES INC               COM              354613101      226     5100 SH      SHARED      05          5100
D FREDS INC                      CL A             356108100     1493    66555 SH      SHARED      01         66555
D FREEMARKETS INC                COM              356602102      251     4400 SH      SHARED                  4400
D FREEMARKETS INC                COM              356602102      759    13300 SH      SHARED      01         13300
D FREEMARKETS INC                COM              356602102     3170    55500 SH      SHARED      02         55500
D FREEMARKETS INC                COM              356602102       17      298 SH      SHARED      04           298
D FREEMARKETS INC                COM              356602102      199     3500 SH      SHARED      05          3500
D FREEPORT-MCMORAN COPPER & GOLD CL A             35671D105        8     1061 SH      SHARED      01          1061
D FREEPORT-MCMORAN COPPER & GOLD CL A             35671D105        4      500 SH      SHARED      02           500
D FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857       68     7800 SH      SHARED                  7800
D FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857    10342  1173719 SH      SHARED      01       1173019               700
D FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857       42     4827 SH      SHARED      02          1124              3703
D FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857      671    76200 SH      SHARED      04         76200
D FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857        3      400 SH      SHARED      05           400
D FREESERVE P L C                SPONSORED ADR    356872101      101     3000 SH      SHARED                  3000
D FREESHOP COM INC               COM              356873109      107    38200 SH      SHARED      02         38200
D FREESHOP COM INC               COM              356873109       28    10214 SH      SHARED      04         10214
D FREMONT GEN CORP               COM              357288109      383   111647 SH      SHARED      01        111647
D FREMONT GEN CORP               COM              357288109       47    13784 SH      SHR/OTHR    01                  13784
D FREQUENCY ELECTRS INC          COM              358010106      160     7000 SH      SHARED      02          7000
D FRESENIUS MED CARE AG          SPONSORED ADR    358029106      267     8957 SH      SHARED      01          7789              1168
D FRESENIUS MED CARE AG          SPONSORED ADR    358029106       14      472 SH      SHR/OTHR    01                             472
D FRESENIUS MED CARE AG          SPONSORED ADR    358029106      133     4454 SH      SHARED      02           837              3617
D FRESHSTART VENTURE CAP CORP    COM              358042109       18     4700 SH      SHARED      01          4700
D FRIEDE GOLDMAN HALTER INC      COM              358430106      561    79579 SH      SHARED      01         79579
D FRIEDE GOLDMAN HALTER INC      COM              358430106       60     8596 SH      SHARED      02          7596              1000
D FRIEDMAN BILLINGS RAMSEY GROUP CL A             358433100      717    77000 SH      SHARED      01         77000
D FRIEDMAN BILLINGS RAMSEY GROUP CL A             358433100       92     9900 SH      SHARED      02           500              9400
D FRIEDMANS INC                  CL A             358438109       23     4700 SH      SHARED      01          4700
D FRISBY TECHNOLOGIES INC        COM              358743102        4     1000 SH      SHARED      02          1000
D FRISCHS RESTAURANTS INC        COM              358748101        3      324 SH      SHARED      01           324
D FRITZ COS INC                  COM              358846103      740    61679 SH      SHARED      01         61679
D FRITZ COS INC                  COM              358846103      128    10689 SH      SHARED      02         10689
D FRONTIER AIRLINES INC NEW      COM              359065109     1111    57206 SH      SHARED      01         57206
D FRONTIER AIRLINES INC NEW      COM              359065109      128     6600 SH      SHARED      02          6300               300
D FRONTIER FINL CORP WASH        COM              35907K105      448    23819 SH      SHARED      01         23819
D FRONTIER INS GROUP INC NEW     COM              359081106        8    14107 SH      SHARED      01         14107
D FRONTIER OIL CORP              COM              35914P105      227    30825 SH      SHARED      01         30825
D FRONTLINE CAP GROUP            COM              35921N101      591    36000 SH      SHARED                 36000
D FRONTLINE CAP GROUP            COM              35921N101      625    38032 SH      SHARED      01         38032
D FRONTLINE CAP GROUP            COM              35921N101       21     1296 SH      SHARED      02          1200                96
D FROZEN FOOD EXPRESS INDS INC   COM              359360104        0        1 SH      SHARED      01             1
D FUELCELL ENERGY INC            COM              35952H106    67652   703000 SH      SHARED                703000
D FUELCELL ENERGY INC            COM              35952H106     2367    24600 SH      SHARED      01         24600
D FUEL-TECH N V                  COM              359523107        0      100 SH      SHARED      01           100
D FUJI PHOTO FILM LTD            ADR              359586302     1206    36000 SH      SHARED      04         36000
D FULLER H B CO                  COM              359694106      908    31599 SH      SHARED      01         31599
D FULLER H B CO                  COM              359694106      138     4800 SH      SHARED      04          4800
D FULLER H B CO                  COM              359694106       37     1300 SH      SHARED      05          1300
D FULTON FINL CORP PA            COM              360271100       49     2500 SH      SHARED                  2500
D FULTON FINL CORP PA            COM              360271100     2548   128640 SH      SHARED      01        122052     6588
D FURNITURE BRANDS INTL INC      COM              360921100       36     2183 SH      SHARED                  2183
D FURNITURE BRANDS INTL INC      COM              360921100     7081   425955 SH      SHARED      01        425955
D FURNITURE BRANDS INTL INC      COM              360921100      330    19900 SH      SHARED      04         19900
D FURNITURE BRANDS INTL INC      COM              360921100      108     6500 SH      SHARED      05          6500
D FUTURELINK CORP                COM NEW          36114Q208      181    59400 SH      SHARED      01         58400              1000
D G & K SVCS INC                 CL A             361268105     1555    55420 SH      SHARED      01         55420
D GATX CORP                      COM              361448103      159     3800 SH      SHARED                  3800
D GATX CORP                      COM              361448103     3019    72114 SH      SHARED      01         72114
D GATX CORP                      COM              361448103       37      900 SH      SHARED      02           500               400
D GATX CORP                      COM              361448103      970    23167 SH      SHARED      04         23167
D GATX CORP                      COM              361448103      263     6300 SH      SHARED      05          6300
D GATX CORP                      PFD CONV $2.50   361448202      210     1000 SH      SHARED      02                            1000
D GBC BANCORP CALIF              COM              361475106     1740    51100 SH      SHARED                 51100
D GBC BANCORP CALIF              COM              361475106      480    14115 SH      SHARED      01         14115
D GC COS INC                     COM              36155Q109       94    31500 SH      SHARED                 31500
D GC COS INC                     COM              36155Q109       43    14436 SH      SHARED      01         14426                10
D GC COS INC                     COM              36155Q109        0       90 SH      SHARED      02            30                60
D GPU INC                        COM              36225X100     1584    48849 SH      SHARED                 48849
D GPU INC                        COM              36225X100    29469   908518 SH      SHARED      01        908518
D GPU INC                        COM              36225X100       12      400 SH      SHR/OTHR    01                    400
D GPU INC                        COM              36225X100       19      600 SH      SHARED      02                             600
D GPU INC                        COM              36225X100     1917    59111 SH      SHARED      04         59111
D GPU INC                        COM              36225X100      742    22900 SH      SHARED      05         22900
D GSI LUMONICS INC               COM              36229U102      890    53990 SH      SHARED                 53990
D GSI LUMONICS INC               COM              36229U102       11      673 SH      SHARED      02           673
D GSV INC                        COM NEW          36230D206        1     1380 SH      SHARED      01          1380
D GT GROUP TELECOM INC           CL B NON VTG     362359408     1768   134100 SH      SHARED      01        134100
D GT GROUP TELECOM INC           CL B NON VTG     362359408       26     2000 SH      SHARED      02          2000
D GTSI CORP                      COM              36238K103       16     5000 SH      SHARED      02          5000
D GABELLI GLOBAL MULTIMEDIA TR   COM              36239Q109      479    35500 SH      SHARED      04         35500
D GABELLI ASSET MGMT INC         CL A             36239Y102       30     1000 SH      SHARED      01          1000
D GABELLI SER FDS INC            CONV SECS FD     36240B109      196    20000 SH      SHR/OTHR    01                  20000
D GABLES RESIDENTIAL TR          SH BEN INT       362418105       13      500 SH      SHARED                   500
D GABLES RESIDENTIAL TR          SH BEN INT       362418105     1133    41683 SH      SHARED      01         41683
D GADZOOX NETWORKS INC           COM              362555104      266    37400 SH      SHARED      01         37400
D GADZOOX NETWORKS INC           COM              362555104       19     2700 SH      SHARED      02          2700
D GADZOOX NETWORKS INC           COM              362555104       49     7000 SH      SHARED      05          7000
D GAIAM INC                      CL A             36268Q103       10      600 SH      SHARED      01           600
D GAINSCO INC                    COM              363127101        2      482 SH      SHARED      01           482
D GALEY & LORD INC               COM              36352K103        8     2000 SH      SHARED      02                            2000
D GALILEO INTERNATIONAL INC      COM              363547100     2318   149600 SH      SHARED                149600
D GALILEO INTERNATIONAL INC      COM              363547100     1625   104900 SH      SHARED      01        104900
D GALILEO INTERNATIONAL INC      COM              363547100        0       60 SH      SHARED      02            60
D GALILEO INTERNATIONAL INC      COM              363547100      538    34763 SH      SHARED      04         34763
D GALILEO INTERNATIONAL INC      COM              363547100      186    12000 SH      SHARED      05         12000
D GALLAGHER ARTHUR J & CO        COM              363576109     1679    28400 SH      SHARED                 28400
D GALLAGHER ARTHUR J & CO        COM              363576109     3979    67312 SH      SHARED      01         67312
D GALLAGHER ARTHUR J & CO        COM              363576109      810    13700 SH      SHARED      05         13700
D GALLAHER GROUP PLC             SPONSORED ADR    363595109      153     6600 SH      SHARED                  6600
D GALLAHER GROUP PLC             SPONSORED ADR    363595109      622    26771 SH      SHARED      01         25871               900
D GALLAHER GROUP PLC             SPONSORED ADR    363595109       23     1000 SH      SHR/OTHR    01                            1000
D GALLAHER GROUP PLC             SPONSORED ADR    363595109       51     2200 SH      SHARED      02          1000              1200
D GALLAHER GROUP PLC             SPONSORED ADR    363595109      106     4600 SH      SHARED      04          4600
D GANNETT INC                    COM              364730101     7838   147900 SH      SHARED                147900
D GANNETT INC                    COM              364730101   116875  2205200 SH      SHARED      01       2189676             15524
D GANNETT INC                    COM              364730101     3427    64664 SH      SHR/OTHR    01                  53850    10814
D GANNETT INC                    COM              364730101      242     4570 SH      SHARED      02           400              4170
D GANNETT INC                    COM              364730101     6598   124509 SH      SHARED      04        124509
D GAP INC DEL                    COM              364760108     2837   141009 SH      SHARED                141009
D GAP INC DEL                    COM              364760108   124781  6200305 SH      SHARED      01       6192830              7475
D GAP INC DEL                    COM              364760108      568    28233 SH      SHARED      02          7880             20353
D GAP INC DEL                    COM              364760108     7737   384449 SH      SHARED      04        384449
D GAP INC DEL                    COM              364760108      366    18200 SH      SHARED      05         18200
D GAP INC DEL                    COM              364760108      579    28800 SH      SHARED      06         28800
D GARAN INC                      COM              364802108        2      100 SH      SHARED      01           100
D GARDENBURGER INC               COM              365476100     1750   500000 SH      SHARED      01                          500000
D GARDENBURGER INC               COM              365476100       29     8500 SH      SHARED      01          8500
D GARDNER DENVER INC             COM              365558105      324    19949 SH      SHARED      01         19949
D GARTNER GROUP INC NEW          COM              366651107     7716   663765 SH      SHARED                663765
D GARTNER GROUP INC NEW          COM              366651107     1617   139175 SH      SHARED      01        139175
D GARTNER GROUP INC NEW          COM              366651107      155    13401 SH      SHARED      02         13401
D GARTNER GROUP INC NEW          CL B             366651206      190    17500 SH      SHARED                 17500
D GARTNER GROUP INC NEW          CL B             366651206      724    66660 SH      SHARED      01         66113               547
D GARTNER GROUP INC NEW          CL B             366651206      392    36132 SH      SHR/OTHR    01                  31368     4764
D GARTNER GROUP INC NEW          CL B             366651206       44     4130 SH      SHARED      02          4000               130
D GARTNER GROUP INC NEW          CL B             366651206      318    29300 SH      SHARED      04         29300
D GARTNER GROUP INC NEW          CL B             366651206      123    11400 SH      SHARED      05         11400
D GASONICS INTL CORP             COM              367278108      853    69700 SH      SHARED                 69700
D GASONICS INTL CORP             COM              367278108      432    35300 SH      SHARED      01         33841              1459
D GATEWAY INC                    COM              367626108    16535   353700 SH      SHARED                353700
D GATEWAY INC                    COM              367626108   111971  2395120 SH      SHARED      01       2394320               800
D GATEWAY INC                    COM              367626108       16      350 SH      SHR/OTHR    01                             350
D GATEWAY INC                    COM              367626108      293     6270 SH      SHARED      02          1000              5270
D GATEWAY INC                    COM              367626108     8146   174267 SH      SHARED      04        174267
D GAYLORD ENTMT CO NEW           COM              367905106      549    23000 SH      SHARED                 23000
D GAYLORD ENTMT CO NEW           COM              367905106      952    39881 SH      SHARED      01         39881
D GAYLORD CONTAINER CORP         CL A             368145108      163    96850 SH      SHARED      01         96850
D GEHL CO                        COM              368483103        4      400 SH      SHARED      01           400
D GELTEX PHARMACEUTICALS INC     COM              368538104      960    20520 SH      SHARED                 20520
D GELTEX PHARMACEUTICALS INC     COM              368538104     6396   136651 SH      SHARED      01        134880              1771
D GELTEX PHARMACEUTICALS INC     COM              368538104     6483   138500 SH      SHARED      04        138500
D GEMSTAR-TV GUIDE INTL INC      COM              36866W106      263     3020 SH      SHARED                  3020
D GEMSTAR-TV GUIDE INTL INC      COM              36866W106    17588   201738 SH      SHARED      01        197287              4451
D GEMSTAR-TV GUIDE INTL INC      COM              36866W106     7767    89090 SH      SHARED      02         32617             56473
D GEMSTAR-TV GUIDE INTL INC      COM              36866W106     4742    54400 SH      SHARED      04         54400
D GENAISSANCE PHARMACEUTICALS    COM              36867W105      113     5500 SH      SHARED      02          3950              1550
D GENAISSANCE PHARMACEUTICALS    COM              36867W105       26     1260 SH      SHARED      04          1260
D GENCORP INC                    COM              368682100      724    89187 SH      SHARED      01         89187
D GENE LOGIC INC                 COM              368689105     1192    51842 SH      SHARED                 51842
D GENE LOGIC INC                 COM              368689105     1392    60550 SH      SHARED      01         60550
D GENE LOGIC INC                 COM              368689105       20      900 SH      SHARED      04           900
D GENELABS TECHNOLOGIES INC      COM              368706107      103    17400 SH      SHARED      01         17400
D GENENCOR INTL INC              COM              368709101      195     6600 SH      SHARED      01          6600
D GENENTECH INC                  COM NEW          368710406    22429   120792 SH      SHARED      01        115975              4817
D GENENTECH INC                  COM NEW          368710406       55      300 SH      SHR/OTHR    01                             300
D GENENTECH INC                  COM NEW          368710406     1675     9023 SH      SHARED      04          9023
D GENENTECH INC                  COM NEW          368710406      464     2500 SH      SHARED      05          2500
D GENER S A                      SPONSORED ADR    368731105       99     7600 SH      SHARED                  7600
D GENER S A                      SPONSORED ADR    368731105       20     1596 SH      SHARED      01          1596
D GENERAL AMERN INVS INC         COM              368802104       16      400 SH      SHARED                   400
D GENERAL AMERN INVS INC         COM              368802104       21      512 SH      SHARED      01                             512
D GENERAL BINDING CORP           COM              369154109        5      700 SH      SHARED      01           700
D GENERAL CABLE CORP DEL NEW     COM              369300108      345    45700 SH      SHARED      01         45700
D GENERAL CABLE CORP DEL NEW     COM              369300108       10     1400 SH      SHARED      02                            1400
D GENERAL CHEM GROUP INC         COM              369332101       13    14000 SH      SHARED      04         14000
D GENERAL COMMUNICATION INC      CL A             369385109      435    60900 SH      SHARED      01         60900
D GENERAL DATACOMM INDS INC      COM              369487103       85    16500 SH      SHARED      01         16500
D GENERAL DYNAMICS CORP          COM              369550108     7399   117800 SH      SHARED                117800
D GENERAL DYNAMICS CORP          COM              369550108   135158  2151791 SH      SHARED      01       2151775                16
D GENERAL DYNAMICS CORP          COM              369550108    24344   387584 SH      SHR/OTHR    01                 387584
D GENERAL DYNAMICS CORP          COM              369550108       22      366 SH      SHARED      02                             366
D GENERAL DYNAMICS CORP          COM              369550108     5651    89981 SH      SHARED      04         89981
D GENERAL DYNAMICS CORP          COM              369550108     2242    35700 SH      SHARED      05         35700
D GENERAL ELEC CO                COM              369604103      403     7000 SH      SHR/OTHR    05                    400     6600
D GENERAL ELEC CO                COM              369604103   188804  3272917 SH      SHARED               3272917
D GENERAL ELEC CO                COM              369604103  5543114 96089489 SH      SHARED      01      92538713  1120538  2430238
D GENERAL ELEC CO                COM              369604103   325616  5644545 SH      SHR/OTHR    01                3590003  2054542
D GENERAL ELEC CO                COM              369604103    36535   633347 SH      SHARED      02        173125            460222
D GENERAL ELEC CO                COM              369604103   263587  4569265 SH      SHARED      04       4569265
D GENERAL ELEC CO                COM              369604103     8520   147700 SH      SHARED      05        147700
D GENERAL ELEC CO                COM              369604103   180537  3129600 SH      SHARED      06       3129600
D GENERAL EMPLOYMENT ENTERPRISES COM              369730106       22     6578 SH      SHARED      01          6578
D GENERAL GROWTH PPTYS INC       COM              370021107     1181    36700 SH      SHARED                 36700
D GENERAL GROWTH PPTYS INC       COM              370021107     2414    75000 SH      SHARED      01         75000
D GENERAL GROWTH PPTYS INC       COM              370021107       48     1500 SH      SHARED      02          1500
D GENERAL GROWTH PPTYS INC       COM              370021107      137     4263 SH      SHARED      04          4263
D GENERAL MAGIC INC              COM              370253106      135    23100 SH      SHARED      01         22600               500
D GENERAL MAGIC INC              COM              370253106       61    10500 SH      SHARED      02         10500
D GENERAL MLS INC                COM              370334104     4005   112819 SH      SHARED                112819
D GENERAL MLS INC                COM              370334104    86011  2422851 SH      SHARED      01       2410251             12600
D GENERAL MLS INC                COM              370334104     3611   101734 SH      SHR/OTHR    01                  80434    21300
D GENERAL MLS INC                COM              370334104      323     9106 SH      SHARED      02          1750              7356
D GENERAL MLS INC                COM              370334104     4774   134492 SH      SHARED      04        134492
D GENERAL MLS INC                COM              370334104      905    25500 SH      SHARED      05         25500
D GENERAL MTRS CORP              COM              370442105   123669  1902600 SH      SHARED               1902600
D GENERAL MTRS CORP              COM              370442105   297133  4571277 SH      SHARED      01       4569377     1128      772
D GENERAL MTRS CORP              COM              370442105     2300    35396 SH      SHR/OTHR    01                  22481    12915
D GENERAL MTRS CORP              COM              370442105     1263    19431 SH      SHARED      02         13500              5931
D GENERAL MTRS CORP              COM              370442105    59241   911409 SH      SHARED      04        911409
D GENERAL MTRS CORP              COM              370442105      773    11900 SH      SHARED      05         11900
D GENERAL MTRS CORP              CL H NEW         370442832      780    21000 SH      SHARED                 21000
D GENERAL MTRS CORP              CL H NEW         370442832    44873  1206918 SH      SHARED      01       1202418     1188     3312
D GENERAL MTRS CORP              CL H NEW         370442832      632    17017 SH      SHR/OTHR    01                  14898     2119
D GENERAL MTRS CORP              CL H NEW         370442832      398    10730 SH      SHARED      02          1748              8982
D GENERAL MTRS CORP              CL H NEW         370442832     2145    57697 SH      SHARED      04         57697
D GENERAL SEMICONDUCTOR INC      SUB NT CV5.75%06 370787AB9     1316  1350000 PRN     SHARED      01       1350000
D GENERAL SEMICONDUCTOR INC      COM              370787103      254    20900 SH      SHARED                 20900
D GENERAL SEMICONDUCTOR INC      COM              370787103     1120    91955 SH      SHARED      01         91955
D GENERAL SEMICONDUCTOR INC      COM              370787103      243    20000 SH      SHARED      04         20000
D GENERAL SEMICONDUCTOR INC      COM              370787103       13     1100 SH      SHARED      05          1100
D GENEREX BIOTECHNOLOGY CP DEL   COM              371485103      124    10000 SH      SHARED      01                           10000
D GENESCO INC                    SUB NT CV 5.5%05 371532AL6    13503 14125000 PRN     SHARED              14125000
D GENESCO INC                    COM              371532102      198    11700 SH      SHARED                 11700
D GENESCO INC                    COM              371532102     2096   123800 SH      SHARED      01        123800
D GENESISINTERMEDIA COM INC      COM              37184T106       21     1300 SH      SHARED      01          1300
D GENESISINTERMEDIA COM INC      COM              37184T106       16     1000 SH      SHARED      02          1000
D GENTEX CORP                    COM              371901109     2366    94650 SH      SHARED      01         94650
D GENTEX CORP                    COM              371901109      201     8047 SH      SHARED      04          8047
D GENTEX CORP                    COM              371901109      100     4000 SH      SHARED      05          4000
D GENLYTE GROUP INC              COM              372302109      429    16800 SH      SHARED      01         16800
D GENLYTE GROUP INC              COM              372302109       38     1500 SH      SHARED      02          1500
D GENOMIC SOLUTIONS INC          COM CALL         37243R109      397    23100 SH      SHARED      01         23100
D GENOME THERAPEUTICS CORP       COM              372430108     1043    50727 SH      SHARED                 50727
D GENOME THERAPEUTICS CORP       COM              372430108     1509    73400 SH      SHARED      01         53400             20000
D GENSET SA                      SPONSORED ADR    37244T104        6      250 SH      SHARED      02                             250
D GENRAD INC                     COM              372447102      402    36600 SH      SHARED      01         36600
D GENRAD INC                     COM              372447102       33     3000 SH      SHARED      02                            3000
D GENTNER COMMUNICATIONS CORP    COM              37245J105       14     1200 SH      SHARED      01          1200
D GENTA INC                      COM NEW          37245M207      219    23000 SH      SHARED      01         23000
D GENTEK INC                     COM              37245X104       79     5180 SH      SHARED      01          5180
D GENZYME TRANSGENICS CORP       COM              37246E105     1311    37200 SH      SHARED                 37200
D GENZYME TRANSGENICS CORP       COM              37246E105     1491    42300 SH      SHARED      01         42300
D GENZYME TRANSGENICS CORP       COM              37246E105      130     3700 SH      SHARED      04          3700
D GENUINE PARTS CO               COM              372460105      130     6857 SH      SHARED                  6857
D GENUINE PARTS CO               COM              372460105    26743  1402993 SH      SHARED      01       1402318               675
D GENUINE PARTS CO               COM              372460105      163     8575 SH      SHR/OTHR    01                   7450     1125
D GENUINE PARTS CO               COM              372460105       47     2500 SH      SHARED      02                            2500
D GENUINE PARTS CO               COM              372460105     1553    81473 SH      SHARED      04         81473
D GENUINE PARTS CO               COM              372460105       76     4000 SH      SHARED      05          4000
D GENUS INC                      COM              372461103       36     9500 SH      SHARED      01          9500
D GENTIVA HEALTH SERVICES INC    COM              37247A102      236    18580 SH      SHARED      01         18580
D GENTIVA HEALTH SERVICES INC    COM              37247A102        1      125 SH      SHARED      02           125
D GENTIVA HEALTH SERVICES INC    COM              37247A102      146    11475 SH      SHARED      04         11475
D GENSTAR THERAPEUTICS CORP      COM              37248D105       38     3500 SH      SHR/OTHR    01                   3500
D GENUITY INC                    CL A             37248E103      141    21600 SH      SHARED      01         21600
D GENUITY INC                    CL A             37248E103     9035  1383550 SH      SHARED      02       1383550
D GENUITY INC                    CL A             37248E103    12963  1984900 SH      SHARED      06       1984900
D GENZYME CORP                   COM GENL DIV     372917104      332     4871 SH      SHARED                  4871
D GENZYME CORP                   COM GENL DIV     372917104    12366   181361 SH      SHARED      01        157469             23892
D GENZYME CORP                   COM GENL DIV     372917104      490     7200 SH      SHR/OTHR    01                   3400     3800
D GENZYME CORP                   COM GENL DIV     372917104       89     1314 SH      SHARED      02            64              1250
D GENZYME CORP                   COM GENL DIV     372917104     3479    51030 SH      SHARED      04         51030
D GENZYME CORP                   COM GENL DIV     372917104      838    12300 SH      SHARED      05         12300
D GENZYME CORP                   COM-TISSUE REP   372917401       16     3962 SH      SHARED      01          2014              1948
D GENZYME CORP                   COM-TISSUE REP   372917401       20     5004 SH      SHARED      02          5004
D GENZYME CORP                   COM-MOLECULAR    372917500      166    12012 SH      SHARED      01          9852              2160
D GENZYME CORP                   COM-MOLECULAR    372917500        1      106 SH      SHARED      02           106
D GENZYME CORP                   COM SURG PRODS   372917609       65     8793 SH      SHARED      01          5215              3578
D GENZYME CORP                   COM SURG PRODS   372917609        0       11 SH      SHARED      02            11
D GEORGIA GULF CORP              COM PAR $0.01    373200203       54     4791 SH      SHARED                  4791
D GEORGIA GULF CORP              COM PAR $0.01    373200203      798    69782 SH      SHARED      01         69782
D GEORGIA GULF CORP              COM PAR $0.01    373200203       22     2000 SH      SHARED      02                            2000
D GEORGIA GULF CORP              COM PAR $0.01    373200203      123    10800 SH      SHARED      04         10800
D GEORGIA PAC CORP               COM GA PAC GRP   373298108     2295    97700 SH      SHARED                 97700
D GEORGIA PAC CORP               COM GA PAC GRP   373298108    30723  1307402 SH      SHARED      01       1306972      430
D GEORGIA PAC CORP               COM GA PAC GRP   373298108       87     3740 SH      SHR/OTHR    01                   3074      666
D GEORGIA PAC CORP               COM GA PAC GRP   373298108      118     5048 SH      SHARED      02          2800              2248
D GEORGIA PAC CORP               COM GA PAC GRP   373298108    18657   793956 SH      SHARED      04        793956
D GEORGIA PAC CORP               COM GA PAC GRP   373298108     1778    75700 SH      SHARED      05         75700
D GEORGIA PAC CORP               COM-TIMBER GRP   373298702     2385    88750 SH      SHARED                 88750
D GEORGIA PAC CORP               COM-TIMBER GRP   373298702     2848   106005 SH      SHARED      01        106005
D GEORGIA PAC CORP               COM-TIMBER GRP   373298702       53     1985 SH      SHR/OTHR    01                    652     1333
D GEORGIA PAC CORP               COM-TIMBER GRP   373298702      151     5624 SH      SHARED      02          5000               624
D GEORGIA PAC CORP               COM-TIMBER GRP   373298702      963    35842 SH      SHARED      04         35842
D GEORGIA PAC CORP               COM-TIMBER GRP   373298702      287    10700 SH      SHARED      05         10700
D GERALD STEVENS INC             COM              37369G101        0       49 SH      SHARED      02            49
D GEOWORKS CORP                  COM              373692102       79    10800 SH      SHARED                 10800
D GEOWORKS CORP                  COM              373692102      347    47100 SH      SHARED      01         47100
D GEOWORKS CORP                  COM              373692102      803   108900 SH      SHARED      02        108900
D GERBER SCIENTIFIC INC          COM              373730100       60     6991 SH      SHARED                  6991
D GERBER SCIENTIFIC INC          COM              373730100      413    47900 SH      SHARED      01         47900
D GERBER SCIENTIFIC INC          COM              373730100      843    97850 SH      SHARED      02          7300             90550
D GERMANY FD INC                 COM              374143105        0        2 SH      SHARED      04             2
D GERON CORP                     COM              374163103     1301    45875 SH      SHARED                 45875
D GERON CORP                     COM              374163103     1537    54200 SH      SHARED      01         54016               184
D GERON CORP                     COM              374163103        5      200 SH      SHARED      02                             200
D GETTHERE INC                   COM              374266104     3040   171900 SH      SHARED      01        171500               400
D GETTHERE INC                   COM              374266104       26     1500 SH      SHARED      05          1500
D GETTY IMAGES INC               SB NT CV 144A 07 374276AD5     1669  2160000 PRN     SHARED               2160000
D GETTY IMAGES INC               SB NT CV 144A 07 374276AD5      773  1000000 PRN     SHARED      01       1000000
D GETTY IMAGES INC               SB NT CV 144A 07 374276AD5     1391  1800000 PRN     SHARED      04       1800000
D GETTY IMAGES INC               COM              374276103     1381    45400 SH      SHARED                 45400
D GETTY IMAGES INC               COM              374276103      616    20250 SH      SHARED      01         20250
D GETTY IMAGES INC               COM              374276103     1622    53300 SH      SHARED      02         34500             18800
D GETTY IMAGES INC               COM              374276103     4833   158800 SH      SHARED      03        158800
D GETTY IMAGES INC               COM              374276103      177     5845 SH      SHARED      04          5845
D GETTY PETE MARKETING INC       COM              374292100        1      300 SH      SHARED      01           300
D GETTY RLTY CORP NEW            COM              374297109        6      600 SH      SHARED      01           600
D GIANT INDS INC                 COM              374508109        3      696 SH      SHARED      01           696
D GIBRALTAR STL CORP             COM              37476F103      160     9700 SH      SHARED      01          9700
D GILEAD SCIENCES INC            COM              375558103     2193    20000 SH      SHARED                 20000
D GILEAD SCIENCES INC            COM              375558103     7041    64194 SH      SHARED      01         64194
D GILEAD SCIENCES INC            COM              375558103      493     4500 SH      SHR/OTHR    01                            4500
D GILEAD SCIENCES INC            COM              375558103     2190    19968 SH      SHARED      04         19968
D GILEAD SCIENCES INC            COM              375558103      647     5900 SH      SHARED      05          5900
D GILLETTE CO                    COM              375766102    73112  2368000 SH      SHARED               2368000
D GILLETTE CO                    COM              375766102   280746  9092999 SH      SHARED      01       8840852            252147
D GILLETTE CO                    COM              375766102    10092   326898 SH      SHR/OTHR    01                 173090   153808
D GILLETTE CO                    COM              375766102     5494   177964 SH      SHARED      02         14080            163884
D GILLETTE CO                    COM              375766102    31678  1026032 SH      SHARED      04       1026032
D GILLETTE CO                    COM              375766102      598    19400 SH      SHARED      05         19400
D GILMAN & CIOCIA INC            COM              375908100       34     8400 SH      SHARED      01          8400
D GILDAN ACTIVEWEAR INC          SUB VTG SHS A    375916103     1642    49200 SH      SHARED                 49200
D GILDAN ACTIVEWEAR INC          SUB VTG SHS A    375916103     6418   192300 SH      SHARED      01        192300
D GLACIER BANCORP INC NEW        COM              37637Q105       36     3238 SH      SHARED      01          3238
D GLACIER WATER SVCS INC         COM              376395109        1      100 SH      SHARED      01           100
D GLATFELTER P H CO              COM              377316104     1193    98450 SH      SHARED      01         98450
D GLATFELTER P H CO              COM              377316104      175    14500 SH      SHARED      04         14500
D GLATFELTER P H CO              COM              377316104       67     5600 SH      SHARED      05          5600
D GLAXO WELLCOME PLC             SPONSORED ADR    37733W105     9911   164005 SH      SHARED      01        150105             13900
D GLAXO WELLCOME PLC             SPONSORED ADR    37733W105      553     9152 SH      SHR/OTHR    01                   3952     5200
D GLAXO WELLCOME PLC             SPONSORED ADR    37733W105      530     8775 SH      SHARED      02          3400              5375
D GLAXO WELLCOME PLC             SPONSORED ADR    37733W105       12      200 SH      SHARED      04           200
D GLENAYRE TECHNOLOGIES INC      COM              377899109     1993   183264 SH      SHARED      01        183264
D GLENAYRE TECHNOLOGIES INC      COM              377899109      130    12000 SH      SHARED      02         12000
D GLENBOROUGH RLTY TR INC        COM              37803P105       54     3000 SH      SHARED                  3000
D GLENBOROUGH RLTY TR INC        COM              37803P105      740    41151 SH      SHARED      01         41151
D GLENBOROUGH RLTY TR INC        PFD CV SER A%    37803P204       29     1750 SH      SHARED      02          1750
D GLIATECH INC                   COM              37929C103      235    37600 SH      SHARED      01         37600
D GLIMCHER RLTY TR               SH BEN INT       379302102      970    64950 SH      SHARED      01         60900              4050
D GLIMCHER RLTY TR               SH BEN INT       379302102       47     3150 SH      SHARED      02                            3150
D GLOBAL CAP PARTNERS INC        COM              37931J104       36     5600 SH      SHARED      01          5600
D GLOBAL HIGH INCOME DLR FD INC  COM              37933G108       58     4400 SH      SHARED      04          4400
D GLOBAL INDS LTD                COM              379336100       83     6700 SH      SHARED                  6700
D GLOBAL INDS LTD                COM              379336100    16098  1287850 SH      SHARED      01       1287850
D GLOBAL INDS LTD                COM              379336100       65     5253 SH      SHARED      04          5253
D GLOBAL LT TELECOMMUNICATIONS   COM              37934X100       13     2600 SH      SHARED                  2600
D GLOBAL PARTNERS INCOME FD INC  COM              37935R102       22     2000 SH      SHR/OTHR    01                   2000
D GLOBAL MARINE INC              COM              379352404     1080    35000 SH      SHARED                 35000
D GLOBAL MARINE INC              COM              379352404     8926   289133 SH      SHARED      01        289133
D GLOBAL MARINE INC              COM              379352404      267     8665 SH      SHARED      02          2105              6560
D GLOBAL MARINE INC              COM              379352404     3074    99584 SH      SHARED      04         99584
D GLOBAL MARINE INC              COM              379352404     2025    65600 SH      SHARED      05         65600
D GLOBAL PMT TECHNOLOGIES INC    COM              37936S109        6     1200 SH      SHARED      01          1200
D GLOBAL TELESYSTEMS INC         COM              37936U104       16     3645 SH      SHARED                  3645
D GLOBAL TELESYSTEMS INC         COM              37936U104     1270   278479 SH      SHARED      01        278479
D GLOBAL TELESYSTEMS INC         COM              37936U104       53    11800 SH      SHARED      02         10600              1200
D GLOBAL TELESYSTEMS INC         COM              37936U104       74    16353 SH      SHARED      04         16353
D GLOBAL VACATION GROUP INC      COM              37937F106       29     9400 SH      SHARED      01          9400
D GLOBALNET FINANCIAL COM INC    COM NEW          37937R209      163    25950 SH      SHARED                 25950
D GLOBALNET FINANCIAL COM INC    COM NEW          37937R209      178    28272 SH      SHARED      01         28272
D GLOBECOMM SYSTEMS INC          COM              37956X103     1592   123700 SH      SHARED      01        123700
D GLOBECOMM SYSTEMS INC          COM              37956X103      508    39500 SH      SHARED      02         39500
D GLOBIX CORP                    COM              37957F101     1393    59794 SH      SHARED      01         59694               100
D GLOBIX CORP                    COM              37957F101       46     2000 SH      SHARED      02          2000
D GLOBESPAN INC                  COM              379571102     4941    40500 SH      SHARED      01         40500
D GLOBESPAN INC                  COM              379571102      326     2677 SH      SHARED      04          2677
D GLOBESPAN INC                  COM              379571102       61      500 SH      SHARED      05           500
D GOLD BANC CORP INC             COM              379907108      139    27210 SH      SHARED      01         27210
D GOAMERICA INC                  COM              38020R106      520    58900 SH      SHARED      01         58900
D GOAMERICA INC                  COM              38020R106      405    45850 SH      SHARED      02         44850              1000
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T106       61    20000 SH      SHARED                 20000
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T106       11     3900 SH      SHARED      02                            3900
D GOLDEN ST BANCORP INC          COM              381197102    12364   523350 SH      SHARED      01        523350
D GOLDEN ST BANCORP INC          COM              381197102       54     2300 SH      SHARED      02                            2300
D GOLDEN ST BANCORP INC          COM              381197102      194     8250 SH      SHARED      04          8250
D GOLDEN ST BANCORP INC          COM              381197102       21      900 SH      SHARED      05           900
D GOLDEN ST BANCORP INC          WT EXP  000000   381197136        3     3200 SH      SHARED      02                            3200
D GOLDEN ST BANCORP INC          WT EXP  000000   381197136     2064  1693240 SH      SHARED      04       1693240
D GOLDEN ST VINTNERS INC         CL B             38121K208       57     8300 SH      SHARED      02           300              8000
D GOLDEN TELECOM INC             COM              38122G107      193    11122 SH      SHARED      01         11122
D GOLDEN TELECOM INC             COM              38122G107       69     4000 SH      SHARED      04          4000
D GOLDEN WEST FINL CORP DEL      COM              381317106     4898    91342 SH      SHARED                 91342
D GOLDEN WEST FINL CORP DEL      COM              381317106    58795  1096416 SH      SHARED      01       1096416
D GOLDEN WEST FINL CORP DEL      COM              381317106       18      344 SH      SHARED      02                             344
D GOLDEN WEST FINL CORP DEL      COM              381317106     3893    72607 SH      SHARED      04         72607
D GOLDEN WEST FINL CORP DEL      COM              381317106      681    12700 SH      SHARED      05         12700
D GOLDMAN SACHS GROUP INC        COM              38141G104    18389   161400 SH      SHARED      01        158150              3250
D GOLDMAN SACHS GROUP INC        COM              38141G104      319     2800 SH      SHR/OTHR    01                   2700      100
D GOLDMAN SACHS GROUP INC        COM              38141G104      207     1820 SH      SHARED      02           400              1420
D GOLDMAN SACHS GROUP INC        COM              38141G104     7300    64079 SH      SHARED      04         64079
D GOLF TR AMER INC               COM              38168B103      306    22700 SH      SHARED                 22700
D GOODRICH B F CO                COM              382388106     4153   106000 SH      SHARED                106000
D GOODRICH B F CO                COM              382388106    28032   715345 SH      SHARED      01        715345
D GOODRICH B F CO                COM              382388106       29      750 SH      SHARED      02                             750
D GOODRICH B F CO                COM              382388106     2466    62932 SH      SHARED      04         62932
D GOODRICH B F CO                COM              382388106      160     4100 SH      SHARED      05          4100
D GOODYEAR TIRE & RUBR CO        COM              382550101      527    29330 SH      SHARED                 29330
D GOODYEAR TIRE & RUBR CO        COM              382550101    20814  1156356 SH      SHARED      01       1156356
D GOODYEAR TIRE & RUBR CO        COM              382550101       51     2860 SH      SHR/OTHR    01                            2860
D GOODYEAR TIRE & RUBR CO        COM              382550101      178     9900 SH      SHARED      02                            9900
D GOODYEAR TIRE & RUBR CO        COM              382550101     1823   101287 SH      SHARED      04        101287
D GOODYS FAMILY CLOTHING INC     COM              382588101       31     8000 SH      SHARED      01          8000
D GOTO COM INC                   COM              38348T107     1122    68000 SH      SHARED      01         68000
D GOTO COM INC                   COM              38348T107       69     4200 SH      SHARED      05          4200
D GO2NET INC                     COM              383486107     8034   148061 SH      SHARED      01        148061
D GO2NET INC                     COM              383486107       99     1834 SH      SHARED      04          1834
D GRACE W R & CO DEL NEW         COM              38388F108       30     4500 SH      SHARED                  4500
D GRACE W R & CO DEL NEW         COM              38388F108     3682   535664 SH      SHARED      01        535364               300
D GRACE W R & CO DEL NEW         COM              38388F108        3      450 SH      SHR/OTHR    01                             450
D GRACE W R & CO DEL NEW         COM              38388F108       27     4044 SH      SHARED      02           800              3244
D GRACE W R & CO DEL NEW         COM              38388F108      180    26200 SH      SHARED      04         26200
D GRACE W R & CO DEL NEW         COM              38388F108       46     6700 SH      SHARED      05          6700
D GRACO INC                      COM              384109104      219     6800 SH      SHARED                  6800
D GRACO INC                      COM              384109104     1650    51192 SH      SHARED      01         48758              2434
D GRAINGER W W INC               COM              384802104     1933    73500 SH      SHARED                 73500
D GRAINGER W W INC               COM              384802104    18885   717753 SH      SHARED      01        715353              2400
D GRAINGER W W INC               COM              384802104      136     5200 SH      SHR/OTHR    01                   1200     4000
D GRAINGER W W INC               COM              384802104     1106    42047 SH      SHARED      04         42047
D GRAND CENT FINL CORP           COM              38527S102      228    25000 SH      SHARED                 25000
D GRAND TOYS INTL INC            COM NEW          386492201        0       20 SH      SHARED      02            20
D GRANITE BROADCASTING CORP      COM              387241102       50    11000 SH      SHARED      01         11000
D GRANITE CONSTR INC             COM              387328107       19      800 SH      SHARED                   800
D GRANITE CONSTR INC             COM              387328107      804    33188 SH      SHARED      01         33188
D GRANITE CONSTR INC             COM              387328107      225     9300 SH      SHARED      04          9300
D GRANITE CONSTR INC             COM              387328107       87     3600 SH      SHARED      05          3600
D GRANITE ST BANKSHARES INC      COM              387472103        2      150 SH      SHARED      01           150
D GRANT PRIDECO INC              COM              38821G101       24     1100 SH      SHARED                  1100
D GRANT PRIDECO INC              COM              38821G101     3286   149823 SH      SHARED      01        149823
D GRANT PRIDECO INC              COM              38821G101      209     9565 SH      SHARED      02          9190               375
D GRANT PRIDECO INC              COM              38821G101     2341   106721 SH      SHARED      04        106721
D GRANT PRIDECO INC              COM              38821G101      296    13500 SH      SHARED      05         13500
D GRAPHIC PACKAGING INTL CORP    COM              388690109       25    11961 SH      SHARED      01         11961
D GRAPHIC PACKAGING INTL CORP    COM              388690109        0      396 SH      SHARED      02           132               264
D GRAPHON CORP                   COM              388707101       30     7300 SH      SHARED      01          7300
D GRAY COMMUNICATIONS SYS INC    COM              389190109        5      475 SH      SHARED      01           475
D GREAT AMERN FINL RES INC       COM              389915109      332    18143 SH      SHARED      01         18143
D GREAT AMERN FINL RES INC       COM              389915109       10      561 SH      SHARED      02           255               306
D GREAT ATLANTIC & PAC TEA INC   COM              390064103      747    67600 SH      SHARED                 67600
D GREAT ATLANTIC & PAC TEA INC   COM              390064103      514    46543 SH      SHARED      01         46543
D GREAT LAKES CHEM CORP          COM              390568103       79     2700 SH      SHARED                  2700
D GREAT LAKES CHEM CORP          COM              390568103    12265   418458 SH      SHARED      01        418258               200
D GREAT LAKES CHEM CORP          COM              390568103        8      275 SH      SHARED      02           275
D GREAT LAKES CHEM CORP          COM              390568103      644    22000 SH      SHARED      04         22000
D GREAT LAKES CHEM CORP          COM              390568103       38     1300 SH      SHARED      05          1300
D GREAT LAKES REIT INC           COM              390752103       99     5700 SH      SHARED                  5700
D GREAT LAKES REIT INC           COM              390752103      401    23100 SH      SHARED      01         23100
D GREAT SOUTHN BANCORP INC       COM              390905107        9      600 SH      SHARED      01           600
D GREAT NORTHN IRON ORE PPTYS    CTFS BEN INT     391064102      205     4200 SH      SHARED      01          4200
D GREAT NORTHN IRON ORE PPTYS    CTFS BEN INT     391064102      196     4000 SH      SHR/OTHR    01                            4000
D GREAT PLAINS SOFTWARE          COM              39119E105      548    19500 SH      SHARED                 19500
D GREAT PLAINS SOFTWARE          COM              39119E105      747    26583 SH      SHARED      01         26583
D GREATER BAY BANCORP            COM              391648102      388     5600 SH      SHARED                  5600
D GREATER BAY BANCORP            COM              391648102     3786    54527 SH      SHARED      01         54527
D GREATER BAY BANCORP            COM              391648102       55      800 SH      SHR/OTHR    01                             800
D GREATER BAY BANCORP            COM              391648102      239     3450 SH      SHARED      02          3450
D GREATER BAY BANCORP            COM              391648102      472     6800 SH      SHARED      04          6800
D GREATER BAY BANCORP            COM              391648102       34      500 SH      SHARED      05           500
D GREENBRIAR CORP                COM              393648100        0      100 SH      SHARED      01           100
D GREENBRIER COS INC             COM              393657101       49     5800 SH      SHARED      01          5800
D GREENPOINT FINL CORP           COM              395384100      251     8500 SH      SHARED                  8500
D GREENPOINT FINL CORP           COM              395384100     3559   120150 SH      SHARED      01        120150
D GREENPOINT FINL CORP           COM              395384100     1310    44238 SH      SHARED      04         44238
D GREENPOINT FINL CORP           COM              395384100      429    14500 SH      SHARED      05         14500
D GREIF BROS CORP                CL A             397624107      638    19200 SH      SHARED      01         19200
D GREIF BROS CORP                CL A             397624107      199     6000 SH      SHARED      02          2400              3600
D GREY GLOBAL GROUP INC          COM              39787M108      650     1050 SH      SHARED      01          1050
D GREY WOLF INC                  COM              397888108     1532   266500 SH      SHARED      01        266500
D GREY WOLF INC                  COM              397888108       31     5500 SH      SHARED      02          5500
D GRIC COMMUNICATIONS INC        COM              398081109      178    24600 SH      SHARED      01         24600
D GRIFFIN LD & NURSERIES INC     CL A             398231100       22     1800 SH      SHARED      01          1800
D GRIFFON CORP                   COM              398433102      513    67966 SH      SHARED      01         67966
D GROUP 1 AUTOMOTIVE INC         COM              398905109      262    24100 SH      SHARED      01         24100
D GROVE PPTY TR                  SH BEN INT       399613108     2118   128420 SH      SHARED                128420
D GROVE PPTY TR                  SH BEN INT       399613108       28     1700 SH      SHARED      01          1700
D GRUPO FINANCIARO GALICIA S A   SP ADR 10 SH B   399909100       31     2115 SH      SHARED      01          2115
D GRUBB & ELLIS CO               COM PAR $0.01    400095204       48     7900 SH      SHARED      01          7900
D GRUPO RADIO CENTRO S A DE C V  SPONSORED ADR    40049C102       10     1000 SH      SHARED      04          1000
D GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206     1494    25900 SH      SHARED                 25900
D GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206      949    16457 SH      SHARED      01         16457
D GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206        0        3 SH      SHARED      02                               3
D GTECH HLDGS CORP               COM              400518106    28937  1747200 SH      SHARED               1747200
D GTECH HLDGS CORP               COM              400518106     1292    78052 SH      SHARED      01         78052
D GTECH HLDGS CORP               COM              400518106      197    11900 SH      SHARED      04         11900
D GTECH HLDGS CORP               COM              400518106       71     4300 SH      SHARED      05          4300
D GUCCI GROUP N V                COM NY REG       401566104      252     2500 SH      SHARED                  2500
D GUCCI GROUP N V                COM NY REG       401566104     9916    98300 SH      SHARED      01         98300
D GUCCI GROUP N V                COM NY REG       401566104        0        3 SH      SHARED      04             3
D GUCCI GROUP N V                COM NY REG       401566104      574     5700 SH      SHARED      05          5700
D GUESS INC                      COM              401617105       55     4950 SH      SHARED                  4950
D GUESS INC                      COM              401617105       96     8600 SH      SHARED      01          8600
D GUEST SUPPLY INC               COM              401630108        8      450 SH      SHARED      01           450
D GUIDANT CORP                   COM              401698105     2290    32400 SH      SHARED                 32400
D GUIDANT CORP                   COM              401698105   155472  2199444 SH      SHARED      01       2197044              2400
D GUIDANT CORP                   COM              401698105      353     4997 SH      SHR/OTHR    01                   4447      550
D GUIDANT CORP                   COM              401698105     1173    16600 SH      SHARED      02          2600             14000
D GUIDANT CORP                   COM              401698105    17118   242176 SH      SHARED      04        242176
D GUIDANT CORP                   COM              401698105      141     2000 SH      SHARED      05          2000
D GUILFORD MLS INC               COM              401794102       16     9018 SH      SHARED      01          9018
D GUILFORD PHARMACEUTICALS INC   COM              401829106      646    28052 SH      SHARED                 28052
D GUILFORD PHARMACEUTICALS INC   COM              401829106     1439    62400 SH      SHARED      01         62400
D GUILFORD PHARMACEUTICALS INC   COM              401829106      765    33200 SH      SHARED      03         33200
D GUILFORD PHARMACEUTICALS INC   COM              401829106      177     7678 SH      SHARED      04          7678
D GUITAR CTR MGMT INC            COM              402040109       47     3878 SH      SHARED                  3878
D GUITAR CTR MGMT INC            COM              402040109      417    33900 SH      SHARED      01         33900
D GULF CDA RES LTD               ORD              40218L305       50     9400 SH      SHARED                  9400
D GULF CDA RES LTD               ORD              40218L305      107    20000 SH      SHARED      01         20000
D GULF INDONESIA RES LTD         COM              402284103       32     3000 SH      SHARED      01          3000
D GULF ISLAND FABRICATION INC    COM              402307102       19     1100 SH      SHARED      01          1100
D GULFMARK OFFSHORE INC          COM              402629109       52     1800 SH      SHARED      01          1800
D GUM TECH INTL INC              COM              402803100       88     5200 SH      SHARED      01          5200
D GUM TECH INTL INC              COM              402803100       85     5000 SH      SHARED      02          5000
D GYMBOREE CORP                  COM              403777105       25     4700 SH      SHARED      01          4700
D GYMBOREE CORP                  COM              403777105        5     1000 SH      SHARED      02          1000
D HMT TECHNOLOGY CORP            SB NT CV 5.75%04 403917AD9    19325 48314000 PRN     SHARED              48314000
D HMT TECHNOLOGY CORP            COM              403917107       23     6900 SH      SHARED      01          6900
D H & Q HEALTHCARE FD            SH BEN INT       404052102       79     2200 SH      SHARED                  2200
D H & Q HEALTHCARE FD            SH BEN INT       404052102      224     6191 SH      SHR/OTHR    01                            6191
D H & Q HEALTHCARE FD            SH BEN INT       404052102       43     1206 SH      SHARED      02                            1206
D H & Q HEALTHCARE FD            SH BEN INT       404052102       83     2300 SH      SHARED      04          2300
D H & Q LIFE SCIENCES INVS       SH BEN INT       404053100       12      400 SH      SHARED                   400
D H & Q LIFE SCIENCES INVS       SH BEN INT       404053100       62     2000 SH      SHARED      04          2000
D HCA-HEALTHCARE CO              COM              404119109     4198   113100 SH      SHARED                113100
D HCA-HEALTHCARE CO              COM              404119109   154562  4163305 SH      SHARED      01       4163131               174
D HCA-HEALTHCARE CO              COM              404119109      155     4180 SH      SHARED      02           500              3680
D HCA-HEALTHCARE CO              COM              404119109    14215   382908 SH      SHARED      04        382908
D HCA-HEALTHCARE CO              COM              404119109      497    13400 SH      SHARED      05         13400
D HCC INS HLDGS INC              COM              404132102      168     8300 SH      SHARED                  8300
D HCC INS HLDGS INC              COM              404132102     1756    86452 SH      SHARED      01         86452
D HCC INS HLDGS INC              COM              404132102       52     2600 SH      SHR/OTHR    01                            2600
D HF FINL CORP                   COM              404172108        2      300 SH      SHARED      01           300
D HNC SOFTWARE INC               COM              40425P107     5033    61524 SH      SHARED      01         61524
D HNC SOFTWARE INC               COM              40425P107       36      450 SH      SHARED      02                             450
D HRPT PPTYS TR                  COM SH BEN INT   40426W101     2388   341150 SH      SHARED      01        340950               200
D HRPT PPTYS TR                  COM SH BEN INT   40426W101       26     3800 SH      SHR/OTHR    01                            3800
D H POWER CORP                   COM              40427A108      197     5900 SH      SHARED      01          5900
D H POWER CORP                   COM              40427A108      327     9800 SH      SHARED      02          5600              4200
D H POWER CORP                   COM              40427A108        8      241 SH      SHARED      04           241
D HSB GROUP INC                  COM              40428N109       36      900 SH      SHARED                   900
D HSB GROUP INC                  COM              40428N109     3009    74994 SH      SHARED      01         74994
D HSB GROUP INC                  COM              40428N109      397     9900 SH      SHARED      04          9900
D HSB GROUP INC                  COM              40428N109      228     5700 SH      SHARED      05          5700
D HSBC HLDGS PLC                 SPON ADR NEW     404280406       71     1000 SH      SHARED                  1000
D HSBC HLDGS PLC                 SPON ADR NEW     404280406       21      300 SH      SHR/OTHR    01                    300
D HSBC HLDGS PLC                 SPON ADR NEW     404280406      171     2400 SH      SHARED      02          2400
D HSBC HLDGS PLC                 SPON ADR NEW     404280406      556     7800 SH      SHARED      04          7800
D HS RES INC                     COM              404297103      823    24500 SH      SHARED                 24500
D HS RES INC                     COM              404297103      959    28550 SH      SHARED      01         28550
D HS RES INC                     COM              404297103       94     2800 SH      SHARED      02          2800
D HA-LO INDS INC                 COM              404429102      339    84961 SH      SHARED      01         84961
D HAEMONETICS CORP               COM              405024100       72     2858 SH      SHARED                  2858
D HAEMONETICS CORP               COM              405024100     1416    55550 SH      SHARED      01         55550
D HAEMONETICS CORP               COM              405024100        3      142 SH      SHARED      02           142
D HAIN CELESTIAL GROUP INC       COM              405217100      651    18538 SH      SHARED                 18538
D HAIN CELESTIAL GROUP INC       COM              405217100     2339    66600 SH      SHARED      01         66600
D HAIN CELESTIAL GROUP INC       COM              405217100        8      253 SH      SHARED      02                             253
D HAIN CELESTIAL GROUP INC       COM              405217100       28      800 SH      SHARED      04           800
D HALIFAX CORP                   COM              405752106      116    20520 SH      SHARED      02                           20520
D HALL KINION ASSOCIATES INC     COM              406069104     1596    56125 SH      SHARED                 56125
D HALL KINION ASSOCIATES INC     COM              406069104     1131    39800 SH      SHARED      01         39800
D HALLIBURTON CO                 COM              406216101    42369   865800 SH      SHARED                865800
D HALLIBURTON CO                 COM              406216101   184941  3779185 SH      SHARED      01       3765587      800    12798
D HALLIBURTON CO                 COM              406216101     1723    35213 SH      SHR/OTHR    01                  29645     5568
D HALLIBURTON CO                 COM              406216101     1673    34190 SH      SHARED      02          8240             25950
D HALLIBURTON CO                 COM              406216101    20666   422307 SH      SHARED      04        422307
D HALLIBURTON CO                 COM              406216101    10184   208120 SH      SHARED      06        208120
D HALLWOOD ENERGY CORP DEL       COM              40636X105      292    29445 SH      SHARED      04         29445
D JOHN HANCOCK BK &THRIFT OPP FD SH BEN INT       409735107      518    65273 SH      SHARED      02                           65273
D JOHN HANCOCK BK &THRIFT OPP FD SH BEN INT       409735107     2747   346200 SH      SHARED      04        346200
D HANCOCK FABRICS INC            COM              409900107        8     1600 SH      SHARED      01          1600
D HANCOCK HLDG CO                COM              410120109      435    14070 SH      SHARED      01         14070
D HANCOCK HLDG CO                COM              410120109       12      389 SH      SHARED      02                             389
D HANCOCK JOHN FINL SVCS INC     COM              41014S106     2442    90900 SH      SHARED      01         87500              3400
D HANCOCK JOHN FINL SVCS INC     COM              41014S106       24      904 SH      SHARED      02           904
D HANCOCK JOHN FINL SVCS INC     COM              41014S106      323    12028 SH      SHARED      04         12028
D HANDLEMAN CO DEL               COM              410252100       52     4262 SH      SHARED                  4262
D HANDLEMAN CO DEL               COM              410252100      601    48575 SH      SHARED      01         48575
D HANDSPRING INC                 COM              410293104      414     6000 SH      SHARED      02          6000
D HANDSPRING INC                 COM              410293104       48      700 SH      SHARED      05           700
D HANGER ORTHOPEDIC GROUP INC    COM NEW          41043F208       15     4000 SH      SHARED      02          4000
D HANOVER COMPRESSOR CO          COM              410768105       92     2800 SH      SHARED                  2800
D HANOVER COMPRESSOR CO          COM              410768105     1739    52800 SH      SHARED      01         52800
D HANOVER COMPRESSOR CO          COM              410768105     1019    30955 SH      SHARED      04         30955
D HANOVER COMPRESSOR CO          COM              410768105      250     7600 SH      SHARED      05          7600
D HANOVER DIRECT INC             COM              410783104       90   160612 SH      SHARED      01        160612
D HANSON PLC                     SPON ADR NEW     411352404       17      625 SH      SHARED      01           625
D HANSON PLC                     SPON ADR NEW     411352404       17      625 SH      SHR/OTHR    01                             625
D HANSON PLC                     SPON ADR NEW     411352404        1       62 SH      SHARED      02                              62
D HARCOURT GEN INC               COM              41163G101     4943    83792 SH      SHARED                 83792
D HARCOURT GEN INC               COM              41163G101    29568   501156 SH      SHARED      01        495056              6100
D HARCOURT GEN INC               COM              41163G101       92     1561 SH      SHR/OTHR    01                            1561
D HARCOURT GEN INC               COM              41163G101      118     2000 SH      SHARED      02           500              1500
D HARCOURT GEN INC               COM              41163G101     1985    33660 SH      SHARED      04         33660
D HARCOURT GEN INC               COM              41163G101     1038    17600 SH      SHARED      05         17600
D HARBOR FLA BANCSHARES INC      COM              411901101      279    23210 SH      SHARED      01         23210
D HARKEN ENERGY CORP             COM              412552101        6    10000 SH      SHARED      04         10000
D HARLAND JOHN H CO              COM              412693103        4      300 SH      SHARED                   300
D HARLAND JOHN H CO              COM              412693103     1019    66584 SH      SHARED      01         66584
D HARLEY DAVIDSON INC            COM              412822108     4967   103752 SH      SHARED                103752
D HARLEY DAVIDSON INC            COM              412822108   128142  2676596 SH      SHARED      01       2668855              7741
D HARLEY DAVIDSON INC            COM              412822108      172     3600 SH      SHR/OTHR    01                   3600
D HARLEY DAVIDSON INC            COM              412822108      270     5650 SH      SHARED      02          1200              4450
D HARLEY DAVIDSON INC            COM              412822108     6610   138080 SH      SHARED      04        138080
D HARLEYSVILLE GROUP INC         COM              412824104      135     7100 SH      SHARED                  7100
D HARLEYSVILLE GROUP INC         COM              412824104      397    20900 SH      SHARED      01         20900
D HARLEYSVILLE NATL CORP PA      COM              412850109      362    12002 SH      SHARED      01         12002
D HARMAN INTL INDS INC           COM              413086109       51     1328 SH      SHARED                  1328
D HARMAN INTL INDS INC           COM              413086109     2151    55026 SH      SHARED      01         55026
D HARMAN INTL INDS INC           COM              413086109      611    15650 SH      SHARED      02         15000               650
D HARMONIC INC                   COM              413160102        9      400 SH      SHARED                   400
D HARMONIC INC                   COM              413160102     1400    58343 SH      SHARED      01         58343
D HARMONIC INC                   COM              413160102        9      400 SH      SHR/OTHR    01                    400
D HARMONIC INC                   COM              413160102     1043    43473 SH      SHARED      02         21157             22316
D HARMONIC INC                   COM              413160102       97     4064 SH      SHARED      04          4064
D HARMONIC INC                   COM              413160102      110     4600 SH      SHARED      05          4600
D HAROLDS STORES INC             COM              413353103        0       51 SH      SHARED      01            51
D HARRAHS ENTMT INC              COM              413619107     3547   129000 SH      SHARED                129000
D HARRAHS ENTMT INC              COM              413619107    25794   937999 SH      SHARED      01        930199              7800
D HARRAHS ENTMT INC              COM              413619107       27     1000 SH      SHARED      02                            1000
D HARRAHS ENTMT INC              COM              413619107     1576    57316 SH      SHARED      04         57316
D HARRAHS ENTMT INC              COM              413619107     3077   111900 SH      SHARED      05        111900
D HARRIS & HARRIS GROUP INC      COM              413833104       49     7000 SH      SHARED      01          7000
D HARRIS & HARRIS GROUP INC      COM              413833104       10     1500 SH      SHARED      02          1500
D HARRIS CORP DEL                COM              413875105     2813    98926 SH      SHARED      01         98926
D HARRIS CORP DEL                COM              413875105       17      600 SH      SHR/OTHR    01                             600
D HARRIS CORP DEL                COM              413875105      831    29250 SH      SHARED      04         29250
D HARRIS CORP DEL                COM              413875105      247     8700 SH      SHARED      05          8700
D HARRIS FINL INC                COM              414541102      165    21300 SH      SHARED      01         21300
D HARRIS INTERACTIVE INC         COM              414549105       76    17100 SH      SHARED      01         17100
D HARRODSBURG 1ST FINL BANCORP   COM              415781103       82     7800 SH      SHARED      01          7800
D HARRYS FMRS MKT INC            CL A             415863109        1     1550 SH      SHARED      02                            1550
D HARSCO CORP                    COM              415864107     2484   112600 SH      SHARED                112600
D HARSCO CORP                    COM              415864107     2467   111845 SH      SHARED      01        111845
D HARSCO CORP                    COM              415864107       17      800 SH      SHARED      02                             800
D HARSCO CORP                    COM              415864107      300    13600 SH      SHARED      04         13600
D HARSCO CORP                    COM              415864107      116     5300 SH      SHARED      05          5300
D HARTE-HANKS INC                COM              416196103       43     1600 SH      SHARED                  1600
D HARTE-HANKS INC                COM              416196103     1554    57038 SH      SHARED      01         57038
D HARTE-HANKS INC                COM              416196103       65     2400 SH      SHARED      02                            2400
D HARTE-HANKS INC                COM              416196103      724    26570 SH      SHARED      04         26570
D HARTE-HANKS INC                COM              416196103      245     9000 SH      SHARED      05          9000
D HARTFORD FINL SVCS GROUP INC   COM              416515104     6876    94285 SH      SHARED                 94285
D HARTFORD FINL SVCS GROUP INC   COM              416515104   122639  1681447 SH      SHARED      01       1680099              1348
D HARTFORD FINL SVCS GROUP INC   COM              416515104     1348    18494 SH      SHR/OTHR    01                  13000     5494
D HARTFORD FINL SVCS GROUP INC   COM              416515104     2397    32875 SH      SHARED      02          5870             27005
D HARTFORD FINL SVCS GROUP INC   COM              416515104     7865   107837 SH      SHARED      04        107837
D HARTFORD FINL SVCS GROUP INC   COM              416515104     4770    65400 SH      SHARED      05         65400
D HARTFORD FINL SVCS GROUP INC   COM              416515104     1414    19400 SH      SHARED      06         19400
D HARTMARX CORP                  COM              417119104       42    14235 SH      SHARED      01         14235
D HASBRO INC                     COM              418056107      155    13600 SH      SHARED                 13600
D HASBRO INC                     COM              418056107    14720  1287054 SH      SHARED      01       1287054
D HASBRO INC                     COM              418056107      101     8900 SH      SHR/OTHR    01                   8900
D HASBRO INC                     COM              418056107        9      800 SH      SHARED      02                             800
D HASBRO INC                     COM              418056107      954    83475 SH      SHARED      04         83475
D HASBRO INC                     COM              418056107       41     3600 SH      SHARED      05          3600
D HAUPPAUGE DIGITAL INC          COM              419131107       56     9000 SH      SHARED      01          9000
D HAVEN BANCORP INC              COM              419352109     6779   230790 SH      SHARED                230790
D HAVERTY FURNITURE INC          COM              419596101      235    21500 SH      SHARED      01         21500
D HAVERTY FURNITURE INC          CL A             419596200        3      300 SH      SHARED      01           300
D HAWAIIAN ELEC INDUSTRIES       COM              419870100      966    27700 SH      SHARED                 27700
D HAWAIIAN ELEC INDUSTRIES       COM              419870100     2279    65358 SH      SHARED      01         65108               250
D HAWAIIAN ELEC INDUSTRIES       COM              419870100      387    11100 SH      SHARED      04         11100
D HAWAIIAN ELEC INDUSTRIES       COM              419870100      149     4300 SH      SHARED      05          4300
D HAWKINS CHEM INC               COM              420200107        6      801 SH      SHARED      01           801
D HAYES LEMMERZ INTL INC         COM              420781106      307    28600 SH      SHARED      01         28600
D HEARME                         COM              421903105       30     7600 SH      SHARED      01          7600
D HEALTHCARE SVCS GRP INC        COM              421906108      548   111000 SH      SHARED      02                          111000
D HEALTH CARE PPTY INVS INC      COM              421915109      124     4200 SH      SHARED                  4200
D HEALTH CARE PPTY INVS INC      COM              421915109     3237   109297 SH      SHARED      01        103865              5432
D HEALTH CARE PPTY INVS INC      COM              421915109       26      900 SH      SHR/OTHR    01                             900
D HEALTH CARE PPTY INVS INC      COM              421915109      849    28672 SH      SHARED      02         10954             17718
D HEALTHSOUTH CORP               SB DB CV 3.25%03 421924AF8     4160  5000000 PRN     SHARED               5000000
D HEALTHSOUTH CORP               COM              421924101     3072   378200 SH      SHARED                378200
D HEALTHSOUTH CORP               COM              421924101    24217  2980660 SH      SHARED      01       2979728               932
D HEALTHSOUTH CORP               COM              421924101     2583   317985 SH      SHARED      02        265485             52500
D HEALTHSOUTH CORP               COM              421924101     4078   501919 SH      SHARED      04        501919
D HEALTHSOUTH CORP               COM              421924101       66     8200 SH      SHARED      05          8200
D HEALTH MGMT ASSOC INC NEW      SR SB DBCV144A20 421933AA0    18073 26500000 PRN     SHARED              26500000
D HEALTH MGMT ASSOC INC NEW      CL A             421933102      998    48000 SH      SHARED                 48000
D HEALTH MGMT ASSOC INC NEW      CL A             421933102    19298   927274 SH      SHARED      01        927274
D HEALTH MGMT ASSOC INC NEW      CL A             421933102      233    11200 SH      SHARED      02         11200
D HEALTH MGMT ASSOC INC NEW      CL A             421933102     2187   105123 SH      SHARED      04        105123
D HEALTH MGMT ASSOC INC NEW      CL A             421933102      695    33400 SH      SHARED      05         33400
D HEALTH RISK MGMT INC           COM              421935107        0      100 SH      SHARED      01           100
D HEALTHCARE RLTY TR             COM              421946104       44     2100 SH      SHARED                  2100
D HEALTHCARE RLTY TR             COM              421946104     1274    60344 SH      SHARED      01         60344
D HEALTHCARE RLTY TR             COM              421946104        3      150 SH      SHARED      02                             150
D HEARTPORT INC                  COM              421969106       12     3900 SH      SHARED      01          3900
D HEADWAY CORPORATE RESOURCES    COM              422101105       19     7300 SH      SHARED      01          7300
D HEALTH CARE REIT INC           COM              42217K106      661    37275 SH      SHARED      01         37275
D HEALTH CARE REIT INC           COM              42217K106      250    14103 SH      SHARED      02          6800              7303
D HEALTHCARE RECOVERIES INC      COM              42220K101       33     7600 SH      SHARED      01          7600
D HEALTHCENTRAL COM              COM              42221V106        2     1000 SH      SHARED      02          1000
D HEALTHCARE COM CORP            COM              42221Y100       59    22000 SH      SHARED      01         22000
D HEALTHCARE COM CORP            COM              42221Y100        8     3000 SH      SHARED      02          3000
D HEARST-ARGYLE TELEVISION INC   COM              422317107     2424   121200 SH      SHARED                121200
D HEARST-ARGYLE TELEVISION INC   COM              422317107      425    21279 SH      SHARED      01         21279
D HEARST-ARGYLE TELEVISION INC   COM              422317107       45     2281 SH      SHARED      04          2281
D HEARTLAND EXPRESS INC          COM              422347104      634    36539 SH      SHARED      01         36539
D HEARTLAND EXPRESS INC          COM              422347104        1       60 SH      SHARED      04            60
D HEARTLAND PARTNERS L P         UT LTD PARTNER   422357103       24     1100 SH      SHARED      01          1100
D HECLA MNG CO                   COM              422704106       44    59600 SH      SHARED      01         59600
D HECLA MNG CO                   COM              422704106        1     2600 SH      SHARED      02           200              2400
D HECTOR COMMUNICATIONS CORP     COM              422730101        6      500 SH      SHARED      01           500
D HEICO CORP NEW                 COM              422806109      224    17299 SH      SHARED      01         17299
D HEICO CORP NEW                 CL A             422806208       36     2864 SH      SHARED      01          2864
D HEIDRICK & STRUGGLES INTL INC  COM              422819102     1859    36200 SH      SHARED      01         36200
D HEINZ H J CO                   COM              423074103     1903    51360 SH      SHARED                 51360
D HEINZ H J CO                   COM              423074103   105022  2833695 SH      SHARED      01       2830095              3600
D HEINZ H J CO                   COM              423074103     2737    73875 SH      SHR/OTHR    01                  49475    24400
D HEINZ H J CO                   COM              423074103      657    17732 SH      SHARED      02          5157             12575
D HEINZ H J CO                   COM              423074103     5913   159547 SH      SHARED      04        159547
D HEINZ H J CO                   COM              423074103     1108    29900 SH      SHARED      05         29900
D HELIX TECHNOLOGY CORP          COM              423319102      270     9055 SH      SHARED                  9055
D HELIX TECHNOLOGY CORP          COM              423319102     1753    58705 SH      SHARED      01         58705
D HELIX TECHNOLOGY CORP          COM              423319102      418    14000 SH      SHARED      02                           14000
D HELLENIC TELECOM ORGANIZATN SA SPONSORED ADR    423325307      166    18000 SH      SHARED      05         18000
D HELLER FINANCIAL INC           CL A             423328103       57     2000 SH      SHARED                  2000
D HELLER FINANCIAL INC           CL A             423328103      943    33022 SH      SHARED      01         33022
D HELLER FINANCIAL INC           CL A             423328103      153     5374 SH      SHARED      04          5374
D HELMERICH & PAYNE INC          COM              423452101     3444    95340 SH      SHARED      01         95340
D HELMERICH & PAYNE INC          COM              423452101      229     6350 SH      SHARED      02          2550              3800
D HELMERICH & PAYNE INC          COM              423452101      815    22564 SH      SHARED      04         22564
D HELMERICH & PAYNE INC          COM              423452101      234     6500 SH      SHARED      05          6500
D HEMISPHERX BIOPHARMA INC       COM              42366C103       56     7900 SH      SHARED      01          7900
D HENRY JACK & ASSOC INC         COM              426281101     1455    33560 SH      SHARED                 33560
D HENRY JACK & ASSOC INC         COM              426281101     1218    28100 SH      SHARED      01         28100
D HENRY JACK & ASSOC INC         COM              426281101       39      900 SH      SHR/OTHR    01                             900
D HENRY JACK & ASSOC INC         COM              426281101      142     3278 SH      SHARED      04          3278
D HERBALIFE INTL INC             CL A             426908208      261    28254 SH      SHARED      01         25503              2751
D HERBALIFE INTL INC             CL B             426908307      125    14700 SH      SHARED                 14700
D HERITAGE COMMERCE CORP         COM              426927109      142    14292 SH      SHARED      02         14292
D HERCULES INC                   SUB DEB CV  8%10 427056AK2       19    18750 PRN     SHARED      01                           18750
D HERCULES INC                   SUB DEB CV  8%10 427056AK2        1     1500 PRN     SHR/OTHR    01                   1500
D HERCULES INC                   COM              427056106     2374   168075 SH      SHARED                168075
D HERCULES INC                   COM              427056106    11382   805830 SH      SHARED      01        805330               500
D HERCULES INC                   COM              427056106      127     9000 SH      SHR/OTHR    01                            9000
D HERCULES INC                   COM              427056106     1113    78823 SH      SHARED      04         78823
D HERCULES INC                   COM              427056106      175    12400 SH      SHARED      05         12400
D HERSHEY FOODS CORP             COM              427866108      838    15500 SH      SHARED                 15500
D HERSHEY FOODS CORP             COM              427866108    50883   940119 SH      SHARED      01        939119              1000
D HERSHEY FOODS CORP             COM              427866108      849    15692 SH      SHARED      02          3000             12692
D HERSHEY FOODS CORP             COM              427866108     3330    61532 SH      SHARED      04         61532
D HERSHEY FOODS CORP             COM              427866108      898    16600 SH      SHARED      05         16600
D HERTZ CORP                     CL A             428040109       92     2900 SH      SHARED                  2900
D HERTZ CORP                     CL A             428040109     1331    41950 SH      SHARED      01         41950
D HERTZ CORP                     CL A             428040109       50     1586 SH      SHARED      04          1586
D HEWLETT PACKARD CO             SB LYON ZERO  17 428236AC7     1165  1500000 PRN     SHARED      01       1500000
D HEWLETT PACKARD CO             COM              428236103   111294  1147364 SH      SHARED               1147364
D HEWLETT PACKARD CO             COM              428236103   839963  8659422 SH      SHARED      01       8507815      400   151207
D HEWLETT PACKARD CO             COM              428236103    38338   395242 SH      SHR/OTHR    01                 243069   152173
D HEWLETT PACKARD CO             COM              428236103     4060    41864 SH      SHARED      02          4683             37181
D HEWLETT PACKARD CO             COM              428236103   105942  1092192 SH      SHARED      04       1092192
D HEWLETT PACKARD CO             COM              428236103      407     4200 SH      SHARED      05          4200
D HEWLETT PACKARD CO             COM              428236103    31447   324200 SH      SHARED      06        324200
D HEXCEL CORP NEW                COM              428291108       13     1000 SH      SHARED                  1000
D HEXCEL CORP NEW                COM              428291108      602    45012 SH      SHARED      01         45012
D HI / FN INC                    COM              428358105     1680    24661 SH      SHARED      01         24661
D HIBERNIA CORP                  CL A             428656102      149    12200 SH      SHARED                 12200
D HIBERNIA CORP                  CL A             428656102     7479   610588 SH      SHARED      01        610588
D HIBERNIA CORP                  CL A             428656102       15     1250 SH      SHARED      02                            1250
D HIBERNIA CORP                  CL A             428656102     1130    92285 SH      SHARED      04         92285
D HIBERNIA CORP                  CL A             428656102      258    21100 SH      SHARED      05         21100
D HICKORY TECH CORP              COM              429060106      313    14106 SH      SHARED      01         14106
D HIGH PLAINS CORP               COM              429701105        0        1 SH      SHARED      01             1
D HIGH SPEED ACCESS CORP         COM              42979U102      200    55200 SH      SHARED      01         55200
D HIGHLAND BANCORP INC           COM              429879109     4249   168300 SH      SHARED                168300
D HIGHLANDS INS GROUP INC        COM              431032101       16     1800 SH      SHARED      01          1800
D HIGHWOODS PPTYS INC            COM              431284108     2362   100000 SH      SHARED                100000
D HIGHWOODS PPTYS INC            COM              431284108     2431   102901 SH      SHARED      01        102901
D HIGHWOODS PPTYS INC            COM              431284108      154     6550 SH      SHARED      02          3500              3050
D HILB ROGAL & HAMILTON CO       COM              431294107      120     2900 SH      SHARED                  2900
D HILB ROGAL & HAMILTON CO       COM              431294107     1046    25100 SH      SHARED      01         25100
D HILB ROGAL & HAMILTON CO       COM              431294107       41     1000 SH      SHARED      02          1000
D HILLENBRAND INDS INC           COM              431573104     1118    25000 SH      SHARED                 25000
D HILLENBRAND INDS INC           COM              431573104     2946    65835 SH      SHARED      01         65835
D HILLENBRAND INDS INC           COM              431573104       89     2000 SH      SHARED      02                            2000
D HILLENBRAND INDS INC           COM              431573104     1121    25068 SH      SHARED      04         25068
D HILLENBRAND INDS INC           COM              431573104      371     8300 SH      SHARED      05          8300
D HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3       50    60000 PRN     SHARED      01                           60000
D HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3      109   130000 PRN     SHR/OTHR    01                          130000
D HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3       21    25000 PRN     SHARED      02                           25000
D HILTON HOTELS CORP             COM              432848109      217    18800 SH      SHARED                 18800
D HILTON HOTELS CORP             COM              432848109    33167  2868654 SH      SHARED      01       2867743               911
D HILTON HOTELS CORP             COM              432848109     2301   199044 SH      SHR/OTHR    01                 199044
D HILTON HOTELS CORP             COM              432848109      225    19505 SH      SHARED      02         14005              5500
D HILTON HOTELS CORP             COM              432848109     1947   168460 SH      SHARED      04        168460
D HILTON HOTELS CORP             COM              432848109      128    11100 SH      SHARED      05         11100
D HINES HORTICULTURE INC         COM              433245107        2      500 SH      SHARED      04           500
D HIRSCH INTL CORP               CL A             433550100       11     8400 SH      SHARED      01          8400
D HISPANIC BROADCASTING CORP     CL A             43357B104     3972   142500 SH      SHARED      01        142500
D HISPANIC BROADCASTING CORP     CL A             43357B104     3910   140282 SH      SHARED      02         33958            106324
D HISPANIC BROADCASTING CORP     CL A             43357B104     1272    45638 SH      SHARED      04         45638
D HISPANIC BROADCASTING CORP     CL A             43357B104      401    14400 SH      SHARED      05         14400
D HITACHI LIMITED                ADR 10 COM       433578507      262     2300 SH      SHARED                  2300
D HOLLINGER INTL INC             CL A             435569108     1681   100367 SH      SHARED      01        100367
D HOLLINGER INTL INC             CL A             435569108       50     3000 SH      SHARED      04          3000
D HOLLIS-EDEN PHARMACEUTICALS    COM              435902101       36     4000 SH      SHARED      01          2000              2000
D HOLLYWOOD COM INC              COM              436137103      110    18324 SH      SHARED      01         18324
D HOLLYWOOD ENTMT CORP           COM              436141105      536    72150 SH      SHARED      01         72150
D HOLOGIC INC                    COM              436440101       20     2800 SH      SHARED      01          2800
D HOLOGIC INC                    COM              436440101        0      100 SH      SHARED      04           100
D HOME BANCORP                   COM              436889109       60     3000 SH      SHARED                  3000
D HOME DEPOT INC                 COM              437076102       37      700 SH      SHR/OTHR                          400      300
D HOME DEPOT INC                 COM              437076102   118769  2238324 SH      SHARED               2238324
D HOME DEPOT INC                 COM              437076102  1394955 26289167 SH      SHARED      01      23267065           3022102
D HOME DEPOT INC                 COM              437076102    49912   940641 SH      SHR/OTHR    01                 179051   761590
D HOME DEPOT INC                 COM              437076102    14091   265561 SH      SHARED      02         98739            166822
D HOME DEPOT INC                 COM              437076102    79935  1506456 SH      SHARED      04       1506456
D HOME PPTYS N Y INC             COM              437306103      890    29800 SH      SHARED      01         29800
D HOMEBASE INC                   COM              43738E108       34    15757 SH      SHARED      01         15757
D HOMESEEKERS COM INC            COM              437605108        3     1400 SH      SHARED      02                            1400
D HOMESTAKE MNG CO               COM              437614100       69    13400 SH      SHARED                 13400
D HOMESTAKE MNG CO               COM              437614100     9450  1821972 SH      SHARED      01       1821972
D HOMESTAKE MNG CO               COM              437614100       10     2000 SH      SHARED      02           667              1333
D HOMESTAKE MNG CO               COM              437614100    21122  4072109 SH      SHARED      04       4072109
D HOMESTAKE MNG CO               COM              437614100       29     5700 SH      SHARED      05          5700
D HOMESTORE COM INC              COM              437852106     1327    28400 SH      SHARED      01         28400
D HOMESTORE COM INC              COM              437852106      119     2551 SH      SHARED      02          2551
D HOMESTORE COM INC              COM              437852106      180     3867 SH      SHARED      04          3867
D HOMESTORE COM INC              COM              437852106      215     4600 SH      SHARED      05          4600
D HON INDS INC                   COM              438092108     1132    46000 SH      SHARED                 46000
D HON INDS INC                   COM              438092108     2832   115038 SH      SHARED      01        115038
D HON INDS INC                   COM              438092108      504    20500 SH      SHARED      04         20500
D HON INDS INC                   COM              438092108      194     7900 SH      SHARED      05          7900
D HONDA MOTOR LTD                AMERN SHS        438128308      190     2600 SH      SHARED                  2600
D HONDA MOTOR LTD                AMERN SHS        438128308      124     1700 SH      SHARED      01                            1700
D HONDA MOTOR LTD                AMERN SHS        438128308       36      500 SH      SHR/OTHR    01                    500
D HONEYWELL INTL INC             COM              438516106    46216  1297300 SH      SHARED               1297300
D HONEYWELL INTL INC             COM              438516106   233818  6563337 SH      SHARED      01       6449143    32571    81623
D HONEYWELL INTL INC             COM              438516106     3156    88600 SH      SHR/OTHR    01                  39113    49487
D HONEYWELL INTL INC             COM              438516106     1383    38838 SH      SHARED      02          3900             34938
D HONEYWELL INTL INC             COM              438516106    13310   373615 SH      SHARED      04        373615
D HONEYWELL INTL INC             COM              438516106     4556   127900 SH      SHARED      05        127900
D HONEYWELL INTL INC             COM              438516106     7752   217600 SH      SHARED      06        217600
D HOOPER HOLMES INC              COM              439104100       23     2506 SH      SHARED                  2506
D HOOPER HOLMES INC              COM              439104100     1032   108600 SH      SHARED      01        108600
D HOOPER HOLMES INC              COM              439104100       26     2800 SH      SHR/OTHR    01                            2800
D HORACE MANN EDUCATORS CORP NEW COM              440327104      147     9000 SH      SHARED                  9000
D HORACE MANN EDUCATORS CORP NEW COM              440327104     1439    87918 SH      SHARED      01         87918
D HORACE MANN EDUCATORS CORP NEW COM              440327104      225    13800 SH      SHARED      04         13800
D HORACE MANN EDUCATORS CORP NEW COM              440327104       88     5400 SH      SHARED      05          5400
D HORIZON GROUP PPTYS INC        COM              44041U102        0       30 SH      SHARED      01            30
D HORIZON OFFSHORE INC           COM              44043J105     2291   130000 SH      SHARED      01        130000
D HORMEL FOODS CORP              COM              440452100       58     3500 SH      SHARED                  3500
D HORMEL FOODS CORP              COM              440452100     2049   122800 SH      SHARED      01        122800
D HORMEL FOODS CORP              COM              440452100      958    57445 SH      SHARED      04         57445
D HORMEL FOODS CORP              COM              440452100      313    18800 SH      SHARED      05         18800
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M102      271    11600 SH      SHARED                 11600
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M102     2286    97828 SH      SHARED      01         97828
D HOST MARRIOTT CORP NEW         COM              44107P104    12936  1149953 SH      SHARED      01        294386            855567
D HOST MARRIOTT CORP NEW         COM              44107P104      177    15778 SH      SHR/OTHR    01                           15778
D HOST MARRIOTT CORP NEW         COM              44107P104      406    36147 SH      SHARED      02          3000             33147
D HOST MARRIOTT CORP NEW         COM              44107P104      178    15861 SH      SHARED      04         15861
D HOT TOPIC INC                  COM              441339108      930    31000 SH      SHARED      01         31000
D HOT TOPIC INC                  COM              441339108        1       50 SH      SHARED      04            50
D HOTEL RESERVATIONS NETWORK INC CL A             441451101      502    13720 SH      SHARED      01         13720
D HOTJOBS COM INC                COM              441474103      448    26300 SH      SHARED      01         26300
D HOTJOBS COM INC                COM              441474103     1369    80250 SH      SHARED      02         79250              1000
D HOTJOBS COM INC                COM              441474103        7      418 SH      SHARED      04           418
D HOUGHTON MIFFLIN CO            COM              441560109      549    14000 SH      SHARED                 14000
D HOUGHTON MIFFLIN CO            COM              441560109     2579    65718 SH      SHARED      01         65718
D HOUGHTON MIFFLIN CO            COM              441560109      157     4000 SH      SHARED      02          2000              2000
D HOUGHTON MIFFLIN CO            COM              441560109      431    11000 SH      SHARED      04         11000
D HOUGHTON MIFFLIN CO            COM              441560109      192     4900 SH      SHARED      05          4900
D HOUSEHOLD INTL INC             COM              441815107     6566   115972 SH      SHARED                115972
D HOUSEHOLD INTL INC             COM              441815107   208052  3674218 SH      SHARED      01       3641108             33110
D HOUSEHOLD INTL INC             COM              441815107     1473    26030 SH      SHR/OTHR    01                  12000    14030
D HOUSEHOLD INTL INC             COM              441815107      541     9569 SH      SHARED      02          1956              7613
D HOUSEHOLD INTL INC             COM              441815107    16956   299456 SH      SHARED      04        299456
D HOUSEHOLD INTL INC             COM              441815107     5543    97900 SH      SHARED      05         97900
D HOUSTON EXPL CO                COM              442120101       55     2200 SH      SHARED                  2200
D HOUSTON EXPL CO                COM              442120101      196     7800 SH      SHARED      01          7800
D HSBC BK PLC                    SP ADR UNIT A    44328M302      487    20200 SH      SHARED      04         20200
D HUANENG PWR INTL INC           SPON ADR N       443304100      451    28200 SH      SHARED                 28200
D HUANENG PWR INTL INC           SPON ADR N       443304100       20     1300 SH      SHARED      01          1300
D HUANENG PWR INTL INC           SPON ADR N       443304100       80     5000 SH      SHARED      04          5000
D HUB GROUP INC                  CL A             443320106       19     2000 SH      SHARED      02          2000
D HUBBELL INC                    CL A             443510102       14      600 SH      SHARED      01           600
D HUBBELL INC                    CL B             443510201     1741    69478 SH      SHARED      01         68090              1388
D HUBBELL INC                    CL B             443510201       56     2260 SH      SHR/OTHR    01                   1060     1200
D HUBBELL INC                    CL B             443510201        3      158 SH      SHARED      02                             158
D HUBBELL INC                    CL B             443510201      633    25259 SH      SHARED      04         25259
D HUBBELL INC                    CL B             443510201      172     6900 SH      SHARED      05          6900
D HUDSON CITY BANCORP            COM              443683107       54     3200 SH      SHARED      01          3200
D HUDSON CITY BANCORP            COM              443683107       74     4362 SH      SHARED      04          4362
D HUDSON RIV BANCORP INC         COM              444128102      300    23000 SH      SHARED                 23000
D HUDSON RIV BANCORP INC         COM              444128102      361    27700 SH      SHARED      04         27700
D HUDSON UNITED BANCORP          COM              444165104      104     3800 SH      SHARED                  3800
D HUDSON UNITED BANCORP          COM              444165104     3217   116484 SH      SHARED      01        116484
D HUDSON UNITED BANCORP          COM              444165104       32     1173 SH      SHARED      02                            1173
D HUGHES SUPPLY INC              COM              444482103      836    42626 SH      SHARED      01         42626
D HUGOTON RTY TR TEX             UNIT BEN INT     444717102       98     6300 SH      SHARED      01                            6300
D HUMANA INC                     COM              444859102       91     8500 SH      SHARED                  8500
D HUMANA INC                     COM              444859102    14801  1376906 SH      SHARED      01       1376756               150
D HUMANA INC                     COM              444859102        6      600 SH      SHR/OTHR    01                             600
D HUMANA INC                     COM              444859102        4      450 SH      SHARED      02                             450
D HUMANA INC                     COM              444859102      698    65000 SH      SHARED      04         65000
D HUMANA INC                     COM              444859102       11     1100 SH      SHARED      05          1100
D HUMAN GENOME SCIENCES INC      SUB NT CV 144A07 444903AE8     6501  3900000 PRN     SHARED               3900000
D HUMAN GENOME SCIENCES INC      SUB NT CV   5%07 444903AF5    71931 43150000 PRN     SHARED              43150000
D HUMAN GENOME SCIENCES INC      SB NT CV 144A 07 444903AG3      968  1000000 PRN     SHARED      01       1000000
D HUMAN GENOME SCIENCES INC      SB NT CV 3.75%07 444903AH1    10535 10884000 PRN     SHARED              10884000
D HUMAN GENOME SCIENCES INC      SB NT CV 3.75%07 444903AH1     1936  2000000 PRN     SHARED      01       2000000
D HUMAN GENOME SCIENCES INC      COM              444903108     1471     8500 SH      SHARED                  8500
D HUMAN GENOME SCIENCES INC      COM              444903108    11261    65050 SH      SHARED      01         56400              8650
D HUMAN GENOME SCIENCES INC      COM              444903108       86      500 SH      SHR/OTHR    01                             500
D HUMAN GENOME SCIENCES INC      COM              444903108      241     1395 SH      SHARED      02                            1395
D HUMAN GENOME SCIENCES INC      COM              444903108      806     4661 SH      SHARED      04          4661
D HUMAN GENOME SCIENCES INC      COM              444903108      692     4000 SH      SHARED      05          4000
D HUMMINGBIRD INC                COM              44544R101       23      800 SH      SHARED                   800
D HUNT CORP                      COM              445591100       11     1575 SH      SHARED      01          1575
D HUNT J B TRANS SVCS INC        COM              445658107       33     2600 SH      SHARED                  2600
D HUNT J B TRANS SVCS INC        COM              445658107      632    49600 SH      SHARED      01         49600
D HUNT J B TRANS SVCS INC        COM              445658107      153    12000 SH      SHARED      04         12000
D HUNT J B TRANS SVCS INC        COM              445658107       59     4700 SH      SHARED      05          4700
D HUNTINGTON BANCSHARES INC      COM              446150104      426    29040 SH      SHARED                 29040
D HUNTINGTON BANCSHARES INC      COM              446150104    25830  1758741 SH      SHARED      01       1758741
D HUNTINGTON BANCSHARES INC      COM              446150104     1796   122318 SH      SHARED      04        122318
D HUNTINGTON BANCSHARES INC      COM              446150104      117     8000 SH      SHARED      05          8000
D HUTCHINSON TECHNOLOGY INC      COM              448407106     1734    82350 SH      SHARED      01         82350
D HUTTIG BLDG PRODS INC          COM              448451104        4      900 SH      SHARED                   900
D HUTTIG BLDG PRODS INC          COM              448451104       24     5502 SH      SHARED      01          5100               402
D HUTTIG BLDG PRODS INC          COM              448451104       10     2289 SH      SHR/OTHR    01                   2289
D HUTTIG BLDG PRODS INC          COM              448451104        8     1905 SH      SHARED      02          1352               553
D HUTTIG BLDG PRODS INC          COM              448451104        0        1 SH      SHARED      04             1
D HYBRID NETWORKS INC            COM              44860K102       64     3500 SH      SHARED      02          3500
D HYPERION 2002 TERM TR INC      COM              448915108     1834   212700 SH      SHARED                212700
D ICN PHARMACEUTICALS INC NEW    COM              448924100      415    12500 SH      SHARED                 12500
D ICN PHARMACEUTICALS INC NEW    COM              448924100    25190   757606 SH      SHARED      01        756640               966
D ICN PHARMACEUTICALS INC NEW    COM              448924100     1331    40044 SH      SHARED      04         40044
D ICN PHARMACEUTICALS INC NEW    COM              448924100      415    12500 SH      SHARED      05         12500
D IDT CORP                       COM              448947101       46     1200 SH      SHARED                  1200
D IDT CORP                       COM              448947101     2391    61524 SH      SHARED      01         61524
D HYPERCOM CORP                  COM              44913M105       63     6100 SH      SHARED                  6100
D HYPERCOM CORP                  COM              44913M105      216    20900 SH      SHARED      01         20900
D HYPERFEED TECHNOLOGIES INC     COM              44913S102       18     8200 SH      SHARED      01          8200
D HYPERION SOLUTIONS CORP        COM              44914M104      841    32505 SH      SHARED                 32505
D HYPERION SOLUTIONS CORP        COM              44914M104     2009    77671 SH      SHARED      01         77671
D HYPERION SOLUTIONS CORP        COM              44914M104      125     4855 SH      SHARED      02          2955              1900
D HYSEQ INC                      COM              449163302      419    11470 SH      SHARED                 11470
D HYSEQ INC                      COM              449163302     1042    28500 SH      SHARED      01         28000               500
D HYSEQ INC                      COM              449163302        7      200 SH      SHARED      02           200
D IBP INC                        COM              449223106     2230   121800 SH      SHARED      01        121800
D IBP INC                        COM              449223106        1       75 SH      SHARED      02            75
D IBP INC                        COM              449223106      830    45340 SH      SHARED      04         45340
D IBP INC                        COM              449223106      256    14000 SH      SHARED      05         14000
D ICG COMMUNICATIONS INC         COM              449246107      184   421800 SH      SHARED                421800
D ICG COMMUNICATIONS INC         COM              449246107       51   118700 SH      SHARED      01        118700
D I C H CORP NEW                 COM NEW          44926L300        0        5 SH      SHARED      02                               5
D ICOS CORP                      COM              449295104     1148    21220 SH      SHARED                 21220
D ICOS CORP                      COM              449295104     3028    55950 SH      SHARED      01         55950
D ICOS CORP                      COM              449295104       27      500 SH      SHARED      02           500
D ICOS CORP                      COM              449295104      225     4172 SH      SHARED      04          4172
D ICU MED INC                    COM              44930G107      491    18980 SH      SHARED      02         18980
D I-CABLE COMMUNICATIONS LTD     SPONSORED ADR    44934B104        2      300 SH      SHARED      02           300
D IDEC PHARMACEUTICALS CORP      COM              449370105     1525     8700 SH      SHARED                  8700
D IDEC PHARMACEUTICALS CORP      COM              449370105     8715    49700 SH      SHARED      01         49700
D IDEC PHARMACEUTICALS CORP      COM              449370105       17      100 SH      SHR/OTHR    01                             100
D IDEC PHARMACEUTICALS CORP      COM              449370105       10       60 SH      SHARED      02                              60
D IDEC PHARMACEUTICALS CORP      COM              449370105     3169    18077 SH      SHARED      04         18077
D IDEC PHARMACEUTICALS CORP      COM              449370105     1736     9900 SH      SHARED      05          9900
D IDG BOOKS WORLDWIDE INC        CL A             449384106        0      100 SH      SHARED      01           100
D IDX SYS CORP                   COM              449491109       25     1600 SH      SHARED                  1600
D IDX SYS CORP                   COM              449491109      403    25000 SH      SHARED      01         24000              1000
D IDX SYS CORP                   COM              449491109        0        4 SH      SHARED      04             4
