<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: December 31, 1999
Check here if Amendment { }; Amendment Number:
This Amendment (Check only one.): { } is a restatement.
{ } adds new holdings entries.
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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 February 15, 2000
Report Type (Check only one.):
{X} 13F HOLDINGS REPORT.
{ } 13F NOTICE.
{ } 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
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FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 5
Form 13F Information Table Entry Total: 11893
Form 13F Information Table Value Total: 175273646
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
THE REPORTABLE SECURITIES OF ALEX. BROWN INVESTMENT MANAGEMENT ARE EXCLUDED
FROM THIS FORM 13F. ALEX. BROWN INVESTMENT MANAGEMENT IS AN INDIRECT 50%
OWNED AFFILIATE OF BANKERS TRUST CORPORATION AND HAS FILED A SEPARATE FORM
13F ON ITS OWN BEHALF.
Confidential treatment has been requested under separate cover
for a portion of the Manager's securities positions held at
the end of this quarter.
<TABLE>
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
<C> <C>
D LERNOUT & HAUSPIE SPEECH PRODS COM B5628B104 1 56 SH SHARED 02 56
D DAIMLERCHRYSLER AG ORD D1668R123 165 2389 SH SHARED 02 2389
D DAIMLERCHRYSLER AG ORD D1668R123 1110 16000 SH SHARED 04 16000
D DAIMLERCHRYSLER AG ORD D1668R123 1527 22000 SH SHARED 05 22000
D ACE LTD ORD G0070K103 773 45657 SH SHARED 02 18550 27107
D ACE LTD ORD G0070K103 2590 152945 SH SHARED 04 152945
D ACE LTD ORD G0070K103 1 100 SH SHARED 05 100
D AMDOCS LTD ORD G02602103 42 2000 SH SHARED 01 2000
D AMDOCS LTD ORD G02602103 790 37635 SH SHARED 02 37135 500
D AMDOCS LTD ORD G02602103 325 15483 SH SHARED 04 15483
D AMDOCS LTD ORD G02602103 25 1200 SH SHARED 05 1200
D ANNUITY AND LIFE RE HLDGS ORD G03910109 17 700 SH SHARED 02 700
D APEX SILVER MINES LTD ORD G04074103 59 4000 SH SHARED 02 4000
D CHINA COM CORP CL A G2108N109 16 250 SH SHR/OTHR 01 250
D CHINA COM CORP CL A G2108N109 679 10459 SH SHARED 02 10350 109
D CHINA COM CORP CL A G2108N109 39 600 SH SHARED 04 600
D CHINA COM CORP CL A G2108N109 123 1900 SH SHARED 05 1900
D ESG RE LTD ORD G31215109 22 2500 SH SHARED 04 2500
D FRESH DEL MONTE PRODUCE INC ORD G36738105 111 10000 SH SHARED 04 10000
D FRUIT OF THE LOOM LTD ORD CL A G3682L105 0 200 SH SHARED 02 200
D GEMSTAR INTL GROUP LTD ORD G3788V106 56342 721190 SH SHARED 02 692070 29120
D GEMSTAR INTL GROUP LTD ORD G3788V106 398 5100 SH SHARED 04 5100
D GLOBAL CROSSING LTD COM G3921A100 2016 76101 SH SHARED 02 39566 36535
D GLOBAL CROSSING LTD COM G3921A100 39134 1476787 SH SHARED 04 1476787
D GLOBAL CROSSING LTD COM G3921A100 548 20700 SH SHARED 05 20700
D GLOBALSTAR TELECOMMUNICTNS LTD COM G3930H104 725 31550 SH SHARED 02 23150 8400
D GLOBALSTAR TELECOMMUNICTNS LTD COM G3930H104 713 31000 SH SHARED 04 31000
D GLOBALSTAR TELECOMMUNICTNS LTD COM G3930H104 250 10900 SH SHARED 05 10900
D HELEN OF TROY CORP LTD COM G4388N106 173 18000 SH SHARED 04 18000
D ICO GLOBAL COMM HLDGS ORD G4705T109 3 1000 SH SHARED 01 1000
D IPC HLDGS LTD ORD G4933P101 409 21850 SH SHARED 02 21850
D IRIDIUM WORLD COMMUNICATIONS CL A G49398103 24 8000 SH SHARED 02 8000
D KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 112 7000 SH SHARED 04 7000
D LASALLE RE HLDGS LTD ORD G5383Q101 173 12500 SH SHARED 02 12500
D LORAL SPACE & COMMUNICATIONS COM G56462107 141 8225 SH SHARED 02 2200 6025
D LORAL SPACE & COMMUNICATIONS COM G56462107 412 24000 SH SHARED 04 24000
D LORAL SPACE & COMMUNICATIONS PFD CONV C 6% G56462149 34814 708700 SH SHARED 04 708700
D MIH LTD CL A G6116R101 115 4000 SH SHARED 02 4000
D NORDIC AMERICAN TANKER SHIPPNG COM G65773106 10957 913122 SH SHARED 04 913122
D PARTNERRE LTD COM G6852T105 1146 33000 SH SHARED 04 33000
D PARTNERRE LTD COM G6852T105 69 2000 SH SHARED 05 2000
D PEAK INTL LTD ORD G69586108 272 32000 SH SHARED 04 32000
D RENAISSANCE RE HLDGS LTD COM G7496G103 76 2200 SH SHARED 02 2200
D RENAISSANCE RE HLDGS LTD COM G7496G103 926 26700 SH SHARED 04 26700
D RSL COMMUNICATIONS LTD CL A G7702U102 153 8400 SH SHARED 04 8400
D SANTA FE INTL CORP ORD G7805C108 2518 116800 SH SHARED 01 116800
D SANTA FE INTL CORP ORD G7805C108 32 1500 SH SHARED 02 1500
D SANTA FE INTL CORP ORD G7805C108 491 22800 SH SHARED 04 22800
D SANTA FE INTL CORP ORD G7805C108 86 4000 SH SHARED 05 4000
D TERRA NOVA BERMUDA HLDGS LTD ORD CL A G87615103 3150 98640 SH SHARED 04 98640
D HILFIGER TOMMY CORP ORD G8915Z102 22 800 SH SHR/OTHR 01 800
D HILFIGER TOMMY CORP ORD G8915Z102 149 5300 SH SHARED 02 5300
D HILFIGER TOMMY CORP ORD G8915Z102 1666 59135 SH SHARED 04 59135
D HILFIGER TOMMY CORP ORD G8915Z102 180 6400 SH SHARED 05 6400
D TRANSOCEAN OFFSHORE INC CAYMON ORD G90076103 39 1300 SH SHARED 1300
D TRANSOCEAN OFFSHORE INC CAYMON ORD G90076103 5451 178000 SH SHARED 04 178000
D TRITON ENERGY LTD ORD G90751101 42 3000 SH SHARED 02 3000
D TRITON ENERGY LTD ORD G90751101 1968 140011 SH SHARED 04 140011
D XOMA LTD ORD G9825R107 20 7000 SH SHARED 02 7000
D XL CAP LTD CL A G98255105 99 2222 SH SHARED 02 2222
D XL CAP LTD CL A G98255105 1829 40650 SH SHARED 04 40650
D OLICOM A/S WT EXP 091200 K7514Y123 0 645 SH SHR/OTHR 01 645
D MILLICOM INTL CELLULAR S A ORD L6388F102 17 600 SH SHARED 02 400 200
D STOLT COMEX SEAWAY SA COM L8873E103 33 3000 SH SHARED 02 3000
D BACKWEB TECHNOLOGIES LTD ORD M15633106 1136 66875 SH SHARED 02 66875
D BACKWEB TECHNOLOGIES LTD ORD M15633106 11 700 SH SHARED 05 700
D CHECK POINT SOFTWARE TECH LTD ORD M22465104 50 600 SH SHARED 04 600
D E SIM LTD ORD M40990109 253 31882 SH SHARED 02 31882
D GALILEO TECHNOLOGY LTD ORD M47298100 11840 473600 SH SHARED 02 469900 3700
D GALILEO TECHNOLOGY LTD ORD M47298100 7 300 SH SHARED 04 300
D GALILEO TECHNOLOGY LTD ORD M47298100 95 3800 SH SHARED 05 3800
D GILAT COMMUNICATIONS LTD ORD M50876107 43 3000 SH SHARED 05 3000
D ISG INTL SOFTWARE GROUP LTD ORD M5733B104 0 5 SH SHARED 02 5
D ORCKIT COMMUNICATIONS LTD COM M7531S107 569 16100 SH SHARED 02 16100
D TARO PHARMACEUTICAL INDS LTD ORD M8737E108 30 2000 SH SHARED 01 2000
