<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: March 31, 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 May 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.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 5
Form 13F Information Table Entry Total: 12033
Form 13F Information Table Value Total: 203497159
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 Ltd 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 LERNOUT & HAUSPIE SPEECH PRODS COM B5628B104 1105 10000 SH SHARED 04 10000
D CELANESE AG ORD D1497A101 223 10850 SH SHARED 04 10850
D DAIMLERCHRYSLER AG ORD D1668R123 129 1974 SH SHARED 02 1974
D DAIMLERCHRYSLER AG ORD D1668R123 163 2500 SH SHARED 04 2500
D TOTAL FINA S A WT EXP 080503 F9212D142 620 20000 SH SHARED 04 20000
D ACE LTD ORD G0070K103 1307 57157 SH SHARED 02 26050 31107
D ACE LTD ORD G0070K103 7730 337965 SH SHARED 04 337965
D ACE LTD ORD G0070K103 34 1500 SH SHARED 05 1500
D AMDOCS LTD ORD G02602103 537 7264 SH SHARED 02 6764 500
D AMDOCS LTD ORD G02602103 1509 20400 SH SHARED 04 20400
D AMWAY ASIA PACIFIC LTD COM G0352M108 30 1700 SH SHARED 04 1700
D ANNUITY AND LIFE RE HLDGS ORD G03910109 18 700 SH SHARED 02 700
D ANNUITY AND LIFE RE HLDGS ORD G03910109 1 54 SH SHARED 04 54
D APEX SILVER MINES LTD ORD G04074103 40 4000 SH SHARED 02 4000
D APEX SILVER MINES LTD ORD G04074103 150 15000 SH SHARED 04 15000
D CENTRAL EUROPEAN MEDIA ENTRPRS CL A NEW G20045202 15 1275 SH SHARED 04 1275
D CHINA COM CORP CL A G2108N109 701 8659 SH SHARED 02 8550 109
D CHINA COM CORP CL A G2108N109 713 8806 SH SHARED 04 8806
D CORECOMM LTD ORD G2422R109 8800 200000 SH SHARED 04 200000
D XCELERA COM INC COM G31611109 534 3300 SH SHARED 02 3300
D EVEREST RE GROUP LTD COM G3223R108 3513 107680 SH SHARED 04 107680
D EVEREST RE GROUP LTD COM G3223R108 91 2800 SH SHARED 05 2800
D FLAG TELECOM HOLDINGS LTD ORD G3529L102 160 7100 SH SHARED 02 3400 3700
D FRESH DEL MONTE PRODUCE INC ORD G36738105 85 10000 SH SHARED 04 10000
D GEMSTAR INTL GROUP LTD ORD G3788V106 40719 473483 SH SHARED 02 417818 55665
D GEMSTAR INTL GROUP LTD ORD G3788V106 705 8202 SH SHARED 04 8202
D GLOBAL CROSSING LTD COM G3921A100 4316 105437 SH SHARED 02 45330 60107
D GLOBAL CROSSING LTD COM G3921A100 154575 3775945 SH SHARED 04 3775945
D GLOBAL CROSSING LTD COM G3921A100 683 16700 SH SHARED 05 16700
D GLOBALSTAR TELECOMMUNICTNS LTD COM G3930H104 1747 125925 SH SHARED 02 115325 10600
D GLOBALSTAR TELECOMMUNICTNS LTD COM G3930H104 492 35519 SH SHARED 04 35519
D GLOBALSTAR TELECOMMUNICTNS LTD COM G3930H104 26 1900 SH SHARED 05 1900
D INTERWAVE COMMUNCTNS INTL LTD ORD G4911N102 45 1500 SH SHARED 02 1500
D IPC HLDGS LTD ORD G4933P101 230 19200 SH SHARED 02 19200
D LASALLE RE HLDGS LTD ORD G5383Q101 72 5200 SH SHARED 02 5200
D LORAL SPACE & COMMUNICATIONS COM G56462107 108 10750 SH SHARED 02 2150 8600
D LORAL SPACE & COMMUNICATIONS COM G56462107 741 73220 SH SHARED 04 73220
D LORAL SPACE & COMMUNICATIONS COM G56462107 20 2000 SH SHARED 05 2000
D MIH LTD CL A G6116R101 183 3000 SH SHARED 02 3000
D NORDIC AMERICAN TANKER SHIPPNG COM G65773106 9607 761000 SH SHARED 04 761000
D OPENTV CORP CL A G67543101 53 450 SH SHARED 02 450
D OPENTV CORP CL A G67543101 7114 60100 SH SHARED 04 60100
D PARTNERRE LTD COM G6852T105 2060 55980 SH SHARED 04 55980
D RENAISSANCE RE HLDGS LTD COM G7496G103 36 900 SH SHARED 02 900
D RENAISSANCE RE HLDGS LTD COM G7496G103 1706 41760 SH SHARED 04 41760
D SANTA FE INTL CORP ORD G7805C108 4321 116800 SH SHARED 01 116800
D SANTA FE INTL CORP ORD G7805C108 18 500 SH SHARED 02 500
D SANTA FE INTL CORP ORD G7805C108 344 9300 SH SHARED 05 9300
D HILFIGER TOMMY CORP ORD G8915Z102 49 3400 SH SHARED 02 3400
D TRANSOCEAN SEDCO FOREX INC ORD G90078109 723 14104 SH SHARED 02 3322 10782
D TRANSOCEAN SEDCO FOREX INC ORD G90078109 11947 232847 SH SHARED 04 232847
D TRANSOCEAN SEDCO FOREX INC ORD G90078109 107 2100 SH SHARED 05 2100
D TRANSOCEAN SEDCO FOREX INC ORD G90078109 82 1603 SH SHARED 06 1603
D TRITON ENERGY LTD ORD G90751101 105 3000 SH SHARED 02 3000
D TRITON ENERGY LTD ORD G90751101 252 7200 SH SHARED 04 7200
D XL CAP LTD CL A G98255105 166 3014 SH SHARED 02 3014
D XL CAP LTD CL A G98255105 1890 34147 SH SHARED 04 34147
D OLICOM A/S WT EXP 091200 K7514Y123 0 645 SH SHR/OTHR 01 645
D MILLICOM INTL CELLULAR S A ORD L6388F102 22 400 SH SHARED 02 400
D STOLT COMEX SEAWAY SA COM L8873E103 42 3000 SH SHARED 02 3000
D BACKWEB TECHNOLOGIES LTD ORD M15633106 206 6000 SH SHARED 02 5000 1000
D CHECK POINT SOFTWARE TECH LTD ORD M22465104 359 2100 SH SHARED 04 2100
D ECTEL LTD ORD M29925100 19 1000 SH SHARED 02 1000
D E SIM LTD ORD M40990109 679 30182 SH SHARED 02 30182
D GALILEO TECHNOLOGY LTD ORD M47298100 12771 699800 SH SHARED 02 671800 28000
D GILAT SATELLITE NETWORKS LTD ORD M51474100 152 1300 SH SHARED 05 1300
D ISG INTL SOFTWARE GROUP LTD ORD M5733B104 0 5 SH SHARED 02 5
D JACADA LTD ORD M6184R101 73 5000 SH SHARED 02 5000
D METALINK LTD ORD M69897102 9 240 SH SHARED 02 240
D OPTIBASE LTD ORD M7524R108 7 300 SH SHARED 02 300
D ORCKIT COMMUNICATIONS LTD COM M7531S107 154 2300 SH SHARED 02 2300
D RIT TECHNOLOGIES LTD ORD M8215N109 101 9400 SH SHARED 04 9400
D TARO PHARMACEUTICAL INDS LTD ORD M8737E108 21 2000 SH SHARED 01 2000
D VOCALTEC COMMUNICATIONS LTD ORD M97601104 349 12000 SH SHARED 04 12000
D VOCALTEC COMMUNICATIONS LTD ORD M97601104 8 300 SH SHARED 05 300
D ASM INTL N V COM N07045102 11 400 SH SHR/OTHR 01 400
D ASM INTL N V COM N07045102 87 3000 SH SHARED 05 3000
D ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 2235 20000 SH SHARED 01 20000
D ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 4503 40300 SH SHARED 04 40300
D ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 6570 58800 SH SHARED 05 58800
D BAAN CO NV COM N08044104 28 5006 SH SHARED 02 6 5000
D BAAN CO NV COM N08044104 1162 201080 SH SHARED 04 201080
D CNH GLOBAL N V ORD N20935107 9 1000 SH SHARED 02 1000
D CNH GLOBAL N V ORD N20935107 498 50500 SH SHARED 04 50500
D CNH GLOBAL N V ORD N20935107 283 28700 SH SHARED 05 28700
D CORE LABORATORIES N V COM N22717107 171 5900 SH SHARED 02 1900 4000
D CORE LABORATORIES N V COM N22717107 479 16500 SH SHARED 04 16500
D KPNQWEST N V CL C N50919104 162 3000 SH SHARED 04 3000
D ORTHOFIX INTL N V COM N6748L102 35 2000 SH SHARED 02 1000 1000
D ORTHOFIX INTL N V COM N6748L102 126 7210 SH SHARED 04 7210
D QIAGEN N V ORD N72482107 160 1181 SH SHARED 04 1181
D BANCO LATINOAMERICANO DE EXPO CL E P16994132 63 2400 SH SHARED 04 2400
D PANAMERICAN BEVERAGES INC CL A P74823108 144 8200 SH SHARED 04 8200
D SUN INTL HOTELS LTD ORD P8797T133 35 1800 SH SHARED 04 1800
D ROYAL CARIBBEAN CRUISES LTD COM V7780T103 100 3600 SH SHARED 02 3000 600
D ROYAL CARIBBEAN CRUISES LTD COM V7780T103 120 4300 SH SHARED 04 4300
D ROYAL CARIBBEAN CRUISES LTD COM V7780T103 47 1700 SH SHARED 05 1700
D ASE TEST LTD ORD Y02516105 313 10800 SH SHARED 05 10800
D CREATIVE TECHNOLOGY LTD ORD Y1775U107 365 11500 SH SHARED 02 11500
D CREATIVE TECHNOLOGY LTD ORD Y1775U107 1590 50100 SH SHARED 04 50100
D FLEXTRONICS INTL LTD ORD Y2573F102 42 600 SH SHR/OTHR 01 600
D FLEXTRONICS INTL LTD ORD Y2573F102 1614 22920 SH SHARED 02 22000 920
D FLEXTRONICS INTL LTD ORD Y2573F102 1331 18900 SH SHARED 05 18900
D GIGAMEDIA LTD ORD Y2711Y104 930 17160 SH SHARED 01 17160
D GIGAMEDIA LTD ORD Y2711Y104 184 3400 SH SHARED 02 3400
D KOREA THRUNET CO LTD CL A Y49975108 104 2700 SH SHARED 04 2700
D KOREA THRUNET CO LTD CL A Y49975108 11 300 SH SHARED 05 300
D PACIFIC INTERNET LTD ORD Y66183107 508 13525 SH SHARED 02 13525
D PACIFIC INTERNET LTD ORD Y66183107 90 2400 SH SHARED 04 2400
D AAR CORP COM 000361105 3293 197394 SH SHARED 01 111362 86032
D AAR CORP COM 000361105 734 44000 SH SHARED 04 44000
D ABC-NACO INC COM 000752105 230 26300 SH SHARED 01 26300
D ABC-NACO INC COM 000752105 17 2000 SH SHARED 02 2000
D ABC-NACO INC COM 000752105 71 8200 SH SHARED 04 8200
D A C MOORE ARTS & CRAFTS INC COM 00086T103 15 2000 SH SHARED 02 2000
D ACSYS INC COM 00087X103 47 12700 SH SHARED 02 12700
D ACTV INC COM 00088E104 10797 307951 SH SHARED 01 97074 210877
D ACTV INC COM 00088E104 21618 616575 SH SHARED 02 616475 100
D ACTV INC COM 00088E104 529 15100 SH SHARED 04 15100
D A D C TELECOMMUNICATIONS COM 000886101 170360 3162151 SH SHARED 01 2710212 451939
D A D C TELECOMMUNICATIONS COM 000886101 1138 21132 SH SHARED 02 19188 1944
D A D C TELECOMMUNICATIONS COM 000886101 5848 108564 SH SHARED 04 108564
D A D C TELECOMMUNICATIONS COM 000886101 651 12100 SH SHARED 05 12100
D ADE CORP MASS COM 00089C107 66 3000 SH SHARED 02 3000
D ACM GOVT INCOME FD INC COM 000912105 24 3400 SH SHARED 04 3400
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 61 2700 SH SHARED 05 2700
D ABM INDS INC COM 000957100 4598 195700 SH SHARED 01 74806 120894
D ABM INDS INC COM 000957100 225 9600 SH SHARED 02 1500 8100
D ABM INDS INC COM 000957100 159 6800 SH SHARED 04 6800
D ACT MFG INC COM 000973107 11 200 SH SHARED 02 200
D ACT MFG INC COM 000973107 365 6535 SH SHARED 04 6535
D ACT NETWORKS INC COM 000975102 1234 121916 SH SHARED 01 77116 44800
D ACT NETWORKS INC COM 000975102 41 4100 SH SHARED 04 4100
D AEP INDS INC COM 001031103 25 800 SH SHARED 01 800
D AEP INDS INC COM 001031103 44 1400 SH SHARED 04 1400
D AFLAC INC COM 001055102 133501 2930117 SH SHARED 01 2468943 461174
D AFLAC INC COM 001055102 13 300 SH SHR/OTHR 01 300
D AFLAC INC COM 001055102 1340 29428 SH SHARED 02 2400 27028
D AFLAC INC COM 001055102 15095 331316 SH SHARED 04 331316
D AFLAC INC COM 001055102 186 4100 SH SHARED 05 4100
D AGCO CORP COM 001084102 4022 353600 SH SHARED 01 207325 146275
D AGCO CORP COM 001084102 18 1600 SH SHR/OTHR 01 1600
D AGCO CORP COM 001084102 56 4950 SH SHARED 02 4950
D AGCO CORP COM 001084102 1552 136494 SH SHARED 04 136494
D AGCO CORP COM 001084102 76 6700 SH SHARED 05 6700
D AGL RES INC COM 001204106 6272 341347 SH SHARED 01 188411 152936
D AGL RES INC COM 001204106 25 1400 SH SHR/OTHR 01 1400
D AGL RES INC COM 001204106 7 400 SH SHARED 02 400
D AGL RES INC COM 001204106 860 46812 SH SHARED 04 46812
D AGL RES INC COM 001204106 106 5800 SH SHARED 05 5800
D AHL SVCS INC COM 001296102 124 12319 SH SHARED 01 12319
D AHL SVCS INC COM 001296102 156 15500 SH SHARED 02 15500
D AHL SVCS INC COM 001296102 1348 133200 SH SHARED 03 133200
D AHL SVCS INC COM 001296102 33 3278 SH SHARED 04 3278
D AES CORP JR SBDB CV4.5%05 00130HAN5 6040 4000000 PRN SHARED 01 4000000
D AES CORP COM 00130H105 161257 2047712 SH SHARED 01 1918352 129360
D AES CORP COM 00130H105 1652 20990 SH SHARED 02 6250 14740
D AES CORP COM 00130H105 26738 339539 SH SHARED 04 339379 160
D AES CORP COM 00130H105 315 4000 SH SHARED 05 4000
D AES CORP WT EXP 073100 00130H113 5791 44550 SH SHARED 04 44550
D AHT CORP COM 00130R103 24 7200 SH SHARED 01 7200
D AK STL HLDG CORP COM 001547108 3275 315696 SH SHARED 01 271910 43786
D AK STL HLDG CORP COM 001547108 34 3365 SH SHARED 02 485 2880
D AK STL HLDG CORP COM 001547108 538 51908 SH SHARED 04 51908
D AK STL HLDG CORP COM 001547108 137 13300 SH SHARED 05 13300
D AMB PROPERTY CORP COM 00163T109 6824 317400 SH SHARED 01 81500 235900
D AMB PROPERTY CORP COM 00163T109 686 31940 SH SHARED 02 28890 3050
D AMB PROPERTY CORP COM 00163T109 96 4469 SH SHARED 04 4469
D AMC ENTMT INC COM 001669100 130 25700 SH SHARED 01 25700
D AMC ENTMT INC COM 001669100 37 7500 SH SHARED 04 7500
D AMFM INC COM 001693100 49696 799944 SH SHARED 01 302332 497612
D AMFM INC COM 001693100 1656 26670 SH SHARED 02 11460 15210
D AMFM INC COM 001693100 5581 89851 SH SHARED 04 89851
D AMFM INC COM 001693100 1192 19200 SH SHARED 05 19200
D AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 481 23500 SH SHARED 01 23500
D AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 219 10700 SH SHARED 04 10700
D AMR CORP COM 001765106 55730 1748423 SH SHARED 01 1487509 260914
D AMR CORP COM 001765106 114 3600 SH SHR/OTHR 01 430 3170
D AMR CORP COM 001765106 100 3168 SH SHARED 02 3100 68
D AMR CORP COM 001765106 7485 234848 SH SHARED 04 234848
D APAC CUSTOMER SERVICES INC COM 00185E106 34 4000 SH SHARED 01 4000
D AT&T CORP COM 001957109 2099310 37279976 SH SHARED 01 31565645 5714331
D AT&T CORP COM 001957109 24414 433553 SH SHR/OTHR 01 256101 177452
D AT&T CORP COM 001957109 15658 278069 SH SHARED 02 95483 182586
D AT&T CORP COM 001957109 275603 4894221 SH SHARED 04 4894126 95
D AT&T CORP COM LIB GRP A 001957208 348263 5871720 SH SHARED 01 1874215 3997505
D AT&T CORP COM LIB GRP A 001957208 1399 23590 SH SHR/OTHR 01 16600 6990
D AT&T CORP COM LIB GRP A 001957208 2228 37570 SH SHARED 02 13611 23959
D AT&T CORP COM LIB GRP A 001957208 40616 684802 SH SHARED 04 684802
D AT&T CORP COM LIB GRP A 001957208 41 700 SH SHARED 05 700
D AT&T CORP COM LIB GRP B 001957307 63 974 SH SHARED 01 974
D A S V INC COM 001963107 120 8050 SH SHARED 01 8050
D A S V INC COM 001963107 61 4100 SH SHARED 04 4100
D APP FIN VI MAURITIUS LTD LYONS NT ZERO 12 00202NAA3 9998 49990000 PRN SHARED 04 49990000
D APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R105 235 40000 SH SHARED 02 40000
D APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R105 383 65300 SH SHARED 04 65300
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 26 6200 SH SHARED 01 6200
D ATMI INC COM 00207R101 20279 424706 SH SHARED 01 424706
D ATMI INC COM 00207R101 334 7000 SH SHARED 02 7000
D ATMI INC COM 00207R101 5577 116800 SH SHARED 03 116800
D ATMI INC COM 00207R101 429 9000 SH SHARED 04 9000
D ATMI INC COM 00207R101 42 900 SH SHARED 05 900
D ATS MED INC COM 002083103 3 300 SH SHARED 01 300
D AVI BIOPHARMA INC COM 002346104 78 6300 SH SHARED 01 6300
D AVT CORP COM 002420107 554 46966 SH SHARED 01 44029 2937
D AVT CORP COM 002420107 121 10300 SH SHARED 04 10300
D AVX CORP NEW COM 002444107 2678 35329 SH SHARED 01 35329
D AVX CORP NEW COM 002444107 326 4304 SH SHARED 04 4304
D AVX CORP NEW COM 002444107 303 4000 SH SHARED 05 4000
D AXA FINL INC COM 002451102 44799 1248766 SH SHARED 01 747434 501332
D AXA FINL INC COM 002451102 673 18770 SH SHR/OTHR 01 5638 13132
D AXA FINL INC COM 002451102 23774 662716 SH SHARED 04 662716
D AAMES FINL CORP COM 00253A101 2 4725 SH SHARED 01 4725
D AASTROM BIOSCIENCES INC COM 00253U107 76 17900 SH SHARED 01 17900
D AARON RENTS INC COM 002535201 307 20400 SH SHARED 01 20400
D AARON RENTS INC COM 002535201 15 1050 SH SHARED 02 1050
D AARON RENTS INC COM 002535201 233 15500 SH SHARED 04 15500
D AARON RENTS INC CL A 002535300 3 200 SH SHARED 01 200
D AARON RENTS INC CL A 002535300 3 200 SH SHARED 02 200
D ABBOTT LABS COM 002824100 680990 19353458 SH SHARED 01 16667909 2685549
D ABBOTT LABS COM 002824100 29197 829773 SH SHR/OTHR 01 428044 401729
D ABBOTT LABS COM 002824100 10475 297696 SH SHARED 02 116093 181603
D ABBOTT LABS COM 002824100 183229 5207315 SH SHARED 04 5207315
D ABBOTT LABS COM 002824100 2156 61300 SH SHARED 05 61300
D ABERCROMBIE & FITCH CO CL A 002896207 8132 508297 SH SHARED 01 265275 243022
D ABERCROMBIE & FITCH CO CL A 002896207 452 28302 SH SHARED 02 27502 800
D ABERCROMBIE & FITCH CO CL A 002896207 1045 65338 SH SHARED 04 65338
D ABERCROMBIE & FITCH CO CL A 002896207 220 13800 SH SHARED 05 13800
D ABGENIX INC COM 00339B107 9759 70660 SH SHARED 01 28920 41740
D ABGENIX INC COM 00339B107 6 50 SH SHR/OTHR 01 50
D ABGENIX INC COM 00339B107 82 600 SH SHARED 02 600
D ABGENIX INC COM 00339B107 1335 9669 SH SHARED 04 9669
D ABIGAIL ADAMS NATL BANCORP INC COM 003390101 69 8575 SH SHARED 01 8575
D ABINGTON BANCORP INC NEW COM 00350P100 11 1200 SH SHARED 01 1200
D ABIOMED INC COM 003654100 356 8800 SH SHARED 01 8800
D ABLE TELCOM HLDG CORP COM NEW 003712304 25 5700 SH SHARED 01 5700
D ABOUT COM INC COM 003736105 6547 74300 SH SHARED 01 9019 65281
D ABOUT COM INC COM 003736105 13 150 SH SHARED 02 150
D ABOUT COM INC COM 003736105 4036 45800 SH SHARED 04 45800
D ACACIA RESH CORP COM 003881109 149 3500 SH SHARED 01 3500
D ABITIBI-CONSOLIDATED INC COM 003924107 43 4500 SH SHARED 04 4500
D ABITIBI-CONSOLIDATED INC COM 003924107 69 7300 SH SHARED 05 7300
D ACADIA RLTY TR COM SH BEN INT 004239109 4 900 SH SHARED 01 900
D ACCEPTANCE INS COS INC COM 004308102 113 20900 SH SHARED 01 20900
D ACCEPTANCE INS COS INC COM 004308102 25 4600 SH SHARED 04 4600
D ACCESS ANYTIME BANCORP COM 00431F105 20 3500 SH SHARED 01 3500
D ACCLAIM ENTMT INC COM PAR $0.02 004325205 1457 440094 SH SHARED 01 106564 333530
D ACCLAIM ENTMT INC COM PAR $0.02 004325205 95 28700 SH SHARED 02 23700 5000
D ACCLAIM ENTMT INC COM PAR $0.02 004325205 57 17300 SH SHARED 04 17300
D ACCREDO HEALTH INC COM 00437V104 23565 711400 SH SHARED 01 711400
D ACCREDO HEALTH INC COM 00437V104 142 4300 SH SHARED 04 4300
D ACETO CORP COM 004446100 3 418 SH SHARED 01 418
D ACKERLEY GROUP INC COM 004527107 344 22800 SH SHARED 01 22800
D ACKERLEY GROUP INC COM 004527107 72 4800 SH SHARED 04 4800
D ACME COMMUNICATION INC COM 004631107 32 1400 SH SHARED 02 1400
D ACME COMMUNICATION INC COM 004631107 64 2804 SH SHARED 04 2804
D ACNIELSEN CORP COM 004833109 7717 342978 SH SHARED 01 191811 151167
D ACNIELSEN CORP COM 004833109 123 5501 SH SHR/OTHR 01 133 5368
D ACNIELSEN CORP COM 004833109 3 166 SH SHARED 02 166
D ACNIELSEN CORP COM 004833109 605 26907 SH SHARED 04 26907
D ACNIELSEN CORP COM 004833109 130 5800 SH SHARED 05 5800
D ACTIVISION INC NEW COM NEW 004930202 465 38551 SH SHARED 01 38551
D ACTIVISION INC NEW COM NEW 004930202 0 1 SH SHARED 02 1
D ACTIVISION INC NEW COM NEW 004930202 267 22200 SH SHARED 04 22200
D ACTRADE INTL LTD COM 004931101 9 600 SH SHARED 01 600
D ACTION PERFORMANCE COS INC SB NT CV 4.75%05 004933AB3 273 500000 PRN SHARED 04 500000
D ACTION PERFORMANCE COS INC COM 004933107 514 38668 SH SHARED 01 38668
D ACTION PERFORMANCE COS INC COM 004933107 82 6200 SH SHARED 04 6200
D ACTEL CORP COM 004934105 7407 207574 SH SHARED 01 64583 142991
D ACTEL CORP COM 004934105 306 8600 SH SHARED 04 8600
D ACRES GAMING INC COM 004936100 22 13700 SH SHARED 01 13700
D ACTIVE VOICE CORP COM 004938106 281 19400 SH SHARED 01 19400
D ACTIVE VOICE CORP COM 004938106 1362 93950 SH SHARED 02 93950
D ACTIVE SOFTWARE INC COM 00504E100 286 4500 SH SHARED 01 4500
D ACTIVE SOFTWARE INC COM 00504E100 190 3000 SH SHARED 02 3000
D ACTIVE SOFTWARE INC COM 00504E100 89 1400 SH SHARED 05 1400
D ACTIVE APPAREL GROUP INC COM 00504P105 1 500 SH SHARED 01 500
D ACTUATE CORP COM 00508B102 9804 182201 SH SHARED 01 44763 137438
D ACTUATE CORP COM 00508B102 66613 1237900 SH SHARED 04 1237900
D ACUSON CORP COM 005113105 4166 281283 SH SHARED 01 75673 205610
D ACUSON CORP COM 005113105 284 19218 SH SHARED 04 19218
D ACUSON CORP COM 005113105 35 2400 SH SHARED 05 2400
D ACX TECHNOLOGIES INC COM 005123104 1059 256797 SH SHARED 01 34061 222736
D ACX TECHNOLOGIES INC COM 005123104 1 396 SH SHARED 02 132 264
D ACX TECHNOLOGIES INC COM 005123104 35 8500 SH SHARED 04 8500
D ACXIOM CORP COM 005125109 12417 373460 SH SHARED 01 223607 149853
D ACXIOM CORP COM 005125109 2701 81249 SH SHARED 04 81249
D ACXIOM CORP COM 005125109 305 9200 SH SHARED 05 9200
D ADAC LABS COM NEW 005313200 28 2100 SH SHARED 01 2100
D ADAC LABS COM NEW 005313200 663 48261 SH SHARED 04 48261
D ADAM COM INC COM 00547M101 6 700 SH SHARED 01 700
D ADAM COM INC COM 00547M101 74 8500 SH SHARED 02 8500
D ADAMS RES & ENERGY INC COM NEW 006351308 21 2000 SH SHARED 02 2000
D ADAPTIVE BROADBAND CORP COM 00650M104 12293 229784 SH SHARED 01 99146 130638
D ADAPTIVE BROADBAND CORP COM 00650M104 37 700 SH SHARED 02 700
D ADAPTIVE BROADBAND CORP COM 00650M104 7776 145348 SH SHARED 04 145348
D ADAPTIVE BROADBAND CORP COM 00650M104 155 2900 SH SHARED 05 2900
D ADAPTEC INC COM 00651F108 43331 1121857 SH SHARED 01 945335 176522
D ADAPTEC INC COM 00651F108 1028 26620 SH SHARED 02 1620 25000
D ADAPTEC INC COM 00651F108 27428 710126 SH SHARED 04 710126
D ADECCO SA SPONSORED ADR 006754105 136 1546 SH SHARED 01 1545 1
D ADECCO SA SPONSORED ADR 006754105 658 7448 SH SHARED 04 7448
D ADECCO SA SPONSORED ADR 006754105 58 659 SH SHARED 05 659
D ADELPHIA BUSINESS SOLUTIONS CL A 006847107 6766 109800 SH SHARED 01 30285 79515
D ADELPHIA BUSINESS SOLUTIONS CL A 006847107 388 6300 SH SHARED 04 6300
D ADELPHIA COMMUNICATIONS CORP CL A 006848105 11406 232791 SH SHARED 01 109085 123706
D ADELPHIA COMMUNICATIONS CORP CL A 006848105 34 700 SH SHARED 02 700
D ADELPHIA COMMUNICATIONS CORP CL A 006848105 955 19502 SH SHARED 04 19502
D ADELPHIA COMMUNICATIONS CORP CL A 006848105 311 6367 SH SHARED 05 6367
D ADMINISTAFF INC COM 007094105 427 10900 SH SHARED 01 10900
D ADMINISTAFF INC COM 007094105 39 1000 SH SHARED 02 1000
D ADMINISTAFF INC COM 007094105 270 6900 SH SHARED 04 6900
D ADOBE SYS INC COM 00724F101 150615 1353095 SH SHARED 01 1131278 221817
D ADOBE SYS INC COM 00724F101 460 4140 SH SHR/OTHR 01 1750 2390
D ADOBE SYS INC COM 00724F101 801 7200 SH SHARED 02 5400 1800
D ADOBE SYS INC COM 00724F101 7900 70972 SH SHARED 04 70972
D ADOBE SYS INC COM 00724F101 556 5000 SH SHARED 05 5000
D ADTRAN INC COM 00738A106 3303 55583 SH SHARED 01 55583
D ADTRAN INC COM 00738A106 29 500 SH SHARED 02 500
D ADTRAN INC COM 00738A106 1737 29231 SH SHARED 04 29231
D ADTRAN INC COM 00738A106 255 4300 SH SHARED 05 4300
D ADVANCE PARADIGM INC COM 007491103 371 31251 SH SHARED 01 31251
D ADVANCE PARADIGM INC COM 007491103 93 7900 SH SHARED 04 7900
D ADVANCED AERODYNAMICS&STRUCTUR CL A 00750B107 60 12400 SH SHARED 01 12400
D ADVANCED DIGITAL INFORMATION COM 007525108 9964 290922 SH SHARED 01 109070 181852
D ADVANCED DIGITAL INFORMATION COM 007525108 167 4900 SH SHARED 02 4300 600
D ADVANCED DIGITAL INFORMATION COM 007525108 595 17400 SH SHARED 04 17400
D ADVANCED MACH VISION CORP CL A 00753B104 308 176400 SH SHARED 04 176400
D ADVANCED LTG TECHNOLOGIES COM 00753C102 195 10400 SH SHARED 01 10400
D ADVANCED LTG TECHNOLOGIES COM 00753C102 3560 189900 SH SHARED 03 189900
D ADVANCED MARKETING SVCS INC COM 00753T105 28 1350 SH SHARED 01 1350
D ADVANCED MARKETING SVCS INC COM 00753T105 31 1500 SH SHARED 02 1500
D ADVANCED FIBRE COMMUNICATIONS COM 00754A105 22247 354896 SH SHARED 01 146970 207926
D ADVANCED FIBRE COMMUNICATIONS COM 00754A105 156 2500 SH SHARED 02 2300 200
D ADVANCED FIBRE COMMUNICATIONS COM 00754A105 2114 33737 SH SHARED 04 33737
D ADVANCED PHOTONIX INC CL A 00754E107 56 13100 SH SHARED 01 13100
D ADVANCED RADIO TELECOM CORP COM 00754U101 7918 239040 SH SHARED 01 73679 165361
D ADVANCED RADIO TELECOM CORP COM 00754U101 534 16142 SH SHARED 04 16142
D ADVANCED TECHNICAL PRODS INC COM 007548100 43 10900 SH SHARED 01 10900
D ADVANCED TISSUE SCIENCES INC COM 00755F103 32 4800 SH SHARED 01 4800
D ADVANCED TISSUE SCIENCES INC COM 00755F103 46 6925 SH SHARED 02 6925
D ADVEST GROUP INC COM 007566102 180 9500 SH SHARED 01 9500
D ADVEST GROUP INC COM 007566102 55 2900 SH SHARED 04 2900
D ADVANTAGE LEARNING SYSTEMS COM 00757K100 189 11400 SH SHARED 01 11400
D ADVANTAGE LEARNING SYSTEMS COM 00757K100 58 3500 SH SHARED 04 3500