D IGEN INC                       COM              449536101      285    14200 SH      SHARED                 14200
D IGEN INC                       COM              449536101      710    35306 SH      SHARED      01         35306
D IHOP CORP                      COM              449623107       22     1200 SH      SHARED                  1200
D IHOP CORP                      COM              449623107      594    31100 SH      SHARED      01         31100
D ILX RESORTS INC                COM NEW          449661503       21    14500 SH      SHARED      01         14500
D IMC GLOBAL INC                 COM              449669100     4413   304400 SH      SHARED                304400
D IMC GLOBAL INC                 COM              449669100     2320   160053 SH      SHARED      01        160053
D IMC GLOBAL INC                 COM              449669100       13      936 SH      SHARED      02           238               698
D IMC GLOBAL INC                 COM              449669100      684    47230 SH      SHARED      04         47230
D IMC GLOBAL INC                 COM              449669100      268    18500 SH      SHARED      05         18500
D IMC GLOBAL INC                 WT EXP  122200   449669118        0    69500 SH      SHARED                 69500
D IMC GLOBAL INC                 WT EXP  122200   449669118        0      545 SH      SHARED      01           545
D IMC GLOBAL INC                 WT EXP  122200   449669118        0      348 SH      SHARED      02            87               261
D I-LINK CORP                    COM              449927102       70    21200 SH      SHARED      01         16200              5000
D IMS HEALTH INC                 COM              449934108      315    15200 SH      SHARED                 15200
D IMS HEALTH INC                 COM              449934108    70328  3389304 SH      SHARED      01       3265563            123741
D IMS HEALTH INC                 COM              449934108     5441   262221 SH      SHR/OTHR    01                 185150    77071
D IMS HEALTH INC                 COM              449934108      502    24220 SH      SHARED      02         19700              4520
D IMS HEALTH INC                 COM              449934108     7454   359234 SH      SHARED      04        359234
D IMS HEALTH INC                 COM              449934108      128     6200 SH      SHARED      05          6200
D IRSA INVERSIONERS Y REP S A    GLOBL DEP RCPT   450047204      100     4400 SH      SHARED                  4400
D IRT PPTY CO                    COM              450058102      396    45275 SH      SHARED      01         45275
D IRT PPTY CO                    COM              450058102       13     1500 SH      SHARED      02                            1500
D ITC DELTACOM INC               COM              45031T104      131    11448 SH      SHARED                 11448
D ITC DELTACOM INC               COM              45031T104     1411   122740 SH      SHARED      01        122740
D ISTAR FINL INC                 COM              45031U101     1468    65436 SH      SHARED      01         65436
D ISTAR FINL INC                 COM              45031U101      157     7038 SH      SHARED      04          7038
D I-STAT CORP                    COM              450312103      515    22789 SH      SHARED      01         22789
D ITT EDUCATIONAL SERVICES INC   COM              45068B109       37     1400 SH      SHARED                  1400
D ITT EDUCATIONAL SERVICES INC   COM              45068B109     1209    44600 SH      SHARED      01         44600
D ITT EDUCATIONAL SERVICES INC   COM              45068B109      189     7000 SH      SHARED      02          2000              5000
D ITXC CORP                      COM              45069F109      255    17500 SH      SHARED      01         17500
D IXL ENTERPRISES INC            COM              450718101      306    70000 SH      SHARED      01         70000
D IASIAWORKS INC                 COM              45072L101      968    96850 SH      SHARED      02         93850              3000
D IBEAM BROADCASTING CORP        COM              45073P101      346    50800 SH      SHARED      01         50800
D IBASIS INC                     SB NT CV 5.75%05 450732AA0     5222 10550000 PRN     SHARED      04      10550000
D IBASIS INC                     COM              450732102      473    29800 SH      SHARED      01         29800
D IBASIS INC                     COM              450732102     6249   393700 SH      SHARED      02        393700
D IBIS TECHNOLOGY CORP           COM              450909106     1027    28300 SH      SHARED      01         28300
D IBIS TECHNOLOGY CORP           COM              450909106       36     1000 SH      SHARED      02                            1000
D ITT INDS INC IND               COM              450911102      470    14500 SH      SHARED                 14500
D ITT INDS INC IND               COM              450911102    21260   655439 SH      SHARED      01        655165               274
D ITT INDS INC IND               COM              450911102       98     3031 SH      SHR/OTHR    01                   1000     2031
D ITT INDS INC IND               COM              450911102      297     9173 SH      SHARED      02          2705              6468
D ITT INDS INC IND               COM              450911102     1305    40242 SH      SHARED      04         40242
D IDACORP INC                    COM              451107106      175     3800 SH      SHARED                  3800
D IDACORP INC                    COM              451107106     3916    84681 SH      SHARED      01         84681
D IDACORP INC                    COM              451107106      592    12800 SH      SHARED      04         12800
D IDACORP INC                    COM              451107106      231     5000 SH      SHARED      05          5000
D IDEAMALL INC                   COM              451662100        1      500 SH      SHARED      01           500
D IDEX CORP                      COM              45167R104     1871    67000 SH      SHARED                 67000
D IDEX CORP                      COM              45167R104     1324    47400 SH      SHARED      01         47400
D IDEX CORP                      COM              45167R104       41     1500 SH      SHR/OTHR    01                            1500
D IDEXX LABS INC                 COM              45168D104     1578    59000 SH      SHARED                 59000
D IDEXX LABS INC                 COM              45168D104     2229    83346 SH      SHARED      01         83346
D IDEXX LABS INC                 COM              45168D104       29     1100 SH      SHARED      04          1100
D IGATE CAPITAL CORP             COM              45169U105      347    64706 SH      SHARED      01         64706
D IKON OFFICE SOLUTIONS INC      COM              451713101     1968   500000 SH      SHARED                500000
D IKON OFFICE SOLUTIONS INC      COM              451713101     1053   267676 SH      SHARED      01        267676
D IKON OFFICE SOLUTIONS INC      COM              451713101      206    52450 SH      SHARED      04         52450
D IDENTIX INC                    COM              451906101      419    34500 SH      SHARED                 34500
D IDENTIX INC                    COM              451906101      555    45700 SH      SHARED      01         45700
D IDENTIX INC                    COM              451906101        2      200 SH      SHARED      02                             200
D ILEX ONCOLOGY INC              COM              451923106     1066    35400 SH      SHARED                 35400
D ILEX ONCOLOGY INC              COM              451923106     1383    45920 SH      SHARED      01         45920
D IL FORNAIO AMER CORP           COM              451926109     1002   111429 SH      SHARED      02        111429
D IL FORNAIO AMER CORP           COM              451926109      596    66300 SH      SHARED      03         66300
D ILLINOIS TOOL WKS INC          COM              452308109    17835   319200 SH      SHARED                319200
D ILLINOIS TOOL WKS INC          COM              452308109   122451  2191526 SH      SHARED      01       2187727              3799
D ILLINOIS TOOL WKS INC          COM              452308109      269     4818 SH      SHARED      02           484              4334
D ILLINOIS TOOL WKS INC          COM              452308109     7583   135722 SH      SHARED      04        135722
D ILLUMINA INC                   COM              452327109     8494   187200 SH      SHARED      01        187200
D ILLUMINET HLDGS INC            COM              452334105     1045    37676 SH      SHARED      01         37676
D ILLUMINET HLDGS INC            COM              452334105       42     1537 SH      SHARED      02           228              1309
D IMAGE ENTMT INC                COM NEW          452439201       52    14000 SH      SHARED      01         14000
D IMATION CORP                   COM              45245A107       55     3000 SH      SHARED                  3000
D IMATION CORP                   COM              45245A107     1857    99733 SH      SHARED      01         99733
D IMATION CORP                   COM              45245A107       84     4534 SH      SHR/OTHR    01                   4294      240
D IMATION CORP                   COM              45245A107        2      127 SH      SHARED      02                             127
D IMATION CORP                   COM              45245A107      225    12100 SH      SHARED      04         12100
D IMATION CORP                   COM              45245A107       87     4700 SH      SHARED      05          4700
D IMAX CORP                      COM              45245E109      785    46400 SH      SHARED                 46400
D IMAX CORP                      COM              45245E109       16     1000 SH      SHARED      01          1000
D IMAGEWARE SYS INC              WT EXP  033105   45245S116       80    16000 SH      SHARED      02         16000
D IMCLONE SYS INC                SUB NT CV 144A05 45245WAA7     8174  6750000 PRN     SHARED               6750000
D IMCLONE SYS INC                COM              45245W109     3476    29700 SH      SHARED      01         29700
D IMCLONE SYS INC                COM              45245W109      676     5777 SH      SHARED      04          5777
D IMMUNE RESPONSE CORP DEL       COM              45252T106      415    60500 SH      SHARED      01         60500
D IMMUNE RESPONSE CORP DEL       COM              45252T106       10     1500 SH      SHARED      02                            1500
D IMMERSION CORP                 COM              452521107      505    32635 SH      SHARED      01         32635
D IMMUNEX CORP NEW               COM              452528102      683    15724 SH      SHARED                 15724
D IMMUNEX CORP NEW               COM              452528102    22096   507959 SH      SHARED      01        505709              2250
D IMMUNEX CORP NEW               COM              452528102      326     7500 SH      SHR/OTHR    01                   7500
D IMMUNEX CORP NEW               COM              452528102       20      477 SH      SHARED      02                             477
D IMMUNEX CORP NEW               COM              452528102    15391   353837 SH      SHARED      04        353837
D IMMUNEX CORP NEW               COM              452528102       78     1800 SH      SHARED      05          1800
D IMMUNOGEN INC                  COM              45253H101     2375    69481 SH      SHARED      01         63349              6132
D IMPAC COML HLDGS INC           COM              45254R108      722   112200 SH      SHARED      04        112200
D IMPATH INC                     COM              45255G101     2463    39028 SH      SHARED      01         39028
D IMPATH INC                     COM              45255G101      126     2000 SH      SHR/OTHR    01                   2000
D IMPCO TECHNOLOGIES INC         COM              45255W106      609    21200 SH      SHARED      01         17760              3440
D IMPERIAL BANCORP               COM              452556103     1300    68018 SH      SHARED                 68018
D IMPERIAL BANCORP               COM              452556103     1430    74773 SH      SHARED      01         74773
D IMPERIAL CHEM INDS PLC         ADR NEW          452704505       27     1200 SH      SHARED                  1200
D IMPERIAL CHEM INDS PLC         ADR NEW          452704505      139     6000 SH      SHR/OTHR    01                   6000
D IMPERIAL CR INDS INC           COM              452729106     2059  1292000 SH      SHARED               1292000
D IMPERIAL CR INDS INC           COM              452729106       33    20930 SH      SHARED      01         20930
D IMATRON INC                    COM              452906100      344   148962 SH      SHARED      01        148962
D IMMUNOMEDICS INC               COM              452907108     1237    59100 SH      SHARED      01         59100
D IMMUNOMEDICS INC               COM              452907108       23     1100 SH      SHARED      04          1100
D INCOME OPPORTUNITY RLTY INVS   COM              452926108        6      700 SH      SHARED      01           700
D IMPERIAL OIL LTD               COM NEW          453038408       83     3200 SH      SHARED                  3200
D IMPERIAL OIL LTD               COM NEW          453038408      369    14156 SH      SHARED      02          3000             11156
D IMPERIAL OIL LTD               COM NEW          453038408      234     9000 SH      SHARED      04          9000
D IMPERIAL PKG CORP              COM              453077109      333    19785 SH      SHARED                 19785
D IMPERIAL PKG CORP              COM              453077109       18     1111 SH      SHARED      01          1111
D IMPERIAL SUGAR CO NEW          COM              453096109      187   166947 SH      SHARED      01        166947
D IMPERIAL SUGAR CO NEW          COM              453096109      187   166947 SH      SHR/OTHR    01                 166947
D IMPERIAL TOBACCO GROUP PLC     SPONSORED ADR    453142101        1       88 SH      SHARED      01                              88
D IMPSAT FIBER NETWORKS INC      COM              45321T103      309    28100 SH      SHARED      01         28100
D IMRGLOBAL CORPORATION          COM              45321W106      395    34000 SH      SHARED                 34000
D IMRGLOBAL CORPORATION          COM              45321W106      427    36785 SH      SHARED      01         36785
D INAMED CORP                    COM              453235103      254     9055 SH      SHARED                  9055
D INAMED CORP                    COM              453235103      741    26381 SH      SHARED      01         26381
D INCO LTD                       COM              453258402     8341   517300 SH      SHARED                517300
D INCO LTD                       COM              453258402    17892  1109625 SH      SHARED      01       1108925               700
D INCO LTD                       COM              453258402     1182    73330 SH      SHARED      04         73330
D INCO LTD                       COM              453258402      517    32100 SH      SHARED      05         32100
D INCYTE GENOMICS INC            SUB NT CONV   07 45337CAC6     4050  5000000 PRN     SHARED               5000000
D INCYTE GENOMICS INC            COM              45337C102      974    23700 SH      SHARED                 23700
D INCYTE GENOMICS INC            COM              45337C102     3384    82300 SH      SHARED      01         81900               400
D INCYTE GENOMICS INC            COM              45337C102     3003    73040 SH      SHARED      02         59600             13440
D INCYTE GENOMICS INC            COM              45337C102     1844    44850 SH      SHARED      03         44850
D INCYTE GENOMICS INC            COM              45337C102     1524    37059 SH      SHARED      04         37059
D INCYTE GENOMICS INC            COM              45337C102     1225    29800 SH      SHARED      05         29800
D INDEPENDENCE CMNTY BK CORP     COM              453414104     1864   133144 SH      SHARED      01        133144
D INDEPENDENCE CMNTY BK CORP     COM              453414104       16     1200 SH      SHARED      02          1200
D INDEPENDENCE FED SVGS BK       COM              453432106       22     2300 SH      SHARED      01          2300
D INDEPENDENCE HLDG CO NEW       COM NEW          453440307      957   132000 SH      SHARED                132000
D INDEPENDENT BANK CORP MASS     COM              453836108       82     6900 SH      SHARED      01          6900
D INDEPENDENT BANK CORP MASS     COM              453836108       12     1000 SH      SHARED      02                            1000
D INDEPENDENT BANK CORP MICH     COM              453838104       18     1088 SH      SHARED      01          1088
D INDIA FD INC                   COM              454089103     3135   258600 SH      SHARED      01        258600
D INDIA FD INC                   COM              454089103      135    11200 SH      SHARED                 11200
D INDIA GROWTH FD INC            COM              454090101     2293   205000 SH      SHARED                205000
D INDIA GROWTH FD INC            COM              454090101     2349   210010 SH      SHARED      04        210010
D INDUS INTL INC                 COM              45578L100       68    14100 SH      SHARED      01         14100
D INDUS INTL INC                 COM              45578L100        7     1500 SH      SHARED      02          1500
D INDUSTRI-MATEMATIK INTL CORP   COM              455792101       13     3250 SH      SHARED      02          3250
D INDYMAC BANCORP INC            COM              456607100     2740   133276 SH      SHARED      01        133276
D INDYMAC BANCORP INC            COM              456607100      345    16820 SH      SHARED      02          1700             15120
D INDYMAC BANCORP INC            COM              456607100       69     3400 SH      SHARED      04          3400
D INFINEON TECHNOLOGIES AG       SPONSORED ADR    45662N103       47     1000 SH      SHR/OTHR    01                            1000
D INFINEON TECHNOLOGIES AG       SPONSORED ADR    45662N103      700    14750 SH      SHARED      02         10300              4450
D INFINITY BROADCASTING CP NEW   CL A             45662S102       29      900 SH      SHR/OTHR    02                    300      600
D INFINITY BROADCASTING CP NEW   CL A             45662S102    19628   594800 SH      SHARED                594800
D INFINITY BROADCASTING CP NEW   CL A             45662S102    58627  1776590 SH      SHARED      01       1257695            518895
D INFINITY BROADCASTING CP NEW   CL A             45662S102     6220   188488 SH      SHR/OTHR    01                  97016    91472
D INFINITY BROADCASTING CP NEW   CL A             45662S102     4681   141875 SH      SHARED      02         82181             59694
D INFINITY BROADCASTING CP NEW   CL A             45662S102     5506   166873 SH      SHARED      04        166873
D INET TECHNOLOGIES INC          COM              45662V105      242     8300 SH      SHARED      01          8300
D INET TECHNOLOGIES INC          COM              45662V105       17      595 SH      SHARED      04           595
D INFINITY INC                   COM PAR $.0001   45663L403       59     6100 SH      SHARED      01          6100
D INFOCROSSING INC               COM              45664X109        1      100 SH      SHARED      02                             100
D INFOCURE CORP                  COM              45665A108       25     6500 SH      SHARED      01          6500
D INFOCURE CORP                  COM              45665A108        0       34 SH      SHARED      02            34
D INFOCURE CORP                  COM              45665A108      269    68000 SH      SHARED      04         68000
D INFOCUS CORP                   COM              45665B106    40894   771591 SH      SHARED      01        771591
D INFOCUS CORP                   COM              45665B106      683    12900 SH      SHARED      04         12900
D INFOCUS CORP                   COM              45665B106      265     5000 SH      SHARED      05          5000
D INFOGRAMES INC                 COM              45665T107       75    10370 SH      SHARED      01         10370
D INFOGRAMES INC                 COM              45665T107        7     1000 SH      SHARED      02          1000
D INFORMATICA CORP               COM              45666Q102     4895    52500 SH      SHARED      01         52500
D INFORMATICA CORP               COM              45666Q102       18      200 SH      SHARED      04           200
D INFONET SVCS CORP              CL B             45666T106      489    46300 SH      SHARED      01         46300
D INFONET SVCS CORP              CL B             45666T106      837    79264 SH      SHARED      04         79264
D INFORMATION ARCHITECTS CORP    COM              45669R107      403   121900 SH      SHARED      01        121900
D INFORMATION ARCHITECTS CORP    COM              45669R107        9     3000 SH      SHARED      02          3000
D INFORMATION HLDGS INC          COM              456727106      191     5400 SH      SHARED                  5400
D INFORMATION HLDGS INC          COM              456727106      705    19912 SH      SHARED      01         19912
D INFORMATION RESOURCE ENGR INC  COM PAR $0.01    45675F303      121     4000 SH      SHARED      01          4000
D INFORMATION RESOURCE ENGR INC  COM PAR $0.01    45675F303       90     3000 SH      SHARED      02          3000
D INFORTE CORP                   COM              45677R107      137     3920 SH      SHARED      01          3920
D INFORMIX CORP                  COM              456779107     1550   375900 SH      SHARED                375900
D INFORMIX CORP                  COM              456779107     1392   337611 SH      SHARED      01        337611
D INFORMIX CORP                  COM              456779107       74    18000 SH      SHARED      02         18000
D INFORMIX CORP                  COM              456779107      496   120393 SH      SHARED      04        120393
D INFORMIX CORP                  COM              456779107      152    37000 SH      SHARED      05         37000
D INFOSPACE INC                  COM              45678T102      542    17948 SH      SHARED                 17948
D INFOSPACE INC                  COM              45678T102     7095   234550 SH      SHARED      01        234300               250
D INFOSPACE INC                  COM              45678T102     2299    76000 SH      SHARED      02         67350              8650
D INFOSPACE INC                  COM              45678T102      332    11002 SH      SHARED      04         11002
D INFOSYS TECHNOLOGIES LTD       SPONSORED ADR    456788108      264     2000 SH      SHARED                  2000
D INFOSYS TECHNOLOGIES LTD       SPONSORED ADR    456788108      264     2000 SH      SHARED      01          2000
D INFOSYS TECHNOLOGIES LTD       SPONSORED ADR    456788108      792     6000 SH      SHARED      04          6000
D INFOVISTA S A                  ADR              456817105      933    29640 SH      SHARED      01         29640
D INFOUSA INC NEW                COM              456818301      312    62550 SH      SHARED      01         62550
D INFOUSA INC NEW                COM              456818301       10     2000 SH      SHARED      02          2000
D INFOUSA INC NEW                COM              456818301        0       54 SH      SHARED      04            54
D ING GROEP N V                  SPONSORED ADR    456837103     2443    37100 SH      SHARED                 37100
D ING GROEP N V                  SPONSORED ADR    456837103      790    11996 SH      SHARED      01         11995                 1
D ING GROEP N V                  SPONSORED ADR    456837103      239     3637 SH      SHARED      02          2030              1607
D INGENUUS CORP                  COM              456846104       48    35000 SH      SHARED      02         35000
D INGERSOLL-RAND CO              COM              456866102     2875    84900 SH      SHARED                 84900
D INGERSOLL-RAND CO              COM              456866102    42222  1246414 SH      SHARED      01       1246214               200
D INGERSOLL-RAND CO              COM              456866102      487    14400 SH      SHR/OTHR    01                   1500    12900
D INGERSOLL-RAND CO              COM              456866102      179     5285 SH      SHARED      02          1200              4085
D INGERSOLL-RAND CO              COM              456866102     2574    75990 SH      SHARED      04         75990
D INGERSOLL-RAND CO              COM              456866102     1751    51700 SH      SHARED      05         51700
D INGERSOLL-RAND CO              COM              456866102      647    19100 SH      SHARED      06         19100
D INFORMATION RES INC            COM              456905108       25     3700 SH      SHARED      01          3700
D INGLES MKTS INC                CL A             457030104      264    24050 SH      SHARED      01         24050
D INGRAM MICRO INC               CL A             457153104      727    52900 SH      SHARED                 52900
D INGRAM MICRO INC               CL A             457153104     1008    73352 SH      SHARED      01         73352
D INGRAM MICRO INC               CL A             457153104        3      250 SH      SHARED      02                             250
D INGRAM MICRO INC               CL A             457153104      301    21953 SH      SHARED      04         21953
D INGRAM MICRO INC               CL A             457153104       13     1000 SH      SHARED      05          1000
D INHALE THERAPEUTIC SYS INC     SB NT CV 144A 07 457191AD6     8706  5500000 PRN     SHARED               5500000
D INHALE THERAPEUTIC SYS INC     COM              457191104     3715    65906 SH      SHARED      01         65906
D INHALE THERAPEUTIC SYS INC     COM              457191104     2424    43000 SH      SHARED      02         28800             14200
D INHALE THERAPEUTIC SYS INC     COM              457191104       71     1268 SH      SHARED      04          1268
D INKTOMI CORP                   COM              457277101      832     7300 SH      SHARED                  7300
D INKTOMI CORP                   COM              457277101    19205   168470 SH      SHARED      01        168470
D INKTOMI CORP                   COM              457277101     3577    31380 SH      SHARED      02         21125             10255
D INKTOMI CORP                   COM              457277101     2034    17850 SH      SHARED      04         17850
D INKTOMI CORP                   COM              457277101      285     2500 SH      SHARED      05          2500
D INNKEEPERS USA TR              COM              4576J0104      562    54885 SH      SHARED      01         54885
D INNERDYNE INC                  COM              45764D102      106    15200 SH      SHARED      01         15200
D INNODATA CORP                  COM NEW          457642205       89     8600 SH      SHARED      01          8600
D INNOVEX INC                    COM              457647105        8      600 SH      SHARED      01           600
D INSIGHT ENTERPRISES INC        COM              45765U103       44     1635 SH      SHARED                  1635
D INSIGHT ENTERPRISES INC        COM              45765U103     1881    69042 SH      SHARED      01         69042
D INSIGHT ENTERPRISES INC        COM              45765U103      681    25000 SH      SHARED      04         25000
D INSIGNIA SYS INC               COM              45765Y105        7     1000 SH      SHARED      02          1000
D INPUT/OUTPUT INC               COM              457652105     1866   193900 SH      SHARED      01        193900
D INPUT/OUTPUT INC               COM              457652105     1925   200000 SH      SHARED      04        200000
D INPRISE CORP                   COM              45766C102      433    81028 SH      SHARED      01         81028
D INSIGHT HEALTH SVCS CORP       COM              45766Q101       33     4400 SH      SHARED      01          4400
D INSITE VISION INC              COM              457660108       11     1500 SH      SHARED      01          1500
D INSITE VISION INC              COM              457660108       22     3000 SH      SHARED      02          3000
D INSITUFORM TECHNOLOGIES INC    CL A             457667103     1374    40890 SH      SHARED      01         40890
D INSITUFORM TECHNOLOGIES INC    CL A             457667103       47     1400 SH      SHARED      04          1400
D INSMED INC                     COM NEW          457669208       16     1250 SH      SHR/OTHR    01                   1250
D INSIGNIA FINL GROUP INC NEW    COM              45767A105     3615   352715 SH      SHARED                352715
D INSIGNIA FINL GROUP INC NEW    COM              45767A105      587    57332 SH      SHARED      01         57332
D INSIGNIA FINL GROUP INC NEW    COM              45767A105        9      878 SH      SHARED      02           878
D INSIGHT COMMUNICATIONS INC     CL A             45768V108     1384    87206 SH      SHARED      01         81356              5850
D INSIGHT COMMUNICATIONS INC     CL A             45768V108       56     3550 SH      SHARED      02          3550
D INSIGHT COMMUNICATIONS INC     CL A             45768V108       26     1700 SH      SHARED      04          1700
D INNOVEDA INC                   COM              45769F102       74    20500 SH      SHARED      01         20500
D INNOVEDA INC                   COM              45769F102        0       15 SH      SHARED      02            15
D INSILICON CORP                 COM              45769H108      153    10600 SH      SHARED      01         10600
D INSILICON CORP                 COM              45769H108       14     1000 SH      SHARED      02          1000
D INNOVATIVE SOLUTIONS & SUPPORT COM              45769N105     1604    93700 SH      SHARED      01         93700
D INSPIRE INS SOLUTIONS INC      COM              457732105        4     3900 SH      SHARED      01          3900
D INSPIRE PHARMACEUTICALS INC    COM              457733103      343    11450 SH      SHARED      02          9200              2250
D INSURANCE AUTO AUCTIONS INC    COM              457875102      221    13670 SH      SHARED      01         13670
D INSURED MUN INCOME FD          COM              45809F104       12     1000 SH      SHARED      02                            1000
D INSURED MUN INCOME FD          COM              45809F104      125    10000 SH      SHARED      04         10000
D INTEGRAL SYS INC MD            COM              45810H107       43     2600 SH      SHARED      01          2600
D INTEGRATED ELECTRICAL SVC      COM              45811E103      324    47145 SH      SHARED      01         47145
D INTEGRATED ELECTRICAL SVC      COM              45811E103       13     2000 SH      SHARED      02                            2000
D INTEGRATED CIRCUIT SYS INC     COM              45811K208      595    32200 SH      SHARED      01         32200
D INTEGRATED DEVICE TECHNOLOGY   COM              458118106      796     8806 SH      SHARED                  8806
D INTEGRATED DEVICE TECHNOLOGY   COM              458118106    13159   145406 SH      SHARED      01        145406
D INTEGRATED DEVICE TECHNOLOGY   COM              458118106     3975    43925 SH      SHARED      04         43925
D INTEGRATED DEVICE TECHNOLOGY   COM              458118106     2190    24200 SH      SHARED      05         24200
D INTEGRATED SILICON SOLUTION    COM              45812P107      395    27880 SH      SHARED                 27880
D INTEGRATED SILICON SOLUTION    COM              45812P107      892    62900 SH      SHARED      01         62900
D INTEGRATED SILICON SOLUTION    COM              45812P107        7      500 SH      SHARED      02           500
D INTEGRATED SILICON SOLUTION    COM              45812P107      134     9500 SH      SHARED      04          9500
D INTEGRATED SILICON SOLUTION    COM              45812P107      106     7500 SH      SHARED      05          7500
D INTEGRATED SURGICAL SYS INC    COM              45812Y108        5    11000 SH      SHARED      01         11000
D INTEGRA BK CORP                COM              45814P105      528    23820 SH      SHARED      01         23820
D INTELIDATA TECHNOLOGIES CORP   COM              45814T107      372    71140 SH      SHARED      01         71140
D INTEL CORP                     COM              458140100       41     1000 SH      SHR/OTHR    01                    400      600
D INTEL CORP                     COM              458140100    99315  2389566 SH      SHARED               2389566
D INTEL CORP                     COM              458140100  2265554 54510232 SH      SHARED      01      53859713      200   650319
D INTEL CORP                     COM              458140100    29105   700298 SH      SHR/OTHR    01                 462784   237514
D INTEL CORP                     COM              458140100    44572  1072430 SH      SHARED      02        684629            387801
D INTEL CORP                     COM              458140100   220000  5293306 SH      SHARED      04       5293306
D INTEL CORP                     COM              458140100     5922   142500 SH      SHARED      05        142500
D INTEL CORP                     COM              458140100    57688  1388000 SH      SHARED      06       1388000
D INTELECT COMMUNICATIONS INC    COM              458144102      380   264600 SH      SHARED      01        264600
D INTELECT COMMUNICATIONS INC    COM              458144102        0       35 SH      SHARED      02                              35
D INTELLIGROUP INC               COM              45816A106        7     4800 SH      SHARED      01          4800
D INTEGRATED TELECOM EXPRESS INC COM              45817U101       95     4600 SH      SHARED      01          4600
D INTER TEL INC                  COM              458372109       48     4300 SH      SHARED                  4300
D INTER TEL INC                  COM              458372109      683    60090 SH      SHARED      01         60090
D INTERACTIVE INTELLIGENCE INC   COM              45839M103      224     5700 SH      SHARED      01          5700
D INTERACT COMM CORP             COM              45839Y107      209    19200 SH      SHARED      01         19200
D INTERCHANGE FINL SVCS S B N J  COM              458447109        3      236 SH      SHARED      01           236
D INTERCEPT GROUP INC            COM              45845L107     2634   113013 SH      SHARED      01        113013
D INTERDENT INC                  COM              45865R109        0       50 SH      SHARED      04            50
D INTERDIGITAL COMMUNICATIONS CP COM              45866A105     1299    92811 SH      SHARED                 92811
D INTERDIGITAL COMMUNICATIONS CP COM              45866A105     1507   107710 SH      SHARED      01         98693              9017
D INTERDIGITAL COMMUNICATIONS CP COM              45866A105       11      800 SH      SHARED      02                             800
D INTERFACE INC                  CL A             458665106      894   112241 SH      SHARED      01        112241
D INTERFACE INC                  CL A             458665106       14     1800 SH      SHARED      02                            1800
D INTERGRAPH CORP                COM              458683109      637    88689 SH      SHARED      01         88689
D INTERGRAPH CORP                COM              458683109       51     7100 SH      SHARED      02                            7100
D INTERLIANT INC                 SUB NT CV   7%05 458742AB9     1836  4500000 PRN     SHARED               4500000
D INTERLIANT INC                 COM              458742103       80    10000 SH      SHARED                 10000
D INTERLIANT INC                 COM              458742103      606    75782 SH      SHARED      01         75782
D INTERLINK ELECTRS              COM              458751104       19     1000 SH      SHARED                  1000
D INTERLINK ELECTRS              COM              458751104      600    30977 SH      SHARED      01         30977
D INTERLINK ELECTRS              COM              458751104      194    10050 SH      SHARED      02         10050
D INTERLOGIX INC                 COM              458763109      118     8950 SH      SHARED      01          8950
D INTERMAGNETICS GEN CORP        COM              458771102    13312   500000 SH      SHARED                500000
D INTERMAGNETICS GEN CORP        COM              458771102       98     3708 SH      SHARED      01          3708
D INTERMEDIA COMMUNICATIONS INC  COM              458801107     3529   119650 SH      SHARED      01        115400              4250
D INTERMEDIA COMMUNICATIONS INC  COM              458801107       59     2000 SH      SHARED      02          2000
D INTERMEDIA COMMUNICATIONS INC  COM              458801107     6446   218533 SH      SHARED      04        218533
D INTERMET CORP                  COM              45881K104       23     3200 SH      SHARED      01          3200
D INTERNAP NETWORK SVCS CORP     COM              45885A102       48     1500 SH      SHARED                  1500
D INTERNAP NETWORK SVCS CORP     COM              45885A102     1828    56600 SH      SHARED      01         56600
D INTERNAP NETWORK SVCS CORP     COM              45885A102       12      400 SH      SHARED      02           400
D INTERNAP NETWORK SVCS CORP     COM              45885A102      198     6146 SH      SHARED      04          6146
D INTERMUNE PHARMACEUTICALS INC  COM              45885B100      960    17700 SH      SHARED      01         17700
D INTERMUNE PHARMACEUTICALS INC  COM              45885B100       10      200 SH      SHARED      02           200
D INTERNATIONAL BANCSHARES CORP  COM              459044103      586    19161 SH      SHARED      01         19161
D INTERNATIONAL BUSINESS MACHS   COM              459200101   112342   998600 SH      SHARED                998600
D INTERNATIONAL BUSINESS MACHS   COM              459200101  1713180 15228272 SH      SHARED      01      14888649   184323   155300
D INTERNATIONAL BUSINESS MACHS   COM              459200101    60685   539425 SH      SHR/OTHR    01                 439322   100103
D INTERNATIONAL BUSINESS MACHS   COM              459200101    12505   111162 SH      SHARED      02         33065             78097
D INTERNATIONAL BUSINESS MACHS   COM              459200101    91497   813314 SH      SHARED      04        813314
D INTERNATIONAL BUSINESS MACHS   COM              459200101    77141   685700 SH      SHARED      06        685700
D INTERNATIONAL FIBERCOM INC     COM              45950T101      910    62250 SH      SHARED                 62250
D INTERNATIONAL FIBERCOM INC     COM              45950T101      862    59000 SH      SHARED      01         54356              4644
D INTERNATIONAL FIBERCOM INC     COM              45950T101      424    29000 SH      SHARED      02         29000
D INTERNATIONAL FLAVORS&FRAGRANC COM              459506101       93     5100 SH      SHARED                  5100
D INTERNATIONAL FLAVORS&FRAGRANC COM              459506101    14095   772353 SH      SHARED      01        771453               900
D INTERNATIONAL FLAVORS&FRAGRANC COM              459506101      346    19000 SH      SHR/OTHR    01                  11500     7500
D INTERNATIONAL FLAVORS&FRAGRANC COM              459506101       38     2100 SH      SHARED      02          1000              1100
D INTERNATIONAL FLAVORS&FRAGRANC COM              459506101      918    50328 SH      SHARED      04         50328
D INTERNATIONAL FLAVORS&FRAGRANC COM              459506101      573    31400 SH      SHARED      05         31400
D INTERNATIONAL ISOTOPES INC     COM              45972C102        0      200 SH      SHARED      02           200
D INTERNATIONAL GAME TECHNOLOGY  COM              459902102      205     6100 SH      SHARED                  6100
D INTERNATIONAL GAME TECHNOLOGY  COM              459902102     3515   104538 SH      SHARED      01        104538
D INTERNATIONAL GAME TECHNOLOGY  COM              459902102     1259    37448 SH      SHARED      04         37448
D INTERNATIONAL GAME TECHNOLOGY  COM              459902102      319     9500 SH      SHARED      05          9500
D INTERNATIONAL MULTIFOODS CORP  COM              460043102      695    40032 SH      SHARED      01         40032
D INTERNATIONAL MULTIFOODS CORP  COM              460043102      111     6400 SH      SHARED      04          6400
D INTERNATIONAL MULTIFOODS CORP  COM              460043102       43     2500 SH      SHARED      05          2500
D INTL PAPER CO                  COM              460146103    39740  1385300 SH      SHARED               1385300
D INTL PAPER CO                  COM              460146103   106904  3726582 SH      SHARED      01       3711802     2000    12780
D INTL PAPER CO                  COM              460146103     1575    54917 SH      SHR/OTHR    01                  21047    33870
D INTL PAPER CO                  COM              460146103      561    19561 SH      SHARED      02          2667             16894
D INTL PAPER CO                  COM              460146103    59905  2088248 SH      SHARED      04       2088248
D INTL PAPER CO                  COM              460146103      266     9300 SH      SHARED      05          9300
D INTL PAPER CO                  COM              460146103      757    26400 SH      SHARED      06         26400
D INTERNATIONAL RECTIFIER CORP   SUB NT CV 144A07 460254AD7    19535 21350000 PRN     SHARED              21350000
D INTERNATIONAL RECTIFIER CORP   SUB NT CV 144A07 460254AD7     2287  2500000 PRN     SHARED      01       2500000
D INTERNATIONAL RECTIFIER CORP   SUB NT CV 144A07 460254AD7     7992  8735000 PRN     SHARED      04       8735000
D INTERNATIONAL RECTIFIER CORP   COM              460254105      439     8700 SH      SHARED                  8700
D INTERNATIONAL RECTIFIER CORP   COM              460254105    10753   212950 SH      SHARED      01        212700               250
D INTERNATIONAL RECTIFIER CORP   COM              460254105      126     2500 SH      SHR/OTHR    01                   2500
D INTERNATIONAL RECTIFIER CORP   COM              460254105     2172    43010 SH      SHARED      02         43010
D INTERNATIONAL RECTIFIER CORP   COM              460254105     1310    25956 SH      SHARED      04         25956
D INTERNATIONAL RECTIFIER CORP   COM              460254105     1227    24300 SH      SHARED      05         24300
D INTERNATIONAL SPEEDWAY CORP    CL A             460335201     1731    44400 SH      SHARED      01         44400
D INTERNATIONAL SPEEDWAY CORP    CL A             460335201      138     3560 SH      SHARED      02          1010              2550
D INTERNATIONAL SPEEDWAY CORP    CL A             460335201      849    21781 SH      SHARED      04         21781
D INTERNATIONAL SPEEDWAY CORP    CL A             460335201      273     7000 SH      SHARED      05          7000
D INTL SPECIALTY PRODS INC NEW   COM              460337108      103    19300 SH      SHARED      01         19300
D INTERNEURON PHARMACEUTICALS    COM              460573108       59    26200 SH      SHARED      01         26200
D INTERNET AMERICA INC           COM              46058Y109       17     8800 SH      SHARED      01          8800
D INTERNET CAP GROUP INC         SUB NT CV 5.5%04 46059CAA4      515  1000000 PRN     SHARED               1000000
D INTERNET CAP GROUP INC         SUB NT CV 5.5%04 46059CAA4      128   250000 PRN     SHARED      04        250000
D INTERNET CAP GROUP INC         COM              46059C106     1335    76600 SH      SHARED                 76600
D INTERNET CAP GROUP INC         COM              46059C106     2646   151794 SH      SHARED      01        149134              2660
D INTERNET CAP GROUP INC         COM              46059C106       19     1100 SH      SHR/OTHR    01                    100     1000
D INTERNET CAP GROUP INC         COM              46059C106     1146    65740 SH      SHARED      02         56165              9575
D INTERNET CAP GROUP INC         COM              46059C106      241    13876 SH      SHARED      04         13876
D INTERNET CAP GROUP INC         COM              46059C106      177    10200 SH      SHARED      05         10200
D INTERNET COMM CORP             CL A             46059F109       20     2000 SH      SHARED      01          2000
D INTERNET PICTURES CORP         COM              46059S101      620   114129 SH      SHARED      01        114129
D INTERNET PICTURES CORP         COM              46059S101       15     2910 SH      SHARED      02                            2910
D INTERNET INFRASTRUCTR HOLDS TR DEPOSTRY RCPT    46059V104       11      200 SH      SHR/OTHR    01                             200
D INTERNET HOLDRS TR             DEPOSIT RCPT     46059W102        9      100 SH      SHARED      01                             100
D INTERPHASE CORP                COM              460593106       89     5400 SH      SHARED      01          5400
D INTERNET SEC SYS INC           COM              46060X107      374     4983 SH      SHARED                  4983
D INTERNET SEC SYS INC           COM              46060X107     2201    29300 SH      SHARED      01         29300
D INTERNET SEC SYS INC           COM              46060X107       19      265 SH      SHARED      02           265
D INTERNET SEC SYS INC           COM              46060X107      178     2382 SH      SHARED      04          2382
D INTERPOOL INC                  COM              46062R108      256    22450 SH      SHARED      01         22450
D INTERPORE INTL                 COM              46062W107       64     8600 SH      SHARED      01          8600
D INTERPORE INTL                 COM              46062W107        3      500 SH      SHARED      02                             500
D INTERSIL HLDG CORP             CL A             46069S109      951    19080 SH      SHARED      01         19080
D INTERSIL HLDG CORP             CL A             46069S109      301     6050 SH      SHARED      02          1100              4950
D INTERSIL HLDG CORP             CL A             46069S109       81     1626 SH      SHARED      04          1626
D INTERSIL HLDG CORP             CL A             46069S109      104     2100 SH      SHARED      05          2100
D INTERPUBLIC GROUP COS INC      SB NT CV  1.8%04 460690AF7        7     8000 PRN     SHARED      04          8000
D INTERPUBLIC GROUP COS INC      COM              460690100      708    20800 SH      SHARED                 20800
D INTERPUBLIC GROUP COS INC      COM              460690100    76999  2260561 SH      SHARED      01       2229066             31495
D INTERPUBLIC GROUP COS INC      COM              460690100      136     4000 SH      SHR/OTHR    01                   4000
D INTERPUBLIC GROUP COS INC      COM              460690100      180     5300 SH      SHARED      02                            5300
D INTERPUBLIC GROUP COS INC      COM              460690100     5493   161276 SH      SHARED      04        161276
D INTERPUBLIC GROUP COS INC      COM              460690100      214     6300 SH      SHARED      05          6300
D INTERPUBLIC GROUP COS INC      COM              460690100    24538   720400 SH      SHARED      06        720400
D INTERSTATE BAKERIES CORP DEL   COM              46072H108      795    54400 SH      SHARED                 54400
D INTERSTATE BAKERIES CORP DEL   COM              46072H108     1520   103970 SH      SHARED      01        103970
D INTERSTATE BAKERIES CORP DEL   COM              46072H108      359    24600 SH      SHARED      04         24600
D INTERSTATE BAKERIES CORP DEL   COM              46072H108      127     8700 SH      SHARED      05          8700
D INTERSTATE HOTELS CORP         COM              46088R108        8     3819 SH      SHARED      01          3738                81
D INTERSTATE HOTELS CORP         COM              46088R108        0       17 SH      SHR/OTHR    01                              17
D INTERSTATE HOTELS CORP         COM              46088R108        1      898 SH      SHARED      02           898
D INTERSTATE HOTELS CORP         COM              46088R108        0       83 SH      SHARED      05            83
D INTERSTATE GEN L P             UN LTD PRT NEW   460885205       22     2200 SH      SHARED      01          2200
D INTERSTATE GEN L P             UN LTD PRT NEW   460885205       10     1000 SH      SHARED      02          1000
D INTRAWEST CORPORATION          COM NEW          460915200       11      700 SH      SHARED                   700
D INTERTAPE POLYMER GROUP INC    COM              460919103        8      600 SH      SHARED      01           600
D INTRANET SOLUTIONS INC         COM NEW          460939309    16715   334300 SH      SHARED      01        334300
D INTERNET COM CORP              COM              460967102      482    15600 SH      SHARED      01         15600
D INTERNET COM CORP              COM              460967102       15      500 SH      SHARED      05           500
D INTERSTATE NATL DEALER SVCS    COM              46102P104       42     7200 SH      SHARED      01          7200
D INTERTAN INC                   COM              461120107      710    49237 SH      SHARED      01         49237
D INTERTRUST TECHNOLOGIES CORP   COM              46113Q109     1343   111418 SH      SHARED      01        111418
D INTERTRUST TECHNOLOGIES CORP   COM              46113Q109       16     1400 SH      SHARED      02                            1400
D INTERWORLD CORP                COM              46114Q108      241    63266 SH      SHARED      01         63266
D INTERWORLD CORP                COM              46114Q108        3     1000 SH      SHARED      02                            1000
D INTERWORLD CORP                COM              46114Q108        2      700 SH      SHARED      05           700
D INTERWOVEN INC                 COM              46114T102    15958   141150 SH      SHARED      01        140850               300
D INTERVOICE-BRITE INC           COM              461142101      900    85792 SH      SHARED      01         85792
D INTERVOICE-BRITE INC           COM              461142101        2      200 SH      SHARED      02           200
D INTIMATE BRANDS INC            CL A             461156101     1083    58000 SH      SHARED                 58000
D INTIMATE BRANDS INC            CL A             461156101     2503   133950 SH      SHARED      01        132480              1470
D INTIMATE BRANDS INC            CL A             461156101       17      924 SH      SHARED      02                             924
D INTIMATE BRANDS INC            CL A             461156101      125     6740 SH      SHARED      04          6740
D INTIMATE BRANDS INC            CL A             461156101      160     8600 SH      SHARED      05          8600
D INTRABIOTICS PHARMACEUTICALS   COM              46116T100      147     9100 SH      SHARED      01          9100
D INTRABIOTICS PHARMACEUTICALS   COM              46116T100     1165    71700 SH      SHARED      02         70400              1300
D INTRABIOTICS PHARMACEUTICALS   COM              46116T100        1      100 SH      SHARED      04           100
D INTRAWARE INC                  COM              46118M103       93    12500 SH      SHARED                 12500
D INTRAWARE INC                  COM              46118M103      447    59850 SH      SHARED      01         59008               842
D INTRAWARE INC                  COM              46118M103        6      900 SH      SHARED      05           900
D INTUIT                         COM              461202103      243     4267 SH      SHARED                  4267
D INTUIT                         COM              461202103    19017   333649 SH      SHARED      01        333049               600
D INTUIT                         COM              461202103       28      500 SH      SHR/OTHR    01                    500
D INTUIT                         COM              461202103     1695    29744 SH      SHARED      02          5125             24619
D INTUIT                         COM              461202103    15246   267475 SH      SHARED      04        267475
D INTUIT                         COM              461202103     1829    32100 SH      SHARED      05         32100
D INVACARE CORP                  COM              461203101     2139    66587 SH      SHARED      01         66587
D INTRUSION COM INC              COM              46121E106      351    29600 SH      SHARED      01         29600
D INVERNESS MED TECHNOLOGY INC   COM              461268104      115     6000 SH      SHARED                  6000
D INVESCO GLOBAL HEALTH SCIENCES COM              46128N109       61     3000 SH      SHARED      04          3000
D INVESTMENT TECHNOLOGY GRP NEW  COM              46145F105       15      400 SH      SHARED                   400
D INVESTMENT TECHNOLOGY GRP NEW  COM              46145F105     2341    58639 SH      SHARED      01         58639
D INVESTMENT TECHNOLOGY GRP NEW  COM              46145F105        7      200 SH      SHARED      02           200
D INVESTMENT TECHNOLOGY GRP NEW  COM              46145F105      483    12100 SH      SHARED      04         12100
D INVESTMENT TECHNOLOGY GRP NEW  COM              46145F105      163     4100 SH      SHARED      05          4100
D INVESTORS REAL ESTATE TR       SH BEN INT       461730103       19     2500 SH      SHARED      01          2500
D INVESTORS TITLE CO             COM              461804106        2      200 SH      SHARED      01           200
D INVITROGEN CORP                SUB NT CV 144A07 46185RAA8    15422 15300000 PRN     SHARED              15300000
D INVITROGEN CORP                COM              46185R100    11805   165979 SH      SHARED      01        165979
D INVITROGEN CORP                COM              46185R100       28      400 SH      SHARED      04           400
D INVITROGEN CORP                COM              46185R100      133     1875 SH      SHARED      05          1875
D INVESTORS FINL SERVICES CORP   COM              461915100      366     5801 SH      SHARED                  5801
D INVESTORS FINL SERVICES CORP   COM              461915100     3563    56444 SH      SHARED      01         56444
D INVESTORS FINL SERVICES CORP   COM              461915100      101     1600 SH      SHARED      02                            1600
D IOMEGA CORP                    COM              462030107     2512   502597 SH      SHARED      01        502597
D ION NETWORKS INC               COM              46205P100        9     4000 SH      SHARED      01          4000
D IONICS INC                     COM              462218108      108     5100 SH      SHARED                  5100
D IONICS INC                     COM              462218108      741    34800 SH      SHARED      01         34800
D IPALCO ENTERPRISES INC         COM              462613100      935    40892 SH      SHARED                 40892
D IPALCO ENTERPRISES INC         COM              462613100     2807   122722 SH      SHARED      01        122722
D IPALCO ENTERPRISES INC         COM              462613100      116     5100 SH      SHARED      02           900              4200
D IPALCO ENTERPRISES INC         COM              462613100      879    38445 SH      SHARED      04         38445
D IPALCO ENTERPRISES INC         COM              462613100      260    11400 SH      SHARED      05         11400
D IPSWICH BANCSHARES INC         COM              462633108       71     7900 SH      SHARED      01          7900
D IRELAND BK                     SPONSORED ADR    46267Q103       18      600 SH      SHARED                   600
D IRISH INVT FD INC              COM              462710104     2818   184800 SH      SHARED      04        184800
D IRON MTN INC PA                COM              462846106      295     7980 SH      SHARED      01          7980
D IRON MTN INC PA                COM              462846106      110     2974 SH      SHARED      04          2974
D IROQUOIS BANCORP INC           COM              463347104        6      200 SH      SHARED      01           200
D IRVINE SENSORS CORP            COM              463664102       52    17500 SH      SHARED      01         17500
D IRWIN FINL CORP                COM              464119106      225    13800 SH      SHARED      01         13800
D ISHARES INC                    MSCI JAPAN       464286848      779    58800 SH      SHARED                 58800
D ISHARES INC                    MSCI JAPAN       464286848       82     6250 SH      SHARED      01                            6250
D ISHARES TR                     S&P500/BAR GRW   464287309       24      293 SH      SHARED      02                             293
D ISHARES TR                     S&P500/BAR VAL   464287408       53      855 SH      SHARED      02                             855
D ISHARES TR                     RUSL 2000 VALU   464287630       15      140 SH      SHARED      02                             140
D ISHARES TR                     RUSL 2000 GROW   464287648       16      210 SH      SHARED      02                             210
D ISHARES TR                     S&P EURO PLUS    464287861        8      110 SH      SHARED      02                             110
D ISIS PHARMACEUTICALS INC       COM              464330109     1169   101718 SH      SHARED      01        101718
D ISIS PHARMACEUTICALS INC       COM              464330109       12     1050 SH      SHARED      02          1050
D ISLE OF CAPRI CASINOS INC      COM              464592104       80     5200 SH      SHARED                  5200
D ISLE OF CAPRI CASINOS INC      COM              464592104     2900   187103 SH      SHARED      01        187103
D ISLE OF CAPRI CASINOS INC      COM              464592104       40     2600 SH      SHARED      04          2600
D ISOLYSER INC                   COM              464888106        0      295 SH      SHARED      02                             295
D IT GROUP INC                   COM              465266104        2      540 SH      SHARED      01           540
D IT GROUP INC                   PFD CV 1/100SH   465266302     1882   111120 SH      SHARED                111120
D ITALY FD INC                   COM              465395101     7823   451890 SH      SHARED      04        451890
D I3 MOBILE INC                  COM              465713105       53     7900 SH      SHARED      01          7900
D I3 MOBILE INC                  COM              465713105      489    72575 SH      SHARED      02         66625              5950
D ITRON INC                      COM              465741106       67    10959 SH      SHARED      01         10959
D ITURF INC                      CL A             46575Q100        7     5900 SH      SHARED      01          5900
D ITURF INC                      CL A             46575Q100       39    31450 SH      SHARED      02         31450
D I2 TECHNOLOGIES INC            SUBNTCV 144A  06 465754AD1     2511   976000 PRN     SHARED                976000
D I2 TECHNOLOGIES INC            SUB NT CV5.25%06 465754AF6    22385  8700000 PRN     SHARED      04       8700000
D I2 TECHNOLOGIES INC            COM              465754109     2020    10800 SH      SHARED                 10800
D I2 TECHNOLOGIES INC            COM              465754109    24865   132925 SH      SHARED      01        132925
D I2 TECHNOLOGIES INC            COM              465754109      102      550 SH      SHR/OTHR    01                             550
D I2 TECHNOLOGIES INC            COM              465754109     5119    27367 SH      SHARED      02         14945             12422
D I2 TECHNOLOGIES INC            COM              465754109     6646    35532 SH      SHARED      04         35532
D I2 TECHNOLOGIES INC            COM              465754109      823     4400 SH      SHARED      05          4400
D IVAX CORP                      SR SB CV 144A 07 465823AB8      341   237000 PRN     SHARED                237000
D IVAX CORP                      COM              465823102     9017   196025 SH      SHARED      01        196025
D IVAX CORP                      COM              465823102       62     1362 SH      SHARED      02          1262               100
D IVAX CORP                      COM              465823102    11293   245500 SH      SHARED      04        245500
D IVAX CORP                      COM              465823102     1361    29600 SH      SHARED      05         29600
D IVEX PACKAGING CORP DEL        COM              465855104      427    43590 SH      SHARED      01         43590
D IVEX PACKAGING CORP DEL        COM              465855104      171    17500 SH      SHARED      02         16500              1000
D IVILLAGE INC                   COM              46588H105      257    66550 SH      SHARED      01         66550
D IVILLAGE INC                   COM              46588H105        8     2100 SH      SHARED      02          2100
D JDN RLTY CORP                  COM              465917102      635    56200 SH      SHARED      01         56200
D JDN RLTY CORP                  COM              465917102      484    42819 SH      SHARED      02         22350             20469
D IXOS SOFTWARE AG               SP ADR BEARER    46600V108       10      750 SH      SHARED      02           750
D IXYS CORP                      COM              46600W106      411    15758 SH      SHARED                 15758
D IXYS CORP                      COM              46600W106      885    33900 SH      SHARED      01         33900
D IXYS CORP                      COM              46600W106      547    20946 SH      SHARED      02         20946
D J & J SNACK FOODS CORP         COM              466032109        6      500 SH      SHARED      01           500
D JB OXFORD HLDGS INC            COM              466107109       69    19300 SH      SHARED      01         19300
D JB OXFORD HLDGS INC            COM              466107109        1      300 SH      SHARED      02           300
D JDS UNIPHASE CORP              COM              46612J101       28      300 SH      SHR/OTHR    02                             300
D JDS UNIPHASE CORP              COM              46612J101    77662   820200 SH      SHARED                820200
D JDS UNIPHASE CORP              COM              46612J101   718443  7587559 SH      SHARED      01       7290330            297229
D JDS UNIPHASE CORP              COM              46612J101    10156   107269 SH      SHR/OTHR    01                  57388    49881
D JDS UNIPHASE CORP              COM              46612J101    10800   114069 SH      SHARED      02         51525             62544
D JDS UNIPHASE CORP              COM              46612J101    60329   637148 SH      SHARED      04        637148
D JDS UNIPHASE CORP              COM              46612J101     1941    20500 SH      SHARED      05         20500
D JDA SOFTWARE GROUP INC         COM              46612K108      599    47000 SH      SHARED                 47000
D JDA SOFTWARE GROUP INC         COM              46612K108      745    58482 SH      SHARED      01         58482
D J JILL GROUP INC               COM              466189107       67     5250 SH      SHARED      01          5250
D JLK DIRECT DISTRIBUTION INC    CL A             46621C105       11     1350 SH      SHARED      02                            1350
D JLG INDS INC                   COM              466210101     1188    97550 SH      SHARED      01         97550
D JMAR TECHNOLOGIES INC          COM              466212107       97    11700 SH      SHARED      01         11700
D JNI CORP                       COM              46622G105     1726    19400 SH      SHARED      01         19400
D JNI CORP                       COM              46622G105       44      500 SH      SHARED      02           500
D JP REALTY INC                  COM              46624A106      303    16800 SH      SHARED      01         16800
D JPS INDUSTRIES INC             COM              46624E405        0      100 SH      SHARED      02           100
D JPS INDUSTRIES INC             COM              46624E405      110    22057 SH      SHARED      04         22057
D J2 COMMUNICATIONS              COM NEW          466254208       43     4500 SH      SHARED      01          4500
D JABIL CIRCUIT INC              COM              466313103     6532   115117 SH      SHARED                115117
D JABIL CIRCUIT INC              COM              466313103    10941   192800 SH      SHARED      01        191000              1800
D JABIL CIRCUIT INC              COM              466313103      220     3890 SH      SHARED      02          6100              9990
D JABIL CIRCUIT INC              COM              466313103     8973   158116 SH      SHARED      04        158116
D JABIL CIRCUIT INC              COM              466313103     2644    46600 SH      SHARED      05         46600
D JACK IN THE BOX INC            COM              466367109       92     4300 SH      SHARED                  4300
D JACK IN THE BOX INC            COM              466367109     1478    68948 SH      SHARED      01         68948
D JACK IN THE BOX INC            COM              466367109       60     2800 SH      SHARED      04          2800
D JACO ELECTRS INC               COM              469783104        0        1 SH      SHARED      01             1
D JACOBS ENGR GROUP INC DEL      COM              469814107     2074    51449 SH      SHARED      01         51449
D JACOBS ENGR GROUP INC DEL      COM              469814107      362     9000 SH      SHARED      04          9000
D JACOBS ENGR GROUP INC DEL      COM              469814107      116     2900 SH      SHARED      05          2900
D JACOR COMMUNUNICATIONS INC     WT EXP  091801   469858138    13945  1743200 SH      SHARED               1743200
D JACOR COMMUNUNICATIONS INC     WT EXP  091801   469858138        6      750 SH      SHARED      01           750
D JAKKS PAC INC                  COM              47012E106       71     7600 SH      SHARED                  7600
D JAKKS PAC INC                  COM              47012E106      725    77175 SH      SHARED      01         77175
D JAMESON INNS INC               COM              470457102       12     1700 SH      SHARED      02                            1700
D JAMESON INNS INC               COM              470457102      242    31800 SH      SHARED      04         31800
D JARDINE FLEMING CHINA REGION   COM              471110106        5      700 SH      SHARED      04           700
D JAZZTEL P L C                  SPONSORED ADR    47214R152       29     1310 SH      SHARED      01          1310
D JEFFERIES GROUP INC NEW        COM              472319102      911    33900 SH      SHARED      01         33900
D JEFFERSON PILOT CORP           COM              475070108      176     2600 SH      SHARED                  2600
D JEFFERSON PILOT CORP           COM              475070108    51007   751497 SH      SHARED      01        751197               300
D JEFFERSON PILOT CORP           COM              475070108      183     2700 SH      SHR/OTHR    01                   1800      900
D JEFFERSON PILOT CORP           COM              475070108      909    13404 SH      SHARED      02         10067              3337
D JEFFERSON PILOT CORP           COM              475070108     3361    49525 SH      SHARED      04         49525
D JEFFERSON PILOT CORP           COM              475070108      855    12600 SH      SHARED      05         12600
D JILIN CHEM INDL LTD            SPON ADR H SHS   477418107       51     8400 SH      SHARED      04          8400
D JO-ANN STORES INC              CL A             47758P109        3      500 SH      SHARED      01           500
D JO-ANN STORES INC              CL B NON VTG     47758P208        3      500 SH      SHARED      01           500
D JOHN NUVEEN CO                 CL A             478035108       38      800 SH      SHARED                   800
D JOHN NUVEEN CO                 CL A             478035108      655    13550 SH      SHARED      01         13550
D JOHNS MANVILLE CORP NEW        COM              478129109    33278  2941870 SH      SHARED               2941870
D JOHNS MANVILLE CORP NEW        COM              478129109      341    30164 SH      SHARED      01         30164
D JOHNS MANVILLE CORP NEW        COM              478129109        0       37 SH      SHARED      02            37
D JOHNS MANVILLE CORP NEW        COM              478129109       30     2677 SH      SHARED      04          2677
D JOHNSON & JOHNSON              COM              478160104   124369  1323972 SH      SHARED               1323972
D JOHNSON & JOHNSON              COM              478160104  1289264 13724782 SH      SHARED      01      13251926      400   472456
D JOHNSON & JOHNSON              COM              478160104    93810   998655 SH      SHR/OTHR    01                 722236   276419
D JOHNSON & JOHNSON              COM              478160104     9825   104595 SH      SHARED      02         15461             89134
D JOHNSON & JOHNSON              COM              478160104    84670   901353 SH      SHARED      04        901353
D JOHNSON & JOHNSON              COM              478160104      216     2300 SH      SHARED      05          2300
D JOHNSON & JOHNSON              COM              478160104    45953   489200 SH      SHARED      06        489200
D JOHNSON CTLS INC               COM              478366107     2196    41300 SH      SHARED                 41300
D JOHNSON CTLS INC               COM              478366107    34191   642856 SH      SHARED      01        642856
D JOHNSON CTLS INC               COM              478366107       21      400 SH      SHARED      02                             400
D JOHNSON CTLS INC               COM              478366107     2219    41738 SH      SHARED      04         41738
D JOHNSON CTLS INC               COM              478366107      829    15600 SH      SHARED      05         15600
D JONES APPAREL GROUP INC        COM              480074103       42     1588 SH      SHARED                  1588
D JONES APPAREL GROUP INC        COM              480074103     5162   194807 SH      SHARED      01        194807
D JONES APPAREL GROUP INC        COM              480074103       53     2000 SH      SHR/OTHR    01                            2000
D JONES APPAREL GROUP INC        COM              480074103     1288    48629 SH      SHARED      04         48629
D JONES APPAREL GROUP INC        COM              480074103      392    14800 SH      SHARED      05         14800
D JONES LANG LASALLE INC         COM              48020Q107      580    44682 SH      SHARED      01         44682
D JOURNAL REGISTER CO            COM              481138105      994    59803 SH      SHARED      01         59803
D JUNIPER NETWORKS INC           SB NT CV 4.75%07 48203RAA2     4095  2700000 PRN     SHARED               2700000
D JUNIPER NETWORKS INC           SB NT CV 4.75%07 48203RAA2     9708  6400000 PRN     SHARED      01       6400000
D JUNIPER NETWORKS INC           SB NT CV 4.75%07 48203RAA2     3034  2000000 PRN     SHARED      04       2000000
D JUNIPER NETWORKS INC           COM              48203R104    10016    45750 SH      SHARED                 45750
D JUNIPER NETWORKS INC           COM              48203R104    64131   292924 SH      SHARED      01        273868             19056
D JUNIPER NETWORKS INC           COM              48203R104      369     1687 SH      SHR/OTHR    01                    600     1087
D JUNIPER NETWORKS INC           COM              48203R104     3589    16395 SH      SHARED      02         10950              5445
D JUNIPER NETWORKS INC           COM              48203R104     9338    42652 SH      SHARED      04         42652
D JUNO LTG INC                   COM NEW          482047206       10     2000 SH      SHARED      04          2000
D JUNO ONLINE SVCS INC           COM              482048105      218    54500 SH      SHARED      01         54500
D JWGENESIS FINL CORP            COM              482227105        0       64 SH      SHARED      01                              64
D KCS ENERGY INC                 COM              482434206       12     5600 SH      SHARED      01          5600
D KLA-TENCOR CORP                COM              482480100     3180    77209 SH      SHARED                 77209
D KLA-TENCOR CORP                COM              482480100    55552  1348777 SH      SHARED      01       1348777
D KLA-TENCOR CORP                COM              482480100       81     1970 SH      SHARED      02          1460               510
D KLA-TENCOR CORP                COM              482480100     5394   130985 SH      SHARED      04        130985
D KLA-TENCOR CORP                COM              482480100     1585    38500 SH      SHARED      05         38500
D KLM ROYAL DUTCH AIRLS          COM NY REG NEW   482516309      134     7200 SH      SHARED                  7200
D K MART CORP                    COM              482584109     1855   309300 SH      SHARED                309300
D K MART CORP                    COM              482584109    20286  3381115 SH      SHARED      01       3370515             10600
D K MART CORP                    COM              482584109       31     5300 SH      SHARED      02           700              4600
D K MART CORP                    COM              482584109     1404   234050 SH      SHARED      04        234050
D K MART CORP                    COM              482584109       60    10000 SH      SHARED      05         10000
D K-SWISS INC                    CL A             482686102        0       20 SH      SHARED      02            20
D K TEL INTL INC                 COM NEW          482724200        3     5000 SH      SHARED      01          5000
D K TRON INTL INC                COM              482730108        3      198 SH      SHARED      01           198
D K2 INC                         COM              482732104       14     1600 SH      SHARED      01          1600
D K V PHARMACEUTICAL CO          CL B CONV        482740107       62     1800 SH      SHARED                  1800
D K V PHARMACEUTICAL CO          CL B CONV        482740107     1043    30250 SH      SHARED      01         30250
D KAISER ALUMINUM CORP           COM              483007100       44     7400 SH      SHARED                  7400
D KAISER ALUMINUM CORP           COM              483007100      306    50600 SH      SHARED      01         50600
D KAISER VENTURES INC            COM              483100103       20     1800 SH      SHARED      01          1800
D KAISER VENTURES INC            COM              483100103      123    10700 SH      SHARED      02                           10700
D KAMAN CORP                     CL A             483548103      538    42661 SH      SHARED      01         42661
D KANA COMMUNICATIONS            COM              483600102    11418   513200 SH      SHARED                513200
D KANA COMMUNICATIONS            COM              483600102     1702    76518 SH      SHARED      01         76518
D KANA COMMUNICATIONS            COM              483600102       37     1700 SH      SHARED      02          1700
D KANA COMMUNICATIONS            COM              483600102      272    12246 SH      SHARED      04         12246
D KANA COMMUNICATIONS            COM              483600102      104     4700 SH      SHARED      05          4700
D KANEB PIPE LINE PARTNERS L P   SR PREF UNIT     484169107       11      400 SH      SHARED      01           400
D KANEB SERVICES INC             COM              484170105       12     2800 SH      SHARED      02           933              1867
D KANSAS CITY LIFE INS CO        COM              484836101       62     1900 SH      SHARED                  1900
D KANSAS CITY LIFE INS CO        COM              484836101      346    10500 SH      SHARED      01         10500
D KANSAS CITY PWR & LT CO        COM              485134100     1443    54100 SH      SHARED                 54100
D KANSAS CITY PWR & LT CO        COM              485134100    16230   608194 SH      SHARED      01        608194
D KANSAS CITY PWR & LT CO        COM              485134100       24      900 SH      SHARED      02                             900
D KANSAS CITY PWR & LT CO        COM              485134100      563    21100 SH      SHARED      04         21100
D KANSAS CITY PWR & LT CO        COM              485134100      213     8000 SH      SHARED      05          8000
D KANSAS CITY SOUTHN INDS INC    COM NEW          485170302        1      200 SH      SHARED                   200
D KANSAS CITY SOUTHN INDS INC    COM NEW          485170302      657    75650 SH      SHARED      01         74060              1590
D KANSAS CITY SOUTHN INDS INC    COM NEW          485170302        2      337 SH      SHARED      02            87               250
D KANSAS CITY SOUTHN INDS INC    COM NEW          485170302       40     4659 SH      SHARED      04          4659
D KATY INDS INC                  COM              486026107       22     3200 SH      SHARED      02           800              2400
D KAUFMAN & BROAD HOME CORP      COM              486168107      218     8100 SH      SHARED                  8100
D KAUFMAN & BROAD HOME CORP      COM              486168107    10536   391142 SH      SHARED      01        390942               200
D KAUFMAN & BROAD HOME CORP      COM              486168107      552    20500 SH      SHARED      04         20500
D KAUFMAN & BROAD HOME CORP      COM              486168107      802    29800 SH      SHARED      05         29800
D KAYDON CORP                    COM              486587108      108     4700 SH      SHARED                  4700
D KAYDON CORP                    COM              486587108     1648    71686 SH      SHARED      01         71686
D KAYDON CORP                    COM              486587108      234    10200 SH      SHARED      04         10200
D KAYDON CORP                    COM              486587108       92     4000 SH      SHARED      05          4000
D KEANE INC                      COM              486665102     1736    99781 SH      SHARED      01         99681               100
D KEANE INC                      COM              486665102      493    28359 SH      SHARED      04         28359
D KEANE INC                      COM              486665102      161     9300 SH      SHARED      05          9300
D KEEBLER FOODS CO               COM              487256109     1995    47500 SH      SHARED                 47500
D KEEBLER FOODS CO               COM              487256109      747    17800 SH      SHARED      01         17800
D KEEBLER FOODS CO               COM              487256109       42     1000 SH      SHR/OTHR    01                            1000
D KEEBLER FOODS CO               COM              487256109     4745   112986 SH      SHARED      04        112986
D KEITHLEY INSTRS INC            COM              487584104     1596    22800 SH      SHARED      01         22800
D KEITHLEY INSTRS INC            COM              487584104       70     1000 SH      SHARED      02          1000
D KELLOGG CO                     COM              487836108      791    32726 SH      SHARED                 32726
D KELLOGG CO                     COM              487836108    65243  2697445 SH      SHARED      01       2697445
D KELLOGG CO                     COM              487836108      207     8596 SH      SHR/OTHR    01                    800     7796
D KELLOGG CO                     COM              487836108       78     3250 SH      SHARED      02                            3250
D KELLOGG CO                     COM              487836108     5022   207640 SH      SHARED      04        207640
D KELLOGG CO                     COM              487836108      237     9800 SH      SHARED      05          9800
D KELLSTROM INDS INC             COM              488035106       25     5000 SH      SHARED      01          5000
D KELLSTROM INDS INC             COM              488035106      150    29000 SH      SHARED      02          4000             25000
D KELLWOOD CO                    COM              488044108      879    48182 SH      SHARED      01         48182
D KELLY SVCS INC                 CL A             488152208     1158    49019 SH      SHARED      01         49019
D KELLY SVCS INC                 CL A             488152208      288    12200 SH      SHARED      04         12200
D KELLY SVCS INC                 CL A             488152208      111     4700 SH      SHARED      05          4700
D KELLY SVCS INC                 CL B             488152307        2      100 SH      SHARED      01           100
D KEMET CORP                     COM              488360108     1299    47038 SH      SHARED                 47038
D KEMET CORP                     COM              488360108     3016   109200 SH      SHARED      01        109200
D KEMET CORP                     COM              488360108       10      380 SH      SHARED      02           380
D KEMET CORP                     COM              488360108      437    15837 SH      SHARED      04         15837
D KEMET CORP                     COM              488360108      218     7900 SH      SHARED      05          7900
D KEMPER HIGH INCOME TR          SH BEN INT       48841G106       90    10872 SH      SHARED                 10872
D KEMPER STRATEGIC MUN INCOME TR COM SH BEN INT   488427105       82     7500 SH      SHR/OTHR    01                   7500
D KENDLE INTERNATIONAL INC       COM              48880L107      333    40000 SH      SHARED      02                           40000
D KENNAMETAL INC                 COM              489170100       46     1800 SH      SHARED                  1800
D KENNAMETAL INC                 COM              489170100     1909    74163 SH      SHARED      01         74163
D KENNAMETAL INC                 COM              489170100       12      500 SH      SHARED      02                             500
D KENNAMETAL INC                 COM              489170100      267    10400 SH      SHARED      04         10400
D KENNAMETAL INC                 COM              489170100       79     3100 SH      SHARED      05          3100
D KENNEDY-WILSON INC             COM NEW          489399204       51     9450 SH      SHARED      01          9450
D KENSEY NASH CORP               COM              490057106        1      100 SH      SHARED      01           100
D KENT ELECTRS CORP              COM              490553104     1291    54100 SH      SHARED                 54100
D KENT ELECTRS CORP              COM              490553104     1449    60700 SH      SHARED      01         60700
D KENT ELECTRS CORP              COM              490553104      128     5400 SH      SHARED      05          5400
D KERAVISION INC                 COM              492061106        0      100 SH      SHARED      02                             100
D KERR MCGEE CORP                SB DB CV 5.25%10 492386AP2     9231  7890000 PRN     SHARED      01       7890000
D KERR MCGEE CORP                SB DB CV 5.25%10 492386AP2      368   315000 PRN     SHARED      04        315000
D KERR MCGEE CORP                COM              492386107     1450    21900 SH      SHARED                 21900
D KERR MCGEE CORP                COM              492386107    46515   702119 SH      SHARED      01        701171               948
D KERR MCGEE CORP                COM              492386107      381     5762 SH      SHR/OTHR    01                   2500     3262
D KERR MCGEE CORP                COM              492386107     5155    77817 SH      SHARED      02         19525             58292
D KERR MCGEE CORP                COM              492386107     4156    62732 SH      SHARED      04         62732
D KERR MCGEE CORP                COM              492386107      841    12700 SH      SHARED      05         12700
D KEY ENERGY SVCS INC            COM              492914106     1679   171200 SH      SHARED      01        171200
D KEY ENERGY SVCS INC            COM              492914106       29     3000 SH      SHARED      02          3000
D KEY PRODTN INC                 COM              493138101      365    16546 SH      SHARED      01         16546
D KEY3MEDIA GROUP INC            COM              49326R104      289    26451 SH      SHARED                 26451
D KEY3MEDIA GROUP INC            COM              49326R104      558    51050 SH      SHARED      01         43719              7331
D KEY3MEDIA GROUP INC            COM              49326R104       54     5000 SH      SHARED      02          5000
D KEYCORP NEW                    COM              493267108     1421    56150 SH      SHARED                 56150
D KEYCORP NEW                    COM              493267108    87492  3456576 SH      SHARED      01       3411600             44976
D KEYCORP NEW                    COM              493267108      549    21710 SH      SHR/OTHR    01                  10900    10810
D KEYCORP NEW                    COM              493267108       58     2300 SH      SHARED      02          1600               700
D KEYCORP NEW                    COM              493267108     6433   254186 SH      SHARED      04        254186
D KEYCORP NEW                    COM              493267108      394    15600 SH      SHARED      05         15600
D KEYNOTE SYS INC                COM              493308100      987    36900 SH      SHARED      01         36900
D KEYSPAN CORP                   COM              49337W100      276     6900 SH      SHARED                  6900
D KEYSPAN CORP                   COM              49337W100    38539   960490 SH      SHARED      01        951640              8850
D KEYSPAN CORP                   COM              49337W100      138     3440 SH      SHR/OTHR    01                   3000      440
D KEYSPAN CORP                   COM              49337W100      499    12459 SH      SHARED      02          4245              8214
D KEYSPAN CORP                   COM              49337W100     2584    64403 SH      SHARED      04         64403
D KEYSPAN CORP                   COM              49337W100      682    17000 SH      SHARED      05         17000
D KEYSTONE FINANCIAL INC         COM              493482103      754    34670 SH      SHARED                 34670
D KEYSTONE FINANCIAL INC         COM              493482103     2739   125947 SH      SHARED      01        125947
D KEYSTONE FINANCIAL INC         COM              493482103    13031   599148 SH      SHARED      04        599148
D KEYSTONE PPTY TR CORP          COM              493596100        7      600 SH      SHARED      01           600
D KFORCE COM INC                 COM              493732101      288    82381 SH      SHARED      01         82381
D KILROY RLTY CORP               COM              49427F108       77     2900 SH      SHARED                  2900
D KILROY RLTY CORP               COM              49427F108    11744   440100 SH      SHARED      01        440100
D KIMBALL INTL INC               CL B             494274103     1025    57350 SH      SHARED      01         46652             10698
D KIMBERLY CLARK CORP            COM              494368103    62539  1120542 SH      SHARED               1120542
D KIMBERLY CLARK CORP            COM              494368103   248097  4445232 SH      SHARED      01       4434995             10237
D KIMBERLY CLARK CORP            COM              494368103     9242   165601 SH      SHR/OTHR    01                  77855    87746
D KIMBERLY CLARK CORP            COM              494368103      705    12642 SH      SHARED      02          2000             10642
D KIMBERLY CLARK CORP            COM              494368103    18250   327008 SH      SHARED      04        327008
D KIMCO REALTY CORP              COM              49446R109     1094    25900 SH      SHARED                 25900
D KIMCO REALTY CORP              COM              49446R109     5812   137579 SH      SHARED      01        124554             13025
D KIMCO REALTY CORP              COM              49446R109      961    22748 SH      SHR/OTHR    01                   7298    15450
D KIMCO REALTY CORP              COM              49446R109      476    11278 SH      SHARED      02          8878              2400
D KIMCO REALTY CORP              COM              49446R109      163     3866 SH      SHARED      04          3866
D KINDER MORGAN INC KANS         COM              49455P101     1273    31100 SH      SHARED                 31100
D KINDER MORGAN INC KANS         COM              49455P101     5942   145172 SH      SHARED      01        145172
D KINDER MORGAN INC KANS         COM              49455P101     1986    48518 SH      SHARED      04         48518
D KINDER MORGAN INC KANS         COM              49455P101     1011    24700 SH      SHARED      05         24700
D KINDER MORGAN ENERGY PARTNERS  UT LTD PARTNER   494550106      928    19599 SH      SHARED      01         19599
D KINDER MORGAN ENERGY PARTNERS  UT LTD PARTNER   494550106      921    19460 SH      SHR/OTHR    01                  19460
D KINDER MORGAN ENERGY PARTNERS  UT LTD PARTNER   494550106      158     3339 SH      SHARED      02          3339
D KING PHARMACEUTICALS INC       COM              495582108     1578    47206 SH      SHARED                 47206
D KING PHARMACEUTICALS INC       COM              495582108     9401   281181 SH      SHARED      01        280381               800
D KING PHARMACEUTICALS INC       COM              495582108     2039    61009 SH      SHARED      04         61009
D KING PHARMACEUTICALS INC       COM              495582108      213     6375 SH      SHARED      05          6375
D KIRBY CORP                     COM              497266106      353    18000 SH      SHARED                 18000
D KIRBY CORP                     COM              497266106      934    47621 SH      SHARED      01         47621
D KLAMATH FIRST BANCORP INC      COM              49842P103       40     3200 SH      SHARED      04          3200
D KMART FING I                   PFD TRCV 7.75%   498778208    37849  1216036 SH      SHARED               1216036
D KMART FING I                   PFD TRCV 7.75%   498778208      871    28000 SH      SHARED      01         28000
D KMART FING I                   PFD TRCV 7.75%   498778208       24      800 SH      SHARED      02           300               500
D KMART FING I                   PFD TRCV 7.75%   498778208       46     1500 SH      SHARED      04          1500
D KNIGHT RIDDER INC              COM              499040103     2733    53800 SH      SHARED                 53800
D KNIGHT RIDDER INC              COM              499040103    33339   656134 SH      SHARED      01        626389             29745
D KNIGHT RIDDER INC              COM              499040103     2268    44642 SH      SHR/OTHR    01                   1600    43042
D KNIGHT RIDDER INC              COM              499040103       85     1680 SH      SHARED      02           580              1100
D KNIGHT RIDDER INC              COM              499040103     1877    36950 SH      SHARED      04         36950
D KNIGHT TRADING GROUP INC       COM              499063105       64     1800 SH      SHARED                  1800
D KNIGHT TRADING GROUP INC       COM              499063105     3643   101200 SH      SHARED      01        101200
D KNIGHT TRADING GROUP INC       COM              499063105      269     7485 SH      SHARED      02          1635              5850
D KNIGHT TRADING GROUP INC       COM              499063105      851    23640 SH      SHARED      04         23640
D KNIGHT TRADING GROUP INC       COM              499063105      367    10200 SH      SHARED      05         10200
D KNIGHT TRANSN INC              COM              499064103      104     6712 SH      SHARED      01          6712
D KNIGHT TRANSN INC              COM              499064103       12      825 SH      SHARED      02           825
D KOGER EQUITY INC               COM              500228101       76     4500 SH      SHARED                  4500
D KOGER EQUITY INC               COM              500228101    98130  5772372 SH      SHARED      01       5772372
D KOGER EQUITY INC               COM              500228101        9      564 SH      SHARED      02             2               562
D KOHLS CORP                     COM              500255104     6726   116600 SH      SHARED                116600
D KOHLS CORP                     COM              500255104   136065  2358688 SH      SHARED      01       2357988               700
D KOHLS CORP                     COM              500255104      461     8000 SH      SHR/OTHR    01                   8000
D KOHLS CORP                     COM              500255104       98     1700 SH      SHARED      02          1200               500
D KOHLS CORP                     COM              500255104     8559   148383 SH      SHARED      04        148383
D KOMAG INC                      COM              500453105       98    24593 SH      SHARED      01         24593
D KONINKLIJKE AHOLD N V          SPON ADR NEW     500467303      221     7844 SH      SHARED                  7844
D KONINKLIJKE AHOLD N V          SPON ADR NEW     500467303      400    14225 SH      SHARED      01         14225
D KONINKLIJKE AHOLD N V          SPON ADR NEW     500467303       56     2000 SH      SHR/OTHR    01                   2000
D KONOVER PPTY TR INC            COM              50047R100       94    21600 SH      SHARED      04         21600
D KONINKLIJKE PHILIPS ELECTRS NV SP ADR NEW2000   500472303       42      997 SH      SHARED                   997
D KONINKLIJKE PHILIPS ELECTRS NV SP ADR NEW2000   500472303     1455    34258 SH      SHARED      01         33405               853
D KONINKLIJKE PHILIPS ELECTRS NV SP ADR NEW2000   500472303     1322    31121 SH      SHR/OTHR    01                   9845    21276
D KONINKLIJKE PHILIPS ELECTRS NV SP ADR NEW2000   500472303      715    16832 SH      SHARED      02         14092              2740
D KONINKLIJKE PHILIPS ELECTRS NV SP ADR NEW2000   500472303       59     1400 SH      SHARED      04          1400
D KONINKLIJKE PHILIPS ELECTRS NV SP ADR NEW2000   500472303      981    23100 SH      SHARED      05         23100
D KOOR INDS LTD                  SPONSORED ADR    500507108       12      641 SH      SHARED      01           641
D KOPIN CORP                     COM              500600101      840    46706 SH      SHARED                 46706
D KOPIN CORP                     COM              500600101     1368    76000 SH      SHARED      01         76000
D KOPIN CORP                     COM              500600101       15      840 SH      SHARED      02           840
D KOPIN CORP                     COM              500600101       90     5055 SH      SHARED      04          5055
D KOPIN CORP                     COM              500600101       63     3500 SH      SHARED      05          3500
D KOREA TELECOM                  SPONSORED ADR    50063P103    16436   488832 SH      SHARED      01        488832
D KOREA TELECOM                  SPONSORED ADR    50063P103     3392   100900 SH      SHARED      04        100900
D KOREA ELECTRIC PWR             SPONSORED ADR    500631106     1767   135300 SH      SHARED                135300
D KOREA ELECTRIC PWR             SPONSORED ADR    500631106      822    62983 SH      SHARED      01         62983
D KOREA FD                       COM              500634100      566    47188 SH      SHARED                 47188
D KOREA FD                       COM              500634100      144    12000 SH      SHR/OTHR    01                           12000
D KOREA FD                       COM              500634100     4762   396900 SH      SHARED      04        396900
D KORN FERRY INTL                COM NEW          500643200     2225    58852 SH      SHARED      01         58852
D KOS PHARMACEUTICALS INC        COM              500648100      317    16090 SH      SHARED      01         16090
D KOS PHARMACEUTICALS INC        COM              500648100       49     2500 SH      SHARED      02          2500
D KOSS CORP                      COM              500692108        4      200 SH      SHARED      01           200
D KRISPY KREME DOUGHNUTS INC     COM              501014104     1073    12815 SH      SHARED      01         12815
D KRISPY KREME DOUGHNUTS INC     COM              501014104      268     3200 SH      SHARED      02          1750              1450
D KROGER CO                      COM              501044101    10980   486700 SH      SHARED                486700
D KROGER CO                      COM              501044101   141905  6289570 SH      SHARED      01       6272470             17100
D KROGER CO                      COM              501044101      135     6000 SH      SHR/OTHR    01                            6000
D KROGER CO                      COM              501044101     1023    45378 SH      SHARED      02          2200             43178
D KROGER CO                      COM              501044101     9232   409197 SH      SHARED      04        409197
D KROGER CO                      COM              501044101     1405    62300 SH      SHARED      06         62300
D KROLL O GARA CO                COM              501050108       16     2700 SH      SHARED      01          2700
D KRONOS INC                     COM              501052104      474    15800 SH      SHARED                 15800
D KRONOS INC                     COM              501052104      897    29921 SH      SHARED      01         29921
D KULICKE & SOFFA INDS INC       SUB NT CV 144A06 501242AC5      569   680000 PRN     SHARED                680000
D KULICKE & SOFFA INDS INC       SUB NT CV4.75%06 501242AE1     8370 10000000 PRN     SHARED              10000000
D KULICKE & SOFFA INDS INC       SUB NT CV4.75%06 501242AE1     1674  2000000 PRN     SHARED      01       2000000
D KULICKE & SOFFA INDS INC       COM              501242101     2514   188900 SH      SHARED                188900
D KULICKE & SOFFA INDS INC       COM              501242101     1439   108098 SH      SHARED      01        104498              3600
D KULICKE & SOFFA INDS INC       COM              501242101        7      600 SH      SHARED      05           600
D KUSHNER-LOCKE CO               COM NEW          501337406        8     7900 SH      SHARED      01          7900
D KYOCERA CORP                   ADR              501556203      641     4261 SH      SHARED                  4261
D LASMO PLC                      SPONSORED ADR    501730204        0        5 SH      SHARED      04             5
D LCA-VISION INC                 COM NEW          501803209        0      115 SH      SHARED      01           115
D LCC INTERNATIONAL INC          CL A             501810105      680    46948 SH      SHARED                 46948
D LCC INTERNATIONAL INC          CL A             501810105      900    62100 SH      SHARED      01         62100
D LG&E ENERGY CORP               COM              501917108    11464   469128 SH      SHARED                469128
D LG&E ENERGY CORP               COM              501917108     4719   193121 SH      SHARED      01        193121
D LG&E ENERGY CORP               COM              501917108       29     1200 SH      SHARED      02                            1200
D LG&E ENERGY CORP               COM              501917108     1429    58506 SH      SHARED      04         58506
D LG&E ENERGY CORP               COM              501917108      417    17100 SH      SHARED      05         17100
D LTV CORP NEW                   COM              501921100      246   188249 SH      SHARED      01        188249
D LTV CORP NEW                   COM              501921100        1     1436 SH      SHARED      02                            1436
D LTV CORP NEW                   COM              501921100        0       31 SH      SHARED      04            31
D LNR PPTY CORP                  COM              501940100      143     6500 SH      SHARED                  6500
D LNR PPTY CORP                  COM              501940100     8597   388586 SH      SHARED      01        388464               122
D L S B BANCSHARES N C           COM              502158108        2      195 SH      SHARED      01           195
D L S B BANCSHARES N C           COM              502158108        0       37 SH      SHARED      02            37
D LSI INDS INC                   COM              50216C108        6      315 SH      SHARED      01           315
D LSI LOGIC CORP                 SB NT CV 4.25%04 502161AD4     4932  2495000 PRN     SHARED      04       2495000
D LSI LOGIC CORP                 SUB NT CV   4%05 502161AE2     8064 10005000 PRN     SHARED              10005000
D LSI LOGIC CORP                 SUB NT CV   4%05 502161AE2     2067  2565000 PRN     SHARED      01       2105000            460000
D LSI LOGIC CORP                 SUB NT CV   4%05 502161AE2     1277  1585000 PRN     SHR/OTHR    01                 550000  1035000
D LSI LOGIC CORP                 SUB NT CV   4%05 502161AE2     3849  4776000 PRN     SHARED      04       4776000
D LSI LOGIC CORP                 COM              502161102       23      800 SH      SHR/OTHR    04                             800
D LSI LOGIC CORP                 COM              502161102     3223   110200 SH      SHARED                110200
D LSI LOGIC CORP                 COM              502161102   118639  4056035 SH      SHARED      01       3624593            431442
D LSI LOGIC CORP                 COM              502161102     2756    94233 SH      SHR/OTHR    01                  42080    52153
D LSI LOGIC CORP                 COM              502161102     1241    42450 SH      SHARED      02         30900             11550
D LSI LOGIC CORP                 COM              502161102    37458  1280634 SH      SHARED      04       1280634
D LSI LOGIC CORP                 COM              502161102      175     6000 SH      SHARED      05          6000
D LTC HEALTHCARE INC             COM              50217R104        0      100 SH      SHARED                   100
D LTC HEALTHCARE INC             COM              50217R104        0      920 SH      SHARED      01           920
D LTC PPTYS INC                  COM              502175102       49    14094 SH      SHARED      01         14094
D LTC PPTYS INC                  COM              502175102       28     8000 SH      SHR/OTHR    01                   8000
D LTX CORP                       COM              502392103     1105    58395 SH      SHARED                 58395
D LTX CORP                       COM              502392103     1903   100524 SH      SHARED      01         88613             11911
D LTX CORP                       COM              502392103       18     1000 SH      SHARED      02          1000
D L-3 COMMUNICATIONS HLDGS INC   COM              502424104     1401    24800 SH      SHARED                 24800
D L-3 COMMUNICATIONS HLDGS INC   COM              502424104     2178    38550 SH      SHARED      01         38550
D L-3 COMMUNICATIONS HLDGS INC   COM              502424104      784    13878 SH      SHARED      04         13878
D L-3 COMMUNICATIONS HLDGS INC   COM              502424104      248     4400 SH      SHARED      05          4400
D LVMH MOET HENNESSY LOU VUITTON SPONSORED ADR    502441207       51     3465 SH      SHARED      04          3465
D LA Z BOY INC                   COM              505336107      225    15500 SH      SHARED                 15500
D LA Z BOY INC                   COM              505336107     1527   104900 SH      SHARED      01        104900
D LABORATORIO CHILE SA           ADR              50540H104       14      900 SH      SHARED      01           900
D LABORATORY CORP AMER HLDGS     COM NEW          50540R409     1951    16300 SH      SHARED                 16300
D LABORATORY CORP AMER HLDGS     COM NEW          50540R409     3895    32527 SH      SHARED      01         32527
D LABORATORY CORP AMER HLDGS     COM NEW          50540R409      379     3170 SH      SHARED      02          3170
D LABORATORY CORP AMER HLDGS     COM NEW          50540R409       23      200 SH      SHARED      04           200
D LABOR READY INC                COM NEW          505401208      358    85700 SH      SHARED      01         85100               600
D LABRANCHE & CO INC             COM              505447102    15172   454608 SH      SHARED      01        454608
D LACLEDE GAS CO                 COM              505588103       71     3300 SH      SHARED                  3300
D LACLEDE GAS CO                 COM              505588103      709    32800 SH      SHARED      01         32800
D LAFARGE CORP                   COM              505862102      121     5600 SH      SHARED                  5600
D LAFARGE CORP                   COM              505862102      710    32682 SH      SHARED      01         32682
D LAFARGE CORP                   COM              505862102      208     9578 SH      SHARED      04          9578
D LAFARGE CORP                   COM              505862102     1689    77700 SH      SHARED      06         77700
D LAIDLAW INC                    COM              50730K503      144   576000 SH      SHARED      06                          576000
D LAIDLAW INC                    COM              50730K503        2    10000 SH      SHARED      01         10000
D LAKEHEAD PIPE LINE PARTNERS LP COM UNIT-CL A    511557100       69     1670 SH      SHARED      02          1670
D LAKES GAMING INC               COM              51206P109        7      912 SH      SHARED      01           912
D LAM RESEARCH CORP              SB NT CV 144A 02 512807AB4       20    20000 PRN     SHARED      04         20000
D LAM RESEARCH CORP              COM              512807108     1645    78610 SH      SHARED                 78610
D LAM RESEARCH CORP              COM              512807108     4197   200475 SH      SHARED      01        200475
D LAM RESEARCH CORP              COM              512807108       10      510 SH      SHARED      02           510
D LAM RESEARCH CORP              COM              512807108     3323   158728 SH      SHARED      04        158728
D LAM RESEARCH CORP              COM              512807108      739    35300 SH      SHARED      05         35300
D LAMAR ADVERTISING CO           NT CV    5.25%06 512815AF8     4980  5000000 PRN     SHARED               5000000
D LAMAR ADVERTISING CO           NT CV    5.25%06 512815AF8     5976  6000000 PRN     SHARED      01       6000000
D LAMAR ADVERTISING CO           NT CV    5.25%06 512815AF8     3472  3486000 PRN     SHARED      04       3486000
D LAMAR ADVERTISING CO           CL A             512815101     2886    76200 SH      SHARED      01         76200
D LAMAR ADVERTISING CO           CL A             512815101     2850    75250 SH      SHARED      02         73600              1650
D LAMAR ADVERTISING CO           CL A             512815101     2051    54164 SH      SHARED      04         54164
D LANCASTER COLONY CORP          COM              513847103     1699    69211 SH      SHARED      01         69211
D LANCASTER COLONY CORP          COM              513847103      365    14900 SH      SHARED      04         14900
D LANCASTER COLONY CORP          COM              513847103      127     5200 SH      SHARED      05          5200
D LANCE INC                      COM              514606102      489    50325 SH      SHARED      01         50325
D LANCE INC                      COM              514606102       96     9900 SH      SHARED      04          9900
D LANCE INC                      COM              514606102       36     3800 SH      SHARED      05          3800
D LANCER CORP                    COM              514614106        2      675 SH      SHARED      01           675
D LANDAIR CORP                   COM              514757103        0       80 SH      SHARED      04            80
D LANDAUER INC                   COM              51476K103      301    16000 SH      SHARED      02                           16000
D LANDEC CORP                    COM              514766104       90    16200 SH      SHARED      01         16200
D LANDAMERICA FINL GROUP INC     COM              514936103      425    14900 SH      SHARED      01         14900
D LANDRYS SEAFOOD RESTAURANTS    COM              51508L103      399    58600 SH      SHARED      01         58600
D LANDS END INC                  COM              515086106     1257    59900 SH      SHARED                 59900
D LANDS END INC                  COM              515086106     1038    49439 SH      SHARED      01         49439
D LANDS END INC                  COM              515086106        6      300 SH      SHARED      02           300
D LANDS END INC                  COM              515086106      216    10300 SH      SHARED      04         10300
D LANDSTAR SYS INC               COM              515098101      571    12800 SH      SHARED                 12800
D LANDSTAR SYS INC               COM              515098101     1265    28356 SH      SHARED      01         28356
D LANIER WORLDWIDE INC           COM              51589L105       15    15836 SH      SHARED      01         15636               200
D LANTE CORP                     COM              516540101      120    24120 SH      SHARED      01         24120
D LANTE CORP                     COM              516540101        9     1900 SH      SHARED      02          1700               200
D LARSCOM INC                    CL A             51729Y108       76     8100 SH      SHARED      01          8100
D LASERSIGHT INC                 COM              517924106       28     9100 SH      SHARED      01          9100
D LASALLE HOTEL PPTYS            COM SH BEN INT   517942108      279    18500 SH      SHARED      01         18500
D LASER MTG MGMT INC             COM              51806D100      141    47000 SH      SHARED      04         47000
D LASER VISION CTRS INC          COM              51807H100        1      400 SH      SHARED      01           400
D LASON INC                      COM              51808R107       24    12400 SH      SHARED      01         12400
D LATIN AMER EQUITY FD           COM              51827T100     2633   210700 SH      SHARED      04        210700
D LATIN AMER INVT FD             COM              518279104      162    10900 SH      SHARED      04         10900
D LATITUDE COMMUNICATIONS INC    COM              518292107      197    25447 SH      SHARED      01         25447
D LATITUDE COMMUNICATIONS INC    COM              518292107       11     1500 SH      SHARED      02          1500
D LATTICE SEMICONDUCTOR CORP     SUB NT CV 144A04 518415AA2      185   128000 PRN     SHARED                128000
D LATTICE SEMICONDUCTOR CORP     SUB NT CV4.75%06 518415AC8     2099  1450000 PRN     SHARED      01       1450000
D LATTICE SEMICONDUCTOR CORP     COM              518415104     1408    26200 SH      SHARED                 26200
D LATTICE SEMICONDUCTOR CORP     COM              518415104     4461    83000 SH      SHARED      01         83000
D LATTICE SEMICONDUCTOR CORP     COM              518415104     1105    20568 SH      SHARED      04         20568
D LATTICE SEMICONDUCTOR CORP     COM              518415104     3714    69100 SH      SHARED      05         69100
D LAUDER ESTEE COS INC           CL A             518439104     2629    71800 SH      SHARED                 71800
D LAUDER ESTEE COS INC           CL A             518439104    37775  1031416 SH      SHARED      01        927216            104200
D LAUDER ESTEE COS INC           CL A             518439104      563    15391 SH      SHR/OTHR    01                    800    14591
D LAUDER ESTEE COS INC           CL A             518439104       43     1200 SH      SHARED      02                            1200
D LAUDER ESTEE COS INC           CL A             518439104      664    18133 SH      SHARED      04         18133
D LAUDER ESTEE COS INC           CL A             518439104      992    27100 SH      SHARED      05         27100
D LAUNCH MEDIA INC               COM              518567102        4      700 SH      SHARED      01           700
D LAWSON PRODS INC               COM              520776105      498    20625 SH      SHARED      01         20625
D LAZARE KAPLAN INTL INC         COM              521078105        3      500 SH      SHARED      01           500
D LEAP WIRELESS INTL INC         COM              521863100     3720    59475 SH      SHARED      01         59150               325
D LEAP WIRELESS INTL INC         COM              521863100        3       50 SH      SHR/OTHR    01                              50
D LEAP WIRELESS INTL INC         COM              521863100     1073    17161 SH      SHARED      02          2947             14214
D LEAP WIRELESS INTL INC         COM              521863100       65     1050 SH      SHARED      04          1050
D LEAPNET INC                    COM              521864108       32    12500 SH      SHARED      01         12500
D LEAPNET INC                    COM              521864108        0      200 SH      SHARED      02           200
D LEAR CORP                      COM              521865105     3109   151218 SH      SHARED      01        151218
D LEAR CORP                      COM              521865105        6      300 SH      SHARED      02           300
D LEAR CORP                      COM              521865105      641    31200 SH      SHARED      04         31200
D LEAR CORP                      COM              521865105       96     4700 SH      SHARED      05          4700
D LEARN2 COM INC                 COM              522002104       23    11400 SH      SHARED      01         11400
D LEARNING TREE INTL INC         COM              522015106     1323    27792 SH      SHARED                 27792