D VOCALTEC COMMUNICATIONS LTD ORD M97601104 329 23300 SH SHARED 04 23300
D ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 2353 35100 SH SHARED 04 35100
D ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 3648 54400 SH SHARED 05 54400
D BAAN CO NV COM N08044104 0 6 SH SHARED 02 6
D BAAN CO NV COM N08044104 2373 163705 SH SHARED 04 163705
D CORE LABORATORIES N V COM N22717107 18 1000 SH SHARED 02 1000
D MADGE NETWORKS N V ORD SHS N5424G106 0 343 SH SHARED 02 343
D ORTHOFIX INTL N V COM N6748L102 27 2000 SH SHARED 02 1000 1000
D QIAGEN NV ORD N72482107 178 4181 SH SHARED 04 4181
D STATIA TERMINALS GROUP N V ORD N82345104 61 5000 SH SHARED 04 5000
D PANAMERICAN BEVERAGES INC CL A P74823108 3 200 SH SHARED 02 200
D PANAMERICAN BEVERAGES INC CL A P74823108 193 11700 SH SHARED 04 11700
D SUN INTL HOTELS LTD ORD P8797T133 2 100 SH SHARED 04 100
D ROYAL CARIBBEAN CRUISES LTD COM V7780T103 112 2500 SH SHARED 02 2000 500
D ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1327 29500 SH SHARED 04 29500
D ROYAL CARIBBEAN CRUISES LTD COM V7780T103 225 5000 SH SHARED 05 5000
D CREATIVE TECHNOLOGY LTD ORD Y1775U107 69 6500 SH SHARED 02 6500
D CREATIVE TECHNOLOGY LTD ORD Y1775U107 532 50100 SH SHARED 04 50100
D FLEXTRONICS INTL LTD ORD Y2573F102 325 5590 SH SHARED 02 5400 190
D FLEXTRONICS INTL LTD ORD Y2573F102 744 12800 SH SHARED 04 12800
D FLEXTRONICS INTL LTD ORD Y2573F102 930 16000 SH SHARED 05 16000
D PACIFIC INTERNET LTD ORD Y66183107 693 21675 SH SHARED 02 21675
D AAR CORP COM 000361105 3518 195494 SH SHARED 01 127425 68069
D AAR CORP COM 000361105 12 675 SH SHARED 02 675
D AAR CORP COM 000361105 226 12600 SH SHARED 04 12600
D ABC-NACO INC COM 000752105 341 24200 SH SHARED 01 24200
D ABC-NACO INC COM 000752105 120 8500 SH SHARED 04 8500
D A C MOORE ARTS & CRAFTS INC COM 00086T103 8 2000 SH SHARED 02 2000
D ACSYS INC COM 00087X103 13 5000 SH SHARED 02 5000
D ACTV INC COM 00088E104 5061 363151 SH SHARED 01 96374 266777
D ACTV INC COM 00088E104 8912 639500 SH SHARED 02 639500
D ACTV INC COM 00088E104 188 13500 SH SHARED 04 13500
D A D C TELECOMMUNICATIONS COM 000886101 66644 1589157 SH SHARED 01 1340588 248569
D A D C TELECOMMUNICATIONS COM 000886101 1259 30041 SH SHARED 02 29069 972
D A D C TELECOMMUNICATIONS COM 000886101 3057 72900 SH SHARED 04 72900
D A D C TELECOMMUNICATIONS COM 000886101 121 2900 SH SHARED 05 2900
D ACM GOVT INCOME FD INC COM 000912105 27 3400 SH SHARED 3400
D ACM GOVT INCOME FD INC COM 000912105 1403 171400 SH SHARED 04 171400
D ACM GOVT SECS FD INC COM 000914101 649 88000 SH SHARED 04 88000
D ACM GOVT SPECTRUM FD INC COM 000917104 27 5000 SH SHARED 04 5000
D ACM GOVT OPPORTUNITY FD INC COM 000918102 401 55800 SH SHARED 04 55800
D ABN AMRO HLDG NV SPONSORED ADR 000937102 97 4300 SH SHARED 01 4300
D ABN AMRO HLDG NV SPONSORED ADR 000937102 0 10 SH SHARED 02 10
D ABN AMRO HLDG NV SPONSORED ADR 000937102 4 200 SH SHARED 04 200
D ABN AMRO HLDG NV SPONSORED ADR 000937102 97 4300 SH SHARED 05 4300
D ABM INDS INC COM 000957100 5052 199100 SH SHARED 01 92600 106500
D ABM INDS INC COM 000957100 190 7500 SH SHARED 04 7500
D ACT MFG INC COM 000973107 10 400 SH SHARED 02 200 200
D ACT MFG INC COM 000973107 7 300 SH SHARED 04 300
D ACT NETWORKS INC COM 000975102 295 33516 SH SHARED 01 33516
D ACT NETWORKS INC COM 000975102 159 18100 SH SHARED 04 18100
D AEP INDS INC COM 001031103 22 600 SH SHARED 01 600
D AEP INDS INC COM 001031103 51 1400 SH SHARED 04 1400
D AFLAC INC COM 001055102 128639 3071983 SH SHARED 01 2600489 471494
D AFLAC INC COM 001055102 12 300 SH SHR/OTHR 01 300
D AFLAC INC COM 001055102 1244 29728 SH SHARED 02 2400 27328
D AFLAC INC COM 001055102 11725 280000 SH SHARED 04 280000
D AFLAC INC COM 001055102 255 6100 SH SHARED 05 6100
D AGCO CORP COM 001084102 4898 376800 SH SHARED 01 229200 147600
D AGCO CORP COM 001084102 90 6950 SH SHARED 02 1500 5450
D AGCO CORP COM 001084102 2390 183900 SH SHARED 04 183900
D AGCO CORP COM 001084102 87 6700 SH SHARED 05 6700
D AGL RES INC COM 001204106 5737 353047 SH SHARED 01 192311 160736
D AGL RES INC COM 001204106 8630 531100 SH SHARED 04 531100
D AGL RES INC COM 001204106 94 5800 SH SHARED 05 5800
D AHL SVCS INC COM 001296102 381 14619 SH SHARED 01 14619
D AHL SVCS INC COM 001296102 403 15500 SH SHARED 02 15500
D AHL SVCS INC COM 001296102 3471 133200 SH SHARED 03 133200
D AHL SVCS INC COM 001296102 93 3600 SH SHARED 04 3600
D AES CORP JR SBDB CV4.5%05 00130HAN5 3924 4000000 PRN SHARED 01 4000000
D AES CORP COM 00130H105 6103 103450 SH SHARED 103350 100
D AES CORP COM 00130H105 128016 2169771 SH SHARED 01 2041723 128048
D AES CORP COM 00130H105 14 250 SH SHR/OTHR 01 250
D AES CORP COM 00130H105 1281 21720 SH SHARED 02 6380 15340
D AES CORP COM 00130H105 18523 313950 SH SHARED 04 313850 100
D AES CORP COM 00130H105 236 4000 SH SHARED 05 4000
D AES CORP WT EXP 073100 00130H113 3998 44550 SH SHARED 04 44550
D AHT CORP COM 00130R103 20 7200 SH SHARED 01 7200
D AK STL HLDG CORP COM 001547108 15678 859107 SH SHARED 01 749993 109114
D AK STL HLDG CORP COM 001547108 61 3365 SH SHARED 02 485 2880
D AK STL HLDG CORP COM 001547108 1077 59064 SH SHARED 04 59064
D AK STL HLDG CORP COM 001547108 215 11800 SH SHARED 05 11800
D AMB PROPERTY CORP COM 00163T109 6750 318600 SH SHARED 01 78100 240500
D AMB PROPERTY CORP COM 00163T109 439 20763 SH SHARED 02 17713 3050
D AMB PROPERTY CORP COM 00163T109 644 30400 SH SHARED 04 30400
D AMC ENTMT INC COM 001669100 465 33400 SH SHARED 01 33400
D AMC ENTMT INC COM 001669100 103 7400 SH SHARED 04 7400
D AMFM INC COM 001693100 45960 756545 SH SHARED 01 251346 505199
D AMFM INC COM 001693100 1706 28095 SH SHARED 02 12085 16010
D AMFM INC COM 001693100 5674 93400 SH SHARED 04 93400
D AMFM INC COM 001693100 1166 19200 SH SHARED 05 19200
D AMFM INC PFD CONV 7% 001693209 109816 676838 SH SHARED 04 676838
D AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 615 29300 SH SHARED 01 29300
D AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 340 16200 SH SHARED 04 16200
D AMR CORP COM 001765106 101341 1859481 SH SHARED 01 1591372 268109
D AMR CORP COM 001765106 109 2000 SH SHR/OTHR 01 430 1570