D ADVANCED NEUROMODULATION SYS COM 00757T101 1 100 SH SHARED 01 100
D ADVANTICA RESTAURANT GROUP INC COM 00758B109 57 38200 SH SHARED 01 38200
D ADVANTICA RESTAURANT GROUP INC COM 00758B109 20 13500 SH SHARED 04 13500
D ADVO INC COM 007585102 3923 156924 SH SHARED 01 67445 89479
D ADVO INC COM 007585102 934 37390 SH SHARED 04 37390
D AERIAL COMMUNICATIONS INC COM 007655103 1988 35000 SH SHARED 01 35000
D AERIAL COMMUNICATIONS INC COM 007655103 374 6600 SH SHARED 04 6600
D AEROFLEX INC COM 007768104 2225 44960 SH SHARED 01 44960
D AEROFLEX INC COM 007768104 509 10300 SH SHARED 04 10300
D ADVANCED MICRO DEVICES INC COM 007903107 90990 1594591 SH SHARED 01 1355632 238959
D ADVANCED MICRO DEVICES INC COM 007903107 119 2100 SH SHR/OTHR 01 1100 1000
D ADVANCED MICRO DEVICES INC COM 007903107 5719 100225 SH SHARED 02 100025 200
D ADVANCED MICRO DEVICES INC COM 007903107 32665 572450 SH SHARED 04 572450
D ADVANCED MICRO DEVICES INC COM 007903107 154 2700 SH SHARED 05 2700
D AEGON N V ORD AMER REG 007924103 4134 51354 SH SHARED 01 48210 3144
D AEGON N V ORD AMER REG 007924103 1118 13899 SH SHR/OTHR 01 12463 1436
D AEGON N V ORD AMER REG 007924103 18 232 SH SHARED 02 232
D ADVANTA CORP CL A 007942105 3310 162992 SH SHARED 01 49027 113965
D ADVANTA CORP CL A 007942105 345 17000 SH SHARED 04 17000
D ADVANTA CORP CL B 007942204 5 353 SH SHARED 01 353
D ADVANTA CORP CL B 007942204 657 45401 SH SHARED 04 45401
D ADVANCED ENERGY INDS COM 007973100 678 13300 SH SHARED 01 13300
D ADVANCED ENERGY INDS COM 007973100 214 4200 SH SHARED 04 4200
D ADVANCED ENERGY INDS COM 007973100 239 4700 SH SHARED 05 4700
D ADVENT SOFTWARE INC COM 007974108 1762 38428 SH SHARED 01 38428
D ADVENT SOFTWARE INC COM 007974108 472 10300 SH SHARED 04 10300
D AETHER SYS INC COM 00808V105 4591 25300 SH SHARED 01 25300
D AETHER SYS INC COM 00808V105 199 1100 SH SHARED 02 200 900
D AETHER SYS INC COM 00808V105 2323 12800 SH SHARED 04 12800
D AETNA INC COM 008117103 87585 1578120 SH SHARED 01 1350241 227879
D AETNA INC COM 008117103 236 4255 SH SHR/OTHR 01 2855 1400
D AETNA INC COM 008117103 81 1473 SH SHARED 02 550 923
D AETNA INC COM 008117103 33767 608421 SH SHARED 04 608421
D AETNA INC COM 008117103 183 3300 SH SHARED 05 3300
D AFFILIATED COMPUTER SERVICES SB NT CV 4%05 008190AD2 1530 1500000 PRN SHARED 01 1500000
D AFFILIATED COMPUTER SERVICES SB NT CV 4%05 008190AD2 4312 4228000 PRN SHARED 04 4228000
D AFFILIATED COMPUTER SERVICES CL A 008190100 10526 277000 SH SHARED 01 124300 152700
D AFFILIATED COMPUTER SERVICES CL A 008190100 847 22297 SH SHARED 04 22297
D AFFILIATED COMPUTER SERVICES CL A 008190100 182 4800 SH SHARED 05 4800
D AFFILIATED MANAGERS GROUP COM 008252108 1895 39900 SH SHARED 01 39900
D AFFILIATED MANAGERS GROUP COM 008252108 472 9939 SH SHARED 02 1100 8839
D AFFILIATED MANAGERS GROUP COM 008252108 821 17300 SH SHARED 04 17300
D AFFINITY TECHNOLOGY GROUP INC COM 00826M103 55 28500 SH SHARED 01 28500
D AFFYMETRIX INC SB NT CV 144A 06 00826TAA6 2489 1900000 PRN SHARED 04 1900000
D AFFYMETRIX INC SB NT CV 144A 07 00826TAC2 2387 3500000 PRN SHARED 04 3500000
D AFFYMETRIX INC COM 00826T108 12884 86800 SH SHARED 01 39310 47490
D AFFYMETRIX INC COM 00826T108 326 2200 SH SHARED 02 800 1400
D AFFYMETRIX INC COM 00826T108 1276 8600 SH SHARED 04 8600
D AFTERMARKET TECHNOLOGY CORP COM 008318107 497 39771 SH SHARED 01 39771
D AFTERMARKET TECHNOLOGY CORP COM 008318107 105 8400 SH SHARED 04 8400
D AG CHEM EQUIP INC COM 008363103 16 2000 SH SHARED 02 2000
D AGENCY COM LTD COM 008447104 362 13600 SH SHARED 01 13600
D AGENCY COM LTD COM 008447104 2 100 SH SHR/OTHR 01 100
D AGENCY COM LTD COM 008447104 34 1300 SH SHARED 02 1300
D AGILENT TECHNOLOGIES INC COM 00846U101 665 6400 SH SHARED 01 6400
D AGILENT TECHNOLOGIES INC COM 00846U101 20 200 SH SHR/OTHR 01 200
D AGILENT TECHNOLOGIES INC COM 00846U101 3504 33700 SH SHARED 02 17150 16550
D AGILENT TECHNOLOGIES INC COM 00846U101 676 6500 SH SHARED 04 6500
D AGILENT TECHNOLOGIES INC COM 00846U101 696 6700 SH SHARED 05 6700
D AGILE SOFTWARE CORP DEL COM 00846X105 325 5200 SH SHARED 01 5200
D AGILE SOFTWARE CORP DEL COM 00846X105 159 2550 SH SHARED 02 2150 400
D AGILE SOFTWARE CORP DEL COM 00846X105 31 507 SH SHARED 04 507
D AGNICO EAGLE MINES LTD COM 008474108 542 97500 SH SHARED 04 97500
D AGRIBRANDS INTL INC COM 00849R105 2613 66479 SH SHARED 01 27447 39032
D AGRIBRANDS INTL INC COM 00849R105 6 162 SH SHR/OTHR 01 132 30
D AGRIBRANDS INTL INC COM 00849R105 1 36 SH SHARED 02 36
D AGRIBRANDS INTL INC COM 00849R105 169 4300 SH SHARED 04 4300
D AGRITOPE INC DEL COM 00855D107 3 940 SH SHARED 04 940
D AIR PRODS & CHEMS INC COM 009158106 76585 2693150 SH SHARED 01 2310457 382693
D AIR PRODS & CHEMS INC COM 009158106 896 31541 SH SHR/OTHR 01 23916 7625
D AIR PRODS & CHEMS INC COM 009158106 309 10886 SH SHARED 02 1002 9884
D AIR PRODS & CHEMS INC COM 009158106 8356 293865 SH SHARED 04 293865
D AIR PRODS & CHEMS INC COM 009158106 207 7300 SH SHARED 05 7300
D AIR T INC COM 009207101 20 5900 SH SHARED 02 5900
D AIRBORNE FGHT CORP COM 009266107 15913 663072 SH SHARED 01 509169 153903
D AIRBORNE FGHT CORP COM 009266107 76 3200 SH SHARED 02 500 2700
D AIRBORNE FGHT CORP COM 009266107 956 39869 SH SHARED 04 39869
D AIRBORNE FGHT CORP COM 009266107 192 8000 SH SHARED 05 8000
D AIRGAS INC COM 009363102 2106 253480 SH SHARED 01 201580 51900
D AIRGAS INC COM 009363102 725 87226 SH SHARED 04 87226
D AIRGAS INC COM 009363102 93 11200 SH SHARED 05 11200
D AIRNET COMMUNICATIONS CORP COM 00941P106 174 5000 SH SHARED 01 5000
D AIRTRAN HLDGS INC COM 00949P108 1245 282600 SH SHARED 01 127870 154730
D AIRTRAN HLDGS INC COM 00949P108 8 2000 SH SHARED 02 2000
D AIRTRAN HLDGS INC COM 00949P108 103 23400 SH SHARED 04 23400
D AKAMAI TECHNOLOGIES INC COM 00971T101 1508 9382 SH SHARED 01 9382
D AKAMAI TECHNOLOGIES INC COM 00971T101 4 25 SH SHR/OTHR 01 25
D AKAMAI TECHNOLOGIES INC COM 00971T101 188 1175 SH SHARED 02 275 900
D AKAMAI TECHNOLOGIES INC COM 00971T101 314 1955 SH SHARED 04 1955
D AKORN INC COM 009728106 11 1200 SH SHARED 02 1200
D AKSYS LTD COM 010196103 35 3229 SH SHARED 02 3229
D AKTIEBOLAGETT ELECTROLUX SPONSORED ADR 010198208 130 3400 SH SHARED 04 3400
D AKZO NOBEL NV SPONSORED ADR 010199305 494 11492 SH SHARED 01 4000 7492
D AKZO NOBEL NV SPONSORED ADR 010199305 392 9108 SH SHARED 02 9108
D AKZO NOBEL NV SPONSORED ADR 010199305 256 5950 SH SHARED 04 5950
D ALABAMA NATL BANCORP DELA COM 010317105 286 15100 SH SHARED 01 15100
D ALABAMA NATL BANCORP DELA COM 010317105 74 3900 SH SHARED 04 3900
D ALAMOSA PCS HOLDINGS COM 011593100 10843 287250 SH SHARED 01 287250
D ALAMOSA PCS HOLDINGS COM 011593100 60 1600 SH SHARED 02 1600
D ALAMOSA PCS HOLDINGS COM 011593100 16 446 SH SHARED 04 446
D ALARIS MED INC COM 011637105 290 136500 SH SHARED 01 36100 100400
D ALARIS MED INC COM 011637105 11 5200 SH SHARED 04 5200
D ALASKA AIR GROUP INC COM 011659109 4597 152950 SH SHARED 01 94047 58903
D ALASKA AIR GROUP INC COM 011659109 15 500 SH SHR/OTHR 01 500
D ALASKA AIR GROUP INC COM 011659109 18 600 SH SHARED 02 600
D ALASKA AIR GROUP INC COM 011659109 959 31920 SH SHARED 04 31920
D ALASKA AIR GROUP INC COM 011659109 90 3000 SH SHARED 05 3000
D ALASKA COMMUNICATIONS SYS GRP COM 01167P101 912 75225 SH SHARED 02 60500 14725
D ALBANY INTL CORP CL A 012348108 1599 107977 SH SHARED 01 92244 15733
D ALBANY INTL CORP CL A 012348108 296 19993 SH SHARED 04 19993
D ALBANY INTL CORP CL A 012348108 48 3264 SH SHARED 05 3264
D ALBANY MOLECULAR RESH INC COM 012423109 1220 20900 SH SHARED 01 16327 4573
D ALBANY MOLECULAR RESH INC COM 012423109 11 200 SH SHARED 02 200
D ALBANY MOLECULAR RESH INC COM 012423109 1634 28000 SH SHARED 04 28000
D ALBEMARLE CORP COM 012653101 4119 198540 SH SHARED 01 114257 84283
D ALBEMARLE CORP COM 012653101 10 500 SH SHARED 02 200 300
D ALBEMARLE CORP COM 012653101 599 28882 SH SHARED 04 28882
D ALBEMARLE CORP COM 012653101 93 4500 SH SHARED 05 4500
D ALBERTA ENERGY LTD COM 012873105 197 6500 SH SHARED 04 6500
D ALBERTO CULVER CO CL B CONV 013068101 9459 397269 SH SHARED 01 359900 37369
D ALBERTO CULVER CO CL B CONV 013068101 21 900 SH SHR/OTHR 01 900
D ALBERTO CULVER CO CL B CONV 013068101 1590 66812 SH SHARED 04 66812
D ALBERTO CULVER CO CL B CONV 013068101 30 1300 SH SHARED 05 1300
D ALBERTO CULVER CO CL A 013068200 19 900 SH SHARED 01 900
D ALBERTO CULVER CO CL A 013068200 6 300 SH SHR/OTHR 01 300
D ALBERTO CULVER CO CL A 013068200 1968 90000 SH SHARED 04 90000
D ALBERTSONS INC COM 013104104 144590 4683094 SH SHARED 01 3964635 718459
D ALBERTSONS INC COM 013104104 308 10000 SH SHR/OTHR 01 702 9298
D ALBERTSONS INC COM 013104104 83 2708 SH SHARED 02 1208 1500
D ALBERTSONS INC COM 013104104 18718 606277 SH SHARED 04 606277
D ALBERTSONS INC COM 013104104 197 6400 SH SHARED 05 6400
D ALCAN ALUMINIUM LTD NEW COM 013716105 50874 1493575 SH SHARED 01 1491575 2000
D ALCAN ALUMINIUM LTD NEW COM 013716105 121 3556 SH SHARED 02 900 2656
D ALCAN ALUMINIUM LTD NEW COM 013716105 12726 373627 SH SHARED 04 373627
D ALCAN ALUMINIUM LTD NEW COM 013716105 5071 148900 SH SHARED 05 148900
D ALCIDE CORP COM NEW 013742507 1 100 SH SHARED 01 100
D ALCOA INC COM 013817101 287652 4094698 SH SHARED 01 3444056 650642
D ALCOA INC COM 013817101 1405 20000 SH SHR/OTHR 01 11300 8700
D ALCOA INC COM 013817101 274 3912 SH SHARED 02 1026 2886
D ALCOA INC COM 013817101 28870 410964 SH SHARED 04 410964
D ALCATEL SPONSORED ADR 013904305 1276 29615 SH SHARED 01 29615
D ALCATEL SPONSORED ADR 013904305 610 14159 SH SHARED 02 2109 12050
D ALCATEL SPONSORED ADR 013904305 14043 325700 SH SHARED 04 325700
D ALCATEL SPONSORED ADR 013904305 862 20000 SH SHARED 05 20000
D ALEXANDER & BALDWIN INC COM 014482103 5349 259368 SH SHARED 01 146968 112400
D ALEXANDER & BALDWIN INC COM 014482103 33 1620 SH SHARED 02 950 670
D ALEXANDER & BALDWIN INC COM 014482103 1051 50980 SH SHARED 04 50980
D ALEXANDER & BALDWIN INC COM 014482103 94 4600 SH SHARED 05 4600
D ALEXANDERS INC COM 014752109 368 5800 SH SHARED 01 5800
D ALEXANDERS INC COM 014752109 0 2 SH SHARED 02 2
D ALEXANDERS INC COM 014752109 88 1400 SH SHARED 04 1400
D ALEXANDRIA REAL ESTATE EQ INC COM 015271109 540 18000 SH SHARED 01 18000
D ALEXANDRIA REAL ESTATE EQ INC COM 015271109 147 4900 SH SHARED 04 4900
D ALEXION PHARMACEUTICALS INC SB NT CV 144A 07 015351AA7 5737 7300000 PRN SHARED 04 7300000
D ALEXION PHARMACEUTICALS INC COM 015351109 6 100 SH SHARED 01 100
D ALEXION PHARMACEUTICALS INC COM 015351109 6 100 SH SHR/OTHR 01 100
D ALEXION PHARMACEUTICALS INC COM 015351109 20 300 SH SHARED 04 300
D ALFA CORP COM 015385107 1054 59400 SH SHARED 01 59400
D ALFA CORP COM 015385107 291 16400 SH SHARED 04 16400
D ALGOS PHARMACEUTICAL CORP COM 015869100 282 19628 SH SHARED 01 19628
D ALGOS PHARMACEUTICAL CORP COM 015869100 70 4900 SH SHARED 04 4900
D ALKERMES INC SUB NT CV 144A07 01642TAA6 18950 22750000 PRN SHARED 04 22750000
D ALKERMES INC COM 01642T108 6656 71961 SH SHARED 01 71961
D ALKERMES INC COM 01642T108 1322 14300 SH SHARED 04 14300
D ALL AMERN TERM TR INC COM 016440109 155 13000 SH SHARED 04 13000
D ALLAIRE CORP COM 016714107 8712 115200 SH SHARED 01 23780 91420
D ALLAIRE CORP COM 016714107 5187 68600 SH SHARED 04 68600
D ALLEGHANY CORP DEL COM 017175100 7213 38370 SH SHARED 01 15471 22899
D ALLEGHANY CORP DEL COM 017175100 432 2300 SH SHARED 04 2300
D ALLEGHENY ENERGY INC COM 017361106 16652 601462 SH SHARED 01 326050 600 274812
D ALLEGHENY ENERGY INC COM 017361106 77 2790 SH SHR/OTHR 01 2790
D ALLEGHENY ENERGY INC COM 017361106 11 400 SH SHARED 02 400
D ALLEGHENY ENERGY INC COM 017361106 3229 116626 SH SHARED 04 116626
D ALLEGHENY ENERGY INC COM 017361106 346 12500 SH SHARED 05 12500
D ALLEGHENY TECHNOLOGIES INC COM 01741R102 19836 988765 SH SHARED 01 881422 107343
D ALLEGHENY TECHNOLOGIES INC COM 01741R102 91 4550 SH SHR/OTHR 01 4550
D ALLEGHENY TECHNOLOGIES INC COM 01741R102 2347 117011 SH SHARED 04 117011
D ALLEGHENY TECHNOLOGIES INC COM 01741R102 40 2000 SH SHARED 05 2000
D ALLEGIANCE TELECOM INC COM 01747T102 44057 546450 SH SHARED 01 301838 244612
D ALLEGIANCE TELECOM INC COM 01747T102 1857 23036 SH SHARED 04 23036
D ALLEGIANCE TELECOM INC COM 01747T102 60 750 SH SHARED 05 750
D ALLEGIANCE TELECOM INC COM 01747T102 133 1650 SH SHARED 06 1650
D ALLEN ORGAN CO CL B 017753104 7 100 SH SHARED 01 100
D ALLEN TELECOM INC COM 018091108 4150 260430 SH SHARED 01 88900 171530
D ALLEN TELECOM INC COM 018091108 184 11600 SH SHARED 04 11600
D ALLERGAN INC COM 018490102 72216 1444335 SH SHARED 01 1210292 234043
D ALLERGAN INC COM 018490102 30 600 SH SHR/OTHR 01 600
D ALLERGAN INC COM 018490102 80 1600 SH SHARED 02 1000 600
D ALLERGAN INC COM 018490102 11953 239077 SH SHARED 04 239077
D ALLERGAN INC COM 018490102 150 3000 SH SHARED 05 3000
D ALLERGAN SPECIALTY THERAP CL A 018494104 71 5259 SH SHARED 01 5179 80
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 359 20202 SH SHARED 01 12602 7600
D ALLIANCE BANCORP COM 01852J105 76 4300 SH SHARED 04 4300
D ALLIANCE BANCORP NEW ENG INC COM 01852Q109 35 4399 SH SHARED 01 4399
D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 758 18300 SH SHARED 01 18300
D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 248 6000 SH SHR/OTHR 01 6000
D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 20 500 SH SHARED 02 500
D ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 621 15000 SH SHARED 04 15000
D ALLIANCE SEMICONDUCTOR CORP COM 01877H100 1056 49269 SH SHARED 01 49269
D ALLIANCE SEMICONDUCTOR CORP COM 01877H100 1258 58700 SH SHARED 02 58700
D ALLIANCE SEMICONDUCTOR CORP COM 01877H100 861 40200 SH SHARED 04 40200
D ALLIANCE PHARMACEUTICAL CORP COM 018773101 76 5110 SH SHARED 01 5100 10
D ALLIANCE WORLD DLR GV FD II COM 01879R106 120 13100 SH SHARED 02 13100
D ALLIANCE WORLD DLR GV FD II COM 01879R106 1096 119400 SH SHARED 04 119400
D ALLIANCE WORLD DLR GV FD INC COM 018796102 64 6700 SH SHARED 02 6700
D ALLIANT CORP COM 018802108 11709 384717 SH SHARED 01 191525 193192
D ALLIANT CORP COM 018802108 24 806 SH SHR/OTHR 01 806
D ALLIANT CORP COM 018802108 99 3256 SH SHARED 02 456 2800
D ALLIANT CORP COM 018802108 1277 41988 SH SHARED 04 41988
D ALLIANT CORP COM 018802108 270 8900 SH SHARED 05 8900
D ALLIANT TECHSYSTEMS INC COM 018804104 6714 114043 SH SHARED 01 48184 65859
D ALLIANT TECHSYSTEMS INC COM 018804104 688 11700 SH SHARED 04 11700
D ALLIED CAP CORP NEW COM 01903Q108 2582 148098 SH SHARED 01 148098
D ALLIED CAP CORP NEW COM 01903Q108 26 1500 SH SHR/OTHR 01 1500
D ALLIED CAP CORP NEW COM 01903Q108 889 51000 SH SHARED 04 51000
D ALLIED HLDGS INC COM 019223106 20 3500 SH SHARED 02 3500
D ALLIED IRISH BKS P L C SPON ADR ORD 019228402 8 414 SH SHARED 01 414
D ALLIED IRISH BKS P L C SPON ADR ORD 019228402 25 1300 SH SHARED 04 1300
D ALLIED IRISH BKS P L C SPON ADR ORD 019228402 69 3600 SH SHARED 05 3600
D ALLIED PRODS CORP DEL COM 019411107 13 4350 SH SHARED 01 4350
D ALLIED RISER COMMUNICATIONS CP COM 019496108 14966 430700 SH SHARED 01 430700
D ALLIED RISER COMMUNICATIONS CP COM 019496108 104 3000 SH SHR/OTHR 01 3000
D ALLIED RISER COMMUNICATIONS CP COM 019496108 24 700 SH SHARED 02 700
D ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 12094 1843121 SH SHARED 01 1588036 255085
D ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 32 5000 SH SHARED 02 5000
D ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 1596 243218 SH SHARED 04 243218
D ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 26 4100 SH SHARED 05 4100
D ALLMERICA FINL CORP COM 019754100 13453 263785 SH SHARED 01 165765 98020
D ALLMERICA FINL CORP COM 019754100 4428 86832 SH SHARED 04 86832
D ALLMERICA FINL CORP COM 019754100 122 2400 SH SHARED 05 2400
D ALLOU HEALTH & BEAUTY CARE INC CL A 019782101 7 1000 SH SHARED 01 1000
D ALLOY ONLINE INC COM 019855105 98 5900 SH SHARED 01 5900
D ALLOY ONLINE INC COM 019855105 10 600 SH SHARED 04 600
D ALLSCRIPTS INC COM 019886100 264 4400 SH SHARED 01 4400
D ALLSCRIPTS INC COM 019886100 24 400 SH SHARED 04 400
D ALLMERICA SECS TR SH BEN INT 019921105 6 700 SH SHARED 02 700
D ALLSTATE CORP COM 020002101 211632 8887647 SH SHARED 01 7573427 185 1314035
D ALLSTATE CORP COM 020002101 763 32074 SH SHR/OTHR 01 4168 27906
D ALLSTATE CORP COM 020002101 535 22500 SH SHARED 02 5256 17244
D ALLSTATE CORP COM 020002101 25180 1057471 SH SHARED 04 1057471
D ALLSTATE CORP COM 020002101 542 22800 SH SHARED 05 22800
D ALLTEL CORP COM 020039103 277312 4384386 SH SHARED 01 3715141 669245
D ALLTEL CORP COM 020039103 10197 161229 SH SHR/OTHR 01 112500 48729
D ALLTEL CORP COM 020039103 1405 22226 SH SHARED 02 6339 15887
D ALLTEL CORP COM 020039103 26461 418371 SH SHARED 04 418246 125
D ALLTEL CORP COM 020039103 771 12200 SH SHARED 05 12200
D ALLTRISTA CORP COM 020040101 258 11440 SH SHARED 01 11415 25
D ALLTRISTA CORP COM 020040101 61 2700 SH SHARED 04 2700
D ALPHA INDS INC COM 020753109 31492 331500 SH SHARED 01 241203 90297
D ALPHA INDS INC COM 020753109 712 7500 SH SHARED 04 7500
D ALPHANET SOLUTIONS INC COM 020787107 4 800 SH SHARED 01 800
D ALPHARMA INC SR SB CV 144A 06 020813AC5 3831 3000000 PRN SHARED 04 3000000
D ALPHARMA INC SR SB NT CV 3%06 020813AD3 2554 2000000 PRN SHARED 01 2000000
D ALPHARMA INC CL A 020813101 5672 154340 SH SHARED 01 69290 85050
D ALPHARMA INC CL A 020813101 532 14500 SH SHARED 04 14500
D ALPINE GROUP INC COM 020825105 199 22200 SH SHARED 01 22200
D ALPINE GROUP INC COM 020825105 49 5500 SH SHARED 04 5500
D ALPHA MICROSYSTEMS INC COM 020903100 44 5400 SH SHARED 01 5400
D ALPNET INC COM 021089107 110 16100 SH SHARED 01 16100
D ALPNET INC COM 021089107 68 10000 SH SHARED 02 10000
D ALTERA CORP COM 021441100 143940 1612778 SH SHARED 01 1191608 421170
D ALTERA CORP COM 021441100 89 1000 SH SHR/OTHR 01 1000
D ALTERA CORP COM 021441100 533 5980 SH SHARED 02 3980 2000
D ALTERA CORP COM 021441100 25214 282511 SH SHARED 04 282511
D ALTERA CORP COM 021441100 196 2200 SH SHARED 05 2200
D ALTEON WEBSYSTEMS INC COM 02145A109 8651 105500 SH SHARED 01 105500
D ALTEON WEBSYSTEMS INC COM 02145A109 2261 27575 SH SHARED 04 27575
D ALTERNATIVE RESOURCES CORP COM 02145R102 10 4600 SH SHARED 01 4600
D ALTERRA HEALTHCARE CORP COM 02146C104 151 37778 SH SHARED 01 37778
D ALTERRA HEALTHCARE CORP COM 02146C104 13 3400 SH SHARED 02 900 2500
D ALTERRA HEALTHCARE CORP COM 02146C104 36 9200 SH SHARED 04 9200
D ALYSIS TECHNOLOGIES INC COM 02261D101 101 14058 SH SHARED 04 14058
D ALZA CORP DEL SUB LYON ZERO 14 022615AC2 11180 21500000 PRN SHARED 04 21500000
D ALZA CORP DEL SUB DB CONV 5%06 022615AD0 3210 3000000 PRN SHARED 01 3000000
D ALZA CORP DEL SUB DB CONV 5%06 022615AD0 4280 4000000 PRN SHARED 04 4000000
D ALZA CORP DEL COM 022615108 38815 1033363 SH SHARED 01 897462 135901
D ALZA CORP DEL COM 022615108 253 6744 SH SHR/OTHR 01 6744
D ALZA CORP DEL COM 022615108 179 4770 SH SHARED 02 1770 3000
D ALZA CORP DEL COM 022615108 6030 160561 SH SHARED 04 160561
D ALZA CORP DEL COM 022615108 75 2000 SH SHARED 05 2000
D AMAZON COM INC COM 023135106 61007 910554 SH SHARED 01 427700 482854
D AMAZON COM INC COM 023135106 6 100 SH SHR/OTHR 01 100
D AMAZON COM INC COM 023135106 23524 351116 SH SHARED 02 346730 4386
D AMAZON COM INC COM 023135106 5167 77125 SH SHARED 04 77125
D AMBAC FINL GROUP INC COM 023139108 22598 448600 SH SHARED 01 267753 180847
D AMBAC FINL GROUP INC COM 023139108 8 165 SH SHARED 02 165
D AMBAC FINL GROUP INC COM 023139108 4974 98741 SH SHARED 04 98741
D AMBAC FINL GROUP INC COM 023139108 453 9000 SH SHARED 05 9000
D AMBANC HLDG INC COM 023161102 82 6040 SH SHARED 01 6040
D AMBASSADORS INTL INC COM 023178106 1 100 SH SHARED 01 100
D AMCOL INTL CORP COM 02341W103 651 42350 SH SHARED 01 42350
D AMCOL INTL CORP COM 02341W103 170 11100 SH SHARED 04 11100
D AMERADA HESS CORP COM 023551104 62512 967315 SH SHARED 01 864151 103164
D AMERADA HESS CORP COM 023551104 542 8397 SH SHR/OTHR 01 6997 1400
D AMERADA HESS CORP COM 023551104 372 5760 SH SHARED 02 1080 4680
D AMERADA HESS CORP COM 023551104 15117 233934 SH SHARED 04 233934
D AMERADA HESS CORP COM 023551104 316 4900 SH SHARED 05 4900
D AMERCO COM 023586100 231 12600 SH SHARED 01 12600
D AMERCO COM 023586100 66 3600 SH SHARED 04 3600
D AMEREN CORP COM 023608102 45663 1476017 SH SHARED 01 1172463 303554
D AMEREN CORP COM 023608102 9 309 SH SHR/OTHR 01 309
D AMEREN CORP COM 023608102 17 570 SH SHARED 02 570
D AMEREN CORP COM 023608102 5314 171770 SH SHARED 04 171770
D AMEREN CORP COM 023608102 95 3100 SH SHARED 05 3100
D AMERIANA BANCORP COM 023613102 1 220 SH SHARED 01 220
D AMERICA ONLINE INC DEL SUB NT CONV 4%02 02364JAB0 7802 750000 PRN SHARED 01 750000
D AMERICA ONLINE INC DEL SUB NT CONV 4%02 02364JAB0 10403 1000000 PRN SHARED 04 1000000
D AMERICA ONLINE INC DEL SUB NT CV ZRO 19 02364JAC8 1096 2000000 PRN SHARED 01 2000000
D AMERICA ONLINE INC DEL SUB NT CV ZRO 19 02364JAC8 64533117761000 PRN SHARED 04 117761000
D AMERICA ONLINE INC DEL COM 02364J104 1702709 25248894 SH SHARED 01 21642916 3605978
D AMERICA ONLINE INC DEL COM 02364J104 1319 19568 SH SHR/OTHR 01 11434 8134
D AMERICA ONLINE INC DEL COM 02364J104 46486 689339 SH SHARED 02 453510 235829
D AMERICA ONLINE INC DEL COM 02364J104 285902 4239546 SH SHARED 04 4239546
D AMERICA ONLINE INC DEL COM 02364J104 114 1700 SH SHARED 05 1700
D AMERICA ONLINE INC DEL COM 02364J104 32724 485260 SH SHARED 06 485260
D AMERICA SVC GROUP INC COM 02364L109 117 7800 SH SHARED 01 7800
D AMERICA WEST HLDG CORP CL B 023657208 3752 242106 SH SHARED 01 79940 162166
D AMERICA WEST HLDG CORP CL B 023657208 592 38200 SH SHARED 04 38200
D AMER AIRCARRIERS SUPPORT COM 023758105 4 500 SH SHARED 02 500
D AMERICAN ANNUITY GROUP INC COM 023840101 1422 93285 SH SHARED 01 23051 70234
D AMERICAN ANNUITY GROUP INC COM 023840101 8 561 SH SHARED 02 255 306
D AMERICAN ANNUITY GROUP INC COM 023840101 48 3200 SH SHARED 04 3200
D AMCORE FINL INC COM 023912108 913 51092 SH SHARED 01 51092
D AMCORE FINL INC COM 023912108 209 11700 SH SHARED 04 11700
D AMERICAN AXLE & MFG HLDGS INC COM 024061103 145 9800 SH SHARED 01 9800
D AMERICAN AXLE & MFG HLDGS INC COM 024061103 59 4000 SH SHARED 04 4000
D AMERICAN BANCORPORATION OHIO COM NEW 024076408 119 10048 SH SHARED 01 10048
D AMERICAN BANCORPORATION OHIO COM NEW 024076408 114 9648 SH SHR/OTHR 01 9648
D AMERICAN BK CONN WATERBURY COM 024327108 4 200 SH SHARED 01 200
D AMERICAN BILTRITE INC COM 024591109 2 200 SH SHARED 01 200
D AMERICAN BINGO & GAMING CORP COM 024596108 15 15200 SH SHARED 01 15200
D AMERICAN CLASSIC VOYAGES CO COM 024928103 539 21400 SH SHARED 01 21400
D AMERICAN CLASSIC VOYAGES CO COM 024928103 90 3600 SH SHARED 04 3600
D AMERICAN CAPITAL STRATEGIES COM 024937104 10 400 SH SHARED 01 400
D AMERICAN CAPITAL STRATEGIES COM 024937104 21624 852200 SH SHARED 04 852200
D AMERICAN DENTAL PARTNERS COM 025353103 230 33200 SH SHARED 02 3200 30000
D AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 13414 353600 SH SHARED 01 320795 32805
D AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 523 13800 SH SHARED 02 12800 1000
D AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 1046 27586 SH SHARED 04 27586
D AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 197 5200 SH SHARED 05 5200
D AMERICAN ELEC PWR INC COM 025537101 77877 2612283 SH SHARED 01 2250737 361546
D AMERICAN ELEC PWR INC COM 025537101 133 4482 SH SHR/OTHR 01 3968 514
D AMERICAN ELEC PWR INC COM 025537101 272 9155 SH SHARED 02 2100 7055
D AMERICAN ELEC PWR INC COM 025537101 12887 432293 SH SHARED 04 432293
D AMERICAN ELEC PWR INC COM 025537101 187 6300 SH SHARED 05 6300
D AMERICAN EXPRESS CO COM 025816109 824677 5537090 SH SHARED 01 4641349 895741
D AMERICAN EXPRESS CO COM 025816109 14661 98438 SH SHR/OTHR 01 61524 36914
D AMERICAN EXPRESS CO COM 025816109 11354 76237 SH SHARED 02 22767 53470
D AMERICAN EXPRESS CO COM 025816109 76492 513591 SH SHARED 04 513411 180
D AMERICAN EXPRESS CO COM 025816109 491 3300 SH SHARED 05 3300
D AMERICAN FINL GROUP INC OHIO COM 025932104 6150 214855 SH SHARED 01 115910 98945
D AMERICAN FINL GROUP INC OHIO COM 025932104 2038 71225 SH SHARED 04 71225
D AMERICAN FINL GROUP INC OHIO COM 025932104 251 8800 SH SHARED 05 8800
D AMERICAN FINL HLDGS INC COM 026075101 241 20000 SH SHARED 04 20000
D AMERICAN FREIGHTWAYS CORP COM 02629V108 513 34400 SH SHARED 01 34400
D AMERICAN FREIGHTWAYS CORP COM 02629V108 262 17600 SH SHARED 04 17600
D AMERICAN GENERAL CORP COM 026351106 154663 2755700 SH SHARED 01 2345297 410403
D AMERICAN GENERAL CORP COM 026351106 33 600 SH SHR/OTHR 01 600
D AMERICAN GENERAL CORP COM 026351106 1001 17840 SH SHARED 02 5350 12490
D AMERICAN GENERAL CORP COM 026351106 18767 334382 SH SHARED 04 334382
D AMERICAN GENERAL CORP COM 026351106 920 16400 SH SHARED 05 16400
D AMERICAN GEN DEL L L C MIPS SER A 02637G200 14 200 SH SHARED 01 200
D AMERICAN GEN DEL L L C MIPS SER A 02637G200 14 200 SH SHR/OTHR 01 200
D AMERICAN GREETINGS CORP CL A 026375105 13320 729899 SH SHARED 01 624127 105772
D AMERICAN GREETINGS CORP CL A 026375105 1479 81086 SH SHARED 04 81086
D AMERICAN GREETINGS CORP CL A 026375105 29 1600 SH SHARED 05 1600
D AMERICAN HEALTHWAYS INC COM 02649V104 13 3500 SH SHARED 01 3500
D AMERICAN HOME PRODS CORP COM 026609107 883147 16430652 SH SHARED 01 14190076 2000 2238576
D AMERICAN HOME PRODS CORP COM 026609107 36027 670286 SH SHR/OTHR 01 411486 258800
D AMERICAN HOME PRODS CORP COM 026609107 8745 162700 SH SHARED 02 33969 128731
D AMERICAN HOME PRODS CORP COM 026609107 97813 1819778 SH SHARED 04 1819778
D AMERICAN HOME PRODS CORP COM 026609107 2386 44400 SH SHARED 05 44400
D AMERICAN HOMESTAR CORP COM 026651109 16 10000 SH SHARED 02 10000
D AMERICAN INDL PPTYS REIT COM NEW 026791202 262 22200 SH SHARED 01 22200
D AMERICAN INDL PPTYS REIT COM NEW 026791202 85 7200 SH SHARED 04 7200
D AMERICAN INSD MTG-INVS L P 85 DEPOSITARY UNIT 02686E106 5 700 SH SHARED 01 700
D AMERICAN INSD MTG INVS DEP UNIT PRTNR 026862102 3 1300 SH SHARED 04 1300
D AMERICAN INTL GROUP INC COM 026874107 2031535 18552836 SH SHARED 01 16254836 2298000
D AMERICAN INTL GROUP INC COM 026874107 66265 605167 SH SHR/OTHR 01 330945 274222
D AMERICAN INTL GROUP INC COM 026874107 7655 69912 SH SHARED 02 12939 56973
D AMERICAN INTL GROUP INC COM 026874107 208802 1906873 SH SHARED 04 1906432 441
D AMERICAN INTL GROUP INC COM 026874107 2409 22000 SH SHARED 05 22000
D AMERICAN ITALIAN PASTA CO CL A 027070101 730 29660 SH SHARED 01 29660
D AMERICAN ITALIAN PASTA CO CL A 027070101 369 15000 SH SHARED 02 15000
D AMERICAN ITALIAN PASTA CO CL A 027070101 433 17600 SH SHARED 04 17600
D AMERICAN ITALIAN PASTA CO CL A 027070101 24 1000 SH SHARED 05 1000
D AMERICAN MGMT SYS INC COM 027352103 15207 347098 SH SHARED 01 154039 193059
D AMERICAN MGMT SYS INC COM 027352103 449 10250 SH SHARED 02 10250
D AMERICAN MGMT SYS INC COM 027352103 880 20100 SH SHARED 04 20100
D AMERICAN MOBILE SATELLITE CORP COM 02755R103 811 33803 SH SHARED 01 33803
D AMERICAN MOBILE SATELLITE CORP COM 02755R103 1926 80250 SH SHARED 02 22450 57800
D AMERICAN MOBILE SATELLITE CORP COM 02755R103 182 7600 SH SHARED 04 7600
D AMERICAN NATL CAN GROUP INC COM 027714104 305 23300 SH SHARED 02 19300 4000
D AMERICAN PAC BK AUMSVILLE ORE CL B 02837P307 21 6500 SH SHARED 01 6500
D AMERICAN NATL INS CO COM 028591105 2742 47696 SH SHARED 01 17006 30690
D AMERICAN NATL INS CO COM 028591105 34 593 SH SHARED 04 593
D AMERICAN PAC CORP COM 028740108 0 100 SH SHARED 01 100
D AMERICAN RETIREMENT CORP COM 028913101 172 20091 SH SHARED 01 20091
D AMERICAN RETIREMENT CORP COM 028913101 59 7000 SH SHARED 04 7000
D AMERICAN PWR CONVERSION CORP COM 029066107 37811 881904 SH SHARED 01 516966 364938
D AMERICAN PWR CONVERSION CORP COM 029066107 128 3000 SH SHR/OTHR 01 3000
D AMERICAN PWR CONVERSION CORP COM 029066107 81 1900 SH SHARED 02 500 1400
D AMERICAN PWR CONVERSION CORP COM 029066107 15851 369712 SH SHARED 04 369712
D AMERICAN PWR CONVERSION CORP COM 029066107 964 22500 SH SHARED 05 22500
D AMERICAN REAL ESTATE PARTNR LP DEPOSITRY UNIT 029169109 18 2200 SH SHARED 01 2200
D AMERICAN RLTY TR INC COM PAR$.01NEW 029177409 19 1200 SH SHARED 01 1200
D AMERICAN RLTY TR INC COM PAR$.01NEW 029177409 6 372 SH SHARED 02 124 248
D AMERICAN SELECT PORTFOLIO INC COM 029570108 2904 261111 SH SHARED 04 261111
D AMERICAN SKIING CO COM 029654308 50 20000 SH SHARED 01 20000
D AMERICAN SOFTWARE INC CL A 029683109 124 8900 SH SHARED 01 8900
D AMERICAN STD COS INC DEL COM 029712106 13405 362300 SH SHARED 01 191946 170354
D AMERICAN STD COS INC DEL COM 029712106 2 75 SH SHARED 02 75
D AMERICAN STD COS INC DEL COM 029712106 2707 73169 SH SHARED 04 73169
D AMERICAN STS WTR CO COM 029899101 425 14300 SH SHARED 01 14300
D AMERICAN STS WTR CO COM 029899101 110 3700 SH SHARED 04 3700
D AMERICAN TOWER CORP NT CV 144A 09 029912AA0 29582 14000000 PRN SHARED 04 14000000
D AMERICAN TOWER CORP NT CV 6.25%09 029912AB8 3169 1500000 PRN SHARED 01 1500000
D AMERICAN TOWER CORP NT CV 6.25%09 029912AB8 59692 28250000 PRN SHARED 04 28250000
D AMERICAN TOWER CORP NT CV144A2.25%09 029912AC6 34545 23500000 PRN SHARED 04 23500000
D AMERICAN TOWER CORP NT CV 144A 5%10 029912AE2 14595 13090000 PRN SHARED 04 13090000
D AMERICAN TOWER CORP CL A 029912201 40777 825865 SH SHARED 01 488897 336968
D AMERICAN TOWER CORP CL A 029912201 9942 201375 SH SHARED 02 54000 147375
D AMERICAN TOWER CORP CL A 029912201 2828 57279 SH SHARED 04 57279
D AMERICAN TOWER CORP CL A 029912201 44 900 SH SHARED 05 900
D AMERICAN STRATEGIC INCOME III COM 03009T101 3458 333388 SH SHARED 04 333388
D AMERICAN STRATEGIC INCM PTFL COM 030098107 1842 171359 SH SHARED 04 171359
D AMERN STRATEGIC INCOME PTFL II COM 030099105 5667 518165 SH SHARED 04 518165
D AMERICAN SUPERCONDUCTOR CORP COM 030111108 1530 34383 SH SHARED 01 33083 1300
D AMERICAN SUPERCONDUCTOR CORP COM 030111108 7858 176600 SH SHARED 04 176600
D AMERICAN TECHNICNAL CERAMICS COM 030137103 372 10200 SH SHARED 02 10200
D AMERICAN WTR WKS INC COM 030411102 10580 445476 SH SHARED 01 228547 216929
D AMERICAN WTR WKS INC COM 030411102 9 400 SH SHARED 02 400
D AMERICAN WTR WKS INC COM 030411102 1079 45432 SH SHARED 04 45432
D AMERICAN WTR WKS INC COM 030411102 263 11100 SH SHARED 05 11100
D AMERICAN WOODMARK CORP COM 030506109 4 200 SH SHARED 01 200
D AMERICAN WOODMARK CORP COM 030506109 41 2000 SH SHARED 04 2000
D AMERICAN XTAL TECHNOLOGY INC COM 030514103 2087 64483 SH SHARED 01 59889 4594
D AMERICAN XTAL TECHNOLOGY INC COM 030514103 22 700 SH SHARED 02 700
D AMERICAN XTAL TECHNOLOGY INC COM 030514103 220 6800 SH SHARED 04 6800
D AMERICREDIT CORP COM 03060R101 11033 676400 SH SHARED 01 191926 484474
D AMERICREDIT CORP COM 03060R101 820 50300 SH SHARED 04 50300
D AMERIPATH INC COM 03071D109 173 21300 SH SHARED 01 21300
D AMERIPATH INC COM 03071D109 73 9000 SH SHARED 04 9000
D AMERISOURCE HEALTH CORP CL A 03071P102 6919 461325 SH SHARED 01 123606 337719
D AMERISOURCE HEALTH CORP CL A 03071P102 301 20100 SH SHARED 04 20100
D AMERON INTL INC COM 030710107 14 400 SH SHARED 01 400
D AMERITRADE HLDG CORP SB NT CV 144A 04 03072HAA7 46629 56520000 PRN SHARED 04 56520000
D AMERITRADE HLDG CORP SUB NT CV5.75%04 03072HAB5 10093 12235000 PRN SHARED 04 12235000
D AMERITRADE HLDG CORP CL A 03072H109 9223 441500 SH SHARED 01 90036 351464
D AMERITRADE HLDG CORP CL A 03072H109 964 46184 SH SHARED 04 46184
D AMERITRADE HLDG CORP CL A 03072H109 22 1100 SH SHARED 05 1100
D AMERUS LIFE HLDGS INC COM 030732101 435 24021 SH SHARED 01 24021
D AMERUS LIFE HLDGS INC COM 030732101 228 12600 SH SHARED 04 12600
D AMES DEPT STORES INC COM NEW 030789507 1404 57183 SH SHARED 01 57183
D AMES DEPT STORES INC COM NEW 030789507 12 500 SH SHR/OTHR 01 500
D AMES DEPT STORES INC COM NEW 030789507 365 14900 SH SHARED 04 14900
D AMERIGAS PARTNERS L P UNIT L P INT 030975106 65 4300 SH SHARED 04 4300
D AMETEK INC NEW COM 031100100 5600 290953 SH SHARED 01 130053 160900
D AMETEK INC NEW COM 031100100 262 13660 SH SHR/OTHR 01 13660
D AMETEK INC NEW COM 031100100 11 600 SH SHARED 02 600
D AMETEK INC NEW COM 031100100 500 25981 SH SHARED 04 25981
D AMETEK INC NEW COM 031100100 63 3300 SH SHARED 05 3300
D AMF BOWLING INC DBCV ZERO 144A18 03113VAA7 34 960000 PRN SHARED 01 960000
D AMF BOWLING INC DBCV ZERO 144A18 03113VAA7 224 6237000 PRN SHARED 04 6237000
D AMF BOWLING INC COM 03113V109 865 407203 SH SHARED 01 135203 272000
D AMF BOWLING INC COM 03113V109 73 34800 SH SHARED 04 34800
D AMGEN INC COM 031162100 731846 11924181 SH SHARED 01 10005481 1918700
D AMGEN INC COM 031162100 5205 84813 SH SHR/OTHR 01 28225 56588
D AMGEN INC COM 031162100 11234 183045 SH SHARED 02 55150 127895
D AMGEN INC COM 031162100 74925 1220782 SH SHARED 04 1220702 80
D AMGEN INC COM 031162100 1350 22000 SH SHARED 05 22000
D AMKOR TECHNOLOGY INC SB NT CV 5.75%03 031652AA8 17937 4540000 PRN SHARED 04 4540000
D AMKOR TECHNOLOGY INC COM 031652100 33680 634741 SH SHARED 01 222441 412300
D AMKOR TECHNOLOGY INC COM 031652100 796 15005 SH SHARED 02 8800 6205
D AMKOR TECHNOLOGY INC COM 031652100 12750 240300 SH SHARED 04 240300
D AMRESCO INC COM 031909104 551 410600 SH SHARED 01 122600 288000
D AMRESCO INC COM 031909104 27 20300 SH SHARED 04 20300
D AMRESCO CAP TR COM SH BEN INT 031919103 2031 199400 SH SHARED 04 199400
D AMPAL AMERN ISRAEL CORP CL A 032015109 103 5400 SH SHARED 01 2700 2700
D AMPAL AMERN ISRAEL CORP CL A 032015109 150 7800 SH SHARED 04 7800
D AMPAL AMERN ISRAEL CORP PFD CV 6.50% 032015307 22 396 SH SHARED 01 396
D AMPCO-PITTSBURGH CORP COM 032037103 5 500 SH SHARED 01 500
D AMPEX CORP DEL CL A 032092108 115 37100 SH SHARED 01 37100
D AMPEX CORP DEL CL A 032092108 58 18600 SH SHARED 04 18600
D AMPHENOL CORP NEW CL A 032095101 2423 23700 SH SHARED 01 23700
D AMPHENOL CORP NEW CL A 032095101 674 6600 SH SHARED 04 6600
D AMPLICON INC COM 032101107 4 400 SH SHARED 01 400
D AMPLIDYNE INC COM 032103103 47 6000 SH SHARED 01 6000
D AMSOUTH BANCORPORATION COM 032165102 60813 4071305 SH SHARED 01 3444116 627189
D AMSOUTH BANCORPORATION COM 032165102 22 1505 SH SHARED 02 9 1496
D AMSOUTH BANCORPORATION COM 032165102 9407 629828 SH SHARED 04 629828
D AMSOUTH BANCORPORATION COM 032165102 134 9000 SH SHARED 05 9000
D AMTEC INC COM 03232Q106 40 10000 SH SHARED 01 10000
D AMTRAN INC COM 03234G106 14 800 SH SHARED 01 800
D AMTRAN INC COM 03234G106 25 1400 SH SHARED 04 1400
D AMWEST INS GROUP INC DEL COM 032345100 10 1210 SH SHARED 01 1210
D AMVESCAP PLC SPONSORED ADR 03235E100 220 3100 SH SHARED 01 3100
D AMVESCAP PLC SPONSORED ADR 03235E100 14 200 SH SHARED 04 200
D ANACOMP INC DEL COM 032371106 270 17400 SH SHARED 01 17400
D ANACOMP INC DEL COM 032371106 71 4600 SH SHARED 04 4600
D ANADARKO PETE CORP COM 032511107 53665 1387169 SH SHARED 01 1201247 185922
D ANADARKO PETE CORP COM 032511107 1104 28550 SH SHARED 02 16200 12350
D ANADARKO PETE CORP COM 032511107 5891 152274 SH SHARED 04 152274
D ANADARKO PETE CORP COM 032511107 108 2800 SH SHARED 05 2800
D ANADIGICS INC COM 032515108 2677 40574 SH SHARED 01 40574
D ANADIGICS INC COM 032515108 772 11700 SH SHARED 04 11700
D ANALOG DEVICES INC COM 032654105 331914 4123164 SH SHARED 01 3548782 574382
D ANALOG DEVICES INC COM 032654105 1714 21300 SH SHARED 02 10500 10800
D ANALOG DEVICES INC COM 032654105 34823 432596 SH SHARED 04 432596
D ANALOG DEVICES INC COM 032654105 853 10600 SH SHARED 05 10600
D ANALOGIC CORP COM PAR $0.05 032657207 2578 69920 SH SHARED 01 26137 43783
D ANALOGIC CORP COM PAR $0.05 032657207 95 2600 SH SHARED 04 2600
D ANALOGY INC COM 032659104 0 1000 SH SHARED 02 1000
D ANALYSTS INTL CORP COM 032681108 568 57611 SH SHARED 01 54651 2960
D ANALYSTS INTL CORP COM 032681108 87 8900 SH SHARED 04 8900
D ANALYTICAL SURVEYS INC COM NEW 032683302 22 3900 SH SHARED 01 3900
D ANAREN MICROWAVE INC COM 032744104 9 100 SH SHARED 01 100
D ANCHOR BANCORP WIS INC COM 032839102 5510 347100 SH SHARED 01 61900 285200
D ANCHOR BANCORP WIS INC COM 032839102 166 10500 SH SHARED 04 10500
D ANCHOR FINL CORP S C COM 033036104 228 8000 SH SHARED 01 8000
D ANCHOR FINL CORP S C COM 033036104 94 3300 SH SHARED 04 3300
D ANCHOR GAMING COM 033037102 3723 98160 SH SHARED 01 34060 64100
D ANCHOR GAMING COM 033037102 796 20985 SH SHARED 04 20985
D ANCOR COMMUNICATIONS INC COM 03332K108 8134 197806 SH SHARED 01 61986 135820
D ANCOR COMMUNICATIONS INC COM 03332K108 131 3200 SH SHARED 02 3200
D ANCOR COMMUNICATIONS INC COM 03332K108 1200 29200 SH SHARED 04 29200
D ANCOR COMMUNICATIONS INC COM 03332K108 28 700 SH SHARED 05 700
D ANDOVER BANCORP INC DEL COM 034258103 338 11850 SH SHARED 01 7359 4491
D ANDOVER BANCORP INC DEL COM 034258103 77 2700 SH SHARED 04 2700
D ANDOVER NET INC COM 034318105 96 4500 SH SHARED 01 3700 800
D ANDOVER NET INC COM 034318105 62 2900 SH SHARED 02 2900
D ANDOVER NET INC COM 034318105 4027 187860 SH SHARED 04 187860
D ANDREA ELECTRONICS CORP COM 034393108 62 5600 SH SHARED 01 5600
D ANDREW CORP COM 034425108 24073 1052407 SH SHARED 01 931769 120638
D ANDREW CORP COM 034425108 3273 143084 SH SHARED 04 143084
D ANDREW CORP COM 034425108 64 2800 SH SHARED 05 2800
D ANDRX CORP COM 034551101 17405 150700 SH SHARED 01 42618 108082
D ANDRX CORP COM 034551101 704 6100 SH SHARED 02 6100
D ANDRX CORP COM 034551101 144 1248 SH SHARED 04 1248
D ANESTA CORP COM 034603100 234 17725 SH SHARED 01 17725
D ANESTA CORP COM 034603100 67 5100 SH SHARED 04 5100
D ANGLO AMERN PLC ADR 03485P102 92 2000 SH SHARED 04 2000
D ANGIOTECH PHARMACEUTICALS INC COM 034918102 9949 250303 SH SHARED 04 250303
D ANGLOGOLD LTD SPONSORED ADR 035128206 2 86 SH SHARED 02 86
D ANGLOGOLD LTD SPONSORED ADR 035128206 84 3500 SH SHARED 04 3500
D ANHEUSER BUSCH COS INC COM 035229103 339137 5447992 SH SHARED 01 4673375 774617
D ANHEUSER BUSCH COS INC COM 035229103 5266 84599 SH SHR/OTHR 01 58250 26349
D ANHEUSER BUSCH COS INC COM 035229103 510 8206 SH SHARED 02 1780 6426
D ANHEUSER BUSCH COS INC COM 035229103 39578 635803 SH SHARED 04 635803
D ANHEUSER BUSCH COS INC COM 035229103 4793 77000 SH SHARED 05 77000
D ANICOM INC COM 035250109 259 42800 SH SHARED 01 42800
D ANICOM INC COM 035250109 64 10600 SH SHARED 04 10600
D ANIKA THERAPEUTICS INC COM 035255108 66 7600 SH SHARED 01 7600
D ANIXTER INTL INC COM 035290105 9190 329700 SH SHARED 01 114689 215011
D ANIXTER INTL INC COM 035290105 328 11800 SH SHARED 04 11800
D ANNALY MTG MGMT INC COM 035710409 12 1400 SH SHARED 01 1400
D ANNTAYLOR STORES CORP COM 036115103 2165 94160 SH SHARED 01 68873 25287
D ANNTAYLOR STORES CORP COM 036115103 161 7000 SH SHARED 02 2000 5000
D ANNTAYLOR STORES CORP COM 036115103 823 35800 SH SHARED 04 35800
D ANSOFT CORP COM 036384105 2027 163600 SH SHARED 01 163600
D ANTEC CORP COM 03664P105 1636 36511 SH SHARED 01 36511
D ANTEC CORP COM 03664P105 2419 54000 SH SHARED 04 54000
D ANTEC CORP COM 03664P105 250 5600 SH SHARED 05 5600
D ANTENNA TV SA SPONSORED ADR 03672N100 9 400 SH SHARED 02 400
D ANSWERTHINK CONSULTING GROUP COM 036916104 1132 46355 SH SHARED 01 46355
D ANSWERTHINK CONSULTING GROUP COM 036916104 276 11300 SH SHARED 04 11300
D ANTIGENICS INC DEL COM 037032109 54 2660 SH SHARED 01 2660
D AO TATNEFT SPON ADR REG S 03737P306 1207 92000 SH SHARED 01 92000
D AON CORP COM 037389103 85369 2647102 SH SHARED 01 2279506 367596
D AON CORP COM 037389103 174 5396 SH SHARED 02 4046 1350
D AON CORP COM 037389103 17778 551286 SH SHARED 04 551286
D AON CORP COM 037389103 183 5700 SH SHARED 05 5700
D APACHE CORP COM 037411105 74418 1495858 SH SHARED 01 1304243 191615
D APACHE CORP COM 037411105 213 4300 SH SHR/OTHR 01 1570 2730
D APACHE CORP COM 037411105 186 3750 SH SHARED 02 1600 2150
D APACHE CORP COM 037411105 7281 146369 SH SHARED 04 146369
D APACHE CORP COM 037411105 109 2200 SH SHARED 05 2200
D APARTMENT INVT & MGMT CO CL A 03748R101 17134 448712 SH SHARED 01 124677 324035
D APARTMENT INVT & MGMT CO CL A 03748R101 1818 47614 SH SHARED 02 30082 17532
D APARTMENT INVT & MGMT CO CL A 03748R101 5371 140665 SH SHARED 04 140665
D APARTMENT INVT & MGMT CO PFD CONV CL K 03748R705 8434 344250 SH SHARED 04 344250
D APCO ARGENTINA INC CAYMAN IS ORD 037489101 9 300 SH SHARED 02 300
D APEX INC COM 037548104 1200 32350 SH SHARED 01 32350
D APEX INC COM 037548104 44 1200 SH SHARED 02 1200
D APEX INC COM 037548104 1392 37500 SH SHARED 04 37500
D APEX MORTGAGE CAPITAL COM 037564101 13 1500 SH SHARED 04 1500
D APOGEE ENTERPRISES INC COM 037598109 1362 343300 SH SHARED 01 83866 259434
D APOGEE ENTERPRISES INC COM 037598109 45 11500 SH SHARED 04 11500
D APOLLO GROUP INC CL A 037604105 5560 197272 SH SHARED 01 197250 22
D APOLLO GROUP INC CL A 037604105 474 16828 SH SHARED 02 3800 13028
D APOLLO GROUP INC CL A 037604105 5959 211437 SH SHARED 03 211437
D APOLLO GROUP INC CL A 037604105 1888 66990 SH SHARED 04 66990
D APOLLO GROUP INC CL A 037604105 248 8800 SH SHARED 05 8800
D APPLE COMPUTER INC COM 037833100 233804 1721534 SH SHARED 01 1500206 221328
D APPLE COMPUTER INC COM 037833100 281 2069 SH SHARED 02 1200 869
D APPLE COMPUTER INC COM 037833100 20957 154314 SH SHARED 04 154314
D APPLE COMPUTER INC COM 037833100 1222 9000 SH SHARED 05 9000
D APPLEBEES INTL INC COM 037899101 4240 150778 SH SHARED 01 106951 43827
D APPLEBEES INTL INC COM 037899101 14 500 SH SHARED 02 500
D APPLEBEES INTL INC COM 037899101 461 16400 SH SHARED 04 16400
D APRIA HEALTHCARE GROUP INC COM 037933108 6077 420980 SH SHARED 01 168820 252160
D APRIA HEALTHCARE GROUP INC COM 037933108 0 3 SH SHARED 02 3
D APRIA HEALTHCARE GROUP INC COM 037933108 608 42145 SH SHARED 04 42145
D APRIA HEALTHCARE GROUP INC COM 037933108 76 5300 SH SHARED 05 5300
D APPLIED GRAPHICS TECHNOLOGIES COM 037937109 281 46860 SH SHARED 01 46860
D APPLIED GRAPHICS TECHNOLOGIES COM 037937109 40 6800 SH SHARED 04 6800
D APPLIED ANALYTICAL INDS INC COM 037939105 24 2300 SH SHARED 01 2300
D APPLIED ANALYTICAL INDS INC COM 037939105 41 4000 SH SHARED 02 4000
D APPLIED ANALYTICAL INDS INC COM 037939105 41 4000 SH SHARED 04 4000
D APPLIED DIGITAL SOLUTIONS COM 038188108 103 11800 SH SHARED 01 11800
D APPLIED EXTRUSION TECHNOLOGIES COM 038196101 16 2000 SH SHARED 02 2000
D APPLIED FILMS CORP COM 038197109 2274 113700 SH SHARED 01 113700
D APPLIED INDL TECHNOLOGIES INC COM 03820C105 2645 165348 SH SHARED 01 62930 102418
D APPLIED INDL TECHNOLOGIES INC COM 03820C105 185 11600 SH SHARED 04 11600
D APPLIED IMAGING CORP COM 03820G106 14 5000 SH SHARED 02 5000
D APPLIED MICRO CIRCUITS CORP COM 03822W109 74895 499100 SH SHARED 01 160986 338114
D APPLIED MICRO CIRCUITS CORP COM 03822W109 60 400 SH SHR/OTHR 01 400
D APPLIED MICRO CIRCUITS CORP COM 03822W109 286 1910 SH SHARED 02 1910
D APPLIED MICRO CIRCUITS CORP COM 03822W109 11109 74030 SH SHARED 04 74030
D APPLIED MICRO CIRCUITS CORP COM 03822W109 705 4700 SH SHARED 05 4700
D APPLIED MATLS INC COM 038222105 878923 9325453 SH SHARED 01 7996663 1328790
D APPLIED MATLS INC COM 038222105 11793 125132 SH SHR/OTHR 01 86406 38726
D APPLIED MATLS INC COM 038222105 1408 14940 SH SHARED 02 12500 2440
D APPLIED MATLS INC COM 038222105 62584 664022 SH SHARED 04 664022
D APPLIED PWR INC CL A 038225108 8395 294576 SH SHARED 01 120120 174456
D APPLIED PWR INC CL A 038225108 532 18700 SH SHARED 04 18700
D APPLIED SCIENCE & TECHNOLOGY COM 038236105 317 10500 SH SHARED 01 10500
D APPLIED SCIENCE & TECHNOLOGY COM 038236105 45 1500 SH SHR/OTHR 01 1500
D APPLIED SCIENCE & TECHNOLOGY COM 038236105 151 5000 SH SHARED 05 5000
D APPLIED SIGNAL TECHNOLOGY INC COM 038237103 118 6900 SH SHARED 01 6900
D APPLIEDTHEORY CORP COM 03828R104 112 5400 SH SHARED 01 5400
D APPLIEDTHEORY CORP COM 03828R104 11 530 SH SHARED 02 530
D APPLIEDTHEORY CORP COM 03828R104 41 2000 SH SHARED 04 2000
D APPNET INC COM 03831Q101 216 4600 SH SHARED 01 4600
D APPNET INC COM 03831Q101 79 1690 SH SHARED 02 1290 400
D APPLIX INC COM 038316105 62 5400 SH SHARED 01 5400
D APPLIX INC COM 038316105 34 3000 SH SHARED 02 3000
D APROPOS TECHNOLOGY INC COM 038334108 56 1540 SH SHARED 01 1540
D APTARGROUP INC COM 038336103 4096 153512 SH SHARED 01 89770 63742
D APTARGROUP INC COM 038336103 106 4000 SH SHARED 02 4000
D APTARGROUP INC COM 038336103 349 13100 SH SHARED 04 13100
D AQUILA BIOPHARM INC COM 03839F107 0 99 SH SHARED 01 99
D ARACRUZ CELULOSE S A SPON ADR CL B 038496204 226 10700 SH SHARED 04 10700
D ARADIGM CORP COM 038505103 1450 69500 SH SHARED 01 69500
D ARADIGM CORP COM 038505103 22 1100 SH SHARED 04 1100
D ARCADIA FINL LTD COM 039101100 1219 243800 SH SHARED 01 83000 160800
D ARCADIA FINL LTD COM 039101100 81 16200 SH SHARED 04 16200
D ARCH CHEMICALS INC COM 03937R102 1616 80838 SH SHARED 01 44201 36637
D ARCH CHEMICALS INC COM 03937R102 30 1500 SH SHR/OTHR 01 1500
D ARCH CHEMICALS INC COM 03937R102 180 9000 SH SHARED 04 9000
D ARCH COAL INC COM 039380100 1780 254330 SH SHARED 01 167488 86842
D ARCH COAL INC COM 039380100 0 12 SH SHARED 02 12
D ARCH COAL INC COM 039380100 187 26816 SH SHARED 04 26816
D ARCH COAL INC COM 039380100 5 836 SH SHARED 05 836
D ARCH COMMUNICATIONS GROUP INC COM NEW 039381504 36 4700 SH SHARED 01 4700
D ARCH COMMUNICATIONS GROUP INC COM NEW 039381504 899 116092 SH SHARED 04 116092
D ARCHER DANIELS MIDLAND CO COM 039483102 67721 6567252 SH SHARED 01 5531784 1035468
D ARCHER DANIELS MIDLAND CO COM 039483102 165 16039 SH SHR/OTHR 01 6675 9364
D ARCHER DANIELS MIDLAND CO COM 039483102 29 2882 SH SHARED 02 662 2220
D ARCHER DANIELS MIDLAND CO COM 039483102 8040 779717 SH SHARED 04 779717
D ARCHER DANIELS MIDLAND CO COM 039483102 111 10800 SH SHARED 05 10800
D ARCHSTONE CMNTYS TR SH BEN INT 039581103 6384 320215 SH SHARED 01 118800 201415
D ARCHSTONE CMNTYS TR SH BEN INT 039581103 4 220 SH SHARED 02 220
D ARCHSTONE CMNTYS TR SH BEN INT 039581103 105 5281 SH SHARED 04 5281
D ARCTIC CAT INC COM 039670104 4198 409575 SH SHARED 01 78700 330875
D ARCTIC CAT INC COM 039670104 315 30800 SH SHARED 04 30800