D LEARNING TREE INTL INC         COM              522015106     1361    28583 SH      SHARED      01         28583
D LECROY CORP                    COM              52324W109       52     3000 SH      SHARED      01          3000
D LEE ENTERPRISES INC            COM              523768109     3385   117240 SH      SHARED      01        116840               400
D LEE ENTERPRISES INC            COM              523768109      433    15000 SH      SHARED      04         15000
D LEE ENTERPRISES INC            COM              523768109      167     5800 SH      SHARED      05          5800
D LEGATO SYS INC                 COM              524651106      118     8783 SH      SHARED                  8783
D LEGATO SYS INC                 COM              524651106     2871   213674 SH      SHARED      01        213674
D LEGATO SYS INC                 COM              524651106      549    40900 SH      SHARED      02         40900
D LEGATO SYS INC                 COM              524651106      557    41500 SH      SHARED      04         41500
D LEGATO SYS INC                 COM              524651106      271    20200 SH      SHARED      05         20200
D LEGGETT & PLATT INC            COM              524660107      158    10000 SH      SHARED                 10000
D LEGGETT & PLATT INC            COM              524660107    24264  1534562 SH      SHARED      01       1534562
D LEGGETT & PLATT INC            COM              524660107       12      800 SH      SHARED      02                             800
D LEGGETT & PLATT INC            COM              524660107     1526    96558 SH      SHARED      04         96558
D LEGGETT & PLATT INC            COM              524660107       67     4300 SH      SHARED      05          4300
D LEGG MASON INC                 COM              524901105      107     1843 SH      SHARED                  1843
D LEGG MASON INC                 COM              524901105    22915   394248 SH      SHARED      01        394248
D LEGG MASON INC                 COM              524901105       98     1700 SH      SHR/OTHR    01                   1700
D LEGG MASON INC                 COM              524901105     1584    27256 SH      SHARED      04         27256
D LEGG MASON INC                 COM              524901105      488     8400 SH      SHARED      05          8400
D LEHMAN BROS HLDGS INC          COM              524908100     4245    28733 SH      SHARED                 28733
D LEHMAN BROS HLDGS INC          COM              524908100   157133  1063509 SH      SHARED      01       1044337             19172
D LEHMAN BROS HLDGS INC          COM              524908100     1508    10213 SH      SHR/OTHR    01                    800     9413
D LEHMAN BROS HLDGS INC          COM              524908100      477     3235 SH      SHARED      02          1320              1915
D LEHMAN BROS HLDGS INC          COM              524908100    15707   106312 SH      SHARED      04        106312
D LEHMAN BROS HLDGS INC          COM              524908100     6249    42300 SH      SHARED      05         42300
D LEHMAN BROS HLDGS INC          COM              524908100    31396   212500 SH      SHARED      06        212500
D LENDINGTREE INC                COM              52602Q105       44     9830 SH      SHARED      01          9830
D LENNAR CORP                    SR DB CV ZRO  18 526057AA2    15518 32533000 PRN     SHARED      04      32533000
D LENNAR CORP                    COM              526057104     3090   104100 SH      SHARED                104100
D LENNAR CORP                    COM              526057104    19009   640322 SH      SHARED      01        640322
D LENNAR CORP                    COM              526057104      688    23200 SH      SHARED      04         23200
D LENNAR CORP                    COM              526057104     1122    37800 SH      SHARED      05         37800
D LENNOX INTL INC                COM              526107107      508    54259 SH      SHARED      01         54259
D LESCO INC OHIO                 COM              526872106        4      300 SH      SHARED      01           300
D LEUCADIA NATL CORP             COM              527288104       34     1300 SH      SHARED                  1300
D LEUCADIA NATL CORP             COM              527288104     1826    68298 SH      SHARED      01         68298
D LEUCADIA NATL CORP             COM              527288104       74     2800 SH      SHR/OTHR    01                            2800
D LEUCADIA NATL CORP             COM              527288104       29     1100 SH      SHARED      02           300               800
D LEVEL 8 SYS INC                COM              52729M102       16      900 SH      SHARED                   900
D LEVEL 8 SYS INC                COM              52729M102      163     8900 SH      SHARED      01          8900
D LEVEL 3 COMMUNICATIONS INC     COM              52729N100    36940   478975 SH      SHARED      01        478975
D LEVEL 3 COMMUNICATIONS INC     COM              52729N100      553     7175 SH      SHARED      02          7175
D LEVEL 3 COMMUNICATIONS INC     COM              52729N100     4356    56488 SH      SHARED      04         56488
D LEXAR MEDIA INC                COM              52886P104       34     3000 SH      SHARED      02          3000
D LEXENT INC                     COM              52886Q102      133     4500 SH      SHARED      01          4500
D LEXICON GENETICS INC           COM              528872104      862    27278 SH      SHARED      01         27278
D LEXINGTON CORP PPTYS TR        COM              529043101      268    23900 SH      SHARED      01         23900
D LEXMARK INTL NEW               CL A             529771107     5148   137300 SH      SHARED                137300
D LEXMARK INTL NEW               CL A             529771107    42317  1128468 SH      SHARED      01       1128293               175
D LEXMARK INTL NEW               CL A             529771107       48     1305 SH      SHARED      02                            1305
D LEXMARK INTL NEW               CL A             529771107     2156    57507 SH      SHARED      04         57507
D LIBBEY INC                     COM              529898108      666    21400 SH      SHARED      01         21400
D LIBERTY ALL-STAR GROWTH FD INC COM              529900102      167    13700 SH      SHARED                 13700
D LIBERATE TECHNOLOGIES          COM              530129105     1507    52100 SH      SHARED      01         52100
D LIBERATE TECHNOLOGIES          COM              530129105     3081   106500 SH      SHARED      02        106500
D LIBERATE TECHNOLOGIES          COM              530129105       97     3371 SH      SHARED      04          3371
D LIBERATE TECHNOLOGIES          COM              530129105      173     6000 SH      SHARED      05          6000
D LIBERTY ALL STAR EQUITY FD     SH BEN INT       530158104       31     2382 SH      SHARED      01                            2382
D LIBERTY ALL STAR EQUITY FD     SH BEN INT       530158104       26     2008 SH      SHARED      02          2008
D LIBERTY CORP S C               COM              530370105      245     7100 SH      SHARED                  7100
D LIBERTY CORP S C               COM              530370105      974    28134 SH      SHARED      01         25724              2410
D LIBERTY DIGITAL INC            CL A             530436104       24     1200 SH      SHARED                  1200
D LIBERTY DIGITAL INC            CL A             530436104      599    29600 SH      SHARED      01         29600
D LIBERTY DIGITAL INC            CL A             530436104      202    10000 SH      SHARED      02         10000
D LIBERTY DIGITAL INC            CL A             530436104       42     2090 SH      SHARED      04          2090
D LIBERTY FINL COS INC           COM              530512102      449    19120 SH      SHARED      01         19120
D LIBERTY FINL COS INC           COM              530512102       11      500 SH      SHARED      05           500
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 LIVEWIRE CORP          CL A             530709104       73     2400 SH      SHARED      01          2400
D LIBERTY PPTY TR                SH BEN INT       531172104     3038   110500 SH      SHARED      01        110300               200
D LIBERTY PPTY TR                SH BEN INT       531172104       41     1500 SH      SHARED      02          1000               500
D LIBERTY PPTY TR                SH BEN INT       531172104      152     5551 SH      SHARED      04          5551
D LIFECELL CORP                  COM              531927101       65    14200 SH      SHARED      01         14200
D LIFE TECHNOLOGIES INC          COM              532177201        0      750 SH      SHARED      01           750
D LIFEPOINT HOSPITALS INC        COM              53219L109     3164    89147 SH      SHARED      01         89146                 1
D LIFEPOINT HOSPITALS INC        COM              53219L109        1       51 SH      SHARED      02            15                36
D LIFEPOINT HOSPITALS INC        COM              53219L109       28      802 SH      SHARED      04           802
D LIGAND PHARMACEUTICALS INC     CL B             53220K207      345    27000 SH      SHARED                 27000
D LIGAND PHARMACEUTICALS INC     CL B             53220K207     1658   129466 SH      SHARED      01        110422             19044
D LIGAND PHARMACEUTICALS INC     CL B             53220K207       33     2650 SH      SHR/OTHR    01                   2650
D LIGAND PHARMACEUTICALS INC     CL B             53220K207     1281   100000 SH      SHARED      04        100000
D LIFEMINDERS INC                COM              53220Q105      793    34600 SH      SHARED      01         34600
D LIFEMINDERS INC                COM              53220Q105       45     2000 SH      SHARED      02          2000
D LIGHTBRIDGE INC                COM              532226107      345    29700 SH      SHARED                 29700
D LIGHTBRIDGE INC                COM              532226107      338    29116 SH      SHARED      01         29116
D LIGHTNING ROD SOFTWARE INC     COM              532244100       18     5300 SH      SHARED      01          5300
D LIGHTPATH TECHNOLOGIES INC     CL A             532257102     1486    31300 SH      SHARED      01         31300
D LIGHTPATH TECHNOLOGIES INC     CL A             532257102      427     9000 SH      SHARED      02                            9000
D LIGHTSPAN INC                  COM              53226T103       11     4860 SH      SHARED      01          4860
D LILLY ELI & CO                 COM              532457108       12      150 SH      SHR/OTHR    01                    150
D LILLY ELI & CO                 COM              532457108   125232  1543700 SH      SHARED               1543700
D LILLY ELI & CO                 COM              532457108   801149  9875491 SH      SHARED      01       9459176            416315
D LILLY ELI & CO                 COM              532457108    12572   154974 SH      SHR/OTHR    01                  79144    75830
D LILLY ELI & CO                 COM              532457108     7183    88550 SH      SHARED      02         17055             71495
D LILLY ELI & CO                 COM              532457108    42170   519819 SH      SHARED      04        519819
D LILLY ELI & CO                 COM              532457108     2385    29400 SH      SHARED      05         29400
D LILLY INDS INC                 CL A             532491107    12639   428444 SH      SHARED                428444
D LILLY INDS INC                 CL A             532491107    42771  1449888 SH      SHARED      01       1449888
D LIMITED INC                    COM              532716107      489    22200 SH      SHARED                 22200
D LIMITED INC                    COM              532716107    69981  3172046 SH      SHARED      01       3172046
D LIMITED INC                    COM              532716107       34     1550 SH      SHARED      02           250              1300
D LIMITED INC                    COM              532716107     4237   192063 SH      SHARED      04        192063
D LIMITED INC                    COM              532716107     1248    56600 SH      SHARED      05         56600
D LINCARE HLDGS INC              COM              532791100       41     1460 SH      SHARED                  1460
D LINCARE HLDGS INC              COM              532791100     3178   110808 SH      SHARED      01        110808
D LINCARE HLDGS INC              COM              532791100      561    19566 SH      SHARED      04         19566
D LINCARE HLDGS INC              COM              532791100      200     7000 SH      SHARED      05          7000
D LINCOLN BANCORP IND            COM              532879103      238    20000 SH      SHARED                 20000
D LINCOLN ELEC HLDGS INC         COM              533900106       55     4200 SH      SHARED                  4200
D LINCOLN ELEC HLDGS INC         COM              533900106      586    44074 SH      SHARED      01         44074
D LINCOLN NATL CONV SECS FD INC  COM              534183108      119     6500 SH      SHARED                  6500
D LINCOLN NATL CONV SECS FD INC  COM              534183108      784    42700 SH      SHARED      04         42700
D LINCOLN NATL CORP IND          COM              534187109    11338   235600 SH      SHARED                235600
D LINCOLN NATL CORP IND          COM              534187109    71222  1479944 SH      SHARED      01       1474126      400     5418
D LINCOLN NATL CORP IND          COM              534187109      457     9500 SH      SHR/OTHR    01                   9500
D LINCOLN NATL CORP IND          COM              534187109      823    17110 SH      SHARED      02                           17110
D LINCOLN NATL CORP IND          COM              534187109     4878   101362 SH      SHARED      04        101362
D LINCOLN NATL CORP IND          COM              534187109      644    13400 SH      SHARED      05         13400
D LINCOLN NATL CORP IND          COM              534187109    15120   314200 SH      SHARED      06        314200
D LINDSAY MFG CO                 COM              535555106      570    30615 SH      SHARED      01         30615
D LINDSAY MFG CO                 COM              535555106      158     8494 SH      SHARED      02                            8494
D LINEAR TECHNOLOGY CORP         COM              535678106     3236    49988 SH      SHARED                 49988
D LINEAR TECHNOLOGY CORP         COM              535678106   145327  2244436 SH      SHARED      01       2244436
D LINEAR TECHNOLOGY CORP         COM              535678106    12773   197276 SH      SHARED      04        197276
D LINEAR TECHNOLOGY CORP         COM              535678106     1385    21400 SH      SHARED      05         21400
D LINENS N THINGS INC            COM              535679104      135     5300 SH      SHARED                  5300
D LINENS N THINGS INC            COM              535679104     2296    90050 SH      SHARED      01         90050
D LINENS N THINGS INC            COM              535679104      145     5700 SH      SHARED      06          5700
D LIQUID AUDIO INC               COM              53631T102       23     5200 SH      SHARED      01          5200
D LIQUID AUDIO INC               COM              53631T102       11     2500 SH      SHARED      02          2500
D LIQUI BOX CORP                 COM              536314107      116     3600 SH      SHARED      01          3600
D LITTELFUSE INC                 COM              537008104      998    33624 SH      SHARED                 33624
D LITTELFUSE INC                 COM              537008104     1632    54986 SH      SHARED      01         54986
D LITTELFUSE INC                 COM              537008104       29     1000 SH      SHR/OTHR    01                   1000
D LITTELFUSE INC                 COM              537008104        3      130 SH      SHARED      02           130
D LITTELFUSE INC                 WT A EX122701N   537008120     3703   150000 SH      SHARED      04        150000
D LITTLEFIELD CORP               COM              537590101       30    15200 SH      SHARED      01         15200
D LITTON INDS INC                COM              538021106      129     2900 SH      SHARED                  2900
D LITTON INDS INC                COM              538021106     2839    63546 SH      SHARED      01         61546              2000
D LITTON INDS INC                COM              538021106        3       75 SH      SHARED      02                              75
D LITTON INDS INC                COM              538021106      803    17977 SH      SHARED      04         17977
D LITTON INDS INC                COM              538021106      272     6100 SH      SHARED      05          6100
D LIVEPERSON INC                 COM              538146101        1      400 SH      SHARED      01           400
D LIZ CLAIBORNE INC              COM              539320101      621    16152 SH      SHARED                 16152
D LIZ CLAIBORNE INC              COM              539320101    16653   432555 SH      SHARED      01        432155               400
D LIZ CLAIBORNE INC              COM              539320101      945    24562 SH      SHARED      04         24562
D LO-JACK CORP                   COM              539451104       48     6500 SH      SHARED      01          6500
D LOCKHEED MARTIN CORP           COM              539830109     3530   107127 SH      SHARED                107127
D LOCKHEED MARTIN CORP           COM              539830109    95057  2884022 SH      SHARED      01       2882874              1148
D LOCKHEED MARTIN CORP           COM              539830109      269     8172 SH      SHR/OTHR    01                    900     7272
D LOCKHEED MARTIN CORP           COM              539830109      432    13135 SH      SHARED      02          5500              7635
D LOCKHEED MARTIN CORP           COM              539830109     6507   197428 SH      SHARED      04        197428
D LODGENET ENTMT CORP            COM              540211109      374    12961 SH      SHARED      01         12961
D LOEWS CORP                     COM              540424108     2368    28411 SH      SHARED                 28411
D LOEWS CORP                     COM              540424108    56862   682004 SH      SHARED      01        680904              1100
D LOEWS CORP                     COM              540424108     4967    59585 SH      SHARED      02         55600              3985
D LOEWS CORP                     COM              540424108     4931    59153 SH      SHARED      04         59153
D LOEWS CORP                     COM              540424108     2459    29500 SH      SHARED      05         29500
D LONDON PAC GROUP LTD           SPONSORED ADR    542073101      508    25600 SH      SHARED                 25600
D LONE STAR STEAKHOUSE SALOON    COM              542307103      432    58700 SH      SHARED      01         58700
D LONE STAR STEAKHOUSE SALOON    COM              542307103       64     8800 SH      SHARED      04          8800
D LONE STAR STEAKHOUSE SALOON    COM              542307103       25     3500 SH      SHARED      05          3500
D LONE STAR TECHNOLOGIES INC     COM              542312103     1652    35816 SH      SHARED                 35816
D LONE STAR TECHNOLOGIES INC     COM              542312103     2779    60236 SH      SHARED      01         60236
D LONG ISLAND FINANCIAL CORP     COM              542669106       33     2587 SH      SHARED      02                            2587
D LONGS DRUG STORES CORP         COM              543162101       19     1000 SH      SHARED                  1000
D LONGS DRUG STORES CORP         COM              543162101     6108   319378 SH      SHARED      01        318078              1300
D LONGS DRUG STORES CORP         COM              543162101      279    14600 SH      SHARED      04         14600
D LONGS DRUG STORES CORP         COM              543162101       45     2400 SH      SHARED      05          2400
D LONGVIEW FIBRE CO              COM              543213102     1346   112214 SH      SHARED      01        112214
D LONGVIEW FIBRE CO              COM              543213102      309    25800 SH      SHARED      02         25800
D LONGVIEW FIBRE CO              COM              543213102      211    17600 SH      SHARED      04         17600
D LONGVIEW FIBRE CO              COM              543213102       81     6800 SH      SHARED      05          6800
D LOOKSMART LTD                  COM              543442107     6224   556400 SH      SHARED      01        556400
D LOOKSMART LTD                  COM              543442107       19     1700 SH      SHARED      02          1700
D LOUDEYE TECHNOLOGIES INC       COM              545754103       28     4200 SH      SHARED      01          4200
D LOUDEYE TECHNOLOGIES INC       COM              545754103      291    42775 SH      SHARED      02         42125               650
D LOUIS DREYFUS NAT GAS CORP     COM              546011107     1220    30793 SH      SHARED      01         30793
D LOUIS DREYFUS NAT GAS CORP     COM              546011107       11      300 SH      SHARED      02                             300
D LOUIS DREYFUS NAT GAS CORP     COM              546011107        3      100 SH      SHARED      05           100
D LOUISIANA PAC CORP             COM              546347105     3421   372400 SH      SHARED                372400
D LOUISIANA PAC CORP             COM              546347105     8332   907003 SH      SHARED      01        906167               836
D LOUISIANA PAC CORP             COM              546347105       21     2300 SH      SHR/OTHR    01                   1000     1300
D LOUISIANA PAC CORP             COM              546347105        7      804 SH      SHARED      02                             804
D LOUISIANA PAC CORP             COM              546347105      376    41000 SH      SHARED      04         41000
D LOUISIANA PAC CORP             COM              546347105      148    16200 SH      SHARED      05         16200
D LOWES COS INC                  COM              548661107     4063    90546 SH      SHARED                 90546
D LOWES COS INC                  COM              548661107   129205  2879239 SH      SHARED      01       2859254             19985
D LOWES COS INC                  COM              548661107      401     8949 SH      SHARED      02          3837              5112
D LOWES COS INC                  COM              548661107    20277   451872 SH      SHARED      04        451872
D LUBRIZOL CORP                  COM              549271104       61     3100 SH      SHARED                  3100
D LUBRIZOL CORP                  COM              549271104     2259   114765 SH      SHARED      01        114765
D LUBRIZOL CORP                  COM              549271104      102     5200 SH      SHARED      02          2100              3100
D LUBRIZOL CORP                  COM              549271104      356    18100 SH      SHARED      04         18100
D LUBRIZOL CORP                  COM              549271104      139     7100 SH      SHARED      05          7100
D LUBYS INC                      COM              549282101      228    42924 SH      SHARED      01         42924
D LUBYS INC                      COM              549282101        2      500 SH      SHARED      02           500
D LUCENT TECHNOLOGIES INC        COM              549463107    92119  3014200 SH      SHARED               3014200
D LUCENT TECHNOLOGIES INC        COM              549463107   841751 27542410 SH      SHARED      01      27181979            360431
D LUCENT TECHNOLOGIES INC        COM              549463107    18750   613515 SH      SHR/OTHR    01                 356177   257338
D LUCENT TECHNOLOGIES INC        COM              549463107    25335   828989 SH      SHARED      02        706459            122530
D LUCENT TECHNOLOGIES INC        COM              549463107    84989  2780875 SH      SHARED      04       2780875
D LUCENT TECHNOLOGIES INC        COM              549463107     1980    64800 SH      SHARED      05         64800
D LUCENT TECHNOLOGIES INC        COM              549463107       18      600 SH      SHARED      06           600
D LUFKIN INDS INC                COM              549764108      138     6800 SH      SHARED      01          6800
D LUMINANT WORLDWIDE CORP        COM              550260103       72    24350 SH      SHARED      02         24350
D LUMINEX CORP DEL               COM              55027E102      231     6100 SH      SHARED      01          6100
D LUMISYS INC                    COM              550274104       34    13000 SH      SHARED      01         13000
D LUXOTTICA GROUP S P A          SPONSORED ADR    55068R202       53     3290 SH      SHARED                  3290
D LUXOTTICA GROUP S P A          SPONSORED ADR    55068R202      612    38000 SH      SHARED      01         19000             19000
D LYCOS INC                      COM              550818108    48692   708088 SH      SHARED                708088
D LYCOS INC                      COM              550818108    19627   285428 SH      SHARED      01        222151             63277
D LYCOS INC                      COM              550818108     1699    24715 SH      SHARED      02          4800             19915
D LYCOS INC                      COM              550818108    21467   312176 SH      SHARED      04        312176
D LYNCH CORP                     COM              551137102        4      100 SH      SHARED      01           100
D LYNCH INTERACTIVE CORP         COM              551146103       11      200 SH      SHARED      01           200
D LYNX THERAPEUTICS INC          COM NEW          551812308      867    27700 SH      SHARED                 27700
D LYNX THERAPEUTICS INC          COM NEW          551812308      848    27103 SH      SHARED      01         27103
D LYNX THERAPEUTICS INC          COM NEW          551812308     1142    36500 SH      SHARED      02          2000             34500
D LYONDELL CHEMICAL CO           COM              552078107      329    27900 SH      SHARED                 27900
D LYONDELL CHEMICAL CO           COM              552078107     1476   124972 SH      SHARED      01        124972
D LYONDELL CHEMICAL CO           COM              552078107      548    46443 SH      SHARED      04         46443
D LYONDELL CHEMICAL CO           COM              552078107      200    17000 SH      SHARED      05         17000
D M & F WORLDWIDE CORP           COM              552541104        0       56 SH      SHARED      01            56
D M & T BK CORP                  COM              55261F104      163      320 SH      SHARED                   320
D M & T BK CORP                  COM              55261F104     4450     8727 SH      SHARED      01          8727
D M & T BK CORP                  COM              55261F104      351      690 SH      SHARED      04           690
D MAF BANCORP INC                COM              55261R108       97     3900 SH      SHARED                  3900
D MAF BANCORP INC                COM              55261R108     1202    48352 SH      SHARED      01         48162               190
D MBIA INC                       COM              55262C100      285     4021 SH      SHARED                  4021
D MBIA INC                       COM              55262C100    54048   759915 SH      SHARED      01        755847              4068
D MBIA INC                       COM              55262C100      561     7896 SH      SHR/OTHR    01                   6396     1500
D MBIA INC                       COM              55262C100      204     2870 SH      SHARED      02           280              2590
D MBIA INC                       COM              55262C100     3344    47028 SH      SHARED      04         47028
D MBIA INC                       COM              55262C100      156     2200 SH      SHARED      05          2200
D MBNA CORP                      COM              55262L100    49280  1280000 SH      SHARED               1280000
D MBNA CORP                      COM              55262L100   244292  6345268 SH      SHARED      01       6344433               835
D MBNA CORP                      COM              55262L100     1925    50004 SH      SHARED      02         17521             32483
D MBNA CORP                      COM              55262L100    17292   449159 SH      SHARED      04        449159
D MBNA CORP                      COM              55262L100      539    14000 SH      SHARED      05         14000
D MBL INTL FIN BERMUDA TR        GTD NT EXCH 3%02 55262XAA2     2000  2500000 PRN     SHARED      01       2500000
D MCN ENERGY GROUP INC           COM              55267J100    29400  1147353 SH      SHARED               1147353
D MCN ENERGY GROUP INC           COM              55267J100     2905   113382 SH      SHARED      01        113382
D MCN ENERGY GROUP INC           COM              55267J100      297    11600 SH      SHARED      02          4400              7200
D MCN ENERGY GROUP INC           COM              55267J100     5382   210036 SH      SHARED      04        210036
D MCN ENERGY GROUP INC           COM              55267J100      292    11400 SH      SHARED      05         11400
D M D C HLDGS INC                COM              552676108     1068    41100 SH      SHARED                 41100
D M D C HLDGS INC                COM              552676108      871    33500 SH      SHARED      01         33500
D M D C HLDGS INC                COM              552676108       15      600 SH      SHARED      05           600
D MDSI MOBILE DATA SOLUTIONS INC COM              55268N100        1      100 SH      SHARED                   100
D MDU RES GROUP INC              COM              552690109     2923    98275 SH      SHARED      01         98275
D MCSI INC                       COM              55270M108     3462   102986 SH      SHARED      01        102986
D MEVC DRAPER FISHER JURVET FD I COM              55271E105        9      720 SH      SHARED      02                             720
D MEVC DRAPER FISHER JURVET FD I COM              55271E105      504    38800 SH      SHARED      04         38800
D MEMC ELECTR MATLS INC          COM              552715104      274    21300 SH      SHARED                 21300
D MEMC ELECTR MATLS INC          COM              552715104      662    51485 SH      SHARED      01         51485
D MFS CHARTER INCOME TR          SH BEN INT       552727109       11     1300 SH      SHARED      02          1300
D MFS INTER INCOME TR            SH BEN INT       55273C107      454    71300 SH      SHARED      01         71300
D MFS INTER INCOME TR            SH BEN INT       55273C107      776   121860 SH      SHR/OTHR    01                          121860
D MGIC INVT CORP WIS             COM              552848103     5039    82450 SH      SHARED                 82450
D MGIC INVT CORP WIS             COM              552848103    47906   783743 SH      SHARED      01        783743
D MGIC INVT CORP WIS             COM              552848103       50      834 SH      SHARED      02                             834
D MGIC INVT CORP WIS             COM              552848103     3485    57023 SH      SHARED      04         57023
D MGIC INVT CORP WIS             COM              552848103      342     5600 SH      SHARED      05          5600
D MGI PHARMA INC                 COM              552880106     1380    46000 SH      SHARED                 46000
D MGI PHARMA INC                 COM              552880106     1191    39700 SH      SHARED      01         39700
D MGI PHARMA INC                 COM              552880106      264     8800 SH      SHARED      02          1250              7550
D MGI PPTYS INC                  COM              552885105        0     3000 SH      SHARED      02                            3000
D MGI PPTYS INC                  COM              552885105        0   677000 SH      SHARED      04        677000
D MGM MIRAGE                     COM              552953101      358     9400 SH      SHARED                  9400
D MGM MIRAGE                     COM              552953101     2375    62205 SH      SHARED      01         62205
D MGM MIRAGE                     COM              552953101      311     8158 SH      SHARED      04          8158
D MGM MIRAGE                     COM              552953101     2188    57300 SH      SHARED      05         57300
D M H MEYERSON & CO INC          COM              55301Q102       40     8300 SH      SHARED      01          8300
D M/I SCHOTTENSTEIN HOMES INC    COM              55305B101       14      700 SH      SHARED      01           700
D MKS INSTRUMENT INC             COM              55306N104      306    11200 SH      SHARED      01         11200
D ML MACADAMIA ORCHARDS L P      DEP UNIT CL A    55307U107       28     6000 SH      SHARED      04          6000
D MMC NETWORKS INC               COM              55308N102    35856   283450 SH      SHARED                283450
D MMC NETWORKS INC               COM              55308N102    11249    88932 SH      SHARED      01         88932
D MMC NETWORKS INC               COM              55308N102       63      500 SH      SHARED      05           500
D MRV COMMUNICATIONS INC         SUB NT CONV 5%03 553477AB6    29094  8685000 PRN     SHARED      04       8685000
D MRV COMMUNICATIONS INC         COM              553477100      809    17858 SH      SHARED                 17858
D MRV COMMUNICATIONS INC         COM              553477100     4861   107300 SH      SHARED      01        107300
D MRV COMMUNICATIONS INC         COM              553477100     1422    31400 SH      SHARED      02          4200             27200
D MRV COMMUNICATIONS INC         COM              553477100       72     1600 SH      SHARED      05          1600
D MSC INDL DIRECT INC            CL A             553530106      699    45900 SH      SHARED                 45900
D MSC INDL DIRECT INC            CL A             553530106      661    43400 SH      SHARED      01         33359             10041
D MSC INDL DIRECT INC            CL A             553530106       45     2975 SH      SHARED      04          2975
D MSC SOFTWARE CORP              SD CONV 7.875%04 553531AA2       92   100000 PRN     SHR/OTHR    01                 100000
D M S CARRIERS INC               COM              553533100      237    15200 SH      SHARED      01         15200
D M S CARRIERS INC               COM              553533100       39     2500 SH      SHARED      02           800              1700
D MTS SYS CORP                   COM              553777103        5      800 SH      SHARED      01           800
D MTI TECHNOLOGY CORP            COM              553903105      264    69396 SH      SHARED      01         69396
D MACDERMID INC                  COM              554273102      678    32303 SH      SHARED      01         32303
D MACERICH CO                    COM              554382101      244    11500 SH      SHARED                 11500
D MACERICH CO                    COM              554382101     1036    48762 SH      SHARED      01         48762
D MACK CALI RLTY CORP            COM              554489104    10859   385269 SH      SHARED      01        381604              3665
D MACK CALI RLTY CORP            COM              554489104       50     1800 SH      SHR/OTHR    01                   1800
D MACK CALI RLTY CORP            COM              554489104      109     3867 SH      SHARED      04          3867
D MACROCHEM CORP DEL             COM              555903103       53    14120 SH      SHARED      01         14120
D MACROCHEM CORP DEL             COM              555903103        7     1900 SH      SHARED      02                            1900
D MACROVISION CORP               COM              555904101     1277    15775 SH      SHARED                 15775
D MACROVISION CORP               COM              555904101     2806    34650 SH      SHARED      01         34650
D MACROVISION CORP               COM              555904101       89     1110 SH      SHARED      02          1110
D MACROVISION CORP               COM              555904101      217     2680 SH      SHARED      04          2680
D MACROMEDIA INC                 COM              556100105       46      578 SH      SHARED                   578
D MACROMEDIA INC                 COM              556100105     6157    76200 SH      SHARED      01         76200
D MACROMEDIA INC                 COM              556100105        8      100 SH      SHARED      02           100
D MACROMEDIA INC                 COM              556100105     1774    21963 SH      SHARED      04         21963
D MACROMEDIA INC                 COM              556100105      743     9200 SH      SHARED      05          9200
D MACRONIX INTL LTD              SPONSORED ADR    556103109      192    12500 SH      SHARED      01         12500
D MADDEN STEVEN LTD              COM              556269108      306    35500 SH      SHARED      01         35500
D MADDEN STEVEN LTD              COM              556269108        0       45 SH      SHARED      04            45
D MADECO SA                      SPONSORED ADR    556304103      234    41300 SH      SHARED                 41300
D MADECO SA                      SPONSORED ADR    556304103        5      900 SH      SHARED      01           900
D MADE2MANAGE SYS INC            COM              556466100       22     6900 SH      SHARED      01          6900
D MADISON GAS & ELEC CO          COM              557497104      590    25965 SH      SHARED      01         25965
D MAGAININ PHARMACEUTICALS INC   COM              559036108       31    10000 SH      SHARED      02         10000
D MAGELLAN HEALTH SVCS INC       COM              559079108       12     3100 SH      SHARED      01          3100
D MAGNA ENTMT CORP               CL A             559211107        2      380 SH      SHARED                   380
D MAGNA INTL INC                 SUB DEB CV 5%02  559222AE4      950  1000000 PRN     SHARED      01       1000000
D MAGNA INTL INC                 SUB DB CV 144A05 559222AF1     4425  5000000 PRN     SHARED               5000000
D MAGNA INTL INC                 SBDB CV 4.875%05 559222AG9     1770  2000000 PRN     SHARED      01       2000000
D MAGNA INTL INC                 SBDB CV 4.875%05 559222AG9      575   650000 PRN     SHARED      04        650000
D MAGNA INTL INC                 CL A             559222401     3767    87100 SH      SHARED                 87100
D MAGNETEK INC                   COM              559424106      649    61128 SH      SHARED      01         61128
D MAGNETEK INC                   COM              559424106       83     7900 SH      SHARED      04          7900
D MAGNETEK INC                   COM              559424106       35     3300 SH      SHARED      05          3300
D MAGNUM HUNTER RES INC          WT EXP  070102   55972F120       10     4000 SH      SHARED      02                            4000
D MAGNUM HUNTER RES INC          COM PAR $0.002   55972F203      711    78000 SH      SHARED      02                           78000
D MAGYAR TAVKOZLESI RT           SPONSORED ADR    559776109       40     1700 SH      SHARED                  1700
D MAGYAR TAVKOZLESI RT           SPONSORED ADR    559776109      588    24976 SH      SHARED      01         24976
D MAGYAR TAVKOZLESI RT           SPONSORED ADR    559776109      226     9600 SH      SHARED      04          9600
D MAIN STR BANCORP INC           COM              559906102        2      349 SH      SHARED      01           349
D MAIL COM INC                   SUB NT CV 144A05 560311AA0     1344  3000000 PRN     SHARED               3000000
D MAIL COM INC                   SUB NT CV 144A05 560311AA0      448  1000000 PRN     SHARED      04       1000000
D MAIL COM INC                   CL A             560311102      383    73500 SH      SHARED      01         73500
D MAIL COM INC                   CL A             560311102        1      300 SH      SHARED      02                             300
D MAIL-WELL INC                  SUB NT CONV 5%02 560321AD3      215   275000 PRN     SHARED                275000
D MAIL-WELL INC                  COM              560321200      338    76384 SH      SHARED      01         76384
D MALAN RLTY INVS INC            COM              561063108       15     1200 SH      SHARED                  1200
D MALLINCKRODT INC NEW           COM              561232109   133275  2921100 SH      SHARED               2921100
D MALLINCKRODT INC NEW           COM              561232109    22952   503059 SH      SHARED      01        503059
D MALLINCKRODT INC NEW           COM              561232109       87     1925 SH      SHARED      02           300              1625
D MALLINCKRODT INC NEW           COM              561232109    11100   243293 SH      SHARED      04        243293
D MALLINCKRODT INC NEW           COM              561232109       77     1700 SH      SHARED      05          1700
D MALLON RES CORP                COM NEW          561240201       10     1700 SH      SHARED      01          1700
D MALLON RES CORP                COM NEW          561240201      125    20000 SH      SHR/OTHR    01                  20000
D MANAGEMENT NETWORK GROUP INC   COM              561693102      133     6400 SH      SHARED      01          6400
D MANDALAY RESORT GROUP          COM              562567107     2515    98168 SH      SHARED      01         98168
D MANDALAY RESORT GROUP          COM              562567107      877    34253 SH      SHARED      04         34253
D MANDALAY RESORT GROUP          COM              562567107     1012    39500 SH      SHARED      05         39500
D MANHATTAN ASSOCS INC           COM              562750109      526     8600 SH      SHARED      01          8600
D MANITOWOC INC                  COM              563571108       65     3400 SH      SHARED                  3400
D MANITOWOC INC                  COM              563571108      921    47888 SH      SHARED      01         47888
D MANNING GREG AUCTIONS INC      COM              563823103       41     4900 SH      SHARED      01          4900
D MANOR CARE INC NEW             COM              564055101       81     5200 SH      SHARED                  5200
D MANOR CARE INC NEW             COM              564055101    13204   841739 SH      SHARED      01        841739
D MANOR CARE INC NEW             COM              564055101      625    39900 SH      SHARED      04         39900
D MANOR CARE INC NEW             COM              564055101       37     2400 SH      SHARED      05          2400
D MANPOWER INC                   COM              56418H100      328    10300 SH      SHARED                 10300
D MANPOWER INC                   COM              56418H100     4170   130571 SH      SHARED      01        130571
D MANPOWER INC                   COM              56418H100     1023    32046 SH      SHARED      04         32046
D MANPOWER INC                   COM              56418H100      312     9800 SH      SHARED      05          9800
D MANUFACTURED HOME CMNTYS INC   COM              564682102      767    30700 SH      SHARED                 30700
D MANUFACTURED HOME CMNTYS INC   COM              564682102      953    38150 SH      SHARED      01         38150
D MANUFACTURED HOME CMNTYS INC   COM              564682102       26     1040 SH      SHARED      02          1040
D MAPICS INC                     COM              564910107       22     3400 SH      SHARED      01          3400
D MANUFACTURERS SVCS LTD         COM              565005105      105     8900 SH      SHARED      04          8900
D MANULIFE FINL CORP             COM              56501R106      265    12800 SH      SHARED                 12800
D MANULIFE FINL CORP             COM              56501R106       45     2180 SH      SHARED      02                            2180
D MANULIFE FINL CORP             COM              56501R106      105     5100 SH      SHARED      04          5100
D MANUGISTICS GROUP INC          COM              565011103     4827    49196 SH      SHARED      01         49196
D MANUGISTICS GROUP INC          COM              565011103     9495    96774 SH      SHARED      02         96374               400
D MANUGISTICS GROUP INC          COM              565011103      144     1474 SH      SHARED      04          1474
D MAPINFO CORP                   COM              565105103       17      550 SH      SHARED                   550
D MAPINFO CORP                   COM              565105103      923    29499 SH      SHARED      01         29499
D MARCHFIRST INC                 COM              566244109      125     7994 SH      SHARED                  7994
D MARCHFIRST INC                 COM              566244109     3141   200259 SH      SHARED      01        200259
D MARCHFIRST INC                 COM              566244109        4      285 SH      SHARED      02                             285
D MARCHFIRST INC                 COM              566244109     2377   151554 SH      SHARED      04        151554
D MARCHFIRST INC                 COM              566244109      304    19400 SH      SHARED      05         19400
D MARCUS CORP                    COM              566330106      382    36399 SH      SHARED      01         36399
D MARIMBA INC                    COM              56781Q109      284    23250 SH      SHARED      01         23250
D MARIMBA INC                    COM              56781Q109       16     1375 SH      SHARED      02           875               500
D MARIMBA INC                    COM              56781Q109       19     1561 SH      SHARED      04          1561
D MARINE TRANS CORP              COM              567912100        2      790 SH      SHARED      01           790
D MARINE DRILLING COS INC        COM PAR $0.01    568240204     1231    43100 SH      SHARED                 43100
D MARINE DRILLING COS INC        COM PAR $0.01    568240204    20060   702350 SH      SHARED      01        702350
D MARINE DRILLING COS INC        COM PAR $0.01    568240204      489    17150 SH      SHARED      02          5750             11400
D MARINE DRILLING COS INC        COM PAR $0.01    568240204      490    17159 SH      SHARED      04         17159
D MARINE DRILLING COS INC        COM PAR $0.01    568240204      911    31900 SH      SHARED      05         31900
D MARINE PETE TR                 UNIT BEN INT     568423107        1      100 SH      SHARED      01           100
D MARK IV INDS INC               COM              570387100        0     1659 SH      SHARED      01          1659
D MARKEL CORP                    COM              570535104     1229     8105 SH      SHARED                  8105
D MARKEL CORP                    COM              570535104     1704    11230 SH      SHARED      01         11230
D MARKEL CORP                    COM              570535104       30      200 SH      SHARED      02                             200
D MARKEL CORP                    COM              570535104       75      500 SH      SHARED      05           500
D MARKETWATCH COM INC            COM              570619106       61     7700 SH      SHARED      01          7700
D MARKETWATCH COM INC            COM              570619106        3      475 SH      SHARED      02           375               100
D MARKETING SVCS GROUP INC       COM              570907105       19     6500 SH      SHARED      01          6500
D MARKETING SVCS GROUP INC       COM              570907105       30    10000 SH      SHARED      02         10000
D MARSH & MCLENNAN COS INC       COM              571748102     7592    57194 SH      SHARED                 57194
D MARSH & MCLENNAN COS INC       COM              571748102   293170  2208439 SH      SHARED      01       2202339     5800      300
D MARSH & MCLENNAN COS INC       COM              571748102     1830    13790 SH      SHR/OTHR    01                  10400     3390
D MARSH & MCLENNAN COS INC       COM              571748102      235     1777 SH      SHARED      02                            1777
D MARSH & MCLENNAN COS INC       COM              571748102    16872   127102 SH      SHARED      04        127102
D MARSH & MCLENNAN COS INC       COM              571748102     1407    10600 SH      SHARED      05         10600
D MARSH & MCLENNAN COS INC       COM              571748102    22925   172700 SH      SHARED      06        172700
D MARSH SUPERMARKETS INC         CL A             571783307        1      100 SH      SHARED      01           100
D MARSHALL & ILSLEY CORP         COM              571834100       60     1200 SH      SHARED                  1200
D MARSHALL & ILSLEY CORP         COM              571834100     7585   151336 SH      SHARED      01        151336
D MARSHALL & ILSLEY CORP         COM              571834100       50     1000 SH      SHR/OTHR    01                            1000
D MARSHALL & ILSLEY CORP         COM              571834100     2276    45425 SH      SHARED      04         45425
D MARRIOTT INTL INC NEW          CL A             571903202     1421    39000 SH      SHARED                 39000
D MARRIOTT INTL INC NEW          CL A             571903202   125667  3448903 SH      SHARED      01       1886103           1562800
D MARRIOTT INTL INC NEW          CL A             571903202     1293    35503 SH      SHR/OTHR    01                           35503
D MARRIOTT INTL INC NEW          CL A             571903202       97     2681 SH      SHARED      02          2000               681
D MARRIOTT INTL INC NEW          CL A             571903202     4130   113359 SH      SHARED      04        113359
D MARRIOTT INTL INC NEW          CL A             571903202      746    20500 SH      SHARED      05         20500
D MARTEK BIOSCIENCES CORP        COM              572901106      549    28200 SH      SHARED                 28200
D MARTEK BIOSCIENCES CORP        COM              572901106      494    25369 SH      SHARED      01         25369
D MARTHA STEWART LIVING OMNIMED  CL A             573083102      316    12074 SH      SHARED      01         12074
D MARTHA STEWART LIVING OMNIMED  CL A             573083102        6      250 SH      SHR/OTHR    01                             250
D MARTIN MARIETTA MATLS INC      COM              573284106      344     9000 SH      SHARED                  9000
D MARTIN MARIETTA MATLS INC      COM              573284106     3144    82139 SH      SHARED      01         79464              2675
D MARTIN MARIETTA MATLS INC      COM              573284106      473    12380 SH      SHARED      02          2100             10280
D MARTIN MARIETTA MATLS INC      COM              573284106      833    21767 SH      SHARED      04         21767
D MARTIN MARIETTA MATLS INC      COM              573284106      267     7000 SH      SHARED      05          7000
D MASCO CORP                     COM              574599106      433    23300 SH      SHARED                 23300
D MASCO CORP                     COM              574599106    64288  3451743 SH      SHARED      01       3446943              4800
D MASCO CORP                     COM              574599106      473    25420 SH      SHR/OTHR    01                   7820    17600
D MASCO CORP                     COM              574599106       30     1660 SH      SHARED      02                            1660
D MASCO CORP                     COM              574599106     6043   324468 SH      SHARED      04        324468
D MASCO CORP                     COM              574599106      447    24000 SH      SHARED      05         24000
D MASCOTECH INC                  COM              574670105      970    58600 SH      SHARED      01         58600
D MASCOTECH INC                  COM              574670105     1472    88900 SH      SHARED      04         88900
D MASISA S A                     SPONSORED ADR    574799102       15     1200 SH      SHARED      01          1200
D MASSBANK CORP READ MASS        COM              576152102       21      732 SH      SHARED      01           732
D MASSBANK CORP READ MASS        COM              576152102       15      532 SH      SHR/OTHR    01                             532
D MASTEC INC                     COM              576323109     1093    35000 SH      SHARED                 35000
D MASTEC INC                     COM              576323109      829    26550 SH      SHARED      01         26550
D MASTEC INC                     COM              576323109      162     5186 SH      SHARED      04          5186
D MATAV-CABLE SYS MEDIA LTD      SPONSORED ADR    576561104       18      450 SH      SHARED                   450
D MATERIAL SCIENCIES CORP        COM              576674105       34     3062 SH      SHARED                  3062
D MATRIA HEALTHCARE INC          COM              576817100       44    12724 SH      SHARED      01         12724
D MATRIX PHARMACEUTICAL INC      COM              576844104       23     1535 SH      SHARED                  1535
D MATRIX PHARMACEUTICAL INC      COM              576844104      808    51985 SH      SHARED      01         51985
D MATRIXONE INC                  COM              57685P304      364     9100 SH      SHARED      01          9100
D MATSUSHITA ELEC INDL           ADR              576879209       26      100 SH      SHARED                   100
D MATLACK SYS INC                COM              576901102        0        1 SH      SHARED      01             1
D MATTEL INC                     COM              577081102     3383   302438 SH      SHARED                302438
D MATTEL INC                     COM              577081102    35322  3157494 SH      SHARED      01       3157494
D MATTEL INC                     COM              577081102       27     2484 SH      SHR/OTHR    01                   2484
D MATTEL INC                     COM              577081102      232    20784 SH      SHARED      02         10784             10000
D MATTEL INC                     COM              577081102    10382   928088 SH      SHARED      04        928088
D MATTEL INC                     COM              577081102      314    28100 SH      SHARED      05         28100
D MATTHEWS INTL CORP             CL A             577128101      267     9100 SH      SHARED                  9100
D MATTHEWS INTL CORP             CL A             577128101      696    23700 SH      SHARED      01         23700
D MATTSON TECHNOLOGY INC         COM              577223100      416    27994 SH      SHARED                 27994
D MATTSON TECHNOLOGY INC         COM              577223100      547    36800 SH      SHARED      01         36800
D MAVESA S A                     SPONSORED ADR    577717101       73    17000 SH      SHARED      01         17000
D MAXIM INTEGRATED PRODS INC     COM              57772K101    34225   425500 SH      SHARED                425500
D MAXIM INTEGRATED PRODS INC     COM              57772K101   165004  2051353 SH      SHARED      01       2051353
D MAXIM INTEGRATED PRODS INC     COM              57772K101     1251    15560 SH      SHARED      02          7250              8310
D MAXIM INTEGRATED PRODS INC     COM              57772K101    15580   193695 SH      SHARED      04        193695
D MAXIM PHARMACEUTICALS INC      COM              57772M107      143     2358 SH      SHARED                  2358
D MAXIM PHARMACEUTICALS INC      COM              57772M107     2723    44826 SH      SHARED      01         44826
D MAXIM PHARMACEUTICALS INC      COM              57772M107       24      400 SH      SHARED      04           400
D MAXCO INC                      COM              577723109        0      100 SH      SHARED      01           100
D MAXTOR CORP                    COM NEW          577729205     1745   166246 SH      SHARED      01        142374             23872
D MAXTOR CORP                    COM NEW          577729205     1041    99200 SH      SHARED      02         99200
D MAXTOR CORP                    COM NEW          577729205     3517   335000 SH      SHARED      04        335000
D MAXTOR CORP                    COM NEW          577729205      210    20000 SH      SHARED      05         20000
D MAXWELL SHOE INC               CL A             577766108       67     6000 SH      SHARED      01          6000
D MAXWELL TECHNOLOGIES INC       COM              577767106       84     4675 SH      SHARED      01          4675
D MAXYGEN INC                    COM              577776107      902    17400 SH      SHARED      01         17400
D MAXYGEN INC                    COM              577776107       31      600 SH      SHARED      04           600
D MAY DEPT STORES CO             COM              577778103      879    42926 SH      SHARED                 42926
D MAY DEPT STORES CO             COM              577778103    56738  2767749 SH      SHARED      01       2746913             20836
D MAY DEPT STORES CO             COM              577778103      698    34071 SH      SHR/OTHR    01                  21770    12301
D MAY DEPT STORES CO             COM              577778103      235    11481 SH      SHARED      02            46             11435
D MAY DEPT STORES CO             COM              577778103     3027   147669 SH      SHARED      04        147669
D MAX & ERMAS RESTAURANTS INC    COM              577903107        2      275 SH      SHARED      01           275
D MAXICARE HEALTH PLANS INC      COM NEW          577904204        5     4800 SH      SHARED      01          4800
D MAXXAM INC                     COM              577913106        5      300 SH      SHARED                   300
D MAXXAM INC                     COM              577913106       75     3782 SH      SHARED      01          3782
D MAXXAM INC                     COM              577913106        0       10 SH      SHARED      02            10
D MAXXAM INC                     COM              577913106       45     2300 SH      SHARED      04          2300
D MAXXAM INC                     COM              577913106       11      600 SH      SHARED      05           600
D MAVERICK TUBE CORP             COM              577914104     1497    55583 SH      SHARED      01         55583
D MAXIMUS INC                    COM              577933104      256    11600 SH      SHARED                 11600
D MAXIMUS INC                    COM              577933104      391    17700 SH      SHARED      01         17700
D MAYFLOWER CO-OPERATIVE BK MASS COM              578330102       17     1500 SH      SHARED      01          1500
D MAYORS JEWELERS INC DEL        COM              578462103        1      500 SH      SHARED      05           500
D MAYS J W INC                   COM              578473100       11     1300 SH      SHARED      01          1300
D MAYTAG CORP                    COM              578592107     1487    47883 SH      SHARED                 47883
D MAYTAG CORP                    COM              578592107    32932  1060219 SH      SHARED      01       1058519              1700
D MAYTAG CORP                    COM              578592107     4458   143523 SH      SHR/OTHR    01                 143523
D MAYTAG CORP                    COM              578592107       65     2100 SH      SHARED      02          1100              1000
D MAYTAG CORP                    COM              578592107     4036   129945 SH      SHARED      04        129945
D MAYTAG CORP                    COM              578592107     1090    35100 SH      SHARED      05         35100
D MCAFEE COM CORP                CL A             579062100      395    26577 SH      SHARED      01         26577
D MCCLATCHY CO                   CL A             579489105       91     2600 SH      SHARED                  2600
D MCCLATCHY CO                   CL A             579489105     1312    37309 SH      SHARED      01         37309
D MCCORMICK & CO INC             COM NON VTG      579780206     3025   101700 SH      SHARED                101700
D MCCORMICK & CO INC             COM NON VTG      579780206     2722    91509 SH      SHARED      01         91509
D MCCORMICK & CO INC             COM NON VTG      579780206      981    32992 SH      SHARED      02         30000              2992
D MCCORMICK & CO INC             COM NON VTG      579780206      864    29051 SH      SHARED      04         29051
D MCCORMICK & CO INC             COM NON VTG      579780206      223     7500 SH      SHARED      05          7500
D MCDATA CORP                    CL B             580031102     8017    65242 SH      SHARED      01         65242
D MCDATA CORP                    CL B             580031102      589     4800 SH      SHARED      02          3900               900
D MCDATA CORP                    CL B             580031102       12      100 SH      SHARED      04           100
D MCDERMOTT INTL INC             COM              580037109       61     5600 SH      SHARED                  5600
D MCDERMOTT INTL INC             COM              580037109     3908   355281 SH      SHARED      01        355281
D MCDERMOTT INTL INC             COM              580037109        3      351 SH      SHARED      02                             351
D MCDERMOTT INTL INC             COM              580037109      735    66900 SH      SHARED      04         66900
D MCDERMOTT INTL INC             COM              580037109       15     1400 SH      SHARED      05          1400
D MCDONALDS CORP                 COM              580135101   113397  3756500 SH      SHARED               3756500
D MCDONALDS CORP                 COM              580135101   326276 10808525 SH      SHARED      01      10744938             63587
D MCDONALDS CORP                 COM              580135101     9929   328930 SH      SHR/OTHR    01                 227744   101186
D MCDONALDS CORP                 COM              580135101     1555    51545 SH      SHARED      02         13900             37645
D MCDONALDS CORP                 COM              580135101    22016   729336 SH      SHARED      04        729336
D MCDONALDS CORP                 COM              580135101     2010    66600 SH      SHARED      05         66600
D MCDONALDS CORP                 COM              580135101    36918  1223004 SH      SHARED      06       1223004
D MCGRATH RENTCORP               COM              580589109      309    16276 SH      SHARED      01         16276
D MCGRATH RENTCORP               COM              580589109       64     3400 SH      SHARED      02          2400              1000
D MCGRAW HILL COS INC            COM              580645109      686    10800 SH      SHARED                 10800
D MCGRAW HILL COS INC            COM              580645109   448662  7058664 SH      SHARED      01       6657573            401091
D MCGRAW HILL COS INC            COM              580645109    20823   327605 SH      SHR/OTHR    01                 195673   131932
D MCGRAW HILL COS INC            COM              580645109      655    10312 SH      SHARED      02          2000              8312
D MCGRAW HILL COS INC            COM              580645109     5813    91459 SH      SHARED      04         91459
D MCGRAW HILL COS INC            COM              580645109      362     5700 SH      SHARED      05          5700
D MCK COMMUNICATIONS INC         COM              581243102      565    25000 SH      SHARED      01         22071              2929
D MCKESSON HBOC INC              COM              58155Q103      555    18169 SH      SHARED                 18169
D MCKESSON HBOC INC              COM              58155Q103    64442  2108573 SH      SHARED      01       2108573
D MCKESSON HBOC INC              COM              58155Q103       24      800 SH      SHR/OTHR    01                             800
D MCKESSON HBOC INC              COM              58155Q103      878    28741 SH      SHARED      02         25641              3100
D MCKESSON HBOC INC              COM              58155Q103     5053   165367 SH      SHARED      04        165367
D MCKESSON HBOC INC              COM              58155Q103      177     5800 SH      SHARED      05          5800
D MCLAREN PERFORMANCE TECH INC   COM              581759107       12     6900 SH      SHARED      01          6900
D MCLEODUSA INC                  CL A             582266102        0       21 SH      SHARED                    21
D MCLEODUSA INC                  CL A             582266102    12321   860907 SH      SHARED      01        659907            201000
D MCLEODUSA INC                  CL A             582266102       25     1800 SH      SHARED      02          1800
D MCLEODUSA INC                  CL A             582266102     1313    91804 SH      SHARED      04         91804
D MCLEODUSA INC                  CL A             582266102        2      200 SH      SHARED      05           200
D MCLEODUSA INC                  PFD CONV 6.75%   582266201    45415   146500 SH      SHARED                146500
D MCMORAN EXPLORATION CO         COM              582411104      284    24568 SH      SHARED      01         24568
D MCMORAN EXPLORATION CO         COM              582411104        4      370 SH      SHARED      02           121               249
D MCRAE INDS INC                 CL A             582757209        1      300 SH      SHARED      01           300
D MCRAE INDS INC                 CL B             582757308        2      600 SH      SHARED      01           600
D MEAD CORP                      COM              582834107      881    37700 SH      SHARED                 37700
D MEAD CORP                      COM              582834107    18180   777778 SH      SHARED      01        776878               900
D MEAD CORP                      COM              582834107       46     2000 SH      SHR/OTHR    01                            2000
D MEAD CORP                      COM              582834107     1155    49431 SH      SHARED      04         49431
D MEAD CORP                      COM              582834107      189     8100 SH      SHARED      05          8100
D MEADE INSTRUMENTS CORP         COM              583062104      914    45300 SH      SHARED      01         45300
D MEASUREMENT SPECIALTIES INC    COM              583421102     1133    23500 SH      SHARED      01         23500
D MECHANICAL TECHNOLOGY INC      COM              583538103      227    21085 SH      SHARED                 21085
D MECHANICAL TECHNOLOGY INC      COM              583538103      794    73485 SH      SHARED      01         73485
D MEDAREX INC                    COM              583916101     4598    39200 SH      SHARED      01         39200
D MEDAREX INC                    COM              583916101       11      100 SH      SHARED      02                             100
D MEDAREX INC                    COM              583916101      360     3075 SH      SHARED      04          3075
D MEDALLION FINL CORP            COM              583928106      334    19900 SH      SHARED      01         19900
D MEDCOM USA INC                 COM              584062103       30    15700 SH      SHARED      01         15700
D MEDFORD BANCORP INC            COM              584131106       12      800 SH      SHARED      01           800
D MEDIA ARTS GROUP INC           COM              58439C102        4     1200 SH      SHARED      01          1200
D MEDIA 100 INC                  COM              58440W105      565    51419 SH      SHARED      01         51419
D MEDIA GEN INC                  CL A             584404107     2139    49765 SH      SHARED      01         49765
D MEDIA GEN INC                  CL A             584404107      339     7900 SH      SHARED      04          7900
D MEDIA GEN INC                  CL A             584404107      141     3300 SH      SHARED      05          3300
D MEDIA LOGIC INC                COM              58441B100        0    10921 SH      SHARED      02         10921
D MEDIALINK WORLDWIDE INC        COM              58445P105       33     4800 SH      SHARED      01          4800
D MEDIAPLEX INC                  COM              58446B105      232    56300 SH      SHARED      01         56300
D MEDIAPLEX INC                  COM              58446B105       10     2500 SH      SHARED      02          2500
D MEDIABAY INC                   COM              58446J108       11     6800 SH      SHARED      01          6800
D MEDIACOM COMMUNICATIONS CORP   CL A             58446K105      699    43350 SH      SHARED      01         43350
D MEDICAL ALLIANCE INC           COM              58449S105        9     2100 SH      SHARED      02          2100
D MEDICAL ASSURN INC             COM              58449U100      370    30205 SH      SHARED      01         30205
D MEDICALCONTROL INC             COM              584636104       11     1700 SH      SHARED      01          1700
D MEDICALOGIC/MEDSCAPE INC       COM              584642102      178    50000 SH      SHARED      01         50000
D MEDICALOGIC/MEDSCAPE INC       COM              584642102        1      400 SH      SHR/OTHR    01                    400
D MEDICONSULT COM INC            COM              58469J100        0     1000 SH      SHARED      02                            1000
D MEDICIS PHARMACEUTICAL CORP    CL A NEW         584690309     1955    31800 SH      SHARED                 31800
D MEDICIS PHARMACEUTICAL CORP    CL A NEW         584690309     2971    48320 SH      SHARED      01         48320
D MEDICIS PHARMACEUTICAL CORP    CL A NEW         584690309       30      500 SH      SHARED      04           500
D MEDIMMUNE INC                  COM              584699102     1040    13475 SH      SHARED                 13475
D MEDIMMUNE INC                  COM              584699102   125629  1626273 SH      SHARED      01       1621348              4925
D MEDIMMUNE INC                  COM              584699102       69      900 SH      SHR/OTHR    01                    450      450
D MEDIMMUNE INC                  COM              584699102      271     3512 SH      SHARED      02          2006              1506
D MEDIMMUNE INC                  COM              584699102     9513   123148 SH      SHARED      04        123148
D MEDIMMUNE INC                  COM              584699102      324     4200 SH      SHARED      05          4200
D MEDIWARE INFORMATION SYS INC   COM              584946107       34     5900 SH      SHARED      01          5900
D MEDQUIST INC                   COM              584949101      861    42666 SH      SHARED      01         42666
D MEDQUIST INC                   COM              584949101      161     8002 SH      SHARED      02          8002
D MEDQUIST INC                   COM              584949101        0       10 SH      SHARED      04            10
D MEDITRUST CORP                 PAIRED CTF NEW   58501T306      870   296533 SH      SHARED      01        296533
D MEDITRUST CORP                 PAIRED CTF NEW   58501T306       35    12000 SH      SHR/OTHR    01                  12000
D MEDITRUST CORP                 PAIRED CTF NEW   58501T306        9     3368 SH      SHARED      02          3368
D MEDSTONE INTL INC NEW          COM              58505C101       13     2000 SH      SHARED      01          2000
D MEDSTONE INTL INC NEW          COM              58505C101       13     2000 SH      SHR/OTHR    01                   2000
D MEDTRONIC INC                  COM              585055106     2749    53060 SH      SHARED                 53060
D MEDTRONIC INC                  COM              585055106   578337 11162235 SH      SHARED      01      10616137            546098
D MEDTRONIC INC                  COM              585055106    16278   314185 SH      SHR/OTHR    01                 161152   153033
D MEDTRONIC INC                  COM              585055106     8181   157906 SH      SHARED      02         25679            132227
D MEDTRONIC INC                  COM              585055106    33622   648925 SH      SHARED      04        648925
D MELLON FINL CORP               COM              58551A108    37419   806900 SH      SHARED                806900
D MELLON FINL CORP               COM              58551A108   278721  6010174 SH      SHARED      01       5642187    83926   284061
D MELLON FINL CORP               COM              58551A108    25662   553376 SH      SHR/OTHR    01                 432382   120994
D MELLON FINL CORP               COM              58551A108     1099    23707 SH      SHARED      02          5100             18607
D MELLON FINL CORP               COM              58551A108    16117   347544 SH      SHARED      04        347544
D MELLON FINL CORP               COM              58551A108     1516    32700 SH      SHARED      05         32700
D MEMBERWORKS INC                COM              586002107      693    21082 SH      SHARED      01         21082
D MEMBERWORKS INC                COM              586002107      234     7121 SH      SHARED      02          7121
D MEMBERWORKS INC                COM              586002107     4855   147700 SH      SHARED      03        147700
D MENS WEARHOUSE INC             COM              587118100     1585    56006 SH      SHARED                 56006
D MENS WEARHOUSE INC             COM              587118100     8685   306792 SH      SHARED      01        306792
D MENTOR CORP MINN               COM              587188103       27     1738 SH      SHARED                  1738
D MENTOR CORP MINN               COM              587188103      901    57246 SH      SHARED      01         57246
D MENTOR GRAPHICS CORP           COM              587200106       66     2831 SH      SHARED                  2831
D MENTOR GRAPHICS CORP           COM              587200106    16991   721159 SH      SHARED      01        721159
D MENTOR GRAPHICS CORP           COM              587200106      235    10005 SH      SHARED      02         10005
D MENTOR GRAPHICS CORP           COM              587200106      516    21900 SH      SHARED      04         21900
D MENTOR GRAPHICS CORP           COM              587200106      195     8300 SH      SHARED      05          8300
D MENTOR INCOME FD INC           COM              587204108      210    27000 SH      SHARED      04         27000
D MERANT PLC                     SPONSORED ADR    587336108        1      275 SH      SHARED      01           275
D MERANT PLC                     SPONSORED ADR    587336108        7     1000 SH      SHARED      02          1000
D MERCANTILE BANKSHARES CORP     COM              587405101     1538    42400 SH      SHARED                 42400
D MERCANTILE BANKSHARES CORP     COM              587405101     3829   105506 SH      SHARED      01        105506
D MERCANTILE BANKSHARES CORP     COM              587405101      217     6000 SH      SHR/OTHR    01                   6000
D MERCANTILE BANKSHARES CORP     COM              587405101      402    11076 SH      SHARED      02           750             10326
D MERCANTILE BANKSHARES CORP     COM              587405101     1152    31750 SH      SHARED      04         31750
D MERCANTILE BANKSHARES CORP     COM              587405101      323     8900 SH      SHARED      05          8900
D MERCATOR SOFTWARE INC          COM              587587106      127     7700 SH      SHARED                  7700
D MERCATOR SOFTWARE INC          COM              587587106      996    60182 SH      SHARED      01         60182
D MERCHANTS GROUP INC            COM              588539106        5      300 SH      SHARED      01           300
D MERCHANTS N Y BANCORP INC      COM              589167105      758    36900 SH      SHARED      01         36300               600
D MERCK & CO INC                 COM              589331107      223     3000 SH      SHR/OTHR    01                            3000
D MERCK & CO INC                 COM              589331107   134386  1805368 SH      SHARED               1805368
D MERCK & CO INC                 COM              589331107  1699345 22829308 SH      SHARED      01      22237133            592175
D MERCK & CO INC                 COM              589331107    95714  1285849 SH      SHR/OTHR    01                 896859   388990
D MERCK & CO INC                 COM              589331107    13601   182720 SH      SHARED      02         77604            105116
D MERCK & CO INC                 COM              589331107   141148  1896220 SH      SHARED      04       1896220
D MERCK & CO INC                 COM              589331107     8121   109100 SH      SHARED      05        109100
D MERCK & CO INC                 COM              589331107    42354   569000 SH      SHARED      06        569000
D MERCURY AIR GROUP INC          COM              589354109       63    10000 SH      SHARED      01         10000
D MERCURY COMPUTER SYS           COM              589378108     1603    57672 SH      SHARED      01         57672
D MERCURY GENL CORP NEW          COM              589400100      104     3700 SH      SHARED                  3700
D MERCURY GENL CORP NEW          COM              589400100     1463    51687 SH      SHARED      01         51687
D MERCURY GENL CORP NEW          COM              589400100      150     5300 SH      SHARED      05          5300
D MERCURY INTERACTIVE CORP       SB NT CV 144A 07 589405AA7    43570 28146000 PRN     SHARED              28146000
D MERCURY INTERACTIVE CORP       COM              589405109      995     6350 SH      SHARED                  6350
D MERCURY INTERACTIVE CORP       COM              589405109   113169   721975 SH      SHARED      01        721975
D MERCURY INTERACTIVE CORP       COM              589405109     2226    14202 SH      SHARED      02         11552              2650
D MERCURY INTERACTIVE CORP       COM              589405109    13705    87438 SH      SHARED      04         87438
D MERCURY INTERACTIVE CORP       COM              589405109      438     2800 SH      SHARED      05          2800
D MEREDITH CORP                  COM              589433101       21      743 SH      SHARED                   743
D MEREDITH CORP                  COM              589433101    11708   396882 SH      SHARED      01        383782             13100
D MEREDITH CORP                  COM              589433101      659    22362 SH      SHARED      04         22362
D MEREDITH CORP                  COM              589433101       70     2400 SH      SHARED      05          2400
D MERIDIAN DIAGNOSTICS INC       COM              589602101        8     1100 SH      SHARED      01           600               500
D MERIDIAN INSURANCE GROUP INC   COM              589644103       14      968 SH      SHARED      01           968
D MERIDIAN MED TECHNOLOGIES INC  COM              589658103      150     8700 SH      SHARED      01          8700
D MERIDIAN RESOURCE CORP         COM              58977Q109      154    22476 SH      SHARED      01         22476
D MERISTAR HOSPITALITY CORP      COM              58984Y103       16      800 SH      SHARED                   800
D MERISTAR HOSPITALITY CORP      COM              58984Y103     1219    60241 SH      SHARED      01         60241
D MERISEL INC                    COM              589849108       23    34328 SH      SHARED      01         34328
D MERIDIAN GOLD INC              COM              589975101      128    18900 SH      SHARED      04         18900
D MERISTAR HOTELS & RESORTS INC  COM              589988104        4     1550 SH      SHARED      01          1550
D MERIX CORP                     COM              590049102      495     7646 SH      SHARED                  7646
D MERIX CORP                     COM              590049102     5687    87750 SH      SHARED      01         87750
D MERRILL LYNCH & CO INC         COM              590188108    81501  1234876 SH      SHARED               1234876
D MERRILL LYNCH & CO INC         COM              590188108   396641  6009716 SH      SHARED      01       6004216              5500
D MERRILL LYNCH & CO INC         COM              590188108       99     1500 SH      SHR/OTHR    01                    700      800
D MERRILL LYNCH & CO INC         COM              590188108     4638    70286 SH      SHARED      02         63700              6586
D MERRILL LYNCH & CO INC         COM              590188108    34175   517818 SH      SHARED      04        517818
D MERRILL LYNCH & CO INC         COM              590188108     3550    53800 SH      SHARED      05         53800
D MERRY LAND PROPERTIES INC      COM              590441101       11     2205 SH      SHARED      01          2205
D MERRY LAND PROPERTIES INC      COM              590441101        0       85 SH      SHARED      02            10                75
D MESA AIR GROUP INC             COM              590479101      796   145652 SH      SHARED                145652
D MESA AIR GROUP INC             COM              590479101      190    34900 SH      SHARED      01         34900
D MESA AIR GROUP INC             COM              590479101        3      621 SH      SHARED      02           621
D MESABA HLDGS INC               COM              59066B102      240    22400 SH      SHARED      01         22400
D MESA RTY TR                    UNIT BEN INT     590660106        7      200 SH      SHARED      01           200
D MESA RTY TR                    UNIT BEN INT     590660106       39     1000 SH      SHARED      02                            1000
D MESABI TR                      CTF BEN INT      590672101       10     3000 SH      SHARED      02                            3000
D MESSAGEMEDIA INC               COM              590787107       23     9100 SH      SHARED      01          9100
D MESTEK INC                     COM              590829107        6      400 SH      SHARED      01           400
D MET PRO CORP                   COM              590876306        6      675 SH      SHARED      01           675
D META GROUP INC                 COM              591002100      189    15300 SH      SHARED      01         15300
D METACREATIONS CORP             COM              591016100      860    76500 SH      SHARED      01         76500
D METACREATIONS CORP             COM              591016100       77     6890 SH      SHARED      02                            6890
D METALCLAD CORP                 COM NEW          591142203        0      200 SH      SHARED      02           200
D METALS USA INC                 COM              591324108      153    52383 SH      SHARED      01         52383
D METALS USA INC                 COM              591324108     4058  1381850 SH      SHARED      02       1381850
D METASOLV SOFTWARE INC          COM              591393103      854    20900 SH      SHARED      01         19900              1000
D METAWAVE COMMUNICATIONS CP     COM              591409107     1697    92700 SH      SHARED      01         92700
D METHODE ELECTRS INC            CL A             591520200     7231   163200 SH      SHARED                163200
D METHODE ELECTRS INC            CL A             591520200     3869    87328 SH      SHARED      01         87328
D METLIFE INC                    COM              59156R108     6913   264000 SH      SHARED      01        264000
D METLIFE INC                    COM              59156R108      767    29292 SH      SHARED      04         29292
D METLIFE INC                    COM              59156R108      657    25100 SH      SHARED      05         25100
D METRICOM INC                   COM              591596101      950    36912 SH      SHARED                 36912
D METRICOM INC                   COM              591596101     1272    49400 SH      SHARED      01         49400
D METRICOM INC                   COM              591596101       14      550 SH      SHARED      02                             550
D METRIS COS INC                 COM              591598107      349     8850 SH      SHARED                  8850
D METRIS COS INC                 COM              591598107     4835   122420 SH      SHARED      01        122420
D METRIS COS INC                 COM              591598107       51     1300 SH      SHARED      04          1300
D METRO GOLDWYN MAYER INC        COM              591610100      417    17400 SH      SHARED                 17400
D METRO GOLDWYN MAYER INC        COM              591610100      576    24000 SH      SHARED      01         24000
D METRO GOLDWYN MAYER INC        COM              591610100      105     4389 SH      SHARED      04          4389
D METROCALL INC                  COM              591647102      525   175259 SH      SHARED      01        175259
D METROCALL INC                  COM              591647102       55    18500 SH      SHARED      02          4500             14000
D METROMEDIA FIBER NETWORK INC   CL A             591689104     1387    57074 SH      SHARED                 57074
D METROMEDIA FIBER NETWORK INC   CL A             591689104    14647   602463 SH      SHARED      01        602463
D METROMEDIA FIBER NETWORK INC   CL A             591689104       96     3960 SH      SHARED      02           800              3160
D METROMEDIA FIBER NETWORK INC   CL A             591689104     2432   100066 SH      SHARED      04        100066
D METROMEDIA FIBER NETWORK INC   CL A             591689104        2      100 SH      SHARED      05           100
D METROMEDIA INTL GROUP INC      COM              591695101      468   125300 SH      SHARED      01        125091               209
D METROMEDIA INTL GROUP INC      COM              591695101        9     2500 SH      SHARED      02          2500
D METTLER TOLEDO INTERNATIONAL   COM              592688105      175     3997 SH      SHARED                  3997
D METTLER TOLEDO INTERNATIONAL   COM              592688105     2841    64590 SH      SHARED      01         64590
D METTLER TOLEDO INTERNATIONAL   COM              592688105      360     8200 SH      SHARED      02          5700              2500
D MEXICO EQUITY & INCOME FD      COM              592834105     4734   488728 SH      SHARED                488728
D MEXICO EQUITY & INCOME FD      COM              592834105     2835   292700 SH      SHARED      04        292700
D MEXICO FD INC                  COM              592835102    15894  1009180 SH      SHARED               1009180
D MEXICO FD INC                  COM              592835102       63     4000 SH      SHARED      01          4000
D MEXICO FD INC                  COM              592835102       63     4000 SH      SHR/OTHR    01                            4000
D MEXICO FD INC                  COM              592835102       27     1750 SH      SHARED      02                            1750
D MEXICO FD INC                  COM              592835102    21602  1371600 SH      SHARED      04       1371600
D MICHAEL FOOD INC NEW           COM              594079105      745    31889 SH      SHARED      01         31889
D MICHAELS STORES INC            COM              594087108     2859    71478 SH      SHARED      01         71478
D MICRO COMPONENT TECHNOLOGY INC COM              59479Q100       38     4874 SH      SHARED      01          4874
D MICRO COMPONENT TECHNOLOGY INC COM              59479Q100        5      633 SH      SHARED      02                             633
D MICREL INC                     COM              594793101       56      850 SH      SHARED                   850
D MICREL INC                     COM              594793101    25955   387400 SH      SHARED      01        387400
D MICREL INC                     COM              594793101     2248    33558 SH      SHARED      04         33558
D MICREL INC                     COM              594793101      790    11800 SH      SHARED      05         11800
D MICROS SYS INC                 COM              594901100      582    38651 SH      SHARED                 38651
D MICROS SYS INC                 COM              594901100      594    39483 SH      SHARED      01         39483
D MICROS SYS INC                 COM              594901100        1      100 SH      SHARED      02                             100
D MICROSOFT CORP                 COM              594918104       36      600 SH      SHR/OTHR    02                    300      300
D MICROSOFT CORP                 COM              594918104   108721  1802643 SH      SHARED               1802643
D MICROSOFT CORP                 COM              594918104  2549213 42267095 SH      SHARED      01      41392875      100   874120
D MICROSOFT CORP                 COM              594918104    49376   818678 SH      SHR/OTHR    01                 355150   463528
D MICROSOFT CORP                 COM              594918104    39083   648023 SH      SHARED      02        353119            294904
D MICROSOFT CORP                 COM              594918104   308961  5122725 SH      SHARED      04       5122725
D MICROSOFT CORP                 COM              594918104     7086   117500 SH      SHARED      05        117500
D MICROSOFT CORP                 COM              594918104    71897  1192100 SH      SHARED      06       1192100
D MICROTEST INC                  COM              594941106       35     7900 SH      SHARED      01          7900
D MICROVISION INC WASH           COM              594960106      943    24715 SH      SHARED                 24715
D MICROVISION INC WASH           COM              594960106     1273    33337 SH      SHARED      01         33337
D MICROSTRATEGY INC              CL A             594972101       27     1000 SH      SHARED                  1000
D MICROSTRATEGY INC              CL A             594972101     1742    63806 SH      SHARED      01         63806
D MICROSTRATEGY INC              CL A             594972101       10      400 SH      SHARED      02           100               300
D MICROCELL TELECOMMUNICATIONS   CL B NON VTG     59501T304       26      900 SH      SHARED                   900
D MICROCELL TELECOMMUNICATIONS   CL B NON VTG     59501T304       69     2402 SH      SHARED      04          2402
D MICROCHIP TECHNOLOGY INC       COM              595017104    14005   423627 SH      SHARED                423627
D MICROCHIP TECHNOLOGY INC       COM              595017104     5651   170931 SH      SHARED      01        170931
D MICROCHIP TECHNOLOGY INC       COM              595017104     3083    93267 SH      SHARED      04         93267
D MICROCHIP TECHNOLOGY INC       COM              595017104      204     6200 SH      SHARED      05          6200
D MICROCIDE PHARMACEUTICALS INC  COM              595018102       34     2523 SH      SHARED      02          2523
D MICROGRAFX INC                 COM              595077108       11     6798 SH      SHARED      04          6798
D MICROMUSE INC                  COM              595094103    16677    83000 SH      SHARED      01         83000
D MICROMUSE INC                  COM              595094103      577     2876 SH      SHARED      04          2876
D MICRON ELECTRONICS INC         COM              595100108      374    41600 SH      SHARED                 41600
D MICRON ELECTRONICS INC         COM              595100108      776    86323 SH      SHARED      01         86323
D MICRON ELECTRONICS INC         COM              595100108       27     3000 SH      SHR/OTHR    01                   3000
D MICRON TECHNOLOGY INC          COM              595112103    23651   514162 SH      SHARED                514162
D MICRON TECHNOLOGY INC          COM              595112103   190275  4136422 SH      SHARED      01       4134222              2200
D MICRON TECHNOLOGY INC          COM              595112103     8431   183300 SH      SHARED      02        183300
D MICRON TECHNOLOGY INC          COM              595112103    17555   381650 SH      SHARED      04        381650
D MICRON TECHNOLOGY INC          COM              595112103      970    21100 SH      SHARED      05         21100
D MICRONETICS WIRELESS INC       COM              595125105       54     7500 SH      SHARED      01          7500
D MICROSEMI CORP                 COM              595137100     1391    36487 SH      SHARED      01         36487
D MICROSEMI CORP                 COM              595137100     1029    27000 SH      SHARED      02         27000
D MICROTUNE INC DEL              COM              59514P109      230     4300 SH      SHARED      01          4300
D MICROTOUCH SYS INC             COM              595145103        2      400 SH      SHARED      01           400
D MID-AMER APT CMNTYS INC        COM              59522J103       52     2200 SH      SHARED                  2200
D MID-AMER APT CMNTYS INC        COM              59522J103      605    25300 SH      SHARED      01         25300
D MID ATLANTIC MED SVCS INC      COM              59523C107        3      200 SH      SHARED                   200
D MID ATLANTIC MED SVCS INC      COM              59523C107     1341    88700 SH      SHARED      01         88700
D MID ATLANTIC MED SVCS INC      COM              59523C107        7      500 SH      SHARED      02           500
D MID ATLANTIC MED SVCS INC      COM              59523C107       30     2000 SH      SHARED      04          2000
D MID-STATE BANCSHARES           COM              595440108      390    12500 SH      SHARED      01         12500
D MID-STATE BANCSHARES           COM              595440108       37     1200 SH      SHR/OTHR    01                            1200
D MIDAS GROUP INC                COM              595626102      295    21100 SH      SHARED                 21100
D MIDAS GROUP INC                COM              595626102      604    43150 SH      SHARED      01         42867               283
D MIDAS GROUP INC                COM              595626102        2      146 SH      SHR/OTHR    01                             146
D MIDAS GROUP INC                COM              595626102       16     1200 SH      SHARED      02           400               800
D MIDCOAST ENERGY RES INC        COM              59563W104      237    11532 SH      SHARED      01         10845               687
D MIDCAP SPDR TR                 UNIT SER 1       595635103      579     5900 SH      SHARED                  5900
D MIDCAP SPDR TR                 UNIT SER 1       595635103      286     2914 SH      SHARED      02           300              2614
D MIDCAP SPDR TR                 UNIT SER 1       595635103     4912    50000 SH      SHARED      04         50000
D MID AMER BANCORP               COM              595915109      299    11464 SH      SHARED      01         11464
D MIDDLESEX WATER CO             COM              596680108        5      200 SH      SHARED      01           200
D MIDDLESEX WATER CO             COM              596680108       29     1000 SH      SHR/OTHR    01                   1000
D MIDLAND CO                     COM              597486109      166     6300 SH      SHARED      01          6300
D MIDWEST EXPRESS HLDGS INC      COM              597911106      235    11700 SH      SHARED                 11700
D MIDWEST EXPRESS HLDGS INC      COM              597911106      406    20200 SH      SHARED      01         20200
D MIDWAY GAMES INC               COM              598148104      273    39000 SH      SHARED                 39000
D MIDWAY GAMES INC               COM              598148104      340    48686 SH      SHARED      01         48686
D MIDWAY GAMES INC               COM              598148104        0      119 SH      SHARED      02           119
D MIKASA INC                     COM              59862T109       26     1600 SH      SHARED      01          1600
D MILACRON INC                   COM              598709103      524    39400 SH      SHARED                 39400
D MILACRON INC                   COM              598709103      893    67155 SH      SHARED      01         67155
D MILESTONE SCIENTIFIC INC       COM              59935P100        8     4300 SH      SHARED      01          4300
D MILLENNIUM PHARMACEUTICALS INC COM              599902103    19917   136364 SH      SHARED      01        119564             16800
D MILLENNIUM PHARMACEUTICALS INC COM              599902103      175     1200 SH      SHARED      02                            1200
D MILLENNIUM PHARMACEUTICALS INC COM              599902103     5702    39040 SH      SHARED      04         39040
D MILLENNIUM PHARMACEUTICALS INC COM              599902103     1869    12800 SH      SHARED      05         12800
D MILLENNIUM CHEMICALS INC       COM              599903101     1835   123898 SH      SHARED      01        123898
D MILLENNIUM CHEMICALS INC       COM              599903101        5      357 SH      SHR/OTHR    01                             357
D MILLENNIUM CHEMICALS INC       COM              599903101       22     1500 SH      SHARED      05          1500
D MILLER BLDG SYS INC            COM              600404107        0      100 SH      SHARED      01           100
D MILLER HERMAN INC              COM              600544100     2412    75239 SH      SHARED                 75239
D MILLER HERMAN INC              COM              600544100     4669   145646 SH      SHARED      01        145646
D MILLER HERMAN INC              COM              600544100       12      400 SH      SHARED      02                             400
D MILLER HERMAN INC              COM              600544100     1376    42945 SH      SHARED      04         42945
D MILLER HERMAN INC              COM              600544100      333    10400 SH      SHARED      05         10400
D MILLIPORE CORP                 COM              601073109     3329    68740 SH      SHARED                 68740
D MILLIPORE CORP                 COM              601073109    17072   352462 SH      SHARED      01        341706             10756
D MILLIPORE CORP                 COM              601073109       14      300 SH      SHARED      02           300
D MILLIPORE CORP                 COM              601073109     1035    21385 SH      SHARED      04         21385
D MILLIPORE CORP                 COM              601073109       48     1000 SH      SHARED      05          1000
D MILLS CORP                     COM              601148109      534    28200 SH      SHARED                 28200
D MILLS CORP                     COM              601148109      949    50130 SH      SHARED      01         47163              2967
D MINE SAFETY APPLIANCES CO      COM              602720104      306    13900 SH      SHARED      01         13900
D MINERALS TECHNOLOGIES INC      COM              603158106     1953    42468 SH      SHARED      01         42468
D MINERALS TECHNOLOGIES INC      COM              603158106      322     7000 SH      SHARED      04          7000
D MINERALS TECHNOLOGIES INC      COM              603158106      124     2700 SH      SHARED      05          2700
D MINIMED INC                    COM              60365K108       53      604 SH      SHARED                   604
D MINIMED INC                    COM              60365K108     6595    73800 SH      SHARED      01         73600               200
D MINIMED INC                    COM              60365K108      250     2800 SH      SHR/OTHR    01                            2800
D MINIMED INC                    COM              60365K108     2294    25671 SH      SHARED      04         25671
D MINIMED INC                    COM              60365K108      750     8400 SH      SHARED      05          8400
D MINNESOTA MNG & MFG CO         COM              604059105    70230   770700 SH      SHARED                770700
D MINNESOTA MNG & MFG CO         COM              604059105   334623  3672137 SH      SHARED      01       3653452             18685
D MINNESOTA MNG & MFG CO         COM              604059105    11624   127567 SH      SHR/OTHR    01                  84820    42747
D MINNESOTA MNG & MFG CO         COM              604059105     1101    12092 SH      SHARED      02          2615              9477
D MINNESOTA MNG & MFG CO         COM              604059105    22627   248312 SH      SHARED      04        248312
D MINUTEMAN INTL INC             COM              604540104        1      200 SH      SHARED      01           200
D MIPS TECHNOLOGIES INC          CL A             604567107      793    17251 SH      SHARED                 17251
D MIPS TECHNOLOGIES INC          CL A             604567107     3914    85087 SH      SHARED      01         85087
D MIPS TECHNOLOGIES INC          CL B             604567206    14282   370980 SH      SHARED                370980
D MIPS TECHNOLOGIES INC          CL B             604567206      107     2799 SH      SHARED      01          2799
D MIPS TECHNOLOGIES INC          CL B             604567206      418    10878 SH      SHARED      02         10878
D MIPS TECHNOLOGIES INC          CL B             604567206      352     9168 SH      SHARED      04          9168
D MIRAE CORP                     SPONSORED ADR    60461U109       23     5000 SH      SHARED      04          5000
D MIRAVANT MED TECHNOLOGIES      COM              604690107      813    37400 SH      SHARED                 37400
D MIRAVANT MED TECHNOLOGIES      COM              604690107      575    26479 SH      SHARED      01         26479
D MIRAVANT MED TECHNOLOGIES      COM              604690107     1102    50700 SH      SHARED      04         50700
D MISSION WEST PPTYS INC         COM              605203108       31     2300 SH      SHARED      01          2300
D MISSISSIPPI CHEM CORP          COM NEW          605288208       12     3139 SH      SHARED      01          3138                 1
D MISSISSIPPI VY BANCSHARES INC  COM              605720101      313    12162 SH      SHARED      01         12162
D MISSISSIPPI VY BANCSHARES INC  COM              605720101       15      600 SH      SHARED      02                             600
D MITCHAM INDS INC               COM              606501104       36     6200 SH      SHARED      01          6200
D MITCHELL ENERGY & DEV CORP     CL A             606592202      378     8127 SH      SHARED                  8127
D MITCHELL ENERGY & DEV CORP     CL A             606592202     9318   199850 SH      SHARED      01        199850
D MITCHELL ENERGY & DEV CORP     CL A             606592202       50     1075 SH      SHARED      02                            1075
D MITEK SYS INC                  COM NEW          606710200        9     2300 SH      SHARED      01          2300
D MITEL CORP                     COM              606711109      842    41100 SH      SHARED                 41100
D MOBIUS MGMT SYSTEMS INC        COM              606925105       12     3000 SH      SHARED      02                            3000
D MOBILE MINI INC                COM              60740F105      369    19198 SH      SHARED      01         19198
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    607409109       65     2600 SH      SHARED      01          2600
D MOBILE TELESYSTEMS OJSC        SPONSORED ADR    607409109       55     2200 SH      SHARED      02          2200
D MOBILITY ELECTRONICS INC       COM              60741U101     3486   382040 SH      SHARED      02        366250             15790
D MODEM MEDIA INC                CL A             607533106      137    31872 SH      SHARED      01         31872
D MODINE MFG CO                  COM              607828100     1541    54703 SH      SHARED      01         54703
D MODINE MFG CO                  COM              607828100      281    10000 SH      SHARED      04         10000
D MODINE MFG CO                  COM              607828100      109     3900 SH      SHARED      05          3900
D MODIS PROFESSIONAL SVCS INC    COM              607830106     1082   208773 SH      SHARED      01        208773
D MODIS PROFESSIONAL SVCS INC    COM              607830106       22     4300 SH      SHARED      02           300              4000
D MODIS PROFESSIONAL SVCS INC    COM              607830106      170    32900 SH      SHARED      04         32900
D MODIS PROFESSIONAL SVCS INC    COM              607830106       65    12700 SH      SHARED      05         12700
D MOHAWK INDS INC                COM              608190104    10400   476817 SH      SHARED      01        476817
D MOHAWK INDS INC                COM              608190104      602    27600 SH      SHARED      04         27600
D MOHAWK INDS INC                COM              608190104      154     7100 SH      SHARED      05          7100
D MOLECULAR DEVICES CORP         COM              60851C107    15704   159840 SH      SHARED      01        159840
D MOLECULAR DEVICES CORP         COM              60851C107       28      290 SH      SHARED      02           290
D MOLEX INC                      COM              608554101    76302  1401657 SH      SHARED      01       1393420              8237
D MOLEX INC                      COM              608554101      587    10786 SH      SHARED      02          1906              8880
D MOLEX INC                      COM              608554101     5432    99799 SH      SHARED      04         99799
D MOLEX INC                      COM              608554101      224     4125 SH      SHARED      05          4125
D MOLEX INC                      CL A             608554200   125781  3035497 SH      SHARED               3035497
D MOLEX INC                      CL A             608554200     8437   203617 SH      SHARED      01        184875             18742
D MOLEX INC                      CL A             608554200       97     2342 SH      SHR/OTHR    01                            2342
D MOMENTUM BUSINESS APPS INC     CL A             60877P108        4      472 SH      SHARED      01           472
D MOMENTUM BUSINESS APPS INC     CL A             60877P108        0        4 SH      SHR/OTHR    01                               4
D MOMENTUM BUSINESS APPS INC     CL A             60877P108        1      147 SH      SHARED      02           147
D MONACO COACH CORP              COM              60886R103       92     5600 SH      SHARED                  5600
D MONACO COACH CORP              COM              60886R103      391    23700 SH      SHARED      01         23700
D MONARCH DENTAL CORP            COM              609044102       13     7983 SH      SHARED      02                            7983
D MONDAVI ROBERT CORP            CL A             609200100       46     1144 SH      SHARED                  1144
D MONDAVI ROBERT CORP            CL A             609200100      892    21833 SH      SHARED      01         16217              5616
D MONMOUTH REAL ESTATE INVT CORP CL A             609720107       14     3000 SH      SHARED      01          3000
D MONSANTO CO                    ADJ CONVR RATE   611662305     5237   100000 SH      SHARED      01        100000
D MONSANTO CO                    ADJ CONVR RATE   611662305       41      800 SH      SHARED      04           800
D MONTANA POWER CO               COM              612085100     3257    97600 SH      SHARED                 97600
D MONTANA POWER CO               COM              612085100    15375   460682 SH      SHARED      01        460082               600
D MONTANA POWER CO               COM              612085100       66     2000 SH      SHR/OTHR    01                   2000
D MONTANA POWER CO               COM              612085100      160     4800 SH      SHARED      02          4800
D MONTANA POWER CO               COM              612085100     1616    48424 SH      SHARED      04         48424
D MONTANA POWER CO               COM              612085100      477    14300 SH      SHARED      05         14300
D MONY GROUP INC                 COM              615337102      139     3500 SH      SHARED                  3500
D MONY GROUP INC                 COM              615337102     1740    43650 SH      SHARED      01         43650
D MONY GROUP INC                 COM              615337102      995    24967 SH      SHARED      04         24967
D MONY GROUP INC                 COM              615337102      223     5600 SH      SHARED      05          5600
D MOOG INC                       CL A             615394202      266     8853 SH      SHARED      01          8853
D MOOG INC                       CL B             615394301        8      200 SH      SHARED      01           200
D MOORE LTD                      COM              615785102       57    20000 SH      SHARED                 20000
D MOORE LTD                      COM              615785102       12     4301 SH      SHARED      01          4301
D MOORE MED CORP                 COM              615799103        7     1000 SH      SHARED      01          1000
D MORGAN J P & CO INC            COM              616880100   169844  1039600 SH      SHARED               1039600
D MORGAN J P & CO INC            COM              616880100   285151  1745381 SH      SHARED      01       1706017     1700    37664
D MORGAN J P & CO INC            COM              616880100    27210   166553 SH      SHR/OTHR    01                 100042    66511
D MORGAN J P & CO INC            COM              616880100     2801    17146 SH      SHARED      02          3405             13741
D MORGAN J P & CO INC            COM              616880100   107841   660085 SH      SHARED      04        660085
D MORGAN J P & CO INC            COM              616880100    12187    74600 SH      SHARED      05         74600
D MORGAN STANLEY FIN PLC         UNIT EX 113015   616906707        4      200 SH      SHARED      02                             200
D MORGAN KEEGAN INC              COM              617410105      707    40400 SH      SHARED                 40400
D MORGAN KEEGAN INC              COM              617410105      514    29374 SH      SHARED      01         29374
D MORGAN STANLEY D WITTER EMG MK COM              61744G107      224    17800 SH      SHARED                 17800
D MORGAN STANLEY D WITTER EMG MK COM              61744G107       11      900 SH      SHARED      04           900
D MORGAN STANLEY D WITTER EMG DB COM              61744H105       73    10000 SH      SHR/OTHR    01                  10000
D MORGAN STANLEY D WITTER GLB OP COM              61744R103       22     2600 SH      SHARED      04          2600
D MORGAN STAN D WITTER ASIA PAC  COM              61744U106      896    95000 SH      SHARED                 95000
D MORGAN STAN D WITTER ASIA PAC  COM              61744U106      206    21900 SH      SHARED      01         21900
D MORGAN STAN D WITTER ASIA PAC  COM              61744U106       65     6900 SH      SHR/OTHR    01                            6900
D MORGAN STAN D WITTER ASIA PAC  COM              61744U106      778    82500 SH      SHARED      04         82500
D MORGAN STAN D WITTER AFRIC INV COM              617444104        5      700 SH      SHARED      01           700
D MORGAN STAN D WITTER AFRIC INV COM              617444104     4125   511726 SH      SHARED      04        511726
D MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448       54      600 SH      SHR/OTHR    04                    300      300
D MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448     3822    41800 SH      SHARED                 41800
D MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   830224  9079738 SH      SHARED      01       8849547            230191
D MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448    14035   153494 SH      SHR/OTHR    01                  96980    56514
D MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448     2744    30012 SH      SHARED      02          6146             23866
D MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448    75478   825468 SH      SHARED      04        825468
D MORGAN STANLEY D WITTER INDIA  COM              61745C105     4991   481100 SH      SHARED      04        481100
D MORGAN STANLEY DEAN WITTER     GOVT INCOME TR   61745P106      503    61000 SH      SHARED                 61000
D MORGAN STANLEY DEAN WITTER     MUN INC TR III   61745P460     1445   159500 SH      SHARED      04        159500
D MORGAN STANLEY DEAN WITTER     MUN INCM TR II   61745P478     2434   261400 SH      SHARED      04        261400
D MORGAN STANLEY DEAN WITTER     MUN INCOME TR    61745P486     3455   373600 SH      SHARED      04        373600
D MORGAN STANLEY DEAN WITTER     QUALT MUN INCM   61745P734       71     5300 SH      SHARED      02          5300
D MORRISON MGMT SPECIALISTS INC  COM              618459101      620    21000 SH      SHARED      01         21000
D MORTONS RESTAURANT GROUP INC   COM              619429103        6      300 SH      SHARED      01           300
D MOTHERS WK INC                 COM              619903107      259    27000 SH      SHARED      02         23600              3400
D MOTIENT CORP                   COM              619908106     1201    85078 SH      SHARED      01         84903               175
D MOTIENT CORP                   COM              619908106     1604   113575 SH      SHARED      02         61125             52450
D MOTOROLA INC                   COM              620076109   102697  3635300 SH      SHARED               3635300
D MOTOROLA INC                   COM              620076109   505616 17897912 SH      SHARED      01      17693619            204293
D MOTOROLA INC                   COM              620076109     9702   343445 SH      SHR/OTHR    01                 216531   126914
D MOTOROLA INC                   COM              620076109    10034   355210 SH      SHARED      02        227828            127382
D MOTOROLA INC                   COM              620076109   103790  3674007 SH      SHARED      04       3674007
D MOTOROLA INC                   COM              620076109    28473  1007900 SH      SHARED      06       1007900
D MPOWER COMMUNICATIONS CORP     COM              62473J106      200    23050 SH      SHARED                 23050
D MPOWER COMMUNICATIONS CORP     COM              62473J106      868    99600 SH      SHARED      01         99600
D MPOWER COMMUNICATIONS CORP     PFD CV D 7.25%   62473J205     6033   389250 SH      SHARED                389250
D MP3 COM INC                    COM              62473M109      131    33400 SH      SHARED      01         33400
D MUELLER INDS INC               COM              624756102      788    35158 SH      SHARED                 35158