D AMR CORP COM 001765106 3 68 SH SHARED 02 68
D AMR CORP COM 001765106 16328 299598 SH SHARED 04 299598
D AMR CORP COM 001765106 2038 37400 SH SHARED 05 37400
D APAC CUSTOMER SERVICES INC COM 00185E106 16 4000 SH SHARED 01 4000
D ANB CORP COM 001926104 1049 30700 SH SHARED 04 30700
D AT&T CORP COM 001957109 4575 105177 SH SHARED 105102 75
D AT&T CORP COM 001957109 1690310 38857721 SH SHARED 01 32819808 6037913
D AT&T CORP COM 001957109 18072 415456 SH SHR/OTHR 01 249036 166420
D AT&T CORP COM 001957109 13598 312610 SH SHARED 02 111638 200972
D AT&T CORP COM 001957109 190869 4387812 SH SHARED 04 4387737 75
D AT&T CORP COM 001957109 861 19800 SH SHARED 05 19800
D AT&T CORP COM LIB GRP A 001957208 208239 5581024 SH SHARED 01 1768454 3812570
D AT&T CORP COM LIB GRP A 001957208 701 18790 SH SHR/OTHR 01 16600 2190
D AT&T CORP COM LIB GRP A 001957208 1315 35263 SH SHARED 02 12254 23009
D AT&T CORP COM LIB GRP A 001957208 2470 66200 SH SHARED 04 66200
D AT&T CORP COM LIB GRP A 001957208 167 4500 SH SHARED 05 4500
D AT&T CORP COM LIB GRP B 001957307 38 974 SH SHARED 01 974
D A S V INC COM 001963107 110 7550 SH SHARED 01 7550
D A S V INC COM 001963107 65 4500 SH SHARED 04 4500
D APP FIN VI MAURITIUS LTD LYONS NT ZERO 12 00202NAA3 8248 49990000 PRN SHARED 04 49990000
D APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R105 810 175300 SH SHARED 04 175300
D ASA LTD COM 002050102 2 100 SH SHARED 01 100
D ASA LTD COM 002050102 2 100 SH SHR/OTHR 01 100
D ASA LTD COM 002050102 9 450 SH SHARED 02 450
D ATEC GROUP INC COM NEW 00206X604 13 6200 SH SHARED 01 6200
D ATMI INC COM 00207R101 32118 860806 SH SHARED 01 860806
D ATMI INC COM 00207R101 4358 116800 SH SHARED 03 116800
D ATMI INC COM 00207R101 347 9300 SH SHARED 04 9300
D ATS MED INC COM 002083103 2 300 SH SHARED 01 300
D AVT CORP COM 002420107 832 27183 SH SHARED 01 25383 1800
D AVT CORP COM 002420107 235 7700 SH SHARED 04 7700
D AVX CORP NEW COM 002444107 812 23129 SH SHARED 01 23129
D AVX CORP NEW COM 002444107 35 1000 SH SHARED 02 1000
D AVX CORP NEW COM 002444107 1111 31652 SH SHARED 04 31652
D AVX CORP NEW COM 002444107 586 16700 SH SHARED 05 16700
D AXA FINL INC COM 002451102 69242 1240636 SH SHARED 01 710396 530240
D AXA FINL INC COM 002451102 945 16940 SH SHR/OTHR 01 4808 12132
D AXA FINL INC COM 002451102 4 80 SH SHARED 02 80
D AXA FINL INC COM 002451102 35507 636200 SH SHARED 04 636200
D AXA FINL INC COM 002451102 809 14500 SH SHARED 05 14500
D AAMES FINL CORP COM 00253A101 3 4725 SH SHARED 01 4725
D AARON RENTS INC COM 002535201 460 26700 SH SHARED 01 26700
D AARON RENTS INC COM 002535201 18 1050 SH SHARED 02 1050
D AARON RENTS INC COM 002535201 125 7300 SH SHARED 04 7300
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 AAVID THERMAL TECHNOLOGIES INC COM 002539104 406 18000 SH SHARED 01 18000
D AAVID THERMAL TECHNOLOGIES INC COM 002539104 101 4500 SH SHARED 04 4500
D ABBOTT LABS COM 002824100 2076 56601 SH SHARED 56476 125
D ABBOTT LABS COM 002824100 753481 20538112 SH SHARED 01 17785276 1800 2751036
D ABBOTT LABS COM 002824100 31373 855168 SH SHR/OTHR 01 409740 445428
D ABBOTT LABS COM 002824100 5356 146016 SH SHARED 02 38529 107487
D ABBOTT LABS COM 002824100 98600 2687625 SH SHARED 04 2687500 125
D ABBOTT LABS COM 002824100 752 20500 SH SHARED 05 20500
D ABERCROMBIE & FITCH CO CL A 002896207 1567 46025 SH SHARED 46025
D ABERCROMBIE & FITCH CO CL A 002896207 18295 537125 SH SHARED 01 282119 255006
D ABERCROMBIE & FITCH CO CL A 002896207 1720 50506 SH SHARED 02 50300 206
D ABERCROMBIE & FITCH CO CL A 002896207 4398 129125 SH SHARED 04 129125
D ABERCROMBIE & FITCH CO CL A 002896207 255 7500 SH SHARED 05 7500
D ABGENIX INC COM 00339B107 2549 65060 SH SHARED 01 22060 43000
D ABGENIX INC COM 00339B107 21 550 SH SHARED 02 550
D ABGENIX INC COM 00339B107 160 4100 SH SHARED 04 4100
D ABIGAIL ADAMS NATL BANCORP INC COM 003390101 109 8575 SH SHARED 01 8575
D ABINGTON BANCORP INC NEW COM 00350P100 14 1200 SH SHARED 01 1200
D ABIOMED INC COM 003654100 136 8800 SH SHARED 01 8800
D ABLE TELCOM HLDG CORP COM NEW 003712304 52 5700 SH SHARED 01 5700
D ABOUT COM INC COM 003736105 4695 83100 SH SHARED 01 3600 79500
D ABOUT COM INC COM 003736105 79 1400 SH SHARED 04 1400
D ACACIA RESH CORP COM 003881109 82 5100 SH SHARED 01 5100
D ACACIA RESH CORP COM 003881109 464 28700 SH SHARED 02 28700
D ABITIBI-CONSOLIDATED INC COM 003924107 296 24600 SH SHARED 04 24600
D ABITIBI-CONSOLIDATED INC COM 003924107 156 13000 SH SHARED 05 13000
D ACADIA RLTY TR COM SH BEN INT 004239109 4 900 SH SHARED 01 900
D ACCEPTANCE INS COS INC COM 004308102 309 24500 SH SHARED 01 24500
D ACCEPTANCE INS COS INC COM 004308102 66 5300 SH SHARED 04 5300
D ACCESS ANYTIME BANCORP COM 00431F105 29 3500 SH SHARED 01 3500
D ACCLAIM ENTMT INC COM PAR $0.02 004325205 3329 438494 SH SHARED 01 105377 333117
D ACCLAIM ENTMT INC COM PAR $0.02 004325205 247 32600 SH SHARED 02 27600 5000
D ACCLAIM ENTMT INC COM PAR $0.02 004325205 147 19400 SH SHARED 04 19400
D ACCREDO HEALTH INC COM 00437V104 14641 464800 SH SHARED 01 464800
D ACCREDO HEALTH INC COM 00437V104 40 1300 SH SHARED 04 1300
D ACETO CORP COM 004446100 4 418 SH SHARED 01 418
D ACKERLEY GROUP INC COM 004527107 399 32456 SH SHARED 01 32456
D ACKERLEY GROUP INC COM 004527107 66 5400 SH SHARED 04 5400
D ACME ELEC CORP COM 004644100 23 4000 SH SHARED 01 4000
D ACNIELSEN CORP COM 004833109 7733 340861 SH SHARED 01 179524 161337
D ACNIELSEN CORP COM 004833109 124 5501 SH SHR/OTHR 01 133 5368
D ACNIELSEN CORP COM 004833109 3 166 SH SHARED 02 166
D ACNIELSEN CORP COM 004833109 1275 56200 SH SHARED 04 56200
D ACNIELSEN CORP COM 004833109 131 5800 SH SHARED 05 5800
D ACTIVISION INC NEW COM NEW 004930202 889 50451 SH SHARED 01 50451
D ACTIVISION INC NEW COM NEW 004930202 0 1 SH SHARED 02 1
D ACTIVISION INC NEW COM NEW 004930202 239 13600 SH SHARED 04 13600
D ACTRADE INTL LTD COM 004931101 8 600 SH SHARED 01 600
D ACTION PERFORMANCE COS INC SB NT CV 4.75%05 004933AB3 360 500000 PRN SHARED 04 500000
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D ACTION PERFORMANCE COS INC COM 004933107 442 21000 SH SHARED 04 21000