D ARDEN GROUP INC CL A 039762109 11 400 SH SHARED 01 400
D ARDEN RLTY GROUP INC COM 039793104 5341 255900 SH SHARED 01 76700 179200
D ARDEN RLTY GROUP INC COM 039793104 73 3521 SH SHARED 04 3521
D AREA BANCSHARES CORP NEW COM 039872106 496 25000 SH SHARED 01 25000
D AREA BANCSHARES CORP NEW COM 039872106 153 7700 SH SHARED 04 7700
D ARGENTINA FD INC COM 040112104 73 6300 SH SHARED 01 6300
D ARGENTINA FD INC COM 040112104 73 6300 SH SHR/OTHR 01 6300
D ARGENTINA FD INC COM 040112104 2 200 SH SHARED 04 200
D ARGONAUT GROUP INC COM 040157109 1839 91666 SH SHARED 01 43150 48516
D ARGONAUT GROUP INC COM 040157109 32 1600 SH SHR/OTHR 01 1600
D ARGONAUT GROUP INC COM 040157109 140 7000 SH SHARED 04 7000
D ARGOSY GAMING CO COM 040228108 576 40431 SH SHARED 01 40431
D ARGOSY GAMING CO COM 040228108 162 11400 SH SHARED 04 11400
D ARGUSS HLDGS INC COM 040282105 5213 233000 SH SHARED 01 13300 219700
D ARGUSS HLDGS INC COM 040282105 100 4500 SH SHARED 04 4500
D ARIAD PHARMACEUTICALS INC COM 04033A100 38 2400 SH SHARED 01 2400
D ARIAD PHARMACEUTICALS INC COM 04033A100 15 1000 SH SHARED 02 1000
D ARIAD PHARMACEUTICALS INC WT EXP 123000 04033A118 103 13150 SH SHARED 04 13150
D ARIEL CORP COM 04033M104 60 7500 SH SHARED 01 7500
D ARIBA INC COM 04033V104 2368 11300 SH SHARED 01 11050 250
D ARIBA INC COM 04033V104 4759 22705 SH SHARED 02 17181 5524
D ARIBA INC COM 04033V104 237358 1132300 SH SHARED 04 1132300
D ARIS CORP COM 04040A101 6 1000 SH SHARED 02 1000
D ARISTOTLE CORP COM NEW 040448201 0 130 SH SHARED 02 70 60
D ARISTOTLE CORP COM NEW 040448201 231 51500 SH SHARED 04 51500
D ARKANSAS BEST CORP DEL COM 040790107 37 3600 SH SHARED 01 3600
D ARKANSAS BEST CORP DEL COM 040790107 157 15040 SH SHARED 04 15040
D ARM HLDGS PLC SPONSORED ADR 042068106 159 900 SH SHARED 02 900
D ARMOR HOLDINGS INC COM 042260109 2 200 SH SHARED 01 200
D ARMOR HOLDINGS INC COM 042260109 22 2000 SH SHARED 02 2000
D ARMSTRONG WORLD INDS INC COM 042476101 8889 497334 SH SHARED 01 423334 74000
D ARMSTRONG WORLD INDS INC COM 042476101 1122 62774 SH SHARED 04 62774
D ARMSTRONG WORLD INDS INC COM 042476101 16 900 SH SHARED 05 900
D ARNOLD INDS INC COM 042595108 527 41150 SH SHARED 01 41150
D ARNOLD INDS INC COM 042595108 224 17533 SH SHARED 04 17533
D ARNOLD INDS INC COM 042595108 28 2200 SH SHARED 05 2200
D ARQULE INC COM 04269E107 68 5100 SH SHARED 01 5100
D ARROW ELECTRS INC COM 042735100 16323 463078 SH SHARED 01 229682 233396
D ARROW ELECTRS INC COM 042735100 1749 49639 SH SHARED 04 49639
D ARROW ELECTRS INC COM 042735100 384 10900 SH SHARED 05 10900
D ARROW FINL CORP COM 042744102 9 531 SH SHARED 01 531
D ARROW INTL INC COM 042764100 536 17100 SH SHARED 01 17100
D ARROW INTL INC COM 042764100 147 4692 SH SHARED 04 4692
D ARROW MAGNOLIA INTL INC COM 042768101 0 217 SH SHARED 02 217
D ART TECHNOLOGY GROUP INC COM 04289L107 4427 67400 SH SHARED 01 67400
D ART TECHNOLOGY GROUP INC COM 04289L107 24 380 SH SHARED 02 100 280
D ART TECHNOLOGY GROUP INC COM 04289L107 13 200 SH SHARED 05 200
D ARTISAN COMPONENTS INC COM 042923102 40 2059 SH SHARED 02 2059
D ARTESYN TECHNOLOGIES INC COM 043127109 6185 326627 SH SHARED 01 105727 220900
D ARTESYN TECHNOLOGIES INC COM 043127109 261 13800 SH SHARED 04 13800
D ARTHROCARE CORP COM 043136100 110 1200 SH SHARED 01 1200
D ARTHROCARE CORP COM 043136100 9549 103800 SH SHARED 03 103800
D ARTHROCARE CORP COM 043136100 36 400 SH SHARED 04 400
D ARVIN INDS INC COM 043339100 1674 73989 SH SHARED 01 73989
D ARVIN INDS INC COM 043339100 724 32024 SH SHARED 04 32024
D ARVIN INDS INC COM 043339100 108 4800 SH SHARED 05 4800
D ASCHE TRANSN SVCS INC COM 04362T100 27 14800 SH SHARED 01 14800
D ASCENT ENTMT GROUP INC COM 043628106 827 54486 SH SHARED 01 54486
D ASCENT ENTMT GROUP INC COM 043628106 185 12200 SH SHARED 04 12200
D ASHFORD COM INC COM 044093102 22 4800 SH SHARED 01 4800
D ASHFORD COM INC COM 044093102 1518 321800 SH SHARED 02 321700 100
D ASHFORD COM INC COM 044093102 6 1451 SH SHARED 04 1451
D ASHLAND INC COM 044204105 23319 701327 SH SHARED 01 564219 137108
D ASHLAND INC COM 044204105 1 50 SH SHARED 02 50
D ASHLAND INC COM 044204105 3225 97019 SH SHARED 04 97019
D ASHLAND INC COM 044204105 96 2900 SH SHARED 05 2900
D ASIA PAC FD INC COM 044901106 62 6000 SH SHARED 01 6000
D ASHTON TECHNOLOGY GROUP INC COM 045084100 3287 389700 SH SHARED 01 102363 287337
D ASHTON TECHNOLOGY GROUP INC COM 045084100 87 10400 SH SHARED 04 10400
D ASHWORTH INC COM 04516H101 34 7900 SH SHARED 01 7900
D ASIA TIGERS FD INC COM 04516T105 1 100 SH SHARED 04 100
D ASIA PULP & PAPER LTD SPONSORED ADR 04516V100 901 122200 SH SHARED 04 122200
D ASIA SATELLITE TELECOMMUNCNT SPONSORED ADR 04516X106 60 1500 SH SHARED 04 1500
D ASK JEEVES INC COM 045174109 27421 448620 SH SHARED 02 435900 12720
D ASK JEEVES INC COM 045174109 6 100 SH SHARED 05 100
D ASIAINFO HLDGS INC COM 04518A104 1228 20300 SH SHARED 01 20300
D ASIAINFO HLDGS INC COM 04518A104 2025 33475 SH SHARED 02 33275 200
D ASPECT COMMUNICATIONS CORP COM 04523Q102 9469 255506 SH SHARED 01 134418 121088
D ASPECT COMMUNICATIONS CORP COM 04523Q102 1148 31000 SH SHARED 04 31000
D ASPEC TECHNOLOGY INC COM 045233103 304 53000 SH SHARED 02 53000
D ASPECT DEV INC COM 045234101 5218 81066 SH SHARED 01 81066
D ASPECT DEV INC COM 045234101 64 1000 SH SHR/OTHR 01 1000
D ASPECT DEV INC COM 045234101 5937 92226 SH SHARED 02 64804 27422
D ASPECT DEV INC COM 045234101 10222 158800 SH SHARED 03 158800
D ASPECT DEV INC COM 045234101 22013 341962 SH SHARED 04 341962
D ASPECT MED SYS INC COM 045235108 50 1400 SH SHARED 02 1100 300
D ASPEN TECHNOLOGY INC COM 045327103 9382 232396 SH SHARED 01 89751 142645
D ASPEN TECHNOLOGY INC COM 045327103 423 10500 SH SHARED 04 10500
D ASPEON INC COM 045354107 121 6000 SH SHARED 01 6000
D ASPEON INC COM 045354107 20 1000 SH SHARED 02 1000
D ASSET INVS CORP DEL COM 04541W107 8 800 SH SHARED 01 800
D ASSET INVS CORP DEL COM 04541W107 6 600 SH SHARED 02 600
D ASSISTED LIVING CONCEPTS INC COM 04543L109 7 5300 SH SHARED 01 5300
D ASSOCIATED BANC CORP COM 045487105 10297 344693 SH SHARED 01 156930 187763
D ASSOCIATED BANC CORP COM 045487105 29 995 SH SHARED 02 995
D ASSOCIATED BANC CORP COM 045487105 1620 54253 SH SHARED 04 54253
D ASSOCIATED BANC CORP COM 045487105 194 6500 SH SHARED 05 6500
D ASSOCIATED ESTATES RLTY CORP COM 045604105 314 39000 SH SHARED 01 39000
D ASSOCIATED ESTATES RLTY CORP COM 045604105 4 500 SH SHARED 02 500
D ASSOCIATED ESTATES RLTY CORP COM 045604105 54 6700 SH SHARED 04 6700
D AT HOME CORP SB DB CV 144A 18 045919AA5 20789 39750000 PRN SHARED 04 39750000
D AT HOME CORP SB DB CV0.525%18 045919AC1 3922 7500000 PRN SHARED 04 7500000
D AT HOME CORP SB NT CV 144A 06 045919AD9 815 1000000 PRN SHARED 01 1000000
D AT HOME CORP SB NT CV 144A 06 045919AD9 44352 54420000 PRN SHARED 04 54420000
D AT HOME CORP COM SER A 045919107 18658 566504 SH SHARED 01 293326 273178
D AT HOME CORP COM SER A 045919107 6 200 SH SHR/OTHR 01 200
D AT HOME CORP COM SER A 045919107 5268 159955 SH SHARED 02 131575 28380
D AT HOME CORP COM SER A 045919107 2511 76256 SH SHARED 04 76256
D AT HOME CORP COM SER A 045919107 42 1300 SH SHARED 05 1300
D ASSOCIATES FIRST CAP CORP CL A 046008108 166614 7794843 SH SHARED 01 6614125 1180718
D ASSOCIATES FIRST CAP CORP CL A 046008108 519 24286 SH SHR/OTHR 01 3830 20456
D ASSOCIATES FIRST CAP CORP CL A 046008108 183 8568 SH SHARED 02 966 7602
D ASSOCIATES FIRST CAP CORP CL A 046008108 19339 904775 SH SHARED 04 904775
D ASSOCIATES FIRST CAP CORP CL A 046008108 374 17500 SH SHARED 05 17500
D ASTEC INDS INC COM 046224101 729 27460 SH SHARED 01 27460
D ASTEC INDS INC COM 046224101 15 600 SH SHARED 02 600
D ASTEC INDS INC COM 046224101 164 6200 SH SHARED 04 6200
D ASTORIA FINL CORP COM 046265104 13262 467385 SH SHARED 01 247295 220090
D ASTORIA FINL CORP COM 046265104 996 35132 SH SHARED 04 35132
D ASTORIA FINL CORP COM 046265104 158 5600 SH SHARED 05 5600
D ASTRAZENECA PLC SPONSORED ADR 046353108 292 7221 SH SHARED 01 3111 4110
D ASTRAZENECA PLC SPONSORED ADR 046353108 6 150 SH SHR/OTHR 01 150
D ASTRAZENECA PLC SPONSORED ADR 046353108 251 6200 SH SHARED 02 300 5900
D ASTRAZENECA PLC SPONSORED ADR 046353108 1235 30500 SH SHARED 04 30500
D ASTRAZENECA PLC SPONSORED ADR 046353108 206 5100 SH SHARED 05 5100
D ASTRO-MED INC NEW COM 04638F108 77 11000 SH SHARED 02 11000
D ASTROPOWER INC COM 04644A101 161 5000 SH SHARED 01 5000
D ASTROPOWER INC COM 04644A101 96 3000 SH SHR/OTHR 01 3000
D ASTROPOWER INC COM 04644A101 3362 104050 SH SHARED 03 104050
D ASYST TECHNOLOGY CORP COM 04648X107 27144 464000 SH SHARED 01 464000
D ASYST TECHNOLOGY CORP COM 04648X107 14 250 SH SHARED 02 250
D ASYST TECHNOLOGY CORP COM 04648X107 725 12400 SH SHARED 04 12400
D ATALANTA SOSNOFF CAP CORP COM 046499109 0 100 SH SHARED 01 100
D ATLANTIC COAST AIRLINES HLDGS COM 048396105 12626 487977 SH SHARED 01 487977
D ATLANTIC COAST AIRLINES HLDGS COM 048396105 555 21475 SH SHARED 02 18475 3000
D ATLANTIC COAST AIRLINES HLDGS COM 048396105 2749 106250 SH SHARED 03 106250
D ATLANTIC COAST AIRLINES HLDGS COM 048396105 969 37479 SH SHARED 04 37479
D ATLANTIC DATA SERVICES COM 048523104 11 1000 SH SHARED 02 1000
D ATLANTIC RLTY TR SH BEN INT 048798102 18 2500 SH SHARED 01 2500
D ATLANTIC RICHFIELD CO COM 048825103 337465 3970182 SH SHARED 01 3415596 460 554126
D ATLANTIC RICHFIELD CO COM 048825103 5816 68430 SH SHR/OTHR 01 34394 34036
D ATLANTIC RICHFIELD CO COM 048825103 1025 12066 SH SHARED 02 2950 9116
D ATLANTIC RICHFIELD CO COM 048825103 122447 1440557 SH SHARED 04 1440557
D ATLANTIC RICHFIELD CO COM 048825103 1232 14500 SH SHARED 05 14500
D ATLAS AIR INC COM 049164106 928 33910 SH SHARED 01 33910
D ATLAS AIR INC COM 049164106 61 2250 SH SHR/OTHR 01 2250
D ATLAS AIR INC COM 049164106 164 6000 SH SHARED 04 6000
D ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 75 6500 SH SHR/OTHR 01 6500
D ATMEL CORP SBDBCV ZRO144A18 049513AB0 357 250000 PRN SHARED 04 250000
D ATMEL CORP SB DB CV ZRO 18 049513AC8 27898 19496000 PRN SHARED 04 19496000
D ATMEL CORP COM 049513104 53640 1039046 SH SHARED 01 565392 473654
D ATMEL CORP COM 049513104 9170 177640 SH SHARED 02 170040 7600
D ATMEL CORP COM 049513104 7762 150359 SH SHARED 04 150359
D ATMEL CORP COM 049513104 5059 98000 SH SHARED 05 98000
D ATMOS ENERGY CORP COM 049560105 3651 222983 SH SHARED 01 88060 134923
D ATMOS ENERGY CORP COM 049560105 12 750 SH SHARED 02 750
D ATMOS ENERGY CORP COM 049560105 353 21600 SH SHARED 04 21600
D ATPLAN INC COM 04962Q100 9 1200 SH SHARED 01 1200
D ATWOOD OCEANICS INC COM 050095108 1332 20100 SH SHARED 01 20100
D ATWOOD OCEANICS INC COM 050095108 132 2000 SH SHARED 02 2000
D ATWOOD OCEANICS INC COM 050095108 477 7200 SH SHARED 04 7200
D AUDIOHIGHWAY COM COM 050740109 3 700 SH SHARED 01 700
D AUDIOVOX CORP CL A 050757103 514 11800 SH SHARED 01 11800
D AULT INC COM 051503100 33 5000 SH SHARED 02 5000
D AURORA FOODS INC COM 05164B106 69 23100 SH SHARED 01 23100
D AURORA FOODS INC COM 05164B106 171 57200 SH SHARED 04 57200
D AURORA BIOSCIENCES CORP COM 051920106 118 2900 SH SHARED 01 2900
D AURORA BIOSCIENCES CORP COM 051920106 20 500 SH SHR/OTHR 01 500
D AURORA BIOSCIENCES CORP COM 051920106 2235 54680 SH SHARED 02 31800 22880
D AURORA BIOSCIENCES CORP COM 051920106 114 2811 SH SHARED 04 2811
D AUSPEX SYS INC COM 052116100 1178 107164 SH SHARED 01 66745 40419
D AUSPEX SYS INC COM 052116100 207 18841 SH SHARED 04 18841
D AUSTRIA FD INC COM 052587102 547 40000 SH SHARED 04 40000
D AUTOBYTEL COM INC COM 05275N106 1824 222036 SH SHARED 01 29461 192575
D AUTOBYTEL COM INC COM 05275N106 528 64350 SH SHARED 02 58350 6000
D AUTOBYTEL COM INC COM 05275N106 29 3610 SH SHARED 04 3610
D AUTODESK INC COM 052769106 27731 609485 SH SHARED 01 548935 60550
D AUTODESK INC COM 052769106 250 5500 SH SHARED 02 5500
D AUTODESK INC COM 052769106 10328 226989 SH SHARED 04 226989
D AUTODESK INC COM 052769106 81 1800 SH SHARED 05 1800
D AUTOIMMUNE INC COM 052776101 48 21700 SH SHARED 01 21700
D AUTOIMMUNE INC COM 052776101 3 1500 SH SHARED 02 1500
D AUTOLIV INC COM 052800109 12480 416003 SH SHARED 01 104917 311086
D AUTOLIV INC COM 052800109 11 391 SH SHR/OTHR 01 153 238
D AUTOLIV INC COM 052800109 45 1508 SH SHARED 02 408 1100
D AUTOLIV INC COM 052800109 197 6567 SH SHARED 04 6567
D AUTOMATIC DATA PROCESSING INC LYON SUB ZERO 12 053015AC7 5404 4500000 PRN SHARED 04 4500000
D AUTOMATIC DATA PROCESSING INC COM 053015103 349535 7244265 SH SHARED 01 6151571 1092694
D AUTOMATIC DATA PROCESSING INC COM 053015103 2512 52064 SH SHR/OTHR 01 45264 6800
D AUTOMATIC DATA PROCESSING INC COM 053015103 642 13309 SH SHARED 02 1643 11666
D AUTOMATIC DATA PROCESSING INC COM 053015103 35581 737449 SH SHARED 04 737449
D AUTOMATIC DATA PROCESSING INC COM 053015103 1302 27000 SH SHARED 05 27000
D AUTONATION INC COM 05329W102 12990 1636673 SH SHARED 01 507261 1129412
D AUTONATION INC COM 05329W102 228 28761 SH SHARED 04 28761
D AUTOTOTE CORP CL A 053323101 14 3349 SH SHARED 01 3349
D AUTOWEB COM INC COM 053331104 3134 436086 SH SHARED 01 25986 410100
D AUTOWEB COM INC COM 053331104 35 5000 SH SHARED 02 5000
D AUTOWEB COM INC COM 053331104 19 2700 SH SHARED 04 2700
D AUTOZONE INC COM 053332102 41955 1511911 SH SHARED 01 1237897 274014
D AUTOZONE INC COM 053332102 4886 176084 SH SHARED 04 176084
D AUTOZONE INC COM 053332102 97 3500 SH SHARED 05 3500
D AVADO BRANDS INC COM 05336P108 1234 439112 SH SHARED 01 82747 356365
D AVADO BRANDS INC COM 05336P108 36 13000 SH SHARED 02 4000 9000
D AVADO BRANDS INC COM 05336P108 1153 410300 SH SHARED 03 410300
D AVADO BRANDS INC COM 05336P108 19 7100 SH SHARED 04 7100
D AVANEX CORP COM 05348W109 6821 44950 SH SHARED 01 44950
D AVANEX CORP COM 05348W109 75 500 SH SHARED 02 500
D AVANEX CORP COM 05348W109 1831 12068 SH SHARED 04 12068
D AVALONBAY CMNTYS INC COM 053484101 10449 285312 SH SHARED 01 79991 205321
D AVALONBAY CMNTYS INC COM 053484101 452 12362 SH SHARED 02 2702 9660
D AVALONBAY CMNTYS INC COM 053484101 146 3995 SH SHARED 04 3995
D AVANT CORP COM 053487104 4147 331815 SH SHARED 01 109268 222547
D AVANT CORP COM 053487104 8 719 SH SHARED 02 719
D AVANT CORP COM 053487104 896 71700 SH SHARED 04 71700
D AVANT IMMUNOTHERAPEUTICS INC COM 053491106 166 17500 SH SHARED 01 17500
D AVATAR HLDGS INC COM 053494100 20 1000 SH SHARED 01 1000
D AVENTIS SPONSORED ADR 053561106 75 1400 SH SHARED 01 1400
D AVENTIS SPONSORED ADR 053561106 141 2625 SH SHARED 02 200 2425
D AVENTIS SPONSORED ADR 053561106 676 12525 SH SHARED 04 12525
D AVERY DENNISON CORP COM 053611109 125713 2058789 SH SHARED 01 1717126 341663
D AVERY DENNISON CORP COM 053611109 8366 137011 SH SHR/OTHR 01 70959 66052
D AVERY DENNISON CORP COM 053611109 386 6328 SH SHARED 02 110 6218
D AVERY DENNISON CORP COM 053611109 8985 147151 SH SHARED 04 147151
D AVERY DENNISON CORP COM 053611109 274 4500 SH SHARED 05 4500
D AVIALL INC NEW COM 05366B102 2140 253713 SH SHARED 01 43700 210013
D AVIALL INC NEW COM 05366B102 63 7500 SH SHARED 04 7500
D AVID TECHNOLOGY INC COM 05367P100 3290 184100 SH SHARED 01 82846 101254
D AVID TECHNOLOGY INC COM 05367P100 168 9400 SH SHARED 04 9400
D AVIATION SALES CO COM 053672101 139 21300 SH SHARED 01 21300
D AVIATION SALES CO COM 053672101 13 2000 SH SHARED 02 2000
D AVIATION SALES CO COM 053672101 49 7500 SH SHARED 04 7500
D AVIGEN INC COM 053690103 168 3800 SH SHARED 01 3800
D AVIRON COM 053762100 3791 136328 SH SHARED 01 32128 104200
D AVIRON COM 053762100 155 5600 SH SHARED 04 5600
D AVISTA CORP COM 05379B107 10129 248571 SH SHARED 01 90271 158300
D AVISTA CORP COM 05379B107 20172 495032 SH SHARED 04 495032
D AVIS RENT A CAR INC COM 053790101 5629 319389 SH SHARED 01 86766 232623
D AVIS RENT A CAR INC COM 053790101 96 5500 SH SHARED 02 3500 2000
D AVIS RENT A CAR INC COM 053790101 334 19000 SH SHARED 04 19000
D AVNET INC COM 053807103 12282 194964 SH SHARED 01 119853 75111
D AVNET INC COM 053807103 1451 23041 SH SHARED 04 23041
D AVNET INC COM 053807103 485 7700 SH SHARED 05 7700
D AVON PRODS INC COM 054303102 92554 3164248 SH SHARED 01 2668649 495599
D AVON PRODS INC COM 054303102 3446 117827 SH SHR/OTHR 01 44740 73087
D AVON PRODS INC COM 054303102 63 2178 SH SHARED 02 2178
D AVON PRODS INC COM 054303102 8754 299310 SH SHARED 04 299310
D AWARE INC MASS COM 05453N100 1065 26561 SH SHARED 01 26561
D AWARE INC MASS COM 05453N100 292 7300 SH SHARED 04 7300
D AXA SPONSORED ADR 054536107 179 2500 SH SHR/OTHR 01 2500
D AXA SPONSORED ADR 054536107 121 1700 SH SHARED 04 1700
D AXENT TECHNOLOGIES INC COM 05459C108 5106 271436 SH SHARED 01 69396 202040
D AXENT TECHNOLOGIES INC COM 05459C108 13 700 SH SHARED 02 700
D AXENT TECHNOLOGIES INC COM 05459C108 218 11600 SH SHARED 04 11600
D AXYS PHARMACEUTICALS INC COM 054635107 89 11700 SH SHARED 01 11700
D AXYS PHARMACEUTICALS INC COM 054635107 5 700 SH SHARED 02 500 200
D AZTEC TECHNOLOGY PARTNERS INC COM 05480L101 110 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 3 444 SH SHARED 02 222 222
D AZTAR CORP COM 054802103 2280 240075 SH SHARED 01 117518 122557
D AZTAR CORP COM 054802103 492 51800 SH SHARED 04 51800
D BB&T CORP COM 054937107 92917 3311158 SH SHARED 01 2886721 424437
D BB&T CORP COM 054937107 78 2800 SH SHR/OTHR 01 2800
D BB&T CORP COM 054937107 3164 112767 SH SHARED 02 90355 22412
D BB&T CORP COM 054937107 12638 450379 SH SHARED 04 450379
D BB&T CORP COM 054937107 129 4600 SH SHARED 05 4600
D AZURIX CORP COM 05501M104 60 8000 SH SHARED 02 8000
D BCE INC COM 05534B109 6673 53200 SH SHARED 01 53200
D BCE INC COM 05534B109 856403 6827360 SH SHARED 04 6827360
D BEI TECHNOLOGIES INC COM 05538P104 3 200 SH SHARED 01 200
D BFX HOSPITALITY GROUP INC COM 055412100 5 4500 SH SHARED 02 4500
D BG PLC ADR FIN INST N 055434203 231 7851 SH SHARED 01 3919 3932
D BG PLC ADR FIN INST N 055434203 339 11525 SH SHR/OTHR 01 2900 8625
D BHA GROUP HLDGS INC COM 055446108 2 266 SH SHARED 01 266
D BHC COMMUNICATIONS INC CL A 055448104 7666 49143 SH SHARED 01 15628 33515
D BHC COMMUNICATIONS INC CL A 055448104 36 237 SH SHARED 04 237
D B I INCORPORATED COM NEW 055467203 0 100 SH SHARED 01 100
D BISYS GROUP INC COM 055472104 22064 331800 SH SHARED 01 124290 207510
D BISYS GROUP INC COM 055472104 39 600 SH SHR/OTHR 01 600
D BISYS GROUP INC COM 055472104 509 7660 SH SHARED 02 7660
D BISYS GROUP INC COM 055472104 123 1860 SH SHARED 04 1860
D BJS WHOLESALE CLUB INC COM 05548J106 46614 1214700 SH SHARED 01 847140 367560
D BJS WHOLESALE CLUB INC COM 05548J106 4236 110406 SH SHARED 04 110406
D BJ SVCS CO COM 055482103 74051 1002386 SH SHARED 01 856381 146005
D BJ SVCS CO COM 055482103 143 1940 SH SHARED 02 1200 740
D BJ SVCS CO COM 055482103 3971 53756 SH SHARED 04 53756
D BJ SVCS CO COM 055482103 502 6800 SH SHARED 05 6800
D BJ SVCS CO WT EXP 041300 055482111 16 140 SH SHARED 01 140
D BJ SVCS CO WT EXP 041300 055482111 25032 215800 SH SHARED 04 215800
D BMC INDS INC MINN COM 055607105 1564 275027 SH SHARED 01 83027 192000
D BMC INDS INC MINN COM 055607105 64 11300 SH SHARED 04 11300
D BOK FINL CORP COM NEW 05561Q201 304 16481 SH SHARED 01 16481
D BOK FINL CORP COM NEW 05561Q201 90 4900 SH SHARED 04 4900
D BOC GROUP PLC SPONSORED ADR 055617609 44 1100 SH SHARED 04 1100
D BP AMOCO P L C SPONSORED ADR 055622104 188742 3544453 SH SHARED 01 3443871 100582
D BP AMOCO P L C SPONSORED ADR 055622104 38202 717421 SH SHR/OTHR 01 378657 338764
D BP AMOCO P L C SPONSORED ADR 055622104 3575 67150 SH SHARED 02 15072 52078
D BP AMOCO P L C SPONSORED ADR 055622104 23398 439400 SH SHARED 04 439400
D BP AMOCO P L C SPONSORED ADR 055622104 330 6200 SH SHARED 05 6200
D BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 29 2800 SH SHARED 01 2800
D BRE PROPERTIES INC CL A 05564E106 3253 126048 SH SHARED 01 104442 21606
D BRE PROPERTIES INC CL A 05564E106 417 16160 SH SHR/OTHR 01 10460 5700
D BRE PROPERTIES INC CL A 05564E106 68 2650 SH SHARED 02 2250 400
D BRE PROPERTIES INC CL A 05564E106 480 18600 SH SHARED 04 18600
D BRT RLTY TR SH BEN INT NEW 055645303 18 2400 SH SHARED 01 2400
D BSB BANCORP COM 055652101 283 13589 SH SHARED 01 13589
D BSB BANCORP COM 055652101 18 900 SH SHR/OTHR 01 900
D BSB BANCORP COM 055652101 70 3400 SH SHARED 04 3400
D BT FINL CORP COM 055763106 367 23519 SH SHARED 01 23519
D BT FINL CORP COM 055763106 107 6900 SH SHARED 04 6900
D BMC SOFTWARE INC COM 055921100 141271 2861192 SH SHARED 01 2408980 452212
D BMC SOFTWARE INC COM 055921100 1603 32472 SH SHR/OTHR 01 9600 22872
D BMC SOFTWARE INC COM 055921100 8460 171360 SH SHARED 02 153450 17910
D BMC SOFTWARE INC COM 055921100 11628 235521 SH SHARED 04 235521
D B2B INTERNET HOLDRS TR DEPOSTRY RCPT 056033103 6 100 SH SHR/OTHR 01 100
D BACOU USA INC COM 056439102 132 8500 SH SHARED 01 8500
D BACOU USA INC COM 056439102 31 2000 SH SHARED 04 2000
D BADGER METER INC COM 056525108 7 200 SH SHARED 01 200
D BAIRNCO CORP COM 057097107 0 100 SH SHARED 01 100
D BAKER FENTRESS & CO COM NEW 057213209 1 108 SH SHARED 01 108
D BAKER HUGHES INC COM 057224107 111181 3675430 SH SHARED 01 3181809 493621
D BAKER HUGHES INC COM 057224107 36 1200 SH SHR/OTHR 01 1200
D BAKER HUGHES INC COM 057224107 158 5234 SH SHARED 02 1000 4234
D BAKER HUGHES INC COM 057224107 14736 487161 SH SHARED 04 487161
D BALCHEM CORP COM 057665200 4 450 SH SHARED 01 450
D BALDOR ELEC CO COM 057741100 3086 170857 SH SHARED 01 80417 90440
D BALDOR ELEC CO COM 057741100 242 13400 SH SHARED 04 13400
D BALDWIN & LYONS INC CL A 057755100 9 600 SH SHARED 01 600
D BALDWIN & LYONS INC CL B 057755209 366 18900 SH SHARED 01 18900
D BALDWIN & LYONS INC CL B 057755209 110 5700 SH SHARED 04 5700
D BALL CORP COM 058498106 10986 317890 SH SHARED 01 245216 72674
D BALL CORP COM 058498106 1413 40885 SH SHARED 04 40885
D BALL CORP COM 058498106 24 700 SH SHARED 05 700
D BALLARD PWR SYS INC COM 05858H104 126 1500 SH SHARED 04 1500
D BALLY TOTAL FITNESS HLDG CORP COM 05873K108 7900 322475 SH SHARED 01 128632 193843
D BALLY TOTAL FITNESS HLDG CORP COM 05873K108 30 1250 SH SHARED 02 1000 250
D BALLY TOTAL FITNESS HLDG CORP COM 05873K108 600 24500 SH SHARED 04 24500
D BALTEK CORP COM 058822107 4 600 SH SHARED 01 600
D BANCFIRST CORP COM 05945F103 77 2920 SH SHARED 01 2920
D BANCFIRST CORP COM 05945F103 47 1800 SH SHARED 04 1800
D BANCFIRST CORP ZANESVILLE OHIO COM 059450106 189 8800 SH SHARED 01 8800
D BANCFIRST CORP ZANESVILLE OHIO COM 059450106 55 2600 SH SHARED 04 2600
D BANCO BILBAO VIZCAYA ARGENTARI SPONSORED ADR 05946K101 8 600 SH SHARED 02 600
D BANCO BILBAO VIZCAYA ARGENTARI SPONSORED ADR 05946K101 34 2333 SH SHARED 04 2333
D BANCO DE GALICIA Y BUENOS AIRE SPON ADR B NEW 059538207 42 2115 SH SHARED 01 2115
D BANCO DE GALICIA Y BUENOS AIRE SPON ADR B NEW 059538207 411 20340 SH SHARED 04 20340
D BANCO FRANCES DEL RIO DE LA PL SPONSORED ADR 059591107 203 8600 SH SHARED 04 8600
D BANCO GANADERO S A SP ADR PREF C 059594507 1129 141200 SH SHARED 04 141200
D BANCO SANTANDER CENT HISPANO ADR 05964H105 26 2448 SH SHARED 01 1224 1224