D MUELLER INDS INC               COM              624756102     1707    76100 SH      SHARED      01         74100              2000
D MULTEX COM INC                 COM              625367107      538    31464 SH      SHARED      01         31464
D MULTIMEDIA GAMES INC           COM              625453105       40     6500 SH      SHARED      01          6500
D MUNIHOLDINGS N Y INSD FD INC   COM              625931100        0        7 SH      SHARED      01                               7
D MUNIHOLDINGS N Y INSD FD INC   COM              625931100       24     1900 SH      SHR/OTHR    01                            1900
D MUNICIPAL MTG & EQUITY L L C   GROWTH SHS       62624B101       23     1100 SH      SHARED                  1100
D MUNICIPAL MTG & EQUITY L L C   GROWTH SHS       62624B101       59     2800 SH      SHARED      01                            2800
D MUNICIPAL MTG & EQUITY L L C   GROWTH SHS       62624B101      201     9500 SH      SHARED      02          8000              1500
D MUNIINSURED FD INC             COM              626245104       41     5000 SH      SHR/OTHR    01                   5000
D MUNIYIELD PA INSD FD           COM              62630V109       33     2760 SH      SHARED      02                            2760
D MUNIYIELD N Y INSD FD INC      COM              626301105      316    25212 SH      SHR/OTHR    01                           25212
D MURPHY OIL CORP                COM              626717102     2963    45725 SH      SHARED                 45725
D MURPHY OIL CORP                COM              626717102     4134    63785 SH      SHARED      01         63785
D MURPHY OIL CORP                COM              626717102       87     1350 SH      SHR/OTHR    01                            1350
D MURPHY OIL CORP                COM              626717102       12      200 SH      SHARED      02           200
D MURPHY OIL CORP                COM              626717102     1294    19968 SH      SHARED      04         19968
D MURPHY OIL CORP                COM              626717102      382     5900 SH      SHARED      05          5900
D MUSICLAND STORES CORP          COM              62758B109      276    39100 SH      SHARED      01         39100
D MUTUAL RISK MGMT LTD           COM              628351108       89     4100 SH      SHARED                  4100
D MUTUAL RISK MGMT LTD           COM              628351108      231    10544 SH      SHARED      02          7244              3300
D MUTUAL RISK MGMT LTD           COM              628351108       50     2300 SH      SHARED      04          2300
D MUTUALFIRST FINL INC           COM              62845B104      334    25000 SH      SHARED                 25000
D MYERS INDS INC                 COM              628464109      455    35937 SH      SHARED      01         35937
D MYLAN LABS INC                 COM              628530107     2045    75950 SH      SHARED                 75950
D MYLAN LABS INC                 COM              628530107     5676   210735 SH      SHARED      01        210735
D MYLAN LABS INC                 COM              628530107       52     1950 SH      SHARED      02                            1950
D MYLAN LABS INC                 COM              628530107     1562    58010 SH      SHARED      04         58010
D MYLAN LABS INC                 COM              628530107      342    12700 SH      SHARED      05         12700
D MYRIAD GENETICS INC            COM              62855J104     3999    46300 SH      SHARED      01         46300
D MYRIAD GENETICS INC            COM              62855J104       34      400 SH      SHR/OTHR    01                             400
D MYRIAD GENETICS INC            COM              62855J104       34      400 SH      SHARED      04           400
D MYRIAD GENETICS INC            COM              62855J104      224     2600 SH      SHARED      05          2600
D MYPOINTS COM INC               COM              62855T102      353    64300 SH      SHARED      01         64300
D MYTURN COM                     COM              628690109       34     4700 SH      SHARED      01          4700
D NABI INC                       COM              628716102     2910   415762 SH      SHARED      01        415762
D NABI INC                       COM              628716102        7     1000 SH      SHARED      02                            1000
D NBC INTERNET INC               CL A             62873D105      597    91100 SH      SHARED      01         91100
D NBC INTERNET INC               CL A             62873D105      219    33500 SH      SHARED      02         31000              2500
D NBC INTERNET INC               CL A             62873D105       31     4800 SH      SHARED      05          4800
D NBT BANCORP INC                COM              628778102      281    23466 SH      SHARED      01         23466
D NBTY INC                       COM              628782104     1076   164888 SH      SHARED      01        164888
D NCH CORP                       COM              628850109       88     2500 SH      SHARED                  2500
D NCH CORP                       COM              628850109      288     8182 SH      SHARED      01          8182
D NCH CORP                       COM              628850109       63     1800 SH      SHARED      04          1800
D NCH CORP                       COM              628850109       21      600 SH      SHARED      05           600
D NCI BUILDING SYS INC           COM              628852105      795    54366 SH      SHARED      01         35466             18900
D NCO GROUP INC                  COM              628858102       45     3800 SH      SHARED                  3800
D NCO GROUP INC                  COM              628858102      532    44807 SH      SHARED      01         44807
D NCO GROUP INC                  COM              628858102       10      900 SH      SHARED      02           900
D NCO GROUP INC                  COM              628858102      108     9151 SH      SHARED      04          9151
D NCO GROUP INC                  COM              628858102       40     3400 SH      SHARED      05          3400
D NCR CORP NEW                   COM              62886E108      567    15000 SH      SHARED                 15000
D NCR CORP NEW                   COM              62886E108    27013   714428 SH      SHARED      01        714385                43
D NCR CORP NEW                   COM              62886E108       34      905 SH      SHR/OTHR    01                    206      699
D NCR CORP NEW                   COM              62886E108       27      735 SH      SHARED      02           132               603
D NCR CORP NEW                   COM              62886E108     1765    46699 SH      SHARED      04         46699
D NCS HEALTHCARE INC             CL A             628874109        0     2100 SH      SHARED      01          2100
D NDS GROUP PLC                  SPONSORED ADR    628891103      810    10522 SH      SHARED      04         10522
D NS GROUP INC                   COM              628916108      484    24418 SH      SHARED      01         24418
D NS GROUP INC                   COM              628916108      198    10000 SH      SHARED      04         10000
D NASB FINL INC                  COM              628968109       11      800 SH      SHARED      01           800
D NL INDS INC                    COM NEW          629156407      250    11800 SH      SHARED                 11800
D NL INDS INC                    COM NEW          629156407      967    45653 SH      SHARED      01         45006               647
D NPS PHARMACEUTICALS INC        COM              62936P103     2424    42857 SH      SHARED      01         42857
D NPS PHARMACEUTICALS INC        COM              62936P103       28      500 SH      SHARED      04           500
D NPC INTERNATIONAL INC          COM              629360306      179    18373 SH      SHARED      01         18373
D NQL INC                        COM              629369109       16     5400 SH      SHARED      01          5400
D NRG ENERGY INC                 COM              629377102     9694   265600 SH      SHARED      01        257351              8249
D NRG ENERGY INC                 COM              629377102       73     2000 SH      SHARED      02                            2000
D NRG ENERGY INC                 COM              629377102       83     2280 SH      SHARED      04          2280
D NTL INC                        COM              629407107      884    19100 SH      SHARED                 19100
D NTL INC                        COM              629407107     8142   175809 SH      SHARED      01        175809
D NTL INC                        COM              629407107      240     5200 SH      SHR/OTHR    01                   5200
D NTL INC                        COM              629407107     2529    54613 SH      SHARED      04         54613
D NTL INC                        COM              629407107      195     4225 SH      SHARED      05          4225
D NUI CORP                       COM              629430109     1014    33600 SH      SHARED                 33600
D NUI CORP                       COM              629430109      728    24125 SH      SHARED      01         24125
D NUI CORP                       COM              629430109       63     2100 SH      SHR/OTHR    01                   2100
D NUI CORP                       COM              629430109      467    15500 SH      SHARED      02         11000              4500
D NVR INC                        COM              62944T105      178     2200 SH      SHARED                  2200
D NVR INC                        COM              62944T105     2363    29182 SH      SHARED      01         29182
D N-VIRO INTL CORP               COM NEW          62944W207       17     7000 SH      SHARED      01          7000
D NZ CORP                        COM              629497108        2      479 SH      SHARED      01           479
D NABISCO GROUP HLDG CORP        COM              62952P102   121954  4279100 SH      SHARED               4279100
D NABISCO GROUP HLDG CORP        COM              62952P102    90747  3184107 SH      SHARED      01       3184107
D NABISCO GROUP HLDG CORP        COM              62952P102        1       40 SH      SHR/OTHR    01                     40
D NABISCO GROUP HLDG CORP        COM              62952P102      176     6208 SH      SHARED      02          3694              2514
D NABISCO GROUP HLDG CORP        COM              62952P102     5388   189062 SH      SHARED      04        189062
D NABISCO GROUP HLDG CORP        COM              62952P102      190     6700 SH      SHARED      05          6700
D NABISCO HLDGS CORP             CL A             629526104    61313  1140724 SH      SHARED               1140724
D NABISCO HLDGS CORP             CL A             629526104    46683   868535 SH      SHARED      01        868535
D NABISCO HLDGS CORP             CL A             629526104       10      200 SH      SHARED      02                             200
D NABISCO HLDGS CORP             CL A             629526104    18880   351263 SH      SHARED      04        351263
D NABORS INDS INC                COM              629568106      450     8600 SH      SHARED                  8600
D NABORS INDS INC                COM              629568106    11685   222998 SH      SHARED      01        222998
D NABORS INDS INC                COM              629568106       36      700 SH      SHR/OTHR    01                             700
D NABORS INDS INC                COM              629568106      136     2600 SH      SHARED      02          1800               800
D NABORS INDS INC                COM              629568106     3264    62299 SH      SHARED      04         62299
D NABORS INDS INC                COM              629568106     1027    19600 SH      SHARED      05         19600
D NACCO INDS INC                 CL A             629579103      429    10218 SH      SHARED      01         10218
D NAM TAI ELECTRS INC            COM PAR $0.02    629865205       16      820 SH      SHARED      01           820
D NANOGEN INC                    COM              630075109     1028    53100 SH      SHARED                 53100
D NANOGEN INC                    COM              630075109      693    35800 SH      SHARED      01         35800
D NANOGEN INC                    COM              630075109        9      500 SH      SHARED      02                             500
D NANOMETRICS INC                COM              630077105     5178    96900 SH      SHARED      01         96900
D NANOPHASE TCHNOLOGIES CORP     COM              630079101      108     8000 SH      SHARED      01          8000
D NANOPHASE TCHNOLOGIES CORP     COM              630079101      216    16000 SH      SHARED      02         16000
D NAPRO BIOTHERAPUTICS INC       COM              630795102      172    18900 SH      SHARED      01         18900
D NASDAQ 100 TR                  UNIT SER 1       631100104     4692    52909 SH      SHARED      01         33209             19700
D NASDAQ 100 TR                  UNIT SER 1       631100104       35      400 SH      SHR/OTHR    01                             400
D NASDAQ 100 TR                  UNIT SER 1       631100104     1064    11998 SH      SHARED      02          3100              8898
D NASDAQ 100 TR                  UNIT SER 1       631100104    93019  1048850 SH      SHARED      04       1048850
D NATCO GROUP INC                CL A             63227W203       56     6500 SH      SHARED      02          6500
D NATIONAL AUSTRALIA BK LTD      CAP UTS EXCHBL   632525309    41945  1657150 SH      SHARED               1657150
D NATIONAL AUSTRALIA BK LTD      CAP UTS EXCHBL   632525309    12506   494100 SH      SHARED      04        494100
D NATIONAL AUSTRALIA BK LTD      SPONSORED ADR    632525408    15523   223756 SH      SHARED      04        223756
D NATIONAL BK GREECE S A         SPONSORED ADR    633643408       40     4800 SH      SHARED      04          4800
D NATIONAL BK GREECE S A         SPONSORED ADR    633643408      130    15420 SH      SHARED                 15420
D NATIONAL BEVERAGE CORP         COM              635017106        5      800 SH      SHARED      01           800
D NATIONAL CITY BANCORPORATION   COM              635312101        6      369 SH      SHARED      01           369
D NATIONAL CITY CORP             COM              635405103   102176  4618163 SH      SHARED      01       4612963              5200
D NATIONAL CITY CORP             COM              635405103      133     6040 SH      SHR/OTHR    01                   4600     1440
D NATIONAL CITY CORP             COM              635405103       17      800 SH      SHARED      02                             800
D NATIONAL CITY CORP             COM              635405103     6437   290958 SH      SHARED      04        290958
D NATIONAL COMM BANCORP          COM              635449101     5582   280002 SH      SHARED      01        280002
D NATIONAL COMM BANCORP          COM              635449101      401    20139 SH      SHARED      02         20139
D NATIONAL COMM BANCORP          COM              635449101     1785    89553 SH      SHARED      04         89553
D NATIONAL COMM BANCORP          COM              635449101      538    27000 SH      SHARED      05         27000
D NATIONAL COMPUTER SYS INC      COM              635519101        0     5400 SH      SHARED      01          5400
D NATIONAL DATA CORP             SUB NT CONV 5%03 635621AA3      865  1000000 PRN     SHARED               1000000
D NATIONAL DATA CORP             COM              635621105     2270    69189 SH      SHARED      01         69189
D NATIONAL DATA CORP             COM              635621105       98     3000 SH      SHARED      02                            3000
D NATIONAL DISC BROKERS GROUP    COM              635646102     2991    96700 SH      SHARED                 96700
D NATIONAL DISC BROKERS GROUP    COM              635646102     1145    37032 SH      SHARED      01         37032
D NATIONAL DISC BROKERS GROUP    COM              635646102       10      325 SH      SHARED      02           325
D NATIONAL EQUIP SVCS INC        COM              635847106      137    28200 SH      SHARED      01         28200
D NATIONAL HEALTH REALTY INC     COM              635905102        3      400 SH      SHARED      01           400
D NATIONAL FUEL GAS CO N J       COM              636180101      784    14000 SH      SHARED                 14000
D NATIONAL FUEL GAS CO N J       COM              636180101     2091    37309 SH      SHARED      01         36681               628
D NATIONAL FUEL GAS CO N J       COM              636180101      291     5200 SH      SHARED      02           640              4560
D NATIONAL FUEL GAS CO N J       COM              636180101      934    16672 SH      SHARED      04         16672
D NATIONAL FUEL GAS CO N J       COM              636180101      291     5200 SH      SHARED      05          5200
D NATIONAL GOLF PPTYS INC        COM              63623G109      266    12900 SH      SHARED                 12900
D NATIONAL GOLF PPTYS INC        COM              63623G109      431    20900 SH      SHARED      01         20900
D NATIONAL GOLF PPTYS INC        COM              63623G109      127     6200 SH      SHR/OTHR    01                            6200
D NATIONAL GOLF PPTYS INC        COM              63623G109        2      100 SH      SHARED      02                             100
D NATIONAL HEALTH INVS INC       COM              63633D104      232    34500 SH      SHARED      01         34500
D NATIONAL INFO CONSORTIUM INC   COM              636491102      133    33700 SH      SHARED      01         33700
D NATIONAL INSTRS CORP           COM              636518102       95     2165 SH      SHARED                  2165
D NATIONAL INSTRS CORP           COM              636518102     3076    69725 SH      SHARED      01         69725
D NATIONAL INSTRS CORP           COM              636518102      131     2981 SH      SHARED      04          2981
D NATIONAL-OILWELL INC           COM              637071101     2243    71800 SH      SHARED                 71800
D NATIONAL-OILWELL INC           COM              637071101    14493   463800 SH      SHARED      01        462795              1005
D NATIONAL-OILWELL INC           COM              637071101       10      338 SH      SHR/OTHR    01                             338
D NATIONAL-OILWELL INC           COM              637071101     1898    60760 SH      SHARED      04         60760
D NATIONAL-OILWELL INC           COM              637071101      240     7700 SH      SHARED      05          7700
D NATIONAL PENN BANCSHARES INC   COM              637138108      516    26842 SH      SHARED      01         26842
D NATIONAL PWR PLC               SP ADR FINLNEW   637194705       42      620 SH      SHARED                   620
D NATIONAL PRESTO INDS INC       COM              637215104        2      100 SH      SHARED                   100
D NATIONAL PRESTO INDS INC       COM              637215104      465    15550 SH      SHARED      01         15550
D NATIONAL PROCESSING INC        COM              637229105      243    17500 SH      SHARED      01         17500
D NATIONAL RECORD MART INC       COM              637355108        3     6000 SH      SHARED      01          6000
D NATIONAL SEMICONDUCTOR CORP    COM              637640103     8017   199200 SH      SHARED                199200
D NATIONAL SEMICONDUCTOR CORP    COM              637640103    63592  1579941 SH      SHARED      01       1579941
D NATIONAL SEMICONDUCTOR CORP    COM              637640103        4      100 SH      SHR/OTHR    01                             100
D NATIONAL SEMICONDUCTOR CORP    COM              637640103      283     7050 SH      SHARED      02           850              6200
D NATIONAL SEMICONDUCTOR CORP    COM              637640103     5130   127471 SH      SHARED      04        127471
D NATIONAL SEMICONDUCTOR CORP    COM              637640103     1465    36400 SH      SHARED      05         36400
D NATIONAL SVC INDS INC          COM              637657107      631    32300 SH      SHARED                 32300
D NATIONAL SVC INDS INC          COM              637657107     8982   459160 SH      SHARED      01        367598             91562
D NATIONAL SVC INDS INC          COM              637657107      309    15800 SH      SHARED      04         15800
D NATIONAL SVC INDS INC          COM              637657107       19     1000 SH      SHARED      05          1000
D NATIONAL STL CORP              CL B             637844309      141    47109 SH      SHARED      01         47109
D NATIONAL TECHTEAM INC          COM              638108100        6     2000 SH      SHARED      02                            2000
D NATIONAL WESTN LIFE INS CO     CL A             638522102      211     2900 SH      SHARED      01          2900
D NATIONSRENT INC                COM              638588103      195    49737 SH      SHARED      01         49737
D NATIONWIDE FINL SVCS INC       CL A             638612101     9997   267500 SH      SHARED                267500
D NATIONWIDE FINL SVCS INC       CL A             638612101     1300    34800 SH      SHARED      01         34800
D NATIONWIDE FINL SVCS INC       CL A             638612101      130     3484 SH      SHARED      04          3484
D NATIONWIDE FINL SVCS INC       CL A             638612101       56     1500 SH      SHARED      05          1500
D NATIONWIDE FINL SVCS INC       CL A             638612101      956    25600 SH      SHARED      06         25600
D NATIONWIDE HEALTH PPTYS INC    COM              638620104     1740   109200 SH      SHARED      01        108600               600
D NATIONWIDE HEALTH PPTYS INC    COM              638620104      200    12600 SH      SHR/OTHR    01                   7600     5000
D NATIONWIDE HEALTH PPTYS INC    COM              638620104        9      570 SH      SHARED      02                             570
D NATURAL MICROSYSTEMS CORP      COM              638882100      340     6325 SH      SHARED                  6325
D NATURAL MICROSYSTEMS CORP      COM              638882100     3351    62300 SH      SHARED      01         62300
D NATURAL MICROSYSTEMS CORP      COM              638882100       32      600 SH      SHARED      02           600
D NATURAL MICROSYSTEMS CORP      COM              638882100       59     1100 SH      SHARED      04          1100
D NATURAL MICROSYSTEMS CORP      COM              638882100       26      500 SH      SHARED      05           500
D NAVIGATORS GROUP INC           COM              638904102       19     1800 SH      SHARED      01          1800
D NAVIGATORS GROUP INC           COM              638904102       19     1800 SH      SHR/OTHR    01                            1800
D NATURES SUNSHINE PRODUCTS INC  COM              639027101       20     2779 SH      SHARED      01          2779
D NAUTICA ENTERPRISES INC        COM              639089101     1067    82500 SH      SHARED      01         82500
D NAUTICA ENTERPRISES INC        COM              639089101       13     1010 SH      SHARED      02                            1010
D NAVARRE CORP                   COM              639208107       12     8100 SH      SHARED      01          8100
D NAVISTAR INTL CORP NEW         COM              63934E108      883    29500 SH      SHARED                 29500
D NAVISTAR INTL CORP NEW         COM              63934E108    13964   466451 SH      SHARED      01        466451
D NAVISTAR INTL CORP NEW         COM              63934E108       26      900 SH      SHARED      02                             900
D NAVISTAR INTL CORP NEW         COM              63934E108     1878    62758 SH      SHARED      04         62758
D NAVIDEC INC                    COM              63934Q101      351    45400 SH      SHARED      01         45400
D NAVIDEC INC                    COM              63934Q101       23     3000 SH      SHARED      02          3000
D NAVISITE INC                   COM              63935M109      255     9500 SH      SHARED      01          9500
D NAVISITE INC                   COM              63935M109       43     1625 SH      SHARED      02          1625
D NAVISITE INC                   COM              63935M109       24      893 SH      SHARED      04           893
D NAVIGANT CONSULTING INC        COM              63935N107      322    93775 SH      SHARED      01         93775
D NAVIGANT CONSULTING INC        COM              63935N107       48    14100 SH      SHARED      04         14100
D NAVIGANT CONSULTING INC        COM              63935N107       18     5500 SH      SHARED      05          5500
D NAVIGANT INTL INC              COM              63935R108     3333   317476 SH      SHARED                317476
D NAVIGANT INTL INC              COM              63935R108        0       52 SH      SHARED      01            52
D NAVIGANT INTL INC              COM              63935R108        0       55 SH      SHR/OTHR    01                              55
D NAVIGANT INTL INC              COM              63935R108        2      224 SH      SHARED      02           112               112
D NEFF CORP                      CL A             640094108       31     7300 SH      SHARED      01          7300
D NEIMAN MARCUS GROUP INC        CL A             640204202      258     7974 SH      SHARED                  7974
D NEIMAN MARCUS GROUP INC        CL A             640204202     2690    82948 SH      SHARED      01         82948
D NEIMAN MARCUS GROUP INC        CL A             640204202       19      600 SH      SHARED      02                             600
D NEIMAN MARCUS GROUP INC        CL A             640204202      525    16200 SH      SHARED      04         16200
D NEIMAN MARCUS GROUP INC        CL B             640204301      145     5089 SH      SHARED      01          3850              1239
D NEIMAN MARCUS GROUP INC        CL B             640204301       13      470 SH      SHR/OTHR    01                             470
D NEIMAN MARCUS GROUP INC        CL B             640204301       17      609 SH      SHARED      02           151               458
D NELSON THOMAS INC              CL B             640376208        3      375 SH      SHARED      01           375
D NEOFORMA COM INC               COM              640475109      402   108190 SH      SHARED      01         99339              8851
D NEOGEN CORP                    COM              640491106        1      200 SH      SHARED      01           200
D NEOMAGIC CORP                  COM              640497103        9     2400 SH      SHARED      01          2400
D NEOMAGIC CORP                  COM              640497103      256    67400 SH      SHARED      04         67400
D NEOMEDIA TECHNOLOGIES INC      COM              640505103        0        1 SH      SHARED      02             1
D NEON COMMUNICATIONS INC        COM              640506101      469    13461 SH      SHARED      01         13461
D NEON COMMUNICATIONS INC        COM              640506101       45     1300 SH      SHARED      04          1300
D NEON SYS INC                   COM              640509105      175    15936 SH      SHARED      01         12268              3668
D NEON SYS INC                   COM              640509105       66     6000 SH      SHARED      02          3000              3000
D NEORX CORP                     COM PAR $0.02    640520300     3104   126696 SH      SHARED      01        126696
D NEOSE TECHNOLOGIES INC         COM              640522108     3609    74620 SH      SHARED      01         74620
D NEOSE TECHNOLOGIES INC         COM              640522108       48     1000 SH      SHARED      02                            1000
D NEOWARE SYS INC                COM              64065P102       34    14400 SH      SHARED      01         14400
D NEOTHERAPEUTICS INC            COM              640656104       69     9400 SH      SHARED      01          9400
D NETBANK INC                    COM              640933107      684    57946 SH      SHARED      01         57946
D NETWORKS ASSOCS INC            COM              640938106     4503   199054 SH      SHARED      01        199054
D NETWORKS ASSOCS INC            COM              640938106       21      969 SH      SHR/OTHR    01                    969
D NETWORKS ASSOCS INC            COM              640938106      263    11650 SH      SHARED      02         11650
D NETWORKS ASSOCS INC            COM              640938106     2073    91625 SH      SHARED      04         91625
D NETWORKS ASSOCS INC            COM              640938106      404    17900 SH      SHARED      05         17900
D NETWORKS ASSOCS INC            COM              640938106     3321   146800 SH      SHARED      06        146800
D NET GENESIS CORP               COM              64107E107        6      700 SH      SHARED      01           700
D NET GENESIS CORP               COM              64107E107      133    15400 SH      SHARED      02         15300               100
D NET GENESIS CORP               COM              64107E107        0       50 SH      SHARED      04            50
D NET PERCEPTIONS INC            COM              64107U101      127    27012 SH      SHARED      01         27012
D NET PERCEPTIONS INC            COM              64107U101        2      500 SH      SHARED      02           500
D NET2PHONE                      COM              64108N106       60     2700 SH      SHARED                  2700
D NET2PHONE                      COM              64108N106      774    34400 SH      SHARED      01         30292              4108
D NET2PHONE                      COM              64108N106      144     6400 SH      SHARED      02          6100               300
D NET2PHONE                      COM              64108N106       36     1600 SH      SHARED      04          1600
D NET2PHONE                      COM              64108N106       90     4000 SH      SHARED      05          4000
D NETCENTIVES INC                COM              64108P101      373    48822 SH      SHARED      01         48822
D NETCENTIVES INC                COM              64108P101        2      300 SH      SHARED      02                             300
D NETCENTIVES INC                COM              64108P101       31     4100 SH      SHARED      05          4100
D NETCURRENTS INC                COM              64110J101       16    12500 SH      SHARED      01         12500
D NETCREATIONS INC               COM              64110N102      137    12900 SH      SHARED      01         12900
D NETEGRITY INC                  COM              64110P107     3950    56437 SH      SHARED      01         56437
D NETEGRITY INC                  COM              64110P107      105     1500 SH      SHARED      02          1500
D NETEASE COM INC                SPONSORED ADR    64110W102       21     4000 SH      SHARED      02          4000
D NETERGY NETWORKS INC           COM              64111F108       57     6400 SH      SHARED      01          6400
D NETGURU COM INC                COM              64111K107       37     2200 SH      SHARED      01          2200
D NETOPIA INC                    COM              64114K104      722    65650 SH      SHARED                 65650
D NETOPIA INC                    COM              64114K104      418    38000 SH      SHARED      01         36823              1177
D NETOPIA INC                    COM              64114K104        4      400 SH      SHARED      02                             400
D NETOBJECTS INC                 COM              64114L102      107    34518 SH      SHARED      01         34518
D NETOBJECTS INC                 COM              64114L102     1927   616700 SH      SHARED      02        589700             27000
D NETOBJECTS INC                 COM              64114L102        0      150 SH      SHARED      04           150
D NETRO CORP                     COM              64114R109    14202   239700 SH      SHARED      01        239700
D NETRO CORP                     COM              64114R109       17      301 SH      SHARED      02           301
D NETRO CORP                     COM              64114R109       41      700 SH      SHARED      05           700
D NETMANAGE INC                  COM              641144100      119    56266 SH      SHARED      01         56266
D NETPLEX GROUP INC              COM              641147103        7     9100 SH      SHARED      01          9100
D NETSOL INTERNATIONAL INC       COM              64115A105      246    16300 SH      SHARED      01         16300
D NETSPEAK CORP                  COM              64115D109       73     6500 SH      SHARED      01          6500
D NETSOLVE INC                   COM              64115J106      166    23400 SH      SHARED      01         12207             11193
D NETPLIANCE INC                 COM              64115K103       10     7200 SH      SHARED      01          7200
D NETIQ CORP                     COM              64115P102     3578    54482 SH      SHARED      01         54482
D NETSCOUT SYS INC               COM              64115T104      774    32600 SH      SHARED      01         32600
D NETSCOUT SYS INC               COM              64115T104       57     2411 SH      SHARED      04          2411
D NETSILICON INC                 COM              64115X105      856    40899 SH      SHARED      01         40899
D NETRATINGS INC                 COM              64116M108      148     7900 SH      SHARED      01          7900
D NETWORK APPLIANCE INC          COM              64120L104    59596   467886 SH      SHARED                467886
D NETWORK APPLIANCE INC          COM              64120L104   284636  2234636 SH      SHARED      01       2229944              4692
D NETWORK APPLIANCE INC          COM              64120L104    10756    84444 SH      SHARED      02         53514             30930
D NETWORK APPLIANCE INC          COM              64120L104    23547   184870 SH      SHARED      04        184870
D NETWORK APPLIANCE INC          COM              64120L104     1413    11100 SH      SHARED      05         11100
D NETWORK ACCESS SOLUTIONS CORP  COM              64120S109      133    32300 SH      SHARED      01         32300
D NETWORK EQUIP TECHNOLOGIES     SB DB CV 7.25%14 641208AA1       13    21000 PRN     SHARED      02         21000
D NETWORK EQUIP TECHNOLOGIES     COM              641208103      533    49900 SH      SHARED      01         49900
D NETWORK EQUIP TECHNOLOGIES     COM              641208103        3      300 SH      SHARED      02           300
D NETWORK EQUIP TECHNOLOGIES     COM              641208103      156    14600 SH      SHARED      04         14600
D NETWORK ENGINES INC            COM              64121A107      147     3600 SH      SHARED      01          3600
D NETWORK PERIPHERALS INC        COM              64121R100       49     2900 SH      SHARED                  2900
D NETWORK PERIPHERALS INC        COM              64121R100     1066    62733 SH      SHARED      01         57933              4800
D NETWORK PLUS CORP              COM              64122D506      215    25000 SH      SHARED      01         25000
D NETWORK PLUS CORP              COM              64122D506        0       20 SH      SHARED      02            20
D NETWORK PLUS CORP              DP 1/10A CV7.5   64122D605     1518    90000 SH      SHARED                 90000
D NET2000 COMMUNICATIONS INC     COM              64122G103      184    28900 SH      SHARED      01         28900
D NETZERO INC                    COM              64122R109       78    36900 SH      SHARED      01         36900
D NETWORK COMM INC               COM              64122T105      207    37181 SH      SHARED      01         37181
D NEUBERGER BERMAN INC           COM              641234109     4188    68100 SH      SHARED                 68100
D NEUBERGER BERMAN INC           COM              641234109      977    15900 SH      SHARED      01         15900
D NEUBERGER BERMAN INC           COM              641234109      188     3073 SH      SHARED      04          3073
D NEUROGEN CORP                  COM              64124E106      680    21875 SH      SHARED                 21875
D NEUROGEN CORP                  COM              64124E106      669    21500 SH      SHARED      01         21500
D NEUROBIOLOGICAL TECHNOLOGIES   COM              64124W106     1082   131200 SH      SHARED      01                          131200
D NEUROBIOLOGICAL TECHNOLOGIES   COM              64124W106      532    64600 SH      SHARED      02         64600
D NEUROCRINE BIOSCIENCES INC     COM              64125C109     1623    36080 SH      SHARED      01         36080
D NEUROCRINE BIOSCIENCES INC     COM              64125C109       31      700 SH      SHARED      02                             700
D NEW AMER HIGH INCOME FD INC    COM              641876107      172    49400 SH      SHARED                 49400
D NEW AMER HIGH INCOME FD INC    COM              641876107       87    25000 SH      SHARED      02         25000
D NEW BRUNSWICK SCIENTIFIC INC   COM              642876106        1      151 SH      SHARED      01           151
D NEW CENTURY FINANCIAL CORP     COM              64352D101       46     3965 SH      SHARED      01          3965
D NEW ENGLAND BUSINESS SVC INC   COM              643872104      293    16200 SH      SHARED                 16200
D NEW ENGLAND BUSINESS SVC INC   COM              643872104      433    23900 SH      SHARED      01         23900
D NEW ERA OF NETWORKS INC        COM              644312100     1105    45450 SH      SHARED                 45450
D NEW ERA OF NETWORKS INC        COM              644312100     1367    56200 SH      SHARED      01         56200
D NEW FOCUS INC                  COM              644383101        7      100 SH      SHARED                   100
D NEW FOCUS INC                  COM              644383101      513     6500 SH      SHARED      01          6500
D NEW FOCUS INC                  COM              644383101       39      497 SH      SHARED      04           497
D NEW GERMANY FD INC             COM              644465106        7      578 SH      SHARED      02           578
D NEW HAMPSHIRE THRIFT BANCSHS   COM              644722100        1      100 SH      SHARED      01           100
D NEW JERSEY RES                 COM              646025106      239     5900 SH      SHARED                  5900
D NEW JERSEY RES                 COM              646025106     1569    38632 SH      SHARED      01         37616              1016
D NEW JERSEY RES                 COM              646025106       97     2400 SH      SHARED      02                            2400
D NEW PLAN EXCEL RLTY TR INC     COM              648053106     1319    96400 SH      SHARED                 96400
D NEW PLAN EXCEL RLTY TR INC     COM              648053106     2092   152897 SH      SHARED      01        152897
D NEW PLAN EXCEL RLTY TR INC     COM              648053106       33     2450 SH      SHARED      02           750              1700
D NEW YORK TIMES CO              CL A             650111107      489    12455 SH      SHARED                 12455
D NEW YORK TIMES CO              CL A             650111107    50216  1277380 SH      SHARED      01       1277040               340
D NEW YORK TIMES CO              CL A             650111107      122     3110 SH      SHR/OTHR    01                    350     2760
D NEW YORK TIMES CO              CL A             650111107      141     3600 SH      SHARED      02          1200              2400
D NEW YORK TIMES CO              CL A             650111107     3950   100480 SH      SHARED      04        100480
D NEW YORK TIMES CO              CL A             650111107      243     6200 SH      SHARED      05          6200
D NEW YORK TIMES CO              CL A             650111107     1288    32780 SH      SHARED      06         32780
D NEWCOR INC                     COM              651186108        0       36 SH      SHARED      01            36
D NEWELL RUBBERMAID INC          COM              651229106     2817   123500 SH      SHARED                123500
D NEWELL RUBBERMAID INC          COM              651229106    45910  2012565 SH      SHARED      01       2011442              1123
D NEWELL RUBBERMAID INC          COM              651229106        3      160 SH      SHR/OTHR    01                             160
D NEWELL RUBBERMAID INC          COM              651229106      426    18693 SH      SHARED      02          1259             17434
D NEWELL RUBBERMAID INC          COM              651229106     2888   126606 SH      SHARED      04        126606
D NEWELL RUBBERMAID INC          COM              651229106      312    13700 SH      SHARED      05         13700
D NEWFIELD EXPL CO               COM              651290108      214     4600 SH      SHARED                  4600
D NEWFIELD EXPL CO               COM              651290108      987    21150 SH      SHARED      01         21150
D NEWFIELD EXPL CO               COM              651290108       35      750 SH      SHARED      02           750
D NEWFIELD EXPL CO               COM              651290108      185     3973 SH      SHARED      04          3973
D NEWFIELD EXPL CO               COM              651290108       14      300 SH      SHARED      05           300
D NEWFIELD FINL TR I             QUIPS SER A      651291205     2086    29800 SH      SHARED                 29800
D NEWHALL LAND & FARMING CO CAL  DEPOSITARY REC   651426108      331    14100 SH      SHARED      01         14100
D NEWHALL LAND & FARMING CO CAL  DEPOSITARY REC   651426108       70     3000 SH      SHR/OTHR    01                            3000
D NEWMARK HOMES CORP             COM              651578106       15     1800 SH      SHARED      01          1800
D NEWMONT MINING CORP            COM              651639106      146     8600 SH      SHARED                  8600
D NEWMONT MINING CORP            COM              651639106    22230  1307680 SH      SHARED      01       1307680
D NEWMONT MINING CORP            COM              651639106       13      807 SH      SHR/OTHR    01                             807
D NEWMONT MINING CORP            COM              651639106      530    31229 SH      SHARED      02         22659              8570
D NEWMONT MINING CORP            COM              651639106    10054   591429 SH      SHARED      04        591429
D NEWMONT MINING CORP            COM              651639106      453    26700 SH      SHARED      05         26700
D NEWPARK RES INC                COM PAR $.01NEW  651718504     1333   144215 SH      SHARED      01        144215
D NEWPARK RES INC                COM PAR $.01NEW  651718504        0       16 SH      SHARED      02            16
D NEWPORT CORP                   COM              651824104      187     1179 SH      SHARED                  1179
D NEWPORT CORP                   COM              651824104     6020    37800 SH      SHARED      01         34800              3000
D NEWPORT CORP                   COM              651824104       15      100 SH      SHARED      02           100
D NEWPORT CORP                   COM              651824104      379     2380 SH      SHARED      04          2380
D NEWPORT CORP                   COM              651824104       47      300 SH      SHARED      05           300
D NEWPORT NEWS SHIPBUILDING INC  COM              652228107      286     6600 SH      SHARED                  6600
D NEWPORT NEWS SHIPBUILDING INC  COM              652228107     3013    69476 SH      SHARED      01         69096               380
D NEWPORT NEWS SHIPBUILDING INC  COM              652228107      138     3200 SH      SHARED      02          1100              2100
D NEWPORT NEWS SHIPBUILDING INC  COM              652228107      451    10400 SH      SHARED      04         10400
D NEWPORT NEWS SHIPBUILDING INC  COM              652228107      177     4100 SH      SHARED      05          4100
D NEWS CORP LTD                  ADR NEW          652487703       84     1500 SH      SHARED                  1500
D NEWS CORP LTD                  ADR NEW          652487703      224     4000 SH      SHARED      01          4000
D NEWS CORP LTD                  ADR NEW          652487703     1226    21875 SH      SHARED      02          4775             17100
D NEWS CORP LTD                  SP ADR PFD       652487802       64     1382 SH      SHARED      01          1382
D NEWS CORP LTD                  SP ADR PFD       652487802        3       78 SH      SHARED      02                              78
D NEWS CORP LTD                  SP ADR PFD       652487802      314     6700 SH      SHARED      04          6700
D NEWSEDGE CORP                  COM              65249Q106     1294   690200 SH      SHARED      02        690200
D NEXMED INC                     COM              652903105      431    22000 SH      SHARED      02         20000              2000
D NEXTERA ENTERPRISES INC        CL A             65332E101       11     3150 SH      SHARED      02           200              2950
D NEXELL THERAPEUTICS INC        COM NEW          65332H203      444    48393 SH      SHARED      01         48393
D NEXELL THERAPEUTICS INC        COM NEW          65332H203        0       36 SH      SHARED      02                              36
D NEXTCARD INC                   COM              65332K107      633    69711 SH      SHARED      01         69711
D NEXTEL COMMUNICATIONS INC      CL A             65332V103     2342    50110 SH      SHARED                 50110
D NEXTEL COMMUNICATIONS INC      CL A             65332V103   264619  5660307 SH      SHARED      01       5648246             12061
D NEXTEL COMMUNICATIONS INC      CL A             65332V103      383     8200 SH      SHR/OTHR    01                   7000     1200
D NEXTEL COMMUNICATIONS INC      CL A             65332V103     6429   137526 SH      SHARED      02         82000             55526
D NEXTEL COMMUNICATIONS INC      CL A             65332V103    22333   477729 SH      SHARED      04        477729
D NEXTEL PARTNERS INC            CL A             65333F107     3253   111700 SH      SHARED      01        111700
D NEXTEL PARTNERS INC            CL A             65333F107      241     8300 SH      SHARED      02          7900               400
D NEXTEL PARTNERS INC            CL A             65333F107      179     6174 SH      SHARED      04          6174
D NEXTLINK COMMUNICATIONS INC    CL A             65333H707       21      600 SH      SHR/OTHR    04                             600
D NEXTLINK COMMUNICATIONS INC    CL A             65333H707    62126  1765609 SH      SHARED      01       1358043            407566
D NEXTLINK COMMUNICATIONS INC    CL A             65333H707     3157    89722 SH      SHR/OTHR    01                  28055    61667
D NEXTLINK COMMUNICATIONS INC    CL A             65333H707      662    18840 SH      SHARED      02          1700             17140
D NEXTLINK COMMUNICATIONS INC    CL A             65333H707     2348    66752 SH      SHARED      04         66752
D NEXTLINK COMMUNICATIONS INC    CL A             65333H707        7      200 SH      SHARED      05           200
D NEXT LEVEL COMM INC            COM              65333U104       19      300 SH      SHARED                   300
D NEXT LEVEL COMM INC            COM              65333U104     1210    18300 SH      SHARED      01         18250                50
D NEXT LEVEL COMM INC            COM              65333U104       13      200 SH      SHARED      02                             200
D NEXT LEVEL COMM INC            COM              65333U104      144     2189 SH      SHARED      04          2189
D NEXT LEVEL COMM INC            COM              65333U104      105     1600 SH      SHARED      05          1600
D NHANCEMENT TECHNOLOGIES INC    COM              65334P104      974    57300 SH      SHARED      01         57300
D NIAGARA CORP                   COM              653349100       41    11100 SH      SHARED      01         11100
D NIAGARA CORP                   COM              653349100       18     5000 SH      SHARED      02          5000
D NIAGARA MOHAWK HLDGS INC       COM              653520106       76     4854 SH      SHARED                  4854
D NIAGARA MOHAWK HLDGS INC       COM              653520106    18982  1205260 SH      SHARED      01       1205260
D NIAGARA MOHAWK HLDGS INC       COM              653520106     1243    78982 SH      SHARED      04         78982
D NIAGARA MOHAWK HLDGS INC       COM              653520106       70     4500 SH      SHARED      05          4500
D NICOR INC                      COM              654086107     2594    71700 SH      SHARED                 71700
D NICOR INC                      COM              654086107    12384   342226 SH      SHARED      01        342226
D NICOR INC                      COM              654086107       15      430 SH      SHR/OTHR    01                             430
D NICOR INC                      COM              654086107      423    11700 SH      SHARED      02          1600             10100
D NICOR INC                      COM              654086107      999    27625 SH      SHARED      04         27625
D NICOR INC                      COM              654086107       39     1100 SH      SHARED      05          1100
D NIKE INC                       CL B             654106103       68     1700 SH      SHARED                  1700
D NIKE INC                       CL B             654106103    75435  1882964 SH      SHARED      01       1877914              5050
D NIKE INC                       CL B             654106103      212     5300 SH      SHR/OTHR    01                   1400     3900
D NIKE INC                       CL B             654106103      344     8599 SH      SHARED      02          1000              7599
D NIKE INC                       CL B             654106103     4644   115943 SH      SHARED      04        115943
D NIKU CORP                      COM              654113109      516    21200 SH      SHARED      01         21200
D 99 CENTS ONLY STORES           COM              65440K106      404     8052 SH      SHARED                  8052
D 99 CENTS ONLY STORES           COM              65440K106      884    17628 SH      SHARED      01         17628
D NIPPON TELEG & TEL CORP        SPONSORED ADR    654624105      112     2300 SH      SHARED                  2300
D NIPPON TELEG & TEL CORP        SPONSORED ADR    654624105       19      400 SH      SHARED      01                             400
D NIPPON TELEG & TEL CORP        SPONSORED ADR    654624105        4      100 SH      SHARED      04           100
D NISOURCE INC                   COM              65473P105    13310   546084 SH      SHARED      01        546084
D NISOURCE INC                   COM              65473P105      497    20393 SH      SHR/OTHR    01                   4513    15880
D NISOURCE INC                   COM              65473P105       24     1000 SH      SHARED      02                            1000
D NISOURCE INC                   COM              65473P105     1318    54112 SH      SHARED      04         54112
D NISOURCE INC                   COM              65473P105      392    16100 SH      SHARED      05         16100
D NOBEL LEARNING CMNTYS INC      COM              654889104      100    11400 SH      SHARED      01         11400
D NOBILITY HOMES INC             COM              654892108       38     6765 SH      SHARED      01          6765
D NOBLE AFFILIATES INC           COM              654894104      360     9700 SH      SHARED                  9700
D NOBLE AFFILIATES INC           COM              654894104     3660    98606 SH      SHARED      01         97896               710
D NOBLE AFFILIATES INC           COM              654894104      451    12155 SH      SHR/OTHR    01                    800    11355
D NOBLE AFFILIATES INC           COM              654894104        3      100 SH      SHARED      02           100
D NOBLE AFFILIATES INC           COM              654894104     1071    28860 SH      SHARED      04         28860
D NOBLE AFFILIATES INC           COM              654894104      991    26700 SH      SHARED      05         26700
D NOKIA CORP                     SPONSORED ADR    654902204      445    11199 SH      SHARED                 11199
D NOKIA CORP                     SPONSORED ADR    654902204    15782   396433 SH      SHARED      01        368169             28264
D NOKIA CORP                     SPONSORED ADR    654902204     1129    28380 SH      SHR/OTHR    01                   3420    24960
D NOKIA CORP                     SPONSORED ADR    654902204    13149   330291 SH      SHARED      02        232591             97700
D NOKIA CORP                     SPONSORED ADR    654902204     6389   160500 SH      SHARED      04        160500
D NOBLE DRILLING CORP            COM              655042109     4753    94600 SH      SHARED                 94600
D NOBLE DRILLING CORP            COM              655042109    31181   620535 SH      SHARED      01        619260              1275
D NOBLE DRILLING CORP            COM              655042109      105     2100 SH      SHR/OTHR    01                            2100
D NOBLE DRILLING CORP            COM              655042109      393     7840 SH      SHARED      02          2565              5275
D NOBLE DRILLING CORP            COM              655042109     2889    57503 SH      SHARED      04         57503
D NOBLE DRILLING CORP            COM              655042109     1623    32300 SH      SHARED      05         32300
D NOBLE INTL LTD                 COM              655053106        1      200 SH      SHARED      01           200
D NORDSON CORP                   COM              655663102      873    30700 SH      SHARED                 30700
D NORDSON CORP                   COM              655663102     1845    64900 SH      SHARED      01         64900
D NORDSON CORP                   COM              655663102      312    11000 SH      SHARED      04         11000
D NORDSON CORP                   COM              655663102      125     4400 SH      SHARED      05          4400
D NORDSTROM INC                  COM              655664100      644    41400 SH      SHARED                 41400
D NORDSTROM INC                  COM              655664100    14427   927111 SH      SHARED      01        924111              3000
D NORDSTROM INC                  COM              655664100       25     1660 SH      SHARED      02                            1660
D NORDSTROM INC                  COM              655664100      906    58228 SH      SHARED      04         58228
D NORDSTROM INC                  COM              655664100        7      500 SH      SHARED      05           500
D NORFOLK SOUTHERN CORP          COM              655844108      532    36400 SH      SHARED                 36400
D NORFOLK SOUTHERN CORP          COM              655844108    51040  3489949 SH      SHARED      01       3458616     3000    28333
D NORFOLK SOUTHERN CORP          COM              655844108     2117   144774 SH      SHR/OTHR    01                 115960    28814
D NORFOLK SOUTHERN CORP          COM              655844108      715    48901 SH      SHARED      02         14968             33933
D NORFOLK SOUTHERN CORP          COM              655844108     2606   178221 SH      SHARED      04        178221
D NORFOLK SOUTHERN CORP          COM              655844108      105     7200 SH      SHARED      05          7200
D NORSK HYDRO A S                SPONSORED ADR    656531605      105     2500 SH      SHARED                  2500
D NORSK HYDRO A S                SPONSORED ADR    656531605       21      500 SH      SHARED      05           500
D NORSTAN INC                    COM              656535101        2      800 SH      SHARED      01           800
D NORTEK INC                     COM              656559101      285    16300 SH      SHARED      01         16300
D NORTEL INVERSORA S A           SPON ADR PFD B   656567401     4866   325800 SH      SHARED      04        325800
D NORTEL NETWORKS CORP NEW       COM              656568102   104593  1756052 SH      SHARED               1756052
D NORTEL NETWORKS CORP NEW       COM              656568102  1137238 19093358 SH      SHARED      01      19029098             64260
D NORTEL NETWORKS CORP NEW       COM              656568102        1       30 SH      SHARED      02            30
D NORTEL NETWORKS CORP NEW       COM              656568102   108735  1825585 SH      SHARED      04       1825585
D NORTEL NETWORKS CORP NEW       COM              656568102     4616    77500 SH      SHARED      05         77500
D NORTH AMERN SCIENTIFIC INC     COM              65715D100      209     6600 SH      SHARED      01          6600
D NORTH AMERN TECH GROUP INC     COM NEW          657193207        2     1000 SH      SHARED      01                            1000
D NORTH BANCSHARES INC           COM              657467106       37     4300 SH      SHARED      01          4300
D NORTH EUROPEAN OIL RTY TR      SH BEN INT       659310106      111     6200 SH      SHARED      04          6200
D NORTH FORK BANCORPORATION NY   COM              659424105     1085    50200 SH      SHARED                 50200
D NORTH FORK BANCORPORATION NY   COM              659424105    18979   877673 SH      SHARED      01        873623              4050
D NORTH FORK BANCORPORATION NY   COM              659424105     1664    76974 SH      SHARED      04         76974
D NORTH FORK BANCORPORATION NY   COM              659424105      322    14900 SH      SHARED      05         14900
D NORTH PITTSBURGH SYS INC       COM              661562108      353    25934 SH      SHARED      01         25934
D NORTHEAST UTILS                COM              664397106    16125   743543 SH      SHARED      01        742543              1000
D NORTHEAST UTILS                COM              664397106        0       21 SH      SHR/OTHR    01                     21
D NORTHEAST UTILS                COM              664397106       46     2156 SH      SHARED      02                            2156
D NORTHEAST UTILS                COM              664397106     1433    66093 SH      SHARED      04         66093
D NORTHEAST UTILS                COM              664397106      446    20600 SH      SHARED      05         20600
D NORTHERN BORDER PARTNERS L P   UNIT LTD PARTN   664785102       75     2400 SH      SHARED      01          2400
D NORTHERN BORDER PARTNERS L P   UNIT LTD PARTN   664785102       56     1800 SH      SHR/OTHR    01                   1600      200
D NORTHERN BORDER PARTNERS L P   UNIT LTD PARTN   664785102      111     3530 SH      SHARED      02          3530
D NORTHERN TR CORP               COM              665859104     3555    40000 SH      SHARED                 40000
D NORTHERN TR CORP               COM              665859104   175188  1971178 SH      SHARED      01       1882851             88327
D NORTHERN TR CORP               COM              665859104     6109    68744 SH      SHR/OTHR    01                  50444    18300
D NORTHERN TR CORP               COM              665859104      215     2426 SH      SHARED      02                            2426
D NORTHERN TR CORP               COM              665859104     9345   105149 SH      SHARED      04        105149
D NORTHERN TR CORP               COM              665859104      568     6400 SH      SHARED      05          6400
D NORTHFIELD LABS INC            COM              666135108       37     3000 SH      SHARED      02                            3000
D NORTHFIELD LABS INC            COM              666135108        0       65 SH      SHARED      04            65
D NORTHPOINT COMMUNICATIONS HLDG COM              666610100      702    79100 SH      SHARED      01         79100
D NORTHPOINT COMMUNICATIONS HLDG COM              666610100       27     3100 SH      SHARED      02          2800               300
D NORTHPOINT COMMUNICATIONS HLDG COM              666610100       63     7137 SH      SHARED      04          7137
D NORTHROP GRUMMAN CORP          COM              666807102      945    10399 SH      SHARED                 10399
D NORTHROP GRUMMAN CORP          COM              666807102    64000   704269 SH      SHARED      01        704269
D NORTHROP GRUMMAN CORP          COM              666807102       25      279 SH      SHARED      02                             279
D NORTHROP GRUMMAN CORP          COM              666807102     3085    33950 SH      SHARED      04         33950
D NORTHROP GRUMMAN CORP          COM              666807102     3816    42000 SH      SHARED      05         42000
D NORTHWEST AIRLS CORP           CL A             667280101       59     2413 SH      SHARED                  2413
D NORTHWEST AIRLS CORP           CL A             667280101     1329    54111 SH      SHARED      01         54111
D NORTHWEST AIRLS CORP           CL A             667280101       49     2000 SH      SHR/OTHR    01                            2000
D NORTHWEST AIRLS CORP           CL A             667280101        4      200 SH      SHARED      02           200
D NORTHWEST AIRLS CORP           CL A             667280101      291    11876 SH      SHARED      04         11876
D NORTHWEST BANCORP INC PA       COM              667328108      126    15100 SH      SHARED      01         15100
D NORTHWEST NAT GAS CO           COM              667655104      120     5300 SH      SHARED                  5300
D NORTHWEST NAT GAS CO           COM              667655104     1348    59257 SH      SHARED      01         59257
D NORTHWEST NAT GAS CO           COM              667655104       50     2200 SH      SHR/OTHR    01                   2200
D NORTHWESTERN CORP              COM              668074107      922    47300 SH      SHARED                 47300
D NORTHWESTERN CORP              COM              668074107      678    34800 SH      SHARED      01         34800
D NORTHWESTERN CORP              COM              668074107       35     1800 SH      SHARED      02          1000               800
D NOVA CHEMICALS CORP            COM              66977W109      158     8300 SH      SHARED                  8300
D NOVA CHEMICALS CORP            COM              66977W109      130     6866 SH      SHARED      01          6866
D NOVA CORP GA                   COM              669784100     1353    79061 SH      SHARED      01         79061
D NOVA CORP GA                   COM              669784100      772    45111 SH      SHARED      02         18879             26232
D NOVA CORP GA                   COM              669784100      483    28262 SH      SHARED      04         28262
D NOVA CORP GA                   COM              669784100      157     9200 SH      SHARED      05          9200
D NOVARTIS A G                   SPONSORED ADR    66987V109     2742    70900 SH      SHARED                 70900
D NOVARTIS A G                   SPONSORED ADR    66987V109      317     8212 SH      SHARED      01          7212              1000
D NOVARTIS A G                   SPONSORED ADR    66987V109      176     4550 SH      SHARED      02                            4550
D NOVAMETRIX MED SYS INC         COM              669870107       73    12300 SH      SHARED      01         12300
D NU HORIZONS ELECTRS CORP       COM              669908105      214     7730 SH      SHARED      01          7730
D NOVADIGM INC                   COM              669937104       68     4400 SH      SHARED                  4400
D NOVADIGM INC                   COM              669937104      266    17218 SH      SHARED      01         17218
D NOVADIGM INC                   COM              669937104     2403   155200 SH      SHARED      02        120200             35000
D NOVADIGM INC                   COM              669937104      218    14100 SH      SHARED      03         14100
D NUANCE COMMUNICATIONS INC      COM              669967101     1156     9500 SH      SHARED      01          9500
D NOVAVAX INC                    COM              670002104       45     5000 SH      SHARED      04          5000
D NOVELL INC                     COM              670006105      239    24069 SH      SHARED                 24069
D NOVELL INC                     COM              670006105    24976  2513503 SH      SHARED      01       2513503
D NOVELL INC                     COM              670006105     7056   710150 SH      SHARED      02         71915            638235
D NOVELL INC                     COM              670006105     2005   201860 SH      SHARED      04        201860
D NOVELL INC                     COM              670006105       73     7400 SH      SHARED      05          7400
D NOVELLUS SYS INC               COM              670008101      910    19556 SH      SHARED                 19556
D NOVELLUS SYS INC               COM              670008101    41500   891291 SH      SHARED      01        888941              2350
D NOVELLUS SYS INC               COM              670008101      558    12000 SH      SHARED      02                           12000
D NOVELLUS SYS INC               COM              670008101     2873    61716 SH      SHARED      04         61716
D NOVEN PHARMACEUTICALS INC      COM              670009109      322     7535 SH      SHARED                  7535
D NOVEN PHARMACEUTICALS INC      COM              670009109     2381    55700 SH      SHARED      01         55700
D NOVEN PHARMACEUTICALS INC      COM              670009109       54     1272 SH      SHARED      04          1272
D NOVOSTE CORP                   COM              67010C100      241     5680 SH      SHARED                  5680
D NOVOSTE CORP                   COM              67010C100     8163   192076 SH      SHARED      01        192076
D NOVOSTE CORP                   COM              67010C100       21      500 SH      SHARED      04           500
D NOVO-NORDISK A S               ADR              670100205      555     5000 SH      SHARED                  5000
D NOVO-NORDISK A S               ADR              670100205      333     3000 SH      SHARED      01          3000
D NOVO-NORDISK A S               ADR              670100205       16      150 SH      SHARED      02                             150
D NOVO-NORDISK A S               ADR              670100205      166     1500 SH      SHARED      05          1500
D NU SKIN ENTERPRISES INC        CL A             67018T105      381    57588 SH      SHARED      01         57588
D NU SKIN ENTERPRISES INC        CL A             67018T105        6     1000 SH      SHR/OTHR    01                   1000
D NSTAR                          COM              67019E107     6211   154315 SH      SHARED      01        154295                20
D NSTAR                          COM              67019E107       29      738 SH      SHR/OTHR    01                             738
D NSTAR                          COM              67019E107       61     1536 SH      SHARED      02           420              1116
D NSTAR                          COM              67019E107     1004    24960 SH      SHARED      04         24960
D NSTAR                          COM              67019E107      297     7400 SH      SHARED      05          7400
D NUCENTRIX BROADBAND NETWORKS   COM              670198100      155     6068 SH      SHARED      01          6068
D NUCOR CORP                     COM              670346105     3130   103922 SH      SHARED                103922
D NUCOR CORP                     COM              670346105    19145   635523 SH      SHARED      01        635523
D NUCOR CORP                     COM              670346105      156     5200 SH      SHR/OTHR    01                   3000     2200
D NUCOR CORP                     COM              670346105       21      700 SH      SHARED      02           200               500
D NUCOR CORP                     COM              670346105     1829    60742 SH      SHARED      04         60742
D NUCOR CORP                     COM              670346105       60     2000 SH      SHARED      05          2000
D NUEVO ENERGY CO                COM              670509108      246    13400 SH      SHARED                 13400
D NUEVO ENERGY CO                COM              670509108      818    44550 SH      SHARED      01         44550
D NUEVO ENERGY CO                COM              670509108       55     3000 SH      SHARED      05          3000
D NUMEREX CORP PA                CL A             67053A102       13     1000 SH      SHARED      02                            1000
D NUMERICAL TECHNOLOGIES INC     COM              67053T101      296    10300 SH      SHARED      01         10300
D NUMERICAL TECHNOLOGIES INC     COM              67053T101       57     2000 SH      SHARED      05          2000
D NUVEEN PREM INCOME MUN FD 4    COM              6706K4105       61     5000 SH      SHARED      02                            5000
D NUVEEN CALIF PREM INCOME MUN   COM              6706L0102       13     1000 SH      SHARED      02                            1000
D NUVEEN N C PREM INCOME MUN FD  SH BEN INT       67060P100        7      550 SH      SHARED      02                             550
D NUVEEN MD PREM INCOME MUN FD   COM              67061Q107       31     2257 SH      SHARED      02                            2257
D NUVEEN CA INVT QUALITY MUN FD  COM              67062A101       93     6000 SH      SHR/OTHR    01                   6000
D NUVEEN CA INVT QUALITY MUN FD  COM              67062A101       12      833 SH      SHARED      02           833
D NUVEEN CALIF MUN VALUE FD      COM              67062C107       52     5585 SH      SHARED      02          5585
D NUVEEN INVT QUALITY MUN FD INC COM              67062E103        8      631 SH      SHARED      02                             631
D NUVEEN SELECT TAX FREE INCM PT SH BEN INT       67062F100       43     3000 SH      SHARED      02          3000
D NUVEEN MUN ADVANTAGE FD INC    COM              67062H106      106     8200 SH      SHARED      02          5100              3100
D NUVEEN NY MUN VALUE FD         COM              67062M105        8     1000 SH      SHARED      02                            1000
D NUVEEN INSD QUALITY MUN FD INC COM              67062N103        4      300 SH      SHARED      02                             300
D NUVEEN PERFORMANCE PLUS MUN FD COM              67062P108       82     6745 SH      SHARED      02          5500              1245
D NUVEEN CALIF PERFORM PLUS MUN  COM              67062Q106      168    11027 SH      SHARED      02          7014              4013
D NUVEEN NY PERFORM PLUS MUN FD  COM              67062R104       20     1477 SH      SHARED      02          1477
D NUVEEN PREM INCOME MUN FD      COM              67062T100       63     5250 SH      SHARED      02          5250
D NUVEEN MUN MKT OPPORTUNITY FD  COM              67062W103       96     7250 SH      SHARED      02          7250
D NUVEEN N Y INVT QUALITY MUN FD COM              67062X101       55     4000 SH      SHARED      01                            4000
D NUVEEN INSD CA SELECT TAX FREE SH BEN INT       67063R103       57     4000 SH      SHR/OTHR    01                   4000
D NVEST L P                      UNIT LTD PARTN   67065F107       23      600 SH      SHARED      01           600
D NUWAVE TECHNOLOGIES INC        COM              67065M102       21    12400 SH      SHARED      01         12400
D NVIDIA CORP                    COM              67066G104     6910    84400 SH      SHARED      01         84400
D NVIDIA CORP                    COM              67066G104      298     3650 SH      SHARED      02          3650
D NVIDIA CORP                    COM              67066G104     2093    25569 SH      SHARED      04         25569
D NVIDIA CORP                    COM              67066G104      777     9500 SH      SHARED      05          9500
D NYCOMED AMERSHAM PLC           SPONSORED ADR    67066H102      145     3000 SH      SHARED                  3000
D NYCOMED AMERSHAM PLC           SPONSORED ADR    67066H102      164     3400 SH      SHARED      05          3400
D NUVEEN DIVID ADVANTAGE MUN FD  COM              67066V101       65     5000 SH      SHARED      02          5000
D NUVEEN NY DIVID ADVNTG MUN FD  COM              67066X107       19     1600 SH      SHARED      01                            1600
D NUVEEN SR INCOME FD            COM              67067Y104      136    13800 SH      SHARED      02          8200              5600
D NYFIX INC                      COM              670712108      371     8305 SH      SHARED                  8305
D NYFIX INC                      COM              670712108     1734    38758 SH      SHARED      01         38758
D NYFIX INC                      COM              670712108        2       47 SH      SHARED      04            47
D OAO TECHNOLOGY SOLUTIONS INC   COM              67082B105        0      100 SH      SHR/OTHR    01                    100
D O CHARLEYS INC                 COM              670823103      215    17500 SH      SHARED      01         17500
D O CHARLEYS INC                 COM              670823103     3495   283912 SH      SHARED      03        283912
D OGE ENERGY CORP                COM              670837103       38     1800 SH      SHARED                  1800
D OGE ENERGY CORP                COM              670837103     3691   173212 SH      SHARED      01        173212
D OGE ENERGY CORP                COM              670837103        8      400 SH      SHR/OTHR    01                             400
D OGE ENERGY CORP                COM              670837103        4      200 SH      SHARED      02                             200
D OGE ENERGY CORP                COM              670837103      641    30100 SH      SHARED      04         30100
D OGE ENERGY CORP                COM              670837103      213    10000 SH      SHARED      05         10000
D OM GROUP INC                   COM              670872100     1343    30800 SH      SHARED                 30800
D OM GROUP INC                   COM              670872100     1911    43825 SH      SHARED      01         43825
D OM GROUP INC                   COM              670872100       21      500 SH      SHARED      04           500
D NUVEEN MUN VALUE FD INC        COM              670928100      243    27990 SH      SHARED      02                           27990
D NUVEEN NJ INVT QUALITY MUN FD  COM              670971100       58     4000 SH      SHARED      02                            4000
D NUVEEN PA INVT QUALITY MUN FD  COM              670972108       42     3000 SH      SHARED      02                            3000
D NUVEEN SELECT QUALITY MUN FD   COM              670973106       18     1400 SH      SHARED      02          1400
D NUVEEN NY SELECT QUALITY MUN   COM              670976109        7      535 SH      SHARED      02                             535
D NUVEEN QUALITY INCOME MUN FD   COM              670977107       97     7219 SH      SHARED      02          6919               300
D NUVEEN FLA QUALITY INCOME MUN  COM              670978105       28     2000 SH      SHARED      02          1000              1000
D NUVEEN OHIO QUALITY INCOME MUN COM              670980101        0       12 SH      SHARED      02                              12
D NUVEEN INSD MUN OPPORTUNITY FD COM              670984103       10      800 SH      SHARED      02           800
D NUVEEN CALIF QUALITY INCM MUN  COM              670985100      245    15450 SH      SHR/OTHR    01                   8000     7450
D NUVEEN CALIF QUALITY INCM MUN  COM              670985100       47     2989 SH      SHARED      02          2989
D NUVEEN NY QUALITY INCM MUN FD  COM              670986108       22     1643 SH      SHARED      02                            1643
D NUVEEN INSD NY PREM INCOME FD  COM              67101R107        0        7 SH      SHARED      02                               7
D OSI PHARMACEUTICALS INC        COM              671040103     3931    56159 SH      SHARED      01         56159
D OSI PHARMACEUTICALS INC        COM              671040103       21      300 SH      SHARED      04           300
D OSI SYSTEMS INC                COM              671044105      129    12300 SH      SHARED      01         12300
D OSI SYSTEMS INC                COM              671044105       31     3000 SH      SHARED      02          3000
D OTG SOFTWARE INC               COM              671059103      899    22000 SH      SHARED      01         22000
D OTG SOFTWARE INC               COM              671059103      130     3200 SH      SHARED      02           800              2400
D OAK TECHNOLOGY INC             COM              671802106     2455    89693 SH      SHARED      01         89693
D OAK TECHNOLOGY INC             COM              671802106       87     3190 SH      SHARED      02          1190              2000
D OAKLEY INC                     COM              673662102     1481    84375 SH      SHARED                 84375
D OAKLEY INC                     COM              673662102      888    50600 SH      SHARED      01         50600
D OAKLEY INC                     COM              673662102      133     7600 SH      SHARED      02          1500              6100
D OAKLEY INC                     COM              673662102       43     2500 SH      SHARED      04          2500
D OAKWOOD HOMES CORP             COM              674098108        2     1450 SH      SHARED      02           700               750
D OBJECTIVE SYS INTEGRATORS INC  COM              674424106      145    16800 SH      SHARED                 16800
D OBJECTIVE SYS INTEGRATORS INC  COM              674424106      270    31100 SH      SHARED      01         31100
D OCCIDENTAL PETE CORP DEL       COM              674599105     1000    45848 SH      SHARED                 45848
D OCCIDENTAL PETE CORP DEL       COM              674599105    60789  2786993 SH      SHARED      01       2786993
D OCCIDENTAL PETE CORP DEL       COM              674599105      112     5178 SH      SHR/OTHR    01                            5178
D OCCIDENTAL PETE CORP DEL       COM              674599105      569    26105 SH      SHARED      02         20723              5382
D OCCIDENTAL PETE CORP DEL       COM              674599105    11423   523731 SH      SHARED      04        523731
D OCCIDENTAL PETE CORP DEL       COM              674599105      850    39000 SH      SHARED      05         39000
D OCEAN ENERGY INC TEX           COM              67481E106      893    57904 SH      SHARED                 57904
D OCEAN ENERGY INC TEX           COM              67481E106     3833   248346 SH      SHARED      01        248346
D OCEAN ENERGY INC TEX           COM              67481E106      256    16630 SH      SHARED      02          5690             10940
D OCEAN ENERGY INC TEX           COM              67481E106     1396    90479 SH      SHARED      04         90479
D OCEAN ENERGY INC TEX           COM              67481E106      341    22100 SH      SHARED      05         22100
D OCEANEERING INTL INC           COM              675232102      886    53350 SH      SHARED      01         53350
D OCEANEERING INTL INC           COM              675232102       66     4000 SH      SHARED      02          2400              1600
D OCEANFIRST FINL CORP           COM              675234108      340    16400 SH      SHARED      01         16400
D OCTEL CORP                     COM              675727101        0       50 SH      SHARED      02            50
D OCULAR SCIENCES INC            COM              675744106      610    50900 SH      SHARED      01         50900
D OCWEN FINL CORP                COM              675746101      365    62150 SH      SHARED      01         61350               800
D ODETICS INC DEL                CL A             676065204       34     2000 SH      SHARED      02                            2000
D ODWALLA INC                    COM              676111107       80     8700 SH      SHARED      01          8700
D OFFICEMAX INC                  COM              67622M108      722   202772 SH      SHARED      01        202772
D OFFICEMAX INC                  COM              67622M108       23     6500 SH      SHARED      02                            6500
D OFFICEMAX INC                  COM              67622M108      137    38600 SH      SHARED      04         38600
D OFFICEMAX INC                  COM              67622M108       52    14700 SH      SHARED      05         14700
D OFFICE DEPOT INC               LYON SUB ZERO 08 676220AB2    13395 18735000 PRN     SHARED      04      18735000
D OFFICE DEPOT INC               COM              676220106      149    19200 SH      SHARED                 19200
D OFFICE DEPOT INC               COM              676220106    18466  2363909 SH      SHARED      01       2363909
D OFFICE DEPOT INC               COM              676220106      955   122300 SH      SHARED      02        103650             18650
D OFFICE DEPOT INC               COM              676220106     1366   174878 SH      SHARED      04        174878
D OFFICE DEPOT INC               COM              676220106       51     6550 SH      SHARED      05          6550
D OFFSHORE LOGISTICS INC         COM              676255102      130     7300 SH      SHARED                  7300
D OFFSHORE LOGISTICS INC         COM              676255102      950    53150 SH      SHARED      01         53150
D OGDEN CORP                     COM              676346109      896    66100 SH      SHARED                 66100
D OGDEN CORP                     COM              676346109     1556   114737 SH      SHARED      01        114737
D OGDEN CORP                     COM              676346109       40     2988 SH      SHR/OTHR    01                            2988
D OGDEN CORP                     COM              676346109       13     1000 SH      SHARED      02                            1000
D OGDEN CORP                     COM              676346109      229    16900 SH      SHARED      04         16900
D OGDEN CORP                     COM              676346109       88     6500 SH      SHARED      05          6500
D OGLEBAY NORTON CO              COM              677007106       25      900 SH      SHARED                   900
D OHIO CAS CORP                  COM              677240103      851   134242 SH      SHARED      01        134242
D OHIO CAS CORP                  COM              677240103      130    20500 SH      SHARED      04         20500
D OHIO CAS CORP                  COM              677240103       50     7900 SH      SHARED      05          7900
D OILGEAR CO                     COM              678042102        1      150 SH      SHARED      01           150
D OLD GUARD GROUP INC            COM              679783100     1140    96273 SH      SHARED                 96273
D OLD KENT FINL CORP             COM              679833103      428    14821 SH      SHARED                 14821
D OLD KENT FINL CORP             COM              679833103    27269   942361 SH      SHARED      01        942361
D OLD KENT FINL CORP             COM              679833103     1985    68601 SH      SHARED      04         68601
D OLD KENT FINL CORP             COM              679833103       81     2800 SH      SHARED      05          2800
D OLD NATL BANCORP IND           COM              680033107     1896    62700 SH      SHARED      01         58201              4499
D OLD NATL BANCORP IND           COM              680033107      143     4758 SH      SHARED      04          4758
D OLD REP INTL CORP              COM              680223104     1068    44400 SH      SHARED                 44400
D OLD REP INTL CORP              COM              680223104     3734   155204 SH      SHARED      01        155204
D OLD REP INTL CORP              COM              680223104     1386    57615 SH      SHARED      04         57615
D OLD REP INTL CORP              COM              680223104      375    15600 SH      SHARED      05         15600
D OLIN CORP                      COM PAR $1       680665205      203    12600 SH      SHARED                 12600
D OLIN CORP                      COM PAR $1       680665205     1329    82140 SH      SHARED      01         82140
D OLIN CORP                      COM PAR $1       680665205       48     3000 SH      SHR/OTHR    01                            3000
D OLIN CORP                      COM PAR $1       680665205      249    15400 SH      SHARED      04         15400
D OLIN CORP                      COM PAR $1       680665205       97     6000 SH      SHARED      05          6000
D OLYMPIC CASCADE FINL CORP      COM              68158N106       78    13100 SH      SHARED      01         13100
D OMNICARE INC                   COM              681904108      104     6500 SH      SHARED                  6500
D OMNICARE INC                   COM              681904108     3427   212572 SH      SHARED      01        212572
D OMNICARE INC                   COM              681904108      507    31500 SH      SHARED      04         31500
D OMNICARE INC                   COM              681904108      196    12200 SH      SHARED      05         12200
D OMNICOM GROUP INC              SB DB CV 4.25%07 681919AE6     2321  1000000 PRN     SHARED      01       1000000
D OMNICOM GROUP INC              SB DB CV 4.25%07 681919AE6    20893  9002000 PRN     SHARED      04       9002000
D OMNICOM GROUP INC              COM              681919106       21      300 SH      SHR/OTHR    04                    100      200
D OMNICOM GROUP INC              COM              681919106     3734    51200 SH      SHARED                 51200
D OMNICOM GROUP INC              COM              681919106   143310  1964856 SH      SHARED      01       1768739            196117
D OMNICOM GROUP INC              COM              681919106     6965    95504 SH      SHR/OTHR    01                  62471    33033
D OMNICOM GROUP INC              COM              681919106      187     2570 SH      SHARED      02                            2570
D OMNICOM GROUP INC              COM              681919106     5891    80771 SH      SHARED      04         80771
D OMEGA HEALTHCARE INVS INC      COM              681936100       26     4335 SH      SHARED      01          4335
D OMEGA HEALTHCARE INVS INC      COM              681936100        0      100 SH      SHARED      02           100
D 1-800 CONTACTS INC             COM              681977104      451     9400 SH      SHARED      01          9400
D OMEGA FINL CORP                COM              682092101      352    11650 SH      SHARED      01         11650
D OMEGA WORLDWIDE INC            COM              68210B108        2     1404 SH      SHARED      01          1404
D OMEGA WORLDWIDE INC            COM              68210B108        0       26 SH      SHARED      02            26
D OMEGA PROTEIN CORP             COM              68210P107       37    17476 SH      SHARED      01         17476
D OMEGA PROTEIN CORP             COM              68210P107      194    91300 SH      SHARED      04         91300
D OMNI NUTRACEUTICALS INC        COM              68212M102        4     2300 SH      SHARED      01          2300
D OMNOVA SOLUTIONS INC           COM              682129101      210    37900 SH      SHARED      01         37900
D ON ASSIGNMENT INC              COM              682159108     1458    46500 SH      SHARED      01         46500
D ON COMMAND CORP                COM              682160106      427    34800 SH      SHARED                 34800
D ON COMMAND CORP                COM              682160106      142    11600 SH      SHARED      01         11600
D ON SEMICONDUCTOR CORP          COM              682189105      143    13200 SH      SHARED      01         13200
D ON SEMICONDUCTOR CORP          COM              682189105       10     1000 SH      SHARED      02          1000
D ON SEMICONDUCTOR CORP          COM              682189105       26     2478 SH      SHARED      04          2478
D ON TECHNOLOGY CORP             COM              68219P108       17     7000 SH      SHARED      01          7000
D 1 800 FLOWERS COM              CL A             68243Q106        0      100 SH      SHARED      01           100
D ONEIDA LTD                     COM              682505102      612    44133 SH      SHARED      01         44133
D ONEOK INC NEW                  COM              682680103       11      300 SH      SHARED                   300
D ONEOK INC NEW                  COM              682680103     9148   230161 SH      SHARED      01        228961              1200
D ONEOK INC NEW                  COM              682680103      449    11300 SH      SHARED      04         11300
D ONEOK INC NEW                  COM              682680103       27      700 SH      SHARED      05           700
D ONI SYSTEMS CORP               COM              68273F103     1242    14400 SH      SHARED      01         14400
D ONI SYSTEMS CORP               COM              68273F103       86     1000 SH      SHARED      05          1000
D ON2 COM INC                    COM              68338A107       86    34600 SH      SHARED      01         34600
D ONVIA COM INC                  COM              68338T106      263    59400 SH      SHARED      01         59400
D ONYX SOFTWARE CORP             COM              683402101      832    40342 SH      SHARED      01         40342
D OPEN MKT INC                   COM              68370M100      727   115761 SH      SHARED      01         95761             20000
D OPEN JT STK CO-VIMPEL COMMUNIC SPONSORED ADR    68370R109     1064    55100 SH      SHARED                 55100
D OPEN JT STK CO-VIMPEL COMMUNIC SPONSORED ADR    68370R109       50     2600 SH      SHARED      01          2600
D OPEN TEXT CORP                 COM              683715106      822    42450 SH      SHARED                 42450
D OPTELECOM INC                  COM PAR $0.03    683818207       37     5500 SH      SHARED      01          5500
D OPTELECOM INC                  COM PAR $0.03    683818207        3      499 SH      SHR/OTHR    01                             499
D OPTICAL CABLE CORP             COM              683827109      237     9735 SH      SHARED                  9735
D OPTICAL CABLE CORP             COM              683827109      244    10050 SH      SHARED      01         10050
D OPTICAL CABLE CORP             COM              683827109       20      850 SH      SHARED      05           850
D OPTICARE HEALTH SYS INC        COM              68386P105        0        3 SH      SHARED      02             3
D OPTIO SOFTWARE INC             COM              68389J106        9     4700 SH      SHARED      01          4700
D ORACLE CORP                    COM              68389X105   117704  1494666 SH      SHARED               1494666
D ORACLE CORP                    COM              68389X105  1787115 22693534 SH      SHARED      01      22609501             84033
D ORACLE CORP                    COM              68389X105    10759   136625 SH      SHR/OTHR    01                  83575    53050
D ORACLE CORP                    COM              68389X105   648333  8232807 SH      SHARED      02       7930995            301812
D ORACLE CORP                    COM              68389X105   194471  2469476 SH      SHARED      04       2469476
D ORACLE CORP                    COM              68389X105     7016    89100 SH      SHARED      05         89100
D ORACLE CORP                    COM              68389X105    84215  1069400 SH      SHARED      06       1069400
D OPPENHEIMER MULTI-SECTOR INCOM SH BEN INT       683933105      192    23500 SH      SHARED      01         23500
D OPPENHEIMER MULTI-SECTOR INCOM SH BEN INT       683933105      192    23500 SH      SHR/OTHR    01                           23500
D OPPENHEIMER MULTI-SECTOR INCOM SH BEN INT       683933105        8     1000 SH      SHARED      04          1000
D OPTIKA INC                     COM              683973101       14     4200 SH      SHARED      01          4200
D OPUS360 CORP                   COM              68400F109        0       60 SH      SHARED      01            60
D OPUS360 CORP                   COM              68400F109        0       33 SH      SHARED      02                              33
D ORATEC INTERVENTIONS INC       COM              68554M108       74     6100 SH      SHARED      01          6100
D ORBITAL SCIENCES CORP          COM              685564106      776    92700 SH      SHARED                 92700
D ORBITAL SCIENCES CORP          COM              685564106      592    70694 SH      SHARED      01         70694
D ORCHID BIOSCIENCES INC         COM              68571P100     1006    29600 SH      SHARED      01         29600
D ORGANOGENESIS INC              COM              685906109      273    18600 SH      SHARED                 18600
D ORGANOGENESIS INC              COM              685906109     1143    77768 SH      SHARED      01         77768
D OREGON STL MLS INC             COM              686079104       14     7988 SH      SHARED      01          7988
D O REILLY AUTOMOTIVE INC        COM              686091109     1026    70198 SH      SHARED      01         70198
D ORGANIC INC                    COM              68617E101       41     9160 SH      SHARED      01          9160
D ORGANIC INC                    COM              68617E101        6     1500 SH      SHARED      02          1500
D ORIENTAL FINL GROUP INC        COM              68618W100      276    17851 SH      SHARED      01         17851
D ORIX CORP                      SPONSORED ADR    686330101       34      600 SH      SHARED                   600
D OROAMERICA INC                 COM              687027102       69     8700 SH      SHARED      01          8700
D ORPHAN MED INC                 COM              687303107        0       30 SH      SHARED      01            30
D ORTEC INTL INC                 COM              68749B108       59     5100 SH      SHARED      01          5100
D ORTHOLOGIC CORP                COM              68750J107       65    21700 SH      SHARED      01         21700
D ORTHODONTIC CTRS AMER INC      COM              68750P103     2033    61032 SH      SHARED                 61032
D ORTHODONTIC CTRS AMER INC      COM              68750P103     3136    94150 SH      SHARED      01         94150
D ORTHODONTIC CTRS AMER INC      COM              68750P103       79     2400 SH      SHARED      02           400              2000
D ORTHODONTIC CTRS AMER INC      COM              68750P103       36     1100 SH      SHARED      04          1100
D ORYX TECHNOLOGY CORP           COM              68763X101        7     6500 SH      SHARED      02          6500
D OSAGE SYSTEMS GROUP INC        OSAGE SYS        687735100       12    11700 SH      SHARED      01         11700
D OSCA INC                       CL A             687836106       29     1750 SH      SHARED      02          1750
D OSHKOSH B GOSH INC             CL A             688222207       37     2480 SH      SHARED                  2480
D OSHKOSH B GOSH INC             CL A             688222207      413    27168 SH      SHARED      01         26598               570
D OSHKOSH TRUCK CORP             COM              688239201     8580   221425 SH      SHARED      01        221425
D OSICOM TECHNOLOGIES INC        COM PAR $0.30    688271501      637    25764 SH      SHARED                 25764
D OSICOM TECHNOLOGIES INC        COM PAR $0.30    688271501      508    20533 SH      SHARED      01         20533
D OSICOM TECHNOLOGIES INC        COM PAR $0.30    688271501       32     1300 SH      SHARED      02          1300
D OSMONICS INC                   COM              688350107        0       12 SH      SHARED      01            12
D OSTEOTECH INC                  COM              688582105       50     5300 SH      SHARED      01          5300
D OTTAWA FINL CORP               COM              689389104     4864   170300 SH      SHARED                170300
D OTTER TAIL PWR CO              COM              689648103       30     1300 SH      SHARED                  1300
D OTTER TAIL PWR CO              COM              689648103      839    36300 SH      SHARED      01         36300
D OTTER TAIL PWR CO              COM              689648103       46     2000 SH      SHR/OTHR    01                            2000
D OTTER TAIL PWR CO              COM              689648103       64     2800 SH      SHARED      02                            2800
D OUTBACK STEAKHOUSE INC         COM              689899102       75     2800 SH      SHARED                  2800
D OUTBACK STEAKHOUSE INC         COM              689899102     2521    92958 SH      SHARED      01         92958
D OUTBACK STEAKHOUSE INC         COM              689899102       27     1000 SH      SHARED      02                            1000
D OUTBACK STEAKHOUSE INC         COM              689899102      939    34650 SH      SHARED      04         34650
D OUTBACK STEAKHOUSE INC         COM              689899102      279    10300 SH      SHARED      05         10300
D OVERSEAS SHIPHOLDING GROUP INC COM              690368105      292    10700 SH      SHARED                 10700
D OVERSEAS SHIPHOLDING GROUP INC COM              690368105     2111    77115 SH      SHARED      01         77115
D OVERSEAS SHIPHOLDING GROUP INC COM              690368105      317    11600 SH      SHARED      04         11600
D OVERSEAS SHIPHOLDING GROUP INC COM              690368105      123     4500 SH      SHARED      05          4500
D OWENS CORNING                  COM              69073F103     1222   465582 SH      SHARED      01        465582
D OWENS CORNING                  COM              69073F103     2662  1014401 SH      SHARED      04       1014401
D OWENS CORNING                  COM              69073F103        6     2500 SH      SHARED      05          2500
D OWENS & MINOR INC NEW          COM              690732102     1146    72800 SH      SHARED                 72800
D OWENS & MINOR INC NEW          COM              690732102     1062    67487 SH      SHARED      01         67487
D OWENS ILL INC                  COM NEW          690768403      166    18000 SH      SHARED                 18000
D OWENS ILL INC                  COM NEW          690768403    10487  1133804 SH      SHARED      01       1133804
D OWENS ILL INC                  COM NEW          690768403       20     2250 SH      SHARED      02                            2250
D OWENS ILL INC                  COM NEW          690768403      628    67994 SH      SHARED      04         67994
D OWENS ILL INC                  PFD CONV $.01    690768502     3103   179900 SH      SHARED                179900
D OWENS ILL INC                  PFD CONV $.01    690768502      338    19600 SH      SHARED      01         19600
D OWENS ILL INC                  PFD CONV $.01    690768502       12      700 SH      SHARED      02                             700
D OWENS ILL INC                  PFD CONV $.01    690768502     1155    67000 SH      SHARED      04         67000
D OXFORD HEALTH PLANS INC        COM              691471106      364    11846 SH      SHARED                 11846
D OXFORD HEALTH PLANS INC        COM              691471106     3618   117745 SH      SHARED      01        117745
D OXFORD HEALTH PLANS INC        COM              691471106       55     1800 SH      SHR/OTHR    01                   1800
D OXFORD HEALTH PLANS INC        COM              691471106      324    10550 SH      SHARED      02          7000              3550
D OXFORD HEALTH PLANS INC        COM              691471106     1125    36611 SH      SHARED      04         36611
D OXFORD INDS INC                COM              691497309       69     3900 SH      SHARED                  3900
D OXFORD INDS INC                COM              691497309        5      300 SH      SHARED      01           300
D OXFORD TAX EXEMPT FD L P       UNIT L P INT     69181P100      887    33400 SH      SHARED      04         33400
D PBOC HLDGS INC                 COM              69316G108       85    10000 SH      SHARED                 10000
D PBOC HLDGS INC                 COM              69316G108        0      100 SH      SHARED      01           100
D P C CONNECTION                 COM              69318J100      912    16000 SH      SHARED      01         16000
D PCC GROUP INC                  COM              693183105        0       13 SH      SHARED      02            13
D PC-TEL INC                     COM              69325Q105     4903   210900 SH      SHARED      01        210900
D PC-TEL INC                     COM              69325Q105       23     1000 SH      SHARED      02          1000
D P-COM INC                      COM              693262107     1099   165925 SH      SHARED      01        165925
D P-COM INC                      COM              693262107        3      500 SH      SHARED      02                             500
D PECO ENERGY CO                 COM              693304107      569     9400 SH      SHARED                  9400
D PECO ENERGY CO                 COM              693304107    89964  1485497 SH      SHARED      01       1483497              2000
D PECO ENERGY CO                 COM              693304107       78     1300 SH      SHR/OTHR    01                   1300
D PECO ENERGY CO                 COM              693304107      128     2120 SH      SHARED      02                            2120
D PECO ENERGY CO                 COM              693304107     5097    84177 SH      SHARED      04         84177
D PECO ENERGY CO                 COM              693304107     2392    39500 SH      SHARED      05         39500
D PECO ENERGY CO                 COM              693304107    36742   606700 SH      SHARED      06        606700
D PG&E CORP                      COM              69331C108    42871  1772500 SH      SHARED               1772500
D PG&E CORP                      COM              69331C108    71613  2960829 SH      SHARED      01       2960829
D PG&E CORP                      COM              69331C108      128     5300 SH      SHR/OTHR    01                            5300
D PG&E CORP                      COM              69331C108       88     3652 SH      SHARED      02           692              2960
D PG&E CORP                      COM              69331C108     5391   222919 SH      SHARED      04        222919
D PG&E CORP                      COM              69331C108      887    36700 SH      SHARED      05         36700
D PFF BANCORP INC                COM              69331W104      426    19600 SH      SHARED      01         19600
D PE CORP                        COM PE BIO GRP   69332S102     1282    11005 SH      SHARED                 11005
D PE CORP                        COM PE BIO GRP   69332S102   184917  1587276 SH      SHARED      01       1583696              3580
D PE CORP                        COM PE BIO GRP   69332S102     1422    12211 SH      SHARED      02          2225              9986
D PE CORP                        COM PE BIO GRP   69332S102    10933    93849 SH      SHARED      04         93849
D PE CORP                        COM PE BIO GRP   69332S102     1467    12600 SH      SHARED      05         12600
D PE CORP                        WT G EX 091103   69332S110        6       75 SH      SHARED      01            75
D PE CORP                        CELERA GEN GRP   69332S201       99     1000 SH      SHARED                  1000
D PE CORP                        CELERA GEN GRP   69332S201    10918   109599 SH      SHARED      01         83079             26520
D PE CORP                        CELERA GEN GRP   69332S201       19      200 SH      SHR/OTHR    01                             200
D PE CORP                        CELERA GEN GRP   69332S201      290     2916 SH      SHARED      02                            2916
D PE CORP                        CELERA GEN GRP   69332S201      503     5058 SH      SHARED      04          5058
D PE CORP                        CELERA GEN GRP   69332S201      936     9400 SH      SHARED      05          9400
D P F CHANGS CHINA BISTRO INC    COM              69333Y108       55     1600 SH      SHARED                  1600
D P F CHANGS CHINA BISTRO INC    COM              69333Y108      682    19736 SH      SHARED      01         19736
D P F CHANGS CHINA BISTRO INC    COM              69333Y108       55     1600 SH      SHARED      04          1600
D PICO HLDGS INC                 COM NEW          693366205      286    21938 SH      SHARED      01         21938
D PICO HLDGS INC                 COM NEW          693366205       20     1551 SH      SHARED      02           400              1151
D PLX TECHNOLOGY INC             COM              693417107      978    36425 SH      SHARED      01         36425
D PMA CAP CORP                   CL A             693419202      421    23400 SH      SHARED      01         23400
D PMC-SIERRA INC                 COM              69344F106     3234    15026 SH      SHARED                 15026
D PMC-SIERRA INC                 COM              69344F106    36106   167740 SH      SHARED      01        165183              2557
D PMC-SIERRA INC                 COM              69344F106     1249     5805 SH      SHARED      02          3125              2680
D PMC-SIERRA INC                 COM              69344F106     7705    35799 SH      SHARED      04         35799
D PMC-SIERRA INC                 COM              69344F106      107      500 SH      SHARED      05           500
D PMI GROUP INC                  COM              69344M101     3078    45441 SH      SHARED                 45441
D PMI GROUP INC                  COM              69344M101     2635    38902 SH      SHARED      01         38902
D PMI GROUP INC                  COM              69344M101     1333    19680 SH      SHARED      04         19680
D PMI GROUP INC                  COM              69344M101      392     5800 SH      SHARED      05          5800
D PNC FINL SVCS GROUP INC        COM              693475105      578     8907 SH      SHARED                  8907
D PNC FINL SVCS GROUP INC        COM              693475105   156387  2405956 SH      SHARED      01       2400156              5800
D PNC FINL SVCS GROUP INC        COM              693475105      448     6900 SH      SHARED      02           800              6100
D PNC FINL SVCS GROUP INC        COM              693475105     9404   144689 SH      SHARED      04        144689
D PNC FINL SVCS GROUP INC        COM              693475105     1664    25600 SH      SHARED      05         25600
D PNV INC                        COM              69348A103       17    17531 SH      SHARED      02         17531
D PPG INDS INC                   COM              693506107      315     7958 SH      SHARED                  7958
D PPG INDS INC                   COM              693506107    53751  1354381 SH      SHARED      01       1354381
D PPG INDS INC                   COM              693506107      742    18700 SH      SHR/OTHR    01                   5700    13000
D PPG INDS INC                   COM              693506107      601    15145 SH      SHARED      02          3600             11545
D PPG INDS INC                   COM              693506107     3300    83174 SH      SHARED      04         83174
D PPG INDS INC                   COM              693506107      694    17500 SH      SHARED      05         17500
D PPL CORP                       COM              69351T106    47866  1146500 SH      SHARED               1146500
D PPL CORP                       COM              69351T106    43324  1037706 SH      SHARED      01       1037706
D PPL CORP                       COM              69351T106       41     1000 SH      SHARED      02                            1000
D PPL CORP                       COM              69351T106     3750    89839 SH      SHARED      04         89839
D PPL CORP                       COM              69351T106     1173    28100 SH      SHARED      05         28100
D PRI AUTOMATION INC             COM              69357H106       60     3316 SH      SHARED                  3316
D PRI AUTOMATION INC             COM              69357H106      896    49100 SH      SHARED      01         49100
D PRI AUTOMATION INC             COM              69357H106       14      800 SH      SHR/OTHR    01                    800
D PS BUSINESS PKS INC CALIF      COM              69360J107       95     3500 SH      SHARED                  3500
D PS BUSINESS PKS INC CALIF      COM              69360J107      964    35400 SH      SHARED      01         35400
D PSB BANCORP INC                COM              693604100       44    10000 SH      SHARED                 10000
D PTI HLDG INC                   COM              69364P109        3     8500 SH      SHARED      01          8500
D P T PASIFIK SATELIT NUSANTARA  SPONSORED ADR    69365Q106        5      500 SH      SHARED      01           500
D PSS WORLD MED INC              COM              69366A100      647   178676 SH      SHARED      01        178676
D PSS WORLD MED INC              COM              69366A100      111    30650 SH      SHARED      02         17050             13600
D PSS WORLD MED INC              COM              69366A100     1333   367950 SH      SHARED      03        367950
D PSS WORLD MED INC              COM              69366A100      631   174300 SH      SHARED      04        174300
D PSS WORLD MED INC              COM              69366A100       34     9400 SH      SHARED      05          9400
D PTEK HLDGS INC                 COM              69366M104       65    21062 SH      SHARED      01         21062
D PTEK HLDGS INC                 COM              69366M104        3     1200 SH      SHARED      02                            1200
D PAC-WEST TELECOM INC           COM              69371Y101     7202   789260 SH      SHARED      01        789260
D PAC-WEST TELECOM INC           COM              69371Y101        0       15 SH      SHARED      02                              15
D PACCAR INC                     COM              693718108      233     6289 SH      SHARED                  6289
D PACCAR INC                     COM              693718108    21333   575616 SH      SHARED      01        575516               100
D PACCAR INC                     COM              693718108       74     2000 SH      SHR/OTHR    01                   2000
D PACCAR INC                     COM              693718108     1720    46423 SH      SHARED      04         46423
D PACHOLDER HIGH YIELD FD INC    COM              693742108        2      180 SH      SHARED      04           180
D PACIFIC CAP BANCORP NEW        COM              69404P101       32     1200 SH      SHARED                  1200
D PACIFIC CAP BANCORP NEW        COM              69404P101      941    35200 SH      SHARED      01         35200
D PACIFIC CENTY FINL CORP        COM              694058108      542    31700 SH      SHARED                 31700
D PACIFIC CENTY FINL CORP        COM              694058108     1841   107532 SH      SHARED      01        107532
D PACIFIC CENTY FINL CORP        COM              694058108       25     1500 SH      SHR/OTHR    01                   1500
D PACIFIC CENTY FINL CORP        COM              694058108     1180    68943 SH      SHARED      04         68943
D PACIFIC CENTY FINL CORP        COM              694058108      179    10500 SH      SHARED      05         10500
D PACIFIC CENTY CYBERWORKS LTD   SPONSORED ADR    694059106      180    16390 SH      SHARED                 16390
D PACIFIC CENTY CYBERWORKS LTD   SPONSORED ADR    694059106        8      770 SH      SHARED      01                             770
D PACIFIC CENTY CYBERWORKS LTD   SPONSORED ADR    694059106       49     4465 SH      SHARED      02          3500               965
D PACIFIC CREST CAP INC          COM              694166109      138     9820 SH      SHARED      01          9820
D PACIFIC GATEWAY EXCHANGE INC   COM              694327107        3     2500 SH      SHARED      01          2500
D PACIFIC GATEWAY EXCHANGE INC   COM              694327107        0      300 SH      SHARED      02                             300
D PACIFIC GATEWAY EXCHANGE INC   COM              694327107      213   136750 SH      SHARED      03        136750
D PACIFIC GULF PPTYS INC         COM              694396102      211     7900 SH      SHARED                  7900
D PACIFIC GULF PPTYS INC         COM              694396102     1088    40700 SH      SHARED      01         40700
D PACIFIC GULF PPTYS INC         COM              694396102      267    10000 SH      SHR/OTHR    01                  10000
D PACIFIC GULF PPTYS INC         COM              694396102      276    10350 SH      SHARED      02          6850              3500
D PACIFIC NORTHWEST BANCORP      COM              69466M103      286    22134 SH      SHARED      01         22134
D PACIFIC SUNWEAR CALIF INC      COM              694873100       21     1123 SH      SHARED                  1123
D PACIFIC SUNWEAR CALIF INC      COM              694873100     1273    67946 SH      SHARED      01         67946
D PACIFIC SUNWEAR CALIF INC      COM              694873100       10      562 SH      SHR/OTHR    01                             562
D PACIFIC SUNWEAR CALIF INC      COM              694873100        9      500 SH      SHARED      02           500
D PACIFICARE HEALTH SYS DEL      COM              695112102     1724    49532 SH      SHARED                 49532
D PACIFICARE HEALTH SYS DEL      COM              695112102     1861    53487 SH      SHARED      01         53487
D PACIFICARE HEALTH SYS DEL      COM              695112102        2       75 SH      SHARED      02                              75
D PACIFICARE HEALTH SYS DEL      COM              695112102      667    19180 SH      SHARED      04         19180
D PACKAGING CORP AMER            COM              695156109      593    53684 SH      SHARED      01         53684
D PACKAGING CORP AMER            COM              695156109      127    11500 SH      SHARED      02         11500