D ACTEL CORP COM 004934105 4035 212374 SH SHARED 01 60671 151703
D ACTEL CORP COM 004934105 488 25700 SH SHARED 04 25700
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D ACTUATE CORP COM 00508B102 13966 412300 SH SHARED 04 412300
D ACTUATE CORP COM 00508B102 169 5000 SH SHARED 05 5000
D ACUSON CORP COM 005113105 3712 291183 SH SHARED 01 85578 205605
D ACUSON CORP COM 005113105 295 23200 SH SHARED 04 23200
D ACUSON CORP COM 005113105 30 2400 SH SHARED 05 2400
D ACX TECHNOLOGIES INC COM 005123104 2480 261097 SH SHARED 01 38361 222736
D ACX TECHNOLOGIES INC COM 005123104 3 396 SH SHARED 02 132 264
D ACX TECHNOLOGIES INC COM 005123104 60 6400 SH SHARED 04 6400
D ACXIOM CORP COM 005125109 7525 382860 SH SHARED 01 226107 156753
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D GENERAL DYNAMICS CORP COM 369550108 176032 2819366 SH SHARED 01 2556913 262453
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D GENERAL ELEC CO COM 369604103 6319 53300 SH SHARED 05 53300
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D GENERAL GROWTH PPTYS INC COM 370021107 11781 374000 SH SHARED 01 96218 277782
D GENERAL GROWTH PPTYS INC COM 370021107 11 375 SH SHARED 02 375
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D GENERAL MAGIC INC COM 370253106 11 6000 SH SHARED 02 6000
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D GENERAL MLS INC COM 370334104 1314 16200 SH SHARED 05 16200
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D GENERAL MTRS CORP COM 370442105 612 9737 SH SHARED 02 1727 8010
D GENERAL MTRS CORP COM 370442105 39228 623302 SH SHARED 04 623302
D GENERAL MTRS CORP COM 370442105 3102 49300 SH SHARED 05 49300
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D GENERAL MTRS CORP CL H NEW 370442832 30286 529026 SH SHARED 01 217068 311958
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D MCRAE INDS INC CL A 582757209 1 300 SH SHARED 01 300
D MCRAE INDS INC CL B 582757308 3 600 SH SHARED 01 600
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D MEAD CORP COM 582834107 68 2000 SH SHR/OTHR 01 2000
D MEAD CORP COM 582834107 38 1115 SH SHARED 02 1115
D MEAD CORP COM 582834107 3746 109000 SH SHARED 04 109000
D MEAD CORP COM 582834107 6 200 SH SHARED 05 200
D MEADE INSTRUMENTS CORP COM 583062104 259 10800 SH SHARED 01 10800
D MECH FINL INC COM 583492103 1204 36500 SH SHARED 04 36500
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D MECHANICAL TECHNOLOGY INC COM 583538103 113 3200 SH SHARED 04 3200
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D MEDALLION FINL CORP COM 583928106 103 5100 SH SHARED 04 5100
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D MEDIA GEN INC CL A 584404107 763 14900 SH SHARED 04 14900
D MEDIA GEN INC CL A 584404107 143 2800 SH SHARED 05 2800
D MEDIA LOGIC INC COM 58441B100 0 10921 SH SHARED 02 10921
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D MEDITRUST CORP PAIRED CTF NEW 58501T306 281 33100 SH SHARED 04 33100
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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
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D MEDTRONIC INC COM 585055106 32345 909565 SH SHARED 04 909340 225
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D MEMBERWORKS INC COM 586002107 95 2850 SH SHARED 02 2850
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D MENS WEARHOUSE INC COM 587118100 21 1000 SH SHARED 02 1000
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D MERANT PLC SPONSORED ADR 587336108 81 3500 SH SHARED 02 3500
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D METRICOM INC COM 591596101 113 5000 SH SHARED 04 5000
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D METTLER TOLEDO INTERNATIONAL COM 592688105 559 18900 SH SHARED 02 6400 12500
D METTLER TOLEDO INTERNATIONAL COM 592688105 527 17800 SH SHARED 04 17800
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D MICRO WHSE INC COM 59501B105 43 3600 SH SHARED 05 3600
D MICROCELL TELECOMMUNICATIONS CL B NON VTG 59501T304 97 7500 SH SHARED 04 7500
D MICROCHIP TECHNOLOGY INC COM 595017104 19951 388350 SH SHARED 01 260410 127940
D MICROCHIP TECHNOLOGY INC COM 595017104 202 3950 SH SHARED 02 2450 1500
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D MICROCIDE PHARMACEUTICALS INC COM 595018102 45 6428 SH SHARED 02 6428
D MICROGRAFX INC COM 595077108 220 56126 SH SHARED 04 56126
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D MICRON ELECTRONICS INC COM 595100108 1630 155251 SH SHARED 01 84451 70800
D MICRON ELECTRONICS INC COM 595100108 31 3000 SH SHR/OTHR 01 3000
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D MICRON TECHNOLOGY INC COM 595112103 189057 2842977 SH SHARED 01 2531684 311293
D MICRON TECHNOLOGY INC COM 595112103 32242 484850 SH SHARED 02 484850
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D MICRON TECHNOLOGY INC COM 595112103 1004 15100 SH SHARED 05 15100
D MICROTOUCH SYS INC COM 595145103 143 8500 SH SHARED 01 8500
D MID-AMER APT CMNTYS INC COM 59522J103 574 26700 SH SHARED 01 26700
D MID-AMER APT CMNTYS INC COM 59522J103 273 12700 SH SHARED 04 12700
D MID ATLANTIC MED SVCS INC COM 59523C107 2964 331700 SH SHARED 01 116000 215700
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D MID ATLANTIC MED SVCS INC COM 59523C107 187 21000 SH SHARED 04 21000
D MID-ATLANTIC RLTY TR SH BEN INT 595232109 19 1900 SH SHARED 01 1900
D MID-ATLANTIC RLTY TR SH BEN INT 595232109 20 1999 SH SHARED 02 1999
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D MIDCAP SPDR TR UNIT SER 1 595635103 7145 99500 SH SHARED 05 99500
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D MIDWEST BANC HOLDINGS INC COM 598251106 137 8400 SH SHARED 01 8400
D MIDWEST BANC HOLDINGS INC COM 598251106 60 3700 SH SHARED 04 3700
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D MILACRON INC COM 598709103 15 900 SH SHARED 05 900
D MILESTONE SCIENTIFIC INC COM 59935P100 5 4300 SH SHARED 01 4300
D MILLENNIUM PHARMACEUTICALS INC COM 599902103 5991 92179 SH SHARED 01 92079 100
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D MILLENNIUM PHARMACEUTICALS INC COM 599902103 2580 39701 SH SHARED 04 39701