D BANCO SANTANDER CENT HISPANO ADR 05964H105 50 4688 SH SHARED 02 200 4488
D BANCO SANTANDER CENT HISPANO ADR 05964H105 9 900 SH SHARED 04 900
D BANCO RIO DE LA PLATA SA SPON ADR CL B 059644104 951 66500 SH SHARED 01 66500
D BANCO SANTANDER P R SAN JUAN COM 059646109 57 4800 SH SHARED 01 4800
D BANCO SANTANDER P R SAN JUAN COM 059646109 39 3300 SH SHARED 04 3300
D BANCO SANTANDER CHILE SPON ADR SER A 05965F108 94 6900 SH SHARED 01 6900
D BANCO SANTANDER CHILE SPON ADR SER A 05965F108 238 17510 SH SHARED 04 17510
D BANCORPSOUTH INC COM 059692103 2238 136700 SH SHARED 01 107860 28840
D BANCORPSOUTH INC COM 059692103 391 23900 SH SHARED 04 23900
D BANCROFT CONV FD INC COM 059695106 195 8800 SH SHARED 04 8800
D BANCWEST CORP NEW COM 059790105 5018 254124 SH SHARED 01 96123 158001
D BANCWEST CORP NEW COM 059790105 4 240 SH SHARED 02 240
D BANCWEST CORP NEW COM 059790105 412 20900 SH SHARED 04 20900
D BANDAG INC COM 059815100 1899 82600 SH SHARED 01 51900 30700
D BANDAG INC COM 059815100 4 200 SH SHARED 02 200
D BANDAG INC COM 059815100 417 18151 SH SHARED 04 18151
D BANDAG INC COM 059815100 43 1900 SH SHARED 05 1900
D BANGOR HYDRO ELEC CO COM 060077104 3 200 SH SHARED 01 200
D BANK OF AMERICA CORPORATION COM 060505104 999936 19069298 SH SHARED 01 16147264 2922034
D BANK OF AMERICA CORPORATION COM 060505104 1587 30283 SH SHR/OTHR 01 3835 26448
D BANK OF AMERICA CORPORATION COM 060505104 5934 113174 SH SHARED 02 42053 71121
D BANK OF AMERICA CORPORATION COM 060505104 124764 2379315 SH SHARED 04 2379315
D BANK OF AMERICA CORPORATION COM 060505104 1200 22900 SH SHARED 05 22900
D BANK OF GRANITE CORP COM 062401104 334 16762 SH SHARED 01 16762
D BANK OF GRANITE CORP COM 062401104 16 812 SH SHARED 02 812
D BANK OF GRANITE CORP COM 062401104 93 4700 SH SHARED 04 4700
D BANK MONTREAL QUE COM 063671101 13 393 SH SHARED 01 393
D BANK MONTREAL QUE COM 063671101 108 3100 SH SHARED 04 3100
D BANK NEW YORK INC COM 064057102 403164 9700305 SH SHARED 01 7993767 1706538
D BANK NEW YORK INC COM 064057102 12601 303207 SH SHR/OTHR 01 208507 94700
D BANK NEW YORK INC COM 064057102 1548 37250 SH SHARED 02 2520 34730
D BANK NEW YORK INC COM 064057102 45377 1091801 SH SHARED 04 1091536 265
D BANK NEW YORK INC COM 064057102 1679 40400 SH SHARED 05 40400
D BANK ONE CORP COM 06423A103 473342 13720064 SH SHARED 01 11785354 1934710
D BANK ONE CORP COM 06423A103 18834 545925 SH SHR/OTHR 01 543495 2430
D BANK ONE CORP COM 06423A103 650 18844 SH SHARED 02 4283 14561
D BANK ONE CORP COM 06423A103 46363 1343865 SH SHARED 04 1343865
D BANK ONE CORP COM 06423A103 2208 64000 SH SHARED 05 64000
D BANK PLUS CORP COM 064446107 8 5400 SH SHARED 01 5400
D BANK TOKYO-MITSUBISHI LTD SPONSORED ADR 065379109 78 5500 SH SHARED 02 4000 1500
D BANK TOKYO-MITSUBISHI LTD SPONSORED ADR 065379109 41 2900 SH SHARED 04 2900
D BANK UTD CORP CL A 065412108 19536 618974 SH SHARED 01 424787 194187
D BANK UTD CORP CL A 065412108 31 1000 SH SHARED 02 1000
D BANK UTD CORP CL A 065412108 1041 33000 SH SHARED 04 33000
D BANKATLANTIC BANCORP CL B 065908105 342 57639 SH SHARED 01 57639
D BANKATLANTIC BANCORP CL B 065908105 105 17700 SH SHARED 04 17700
D BANKATLANTIC BANCORP CL A 065908501 0 1 SH SHARED 01 1
D BANKNORTH GROUP INC DEL COM 06646L100 1071 39981 SH SHARED 01 39981
D BANKNORTH GROUP INC DEL COM 06646L100 262 9800 SH SHARED 04 9800
D BANKUNITED FINL CORP CL A 06652B103 1232 176000 SH SHARED 01 176000
D BANTA CORP COM 066821109 4582 249414 SH SHARED 01 101746 147668
D BANTA CORP COM 066821109 397 21619 SH SHARED 04 21619
D BANTA CORP COM 066821109 47 2600 SH SHARED 05 2600
D BANYAN SYS INC COM 066908104 1845 105064 SH SHARED 01 36964 68100
D BANYAN SYS INC COM 066908104 35 2000 SH SHARED 02 2000
D BANYAN SYS INC COM 066908104 180 10251 SH SHARED 04 10251
D BARCLAYS BK PLC SP ADR UNIT C 06738C505 7 300 SH SHARED 02 300
D BARCLAYS BK PLC ADR UNIT SERD2 06738C802 25 1000 SH SHARED 02 1000
D BARCLAYS BK PLC AM DEP NT RCPT 06738C836 45 2000 SH SHR/OTHR 01 2000
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 BARCLAYS PLC ADR 06738E204 110 1000 SH SHARED 04 1000
D BARD C R INC COM 067383109 21939 567103 SH SHARED 01 483710 83393
D BARD C R INC COM 067383109 352 9100 SH SHARED 02 8300 800
D BARD C R INC COM 067383109 2830 73164 SH SHARED 04 73164
D BARNES & NOBLE INC COM 067774109 4693 200275 SH SHARED 01 132704 67571
D BARNES & NOBLE INC COM 067774109 58 2500 SH SHARED 02 2500
D BARNES & NOBLE INC COM 067774109 1167 49829 SH SHARED 04 49829
D BARNES & NOBLE INC COM 067774109 185 7900 SH SHARED 05 7900
D BARNES GROUP INC COM 067806109 1370 94545 SH SHARED 01 39100 55445
D BARNES GROUP INC COM 067806109 102 7100 SH SHARED 04 7100
D BARNESANDNOBLE COM INC CL A 067846105 2081 220550 SH SHARED 01 75642 144908
D BARNESANDNOBLE COM INC CL A 067846105 113 12000 SH SHARED 04 12000
D BARRICK GOLD CORP COM 067901108 41137 2622394 SH SHARED 01 2616294 6100
D BARRICK GOLD CORP COM 067901108 347 22160 SH SHARED 02 13860 8300
D BARRICK GOLD CORP COM 067901108 16843 1073698 SH SHARED 04 1073698
D BARRICK GOLD CORP COM 067901108 287 18300 SH SHARED 05 18300
D BARNETT INC COM 068062108 2 231 SH SHARED 04 231
D BARNWELL INDS INC COM 068221100 12 900 SH SHARED 01 900
D BARR LABS INC COM 068306109 1124 26775 SH SHARED 01 26775
D BARR LABS INC COM 068306109 604 14400 SH SHARED 04 14400
D BARR LABS INC COM 068306109 16 400 SH SHARED 05 400
D BARRA INC COM 068313105 586 17300 SH SHARED 01 17300
D BARRA INC COM 068313105 328 9700 SH SHARED 04 9700
D BARRETT RES CORP COM PAR $0.01 068480201 9348 313584 SH SHARED 01 103030 210554
D BARRETT RES CORP COM PAR $0.01 068480201 402 13500 SH SHARED 04 13500
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 1525 102106 SH SHARED 01 102106
D BASIN EXPL INC COM 070107107 89 6000 SH SHARED 04 6000
D BASSETT FURNITURE INDS INC COM 070203104 1854 132454 SH SHARED 01 45542 86912
D BASSETT FURNITURE INDS INC COM 070203104 70 5000 SH SHARED 04 5000
D BATTLE MTN GOLD CO COM 071593107 1916 989207 SH SHARED 01 380957 608250
D BATTLE MTN GOLD CO COM 071593107 2 1100 SH SHARED 02 1100
D BATTLE MTN GOLD CO COM 071593107 105 54500 SH SHARED 04 54500
D BAUSCH & LOMB INC COM 071707103 31451 602668 SH SHARED 01 505217 97451
D BAUSCH & LOMB INC COM 071707103 14690 281505 SH SHARED 04 281505
D BAUSCH & LOMB INC COM 071707103 67 1300 SH SHARED 05 1300
D BAXTER INTL INC COM 071813109 216991 3461502 SH SHARED 01 2992739 468763
D BAXTER INTL INC COM 071813109 4970 79283 SH SHR/OTHR 01 77288 1995
D BAXTER INTL INC COM 071813109 654 10442 SH SHARED 02 3255 7187
D BAXTER INTL INC COM 071813109 187917 2997705 SH SHARED 04 2997705
D BAXTER INTL INC COM 071813109 626 10000 SH SHARED 05 10000
D BAY ST BANCORP INC COM 072611106 498 30000 SH SHARED 04 30000
D BAY VIEW CAP CORP DEL COM 07262L101 944 125972 SH SHARED 01 62644 63328
D BAY VIEW CAP CORP DEL COM 07262L101 48 6500 SH SHARED 02 6500
D BAY VIEW CAP CORP DEL COM 07262L101 127 17000 SH SHARED 04 17000
D BE AEROSPACE INC COM 073302101 1503 255842 SH SHARED 01 100742 155100
D BE AEROSPACE INC COM 073302101 56 9700 SH SHARED 04 9700
D BE FREE INC COM 073308108 7 342 SH SHARED 01 100 242
D BE INC COM 073309106 11832 785600 SH SHARED 02 785600
D BEA SYS INC SB NT CV144A4%06 073325AC6 2672 2143000 PRN SHARED 04 2143000
D BEA SYS INC COM 073325102 68590 934800 SH SHARED 01 455128 479672
D BEA SYS INC COM 073325102 862 11750 SH SHARED 02 7300 4450
D BEA SYS INC COM 073325102 6579 89670 SH SHARED 04 89670
D BEAR STEARNS COS INC COM 073902108 56258 1233061 SH SHARED 01 1051843 181218
D BEAR STEARNS COS INC COM 073902108 40 893 SH SHARED 02 893
D BEAR STEARNS COS INC COM 073902108 6529 143123 SH SHARED 04 143123
D BEAR STEARNS COS INC COM 073902108 734 16100 SH SHARED 05 16100
D BEASLEY BROADCAST GROUP INC CL A 074014101 117 12700 SH SHARED 02 12400 300
D BEASLEY BROADCAST GROUP INC CL A 074014101 0 5 SH SHARED 04 5
D BEAZER HOMES USA INC COM 07556Q105 18 1000 SH SHARED 01 1000
D BEAZER HOMES USA INC COM 07556Q105 121 6500 SH SHARED 04 6500
D BEBE STORES INC COM 075571109 246 19561 SH SHARED 01 19561
D BEBE STORES INC COM 075571109 13 1100 SH SHARED 04 1100
D BECKMAN COULTER INC COM 075811109 9488 147821 SH SHARED 01 85318 62503
D BECKMAN COULTER INC COM 075811109 7 109 SH SHR/OTHR 01 109
D BECKMAN COULTER INC COM 075811109 3462 53950 SH SHARED 02 3400 50550
D BECKMAN COULTER INC COM 075811109 20004 311662 SH SHARED 04 311662
D BECKMAN COULTER INC COM 075811109 192 3000 SH SHARED 05 3000
D BECTON DICKINSON & CO COM 075887109 77851 2958768 SH SHARED 01 2540765 1100 416903
D BECTON DICKINSON & CO COM 075887109 2639 100300 SH SHR/OTHR 01 50700 49600
D BECTON DICKINSON & CO COM 075887109 585 22250 SH SHARED 02 8300 13950
D BECTON DICKINSON & CO COM 075887109 20694 786497 SH SHARED 04 786497
D BECTON DICKINSON & CO COM 075887109 507 19300 SH SHARED 05 19300
D BED BATH & BEYOND INC COM 075896100 55153 1400733 SH SHARED 01 1261537 139196
D BED BATH & BEYOND INC COM 075896100 399 10150 SH SHARED 02 300 9850
D BED BATH & BEYOND INC COM 075896100 5303 134700 SH SHARED 04 134700
D BED BATH & BEYOND INC COM 075896100 118 3000 SH SHARED 05 3000
D BEDFORD BANCSHARES INC COM 076014109 50 5900 SH SHARED 01 5900
D BEDFORD PPTY INVS INC COM PAR $0.02 076446301 1848 115100 SH SHARED 01 115100
D BEDFORD PPTY INVS INC COM PAR $0.02 076446301 16 1000 SH SHARED 02 1000
D BEDFORD PPTY INVS INC COM PAR $0.02 076446301 234 14600 SH SHARED 04 14600
D BEL FUSE INC CL A 077347201 4 200 SH SHARED 01 200
D BEL FUSE INC CL B 077347300 94 4500 SH SHARED 01 4500
D BELCO OIL & GAS CORP COM 077410108 284 27459 SH SHARED 01 27459
D BELCO OIL & GAS CORP COM 077410108 39 3800 SH SHARED 04 3800
D BELCO OIL & GAS CORP PFD CONV 077410207 206 13300 SH SHARED 04 13300
D BELDEN INC COM 077459105 10368 377033 SH SHARED 01 103233 273800
D BELDEN INC COM 077459105 22 800 SH SHR/OTHR 01 800
D BELDEN INC COM 077459105 277 10100 SH SHARED 04 10100
D BELL & HOWELL CO NEW COM 077852101 2990 95700 SH SHARED 01 37800 57900
D BELL & HOWELL CO NEW COM 077852101 9 300 SH SHARED 02 300
D BELL & HOWELL CO NEW COM 077852101 275 8800 SH SHARED 04 8800
D BELL ATLANTIC CORP COM 077853109 1088195 17802788 SH SHARED 01 15196172 2606616
D BELL ATLANTIC CORP COM 077853109 10276 168122 SH SHR/OTHR 01 68514 99608
D BELL ATLANTIC CORP COM 077853109 3259 53324 SH SHARED 02 7402 45922
D BELL ATLANTIC CORP COM 077853109 105955 1733420 SH SHARED 04 1733385 35
D BELL CDA INTL INC COM 077914109 8 300 SH SHARED 05 300
D BELL INDS INC COM 078107109 7 2400 SH SHARED 01 2400
D BELLSOUTH CORP COM 079860102 2576128 54957414 SH SHARED 01 18329499 36627915
D BELLSOUTH CORP COM 079860102 10672 227675 SH SHR/OTHR 01 124970 102705
D BELLSOUTH CORP COM 079860102 2465 52607 SH SHARED 02 14620 37987
D BELLSOUTH CORP COM 079860102 143810 3067957 SH SHARED 04 3067957
D BELLSOUTH CORP COM 079860102 6018 128400 SH SHARED 05 128400
D BELLWETHER EXPL CO COM NEW 079895207 20 3000 SH SHARED 02 3000
D BELO A H CORP DEL COM SER A 080555105 13795 771789 SH SHARED 01 421066 350723
D BELO A H CORP DEL COM SER A 080555105 960 53730 SH SHARED 04 53730
D BELO A H CORP DEL COM SER A 080555105 239 13400 SH SHARED 05 13400
D BEMIS INC COM 081437105 19002 515321 SH SHARED 01 380939 134382
D BEMIS INC COM 081437105 313 8500 SH SHARED 02 8500
D BEMIS INC COM 081437105 2449 66430 SH SHARED 04 66430
D BEMIS INC COM 081437105 99 2700 SH SHARED 05 2700
D BENCHMARK ELECTRS INC SUB NT CV 144A06 08160HAA9 12316 11500000 PRN SHARED 04 11500000
D BENCHMARK ELECTRS INC COM 08160H101 785 21233 SH SHARED 01 21233
D BENCHMARK ELECTRS INC COM 08160H101 714 19300 SH SHARED 04 19300
D BENETTON GROUP SPA ADR NEW 081795403 16 400 SH SHARED 04 400
D BENIHANA INC COM 082047101 2 200 SH SHARED 01 200
D BENTON OIL & GAS CO COM 083288100 18 6400 SH SHARED 01 6400
D BERGEN BRUNSWIG CORP CL A 083739102 4750 703811 SH SHARED 01 334538 369273
D BERGEN BRUNSWIG CORP CL A 083739102 2 400 SH SHARED 02 400
D BERGEN BRUNSWIG CORP CL A 083739102 424 62929 SH SHARED 04 62929
D BERGEN BRUNSWIG CORP CL A 083739102 105 15700 SH SHARED 05 15700
D BERGSTROM CAP CORP COM 084093103 53 200 SH SHARED 02 200
D BERGSTROM CAP CORP COM 084093103 107 400 SH SHARED 04 400
D BERINGER WINE ESTATES HOLDINGS CL B 084102102 4195 116961 SH SHARED 01 52861 64100
D BERINGER WINE ESTATES HOLDINGS CL B 084102102 8 250 SH SHARED 02 250
D BERINGER WINE ESTATES HOLDINGS CL B 084102102 269 7500 SH SHARED 04 7500
D BERKLEY W R CORP COM 084423102 4023 174465 SH SHARED 01 35265 139200
D BERKLEY W R CORP COM 084423102 23 1000 SH SHARED 02 1000
D BERKLEY W R CORP COM 084423102 1263 54800 SH SHARED 04 54800
D BERKSHIRE ENERGY RES COM 084644103 3 100 SH SHARED 01 100
D BERKSHIRE ENERGY RES COM 084644103 36 1000 SH SHR/OTHR 01 1000
D BERKSHIRE HATHAWAY INC DEL CL A 084670108 0 898 SH SHARED 01 612 286
D BERKSHIRE HATHAWAY INC DEL CL A 084670108 0 43 SH SHR/OTHR 01 35 8
D BERKSHIRE HATHAWAY INC DEL CL A 084670108 0 2 SH SHARED 02 2
D BERKSHIRE HATHAWAY INC DEL CL B 084670207 4841 2660 SH SHARED 01 2329 331
D BERKSHIRE HATHAWAY INC DEL CL B 084670207 2422 1331 SH SHR/OTHR 01 635 696
D BERKSHIRE HATHAWAY INC DEL CL B 084670207 2777 1526 SH SHARED 02 174 1352
D BERLITZ INTL INC NEW COM 08520F100 90 7869 SH SHARED 01 7869
D BERLITZ INTL INC NEW COM 08520F100 12 1100 SH SHARED 04 1100
D BERRY PETE CO CL A 085789105 340 19800 SH SHARED 01 19800
D BERRY PETE CO CL A 085789105 161 9400 SH SHARED 04 9400
D BEST BUY INC COM 086516101 173708 2019864 SH SHARED 01 1812735 207129
D BEST BUY INC COM 086516101 352 4100 SH SHARED 02 3000 1100
D BEST BUY INC COM 086516101 22049 256386 SH SHARED 04 256386
D BEST BUY INC COM 086516101 395 4600 SH SHARED 05 4600
D BESTFOODS COM 08658U101 174188 3721023 SH SHARED 01 3231595 489428
D BESTFOODS COM 08658U101 5835 124656 SH SHR/OTHR 01 65140 59516
D BESTFOODS COM 08658U101 1349 28829 SH SHARED 02 4400 24429
D BESTFOODS COM 08658U101 21674 463021 SH SHARED 04 463021
D BESTFOODS COM 08658U101 1423 30400 SH SHARED 05 30400
D BETHLEHEM STL CORP COM 087509105 10317 1719539 SH SHARED 01 1579915 139624
D BETHLEHEM STL CORP COM 087509105 12 2100 SH SHARED 02 2100
D BETHLEHEM STL CORP COM 087509105 1184 197364 SH SHARED 04 197364
D BETHLEHEM STL CORP COM 087509105 17 2900 SH SHARED 05 2900
D BEVERLY ENTERPRISES INC COM NEW 087851309 1930 523474 SH SHARED 01 323383 200091
D BEVERLY ENTERPRISES INC COM NEW 087851309 297 80601 SH SHARED 04 80601
D BEVERLY ENTERPRISES INC COM NEW 087851309 42 11600 SH SHARED 05 11600
D BEYOND COM CORP COM 08860E101 1127 263261 SH SHARED 01 75761 187500
D BEYOND COM CORP COM 08860E101 42 10000 SH SHARED 04 10000
D BIGSTAR ENTMT INC COM 089896104 2 500 SH SHARED 02 500
D BILLING CONCEPTS CORP COM 090063108 3683 523900 SH SHARED 01 117153 406747
D BILLING CONCEPTS CORP COM 090063108 351 50000 SH SHARED 02 20000 30000
D BILLING CONCEPTS CORP COM 090063108 113 16100 SH SHARED 04 16100
D BINDLEY WESTN INDS INC COM 090324104 3110 229354 SH SHARED 01 98446 130908
D BINDLEY WESTN INDS INC COM 090324104 657 48500 SH SHARED 04 48500
D BINDVIEW DEV CORP COM 090327107 1749 56322 SH SHARED 01 56322
D BINDVIEW DEV CORP COM 090327107 264 8500 SH SHARED 02 7100 1400
D BINDVIEW DEV CORP COM 090327107 441 14217 SH SHARED 04 14217
D BINGHAM FINANCIAL SERVICES COM 090433103 55 7600 SH SHARED 01 7600
D BIO RAD LABS INC CL B 090572108 4 150 SH SHARED 01 150
D BIO RAD LABS INC CL A 090572207 822 30200 SH SHARED 01 14532 15668
D BIO RAD LABS INC CL A 090572207 160 5900 SH SHARED 04 5900
D BIO TECHNOLOGY GEN CORP COM 090578105 9227 595341 SH SHARED 01 189089 406252
D BIO TECHNOLOGY GEN CORP COM 090578105 342 22100 SH SHARED 04 22100
D BIOCHEM PHARMA INC COM 09058T108 909 41114 SH SHARED 04 41114
D BIOGEN INC COM 090597105 114094 1632841 SH SHARED 01 1376723 256118
D BIOGEN INC COM 090597105 894 12800 SH SHR/OTHR 01 2000 10800
D BIOGEN INC COM 090597105 545 7800 SH SHARED 02 2650 5150
D BIOGEN INC COM 090597105 20929 299526 SH SHARED 04 299526
D BIOGEN INC COM 090597105 370 5300 SH SHARED 05 5300
D BIOMATRIX INC COM 09060P102 602 24800 SH SHARED 01 24800
D BIOMATRIX INC COM 09060P102 24 1000 SH SHARED 02 1000
D BIOMATRIX INC COM 09060P102 257 10600 SH SHARED 04 10600
D BIOMET INC COM 090613100 44254 1216605 SH SHARED 01 1077081 139524
D BIOMET INC COM 090613100 2514 69128 SH SHARED 04 69128
D BIOMET INC COM 090613100 90 2500 SH SHARED 05 2500
D BIONX IMPLANTS INC COM 09064Q106 131 40475 SH SHARED 03 40475
D BIOSOURCE INTL INC COM 09066H104 102 8400 SH SHARED 01 8400
D BIOSOURCE INTL INC COM 09066H104 19 1600 SH SHARED 04 1600
D BIOTIME INC COM 09066L105 64 5600 SH SHARED 01 5600
D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 67 400 SH SHARED 01 400
D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 16 100 SH SHR/OTHR 01 100
D BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 694 4100 SH SHARED 02 4100
D BIOSHIELD TECHNOLOGIES INC COM 09068A107 138 5300 SH SHARED 01 5300
D BIO VASCULAR INC COM 090923103 89 18800 SH SHARED 01 18800
D BIOSITE DIAGNOSTICS INC COM 090945106 6433 263947 SH SHARED 02 199500 64447
D BIRMINGHAM STL CORP COM 091250100 31 6100 SH SHARED 01 6100
D BITSTREAM INC CL A 091736108 126 10100 SH SHARED 01 10100
D BITWISE DESIGNS INC COM 091747105 79 5500 SH SHARED 01 5500
D BITWISE DESIGNS INC COM 091747105 72 5000 SH SHR/OTHR 01 5000
D BLACK & DECKER CORP COM 091797100 36006 958596 SH SHARED 01 808593 150003
D BLACK & DECKER CORP COM 091797100 247 6600 SH SHR/OTHR 01 6600
D BLACK & DECKER CORP COM 091797100 48 1300 SH SHARED 02 300 1000
D BLACK & DECKER CORP COM 091797100 4282 114006 SH SHARED 04 114006
D BLACK & DECKER CORP COM 091797100 78 2100 SH SHARED 05 2100
D BLACK BOX CORP DEL COM 091826107 14841 214374 SH SHARED 01 71087 143287
D BLACK BOX CORP DEL COM 091826107 664 9600 SH SHARED 04 9600
D BLACK HILLS CORP COM 092113109 2677 121383 SH SHARED 01 62808 58575
D BLACK HILLS CORP COM 092113109 49 2250 SH SHARED 02 2250
D BLACK HILLS CORP COM 092113109 585 26555 SH SHARED 04 26555
D BLACK HILLS CORP COM 092113109 41 1900 SH SHARED 05 1900
D BLACKROCK ADVANTAGE TERM TR COM 09247A101 26 3000 SH SHARED 02 3000
D BLACKROCK INCOME TR INC COM 09247F100 1893 319000 SH SHARED 04 319000
D BLACKROCK FL INSD MUN 2008 TRM COM 09247H106 18 1300 SH SHARED 02 1300
D BLACKROCK INVT QUALITY TERM TR COM 09247J102 7 1000 SH SHARED 02 1000
D BLACKROCK INVT QUALITY TERM TR COM 09247J102 34 4400 SH SHARED 04 4400
D BLACKROCK STRATEGIC TERM TR COM 09247P108 6 800 SH SHARED 01 800
D BLACKROCK STRATEGIC TERM TR COM 09247P108 471 54700 SH SHARED 04 54700
D BLACKROCK BROAD INVT GRD 2009 COM 09247Q106 33 3000 SH SHARED 02 3000
D BLACKROCK INC CL A 09247X101 8 400 SH SHARED 02 400
D BLACKROCK TARGET TERM TR INC COM 092476100 11 1200 SH SHARED 02 1200
D BLACKROCK TARGET TERM TR INC COM 092476100 1496 156500 SH SHARED 04 156500
D BLACKROCK 2001 TERM TR INC COM 092477108 2838 317600 SH SHARED 04 317600
D BLANCH E W HLDGS INC COM 093210102 387 19360 SH SHARED 01 19360
D BLANCH E W HLDGS INC COM 093210102 50 2500 SH SHARED 02 2500
D BLANCH E W HLDGS INC COM 093210102 142 7100 SH SHARED 04 7100
D BLOCK DRUG INC CL A 093644102 3422 124160 SH SHARED 01 35400 88760
D BLOCK DRUG INC CL A 093644102 173 6300 SH SHARED 04 6300
D BLOCK H & R INC COM 093671105 50087 1119282 SH SHARED 01 972095 147187
D BLOCK H & R INC COM 093671105 17 400 SH SHR/OTHR 01 400
D BLOCK H & R INC COM 093671105 104 2335 SH SHARED 02 150 2185
D BLOCK H & R INC COM 093671105 5435 121457 SH SHARED 04 121457
D BLOCK H & R INC COM 093671105 107 2400 SH SHARED 05 2400
D BLOUNT INTL INC NEW COM 095180105 450 35008 SH SHARED 01 35008
D BLOUNT INTL INC NEW COM 095180105 163 12700 SH SHARED 04 12700
D BLUE RIV BANCSHARES INC COM 09602P107 248 58500 SH SHARED 04 58500
D BLUE WAVE SYS INC COM 096081104 262 16400 SH SHARED 01 7700 8700
D BLUE WAVE SYS INC COM 096081104 158 9900 SH SHARED 02 4000 5900
D BLUESTONE SOFTWARE INC COM 09623P102 27 800 SH SHARED 01 800
D BLUESTONE SOFTWARE INC COM 09623P102 9445 279855 SH SHARED 02 276120 3735
D BLUESTONE SOFTWARE INC COM 09623P102 1139 33750 SH SHARED 04 33750
D BLUEGREEN CORP COM 096231105 31 10300 SH SHARED 01 10300
D BLUEGREEN CORP COM 096231105 15 5000 SH SHARED 02 5000
D BLYTH INDS INC COM 09643P108 7125 260895 SH SHARED 01 129045 131850
D BLYTH INDS INC COM 09643P108 191 7000 SH SHARED 02 7000
D BLYTH INDS INC COM 09643P108 592 21707 SH SHARED 04 21707
D BLYTH INDS INC COM 09643P108 136 5000 SH SHARED 05 5000
D BOB EVANS FARMS INC COM 096761101 3064 245187 SH SHARED 01 148335 96852
D BOB EVANS FARMS INC COM 096761101 395 31642 SH SHARED 04 31642
D BOB EVANS FARMS INC COM 096761101 52 4200 SH SHARED 05 4200
D BOCA RESORTS INC CL A 09688T106 428 50100 SH SHARED 01 50100
D BOCA RESORTS INC CL A 09688T106 111 13000 SH SHARED 04 13000
D BOCA RESH INC COM 096888102 72 11900 SH SHARED 01 11900
D BOCA RESH INC COM 096888102 25 4200 SH SHARED 02 4200
D BODDIE NOELL PPTYS INC COM 096903109 53 6900 SH SHARED 02 5900 1000
D BOEING CO COM 097023105 386067 10210182 SH SHARED 01 8488367 1721815
D BOEING CO COM 097023105 3224 85272 SH SHR/OTHR 01 39876 45396
D BOEING CO COM 097023105 2462 65120 SH SHARED 02 14668 50452
D BOEING CO COM 097023105 40643 1074895 SH SHARED 04 1074895
D BOISE CASCADE CORP COM 097383103 21819 627907 SH SHARED 01 544803 83104
D BOISE CASCADE CORP COM 097383103 4558 131185 SH SHARED 04 131185
D BOISE CASCADE CORP COM 097383103 45 1300 SH SHARED 05 1300
D BOISE CASCADE OFFICE PRODS COM 097403109 393 24055 SH SHARED 01 24055
D BOISE CASCADE OFFICE PRODS COM 097403109 83 5100 SH SHARED 04 5100
D BOLDER TECHNOLOGIES CORP COM 097519102 12 1400 SH SHARED 01 1400
D BOLDER TECHNOLOGIES CORP COM 097519102 4 500 SH SHARED 02 500
D BOMBAY CO INC COM 097924104 75 22800 SH SHARED 01 22800
D BOMBAY CO INC COM 097924104 9 3000 SH SHARED 02 3000
D BOMBAY CO INC COM 097924104 50 15100 SH SHARED 04 15100
D BONE CARE INTL INC COM 098072101 7 450 SH SHARED 01 450
D BOOKS-A-MILLION INC COM 098570104 78 13000 SH SHARED 01 13000
D BORDEN CHEMS&PLASTIC LTD PARTN DEPOS COM UNIT 099541203 4 1100 SH SHARED 01 1100
D BORDEN CHEMS&PLASTIC LTD PARTN DEPOS COM UNIT 099541203 1803 406500 SH SHARED 04 406500
D BORDERS GROUP INC COM 099709107 6135 356961 SH SHARED 01 253122 103839
D BORDERS GROUP INC COM 099709107 103 6000 SH SHR/OTHR 01 6000
D BORDERS GROUP INC COM 099709107 604 35200 SH SHARED 02 7000 28200
D BORDERS GROUP INC COM 099709107 1240 72173 SH SHARED 04 72173
D BORDERS GROUP INC COM 099709107 151 8800 SH SHARED 05 8800
D BORG-WARNER AUTOMOTIVE INC COM 099724106 7903 200715 SH SHARED 01 69387 131328
D BORG-WARNER AUTOMOTIVE INC COM 099724106 738 18757 SH SHARED 04 18757
D BORG-WARNER AUTOMOTIVE INC COM 099724106 110 2800 SH SHARED 05 2800
D BORON LEPORE & ASSOCS INC COM 10001P102 32 3700 SH SHARED 01 3700