D PACKARD BIOSCIENCE INC         COM              695172205      220    11300 SH      SHARED      01         11300
D PACKETEER INC                  COM              695210104     1532    40400 SH      SHARED      01         40400
D PACTIV CORP                    COM              695257105       97     8700 SH      SHARED                  8700
D PACTIV CORP                    COM              695257105    15552  1390214 SH      SHARED      01       1389514               700
D PACTIV CORP                    COM              695257105      487    43547 SH      SHARED      02         41000              2547
D PACTIV CORP                    COM              695257105      729    65200 SH      SHARED      04         65200
D PACTIV CORP                    COM              695257105       42     3800 SH      SHARED      05          3800
D PAINE WEBBER GROUP INC         COM              695629105   178008  2612973 SH      SHARED               2612973
D PAINE WEBBER GROUP INC         COM              695629105    72830  1069078 SH      SHARED      01       1069078
D PAINE WEBBER GROUP INC         COM              695629105    20895   306716 SH      SHARED      04        306716
D PAINE WEBBER GROUP INC         COM              695629105      163     2400 SH      SHARED      05          2400
D PAKISTAN INVT FD INC           COM              695844100     1957   803100 SH      SHARED      04        803100
D PALATIN TECHNOLOGIES INC       COM NEW          696077304       11     2000 SH      SHARED      02          2000
D PALL CORP                      COM              696429307      147     7400 SH      SHARED                  7400
D PALL CORP                      COM              696429307    18375   921659 SH      SHARED      01        918203              3456
D PALL CORP                      COM              696429307      511    25649 SH      SHR/OTHR    01                  19049     6600
D PALL CORP                      COM              696429307       15      800 SH      SHARED      02                             800
D PALL CORP                      COM              696429307     1210    60711 SH      SHARED      04         60711
D PALL CORP                      COM              696429307       55     2800 SH      SHARED      05          2800
D PALM HARBOR HOMES              COM              696639103      306    22300 SH      SHARED      01         22300
D PALM INC                       COM              696642107    46332   875239 SH      SHARED                875239
D PALM INC                       COM              696642107   218035  4118767 SH      SHARED      01       4111949              6818
D PALM INC                       COM              696642107       36      696 SH      SHR/OTHR    01                             696
D PALM INC                       COM              696642107      872    16481 SH      SHARED      02          4800             11681
D PALM INC                       COM              696642107    17162   324214 SH      SHARED      04        324214
D PALM INC                       COM              696642107      825    15600 SH      SHARED      05         15600
D PAMRAPO BANCORP INC            COM              697738102        4      200 SH      SHARED      01           200
D PAN AMERICAN SILVER CORP       COM              697900108      178    50000 SH      SHARED                 50000
D PANAMSAT CORP NEW              COM              697933109     1136    35593 SH      SHARED      01         35393               200
D PANAMSAT CORP NEW              COM              697933109      963    30180 SH      SHARED      04         30180
D PANAMSAT CORP NEW              COM              697933109      140     4400 SH      SHARED      05          4400
D PAN PACIFIC RETAIL PPTYS INC   COM              69806L104      148     7400 SH      SHARED                  7400
D PAN PACIFIC RETAIL PPTYS INC   COM              69806L104      317    15882 SH      SHARED      01         15882
D PANJA INC                      COM              698493103       72     7300 SH      SHARED      01          7300
D PAPA JOHNS INTL INC            COM              698813102     1721    68682 SH      SHARED      01         68682
D PAPA JOHNS INTL INC            COM              698813102      115     4600 SH      SHARED      02          1000              3600
D PAPA JOHNS INTL INC            COM              698813102     2293    91525 SH      SHARED      03         91525
D PAPA JOHNS INTL INC            COM              698813102      253    10100 SH      SHARED      04         10100
D PAPA JOHNS INTL INC            COM              698813102       77     3100 SH      SHARED      05          3100
D PARADIGM GENETICS INC          COM              69900R106      291    12200 SH      SHARED      01         12200
D PARADYNE NETWORKS INC          COM              69911G107      206    38200 SH      SHARED      01         38200
D PARADYNE NETWORKS INC          COM              69911G107        3      700 SH      SHARED      04           700
D PARAGON TECHNOLOGIES INC       COM              69912T108        3      525 SH      SHARED      01           525
D PARAMETRIC TECHNOLOGY CORP     COM              699173100      304    27832 SH      SHARED                 27832
D PARAMETRIC TECHNOLOGY CORP     COM              699173100    23263  2127058 SH      SHARED      01       2121058              6000
D PARAMETRIC TECHNOLOGY CORP     COM              699173100     1035    94696 SH      SHARED      02         16813             77883
D PARAMETRIC TECHNOLOGY CORP     COM              699173100     4466   408424 SH      SHARED      04        408424
D PARAMETRIC TECHNOLOGY CORP     COM              699173100       63     5800 SH      SHARED      05          5800
D PAREXEL INTL CORP              COM              699462107      881   103654 SH      SHARED      01        103654
D PAREXEL INTL CORP              COM              699462107      170    20000 SH      SHARED      02                           20000
D PARK ELECTROCHEMICAL CORP      COM              700416209       77     1400 SH      SHARED                  1400
D PARK ELECTROCHEMICAL CORP      COM              700416209     7939   142725 SH      SHARED      01        142725
D PARK NATL CORP                 COM              700658107     1343    13990 SH      SHARED      01         13990
D PARK OHIO HLDGS CORP           COM              700666100        2      300 SH      SHARED      01           300
D PARK PL ENTMT CORP             COM              700690100       10      700 SH      SHARED                   700
D PARK PL ENTMT CORP             COM              700690100     7942   525120 SH      SHARED      01        525120
D PARK PL ENTMT CORP             COM              700690100       89     5925 SH      SHARED      02          2025              3900
D PARK PL ENTMT CORP             COM              700690100     2752   182013 SH      SHARED      04        182013
D PARK PL ENTMT CORP             COM              700690100     1442    95400 SH      SHARED      05         95400
D PARKER DRILLING CO             SUB NT CV 5.5%04 701081AD3    15970 18855000 PRN     SHARED              18855000
D PARKER DRILLING CO             COM              701081101      280    40000 SH      SHARED                 40000
D PARKER DRILLING CO             COM              701081101      986   140935 SH      SHARED      01        140935
D PARKER HANNIFIN CORP           COM              701094104     1515    44900 SH      SHARED                 44900
D PARKER HANNIFIN CORP           COM              701094104    28674   849623 SH      SHARED      01        849023               600
D PARKER HANNIFIN CORP           COM              701094104        5      150 SH      SHARED      02           150
D PARKER HANNIFIN CORP           COM              701094104     1870    55412 SH      SHARED      04         55412
D PARKER HANNIFIN CORP           COM              701094104      361    10700 SH      SHARED      05         10700
D PARKERVISION INC               COM              701354102     1047    21760 SH      SHARED      01         21760
D PARKVALE FINL CORP             COM              701492100        6      378 SH      SHARED      01           378
D PARKWAY PPTYS INC              COM              70159Q104      204     6700 SH      SHARED                  6700
D PARKWAY PPTYS INC              COM              70159Q104      454    14900 SH      SHARED      01         14900
D PARLEX CORP                    COM              701630105       72     4400 SH      SHARED      01          4400
D PARTNER COMMUNICATIONS CO LTD  ADR              70211M109    11307  1470963 SH      SHARED      01       1470963
D PATINA OIL & GAS CORP          COM              703224105      418    20912 SH      SHARED      01         20912
D PATINA OIL & GAS CORP          COM              703224105      616    30800 SH      SHARED      02         30800
D PATINA OIL & GAS CORP          WT EXP  050201   703224113      398    49382 SH      SHARED                 49382
D PATINA OIL & GAS CORP          WT EXP  050201   703224113       24     3000 SH      SHARED      02          3000
D PATRICK INDS INC               COM              703343103        5      900 SH      SHARED      01           900
D PATRIOT NATL BANCORP INC       COM              70336F104       57     7000 SH      SHARED      01          7000
D PATRIOT TRANSN HLDG INC        COM              70337B102        1      100 SH      SHARED      01           100
D PATTERSON DENTAL CO            COM              703412106     1396    62062 SH      SHARED      01         62062
D PATTERSON DENTAL CO            COM              703412106      122     5465 SH      SHARED      04          5465
D PATTERSON ENERGY INC           COM              703414102     3282    95477 SH      SHARED      01         95477
D PATTERSON ENERGY INC           COM              703414102       17      500 SH      SHARED      02           500
D PATTERSON ENERGY INC           COM              703414102       13      400 SH      SHARED      05           400
D PAXAR CORP                     COM              704227107       34     3808 SH      SHARED                  3808
D PAXAR CORP                     COM              704227107      647    72468 SH      SHARED      01         72468
D PAXSON COMMUNICATIONS CORP     COM              704231109      172    15000 SH      SHARED      01                           15000
D PAXSON COMMUNICATIONS CORP     COM              704231109      545    47400 SH      SHARED      01         47400
D PAXSON COMMUNICATIONS CORP     COM              704231109      128    11200 SH      SHARED      05         11200
D PAYCHEX INC                    COM              704326107     2444    46563 SH      SHARED                 46563
D PAYCHEX INC                    COM              704326107   149718  2851777 SH      SHARED      01       2836232             15545
D PAYCHEX INC                    COM              704326107      991    18886 SH      SHARED      02          8320             10566
D PAYCHEX INC                    COM              704326107    11311   215461 SH      SHARED      04        215461
D PAYCHEX INC                    COM              704326107      425     8100 SH      SHARED      05          8100
D PAYLESS SHOESOURCE INC         COM              704379106       44      798 SH      SHARED                   798
D PAYLESS SHOESOURCE INC         COM              704379106     3683    65783 SH      SHARED      01         65451               332
D PAYLESS SHOESOURCE INC         COM              704379106        0        5 SH      SHR/OTHR    01                      5
D PAYLESS SHOESOURCE INC         COM              704379106     1153    20600 SH      SHARED      04         20600
D PCORDER COM INC                CL A             70453H107       19     5400 SH      SHARED      01          5400
D PEC SOLUTIONS INC              COM              705107100        1      200 SH      SHARED      01           200
D PECHINEY                       SPONSORED ADR    705151207        4      200 SH      SHARED                   200
D PEDIATRIX MED GROUP            COM              705324101       89     6900 SH      SHARED                  6900
D PEDIATRIX MED GROUP            COM              705324101      143    11083 SH      SHARED      01         11083
D PEGASYSTEMS INC                COM              705573103       20     3200 SH      SHARED      01          3200
D PEGASUS COMMUNICATIONS CORP    CL A             705904100     2062    42700 SH      SHARED      01         42700
D PEGASUS COMMUNICATIONS CORP    CL A             705904100        9      200 SH      SHARED      02           200
D PEGASUS COMMUNICATIONS CORP    CL A             705904100      153     3184 SH      SHARED      04          3184
D PEGASUS COMMUNICATIONS CORP    CL A             705904100       91     1900 SH      SHARED      05          1900
D PEGASUS SOLUTIONS INC          COM              705906105      917    46904 SH      SHARED      01         46904
D PENN ENGR & MFG CORP           COM NON VTG      707389300      156     4993 SH      SHARED      01          4993
D PENN NATL GAMING INC           COM              707569109      109     7198 SH      SHARED      01          7198
D PENN TREATY AMERN CORP         COM              707874103        5      300 SH      SHARED      01           300
D PENN VA CORP                   COM              707882106       52     2000 SH      SHARED      01          2000
D PENN VA CORP                   COM              707882106      104     4000 SH      SHARED      02          1200              2800
D PENNACO ENERGY INC             COM              708046107      484    27884 SH      SHARED      01         27884
D PENNEY J C INC                 COM              708160106     1081    91532 SH      SHARED                 91532
D PENNEY J C INC                 COM              708160106    21993  1861990 SH      SHARED      01       1858090     3400      500
D PENNEY J C INC                 COM              708160106      211    17888 SH      SHR/OTHR    01                   3300    14588
D PENNEY J C INC                 COM              708160106       31     2692 SH      SHARED      02           300              2392
D PENNEY J C INC                 COM              708160106     1597   135210 SH      SHARED      04        135210
D PENNEY J C INC                 COM              708160106       51     4400 SH      SHARED      05          4400
D PENNSYLVANIA RL ESTATE INVT TR SH BEN INT       709102107      329    18900 SH      SHARED      01         18900
D PENNSYLVANIA RL ESTATE INVT TR SH BEN INT       709102107       61     3500 SH      SHR/OTHR    01                            3500
D PENNZOIL-QUAKER STATE COMPANY  COM              709323109        6      600 SH      SHARED                   600
D PENNZOIL-QUAKER STATE COMPANY  COM              709323109     2120   201970 SH      SHARED      01        201970
D PENNZOIL-QUAKER STATE COMPANY  COM              709323109      281    26800 SH      SHARED      04         26800
D PENNZOIL-QUAKER STATE COMPANY  COM              709323109      242    23100 SH      SHARED      05         23100
D PENTACON INC                   COM              709620108       18    11000 SH      SHARED      02         10000              1000
D PENTAIR INC                    COM              709631105     1763    65939 SH      SHARED      01         65939
D PENTAIR INC                    COM              709631105      550    20565 SH      SHARED      04         20565
D PENTAIR INC                    COM              709631105      171     6400 SH      SHARED      05          6400
D PENTON MEDIA INC               COM              709668107      662    24100 SH      SHARED                 24100
D PENTON MEDIA INC               COM              709668107     1461    53150 SH      SHARED      01         53150
D PEOPLEPC INC                   COM              709776108       74    12700 SH      SHARED      01         12700
D PEOPLES BK BRIDGEPORT CONN     COM              710198102      487    23155 SH      SHARED                 23155
D PEOPLES BK BRIDGEPORT CONN     COM              710198102      955    45354 SH      SHARED      01         45354
D PEOPLES BK N C                 COM              710577107        2      227 SH      SHARED      01           227
D PEOPLES ENERGY CORP            COM              711030106      737    22100 SH      SHARED                 22100
D PEOPLES ENERGY CORP            COM              711030106    11451   343114 SH      SHARED      01        342414               700
D PEOPLES ENERGY CORP            COM              711030106      200     6000 SH      SHR/OTHR    01                            6000
D PEOPLES ENERGY CORP            COM              711030106      127     3831 SH      SHARED      02           732              3099
D PEOPLES ENERGY CORP            COM              711030106      453    13600 SH      SHARED      04         13600
D PEOPLES ENERGY CORP            COM              711030106       26      800 SH      SHARED      05           800
D PEOPLES HLDG CO                COM              711148106        9      468 SH      SHARED      01           468
D PEOPLESOFT INC                 COM              712713106       62     2253 SH      SHARED                  2253
D PEOPLESOFT INC                 COM              712713106    56565  2024735 SH      SHARED      01       2024735
D PEOPLESOFT INC                 COM              712713106        5      200 SH      SHR/OTHR    01                             200
D PEOPLESOFT INC                 COM              712713106      488    17487 SH      SHARED      02         16987               500
D PEOPLESOFT INC                 COM              712713106    16221   580646 SH      SHARED      04        580646
D PEP BOYS MANNY MOE & JACK      SUB LYON ZERO 11 713278AJ8    30898 52818000 PRN     SHARED              52818000
D PEP BOYS MANNY MOE & JACK      COM              713278109      451    90202 SH      SHARED      01         90202
D PEP BOYS MANNY MOE & JACK      COM              713278109       52    10400 SH      SHARED      02           400             10000
D PEPSI BOTTLING GROUP INC       COM              713409100       93     3100 SH      SHARED                  3100
D PEPSI BOTTLING GROUP INC       COM              713409100     3409   113400 SH      SHARED      01        113400
D PEPSI BOTTLING GROUP INC       COM              713409100      472    15732 SH      SHARED      04         15732
D PEPSICO INC                    COM              713448108    92023  2000500 SH      SHARED               2000500
D PEPSICO INC                    COM              713448108   567588 12338875 SH      SHARED      01      12145773            193102
D PEPSICO INC                    COM              713448108    31736   689926 SH      SHR/OTHR    01                 376716   313210
D PEPSICO INC                    COM              713448108     2211    48072 SH      SHARED      02         21467             26605
D PEPSICO INC                    COM              713448108    42968   934097 SH      SHARED      04        934097
D PEPSICO INC                    COM              713448108     2727    59300 SH      SHARED      05         59300
D PEPSICO INC                    COM              713448108    33662   731800 SH      SHARED      06        731800
D PER-SE TECHNOLOGIES INC        COM NEW          713569309      719    56729 SH      SHARED      01         56729
D PER-SE TECHNOLOGIES INC        COM NEW          713569309        1      115 SH      SHARED      02            15               100
D PEREGRINE SYSTEMS INC          COM              71366Q101       34     1800 SH      SHARED                  1800
D PEREGRINE SYSTEMS INC          COM              71366Q101     2900   153158 SH      SHARED      01        153158
D PEREGRINE SYSTEMS INC          COM              71366Q101     6354   335580 SH      SHARED      02        139743            195837
D PEREGRINE SYSTEMS INC          COM              71366Q101      237    12520 SH      SHARED      04         12520
D PEREGRINE SYSTEMS INC          COM              71366Q101        0        2 SH      SHARED      05             2
D PERFORMANCE FOOD GROUP CO      COM              713755106      763    20300 SH      SHARED                 20300
D PERFORMANCE FOOD GROUP CO      COM              713755106     7259   192950 SH      SHARED      01        192950
D PERFORMANCE TECHNOLOGIES INC   COM              71376K102       65     4650 SH      SHARED      01          4650
D PERICOM SEMICONDUCTOR CORP     COM              713831105     2197    58500 SH      SHARED      01         58500
D PERICOM SEMICONDUCTOR CORP     COM              713831105       52     1400 SH      SHARED      05          1400
D PERKINELMER INC                CONV ZERO     20 714046AA7     6644  9771000 PRN     SHARED               9771000
D PERKINELMER INC                COM              714046109    40664   389600 SH      SHARED      01        388200              1400
D PERKINELMER INC                COM              714046109      125     1200 SH      SHARED      02                            1200
D PERKINELMER INC                COM              714046109     2365    22665 SH      SHARED      04         22665
D PERKINELMER INC                COM              714046109      521     5000 SH      SHARED      05          5000
D PERLE SYS LTD                  COM              714152105        1      500 SH      SHARED      02                             500
D PERMIAN BASIN RTY TR           UNIT BEN INT     714236106       22     4000 SH      SHARED      02          4000
D PEROT SYS CORP                 CL A             714265105        9      900 SH      SHARED                   900
D PEROT SYS CORP                 CL A             714265105      896    83440 SH      SHARED      01         83440
D PERRIGO CO                     COM              714290103     1036   151398 SH      SHARED      01        151398
D PERRIGO CO                     COM              714290103       27     4000 SH      SHARED      02          4000
D PERRIGO CO                     COM              714290103      171    25100 SH      SHARED      04         25100
D PERRIGO CO                     COM              714290103       66     9700 SH      SHARED      05          9700
D PERSISTENCE SOFTWARE INC       COM              715329108      153    14000 SH      SHARED      01         14000
D PERSONNEL GROUP AMER INC       COM              715338109       95    30600 SH      SHARED      01         30600
D PERSONNEL GROUP AMER INC       COM              715338109      131    42000 SH      SHARED      02                           42000
D PERVASIVE SOFTWARE INC         COM              715710109       18     8900 SH      SHARED      01          8900
D PETCO ANIMAL SUPPLIES          COM              716016100     6131   281114 SH      SHARED                281114
D PETCO ANIMAL SUPPLIES          COM              716016100     1369    62800 SH      SHARED      01         62800
D PETRO-CDA                      COM/VARIBL VTG   71644E102      249    11200 SH      SHARED                 11200
D PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR    71654V408    25138   836220 SH      SHARED      01        836220
D PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR    71654V408        3      100 SH      SHARED      02                             100
D PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR    71654V408      808    26900 SH      SHARED      05         26900
D PETROLEUM GEO-SVCS A/S         SPONSORED ADR    716597109       79     4600 SH      SHARED                  4600
D PETROLEUM GEO-SVCS A/S         SPONSORED ADR    716597109       34     2000 SH      SHARED      01          2000
D PETROLEUM GEO-SVCS A/S         SPONSORED ADR    716597109       43     2500 SH      SHARED      02          2500
D PETROLEUM GEO-SVCS A/S         SPONSORED ADR    716597109      332    19300 SH      SHARED      05         19300
D PETS COM INC                   COM              71676K109        2     2960 SH      SHARED      01          2960
D PETSMART INC                   COM              716768106      962   205438 SH      SHARED      01        205438
D PETSMART INC                   COM              716768106        4     1000 SH      SHARED      02                            1000
D PETSMART INC                   COM              716768106        1      400 SH      SHARED      04           400
D PHARMACYCLICS INC              COM              716933106     1521    30650 SH      SHARED      01         30650
D PFIZER INC                     COM              717081103       24      550 SH      SHR/OTHR    01                    550
D PFIZER INC                     COM              717081103   140878  3135020 SH      SHARED               3135020
D PFIZER INC                     COM              717081103  2509697 55849245 SH      SHARED      01      54240068           1609177
D PFIZER INC                     COM              717081103    82140  1827908 SH      SHR/OTHR    01                1161851   666057
D PFIZER INC                     COM              717081103    39211   872598 SH      SHARED      02         94761            777837
D PFIZER INC                     COM              717081103   158716  3531982 SH      SHARED      04       3531982
D PFIZER INC                     COM              717081103     7702   171400 SH      SHARED      05        171400
D PFIZER INC                     COM              717081103    89128  1983400 SH      SHARED      06       1983400
D PFSWEB INC                     COM              717098107       19     9464 SH      SHARED      01          9464
D PHARMACEUTICAL PROD DEV INC    COM              717124101      972    36595 SH      SHARED      01         36595
D PHARMACEUTICAL RES INC         COM              717125108       78    10821 SH      SHARED      01         10821
D PHARMACOPEIA INC               COM              71713B104      940    36901 SH      SHARED                 36901
D PHARMACOPEIA INC               COM              71713B104     1213    47600 SH      SHARED      01         47600
D PHARMACOPEIA INC               COM              71713B104       25     1000 SH      SHARED      02                            1000
D PHARMACOPEIA INC               COM              71713B104      104     4100 SH      SHARED      04          4100
D PHARMACIA CORP                 COM              71713U102     1883    31300 SH      SHARED                 31300
D PHARMACIA CORP                 COM              71713U102   637138 10585975 SH      SHARED      01      10436729            149246
D PHARMACIA CORP                 COM              71713U102    11852   196924 SH      SHR/OTHR    01                 123689    73235
D PHARMACIA CORP                 COM              71713U102      938    15599 SH      SHARED      02          3602             11997
D PHARMACIA CORP                 COM              71713U102    37815   628293 SH      SHARED      04        628293
D PHARMACIA CORP                 COM              71713U102     2666    44300 SH      SHARED      05         44300
D PHARMOS CORP                   COM NEW          717139208       69    21100 SH      SHARED      01         21100
D PHELPS DODGE CORP              COM              717265102     2079    49800 SH      SHARED                 49800
D PHELPS DODGE CORP              COM              717265102    24392   584259 SH      SHARED      01        583959               300
D PHELPS DODGE CORP              COM              717265102       25      600 SH      SHR/OTHR    01                    600
D PHELPS DODGE CORP              COM              717265102      100     2405 SH      SHARED      02          1915               490
D PHELPS DODGE CORP              COM              717265102     2966    71043 SH      SHARED      04         71043
D PHELPS DODGE CORP              COM              717265102     1907    45700 SH      SHARED      05         45700
D PHILADELPHIA CONS HLDG CORP    COM              717528103      319    15300 SH      SHARED                 15300
D PHILADELPHIA CONS HLDG CORP    COM              717528103      384    18400 SH      SHARED      01         18400
D PHILADELPHIA SUBN CORP         COM PAR $0.50    718009608      813    35100 SH      SHARED                 35100
D PHILADELPHIA SUBN CORP         COM PAR $0.50    718009608    14874   641488 SH      SHARED      01        641488
D PHILIP MORRIS COS INC          COM              718154107   126811  4307892 SH      SHARED               4307892
D PHILIP MORRIS COS INC          COM              718154107   596176 20252609 SH      SHARED      01      20103026            149583
D PHILIP MORRIS COS INC          COM              718154107    73119  2483934 SH      SHR/OTHR    01                  77395  2406539
D PHILIP MORRIS COS INC          COM              718154107      371    12624 SH      SHARED      02           812             11812
D PHILIP MORRIS COS INC          COM              718154107    65472  2224155 SH      SHARED      04       2224155
D PHILIP MORRIS COS INC          COM              718154107     5660   192300 SH      SHARED      05        192300
D PHILIP MORRIS COS INC          COM              718154107    18333   622810 SH      SHARED      06        622810
D PHILIP SVCS CORP DEL           COM              718193105        0        2 SH      SHARED      02             2
D PHILIP SVCS CORP DEL           COM              718193105     4791  1197923 SH      SHARED      04       1197923
D PHILIPPINE LONG DISTANCE TEL   SPONSORED GDR    718252703     8157   225800 SH      SHARED      04        225800
D PHILIPS INTL RLTY CORP         COM              718333107       17     1000 SH      SHARED      01          1000
D PHILLIPS PETE CO               COM              718507106      747    11911 SH      SHARED                 11911
D PHILLIPS PETE CO               COM              718507106   118921  1895163 SH      SHARED      01       1895012               151
D PHILLIPS PETE CO               COM              718507106     1556    24809 SH      SHR/OTHR    01                           24809
D PHILLIPS PETE CO               COM              718507106     1343    21405 SH      SHARED      02          3285             18120
D PHILLIPS PETE CO               COM              718507106     9459   150745 SH      SHARED      04        150745
D PHILLIPS PETE CO               COM              718507106     4612    73500 SH      SHARED      05         73500
D PHILLIPS VAN HEUSEN CORP       COM              718592108      427    41500 SH      SHARED      01         41500
D PHILLIPS VAN HEUSEN CORP       COM              718592108       61     6000 SH      SHARED      02          2000              4000
D PHOENIX INVT PARTNERS LTD      COM              719085102     8569   552860 SH      SHARED                552860
D PHOENIX INVT PARTNERS LTD      COM              719085102     1049    67719 SH      SHARED      01         67719
D PHOENIX TECHNOLOGY LTD         COM              719153108      853    53568 SH      SHARED      01         53568
D PHONE COM INC                  COM              71920Q100      318     2800 SH      SHARED                  2800
D PHONE COM INC                  COM              71920Q100     2488    21900 SH      SHARED      01         21900
D PHONE COM INC                  COM              71920Q100     1854    16325 SH      SHARED      02         15775               550
D PHONE COM INC                  COM              71920Q100      146     1289 SH      SHARED      04          1289
D PHONE COM INC                  COM              71920Q100      272     2400 SH      SHARED      05          2400
D PHOSPHATE RESOURCE PARTNERS    DEPOSITARY UNT   719217101        0      112 SH      SHARED      02           112
D PHOTOGEN TECHNOLOGIES INC      COM              71932A101       33     7974 SH      SHARED      01          7974
D PHOTON DYNAMICS INC            COM              719364101     1224    32450 SH      SHARED                 32450
D PHOTON DYNAMICS INC            COM              719364101     8675   229815 SH      SHARED      01        229815
D PHOTOWORKS INC                 COM              71940B109        2     1012 SH      SHARED      01          1012
D PHOTRONICS INC                 COM              719405102     1288    59068 SH      SHARED      01         59068
D PICTURETEL CORP                COM NEW          720035302       16     2300 SH      SHARED      01          2300
D PIEDMONT NAT GAS INC           COM              720186105      245     8000 SH      SHARED                  8000
D PIEDMONT NAT GAS INC           COM              720186105     1685    55049 SH      SHARED      01         55049
D PIEDMONT NAT GAS INC           COM              720186105       55     1800 SH      SHR/OTHR    01                   1800
D PIER 1 IMPORTS INC             COM              720279108      520    38400 SH      SHARED                 38400
D PIER 1 IMPORTS INC             COM              720279108     2757   203353 SH      SHARED      01        203353
D PILGRIMS PRIDE CORP            CL B             721467108      116    17000 SH      SHARED      01         17000
D PILGRIMS PRIDE CORP            CL A             721467207        2      500 SH      SHARED      01           500
D PILGRIMS PRIDE CORP            CL A             721467207        3      650 SH      SHARED      04           650
D PILOT NETWORK SVCS INC         COM              721596104       77     7500 SH      SHARED      01          7500
D PILOT NETWORK SVCS INC         COM              721596104       46     4450 SH      SHARED      02           850              3600
D PINNACLE BANCSHARES INC        COM              722903101       20     2300 SH      SHARED      01          2300
D PINNACLE ENTMT INC             COM              723456109      313    14400 SH      SHARED                 14400
D PINNACLE ENTMT INC             COM              723456109      947    43564 SH      SHARED      01         43564
D PINNACLE HLDGS INC             COM              72346N101     1248    46900 SH      SHARED      01         46900
D PINNACLE HLDGS INC             COM              72346N101     2583    97050 SH      SHARED      02         58970             38080
D PINNACLE HLDGS INC             COM              72346N101      852    32007 SH      SHARED      04         32007
D PINNACLE SYS INC               COM              723481107       68     6100 SH      SHARED                  6100
D PINNACLE SYS INC               COM              723481107     1109    98612 SH      SHARED      01         98612
D PINNACLE WEST CAP CORP         COM              723484101      132     2606 SH      SHARED                  2606
D PINNACLE WEST CAP CORP         COM              723484101    47313   929994 SH      SHARED      01        928244              1750
D PINNACLE WEST CAP CORP         COM              723484101      635    12500 SH      SHR/OTHR    01                           12500
D PINNACLE WEST CAP CORP         COM              723484101     2082    40939 SH      SHARED      04         40939
D PINNACLE WEST CAP CORP         COM              723484101      101     2000 SH      SHARED      05          2000
D PIONEER CORP JAPAN             SPONSORED ADR    723646105       78     1901 SH      SHARED                  1901
D PIONEER GROUP INC              COM              723684106    11344   258000 SH      SHARED                258000
D PIONEER GROUP INC              COM              723684106     2701    61450 SH      SHARED      01         61450
D PIONEER GROUP INC              COM              723684106       65     1500 SH      SHARED      04          1500
D PIONEER NAT RES CO             COM              723787107      190    13400 SH      SHARED                 13400
D PIONEER NAT RES CO             COM              723787107     3569   251607 SH      SHARED      01        251607
D PIONEER NAT RES CO             COM              723787107      180    12688 SH      SHARED      02         12688
D PIONEER NAT RES CO             COM              723787107      715    50400 SH      SHARED      04         50400
D PIONEER NAT RES CO             COM              723787107      197    13900 SH      SHARED      05         13900
D PIONEER STD ELECTRS INC        COM              723877106      729    53818 SH      SHARED      01         53818
D PIONEER STD ELECTRS INC        COM              723877106       36     2700 SH      SHARED      05          2700
D PITNEY BOWES INC               COM              724479100    36388   922700 SH      SHARED                922700
D PITNEY BOWES INC               COM              724479100    78523  1991113 SH      SHARED      01       1988113              3000
D PITNEY BOWES INC               COM              724479100     4223   107100 SH      SHR/OTHR    01                  91300    15800
D PITNEY BOWES INC               COM              724479100      231     5870 SH      SHARED      02           900              4970
D PITNEY BOWES INC               COM              724479100     4709   119414 SH      SHARED      04        119414
D PITT DESMOINES INC             COM              724508106        9      300 SH      SHARED      01           300
D PITTSTON CO                    COM BRINKS GRP   725701106      291    18800 SH      SHARED                 18800
D PITTSTON CO                    COM BRINKS GRP   725701106     1994   128684 SH      SHARED      01        128483               201
D PITTSTON CO                    COM BRINKS GRP   725701106       39     2535 SH      SHARED      02          1029              1506
D PITTSTON CO                    COM BRINKS GRP   725701106      274    17700 SH      SHARED      04         17700
D PITTSTON CO                    COM BRINKS GRP   725701106      105     6800 SH      SHARED      05          6800
D PIXELWORKS INC                 COM              72581M107     2217    46500 SH      SHARED      01         46500
D PIXELWORKS INC                 COM              72581M107     1878    39400 SH      SHARED      02         37800              1600
D PIVOTAL CORP                   COM              72581R106        9      173 SH      SHARED      04           173
D PIXAR                          COM              725811103       35     1119 SH      SHARED                  1119
D PIXAR                          COM              725811103      958    29850 SH      SHARED      01         28302              1548
D PIXAR                          COM              725811103        3      100 SH      SHARED      02           100
D PIXAR                          COM              725811103       41     1290 SH      SHARED      04          1290
D PJ AMER INC                    COM              72585Q104       27     3500 SH      SHARED      02                            3500
D PLACER DOME INC                COM              725906101      151    16100 SH      SHARED                 16100
D PLACER DOME INC                COM              725906101    18800  1992246 SH      SHARED      01       1990560              1686
D PLACER DOME INC                COM              725906101     8792   931680 SH      SHARED      04        931680
D PLACER DOME INC                COM              725906101      223    23700 SH      SHARED      05         23700
D PLAINS ALL AMERN PIPELINE L P  UNIT LTD PARTN   726503105       43     2250 SH      SHR/OTHR    01                   2250
D PLAINS RES INC                 COM PAR $0.10    726540503      473    25100 SH      SHARED      01         25100
D PLANETRX COM INC               COM              727049108        7    17300 SH      SHARED      02         17300
D PLANTRONICS INC NEW            COM              727493108     1647    43356 SH      SHARED                 43356
D PLANTRONICS INC NEW            COM              727493108     3876   102019 SH      SHARED      01        102019
D PLATO LEARNING INC             COM              72764Y100       30     1500 SH      SHR/OTHR    01                   1500
D PLAY BY PLAY TOYS & NOVELTIES  COM              72811K103       17    15800 SH      SHARED      01         15800
D PLAYBOY ENTERPRISES INC        CL A             728117201        9      700 SH      SHARED      01           700
D PLAYBOY ENTERPRISES INC        CL B             728117300      434    29097 SH      SHARED      01         29097
D PLAYTEX PRODS INC              COM              72813P100      641    54300 SH      SHARED      01         54300
D PLAYTEX PRODS INC              COM              72813P100       66     5600 SH      SHARED      02          5600
D PLEXUS CORP                    COM              729132100       95     1352 SH      SHARED                  1352
D PLEXUS CORP                    COM              729132100    11634   165024 SH      SHARED      01        165024
D PLEXUS CORP                    COM              729132100      274     3900 SH      SHARED      05          3900
D PLUG POWER INC                 COM              72919P103      383    10300 SH      SHARED      01         10300
D PLUG POWER INC                 COM              72919P103       25      695 SH      SHARED      04           695
D PLUM CREEK TIMBER CO INC       COM              729251108     1673    75000 SH      SHARED                 75000
D PLUM CREEK TIMBER CO INC       COM              729251108      966    43325 SH      SHARED      01         43148               177
D PLUM CREEK TIMBER CO INC       COM              729251108       87     3925 SH      SHR/OTHR    01                   3925
D PLUM CREEK TIMBER CO INC       COM              729251108      162     7300 SH      SHARED      02          1000              6300
D PLUM CREEK TIMBER CO INC       COM              729251108      494    22164 SH      SHARED      04         22164
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     1108    43703 SH      SHARED                 43703
D POGO PRODUCING CO              COM              730448107     2100    82793 SH      SHARED      01         82793
D POGO PRODUCING CO              COM              730448107       17      700 SH      SHR/OTHR    01                    400      300
D POGO PRODUCING CO              COM              730448107       25     1000 SH      SHARED      02          1000
D POGO PRODUCING CO              COM              730448107     2192    86400 SH      SHARED      04         86400
D POGO PRODUCING CO              COM              730448107      131     5200 SH      SHARED      05          5200
D POHANG IRON & STL LTD          SPONSORED ADR    730450103      938    50400 SH      SHARED                 50400
D POHANG IRON & STL LTD          SPONSORED ADR    730450103      639    34343 SH      SHARED      01         34343
D POLARIS INDS INC               COM              731068102     1546    43862 SH      SHARED      01         43862
D POLARIS INDS INC               COM              731068102       63     1803 SH      SHARED      02          1803
D POLAROID CORP                  COM              731095105      977    72777 SH      SHARED                 72777
D POLAROID CORP                  COM              731095105     4889   363870 SH      SHARED      01        363870
D POLAROID CORP                  COM              731095105      274    20433 SH      SHARED      04         20433
D POLICY MGMT SYS CORP           COM              731108106      541    40100 SH      SHARED                 40100
D POLICY MGMT SYS CORP           COM              731108106       63     4700 SH      SHARED      05          4700
D POLO RALPH LAUREN CORP         CL A             731572103      634    39328 SH      SHARED                 39328
D POLO RALPH LAUREN CORP         CL A             731572103     1492    92551 SH      SHARED      01         92551
D POLO RALPH LAUREN CORP         CL A             731572103       12      750 SH      SHR/OTHR    01                             750
D POLYCOM INC                    COM              73172K104     6328    94500 SH      SHARED      01         94500
D POLYCOM INC                    COM              73172K104     1879    28065 SH      SHARED      04         28065
D POLYCOM INC                    COM              73172K104      589     8800 SH      SHARED      05          8800
D POLYMEDICA CORP                COM              731738100      234     5465 SH      SHARED                  5465
D POLYMEDICA CORP                COM              731738100      424     9900 SH      SHARED      01          9900
D POLYMER GROUP INC              COM              731745105      207    28077 SH      SHARED      01         28077
D POLYMER GROUP INC              COM              731745105       26     3600 SH      SHARED      02           500              3100
D POLYONE CORP                   COM              73179P106     1257   171986 SH      SHARED      01        171986
D POMEROY COMPUTER RES           COM              731822102        4      248 SH      SHARED      01           248
D PONTOTOC PRODTN INC            COM              732763107      256    27000 SH      SHARED      02         27000
D POPE & TALBOT INC              COM              732827100      592    41383 SH      SHARED                 41383
D POPE & TALBOT INC              COM              732827100      576    40262 SH      SHARED      01         40262
D POPE RES DEL LTD PARTNERSHIP   DEPOSITRY RCPT   732857107       10      500 SH      SHARED      01           500
D POPE RES DEL LTD PARTNERSHIP   DEPOSITRY RCPT   732857107      199     9500 SH      SHARED      02          7500              2000
D POPULAR INC                    COM              733174106     3891   143804 SH      SHARED      01        143804
D POPULAR INC                    COM              733174106      432    16000 SH      SHR/OTHR    01                  10000     6000
D POPULAR INC                    COM              733174106      297    11002 SH      SHARED      04         11002
D PORTA SYS CORP                 COM NEW          735647307        0        9 SH      SHARED      01             9
D PORTAL SOFTWARE INC            COM              736126103       16      400 SH      SHARED                   400
D PORTAL SOFTWARE INC            COM              736126103     6224   155600 SH      SHARED      01        155600
D PORTAL SOFTWARE INC            COM              736126103      168     4200 SH      SHARED      02          4000               200
D PORTAL SOFTWARE INC            COM              736126103      297     7434 SH      SHARED      04          7434
D PORTAL SOFTWARE INC            COM              736126103       12      300 SH      SHARED      05           300
D PORTUGAL TELECOM S A           SPONSORED ADR    737273102       38     3800 SH      SHARED                  3800
D PORTUGAL TELECOM S A           SPONSORED ADR    737273102        7      705 SH      SHARED      01           705
D PORTUGAL TELECOM S A           SPONSORED ADR    737273102        4      400 SH      SHARED      02                             400
D POST PPTYS INC                 COM              737464107     1725    39600 SH      SHARED                 39600
D POST PPTYS INC                 COM              737464107     1237    28407 SH      SHARED      01         28407
D POST PPTYS INC                 COM              737464107      386     8876 SH      SHARED      02          1515              7361
D POST PPTYS INC                 COM              737464107      138     3172 SH      SHARED      04          3172
D POTASH CORP SASK INC           COM              73755L107       73     1400 SH      SHARED                  1400
D POTASH CORP SASK INC           COM              73755L107        6      125 SH      SHARED      01           125
D POTASH CORP SASK INC           COM              73755L107      308     5900 SH      SHARED      02          5900
D POTASH CORP SASK INC           COM              73755L107       87     1680 SH      SHARED      04          1680
D POTASH CORP SASK INC           COM              73755L107      486     9300 SH      SHARED      05          9300
D POTLATCH CORP                  COM              737628107       11      369 SH      SHARED                   369
D POTLATCH CORP                  COM              737628107     8684   274611 SH      SHARED      01        274511               100
D POTLATCH CORP                  COM              737628107      145     4600 SH      SHARED      02          1900              2700
D POTLATCH CORP                  COM              737628107      351    11100 SH      SHARED      04         11100
D POTLATCH CORP                  COM              737628107      104     3300 SH      SHARED      05          3300
D POTOMAC ELEC PWR CO            COM              737679100     4138   164300 SH      SHARED      01        164300
D POTOMAC ELEC PWR CO            COM              737679100       57     2300 SH      SHR/OTHR    01                    800     1500
D POTOMAC ELEC PWR CO            COM              737679100      219     8716 SH      SHARED      02          5916              2800
D POTOMAC ELEC PWR CO            COM              737679100     1300    51618 SH      SHARED      04         51618
D POTOMAC ELEC PWR CO            COM              737679100      861    34200 SH      SHARED      05         34200
D POTTERS FINL CORP              COM              738140102       13     1501 SH      SHARED      01          1501
D POWERGEN PLC                   SPON ADR FINAL   738905405      163     5200 SH      SHARED                  5200
D POWER INTEGRATIONS INC         COM              739276103       81     5860 SH      SHARED                  5860
D POWER INTEGRATIONS INC         COM              739276103      916    65750 SH      SHARED      01         65750
D POWER-ONE INC                  COM              739308104      172     2850 SH      SHARED                  2850
D POWER-ONE INC                  COM              739308104     3906    64550 SH      SHARED      01         64550
D POWER-ONE INC                  COM              739308104     1420    23480 SH      SHARED      02         23480
D POWER-ONE INC                  COM              739308104      239     3965 SH      SHARED      04          3965
D POWERTEL INC                   COM              73936C109     2548    33500 SH      SHARED      01         33500
D POWERTEL INC                   COM              73936C109        9      130 SH      SHARED      02           130
D POWERTEL INC                   COM              73936C109      242     3182 SH      SHARED      04          3182
D POWERWAVE TECHNOLOGIES INC     COM              739363109     2969    78200 SH      SHARED      01         78200
D POWERWAVE TECHNOLOGIES INC     COM              739363109     2022    53265 SH      SHARED      02         22290             30975
D POWERWAVE TECHNOLOGIES INC     COM              739363109     2445    64400 SH      SHARED      04         64400
D POWERWAVE TECHNOLOGIES INC     COM              739363109      307     8100 SH      SHARED      05          8100
D PRAECIS PHARMACEUTICALS INC    COM              739421105      476    11200 SH      SHARED      01         11200
D PRAECIS PHARMACEUTICALS INC    COM              739421105       25      600 SH      SHARED      04           600
D PRAXAIR INC                    COM              74005P104     2653    71000 SH      SHARED                 71000
D PRAXAIR INC                    COM              74005P104    44896  1201238 SH      SHARED      01       1201238
D PRAXAIR INC                    COM              74005P104      186     5000 SH      SHR/OTHR    01                            5000
D PRAXAIR INC                    COM              74005P104       23      630 SH      SHARED      02           180               450
D PRAXAIR INC                    COM              74005P104     2858    76485 SH      SHARED      04         76485
D PRE PAID LEGAL SVCS INC        COM              740065107     1347    41700 SH      SHARED                 41700
D PRE PAID LEGAL SVCS INC        COM              740065107     2859    88483 SH      SHARED      01         88483
D PRECISION CASTPARTS CORP       COM              740189105     3073    80100 SH      SHARED                 80100
D PRECISION CASTPARTS CORP       COM              740189105     4218   109932 SH      SHARED      01        109932
D PRECISION CASTPARTS CORP       COM              740189105      648    16900 SH      SHARED      04         16900
D PRECISION CASTPARTS CORP       COM              740189105      245     6400 SH      SHARED      05          6400
D PRECISION DRILLING CORP        COM              74022D100      363    10200 SH      SHARED                 10200
D PRECISION DRILLING CORP        COM              74022D100       42     1200 SH      SHARED      04          1200
D PRECISION DRILLING CORP        COM              74022D100      317     8900 SH      SHARED      05          8900
D PRECISION OPTICS INC MASS      COM              740294103       51     6500 SH      SHARED      01          6500
D PREDICTIVE SYS INC             COM              74036W102       96     5000 SH      SHARED      01          5000
D PREFERRED INCOME OPPORTUNITY   COM              74037H104       74     7800 SH      SHARED                  7800
D PREFERRED INCOME OPPORTUNITY   COM              74037H104       28     3000 SH      SHARED      04          3000
D PREMIER FARNELL PLC            SPONSORED ADR    74050U107        4      361 SH      SHARED      01           361
D PREMIER FARNELL PLC            SP ADR PREF CV   74050U206       16      782 SH      SHARED      01           782
D PREMIER NATL BANCORP INC       COM              74053F107      446    22030 SH      SHARED      01         22030
D PRENTISS PPTYS TR              SH BEN INT       740706106       10      400 SH      SHARED                   400
D PRENTISS PPTYS TR              SH BEN INT       740706106     3043   116500 SH      SHARED      01        116275               225
D PRENTISS PPTYS TR              SH BEN INT       740706106       26     1000 SH      SHARED      02          1000
D PRESIDENTIAL LIFE CORP         COM              740884101      422    28300 SH      SHARED      01         28300
D PRESSTEK INC                   COM              741113104     1092    56915 SH      SHARED      01         56915
D PREVIEW SYS INC                COM              741379101       23     2500 SH      SHARED      01          2500
D PREVIEW SYS INC                COM              741379101       20     2140 SH      SHARED      02          2140
D PRICE COMMUNICATIONS CORP      COM NEW          741437305     4294   219543 SH      SHARED      01        206448             13095
D PRICE COMMUNICATIONS CORP      COM NEW          741437305        7      400 SH      SHARED      02           400
D PRICE COMMUNICATIONS CORP      COM NEW          741437305      534    27300 SH      SHARED      04         27300
D PRICE T ROWE & ASSOCIATES      COM              741477103     2048    43635 SH      SHARED                 43635
D PRICE T ROWE & ASSOCIATES      COM              741477103    46023   980544 SH      SHARED      01        980544
D PRICE T ROWE & ASSOCIATES      COM              741477103     2487    53005 SH      SHR/OTHR    01                  23000    30005
D PRICE T ROWE & ASSOCIATES      COM              741477103     2856    60865 SH      SHARED      02         12450             48415
D PRICE T ROWE & ASSOCIATES      COM              741477103     2684    57191 SH      SHARED      04         57191
D PRICE T ROWE & ASSOCIATES      COM              741477103      122     2600 SH      SHARED      05          2600
D PRICE T ROWE & ASSOCIATES      COM              741477103    14573   310500 SH      SHARED      06        310500
D PRICELINE COM INC              COM              741503106       14     1200 SH      SHARED                  1200
D PRICELINE COM INC              COM              741503106      832    70100 SH      SHARED      01         70100
D PRICELINE COM INC              COM              741503106       22     1900 SH      SHARED      02          1000               900
D PRICELINE COM INC              COM              741503106      211    17799 SH      SHARED      04         17799
D PRICELINE COM INC              COM              741503106      102     8600 SH      SHARED      05          8600
D PRICESMART INC                 COM              741511109        7      200 SH      SHARED      01           200
D PRICESMART INC                 COM              741511109        2       75 SH      SHARED      02            75
D PRIME MED SVCS INC NEW         COM              74156D108       34     4400 SH      SHARED      01          4400
D PRIMEDIA INC                   COM              74157K101      487    29800 SH      SHARED                 29800
D PRIMEDIA INC                   COM              74157K101     2180   133178 SH      SHARED      01        133178
D PRIMEDIA INC                   COM              74157K101        4      300 SH      SHARED      02           300
D PRIMEDIA INC                   COM              74157K101      220    13480 SH      SHARED      04         13480
D PRIME RETAIL INC               COM              741570105        1     3753 SH      SHARED      01          3753
D PRIME RETAIL INC               COM              741570105        2     6261 SH      SHARED      02          6261
D PRIME RETAIL INC               PFD CONV SER B   741570303        6     1760 SH      SHARED      01          1760
D PRIME GROUP REALTY TRUST       SH BEN INT       74158J103       53     3400 SH      SHARED                  3400
D PRIME GROUP REALTY TRUST       SH BEN INT       74158J103      198    12600 SH      SHARED      01         12600
D PRIME GROUP REALTY TRUST       SH BEN INT       74158J103       78     5000 SH      SHARED      02          5000
D PRIMEX TECHNOLOGIES INC        COM              741597108      431    14860 SH      SHARED      01         14860
D PRIMEX TECHNOLOGIES INC        COM              741597108       17      600 SH      SHR/OTHR    01                             600
D PRIMIX SOLUTIONS INC           COM              741620108        1      933 SH      SHARED      02           933
D PRIMUS KNOWLEDGE SOLUTIONS INC COM              74163Q100      337    22817 SH      SHARED      01         22817
D PRIMUS KNOWLEDGE SOLUTIONS INC COM              74163Q100        6      450 SH      SHR/OTHR    01                    450
D PRIMA ENERGY CORP              COM PAR $0.015   741901201     1180    22176 SH      SHARED      01         22176
D PRIME HOSPITALITY CORP         COM              741917108      926    91518 SH      SHARED      01         91518
D PRIMUS TELECOMMUNICATIONS GRP  COM              741929103      347    36615 SH      SHARED                 36615
D PRIMUS TELECOMMUNICATIONS GRP  COM              741929103      554    58390 SH      SHARED      01         58390
D PRIDE INTL INC                 SB DB CV ZRO  18 741932AB3    22073 47675000 PRN     SHARED              47675000
D PRIDE INTL INC                 COM              741932107      787    29700 SH      SHARED                 29700
D PRIDE INTL INC                 COM              741932107     1868    70500 SH      SHARED      01         70500
D PRIDE INTL INC                 COM              741932107       53     2000 SH      SHARED      02          2000
D PRIDE INTL INC                 COM              741932107      139     5253 SH      SHARED      04          5253
D PRIDE INTL INC                 COM              741932107      431    16300 SH      SHARED      05         16300
D PRINTRAK INTL INC              COM              742574106     1710   142500 SH      SHARED      01        142500
D PRINTRAK INTL INC              COM              742574106       36     3000 SH      SHR/OTHR    01                   3000
D PRINTRONIX INC                 COM              742578107        4      450 SH      SHARED      01           450
D PRINTRONIX INC                 COM              742578107        2      300 SH      SHARED      02           300
D PRISON RLTY TR                 COM              74264N105      266   224127 SH      SHARED      01        224127
D PRISON RLTY TR                 COM              74264N105       34    29000 SH      SHARED      04         29000
D PRISON RLTY TR                 PFD CV B 12%     74264N303      212    11205 SH      SHARED      01         11205
D PRISON RLTY TR                 PFD CV B 12%     74264N303       60     3200 SH      SHARED      04          3200
D PRIORITY HEALTHCARE CORP       CL B             74264T102    23002   301667 SH      SHARED      01        301667
D PRIORITY HEALTHCARE CORP       CL B             74264T102       30      400 SH      SHARED      04           400
D PRIVATE MEDIA GROUP INC        COM              74266R104       68    12116 SH      SHARED      01         12116
D PRIVATE BUSINESS INC           COM              74267D104      531   472300 SH      SHARED      02        472300
D PRIVATE BUSINESS INC           COM              74267D104        0       50 SH      SHARED      04            50
D PROBUSINESS SERVICES INC       COM              742674104      729    24100 SH      SHARED      01         24100
D PROBUSINESS SERVICES INC       COM              742674104       60     2000 SH      SHARED      02          2000
D PROCOM TECHNOLOGY INC          COM              74270W107      558    18900 SH      SHARED                 18900
D PROCOM TECHNOLOGY INC          COM              74270W107      522    17675 SH      SHARED      01         17675
D PROCOM TECHNOLOGY INC          COM              74270W107        2       75 SH      SHR/OTHR    01                     75
D PROCOM TECHNOLOGY INC          COM              74270W107        8      300 SH      SHARED      02           300
D PROCTER & GAMBLE CO            COM              742718109   123996  1850700 SH      SHARED               1850700
D PROCTER & GAMBLE CO            COM              742718109   767179 11450442 SH      SHARED      01      11239478            210964
D PROCTER & GAMBLE CO            COM              742718109    27886   416215 SH      SHR/OTHR    01                 283276   132939
D PROCTER & GAMBLE CO            COM              742718109     3828    57139 SH      SHARED      02         11343             45796
D PROCTER & GAMBLE CO            COM              742718109    44463   663631 SH      SHARED      04        663631
D PROCTER & GAMBLE CO            COM              742718109     7450   111200 SH      SHARED      06        111200
D PRODIGY COMMUNICATIONS CORP    CL A             74283P206      275    53733 SH      SHARED      01         53733
D PRODIGY COMMUNICATIONS CORP    CL A             74283P206        0      175 SH      SHARED      04           175
D PROFESSIONALS GROUP INC        COM              742954100        0        6 SH      SHARED      02             6
D PROFESSIONAL BANCORP           COM              743112104       16     2200 SH      SHARED      01          2200
D PROFESSIONAL DETAILING INC     COM              74312N107     1291    22650 SH      SHARED      01         20469              2181
D PROFIT RECOVERY GROUP INTL INC COM              743168106        1      200 SH      SHARED                   200
D PROFIT RECOVERY GROUP INTL INC COM              743168106      959    97197 SH      SHARED      01         97197
D PROGRESS SOFTWARE CORP         COM              743312100     1429   104944 SH      SHARED      01        104944
D PROGRESS SOFTWARE CORP         COM              743312100        5      400 SH      SHARED      02           400
D PROGRESSIVE CORP OHIO          COM              743315103      466     5700 SH      SHARED                  5700
D PROGRESSIVE CORP OHIO          COM              743315103    40028   488895 SH      SHARED      01        488895
D PROGRESSIVE CORP OHIO          COM              743315103       13      163 SH      SHARED      02                             163
D PROGRESSIVE CORP OHIO          COM              743315103     2698    32962 SH      SHARED      04         32962
D PROGRESSIVE CORP OHIO          COM              743315103      327     4000 SH      SHARED      05          4000
D PROJECT SOFTWARE & DEV INC     COM              74339P101      683    43935 SH      SHARED                 43935
D PROJECT SOFTWARE & DEV INC     COM              74339P101      379    24420 SH      SHARED      01         24420
D PROMOTIONS COM INC             COM              74341U106        8     5200 SH      SHARED      01          5200
D PROLOGIS TR                    SH BEN INT       743410102     3218   135530 SH      SHARED      01        135530
D PROLOGIS TR                    SH BEN INT       743410102       92     3910 SH      SHARED      02          3750               160
D PROLOGIS TR                    SH BEN INT       743410102      347    14634 SH      SHARED      04         14634
D PROSOFTTRAINING COM INC        COM              743477101     1737   121900 SH      SHARED      01        121900
D PROTECTION ONE INC             COM              743663304        6     4500 SH      SHARED      01          4500
D PROTECTIVE LIFE CORP           COM              743674103      537    18000 SH      SHARED                 18000
D PROTECTIVE LIFE CORP           COM              743674103     2001    67005 SH      SHARED      01         67005
D PROTECTIVE LIFE CORP           COM              743674103      119     4000 SH      SHARED      02                            4000
D PROTECTIVE LIFE CORP           COM              743674103     1370    45862 SH      SHARED      04         45862
D PROTECTIVE LIFE CORP           COM              743674103      277     9300 SH      SHARED      05          9300
D PROTECTIVE LIFE CORP           INCOME PRIDES    743674202    13310   268900 SH      SHARED                268900
D PROTEIN DESIGN LABS INC        SB NT CV 144A 07 74369LAA1    49850 28470000 PRN     SHARED              28470000
D PROTEIN DESIGN LABS INC        SB NT CV 144A 07 74369LAA1     3502  2000000 PRN     SHARED      01       2000000
D PROTEIN DESIGN LABS INC        SB NT CV 144A 07 74369LAA1     3502  2000000 PRN     SHARED      04       2000000
D PROTEIN DESIGN LABS INC        SUB NT CV 5.5%07 74369LAB9     1751  1000000 PRN     SHARED               1000000
D PROTEIN DESIGN LABS INC        SUB NT CV 5.5%07 74369LAB9     1751  1000000 PRN     SHARED      01       1000000
D PROTEIN DESIGN LABS INC        COM              74369L103     1458    12100 SH      SHARED                 12100
D PROTEIN DESIGN LABS INC        COM              74369L103     5832    48400 SH      SHARED      01         48400
D PROTEIN DESIGN LABS INC        COM              74369L103       12      100 SH      SHARED      02           100
D PROTEIN DESIGN LABS INC        COM              74369L103      418     3472 SH      SHARED      04          3472
D PROVIDENCE ENERGY CORP         COM              743743106     1848    43550 SH      SHARED                 43550
D PROVIDENCE ENERGY CORP         COM              743743106      251     5936 SH      SHARED      01          5936
D PROVIDENT BANKSHARES CORP      COM              743859100     1031    61570 SH      SHARED      01         54570              7000
D PROVIDENT BANKSHARES CORP      COM              743859100       55     3335 SH      SHARED      02          1148              2187
D PROVIDENT FINL GROUP INC       COM              743866105     2148    73147 SH      SHARED      01         73147
D PROVIDENT FINL GROUP INC       COM              743866105      487    16600 SH      SHARED      04         16600
D PROVIDENT FINL GROUP INC       COM              743866105      188     6400 SH      SHARED      05          6400
D PROVINCE HEALTHCARE CO         COM              743977100      882    22106 SH      SHARED                 22106
D PROVINCE HEALTHCARE CO         COM              743977100    45942  1150368 SH      SHARED      01       1150368
D PROVINCE HEALTHCARE CO         COM              743977100       30      752 SH      SHARED      04           752
D PROVIDIAN FINL CORP            SR NT CV 3.25%05 74406AAA0     5031  4500000 PRN     SHARED      01       4500000
D PROVIDIAN FINL CORP            COM              74406A102      736     5800 SH      SHARED                  5800
D PROVIDIAN FINL CORP            COM              74406A102   130464  1027278 SH      SHARED      01       1026878               400
D PROVIDIAN FINL CORP            COM              74406A102      772     6079 SH      SHARED      02                            6079
D PROVIDIAN FINL CORP            COM              74406A102    12255    96497 SH      SHARED      04         96497
D PROVIDIAN FINL CORP            COM              74406A102      596     4700 SH      SHARED      05          4700
D PROXICOM INC                   COM              744282104      694    35600 SH      SHARED      01         35600
D PROXICOM INC                   COM              744282104       22     1130 SH      SHARED      02          1130
D PROXICOM INC                   COM              744282104       46     2380 SH      SHARED      04          2380
D PROXIM INC                     COM              744284100      338     7613 SH      SHARED                  7613
D PROXIM INC                     COM              744284100     2398    53900 SH      SHARED      01         53900
D PROXIM INC                     COM              744284100       17      400 SH      SHARED      02                             400
D PRUDENTIAL PLC                 ADR              74435K204       48     1800 SH      SHARED                  1800
D PSINET INC                     COM              74437C101      725    75400 SH      SHARED                 75400
D PSINET INC                     COM              74437C101     7066   734145 SH      SHARED      01        566730            167415
D PSINET INC                     COM              74437C101      183    19075 SH      SHR/OTHR    01                   8900    10175
D PSINET INC                     COM              74437C101     1142   118715 SH      SHARED      02        115670              3045
D PSINET INC                     COM              74437C101      304    31605 SH      SHARED      04         31605
D PUBLIC SVC CO N MEX            COM              744499104      103     4000 SH      SHARED                  4000
D PUBLIC SVC CO N MEX            COM              744499104     2454    94854 SH      SHARED      01         94404               450
D PUBLIC SVC CO N MEX            COM              744499104      349    13500 SH      SHARED      04         13500
D PUBLIC SVC CO N MEX            COM              744499104      134     5200 SH      SHARED      05          5200
D PUBLIC SVC ENTERPRISE GROUP    COM              744573106      413     9251 SH      SHARED                  9251
D PUBLIC SVC ENTERPRISE GROUP    COM              744573106    74238  1661294 SH      SHARED      01       1660294              1000
D PUBLIC SVC ENTERPRISE GROUP    COM              744573106      100     2250 SH      SHR/OTHR    01                   1500      750
D PUBLIC SVC ENTERPRISE GROUP    COM              744573106      183     4105 SH      SHARED      02           200              3905
D PUBLIC SVC ENTERPRISE GROUP    COM              744573106     4600   102944 SH      SHARED      04        102944
D PUBLIC SVC ENTERPRISE GROUP    COM              744573106     1273    28500 SH      SHARED      05         28500
D PUBLIC STORAGE INC             COM              74460D109     1091    45600 SH      SHARED                 45600
D PUBLIC STORAGE INC             COM              74460D109     2262    94500 SH      SHARED      01         92500              2000
D PUBLIC STORAGE INC             COM              74460D109      534    22343 SH      SHARED      02         17466              4877
D PUBLIC STORAGE INC             COM              74460D109      173     7237 SH      SHARED      04          7237
D PUBLIC STORAGE INC             COM A DP1/1000   74460D729      115     5000 SH      SHR/OTHR    01                   5000
D PUBLIC STORAGE INC             COM A DP1/1000   74460D729       95     4122 SH      SHARED      02          4029                93
D PUERTO RICAN CEM INC           COM              745075101        6      200 SH      SHARED      01           200
D PUGET SOUND ENERGY INC         COM              745332106      738    29100 SH      SHARED                 29100
D PUGET SOUND ENERGY INC         COM              745332106     2869   113075 SH      SHARED      01        113075
D PUGET SOUND ENERGY INC         COM              745332106       16      645 SH      SHR/OTHR    01                             645
D PUGET SOUND ENERGY INC         COM              745332106      142     5610 SH      SHARED      02          1500              4110
D PUGET SOUND ENERGY INC         COM              745332106      995    39238 SH      SHARED      04         39238
D PUGET SOUND ENERGY INC         COM              745332106      284    11200 SH      SHARED      05         11200
D PULASKI FINL CORP              COM              745548107       98    10000 SH      SHARED                 10000
D PULITZER INC                   COM              745769109      508    11832 SH      SHARED      01         11832
D PULTE CORP                     COM              745867101      801    24300 SH      SHARED                 24300
D PULTE CORP                     COM              745867101    11555   350177 SH      SHARED      01        348877              1300
D PULTE CORP                     COM              745867101      567    17200 SH      SHARED      04         17200
D PULTE CORP                     COM              745867101      973    29500 SH      SHARED      05         29500
D PUMA TECHNOLOGY INC            COM              745887109      854    42064 SH      SHARED                 42064
D PUMA TECHNOLOGY INC            COM              745887109     1580    77800 SH      SHARED      01         77800
D PUMA TECHNOLOGY INC            COM              745887109     4756   234175 SH      SHARED      02        234175
D PUMA TECHNOLOGY INC            COM              745887109        0       34 SH      SHARED      04            34
D PUMA TECHNOLOGY INC            COM              745887109      262    12900 SH      SHARED      05         12900
D PURCHASEPRO COM                COM              746144104     2319    26400 SH      SHARED      01         26400
D PURCHASEPRO COM                COM              746144104      755     8600 SH      SHARED      05          8600
D PURE WORLD INC                 COM              74622C106       17     7040 SH      SHARED      01          7040
D PURE RES INC                   COM              74622E102     1661    78426 SH      SHARED      01         78426
D PURINA MLS INC NEW             COM              746276104       48     4923 SH      SHARED      04          4923
D PUTNAM HIGH INCOME CONV&BD FD  SH BEN INT       746779107      332    43928 SH      SHARED                 43928
D PUTNAM HIGH INCOME CONV&BD FD  SH BEN INT       746779107       37     5000 SH      SHR/OTHR    01                   5000
D PUTNAM MANAGED MUN INCOM TR    COM              746823103       95    10500 SH      SHARED                 10500
D PUTNAM MASTER INCOME TR        SH BEN INT       74683K104       60     9000 SH      SHR/OTHR    01                   9000
D PUTNAM MASTER INCOME TR        SH BEN INT       74683K104        0       95 SH      SHARED      02                              95
D PUTNAM PREMIER INCOME TR       SH BEN INT       746853100       28     4463 SH      SHARED      02                            4463
D PUTNAM PREMIER INCOME TR       SH BEN INT       746853100        0      100 SH      SHARED      04           100
D PUTNAM MASTER INTER INCOME TR  SH BEN INT       746909100        0      100 SH      SHARED      04           100
D PUTNAM MUN OPPORTUNITIES TR    SH BEN INT       746922103       85     6650 SH      SHARED      02          6650
D QLT INC                        COM              746927102      559     7890 SH      SHARED                  7890
D QLT INC                        COM              746927102       42      600 SH      SHARED      04           600
D QRS CORP                       COM              74726X105      362    24040 SH      SHARED                 24040
D QRS CORP                       COM              74726X105      427    28380 SH      SHARED      01         28380
D QRS CORP                       COM              74726X105     3691   245095 SH      SHARED      02         93020            152075
D QRS CORP                       COM              74726X105     2699   179250 SH      SHARED      03        179250
D Q E P INC                      COM              74727K102        0      125 SH      SHARED      01           125
D QLOGIC CORP                    COM              747277101      131     1491 SH      SHARED                  1491
D QLOGIC CORP                    COM              747277101    23275   264497 SH      SHARED      01        262372              2125
D QLOGIC CORP                    COM              747277101       35      400 SH      SHR/OTHR    01                    400
D QLOGIC CORP                    COM              747277101      181     2058 SH      SHARED      02          1958               100
D QLOGIC CORP                    COM              747277101     4403    50036 SH      SHARED      04         50036
D QLOGIC CORP                    COM              747277101     1161    13200 SH      SHARED      05         13200
D QUADRAMED CORP                 SB DB CV 5.25%05 74730WAC5     2907  8525000 PRN     SHARED      04       8525000
D QUADRAMED CORP                 COM              74730W101        5     4075 SH      SHARED      01          4075
D QUADRAMED CORP                 COM              74730W101       11     8500 SH      SHARED      02                            8500
D QUAKER OATS CO                 COM              747402105     1669    21100 SH      SHARED                 21100
D QUAKER OATS CO                 COM              747402105    84278  1065128 SH      SHARED      01       1062728              2400
D QUAKER OATS CO                 COM              747402105     1823    23050 SH      SHR/OTHR    01                  19300     3750
D QUAKER OATS CO                 COM              747402105      131     1660 SH      SHARED      02           860               800
D QUAKER OATS CO                 COM              747402105     5507    69604 SH      SHARED      04         69604
D QUALCOMM INC                   COM              747525103       14      200 SH      SHR/OTHR    04                    200
D QUALCOMM INC                   COM              747525103    39964   560900 SH      SHARED                560900
D QUALCOMM INC                   COM              747525103   461692  6479891 SH      SHARED      01       6165327       85   314479
D QUALCOMM INC                   COM              747525103     6918    97106 SH      SHR/OTHR    01                  53740    43366
D QUALCOMM INC                   COM              747525103    52932   742916 SH      SHARED      02        275082            467834
D QUALCOMM INC                   COM              747525103    33446   469420 SH      SHARED      04        469420
D QUALCOMM INC                   COM              747525103     1674    23500 SH      SHARED      05         23500
D QUALMARK CORP                  COM              747587103        2      922 SH      SHARED      02                             922
D QUANTA SVCS INC                COM              74762E102     1683    61200 SH      SHARED                 61200
D QUANTA SVCS INC                COM              74762E102     1689    61450 SH      SHARED      01         61450
D QUANTA SVCS INC                COM              74762E102       90     3275 SH      SHARED      02          2150              1125
D QUANTA SVCS INC                COM              74762E102      717    26078 SH      SHARED      04         26078
D QUANTA SVCS INC                COM              74762E102      211     7700 SH      SHARED      05          7700
D QUANEX CORP                    COM              747620102      627    32900 SH      SHARED      01         32900
D QUANTUM CORP                   SUB NT CONV 7%04 747906AC9       59    75000 PRN     SHR/OTHR    01                  75000
D QUANTUM CORP                   COM DSSG         747906204     3166   210205 SH      SHARED      01        210205
D QUANTUM CORP                   COM DSSG         747906204       15     1000 SH      SHR/OTHR    01                   1000
D QUANTUM CORP                   COM DSSG         747906204       27     1820 SH      SHARED      02          1820
D QUANTUM CORP                   COM DSSG         747906204      951    63192 SH      SHARED      04         63192
D QUANTUM CORP                   COM DSSG         747906204      480    31900 SH      SHARED      05         31900
D QUANTUM CORP                   COM HDDG         747906303     1793   180444 SH      SHARED      01        180444
D QUANTUM CORP                   COM HDDG         747906303        4      500 SH      SHR/OTHR    01                    500
D QUANTUM CORP                   COM HDDG         747906303       49     5000 SH      SHARED      02          5000
D QUANTUM CORP                   COM HDDG         747906303      192    19400 SH      SHARED      05         19400
D QUEBECOR WORLD INC             COM NON-VTG      748203106      117     5200 SH      SHARED                  5200
D QUEENS CNTY BANCORP INC        COM              748242104     1391    48202 SH      SHARED      01         48202
D QUENTRA NETWORKS INC           COM              748337102       30     9010 SH      SHARED      01          9010
D QUENTRA NETWORKS INC           COM              748337102       17     5000 SH      SHARED      02          5000
D QUEST DIAGNOSTICS INC          COM              74834L100     1365    11900 SH      SHARED                 11900
D QUEST DIAGNOSTICS INC          COM              74834L100     7190    62663 SH      SHARED      01         62289               374
D QUEST DIAGNOSTICS INC          COM              74834L100       45      400 SH      SHR/OTHR    01                             400
D QUEST DIAGNOSTICS INC          COM              74834L100       89      780 SH      SHARED      02           380               400
D QUEST DIAGNOSTICS INC          COM              74834L100     2166    18880 SH      SHARED      04         18880
D QUEST DIAGNOSTICS INC          COM              74834L100      677     5900 SH      SHARED      05          5900
D QUEST SOFTWARE INC             COM              74834T103      832    13400 SH      SHARED      01         13400
D QUEST SOFTWARE INC             COM              74834T103      129     2087 SH      SHARED      04          2087
D QUESTAR CORP                   COM              748356102      559    20100 SH      SHARED                 20100
D QUESTAR CORP                   COM              748356102     3491   125550 SH      SHARED      01        125550
D QUESTAR CORP                   COM              748356102       89     3200 SH      SHR/OTHR    01                            3200
D QUESTAR CORP                   COM              748356102      444    16000 SH      SHARED      02          4000             12000
D QUESTAR CORP                   COM              748356102      943    33942 SH      SHARED      04         33942
D QUESTAR CORP                   COM              748356102      294    10600 SH      SHARED      05         10600
D QUICKLOGIC CORP                COM              74837P108      656    39776 SH      SHARED      01         36418              3358
D QUICKLOGIC CORP                COM              74837P108        0       60 SH      SHARED      02            60
D QUIKSILVER INC                 COM              74838C106     1079    56100 SH      SHARED                 56100
D QUIKSILVER INC                 COM              74838C106      779    40500 SH      SHARED      01         40500
D QUIKSILVER INC                 COM              74838C106       14      750 SH      SHARED      02           750
D QUIDEL CORP                    WT EXP  043002   74838J119        0      245 SH      SHARED      02           245
D QUINTILES TRANSNATIONAL CORP   COM              748767100      171    10735 SH      SHARED                 10735
D QUINTILES TRANSNATIONAL CORP   COM              748767100    14288   896585 SH      SHARED      01        896585
D QUINTILES TRANSNATIONAL CORP   COM              748767100     1245    78162 SH      SHARED      04         78162
D QUINTILES TRANSNATIONAL CORP   COM              748767100       39     2500 SH      SHARED      05          2500
D QUINTUS CORP                   COM              748798105      538    62906 SH      SHARED      01         62906
D QUIXOTE CORP                   COM              749056107       79     4750 SH      SHARED      02                            4750
D QUOKKA SPORTS INC              COM              749077103       80    20300 SH      SHARED      01         20300
D QUOKKA SPORTS INC              COM              749077103        3     1000 SH      SHARED      02          1000
D QUORUM HEALTH GROUP INC        COM              749084109     1905   146542 SH      SHARED      01        146542
D QUORUM HEALTH GROUP INC        COM              749084109      315    24300 SH      SHARED      04         24300
D QUORUM HEALTH GROUP INC        COM              749084109      123     9500 SH      SHARED      05          9500
D R & B FALCON CORP              COM              74912E101      211     7600 SH      SHARED                  7600
D R & B FALCON CORP              COM              74912E101     8158   292685 SH      SHARED      01        292685
D R & B FALCON CORP              COM              74912E101      170     6110 SH      SHARED      02          5300               810
D R & B FALCON CORP              COM              74912E101    12367   443681 SH      SHARED      04        443681
D R & B FALCON CORP              COM              74912E101      791    28400 SH      SHARED      05         28400
D QWEST COMMUNICATIONS INTL INC  COM              749121109       24      500 SH      SHR/OTHR    05                    500
D QWEST COMMUNICATIONS INTL INC  COM              749121109    60755  1264100 SH      SHARED               1264100
D QWEST COMMUNICATIONS INTL INC  COM              749121109   627509 13056252 SH      SHARED      01      12965944     3552    86756
D QWEST COMMUNICATIONS INTL INC  COM              749121109    10275   213795 SH      SHR/OTHR    01                 120504    93291
D QWEST COMMUNICATIONS INTL INC  COM              749121109     1147    23883 SH      SHARED      02          7656             16227
D QWEST COMMUNICATIONS INTL INC  COM              749121109    54127  1126199 SH      SHARED      04       1126199
D QWEST COMMUNICATIONS INTL INC  COM              749121109      946    19700 SH      SHARED      05         19700
D QWEST COMMUNICATIONS INTL INC  COM              749121109    43395   902900 SH      SHARED      06        902900
D R & G FINANCIAL CORP           CL B             749136107       84     8800 SH      SHARED      01          8800
D RCM STRATEGIC GLOBAL GOVT FD   COM              74936A101       63     6595 SH      SHARED                  6595
D RCM TECHNOLOGIES INC           COM NEW          749360400        0      150 SH      SHARED      02                             150
D RCM TECHNOLOGIES INC           COM NEW          749360400        0       30 SH      SHARED      04            30
D RCN CORP                       COM              749361101     1172    56500 SH      SHARED                 56500
D RCN CORP                       COM              749361101     1296    62500 SH      SHARED      01         61500              1000
D RCN CORP                       COM              749361101        6      300 SH      SHR/OTHR    01                             300
D RCN CORP                       COM              749361101       20     1000 SH      SHARED      02          1000
D RCN CORP                       COM              749361101      105     5069 SH      SHARED      04          5069
D RCN CORP                       COM              749361101      151     7300 SH      SHARED      05          7300
D RFS HOTEL INVS INC             COM              74955J108      797    63200 SH      SHARED      01         59100              4100
D R H DONNELLEY CORP             COM NEW          74955W307     2499   118310 SH      SHARED      01        117510               800
D R H DONNELLEY CORP             COM NEW          74955W307       82     3882 SH      SHR/OTHR    01                     80     3802
D R H DONNELLEY CORP             COM NEW          74955W307        2      100 SH      SHARED      02                             100
D R G S ENERGY GROUP INC         COM              74956K104       36     1300 SH      SHARED                  1300
D R G S ENERGY GROUP INC         COM              74956K104     1692    60050 SH      SHARED      01         60050
D R G S ENERGY GROUP INC         COM              74956K104       11      408 SH      SHARED      02                             408
D R G S ENERGY GROUP INC         COM              74956K104     1197    42500 SH      SHARED      04         42500
D RLI CORP                       COM              749607107     4025   104400 SH      SHARED                104400
D RLI CORP                       COM              749607107      530    13749 SH      SHARED      01         13749
D RPC INC                        COM              749660106      703    59890 SH      SHARED      01         24200             35690
D RPM INC OHIO                   COM              749685103     1935   213545 SH      SHARED      01        213545
D RPM INC OHIO                   COM              749685103        4      500 SH      SHARED      02                             500
D RPM INC OHIO                   COM              749685103      325    35900 SH      SHARED      04         35900
D RPM INC OHIO                   COM              749685103      125    13900 SH      SHARED      05         13900
D RSA SEC INC                    COM              749719100    62846  1457320 SH      SHARED               1457320
D RSA SEC INC                    COM              749719100     1750    40600 SH      SHARED      01         40600
D RSA SEC INC                    COM              749719100     6709   155591 SH      SHARED      02         54060            101531
D RSA SEC INC                    COM              749719100     9603   222700 SH      SHARED      03        222700
D RSA SEC INC                    COM              749719100      132     3073 SH      SHARED      04          3073
D RTI INTL METALS INC            COM              74973W107      316    21900 SH      SHARED      01         21900
D RMH TELESERVICES INC           COM              749938106      163    10200 SH      SHARED      01         10200
D RF MICRODEVICES INC            SB NT CV 144A 05 749941AA8     8397  9000000 PRN     SHARED               9000000
D RF MICRODEVICES INC            SB NT CV 144A 05 749941AA8     1866  2000000 PRN     SHARED      01       2000000
D RF MICRODEVICES INC            COM              749941100     4220   131886 SH      SHARED      01        131136               750
D RF MICRODEVICES INC            COM              749941100        6      200 SH      SHR/OTHR    01                             200
D RF MICRODEVICES INC            COM              749941100     4177   130540 SH      SHARED      02         39340             91200
D RF MICRODEVICES INC            COM              749941100     1037    32416 SH      SHARED      04         32416
D RF MICRODEVICES INC            COM              749941100      169     5300 SH      SHARED      05          5300
D RACING CHAMPIONS CORP          COM              750069106        5     5000 SH      SHARED      02          5000
D RADIAN GROUP INC               COM              750236101     2268    33600 SH      SHARED                 33600
D RADIAN GROUP INC               COM              750236101     3121    46242 SH      SHARED      01         46242
D RADIAN GROUP INC               COM              750236101      261     3876 SH      SHARED      04          3876
D RADIANT SYSTEMS INC            COM              75025N102      557    26074 SH      SHARED      01         26074
D RADIO ONE INC                  CL A             75040P108      398    48000 SH      SHARED      01         48000
D RADIO ONE INC                  CL A             75040P108       25     3100 SH      SHARED      02          2900               200
D RADIO ONE INC                  CL A             75040P108       42     5056 SH      SHARED      04          5056
D RADIO ONE INC                  CL D NON VTG     75040P405       31     4400 SH      SHARED      02          4000               400
D RADIO ONE INC                  CL D NON VTG     75040P405        9     1400 SH      SHARED      04          1400
D RADIOSHACK CORP                COM              750438103      770    11925 SH      SHARED                 11925
D RADIOSHACK CORP                COM              750438103    91689  1418798 SH      SHARED      01       1418398               400
D RADIOSHACK CORP                COM              750438103      651    10075 SH      SHARED      02          4300              5775
D RADIOSHACK CORP                COM              750438103    32355   500666 SH      SHARED      04        500666
D RADIOSHACK CORP                COM              750438103    30115   466000 SH      SHARED      06        466000
D RADISYS CORP                   SUB NT CV 144A07 750459AA7      362   375000 PRN     SHARED                375000
D RADISYS CORP                   SUB NT CV 144A07 750459AA7     1932  2000000 PRN     SHARED      01       2000000
D RADISYS CORP                   COM              750459109      467     9245 SH      SHARED                  9245
D RADISYS CORP                   COM              750459109     1598    31624 SH      SHARED      01         31624
D RADISYS CORP                   COM              750459109       20      400 SH      SHARED      02                             400
D RAILWORKS CORP                 COM              750789109      344   100300 SH      SHARED      02        100300
D RAILWORKS CORP                 COM              750789109      201    58750 SH      SHARED      03         58750
D RAILWORKS CORP                 COM              750789109        0        3 SH      SHARED      04             3
D RAINFOREST CAFE INC            COM              75086K104       17     5925 SH      SHARED      01          5925
D RAINFOREST CAFE INC            COM              75086K104      219    72500 SH      SHARED      04         72500
D RAINBOW TECHNOLOGIES INC       COM              750862104      636    17985 SH      SHARED                 17985
D RAINBOW TECHNOLOGIES INC       COM              750862104     1480    41861 SH      SHARED      01         41861
D RAINBOW TECHNOLOGIES INC       COM              750862104      265     7500 SH      SHR/OTHR    01                   7500
D RAINBOW TECHNOLOGIES INC       COM              750862104       31      900 SH      SHARED      02           900
D RAMBUS INC DEL                 COM              750917106      392     4977 SH      SHARED                  4977
D RAMBUS INC DEL                 COM              750917106     7056    89400 SH      SHARED      01         89300               100
D RAMBUS INC DEL                 COM              750917106      664     8420 SH      SHARED      02          8250               170
D RAMBUS INC DEL                 COM              750917106      500     6343 SH      SHARED      04          6343
D RALCORP HLDGS INC NEW          COM              751028101     1044    73979 SH      SHARED      01         73894                85
D RALCORP HLDGS INC NEW          COM              751028101       48     3400 SH      SHARED      05          3400
D RALSTON PURINA CO              COM RAL-PUR GP   751277302     1655    69900 SH      SHARED                 69900
D RALSTON PURINA CO              COM RAL-PUR GP   751277302    55045  2323851 SH      SHARED      01       2323851
D RALSTON PURINA CO              COM RAL-PUR GP   751277302      244    10311 SH      SHR/OTHR    01                   3981     6330
D RALSTON PURINA CO              COM RAL-PUR GP   751277302      179     7595 SH      SHARED      02          7595
D RALSTON PURINA CO              COM RAL-PUR GP   751277302     3450   145676 SH      SHARED      04        145676
D RALSTON PURINA CO              COM RAL-PUR GP   751277302      800    33800 SH      SHARED      05         33800
D RAMCO-GERSHENSON PPTYS TR      COM SH BEN INT   751452202        5      400 SH      SHARED                   400
D RAMP NETWORKS INC              COM              751567108      175    49800 SH      SHARED      01         49800
D RAMTRON INTL CORP              COM NEW          751907304      103     8840 SH      SHARED      01          8840
D RAMTRON INTL CORP              COM NEW          751907304       39     3350 SH      SHARED      02          3350
D RANGE RES CORP                 COM              75281A109        0       14 SH      SHARED      01            14
D RARE MEDIUM GROUP INC          COM              75382N109      282    38000 SH      SHARED                 38000
D RARE MEDIUM GROUP INC          COM              75382N109      597    80349 SH      SHARED      01         80349
D RARE MEDIUM GROUP INC          COM              75382N109       17     2288 SH      SHARED      02          1100              1188
D RARE HOSPITALITY INTL INC      COM              753820109     1196    58715 SH      SHARED                 58715
D RARE HOSPITALITY INTL INC      COM              753820109     2006    98500 SH      SHARED      01         98500
D RATIONAL SOFTWARE CORP         SUB NT CV 144A07 75409PAA1    10695  5167000 PRN     SHARED               5167000
D RATIONAL SOFTWARE CORP         SUB NT CONV 5%07 75409PAC7     9315  4500000 PRN     SHARED               4500000
D RATIONAL SOFTWARE CORP         COM NEW          75409P202    23196   334360 SH      SHARED      01        334360
D RATIONAL SOFTWARE CORP         COM NEW          75409P202      682     9832 SH      SHARED      02          6522              3310
D RATIONAL SOFTWARE CORP         COM NEW          75409P202     5498    79264 SH      SHARED      04         79264
D RATIONAL SOFTWARE CORP         COM NEW          75409P202     1949    28100 SH      SHARED      05         28100
D RAVENSWOOD WINERY INC          COM              754438109        2      200 SH      SHARED      02           200
D RAVISENT TECHNOLOGIES INC      COM              754440105       25     9100 SH      SHARED      01          9100
D RAYMOND JAMES FINANCIAL INC    COM              754730109      151     4600 SH      SHARED                  4600
D RAYMOND JAMES FINANCIAL INC    COM              754730109     1919    58265 SH      SHARED      01         57253              1012
D RAYMOND JAMES FINANCIAL INC    COM              754730109       82     2500 SH      SHARED      04          2500
D RAYMOND JAMES FINANCIAL INC    COM              754730109      279     8500 SH      SHARED      05          8500
D RAYONIER INC                   COM              754907103       10      300 SH      SHARED                   300
D RAYONIER INC                   COM              754907103     9498   264313 SH      SHARED      01        264313
D RAYONIER INC                   COM              754907103      210     5862 SH      SHARED      02          2187              3675
D RAYONIER INC                   COM              754907103      334     9300 SH      SHARED      04          9300
D RAYONIER INC                   COM              754907103      129     3600 SH      SHARED      05          3600
D RAYOVAC CORP                   COM              755081106       22     1300 SH      SHARED                  1300
D RAYOVAC CORP                   COM              755081106      744    43500 SH      SHARED      01         43500
D RAYTHEON CO                    CL A             755111309     1317    48137 SH      SHARED      01         47894               243
D RAYTHEON CO                    CL A             755111309       20      756 SH      SHR/OTHR    01                     69      687
D RAYTHEON CO                    CL A             755111309        2       78 SH      SHARED      02            18                60
D RAYTHEON CO                    CL B             755111408      611    21500 SH      SHARED                 21500
D RAYTHEON CO                    CL B             755111408    71621  2518586 SH      SHARED      01       2517236              1350
D RAYTHEON CO                    CL B             755111408      503    17700 SH      SHR/OTHR    01                  14420     3280
D RAYTHEON CO                    CL B             755111408       35     1250 SH      SHARED      02           250              1000
D RAYTHEON CO                    CL B             755111408     4494   158053 SH      SHARED      04        158053
D RAZORFISH INC                  CL A             755236106       12     1200 SH      SHARED                  1200
D RAZORFISH INC                  CL A             755236106      325    31548 SH      SHARED      01         31548
D RAZORFISH INC                  CL A             755236106      142    13800 SH      SHARED      02          8700              5100
D RAZORFISH INC                  CL A             755236106       12     1225 SH      SHARED      04          1225
D RAZORFISH INC                  CL A             755236106       25     2500 SH      SHARED      05          2500
D READ-RITE CORP                 SUB NT CONV10%04 755246AB1    42152 17198000 PRN     SHARED              17198000
D READ-RITE CORP                 SUB NT CONV10%04 755246AB1    10818  4414000 PRN     SHARED      04       4414000
D READ-RITE CORP                 COM              755246105     4668   414939 SH      SHARED      01        414939
D READ-RITE CORP                 COM              755246105     2073   184350 SH      SHARED      02        184350
D READERS DIGEST ASSN INC        CL A NON VTG     755267101      346     9800 SH      SHARED                  9800
D READERS DIGEST ASSN INC        CL A NON VTG     755267101     5919   167645 SH      SHARED      01        167645
D READERS DIGEST ASSN INC        CL A NON VTG     755267101       67     1900 SH      SHR/OTHR    01                            1900
D READERS DIGEST ASSN INC        CL A NON VTG     755267101       52     1500 SH      SHARED      02                            1500
D READERS DIGEST ASSN INC        CL A NON VTG     755267101     1752    49624 SH      SHARED      04         49624
D READERS DIGEST ASSN INC        CL A NON VTG     755267101      451    12800 SH      SHARED      05         12800
D READERS DIGEST ASSN INC        CL B             755267200      382    12120 SH      SHARED                 12120
D REALNETWORKS INC               COM              75605L104      492    12400 SH      SHARED                 12400
D REALNETWORKS INC               COM              75605L104     3608    90780 SH      SHARED      01         90780
D REALNETWORKS INC               COM              75605L104      289     7277 SH      SHARED      02          5200              2077
D REALNETWORKS INC               COM              75605L104     1556    39155 SH      SHARED      04         39155
D REALNETWORKS INC               COM              75605L104       79     2000 SH      SHARED      05          2000
D REALTY INCOME CORP             COM              756109104       44     1900 SH      SHARED                  1900
D REALTY INCOME CORP             COM              756109104      895    38400 SH      SHARED      01         38400
D RECKSON ASSOCS RLTY CORP       COM              75621K106     1833    71890 SH      SHARED      01         71890
D RECKSON ASSOCS RLTY CORP       COM              75621K106      715    28049 SH      SHARED      02         17900             10149
D RECKSON ASSOCS RLTY CORP       PFD CV SER A%    75621K205     5546   237300 SH      SHARED                237300
D RECKSON ASSOCS RLTY CORP       CL B             75621K304    11250   434807 SH      SHARED                434807
D RECOTON CORP                   COM              756268108      162    10265 SH      SHARED      01         10265
D RED HAT INC                    COM              756577102      139     8200 SH      SHARED                  8200
D RED HAT INC                    COM              756577102     1402    82200 SH      SHARED      01         82200
D RED HAT INC                    COM              756577102       28     1660 SH      SHARED      02          1060               600
D RED HAT INC                    COM              756577102      128     7542 SH      SHARED      04          7542
D REDBACK NETWORKS INC           SB NT CV 144A 07 757209AA9    14652 13200000 PRN     SHARED              13200000
D REDBACK NETWORKS INC           SB NT CV 144A 07 757209AA9     2220  2000000 PRN     SHARED      01       2000000
D REDBACK NETWORKS INC           COM              757209101      574     3500 SH      SHARED                  3500
D REDBACK NETWORKS INC           COM              757209101    35137   214250 SH      SHARED      01        213125              1125
D REDBACK NETWORKS INC           COM              757209101       16      100 SH      SHR/OTHR    01                             100
D REDBACK NETWORKS INC           COM              757209101     1164     7100 SH      SHARED      02          6000              1100
D REDBACK NETWORKS INC           COM              757209101     1381     8425 SH      SHARED      04          8425
D REDBACK NETWORKS INC           COM              757209101      262     1600 SH      SHARED      05          1600
D REDWOOD EMPIRE BANCORP         COM              757897103        0        3 SH      SHARED      01             3
D REDWOOD TR INC                 COM              758075402       67     4453 SH      SHARED      01          4453
D REEBOK INTL LTD                COM              758110100     1999   106300 SH      SHARED                106300
D REEBOK INTL LTD                COM              758110100     9176   487784 SH      SHARED      01        487784
D REEBOK INTL LTD                COM              758110100      411    21900 SH      SHARED      04         21900
D REED INTL PLC                  SPON ADR NEW     758212872       42     1300 SH      SHARED                  1300
D REEDS JEWELERS INC             COM              758341101        0      117 SH      SHARED      01           117
D REFAC                          COM              758653109       15     5300 SH      SHARED      01          5300
D REGAL BELOIT CORP              COM              758750103      857    50550 SH      SHARED      01         50550
D REGENERON PHARMACEUTICALS      COM              75886F107      577    17700 SH      SHARED                 17700
D REGENERON PHARMACEUTICALS      COM              75886F107     1200    36800 SH      SHARED      01         36800
D REGENERON PHARMACEUTICALS      COM              75886F107       32     1000 SH      SHARED      02                            1000
D REGENERON PHARMACEUTICALS      COM              75886F107       29      900 SH      SHARED      04           900
D REGENERON PHARMACEUTICALS      COM              75886F107      107     3300 SH      SHARED      05          3300
D REGENT COMMUNICATIONS INC DEL  COM              758865109      106    19100 SH      SHARED      01         19100
D REGENT COMMUNICATIONS INC DEL  COM              758865109        1      200 SH      SHARED      02           200
D REGIS CORP MINN                COM              758932107      315    21050 SH      SHARED                 21050
D REGIS CORP MINN                COM              758932107      935    62350 SH      SHARED      01         62350
D REGENCY RLTY CORP              COM              758939102      578    25200 SH      SHARED                 25200
D REGENCY RLTY CORP              COM              758939102     1112    48500 SH      SHARED      01         48500
D REGIONS FINL CORP              COM              758940100    35151  1549414 SH      SHARED      01       1548394              1020
D REGIONS FINL CORP              COM              758940100      185     8195 SH      SHARED      02          7341               854
D REGIONS FINL CORP              COM              758940100     2408   106141 SH      SHARED      04        106141
D REGISTER COM INC               COM              75914G101      116    12300 SH      SHARED      01         12300
D REGISTER COM INC               COM              75914G101       87     9200 SH      SHARED      02          8800               400
D REGISTER COM INC               COM              75914G101        0       79 SH      SHARED      04            79
D REHABCARE GROUP INC            COM              759148109      773    18200 SH      SHARED                 18200
D REHABCARE GROUP INC            COM              759148109     3514    82700 SH      SHARED      01         82700
D REHABCARE GROUP INC            COM              759148109      278     6552 SH      SHARED      02          2052              4500
D REINSURANCE GROUP AMER INC     COM              759351109      102     3000 SH      SHARED                  3000
D REINSURANCE GROUP AMER INC     COM              759351109      365    10676 SH      SHARED      01         10676
D REINSURANCE GROUP AMER INC     COM              759351109       47     1388 SH      SHARED      04          1388
D RELIANCE GROUP HOLDINGS INC    COM              759464100       24   118913 SH      SHARED      01        118913
D RELIANCE STEEL & ALUMINUM CO   COM              759509102       61     2900 SH      SHARED                  2900
D RELIANCE STEEL & ALUMINUM CO   COM              759509102      506    24050 SH      SHARED      01         24050
D RELIANT ENERGY INC             COM              75952J108     2227    47900 SH      SHARED                 47900
D RELIANT ENERGY INC             COM              75952J108   103809  2232461 SH      SHARED      01       2231275              1186
D RELIANT ENERGY INC             COM              75952J108      262     5648 SH      SHR/OTHR    01                   2648     3000
D RELIANT ENERGY INC             COM              75952J108      336     7243 SH      SHARED      02          2149              5094
D RELIANT ENERGY INC             COM              75952J108     6418   138023 SH      SHARED      04        138023
D RELIANT ENERGY INC             COM              75952J108      953    20500 SH      SHARED      05         20500
D REMEC INC                      COM              759543101     2436    82773 SH      SHARED      01         82773
D REMEDY CORP                    COM              759548100     1216    64450 SH      SHARED                 64450
D REMEDY CORP                    COM              759548100     1191    63150 SH      SHARED      01         63150
D REMEDY CORP                    COM              759548100      111     5900 SH      SHARED      02          5900
D RENAISSANCE CAP GRWTH INCM III COM              75966V105       57     4400 SH      SHARED      04          4400
D RENAISSANCE WORLDWIDE INC      COM              75968A109        9     5820 SH      SHARED      01          5820
D REPLIGEN CORP                  COM              759916109      111    15600 SH      SHARED      01         15600
D RENAL CARE GROUP INC           COM              759930100      807    43355 SH      SHARED                 43355
D RENAL CARE GROUP INC           COM              759930100     1659    89121 SH      SHARED      01         89121
D RENAL CARE GROUP INC           COM              759930100       31     1700 SH      SHARED      04          1700
D RENT A CTR INC NEW             COM              76009N100     2018    58206 SH      SHARED      01         55241              2965
D RENT WAY INC                   COM              76009U104       56     1876 SH      SHARED                  1876
D RENT WAY INC                   COM              76009U104     1383    45556 SH      SHARED      01         45556
D REPSOL YPF S A                 SPONSORED ADR    76026T205     1981   108200 SH      SHARED                108200
D REPSOL YPF S A                 SPONSORED ADR    76026T205       26     1470 SH      SHARED      01                            1470
D REPSOL YPF S A                 SPONSORED ADR    76026T205       98     5400 SH      SHR/OTHR    01                   5400
D REPSOL YPF S A                 SPONSORED ADR    76026T205       45     2500 SH      SHARED      02                            2500
D REPSOL YPF S A                 SPONSORED ADR    76026T205      239    13100 SH      SHARED      04         13100
D REPTRON ELECTRONICS INC        COM              76026W109       77     4750 SH      SHARED      02                            4750
D REPUBLIC BANCORP INC           COM              760282103      620    65310 SH      SHARED      01         65310
D REPUBLIC GROUP INC             COM              760473108       24     1320 SH      SHARED      01          1320
D REPUBLIC SECURITY FINL CORP    COM              760758102      376    76342 SH      SHARED      01         76342
D REPUBLIC SECURITY FINL CORP    COM              760758102       69    14000 SH      SHARED      02                           14000
D REPUBLIC SVCS INC              COM              760759100     2720   207300 SH      SHARED                207300
D REPUBLIC SVCS INC              COM              760759100     2107   160600 SH      SHARED      01        155600              5000
D REPUBLIC SVCS INC              COM              760759100     2813   214372 SH      SHARED      04        214372
D RESEARCH FRONTIERS INC         COM              760911107      339    17700 SH      SHARED                 17700
D RESEARCH FRONTIERS INC         COM              760911107      302    15791 SH      SHARED      01         15791
D RES-CARE INC                   SR NT CONV  6%04 760943AC4     6725 15390000 PRN     SHARED              15390000
D RES-CARE INC                   COM              760943100      176    38719 SH      SHARED      01         38719