D MILLENNIUM PHARMACEUTICALS INC COM 599902103 331 5100 SH SHARED 05 5100
D MILLENNIUM CHEMICALS INC COM 599903101 6209 303857 SH SHARED 01 94422 209435
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D MILLIPORE CORP COM 601073109 75 2000 SH SHARED 05 2000
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D MILLS CORP COM 601148109 211 11850 SH SHARED 04 11850
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D MINE SAFETY APPLIANCES CO COM 602720104 384 6400 SH SHARED 01 6400
D MINE SAFETY APPLIANCES CO COM 602720104 84 1400 SH SHARED 04 1400
D MINERALS TECHNOLOGIES INC COM 603158106 7549 155468 SH SHARED 01 78468 77000
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D MINIMED INC COM 60365K108 137 1400 SH SHR/OTHR 01 1400
D MINIMED INC COM 60365K108 2161 21998 SH SHARED 04 21998
D MINIMED INC COM 60365K108 324 3300 SH SHARED 05 3300
D MINNESOTA MNG & MFG CO COM 604059105 520031 5413496 SH SHARED 01 4690677 500 722319
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D MINNESOTA MNG & MFG CO COM 604059105 1027 10692 SH SHARED 02 3015 7677
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D MINNESOTA MNG & MFG CO COM 604059105 249 2600 SH SHARED 05 2600
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D MINNTECH CORP COM 604258103 1 100 SH SHARED 01 100
D MINUTEMAN INTL INC COM 604540104 2 300 SH SHARED 01 300
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D MIRAGE RESORTS INC COM 60462E104 19 1400 SH SHARED 02 1400
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D MODIS PROFESSIONAL SVCS INC COM 607830106 68 5200 SH SHARED 02 1000 4200
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D MOORE MED CORP COM 615799103 7 1000 SH SHARED 01 1000
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D MP3 COM INC COM 62473M109 112 3000 SH SHARED 05 3000
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D MULTEX COM INC COM 625367107 65 5100 SH SHARED 04 5100
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D MUNIHOLDINGS NEW YORK INSD II COM 62624X103 0 8 SH SHARED 01 8
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D MYERS INDS INC COM 628464109 123 6960 SH SHARED 04 6960
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D MYLAN LABS INC COM 628530107 214 11700 SH SHARED 05 11700
D MYRIAD GENETICS INC COM 62855J104 15 900 SH SHARED 01 900
D MYRIAD GENETICS INC COM 62855J104 3 200 SH SHR/OTHR 01 200
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D NABI INC COM 628716102 5 1000 SH SHARED 02 1000
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D NBT BANCORP INC COM 628778102 99 5765 SH SHARED 04 5765
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D NCH CORP COM 628850109 27 600 SH SHARED 05 600
D NCI BUILDING SYS INC COM 628852105 5554 335366 SH SHARED 01 47366 288000
D NCI BUILDING SYS INC COM 628852105 139 8400 SH SHARED 04 8400
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D NCO GROUP INC COM 628858102 47 1000 SH SHARED 02 1000
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D NCO GROUP INC COM 628858102 108 2300 SH SHARED 05 2300
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D NCR CORP NEW COM 62886E108 456 13800 SH SHARED 05 13800
D NCRIC GROUP INC COM 628866105 39 4700 SH SHARED 04 4700
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D NASB FINL INC COM 628968109 8 800 SH SHARED 01 800
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D NFO WORLDWIDE INC COM 62910N108 105 8300 SH SHARED 04 8300
D NL INDS INC COM NEW 629156407 1861 147473 SH SHARED 01 48806 98667
D NL INDS INC COM NEW 629156407 126 10000 SH SHARED 04 10000
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D NPC INTERNATIONAL INC COM 629360306 52 4700 SH SHARED 04 4700
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D NTL INC COM 629407107 384 4000 SH SHR/OTHR 01 4000
D NTL INC COM 629407107 120 1250 SH SHARED 02 1250
D NTL INC COM 629407107 691 7200 SH SHARED 04 7200
D NTL INC COM 629407107 1057 11000 SH SHARED 05 11000
D NTN COMMUNUNICATIONS INC WT EXP 021801 629410143 0 84 SH SHARED 01 84
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D NUI CORP COM 629430109 185 7500 SH SHARED 02 7500
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D NVR INC COM 62944T105 7452 147582 SH SHARED 01 43582 104000
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D NYMAGIC INC COM 629484106 10 800 SH SHARED 02 800
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D NABISCO HLDGS CORP CL A 629526104 546 15800 SH SHARED 05 15800
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D NABORS INDS INC COM 629568106 125 5000 SH SHARED 02 3000 2000
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D NACCO INDS INC CL A 629579103 13 200 SH SHARED 05 200
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D NALCO CHEM CO COM 629853102 20711 410137 SH SHARED 04 410137
D NAM TAI ELECTRS INC COM PAR $0.02 629865205 17 1320 SH SHARED 01 820 500
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D NAPRO BIOTHERAPUTICS INC COM 630795102 62 18900 SH SHARED 01 18900
D NASDAQ 100 TR UNIT SER 1 631100104 1819 15115 SH SHARED 01 4500 10615
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D NASDAQ 100 TR UNIT SER 1 631100104 34066 283000 SH SHARED 04 283000
D NASDAQ 100 TR UNIT SER 1 631100104 19801 164500 SH SHARED 05 164500
D NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 632525309 6923 252900 SH SHARED 04 252900
D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 632525408 16515 223756 SH SHARED 04 223756
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D NATIONAL BANCORP ALASKA COM 632587101 171 6700 SH SHARED 04 6700
D NATIONAL BEVERAGE CORP COM 635017106 6 800 SH SHARED 01 800
D NATIONAL CITY BANCORPORATION COM 635312101 6 369 SH SHARED 01 369
D NATIONAL CITY BANCSHARES INC COM 635313109 937 30743 SH SHARED 01 30743
D NATIONAL CITY BANCSHARES INC COM 635313109 246 8085 SH SHARED 04 8085
D NATIONAL CITY CORP COM 635405103 193171 7238414 SH SHARED 01 6120749 1117665
D NATIONAL CITY CORP COM 635405103 183 6890 SH SHR/OTHR 01 5450 1440
D NATIONAL CITY CORP COM 635405103 86 3258 SH SHARED 02 250 3008