D BORON LEPORE & ASSOCS INC COM 10001P102 42 4831 SH SHARED 02 4831
D BOSTON ACOUSTICS INC COM 100534106 3 300 SH SHARED 01 300
D BOSTON BEER INC CL A 100557107 0 100 SH SHARED 02 100
D BOSTON COMMUNICATIONS GROUP COM 100582105 97 13500 SH SHARED 02 13000 500
D BOSTON LIFE SCIENCES INC COM NEW 100843408 106 11800 SH SHARED 01 11800
D BOSTON LIFE SCIENCES INC COM NEW 100843408 4 500 SH SHARED 02 500
D BOSTON PROPERTIES INC COM 101121101 2818 88600 SH SHARED 01 59400 29200
D BOSTON PROPERTIES INC COM 101121101 297 9350 SH SHARED 02 9350
D BOSTON PROPERTIES INC COM 101121101 8439 265283 SH SHARED 04 265283
D BOSTON SCIENTIFIC CORP COM 101137107 81906 3843199 SH SHARED 01 3596768 246431
D BOSTON SCIENTIFIC CORP COM 101137107 189 8900 SH SHR/OTHR 01 8900
D BOSTON SCIENTIFIC CORP COM 101137107 204 9600 SH SHARED 02 7900 1700
D BOSTON SCIENTIFIC CORP COM 101137107 12795 600394 SH SHARED 04 600394
D BOSTON SCIENTIFIC CORP COM 101137107 200 9400 SH SHARED 05 9400
D BOSTONFED BANCORP INC COM 101178101 276 25000 SH SHARED 04 25000
D BOTTOMLINE TECH DEL INC COM 101388106 10852 297837 SH SHARED 01 218537 79300
D BOTTOMLINE TECH DEL INC COM 101388106 52 1430 SH SHARED 02 730 700
D BOTTOMLINE TECH DEL INC COM 101388106 105 2900 SH SHARED 04 2900
D BOUYGUES OFFSHORE S A SPONSORED ADR 102112109 28 1200 SH SHARED 04 1200
D BOWATER INC COM 102183100 37732 706939 SH SHARED 01 584183 122756
D BOWATER INC COM 102183100 18 350 SH SHARED 02 350
D BOWATER INC COM 102183100 3892 72931 SH SHARED 04 72931
D BOWATER INC COM 102183100 784 14700 SH SHARED 05 14700
D BOWNE & CO INC COM 103043105 3183 247254 SH SHARED 01 101443 145811
D BOWNE & CO INC COM 103043105 196 15300 SH SHARED 04 15300
D BOYD GAMING CORP COM 103304101 255 51800 SH SHARED 01 51800
D BOYD GAMING CORP COM 103304101 74 15100 SH SHARED 04 15100
D BOYDS COLLECTION LTD COM 103354106 484 80003 SH SHARED 01 80003
D BOYDS COLLECTION LTD COM 103354106 133 22000 SH SHARED 04 22000
D BOYKIN LODGING CO COM 103430104 406 34636 SH SHARED 01 34636
D BOYKIN LODGING CO COM 103430104 29 2500 SH SHARED 02 2500
D BOYKIN LODGING CO COM 103430104 82 7000 SH SHARED 04 7000
D BRADLEY REAL ESTATE INC COM 104580105 698 40926 SH SHARED 01 40926
D BRADLEY REAL ESTATE INC COM 104580105 53 3155 SH SHR/OTHR 01 3155
D BRADLEY REAL ESTATE INC COM 104580105 395 23197 SH SHARED 02 6550 16647
D BRADLEY REAL ESTATE INC COM 104580105 194 11400 SH SHARED 04 11400
D BRADLEY REAL ESTATE INC PFD CV A 8.40% 104580204 1 84 SH SHARED 01 84
D BRADY CORP CL A 104674106 2201 70600 SH SHARED 01 58804 11796
D BRADY CORP CL A 104674106 31 1000 SH SHR/OTHR 01 1000
D BRADY CORP CL A 104674106 280 9000 SH SHARED 04 9000
D BRANDYWINE RLTY TR SH BEN INT NEW 105368203 881 51500 SH SHARED 01 51500
D BRANDYWINE RLTY TR SH BEN INT NEW 105368203 248 14500 SH SHARED 04 14500
D BRANTLEY CAP CORP COM 105494108 32 3000 SH SHARED 02 3000
D BRANTLEY CAP CORP COM 105494108 649 60400 SH SHARED 04 60400
D BRAUN CONSULTING INC COM 105651103 102 3200 SH SHARED 01 3200
D BRAUN CONSULTING INC COM 105651103 160 5000 SH SHARED 02 5000
D BRAUNS FASHIONS CORP COM 105658108 11 450 SH SHARED 01 450
D BRAZILIAN EQUITY FD INC COM 105884100 0 100 SH SHARED 04 100
D BREAKAWAY SOLUTIONS INC COM 106372105 327 7200 SH SHARED 01 7200
D BREAKAWAY SOLUTIONS INC COM 106372105 25 550 SH SHARED 02 550
D BRENTON BKS INC COM 107211104 222 26563 SH SHARED 01 26563
D BRENTON BKS INC COM 107211104 56 6800 SH SHARED 04 6800
D BRIDGESTREET ACCOMODATIONS INC COM 108452103 8 3100 SH SHARED 01 3100
D BRIGGS & STRATTON CORP COM 109043109 11257 273741 SH SHARED 01 239471 34270
D BRIGGS & STRATTON CORP COM 109043109 8 200 SH SHARED 02 200
D BRIGGS & STRATTON CORP COM 109043109 1340 32603 SH SHARED 04 32603
D BRIGGS & STRATTON CORP COM 109043109 20 500 SH SHARED 05 500
D BRIGHT HORIZON FAMILY SOLUTION COM 109195107 685 31703 SH SHARED 01 31703
D BRIGHT HORIZON FAMILY SOLUTION COM 109195107 1206 55800 SH SHARED 03 55800
D BRIGHT HORIZON FAMILY SOLUTION COM 109195107 108 5000 SH SHARED 04 5000
D BRIGHTPOINT INC COM 109473108 5611 458060 SH SHARED 01 147675 310385
D BRIGHTPOINT INC COM 109473108 1132 92481 SH SHARED 04 92481
D BRIGHTPOINT INC COM 109473108 12 1000 SH SHARED 05 1000
D BRILLIANT DIGITAL ENTERTAINMNT COM 109502104 121 10200 SH SHARED 01 10200
D BRINKER INTL INC COM 109641100 10026 337727 SH SHARED 01 174949 162778
D BRINKER INTL INC COM 109641100 22 750 SH SHARED 02 250 500
D BRINKER INTL INC COM 109641100 1595 53751 SH SHARED 04 53751
D BRINKER INTL INC COM 109641100 160 5400 SH SHARED 05 5400
D BRIO TECHNOLOGY INC COM 109704106 6907 182983 SH SHARED 01 40389 142594
D BRIO TECHNOLOGY INC COM 109704106 407 10800 SH SHARED 04 10800
D BRISTOL HOTEL & RESORTS INC COM 110041100 16 1800 SH SHARED 01 1800
D BRISTOL MYERS SQUIBB CO COM 110122108 1658776 28599594 SH SHARED 01 24999014 122728 3477852
D BRISTOL MYERS SQUIBB CO COM 110122108 185050 3190525 SH SHR/OTHR 01 2728962 461563
D BRISTOL MYERS SQUIBB CO COM 110122108 10063 173513 SH SHARED 02 28862 144651
D BRISTOL MYERS SQUIBB CO COM 110122108 261073 4501269 SH SHARED 04 4500894 375
D BRISTOL MYERS SQUIBB CO COM 110122108 3607 62200 SH SHARED 05 62200
D BRISTOL MYERS SQUIBB CO COM 110122108 46151 795720 SH SHARED 06 795720
D BRITESMILE INC COM 110415106 65 6800 SH SHARED 01 6700 100
D BRITESMILE INC COM 110415106 40 4200 SH SHARED 04 4200
D BRITISH AWYS PLC ADR 2ND INSTAL 110419306 75 1400 SH SHARED 01 1400
D BRITISH AWYS PLC ADR 2ND INSTAL 110419306 43 800 SH SHR/OTHR 01 800
D BRITISH AWYS PLC ADR 2ND INSTAL 110419306 80 1500 SH SHARED 04 1500
D BRITISH AMERN TOB PLC SPONSORED ADR 110448107 35 3300 SH SHARED 01 3300
D BRITISH SKY BROADCASTING GROUP SPONSORED ADR 111013108 301 1900 SH SHARED 04 1900
D BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST 111021408 1577 8387 SH SHARED 01 6347 2040
D BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST 111021408 341 1817 SH SHR/OTHR 01 400 1417
D BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST 111021408 47 250 SH SHARED 02 100 150
D BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST 111021408 316 1680 SH SHARED 04 1680
D BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST 111021408 188 1000 SH SHARED 05 1000
D BROADBASE SOFTWARE COM 11130R100 429 5380 SH SHARED 02 5130 250
D BROADCOM CORP CL A 111320107 128893 530700 SH SHARED 01 191231 339469
D BROADCOM CORP CL A 111320107 291 1200 SH SHR/OTHR 01 1000 200
D BROADCOM CORP CL A 111320107 10081 41507 SH SHARED 02 24310 17197
D BROADCOM CORP CL A 111320107 50330 207228 SH SHARED 04 207228
D BROADVISION INC COM 111412102 45667 1017653 SH SHARED 01 501839 515814
D BROADVISION INC COM 111412102 1692 37725 SH SHARED 02 22455 15270
D BROADVISION INC COM 111412102 13242 295100 SH SHARED 03 295100
D BROADVISION INC COM 111412102 2180 48600 SH SHARED 04 48600
D BROADVISION INC COM 111412102 40 900 SH SHARED 05 900
D BROADWING INC COM 111620100 26822 721282 SH SHARED 01 487981 233301
D BROADWING INC COM 111620100 119 3200 SH SHR/OTHR 01 3200
D BROADWING INC COM 111620100 22550 606408 SH SHARED 04 606408
D BROADWING INC COM 111620100 940 25300 SH SHARED 05 25300
D BROADWING INC JR PFD CV 7.25 111620209 36520 115003 SH SHARED 04 115003
D BROADWING INC PFD CV DEP1/20 111620407 17510 301900 SH SHARED 04 301900
D BROCADE COMMUNICATIONS SYS INC COM 111621108 20728 115600 SH SHARED 01 115600
D BROCADE COMMUNICATIONS SYS INC COM 111621108 71 400 SH SHR/OTHR 01 250 150
D BROCADE COMMUNICATIONS SYS INC COM 111621108 5948 33175 SH SHARED 02 27935 5240
D BROCADE COMMUNICATIONS SYS INC COM 111621108 2475 13806 SH SHARED 04 13806
D BROCADE COMMUNICATIONS SYS INC COM 111621108 376 2100 SH SHARED 05 2100
D BROOKE GROUP LTD COM 112525100 100 8235 SH SHARED 01 8235
D BROOKE GROUP LTD COM 112525100 62 5100 SH SHARED 04 5100
D BROOKLINE BANCORP INC COM 113739106 103 10900 SH SHARED 01 10900
D BROOKLINE BANCORP INC COM 113739106 9 1000 SH SHARED 02 1000
D BROOKLINE BANCORP INC COM 113739106 53 5600 SH SHARED 04 5600
D BROOKS AUTOMATION INC COM 11434A100 1142 18283 SH SHARED 01 18283
D BROOKS AUTOMATION INC COM 11434A100 375 6000 SH SHARED 02 6000
D BROOKS AUTOMATION INC COM 11434A100 287 4600 SH SHARED 04 4600
D BROOKS AUTOMATION INC COM 11434A100 437 7000 SH SHARED 05 7000
D BROOKSTONE INC COM 114537103 1 100 SH SHARED 01 100
D BROOKSTONE INC COM 114537103 441 25227 SH SHARED 02 10227 15000
D BROOKTROUT INC COM 114580103 4216 145408 SH SHARED 01 52008 93400
D BROOKTROUT INC COM 114580103 130 4500 SH SHARED 04 4500
D BROWN & BROWN INC COM 115236101 609 15750 SH SHARED 01 15750
D BROWN & BROWN INC COM 115236101 174 4500 SH SHARED 04 4500
D BROWN FORMAN CORP CL A 115637100 46 900 SH SHARED 01 900
D BROWN FORMAN CORP CL A 115637100 4140 80000 SH SHARED 04 80000
D BROWN FORMAN CORP CL B 115637209 30562 561432 SH SHARED 01 475049 86383
D BROWN FORMAN CORP CL B 115637209 4306 79106 SH SHARED 04 79106
D BROWN FORMAN CORP CL B 115637209 81 1500 SH SHARED 05 1500
D BROWN TOM INC COM NEW 115660201 4615 251210 SH SHARED 01 77088 174122
D BROWN TOM INC COM NEW 115660201 0 5 SH SHARED 02 5
D BROWN TOM INC COM NEW 115660201 248 13502 SH SHARED 04 13502
D BROWN SHOE INC NEW COM 115736100 2661 221754 SH SHARED 01 119137 102617
D BROWN SHOE INC NEW COM 115736100 720 60000 SH SHR/OTHR 01 60000
D BROWN SHOE INC NEW COM 115736100 91 7600 SH SHARED 04 7600
D BRUNSWICK CORP COM 117043109 19644 1037341 SH SHARED 01 882173 155168
D BRUNSWICK CORP COM 117043109 2580 136279 SH SHARED 04 136279
D BRUNSWICK CORP COM 117043109 41 2200 SH SHARED 05 2200
D BRUSH WELLMAN INC COM 117421107 1690 95909 SH SHARED 01 51137 44772
D BRUSH WELLMAN INC COM 117421107 119 6800 SH SHARED 04 6800
D BRYN MAWR BK CORP COM 117665109 17 800 SH SHARED 01 800
D B2BSTORES COM INC COM 11776S107 87 8700 SH SHARED 01 8700
D BSQUARE CORP COM 11776U102 143 6500 SH SHARED 01 6500
D BUCA INC COM 117769109 12 1000 SH SHARED 01 1000
D BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 374 14400 SH SHARED 01 14400
D BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 143 5500 SH SHR/OTHR 01 5500
D BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 748 28800 SH SHARED 02 2700 26100
D BUCKEYE TECHNOLOGIES INC COM 118255108 681 37600 SH SHARED 01 36600 1000
D BUCKEYE TECHNOLOGIES INC COM 118255108 293 16200 SH SHARED 04 16200
D BUCKLE INC COM 118440106 187 11650 SH SHARED 01 11650
D BUCKLE INC COM 118440106 224 13900 SH SHARED 04 13900
D BUDGET GROUP INC CL A 119003101 216 43800 SH SHARED 01 43800
D BUDGET GROUP INC CL A 119003101 133 27000 SH SHARED 04 27000
D BUFFETS INC COM 119882108 2663 294906 SH SHARED 01 142597 152309
D BUFFETS INC COM 119882108 1174 130000 SH SHARED 02 20000 110000
D BUFFETS INC COM 119882108 312 34614 SH SHARED 04 34614
D BUFFETS INC COM 119882108 41 4600 SH SHARED 05 4600
D BUILDING MATLS HLDG CORP COM 120113105 4 450 SH SHARED 01 450
D BURLINGTON COAT FACTORY COM 121579106 1903 110740 SH SHARED 01 35581 75159
D BURLINGTON COAT FACTORY COM 121579106 128 7500 SH SHARED 04 7500
D BURLINGTON INDS INC COM 121693105 1227 280667 SH SHARED 01 146978 133689
D BURLINGTON INDS INC COM 121693105 404 92345 SH SHARED 04 92345
D BURLINGTON INDS INC COM 121693105 24 5600 SH SHARED 05 5600
D BURLINGTON NORTHN SANTA FE CP COM 12189T104 124584 5476221 SH SHARED 01 4726448 749773
D BURLINGTON NORTHN SANTA FE CP COM 12189T104 4755 209034 SH SHR/OTHR 01 184524 24510
D BURLINGTON NORTHN SANTA FE CP COM 12189T104 1678 73767 SH SHARED 02 20487 53280
D BURLINGTON NORTHN SANTA FE CP COM 12189T104 23238 1021480 SH SHARED 04 1021480
D BURLINGTON NORTHN SANTA FE CP COM 12189T104 118 5200 SH SHARED 05 5200
D BURLINGTON RES INC COM 122014103 83669 2261330 SH SHARED 01 2034847 226483
D BURLINGTON RES INC COM 122014103 3116 84238 SH SHR/OTHR 01 76447 7791
D BURLINGTON RES INC COM 122014103 2543 68750 SH SHARED 02 27973 40777
D BURLINGTON RES INC COM 122014103 9896 267479 SH SHARED 04 267479
D BURLINGTON RES INC COM 122014103 181 4900 SH SHARED 05 4900
D BURNHAM PAC PPTYS INC COM 12232C108 363 51500 SH SHARED 01 51500
D BURNHAM PAC PPTYS INC COM 12232C108 45 6400 SH SHR/OTHR 01 2000 4400
D BURNHAM PAC PPTYS INC COM 12232C108 94 13400 SH SHARED 04 13400
D BURNS INTL SVCS CORP COM 122374101 257 24517 SH SHARED 01 24517
D BURNS INTL SVCS CORP COM 122374101 48 4600 SH SHARED 04 4600
D BURR BROWN CORP SB NT CV 144A 07 122574AD8 5859 5250000 PRN SHARED 04 5250000
D BURR BROWN CORP COM 122574106 18857 346799 SH SHARED 01 145741 201058
D BURR BROWN CORP COM 122574106 951 17500 SH SHARED 04 17500
D BURR BROWN CORP COM 122574106 682 12550 SH SHARED 05 12550
D BUSH BOAKE ALLEN INC COM 123162109 319 11500 SH SHARED 01 11500
D BUSH BOAKE ALLEN INC COM 123162109 152 5500 SH SHARED 04 5500
D BUSH INDS INC CL A 123164105 144 10380 SH SHARED 01 10380
D BUSH INDS INC CL A 123164105 52 3800 SH SHARED 04 3800
D BUSINESS OBJECTS S A SPONSORED ADR 12328X107 27547 276864 SH SHARED 01 276864
D BUSINESS OBJECTS S A SPONSORED ADR 12328X107 3728 37468 SH SHARED 02 7968 29500
D BUSINESS OBJECTS S A SPONSORED ADR 12328X107 368 3700 SH SHARED 05 3700
D BUTLER INTL INC NEW COM 123649105 1 150 SH SHARED 01 150
D BUTLER MFG CO DEL COM 123655102 1226 50200 SH SHARED 01 25300 24900
D BUTLER MFG CO DEL COM 123655102 90 3700 SH SHARED 04 3700
D BUY COM INC COM 124269101 141 14510 SH SHARED 01 14510
D BUY COM INC COM 124269101 295 30300 SH SHARED 02 20300 10000
D C&D TECHNOLOGIES INC COM 124661109 1083 18360 SH SHARED 01 18360
D C&D TECHNOLOGIES INC COM 124661109 386 6555 SH SHARED 02 6000 555
D C&D TECHNOLOGIES INC COM 124661109 542 9200 SH SHARED 04 9200
D CAIS INTERNET INC COM 12476Q102 4307 178106 SH SHARED 01 23906 154200
D CAIS INTERNET INC COM 12476Q102 70 2900 SH SHARED 04 2900
D CB BANCSHARES INC HAWAII COM 124785106 1 61 SH SHARED 01 61
D CBL & ASSOC PPTYS INC COM 124830100 670 32800 SH SHARED 01 32800
D CBL & ASSOC PPTYS INC COM 124830100 461 22600 SH SHARED 04 22600
D CCC INFORMATION SVCS GROUP INC COM 12487Q109 212 9900 SH SHARED 01 9900
D CCC INFORMATION SVCS GROUP INC COM 12487Q109 195 9100 SH SHARED 04 9100
D CCB FINL CORP COM 124875105 8598 194320 SH SHARED 01 90062 104258
D CCB FINL CORP COM 124875105 236 5340 SH SHARED 02 5340
D CCB FINL CORP COM 124875105 1663 37596 SH SHARED 04 37596
D CCB FINL CORP COM 124875105 168 3800 SH SHARED 05 3800
D CB RICHARD ELLIS SVCS INC COM 12489L108 353 32500 SH SHARED 01 32500
D CB RICHARD ELLIS SVCS INC COM 12489L108 93 8600 SH SHARED 04 8600
D CBRL GROUP INC COM 12489V106 3614 361488 SH SHARED 01 223756 137732
D CBRL GROUP INC COM 12489V106 18 1800 SH SHARED 02 300 1500
D CBRL GROUP INC COM 12489V106 481 48103 SH SHARED 04 48103
D CBRL GROUP INC COM 12489V106 63 6300 SH SHARED 05 6300
D CBS CORP COM 12490K107 493852 8721449 SH SHARED 01 7428930 1292519
D CBS CORP COM 12490K107 1732 30600 SH SHR/OTHR 01 14600 16000
D CBS CORP COM 12490K107 5232 92412 SH SHARED 02 36076 56336
D CBS CORP COM 12490K107 145620 2571667 SH SHARED 04 2571667
D CBS CORP COM 12490K107 1132 20000 SH SHARED 05 20000
D CBS CORP COM 12490K107 1051 18570 SH SHARED 06 18570
D CFW COMMUNICATION CO COM 124923103 649 16500 SH SHARED 01 16500
D CFW COMMUNICATION CO COM 124923103 212 5400 SH SHARED 04 5400
D C BRIDGE INTERNET SOL INC COM 12500B105 11 200 SH SHARED 02 200
D CCBT FINL COS INC COM 12500Q102 5 400 SH SHARED 01 400
D CCBT FINL COS INC COM 12500Q102 10 800 SH SHARED 02 800
D C COR NET CORP COM 125010108 2428 49566 SH SHARED 01 49566
D C COR NET CORP COM 125010108 622 12700 SH SHARED 04 12700
D C-CUBE MICROSYSTEMS INC COM 125015107 15219 209028 SH SHARED 01 102987 106041
D C-CUBE MICROSYSTEMS INC COM 125015107 2889 39685 SH SHARED 02 38985 700
D C-CUBE MICROSYSTEMS INC COM 125015107 17088 234700 SH SHARED 04 234700
D C-CUBE MICROSYSTEMS INC COM 125015107 174 2400 SH SHARED 05 2400
D C D I CORP COM 125071100 3353 176500 SH SHARED 01 52100 124400
D C D I CORP COM 125071100 85 4500 SH SHARED 04 4500
D CDNOW INC NEW COM 125086108 117 31084 SH SHARED 01 31084
D CDNOW INC NEW COM 125086108 31 8400 SH SHARED 02 8400
D CDNOW INC NEW COM 125086108 100 26500 SH SHARED 04 26500
D CD WHSE INC COM 12512W105 7 4200 SH SHARED 01 4200
D CDW COMPUTER CTRS INC COM 125129106 15975 189200 SH SHARED 01 90323 98877
D CDW COMPUTER CTRS INC COM 125129106 1625 19247 SH SHARED 04 19247
D CDW COMPUTER CTRS INC COM 125129106 405 4800 SH SHARED 05 4800
D CEC ENTMT INC COM 125137109 1209 44578 SH SHARED 01 44578
D CEC ENTMT INC COM 125137109 488 18000 SH SHARED 04 18000
D CE SOFTWARE HLDGS INC COM PAR $0.10 125175307 59 5300 SH SHARED 01 5300
D CFS BANCORP INC COM 12525D102 341 37900 SH SHARED 01 23572 14328
D CFS BANCORP INC COM 12525D102 255 28400 SH SHARED 04 28400
D CFI PROSERVICES INC COM 12525N100 44 6500 SH SHARED 01 6500
D CH ENERGY GROUP INC COM 12541M102 2705 89060 SH SHARED 01 46908 42152
D CH ENERGY GROUP INC COM 12541M102 142 4700 SH SHR/OTHR 01 4700
D CH ENERGY GROUP INC COM 12541M102 209 6900 SH SHARED 04 6900
D C H ROBINSON WORLDWIDE INC COM 12541W100 2968 79696 SH SHARED 01 79696
D C H ROBINSON WORLDWIDE INC COM 12541W100 1281 34391 SH SHARED 04 34391
D C H ROBINSON WORLDWIDE INC COM 12541W100 178 4800 SH SHARED 05 4800
D CHS ELECTRONICS INC COM NEW 12542A206 51 74750 SH SHARED 01 74750
D CHS ELECTRONICS INC COM NEW 12542A206 14 20600 SH SHARED 04 20600
D CIGNA CORP COM 125509109 149821 1977842 SH SHARED 01 1667155 310687
D CIGNA CORP COM 125509109 529 6984 SH SHR/OTHR 01 600 6384
D CIGNA CORP COM 125509109 705 9307 SH SHARED 02 1731 7576
D CIGNA CORP COM 125509109 25400 335319 SH SHARED 04 335319
D CIGNA CORP COM 125509109 1340 17700 SH SHARED 05 17700
D CIGNA CORP COM 125509109 22 300 SH SHARED 06 300
D CIGNA HIGH INCOME SHS SH BEN INT 12551D109 16 3000 SH SHR/OTHR 01 3000
D CIGNA HIGH INCOME SHS SH BEN INT 12551D109 99 18000 SH SHARED 02 18000
D CIT GROUP INC CL A 125577106 4379 224600 SH SHARED 01 102500 122100
D CIT GROUP INC CL A 125577106 645 33080 SH SHARED 02 1000 32080
D CIT GROUP INC CL A 125577106 66 3402 SH SHARED 04 3402
D CKE RESTAURANTS INC SB NT CV 144A 04 12561EAA3 1629 3000000 PRN SHARED 04 3000000
D CKE RESTAURANTS INC SB NT CV 4.25%04 12561EAB1 1086 2000000 PRN SHARED 04 2000000
D CKE RESTAURANTS INC COM 12561E105 1824 286251 SH SHARED 01 130501 155750
D CKE RESTAURANTS INC COM 12561E105 952 149342 SH SHARED 02 149342
D CKE RESTAURANTS INC COM 12561E105 137 21500 SH SHARED 04 21500
D CLECO CORP NEW COM 12561W105 6736 202600 SH SHARED 01 82046 120554
D CLECO CORP NEW COM 12561W105 66 2000 SH SHR/OTHR 01 2000
D CLECO CORP NEW COM 12561W105 620 18647 SH SHARED 04 18647
D CLECO CORP NEW COM 12561W105 63 1900 SH SHARED 05 1900
D CK WITCO CORP COM 12562C108 6971 684401 SH SHARED 01 385240 299161
D CK WITCO CORP COM 12562C108 98 9689 SH SHR/OTHR 01 9689
D CK WITCO CORP COM 12562C108 1 184 SH SHARED 02 184
D CK WITCO CORP COM 12562C108 1280 125713 SH SHARED 04 125713
D CK WITCO CORP COM 12562C108 143 14100 SH SHARED 05 14100
D CMGI INC COM 125750109 153925 1358419 SH SHARED 01 699881 50 658488
D CMGI INC COM 125750109 2946 26003 SH SHR/OTHR 01 6550 19453
D CMGI INC COM 125750109 14227 125558 SH SHARED 02 111404 14154
D CMGI INC COM 125750109 5404 47696 SH SHARED 04 47696
D CMGI INC COM 125750109 260 2300 SH SHARED 05 2300
D CMI CORP CL A 125761304 71 15600 SH SHARED 01 15600
D CMI CORP CL A 125761304 35 7800 SH SHARED 04 7800
D CMP GROUP INC COM 125887109 6030 207056 SH SHARED 01 116456 90600
D CMP GROUP INC COM 125887109 5171 177579 SH SHARED 04 177579
D CMP GROUP INC COM 125887109 99 3400 SH SHARED 05 3400
D CMS ENERGY CORP COM 125896100 29614 1633888 SH SHARED 01 1469545 164343
D CMS ENERGY CORP COM 125896100 435 24043 SH SHR/OTHR 01 8343 15700
D CMS ENERGY CORP COM 125896100 9 532 SH SHARED 02 423 109
D CMS ENERGY CORP COM 125896100 10541 581595 SH SHARED 04 581595
D CMS ENERGY CORP COM 125896100 43 2400 SH SHARED 05 2400
D CMS ENERGY CORP ADJ CV TR8.75% 125896308 53 2000 SH SHR/OTHR 01 2000
D CMS ENERGY CORP ADJ CV TR8.75% 125896308 8038 300500 SH SHARED 04 300500
D CPI CORP COM 125902106 2068 88746 SH SHARED 01 25428 63318
D CPI CORP COM 125902106 277 11900 SH SHARED 04 11900
D CPB INC COM 125903104 247 10100 SH SHARED 01 10100
D CPB INC COM 125903104 85 3500 SH SHARED 04 3500
D CSS INDS INC COM 125906107 1751 91600 SH SHARED 01 20000 71600
D CSS INDS INC COM 125906107 49 2600 SH SHARED 04 2600
D CPI AEROSTRUCTURES INC COM NEW 125919308 25 7566 SH SHARED 01 7566
D CTG RES INC COM 125957100 498 13400 SH SHARED 01 13400
D CTG RES INC COM 125957100 360 9700 SH SHARED 04 9700
D CSK AUTO CORP COM 125965103 356 25560 SH SHARED 01 25560
D CSK AUTO CORP COM 125965103 108 7800 SH SHARED 04 7800
D CNA FINL CORP COM 126117100 3279 101500 SH SHARED 01 92520 8980
D CNA FINL CORP COM 126117100 24 750 SH SHARED 02 750
D CNA FINL CORP COM 126117100 1048 32448 SH SHARED 04 32448
D CNA FINL CORP COM 126117100 161 5000 SH SHARED 05 5000
D CNB FLORIDA BANCSHARES INC COM 12612H107 65 8600 SH SHARED 01 8600
D CNA SURETY CORP COM 12612L108 337 24200 SH SHARED 01 24200
D CNA SURETY CORP COM 12612L108 42 3034 SH SHARED 02 3034
D CNA SURETY CORP COM 12612L108 94 6800 SH SHARED 04 6800
D CNF TRANSN INC COM 12612W104 6787 244601 SH SHARED 01 126159 118442
D CNF TRANSN INC COM 12612W104 8 300 SH SHR/OTHR 01 300
D CNF TRANSN INC COM 12612W104 23 850 SH SHARED 02 300 550
D CNF TRANSN INC COM 12612W104 974 35099 SH SHARED 04 35099
D CNF TRANSN INC COM 12612W104 152 5500 SH SHARED 05 5500
D CNS BANCORP INC COM 12613P108 30 2000 SH SHARED 01 2000
D CNET NETWORKS INC COM 12613R104 10512 207400 SH SHARED 01 68773 138627
D CNET NETWORKS INC COM 12613R104 10045 198177 SH SHARED 02 196122 2055
D CNET NETWORKS INC COM 12613R104 832 16416 SH SHARED 04 16416
D CPAC INC COM 126145101 2 327 SH SHARED 01 327
D C P CLARE CORP COM 12615K107 73 8600 SH SHARED 01 8600
D C-PHONE CORP COM 12616P105 22 10400 SH SHARED 01 10400
D CSG SYS INTL INC COM 126349109 14150 289900 SH SHARED 01 135002 154898
D CSG SYS INTL INC COM 126349109 600 12300 SH SHARED 02 10500 1800
D CSG SYS INTL INC COM 126349109 1093 22402 SH SHARED 04 22402
D CSG SYS INTL INC COM 126349109 317 6500 SH SHARED 05 6500
D CSX CORP COM 126408103 66370 2824279 SH SHARED 01 2393658 68200 362421
D CSX CORP COM 126408103 752 32012 SH SHR/OTHR 01 24612 7400
D CSX CORP COM 126408103 456 19436 SH SHARED 02 3338 16098
D CSX CORP COM 126408103 6469 275282 SH SHARED 04 275282
D CTC COMMUNICATIONS GROUP INC COM 126419100 2522 59173 SH SHARED 01 54023 5150
D CTC COMMUNICATIONS GROUP INC COM 126419100 230 5400 SH SHARED 04 5400
D CT COMMUNICATIONS INC COM NEW 126426402 822 13700 SH SHARED 01 13700
D CT COMMUNICATIONS INC COM NEW 126426402 228 3800 SH SHARED 04 3800
D CTS CORP COM 126501105 10393 182346 SH SHARED 01 78519 103827
D CTS CORP COM 126501105 11 200 SH SHARED 02 200
D CTS CORP COM 126501105 1008 17700 SH SHARED 04 17700
D CUNO INC COM 126583103 3789 139700 SH SHARED 01 39057 100643