D RESEARCH IN MOTION LTD         COM              760975102      118     1200 SH      SHARED                  1200
D RESEARCH IN MOTION LTD         COM              760975102       19      200 SH      SHARED      01           200
D RESEARCH IN MOTION LTD         COM              760975102     3203    32500 SH      SHARED      04         32500
D RESONATE INC                   COM              76115Q104      118     3000 SH      SHARED      01          3000
D RESMED INC                     COM              761152107      912    29200 SH      SHARED                 29200
D RESMED INC                     COM              761152107    25508   816278 SH      SHARED      01        816278
D RESMED INC                     COM              761152107       28      900 SH      SHARED      04           900
D RESOURCE AMERICA INC           CL A             761195205       59     7040 SH      SHARED      01          6490               550
D RESOURCE AMERICA INC           CL A             761195205       42     5000 SH      SHARED      04          5000
D RESOURCE ASSET INVESTMENT TR   COM              761196104       11      900 SH      SHARED      01           900
D RESOURCE BANCSHARES MTG GROUP  COM              761197102       11     2071 SH      SHARED      01          2071
D RESOURCE BANCSHARES MTG GROUP  COM              761197102       76    13500 SH      SHARED      02                           13500
D RESPIRONICS INC                COM              761230101       51     3100 SH      SHARED                  3100
D RESPIRONICS INC                COM              761230101     1061    63619 SH      SHARED      01         63619
D RESPIRONICS INC                COM              761230101        0       43 SH      SHARED      04            43
D RETEK INC                      COM              76128Q109     1674    31600 SH      SHARED      01         31600
D RETEK INC                      COM              76128Q109      127     2400 SH      SHARED      02          2400
D RETEK INC                      COM              76128Q109     1765    33311 SH      SHARED      04         33311
D RETEK INC                      COM              76128Q109      821    15500 SH      SHARED      05         15500
D REUNION INDS INC               COM              761312107        0       90 SH      SHR/OTHR    01                              90
D REUTERS GROUP PLC              SPONSORED ADR    76132M102     2018    17959 SH      SHARED      01         11392              6567
D REUTERS GROUP PLC              SPONSORED ADR    76132M102      575     5119 SH      SHR/OTHR    01                   4313      806
D REUTERS GROUP PLC              SPONSORED ADR    76132M102      421     3755 SH      SHARED      02          1820              1935
D REUTERS GROUP PLC              SPONSORED ADR    76132M102       22      200 SH      SHARED      04           200
D REVLON INC                     CL A             761525500       97    14600 SH      SHARED      01         14600
D REYNOLDS & REYNOLDS CO         CL A             761695105       30     1544 SH      SHARED                  1544
D REYNOLDS & REYNOLDS CO         CL A             761695105     2228   112131 SH      SHARED      01        112131
D REYNOLDS & REYNOLDS CO         CL A             761695105      686    34546 SH      SHARED      04         34546
D REYNOLDS & REYNOLDS CO         CL A             761695105      200    10100 SH      SHARED      05         10100
D REYNOLDS R J TOB HLDGS INC     COM              76182K105     5115   158612 SH      SHARED      01        158612
D REYNOLDS R J TOB HLDGS INC     COM              76182K105        0       13 SH      SHR/OTHR    01                     13
D REYNOLDS R J TOB HLDGS INC     COM              76182K105       30      956 SH      SHARED      02           897                59
D REYNOLDS R J TOB HLDGS INC     COM              76182K105     1706    52925 SH      SHARED      04         52925
D REYNOLDS R J TOB HLDGS INC     COM              76182K105     1709    53000 SH      SHARED      05         53000
D RHYTHMS NETCONNECTIONS INC     COM              762430205     1069   145050 SH      SHARED      01        145050
D RHYTHMS NETCONNECTIONS INC     COM              762430205       29     3964 SH      SHARED      02          3864               100
D RIBOZYME PHARMACEUTICALS INC   COM              762567105      643    22200 SH      SHARED      01         22200
D RIBOZYME PHARMACEUTICALS INC   COM              762567105       29     1000 SH      SHR/OTHR    01                            1000
D RICA FOODS INC                 COM NEW          762582203      130     7887 SH      SHARED      01          7887
D RICHMOND CNTY FINL CORP        COM              764556106     1190    49229 SH      SHARED      01         49229
D RICHTON INTL CORP              COM              765516109       20     1000 SH      SHARED      01                            1000
D RIGHTCHOICE MANAGED CARE INC   CL A             76657K101       67     2800 SH      SHARED      01          2800
D RIGGS NATL CORP WASH DC        COM              766570105      806    65824 SH      SHARED      01         65824
D RIGGS NATL CORP WASH DC        COM              766570105       12     1000 SH      SHARED      02                            1000
D RIGHT MGMT CONSULTANTS INC     COM              766573109        2      225 SH      SHARED      01           225
D RIO TINTO PLC                  SPONSORED ADR    767204100      833    14000 SH      SHARED                 14000
D RITE AID CORP                  COM              767754104      736   184200 SH      SHARED                184200
D RITE AID CORP                  COM              767754104     1692   423144 SH      SHARED      01        423144
D RITE AID CORP                  COM              767754104       20     5100 SH      SHARED      02          5100
D RITE AID CORP                  COM              767754104      107    26960 SH      SHARED      04         26960
D RITE AID CORP                  COM              767754104        2      500 SH      SHARED      05           500
D RIVIANA FOODS INC              COM              769536103      125     7500 SH      SHARED      01          7500
D RIVIANA FOODS INC              COM              769536103       30     1800 SH      SHR/OTHR    01                            1800
D RIVIERA TOOL CO                COM              769648106       26    10694 SH      SHARED      01         10694
D ROADWAY EXPRESS INC DEL        COM              769742107      231    12880 SH      SHARED                 12880
D ROADWAY EXPRESS INC DEL        COM              769742107      592    33013 SH      SHARED      01         33013
D ROADWAY EXPRESS INC DEL        COM              769742107       26     1500 SH      SHR/OTHR    01                            1500
D ROANOKE ELEC STL CORP          COM              769841107        4      450 SH      SHARED      01           450
D ROBBINS & MYERS INC            COM              770196103       14      600 SH      SHARED                   600
D ROBBINS & MYERS INC            COM              770196103      308    13050 SH      SHARED      01         13050
D ROBERT HALF INTL INC           COM              770323103    11436   329710 SH      SHARED      01        329710
D ROBERT HALF INTL INC           COM              770323103       52     1500 SH      SHARED      02                            1500
D ROBERT HALF INTL INC           COM              770323103     2694    77671 SH      SHARED      04         77671
D ROBERT HALF INTL INC           COM              770323103      811    23400 SH      SHARED      05         23400
D ROBOTIC VISION SYS INC         COM              771074101      131    22100 SH      SHARED                 22100
D ROBOTIC VISION SYS INC         COM              771074101      777   130277 SH      SHARED      01        130277
D ROBOTIC VISION SYS INC         COM              771074101        0        2 SH      SHARED      02             2
D ROCK-TENN CO                   CL A             772739207      169    17010 SH      SHARED      01         17010
D ROCK-TENN CO                   CL A             772739207       29     3000 SH      SHARED      02                            3000
D ROCKWELL INTL CORP NEW         COM              773903109      807    26700 SH      SHARED                 26700
D ROCKWELL INTL CORP NEW         COM              773903109    41629  1376196 SH      SHARED      01       1376196
D ROCKWELL INTL CORP NEW         COM              773903109       24      800 SH      SHR/OTHR    01                             800
D ROCKWELL INTL CORP NEW         COM              773903109      978    32340 SH      SHARED      02          8460             23880
D ROCKWELL INTL CORP NEW         COM              773903109     2589    85589 SH      SHARED      04         85589
D ROCKWELL INTL CORP NEW         COM              773903109      232     7700 SH      SHARED      05          7700
D ROGERS COMMUNICATIONS INC      CL B             775109200     5379   227100 SH      SHARED                227100
D ROGERS COMMUNICATIONS INC      CL B             775109200      273    11530 SH      SHARED      04         11530
D ROGERS COMMUNICATIONS INC      CL B             775109200       71     3000 SH      SHARED      05          3000
D ROGERS CORP                    COM              775133101      853    26988 SH      SHARED                 26988
D ROGERS CORP                    COM              775133101      695    22000 SH      SHARED      01         22000
D ROGERS WIRELESS COMMUNICATIONS CL B NON-VTG     775315104       33     1100 SH      SHARED                  1100
D ROGUE WAVE SOFTWARE INC        COM              775369101       21     4000 SH      SHARED      02                            4000
D ROHM & HAAS CO                 COM              775371107      322    11100 SH      SHARED                 11100
D ROHM & HAAS CO                 COM              775371107    44981  1547791 SH      SHARED      01       1546691              1100
D ROHM & HAAS CO                 COM              775371107       22      790 SH      SHR/OTHR    01                    533      257
D ROHM & HAAS CO                 COM              775371107      367    12633 SH      SHARED      02          3141              9492
D ROHM & HAAS CO                 COM              775371107     2700    92929 SH      SHARED      04         92929
D ROHM & HAAS CO                 COM              775371107      197     6800 SH      SHARED      05          6800
D ROHN INDS INC                  COM              775381106       48    10200 SH      SHARED      01         10200
D ROLLINS INC                    COM              775711104     1283    86685 SH      SHARED      01         86685
D ROLLINS INC                    COM              775711104      152    10300 SH      SHARED      04         10300
D ROLLINS INC                    COM              775711104       59     4000 SH      SHARED      05          4000
D ROLLINS TRUCK LEASING CORP     COM              775741101      554    87799 SH      SHARED      01         87799
D ROLLINS TRUCK LEASING CORP     COM              775741101     1998   316687 SH      SHARED      02         23750            292937
D ROPER INDS INC NEW             COM              776696106      540    16295 SH      SHARED                 16295
D ROPER INDS INC NEW             COM              776696106     2771    83525 SH      SHARED      01         83525
D ROPER INDS INC NEW             COM              776696106       66     2000 SH      SHR/OTHR    01                            2000
D ROSETTA INPHARMATICS INC       COM              777777103       94     3400 SH      SHARED      01          3400
D ROSLYN BANCORP INC             COM              778162107     4072   182024 SH      SHARED      01        181924               100
D ROSLYN BANCORP INC             COM              778162107      494    22100 SH      SHARED      04         22100
D ROSLYN BANCORP INC             COM              778162107      199     8900 SH      SHARED      05          8900
D ROSS STORES INC                COM              778296103     1787   124350 SH      SHARED      01        124350
D ROSS STORES INC                COM              778296103      179    12500 SH      SHARED      02         12500
D ROSS STORES INC                COM              778296103      503    35041 SH      SHARED      04         35041
D ROSS STORES INC                COM              778296103      145    10100 SH      SHARED      05         10100
D ROSTELECOM OPEN JT STK LNG DST SPONSORED ADR    778529107      224    25500 SH      SHARED                 25500
D ROSTELECOM OPEN JT STK LNG DST SPONSORED ADR    778529107      642    72865 SH      SHARED      01         72865
D ROUGE INDS INC DEL             CL A             779088103       25     9189 SH      SHARED      01          9189
D ROUSE CO                       COM              779273101     2860   114700 SH      SHARED                114700
D ROUSE CO                       COM              779273101     1847    74100 SH      SHARED      01         74100
D ROUSE CO                       COM              779273101       12      500 SH      SHR/OTHR    01                    500
D ROUSE CO                       COM              779273101     4090   164021 SH      SHARED      02         42757            121264
D ROUSE CO                       COM              779273101      143     5750 SH      SHARED      04          5750
D ROUSE CO                       PFD CONV SER B   779273309    14083   393952 SH      SHARED                393952
D ROUSE CO                       PFD CONV SER B   779273309       10      300 SH      SHARED      02           300
D ROWAN COS INC                  COM              779382100    15805   545012 SH      SHARED                545012
D ROWAN COS INC                  COM              779382100    19064   657399 SH      SHARED      01        656999               400
D ROWAN COS INC                  COM              779382100       43     1500 SH      SHARED      02                            1500
D ROWAN COS INC                  COM              779382100     4693   161841 SH      SHARED      04        161841
D ROWAN COS INC                  COM              779382100     1409    48600 SH      SHARED      05         48600
D ROWE COS                       COM              779528108        1      555 SH      SHARED      01           555
D ROWECOM INC                    COM              77957X108       29     7900 SH      SHARED      01          7900
D ROYAL GROUP TECHNOLOGIES LTD   SUB VTG SH       779915107      254    12700 SH      SHARED      01         12700
D ROYAL APPLIANCE MFG CO         COM              780076105        5     1000 SH      SHARED      02                            1000
D ROYAL BANCSHARES PA INC        CL A             780081105        7      420 SH      SHARED      01           420
D ROYAL BANCSHARES PA INC        CL A             780081105        0        1 SH      SHARED      02             1
D ROYAL BK CDA MONTREAL QUE      COM              780087102      476     8000 SH      SHARED                  8000
D ROYAL BK CDA MONTREAL QUE      COM              780087102       67     1141 SH      SHARED      04          1141
D ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF C    780097408       25     1000 SH      SHARED      02                            1000
D ROYAL BK SCOTLAND GROUP PLC    SP ADR I PRF I   780097861       71     3000 SH      SHARED      02          3000
D ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   118573  1978300 SH      SHARED               1978300
D ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   971566 16209791 SH      SHARED      01      15641141            568650
D ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804    37913   632550 SH      SHR/OTHR    01                 362231   270319
D ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804     2426    40480 SH      SHARED      02         10028             30452
D ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804    51833   864800 SH      SHARED      04        864800
D ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804    10764   179600 SH      SHARED      05        179600
D ROYAL PTT NEDERLAND N V        SPONSORED ADR    780641205      198     9200 SH      SHARED                  9200
D ROYAL PTT NEDERLAND N V        SPONSORED ADR    780641205      181     8400 SH      SHARED      05          8400
D ROYCE VALUE TR INC             COM              780910105      110     7635 SH      SHARED      01          7635
D ROYCE VALUE TR INC             COM              780910105      124     8643 SH      SHR/OTHR    01                            8643
D ROYCE VALUE TR INC             COM              780910105       32     2284 SH      SHARED      02            20              2264
D ROYCE MICRO-CAP TR INC         COM              780915104      238    21960 SH      SHARED      02         19502              2458
D RUBIOS RESTAURANTS INC         COM              78116B102        8     1390 SH      SHARED      02          1390
D RUBY TUESDAY INC               COM              781182100     1586   141024 SH      SHARED      01        141024
D RUBY TUESDAY INC               COM              781182100     4050   360000 SH      SHARED      04        360000
D RUDDICK CORP                   COM              781258108      882    63634 SH      SHARED      01         63634
D RUDDICK CORP                   COM              781258108       55     4000 SH      SHARED      02          4000
D RUDDICK CORP                   COM              781258108      219    15800 SH      SHARED      04         15800
D RUDDICK CORP                   COM              781258108       84     6100 SH      SHARED      05          6100
D RUDOLPH TECHNOLOGIES INC       COM              781270103      357    10700 SH      SHARED      01         10700
D RUDOLPH TECHNOLOGIES INC       COM              781270103       33     1000 SH      SHARED      05          1000
D RURAL / METRO CORP             COM              781748108       25    13467 SH      SHARED      01         13467
D RURAL CELLULAR CORP            CL A             781904107     1146    16833 SH      SHARED                 16833
D RURAL CELLULAR CORP            CL A             781904107     1855    27235 SH      SHARED      01         27235
D RURAL CELLULAR CORP            CL A             781904107       13      200 SH      SHARED      02                             200
D RUSS BERRIE & CO               COM              782233100       39     2000 SH      SHARED                  2000
D RUSS BERRIE & CO               COM              782233100      375    19000 SH      SHARED      01         19000
D RUSSELL CORP                   COM              782352108      138     8700 SH      SHARED                  8700
D RUSSELL CORP                   COM              782352108     4433   279306 SH      SHARED      01        279306
D RUSSELL CORP                   COM              782352108        4      300 SH      SHARED      02           300
D RUSSELL CORP                   COM              782352108      200    12600 SH      SHARED      04         12600
D RUSSELL CORP                   COM              782352108       12      800 SH      SHARED      05           800
D RYANAIR HLDGS PLC              SPONSORED ADR    783513104       96     2500 SH      SHARED      01          2500
D RYANS FAMILY STEAK HOUSE INC   COM              783519101      594    77333 SH      SHARED      01         77333
D RYDER SYS INC                  COM              783549108      261    14200 SH      SHARED                 14200
D RYDER SYS INC                  COM              783549108    11988   650229 SH      SHARED      01        647829              2400
D RYDER SYS INC                  COM              783549108        7      400 SH      SHARED      02           200               200
D RYDER SYS INC                  COM              783549108      446    24200 SH      SHARED      04         24200
D RYDER SYS INC                  COM              783549108       22     1200 SH      SHARED      05          1200
D RYERSON TULL INC NEW           COM              78375P107      772    81847 SH      SHARED      01         81847
D RYERSON TULL INC NEW           COM              78375P107       80     8500 SH      SHARED      04          8500
D RYERSON TULL INC NEW           COM              78375P107       31     3300 SH      SHARED      05          3300
D RYLAND GROUP INC               COM              783764103      118     3824 SH      SHARED                  3824
D RYLAND GROUP INC               COM              783764103      806    26018 SH      SHARED      01         26018
D RYLAND GROUP INC               COM              783764103       71     2300 SH      SHARED      05          2300
D S & T BANCORP INC              COM              783859101      767    40380 SH      SHARED      01         40380
D SBC COMMUNICATIONS INC         COM              78387G103     7831   156627 SH      SHARED                156627
D SBC COMMUNICATIONS INC         COM              78387G103  1386532 27730655 SH      SHARED      01      27553099            177556
D SBC COMMUNICATIONS INC         COM              78387G103    30282   605644 SH      SHR/OTHR    01                 372174   233470
D SBC COMMUNICATIONS INC         COM              78387G103     5113   102265 SH      SHARED      02         25867             76398
D SBC COMMUNICATIONS INC         COM              78387G103   139095  2781915 SH      SHARED      04       2781915
D SBC COMMUNICATIONS INC         COM              78387G103    56720  1134400 SH      SHARED      06       1134400
D SBC COMMUNICATIONS INC         DECS 7.75%2001   78387G202        9      100 SH      SHARED                   100
D SBS TECHNOLOGIES INC           COM              78387P103      391    16852 SH      SHARED      01         16852
D SBE INC                        COM NEW          783873201       60     5700 SH      SHARED      01          5700
D SBA COMMUNICATIONS CORP        COM              78388J106    11565   275774 SH      SHARED      01        275774
D SBA COMMUNICATIONS CORP        COM              78388J106     3032    72322 SH      SHARED      02         36808             35514
D SCI SYS INC                    SUB NT CONV 3%07 783890AF3      850  1000000 PRN     SHARED      01       1000000
D SCI SYS INC                    COM              783890106      257     6277 SH      SHARED                  6277
D SCI SYS INC                    COM              783890106     8717   212616 SH      SHARED      01        212616
D SCI SYS INC                    COM              783890106      360     8800 SH      SHARED      02          7000              1800
D SCI SYS INC                    COM              783890106     2603    63495 SH      SHARED      04         63495
D SCI SYS INC                    COM              783890106      807    19700 SH      SHARED      05         19700
D SCM MICROSYSTEMS INC           COM              784018103     1139    30045 SH      SHARED                 30045
D SCM MICROSYSTEMS INC           COM              784018103     1146    30211 SH      SHARED      01         30211
D SCPIE HLDGS INC                COM              78402P104       72     3600 SH      SHARED                  3600
D SCPIE HLDGS INC                COM              78402P104      273    13612 SH      SHARED      01         13612
D SCP POOL CORP                  COM              784028102     1390    46950 SH      SHARED                 46950
D SCP POOL CORP                  COM              784028102      783    26450 SH      SHARED      01         26450
D SDL INC                        COM              784076101    18263    59046 SH      SHARED                 59046
D SDL INC                        COM              784076101    62087   200728 SH      SHARED      01        200528               200
D SDL INC                        COM              784076101       94      305 SH      SHARED      02           100               205
D SDL INC                        COM              784076101    14722    47599 SH      SHARED      04         47599
D SDL INC                        COM              784076101     1175     3800 SH      SHARED      05          3800
D SDL INC                        COM              784076101    21466    69400 SH      SHARED      06         69400
D SEI INVESTMENTS CO             COM              784117103       78     1107 SH      SHARED                  1107
D SEI INVESTMENTS CO             COM              784117103    10033   141818 SH      SHARED      01        113459             28359
D SEI INVESTMENTS CO             COM              784117103     1505    21273 SH      SHARED      04         21273
D SEI INVESTMENTS CO             COM              784117103      495     7000 SH      SHARED      05          7000
D SEMCO ENERGY INC               COM              78412D109      374    24344 SH      SHARED      01         24344
D SJW CORP                       COM              784305104      451     3800 SH      SHARED                  3800
D SJW CORP                       COM              784305104      332     2800 SH      SHARED      01          2800
D SK TELECOM LTD                 SPONSORED ADR    78440P108    24313   948802 SH      SHARED      01        948802
D SK TELECOM LTD                 SPONSORED ADR    78440P108      115     4500 SH      SHARED                  4500
D SK TELECOM LTD                 SPONSORED ADR    78440P108      247     9669 SH      SHARED      01          9669
D SL GREEN RLTY CORP             COM              78440X101      976    34800 SH      SHARED                 34800
D SL GREEN RLTY CORP             COM              78440X101      919    32783 SH      SHARED      01         32783
D S L INDS INC                   COM              784413106        6      597 SH      SHARED      01           597
D SLI INC                        COM              78442T108      206    28205 SH      SHARED      01         28205
D SLI INC                        COM              78442T108        2      400 SH      SHARED      02                             400
D SLI INC                        COM              78442T108        7     1000 SH      SHARED      05          1000
D SPDR TR                        UNIT SER 1       78462F103   149987  1044300 SH      SHARED               1044300
D SPDR TR                        UNIT SER 1       78462F103    26497   184494 SH      SHARED      01        184494
D SPDR TR                        UNIT SER 1       78462F103     1258     8761 SH      SHARED      02          2075              6686
D SPDR TR                        UNIT SER 1       78462F103     8149    56742 SH      SHARED      04         56742
D SPDR TR                        UNIT SER 1       78462F103     4093    28500 SH      SHARED      05         28500
D SPSS INC                       COM              78462K102      351    13100 SH      SHARED      01         13100
D SPS TECHNOLOGIES INC           COM              784626103      126     2600 SH      SHARED                  2600
D SPS TECHNOLOGIES INC           COM              784626103      843    17400 SH      SHARED      01         17400
D S1 CORPORATION                 COM              78463B101      573    48010 SH      SHARED                 48010
D S1 CORPORATION                 COM              78463B101      643    53877 SH      SHARED      01         53877
D S1 CORPORATION                 COM              78463B101       53     4460 SH      SHARED      04          4460
D SPX CORP                       COM              784635104     3729    26279 SH      SHARED                 26279
D SPX CORP                       COM              784635104     6953    48989 SH      SHARED      01         48719               270
D SPX CORP                       COM              784635104      141     1000 SH      SHARED      02          1000
D SPX CORP                       COM              784635104     1898    13378 SH      SHARED      04         13378
D SPX CORP                       COM              784635104    15967   112500 SH      SHARED      06        112500
D SRS LABS INC                   COM              78464M106       25     3100 SH      SHARED      01          3100
D S3 INC                         COM              784849101     1978   191868 SH      SHARED      01        191868
D S3 INC                         COM              784849101      227    22040 SH      SHARED      02          1040             21000
D SVI HLDGS INC                  COM              784872103      182    36900 SH      SHARED      01         36900
D SABA SOFTWARE INC              COM              784932105      212     7600 SH      SHARED      01          7600
D SABINE ROYALTY TR              UNIT BEN INT     785688102      113     6000 SH      SHARED      01          3000              3000
D SABRE HLDGS CORP               CL A             785905100      150     5203 SH      SHARED                  5203
D SABRE HLDGS CORP               CL A             785905100    26848   927823 SH      SHARED      01        923253              4570
D SABRE HLDGS CORP               CL A             785905100       75     2601 SH      SHR/OTHR    01                            2601
D SABRE HLDGS CORP               CL A             785905100       21      729 SH      SHARED      02           722                 7
D SABRE HLDGS CORP               CL A             785905100     1805    62407 SH      SHARED      04         62407
D SABRE HLDGS CORP               CL A             785905100     6380   220493 SH      SHARED      06        220493
D SAF T LOK INC                  COM              78636P102       13    16100 SH      SHARED      01         16100
D SAFECO CORP                    COM              786429100      994    36509 SH      SHARED                 36509
D SAFECO CORP                    COM              786429100    27262  1000458 SH      SHARED      01       1000458
D SAFECO CORP                    COM              786429100     1706    62607 SH      SHARED      04         62607
D SAFECO CORP                    COM              786429100       70     2600 SH      SHARED      05          2600
D SAFEGUARD SCIENTIFICS INC      SB NT CV 144A 06 786449AD0     3475  3500000 PRN     SHARED               3500000
D SAFEGUARD SCIENTIFICS INC      SB NT CV    5%06 786449AE8      570   575000 PRN     SHARED      01        575000
D SAFEGUARD SCIENTIFICS INC      SB NT CV    5%06 786449AE8     9433  9500000 PRN     SHARED      04       9500000
D SAFEGUARD SCIENTIFICS INC      COM              786449108     1445    72500 SH      SHARED                 72500
D SAFEGUARD SCIENTIFICS INC      COM              786449108     3000   150500 SH      SHARED      01        145100              5400
D SAFEGUARD SCIENTIFICS INC      COM              786449108       29     1500 SH      SHR/OTHR    01                   1500
D SAFEGUARD SCIENTIFICS INC      COM              786449108       77     3900 SH      SHARED      02          3000               900
D SAFEGUARD SCIENTIFICS INC      COM              786449108      189     9515 SH      SHARED      04          9515
D SAFEGUARD SCIENTIFICS INC      COM              786449108       25     1300 SH      SHARED      05          1300
D SAFESCIENCE INC                COM              786452102        3     2000 SH      SHARED      01          1000              1000
D SAFEWAY INC                    COM NEW          786514208    16549   354480 SH      SHARED                354480
D SAFEWAY INC                    COM NEW          786514208   173285  3711634 SH      SHARED      01       3691934             19700
D SAFEWAY INC                    COM NEW          786514208      683    14650 SH      SHR/OTHR    01                   8850     5800
D SAFEWAY INC                    COM NEW          786514208      506    10850 SH      SHARED      02                           10850
D SAFEWAY INC                    COM NEW          786514208    35947   769960 SH      SHARED      04        769960
D SAFEWAY INC                    COM NEW          786514208    10149   217400 SH      SHARED      06        217400
D SAFLINK CORP                   COM              786578104        2     1666 SH      SHARED      02                            1666
D SAGA COMMUNICATIONS            CL A             786598102      117     7100 SH      SHARED                  7100
D SAGA COMMUNICATIONS            CL A             786598102      204    12407 SH      SHARED      01         12407
D SAGA COMMUNICATIONS            CL A             786598102        5      307 SH      SHARED      02           307
D SAGA SYS INC                   COM              786610105      486    46360 SH      SHARED      01         46360
D SAGE INC                       COM              786632109       37     4300 SH      SHARED      01          4300
D SAGENT TECHNOLOGY INC          COM              786693101      450    59561 SH      SHARED      01         59561
D SAGENT TECHNOLOGY INC          COM              786693101      152    20150 SH      SHARED      02          5150             15000
D ST JOE CO                      COM              790148100      316    11400 SH      SHARED                 11400
D ST JOE CO                      COM              790148100     1264    45550 SH      SHARED      01         45550
D ST JOE CO                      COM              790148100      690    24900 SH      SHR/OTHR    01                           24900
D ST JOE CO                      COM              790148100      160     5800 SH      SHARED      02          2500              3300
D ST JOE CO                      COM              790148100       71     2578 SH      SHARED      04          2578
D ST JOSEPH LT & PWR CO          COM              790654107      343    17800 SH      SHARED                 17800
D ST JOSEPH LT & PWR CO          COM              790654107       62     3254 SH      SHARED      01          3254
D ST JOSEPH LT & PWR CO          COM              790654107      107     5554 SH      SHR/OTHR    01                   1500     4054
D ST JUDE MED INC                COM              790849103      219     4300 SH      SHARED                  4300
D ST JUDE MED INC                COM              790849103    31259   612923 SH      SHARED      01        612923
D ST JUDE MED INC                COM              790849103       66     1300 SH      SHARED      02                            1300
D ST JUDE MED INC                COM              790849103     2073    40657 SH      SHARED      04         40657
D ST JUDE MED INC                COM              790849103      714    14000 SH      SHARED      05         14000
D ST MARY LD & EXPL CO           COM              792228108      406    17620 SH      SHARED                 17620
D ST MARY LD & EXPL CO           COM              792228108     1552    67300 SH      SHARED      01         67300
D ST MARY LD & EXPL CO           COM              792228108      147     6400 SH      SHARED      02          6400
D ST PAUL COS INC                COM              792860108     2243    45500 SH      SHARED                 45500
D ST PAUL COS INC                COM              792860108    85301  1729831 SH      SHARED      01       1729775                56
D ST PAUL COS INC                COM              792860108       24      500 SH      SHR/OTHR    01                             500
D ST PAUL COS INC                COM              792860108      162     3290 SH      SHARED      02            50              3240
D ST PAUL COS INC                COM              792860108     5234   106143 SH      SHARED      04        106143
D ST PAUL COS INC                COM              792860108     2569    52100 SH      SHARED      05         52100
D SAKS INC                       COM              79377W108       79     8100 SH      SHARED                  8100
D SAKS INC                       COM              79377W108     1950   197541 SH      SHARED      01        197541
D SAKS INC                       COM              79377W108        0      100 SH      SHARED      02           100
D SAKS INC                       COM              79377W108      590    59798 SH      SHARED      04         59798
D SAKS INC                       COM              79377W108      194    19700 SH      SHARED      05         19700
D SALEM COMMUNICATIONS CORP DEL  CL A             794093104      442    34911 SH      SHARED      01         34911
D SALEM COMMUNICATIONS CORP DEL  CL A             794093104     2574   202934 SH      SHARED      02        196834              6100
D SALOMON BROTHERS FD INC        COM              795477108       35     1974 SH      SHARED      01          1974
D SALOMON BROTHERS FD INC        COM              795477108       26     1500 SH      SHARED      02          1500
D SALOMON BROTHERS FD INC        COM              795477108      290    16300 SH      SHARED      04         16300
D SALOMON BROS WORLDWIDE INCOME  COM              79548T109       60     4800 SH      SHARED      04          4800
D SALTON INC                     COM              795757103     1150    35600 SH      SHARED                 35600
D SALTON INC                     COM              795757103     6062   187632 SH      SHARED      01        187632
D SALTON INC                     COM              795757103      126     3900 SH      SHARED      02                            3900
D SAMSONITE CORP NEW             COM              79604V105        6     1698 SH      SHARED      01          1698
D SAN PAOLO-IMI S P A            SPONSORED ADR    799175104       35     1100 SH      SHARED                  1100
D SAN PAOLO-IMI S P A            SPONSORED ADR    799175104        3      100 SH      SHARED      02                             100
D SANCHEZ COMPUTER ASSOCS INC    COM              799702105     1126    72700 SH      SHARED                 72700
D SANCHEZ COMPUTER ASSOCS INC    COM              799702105      466    30068 SH      SHARED      01         30068
D SANCHEZ COMPUTER ASSOCS INC    COM              799702105        1      100 SH      SHR/OTHR    01                    100
D SANDISK CORP                   COM              80004C101      662     9920 SH      SHARED                  9920
D SANDISK CORP                   COM              80004C101     3938    59000 SH      SHARED      01         59000
D SANDISK CORP                   COM              80004C101        6      100 SH      SHR/OTHR    01                             100
D SANDISK CORP                   COM              80004C101       82     1230 SH      SHARED      02          1130               100
D SANDISK CORP                   COM              80004C101      277     4163 SH      SHARED      04          4163
D SANDISK CORP                   COM              80004C101      714    10700 SH      SHARED      05         10700
D SANDY SPRING BANCORP INC       COM              800363103      255    10200 SH      SHARED      01         10200
D SANDY SPRING BANCORP INC       COM              800363103        2      100 SH      SHARED      02                             100
D SANMINA CORP                   SB DB CV 144A 04 800907AA5      110    50000 PRN     SHARED                 50000
D SANMINA CORP                   SUB NTCV 4.25%04 800907AB3    53450 24164000 PRN     SHARED              24164000
D SANMINA CORP                   SD CV ZRO 144A20 800907AC1    23365 55500000 PRN     SHARED              55500000
D SANMINA CORP                   SD CV ZRO 144A20 800907AC1     3789  9000000 PRN     SHARED      04       9000000
D SANMINA CORP                   COM              800907107     1864    19910 SH      SHARED                 19910
D SANMINA CORP                   COM              800907107   120026  1281996 SH      SHARED      01       1244361             37635
D SANMINA CORP                   COM              800907107     1142    12206 SH      SHR/OTHR    01                   8600     3606
D SANMINA CORP                   COM              800907107    54049   577293 SH      SHARED      04        577293
D SANMINA CORP                   COM              800907107     2359    25200 SH      SHARED      05         25200
D SANGSTAT MED CORP              COM              801003104      135    10600 SH      SHARED                 10600
D SANGSTAT MED CORP              COM              801003104      465    36361 SH      SHARED      01         36361
D SANTA BARBARA RESTAURANT GP    COM              801378100       12    12864 SH      SHARED      01         12864
D SANTA CRUZ OPERATION INC       COM              801833104       20     7000 SH      SHARED      01          7000
D SANTA CRUZ OPERATION INC       COM              801833104     1078   367345 SH      SHARED      02        367345
D SANTA ISABEL S A               SPONSORED ADR    802233106       16     3000 SH      SHARED                  3000
D SANTANDER BANCORP              COM              802809103       89     5410 SH      SHARED      01          5410
D SAP AKTIENGESELLSCHAFT         SPONSORED ADR    803054204      123     2000 SH      SHARED      01          2000
D SAP AKTIENGESELLSCHAFT         SPONSORED ADR    803054204      186     3035 SH      SHARED      02          3000                35
D SAP AKTIENGESELLSCHAFT         SPONSORED ADR    803054204      455     7400 SH      SHARED      04          7400
D SAPIENT CORP                   COM              803062108     2875    70668 SH      SHARED                 70668
D SAPIENT CORP                   COM              803062108    34278   842501 SH      SHARED      01        842501
D SAPIENT CORP                   COM              803062108      935    22988 SH      SHARED      02         21008              1980
D SAPIENT CORP                   COM              803062108     2092    51433 SH      SHARED      04         51433
D SAPIENT CORP                   COM              803062108       16      400 SH      SHARED      05           400
D SARA LEE CORP                  COM              803111103     1399    68901 SH      SHARED                 68901
D SARA LEE CORP                  COM              803111103   140694  6926677 SH      SHARED      01       6908401             18276
D SARA LEE CORP                  COM              803111103     2343   115368 SH      SHR/OTHR    01                  67600    47768
D SARA LEE CORP                  COM              803111103      633    31175 SH      SHARED      02         10600             20575
D SARA LEE CORP                  COM              803111103    11000   541566 SH      SHARED      04        541566
D SARA LEE CORP                  COM              803111103      373    18400 SH      SHARED      05         18400
D SATCON TECHNOLOGY CORP         COM              803893106     1056    29544 SH      SHARED      01         27406              2138
D SATCON TECHNOLOGY CORP         COM              803893106       35     1000 SH      SHARED      02          1000
D SATYAM INFOWAY LTD             SPONSORED ADR    804099109      163    12075 SH      SHARED      02          7875              4200
D SAUCONY INC                    CL B             804120202       13     1500 SH      SHARED      01          1500
D SAUER-DANFOSS INC              COM              804137107      239    21799 SH      SHARED      01         21799
D SAUL CTRS INC                  COM              804395101       23     1500 SH      SHARED                  1500
D SAUL CTRS INC                  COM              804395101      334    21000 SH      SHARED      01         21000
D SAUL CTRS INC                  COM              804395101      175    11000 SH      SHR/OTHR    01                           11000
D SAUL CTRS INC                  COM              804395101       27     1700 SH      SHARED      02                            1700
D SAVVIS COMMUNICATIONS CORP     COM              805423100      244    27200 SH      SHARED      01         27200
D SAWTEK INC                     COM              805468105     1479    38400 SH      SHARED      01         38400
D SAWTEK INC                     COM              805468105       11      300 SH      SHARED      02                             300
D SAWTEK INC                     COM              805468105      634    16483 SH      SHARED      04         16483
D SAWTEK INC                     COM              805468105      562    14600 SH      SHARED      05         14600
D SCANA CORP NEW                 COM              80589M102     4483   145202 SH      SHARED      01        143002              2200
D SCANA CORP NEW                 COM              80589M102      539    17470 SH      SHR/OTHR    01                   4800    12670
D SCANA CORP NEW                 COM              80589M102      117     3800 SH      SHARED      02                            3800
D SCANA CORP NEW                 COM              80589M102     1439    46632 SH      SHARED      04         46632
D SCANA CORP NEW                 COM              80589M102      441    14300 SH      SHARED      05         14300
D SCAN OPTICS INC                COM              805894102        6     8500 SH      SHARED      01          8500
D SCANSOFT INC                   COM              80603P107       22    14267 SH      SHARED      01         14267
D SCANSOFT INC                   COM              80603P107       10     6706 SH      SHARED      02          2874              3832
D SCANSOURCE INC                 COM              806037107       21      400 SH      SHARED      01           400
D SCHEIN HENRY INC               COM              806407102      952    47800 SH      SHARED                 47800
D SCHEIN HENRY INC               COM              806407102      762    38268 SH      SHARED      01         38268
D SCHEIN HENRY INC               COM              806407102       27     1400 SH      SHARED      04          1400
D SCHERING PLOUGH CORP           COM              806605101     7598   163400 SH      SHARED                163400
D SCHERING PLOUGH CORP           COM              806605101   510013 10968039 SH      SHARED      01      10927105             40934
D SCHERING PLOUGH CORP           COM              806605101     8483   182450 SH      SHR/OTHR    01                 148650    33800
D SCHERING PLOUGH CORP           COM              806605101     5132   110383 SH      SHARED      02         32206             78177
D SCHERING PLOUGH CORP           COM              806605101    90364  1943317 SH      SHARED      04       1943317
D SCHERING PLOUGH CORP           COM              806605101     3561    76600 SH      SHARED      05         76600
D SCHERING PLOUGH CORP           COM              806605101      704    15160 SH      SHARED      06         15160
D SCHLUMBERGER LTD               COM              806857108    63544   772000 SH      SHARED                772000
D SCHLUMBERGER LTD               COM              806857108   386072  4690350 SH      SHARED      01       4681650              8700
D SCHLUMBERGER LTD               COM              806857108     7295    88628 SH      SHARED      02         22434             66194
D SCHLUMBERGER LTD               COM              806857108    32793   398400 SH      SHARED      04        398400
D SCHLUMBERGER LTD               COM              806857108     5811    70600 SH      SHARED      05         70600
D SCHNITZER STL INDS             CL A             806882106       49     3500 SH      SHARED      02          3500
D SCHOLASTIC CORP                COM              807066105       64      816 SH      SHARED                   816
D SCHOLASTIC CORP                COM              807066105     2751    34583 SH      SHARED      01         34583
D SCHOLASTIC CORP                COM              807066105      509     6400 SH      SHARED      02           900              5500
D SCHOLASTIC CORP                COM              807066105      469     5897 SH      SHARED      04          5897
D SCHOLASTIC CORP                COM              807066105      182     2300 SH      SHARED      05          2300
D SCHOOL SPECIALTY INC           COM              807863105      580    27261 SH      SHARED      01         27261
D SCHOOL SPECIALTY INC           COM              807863105        1       61 SH      SHR/OTHR    01                              61
D SCHOOL SPECIALTY INC           COM              807863105        5      248 SH      SHARED      02           124               124
D SCHULER HOMES INC              COM              808188106       16     1700 SH      SHARED      01          1700
D SCHULMAN A INC                 COM              808194104      743    67618 SH      SHARED      01         67618
D SCHULMAN A INC                 COM              808194104      111    10100 SH      SHARED      04         10100
D SCHULMAN A INC                 COM              808194104       44     4000 SH      SHARED      05          4000
D SCHULTZ SAV O STORES INC       COM              808196109        3      300 SH      SHARED      01           300
D SCHWAB CHARLES CORP NEW        COM              808513105    76711  2160875 SH      SHARED               2160875
D SCHWAB CHARLES CORP NEW        COM              808513105   364561 10269339 SH      SHARED      01      10163848     5130   100361
D SCHWAB CHARLES CORP NEW        COM              808513105      125     3525 SH      SHR/OTHR    01                   2625      900
D SCHWAB CHARLES CORP NEW        COM              808513105     1095    30857 SH      SHARED      02         20685             10172
D SCHWAB CHARLES CORP NEW        COM              808513105    29525   831716 SH      SHARED      04        831716
D SCHWEITZER-MAUDUIT INTL INC    COM              808541106      514    38488 SH      SHARED      01         38488
D SCHWEITZER-MAUDUIT INTL INC    COM              808541106       23     1736 SH      SHR/OTHR    01                    916      820
D SCHWEITZER-MAUDUIT INTL INC    COM              808541106        2      180 SH      SHARED      02            60               120
D SCICLONE PHARMACEUTICALS INC   COM              80862K104      941    86541 SH      SHARED      01         86541
D SCIENT CORP                    COM              80864H109      774    37000 SH      SHARED      01         37000
D SCIENT CORP                    COM              80864H109      324    15500 SH      SHARED      02         15500
D SCIENT CORP                    COM              80864H109       52     2515 SH      SHARED      04          2515
D SCIENTIFIC ATLANTA INC         COM              808655104      913    14352 SH      SHARED                 14352
D SCIENTIFIC ATLANTA INC         COM              808655104    81592  1282399 SH      SHARED      01       1280699              1700
D SCIENTIFIC ATLANTA INC         COM              808655104     1621    25488 SH      SHARED      02          9230             16258
D SCIENTIFIC ATLANTA INC         COM              808655104     8496   133547 SH      SHARED      04        133547
D SCIENTIFIC LEARNING CORP       COM              808760102        7     1300 SH      SHARED      01          1300
D SCIOS INC                      COM              808905103       60     5800 SH      SHARED      01          5800
D SCIOS INC                      COM              808905103        5      500 SH      SHARED      02           100               400
D SCIQUEST COM INC               COM              80908Q107      556    80600 SH      SHARED      01         80600
D SCIQUEST COM INC               COM              80908Q107     3821   553350 SH      SHARED      02        545850              7500
D SCIQUEST COM INC               COM              80908Q107       35     5096 SH      SHARED      04          5096
D SCIQUEST COM INC               COM              80908Q107       46     6800 SH      SHARED      05          6800
D SCITEX LTD                     ORD              809090103       34     2780 SH      SHARED                  2780
D SCOR                           SPONSORED ADR    80917Q106       12      300 SH      SHARED                   300
D SCOTT TECHNOLOGIES INC         COM              810022301      650    36722 SH      SHARED      01         36722
D SCOTTISH PWR PLC               SPON ADR FINAL   81013T705       77     2588 SH      SHARED                  2588
D SCOTTISH PWR PLC               SPON ADR FINAL   81013T705       38     1276 SH      SHARED      01          1276
D SCOTTISH PWR PLC               SPON ADR FINAL   81013T705       66     2204 SH      SHARED      02                            2204
D SCOTTS CO                      CL A             810186106        3      100 SH      SHARED                   100
D SCOTTS CO                      CL A             810186106     1453    43375 SH      SHARED      01         43375
D SCREAMINGMEDIA INC             COM              810883108        7      750 SH      SHARED      01                             750
D SCREAMINGMEDIA INC             COM              810883108       73     7800 SH      SHARED      02          7800
D SCREAMINGMEDIA INC             COM              810883108       10     1104 SH      SHARED      04          1104
D SCRIPPS FINANCIAL CORP         COM              811040104     7040   302800 SH      SHARED                302800
D SCRIPPS E W CO OHIO            CL A             811054204     2027    37538 SH      SHARED      01         37538
D SCRIPPS E W CO OHIO            CL A             811054204      112     2082 SH      SHARED      04          2082
D SCUDDER GLOBAL HIGH INCOME FD  COM              81115E101       24     4800 SH      SHARED      04          4800
D SCUDDER NEW ASIA FD INC        COM              811183102       28     2325 SH      SHARED                  2325
D SCUDDER NEW ASIA FD INC        COM              811183102      123    10000 SH      SHR/OTHR    01                           10000
D SCUDDER NEW ASIA FD INC        COM              811183102       30     2500 SH      SHARED      02          2500
D SCUDDER NEW ASIA FD INC        COM              811183102      300    24400 SH      SHARED      04         24400
D SEA CONTAINERS LTD             CL A             811371707       69     3000 SH      SHARED      01          3000
D SEABOARD CORP                  COM              811543107       97      600 SH      SHARED      01           600
D SEACHANGE INTL INC             COM              811699107     1156    34650 SH      SHARED      01         34650
D SEACOAST FINL SVCS CORP        COM              81170Q106      442    40204 SH      SHARED      01         38386              1818
D SEACOAST BKG CORP FLA          CL A             811707108       26     1000 SH      SHARED      01          1000
D SEACOAST BKG CORP FLA          CL A             811707108       15      600 SH      SHR/OTHR    01                             600
D SEAGATE TECHNOLOGY             COM              811804103   148630  2154058 SH      SHARED               2154058
D SEAGATE TECHNOLOGY             COM              811804103   131217  1901707 SH      SHARED      01       1901707
D SEAGATE TECHNOLOGY             COM              811804103       41      600 SH      SHR/OTHR    01                             600
D SEAGATE TECHNOLOGY             COM              811804103      151     2200 SH      SHARED      02           300              1900
D SEAGATE TECHNOLOGY             COM              811804103    67863   983533 SH      SHARED      04        983533
D SEAGATE TECHNOLOGY             COM              811804103     1400    20300 SH      SHARED      05         20300
D SEAGRAM LTD                    COM              811850106   237712  4138661 SH      SHARED               4138661
D SEAGRAM LTD                    COM              811850106   157320  2739011 SH      SHARED      01       2736611              2400
D SEAGRAM LTD                    COM              811850106      918    16000 SH      SHARED      02         12100              3900
D SEAGRAM LTD                    COM              811850106    30786   536000 SH      SHARED      04        536000
D SEAGRAM LTD                    COM              811850106      356     6200 SH      SHARED      05          6200
D SEAGRAM LTD                    PFD ADJ CV SEC   811850205    47465   910600 SH      SHARED                910600
D SEACOR SMIT INC                SUBNTCV 5.375%06 811904AE1     2210  2000000 PRN     SHARED      01       2000000
D SEACOR SMIT INC                COM              811904101     2053    44050 SH      SHARED      01         44050
D SEALED AIR CORP NEW            COM              81211K100     1547    34199 SH      SHARED                 34199
D SEALED AIR CORP NEW            COM              81211K100    29746   657377 SH      SHARED      01        657377
D SEALED AIR CORP NEW            COM              81211K100      191     4241 SH      SHR/OTHR    01                            4241
D SEALED AIR CORP NEW            COM              81211K100      125     2766 SH      SHARED      02           428              2338
D SEALED AIR CORP NEW            COM              81211K100     1752    38740 SH      SHARED      04         38740
D SEALED AIR CORP NEW            PFD CV A $2      81211K209   176090  3913122 SH      SHARED               3913122
D SEALED AIR CORP NEW            PFD CV A $2      81211K209     2915    64782 SH      SHARED      01         63267              1515
D SEALED AIR CORP NEW            PFD CV A $2      81211K209      142     3163 SH      SHR/OTHR    01                    950     2213
D SEALED AIR CORP NEW            PFD CV A $2      81211K209      102     2270 SH      SHARED      02           380              1890
D SEALED AIR CORP NEW            PFD CV A $2      81211K209    15653   347850 SH      SHARED      04        347850
D SEARS ROEBUCK & CO             COM              812387108     4046   124812 SH      SHARED                124812
D SEARS ROEBUCK & CO             COM              812387108    85725  2644223 SH      SHARED      01       2644223
D SEARS ROEBUCK & CO             COM              812387108      389    12000 SH      SHR/OTHR    01                    500    11500
D SEARS ROEBUCK & CO             COM              812387108       94     2917 SH      SHARED      02                            2917
D SEARS ROEBUCK & CO             COM              812387108     5983   184575 SH      SHARED      04        184575
D SECOND BANCORP INC             COM              813114105        4      300 SH      SHARED      01           300
D SECTOR SPDR TR                 SBI INT-ENERGY   81369Y506      595    18185 SH      SHARED      02         18100                85
D SECTOR SPDR TR                 SBI INT-FINL     81369Y605       84     2900 SH      SHARED      02          1600              1300
D SECTOR SPDR TR                 SBI INT-TECH     81369Y803     1975    42600 SH      SHARED                 42600
D SECTOR SPDR TR                 SBI INT-TECH     81369Y803       51     1100 SH      SHARED      02           600               500
D SECURE COMPUTING CORP          COM              813705100     4863   186630 SH      SHARED      01        180830              5800
D SECURITY CAP GROUP INC         CL B             81413P204      109     5800 SH      SHARED                  5800
D SECURITY CAP GROUP INC         CL B             81413P204     1172    61900 SH      SHARED      01         61900
D SECURITY CAP CORP DEL          CL A NEW         814131405        0       25 SH      SHARED      02            25
D SECURITY PA FINL CORP          COM              814847109     1544    91500 SH      SHARED                 91500
D SEDONA CORP PA                 COM              815677109       22    13500 SH      SHARED      01         13500
D SEIBELS BRUCE GROUP INC        COM NEW          816006209       15    15300 SH      SHARED      01         15300
D SEITEL INC                     COM NEW          816074306       63     4400 SH      SHARED                  4400
D SEITEL INC                     COM NEW          816074306      685    47708 SH      SHARED      01         47708
D SELECTICA INC                  COM              816288104      370     9300 SH      SHARED      01          9300
D SELECTIVE INS GROUP INC        COM              816300107      125     7000 SH      SHARED                  7000
D SELECTIVE INS GROUP INC        COM              816300107      787    44050 SH      SHARED      01         44050
D SEMA GROUP PLC                 SPONSORED ADR    81661R100      730    22750 SH      SHARED      01         22750
D SEMA GROUP PLC                 SPONSORED ADR    81661R100       83     2600 SH      SHARED      04          2600
D SEMELE GROUP INC               COM NEW          816618201        1      200 SH      SHARED      02                             200
D SEMELE GROUP INC               COM NEW          816618201        2      500 SH      SHARED      04           500
D SEMICONDUCTOR HLDRS TR         DEP RCPT         816636203     8979   126300 SH      SHARED      04        126300
D SEMICONDUCTOR HLDRS TR         DEP RCPT         816636203      639     9000 SH      SHARED      05          9000
D SEMTECH CORP                   SB NT CV 144A 07 816850AB7    90429 76183000 PRN     SHARED              76183000
D SEMTECH CORP                   SUB NT CV 4.5%07 816850AD3     5935  5000000 PRN     SHARED               5000000
D SEMTECH CORP                   SUB NT CV 4.5%07 816850AD3     4748  4000000 PRN     SHARED      01       4000000
D SEMTECH CORP                   COM              816850101     3875    93674 SH      SHARED                 93674
D SEMTECH CORP                   COM              816850101     4158   100500 SH      SHARED      01        100500
D SEMTECH CORP                   COM              816850101       86     2100 SH      SHARED      02                            2100
D SEMTECH CORP                   COM              816850101     1135    27454 SH      SHARED      04         27454
D SEMTECH CORP                   COM              816850101      417    10100 SH      SHARED      05         10100
D SEMPRA ENERGY                  COM              816851109      626    30100 SH      SHARED                 30100
D SEMPRA ENERGY                  COM              816851109    41322  1985522 SH      SHARED      01       1982522              3000
D SEMPRA ENERGY                  COM              816851109       80     3884 SH      SHR/OTHR    01                   3133      751
D SEMPRA ENERGY                  COM              816851109      112     5404 SH      SHARED      02           901              4503
D SEMPRA ENERGY                  COM              816851109     2190   105252 SH      SHARED      04        105252
D SEMPRA ENERGY                  COM              816851109       89     4300 SH      SHARED      05          4300
D SEMITOOL INC                   COM              816909105       36     2868 SH      SHARED                  2868
D SEMITOOL INC                   COM              816909105      379    29600 SH      SHARED      01         29600
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 SENIOR HIGH INCOME PORTFOLIO   COM              81721E107       21     3375 SH      SHARED      01                            3375
D SENIOR HSG PPTYS TR            SH BEN INT       81721M109      233    25053 SH      SHARED      01         23088              1965
D SENIOR HSG PPTYS TR            SH BEN INT       81721M109        3      380 SH      SHR/OTHR    01                             380
D SENSAR CORP                    COM              817253107       66     3500 SH      SHARED      01          3500
D SENSORMATIC ELECTRS CORP       COM              817265101      441    29400 SH      SHARED                 29400
D SENSORMATIC ELECTRS CORP       COM              817265101     2383   158878 SH      SHARED      01        158878
D SENSORMATIC ELECTRS CORP       COM              817265101      394    26300 SH      SHARED      04         26300
D SENSORMATIC ELECTRS CORP       COM              817265101      153    10200 SH      SHARED      05         10200
D SENSORMATIC ELECTRS CORP       PFD 1/10CV6.5%   817265200    39711  1857843 SH      SHARED               1857843
D SENSORMATIC ELECTRS CORP       PFD CV DEP 1/10  817265804     5815   272050 SH      SHARED                272050
D SEPRACOR INC                   SB DB CV144A7%05 817315AF1    16528  8000000 PRN     SHARED      04       8000000
D SEPRACOR INC                   SUB DB CONV 7%05 817315AH7     6198  3000000 PRN     SHARED               3000000
D SEPRACOR INC                   SUB DB CONV 7%05 817315AH7     5784  2800000 PRN     SHARED      01       2800000
D SEPRACOR INC                   SUB DB CONV 7%05 817315AH7     1409   682000 PRN     SHARED      04        682000
D SEPRACOR INC                   SB DB CV 144A 07 817315AJ3    61302 40950000 PRN     SHARED              40950000
D SEPRACOR INC                   SB DB CV 144A 07 817315AJ3     2994  2000000 PRN     SHARED      01       2000000
D SEPRACOR INC                   SB DEB CONV 5%07 817315AL8     7485  5000000 PRN     SHARED               5000000
D SEPRACOR INC                   SB DEB CONV 5%07 817315AL8     3517  2350000 PRN     SHARED      01       2350000
D SEPRACOR INC                   SB DEB CONV 5%07 817315AL8    22971 15345000 PRN     SHARED      04      15345000
D SEPRACOR INC                   COM              817315104    12342   100600 SH      SHARED      01         99300              1300
D SEPRACOR INC                   COM              817315104       73      600 SH      SHARED      02                             600
D SEPRACOR INC                   COM              817315104     3772    30751 SH      SHARED      04         30751
D SEPRACOR INC                   COM              817315104     1300    10600 SH      SHARED      05         10600
D SEQUA CORPORATION              CL A             817320104      622    14650 SH      SHARED      01         14650
D SEQUA CORPORATION              CL A             817320104      148     3500 SH      SHARED      04          3500
D SEQUA CORPORATION              CL A             817320104       59     1400 SH      SHARED      05          1400
D SEQUA CORPORATION              PFD CONV $5      817320302     6840    90600 SH      SHARED                 90600
D SEQUENOM INC                   COM              817337108     1016    24130 SH      SHARED      01         24130
D SEQUOIA SOFTWARE CORP          COM              817439102      230    35600 SH      SHARED      01         35600
D SEQUOIA SOFTWARE CORP          COM              817439102       72    11250 SH      SHARED      02         11250
D SERANOVA INC                   COM              817476104        1      200 SH      SHARED                   200
D SERANOVA INC                   COM              817476104       25     4800 SH      SHARED      01          4800
D SERENA SOFTWARE INC            COM              817492101     1651    35851 SH      SHARED      01         35851
D SERENA SOFTWARE INC            COM              817492101       18      400 SH      SHARED      04           400
D SERVICE CORP INTL              COM              817565104     1312   538482 SH      SHARED      01        537482              1000
D SERVICE CORP INTL              COM              817565104       15     6309 SH      SHR/OTHR    01                            6309
D SERVICE CORP INTL              COM              817565104        2     1000 SH      SHARED      02                            1000
D SERVICEMASTER CO               COM              81760N109      740    75000 SH      SHARED                 75000
D SERVICEMASTER CO               COM              81760N109     6599   668346 SH      SHARED      01        642181             26165
D SERVICEMASTER CO               COM              81760N109      990   100256 SH      SHR/OTHR    01                  82374    17882
D SERVICEMASTER CO               COM              81760N109      449    45503 SH      SHARED      02                           45503
D SERVICEMASTER CO               COM              81760N109      247    25080 SH      SHARED      04         25080
D 7-ELEVEN INC                   COM NEW          817826209       85     6700 SH      SHARED                  6700
D 7-ELEVEN INC                   COM NEW          817826209      579    45430 SH      SHARED      01         45430
D 7-ELEVEN INC                   COM NEW          817826209       36     2853 SH      SHARED      04          2853
D 724 SOLUTIONS INC              COM              81788Q100      356     7500 SH      SHARED                  7500
D 724 SOLUTIONS INC              COM              81788Q100       95     2000 SH      SHARED      05          2000
D SEVEN SEAS PETE INC            COM              817917107        9     3100 SH      SHARED      01          3100
D SEVENSON ENVIRONMENTAL SVCS    COM              818063109        3      352 SH      SHARED      01           352
D SHANDONG HUANENG PWR DEV LTD   SPON ADR N       819419102      253    33300 SH      SHARED                 33300
D SHANDONG HUANENG PWR DEV LTD   SPON ADR N       819419102     3575   469200 SH      SHARED      01        469200
D SHANDONG HUANENG PWR DEV LTD   SPON ADR N       819419102      144    19000 SH      SHARED      04         19000
D SHANGHAI PETROCHEMICAL LTD     SPON ADR H       819424102       32     2400 SH      SHARED                  2400
D SHARPER IMAGE CORP             COM              820013100     1293    73400 SH      SHARED      01         73400
D SHAW COMMUNICATIONS INC        CL B CONV        82028K200      301    13300 SH      SHARED                 13300
D SHAW COMMUNICATIONS INC        CL B CONV        82028K200       22     1000 SH      SHARED      04          1000
D SHAW GROUP INC                 COM              820280105     2023    28700 SH      SHARED      01         28700
D SHAW INDS INC                  COM              820286102     3587   193945 SH      SHARED      01        193945
D SHAW INDS INC                  COM              820286102       27     1500 SH      SHARED      02           500              1000
D SHAW INDS INC                  COM              820286102      969    52420 SH      SHARED      04         52420
D SHAW INDS INC                  COM              820286102      318    17200 SH      SHARED      05         17200
D SHELDAHL CO                    COM              822440103        0      300 SH      SHARED      01           300
D SHELL TRANS & TRADING PLC      NEW YRK SH NEW   822703609      705    14426 SH      SHARED      01         14426
D SHELL TRANS & TRADING PLC      NEW YRK SH NEW   822703609      205     4200 SH      SHR/OTHR    01                   4200
D SHELL TRANS & TRADING PLC      NEW YRK SH NEW   822703609      597    12204 SH      SHARED      02          4200              8004
D SHELL TRANS & TRADING PLC      NEW YRK SH NEW   822703609     3273    66900 SH      SHARED      05         66900
D SHELLS SEAFOOD RESTAURANTS INC COM              822809109       15    12000 SH      SHARED      01         12000
D SHERWIN WILLIAMS CO            COM              824348106      436    20400 SH      SHARED                 20400
D SHERWIN WILLIAMS CO            COM              824348106    25957  1214369 SH      SHARED      01       1213969               400
D SHERWIN WILLIAMS CO            COM              824348106       40     1900 SH      SHR/OTHR    01                            1900
D SHERWIN WILLIAMS CO            COM              824348106      258    12100 SH      SHARED      02           800             11300
D SHERWIN WILLIAMS CO            COM              824348106     1660    77700 SH      SHARED      04         77700
D SHERWIN WILLIAMS CO            COM              824348106      156     7300 SH      SHARED      05          7300
D SHILOH INDS INC                COM              824543102        2      300 SH      SHARED      01           300
D SHIRE PHARMACEUTICALS GRP PLC  SPONSORED ADR    82481R106        5      104 SH      SHARED      02           104
D SHOE CARNIVAL INC              COM              824889109        2      500 SH      SHARED      01           500
D SHOPKO STORES INC              COM              824911101      183    17700 SH      SHARED                 17700
D SHOPKO STORES INC              COM              824911101      476    45890 SH      SHARED      01         45890
D SHOP AT HOME INC               COM NEW          825066301       27    11400 SH      SHARED      01         11400
D SHOP AT HOME INC               COM NEW          825066301       12     5000 SH      SHARED      02          5000
D SHOWCASE CORP                  COM              82539P102       72    10400 SH      SHARED      01         10400
D SHURGARD STORAGE CTRS INC      COM              82567D104     1662    73700 SH      SHARED                 73700
D SHURGARD STORAGE CTRS INC      COM              82567D104     1368    60650 SH      SHARED      01         50237             10413
D SHURGARD STORAGE CTRS INC      COM              82567D104       32     1459 SH      SHARED      02          1459
D SICOR INC                      COM              825846108       39     3808 SH      SHARED                  3808
D SICOR INC                      COM              825846108     1404   137068 SH      SHARED      01        124785             12283
D SIEBEL SYS INC                 SB NT CV 144A 06 826170AA0     1153   238000 PRN     SHARED                238000
D SIEBEL SYS INC                 COM              826170102    68754   617672 SH      SHARED                617672
D SIEBEL SYS INC                 COM              826170102   341142  3064737 SH      SHARED      01       3064737
D SIEBEL SYS INC                 COM              826170102    15181   136390 SH      SHARED      02         56950             79440
D SIEBEL SYS INC                 COM              826170102    28535   256357 SH      SHARED      04        256357
D SIEBEL SYS INC                 COM              826170102     1257    11300 SH      SHARED      05         11300
D SIEBERT FINL CORP              COM              826176109        0      100 SH      SHARED      02           100
D SIERRA HEALTH SVCS INC         COM              826322109       39     8523 SH      SHARED      01          8523
D SIERRA PAC RES NEW             COM              826428104     3139   174444 SH      SHARED      01        174444
D SIERRA PAC RES NEW             COM              826428104       20     1152 SH      SHR/OTHR    01                   1152
D SIERRA PAC RES NEW             COM              826428104       47     2620 SH      SHARED      02                            2620
D SIERRA PAC RES NEW             COM              826428104      482    26800 SH      SHARED      04         26800
D SIERRA PAC RES NEW             COM              826428104      181    10100 SH      SHARED      05         10100
D SIERRACITIES COM INC           COM              826521106       14     4500 SH      SHARED      01          4500
D SIGMA ALDRICH CORP             COM              826552101    20651   625800 SH      SHARED      01        625180               620
D SIGMA ALDRICH CORP             COM              826552101     1980    60000 SH      SHARED      02          3500             56500
D SIGMA ALDRICH CORP             COM              826552101     1663    50397 SH      SHARED      04         50397
D SIGMA ALDRICH CORP             COM              826552101       72     2200 SH      SHARED      05          2200
D SIGNAL TECHNOLOGY CORP         COM              826675100       55     3500 SH      SHARED      01          3500
D SIGNALSOFT CORP                COM              82668M102      105     2600 SH      SHARED      01          2600
D SILICON LABORATORIES INC       COM              826919102      110     2700 SH      SHARED      01          2700
D SILICON LABORATORIES INC       COM              826919102       12      299 SH      SHARED      04           299
D SILICON IMAGE INC              COM              82705T102     1962    79100 SH      SHARED      01         79100
D SILICON GRAPHICS INC           SR NT CV 5.25%04 827056AC6    21722 31711000 PRN     SHARED              31711000
D SILICON GRAPHICS INC           COM              827056102     1541   373761 SH      SHARED      01        373761
D SILICON GRAPHICS INC           COM              827056102      319    77420 SH      SHARED      02         77420
D SILICON STORAGE TECHNOLOGY INC COM              827057100      562    20700 SH      SHARED                 20700
D SILICON STORAGE TECHNOLOGY INC COM              827057100     2694    99100 SH      SHARED      01         99100
D SILICON STORAGE TECHNOLOGY INC COM              827057100      131     4840 SH      SHARED      02          4840
D SILICON STORAGE TECHNOLOGY INC COM              827057100      164     6046 SH      SHARED      04          6046
D SILICON STORAGE TECHNOLOGY INC COM              827057100      388    14300 SH      SHARED      05         14300
D SILICON VY BANCSHARES          COM              827064106     1214    20847 SH      SHARED                 20847
D SILICON VY BANCSHARES          COM              827064106     5739    98566 SH      SHARED      01         98566
D SILICON VY BANCSHARES          COM              827064106      165     2850 SH      SHARED      02          1600              1250
D SILICON VY BANCSHARES          COM              827064106     1007    17300 SH      SHARED      04         17300
D SILICON VY BANCSHARES          COM              827064106      355     6100 SH      SHARED      05          6100
D SILICON VY GROUP INC           COM              827066101        7      300 SH      SHARED                   300
D SILICON VY GROUP INC           COM              827066101     2421    92019 SH      SHARED      01         92019
D SILICONIX INC                  COM NEW          827079203      566    12000 SH      SHARED                 12000
D SILICONIX INC                  COM NEW          827079203      384     8150 SH      SHARED      01          8150
D SILICONIX INC                  COM NEW          827079203       23      497 SH      SHARED      04           497
D SILICONWARE PRECISION INDS LTD SPONSD ADR SPL   827084864       21     4300 SH      SHARED      04          4300
D SILVERSTREAM SOFTWARE INC      COM              827907106      665    22100 SH      SHARED      01         22100
D SILVERLINE TECHNOLOGIES LTD    SPONSORED ADR    828408104      290    16300 SH      SHARED      04         16300
D SIMIONE CENTRAL HOLDINGS INC   COM PAR $0.001   828654301        0       40 SH      SHARED      01            40
D SIMON PPTY GROUP INC NEW       COM              828806109     4535   193500 SH      SHARED                193500
D SIMON PPTY GROUP INC NEW       COM              828806109     4612   196822 SH      SHARED      01        196822
D SIMON PPTY GROUP INC NEW       COM              828806109       37     1600 SH      SHR/OTHR    01                   1600
D SIMON PPTY GROUP INC NEW       COM              828806109      327    13970 SH      SHARED      02         10300              3670
D SIMON PPTY GROUP INC NEW       COM              828806109      204     8724 SH      SHARED      04          8724
D SIMON TRANSN SVCS INC          CL A             828813105      647   107850 SH      SHARED      02        107850
D SIMPSON MANUFACTURING CO INC   COM              829073105      541    12116 SH      SHARED      01         12116
D SIMULA INC                     SR SB NT CV 8%04 829206AB7      144   400000 PRN     SHARED                400000
D SIMULA INC                     SR SB NT CV 8%04 829206AB7       18    50000 PRN     SHR/OTHR    01                  50000
D SIMULA INC                     COM              829206101        0      300 SH      SHARED      01           300
D SINCLAIR BROADCAST GROUP INC   CL A             829226109     1712   156621 SH      SHARED      01        156621
D SINCLAIR BROADCAST GROUP INC   CL A             829226109       56     5200 SH      SHARED      02          5200
D SINCLAIR BROADCAST GROUP INC   CL A             829226109        7      665 SH      SHARED      04           665
D SINCLAIR BROADCAST GROUP INC   PFD CV EXCH D    829226505     3839   123606 SH      SHARED                123606
D SINGAPORE FD INC               COM              82929L109        1      200 SH      SHARED      01           200
D SIRIUS SATELLITE RADIO INC     COM              82966U103     4119    77911 SH      SHARED      01         77911
D SIRIUS SATELLITE RADIO INC     COM              82966U103       95     1800 SH      SHARED      02           300              1500
D SIRIUS SATELLITE RADIO INC     COM              82966U103       26      500 SH      SHARED      04           500
D SITEL CORP                     COM              82980K107      342   116550 SH      SHARED      01        116550
D SITEL CORP                     COM              82980K107       44    15200 SH      SHARED      02          7000              8200
D SIPEX CORP                     COM              829909100      391     9300 SH      SHARED                  9300
D SIPEX CORP                     COM              829909100     2322    55206 SH      SHARED      01         55206
D SIPEX CORP                     COM              829909100      698    16600 SH      SHARED      02          6000             10600
D SIPEX CORP                     COM              829909100     9697   230550 SH      SHARED      03        230550
D SIPEX CORP                     COM              829909100       46     1100 SH      SHARED      04          1100
D SIX FLAGS INC                  COM              83001P109       57     3700 SH      SHARED                  3700
D SIX FLAGS INC                  COM              83001P109     1469    94800 SH      SHARED      01         94800
D SIX FLAGS INC                  COM              83001P109      515    33243 SH      SHARED      04         33243
D SIX FLAGS INC                  COM              83001P109      156    10100 SH      SHARED      05         10100
D SIX FLAGS INC                  PINES            83001P208    11387   361500 SH      SHARED                361500
D SIX FLAGS INC                  PINES            83001P208     1307    41500 SH      SHARED      01         41500
D SIZELER PPTY INVS INC          SUB DB CONV 8%03 830137AA3      890  1000000 PRN     SHARED               1000000
D SKECHERS U S A INC             CL A             830566105      528    34944 SH      SHARED      01         34944
D SKECHERS U S A INC             CL A             830566105       22     1500 SH      SHARED      02                            1500
D SKILLSOFT CORP                 COM              83066P101     2113   115010 SH      SHARED      01        115010
D SKY FINL GROUP INC             COM              83080P103       67     3800 SH      SHARED                  3800
D SKY FINL GROUP INC             COM              83080P103     1879   105907 SH      SHARED      01        105907
D SKYEPHARMA PLC                 SPONSORED ADR    830808101        4      361 SH      SHARED      02           361
D SKYLINE CORP                   COM              830830105        2      100 SH      SHARED                   100
D SKYLINE CORP                   COM              830830105      291    13690 SH      SHARED      01         13690
D SKYLINE CORP                   COM              830830105       47     2232 SH      SHARED      02           700              1532
D SKYWEST INC                    COM              830879102     3086    60218 SH      SHARED      01         60218
D SKYWEST INC                    COM              830879102       10      200 SH      SHARED      05           200
D SMALLWORLD PLC                 SPONSORED ADR    83168P108       21     1100 SH      SHARED      02          1100
D SMART & FINAL INC              COM              831683107       73    10400 SH      SHARED      01         10400
D SMARTERKIDS COM                COM              83169C106       15     8800 SH      SHARED      01          8800
D SMARTSERV ONLINE INC           WT EXP  032001   83169M112       30     2000 SH      SHARED      02          2000
D SMARTSERV ONLINE INC           COM NE           83169M203      679    19000 SH      SHARED      01         19000
D SMARTDISK CORP                 COM              83169Q105      127     8900 SH      SHARED      01          8900
D SMARTDISK CORP                 COM              83169Q105        2      200 SH      SHR/OTHR    01                             200
D SMARTFORCE PUB LTD CO          SPONSORED ADR    83170A206     9413   198693 SH      SHARED      02         60200            138493
D SMARTFORCE PUB LTD CO          SPONSORED ADR    83170A206        6      134 SH      SHARED      04           134
D SMITH A O                      CL A             831865100        7      600 SH      SHARED      01           600
D SMITH A O                      COM              831865209      485    38660 SH      SHARED      01         38660
D SMITH-GARDNER & ASSOCS         COM              832059109     2701   919750 SH      SHARED      02        915000              4750
D SMITH-GARDNER & ASSOCS         COM              832059109      649   221039 SH      SHARED      04        221039
D SMITH INTL INC                 COM              832110100     4608    56500 SH      SHARED                 56500
D SMITH INTL INC                 COM              832110100    29302   359265 SH      SHARED      01        359265
D SMITH INTL INC                 COM              832110100       32      400 SH      SHARED      02           200               200
D SMITH INTL INC                 COM              832110100    22924   281064 SH      SHARED      04        281064
D SMITH INTL INC                 COM              832110100     2675    32800 SH      SHARED      05         32800
D SMITH MICRO SOFTWARE INC       COM              832154108       17     5900 SH      SHARED      01          5900
D SMITH CHARLES E RESDNTL RLTY   COM              832197107     1506    33212 SH      SHARED      01         33212
D SMITH CHARLES E RESDNTL RLTY   COM              832197107       26      586 SH      SHARED      02           586
D SMITHFIELD COS INC             COM              832245104        0      160 SH      SHARED      01           160
D SMITHFIELD FOODS INC           COM              832248108     2664   101500 SH      SHARED                101500
D SMITHFIELD FOODS INC           COM              832248108     2934   111780 SH      SHARED      01        111780
D SMITHFIELD FOODS INC           COM              832248108       39     1500 SH      SHARED      04          1500
D SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301     3780    55090 SH      SHARED                 55090
D SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301    10374   151180 SH      SHARED      01        134783             16397
D SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301     7403   107888 SH      SHR/OTHR    01                 105088     2800
D SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301     1415    20621 SH      SHARED      02          6100             14521
D SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301     2957    43100 SH      SHARED      04         43100
D SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301      905    13200 SH      SHARED      05         13200
D SMUCKER J M CO                 COM              832696306     1267    52125 SH      SHARED      01         52125
D SMUCKER J M CO                 COM              832696306      177     7300 SH      SHR/OTHR    01                   7300
D SMUCKER J M CO                 COM              832696306      199     8200 SH      SHARED      04          8200
D SMUCKER J M CO                 COM              832696306       89     3700 SH      SHARED      05          3700
D SMURFIT-STONE CONTAINER CORP   COM              832727101        8      700 SH      SHARED                   700
D SMURFIT-STONE CONTAINER CORP   COM              832727101     2276   189686 SH      SHARED      01        189686
D SMURFIT-STONE CONTAINER CORP   COM              832727101       82     6911 SH      SHARED      02                            6911
D SMURFIT-STONE CONTAINER CORP   COM              832727101      489    40816 SH      SHARED      04         40816
D SNYDER COMMUNICATIONS INC      COM SNC          832914105        0   137900 SH      SHARED                137900
D SNYDER COMMUNICATIONS INC      COM CIRCLE COM   832914204       22     7794 SH      SHARED      01          7794
D SNYDER COMMUNICATIONS INC      COM CIRCLE COM   832914204        9     3125 SH      SHARED      02           625              2500
D SNAP ON INC                    COM              833034101      143     6100 SH      SHARED                  6100
D SNAP ON INC                    COM              833034101    11895   504847 SH      SHARED      01        504847
D SNAP ON INC                    COM              833034101       21      900 SH      SHARED      02                             900
D SNAP ON INC                    COM              833034101      527    22400 SH      SHARED      04         22400
D SNOWBALL COM INC               COM              83335R102       80    56000 SH      SHARED      02         56000
D SOBIESKI BANCORP INC           COM              833582109       18     1600 SH      SHARED      01          1600
D SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B   833635105      214    10300 SH      SHARED                 10300
D SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B   833635105       10      500 SH      SHARED      01           500
D SOCKET COMMUNICATIONS INC      COM              833672108       79     5100 SH      SHARED      01          5100
D SODEXHO MARRIOTT SVCS INC      COM              833793102       90     5500 SH      SHARED                  5500
D SODEXHO MARRIOTT SVCS INC      COM              833793102     2892   175981 SH      SHARED      01         71709            104272
D SODEXHO MARRIOTT SVCS INC      COM              833793102        0       25 SH      SHR/OTHR    01                              25
D SODEXHO MARRIOTT SVCS INC      COM              833793102        0       50 SH      SHARED      02                              50
D SOFTNET SYS INC                COM              833964109        1      300 SH      SHARED                   300
D SOFTNET SYS INC                COM              833964109      373    62600 SH      SHARED      01         62600
D SOFTNET SYS INC                COM              833964109        5     1000 SH      SHR/OTHR    01                            1000
D SOFTNET SYS INC                COM              833964109       71    12000 SH      SHARED      02         12000
D SOFTWARE COM INC               COM              83402P104    15567    85800 SH      SHARED      01         85800
D SOFTWARE COM INC               COM              83402P104       18      100 SH      SHARED      02                             100
D SOFTWARE COM INC               COM              83402P104      467     2577 SH      SHARED      04          2577
D SOFTECH INC                    COM              834021107       11    13000 SH      SHARED      01         13000
D SOFTWARE TECHNOLOGIES CORP     COM              834040107      100     4400 SH      SHARED      01          4400
D SOLA INTL INC                  COM              834092108       12     2000 SH      SHARED      01          2000
D SOLECTRON CORP                 SR LYON ZERO  20 834182AK3    62089124179864 PRN     SHARED             124179864
D SOLECTRON CORP                 SR LYON ZERO  20 834182AK3    10750 21500000 PRN     SHARED      04      21500000
D SOLECTRON CORP                 COM              834182107     1761    38200 SH      SHARED                 38200
D SOLECTRON CORP                 COM              834182107   212164  4599767 SH      SHARED      01       4512567             87200
D SOLECTRON CORP                 COM              834182107     1401    30386 SH      SHR/OTHR    01                  14786    15600
D SOLECTRON CORP                 COM              834182107     2989    64812 SH      SHARED      02           343             65155
D SOLECTRON CORP                 COM              834182107    15950   345813 SH      SHARED      04        345813
D SOLECTRON CORP                 COM              834182107       18      400 SH      SHARED      06           400
D SOLUTIA INC                    COM              834376105      543    47800 SH      SHARED                 47800
D SOLUTIA INC                    COM              834376105     3085   271286 SH      SHARED      01        270686               600
D SOLUTIA INC                    COM              834376105       39     3470 SH      SHR/OTHR    01                    690     2780
D SOLUTIA INC                    COM              834376105       22     2000 SH      SHARED      02           600              1400
D SOLUTIA INC                    COM              834376105      414    36400 SH      SHARED      04         36400
D SOLUTIA INC                    COM              834376105      150    13200 SH      SHARED      05         13200
D SOMERA COMMUNICATION           COM              834458101      388    40923 SH      SHARED      01         40923
D SOMERSET GROUP INC             COM              834706103        4      156 SH      SHARED      01           156
D SONERA GROUP PLC               SPONSORED ADR    835433202       88     3500 SH      SHARED                  3500
D SONERA GROUP PLC               SPONSORED ADR    835433202       37     1480 SH      SHARED      02           100              1380
D SONERA GROUP PLC               SPONSORED ADR    835433202       47     1900 SH      SHARED      05          1900
D SONIC AUTOMOTIVE INC           CL A             83545G102      117    14116 SH      SHARED      01         14116
D SONIC INNOVATIONS INC          COM              83545M109       96     9200 SH      SHARED      01          9200
D SONIC INNOVATIONS INC          COM              83545M109        1      100 SH      SHARED      02           100
D SONIC INNOVATIONS INC          COM              83545M109        4      425 SH      SHARED      04           425
D SONIC FDRY INC                 COM              83545R108      252    28400 SH      SHARED      01         28400
D SONIC CORP                     COM              835451105     1265    40166 SH      SHARED      01         40166
D SONIC SOLUTIONS                COM              835460106       32    13700 SH      SHARED      01         13700
D SONICWALL INC                  COM              835470105     1707    59900 SH      SHARED      01         59900
D SONOCO PRODS CO                COM              835495102     2457   136081 SH      SHARED      01        136081
D SONOCO PRODS CO                COM              835495102      153     8502 SH      SHARED      02           685              7817
D SONOCO PRODS CO                COM              835495102      824    45628 SH      SHARED      04         45628
D SONOCO PRODS CO                COM              835495102      251    13900 SH      SHARED      05         13900
D SONOSITE INC                   COM              83568G104     3133   167707 SH      SHARED      01        158523              9184
D SONOSITE INC                   COM              83568G104       69     3700 SH      SHARED      02           900              2800
D SONOSITE INC                   COM              83568G104        0       44 SH      SHARED      04            44
D SONUS CORP                     COM              835691106        0      100 SH      SHARED      01           100
D SONUS PHARMACEUTICALS INC      COM              835692104        9     2700 SH      SHARED      01          2700
D SONY CORP                      ADR NEW          835699307       60      600 SH      SHARED                   600
D SONY CORP                      ADR NEW          835699307     2364    23422 SH      SHARED      01         22520               902
D SONY CORP                      ADR NEW          835699307      486     4820 SH      SHR/OTHR    01                            4820
D SONY CORP                      ADR NEW          835699307      282     2800 SH      SHARED      02           300              2500
D SONY CORP                      ADR NEW          835699307      706     7000 SH      SHARED      05          7000
D SOTHEBYS HLDGS INC             CL A             835898107     2382    95766 SH      SHARED      01         94766              1000
D SOTHEBYS HLDGS INC             CL A             835898107      499    20100 SH      SHARED      04         20100
D SOTHEBYS HLDGS INC             CL A             835898107      194     7800 SH      SHARED      05          7800
D SONUS NETWORKS INC             COM              835916107      404     3200 SH      SHARED      01          3200
D SONUS NETWORKS INC             COM              835916107       75      598 SH      SHARED      04           598
D SOUND FED BANCORP              COM              83607T109      121    13500 SH      SHARED                 13500
D SOURCE INFORMATION MGMT CO     COM NEW          836151209      320    47053 SH      SHARED      01         47053
D SOURCE MEDIA INC               COM NEW          836153304       30     5700 SH      SHARED      01          5700
D SOUTH ALA BANCORPORATION       COM              836234104        1      150 SH      SHARED      01           150
D SOUTH FINL GROUP INC           COM              837841105      784    62134 SH      SHARED      01         62134
D SOUTH JERSEY INDS INC          COM              838518108      509    17457 SH      SHARED      01         17320               137
D SOUTHDOWN INC                  COM              841297104      748    10500 SH      SHARED                 10500
D SOUTHDOWN INC                  COM              841297104    25581   359045 SH      SHARED      01        359045
D SOUTHDOWN INC                  COM              841297104      149     2100 SH      SHARED      02          1200               900
D SOUTHDOWN INC                  COM              841297104     1188    16675 SH      SHARED      04         16675
D SOUTHEASTERN THRIFT&BK FD INC  COM              841901101        2      200 SH      SHARED      01           200
D SOUTHERN AFRICA FD INC         COM              842157109     1514   115388 SH      SHARED      04        115388
D SOUTHERN CO                    COM              842587107     4351   134151 SH      SHARED                134151
D SOUTHERN CO                    COM              842587107   167760  5171894 SH      SHARED      01       5169862              2032
D SOUTHERN CO                    COM              842587107      207     6400 SH      SHR/OTHR    01                   5000     1400
D SOUTHERN CO                    COM              842587107      236     7278 SH      SHARED      02                            7278
D SOUTHERN CO                    COM              842587107     9881   304627 SH      SHARED      04        304627
D SOUTHERN CO                    COM              842587107     1375    42400 SH      SHARED      05         42400
D SOUTHERN PERU COPPER CORP      COM              843611104       58     3800 SH      SHARED                  3800
D SOUTHERN PERU COPPER CORP      COM              843611104      624    40281 SH      SHARED      01         40281
D SOUTHERN UN CO NEW             COM              844030106       53     2700 SH      SHARED                  2700
D SOUTHERN UN CO NEW             COM              844030106      884    44630 SH      SHARED      01         44630
D SOUTHERN UN CO NEW             COM              844030106        8      420 SH      SHARED      02           420
D SOUTHTRUST CORP                COM              844730101     2194    69800 SH      SHARED                 69800
D SOUTHTRUST CORP                COM              844730101    44301  1409225 SH      SHARED      01       1308242            100983
D SOUTHTRUST CORP                COM              844730101       40     1300 SH      SHARED      02          1000               300
D SOUTHTRUST CORP                COM              844730101     2583    82179 SH      SHARED      04         82179
D SOUTHTRUST CORP                COM              844730101      267     8500 SH      SHARED      05          8500
D SOUTHWEST AIRLS CO             COM              844741108    92205  3802281 SH      SHARED      01       3802281
D SOUTHWEST AIRLS CO             COM              844741108      331    13652 SH      SHARED      02          7815              5837
D SOUTHWEST AIRLS CO             COM              844741108     5619   231737 SH      SHARED      04        231737
D SOUTHWEST BANCORPORATION TEX   COM              84476R109     2337    71500 SH      SHARED      01         71500
D SOUTHWEST GAS CORP             COM              844895102      722    34515 SH      SHARED                 34515
D SOUTHWEST GAS CORP             COM              844895102     1087    51941 SH      SHARED      01         51941
D SOUTHWALL TECHNOLOGIES INC     COM              844909101       24     4000 SH      SHARED      04          4000
D SOUTHWEST SECS GROUP INC       COM              845224104     2062    70520 SH      SHARED                 70520
D SOUTHWEST SECS GROUP INC       COM              845224104     4586   156787 SH      SHARED      01         32673            124114
D SOUTHWEST SECS GROUP INC       COM              845224104       46     1600 SH      SHARED      04          1600
D SOUTHWESTERN ENERGY CO         COM              845467109      462    52900 SH      SHARED      01         52900
D SOVEREIGN BANCORP INC          COM              845905108    18419  1991331 SH      SHARED      01       1991331
D SOVEREIGN BANCORP INC          COM              845905108       64     7000 SH      SHARED      02          5000              2000
D SOVEREIGN BANCORP INC          COM              845905108     2953   319325 SH      SHARED      04        319325
D SOVEREIGN BANCORP INC          COM              845905108      275    29800 SH      SHARED      05         29800
D SOVEREIGN BANCORP INC          UNIT EX 111229   845905306    11705   203800 SH      SHARED                203800
D SOVRAN SELF STORAGE INC        COM              84610H108        8      400 SH      SHARED                   400
D SOVRAN SELF STORAGE INC        COM              84610H108      352    17200 SH      SHARED      01         17200
D SPACELABS MED INC              COM              846247104       23     2400 SH      SHARED      02           800              1600
D SPANISH BROADCASTING SYS INC   CL A             846425882      895    76195 SH      SHARED      01         76195
D SPARTECH CORP                  COM NEW          847220209      515    33100 SH      SHARED                 33100
D SPARTECH CORP                  COM NEW          847220209      392    25200 SH      SHARED      01         25200
D SPATIAL TECHNOLOGY INC         COM              847246105       34    15800 SH      SHARED      01         15800
D SPECIALTY EQUIP COS INC        COM NEW          847497203      128     5200 SH      SHARED                  5200
D SPECIALTY EQUIP COS INC        COM NEW          847497203      666    27000 SH      SHARED      01         27000
D SPECTRA-PHYSICS LASERS INC     COM              847568102      698    13041 SH      SHARED                 13041
D SPECTRA-PHYSICS LASERS INC     COM              847568102     2474    46200 SH      SHARED      01         46200
D SPECTRALINK CORP               COM              847580107      227    24100 SH      SHARED      01         24100
D SPECTRANETICS CORP             COM              84760C107        4     1200 SH      SHARED      01          1200
D SPECTRASITE HLDGS INC          COM              84760T100     2736   147400 SH      SHARED                147400
D SPECTRASITE HLDGS INC          COM              84760T100      480    25900 SH      SHARED      01         25900
D SPECTRASITE HLDGS INC          COM              84760T100      241    13000 SH      SHARED      02          8000              5000
D SPECTRASITE HLDGS INC          COM              84760T100      488    26321 SH      SHARED      04         26321
D SPECTRASITE HLDGS INC          COM              84760T100       14      800 SH      SHARED      05           800
D SPECTRIAN CORP                 COM              847608106      108     7000 SH      SHARED      01          7000
D SPECTRIAN CORP                 COM              847608106        6      400 SH      SHR/OTHR    01                             400
D SPEECHWORKS INTL INC           COM              84764M101      204     3300 SH      SHARED      01          3300
D SPEECHWORKS INTL INC           COM              84764M101      136     2200 SH      SHARED      02          2200
D SPEEDFAM-IPEC INC              COM              847705100      225    19731 SH      SHARED                 19731
D SPEEDFAM-IPEC INC              COM              847705100      608    53189 SH      SHARED      01         53189
D SPEEDFAM-IPEC INC              COM              847705100      120    10500 SH      SHARED      02          3000              7500
D SPEEDUS COM                    COM              847723103       24    12200 SH      SHARED      01         12200
D SPEEDWAY MOTORSPORTS INC       COM              847788106      951    45700 SH      SHARED                 45700
D SPEEDWAY MOTORSPORTS INC       COM              847788106      318    15326 SH      SHARED      01         15326
D SPEEDWAY MOTORSPORTS INC       COM              847788106        2      100 SH      SHARED      02                             100
D SPHERION CORP                  COM              848420105     1344   112601 SH      SHARED      01        112601
D SPHERION CORP                  COM              848420105       26     2200 SH      SHARED      02          2200
D SPIEGEL INC                    CL A             848457107      940   134322 SH      SHARED      01        134322
D SPIEKER PPTYS INC              COM              848497103    17993   312600 SH      SHARED      01        312600
D SPIEKER PPTYS INC              COM              848497103      948    16480 SH      SHARED      02          5950             10530
D SPIEKER PPTYS INC              COM              848497103      613    10658 SH      SHARED      04         10658
D SPINNAKER EXPL CO              COM              84855W109      594    17038 SH      SHARED      01         17038
D SPIRE CORP                     COM              848565107       23     3800 SH      SHARED      01          3800
D SPIRE CORP                     COM              848565107       12     2000 SH      SHR/OTHR    01                            2000
D SPLASH TECHNOLOGY HLDGS INC    COM              848623104     1067   115400 SH      SHARED      04        115400
D SPORT-HALEY INC                COM              848925103       40     9500 SH      SHARED      01          9500
D SPORTSLINE COM INC             COM              848934105      462    33512 SH      SHARED                 33512
D SPORTSLINE COM INC             COM              848934105     3411   246977 SH      SHARED      01        246977
D SPORTSLINE COM INC             COM              848934105        2      150 SH      SHARED      02           150
D SPORTSLINE COM INC             COM              848934105        1      105 SH      SHARED      04           105
D SPORTS AUTH INC                COM              849176102       22    10800 SH      SHARED      01         10800
D SPORTS AUTH INC                COM              849176102        0      375 SH      SHARED      02           375
D SPRINGS INDS INC               CL A             851783100      595    21140 SH      SHARED                 21140
D SPRINGS INDS INC               CL A             851783100     4259   151105 SH      SHARED      01        151105
D SPRINGS INDS INC               CL A             851783100      194     6900 SH      SHARED      04          6900
D SPRINGS INDS INC               CL A             851783100       11      400 SH      SHARED      05           400
D SPRINT CORP                    COM FON GROUP    852061100    55679  1899546 SH      SHARED               1899546
D SPRINT CORP                    COM FON GROUP    852061100   182795  6236189 SH      SHARED      01       6228319              7870
D SPRINT CORP                    COM FON GROUP    852061100      807    27546 SH      SHR/OTHR    01                  23546     4000
D SPRINT CORP                    COM FON GROUP    852061100     1044    35644 SH      SHARED      02         12316             23328
D SPRINT CORP                    COM FON GROUP    852061100    23906   815583 SH      SHARED      04        815583
D SPRINT CORP                    COM FON GROUP    852061100     1105    37700 SH      SHARED      05         37700
D SPRINT CORP                    PCS COM SER 1    852061506     2569    73280 SH      SHARED                 73280
D SPRINT CORP                    PCS COM SER 1    852061506   223678  6379519 SH      SHARED      01       6359414             20105
D SPRINT CORP                    PCS COM SER 1    852061506      398    11356 SH      SHR/OTHR    01                   8346     3010
D SPRINT CORP                    PCS COM SER 1    852061506      935    26683 SH      SHARED      02         10834             15849
D SPRINT CORP                    PCS COM SER 1    852061506    13643   389120 SH      SHARED      04        389120
D SPRINT CORP                    PCS COM SER 1    852061506      466    13300 SH      SHARED      05         13300
D SPRINT CORP                    PCS COM SER 1    852061506    10595   302200 SH      SHARED      06        302200
D ST ASSEMBLY TEST SVSC LTD      ADR              85227G102       21     1100 SH      SHARED      01          1100
D SS&C TECHNOLOGIES INC          COM              85227Q100      242    44000 SH      SHARED      02         42300              1700
D STAAR SURGICAL CO              COM PAR $0.01    852312305      437    25300 SH      SHARED      01         25300
D STAFF LEASING INC              COM              852381102      855   226224 SH      SHARED      01        226224
D STAFF LEASING INC              COM              852381102      821   217224 SH      SHR/OTHR    01                          217224
D STAMPS COM INC                 COM              852857101      222    57900 SH      SHARED      01         51739              6161
D STAMPS COM INC                 COM              852857101        0      100 SH      SHARED      02           100
D STANCORP FINL GROUP INC        COM              852891100     1791    41897 SH      SHARED      01         41897
D STANCORP FINL GROUP INC        COM              852891100       42     1000 SH      SHR/OTHR    01                            1000
D STANDARD AUTOMOTIVE CORP       PFD SR CV8.50%   853097202      287    33300 SH      SHARED                 33300
D STANDARD COML CORP             COM              853258101        0       12 SH      SHARED      02                              12
D STANDARD MICROSYSTEMS CORP     COM              853626109      365    16739 SH      SHARED      01         16739
D STANDARD MTR PRODS INC         SB DB CV 6.75%09 853666AB1     2550  5000000 PRN     SHARED               5000000
D STANDARD MTR PRODS INC         COM              853666105        3      400 SH      SHARED      01           400
D STANDARD MTR PRODS INC         COM              853666105        5      700 SH      SHARED      02                             700
D STANDARD PAC CORP NEW          COM              85375C101      842    46830 SH      SHARED                 46830
D STANDARD PAC CORP NEW          COM              85375C101     1306    72571 SH      SHARED      01         72571
D STANDARD REGISTER CO           COM              853887107      236    14800 SH      SHARED                 14800
D STANDARD REGISTER CO           COM              853887107      557    34874 SH      SHARED      01         34874
D STANDARD REGISTER CO           COM              853887107      148     9300 SH      SHARED      04          9300
D STANDARD REGISTER CO           COM              853887107       57     3600 SH      SHARED      05          3600
D STANDEX INTL CORP              COM              854231107      395    20500 SH      SHARED      01         20500
D STANFORD MICRODEVICES INC      COM              854399102      518     9700 SH      SHARED      01          9700
D STANFORD MICRODEVICES INC      COM              854399102      104     1950 SH      SHARED      02           900              1050
D STANFORD MICRODEVICES INC      COM              854399102     2858    53432 SH      SHARED      04         53432
D STANLEY WKS                    COM              854616109     1275    55300 SH      SHARED                 55300
D STANLEY WKS                    COM              854616109    15578   675524 SH      SHARED      01        674124              1400
D STANLEY WKS                    COM              854616109       43     1900 SH      SHR/OTHR    01                            1900
D STANLEY WKS                    COM              854616109      599    26000 SH      SHARED      02           400             25600
D STANLEY WKS                    COM              854616109      911    39542 SH      SHARED      04         39542
D STANLEY WKS                    COM              854616109       87     3800 SH      SHARED      05          3800
D STARBASE CORP                  COM NEW          854910205      831   146192 SH      SHARED      01        146192
D STAR TELECOMMUNICATIONS INC    COM              854923109        6     3000 SH      SHARED      02          3000
D STAPLES INC                    COM              855030102     1144    80668 SH      SHARED                 80668
D STAPLES INC                    COM              855030102    50227  3540397 SH      SHARED      01       3538247              2150
D STAPLES INC                    COM              855030102     2050   144549 SH      SHARED      02         36067            108482
D STAPLES INC                    COM              855030102     3546   249949 SH      SHARED      04        249949
D STAPLES INC                    COM              855030102      536    37800 SH      SHARED      05         37800
D STAR SCIENTIFIC INC            COM              85517P101       14     3500 SH      SHARED      01          3500