D NATIONAL CITY CORP COM 635405103 18312 686190 SH SHARED 04 686190
D NATIONAL CITY CORP COM 635405103 277 10400 SH SHARED 05 10400
D NATIONAL COMM BANCORP COM 635449101 12045 548292 SH SHARED 01 264670 283622
D NATIONAL COMM BANCORP COM 635449101 3430 156129 SH SHARED 04 156129
D NATIONAL COMM BANCORP COM 635449101 272 12400 SH SHARED 05 12400
D NATIONAL COMPUTER SYS INC COM 635519101 10250 267319 SH SHARED 01 118319 149000
D NATIONAL COMPUTER SYS INC COM 635519101 76 2000 SH SHR/OTHR 01 2000
D NATIONAL COMPUTER SYS INC COM 635519101 490 12800 SH SHARED 04 12800
D NATIONAL DATA CORP COM 635621105 6000 230795 SH SHARED 01 99428 131367
D NATIONAL DATA CORP COM 635621105 219 8425 SH SHARED 02 2500 5925
D NATIONAL DATA CORP COM 635621105 210 8100 SH SHARED 04 8100
D NATIONAL DISC BROKERS GROUP COM 635646102 3983 150682 SH SHARED 01 45982 104700
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D NATIONAL DISC BROKERS GROUP COM 635646102 124 4700 SH SHARED 04 4700
D NATIONAL EQUIP SVCS INC COM 635847106 188 18500 SH SHARED 01 18500
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D NATIONAL HEALTH REALTY INC COM 635905102 6 600 SH SHARED 01 600
D NATIONAL FUEL GAS CO N J COM 636180101 3067 65009 SH SHARED 01 64381 628
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D NATIONAL FUEL GAS CO N J COM 636180101 21786 461700 SH SHARED 04 461700
D NATIONAL FUEL GAS CO N J COM 636180101 184 3900 SH SHARED 05 3900
D NATIONAL GOLF PPTYS INC COM 63623G109 1606 71400 SH SHARED 01 71400
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D NATIONAL GOLF PPTYS INC COM 63623G109 47 2100 SH SHARED 02 2000 100
D NATIONAL GOLF PPTYS INC COM 63623G109 193 8600 SH SHARED 04 8600
D NATIONAL HEALTH INVS INC COM 63633D104 673 41000 SH SHARED 01 41000
D NATIONAL HEALTH INVS INC COM 63633D104 185 11300 SH SHARED 04 11300
D NATIONAL INFO CONSORTIUM INC COM 636491102 5231 211900 SH SHARED 01 211900
D NATIONAL INFO CONSORTIUM INC COM 636491102 37 1500 SH SHARED 02 1500
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D WESTINGHOUSE AIR BRAKE CO NEW COM 960386100 882 48534 SH SHARED 01 48534
D WESTINGHOUSE AIR BRAKE CO NEW COM 960386100 39 2161 SH SHARED 02 2161
D WESTINGHOUSE AIR BRAKE CO NEW COM 960386100 354 19514 SH SHARED 04 19514
D WESTMINSTER CAP INC COM 960631109 0 200 SH SHARED 02 200
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D WESTPOINT STEVENS INC COM 961238102 536 22700 SH SHARED 02 6500 16200
D WESTPOINT STEVENS INC COM 961238102 1048 44400 SH SHARED 04 44400
D WESTPOINT STEVENS INC COM 961238102 137 5800 SH SHARED 05 5800
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D WESTVACO CORP COM 961548104 28 1125 SH SHR/OTHR 01 1125
D WESTVACO CORP COM 961548104 15 600 SH SHARED 02 600
D WESTVACO CORP COM 961548104 5713 222979 SH SHARED 04 222979
D WESTVACO CORP COM 961548104 58 2300 SH SHARED 05 2300
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D WESTWOOD ONE INC COM 961815107 473 10500 SH SHARED 02 7500 3000
D WESTWOOD ONE INC COM 961815107 2062 45700 SH SHARED 04 45700
D WESTWOOD ONE INC COM 961815107 257 5700 SH SHARED 05 5700
D WET SEAL INC CL A 961840105 432 26139 SH SHARED 01 26139
D WET SEAL INC CL A 961840105 195 11800 SH SHARED 04 11800
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D WEYERHAEUSER CO COM 962166104 88 1544 SH SHR/OTHR 01 1000 544
D WEYERHAEUSER CO COM 962166104 608 10555 SH SHARED 02 2919 7636
D WEYERHAEUSER CO COM 962166104 16371 284100 SH SHARED 04 284100
D WEYERHAEUSER CO COM 962166104 1498 26000 SH SHARED 05 26000
D WHIRLPOOL CORP COM 963320106 56102 858989 SH SHARED 01 723310 135679
D WHIRLPOOL CORP COM 963320106 117 1800 SH SHARED 02 200 1600
D WHIRLPOOL CORP COM 963320106 15968 244500 SH SHARED 04 244500
D WHIRLPOOL CORP COM 963320106 45 700 SH SHARED 05 700
D WHITE CAP INDS CORP COM 963505102 1588 106800 SH SHARED 01 106800
D WHITE MTNS INS GROUP INC COM 964126106 13 100 SH SHARED 01 100
D WHITE PINE SOFTWARE INC COM 964347108 27 4000 SH SHARED 01 4000
D WHITE PINE SOFTWARE INC COM 964347108 6 1000 SH SHARED 02 750 250
D WHITEHALL JEWELLERS INC COM 965063100 296 10306 SH SHARED 01 10306
D WHITEHALL JEWELLERS INC COM 965063100 117 4100 SH SHARED 04 4100
D WHITMAN CORP NEW COM 96647R107 8032 563699 SH SHARED 01 314104 249595
D WHITMAN CORP NEW COM 96647R107 12 880 SH SHR/OTHR 01 880
D WHITMAN CORP NEW COM 96647R107 34 2400 SH SHARED 02 800 1600
D WHITMAN CORP NEW COM 96647R107 1330 93369 SH SHARED 04 93369
D WHITMAN CORP NEW COM 96647R107 229 16100 SH SHARED 05 16100
D WHITNEY HLDG CORP COM 966612103 1791 52125 SH SHARED 01 52125
D WHITNEY HLDG CORP COM 966612103 364 10600 SH SHARED 04 10600
D WHITTMAN-HART INC COM 966834103 17284 445700 SH SHARED 01 274733 170967
D WHITTMAN-HART INC COM 966834103 42 1100 SH SHARED 02 1100
D WHITTMAN-HART INC COM 966834103 546 14100 SH SHARED 04 14100
D WHOLE FOODS MKT INC SB DB CV ZRO 18 966837AC0 7024 21285000 PRN SHARED 04 21285000
D WHOLE FOODS MKT INC COM 966837106 8773 268135 SH SHARED 01 98962 169173
D WHOLE FOODS MKT INC COM 966837106 35 1100 SH SHR/OTHR 01 1100
D WHOLE FOODS MKT INC COM 966837106 626 19150 SH SHARED 02 2200 16950
D WHOLE FOODS MKT INC COM 966837106 2494 76235 SH SHARED 04 76235
D WICKES INC COM 967446105 57 10900 SH SHARED 01 10900
D WILD OATS MARKETS INC COM 96808B107 2055 52039 SH SHARED 01 42839 9200
D WILD OATS MARKETS INC COM 96808B107 27312 691450 SH SHARED 04 691450
D WILEY JOHN & SONS INC CL A 968223206 2215 141200 SH SHARED 01 59200 82000
D WILEY JOHN & SONS INC CL A 968223206 36 2300 SH SHARED 04 2300
D WILLAMETTE INDS INC COM 969133107 50224 1164634 SH SHARED 01 979826 184808
D WILLAMETTE INDS INC COM 969133107 25 600 SH SHR/OTHR 01 600
D WILLAMETTE INDS INC COM 969133107 5469 126826 SH SHARED 04 126826
D WILLAMETTE INDS INC COM 969133107 853 19800 SH SHARED 05 19800
D WILLIAMS COS INC DEL COM 969457100 199092 5291483 SH SHARED 01 4526013 765470
D WILLIAMS COS INC DEL COM 969457100 1427 37942 SH SHR/OTHR 01 29360 8582
D WILLIAMS COS INC DEL COM 969457100 1626 43223 SH SHARED 02 23599 19624
D WILLIAMS COS INC DEL COM 969457100 35649 947500 SH SHARED 04 947500