D CUNO INC COM 126583103 27 1000 SH SHARED 02 1000
D CUNO INC COM 126583103 181 6700 SH SHARED 04 6700
D CVB FINL CORP COM 126600105 207 14667 SH SHARED 01 14667
D CVB FINL CORP COM 126600105 105 7500 SH SHARED 04 7500
D CVS CORP COM 126650100 429854 11443864 SH SHARED 01 8764808 2679056
D CVS CORP COM 126650100 84698 2254904 SH SHR/OTHR 01 1094975 1159929
D CVS CORP COM 126650100 928 24719 SH SHARED 02 2000 22719
D CVS CORP COM 126650100 24040 640031 SH SHARED 04 639916 115
D CVS CORP COM 126650100 32385 862200 SH SHARED 06 862200
D CV THERAPEUTICS INC SB NT CV 144A 07 126667AA2 15225 18500000 PRN SHARED 04 18500000
D CV THERAPEUTICS INC COM 126667104 1490 29700 SH SHARED 01 29700
D CV THERAPEUTICS INC COM 126667104 461 9200 SH SHARED 04 9200
D CABLE & WIRELESS COMMUNICATION SPONSORED ADR 12682P104 76 900 SH SHARED 04 900
D CABLE & WIRELESS HKT SPONSORED ADR 126828102 36 1400 SH SHARED 01 700 700
D CABLE & WIRELESS HKT SPONSORED ADR 126828102 72 2828 SH SHARED 02 2000 828
D CABLE & WIRELESS HKT SPONSORED ADR 126828102 290 11300 SH SHARED 04 11300
D CABLE & WIRELESS HKT SPONSORED ADR 126828102 77 3000 SH SHARED 05 3000
D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 126830207 378 6760 SH SHARED 04 6760
D CABLE & WIRELESS PUB LTD CO SPONSORED ADR 126830207 1293 23100 SH SHARED 05 23100
D CABLEVISION SYS CORP CL A 12686C109 31450 517700 SH SHARED 01 182488 335212
D CABLEVISION SYS CORP CL A 12686C109 1002 16500 SH SHARED 02 2650 13850
D CABLEVISION SYS CORP CL A 12686C109 2651 43653 SH SHARED 04 43653
D CABLEVISION SYS CORP CL A 12686C109 157 2600 SH SHARED 05 2600
D CABLETRON SYS INC COM 126920107 51093 1739350 SH SHARED 01 1613706 125644
D CABLETRON SYS INC COM 126920107 167 5700 SH SHARED 02 5700
D CABLETRON SYS INC COM 126920107 14562 495733 SH SHARED 04 495733
D CABLETRON SYS INC COM 126920107 384 13100 SH SHARED 05 13100
D CABLE DESIGN TECHNOLOGIES CORP COM 126924109 9784 288315 SH SHARED 01 97350 190965
D CABLE DESIGN TECHNOLOGIES CORP COM 126924109 468 13800 SH SHARED 04 13800
D CVC INC COM 126945104 663 20900 SH SHARED 04 20900
D CACHEFLOW INC COM 126946102 379 3200 SH SHARED 01 3200
D CACHEFLOW INC COM 126946102 85 725 SH SHARED 02 150 575
D CABOT CORP COM 127055101 10151 332820 SH SHARED 01 173861 158959
D CABOT CORP COM 127055101 219 7200 SH SHR/OTHR 01 7200
D CABOT CORP COM 127055101 1310 42957 SH SHARED 04 42957
D CABOT CORP COM 127055101 210 6900 SH SHARED 05 6900
D CABOT INDUSTRIAL TRUST COM 127072106 1093 58700 SH SHARED 01 58700
D CABOT INDUSTRIAL TRUST COM 127072106 355 19100 SH SHARED 04 19100
D CABOT OIL & GAS CORP CL A 127097103 6066 335897 SH SHARED 01 66875 269022
D CABOT OIL & GAS CORP CL A 127097103 2 142 SH SHR/OTHR 01 142
D CABOT OIL & GAS CORP CL A 127097103 379 21000 SH SHARED 04 21000
D CACI INTL INC CL A 127190304 425 14200 SH SHARED 01 14200
D CACI INTL INC CL A 127190304 221 7400 SH SHARED 04 7400
D CADBURY SCHWEPPES PLC ADR 127209302 39 1400 SH SHARED 01 1400
D CADBURY SCHWEPPES PLC ADR 127209302 158 5600 SH SHARED 04 5600
D CADENCE DESIGN SYSTEM INC COM 127387108 23767 1152372 SH SHARED 01 583320 569052
D CADENCE DESIGN SYSTEM INC COM 127387108 6453 312888 SH SHARED 02 312388 500
D CADENCE DESIGN SYSTEM INC COM 127387108 17174 832709 SH SHARED 04 832709
D CADENCE DESIGN SYSTEM INC COM 127387108 608 29500 SH SHARED 05 29500
D CADIZ INC COM 127537108 436 51300 SH SHARED 01 51300
D CADIZ INC COM 127537108 124 14600 SH SHARED 04 14600
D CAGLES INC CL A 127703106 2 250 SH SHARED 01 250
D CAL DIVE INTL INC COM 127914109 335 6606 SH SHARED 01 6606
D CAL DIVE INTL INC COM 127914109 116 2300 SH SHARED 04 2300
D CALGON CARBON CORP COM 129603106 1820 277470 SH SHARED 01 74623 202847
D CALGON CARBON CORP COM 129603106 93 14200 SH SHARED 04 14200
D CALIFORNIA AMPLIFIER INC COM 129900106 105 3400 SH SHARED 01 3400
D CALIBER LEARNING NETWORK INC COM 129914107 43 6000 SH SHARED 02 2000 4000
D CALIFORNIA COASTAL CMNTYS INC COM NEW 129915203 81 14902 SH SHARED 01 14902
D CALIFORNIA FED BK FSB LOS ANGL CONT LITIG REC 130209604 17 10948 SH SHARED 04 10948
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 72 61900 SH SHARED 04 61900
D CALIFORNIA MICRO DEVICES CORP COM 130439102 121 4418 SH SHARED 01 4418
D CALIFORNIA WTR SVC GROUP COM 130788102 504 22100 SH SHARED 01 22100
D CALIFORNIA WTR SVC GROUP COM 130788102 107 4700 SH SHARED 04 4700
D CALIPER TECHNOLOGIES CORP COM 130876105 5491 67900 SH SHARED 01 67900
D CALLAWAY GOLF CO COM 131193104 7542 486630 SH SHARED 01 288081 198549
D CALLAWAY GOLF CO COM 131193104 15 1000 SH SHARED 02 1000
D CALLAWAY GOLF CO COM 131193104 971 62682 SH SHARED 04 62682
D CALLAWAY GOLF CO COM 131193104 134 8700 SH SHARED 05 8700
D CALLON PETE CO DEL COM 13123X102 1441 118900 SH SHARED 01 118900
D CALLON PETE CO DEL PFD A CV EXCH 13123X201 1886 66500 SH SHARED 04 66500
D CALPINE CORP COM 131347106 23838 253600 SH SHARED 01 164298 89302
D CALPINE CORP COM 131347106 87 930 SH SHR/OTHR 01 930
D CALPINE CORP COM 131347106 554 5900 SH SHARED 02 4000 1900
D CALPINE CORP COM 131347106 49109 522446 SH SHARED 04 522446
D CALPINE CORP COM 131347106 639 6800 SH SHARED 05 6800
D CALYPTE BIOMEDICAL CORP COM 131722100 37 12200 SH SHARED 01 12200
D CALYPTE BIOMEDICAL CORP COM 131722100 27 9000 SH SHARED 02 9000
D CAMBREX CORP COM 132011107 1613 37103 SH SHARED 01 37103
D CAMBREX CORP COM 132011107 682 15700 SH SHARED 04 15700
D CAMBRIDGE TECH PARTNERS MASS COM 132524109 4828 356042 SH SHARED 01 251396 104646
D CAMBRIDGE TECH PARTNERS MASS COM 132524109 148 10950 SH SHARED 02 950 10000
D CAMBRIDGE TECH PARTNERS MASS COM 132524109 633 46718 SH SHARED 04 46718
D CAMBRIDGE TECH PARTNERS MASS COM 132524109 93 6900 SH SHARED 05 6900
D CAMDEN NATL CORP COM 133034108 35 2953 SH SHARED 01 2953
D CAMDEN PPTY TR SH BEN INT 133131102 23825 880412 SH SHARED 01 417819 462593
D CAMDEN PPTY TR SH BEN INT 133131102 27 1000 SH SHARED 02 1000
D CAMDEN PPTY TR SH BEN INT 133131102 451 16700 SH SHARED 04 16700
D CAMINUS CORP COM 133766105 2 100 SH SHARED 01 100
D CAMINUS CORP COM 133766105 62 3100 SH SHARED 02 1800 1300
D CAMINUS CORP COM 133766105 0 22 SH SHARED 04 22
D CAMPBELL SOUP CO COM 134429109 126532 4114862 SH SHARED 01 3822974 291888
D CAMPBELL SOUP CO COM 134429109 765 24900 SH SHR/OTHR 01 6800 18100
D CAMPBELL SOUP CO COM 134429109 218 7100 SH SHARED 02 1200 5900
D CAMPBELL SOUP CO COM 134429109 18058 587284 SH SHARED 04 587284
D CANADIAN PAC LTD NEW COM 135923100 393 17600 SH SHARED 04 17600
D CANADIAN NATL RY CO COM 136375102 82 3094 SH SHARED 01 3094
D CANADIAN NATL RY CO COM 136375102 53 2000 SH SHARED 02 2000
D CANADIAN NATL RY CO COM 136375102 48 1800 SH SHARED 04 1800
D CANADIAN OCCIDENTAL PETE LTD COM 136420106 76 3300 SH SHARED 04 3300
D CANANDAIGUA BRANDS INC CL B 137219101 104 2400 SH SHARED 01 2400
D CANANDAIGUA BRANDS INC CL A 137219200 1850 36282 SH SHARED 01 36282
D CANANDAIGUA BRANDS INC CL A 137219200 143 2810 SH SHARED 02 2810
D CANANDAIGUA BRANDS INC CL A 137219200 581 11400 SH SHARED 04 11400
D CANDIES INC COM 137409108 24 12400 SH SHARED 01 12400
D CANNONDALE CORP COM 137798104 0 100 SH SHARED 01 100
D CANON INC ADR 138006309 3 90 SH SHARED 01 90
D CANTEL INDS INC COM 138098108 50 8500 SH SHARED 01 8500
D CAPITAL CITY BK GROUP INC COM 139674105 121 6200 SH SHARED 01 6200
D CAPITAL CITY BK GROUP INC COM 139674105 49 2500 SH SHARED 04 2500
D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 2337 194800 SH SHARED 01 49274 145526
D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 166 13900 SH SHARED 04 13900
D CAPITAL CROSSING BK COM 140071101 8 800 SH SHARED 01 800
D CAPITAL ONE FINL CORP COM 14040H105 107934 2251587 SH SHARED 01 1918021 333566
D CAPITAL ONE FINL CORP COM 14040H105 740 15444 SH SHR/OTHR 01 15444
D CAPITAL ONE FINL CORP COM 14040H105 1192 24874 SH SHARED 02 4000 20874
D CAPITAL ONE FINL CORP COM 14040H105 14123 294621 SH SHARED 04 294621
D CAPITAL ONE FINL CORP COM 14040H105 512 10700 SH SHARED 05 10700
D CAPITAL ONE FINL CORP COM 14040H105 29112 607300 SH SHARED 06 607300
D CAPITAL PPTYS INC R I COM 140430109 11 1400 SH SHARED 01 1400
D CAPITAL SR LIVING CORP COM 140475104 125 40300 SH SHARED 01 40300
D CAPITAL SR LIVING CORP COM 140475104 14 4500 SH SHARED 04 4500
D CAPITAL SOUTHWEST CORP COM 140501107 10 200 SH SHARED 01 200
D CAPITOL FED FINL COM 14057C106 1203 127500 SH SHARED 01 127500
D CAPITOL FED FINL COM 14057C106 1065 112900 SH SHARED 04 112900
D CAPROCK COMMUNICATIONS CORP COM 140667106 12152 248000 SH SHARED 01 69700 178300
D CAPROCK COMMUNICATIONS CORP COM 140667106 676 13810 SH SHARED 04 13810
D CAPSTEAD MTG CORP COM 14067E100 1385 357463 SH SHARED 01 121153 236310
D CAPSTEAD MTG CORP COM 14067E100 2 600 SH SHR/OTHR 01 600
D CAPSTEAD MTG CORP COM 14067E100 91 23600 SH SHARED 04 23600
D CARBIDE/GRAPHITE GROUP INC COM 140777103 28 5900 SH SHARED 01 5900
D CARBIDE/GRAPHITE GROUP INC COM 140777103 64 13500 SH SHARED 02 13500
D CARBO CERAMICS INC COM 140781105 303 10800 SH SHARED 01 10800
D CARBO CERAMICS INC COM 140781105 59 2100 SH SHARED 04 2100
D CARAUSTAR INDS INC COM 140909102 2274 161061 SH SHARED 01 73561 87500
D CARAUSTAR INDS INC COM 140909102 151 10700 SH SHARED 04 10700
D CAPSTAR HOTEL CO SUB NT CV4.75%04 140918AC7 1005 1500000 PRN SHARED 04 1500000
D CARDINAL HEALTH INC COM 14149Y108 140472 3062080 SH SHARED 01 2591749 470331
D CARDINAL HEALTH INC COM 14149Y108 117 2564 SH SHR/OTHR 01 249 2315
D CARDINAL HEALTH INC COM 14149Y108 74 1617 SH SHARED 02 321 1296
D CARDINAL HEALTH INC COM 14149Y108 19039 415019 SH SHARED 04 415019
D CARDINAL HEALTH INC COM 14149Y108 275 6000 SH SHARED 05 6000
D CAREDATA COM INC COM 14166W100 34 4500 SH SHARED 01 4500
D CAREER EDUCATION CORP COM 141665109 531 15196 SH SHARED 01 15196
D CAREER EDUCATION CORP COM 141665109 350 10000 SH SHARED 04 10000
D CAREERBUILDER INC COM 141684100 1101 267100 SH SHARED 01 19200 247900
D CAREERBUILDER INC COM 141684100 8 2000 SH SHARED 04 2000
D CAREINSITE INC COM 14170M106 285 12200 SH SHARED 01 12200
D CAREINSITE INC COM 14170M106 2367 101280 SH SHARED 04 101280
D CAREMARK RX INC COM 141705103 4359 1041208 SH SHARED 01 380963 660245
D CAREMARK RX INC COM 141705103 3 907 SH SHR/OTHR 01 907
D CAREMARK RX INC COM 141705103 9 2265 SH SHARED 02 2265
D CAREMARK RX INC COM 141705103 347 83000 SH SHARED 04 83000
D CAREMATRIX CORP COM 141706101 20 15500 SH SHARED 01 15500
D CAREMATRIX CORP COM 141706101 0 250 SH SHARED 02 250
D CAREMATRIX CORP COM 141706101 5 4200 SH SHARED 04 4200
D CAREY DIVERSIFIED LLC COM 14174P105 4 300 SH SHARED 01 300
D CAREY INTERNATIONAL INC COM 141750109 346 20400 SH SHARED 01 20400
D CAREY INTERNATIONAL INC COM 141750109 69 4100 SH SHARED 04 4100
D CARIBINER INTL INC COM 141888107 4 2700 SH SHARED 01 2700
D CARLISLE COS INC COM 142339100 6000 150000 SH SHARED 01 68700 81300
D CARLISLE COS INC COM 142339100 562 14074 SH SHARED 04 14074
D CARLISLE COS INC COM 142339100 124 3100 SH SHARED 05 3100
D CARLTON COMMUNICATIONS PLC ADR 142872209 76 1300 SH SHARED 04 1300
D CARMEL CONTAINER SYS LTD ORD 143269108 0 100 SH SHARED 01 100
D CARMIKE CINEMAS INC CL A 143436103 370 68180 SH SHARED 01 31000 37180
D CARMIKE CINEMAS INC CL A 143436103 20 3800 SH SHARED 04 3800
D CARNIVAL CORP COM 143658102 115250 4644944 SH SHARED 01 4589878 55066
D CARNIVAL CORP COM 143658102 450 18150 SH SHR/OTHR 01 12050 6100
D CARNIVAL CORP COM 143658102 17672 712263 SH SHARED 04 712263
D CARNIVAL CORP COM 143658102 421 17000 SH SHARED 05 17000
D CAROLINA FIRST BANCSHARES INC COM 143875102 15 550 SH SHARED 02 550
D CAROLINA FIRST CORP COM 143877108 760 57955 SH SHARED 01 57955
D CAROLINA FIRST CORP COM 143877108 140 10700 SH SHARED 04 10700
D CARRIAGE SVCS INC CL A 143905107 88 21700 SH SHARED 01 21700
D CARRIAGE SVCS INC CL A 143905107 18 4600 SH SHARED 04 4600
D CAROLINA PWR & LT CO COM 144141108 53064 1635920 SH SHARED 01 1341248 294672
D CAROLINA PWR & LT CO COM 144141108 122 3770 SH SHR/OTHR 01 1500 2270
D CAROLINA PWR & LT CO COM 144141108 313 9671 SH SHARED 02 1000 8671
D CAROLINA PWR & LT CO COM 144141108 7442 229453 SH SHARED 04 229453
D CAROLINA PWR & LT CO COM 144141108 110 3400 SH SHARED 05 3400
D CARPENTER TECHNOLOGY CORP COM 144285103 2692 129354 SH SHARED 01 66717 62637
D CARPENTER TECHNOLOGY CORP COM 144285103 26 1272 SH SHARED 02 1272
D CARPENTER TECHNOLOGY CORP COM 144285103 444 21351 SH SHARED 04 21351
D CARPENTER TECHNOLOGY CORP COM 144285103 39 1900 SH SHARED 05 1900
D CARRAMERICA RLTY CORP COM 144418100 5161 242900 SH SHARED 01 81900 161000
D CARRAMERICA RLTY CORP COM 144418100 74 3500 SH SHR/OTHR 01 3500
D CARRAMERICA RLTY CORP COM 144418100 443 20874 SH SHARED 04 20874
D CARREKER ANTINORI INC COM 144433109 6114 484346 SH SHARED 01 242173 242173
D CARRIER ACCESS CORP COM 144460102 6182 116100 SH SHARED 01 38300 77800
D CARRIER ACCESS CORP COM 144460102 213 4000 SH SHARED 04 4000
D CARRIER1 INTL S A ADR 144500303 96 5000 SH SHARED 04 5000
D CARTER WALLACE INC COM 146285101 5395 287742 SH SHARED 01 114283 173459
D CARTER WALLACE INC COM 146285101 539 28794 SH SHARED 04 28794
D CARTER WALLACE INC COM 146285101 86 4600 SH SHARED 05 4600
D CASCADE NAT GAS CORP COM 147339105 168 10450 SH SHARED 01 10450
D CASCADE NAT GAS CORP COM 147339105 72 4500 SH SHARED 04 4500
D CASELLA WASTE SYS INC CL A 147448104 106 14200 SH SHARED 01 14200
D CASELLA WASTE SYS INC CL A 147448104 31 4200 SH SHARED 04 4200
D CASEYS GEN STORES INC COM 147528103 4157 382302 SH SHARED 01 192786 189516
D CASEYS GEN STORES INC COM 147528103 597 54900 SH SHARED 04 54900
D CASH AMER INTL INC COM 14754D100 506 40740 SH SHARED 01 40740
D CASH AMER INTL INC COM 14754D100 2 200 SH SHARED 02 200
D CASH AMER INTL INC COM 14754D100 131 10600 SH SHARED 04 10600
D CASTLE A M & CO COM 148411101 1504 120357 SH SHARED 01 50168 70189
D CASTLE A M & CO COM 148411101 56 4500 SH SHARED 04 4500
D CASTLE & COOKE INC NEW COM 148433105 6223 370155 SH SHARED 01 68924 301231
D CASTLE & COOKE INC NEW COM 148433105 90 5400 SH SHARED 04 5400
D CATALINA MARKETING CORP COM 148867104 16149 159500 SH SHARED 01 36300 123200
D CATALINA MARKETING CORP COM 148867104 95 948 SH SHARED 04 948
D CATALYST INTL INC COM 14887T105 73 5700 SH SHARED 01 5700
D CATALYTICA INC COM 148885106 1498 102919 SH SHARED 01 102919
D CATALYTICA INC COM 148885106 21 1500 SH SHR/OTHR 01 1500
D CATALYTICA INC COM 148885106 302 20800 SH SHARED 02 20800
D CATALYTICA INC COM 148885106 5240 359900 SH SHARED 04 359900
D CATAPULT COMMUNICATIONS CORP COM 149016107 3122 306500 SH SHARED 01 52400 254100
D CATAPULT COMMUNICATIONS CORP COM 149016107 20 2000 SH SHARED 04 2000
D CATELLUS DEV CORP COM 149111106 6972 502516 SH SHARED 01 138901 363615
D CATELLUS DEV CORP COM 149111106 56 4054 SH SHARED 02 318 3736
D CATELLUS DEV CORP COM 149111106 7306 526604 SH SHARED 04 526604
D CATERPILLAR INC DEL COM 149123101 155515 3943383 SH SHARED 01 3370204 573179
D CATERPILLAR INC DEL COM 149123101 698 17700 SH SHR/OTHR 01 17700
D CATERPILLAR INC DEL COM 149123101 312 7915 SH SHARED 02 2200 5715
D CATERPILLAR INC DEL COM 149123101 28115 712931 SH SHARED 04 712931
D CATERPILLAR INC DEL COM 149123101 575 14600 SH SHARED 05 14600
D CATHAY BANCORP INC COM 149150104 561 12200 SH SHARED 01 12200
D CATHAY BANCORP INC COM 149150104 165 3600 SH SHARED 04 3600
D CATO CORP NEW CL A 149205106 3190 271500 SH SHARED 01 79900 191600
D CATO CORP NEW CL A 149205106 75 6400 SH SHARED 04 6400
D CAVALIER HOMES INC COM 149507105 2 731 SH SHARED 01 731
D CAVALIER HOMES INC COM 149507105 355 123800 SH SHARED 04 123800
D CEDAR FAIR L P DEPOSITRY UNIT 150185106 43 2200 SH SHARED 01 2200
D CEDAR FAIR L P DEPOSITRY UNIT 150185106 61 3100 SH SHARED 02 3100
D CELADON GROUP INC COM 150838100 139 5400 SH SHARED 01 5400
D CELL GENESYS INC COM 150921104 11237 527300 SH SHARED 01 527300
D CELL GENESYS INC COM 150921104 19 900 SH SHARED 04 900
D CELLSTAR CORP SUB NT CONV 5%02 150925AC9 11874 16200000 PRN SHARED 04 16200000
D CELLSTAR CORP COM 150925105 343 42951 SH SHARED 01 42951
D CELLSTAR CORP COM 150925105 138 17359 SH SHARED 04 17359
D CELERITEK INC COM 150926103 139 2200 SH SHARED 01 2200
D CELL THERAPEUTICS INC COM 150934107 121 5200 SH SHARED 01 5200
D CELESTICA INC SUB VTG SHS 15101Q108 5336 100570 SH SHARED 01 100570
D CELESTICA INC SUB VTG SHS 15101Q108 2263 42655 SH SHARED 02 9675 32980
D CELESTICA INC SUB VTG SHS 15101Q108 2886 54400 SH SHARED 04 54400
D CELESTIAL SEASONINGS INC COM 151016102 41 1200 SH SHARED 01 1200
D CELESTIAL SEASONINGS INC COM 151016102 6 200 SH SHARED 02 200
D CELESTIAL SEASONINGS INC COM 151016102 2729 79400 SH SHARED 04 79400
D CELGENE CORP COM 151020104 5115 51383 SH SHARED 01 38607 12776
D CELGENE CORP COM 151020104 726 7300 SH SHARED 04 7300
D CELL PATHWAYS INC NEW COM 15114R101 5611 163229 SH SHARED 01 42251 120978
D CELL PATHWAYS INC NEW COM 15114R101 68 2000 SH SHARED 02 2000
D CELL PATHWAYS INC NEW COM 15114R101 302 8800 SH SHARED 04 8800
D CELLEGY PHARMACEUTICALS INC COM 15115L103 5 800 SH SHARED 01 800
D CELLNET DATA SYS INC COM 15115M101 100 69800 SH SHARED 01 69800
D CELLNET DATA SYS INC COM 15115M101 57 40300 SH SHARED 04 40300
D CELLTECH GROUP PLC SPONSORED ADR 151158102 565 16264 SH SHARED 04 16264
D CELTRIX PHARMACEUTICALS INC COM 151186103 34 5000 SH SHARED 01 5000
D CELTRIX PHARMACEUTICALS INC COM 151186103 34 5000 SH SHR/OTHR 01 5000
D CEMEX S A WT EXP 121302 151290871 16 4799 SH SHARED 04 4799
D CEMEX S A SPON ADR 5 ORD 151290889 65 2897 SH SHARED 01 2897
D CEMEX S A SPON ADR 5 ORD 151290889 12 534 SH SHARED 02 534
D CEMEX S A SPON ADR 5 ORD 151290889 2194 97000 SH SHARED 04 97000
D CENDANT CORP COM 151313103 146247 7905268 SH SHARED 01 6741416 1163852
D CENDANT CORP COM 151313103 9 525 SH SHR/OTHR 01 525
D CENDANT CORP COM 151313103 1311 70881 SH SHARED 02 63494 7387
D CENDANT CORP COM 151313103 24316 1314397 SH SHARED 04 1314397
D CENDANT CORP COM 151313103 294 15900 SH SHARED 05 15900
D CENDANT CORP RT PUR PRIDES 151313111 2833 251900 SH SHARED 04 251900
D CENTENNIAL BANCORP COM 15133T104 226 23480 SH SHARED 01 23480
D CENTENNIAL BANCORP COM 15133T104 78 8200 SH SHARED 04 8200
D CENTENNIAL COMMUNCTNS CORP NEW CL A NEW 15133V208 218 9000 SH SHARED 01 9000
D CENTENNIAL COMMUNCTNS CORP NEW CL A NEW 15133V208 734 30228 SH SHARED 04 30228
D CENTER TR INC SD CV 7.5%01 151845AA2 230 250000 PRN SHARED 04 250000
D CENTER TR INC CENTER TR INC 151845104 215 33800 SH SHARED 01 33800
D CENTER TR INC CENTER TR INC 151845104 305 47863 SH SHARED 02 47000 863
D CENTER TR INC CENTER TR INC 151845104 63 10000 SH SHARED 04 10000
D CENTERPOINT PPTYS TR SH BEN INT 151895109 1311 36000 SH SHARED 01 36000
D CENTERPOINT PPTYS TR SH BEN INT 151895109 160 4400 SH SHR/OTHR 01 4400
D CENTERPOINT PPTYS TR SH BEN INT 151895109 644 17700 SH SHARED 04 17700
D CENTEX CONSTRUCTION PRODUCTS COM 15231R109 328 12500 SH SHARED 01 12500
D CENTEX CONSTRUCTION PRODUCTS COM 15231R109 89 3400 SH SHARED 04 3400
D CENTEX CORP COM 152312104 16189 679906 SH SHARED 01 567389 112517
D CENTEX CORP COM 152312104 1737 72948 SH SHARED 04 72948
D CENTEX CORP COM 152312104 164 6900 SH SHARED 05 6900
D CENTRA SOFTWARE INC COM 15234X103 54 2610 SH SHARED 01 2610
D CENTRA SOFTWARE INC COM 15234X103 10 500 SH SHARED 02 500
D CENTRAL & SOUTH WEST CORP COM 152357109 42200 2464257 SH SHARED 01 2083384 380873
D CENTRAL & SOUTH WEST CORP COM 152357109 550 32120 SH SHR/OTHR 01 30520 1600
D CENTRAL & SOUTH WEST CORP COM 152357109 85 5013 SH SHARED 02 5013
D CENTRAL & SOUTH WEST CORP COM 152357109 8393 490124 SH SHARED 04 490124
D CENTRAL & SOUTH WEST CORP COM 152357109 82 4800 SH SHARED 05 4800
D CENTRAL EUROPEAN VALUE FD INC COM 153455100 1086 80100 SH SHARED 04 80100
D CENTRAL GARDEN & PET CO COM 153527106 375 38032 SH SHARED 01 38032
D CENTRAL GARDEN & PET CO COM 153527106 19 2000 SH SHARED 02 2000
D CENTRAL GARDEN & PET CO COM 153527106 82 8312 SH SHARED 04 8312
D CENTRAL NEWSPAPERS INC CL A 154647101 4190 125320 SH SHARED 01 44073 81247
D CENTRAL NEWSPAPERS INC CL A 154647101 396 11860 SH SHARED 04 11860
D CENTRAL PKG CORP COM 154785109 380 19000 SH SHARED 01 19000
D CENTRAL PKG CORP COM 154785109 100 5000 SH SHARED 04 5000
D CENTRAL SECS CORP COM 155123102 25 749 SH SHARED 01 749
D CENTRAL SECS CORP COM 155123102 47 1400 SH SHARED 04 1400
D CENTRAL VT PUB SVC CORP COM 155771108 7 700 SH SHARED 01 700
D CENTURA BKS INC COM 15640T100 6091 132967 SH SHARED 01 48226 84741
D CENTURA BKS INC COM 15640T100 80 1763 SH SHARED 02 1763
D CENTURA BKS INC COM 15640T100 113 2472 SH SHARED 04 2472
D CENTURA SOFTWARE CORP COM 15640W103 117 11404 SH SHARED 01 11404
D CENTURY ALUM CO COM 156431108 266 19400 SH SHARED 04 19400
D CENTURY BUSINESS SVCS INC COM 156490104 298 102870 SH SHARED 01 102870
D CENTURY BUSINESS SVCS INC COM 156490104 5 2000 SH SHARED 02 2000
D CENTURY BUSINESS SVCS INC COM 156490104 85 29400 SH SHARED 04 29400
D CENTURY SOUTH BKS INC COM 156683104 350 16700 SH SHARED 01 16700
D CENTURY SOUTH BKS INC COM 156683104 90 4300 SH SHARED 04 4300
D CENTURYTEL INC COM 156700106 56148 1512414 SH SHARED 01 1248285 264129
D CENTURYTEL INC COM 156700106 18 500 SH SHR/OTHR 01 500
D CENTURYTEL INC COM 156700106 6668 179616 SH SHARED 04 179616
D CENTURYTEL INC COM 156700106 118 3200 SH SHARED 05 3200
D CEPHALON INC COM 156708109 5295 141200 SH SHARED 01 85500 55700
D CEPHALON INC COM 156708109 18 500 SH SHARED 02 500
D CEPHALON INC COM 156708109 480 12800 SH SHARED 04 12800
D CERIDIAN CORP COM 15677T106 36484 1901532 SH SHARED 01 1643464 258068
D CERIDIAN CORP COM 15677T106 1648 85940 SH SHR/OTHR 01 36650 49290
D CERIDIAN CORP COM 15677T106 3323 173201 SH SHARED 04 173201
D CERIDIAN CORP COM 15677T106 40 2100 SH SHARED 05 2100
D CERNER CORP COM 156782104 1697 62883 SH SHARED 01 62883
D CERNER CORP COM 156782104 15 570 SH SHARED 02 570
D CERNER CORP COM 156782104 294 10900 SH SHARED 04 10900
D CERPROBE CORP COM 156787103 80 5400 SH SHARED 02 5400
D CERUS CORP COM 157085101 559 11595 SH SHARED 02 11395 200
D CERUS CORP COM 157085101 2 50 SH SHARED 04 50
D CHALONE WINE GROUP LTD COM 157639105 2 310 SH SHARED 02 310
D CHAMPION ENTERPRISES INC COM 158496109 2171 377596 SH SHARED 01 128068 249528
D CHAMPION ENTERPRISES INC COM 158496109 32 5700 SH SHR/OTHR 01 5700
D CHAMPION ENTERPRISES INC COM 158496109 97 16900 SH SHARED 04 16900
D CHAMPION INTL CORP COM 158525105 57518 1080161 SH SHARED 01 921437 158724
D CHAMPION INTL CORP COM 158525105 16 310 SH SHR/OTHR 01 310
D CHAMPION INTL CORP COM 158525105 125 2350 SH SHARED 02 300 2050
D CHAMPION INTL CORP COM 158525105 10406 195433 SH SHARED 04 195433
D CHAMPION INTL CORP COM 158525105 1634 30700 SH SHARED 05 30700
D CHAMPIONSHIP AUTO RACING TEAM COM 158711101 7770 353200 SH SHARED 01 353200
D CHAMPIONSHIP AUTO RACING TEAM COM 158711101 90 4100 SH SHARED 04 4100
D CHAMPS ENTMT INC DEL COM 158787101 437 100000 SH SHARED 04 100000