D STARBUCKS CORP                 COM              855244109     1411    35238 SH      SHARED                 35238
D STARBUCKS CORP                 COM              855244109    54820  1368390 SH      SHARED      01       1358727              9663
D STARBUCKS CORP                 COM              855244109     2391    59704 SH      SHARED      02         12350             47354
D STARBUCKS CORP                 COM              855244109     4623   115400 SH      SHARED      03        115400
D STARBUCKS CORP                 COM              855244109     4868   121515 SH      SHARED      04        121515
D STARBUCKS CORP                 COM              855244109      761    19000 SH      SHARED      05         19000
D STARMEDIA NETWORK INC          COM              855546107      611    81556 SH      SHARED      01         81556
D STARMEDIA NETWORK INC          COM              855546107       16     2250 SH      SHARED      02          2250
D STARTEK INC                    COM              85569C107     1916    66100 SH      SHARED                 66100
D STARTEK INC                    COM              85569C107      421    14525 SH      SHARED      01         14525
D STARTEK INC                    COM              85569C107        8      300 SH      SHARED      04           300
D STARTEC GLOBAL COMM CORP       COM              85569E103      422    71100 SH      SHARED      01         71100
D STATE AUTO FINL CORP           COM              855707105      279    21300 SH      SHARED      01         21300
D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203     6928   221700 SH      SHARED                221700
D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203     9388   300426 SH      SHARED      01        300426
D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203       44     1418 SH      SHR/OTHR    01                            1418
D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203      234     7488 SH      SHARED      02          2516              4972
D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203      576    18459 SH      SHARED      04         18459
D STATE FINL SVCS CORP           CL A             856855101        1      172 SH      SHARED      01           172
D STATE STR CORP                 COM              857477103     1923    14796 SH      SHARED                 14796
D STATE STR CORP                 COM              857477103   168116  1293205 SH      SHARED      01       1277345             15860
D STATE STR CORP                 COM              857477103      628     4832 SH      SHR/OTHR    01                   3332     1500
D STATE STR CORP                 COM              857477103     2721    20932 SH      SHARED      02          4250             16682
D STATE STR CORP                 COM              857477103    10072    77483 SH      SHARED      04         77483
D STATE STR CORP                 COM              857477103      910     7000 SH      SHARED      05          7000
D STATEFED FINL CORP             COM              857549109       20     2100 SH      SHARED      01          2100
D STATEN IS BANCORP INC          COM              857550107       30     1500 SH      SHARED                  1500
D STATEN IS BANCORP INC          COM              857550107     1263    63150 SH      SHARED      01         63150
D STATION CASINOS INC            COM              857689103       37     2652 SH      SHARED                  2652
D STATION CASINOS INC            COM              857689103      987    69323 SH      SHARED      01         69323
D STATION CASINOS INC            COM              857689103       29     2050 SH      SHARED      05          2050
D STEEL DYNAMICS INC             COM              858119100      594    64730 SH      SHARED      01         64730
D STEELCASE INC                  CL A             858155203      492    29400 SH      SHARED                 29400
D STEELCASE INC                  CL A             858155203      614    36700 SH      SHARED      01         36700
D STEELCASE INC                  CL A             858155203      106     6345 SH      SHARED      04          6345
D STEIN MART INC                 COM              858375108      657    60827 SH      SHARED      01         60827
D STEINWAY MUSICAL INSTRS INC    COM ORD          858495104        3      200 SH      SHARED      01           200
D STEMCELLS INC                  COM              85857R105      148    22900 SH      SHARED      01         15200              7700
D STEPAN CO                      COM              858586100      176     8800 SH      SHARED      01          8800
D STERLING BANCSHARES INC        COM              858907108      328    21550 SH      SHARED                 21550
D STERLING BANCSHARES INC        COM              858907108      614    40300 SH      SHARED      01         40300
D STERLING BANCSHARES INC        COM              858907108        7      500 SH      SHARED      02           500
D STERICYCLE INC                 COM              858912108     1650    67367 SH      SHARED                 67367
D STERICYCLE INC                 COM              858912108     1160    47369 SH      SHARED      01         45448              1921
D STERIS CORP                    COM              859152100     1803   150292 SH      SHARED      01        150292
D STERIS CORP                    COM              859152100      276    23000 SH      SHARED      04         23000
D STERIS CORP                    COM              859152100      104     8700 SH      SHARED      05          8700
D STET HELLAS COMMUNICATIONS S A ADR              859823106      888    59700 SH      SHARED      04         59700
D STEWART & STEVENSON SVCS INC   COM              860342104     1161    66585 SH      SHARED      01         66585
D STEWART & STEVENSON SVCS INC   COM              860342104      167     9600 SH      SHARED      04          9600
D STEWART & STEVENSON SVCS INC   COM              860342104       50     2900 SH      SHARED      05          2900
D STEWART ENTERPRISES INC        CL A             860370105      328   169550 SH      SHARED      01        169550
D STEWART INFORMATION SVCS CORP  COM              860372101      378    24600 SH      SHARED      01         24600
D STIFEL FINL CORP               COM              860630102        1      139 SH      SHARED      01           139
D STILLWATER MNG CO              COM              86074Q102     1909    70525 SH      SHARED      01         70525
D STILLWATER MNG CO              COM              86074Q102      162     6000 SH      SHARED      02          6000
D STILLWATER MNG CO              COM              86074Q102       32     1200 SH      SHARED      04          1200
D STILWELL FINL INC              COM              860831106      500    11500 SH      SHARED                 11500
D STILWELL FINL INC              COM              860831106    69602  1600048 SH      SHARED      01       1600048
D STILWELL FINL INC              COM              860831106       91     2100 SH      SHARED      02           350              1750
D STILWELL FINL INC              COM              860831106     4538   104337 SH      SHARED      04        104337
D STILWELL FINL INC              COM              860831106      208     4800 SH      SHARED      05          4800
D STMICROELECTRONICS N V         SUB LYON ZERO 08 861012AA0       30    12000 PRN     SHARED      04         12000
D STMICROELECTRONICS N V         SUB LYON ZERO 09 861012AB8    17400 15000000 PRN     SHARED      04      15000000
D STMICROELECTRONICS N V         COM              861012102     2976    62500 SH      SHARED                 62500
D STMICROELECTRONICS N V         COM              861012102     3945    82840 SH      SHARED      01         82840
D STMICROELECTRONICS N V         COM              861012102       37      790 SH      SHARED      02           690               100
D STMICROELECTRONICS N V         COM              861012102     8496   178400 SH      SHARED      04        178400
D STOCKWALK COM GROUP INC        COM              86149C104        1      300 SH      SHARED      01           300
D STONE ENERGY CORP              COM              861642106     2893    52600 SH      SHARED                 52600
D STONE ENERGY CORP              COM              861642106     1943    35344 SH      SHARED      01         35344
D STONE ENERGY CORP              COM              861642106      275     5000 SH      SHARED      04          5000
D STONE ENERGY CORP              COM              861642106      308     5600 SH      SHARED      05          5600
D STONERIDGE INC                 COM              86183P102      162    16900 SH      SHARED      01         16900
D STORAGE USA INC                COM              861907103      375    12300 SH      SHARED                 12300
D STORAGE USA INC                COM              861907103     2103    68977 SH      SHARED      01         50377             18600
D STORAGE USA INC                COM              861907103       36     1190 SH      SHARED      02          1000               190
D STORA ENSO CORP                SPON ADR REP R   86210M106      212    25796 SH      SHARED                 25796
D STORA ENSO CORP                SPON ADR REP R   86210M106     1352   163965 SH      SHARED      01        163965
D STORA ENSO CORP                SPON ADR REP R   86210M106       22     2688 SH      SHARED      04          2688
D STORAGENETWORKS INC            COM              86211E103      301     2950 SH      SHARED      01          2950
D STORAGENETWORKS INC            COM              86211E103        5       50 SH      SHR/OTHR    01                     50
D STORAGENETWORKS INC            COM              86211E103       12      125 SH      SHARED      02           125
D STORAGE TECHNOLOGY CORP        COM PAR $0.10    862111200       28     2100 SH      SHARED                  2100
D STORAGE TECHNOLOGY CORP        COM PAR $0.10    862111200     2749   202711 SH      SHARED      01        202711
D STORAGE TECHNOLOGY CORP        COM PAR $0.10    862111200       10      800 SH      SHARED      02                             800
D STORAGE TECHNOLOGY CORP        COM PAR $0.10    862111200      470    34700 SH      SHARED      04         34700
D STORAGE TECHNOLOGY CORP        COM PAR $0.10    862111200      181    13400 SH      SHARED      05         13400
D STRATASYS INC                  COM              862685104       48     9000 SH      SHARED      01          9000
D STRATEGIC DIAGNOSTICS INC      COM              862700101       71    31000 SH      SHARED      02         14000             17000
D STRATEGIC DISTR INC            COM              862701208        3     2060 SH      SHARED      02          2060
D STRATEGIC GLOBAL INCOME FD     COM              862719101       96     9000 SH      SHR/OTHR    01                   9000
D STRATEGIC GLOBAL INCOME FD     COM              862719101     1609   150600 SH      SHARED      04        150600
D STRATOS LIGHTWAVE INC          COM              863100103      222     6900 SH      SHARED      01          6900
D STRATOS LIGHTWAVE INC          COM              863100103      137     4250 SH      SHARED      02          4050               200
D STRATTEC SEC CORP              COM              863111100       40     1203 SH      SHARED      01          1043               160
D STRATUS PPTYS INC              COM              863167102        2      525 SH      SHARED      02           259               266
D STRAYER ED INC                 COM              863236105       40     1868 SH      SHARED                  1868
D STRAYER ED INC                 COM              863236105      444    20310 SH      SHARED      01         20310
D STREAMLINE COM INC             COM              863239109        0     1000 SH      SHARED      02          1000
D STRIDE RITE CORP               COM              863314100      594   117450 SH      SHARED      01        117450
D STRUCTURAL DYNAMICS RESH CORP  COM              863555108     1515    92555 SH      SHARED      01         92555
D STRUCTURAL DYNAMICS RESH CORP  COM              863555108        0       29 SH      SHARED      02                              29
D STRUCTURAL DYNAMICS RESH CORP  COM              863555108      203    12400 SH      SHARED      04         12400
D STRUCTURAL DYNAMICS RESH CORP  COM              863555108       78     4800 SH      SHARED      05          4800
D STRYKER CORP                   COM              863667101     2013    46900 SH      SHARED                 46900
D STRYKER CORP                   COM              863667101     9907   230740 SH      SHARED      01        230740
D STRYKER CORP                   COM              863667101      188     4400 SH      SHR/OTHR    01                   4400
D STRYKER CORP                   COM              863667101      381     8890 SH      SHARED      02           190              8700
D STRYKER CORP                   COM              863667101     3469    80796 SH      SHARED      04         80796
D STRYKER CORP                   COM              863667101     1103    25700 SH      SHARED      05         25700
D STUDENT LN CORP                COM              863902102       29      600 SH      SHARED                   600
D STUDENT LN CORP                COM              863902102      341     7000 SH      SHARED      01          7000
D STURM RUGER & CO INC           COM              864159108      353    43172 SH      SHARED      01         43172
D STYLECLICK INC                 CL A             86422L102       36     3800 SH      SHARED      01          3800
D SUBURBAN PROPANE PARTNERS L P  UNIT LTD PARTN   864482104      113     5160 SH      SHARED      02          4560               600
D SUBURBAN PROPANE PARTNERS L P  UNIT LTD PARTN   864482104      125     5700 SH      SHARED      04          5700
D SUFFOLK BANCORP                COM              864739107     1059    38804 SH      SHARED      01         38804
D SUIZA FOODS CORP               COM              865077101     1419    28000 SH      SHARED                 28000
D SUIZA FOODS CORP               COM              865077101     7751   152920 SH      SHARED      01        152920
D SUIZA FOODS CORP               COM              865077101      603    11900 SH      SHARED      04         11900
D SUIZA FOODS CORP               COM              865077101       35      700 SH      SHARED      05           700
D SUMMIT BANCORP                 COM              866005101      449    13026 SH      SHARED                 13026
D SUMMIT BANCORP                 COM              866005101    44408  1287216 SH      SHARED      01       1284116              3100
D SUMMIT BANCORP                 COM              866005101      104     3039 SH      SHR/OTHR    01                   3039
D SUMMIT BANCORP                 COM              866005101      317     9200 SH      SHARED      02                            9200
D SUMMIT BANCORP                 COM              866005101     2904    84174 SH      SHARED      04         84174
D SUMMIT BANCORP                 COM              866005101      144     4200 SH      SHARED      05          4200
D SUMMIT FINL CORP               COM              866057102        2      277 SH      SHARED      01           277
D SUMMIT PPTYS INC               COM              866239106      784    32600 SH      SHARED      01         32600
D SUN COMMUNITIES INC            COM              866674104      755    23900 SH      SHARED      01         23900
D SUN COMMUNITIES INC            COM              866674104      274     8664 SH      SHARED      02          6414              2250
D SUN LIFE FINL SVCS CDA INC     COM              866796105       86     4200 SH      SHARED      04          4200
D SUN MICROSYSTEMS INC           COM              866810104       93      800 SH      SHR/OTHR    04                    300      500
D SUN MICROSYSTEMS INC           COM              866810104   158678  1359134 SH      SHARED               1359134
D SUN MICROSYSTEMS INC           COM              866810104  1615820 13840006 SH      SHARED      01      13122335      100   717571
D SUN MICROSYSTEMS INC           COM              866810104    36019   308515 SH      SHR/OTHR    01                 171256   137259
D SUN MICROSYSTEMS INC           COM              866810104    19851   170038 SH      SHARED      02         47126            122912
D SUN MICROSYSTEMS INC           COM              866810104   160714  1376566 SH      SHARED      04       1376566
D SUN MICROSYSTEMS INC           COM              866810104     4004    34300 SH      SHARED      05         34300
D SUN HYDRAULICS CORP            COM              866942105       10     1300 SH      SHARED      01          1300
D SUNBURST HOSPITALITY CORP      COM              866948102        0        4 SH      SHARED      01             4
D SUNBEAM CORP                   SRSDCV ZRO144A18 867071AA0     6992 73604281 PRN     SHARED              73604281
D SUNBEAM CORP                   SR SD CV ZERO 18 867071AD4     1571 16539719 PRN     SHARED              16539719
D SUNBEAM CORP                   COM              867071102      190   145282 SH      SHARED      01        145282
D SUNBEAM CORP                   COM              867071102        2     2000 SH      SHARED      02                            2000
D SUNCOR ENERGY INC              COM              867229106      431    19500 SH      SHARED                 19500
D SUNDAY COMMUNICATION LTD       SPONSORED ADR    867270100        3     1200 SH      SHARED      02                            1200
D SUNGLASS HUT INTL INC          COM              86736F106       79    12100 SH      SHARED                 12100
D SUNGLASS HUT INTL INC          COM              86736F106      571    87433 SH      SHARED      01         87433
D SUNGLASS HUT INTL INC          COM              86736F106      117    18000 SH      SHARED      02         18000
D SUNGLASS HUT INTL INC          COM              86736F106        0        4 SH      SHARED      04             4
D SUNGARD DATA SYS INC           COM              867363103    23822   556449 SH      SHARED      01        426625            129824
D SUNGARD DATA SYS INC           COM              867363103     1524    35615 SH      SHARED      02          1500             34115
D SUNGARD DATA SYS INC           COM              867363103     2397    56005 SH      SHARED      04         56005
D SUNGARD DATA SYS INC           COM              867363103      869    20300 SH      SHARED      05         20300
D SUNOCO INC                     COM              86764P109     1604    59551 SH      SHARED                 59551
D SUNOCO INC                     COM              86764P109    20495   760877 SH      SHARED      01        760877
D SUNOCO INC                     COM              86764P109        5      205 SH      SHR/OTHR    01                    205
D SUNOCO INC                     COM              86764P109       86     3208 SH      SHARED      02           700              2508
D SUNOCO INC                     COM              86764P109     5145   191037 SH      SHARED      04        191037
D SUNOCO INC                     COM              86764P109      366    13600 SH      SHARED      05         13600
D SUNRISE ASSISTED LIVING INC    COM              86768K106      669    30864 SH      SHARED      01         30864
D SUNRISE ASSISTED LIVING INC    COM              86768K106     6053   279150 SH      SHARED      03        279150
D SUNRISE TECHNOLOGIES INTL INC  COM              86769L103      901   125432 SH      SHARED      01        125432
D SUNRISE TELECOM INC            COM              86769Y105      155     5400 SH      SHARED      01          5400
D SUNTRUST BKS INC               COM              867914103      582    11700 SH      SHARED                 11700
D SUNTRUST BKS INC               COM              867914103   115018  2309053 SH      SHARED      01       2307277              1776
D SUNTRUST BKS INC               COM              867914103     1015    20380 SH      SHR/OTHR    01                    660    19720
D SUNTRUST BKS INC               COM              867914103      740    14870 SH      SHARED      02          1778             13092
D SUNTRUST BKS INC               COM              867914103     6989   140313 SH      SHARED      04        140313
D SUPERCONDUCTOR TECHNOLOGIES    COM              867931107      712    39420 SH      SHARED                 39420
D SUPERCONDUCTOR TECHNOLOGIES    COM              867931107      919    50900 SH      SHARED      01         50900
D SUPERGEN INC                   COM              868059106     1398    72906 SH      SHARED                 72906
D SUPERGEN INC                   COM              868059106      822    42883 SH      SHARED      01         42883
D SUPERGEN INC                   COM              868059106       24     1300 SH      SHARED      04          1300
D SUPERIOR ENERGY SVCS INC       COM              868157108      971    92549 SH      SHARED      01         92549
D SUPERIOR INDS INTL INC         COM              868168105       39     1303 SH      SHARED                  1303
D SUPERIOR INDS INTL INC         COM              868168105     1379    45993 SH      SHARED      01         45993
D SUPERIOR INDS INTL INC         COM              868168105      264     8800 SH      SHARED      04          8800
D SUPERIOR INDS INTL INC         COM              868168105      102     3400 SH      SHARED      05          3400
D SUPERIOR TR I                  PFD CV 8.50%     86836P202        4      188 SH      SHARED      01           188
D SUPERIOR TELECOM INC           COM              868365107       98    16491 SH      SHARED      01         16491
D SUPERTEX INC                   COM              868532102     3447    68442 SH      SHARED      01         68442
D SUPERTEX INC                   COM              868532102       50     1000 SH      SHARED      05          1000
D SUPERVALU INC                  COM              868536103     1714   113800 SH      SHARED                113800
D SUPERVALU INC                  COM              868536103    16014  1063257 SH      SHARED      01       1063257
D SUPERVALU INC                  COM              868536103        9      651 SH      SHARED      02                             651
D SUPERVALU INC                  COM              868536103     1015    67399 SH      SHARED      04         67399
D SUPERVALU INC                  COM              868536103      164    10900 SH      SHARED      05         10900
D SUPPORT COM INC                COM              868587106      113     3700 SH      SHARED      01          3700
D SUPREME INDS INC               CL A             868607102        0      122 SH      SHARED      01           122
D SURMODICS INC                  COM              868873100       24      450 SH      SHARED                   450
D SURMODICS INC                  COM              868873100     2806    51261 SH      SHARED      01         51261
D SUSQUEHANNA BANCSHARES INC PA  COM              869099101      878    57583 SH      SHARED      01         57583
D SWEDISH MATCH AB               SPONSORED ADR    870309507        1       60 SH      SHARED      02            60
D SWIFT ENERGY CO                COM              870738101      274     6600 SH      SHARED                  6600
D SWIFT ENERGY CO                COM              870738101     2088    50250 SH      SHARED      01         50250
D SWIFT TRANSN CO                COM              870756103      126     9700 SH      SHARED                  9700
D SWIFT TRANSN CO                COM              870756103     1099    84200 SH      SHARED      01         84200
D SWIFT TRANSN CO                COM              870756103    45529  3485679 SH      SHARED      02       3485679
D SWIFT TRANSN CO                COM              870756103      282    21644 SH      SHARED      04         21644
D SWIFT TRANSN CO                COM              870756103      108     8300 SH      SHARED      05          8300
D SWISS ARMY BRANDS INC          COM              870827102        5     1000 SH      SHARED      02                            1000
D SWISS HELVETIA FD INC          COM              870875101       11      800 SH      SHARED                   800
D SWISS HELVETIA FD INC          COM              870875101       12      858 SH      SHARED      01                             858
D SWISS HELVETIA FD INC          COM              870875101       76     5362 SH      SHR/OTHR    01                            5362
D SWISS HELVETIA FD INC          COM              870875101      170    12001 SH      SHARED      02          3168              8833
D SWISSCOM AG                    SPONSORED ADR    871013108      231     9400 SH      SHARED                  9400
D SWISSCOM AG                    SPONSORED ADR    871013108      172     7000 SH      SHARED      05          7000
D SWITCHBOARD INC                COM              871045100      304    46828 SH      SHARED      01         46828
D SYBASE INC                     COM              871130100     1823    79267 SH      SHARED                 79267
D SYBASE INC                     COM              871130100     2835   123300 SH      SHARED      01        123300
D SYBASE INC                     COM              871130100       23     1000 SH      SHARED      02          1000
D SYBASE INC                     COM              871130100      900    39136 SH      SHARED      04         39136
D SYBASE INC                     COM              871130100      276    12000 SH      SHARED      05         12000
D SYBRON INTL CORP               COM              87114F106       33     1397 SH      SHARED                  1397
D SYBRON INTL CORP               COM              87114F106     3442   143442 SH      SHARED      01        143442
D SYBRON INTL CORP               COM              87114F106     1114    46424 SH      SHARED      04         46424
D SYBRON INTL CORP               COM              87114F106      331    13800 SH      SHARED      05         13800
D SYCAMORE NETWORKS INC          COM              871206108    12456   115340 SH      SHARED      01        115340
D SYCAMORE NETWORKS INC          COM              871206108       36      340 SH      SHR/OTHR    01                     40      300
D SYCAMORE NETWORKS INC          COM              871206108     3657    33870 SH      SHARED      02         19485             14385
D SYCAMORE NETWORKS INC          COM              871206108      792     7337 SH      SHARED      04          7337
D SYCAMORE NETWORKS INC          COM              871206108     1620    15000 SH      SHARED      05         15000
D SYKES ENTERPRISES INC          COM              871237103      128    23927 SH      SHARED                 23927
D SYKES ENTERPRISES INC          COM              871237103      359    66800 SH      SHARED      01         66800
D SYKES ENTERPRISES INC          COM              871237103        0      100 SH      SHARED      02                             100
D SYKES ENTERPRISES INC          COM              871237103       75    14100 SH      SHARED      04         14100
D SYKES ENTERPRISES INC          COM              871237103       30     5600 SH      SHARED      05          5600
D SYLVAN INC                     COM              871371100        0       13 SH      SHARED      01            13
D SYLVAN LEARNING SYS INC        COM              871399101     1370    92526 SH      SHARED      01         92526
D SYLVAN LEARNING SYS INC        COM              871399101      782    52850 SH      SHARED      02         39300             13550
D SYLVAN LEARNING SYS INC        COM              871399101     3644   246025 SH      SHARED      03        246025
D SYLVAN LEARNING SYS INC        COM              871399101      191    12957 SH      SHARED      04         12957
D SYLVAN LEARNING SYS INC        COM              871399101       79     5400 SH      SHARED      05          5400
D SYMANTEC CORP                  COM              871503108      255     5800 SH      SHARED                  5800
D SYMANTEC CORP                  COM              871503108     3586    81507 SH      SHARED      01         81507
D SYMANTEC CORP                  COM              871503108     1151    26159 SH      SHARED      04         26159
D SYMANTEC CORP                  COM              871503108      316     7200 SH      SHARED      05          7200
D SYMBOL TECHNOLOGIES INC        COM              871508107     1530    42600 SH      SHARED                 42600
D SYMBOL TECHNOLOGIES INC        COM              871508107     8049   223984 SH      SHARED      01        223984
D SYMBOL TECHNOLOGIES INC        COM              871508107      164     4575 SH      SHR/OTHR    01                   2250     2325
D SYMBOL TECHNOLOGIES INC        COM              871508107     4330   120501 SH      SHARED      04        120501
D SYMBOL TECHNOLOGIES INC        COM              871508107      646    18000 SH      SHARED      05         18000
D SYMMETRICOM INC                COM              871543104       67     4350 SH      SHARED                  4350
D SYMMETRICOM INC                COM              871543104      839    53712 SH      SHARED      01         53712
D SYMYX TECHNOLOGIES             COM              87155S108     9653   222558 SH      SHARED      01        222558
D SYNAGRO TECHNOLOGIES INC       COM NEW          871562203       29     9600 SH      SHARED      01          9600
D SYNALLOY CP DEL                COM              871565107        2      450 SH      SHARED      02                             450
D SYNAVANT INC                   COM              87157A105      674   100810 SH      SHARED      01         94201              6609
D SYNAVANT INC                   COM              87157A105       78    11752 SH      SHR/OTHR    01                   9306     2446
D SYNAVANT INC                   COM              87157A105        7     1186 SH      SHARED      02           985               201
D SYNAVANT INC                   COM              87157A105       60     8975 SH      SHARED      04          8975
D SYNAVANT INC                   COM              87157A105        2      310 SH      SHARED      05           310
D SYNCOR INTL CORP DEL           COM              87157J106     1711    46488 SH      SHARED                 46488
D SYNCOR INTL CORP DEL           COM              87157J106     5452   148122 SH      SHARED      01        148122
D SYNCOR INTL CORP DEL           COM              87157J106       25      700 SH      SHARED      04           700
D SYNQUEST INC                   COM              87160X100       13     1000 SH      SHARED      02          1000
D SYNOPSYS INC                   COM              871607107     4071   107509 SH      SHARED      01        107509
D SYNOPSYS INC                   COM              871607107     3800   100344 SH      SHARED      02         97644              2700
D SYNOPSYS INC                   COM              871607107     4486   118446 SH      SHARED      03        118446
D SYNOPSYS INC                   COM              871607107     1509    39855 SH      SHARED      04         39855
D SYNOVUS FINL CORP              COM              87161C105      338    16000 SH      SHARED                 16000
D SYNOVUS FINL CORP              COM              87161C105    40782  1924892 SH      SHARED      01       1922867              2025
D SYNOVUS FINL CORP              COM              87161C105       23     1100 SH      SHARED      02                            1100
D SYNOVUS FINL CORP              COM              87161C105     2826   133415 SH      SHARED      04        133415
D SYNOVUS FINL CORP              COM              87161C105      125     5900 SH      SHARED      05          5900
D SYNTEL INC                     COM              87162H103       54     6900 SH      SHARED      01          6900
D SYNTROLEUM CORP                COM              871630109     1023    50216 SH      SHARED      01         50216
D SYNTROLEUM CORP                COM              871630109       40     2000 SH      SHARED      02          2000
D SYNTROLEUM CORP                COM              871630109       36     1800 SH      SHARED      04          1800
D SYSCO CORP                     COM              871829107     1084    23414 SH      SHARED                 23414
D SYSCO CORP                     COM              871829107   118760  2564356 SH      SHARED      01       2540156             24200
D SYSCO CORP                     COM              871829107      852    18400 SH      SHR/OTHR    01                   1400    17000
D SYSCO CORP                     COM              871829107     2051    44300 SH      SHARED      02          3900             40400
D SYSCO CORP                     COM              871829107     8681   187457 SH      SHARED      04        187457
D SYSCO CORP                     COM              871829107      518    11200 SH      SHARED      05         11200
D SYSTEMAX INC                   COM              871851101       87    31767 SH      SHARED      01         31767
D SYSTEMS & COMPUTER TECHNOLOGY  COM              871873105     1162    66219 SH      SHARED      01         66219
D SYSTEMS & COMPUTER TECHNOLOGY  COM              871873105       93     5300 SH      SHARED      02                            5300
D SYMPHONIX DEVICES              COM              871951109       64    14798 SH      SHARED      02         14798
D TCF FINL CORP                  COM              872275102      112     3000 SH      SHARED                  3000
D TCF FINL CORP                  COM              872275102     5418   144019 SH      SHARED      01        144019
D TCF FINL CORP                  COM              872275102       35      950 SH      SHR/OTHR    01                             950
D TCF FINL CORP                  COM              872275102     1344    35742 SH      SHARED      04         35742
D TCF FINL CORP                  COM              872275102      402    10700 SH      SHARED      05         10700
D TC PIPELINES LP                UT COM LTD PRT   87233Q108       39     2000 SH      SHARED      01                            2000
D TCSI CORP                      COM              87233R106       29    15500 SH      SHARED      02         15500
D TCW CONV SECS FD INC           COM              872340104       63     5280 SH      SHARED      01                            5280
D TCW CONV SECS FD INC           COM              872340104      168    14000 SH      SHR/OTHR    01                  14000
D TDK CORP                       AMERN DEP SH     872351408       25      200 SH      SHARED                   200
D TD WATERHOUSE GRP INC          COM              872362108       65     3500 SH      SHARED      01          3500
D TD WATERHOUSE GRP INC          COM              872362108      129     6969 SH      SHARED      04          6969
D TD WATERHOUSE GRP INC          COM              872362108      521    28000 SH      SHARED      05         28000
D TECO ENERGY INC                COM              872375100      638    22200 SH      SHARED                 22200
D TECO ENERGY INC                COM              872375100    15116   525789 SH      SHARED      01        525789
D TECO ENERGY INC                COM              872375100      299    10400 SH      SHR/OTHR    01                   2400     8000
D TECO ENERGY INC                COM              872375100       31     1088 SH      SHARED      02                            1088
D TECO ENERGY INC                COM              872375100     1618    56310 SH      SHARED      04         56310
D TECO ENERGY INC                COM              872375100     1006    35000 SH      SHARED      05         35000
D TEPPCO PARTNERS L P            UT LTD PARTNER   872384102       47     1800 SH      SHARED      01          1800
D TEPPCO PARTNERS L P            UT LTD PARTNER   872384102       13      500 SH      SHR/OTHR    01                    500
D TEPPCO PARTNERS L P            UT LTD PARTNER   872384102      221     8325 SH      SHARED      02          4325              4000
D TESSCO TECHNOLOGIES INC        COM              872386107        2      115 SH      SHARED      04           115
D THQ INC                        COM NEW          872443403       27     1200 SH      SHARED                  1200
D THQ INC                        COM NEW          872443403     3556   152965 SH      SHARED      01        152965
D TJX COS INC NEW                COM              872540109      407    18100 SH      SHARED                 18100
D TJX COS INC NEW                COM              872540109    47871  2127612 SH      SHARED      01       2117612             10000
D TJX COS INC NEW                COM              872540109      112     5000 SH      SHARED      02          2000              3000
D TJX COS INC NEW                COM              872540109     3109   138185 SH      SHARED      04        138185
D TJX COS INC NEW                COM              872540109      465    20700 SH      SHARED      05         20700
D T-NETIX INC                    COM              872597109        6     2000 SH      SHARED      02          2000
D T / R SYS INC                  COM              87263U102      205    23140 SH      SHARED      02         23140
D TRW INC                        COM              872649108     2600    64017 SH      SHARED                 64017
D TRW INC                        COM              872649108    37501   923122 SH      SHARED      01        922122              1000
D TRW INC                        COM              872649108      418    10300 SH      SHR/OTHR    01                  10300
D TRW INC                        COM              872649108      228     5616 SH      SHARED      02          1406              4210
D TRW INC                        COM              872649108     2556    62928 SH      SHARED      04         62928
D TSR INC                        COM              872885108       23     4200 SH      SHARED      01          4200
D TMP WORLDWIDE INC              COM              872941109     5329    66200 SH      SHARED      01         66200
D TMP WORLDWIDE INC              COM              872941109      338     4200 SH      SHARED      02          3400               800
D TMP WORLDWIDE INC              COM              872941109      406     5055 SH      SHARED      04          5055
D TMP WORLDWIDE INC              COM              872941109       16      200 SH      SHARED      05           200
D TXU CORP                       COM              873168108     1941    48998 SH      SHARED                 48998
D TXU CORP                       COM              873168108   100168  2527901 SH      SHARED      01       2527901
D TXU CORP                       COM              873168108      597    15074 SH      SHR/OTHR    01                   7400     7674
D TXU CORP                       COM              873168108      281     7100 SH      SHARED      02           300              6800
D TXU CORP                       COM              873168108     4965   125308 SH      SHARED      04        125308
D TXU CORP                       COM              873168108     1886    47600 SH      SHARED      05         47600
D TAIWAN FD INC                  COM              874036106     4331   300000 SH      SHARED      05        300000
D TAIWAN FD INC                  COM              874036106     1495   103588 SH      SHARED                103588
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100     4773   234302 SH      SHARED                234302
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100     1491    73200 SH      SHARED                 73200
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100      312    15337 SH      SHARED      01         15337
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100       49     2450 SH      SHARED      02          2100               350
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100      731    35900 SH      SHARED      05         35900
D TAKE-TWO INTERACTIVE SOFTWARE  COM              874054109      966    76900 SH      SHARED      01         76900
D TAKE-TWO INTERACTIVE SOFTWARE  COM              874054109       37     3000 SH      SHARED      02          3000
D TALARIAN CORP                  COM              874090103       57     3000 SH      SHARED      02          3000
D TALBOTS INC                    COM              874161102     2365    35700 SH      SHARED                 35700
D TALBOTS INC                    COM              874161102      689    10400 SH      SHARED      01         10400
D TALBOTS INC                    COM              874161102       59      893 SH      SHARED      04           893
D TALISMAN ENERGY INC            COM              87425E103      315     9000 SH      SHARED                  9000
D TALISMAN ENERGY INC            COM              87425E103       21      600 SH      SHARED      04           600
D TALK COM INC                   COM              874264104      517   117548 SH      SHARED      01        117548
D TALK COM INC                   COM              874264104        8     2000 SH      SHARED      02          2000
D TANGER FACTORY OUTLET CTRS INC COM              875465106       66     3000 SH      SHARED                  3000
D TANGER FACTORY OUTLET CTRS INC COM              875465106      173     7900 SH      SHARED      01          7900
D TANGER FACTORY OUTLET CTRS INC COM              875465106       78     3550 SH      SHARED      02                            3550
D TANNING TECHNOLOGY CORP        COM              87588P101      228    16600 SH      SHARED      01         16600
D TANNING TECHNOLOGY CORP        COM              87588P101        1      100 SH      SHARED      02           100
D TANOX INC                      COM              87588Q109       13      400 SH      SHARED      01           400
D TANOX INC                      COM              87588Q109       20      595 SH      SHARED      04           595
D TARGET CORP                    COM              87612E106     3593   140230 SH      SHARED                140230
D TARGET CORP                    COM              87612E106   190010  7415032 SH      SHARED      01       7364732             50300
D TARGET CORP                    COM              87612E106     5666   221144 SH      SHR/OTHR    01                 123192    97952
D TARGET CORP                    COM              87612E106      557    21750 SH      SHARED      02          6700             15050
D TARGET CORP                    COM              87612E106    10875   424395 SH      SHARED      04        424395
D TARGET CORP                    COM              87612E106      866    33800 SH      SHARED      05         33800
D TARGET CORP                    COM              87612E106     1016    39660 SH      SHARED      06         39660
D TARGETED GENETICS CORP         COM              87612M108      757    63749 SH      SHARED      01         63749
D TARGETED GENETICS CORP         COM              87612M108       11     1000 SH      SHARED      02          1000
D TARGETED GENETICS CORP         COM              87612M108       23     2000 SH      SHARED      05          2000
D TARAGON RLTY INVS INC          COM              876287103        2      197 SH      SHARED      01           197
D TAUBMAN CTRS INC               COM              876664103      582    50400 SH      SHARED      01         50400
D TAUBMAN CTRS INC               COM              876664103      125    10838 SH      SHARED      02          5138              5700
D TEAM COMMUNICATIONS GROUP      COM              87815F108       45     6400 SH      SHARED      01          6400
D TEAMSTAFF INC                  COM NEW          87815U204       28     8285 SH      SHARED      01          8285
D TECH DATA CORP                 COM              878237106      884    20700 SH      SHARED                 20700
D TECH DATA CORP                 COM              878237106    33017   772330 SH      SHARED      01        772330
D TECH DATA CORP                 COM              878237106       19      450 SH      SHARED      02                             450
D TECH DATA CORP                 COM              878237106      956    22363 SH      SHARED      04         22363
D TECH DATA CORP                 COM              878237106      294     6900 SH      SHARED      05          6900
D TECH OPS SEVCON INC            COM              878293109        2      200 SH      SHARED      01           200
D TECH OPS SEVCON INC            COM              878293109      270    25000 SH      SHARED      02                           25000
D TECH SYM CORP                  COM              878308105        5      200 SH      SHARED      01           200
D TECHNE CORP                    COM              878377100       64      578 SH      SHARED                   578
D TECHNE CORP                    COM              878377100     3380    30186 SH      SHARED      01         29411               775
D TECHNE CORP                    COM              878377100       11      105 SH      SHARED      02           105
D TECHNE CORP                    COM              878377100      211     1886 SH      SHARED      04          1886
D TECHNICLONE CORP               COM NEW          878517309      369   151600 SH      SHARED      01        151600
D TECHNITROL INC                 COM              878555101     1444    14300 SH      SHARED                 14300
D TECHNITROL INC                 COM              878555101     2413    23900 SH      SHARED      01         23900
D TECHNOLOGY SOLUTIONS CO        COM              87872T108      261   104749 SH      SHARED      01        104749
D TECHNOLOGY SOLUTIONS CO        COM              87872T108       50    20000 SH      SHARED      02                           20000
D TECUMSEH PRODS CO              CL B             878895101     1003    25000 SH      SHARED                 25000
D TECUMSEH PRODS CO              CL B             878895101        8      200 SH      SHARED      01           200
D TECUMSEH PRODS CO              CL A             878895200     1921    45875 SH      SHARED      01         45875
D TECUMSEH PRODS CO              CL A             878895200      272     6500 SH      SHARED      04          6500
D TECUMSEH PRODS CO              CL A             878895200      108     2600 SH      SHARED      05          2600
D TEGAL CORP                     COM              879008100       38    11400 SH      SHARED      01         11400
D TEJON RANCH CO DEL             COM              879080109      298    11800 SH      SHARED      01         11800
D TEKINSIGHT COM INC             PFD CV SER A     87910V206        6     2274 SH      SHARED      01          2274
D TEKELEC                        SB DSC CV 144A04 879101AA1     1514   784000 PRN     SHARED                784000
D TEKELEC                        SB DSC CV 144A04 879101AA1      579   300000 PRN     SHARED      04        300000
D TEKELEC                        SUB DSC CV NT 04 879101AC7    12952  6704000 PRN     SHARED      04       6704000
D TEKELEC                        COM              879101103     2030    61750 SH      SHARED      01         61750
D TEKELEC                        COM              879101103     4408   134106 SH      SHARED      02        115400             18706
D TEKELEC                        COM              879101103      118     3617 SH      SHARED      04          3617
D TEKTRONIX INC                  COM              879131100      192     2500 SH      SHARED                  2500
D TEKTRONIX INC                  COM              879131100    25702   334622 SH      SHARED      01        334322               300
D TEKTRONIX INC                  COM              879131100     1702    22170 SH      SHARED      04         22170
D TEKTRONIX INC                  COM              879131100      568     7400 SH      SHARED      05          7400
D TELAXIS COMMUNICATIONS CORP    COM              879202109      120    19820 SH      SHARED      01         19820
D TELCOM SEMICONDUCTOR INC       COM              87921P107     1123    75500 SH      SHARED                 75500
D TELCOM SEMICONDUCTOR INC       COM              87921P107      782    52600 SH      SHARED      01         52600
D TELCOM SEMICONDUCTOR INC       COM              87921P107       49     3300 SH      SHARED      05          3300
D TELE DANMARK A/S               SPON ADR CL B    879242105       42     1500 SH      SHARED                  1500
D TELE DANMARK A/S               SPON ADR CL B    879242105       22      800 SH      SHARED      01                             800
D TELE DANMARK A/S               SPON ADR CL B    879242105      331    11800 SH      SHARED      05         11800
D TELE NORTE LESTE PART S A      SPON ADR PFD     879246106    15283   668117 SH      SHARED      01        668117
D TELE NORTE LESTE PART S A      SPON ADR PFD     879246106        2      117 SH      SHARED      02           117
D TELE NORTE LESTE PART S A      SPON ADR PFD     879246106      155     6800 SH      SHARED      04          6800
D TELE SUDESTE CELULAR PART S A  SPON ADR PFD     879252104       93     4474 SH      SHARED      01          4474
D TELE SUDESTE CELULAR PART S A  SPON ADR PFD     879252104      304    14500 SH      SHARED      04         14500
D TELECOM HLDRS TR               DEPOSITRY RCPT   87927P200       26      400 SH      SHARED      02           400
D TELECOM ITALIA SPA             SPON ADR ORD     87927W106      861     8200 SH      SHARED                  8200
D TELECOM ITALIA SPA             SPON ADR ORD     87927W106       10      100 SH      SHARED      02                             100
D TELECOMM ARGENTINA STET-FRANCE SPON ADR REP B   879273209      151     7000 SH      SHARED      04          7000
D TELECOM CORP NEW ZEALAND LTD   SPONSORED ADR    879278208        0       30 SH      SHARED      02                              30
D TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287308     8600   108700 SH      SHARED                108700
D TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287308    23976   303026 SH      SHARED      01        303026
D TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287308       79     1004 SH      SHARED      02          1000                 4
D TELECOMUNICACOES DE SAO PAULO  SPON ADR PFD     87929A102      349    22370 SH      SHARED      01         22370
D TELECOMUNICACOES DE SAO PAULO  SPON ADR PFD     87929A102      178    11400 SH      SHARED      04         11400
D TELECOMMUNICATION SYS INC      CL A             87929J103       24     1300 SH      SHARED      02          1300
D TELECOMMUNICATION SYS INC      CL A             87929J103        0       36 SH      SHARED      04            36
D TELECORP PCS INC               CL A             879299105       62     3300 SH      SHARED      01          3300
D TELECORP PCS INC               CL A             879299105       20     1100 SH      SHARED      02           700               400
D TELECORP PCS INC               CL A             879299105     1182    62250 SH      SHARED      04         62250
D TELEDYNE TECHNOLOGIES INC      COM              879360105     1716    58952 SH      SHARED      01         58813               139
D TELEFLEX INC                   COM              879369106      326     9500 SH      SHARED                  9500
D TELEFLEX INC                   COM              879369106     2664    77525 SH      SHARED      01         77525
D TELEFLEX INC                   COM              879369106      522    15190 SH      SHARED      02          3000             12190
D TELEFLEX INC                   COM              879369106      446    13000 SH      SHARED      04         13000
D TELEFLEX INC                   COM              879369106      171     5000 SH      SHARED      05          5000
D TELEFONICA S A                 SPONSORED ADR    879382208   113429  1908400 SH      SHARED               1908400
D TELEFONICA S A                 SPONSORED ADR    879382208      820    13798 SH      SHARED      01          8944              4854
D TELEFONICA S A                 SPONSORED ADR    879382208      342     5760 SH      SHARED      02          3759              2001
D TELEFONICA DEL PERU S A        SPON ADR CL B    879384105       76     9900 SH      SHARED      01          9900
D TELEFONICA DEL PERU S A        SPON ADR CL B    879384105        7     1000 SH      SHARED      04          1000
D TELEFONOS DE MEXICO S A        SR DB CV 4.25%04 879403AD5    13680 11015001 PRN     SHARED              11015001
D TELEFONOS DE MEXICO S A        SR DB CV 4.25%04 879403AD5     4968  4000000 PRN     SHARED      01       4000000
D TELEFONOS DE MEXICO S A        SR DB CV 4.25%04 879403AD5    16768 13501000 PRN     SHARED      04      13501000
D TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780      313     5900 SH      SHARED                  5900
D TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780     1796    33768 SH      SHARED      01         33368               400
D TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780       89     1674 SH      SHR/OTHR    01                   1674
D TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780      413     7775 SH      SHARED      02           500              7275
D TELEGLOBE INC                  COM              87941V100       71     3400 SH      SHARED                  3400
D TELENETICS CORP                COM NEW          87943P408       18    10000 SH      SHARED      02         10000
D TELEPHONE & DATA SYS INC       COM              879433100    24589   222128 SH      SHARED                222128
D TELEPHONE & DATA SYS INC       COM              879433100     9452    85389 SH      SHARED      01         84689               700
D TELEPHONE & DATA SYS INC       COM              879433100      945     8542 SH      SHARED      02          3790              4752
D TELEPHONE & DATA SYS INC       COM              879433100     2918    26363 SH      SHARED      04         26363
D TELEMIG CELULAR PART S A       SPON ADR PFD     87944E105      217     4100 SH      SHARED                  4100
D TELESPECTRUM WORLDWIDE INC     COM              87951U109       10    17000 SH      SHARED      01         17000
D TELESCAN INC                   COM              879516102       13     5500 SH      SHARED      01          5500
D TELESP CELULAR PART S A        SPON ADR PFD     87952L108      849    25800 SH      SHARED                 25800
D TELESP CELULAR PART S A        SPON ADR PFD     87952L108       72     2200 SH      SHARED      01          2200
D TELESP CELULAR PART S A        RT REP ADR PFD   87952L116        0     3480 SH      SHARED                  3480
D TELESP CELULAR PART S A        RT REP ADR PFD   87952L116        0      894 SH      SHARED      01           894
D TELESP CELULAR PART S A        RT REP ADR PFD   87952L116        0       40 SH      SHARED      02            40
D TELIGENT INC                   CL A             87959Y103      319    24575 SH      SHARED                 24575
D TELIGENT INC                   CL A             87959Y103      963    74100 SH      SHARED      01         74100
D TELIGENT INC                   CL A             87959Y103       15     1200 SH      SHR/OTHR    01                            1200
D TELIGENT INC                   CL A             87959Y103      118     9100 SH      SHARED      02          4600              4500
D TELLABS INC                    COM              879664100    18690   391415 SH      SHARED                391415
D TELLABS INC                    COM              879664100   158883  3327396 SH      SHARED      01       3304596             22800
D TELLABS INC                    COM              879664100       61     1290 SH      SHR/OTHR    01                    920      370
D TELLABS INC                    COM              879664100     1156    24221 SH      SHARED      02          4900             19321
D TELLABS INC                    COM              879664100    10764   225440 SH      SHARED      04        225440
D TELTRONICS INC                 COM NEW          879698306       35    14500 SH      SHARED      01         14500
D TELULAR CORP                   COM NEW          87970T208      104     8100 SH      SHARED      01          8100
D TELXON CORP                    SUB DB CV 7.5%12 879700AA0        9    10000 PRN     SHR/OTHR    01                  10000
D TELXON CORP                    COM              879700102      108     6193 SH      SHARED                  6193
D TELXON CORP                    COM              879700102      821    46940 SH      SHARED      01         46940
D TELXON CORP                    COM              879700102      402    23000 SH      SHARED      02         23000
D TELOCITY INC                   COM              87971D103        0      100 SH      SHARED      01           100
D TELOCITY INC                   COM              87971D103     2034   620150 SH      SHARED      02        620150
D TEMPLE INLAND INC              COM              879868107      314     8300 SH      SHARED                  8300
D TEMPLE INLAND INC              COM              879868107    15691   414287 SH      SHARED      01        414287
D TEMPLE INLAND INC              COM              879868107      299     7920 SH      SHR/OTHR    01                            7920
D TEMPLE INLAND INC              COM              879868107        3      100 SH      SHARED      02                             100
D TEMPLE INLAND INC              COM              879868107      953    25167 SH      SHARED      04         25167
D TEMPLE INLAND INC              COM              879868107      545    14400 SH      SHARED      05         14400
D TELETECH HOLDINGS INC          COM              879939106      981    39640 SH      SHARED                 39640
D TELETECH HOLDINGS INC          COM              879939106      611    24700 SH      SHARED      01         24700
D TELETECH HOLDINGS INC          COM              879939106       51     2082 SH      SHARED      04          2082
D TELESYSTEM INTL WIRELESS INC   SUB VTG SHS      879946101       54     3900 SH      SHARED                  3900
D TEMPLETON DRAGON FD INC        COM              88018T101     3082   370800 SH      SHARED                370800
D TEMPLETON DRAGON FD INC        COM              88018T101       54     6500 SH      SHARED      02          6000               500
D TEMPLETON CHINA WORLD FD INC   COM              88018X102     2311   300700 SH      SHARED      04        300700
D TEMPLETON EMERG MKT APPRECN FD COM              880190103       95    10400 SH      SHARED      04         10400
D TEMPLETON EMERGING MKTS FD INC COM              880191101        0      100 SH      SHARED      01           100
D TEMPLETON EMERG MKTS INCOME FD COM              880192109     1012   100000 SH      SHR/OTHR    01                 100000
D TEMPLETON EMERG MKTS INCOME FD COM              880192109      106    10525 SH      SHARED      02          7025              3500
D TEMPLETON GLOBAL INCOME FD INC COM              880198106       30     5000 SH      SHR/OTHR    01                   5000
D TEMPLETON RUSSIA FD INC        COM              88022F105       31     2000 SH      SHARED      02          2000
D TEMPLETON VIETNAM S-E ASIA FD  COM              88022J107       31     5200 SH      SHARED      04          5200
D TENFOLD CORP                   COM              88033A103       86    19600 SH      SHARED      01         19600
D TENFOLD CORP                   COM              88033A103        0      200 SH      SHARED      02           200
D TENFOLD CORP                   COM              88033A103        6     1390 SH      SHARED      04          1390
D TENET HEALTHCARE CORP          COM              88033G100     4001   110000 SH      SHARED                110000
D TENET HEALTHCARE CORP          COM              88033G100   100355  2758918 SH      SHARED      01       2727118             31800
D TENET HEALTHCARE CORP          COM              88033G100      127     3500 SH      SHR/OTHR    01                   3500
D TENET HEALTHCARE CORP          COM              88033G100       14      400 SH      SHARED      02           400
D TENET HEALTHCARE CORP          COM              88033G100     5386   148070 SH      SHARED      04        148070
D TENET HEALTHCARE CORP          COM              88033G100      363    10000 SH      SHARED      05         10000
D TENGASCO INC                   COM NEW          88033R205      105    12000 SH      SHARED      02         12000
D TENNANT CO                     COM              880345103        8      200 SH      SHARED                   200
D TENNANT CO                     COM              880345103      774    17500 SH      SHARED      01         17500
D TENNECO AUTOMOTIVE INC         COM              880349105       16     3200 SH      SHARED                  3200
D TENNECO AUTOMOTIVE INC         COM              880349105     4558   878791 SH      SHARED      01        878791
D TENNECO AUTOMOTIVE INC         COM              880349105        0      120 SH      SHARED      02                             120
D TERADYNE INC                   COM              880770102     1815    51873 SH      SHARED                 51873
D TERADYNE INC                   COM              880770102    44416  1269054 SH      SHARED      01       1269054
D TERADYNE INC                   COM              880770102       64     1830 SH      SHARED      02           150              1680
D TERADYNE INC                   COM              880770102     3096    88475 SH      SHARED      04         88475
D TERAYON COMMUNICATION SYS      SB NT CV 144A 07 880775AA9     9099 13725000 PRN     SHARED              13725000
D TERAYON COMMUNICATION SYS      SB NT CV 144A 07 880775AA9     7627 11504000 PRN     SHARED      04      11504000
D TERAYON COMMUNICATION SYS      COM              880775101      940    27703 SH      SHARED                 27703
D TERAYON COMMUNICATION SYS      COM              880775101     2311    68100 SH      SHARED      01         68100
D TERAYON COMMUNICATION SYS      COM              880775101    14630   431093 SH      SHARED      02        388348             42745
D TERAYON COMMUNICATION SYS      COM              880775101      111     3276 SH      SHARED      04          3276
D TEREX CORP NEW                 COM              880779103      598    45800 SH      SHARED                 45800
D TEREX CORP NEW                 COM              880779103     1171    89695 SH      SHARED      01         89695
D TERRA INDS INC                 COM              880915103       42    20000 SH      SHARED      01         10000             10000
D TERRA INDS INC                 COM              880915103       14     6700 SH      SHARED      02          2100              4600
D TERRA NITROGEN CO L P          COM UNIT         881005201        3      500 SH      SHARED      05           500
D TERREMARK WORLDWIDE INC        COM              881448104      462   181312 SH      SHARED      01        171312             10000
D TESCO CORP                     COM              88157K101       21     2100 SH      SHARED      04          2100
D TESORO PETE CORP               COM              881609101        7      800 SH      SHARED                   800
D TESORO PETE CORP               COM              881609101      837    84311 SH      SHARED      01         84311
D TESORO PETE CORP               PIES CV 1/100S   881609408     2585   246208 SH      SHARED                246208
D TESORO PETE CORP               PIES CV 1/100S   881609408      420    40000 SH      SHARED      01         40000
D TETRA TECHNOLOGIES INC DEL     COM              88162F105       75     5000 SH      SHARED                  5000
D TETRA TECHNOLOGIES INC DEL     COM              88162F105        9      600 SH      SHARED      01           600
D TETRA TECH INC NEW             COM              88162G103      102     3600 SH      SHARED                  3600
D TETRA TECH INC NEW             COM              88162G103     2057    72053 SH      SHARED      01         72053
D TEVA PHARMACEUTICAL INDS LTD   ADR              881624209       73     1000 SH      SHARED      01          1000
D TEVA PHARMACEUTICAL INDS LTD   ADR              881624209       73     1000 SH      SHARED      02          1000
D TEVA PHARMACEUTICAL INDS LTD   ADR              881624209      431     5900 SH      SHARED      05          5900
D TEXACO INC                     COM              881694103    58332  1111096 SH      SHARED               1111096
D TEXACO INC                     COM              881694103   219255  4176286 SH      SHARED      01       4128770             47516
D TEXACO INC                     COM              881694103     3449    65710 SH      SHR/OTHR    01                  20984    44726
D TEXACO INC                     COM              881694103     1173    22355 SH      SHARED      02          7819             14536
D TEXACO INC                     COM              881694103    27861   530698 SH      SHARED      04        530698
D TEXACO INC                     COM              881694103     4488    85500 SH      SHARED      05         85500
D TEXACO INC                     COM              881694103      917    17470 SH      SHARED      06         17470
D TEXARKANA FIRST FINL CORP      COM              881801104     1139    50350 SH      SHARED                 50350
D TEXAS BIOTECHNOLOGY CORP       COM              88221T104     1353    84600 SH      SHARED                 84600
D TEXAS BIOTECHNOLOGY CORP       COM              88221T104     1045    65322 SH      SHARED      01         65322
D TEXAS INDS INC                 COM              882491103     1212    38041 SH      SHARED      01         38041
D TEXAS INSTRS INC               COM              882508104       23      500 SH      SHR/OTHR    01                    150      350
D TEXAS INSTRS INC               COM              882508104    98370  2084700 SH      SHARED               2084700
D TEXAS INSTRS INC               COM              882508104   649600 13766521 SH      SHARED      01      13457612            308909
D TEXAS INSTRS INC               COM              882508104     3910    82882 SH      SHR/OTHR    01                  44728    38154
D TEXAS INSTRS INC               COM              882508104     5378   113982 SH      SHARED      02         34135             79847
D TEXAS INSTRS INC               COM              882508104    83952  1779146 SH      SHARED      04       1779146
D TEXAS INSTRS INC               COM              882508104     1632    34600 SH      SHARED      05         34600
D TEXAS INSTRS INC               COM              882508104    38754   821300 SH      SHARED      06        821300
D TEXAS PAC LD TR                SUB CTF PROP I T 882610108     3033    80500 SH      SHARED      02         28900             51600
D TEXAS REGL BANCSHARES INC      CL A VTG         882673106     5353   188660 SH      SHARED                188660
D TEXAS REGL BANCSHARES INC      CL A VTG         882673106      681    24000 SH      SHARED      01         24000
D TEXAS REGL BANCSHARES INC      CL A VTG         882673106       42     1500 SH      SHR/OTHR    01                            1500
D TEXAS REGL BANCSHARES INC      CL A VTG         882673106       56     2000 SH      SHARED      02          2000
D TEXAS REGL BANCSHARES INC      CL A VTG         882673106        1       57 SH      SHARED      04            57
D THAI CAP FD INC                COM              882905102        5     2000 SH      SHARED      04          2000
D TEXTRON INC                    COM              883203101     4880   105800 SH      SHARED                105800
D TEXTRON INC                    COM              883203101    58771  1274182 SH      SHARED      01       1260157             14025
D TEXTRON INC                    COM              883203101      350     7600 SH      SHR/OTHR    01                            7600
D TEXTRON INC                    COM              883203101       58     1272 SH      SHARED      02                            1272
D TEXTRON INC                    COM              883203101     3051    66157 SH      SHARED      04         66157
D TEXTRON INC                    PFD CONV $2.08   883203200      267     1335 SH      SHARED      02           300              1035
D THERAGENICS CORP               COM              883375107      371    57108 SH      SHARED      01         57108
D THERAGENICS CORP               COM              883375107        6     1000 SH      SHR/OTHR    01                   1000
D THERAGENICS CORP               COM              883375107       13     2000 SH      SHARED      02                            2000
D THERMA-WAVE INC                COM              88343A108     1410    49050 SH      SHARED      01         49050
D THERMA-WAVE INC                COM              88343A108      560    19500 SH      SHARED      02         19500
D THERMO CARDIOSYSTEMS INC       COM NONREDEEM    88355K200      289    32800 SH      SHARED      01         32800
D THERMO FIBERTEK INC            COM              88355W105       26     6400 SH      SHARED      01          6400
D THERMO FIBERTEK INC            COM              88355W105        3      900 SH      SHARED      02           225               675
D THERMO ELECTRON CORP           SUBDB CV 144A 03 883556AF9    11551 12250000 PRN     SHARED              12250000
D THERMO ELECTRON CORP           SUBDB CV 144A 03 883556AF9      971  1030000 PRN     SHARED      01       1030000
D THERMO ELECTRON CORP           COM              883556102       75     2900 SH      SHARED                  2900
D THERMO ELECTRON CORP           COM              883556102    32904  1265576 SH      SHARED      01       1263301              2275
D THERMO ELECTRON CORP           COM              883556102      238     9169 SH      SHR/OTHR    01                            9169
D THERMO ELECTRON CORP           COM              883556102      457    17586 SH      SHARED      02          1012             16574
D THERMO ELECTRON CORP           COM              883556102     2393    92072 SH      SHARED      04         92072
D THERMO ELECTRON CORP           COM              883556102       33     1300 SH      SHARED      05          1300
D THESTREET COM                  COM              88368Q103       40     9000 SH      SHARED      01          9000
D THISTLE GROUP HLDGS CO         COM              88431E103     1162   150000 SH      SHARED                150000
D THOMAS & BETTS CORP            COM              884315102      727    41722 SH      SHARED                 41722
D THOMAS & BETTS CORP            COM              884315102    13008   746008 SH      SHARED      01        745908               100
D THOMAS & BETTS CORP            COM              884315102       87     5000 SH      SHR/OTHR    01                   1000     4000
D THOMAS & BETTS CORP            COM              884315102        1      100 SH      SHARED      02                             100
D THOMAS & BETTS CORP            COM              884315102      466    26759 SH      SHARED      04         26759
D THOMAS GROUP INC               COM              884402108        0      100 SH      SHARED      01           100
D THOMAS INDS INC                COM              884425109       22     1100 SH      SHARED                  1100
D THOMAS INDS INC                COM              884425109      488    24110 SH      SHARED      01         24110
D THOMAS INDS INC                COM              884425109       40     2000 SH      SHARED      02          2000
D THOR INDS INC                  COM              885160101       73     3168 SH      SHARED                  3168
D THOR INDS INC                  COM              885160101      414    17938 SH      SHARED      01         16025              1913
D THOR INDS INC                  COM              885160101        2      100 SH      SHARED      05           100
D THORATEC LABS CORP             COM NEW          885175307       83     3800 SH      SHARED                  3800
D THORATEC LABS CORP             COM NEW          885175307      456    20765 SH      SHARED      01         20765
D THORATEC LABS CORP             COM NEW          885175307        1       66 SH      SHARED      02            66
D THORNBURG MTG INC              COM              885218107       63     6768 SH      SHARED      01          6768
D 3DO CO                         COM              88553W105      351    52600 SH      SHARED      01         52600
D 3DO CO                         COM              88553W105       10     1500 SH      SHARED      02          1500
D 3DFX INTERACTIVE INC           COM              88553X103      577   118395 SH      SHARED      01        118395
D 3COM CORP                      COM              885535104      151     7881 SH      SHARED                  7881
D 3COM CORP                      COM              885535104    12190   635337 SH      SHARED      01        634837               500
D 3COM CORP                      COM              885535104        3      200 SH      SHR/OTHR    01                             200
D 3COM CORP                      COM              885535104      134     7032 SH      SHARED      02          2275              4757
D 3COM CORP                      COM              885535104     4596   239546 SH      SHARED      04        239546
D 3COM CORP                      COM              885535104      890    46400 SH      SHARED      05         46400
D THREE FIVE SYS INC             COM              88554L108     1111    38000 SH      SHARED                 38000
D THREE FIVE SYS INC             COM              88554L108     1120    38298 SH      SHARED      01         38298
D THREE RIVS BANCORP INC         COM              88562Q107        2      300 SH      SHARED      01           300
D TIBCO SOFTWARE INC             COM              88632Q103      329     3900 SH      SHARED                  3900
D TIBCO SOFTWARE INC             COM              88632Q103    11998   142100 SH      SHARED      01        142100
D TIBCO SOFTWARE INC             COM              88632Q103    13832   163820 SH      SHARED      02        128125             35695
D TIBCO SOFTWARE INC             COM              88632Q103     4117    48766 SH      SHARED      04         48766
D TICKETS COM INC                COM              88633M101        0      700 SH      SHARED      01           700
D TICKETMASTER ONLINE-CITYSEARCH CL B             88633P203     1069    63158 SH      SHARED                 63158
D TICKETMASTER ONLINE-CITYSEARCH CL B             88633P203      421    24900 SH      SHARED      01         24900
D TICKETMASTER ONLINE-CITYSEARCH CL B             88633P203      169    10000 SH      SHARED      02         10000
D TICKETMASTER ONLINE-CITYSEARCH CL B             88633P203       28     1686 SH      SHARED      04          1686
D TIDEL TECHNOLOGIES INC         COM              886368109        5      800 SH      SHARED      01           800
D TIDEWATER INC                  COM              886423102      919    20200 SH      SHARED                 20200
D TIDEWATER INC                  COM              886423102    28594   628455 SH      SHARED      01        628455
D TIDEWATER INC                  COM              886423102      100     2200 SH      SHR/OTHR    01                            2200
D TIDEWATER INC                  COM              886423102        4      100 SH      SHARED      02                             100
D TIDEWATER INC                  COM              886423102     1317    28960 SH      SHARED      04         28960
D TIDEWATER INC                  COM              886423102      386     8500 SH      SHARED      05          8500
D TIFFANY & CO NEW               COM              886547108     1953    50654 SH      SHARED                 50654
D TIFFANY & CO NEW               COM              886547108    42665  1106402 SH      SHARED      01       1106402
D TIFFANY & CO NEW               COM              886547108      215     5600 SH      SHR/OTHR    01                   5600
D TIFFANY & CO NEW               COM              886547108      155     4020 SH      SHARED      02                            4020
D TIFFANY & CO NEW               COM              886547108     2602    67494 SH      SHARED      04         67494
D TIFFANY & CO NEW               COM              886547108     6254   162200 SH      SHARED      06        162200
D TIMBERLAND CO                  CL A             887100105       64     1568 SH      SHARED                  1568
D TIMBERLAND CO                  CL A             887100105     6752   164700 SH      SHARED      01        164700
D TIMBERLAND CO                  CL A             887100105       28      700 SH      SHARED      05           700
D TIMBERLINE SOFTWARE CORP       COM              887134104       57     9564 SH      SHARED      01          9564
D TIME WARNER INC                COM              887315109       23      300 SH      SHR/OTHR    01                             300
D TIME WARNER INC                COM              887315109    39226   501294 SH      SHARED                501294
D TIME WARNER INC                COM              887315109   880691 11254846 SH      SHARED      01      10913693            341153
D TIME WARNER INC                COM              887315109    25208   322159 SH      SHR/OTHR    01                 133537   188622
D TIME WARNER INC                COM              887315109     5062    64698 SH      SHARED      02         14962             49736
D TIME WARNER INC                COM              887315109    81571  1042452 SH      SHARED      04       1042452
D TIME WARNER INC                COM              887315109     1165    14900 SH      SHARED      05         14900
D TIME WARNER INC                COM              887315109    13498   172500 SH      SHARED      06        172500
D TIME WARNER TELECOM INC        CL A             887319101     2594    53700 SH      SHARED      01         53700
D TIME WARNER TELECOM INC        CL A             887319101       50     1050 SH      SHARED      02           300               750
D TIME WARNER TELECOM INC        CL A             887319101      278     5760 SH      SHARED      04          5760
D TIMKEN CO                      COM              887389104      654    47846 SH      SHARED                 47846
D TIMKEN CO                      COM              887389104     6944   507376 SH      SHARED      01        507376
D TIMKEN CO                      COM              887389104       30     2200 SH      SHARED      02                            2200
D TIMKEN CO                      COM              887389104      361    26439 SH      SHARED      04         26439
D TIMKEN CO                      COM              887389104       49     3600 SH      SHARED      05          3600
D TITAN CORP                     COM              888266103     1689   102400 SH      SHARED                102400
D TITAN CORP                     COM              888266103     1038    62916 SH      SHARED      01         62916
D TITAN CORP                     COM              888266103      375    22762 SH      SHARED      04         22762
D TITAN CORP                     COM              888266103      117     7100 SH      SHARED      05          7100
D TITAN INTL INC ILL             COM              88830M102       17     3100 SH      SHARED      01          3100
D TITAN PHARMACEUTICALS INC DEL  COM              888314101     3134    48225 SH      SHARED      01         48225
D TITAN PHARMACEUTICALS INC DEL  COM              888314101      117     1800 SH      SHARED      02          1300               500
D TITAN PHARMACEUTICALS INC DEL  COM              888314101       32      500 SH      SHARED      04           500
D TITANIUM METALS CORP           COM              888339108       40     4900 SH      SHARED      01          4900
D TIVO INC                       COM              888706108      742    38300 SH      SHARED      01         38300
D TIVO INC                       COM              888706108       25     1300 SH      SHARED      04          1300
D TODHUNTER INTL INC DEL         COM              889050100      140    20000 SH      SHARED      02                           20000
D TOKIO MARINE & FIRE INS LTD    ADR NEW          889090403      220     4400 SH      SHARED      01          4400
D TOKIO MARINE & FIRE INS LTD    ADR NEW          889090403      220     4400 SH      SHR/OTHR    01                   4400
D TOLL BROTHERS INC              COM              889478103     2168    63070 SH      SHARED                 63070
D TOLL BROTHERS INC              COM              889478103     1870    54427 SH      SHARED      01         54427
D TOLL BROTHERS INC              COM              889478103       68     2000 SH      SHARED      04          2000
D TOLL BROTHERS INC              COM              889478103     1670    48600 SH      SHARED      05         48600
D TOLLGRADE COMMUNICATIONS INC   COM              889542106     3900    28100 SH      SHARED      01         28100
D TOLLGRADE COMMUNICATIONS INC   COM              889542106       10       75 SH      SHARED      02            75
D TOMPKINSTRUSTCO INC            COM              890110109        5      181 SH      SHARED      01           181
D TOO INC                        COM              890333107     5015   211166 SH      SHARED      01        210966               200
D TOO INC                        COM              890333107        0       17 SH      SHARED      02            17
D TOOTSIE ROLL INDS INC          COM              890516107      600    15300 SH      SHARED                 15300
D TOOTSIE ROLL INDS INC          COM              890516107     1513    38571 SH      SHARED      01         38571
D TOOTSIE ROLL INDS INC          COM              890516107      274     7004 SH      SHR/OTHR    01                   7004
D TOOTSIE ROLL INDS INC          COM              890516107      223     5706 SH      SHARED      02                            5706
D TOOTSIE ROLL INDS INC          COM              890516107      108     2776 SH      SHARED      04          2776
D TOPPS INC                      COM              890786106       77     8483 SH      SHARED                  8483
D TOPPS INC                      COM              890786106      988   107546 SH      SHARED      01        107546
D TOPPS INC                      COM              890786106      257    28000 SH      SHARED      02         17500             10500
D TORCH ENERGY ROYALTY TRUST     UNIT BEN INT     891013104       76    10000 SH      SHARED      04         10000
D TORCHMARK CORP                 COM              891027104     1499    53922 SH      SHARED                 53922
D TORCHMARK CORP                 COM              891027104    25708   924380 SH      SHARED      01        924380
D TORCHMARK CORP                 COM              891027104     1730    62207 SH      SHARED      04         62207
D TORCHMARK CORP                 COM              891027104      111     4000 SH      SHARED      05          4000
D TORO CO                        COM              891092108      760    24150 SH      SHARED      01         24150
D TORONTO DOMINION BK ONT        COM NEW          891160509       79     2684 SH      SHARED      01          2684
D TOSCO CORP                     COM NEW          891490302      124     4000 SH      SHARED                  4000
D TOSCO CORP                     COM NEW          891490302    32787  1051321 SH      SHARED      01       1051321
D TOSCO CORP                     COM NEW          891490302      161     5163 SH      SHARED      02          5100                63
D TOSCO CORP                     COM NEW          891490302     2204    70695 SH      SHARED      04         70695
D TOTAL RENAL CARE HLDGS INC     COM              89151A107     1369   182581 SH      SHARED      01        182581
D TOTAL FINA ELF S A             SPONSORED ADR    89151E109      580     7899 SH      SHARED                  7899
D TOTAL FINA ELF S A             SPONSORED ADR    89151E109      729     9935 SH      SHARED      01          7985              1950
D TOTAL FINA ELF S A             SPONSORED ADR    89151E109       51      700 SH      SHR/OTHR    01                    300      400
D TOTAL FINA ELF S A             SPONSORED ADR    89151E109       18      247 SH      SHARED      02                             247
D TOTAL FINA ELF S A             SPONSORED ADR    89151E109     1204    16400 SH      SHARED      04         16400
D TOTAL-TEL USA COMMUNICATIONS   COM              89151T106        4      880 SH      SHARED      01           880
D TOWER AUTOMOTIVE INC           SB NT CV    5%04 891707AE1     3657  4600000 PRN     SHARED               4600000
D TOWER AUTOMOTIVE INC           COM              891707101      630    67290 SH      SHARED      01         67290
D TOWER AUTOMOTIVE INC           COM              891707101     1181   126000 SH      SHARED      02        126000
D TOTAL SYS SVCS INC             COM              891906109       77     4600 SH      SHARED                  4600
D TOTAL SYS SVCS INC             COM              891906109      637    37934 SH      SHARED      01         37934
D TOTAL SYS SVCS INC             COM              891906109       53     3173 SH      SHARED      04          3173
D TRACK DATA CORP                COM              891918104       39    30000 SH      SHARED      02         30000
D TOWN & CTRY TR                 SH BEN INT       892081100      790    43900 SH      SHARED      01         43900
D TOWN & CTRY TR                 SH BEN INT       892081100      252    14000 SH      SHR/OTHR    01                           14000
D TOWN & CTRY TR                 SH BEN INT       892081100      143     7950 SH      SHARED      02                            7950
D TOWNE SERVICES INC             COM              892148107       23    24646 SH      SHARED      01         24646
D TOYOTA MOTOR CORP              SP ADR REP2COM   892331307     2095    26700 SH      SHARED                 26700
D TOYS R US INC                  COM              892335100     3642   224169 SH      SHARED                224169
D TOYS R US INC                  COM              892335100    33819  2081224 SH      SHARED      01       2047624             33600
D TOYS R US INC                  COM              892335100       41     2531 SH      SHR/OTHR    01                            2531
D TOYS R US INC                  COM              892335100       22     1400 SH      SHARED      02           300              1100
D TOYS R US INC                  COM              892335100     1820   112043 SH      SHARED      04        112043
D TOYS R US INC                  COM              892335100       73     4500 SH      SHARED      05          4500
D TRADER COM NV                  NY REGSTR CL A   89254T102        3      300 SH      SHARED      02           300
D TRADER COM NV                  NY REGSTR CL A   89254T102       13     1300 SH      SHARED      04          1300
D TRAMMELL CROW CO               COM              89288R106      507    33800 SH      SHARED      01         33800
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      150 SH      SHARED      01                             150
D TRANS WORLD AIRLS INC          WT EXP  082302   893349134        0       21 SH      SHARED      02            21
D TRANS WORLD AIRLS INC          COM PAR$.01NEW   893349837      436   229947 SH      SHARED                229947
D TRANS WORLD AIRLS INC          COM PAR$.01NEW   893349837       17     9231 SH      SHARED      01          8000              1231
D TRANS WORLD AIRLS INC          COM PAR$.01NEW   893349837        3     1607 SH      SHARED      02          1607
D TRANS WORLD ENTMT CORP         COM              89336Q100       40     4047 SH      SHARED                  4047
D TRANS WORLD ENTMT CORP         COM              89336Q100      593    59319 SH      SHARED      01         59319
D TRANSACTION SYS ARCHITECTS     CL A             893416107     1243    76501 SH      SHARED                 76501
D TRANSACTION SYS ARCHITECTS     CL A             893416107     1485    91414 SH      SHARED      01         91414
D TRANSACTION SYS ARCHITECTS     CL A             893416107      217    13369 SH      SHARED      02          9490              3879
D TRANSACTION SYS ARCHITECTS     CL A             893416107      183    11300 SH      SHARED      04         11300
D TRANSACTION SYS ARCHITECTS     CL A             893416107       71     4400 SH      SHARED      05          4400
D TRANSATLANTIC HLDGS INC        COM              893521104      314     3400 SH      SHARED                  3400
D TRANSATLANTIC HLDGS INC        COM              893521104     1267    13700 SH      SHARED      01         13700
D TRANSATLANTIC HLDGS INC        COM              893521104        7       82 SH      SHARED      02                              82
D TRANSATLANTIC HLDGS INC        COM              893521104      128     1388 SH      SHARED      04          1388
D TRANSCANADA PIPELINES LTD      COM              893526103      117    12600 SH      SHARED                 12600
D TRANSCANADA PIPELINES LTD      COM              893526103        3      333 SH      SHARED      01           333
D TRANSCANADA PIPELINES LTD      COM              893526103      481    51700 SH      SHARED      04         51700
D TRANSCONTINENTAL RLTY INVS     COM NEW          893617209       27     1727 SH      SHARED      01          1727
D TRANSCONTINENTAL RLTY INVS     COM NEW          893617209       80     5000 SH      SHARED      04          5000
D TRANSKARYOTIC THERAPIES INC    COM              893735100     2056    47745 SH      SHARED      01         47745
D TRANSKARYOTIC THERAPIES INC    COM              893735100       25      600 SH      SHARED      04           600
D TRANSPRO INC                   COM              893885103        0      175 SH      SHARED      01           175
D TRANSTECHNOLOGY CORP DEL       COM              893889105        1      300 SH      SHARED      01           300
D TRANSMONTAIGNE INC             COM              893934109      145    29500 SH      SHARED      01         29500
D TRAVELOCITY COM INC            COM              893953109      538    37950 SH      SHARED      01         37950
D TRANSWITCH CORP                NT CV 144A4.5%05 894065AA9    10184  8300000 PRN     SHARED               8300000
D TRANSWITCH CORP                NT CV 144A4.5%05 894065AA9     1840  1500000 PRN     SHARED      01       1500000
D TRANSWITCH CORP                COM              894065101     7767   121850 SH      SHARED      01        121850
D TRANSWITCH CORP                COM              894065101        2       40 SH      SHARED      02                              40
D TRANSWITCH CORP                COM              894065101     3451    54141 SH      SHARED      04         54141
D TRANSWITCH CORP                COM              894065101      745    11700 SH      SHARED      05         11700
D TRANSWORLD HEALTHCARE INC      COM              894081108        0        1 SH      SHARED      02             1
D TREDEGAR CORP                  COM              894650100      820    47400 SH      SHARED                 47400
D TREDEGAR CORP                  COM              894650100      682    39398 SH      SHARED      01         39398
D TREEV INC                      COM NEW          894692300      203    31168 SH      SHARED      02         31168
D TREMONT CORP                   COM PAR $1.00    894745207       22      794 SH      SHARED      01           794
D TRENDWEST RESORTS INC          COM              894917103      109     6600 SH      SHARED      01          6600
D TRENWICK GROUP INC             COM              895290104      659    34694 SH      SHARED      01         34694
D TREX INC                       COM              89531P105     7447   245700 SH      SHARED      01        245700
D TREX INC                       COM              89531P105       18      600 SH      SHARED      02                             600
D TREX INC                       COM              89531P105     1141    37650 SH      SHARED      03         37650
D TREX MED CORP                  COM              89531R101        0      200 SH      SHARED      01           100               100
D TRI CONTL CORP                 COM              895436103       73     2800 SH      SHARED                  2800
D TRI CONTL CORP                 COM              895436103     1655    63386 SH      SHARED      01         62604               782
D TRI CONTL CORP                 COM              895436103      642    24596 SH      SHR/OTHR    01                           24596
D TRI CONTL CORP                 COM              895436103      193     7421 SH      SHARED      02          1330              6091
D TRI CONTL CORP                 COM              895436103      457    17500 SH      SHARED      04         17500
D TRIAD HOSPITALS INC            COM              89579K109     2638    89836 SH      SHARED      01         89835                 1
D TRIAD HOSPITALS INC            COM              89579K109        1       51 SH      SHARED      02            15                36
D TRIAD HOSPITALS INC            COM              89579K109       29     1000 SH      SHARED      04          1000
D TRIANGLE PHARMACEUTICALS INC   COM              89589H104      403    47800 SH      SHARED      01         47800
D TRIDENT MICROSYSTEMS INC       COM              895919108       92    10000 SH      SHARED      02         10000
D TRIDENT MICROSYSTEMS INC       COM              895919108        0       45 SH      SHARED      04            45
D TRIAD GTY INC                  COM              895925105      511    17200 SH      SHARED      01         17200
D TRIAD GTY INC                  COM              895925105      236     7950 SH      SHARED      02          4000              3950
D TRIARC COS INC                 SB DB CV ZRO  18 895927AB7     9363 30500000 PRN     SHARED              30500000
D TRIARC COS INC                 CL A             895927101      162     6600 SH      SHARED                  6600
D TRIARC COS INC                 CL A             895927101      859    34915 SH      SHARED      01         34915
D TRICON GLOBAL RESTAURANTS      COM              895953107       24      800 SH      SHARED                   800
D TRICON GLOBAL RESTAURANTS      COM              895953107    32766  1069914 SH      SHARED      01       1069469               445
D TRICON GLOBAL RESTAURANTS      COM              895953107      430    14063 SH      SHR/OTHR    01                   5607     8456
D TRICON GLOBAL RESTAURANTS      COM              895953107      151     4954 SH      SHARED      02          3005              1949
D TRICON GLOBAL RESTAURANTS      COM              895953107     2786    90994 SH      SHARED      04         90994
D TRICON GLOBAL RESTAURANTS      COM              895953107     6198   202400 SH      SHARED      06        202400
D TRIBUNE CO NEW                 COM              896047107      684    15700 SH      SHARED                 15700
D TRIBUNE CO NEW                 COM              896047107   210296  4820539 SH      SHARED      01       3526499           1294040
D TRIBUNE CO NEW                 COM              896047107      218     5000 SH      SHR/OTHR    01                   5000
D TRIBUNE CO NEW                 COM              896047107      288     6608 SH      SHARED      02           869              5739
D TRIBUNE CO NEW                 COM              896047107     5944   136257 SH      SHARED      04        136257
D TRICO MARINE SERVICES INC      COM              896106101      843    53116 SH      SHARED      01         53116
D TRICORD SYSTEMS INC            COM              896121100      113     7600 SH      SHARED                  7600
D TRICORD SYSTEMS INC            COM              896121100      573    38399 SH      SHARED      01         38399
D TRIGON HEALTHCARE INC          COM              89618L100       59     1134 SH      SHARED                  1134
D TRIGON HEALTHCARE INC          COM              89618L100    39799   757200 SH      SHARED      01        757200
D TRIGON HEALTHCARE INC          COM              89618L100       55     1050 SH      SHARED      02           200               850
D TRIGON HEALTHCARE INC          COM              89618L100      876    16673 SH      SHARED      04         16673
D TRIGON HEALTHCARE INC          COM              89618L100      262     5000 SH      SHARED      05          5000
D TRIKON TECHNOLOGIES INC        COM NEW          896187408       98     7000 SH      SHARED      01          7000
D TRIMBLE NAVIGATION LTD         COM              896239100     1379    61660 SH      SHARED                 61660
D TRIMBLE NAVIGATION LTD         COM              896239100     1315    58806 SH      SHARED      01         58806
D TRIMERIS INC                   COM              896263100     2700    38620 SH      SHARED      01         38620
D TRIMERIS INC                   COM              896263100     1325    18950 SH      SHARED      02         18300               650
D TRINITY INDS INC               COM              896522109       88     3800 SH      SHARED                  3800
D TRINITY INDS INC               COM              896522109     2091    89487 SH      SHARED      01         89487
D TRINITY INDS INC               COM              896522109      301    12900 SH      SHARED      04         12900
D TRINITY INDS INC               COM              896522109      144     6200 SH      SHARED      05          6200
D TRINTECH GROUP PLC             SPONSORED ADR    896682101     6860   340918 SH      SHARED      02        340918
D TRIPATH TECHNOLOGY INC         COM              89672P104       86     3400 SH      SHARED      02          3400
D TRIQUINT SEMICONDUCTOR INC     SB NT CV 144A 07 89674KAA1      247   315000 PRN     SHARED                315000
D TRIQUINT SEMICONDUCTOR INC     SUB NT CV   4%07 89674KAB9     3144  4000000 PRN     SHARED               4000000
D TRIQUINT SEMICONDUCTOR INC     SUB NT CV   4%07 89674KAB9     5226  6650000 PRN     SHARED      01       6650000
D TRIQUINT SEMICONDUCTOR INC     COM              89674K103     2390    65600 SH      SHARED                 65600
D TRIQUINT SEMICONDUCTOR INC     COM              89674K103     6088   167100 SH      SHARED      01        167100
D TRIQUINT SEMICONDUCTOR INC     COM              89674K103      728    20000 SH      SHR/OTHR    01                           20000
D TRIQUINT SEMICONDUCTOR INC     COM              89674K103      178     4910 SH      SHARED      02           780              4130
D TRIQUINT SEMICONDUCTOR INC     COM              89674K103     1160    31854 SH      SHARED      04         31854
D TRIQUINT SEMICONDUCTOR INC     COM              89674K103      298     8200 SH      SHARED      05          8200
D TRISTAR CORP                   COM              89674U101        2      500 SH      SHARED      01           500
D TRITEL INC                     CL A             89675X104      130     9100 SH      SHARED      01          9100
D TRITEL INC                     CL A             89675X104        4      300 SH      SHARED      02           300
D TRITEL INC                     CL A             89675X104       12      893 SH      SHARED      04           893
D TRITON PCS HLDGS INC           CL A             89677M106      629    22900 SH      SHARED      01         22900
D TRITON PCS HLDGS INC           CL A             89677M106       81     2976 SH      SHARED      04          2976
D TRITON NETWORK SYS INC         COM              896775103       48     3700 SH      SHARED      01          3700
D TRITON NETWORK SYS INC         COM              896775103      103     7850 SH      SHARED      02          3550              4300
D TRITON NETWORK SYS INC         COM              896775103        0       13 SH      SHARED      04            13
D TRIUMPH GROUP INC NEW          COM              896818101       28      800 SH      SHARED                   800
D TRIUMPH GROUP INC NEW          COM              896818101      473    13200 SH      SHARED      01         13200
D TRIUMPH GROUP INC NEW          COM              896818101      107     3000 SH      SHARED      02          3000
D TRIZETTO GROUP INC             COM              896882107      299    19300 SH      SHARED      01         19300
D TRIZETTO GROUP INC             COM              896882107        2      150 SH      SHARED      02                             150
D TRIPOS INC                     COM              896928108        2      100 SH      SHARED      01           100
D TRIZEC HAHN CORP               SUB VTG          896938107       77     4600 SH      SHARED      04          4600
D TRIPATH IMAGING INC            COM              896942109       11     1580 SH      SHARED      01          1580
D TROY FINL CORP                 COM              897329108      622    53000 SH      SHARED                 53000
D TRUE NORTH COMMUNICATIONS INC  COM              897844106     2849    79700 SH      SHARED                 79700
D TRUE NORTH COMMUNICATIONS INC  COM              897844106     2189    61250 SH      SHARED      01         61250
D TRUE NORTH COMMUNICATIONS INC  COM              897844106      141     3964 SH      SHARED      04          3964
D TRUE NORTH COMMUNICATIONS INC  COM              897844106      389    10900 SH      SHARED      05         10900
D TRUST CO NJ JERSEY CITY NEW    COM              898304100       13      800 SH      SHARED                   800
D TRUST CO NJ JERSEY CITY NEW    COM              898304100      293    17500 SH      SHARED      01         17500
D TRUSTCO BK CORP N Y            COM              898349105     1174    95427 SH      SHARED      01         95427
D TRUSTMARK CORP                 COM              898402102     2023   103763 SH      SHARED      01        103763
D TUBOS DE ACERO DE MEXICO S A   ADR NEW          898592506      393    23500 SH      SHARED                 23500
D TUBOS DE ACERO DE MEXICO S A   ADR NEW          898592506      125     7500 SH      SHARED      04          7500
D TUCKER ANTHONY SUTRO           COM              898647102      185     7300 SH      SHARED                  7300
D TUCKER ANTHONY SUTRO           COM              898647102      568    22400 SH      SHARED      01         22400
D TUESDAY MORNING CORP           COM NEW          899035505     1301   166600 SH      SHARED      01        166600
D TULARIK INC                    COM              899165104      782    23700 SH      SHARED      01         23700
D TULARIK INC                    COM              899165104       33     1000 SH      SHARED      04          1000
D TUMBLEWEED COMMUNICATIONS CORP COM              899690101     1040    20400 SH      SHARED      01         20400
D TUMBLEWEED COMMUNICATIONS CORP COM              899690101      377     7400 SH      SHARED      02                            7400
D TUPPERWARE CORP                COM              899896104       52     2900 SH      SHARED                  2900
D TUPPERWARE CORP                COM              899896104     9320   517809 SH      SHARED      01        517809
D TUPPERWARE CORP                COM              899896104      297    16500 SH      SHARED      02                           16500
D TUPPERWARE CORP                COM              899896104      432    24000 SH      SHARED      04         24000
D TUPPERWARE CORP                COM              899896104       25     1400 SH      SHARED      05          1400
D TURBOCHEF TECHNOLOGIES INC     COM              900006107       18     6300 SH      SHARED      01          6300
D TURKCELL ILETISIM HIZMETLERI   SPONSORED ADR    900111105      158    14368 SH      SHARED      01         14368
D TURKCELL ILETISIM HIZMETLERI   SPONSORED ADR    900111105        4      400 SH      SHARED      02           400
D TURKCELL ILETISIM HIZMETLERI   SPONSORED ADR    900111105       42     3900 SH      SHARED      04          3900
D TURNSTONE SYSTEMS INC          COM              900423104      769    16600 SH      SHARED      01         16600
D TURNSTONE SYSTEMS INC          COM              900423104      570    12300 SH      SHARED      02         12300
D TURNSTONE SYSTEMS INC          COM              900423104       78     1696 SH      SHARED      04          1696
D TUSCARORA INC                  COM              900902107        4      300 SH      SHARED      01           300
D TUT SYSTEMS                    COM              901103101     3267    37854 SH      SHARED      01         37854
D TV AZTECA S A DE C V           SPONSORED ADR    901145102        6      500 SH      SHARED                   500
D TV AZTECA S A DE C V           SPONSORED ADR    901145102       29     2300 SH      SHARED      01          2300
D TWEETER HOME ENTMT GROUP INC   COM              901167106      998    27500 SH      SHARED                 27500
D TWEETER HOME ENTMT GROUP INC   COM              901167106     1026    28266 SH      SHARED      01         28266
D TWEETER HOME ENTMT GROUP INC   COM              901167106      278     7668 SH      SHARED      02           768              6900
D TWEETER HOME ENTMT GROUP INC   COM              901167106     1136    31291 SH      SHARED      04         31291
D 21ST CENTY INS GROUP           COM              90130N103       20     1200 SH      SHARED                  1200
D 21ST CENTY INS GROUP           COM              90130N103      966    57050 SH      SHARED      01         57050
D 21ST CENTY INS GROUP           COM              90130N103       43     2577 SH      SHARED      04          2577
D 24 / 7 MEDIA INC               COM              901314104      252    25036 SH      SHARED                 25036
D 24 / 7 MEDIA INC               COM              901314104      801    79400 SH      SHARED      01         78557               843
D 24 / 7 MEDIA INC               COM              901314104       19     1900 SH      SHARED      05          1900
D TWINLAB CORP                   COM              901774109      140    32000 SH      SHARED      01         32000
D II VI INC                      COM              902104108      100     5400 SH      SHARED                  5400
D II VI INC                      COM              902104108      609    32648 SH      SHARED      01         32648
D TYCO INTL LTD NEW              COM              902124106  1039517 20038900 SH      SHARED              20038900
D TYCO INTL LTD NEW              COM              902124106   670517 12925643 SH      SHARED      01      12396913            528730
D TYCO INTL LTD NEW              COM              902124106    13104   252619 SH      SHR/OTHR    01                 163198    89421
D TYCO INTL LTD NEW              COM              902124106     7416   142977 SH      SHARED      02         26307            116670
D TYCO INTL LTD NEW              COM              902124106    38185   736100 SH      SHARED      04        736100
D TYCO INTL LTD NEW              COM              902124106      959    18500 SH      SHARED      05         18500
D TYSON FOODS INC                CL A             902494103     2025   202577 SH      SHARED      01        202577
D TYSON FOODS INC                CL A             902494103        4      400 SH      SHARED      02                             400
D TYSON FOODS INC                CL A             902494103      870    87011 SH      SHARED      04         87011
D TYSON FOODS INC                CL A             902494103      298    29800 SH      SHARED      05         29800
D UAL CORP                       COM PAR $0.01    902549500     1423    33900 SH      SHARED                 33900
D UAL CORP                       COM PAR $0.01    902549500     2720    64764 SH      SHARED      01         64764
D UAL CORP                       COM PAR $0.01    902549500      477    11365 SH      SHARED      02         11365
D UAL CORP                       COM PAR $0.01    902549500      179     4264 SH      SHARED      04          4264
D UCAR INTL INC                  COM              90262K109      104     8200 SH      SHARED                  8200
D UCAR INTL INC                  COM              90262K109     1310   103300 SH      SHARED      01        103300
D UCAR INTL INC                  COM              90262K109       57     4500 SH      SHARED      02          4500
D UCAR INTL INC                  COM              90262K109      195    15400 SH      SHARED      04         15400
D UCAR INTL INC                  COM              90262K109       76     6000 SH      SHARED      05          6000
D UCBH HOLDINGS INC              COM              90262T308      419    11720 SH      SHARED      01         11720
D UGI CORP NEW                   COM              902681105      174     7200 SH      SHARED                  7200
D UGI CORP NEW                   COM              902681105     1269    52353 SH      SHARED      01         52353
D UICI                           COM              902737105      617    88250 SH      SHARED      01         77400             10850
D UIL HLDG CORP                  COM              902748102     3739    72700 SH      SHARED                 72700
D UIL HLDG CORP                  COM              902748102     1334    25950 SH      SHARED      01         25950
D UMB FINL CORP                  COM              902788108      974    26155 SH      SHARED      01         26155
D USX MARATHON GROUP             PFD CONV 6.50%   902905819       10      300 SH      SHR/OTHR    01                             300
D USX MARATHON GROUP             COM NEW          902905827    38914  1371432 SH      SHARED               1371432
D USX MARATHON GROUP             COM NEW          902905827    66196  2332917 SH      SHARED      01       2332317               600
D USX MARATHON GROUP             COM NEW          902905827      283    10001 SH      SHR/OTHR    01                   6506     3495
D USX MARATHON GROUP             COM NEW          902905827      867    30586 SH      SHARED      02         16200             14386
D USX MARATHON GROUP             COM NEW          902905827     9130   321773 SH      SHARED      04        321773
D USX MARATHON GROUP             COM NEW          902905827     1688    59500 SH      SHARED      05         59500
D U S B HLDG INC                 COM              902910108      234    17641 SH      SHARED      01         17641
D UST INC                        COM              902911106      189     8300 SH      SHARED                  8300
D UST INC                        COM              902911106    27700  1210944 SH      SHARED      01       1210944
D UST INC                        COM              902911106      123     5400 SH      SHR/OTHR    01                            5400
D UST INC                        COM              902911106       21      950 SH      SHARED      02           950
D UST INC                        COM              902911106     1726    75483 SH      SHARED      04         75483
D UST INC                        COM              902911106      251    11000 SH      SHARED      05         11000
D U S HOME & GARDEN INC          COM              902939107       28    15400 SH      SHARED      01         15400
D U S HOME & GARDEN INC          COM              902939107       35    19000 SH      SHARED      02         19000
D U S FRANCHISE SYS INC          CL A NEW         902956309        8     1800 SH      SHARED      01          1800
D U S RESTAURANT PPTYS INC       COM              902971100       29     3100 SH      SHARED                  3100
D U S RESTAURANT PPTYS INC       COM              902971100       31     3300 SH      SHARED      01          3300
D U S RESTAURANT PPTYS INC       COM              902971100       28     3000 SH      SHR/OTHR    01                   3000
D US BANCORP DEL                 COM              902973106     2168    95300 SH      SHARED                 95300
D US BANCORP DEL                 COM              902973106   127694  5612958 SH      SHARED      01       5611458              1500
D US BANCORP DEL                 COM              902973106       56     2493 SH      SHR/OTHR    01                            2493
D US BANCORP DEL                 COM              902973106      931    40957 SH      SHARED      02         40000               957
D US BANCORP DEL                 COM              902973106     7954   349656 SH      SHARED      04        349656
D US BANCORP DEL                 COM              902973106       54     2400 SH      SHARED      05          2400
D U S TIMBERLANDS CO L P         COM UNITS        902977107      748    72100 SH      SHARED      04         72100
D USA NETWORKS INC               COM              902984103      108     4941 SH      SHARED                  4941
D USA NETWORKS INC               COM              902984103     3439   156806 SH      SHARED      01        156806
D USA NETWORKS INC               COM              902984103       21     1000 SH      SHR/OTHR    01                   1000
D USA NETWORKS INC               COM              902984103       22     1040 SH      SHARED      02          1040
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D U S G CORP                     COM NEW          903293405     1874    74778 SH      SHARED      01         74778
D U S G CORP                     COM NEW          903293405       54     2164 SH      SHARED      02          1438               726
D U S G CORP                     COM NEW          903293405      944    37668 SH      SHARED      04         37668
D U S G CORP                     COM NEW          903293405     4160   166000 SH      SHARED      06        166000
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D U S AUTOMOTIVE MFG INC         COM NEW          90332B204        0     1853 SH      SHARED      01          1853
D USEC INC                       COM              90333E108     4548  1070273 SH      SHARED      01       1070273
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D U S INTERACTIVE INC            COM              90334M109       70    27725 SH      SHARED      01         27725