D WILLIAMS COS INC DEL COM 969457100 361 9600 SH SHARED 05 9600
D WILLIAMS CTLS INC COM 969465103 77 31400 SH SHARED 01 31400
D WILLIAMS SONOMA INC COM 969904101 1344 27680 SH SHARED 27680
D WILLIAMS SONOMA INC COM 969904101 23603 486047 SH SHARED 01 393350 92697
D WILLIAMS SONOMA INC COM 969904101 201 4150 SH SHR/OTHR 01 4150
D WILLIAMS SONOMA INC COM 969904101 135 2800 SH SHARED 02 600 2200
D WILLIAMS SONOMA INC COM 969904101 9031 185980 SH SHARED 04 185980
D WILLIAMS SONOMA INC COM 969904101 121 2500 SH SHARED 05 2500
D WILMAR INDS INC COM 971426101 19 1500 SH SHARED 02 1500
D WILMAR INDS INC COM 971426101 2462 191250 SH SHARED 03 191250
D WILMINGTON TRUST CORP COM 971807102 10007 206081 SH SHARED 01 75253 130828
D WILMINGTON TRUST CORP COM 971807102 97 2000 SH SHARED 02 2000
D WILMINGTON TRUST CORP COM 971807102 1452 29900 SH SHARED 04 29900
D WILMINGTON TRUST CORP COM 971807102 165 3400 SH SHARED 05 3400
D WILSHIRE REAL ESTATE INVT COM 971892104 4 1500 SH SHARED 04 1500
D WIND RIVER SYSTEMS INC SB NT CV 144A 02 973149AA5 592 650000 PRN SHARED 04 650000
D WIND RIVER SYSTEMS INC SUB NT CONV 5%02 973149AC1 227 250000 PRN SHARED 04 250000
D WIND RIVER SYSTEMS INC COM 973149107 6434 338637 SH SHARED 01 101225 237412
D WIND RIVER SYSTEMS INC COM 973149107 229 12075 SH SHARED 02 11575 500
D WIND RIVER SYSTEMS INC COM 973149107 518 27300 SH SHARED 04 27300
D WINDMERE-DURABLE HLDGS INC COM 973411101 3362 278736 SH SHARED 01 58208 220528
D WINDMERE-DURABLE HLDGS INC COM 973411101 109 9100 SH SHARED 04 9100
D WINFIELD CAP CORP COM 973859101 52 3100 SH SHARED 01 3100
D WINFIELD CAP CORP COM 973859101 33 2000 SH SHARED 02 2000
D WINN DIXIE STORES INC COM 974280109 40714 1371446 SH SHARED 01 1255881 115565
D WINN DIXIE STORES INC COM 974280109 119 4025 SH SHR/OTHR 01 25 4000
D WINN DIXIE STORES INC COM 974280109 26 900 SH SHARED 02 800 100
D WINN DIXIE STORES INC COM 974280109 4849 163349 SH SHARED 04 163349
D WINN DIXIE STORES INC COM 974280109 8 300 SH SHARED 05 300
D WINNEBAGO INDS INC COM 974637100 865 36147 SH SHARED 01 36147
D WINNEBAGO INDS INC COM 974637100 136 5700 SH SHARED 04 5700
D WINSTAR COMMUNICATIONS INC COM 975515107 1068 27350 SH SHARED 27350
D WINSTAR COMMUNICATIONS INC COM 975515107 8367 214200 SH SHARED 01 67148 147052
D WINSTAR COMMUNICATIONS INC COM 975515107 480 12300 SH SHARED 02 12300
D WINSTAR COMMUNICATIONS INC COM 975515107 1384 35450 SH SHARED 04 35450
D WINSTON HOTELS INC COM 97563A102 120 13600 SH SHARED 01 13600
D WINSTON HOTELS INC COM 97563A102 32 3700 SH SHARED 04 3700
D WINSTON HOTELS INC COM 97563A102 0 100 SH SHARED 05 100
D WISCONSIN CENT TRANSN CORP COM 976592105 5939 433976 SH SHARED 01 200876 233100
D WISCONSIN CENT TRANSN CORP COM 976592105 60 4400 SH SHARED 02 4400
D WISCONSIN CENT TRANSN CORP COM 976592105 960 70200 SH SHARED 04 70200
D WISCONSIN CENT TRANSN CORP COM 976592105 105 7700 SH SHARED 05 7700
D WISCONSIN ENERGY CORP COM 976657106 13695 584355 SH SHARED 01 280819 303536
D WISCONSIN ENERGY CORP COM 976657106 213 9125 SH SHR/OTHR 01 800 8325
D WISCONSIN ENERGY CORP COM 976657106 7 300 SH SHARED 02 300
D WISCONSIN ENERGY CORP COM 976657106 1614 68900 SH SHARED 04 68900
D WISCONSIN ENERGY CORP COM 976657106 316 13500 SH SHARED 05 13500
D WIT CAP GROUP INC COM 97737K309 116 6400 SH SHARED 01 6400
D WIT CAP GROUP INC COM 97737K309 87 4800 SH SHARED 02 4800
D WIT CAP GROUP INC COM 97737K309 45 2500 SH SHARED 04 2500
D WOLVERINE TUBE INC COM 978093102 1173 75700 SH SHARED 01 52963 22737
D WOLVERINE TUBE INC COM 978093102 94 6100 SH SHARED 04 6100
D WOLVERINE WORLD WIDE INC COM 978097103 5265 462873 SH SHARED 01 186775 276098
D WOLVERINE WORLD WIDE INC COM 978097103 217 19100 SH SHARED 04 19100
D WOODHEAD INDS INC COM 979438108 3 300 SH SHARED 01 300
D WOODWARD GOVERNOR CO COM 980745103 369 14800 SH SHARED 01 14800
D WOODWARD GOVERNOR CO COM 980745103 87 3500 SH SHARED 04 3500
D WORKGROUP TECHNOLOGY CORP COM 980903108 18 13300 SH SHARED 01 13300
D WORKGROUP TECHNOLOGY CORP COM 980903108 32 23500 SH SHARED 02 23500
D WORKFLOW MGMT INC COM 98137N109 59 4546 SH SHARED 01 4546
D WORKFLOW MGMT INC COM 98137N109 0 73 SH SHR/OTHR 01 73
D WORKFLOW MGMT INC COM 98137N109 16 1296 SH SHARED 02 1148 148
D WORKFLOW MGMT INC COM 98137N109 84 6500 SH SHARED 04 6500
D WORLD ACCESS INC SB NT CV 4.5%02 98141AAC5 6500 10000000 PRN SHARED 04 10000000
D WORLD ACCESS INC COM 98141A101 723 64701 SH SHARED 01 64701
D WORLD ACCESS INC COM 98141A101 16 1500 SH SHARED 02 1500
D WORLD ACCESS INC COM 98141A101 231 20700 SH SHARED 04 20700
D WORLD FUEL SVCS CORP COM 981475106 11 1188 SH SHARED 01 1188
D WORLDTALK COMMUNICATIONS CORP COM 98155G101 523 125000 SH SHARED 04 125000
D WORLDGATE COMMUNICATIONS INC COM 98156L307 4704 205651 SH SHARED 01 45651 160000
D WORLDGATE COMMUNICATIONS INC COM 98156L307 365 15975 SH SHARED 02 15975
D WORLDGATE COMMUNICATIONS INC COM 98156L307 1464 64000 SH SHARED 04 64000
D WORLDWIDE DOLLARVEST FD INC COM 981564107 609 123500 SH SHARED 04 123500
D WORONOCO BANCORP INC COM 981630106 1230 121500 SH SHARED 04 121500
D WORTHINGTON INDS INC COM 981811102 19588 1152293 SH SHARED 01 982620 169673
D WORTHINGTON INDS INC COM 981811102 3 200 SH SHARED 02 200
D WORTHINGTON INDS INC COM 981811102 2068 121700 SH SHARED 04 121700
D WORTHINGTON INDS INC COM 981811102 37 2200 SH SHARED 05 2200
D WRIGLEY WM JR CO COM 982526105 81558 1185238 SH SHARED 01 1094112 91126
D WRIGLEY WM JR CO COM 982526105 571 8300 SH SHR/OTHR 01 8300
D WRIGLEY WM JR CO COM 982526105 519 7550 SH SHARED 02 300 7250
D WRIGLEY WM JR CO COM 982526105 9867 143400 SH SHARED 04 143400
D WRIGLEY WM JR CO COM 982526105 1754 25500 SH SHARED 05 25500
D WYMAN GORDON CO COM 983085101 24 1305 SH SHARED 01 1305
D WYMAN GORDON CO COM 983085101 97 5200 SH SHARED 04 5200
D WYMAN GORDON CO COM 983085101 11 600 SH SHARED 05 600
D WYNDHAM INTL INC CL A 983101106 2162 823778 SH SHARED 01 338954 484824
D WYNDHAM INTL INC CL A 983101106 1 536 SH SHR/OTHR 01 536
D WYNDHAM INTL INC CL A 983101106 391 149000 SH SHARED 02 149000
D WYNDHAM INTL INC CL A 983101106 243 92600 SH SHARED 04 92600
D WYNDHAM INTL INC CL A 983101106 1 400 SH SHARED 05 400
D WYNNS INTL INC COM 983195108 2791 175165 SH SHARED 01 86042 89123
D WYNNS INTL INC COM 983195108 24 1518 SH SHARED 02 1518
D WYNNS INTL INC COM 983195108 105 6600 SH SHARED 04 6600
D XCL LTD DEL COM 983701103 0 66 SH SHARED 02 66
D X-RITE INC COM 983857103 28 4400 SH SHARED 01 4400
D XCEED INC COM 98388N105 661 30861 SH SHARED 01 30861
D XCEED INC COM 98388N105 109 5100 SH SHARED 04 5100
D XETA CORP COM 983909102 53 3400 SH SHARED 01 3400
D XILINX INC COM 983919101 249599 3808881 SH SHARED 01 3436277 372604
D XILINX INC COM 983919101 7167 109380 SH SHARED 02 106980 2400
D XILINX INC COM 983919101 12359 188600 SH SHARED 04 188600
D XILINX INC COM 983919101 11107 169500 SH SHARED 05 169500
D XIRCOM INC COM 983922105 9831 230325 SH SHARED 01 71212 159113
D XIRCOM INC COM 983922105 623 14600 SH SHARED 04 14600
D XIRCOM INC COM 983922105 42 1000 SH SHARED 05 1000
D XEIKON N V SPONSORED ADR 984003103 4180 200250 SH SHARED 02 72050 128200
D XIONICS DOCUMENT TECHNOLOGIES COM 98412X103 62 10700 SH SHARED 01 10700
D XEROX CORP COM 984121103 41 1000 SH SHARED 1000
D XEROX CORP COM 984121103 363449 8666566 SH SHARED 01 7566728 1099838
D XEROX CORP COM 984121103 13432 320296 SH SHR/OTHR 01 304092 16204
D XEROX CORP COM 984121103 1547 36900 SH SHARED 02 15450 21450
D XEROX CORP COM 984121103 38578 919924 SH SHARED 04 919924
D XEROX CORP COM 984121103 662 15800 SH SHARED 05 15800
D XTRA CORP COM 984138107 4134 104000 SH SHARED 01 38444 65556
D XTRA CORP COM 984138107 210 5300 SH SHARED 04 5300
D XYBERNAUT CORP COM 984149104 23 17400 SH SHARED 01 17400
D YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 759 19500 SH SHARED 01 18500 1000
D YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 486 12500 SH SHR/OTHR 01 12500
D YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 4083 104873 SH SHARED 04 104873
D YADKIN VY BK&TR CO ELKIN N C COM 984308106 4 192 SH SHARED 02 192
D YAHOO INC COM 984332106 2920 16270 SH SHARED 16245 25
D YAHOO INC COM 984332106 474272 2642189 SH SHARED 01 2591543 50646
D YAHOO INC COM 984332106 1030 5739 SH SHR/OTHR 01 1255 4484
D YAHOO INC COM 984332106 3767 20989 SH SHARED 02 14549 6440
D YAHOO INC COM 984332106 67424 375626 SH SHARED 04 375601 25
D YAHOO INC COM 984332106 3141 17500 SH SHARED 05 17500
D YANKEE CANDLE INC COM 984757104 1525 78975 SH SHARED 78975
D YANKEE CANDLE INC COM 984757104 1525 78975 SH SHARED 04 78975
D YANKEE ENERGY SYS INC COM 984779108 1050 24600 SH SHARED 01 24600
D YANKEE ENERGY SYS INC COM 984779108 44 1050 SH SHARED 02 1050
D YANKEE ENERGY SYS INC COM 984779108 213 5000 SH SHARED 04 5000
D XICOR INC COM 984903104 39 7100 SH SHARED 01 7100
D XICOR INC COM 984903104 11 2000 SH SHARED 02 2000
D XICOR INC COM 984903104 57 10300 SH SHARED 04 10300
D YELLOW CORP COM 985509108 2631 158904 SH SHARED 01 99144 59760
D YELLOW CORP COM 985509108 762 46039 SH SHARED 04 46039
D YORK FINL CORP COM 986630101 6 421 SH SHARED 01 421
D YORK INTL CORP NEW COM 986670107 7481 208173 SH SHARED 01 119898 88275
D YORK INTL CORP NEW COM 986670107 1344 37400 SH SHARED 04 37400
D YORK INTL CORP NEW COM 986670107 71 2000 SH SHARED 05 2000
D YOUNG & RUBICAM INC COM 987425105 7092 161200 SH SHARED 01 61500 99700
D YOUNG & RUBICAM INC COM 987425105 44 1000 SH SHR/OTHR 01 1000
D YOUNG & RUBICAM INC COM 987425105 123 2800 SH SHARED 02 2800
D YOUNG & RUBICAM INC COM 987425105 3845 87400 SH SHARED 04 87400
D YOUNG & RUBICAM INC COM 987425105 2090 47500 SH SHARED 05 47500
D YOUNG BROADCASTING INC CL A 987434107 7880 150461 SH SHARED 01 39861 110600
D YOUNG BROADCASTING INC CL A 987434107 5 100 SH SHARED 02 100
D YOUNG BROADCASTING INC CL A 987434107 230 4403 SH SHARED 04 4403
D YOUNG INNOVATIONS INC COM 987520103 1 100 SH SHARED 01 100
D Z SEVEN FD INC COM 988789103 1 200 SH SHARED 01 200
D ZALE CORP NEW COM 988858106 27971 730100 SH SHARED 01 594510 135590
D ZALE CORP NEW COM 988858106 245 6400 SH SHARED 04 6400
D ZALE CORP NEW COM 988858106 249 6500 SH SHARED 05 6500
D ZAMBA CORP COM 988881108 31 14700 SH SHARED 01 14700
D ZEMEX CDA CORP COM 988910105 0 6 SH SHARED 01 6
D ZANY BRAINY INC COM 98906Q101 23 2700 SH SHARED 02 2700
D ZAPATA CORP COM NEW 989070503 154 30800 SH SHARED 01 30800
D ZAPATA CORP COM NEW 989070503 61 12300 SH SHARED 04 12300
D ZARING NATL CORP COM 989136106 20 3900 SH SHARED 01 3900
D ZEBRA TECHNOLOGIES CORP CL A 989207105 6502 143006 SH SHARED 01 84836 58170
D ZEBRA TECHNOLOGIES CORP CL A 989207105 22 500 SH SHR/OTHR 01 500
D ZEBRA TECHNOLOGIES CORP CL A 989207105 4 100 SH SHARED 02 100
D ZEBRA TECHNOLOGIES CORP CL A 989207105 586 12900 SH SHARED 04 12900
D ZENITH NATL INS CORP COM 989390109 391 18300 SH SHARED 01 18300
D ZENITH NATL INS CORP COM 989390109 81 3800 SH SHARED 04 3800
D ZENIX INCOME FD INC COM 989414107 556 104700 SH SHARED 04 104700
D ZIEGLER INC COM 989506100 1 100 SH SHARED 01 100
D ZIFF-DAVIS INC COM ZD 989511100 651 40400 SH SHARED 01 40400
D ZIFF-DAVIS INC COM ZD 989511100 1164 72200 SH SHARED 04 72200
D ZIFF-DAVIS INC COM ZDNET 989511209 431 20300 SH SHARED 01 20300
D ZIFF-DAVIS INC COM ZDNET 989511209 136 6400 SH SHARED 04 6400
D ZILA INC COM PAR $0.01 989513205 43 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 27863 505452 SH SHARED 01 239060 266392
D ZIONS BANCORPORATION COM 989701107 44 800 SH SHR/OTHR 01 800
D ZIONS BANCORPORATION COM 989701107 557 10114 SH SHARED 02 10114
D ZIONS BANCORPORATION COM 989701107 4680 84900 SH SHARED 04 84900
D ZIONS BANCORPORATION COM 989701107 512 9300 SH SHARED 05 9300
D ZORAN CORP COM 98975F101 680 25100 SH SHARED 01 25100
D ZORAN CORP COM 98975F101 244 9000 SH SHARED 02 9000
D ZONAGEN INC COM 98975L108 14 5100 SH SHARED 01 5100
D ZOLTEK COS INC COM 98975W104 24 3000 SH SHARED 01 3000
D ZWEIG FD COM 989834106 26 2500 SH SHARED 02 2500
D ZYGO CORP COM 989855101 481 34075 SH SHARED 02 5075 29000
D ZOLL MED CORP COM 989922109 1951 64500 SH SHARED 01 64500
D ZOMAX INC MINN COM 989929104 1144 44228 SH SHARED 01 28010 16218
D ZOMAX INC MINN COM 989929104 121 4700 SH SHARED 04 4700
S REPORT SUMMARY 11893 DATA RECORDS 175273646 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