D U S INTERACTIVE INC            COM              90334M109        0       25 SH      SHR/OTHR    01                     25
D U S INTERACTIVE INC            COM              90334M109        2     1007 SH      SHARED      02          1000                 7
D U S INTERACTIVE INC            COM              90334M109        0       78 SH      SHARED      04            78
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D US ONCOLOGY INC                COM              90338W103       45    10000 SH      SHARED      02                           10000
D US ONCOLOGY INC                COM              90338W103     2144   473300 SH      SHARED      03        473300
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D U S WIRELESS CORP              COM              90339C106      387    24400 SH      SHARED      01         24400
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D USA ED INC                     COM              90390U102    29292   607900 SH      SHARED                607900
D USA ED INC                     COM              90390U102    58001  1203672 SH      SHARED      01       1202937               735
D USA ED INC                     COM              90390U102     1439    29879 SH      SHR/OTHR    01                  28087     1792
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D ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106     1287    50758 SH      SHARED                 50758
D ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106     2932   115551 SH      SHARED      01        115551
D ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106       88     3501 SH      SHARED      02           510              2991
D ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106     1289    50837 SH      SHARED      04         50837
D ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106      740    29200 SH      SHARED      05         29200
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D UNIFAB INTERNATIONAL INC       COM              90467L100       25     2000 SH      SHARED      02          2000
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D UNILEVER PLC                   SPON ADR NEW     904767704      173     6600 SH      SHARED      05          6600
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D UNICOM CORP                    COM              904911104      434     7730 SH      SHARED                  7730
D UNICOM CORP                    COM              904911104    76372  1359248 SH      SHARED      01       1359248
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D UNICOM CORP                    COM              904911104      786    14000 SH      SHARED      05         14000
D UNIGRAPHICS SOLUTIONS INC      CL A             904928108      188     9600 SH      SHARED                  9600
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D UNION CARBIDE CORP             COM              905581104    38057  1008155 SH      SHARED               1008155
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D UNION CARBIDE CORP             COM              905581104      186     4950 SH      SHR/OTHR    01                    550     4400
D UNION CARBIDE CORP             COM              905581104       35      950 SH      SHARED      02                             950
D UNION CARBIDE CORP             COM              905581104     5825   154314 SH      SHARED      04        154314
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D UNION PAC CORP                 COM              907818108    75094  1931685 SH      SHARED      01       1925085              6600
D UNION PAC CORP                 COM              907818108     2155    55456 SH      SHR/OTHR    01                  27756    27700
D UNION PAC CORP                 COM              907818108     1084    27905 SH      SHARED      02          6550             21355
D UNION PAC CORP                 COM              907818108     4529   116520 SH      SHARED      04        116520
D UNION PAC CORP                 COM              907818108       81     2100 SH      SHARED      05          2100
D UNION PAC CORP                 COM              907818108      894    23000 SH      SHARED      06         23000
D UNION PLANTERS CORP            COM              908068109      330    10000 SH      SHARED                 10000
D UNION PLANTERS CORP            COM              908068109    33371  1009369 SH      SHARED      01       1009369
D UNION PLANTERS CORP            COM              908068109     2152    65102 SH      SHARED      04         65102
D UNION PLANTERS CORP            PFD CONV CL E    908068307       16      400 SH      SHARED      02                             400
D UNIONBANCAL CORP               COM              908906100      755    32400 SH      SHARED                 32400
D UNIONBANCAL CORP               COM              908906100     1321    56700 SH      SHARED      01         56700
D UNIONBANCAL CORP               COM              908906100      157     6759 SH      SHARED      04          6759
D UNIONBANCAL CORP               COM              908906100       30     1300 SH      SHARED      05          1300
D UNIROYAL TECHNOLOGY CORP       COM              909163107      694    46300 SH      SHARED      01         46300
D UNISOURCE ENERGY CORP          COM              909205106    23303  1423100 SH      SHARED               1423100
D UNISOURCE ENERGY CORP          COM              909205106     1210    73910 SH      SHARED      01         73910
D UNISYS CORP                    COM              909214108     5950   528900 SH      SHARED                528900
D UNISYS CORP                    COM              909214108    25466  2263728 SH      SHARED      01       2261728              2000
D UNISYS CORP                    COM              909214108       26     2325 SH      SHARED      02           831              1494
D UNISYS CORP                    COM              909214108    12535  1114222 SH      SHARED      04       1114222
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D UNIT CORP                      COM              909218109       14     1000 SH      SHARED      02          1000
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D UNITED ASSET MGMT CORP         COM              909420101       25     1000 SH      SHARED      01          1000
D UNITED ASSET MGMT CORP         COM              909420101       90     3600 SH      SHARED      04          3600
D UNITED AUTO GROUP INC          COM              909440109      109    13300 SH      SHARED      01         13300
D UNITED CMNTY FINL CORP OHIO    COM              909839102      264    40242 SH      SHARED      01         40242
D UNITED BANKSHARES INC WEST VA  COM              909907107       72     3707 SH      SHARED                  3707
D UNITED BANKSHARES INC WEST VA  COM              909907107     1965   100137 SH      SHARED      01         99279               858
D UNITED CAPITAL CORP            COM              909912107        7      500 SH      SHARED      01           500
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D UNITED DOMINION REALTY TR INC  COM              910197102     2217   203864 SH      SHARED      01        203864
D UNITED DOMINION REALTY TR INC  COM              910197102     1293   118977 SH      SHARED      02         36027             82950
D UNITED DOMINION REALTY TR INC  COM              910197102       43     4000 SH      SHARED      05          4000
D UNITED FIRE & CAS CO           COM              910331107        3      225 SH      SHARED      01           225
D UNITED HERITAGE CORP           COM NEW          91058F304        0      200 SH      SHARED      02           200
D UNITED INDL CORP               COM              910671106      134    12350 SH      SHARED      02           400             11950
D UNITED NATL BANCORP N J        COM              910909100      346    19529 SH      SHARED      01         19529
D UNITED MOBILE HOMES INC        COM              911024107        2      300 SH      SHARED      01           300
D UNITED NAT FOODS INC           COM              911163103      211    17100 SH      SHARED      01         17100
D UNITED PAN-EUROPE COMMUNCTN NV SPON ADR A SHS   911300200       89     4600 SH      SHARED                  4600
D UNITED PAN-EUROPE COMMUNCTN NV SPON ADR A SHS   911300200       38     2000 SH      SHARED      05          2000
D UNITED PARCEL SERVICE INC      CL B             911312106     7232   128300 SH      SHARED      01        116100             12200
D UNITED PARCEL SERVICE INC      CL B             911312106     1093    19400 SH      SHR/OTHR    01                   6300    13100
D UNITED PARCEL SERVICE INC      CL B             911312106     1539    27303 SH      SHARED      02         22600              4703
D UNITED PARCEL SERVICE INC      CL B             911312106      486     8625 SH      SHARED      04          8625
D UNITED PARK CITY MINES CO      COM NEW          911315208       39     2500 SH      SHARED      01          2500
D UNITED RENTALS INC             COM              911363109     1753    72682 SH      SHARED      01         72682
D UNITED RENTALS INC             COM              911363109      241    10000 SH      SHARED      02          3000              7000
D UNITED RENTALS INC             COM              911363109      579    24000 SH      SHARED      04         24000
D UNITED RENTALS INC             COM              911363109      224     9300 SH      SHARED      05          9300
D UNITED SHIPPING & TECHNOLOGY   COM              911498103       58    14500 SH      SHARED      02         14500
D UNITED STATES CELLULAR CORP    LYON ZERO     15 911684AA6    10560 19200000 PRN     SHARED              19200000
D UNITED STATES CELLULAR CORP    LYON ZERO     15 911684AA6    34598 62906000 PRN     SHARED      04      62906000
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D UNITED STATES CELLULAR CORP    COM              911684108     2120    30291 SH      SHARED      04         30291
D U S ENERGY CORP WYO            COM              911805109       23    11800 SH      SHARED      01         11800
D US AIRWAYS GROUP INC           COM              911905107    32859  1079600 SH      SHARED               1079600
D US AIRWAYS GROUP INC           COM              911905107    16075   528147 SH      SHARED      01        528147
D US AIRWAYS GROUP INC           COM              911905107       15      500 SH      SHR/OTHR    01                             500
D US AIRWAYS GROUP INC           COM              911905107        3      100 SH      SHARED      02                             100
D US AIRWAYS GROUP INC           COM              911905107     7967   261755 SH      SHARED      04        261755
D US AIRWAYS GROUP INC           COM              911905107       85     2800 SH      SHARED      05          2800
D U S INDS INC NEW               COM              912080108     1269   127756 SH      SHARED      01        127731                25
D U S INDS INC NEW               COM              912080108       43     4400 SH      SHARED      02          4300               100
D UNITED STATIONERS INC          COM              913004107     2569    95618 SH      SHARED                 95618
D UNITED STATIONERS INC          COM              913004107     2206    82119 SH      SHARED      01         82119
D UNITED STATIONERS INC          COM              913004107       17      636 SH      SHARED      02           636
D UNITED TECHNOLOGIES CORP       COM              913017109    40324   582300 SH      SHARED                582300
D UNITED TECHNOLOGIES CORP       COM              913017109   254526  3675479 SH      SHARED      01       3668383              7096
D UNITED TECHNOLOGIES CORP       COM              913017109     1024    14794 SH      SHR/OTHR    01                   7200     7594
D UNITED TECHNOLOGIES CORP       COM              913017109      753    10888 SH      SHARED      02          1600              9288
D UNITED TECHNOLOGIES CORP       COM              913017109    25939   374581 SH      SHARED      04        374581
D UNITED TELEVISION INC          COM              913066106     1150     7825 SH      SHARED      01          7825
D UNITED THERAPEUTICS CORP DEL   COM              91307C102     2747    31444 SH      SHARED      01         31444
D UNITED THERAPEUTICS CORP DEL   COM              91307C102     1467    16800 SH      SHARED      02         11700              5100
D UNITED THERAPEUTICS CORP DEL   COM              91307C102       26      300 SH      SHARED      04           300
D UNITEDHEALTH GROUP INC         COM              91324P102    19992   202456 SH      SHARED                202456
D UNITEDHEALTH GROUP INC         COM              91324P102   137852  1395974 SH      SHARED      01       1395774               200
D UNITEDHEALTH GROUP INC         COM              91324P102     1718    17401 SH      SHARED      02          3950             13451
D UNITEDHEALTH GROUP INC         COM              91324P102     8816    89284 SH      SHARED      04         89284
D UNITEDGLOBALCOM                PFD CV 1/20      913247102     7284   175000 SH      SHARED                175000
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D UNITEDGLOBALCOM                CL A             913247508     1945    64846 SH      SHARED      04         64846
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D UNITIL CORP                    COM              913259107        8      334 SH      SHARED      01           334
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D UNITRIN INC                    COM              913275103     2688    84850 SH      SHARED      01         84850
D UNITRIN INC                    COM              913275103      136     4300 SH      SHARED      02           400              3900
D UNITRIN INC                    COM              913275103      857    27068 SH      SHARED      04         27068
D UNITRIN INC                    COM              913275103      291     9200 SH      SHARED      05          9200
D UNITY BANCORP INC              COM              913290102      109    31857 SH      SHARED      01         31857
D UNIVERSAL ACCESS INC           COM              913363107      245    20900 SH      SHARED      01         20100               800
D UNIVERSAL ACCESS INC           COM              913363107     2238   190500 SH      SHARED      02        190500
D UNIVERSAL COMPRESSION HLDGS    COM              913431102     2440    78900 SH      SHARED      01         78900
D UNIVERSAL COMPRESSION HLDGS    COM              913431102       46     1500 SH      SHARED      02          1500
D UNIVERSAL CORP VA              COM              913456109       44     1500 SH      SHARED                  1500
D UNIVERSAL CORP VA              COM              913456109     1910    65046 SH      SHARED      01         65046
D UNIVERSAL CORP VA              COM              913456109      282     9600 SH      SHARED      04          9600
D UNIVERSAL CORP VA              COM              913456109      102     3500 SH      SHARED      05          3500
D UNIVERSAL DISPLAY CORP         COM              91347P105      425    19300 SH      SHARED                 19300
D UNIVERSAL DISPLAY CORP         COM              91347P105     1011    45829 SH      SHARED      01         45829
D UNIVERSAL ELECTRS INC          COM              913483103      631    26100 SH      SHARED                 26100
D UNIVERSAL ELECTRS INC          COM              913483103      673    27861 SH      SHARED      01         27861
D UNIVERSAL ELECTRS INC          COM              913483103      532    22000 SH      SHARED      02         22000
D UNIVERSAL FOODS CORP           COM              913538104       91     4500 SH      SHARED                  4500
D UNIVERSAL FOODS CORP           COM              913538104     2268   111321 SH      SHARED      01        111321
D UNIVERSAL FOODS CORP           COM              913538104       39     1938 SH      SHR/OTHR    01                            1938
D UNIVERSAL FOODS CORP           COM              913538104      401    19700 SH      SHARED      04         19700
D UNIVERSAL FOODS CORP           COM              913538104      134     6600 SH      SHARED      05          6600
D UNIVERSAL FST PRODS INC        COM              913543104      180    15800 SH      SHARED      01         15800
D UNIVERSAL HEALTH RLTY INCM TR  SH BEN INT       91359E105       84     4800 SH      SHARED      01          4800
D UNIVERSAL HEALTH RLTY INCM TR  SH BEN INT       91359E105       84     4800 SH      SHR/OTHR    01                            4800
D UNIVERSAL HLTH SVCS INC        CL B             913903100     1858    21700 SH      SHARED                 21700
D UNIVERSAL HLTH SVCS INC        CL B             913903100     9134   106679 SH      SHARED      01        106679
D UNIVERSAL HLTH SVCS INC        CL B             913903100      204     2383 SH      SHARED      04          2383
D UNO RESTAURANT CORP            COM              914900105        1      275 SH      SHARED      01           275
D UNIVISION COMMUNICATIONS INC   CL A             914906102     1130    30240 SH      SHARED                 30240
D UNIVISION COMMUNICATIONS INC   CL A             914906102     9771   261458 SH      SHARED      01        261458
D UNIVISION COMMUNICATIONS INC   CL A             914906102       67     1800 SH      SHR/OTHR    01                            1800
D UNIVISION COMMUNICATIONS INC   CL A             914906102       22      600 SH      SHARED      02           600
D UNIVISION COMMUNICATIONS INC   CL A             914906102     3176    84983 SH      SHARED      04         84983
D UNIVISION COMMUNICATIONS INC   CL A             914906102      997    26700 SH      SHARED      05         26700
D UNOCAL CORP                    COM              915289102      194     5500 SH      SHARED                  5500
D UNOCAL CORP                    COM              915289102    68327  1928131 SH      SHARED      01       1924681              3450
D UNOCAL CORP                    COM              915289102      196     5540 SH      SHR/OTHR    01                            5540
D UNOCAL CORP                    COM              915289102     2242    63282 SH      SHARED      02         30965             32317
D UNOCAL CORP                    COM              915289102    10614   299523 SH      SHARED      04        299523
D UNOCAL CORP                    COM              915289102     1141    32200 SH      SHARED      05         32200
D UNOVA INC                      COM              91529B106      461   117196 SH      SHARED      01        116496               700
D UNOVA INC                      COM              91529B106        5     1400 SH      SHR/OTHR    01                            1400
D UNUMPROVIDENT CORP             COM              91529Y106      255     9377 SH      SHARED                  9377
D UNUMPROVIDENT CORP             COM              91529Y106    47477  1742306 SH      SHARED      01       1741826               480
D UNUMPROVIDENT CORP             COM              91529Y106      112     4142 SH      SHARED      02          1277              2865
D UNUMPROVIDENT CORP             COM              91529Y106     3053   112046 SH      SHARED      04        112046
D USFREIGHTWAYS CORP             COM              916906100      592    26100 SH      SHARED                 26100
D USFREIGHTWAYS CORP             COM              916906100    15635   689201 SH      SHARED      01        689201
D USFREIGHTWAYS CORP             COM              916906100       11      500 SH      SHARED      02           500
D URBAN SHOPPING CTRS INC        COM              917060105      356     7500 SH      SHARED                  7500
D URBAN SHOPPING CTRS INC        COM              917060105    32993   694600 SH      SHARED      01        694600
D UROLOGIX INC                   COM              917273104       38     4800 SH      SHARED      01          4800
D USABANCSHARES COM INC          COM              917289100       22     7714 SH      SHARED      01          7714
D USBANCORP INC PA               COM              917292104        2      600 SH      SHARED      01           600
D USINTERNETWORKING INC          COM              917311805      296    44438 SH      SHARED      01         44438
D USINTERNETWORKING INC          COM              917311805        1      225 SH      SHR/OTHR    01                    225
D USINTERNETWORKING INC          COM              917311805     1675   251160 SH      SHARED      02        250660               500
D USINTERNETWORKING INC          COM              917311805       12     1884 SH      SHARED      04          1884
D USLIFE INCOME FD INC           COM              917324105        2      300 SH      SHARED      02                             300
D UTILICORP UTD INC              COM              918005109      517    20000 SH      SHARED                 20000
D UTILICORP UTD INC              COM              918005109     2918   112781 SH      SHARED      01        112781
D UTILICORP UTD INC              COM              918005109       40     1563 SH      SHARED      02                            1563
D UTILICORP UTD INC              COM              918005109     1095    42333 SH      SHARED      04         42333
D UTILICORP UTD INC              COM              918005109      662    25600 SH      SHARED      05         25600
D UTSTARCOM INC                  COM              918076100       25     1210 SH      SHARED      01          1210
D UTSTARCOM INC                  COM              918076100       16      794 SH      SHARED      04           794
D VA LINUX SYSTEMS INC           COM              91819B105      180     3900 SH      SHARED                  3900
D VA LINUX SYSTEMS INC           COM              91819B105      790    17086 SH      SHARED      01         16672               414
D VA LINUX SYSTEMS INC           COM              91819B105     8574   185395 SH      SHARED      02        170995             14400
D VA LINUX SYSTEMS INC           COM              91819B105       53     1155 SH      SHARED      04          1155
D V F CORP                       COM              918204108       92     3751 SH      SHARED                  3751
D V F CORP                       COM              918204108    20493   830143 SH      SHARED      01        830143
D V F CORP                       COM              918204108       34     1400 SH      SHARED      02                            1400
D V F CORP                       COM              918204108     1284    52034 SH      SHARED      04         52034
D VIB CORP                       COM              91823H106        1      279 SH      SHARED      02           279
D V-ONE CORP                     COM              918278102       31    13100 SH      SHARED      01         13100
D VSE CORP                       COM              918284100        3      500 SH      SHARED      01           500
D VTEL CORP                      COM              918333105       39    16400 SH      SHARED      01         16400
D VYYO INC                       COM              918458100      369    12300 SH      SHARED      01         12300
D VAIL RESORTS INC               COM              91879Q109      704    34800 SH      SHARED      01         34800
D VALASSIS COMMUNICATIONS INC    COM              918866104     2661   119600 SH      SHARED                119600
D VALASSIS COMMUNICATIONS INC    COM              918866104     2058    92500 SH      SHARED      01         92500
D VALASSIS COMMUNICATIONS INC    COM              918866104        1       75 SH      SHARED      02            75
D VALASSIS COMMUNICATIONS INC    COM              918866104      510    22961 SH      SHARED      04         22961
D VALASSIS COMMUNICATIONS INC    COM              918866104      160     7200 SH      SHARED      05          7200
D VALHI INC NEW                  COM              918905100      209    16698 SH      SHARED      01         16698
D VALENCE TECHNOLOGY INC         COM              918914102     1024    59383 SH      SHARED      01         59383
D VALENTIS INC                   COM              91913E104      438    53170 SH      SHARED      01         53170
D VALERO ENERGY CORP NEW         COM              91913Y100      463    13182 SH      SHARED                 13182
D VALERO ENERGY CORP NEW         COM              91913Y100     3205    91091 SH      SHARED      01         91091
D VALERO ENERGY CORP NEW         COM              91913Y100       59     1700 SH      SHARED      02           800               900
D VALERO ENERGY CORP NEW         COM              91913Y100      941    26763 SH      SHARED      04         26763
D VALERO ENERGY CORP NEW         COM              91913Y100      404    11500 SH      SHARED      05         11500
D VALICERT INC                   COM              91915Q105     4049   231400 SH      SHARED      01        231400
D VALICERT INC                   COM              91915Q105      511    29250 SH      SHARED      02         17550             11700
D VALICERT INC                   COM              91915Q105       44     2530 SH      SHARED      04          2530
D VALLEY MEDIA INC               COM              91972C106        1     1000 SH      SHARED      02          1000
D VALLEY NATL BANCORP            COM              919794107       10      400 SH      SHARED                   400
D VALLEY NATL BANCORP            COM              919794107     1108    40581 SH      SHARED      01         40581
D VALLEY NATL BANCORP            COM              919794107       12      468 SH      SHARED      02           468
D VALLEY NATL BANCORP            COM              919794107      135     4956 SH      SHARED      04          4956
D VALMONT INDS INC               COM              920253101       19     1000 SH      SHARED                  1000
D VALMONT INDS INC               COM              920253101      522    26300 SH      SHARED      01         26300
D VALSPAR CORP                   COM              920355104     2974   129400 SH      SHARED                129400
D VALSPAR CORP                   COM              920355104     1899    82643 SH      SHARED      01         82643
D VALSPAR CORP                   COM              920355104      335    14600 SH      SHARED      04         14600
D VALSPAR CORP                   COM              920355104      128     5600 SH      SHARED      05          5600
D VALUE CITY DEPT STORES INC     COM              920387107      208    25300 SH      SHARED      01         25300
D VALUE LINE INC                 COM              920437100      112     3200 SH      SHARED      01          3200
D VALUECLICK INC                 COM              92046N102        5      900 SH      SHARED      01           900
D VALUECLICK INC                 COM              92046N102       32     5000 SH      SHARED      02          5000
D VALUEVISION INTL INC           CL A             92047K107     2004    79800 SH      SHARED      01         67347             12453
D VAN KAMPEN MUN TR              SH BEN INT       920919107       12     1000 SH      SHARED      02          1000
D VAN KAMPEN TR INVT GRADE MUNS  COM              920929106       10      750 SH      SHARED      02           750
D VAN KAMPEN TR INVT GRADE CALIF COM              920930104      115     7000 SH      SHR/OTHR    01                   7000
D VAN KAMPEN MUN OPPORTUNITY II  COM              920944105       10      900 SH      SHARED      02           900
D VAN KAMPEN BD FD               COM              920955101        2      150 SH      SHARED      02                             150
D VAN KAMPEN MASS VALUE MUN INCM COM SH BEN INT   92112R102       21     1500 SH      SHARED      02                            1500
D VANS INC                       COM              921930103     1686   109700 SH      SHARED      01        109700
D VARCO INTL INC DEL             COM              922122106      187     9000 SH      SHARED                  9000
D VARCO INTL INC DEL             COM              922122106     2532   121687 SH      SHARED      01        121687
D VARCO INTL INC DEL             COM              922122106      802    38556 SH      SHARED      04         38556
D VARCO INTL INC DEL             COM              922122106      253    12200 SH      SHARED      05         12200
D VARIAN MED SYS INC             COM              92220P105     2810    62200 SH      SHARED                 62200
D VARIAN MED SYS INC             COM              92220P105     3031    67083 SH      SHARED      01         67083
D VARIAN MED SYS INC             COM              92220P105       45     1000 SH      SHR/OTHR    01                   1000
D VARIAN INC                     COM              922206107     3352    77861 SH      SHARED      01         77861
D VARIAN INC                     COM              922206107        4      110 SH      SHARED      02           110
D VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105     2702    72189 SH      SHARED      01         72189
D VASCO DATA SEC INTL INC        COM              92230Y104      197    12405 SH      SHARED      01         12405
D VASOGEN INC                    COM              92232F103        1      160 SH      SHARED      02                             160
D VASOMEDICAL INC                COM              922321104     1776   364400 SH      SHARED      01        238900            125500
D VASTAR RES INC                 COM              922380100        0     1300 SH      SHARED      01          1300
D VAXGEN INC                     COM NEW          922390208      201     8600 SH      SHARED      01          8600
D VAXGEN INC                     COM NEW          922390208        7      300 SH      SHARED      02                             300
D VECTREN CORP                   COM              92240G101     2443   120301 SH      SHARED      01        120301
D VECTREN CORP                   COM              92240G101      424    20900 SH      SHARED      04         20900
D VECTREN CORP                   COM              92240G101      164     8100 SH      SHARED      05          8100
D VECTOR GROUP LTD               COM              92240M108      139     8000 SH      SHARED                  8000
D VECTOR GROUP LTD               COM              92240M108      431    24837 SH      SHARED      01         24837
D VECTOR GROUP LTD               COM              92240M108       38     2205 SH      SHARED      04          2205
D VEECO INSTRS INC DEL           COM              922417100       59      563 SH      SHARED                   563
D VEECO INSTRS INC DEL           COM              922417100     5610    52800 SH      SHARED      01         52800
D VEECO INSTRS INC DEL           COM              922417100      212     2000 SH      SHR/OTHR    01                   2000
D VENTAS INC                     COM              92276F100      517   103407 SH      SHARED      01        103407
D VENTAS INC                     COM              92276F100        1      300 SH      SHARED      02           300
D VENTANA MED SYS INC            COM              92276H106       76     3000 SH      SHARED                  3000
D VENTANA MED SYS INC            COM              92276H106      800    31546 SH      SHARED      01         30996               550
D VENTIV HEALTH INC              COM              922793104      410    32549 SH      SHARED      01         32549
D VENTIV HEALTH INC              COM              922793104       10      833 SH      SHARED      02           833
D VENTRO CORP                    SUB NT CONV 6%07 922815AA3     2386  8200000 PRN     SHARED               8200000
D VENTRO CORP                    SUB NT CONV 6%07 922815AA3      727  2500000 PRN     SHARED      01       2500000
D VENTRO CORP                    COM              922815105      119    10900 SH      SHARED                 10900
D VENTRO CORP                    COM              922815105      796    72450 SH      SHARED      01         69126              3324
D VENTRO CORP                    COM              922815105      179    16300 SH      SHARED      05         16300
D VENATOR GROUP INC              COM              922944103     1585   128100 SH      SHARED                128100
D VENATOR GROUP INC              COM              922944103     3671   296650 SH      SHARED      01        296650
D VENATOR GROUP INC              COM              922944103       39     3200 SH      SHR/OTHR    01                            3200
D VERITY INC                     COM              92343C106      957    26825 SH      SHARED                 26825
D VERITY INC                     COM              92343C106     2314    64867 SH      SHARED      01         64867
D VERITY INC                     COM              92343C106       35     1000 SH      SHARED      02          1000
D VERITY INC                     COM              92343C106      281     7900 SH      SHARED      04          7900
D VERISIGN INC                   COM              92343E102    60968   300987 SH      SHARED      01        297559              3428
D VERISIGN INC                   COM              92343E102       20      100 SH      SHR/OTHR    01                             100
D VERISIGN INC                   COM              92343E102     1866     9215 SH      SHARED      02          5475              3740
D VERISIGN INC                   COM              92343E102     7851    38759 SH      SHARED      04         38759
D VERITAS DGC INC                COM              92343P107      164     5700 SH      SHARED                  5700
D VERITAS DGC INC                COM              92343P107    12063   416900 SH      SHARED      01        416900
D VERITAS DGC INC                COM              92343P107       23      800 SH      SHARED      05           800
D VERIZON COMMUNICATIONS         COM              92343V104    10757   222100 SH      SHARED                222100
D VERIZON COMMUNICATIONS         COM              92343V104  1095836 22623956 SH      SHARED      01      22428149      951   194856
D VERIZON COMMUNICATIONS         COM              92343V104    22393   462317 SH      SHR/OTHR    01                 235171   227146
D VERIZON COMMUNICATIONS         COM              92343V104     4260    87966 SH      SHARED      02         17205             70761
D VERIZON COMMUNICATIONS         COM              92343V104    65521  1352713 SH      SHARED      04       1352713
D VERIZON COMMUNICATIONS         COM              92343V104     6907   142600 SH      SHARED      05        142600
D VERIZON COMMUNICATIONS         COM              92343V104    50190  1036200 SH      SHARED      06       1036200
D VERILINK CORP                  COM              923432108       28     6100 SH      SHARED      01          6100
D VERILINK CORP                  COM              923432108       76    16500 SH      SHARED      02                           16500
D VERITAS SOFTWARE CO            SB NT CV 5.25%04 923436AB5     2398   160000 PRN     SHARED      04        160000
D VERITAS SOFTWARE CO            COM              923436109       35      250 SH      SHR/OTHR    04                             250
D VERITAS SOFTWARE CO            COM              923436109      649     4572 SH      SHARED                  4572
D VERITAS SOFTWARE CO            COM              923436109   430207  3029629 SH      SHARED      01       2972506             57123
D VERITAS SOFTWARE CO            COM              923436109     1906    13424 SH      SHR/OTHR    01                   3625     9799
D VERITAS SOFTWARE CO            COM              923436109    19830   139648 SH      SHARED      02        132338              7310
D VERITAS SOFTWARE CO            COM              923436109    42234   297423 SH      SHARED      04        297423
D VERITAS SOFTWARE CO            COM              923436109     1164     8200 SH      SHARED      05          8200
D VERMONT PURE HLDGS LTD         CL A             924234107        0      200 SH      SHARED      01           200
D VERMONT PURE HLDGS LTD         CL A             924234107        0      200 SH      SHR/OTHR    01                             200
D VERTEL CORP                    COM              924907108      819    88600 SH      SHARED      01         82601              5999
D VERSANT CORP                   COM              925284101       33     7300 SH      SHARED      01          7300
D VERSATA INC                    COM              925298101      270    10200 SH      SHARED      01         10200
D VERSATEL TELECOM INTL N V      SPONSORED ADR    925301103       28     1200 SH      SHARED                  1200
D VERTEX PHARMACEUTICALS INC     SUB NT CV 144A07 92532FAA8     4354  2000000 PRN     SHARED      01       2000000
D VERTEX PHARMACEUTICALS INC     SUB NT CV   5%07 92532FAB6    96277 44225000 PRN     SHARED              44225000
D VERTEX PHARMACEUTICALS INC     COM              92532F100     7630    90300 SH      SHARED                 90300
D VERTEX PHARMACEUTICALS INC     COM              92532F100     5196    61500 SH      SHARED      01         61500
D VERTEX PHARMACEUTICALS INC     COM              92532F100      101     1200 SH      SHR/OTHR    01                            1200
D VERTEX PHARMACEUTICALS INC     COM              92532F100       33      400 SH      SHARED      02                             400
D VERTEX PHARMACEUTICALS INC     COM              92532F100      402     4762 SH      SHARED      04          4762
D VERTICALNET INC                COM              92532L107      228     6500 SH      SHARED                  6500
D VERTICALNET INC                COM              92532L107     3463    98600 SH      SHARED      01         98600
D VERTICALNET INC                COM              92532L107      272     7750 SH      SHARED      02          6450              1300
D VERTICALNET INC                COM              92532L107      233     6642 SH      SHARED      04          6642
D VERTICALNET INC                COM              92532L107      400    11400 SH      SHARED      05         11400
D VERTEX INTERACTIVE INC         COM              925322109      232    12702 SH      SHARED      01         12702
D VETERINARY CTRS AMER INC       COM              925514101        0      600 SH      SHARED      01           600
D VIALINK CO                     COM              92552Q101        1      200 SH      SHARED                   200
D VIALINK CO                     COM              92552Q101      256    28900 SH      SHARED      01         28900
D VIAD CORP                      COM              92552R109      209     7900 SH      SHARED                  7900
D VIAD CORP                      COM              92552R109     3842   144664 SH      SHARED      01        144664
D VIAD CORP                      COM              92552R109       53     2000 SH      SHR/OTHR    01                            2000
D VIAD CORP                      COM              92552R109        5      200 SH      SHARED      02                             200
D VIAD CORP                      COM              92552R109     1052    39633 SH      SHARED      04         39633
D VIAD CORP                      COM              92552R109      329    12400 SH      SHARED      05         12400
D VIASAT INC                     COM              92552V100      315    14112 SH      SHARED                 14112
D VIASAT INC                     COM              92552V100      516    23100 SH      SHARED      01         23100
D VIASAT INC                     COM              92552V100        8      370 SH      SHARED      02           370
D VIACOM INC                     CL A             925524100     1374    23500 SH      SHARED                 23500
D VIACOM INC                     CL A             925524100      129     2222 SH      SHARED      01          2078               144
D VIACOM INC                     CL A             925524100      405     6935 SH      SHARED      02          6000               935
D VIACOM INC                     CL A             925524100     1012    17300 SH      SHARED      04         17300
D VIACOM INC                     CL B             925524308   107938  1845107 SH      SHARED               1845107
D VIACOM INC                     CL B             925524308   685695 11721293 SH      SHARED      01      11655388             65905
D VIACOM INC                     CL B             925524308     3032    51832 SH      SHR/OTHR    01                  19375    32457
D VIACOM INC                     CL B             925524308     6171   105493 SH      SHARED      02         46662             58831
D VIACOM INC                     CL B             925524308    39277   671415 SH      SHARED      04        671415
D VIACOM INC                     CL B             925524308     1673    28600 SH      SHARED      05         28600
D VIATEL INC                     COM              925529208     1634   159506 SH      SHARED      01        159506
D VIATEL INC                     COM              925529208        9      900 SH      SHR/OTHR    01                    900
D VIATEL INC                     COM              925529208       96     9400 SH      SHARED      02          9400
D VIASYSTEMS GROUP INC           COM              92553H100     1218    71700 SH      SHARED      01         71700
D VIASYSTEMS GROUP INC           COM              92553H100      122     7200 SH      SHARED      02          6900               300
D VIASYSTEMS GROUP INC           COM              92553H100      440    25900 SH      SHARED      05         25900
D VIANT CORP                     COM              92553N107      488    83200 SH      SHARED      01         83200
D VIANT CORP                     COM              92553N107        2      400 SH      SHARED      04           400
D VIADOR INC                     COM              92553R108      449    51387 SH      SHARED      01         51387
D VIASOURCE COMMUNICATIONS INC   COM              92553W107        8     1500 SH      SHARED      02          1500
D VICAL INC                      COM              925602104     1722    66561 SH      SHARED      01         66561
D VICAL INC                      COM              925602104       69     2675 SH      SHARED      02          1000              1675
D VICINITY CORP                  COM              925653107      132    12085 SH      SHARED      01         12085
D VICOR CORP                     COM              925815102     2076    38274 SH      SHARED      01         38274
D VICOR CORP                     COM              925815102      108     2000 SH      SHARED      02                            2000
D VICORP RESTAURANTS INC         COM              925817108       38     1974 SH      SHARED                  1974
D VIA NET WRKS INC               COM              925912107      242    25158 SH      SHARED      01         25158
D VIA NET WRKS INC               COM              925912107       19     2000 SH      SHARED      02          2000
D VIDAMED INC                    COM              926530106      133    57900 SH      SHARED      02         57900
D VIGNETTE CORP                  COM              926734104     5366   179630 SH      SHARED                179630
D VIGNETTE CORP                  COM              926734104     8586   287404 SH      SHARED      01        287404
D VIGNETTE CORP                  COM              926734104     3679   123179 SH      SHARED      02        121979              1200
D VIGNETTE CORP                  COM              926734104      507    16988 SH      SHARED      04         16988
D VIGNETTE CORP                  COM              926734104       38     1300 SH      SHARED      05          1300
D VINA TECHNOLOGIES INC          COM              92719D100       97     7000 SH      SHARED      02          7000
D VINA CONCHA Y TORO S A         SPONSORED ADR    927191106       14      400 SH      SHARED      01           400
D VINTAGE PETE INC               COM              927460105     2093    92011 SH      SHARED                 92011
D VINTAGE PETE INC               COM              927460105     1696    74590 SH      SHARED      01         74590
D VINTAGE PETE INC               COM              927460105       86     3800 SH      SHARED      02          3800
D VINTAGE PETE INC               COM              927460105      343    15100 SH      SHARED      04         15100
D VION PHARMACEUTICALS INC       COM              927624106      160     9000 SH      SHARED      01          9000
D VION PHARMACEUTICALS INC       COM              927624106      143     8000 SH      SHARED      02          2000              6000
D VIRAGE INC                     COM              92763Q106       11      700 SH      SHARED      02                             700
D VIRAGEN INC                    COM              927638106       56    37800 SH      SHARED      01         37800
D VIRATA CORP                    COM              927646109      436     6600 SH      SHARED                  6600
D VIRATA CORP                    COM              927646109     1877    28400 SH      SHARED      01         28400
D VIRATA CORP                    COM              927646109     1190    18000 SH      SHARED      02         18000
D VIRATA CORP                    COM              927646109      157     2379 SH      SHARED      04          2379
D VIRATA CORP                    COM              927646109      396     6000 SH      SHARED      05          6000
D VIRCO MFG CO                   COM              927651109        9      821 SH      SHARED      01           821
D VITALCOM INC                   COM              927917104        0      213 SH      SHARED      02                             213
D VIROPHARMA INC                 SB NT CV 144A 07 928241AA6     5865 13900000 PRN     SHARED              13900000
D VIROPHARMA INC                 COM              928241108      250     9700 SH      SHARED                  9700
D VIROPHARMA INC                 COM              928241108      199     7700 SH      SHARED      01          7700
D VISIBLE GENETICS INC           COM              92829S104      384     9515 SH      SHARED                  9515
D VISIBLE GENETICS INC           COM              92829S104       20      500 SH      SHARED      04           500
D VISIBLE GENETICS INC           COM              92829S104      290     7200 SH      SHARED      05          7200
D VISHAY INTERTECHNOLOGY INC     COM              928298108     1635    53177 SH      SHARED                 53177
D VISHAY INTERTECHNOLOGY INC     COM              928298108     5465   177753 SH      SHARED      01        164053             13700
D VISHAY INTERTECHNOLOGY INC     COM              928298108       20      660 SH      SHARED      02           360               300
D VISHAY INTERTECHNOLOGY INC     COM              928298108     1659    53963 SH      SHARED      04         53963
D VISHAY INTERTECHNOLOGY INC     COM              928298108      987    32100 SH      SHARED      05         32100
D VISTA INFORMATION SOLUTIONS    COM NEW          928365204       14     7150 SH      SHARED      01          7150
D VISTEON CORP                   COM              92839U107     2732   180686 SH      SHARED                180686
D VISTEON CORP                   COM              92839U107    16064  1062094 SH      SHARED      01       1061805               289
D VISTEON CORP                   COM              92839U107       94     6262 SH      SHR/OTHR    01                   1115     5147
D VISTEON CORP                   COM              92839U107       76     5089 SH      SHARED      02          2395              2694
D VISTEON CORP                   COM              92839U107     1735   114745 SH      SHARED      04        114745
D VISTEON CORP                   COM              92839U107       40     2700 SH      SHARED      05          2700
D VISUAL DATA CORP               COM NEW          928428200       16     5200 SH      SHARED      01          5200
D VISX INC DEL                   COM              92844S105      111     4153 SH      SHARED                  4153
D VISX INC DEL                   COM              92844S105     3695   137200 SH      SHARED      01        137200
D VISX INC DEL                   COM              92844S105       75     2815 SH      SHARED      02           265              2550
D VISX INC DEL                   COM              92844S105      584    21700 SH      SHARED      04         21700
D VISX INC DEL                   COM              92844S105      215     8000 SH      SHARED      05          8000
D VISUAL NETWORKS INC            COM              928444108      466    71111 SH      SHARED      01         71111
D VISUAL NETWORKS INC            COM              928444108        3      467 SH      SHARED      02           467
D VITAL SIGNS INC                COM              928469105      233     8800 SH      SHARED      01          8800
D VITRIA TECHNOLOGY              COM              92849Q104    15283   327800 SH      SHARED      01        327200               600
D VITRIA TECHNOLOGY              COM              92849Q104      304     6520 SH      SHARED      02           520              6000
D VITRIA TECHNOLOGY              COM              92849Q104      254     5452 SH      SHARED      04          5452
D VITRIA TECHNOLOGY              COM              92849Q104       55     1200 SH      SHARED      05          1200
D VITESSE SEMICONDUCTOR CORP     SB DB CV 144A 05 928497AA4      520   500000 PRN     SHARED                500000
D VITESSE SEMICONDUCTOR CORP     SB DB CV 144A 05 928497AA4     2080  2000000 PRN     SHARED      01       2000000
D VITESSE SEMICONDUCTOR CORP     COM              928497106      755     8500 SH      SHARED                  8500
D VITESSE SEMICONDUCTOR CORP     COM              928497106    29817   335262 SH      SHARED      01        325762              9500
D VITESSE SEMICONDUCTOR CORP     COM              928497106       69      783 SH      SHARED      02           615               168
D VITESSE SEMICONDUCTOR CORP     COM              928497106     8997   101170 SH      SHARED      04        101170
D VITESSE SEMICONDUCTOR CORP     COM              928497106     3495    39300 SH      SHARED      05         39300
D VIVENDI                        SPONSORED ADR    92851S105      370    25000 SH      SHARED      04         25000
D VIVUS INC                      COM              928551100      412    97099 SH      SHARED      01         97099
D VIXEL CORP DEL                 COM              928552108       77    12100 SH      SHARED      01         12100
D VIXEL CORP DEL                 COM              928552108       25     4000 SH      SHARED      02          4000
D VIXEL CORP DEL                 COM              928552108       45     7000 SH      SHARED      05          7000
D VLASIC FOODS INTL INC          COM              928559103       70    65950 SH      SHARED      01         65690               260
D VLASIC FOODS INTL INC          COM              928559103        0       30 SH      SHR/OTHR    01                              30
D VODAFONE GROUP PLC NEW         SPONSORED ADR    92857W100     4810   130000 SH      SHARED                130000
D VODAFONE GROUP PLC NEW         SPONSORED ADR    92857W100    39485  1067169 SH      SHARED      01        904409            162760
D VODAFONE GROUP PLC NEW         SPONSORED ADR    92857W100     6134   165789 SH      SHR/OTHR    01                  81834    83955
D VODAFONE GROUP PLC NEW         SPONSORED ADR    92857W100     1671    45169 SH      SHARED      02         18800             26369
D VODAFONE GROUP PLC NEW         SPONSORED ADR    92857W100     5339   144300 SH      SHARED      04        144300
D VOICESTREAM WIRELESS CORP      COM              928615103    24582   211802 SH      SHARED                211802
D VOICESTREAM WIRELESS CORP      COM              928615103    46735   402677 SH      SHARED      01        401907               770
D VOICESTREAM WIRELESS CORP      COM              928615103      475     4100 SH      SHR/OTHR    01                   4100
D VOICESTREAM WIRELESS CORP      COM              928615103      987     8510 SH      SHARED      02          7000              1510
D VOICESTREAM WIRELESS CORP      COM              928615103    19107   164633 SH      SHARED      04        164633
D VOLT INFORMATION SCIENCES INC  COM              928703107     1279    59510 SH      SHARED                 59510
D VOLT INFORMATION SCIENCES INC  COM              928703107      379    17650 SH      SHARED      01         17650
D VOYAGEUR FLA INSD MUN INCOME   SH BEN INT       928926104        1      100 SH      SHARED      04           100
D VORNADO OPERATING CO           COM              92904N103        1      270 SH      SHARED      01           270
D VORNADO OPERATING CO           COM              92904N103        0       85 SH      SHR/OTHR    01                              85
D VORNADO RLTY TR                SH BEN INT       929042109     6422   173000 SH      SHARED                173000
D VORNADO RLTY TR                SH BEN INT       929042109    13957   375949 SH      SHARED      01        375949
D VORNADO RLTY TR                SH BEN INT       929042109       63     1700 SH      SHR/OTHR    01                            1700
D VORNADO RLTY TR                SH BEN INT       929042109      360     9700 SH      SHARED      02          1600              8100
D VORNADO RLTY TR                SH BEN INT       929042109      187     5056 SH      SHARED      04          5056
D VOXWARE INC                    COM              92906L105       29    14300 SH      SHARED      01         14300
D VOYAGER NET INC                COM              92906W101       16     2700 SH      SHARED      01          2700
D VULCAN MATLS CO                COM              929160109     1273    31700 SH      SHARED                 31700
D VULCAN MATLS CO                COM              929160109    33384   830722 SH      SHARED      01        830722
D VULCAN MATLS CO                COM              929160109      458    11400 SH      SHR/OTHR    01                  11400
D VULCAN MATLS CO                COM              929160109       21      525 SH      SHARED      02                             525
D VULCAN MATLS CO                COM              929160109     1934    48133 SH      SHARED      04         48133
D VULCAN MATLS CO                COM              929160109      116     2900 SH      SHARED      05          2900
D WFS FINL INC                   COM              92923B106       37     2200 SH      SHARED                  2200
D WFS FINL INC                   COM              92923B106      157     9325 SH      SHARED      01          9325
D WFS FINL INC                   COM              92923B106       16     1000 SH      SHARED      02          1000
D WD-40 CO                       COM              929236107     1190    56000 SH      SHARED      01         56000
D WD-40 CO                       COM              929236107       93     4400 SH      SHR/OTHR    01                            4400
D WD-40 CO                       COM              929236107       12      600 SH      SHARED      02                             600
D WHX CORP                       COM              929248102      187   125000 SH      SHARED                125000
D WHX CORP                       COM              929248102        1      700 SH      SHARED      01           700
D WHX CORP                       COM              929248102       21    14400 SH      SHARED      04         14400
D WHX CORP                       PFD CV SER A     929248201     1576   240197 SH      SHARED                240197
D WHX CORP                       PFD CV SER B     929248300     4202   640460 SH      SHARED                640460
D W HLDG CO INC                  COM              929251106      406    39900 SH      SHARED      01         39900
D WJ COMMUNICATIONS INC          COM              929284107     9627   260200 SH      SHARED      01        260200
D WJ COMMUNICATIONS INC          COM              929284107       55     1500 SH      SHARED      02          1500
D WMX TECHNOLOGIES INC           SUB NTS CV  2%05 92929QAF4        1     1000 PRN     SHARED      02                            1000
D WMS INDS INC                   COM              929297109     4712   209444 SH      SHARED      01        209444
D WMS INDS INC                   COM              929297109        2      100 SH      SHARED      02           100
D W P CAREY & CO LLC             COM              92930Y107        5      300 SH      SHARED      01           300
D WPS RESOURCES CORP             COM              92931B106        6      200 SH      SHARED                   200
D WPS RESOURCES CORP             COM              92931B106     1388    42400 SH      SHARED      01         42400
D WPS RESOURCES CORP             COM              92931B106       13      400 SH      SHARED      02                             400
D WVS FINL CORP                  COM              929358109        7      600 SH      SHARED      01           600
D WABASH NATL CORP               COM              929566107      380    41650 SH      SHARED      01         41650
D WABASH NATL CORP               COM              929566107      438    48000 SH      SHARED      02         18000             30000
D WABTEC CORP                    COM              929740108      525    51854 SH      SHARED      01         51854
D WABTEC CORP                    COM              929740108        3      346 SH      SHARED      02                             346
D WACHOVIA CORP                  COM              929771103     1540    27175 SH      SHARED                 27175
D WACHOVIA CORP                  COM              929771103    89968  1587118 SH      SHARED      01       1583466              3652
D WACHOVIA CORP                  COM              929771103     1184    20896 SH      SHR/OTHR    01                   9420    11476
D WACHOVIA CORP                  COM              929771103      568    10036 SH      SHARED      02          2989              7047
D WACHOVIA CORP                  COM              929771103     5439    95953 SH      SHARED      04         95953
D WACKENHUT CORP                 COM SER A        929794105      417    28050 SH      SHARED      01         20700              7350
D WACKENHUT CORP                 COM SER B        929794303        1      200 SH      SHARED      01           200
D WACKENHUT CORRECTIONS CORP     COM              929798106        5      700 SH      SHARED      01           700
D WADDELL & REED FINL INC        CL A             930059100     2436    78600 SH      SHARED                 78600
D WADDELL & REED FINL INC        CL A             930059100     3185   102756 SH      SHARED      01        102494               262
D WADDELL & REED FINL INC        CL A             930059100       34     1100 SH      SHR/OTHR    01                            1100
D WADDELL & REED FINL INC        CL A             930059100     1148    37041 SH      SHARED      04         37041
D WADDELL & REED FINL INC        CL A             930059100      328    10600 SH      SHARED      05         10600
D WADDELL & REED FINL INC        CL B             930059209    40008  1379600 SH      SHARED               1379600
D WADDELL & REED FINL INC        CL B             930059209      125     4325 SH      SHARED      01          3439               886
D WAL MART STORES INC            COM              931142103       36      750 SH      SHR/OTHR    01                    400      350
D WAL MART STORES INC            COM              931142103   112049  2328298 SH      SHARED               2328298
D WAL MART STORES INC            COM              931142103  1696187 35245449 SH      SHARED      01      34702719            542730
D WAL MART STORES INC            COM              931142103    27644   574429 SH      SHR/OTHR    01                 289254   285175
D WAL MART STORES INC            COM              931142103     3897    80981 SH      SHARED      02         17237             63744
D WAL MART STORES INC            COM              931142103   135034  2805907 SH      SHARED      04       2805907
D WAL MART STORES INC            COM              931142103     4326    89900 SH      SHARED      05         89900
D WAL MART STORES INC            COM              931142103    50723  1054000 SH      SHARED      06       1054000
D WALGREEN CO                    COM              931422109    57383  1512600 SH      SHARED               1512600
D WALGREEN CO                    COM              931422109   319740  8428184 SH      SHARED      01       8289591            138593
D WALGREEN CO                    COM              931422109    10110   266498 SH      SHR/OTHR    01                 224702    41796
D WALGREEN CO                    COM              931422109      721    19010 SH      SHARED      02         10750              8260
D WALGREEN CO                    COM              931422109    17476   460663 SH      SHARED      04        460663
D WALLACE COMPUTER SERVICES INC  COM              932270101       41     2700 SH      SHARED                  2700
D WALLACE COMPUTER SERVICES INC  COM              932270101     1541   101090 SH      SHARED      01        101090
D WALLACE COMPUTER SERVICES INC  COM              932270101      210    13800 SH      SHARED      04         13800
D WALLACE COMPUTER SERVICES INC  COM              932270101       80     5300 SH      SHARED      05          5300
D WALTER INDS INC                COM              93317Q105      504    56800 SH      SHARED      01         56800
D WARNACO GROUP INC              CL A             934390105      507   126918 SH      SHARED      01        126918
D WARNACO GROUP INC              CL A             934390105        4     1000 SH      SHARED      02                            1000
D WARNACO GROUP INC              CL A             934390105       72    18000 SH      SHARED      04         18000
D WARNACO GROUP INC              CL A             934390105       28     7000 SH      SHARED      05          7000
D WARREN BANCORP INC             COM              934710104        1      200 SH      SHARED      01           200
D WASHINGTON FED INC             COM              938824109     2434   107010 SH      SHARED      01        105950              1060
D WASHINGTON GAS LT CO           COM              938837101      255     9500 SH      SHARED                  9500
D WASHINGTON GAS LT CO           COM              938837101     2547    94804 SH      SHARED      01         94804
D WASHINGTON GAS LT CO           COM              938837101      198     7400 SH      SHARED      02          6600               800
D WASHINGTON GAS LT CO           COM              938837101      427    15900 SH      SHARED      04         15900
D WASHINGTON GAS LT CO           COM              938837101      163     6100 SH      SHARED      05          6100
D WASHINGTON HOMES INC NEW       COM              938864105       14     1500 SH      SHARED      01          1500
D WASHINGTON MUT INC             COM              939322103    31666   795400 SH      SHARED                795400
D WASHINGTON MUT INC             COM              939322103   162370  4078421 SH      SHARED      01       4078151               270
D WASHINGTON MUT INC             COM              939322103      139     3500 SH      SHR/OTHR    01                            3500
D WASHINGTON MUT INC             COM              939322103      235     5919 SH      SHARED      02          1033              4886
D WASHINGTON MUT INC             COM              939322103    10172   255507 SH      SHARED      04        255507
D WASHINGTON MUT INC             COM              939322103      529    13300 SH      SHARED      05         13300
D WASHINGTON POST CO             CL B             939640108      211      400 SH      SHARED                   400
D WASHINGTON POST CO             CL B             939640108     4767     9032 SH      SHARED      01          9032
D WASHINGTON POST CO             CL B             939640108      322      610 SH      SHARED      02           200               410
D WASHINGTON POST CO             CL B             939640108     1846     3498 SH      SHARED      04          3498
D WASHINGTON POST CO             CL B             939640108      686     1300 SH      SHARED      05          1300
D WASHINGTON REAL ESTATE INVT TR SH BEN INT       939653101     1209    60275 SH      SHARED      01         59975               300
D WASHINGTON REAL ESTATE INVT TR SH BEN INT       939653101      233    11625 SH      SHARED      02          3026              8599
D WASHINGTON TR BANCORP          COM              940610108       14     1000 SH      SHARED      02          1000
D WASTE CONNECTIONS INC          COM              941053100      878    34300 SH      SHARED      01         34300
D WASTE CONNECTIONS INC          COM              941053100      115     4500 SH      SHARED      02          4500
D WASTE INDUSTRIES INC           COM              941058109        3      500 SH      SHARED      02           500
D WASTE MGMT INC DEL             SUB NT CONV 4%02 94106LAA7       52    56000 PRN     SHARED      02                           56000
D WASTE MGMT INC DEL             COM              94106L109     1773   101702 SH      SHARED                101702
D WASTE MGMT INC DEL             COM              94106L109    82896  4754083 SH      SHARED      01       4746383              7700
D WASTE MGMT INC DEL             COM              94106L109      127     7308 SH      SHR/OTHR    01                   2450     4858
D WASTE MGMT INC DEL             COM              94106L109      112     6463 SH      SHARED      02          4463              2000
D WASTE MGMT INC DEL             COM              94106L109     5991   343618 SH      SHARED      04        343618
D WASTE MGMT INC DEL             COM              94106L109      221    12700 SH      SHARED      05         12700
D WATCHGUARD TECHNOLOGIES INC    COM              941105108     1752    29200 SH      SHARED      01         29200
D WATER PIK TECHNOLOGIES INC     COM              94113U100       12     1253 SH      SHARED      01          1203                50
D WATERS CORP                    COM              941848103       77      872 SH      SHARED                   872
D WATERS CORP                    COM              941848103    15931   179000 SH      SHARED      01        179000
D WATERS CORP                    COM              941848103     1315    14785 SH      SHARED      02          8470              6315
D WATERS CORP                    COM              941848103    10297   115707 SH      SHARED      04        115707
D WATERS CORP                    COM              941848103     1495    16800 SH      SHARED      05         16800
D WATSCO INC                     CL B             942622101        3      338 SH      SHARED      01           338
D WATSCO INC                     COM              942622200       38     3700 SH      SHARED                  3700
D WATSCO INC                     COM              942622200      325    31677 SH      SHARED      01         31677
D WATSON PHARMACEUTICALS INC     COM              942683103     4216    65000 SH      SHARED                 65000
D WATSON PHARMACEUTICALS INC     COM              942683103    47161   726966 SH      SHARED      01        722966              4000
D WATSON PHARMACEUTICALS INC     COM              942683103       21      325 SH      SHARED      02                             325
D WATSON PHARMACEUTICALS INC     COM              942683103     3115    48029 SH      SHARED      04         48029
D WATSON PHARMACEUTICALS INC     COM              942683103      512     7900 SH      SHARED      05          7900
D WATTS INDS INC                 CL A             942749102      690    69077 SH      SHARED      01         69077
D WAUSAU-MOSINEE PAPER CORP      COM              943315101      801   103454 SH      SHARED      01        103454
D WAUSAU-MOSINEE PAPER CORP      COM              943315101      135    17500 SH      SHARED      04         17500
D WAUSAU-MOSINEE PAPER CORP      COM              943315101       52     6800 SH      SHARED      05          6800
D WAVE SYSTEMS CORP              CL A             943526103      712    42527 SH      SHARED                 42527
D WAVE SYSTEMS CORP              CL A             943526103     1737   103709 SH      SHARED      01        103709
D WAVERIDER COMMUNICATIONS INC   COM              943570101        8     2000 SH      SHARED      02                            2000
D WAVO CORP                      COM              944027101        3     5000 SH      SHARED      02                            5000
D WEATHERFORD INTL INC           SD CV ZRO 144A20 947074AA8    21431 38135000 PRN     SHARED              38135000
D WEATHERFORD INTL INC           SD CV ZRO 144A20 947074AA8    12926 23000000 PRN     SHARED      04      23000000
D WEATHERFORD INTL INC           COM              947074100     4592   106800 SH      SHARED                106800
D WEATHERFORD INTL INC           COM              947074100     6481   150723 SH      SHARED      01        150723
D WEATHERFORD INTL INC           COM              947074100      394     9180 SH      SHARED      02           405              8775
D WEATHERFORD INTL INC           COM              947074100    13894   323121 SH      SHARED      04        323121
D WEATHERFORD INTL INC           COM              947074100      516    12000 SH      SHARED      05         12000
D WEB STREET INC                 COM              947336103       22    10400 SH      SHARED      01         10400
D WEBB DEL CORP                  COM              947423109     1282    46200 SH      SHARED                 46200
D WEBB DEL CORP                  COM              947423109     1446    52123 SH      SHARED      01         52123
D WEBB DEL CORP                  COM              947423109       55     2000 SH      SHARED      02          2000
D WEBB INTERACTIVE SVCS INC      COM              94748P104       55     6400 SH      SHARED      01          6400
D WEBEX INC                      COM              94767L109      151     4100 SH      SHARED      01          4100
D WEBEX INC                      COM              94767L109      527    14300 SH      SHARED      02          6900              7400
D WEBEX INC                      COM              94767L109      103     2816 SH      SHARED      04          2816
D WEBFINANCIAL CORP              WT EXP  042802   94767P118        0      137 SH      SHARED      02            91                46
D WEBMETHODS INC                 COM              94768C108     2436    21160 SH      SHARED      01         21160
D WEBMETHODS INC                 COM              94768C108      414     3600 SH      SHARED      02          1600              2000
D WEBMETHODS INC                 COM              94768C108      125     1091 SH      SHARED      04          1091
D WEBSENSE INC                   COM              947684106      109     4600 SH      SHARED      01          4600
D WEBLINK WIRELESS INC           CL A             94769A101      239    31200 SH      SHARED                 31200
D WEBLINK WIRELESS INC           CL A             94769A101     1042   135600 SH      SHARED      01        135600
D WEBLINK WIRELESS INC           CL A             94769A101       76    10000 SH      SHARED      02                           10000
D WEBMD CORP                     COM              94769M105      902    59150 SH      SHARED                 59150
D WEBMD CORP                     COM              94769M105     3407   223418 SH      SHARED      01        220918              2500
D WEBMD CORP                     COM              94769M105        0       15 SH      SHR/OTHR    01                              15
D WEBMD CORP                     COM              94769M105       80     5288 SH      SHARED      02          2716              2572
D WEBMD CORP                     COM              94769M105     2132   139824 SH      SHARED      04        139824
D WEBMD CORP                     COM              94769M105       79     5200 SH      SHARED      05          5200
D WEBSTER FINL CORP CONN         COM              947890109     2981   110693 SH      SHARED      01        110693
D WEBSTER FINL CORP CONN         COM              947890109      487    18100 SH      SHARED      04         18100
D WEBSTER FINL CORP CONN         COM              947890109      191     7100 SH      SHARED      05          7100
D WEBTRENDS CORP                 COM              94844D104     1233    33000 SH      SHARED      01         33000
D WEBVAN GROUP INC               COM              94845V103        0       35 SH      SHARED                    35
D WEBVAN GROUP INC               COM              94845V103      214    92672 SH      SHARED      01         92672
D WEBVAN GROUP INC               COM              94845V103      480   207800 SH      SHARED      02        207400               400
D WEBVAN GROUP INC               COM              94845V103       38    16625 SH      SHARED      04         16625
D WEINGARTEN RLTY INVS           SH BEN INT       948741103     2428    59593 SH      SHARED      01         59293               300
D WEINGARTEN RLTY INVS           SH BEN INT       948741103       84     2080 SH      SHR/OTHR    01                   1550      530
D WEINGARTEN RLTY INVS           SH BEN INT       948741103      371     9127 SH      SHARED      02          4230              4897
D WEIRTON STL CORP               COM              948774104       69    27714 SH      SHARED      01         27714
D WEIS MKTS INC                  COM              948849104      588    14832 SH      SHARED      01         14832
D WEIS MKTS INC                  COM              948849104       51     1289 SH      SHARED      04          1289
D WELLMAN INC                    COM              949702104       97     6732 SH      SHARED                  6732
D WELLMAN INC                    COM              949702104     1039    72032 SH      SHARED      01         72032
D WELLMAN INC                    COM              949702104      155    10800 SH      SHARED      04         10800
D WELLMAN INC                    COM              949702104       60     4200 SH      SHARED      05          4200
D WELLPOINT HEALTH NETWORK NEW   SB DB CV ZRO  19 94973HAA6        0        1 PRN     SHARED                     1
D WELLPOINT HEALTH NETWORK NEW   COM              94973H108      945     9844 SH      SHARED                  9844
D WELLPOINT HEALTH NETWORK NEW   COM              94973H108    44823   466912 SH      SHARED      01        466912
D WELLPOINT HEALTH NETWORK NEW   COM              94973H108     1104    11500 SH      SHARED      02         11500
D WELLPOINT HEALTH NETWORK NEW   COM              94973H108     4460    46466 SH      SHARED      04         46466
D WELLS FARGO & CO NEW           COM              949746101      551    12000 SH      SHARED                 12000
D WELLS FARGO & CO NEW           COM              949746101   609347 13264846 SH      SHARED      01      13129366            135480
D WELLS FARGO & CO NEW           COM              949746101    10226   222610 SH      SHR/OTHR    01                 112736   109874
D WELLS FARGO & CO NEW           COM              949746101     1894    41234 SH      SHARED      02         14695             26539
D WELLS FARGO & CO NEW           COM              949746101    45261   985298 SH      SHARED      04        985298
D WELLS FARGO & CO NEW           COM              949746101    42789   931490 SH      SHARED      06        931490
D WENDYS INTL INC                COM              950590109      648    32316 SH      SHARED                 32316
D WENDYS INTL INC                COM              950590109    16007   797889 SH      SHARED      01        797889
D WENDYS INTL INC                COM              950590109       10      500 SH      SHARED      02           500
D WENDYS INTL INC                COM              950590109     1602    79872 SH      SHARED      04         79872
D WENDYS INTL INC                COM              950590109       64     3200 SH      SHARED      05          3200
D WERNER ENTERPRISES INC         COM              950755108        5      500 SH      SHARED                   500
D WERNER ENTERPRISES INC         COM              950755108      619    52712 SH      SHARED      01         52712
D WERNER ENTERPRISES INC         COM              950755108        0       51 SH      SHARED      04            51
D WESBANCO INC                   COM              950810101      538    25120 SH      SHARED      01         25120
D WESCO FINL CORP                COM              950817106       77      310 SH      SHARED                   310
D WESCO FINL CORP                COM              950817106      276     1100 SH      SHARED      01          1100
D WESCO FINL CORP                COM              950817106       25      100 SH      SHARED      04           100
D WESCO INTL INC                 COM              95082P105      186    23277 SH      SHARED      01         23277
D WESLEY JESSEN VISIONCARE INC   COM              951018100      192     5000 SH      SHARED                  5000
D WESLEY JESSEN VISIONCARE INC   COM              951018100     1405    36574 SH      SHARED      01         36574
D WEST ESSEX BANCORP             COM              952698108      284    25000 SH      SHARED                 25000
D WEST MARINE INC                COM              954235107       19     2400 SH      SHARED                  2400
D WEST MARINE INC                COM              954235107       40     4900 SH      SHARED      01          4900
D WEST PHARMACEUTICAL SVSC INC   COM              955306105      497    21381 SH      SHARED      01         21381
D WEST TELESERVICES CORP         COM              956188106      488    22200 SH      SHARED                 22200
D WEST TELESERVICES CORP         COM              956188106       17      800 SH      SHARED      01           800
D WEST TELESERVICES CORP         COM              956188106       17      794 SH      SHARED      04           794
D WESTAIM CORP                   COM              956909105      230    20000 SH      SHARED      04         20000
D WESTAMERICA BANCORPORATION     COM              957090103     3559   106454 SH      SHARED      01        106454
D WESTAMERICA BANCORPORATION     COM              957090103      411    12300 SH      SHARED      04         12300
D WESTAMERICA BANCORPORATION     COM              957090103      160     4800 SH      SHARED      05          4800
D WESTELL TECHNOLOGIES INC       CL A             957541105      408    31703 SH      SHARED                 31703
D WESTELL TECHNOLOGIES INC       CL A             957541105      881    68499 SH      SHARED      01         68499
D WESTELL TECHNOLOGIES INC       CL A             957541105       12     1000 SH      SHARED      02                            1000
D WESTCORP INC                   COM              957907108       21     1400 SH      SHARED                  1400
D WESTCORP INC                   COM              957907108      241    16126 SH      SHARED      01         16126
D WESTERN DIGITAL CORP           COM              958102105     1709   290900 SH      SHARED      01        290900
D WESTERN DIGITAL CORP           COM              958102105       95    16300 SH      SHARED      02         15200              1100
D WESTERN DIGITAL CORP           COM              958102105       68    11600 SH      SHARED      05         11600
D WESTERN GAS RES INC            COM              958259103      531    21200 SH      SHARED                 21200
D WESTERN GAS RES INC            COM              958259103      716    28600 SH      SHARED      01         28600
D WESTERN GAS RES INC            COM              958259103      165     6600 SH      SHARED      05          6600
D WESTERN GAS RES INC            PFD CONV $2.625  958259301     7673   202600 SH      SHARED                202600
D WESTERN MULTIPLEX CORP         CL A             95874P107       93     5800 SH      SHARED      01          5800
D WESTERN PPTYS TR               SH BEN INT       959261108      306    24900 SH      SHARED      01         24900
D WESTERN RES INC                COM              959425109     3670   169746 SH      SHARED      01        169746
D WESTERN RES INC                COM              959425109       41     1920 SH      SHR/OTHR    01                    300     1620
D WESTERN RES INC                COM              959425109       29     1350 SH      SHARED      02           300              1050
D WESTERN RES INC                COM              959425109      512    23700 SH      SHARED      04         23700
D WESTERN RES INC                COM              959425109      198     9200 SH      SHARED      05          9200
D WESTERN WIRELESS CORP          CL A             95988E204     1307    36700 SH      SHARED                 36700
D WESTERN WIRELESS CORP          CL A             95988E204     6421   180260 SH      SHARED      01        180170                90
D WESTERN WIRELESS CORP          CL A             95988E204      482    13550 SH      SHARED      02         12550              1000
D WESTERN WIRELESS CORP          CL A             95988E204      292     8214 SH      SHARED      04          8214
D WESTFIELD AMER INC             COM              959910100     2145   156000 SH      SHARED                156000
D WESTFIELD AMER INC             COM              959910100      545    39700 SH      SHARED      01         39700
D WESTMINSTER CAP INC            COM              960631109        0      200 SH      SHARED      02           200
D WESTPAC BKG CORP               SPONSORED ADR    961214301      139     4000 SH      SHARED                  4000
D WESTPOINT STEVENS INC          COM              961238102        2      200 SH      SHARED                   200
D WESTPOINT STEVENS INC          COM              961238102     1323   108081 SH      SHARED      01        108081
D WESTPOINT STEVENS INC          COM              961238102      295    24100 SH      SHARED      02          8500             15600
D WESTPOINT STEVENS INC          COM              961238102      208    17000 SH      SHARED      04         17000
D WESTPOINT STEVENS INC          COM              961238102       79     6500 SH      SHARED      05          6500
D WESTVACO CORP                  COM              961548104      136     5100 SH      SHARED                  5100
D WESTVACO CORP                  COM              961548104    19146   717440 SH      SHARED      01        717040               400
D WESTVACO CORP                  COM              961548104       30     1125 SH      SHR/OTHR    01                   1125
D WESTVACO CORP                  COM              961548104       16      629 SH      SHARED      02           379               250
D WESTVACO CORP                  COM              961548104     1305    48928 SH      SHARED      04         48928
D WESTVACO CORP                  COM              961548104      154     5800 SH      SHARED      05          5800
D WESTWOOD ONE INC               COM              961815107     2681   125100 SH      SHARED                125100
D WESTWOOD ONE INC               COM              961815107     2289   106800 SH      SHARED      01        106800
D WESTWOOD ONE INC               COM              961815107      321    15000 SH      SHARED      02                           15000
D WESTWOOD ONE INC               COM              961815107     1066    49756 SH      SHARED      04         49756
D WESTWOOD ONE INC               COM              961815107      319    14900 SH      SHARED      05         14900
D WET SEAL INC                   CL A             961840105       84     5400 SH      SHARED      01          5400
D WEYERHAEUSER CO                COM              962166104      544    13486 SH      SHARED                 13486
D WEYERHAEUSER CO                COM              962166104    68229  1689892 SH      SHARED      01       1685992              3900
D WEYERHAEUSER CO                COM              962166104       40     1000 SH      SHR/OTHR    01                            1000
D WEYERHAEUSER CO                COM              962166104      482    11942 SH      SHARED      02          2819              9123
D WEYERHAEUSER CO                COM              962166104     4196   103945 SH      SHARED      04        103945
D WHIRLPOOL CORP                 COM              963320106      291     7500 SH      SHARED                  7500
D WHIRLPOOL CORP                 COM              963320106    20796   534948 SH      SHARED      01        534948
D WHIRLPOOL CORP                 COM              963320106      291     7500 SH      SHARED      02           100              7400
D WHIRLPOOL CORP                 COM              963320106     2062    53052 SH      SHARED      04         53052
D WHIRLPOOL CORP                 COM              963320106      136     3500 SH      SHARED      05          3500
D WHITE ELECTR DESIGNS CORP      COM              963801105      435    36300 SH      SHARED      01         34300              2000
D WHITEHALL JEWELLERS INC        COM              965063100      206    26059 SH      SHARED      01         26059
D WHITMAN CORP NEW               COM              96647R107      398    34500 SH      SHARED                 34500
D WHITMAN CORP NEW               COM              96647R107     2010   173854 SH      SHARED      01        173854
D WHITMAN CORP NEW               COM              96647R107       10      880 SH      SHR/OTHR    01                             880
D WHITMAN CORP NEW               COM              96647R107       27     2400 SH      SHARED      02           800              1600
D WHITMAN CORP NEW               COM              96647R107      669    57902 SH      SHARED      04         57902
D WHITMAN CORP NEW               COM              96647R107      210    18200 SH      SHARED      05         18200
D WHITNEY HLDG CORP              COM              966612103       61     1700 SH      SHARED                  1700
D WHITNEY HLDG CORP              COM              966612103     1197    32975 SH      SHARED      01         32975
D WHOLE FOODS MKT INC            SB DB CV ZRO  18 966837AC0     1377  3506000 PRN     SHARED      04       3506000
D WHOLE FOODS MKT INC            COM              966837106     3705    69020 SH      SHARED      01         69020
D WHOLE FOODS MKT INC            COM              966837106       59     1100 SH      SHR/OTHR    01                            1100
D WHOLE FOODS MKT INC            COM              966837106      375     7000 SH      SHARED      02                            7000
D WHOLE FOODS MKT INC            COM              966837106       32      600 SH      SHARED      04           600
D WICKES INC                     COM              967446105       65    10900 SH      SHARED      01         10900
D WILD OATS MARKETS INC          COM              96808B107       22     1921 SH      SHARED                  1921
D WILD OATS MARKETS INC          COM              96808B107      499    42514 SH      SHARED      01         42514
D WILEY JOHN & SONS INC          CL A             968223206     1994    86963 SH      SHARED      01         86963
D WILEY JOHN & SONS INC          CL A             968223206      240    10500 SH      SHARED      05         10500
D WILLAMETTE INDS INC            COM              969133107      308    11000 SH      SHARED                 11000
D WILLAMETTE INDS INC            COM              969133107    21239   758562 SH      SHARED      01        758062               500
D WILLAMETTE INDS INC            COM              969133107        0        5 SH      SHR/OTHR    01                               5
D WILLAMETTE INDS INC            COM              969133107     1487    53128 SH      SHARED      04         53128
D WILLAMETTE INDS INC            COM              969133107      154     5500 SH      SHARED      05          5500
D WILLIAMS COMMUNICATIONS GROUP  CL A             969455104       12      600 SH      SHARED                   600
D WILLIAMS COMMUNICATIONS GROUP  CL A             969455104      296    14800 SH      SHARED      01         14800
D WILLIAMS COMMUNICATIONS GROUP  CL A             969455104      329    16473 SH      SHARED      04         16473
D WILLIAMS COS INC DEL           COM              969457100    57164  1353000 SH      SHARED               1353000
D WILLIAMS COS INC DEL           COM              969457100   151884  3594896 SH      SHARED      01       3578648             16248
D WILLIAMS COS INC DEL           COM              969457100      754    17850 SH      SHR/OTHR    01                  10850     7000
D WILLIAMS COS INC DEL           COM              969457100     1430    33858 SH      SHARED      02         12299             21559
D WILLIAMS COS INC DEL           COM              969457100     9379   222009 SH      SHARED      04        222009
D WILLIAMS CTLS INC              COM              969465103       51    31400 SH      SHARED      01         31400
D WILLIAMS CLAYTON ENERGY INC    COM              969490101      372     9200 SH      SHARED                  9200
D WILLIAMS CLAYTON ENERGY INC    COM              969490101      332     8200 SH      SHARED      01          8200
D WILLIAMS SONOMA INC            COM              969904101     1963    56500 SH      SHARED                 56500
D WILLIAMS SONOMA INC            COM              969904101     2899    83447 SH      SHARED      01         82747               700
D WILLIAMS SONOMA INC            COM              969904101      144     4150 SH      SHR/OTHR    01                            4150
D WILLIAMS SONOMA INC            COM              969904101       76     2200 SH      SHARED      02                            2200
D WILLIAMS SONOMA INC            COM              969904101      784    22569 SH      SHARED      04         22569
D WILMINGTON TRUST CORP          COM              971807102      160     3000 SH      SHARED                  3000
D WILMINGTON TRUST CORP          COM              971807102     1952    36403 SH      SHARED      01         36403
D WILMINGTON TRUST CORP          COM              971807102      875    16334 SH      SHARED      02                           16334
D WILMINGTON TRUST CORP          COM              971807102      728    13577 SH      SHARED      04         13577
D WILSHIRE REAL ESTATE INVT      COM              971892104        4     1500 SH      SHARED      04          1500
D WILSONS THE LEATHER EXPERTS    COM              972463103      174     9684 SH      SHARED      01          9684
D WIND RIVER SYSTEMS INC         SB NT CV 144A 02 973149AA5      111    75000 PRN     SHARED      04         75000
D WIND RIVER SYSTEMS INC         COM              973149107     4466    93171 SH      SHARED      01         93171
D WIND RIVER SYSTEMS INC         COM              973149107        4      100 SH      SHR/OTHR    01                             100
D WIND RIVER SYSTEMS INC         COM              973149107      709    14805 SH      SHARED      02          2750             12055
D WIND RIVER SYSTEMS INC         COM              973149107     1445    30158 SH      SHARED      04         30158
D WIND RIVER SYSTEMS INC         COM              973149107      460     9600 SH      SHARED      05          9600
D WINFIELD CAP CORP              COM              973859101       32     3100 SH      SHARED      01          3100
D WINK COMMUNICATIONS            COM              974168106      385    32100 SH      SHARED      01         32100
D WINK COMMUNICATIONS            COM              974168106       16     1350 SH      SHARED      02                            1350
D WINK COMMUNICATIONS            COM              974168106        1      164 SH      SHARED      04           164
D WINN DIXIE STORES INC          COM              974280109      216    15085 SH      SHARED                 15085
D WINN DIXIE STORES INC          COM              974280109    13433   934513 SH      SHARED      01        934513
D WINN DIXIE STORES INC          COM              974280109       58     4100 SH      SHR/OTHR    01                    100     4000
D WINN DIXIE STORES INC          COM              974280109       11      800 SH      SHARED      02           800
D WINN DIXIE STORES INC          COM              974280109      876    60939 SH      SHARED      04         60939
D WINNEBAGO INDS INC             COM              974637100      149    11945 SH      SHARED                 11945
D WINNEBAGO INDS INC             COM              974637100      309    24747 SH      SHARED      01         24747
D WINSTAR COMMUNICATIONS INC     COM              975515107     1618   104400 SH      SHARED                104400
D WINSTAR COMMUNICATIONS INC     COM              975515107     1570   101347 SH      SHARED      01         95275              6072
D WINSTAR COMMUNICATIONS INC     COM              975515107     3167   204345 SH      SHARED      02        175200             29145
D WINSTAR COMMUNICATIONS INC     COM              975515107      437    28236 SH      SHARED      04         28236
D WINSTAR COMMUNICATIONS INC     COM              975515107        3      200 SH      SHARED      05           200
D WINSTON HOTELS INC             COM              97563A102      110    12800 SH      SHARED      01         12800
D WIRELESS FACILITIES INC        COM              97653A103      571     9900 SH      SHARED      01          9900
D WIRELESS FACILITIES INC        COM              97653A103       34      600 SH      SHARED      02                             600
D WIRELESS FACILITIES INC        COM              97653A103       68     1190 SH      SHARED      04          1190
D WISCONSIN CENT TRANSN CORP     COM              976592105     1342   127126 SH      SHARED      01        127126
D WISCONSIN CENT TRANSN CORP     COM              976592105       46     4400 SH      SHARED      02          4400
D WISCONSIN CENT TRANSN CORP     COM              976592105      177    16800 SH      SHARED      04         16800
D WISCONSIN CENT TRANSN CORP     COM              976592105       68     6500 SH      SHARED      05          6500
D WISCONSIN ENERGY CORP          COM              976657106      261    13100 SH      SHARED                 13100
D WISCONSIN ENERGY CORP          COM              976657106     3383   169687 SH      SHARED      01        169687
D WISCONSIN ENERGY CORP          COM              976657106      181     9125 SH      SHR/OTHR    01                   7535     1590
D WISCONSIN ENERGY CORP          COM              976657106        3      175 SH      SHARED      02                             175
D WISCONSIN ENERGY CORP          COM              976657106     1114    55912 SH      SHARED      04         55912
D WISCONSIN ENERGY CORP          COM              976657106      456    22900 SH      SHARED      05         22900
D WIT SOUNDVIEW GROUP INC        COM              977383108       18     2100 SH      SHARED                  2100
D WIT SOUNDVIEW GROUP INC        COM              977383108     1148   127665 SH      SHARED      01        127665
D WIT SOUNDVIEW GROUP INC        COM              977383108      216    24000 SH      SHARED      02         24000
D WITNESS SYS INC                COM              977424100       43     2390 SH      SHARED      01          2390
D WOLVERINE TUBE INC             COM              978093102      359    24200 SH      SHARED                 24200
D WOLVERINE TUBE INC             COM              978093102      356    23950 SH      SHARED      01         23950
D WOLVERINE WORLD WIDE INC       COM              978097103      892    95811 SH      SHARED      01         95561               250
D WOLVERINE WORLD WIDE INC       COM              978097103       69     7500 SH      SHARED      02          7500
D WOMEN COM NETWORKS INC         COM              978149102       73    26900 SH      SHARED      01         26900
D WOMEN COM NETWORKS INC         COM              978149102       11     4281 SH      SHARED      02          1790              2491
D WOODHEAD INDS INC              COM              979438108      234    11281 SH      SHARED      01         11281
D WOODWARD GOVERNOR CO           COM              980745103      481    10800 SH      SHARED      01         10800
D WORKGROUP TECHNOLOGY CORP      COM              980903108        5    13300 SH      SHARED      01         13300
D WORKGROUP TECHNOLOGY CORP      COM              980903108        2     5167 SH      SHARED      02          5167
D WORKFLOW MGMT INC              COM              98137N109       27     4546 SH      SHARED      01          4546
D WORKFLOW MGMT INC              COM              98137N109        0       73 SH      SHR/OTHR    01                              73
D WORKFLOW MGMT INC              COM              98137N109        1      296 SH      SHARED      02           148               148
D WORKFLOW MGMT INC              COM              98137N109       18     3000 SH      SHARED      04          3000
D WORLD ACCESS INC               SB NT CV  4.5%02 98141AAC5     7250 10000000 PRN     SHARED              10000000
D WORLD ACCESS INC               COM              98141A101      836   154701 SH      SHARED      01        154701
D WORLD ACCESS INC               COM              98141A101        2      500 SH      SHARED      02                             500
D WORLD FUEL SVCS CORP           COM              981475106        9     1188 SH      SHARED      01          1188
D WORLDGATE COMMUNICATIONS INC   COM              98156L307     1344    64001 SH      SHARED      01         64001
D WORLD WRESTLING FEDN ENTMT INC CL A             98156Q108      481    31683 SH      SHARED      01         31683
D WORLDQUEST NETWORKS            COM              98156W105        2      640 SH      SHARED      01           640
D WORLDWIDE DOLLARVEST FD INC    COM              981564107     3680   607200 SH      SHARED      04        607200
D WORLDCOM INC GA NEW            COM              98157D106       25      850 SH      SHR/OTHR    04                    250      600
D WORLDCOM INC GA NEW            COM              98157D106   124213  4089320 SH      SHARED               4089320
D WORLDCOM INC GA NEW            COM              98157D106   746006 24559876 SH      SHARED      01      23812205            747671
D WORLDCOM INC GA NEW            COM              98157D106    11730   386198 SH      SHR/OTHR    01                 176734   209464
D WORLDCOM INC GA NEW            COM              98157D106     6876   226391 SH      SHARED      02         57209            169182
D WORLDCOM INC GA NEW            COM              98157D106    65055  2141751 SH      SHARED      04       2141751
D WORLDCOM INC GA NEW            COM              98157D106     2837    93400 SH      SHARED      05         93400
D WORLDCOM INC GA NEW            COM              98157D106    47461  1562525 SH      SHARED      06       1562525
D WORONOCO BANCORP INC           COM              981630106     1141    90000 SH      SHARED                 90000
D WORONOCO BANCORP INC           COM              981630106      881    69500 SH      SHARED      04         69500
D WORTHINGTON INDS INC           COM              981811102       41     4400 SH      SHARED                  4400
D WORTHINGTON INDS INC           COM              981811102     7172   765081 SH      SHARED      01        764681               400
D WORTHINGTON INDS INC           COM              981811102      315    33600 SH      SHARED      04         33600
D WORTHINGTON INDS INC           COM              981811102       20     2200 SH      SHARED      05          2200
D WORLDPAGES COM INC             COM              981922107      175    41200 SH      SHARED      01         41200
D WRIGLEY WM JR CO               COM              982526105     1460    19500 SH      SHARED                 19500
D WRIGLEY WM JR CO               COM              982526105    58646   783265 SH      SHARED      01        778765              4500
D WRIGLEY WM JR CO               COM              982526105      621     8300 SH      SHR/OTHR    01                            8300
D WRIGLEY WM JR CO               COM              982526105      386     5156 SH      SHARED      02           100              5056
D WRIGLEY WM JR CO               COM              982526105     5117    68341 SH      SHARED      04         68341
D WYNDHAM INTL INC               CL A             983101106      458   253278 SH      SHARED      01        253278
D WYNDHAM INTL INC               CL A             983101106        0      536 SH      SHR/OTHR    01                             536
D WYNDHAM INTL INC               CL A             983101106       74    41000 SH      SHARED      02         41000
D XM SATELLITE RADIO HLDGS INC   CL A             983759101     1231    28600 SH      SHARED      01         28600
D XM SATELLITE RADIO HLDGS INC   CL A             983759101       64     1500 SH      SHARED      02                            1500
D XM SATELLITE RADIO HLDGS INC   CL A             983759101       34      800 SH      SHARED      04           800
D X-RITE INC                     COM              983857103      209    23892 SH      SHARED      01         23892
D XCEED INC                      COM              98388N105       77    31061 SH      SHARED      01         31061
D XCARE NET INC                  COM              98388Y101        7     1730 SH      SHARED      01          1730
D XCEL ENERGY INC                COM              98389B100      524    19083 SH      SHARED                 19083
D XCEL ENERGY INC                COM              98389B100    62700  2280022 SH      SHARED      01       2278922              1100
D XCEL ENERGY INC                COM              98389B100      234     8541 SH      SHR/OTHR    01                   7141     1400
D XCEL ENERGY INC                COM              98389B100     1031    37510 SH      SHARED      02          3500             34010
D XCEL ENERGY INC                COM              98389B100     4437   161353 SH      SHARED      04        161353
D XCEL ENERGY INC                COM              98389B100      748    27200 SH      SHARED      05         27200
D XETA TECHNOLOGIES INC          COM              983909102       83     7000 SH      SHARED      01          7000
D XILINX INC                     COM              983919101    43429   507200 SH      SHARED                507200
D XILINX INC                     COM              983919101   229253  2677413 SH      SHARED      01       2663713             13700
D XILINX INC                     COM              983919101    11032   128845 SH      SHARED      02        121980              6865
D XILINX INC                     COM              983919101    17004   198594 SH      SHARED      04        198594
D XILINX INC                     COM              983919101     1798    21000 SH      SHARED      05         21000
D XIRCOM INC                     COM              983922105      218     8655 SH      SHARED                  8655
D XIRCOM INC                     COM              983922105     1677    66450 SH      SHARED      01         66450
D XIRCOM INC                     COM              983922105      126     5000 SH      SHR/OTHR    01                   5000
D XEIKON N V                     SPONSORED ADR    984003103     3552   256031 SH      SHARED      02        102400            153631
D XEIKON N V                     SPONSORED ADR    984003103       14     1064 SH      SHARED      04          1064
D XEROX CORP                     COM              984121103     1269    84252 SH      SHARED                 84252
D XEROX CORP                     COM              984121103    87259  5793348 SH      SHARED      01       5787663              5685
D XEROX CORP                     COM              984121103     4251   282296 SH      SHR/OTHR    01                 270042    12254
D XEROX CORP                     COM              984121103      548    36390 SH      SHARED      02         11050             25340
D XEROX CORP                     COM              984121103    12563   834118 SH      SHARED      04        834118
D XEROX CORP                     COM              984121103      450    29900 SH      SHARED      05         29900
D XPEDIOR INC                    COM              98413B100       72    22168 SH      SHARED      01         22168
D XTRA CORP                      COM              984138107      155     3492 SH      SHARED                  3492
D XTRA CORP                      COM              984138107     1130    25450 SH      SHARED      01         25450
D XYBERNAUT CORP                 COM              984149104      502    84700 SH      SHARED      01         84700
D XYBERNAUT CORP                 COM              984149104        2      400 SH      SHARED      02           300               100
D YPF SOCIEDAD ANONIMA           SPON ADR CL D    984245100      609    19200 SH      SHARED                 19200
D YPF SOCIEDAD ANONIMA           SPON ADR CL D    984245100      587    18500 SH      SHARED      01         18500
D YADKIN VY BK&TR CO ELKIN N C   COM              984308106        2      192 SH      SHARED      02                             192
D YAHOO INC                      COM              984332106       13      150 SH      SHR/OTHR    02                    150
D YAHOO INC                      COM              984332106    64173   705205 SH      SHARED                705205
D YAHOO INC                      COM              984332106   381100  4187917 SH      SHARED      01       4069637            118280
D YAHOO INC                      COM              984332106     1514    16638 SH      SHR/OTHR    01                   4321    12317
D YAHOO INC                      COM              984332106     7690    84516 SH      SHARED      02         77688              6828
D YAHOO INC                      COM              984332106    28343   311463 SH      SHARED      04        311463
D YANKEE CANDLE INC              COM              984757104      383    19041 SH      SHARED      01         18466               575
D XICOR INC                      COM              984903104       75     9100 SH      SHARED      01          9100
D XICOR INC                      COM              984903104        8     1000 SH      SHARED      02                            1000
D YELLOW CORP                    COM              985509108       34     2285 SH      SHARED                  2285
D YELLOW CORP                    COM              985509108      960    63482 SH      SHARED      01         63482
D YELLOW CORP                    COM              985509108        6      462 SH      SHARED      04           462
D YELLOWAVE CORP                 COM              985634104        1      200 SH      SHARED      02           200
D YORK FINL CORP                 COM              986630101        6      421 SH      SHARED      01           421
D YORK INTL CORP NEW             COM              986670107       14      600 SH      SHARED                   600
D YORK INTL CORP NEW             COM              986670107     2281    91714 SH      SHARED      01         91714
D YORK INTL CORP NEW             COM              986670107       92     3700 SH      SHARED      02          3300               400
D YORK INTL CORP NEW             COM              986670107      323    13000 SH      SHARED      04         13000
D YORK INTL CORP NEW             COM              986670107      681    27400 SH      SHARED      05         27400
D YOUNG & RUBICAM INC            SUB NT CV 144A05 987425AA3     1964  2000000 PRN     SHARED      01       2000000
D YOUNG & RUBICAM INC            COM              987425105   185893  3755421 SH      SHARED               3755421
D YOUNG & RUBICAM INC            COM              987425105    22970   464054 SH      SHARED      01        462854              1200
D YOUNG & RUBICAM INC            COM              987425105       75     1520 SH      SHARED      02          1500                20
D YOUNG & RUBICAM INC            COM              987425105     7823   158060 SH      SHARED      04        158060
D YOUNG BROADCASTING INC         CL A             987434107        6      200 SH      SHARED                   200
D YOUNG BROADCASTING INC         CL A             987434107     1108    35261 SH      SHARED      01         35261
D YOUNG BROADCASTING INC         CL A             987434107        7      230 SH      SHARED      04           230
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 Z TEL TECHNOLOGIES INC         COM              988792107      128    17700 SH      SHARED      01         17700
D Z TEL TECHNOLOGIES INC         COM              988792107        2      300 SH      SHARED      02                             300
D ZALE CORP NEW                  COM              988858106     2619    80769 SH      SHARED                 80769
D ZALE CORP NEW                  COM              988858106     5606   172842 SH      SHARED      01        172842
D ZAMBA CORP                     COM              988881108       31     7400 SH      SHARED      01          7400
D ZEMEX CDA CORP                 COM              988910105        0        6 SH      SHARED      01             6
D ZI CORP                        COM              988918108        7     1000 SH      SHARED      02          1000
D ZAPATA CORP                    COM NEW          989070503       17     6000 SH      SHARED      04          6000
D ZAPME CORP                     COM              98912E100       22    13100 SH      SHARED      01         13100
D ZAPME CORP                     COM              98912E100        4     2625 SH      SHARED      02          2625
D ZAPME CORP                     COM              98912E100        0       46 SH      SHARED      04            46
D ZARING NATL CORP               COM              989136106        9     3900 SH      SHARED      01          3900
D ZEBRA TECHNOLOGIES CORP        CL A             989207105     3505    72931 SH      SHARED      01         72931
D ZEBRA TECHNOLOGIES CORP        CL A             989207105       13      275 SH      SHR/OTHR    01                             275
D ZENITH NATL INS CORP           COM              989390109       35     1600 SH      SHARED                  1600
D ZENITH NATL INS CORP           COM              989390109      323    14800 SH      SHARED      01         14800
D ZEROPLUS COM INC               COM              98949Y103        9     5700 SH      SHARED      01          5700
D ZIEGLER INC                    COM              989506100        1      100 SH      SHARED      01           100
D ZIFF-DAVIS INC                 COM ZD           989511100     7958   979450 SH      SHARED                979450
D ZIFF-DAVIS INC                 COM ZD           989511100      317    39100 SH      SHARED      01         39100
D ZIFF-DAVIS INC                 COM ZDNET        989511209       21     1500 SH      SHARED      01          1500
D ZILA INC                       COM PAR $0.01    989513205       47    13000 SH      SHARED      01          6500              6500
D ZILA INC                       COM PAR $0.01    989513205        3     1000 SH      SHARED      02          1000
D ZIONS BANCORPORATION           COM              989701107     7292   142597 SH      SHARED      01        142497               100
D ZIONS BANCORPORATION           COM              989701107       51     1000 SH      SHR/OTHR    01                            1000
D ZIONS BANCORPORATION           COM              989701107      471     9221 SH      SHARED      02          9221
D ZIONS BANCORPORATION           COM              989701107     1950    38138 SH      SHARED      04         38138
D ZIONS BANCORPORATION           COM              989701107      583    11400 SH      SHARED      05         11400
D ZIXIT CORP                     COM              98974P100     1140    37392 SH      SHARED                 37392
D ZIXIT CORP                     COM              98974P100     1214    39811 SH      SHARED      01         39811
D ZIXIT CORP                     COM              98974P100     1281    42000 SH      SHARED      02         41000              1000
D ZORAN CORP                     COM              98975F101      146     3005 SH      SHARED                  3005
D ZORAN CORP                     COM              98975F101     7717   158300 SH      SHARED      01        158300
D ZONAGEN INC                    COM              98975L108       17     5100 SH      SHARED      01          5100
D ZOLTEK COS INC                 COM              98975W104       23     3000 SH      SHARED      01          3000
D ZWEIG FD                       COM              989834106       25     2500 SH      SHARED      02          2500
D ZYGO CORP                      COM              989855101     2719    31256 SH      SHARED      01         31256
D ZYGO CORP                      COM              989855101     2479    28500 SH      SHARED      02          4500             24000
D ZYGO CORP                      COM              989855101        4       52 SH      SHARED      04            52
D ZOLL MED CORP                  COM              989922109      424     8700 SH      SHARED                  8700
D ZOLL MED CORP                  COM              989922109     2388    49000 SH      SHARED      01         49000
D ZOMAX INC MINN                 COM              989929104       29     4239 SH      SHARED                  4239
D ZOMAX INC MINN                 COM              989929104      437    62556 SH      SHARED      01         62556
D ZOMAX INC MINN                 COM              989929104        3      500 SH      SHARED      02                             500
S REPORT SUMMARY              12363 DATA RECORDS           153813169            0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
<S>
</TABLE>


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