D CHANNELL COML CORP COM 159186105 1 100 SH SHARED 01 100
D CHAPARRAL RES INC COM PAR $0.10N 159420306 3 387 SH SHARED 01 387
D CHARLES RIVER ASSOCIATES COM 159852102 2377 122300 SH SHARED 01 122300
D CHARLES RIVER ASSOCIATES COM 159852102 38 2000 SH SHR/OTHR 01 2000
D CHARLES RIVER ASSOCIATES COM 159852102 56 2900 SH SHARED 04 2900
D CHARTER ONE FINL INC COM 160903100 23489 1118547 SH SHARED 01 807402 311145
D CHARTER ONE FINL INC COM 160903100 124 5916 SH SHARED 02 1508 4408
D CHARTER ONE FINL INC COM 160903100 2445 116471 SH SHARED 04 116471
D CHARTER ONE FINL INC COM 160903100 546 26000 SH SHARED 05 26000
D CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 402 33200 SH SHARED 01 33200
D CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 103 8500 SH SHARED 04 8500
D CHARMING SHOPPES INC COM 161133103 3660 643654 SH SHARED 01 236568 407086
D CHARMING SHOPPES INC COM 161133103 234 41300 SH SHARED 04 41300
D CHART INDS INC COM 16115Q100 58 18275 SH SHARED 01 18275
D CHART INDS INC COM 16115Q100 21 6700 SH SHARED 04 6700
D CHARTER COMMUNICATIONS INC DEL CL A 16117M107 2578 179950 SH SHARED 01 179950
D CHARTER COMMUNICATIONS INC DEL CL A 16117M107 4298 300008 SH SHARED 02 299508 500
D CHARTER COMMUNICATIONS INC DEL CL A 16117M107 247 17300 SH SHARED 04 17300
D CHARTER COMMUNICATIONS INC DEL CL A 16117M107 90 6300 SH SHARED 05 6300
D CHASE MANHATTAN CORP NEW COM 16161A108 876584 10054079 SH SHARED 01 8466645 1587434
D CHASE MANHATTAN CORP NEW COM 16161A108 12736 146086 SH SHR/OTHR 01 106664 39422
D CHASE MANHATTAN CORP NEW COM 16161A108 2417 27731 SH SHARED 02 1645 26086
D CHASE MANHATTAN CORP NEW COM 16161A108 202584 2323566 SH SHARED 04 2323451 115
D CHASE MANHATTAN CORP NEW COM 16161A108 2336 26800 SH SHARED 05 26800
D CHATEAU CMNTYS INC COM 161726104 933 36605 SH SHARED 01 36605
D CHATEAU CMNTYS INC COM 161726104 224 8800 SH SHARED 04 8800
D CHATTEM INC COM 162456107 218 15451 SH SHARED 01 15451
D CHATTEM INC COM 162456107 21 1500 SH SHARED 02 1500
D CHATTEM INC COM 162456107 57 4100 SH SHARED 04 4100
D CHEAP TICKETS INC COM 162672109 1294 91650 SH SHARED 01 17550 74100
D CHEAP TICKETS INC COM 162672109 25 1800 SH SHARED 04 1800
D CHECKERS DRIVE-IN RESTAURANTS WT EXP 122200 162809115 0 90 SH SHARED 01 90
D CHECKERS DRIVE-IN RESTAURANTS COM NEW 162809305 14 6964 SH SHARED 02 6964
D CHECKFREE HLDGS CORP SUB NT CV 144A06 162816AA0 13115 11805000 PRN SHARED 04 11805000
D CHECKFREE HLDGS CORP COM 162816102 14114 200200 SH SHARED 01 117802 82398
D CHECKFREE HLDGS CORP COM 162816102 341 4840 SH SHARED 02 1750 3090
D CHECKFREE HLDGS CORP COM 162816102 1442 20461 SH SHARED 04 20461
D CHECKFREE HLDGS CORP COM 162816102 486 6900 SH SHARED 05 6900
D CHECKPOINT SYS INC SB DB CV 5.25%05 162825AB9 2408 3500000 PRN SHARED 04 3500000
D CHECKPOINT SYS INC COM 162825103 2515 300400 SH SHARED 01 106389 194011
D CHECKPOINT SYS INC COM 162825103 3822 456450 SH SHARED 02 52250 404200
D CHECKPOINT SYS INC COM 162825103 99 11900 SH SHARED 04 11900
D CHEESECAKE FACTORY INC COM 163072101 2285 54900 SH SHARED 01 54900
D CHEESECAKE FACTORY INC COM 163072101 382 9200 SH SHARED 04 9200
D CHELSEA GCA RLTY INC COM 163262108 3163 109100 SH SHARED 01 45450 63650
D CHELSEA GCA RLTY INC COM 163262108 44 1550 SH SHR/OTHR 01 300 1250
D CHELSEA GCA RLTY INC COM 163262108 188 6500 SH SHARED 04 6500
D CHEMED CORP COM 163596109 2073 69100 SH SHARED 01 31800 37300
D CHEMED CORP COM 163596109 6 200 SH SHARED 02 200
D CHEMED CORP COM 163596109 201 6700 SH SHARED 04 6700
D CHEMFIRST INC COM 16361A106 4638 238650 SH SHARED 01 55473 183177
D CHEMFIRST INC COM 16361A106 21 1100 SH SHR/OTHR 01 1100
D CHEMFIRST INC COM 16361A106 16671 857700 SH SHARED 04 857700
D CHEMFAB CORP COM 16361L102 2 150 SH SHARED 01 150
D CHEMICAL FINL CORP COM 163731102 504 22814 SH SHARED 01 22814
D CHEMICAL FINL CORP COM 163731102 132 6000 SH SHARED 04 6000
D CHERRY CORP COM NEW 164541401 3 200 SH SHARED 01 200
D CHESAPEAKE CORP COM 165159104 2642 89383 SH SHARED 01 66188 23195
D CHESAPEAKE CORP COM 165159104 469 15881 SH SHARED 04 15881
D CHESAPEAKE CORP COM 165159104 53 1800 SH SHARED 05 1800
D CHESAPEAKE ENERGY CORP COM 165167107 1066 328215 SH SHARED 01 113148 215067
D CHESAPEAKE ENERGY CORP COM 165167107 103 31900 SH SHARED 04 31900
D CHESAPEAKE ENERGY CORP PFD CONV 7% 165167305 521 14000 SH SHARED 04 14000
D CHESAPEAKE UTILS CORP COM 165303108 1 100 SH SHARED 01 100
D CHESTER VALLEY BANCORP COM 166335109 4 322 SH SHARED 01 322
D CHEVRON CORPORATION COM 166751107 707749 7656562 SH SHARED 01 6540333 1116229
D CHEVRON CORPORATION COM 166751107 8855 95805 SH SHR/OTHR 01 47501 48304
D CHEVRON CORPORATION COM 166751107 1993 21562 SH SHARED 02 8598 12964
D CHEVRON CORPORATION COM 166751107 77174 834888 SH SHARED 04 834888
D CHEVRON CORPORATION COM 166751107 1922 20800 SH SHARED 05 20800
D CHEVRON CORPORATION COM 166751107 25420 275000 SH SHARED 06 275000
D CHICAGO RIVET & MACH CO COM 168088102 4 200 SH SHARED 01 200
D CHICAGO TITLE CORP COM 168228104 0 8300 SH SHARED 04 8300
D CHICOS FAS INC COM 168615102 502 29644 SH SHARED 01 29644
D CHICOS FAS INC COM 168615102 96 5700 SH SHARED 04 5700
D CHIEF CONS MNG CO COM 168628105 35 14000 SH SHARED 01 14000
D CHIEFTAIN INTL INC COM 16867C101 1768 87900 SH SHARED 01 87900
D CHIEFTAIN INTL FDG CORP PFD CV $1.8125 168672202 27 1000 SH SHR/OTHR 01 1000
D CHILE FD INC COM 168834109 1066 98100 SH SHARED 04 98100
D CHILDRENS PL RETAIL STORES INC COM 168905107 356 25000 SH SHARED 01 25000
D CHILDRENS PL RETAIL STORES INC COM 168905107 1624 114000 SH SHARED 02 101000 13000
D CHILDRENS PL RETAIL STORES INC COM 168905107 98 6900 SH SHARED 04 6900
D CHINA EASTN AIRLS LTD SPON ADR CL H 16937R104 6 700 SH SHARED 04 700
D CHINA TELECOM HONG KONG LTD SPONSORED ADR 169428109 177 1000 SH SHARED 02 1000
D CHINA TELECOM HONG KONG LTD SPONSORED ADR 169428109 336 1900 SH SHARED 04 1900
D CHOICE HOTELS INTL INC COM 169905106 949 65748 SH SHARED 01 65748
D CHOICE HOTELS INTL INC COM 169905106 346 24000 SH SHARED 04 24000
D CHIQUITA BRANDS INTL INC COM 170032106 1245 262268 SH SHARED 01 118522 143746
D CHIQUITA BRANDS INTL INC COM 170032106 273 57500 SH SHARED 04 57500
D CHIQUITA BRANDS INTL INC PFD CV B $3.75 170032502 653 31200 SH SHARED 04 31200
D CHIREX INC COM 170038103 422 21961 SH SHARED 01 21961
D CHIREX INC COM 170038103 111 5800 SH SHARED 04 5800
D CHIRON CORP SB CV ADJ 144A00 170040AB5 3 2000 PRN SHARED 04 2000
D CHIRON CORP COM 170040109 28534 572130 SH SHARED 01 388847 183283
D CHIRON CORP COM 170040109 239 4800 SH SHR/OTHR 01 4800
D CHIRON CORP COM 170040109 92 1848 SH SHARED 02 948 900
D CHIRON CORP COM 170040109 4790 96060 SH SHARED 04 96060
D CHIRON CORP COM 170040109 952 19100 SH SHARED 05 19100
D CHITTENDEN CORP COM 170228100 1222 41179 SH SHARED 01 41179
D CHITTENDEN CORP COM 170228100 353 11900 SH SHARED 04 11900
D CHOICE ONE COMMUNICATION INC COM 17038P104 119 3360 SH SHARED 01 3360
D CHOICE ONE COMMUNICATION INC COM 17038P104 10 300 SH SHARED 02 300
D CHOICEPOINT INC COM 170388102 9654 258311 SH SHARED 01 116983 141328
D CHOICEPOINT INC COM 170388102 320 8574 SH SHR/OTHR 01 5854 2720
D CHOICEPOINT INC COM 170388102 560 15000 SH SHARED 04 15000
D CHORDIANT SOFTWARE INC COM 170404107 63 3910 SH SHARED 01 3910
D CHRIS CRAFT INDS INC COM 170520100 6589 103461 SH SHARED 01 80938 22523
D CHRIS CRAFT INDS INC COM 170520100 68 1070 SH SHARED 02 1070
D CHRIS CRAFT INDS INC COM 170520100 1303 20462 SH SHARED 04 20462
D CHRIS CRAFT INDS INC COM 170520100 229 3607 SH SHARED 05 3607
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 133592 1977339 SH SHARED 01 1662173 315166
D CHUBB CORP COM 171232101 1270 18800 SH SHR/OTHR 01 8300 10500
D CHUBB CORP COM 171232101 405 6007 SH SHARED 02 1100 4907
D CHUBB CORP COM 171232101 17877 264615 SH SHARED 04 264615
D CHURCH & DWIGHT INC COM 171340102 9030 525441 SH SHARED 01 180721 344720
D CHURCH & DWIGHT INC COM 171340102 430 25050 SH SHARED 02 50 25000
D CHURCH & DWIGHT INC COM 171340102 609 35435 SH SHARED 04 35435
D CHURCH & DWIGHT INC COM 171340102 72 4200 SH SHARED 05 4200
D CHURCHILL DOWNS INC COM 171484108 253 9619 SH SHARED 01 9619
D CHURCHILL DOWNS INC COM 171484108 48 1850 SH SHARED 02 1850
D CHURCHILL DOWNS INC COM 171484108 92 3500 SH SHARED 04 3500
D CHYRON CORP COM NEW 171605207 128 11700 SH SHARED 01 11700
D CHYRON CORP COM NEW 171605207 1408 128000 SH SHARED 02 128000
D CIBER INC COM 17163B102 7321 357127 SH SHARED 01 140187 216940
D CIBER INC COM 17163B102 442 21600 SH SHARED 04 21600
D CIDCO INC COM 171768104 17 3500 SH SHARED 01 3500
D CIDCO INC COM 171768104 86 16800 SH SHARED 02 16800
D CIDCO INC COM 171768104 104 20323 SH SHARED 04 20323
D CIENA CORP COM 171779101 75821 601165 SH SHARED 01 225573 375592
D CIENA CORP COM 171779101 126 1000 SH SHR/OTHR 01 550 450
D CIENA CORP COM 171779101 2652 21030 SH SHARED 02 12380 8650
D CIENA CORP COM 171779101 36593 290134 SH SHARED 04 290134
D CIENA CORP COM 171779101 1816 14400 SH SHARED 05 14400
D CIGNA INVTS SECS INC COM 17179X106 2 200 SH SHARED 02 200
D CIMA LABS INC COM 171796105 85 5000 SH SHARED 02 5000
D CINAR CORP SUB VTG SHS B 171905300 14 2000 SH SHARED 01 2000
D CINAR CORP SUB VTG SHS B 171905300 3 500 SH SHARED 02 500
D CINCINNATI FINL CORP COM 172062101 63358 1683952 SH SHARED 01 1411313 272639
D CINCINNATI FINL CORP COM 172062101 8794 233731 SH SHARED 04 233731
D CINCINNATI FINL CORP COM 172062101 109 2900 SH SHARED 05 2900
D CINERGY CORP COM 172474108 41687 1938960 SH SHARED 01 1609062 329898
D CINERGY CORP COM 172474108 182 8475 SH SHR/OTHR 01 8475
D CINERGY CORP COM 172474108 4554 211848 SH SHARED 04 211848
D CINERGY CORP COM 172474108 77 3600 SH SHARED 05 3600
D CIPRICO INC COM 172529109 79 7300 SH SHARED 01 7300
D CIRCLE INTL GROUP INC COM 172574105 1569 60378 SH SHARED 01 27907 32471
D CIRCLE INTL GROUP INC COM 172574105 72 2800 SH SHARED 02 1000 1800
D CIRCLE INTL GROUP INC COM 172574105 135 5218 SH SHARED 04 5218
D CIRCOR INTL INC COM 17273K109 58 4373 SH SHARED 01 4373
D CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 159264 2616250 SH SHARED 01 2241781 374469
D CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 51 850 SH SHARED 02 850
D CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 20800 341700 SH SHARED 04 341700
D CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 572 9400 SH SHARED 05 9400
D CISCO SYS INC COM 17275R102 6478805 83800773 SH SHARED 01 71114189 200 12686384
D CISCO SYS INC COM 17275R102 133017 1720530 SH SHR/OTHR 01 1006830 713700
D CISCO SYS INC COM 17275R102 102433 1324935 SH SHARED 02 805155 519780
D CISCO SYS INC COM 17275R102 778082 10064190 SH SHARED 04 10063180 1010
D CISCO SYS INC COM 17275R102 4136 53500 SH SHARED 05 53500
D CISCO SYS INC COM 17275R102 147147 1903290 SH SHARED 06 1903290
D CIRRUS LOGIC CORP COM 172755100 6878 376924 SH SHARED 01 224161 152763
D CIRRUS LOGIC CORP COM 172755100 986 54050 SH SHARED 04 54050
D CIRRUS LOGIC CORP COM 172755100 136 7500 SH SHARED 05 7500
D CITADEL COMMUNICATIONS CORP COM 172853202 1628 38606 SH SHARED 01 38606
D CITADEL COMMUNICATIONS CORP COM 172853202 400 9500 SH SHARED 04 9500
D CINTAS CORP COM 172908105 23597 602168 SH SHARED 01 378286 223882
D CINTAS CORP COM 172908105 58 1500 SH SHR/OTHR 01 1500
D CINTAS CORP COM 172908105 2841 72519 SH SHARED 04 72519
D CINTAS CORP COM 172908105 762 19450 SH SHARED 05 19450
D CITIGROUP INC COM 172967101 2412864 40298366 SH SHARED 01 33805659 6492707
D CITIGROUP INC COM 172967101 26450 441757 SH SHR/OTHR 01 198418 243339
D CITIGROUP INC COM 172967101 13373 223350 SH SHARED 02 60402 162948
D CITIGROUP INC COM 172967101 272863 4557218 SH SHARED 04 4556403 815
D CITIGROUP INC COM 172967101 6131 102400 SH SHARED 05 102400
D CITIGROUP INC COM 172967101 68870 1150245 SH SHARED 06 1150245
D CITIZENS BKG CORP MICH COM 174420109 1010 51821 SH SHARED 01 51821
D CITIZENS BKG CORP MICH COM 174420109 327 16800 SH SHARED 04 16800
D CITIZENS INC CL A 174740100 4 642 SH SHARED 01 642
D CITIZENS UTILS CO DEL CL B 177342201 11193 683586 SH SHARED 01 269604 413982
D CITIZENS UTILS CO DEL CL B 177342201 9 560 SH SHARED 02 560
D CITIZENS UTILS CO DEL CL B 177342201 497 30387 SH SHARED 04 30387
D CITRIX SYS INC COM 177376100 145618 2198019 SH SHARED 01 1936247 261772
D CITRIX SYS INC COM 177376100 212 3200 SH SHR/OTHR 01 3200
D CITRIX SYS INC COM 177376100 1029 15546 SH SHARED 02 14300 1246
D CITRIX SYS INC COM 177376100 10465 157971 SH SHARED 04 157971
D CITRIX SYS INC COM 177376100 510 7700 SH SHARED 05 7700
D CITY HLDG CO COM 177835105 327 27331 SH SHARED 01 27331
D CITY HLDG CO COM 177835105 82 6900 SH SHARED 04 6900
D CITY INVESTING CO LIQ TR UNIT BEN INT 177900107 216 169000 SH SHARED 04 169000
D CITY NATL CORP COM 178566105 12413 368503 SH SHARED 01 128148 240355
D CITY NATL CORP COM 178566105 21 650 SH SHR/OTHR 01 650
D CITY NATL CORP COM 178566105 1408 41804 SH SHARED 04 41804
D CITY NATL CORP COM 178566105 87 2600 SH SHARED 05 2600
D CLAIRES STORES INC COM 179584107 2616 130435 SH SHARED 01 123187 7248
D CLAIRES STORES INC COM 179584107 592 29541 SH SHARED 04 29541
D CLAIRES STORES INC COM 179584107 104 5200 SH SHARED 05 5200
D CLARCOR INC COM 179895107 3670 206762 SH SHARED 01 63700 143062
D CLARCOR INC COM 179895107 175 9900 SH SHARED 04 9900
D CLARENT CORP DEL COM 180461105 13717 152100 SH SHARED 01 152100
D CLARENT CORP DEL COM 180461105 6 75 SH SHR/OTHR 01 75
D CLARENT CORP DEL COM 180461105 1809 20060 SH SHARED 04 20060
D CLARENT CORP DEL COM 180461105 189 2100 SH SHARED 05 2100
D CLARK DICK PRODTNS INC COM 181512104 1 110 SH SHARED 01 110
D CLARUS CORP COM 182707109 169 2400 SH SHARED 01 2400
D CLARUS CORP COM 182707109 35 500 SH SHARED 02 500
D CLASSIC COMMUNICATIONS INC CL A 182728204 917 58254 SH SHARED 02 58254
D CLASSIC COMMUNICATIONS INC CL A 182728204 20 1300 SH SHARED 01 1300
D CLAYTON HOMES INC COM 184190106 6730 664737 SH SHARED 01 368324 296413
D CLAYTON HOMES INC COM 184190106 34 3404 SH SHARED 02 3404
D CLAYTON HOMES INC COM 184190106 646 63852 SH SHARED 04 63852
D CLAYTON HOMES INC COM 184190106 174 17200 SH SHARED 05 17200
D CLEAR CHANNEL COMMUNICATIONS COM 184502102 229954 3329678 SH SHARED 01 3070139 259539
D CLEAR CHANNEL COMMUNICATIONS COM 184502102 435 6300 SH SHR/OTHR 01 5700 600
D CLEAR CHANNEL COMMUNICATIONS COM 184502102 25961 375910 SH SHARED 02 302966 72944
D CLEAR CHANNEL COMMUNICATIONS COM 184502102 27545 398845 SH SHARED 04 398845
D CLEAR CHANNEL COMMUNICATIONS COM 184502102 669 9700 SH SHARED 05 9700
D CLEAR CHANNEL COMMUNICATIONS COM 184502102 925 13400 SH SHARED 06 13400
D CLEVELAND CLIFFS INC COM 185896107 1737 73556 SH SHARED 01 42776 30780
D CLEVELAND CLIFFS INC COM 185896107 267 11325 SH SHARED 04 11325
D CLEVELAND CLIFFS INC COM 185896107 23 1000 SH SHARED 05 1000
D CLICKACTION INC COM 18681E107 158 3200 SH SHARED 01 3200
D CLICK2LEARN COM INC COM 18681S106 108 7600 SH SHARED 01 7600
D CLICK2LEARN COM INC COM 18681S106 1652 115950 SH SHARED 02 115950
D CLOROX CO DEL COM 189054109 83910 2542740 SH SHARED 01 2227978 314762
D CLOROX CO DEL COM 189054109 120 3650 SH SHR/OTHR 01 3650
D CLOROX CO DEL COM 189054109 1007 30516 SH SHARED 02 29116 1400
D CLOROX CO DEL COM 189054109 11102 336445 SH SHARED 04 336095 350
D CLOSURE MED CORP COM 189093107 233 8900 SH SHARED 01 8900
D CLOSURE MED CORP COM 189093107 22 850 SH SHARED 02 850
D CLOSURE MED CORP COM 189093107 65 2500 SH SHARED 04 2500
D COACHMEN INDS INC COM 189873102 335 24200 SH SHARED 01 24200
D COACHMEN INDS INC COM 189873102 95 6900 SH SHARED 04 6900
D COAST FEDERAL LITIGATION TR RT 19034Q110 2 1600 SH SHARED 01 1600
D COAST FEDERAL LITIGATION TR RT 19034Q110 1 1000 SH SHARED 02 1000
D COAST FEDERAL LITIGATION TR RT 19034Q110 997 725280 SH SHARED 04 725280
D COASTAL BANCORP INC COM 19041P105 4 300 SH SHARED 01 300
D COASTAL CORP COM 190441105 105307 2289286 SH SHARED 01 2041124 248162
D COASTAL CORP COM 190441105 1875 40778 SH SHR/OTHR 01 6090 34688
D COASTAL CORP COM 190441105 645 14024 SH SHARED 02 6286 7738
D COASTAL CORP COM 190441105 27675 601631 SH SHARED 04 601631
D COASTAL CORP COM 190441105 220 4800 SH SHARED 05 4800
D COASTAL FINL CORP DEL COM 19046E105 17 1511 SH SHARED 01 1511
D COASTCAST CORP COM 19057T108 1 100 SH SHARED 01 100
D COBALT NETWORKS INC COM 19074R101 2035 43300 SH SHARED 01 43300
D COBALT NETWORKS INC COM 19074R101 56 1200 SH SHARED 02 500 700
D COCA COLA BOTTLING CO CONS COM 191098102 243 4591 SH SHARED 01 4591
D COCA COLA BOTTLING CO CONS COM 191098102 31 600 SH SHARED 04 600
D COCA COLA CO COM 191216100 1302709 27754417 SH SHARED 01 24304097 3450320
D COCA COLA CO COM 191216100 15936 339530 SH SHR/OTHR 01 268182 71348
D COCA COLA CO COM 191216100 2971 63305 SH SHARED 02 19633 43672
D COCA COLA CO COM 191216100 169001 3600596 SH SHARED 04 3600596
D COCA COLA CO COM 191216100 1074 22900 SH SHARED 05 22900
D COCA COLA ENTERPRISES INC COM 191219104 80924 3753109 SH SHARED 01 3614157 138952
D COCA COLA ENTERPRISES INC COM 191219104 45 2100 SH SHARED 02 400 1700
D COCA COLA ENTERPRISES INC COM 191219104 159281 7387142 SH SHARED 04 7387142
D COCA COLA ENTERPRISES INC COM 191219104 377 17500 SH SHARED 05 17500
D COCA-COLA FEMSA S A DE C V SPON ADR REP L 191241108 37 2000 SH SHARED 01 2000
D COCA-COLA FEMSA S A DE C V SPON ADR REP L 191241108 155 8400 SH SHARED 04 8400
D COEUR D ALENE MINES CORP IDAHO SB DB CV 7.25%05 192108AG3 5 10000 PRN SHARED 01 10000
D COEUR D ALENE MINES CORP IDAHO COM 192108108 78 26762 SH SHARED 04 26762
D COGNEX CORP COM 192422103 38936 674969 SH SHARED 01 613478 61491
D COGNEX CORP COM 192422103 1701 29500 SH SHARED 02 29500
D COGNEX CORP COM 192422103 1522 26400 SH SHARED 04 26400
D COGNOS INC COM 19244C109 1451 23200 SH SHARED 02 23200
D COGNOS INC COM 19244C109 2 38 SH SHARED 04 38
D COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 5131 82100 SH SHARED 01 20360 61740
D COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 156 2500 SH SHARED 04 2500
D COHEN & STEERS RLTY INCOME FD COM 19247P107 8 1250 SH SHARED 02 1250
D COHERENT INC COM 192479103 9218 177274 SH SHARED 01 75525 101749
D COHERENT INC COM 192479103 670 12900 SH SHARED 04 12900
D COHOES BANCORP INC COM 192513109 298 30000 SH SHARED 04 30000
D COHU INC COM 192576106 1570 37683 SH SHARED 01 37683
D COHU INC COM 192576106 608 14600 SH SHARED 04 14600
D COHU INC COM 192576106 125 3000 SH SHARED 05 3000
D COINMACH LAUNDRY CORP COM 19259L101 154 15500 SH SHARED 02 7500 8000
D COINSTAR INC COM 19259P300 420 33328 SH SHARED 01 33328
D COINSTAR INC COM 19259P300 105 8400 SH SHARED 04 8400
D COLDWATER CREEK INC COM 193068103 86 5100 SH SHARED 01 5100
D COLDWATER CREEK INC COM 193068103 18 1100 SH SHARED 04 1100
D COLE NATIONAL CORP NEW CL A 193290103 14 1800 SH SHARED 01 1800
D COLE KENNETH PRODTNS INC CL A 193294105 198 5050 SH SHARED 01 5050
D COLE KENNETH PRODTNS INC CL A 193294105 98 2500 SH SHARED 02 2500
D COLE KENNETH PRODTNS INC CL A 193294105 98 2500 SH SHARED 04 2500
D COLGATE PALMOLIVE CO COM 194162103 400012 7095574 SH SHARED 01 6096002 999572
D COLGATE PALMOLIVE CO COM 194162103 12605 223600 SH SHR/OTHR 01 135700 87900
D COLGATE PALMOLIVE CO COM 194162103 1647 29230 SH SHARED 02 13630 15600
D COLGATE PALMOLIVE CO COM 194162103 33828 600066 SH SHARED 04 599951 115
D COLLAGENEX PHARMACEUTICALS INC COM 19419B100 1679 104990 SH SHARED 02 67650 37340
D COLLAGENEX PHARMACEUTICALS INC COM 19419B100 729 45600 SH SHARED 03 45600
D COLLINS & AIKMAN CORP NEW COM 194830105 1122 197382 SH SHARED 01 125482 71900
D COLLINS & AIKMAN CORP NEW COM 194830105 144 25400 SH SHARED 04 25400
D COLONIAL BANCGROUP INC COM 195493309 1355 126104 SH SHARED 01 96020 30084
D COLONIAL BANCGROUP INC COM 195493309 572 53211 SH SHARED 04 53211
D COLONIAL DOWNS HLDGS INC CL A 19564H100 19 19000 SH SHARED 01 19000
D COLONIAL PPTYS TR COM SH BEN INT 195872106 1797 75700 SH SHARED 01 56216 19484
D COLONIAL PPTYS TR COM SH BEN INT 195872106 258 10900 SH SHARED 04 10900
D COLORADO BUSINESS BANKSHARES COM 196333108 24 1800 SH SHARED 01 1800
D COLORADO MEDTECH INC COM 19652U104 1 200 SH SHARED 01 200
D COLT TELECOM GROUP PLC SPONSORED ADR 196877104 1345 6800 SH SHARED 04 6800
D COLUMBIA ENERGY GROUP COM 197648108 53831 908550 SH SHARED 01 787581 120969
D COLUMBIA ENERGY GROUP COM 197648108 25491 430231 SH SHARED 04 430231
D COLUMBIA ENERGY GROUP COM 197648108 112 1900 SH SHARED 05 1900
D COLUMBIA/HCA HEALTHCARE CORP COM 197677107 153887 6079614 SH SHARED 01 5220389 859225
D COLUMBIA/HCA HEALTHCARE CORP COM 197677107 32 1300 SH SHARED 02 500 800
D COLUMBIA/HCA HEALTHCARE CORP COM 197677107 22116 873758 SH SHARED 04 873758
D COLUMBIA/HCA HEALTHCARE CORP COM 197677107 313 12400 SH SHARED 05 12400
D COLUMBIA LABS INC COM 197779101 4696 399727 SH SHARED 01 78527 321200
D COLUMBIA LABS INC COM 197779101 58 5000 SH SHARED 02 5000
D COLUMBIA LABS INC COM 197779101 112 9600 SH SHARED 04 9600
D COLUMBIA SPORTSWEAR CO COM 198516106 178 7300 SH SHARED 01 7300
D COLUMBIA SPORTSWEAR CO COM 198516106 88 3600 SH SHARED 04 3600
D COLUMBUS MCKINNON CORP N Y COM 199333105 270 20645 SH SHARED 01 20645
D COLUMBUS MCKINNON CORP N Y COM 199333105 3714 283000 SH SHARED 04 283000
D COMFORT SYS USA INC COM 199908104 224 35271 SH SHARED 01 35271
D COMFORT SYS USA INC COM 199908104 371 58220 SH SHARED 02 57720 500
D COMFORT SYS USA INC COM 199908104 569 89300 SH SHARED 04 89300
D COMARCO INC COM 200080109 3 100 SH SHARED 01 100
D COMCAST CORP CL A 200300101 540 13101 SH SHARED 01 10101 3000
D COMCAST CORP CL A 200300101 41 1000 SH SHR/OTHR 01 1000
D COMCAST CORP CL A 200300101 441 10700 SH SHARED 02 1700 9000
D COMCAST CORP CL A 200300101 5362 130000 SH SHARED 04 130000
D COMCAST CORP CL A SPL 200300200 495950 11434022 SH SHARED 01 9959479 1474543
D COMCAST CORP CL A SPL 200300200 10039 231466 SH SHR/OTHR 01 122731 108735
D COMCAST CORP CL A SPL 200300200 1966 45345 SH SHARED 02 6594 38751
D COMCAST CORP CL A SPL 200300200 45362 1045823 SH SHARED 04 1045558 265
D COMCAST CORP CL A SPL 200300200 1314 30300 SH SHARED 05 30300
D COMCAST CORP ZONES CV2% PCS 200300507 88633 702745 SH SHARED 04 702745
D COMDISCO INC COM 200336105 26818 607788 SH SHARED 01 351572 256216
D COMDISCO INC COM 200336105 4 100 SH SHARED 02 100
D COMDISCO INC COM 200336105 4621 104739 SH SHARED 04 104739
D COMDISCO INC COM 200336105 1535 34800 SH SHARED 05 34800
D COMERICA INC COM 200340107 72012 1719690 SH SHARED 01 1479732 239958
D COMERICA INC COM 200340107 31 750 SH SHR/OTHR 01 750
D COMERICA INC COM 200340107 59 1409 SH SHARED 02 621 788
D COMERICA INC COM 200340107 7810 186526 SH SHARED 04 186526
D COMERICA INC COM 200340107 6933 165570 SH SHARED 06 165570
D COMMERCE BANCORP INC NJ COM 200519106 2858 77268 SH SHARED 01 77268
D COMMERCE BANCORP INC NJ COM 200519106 0 20 SH SHARED 02 20
D COMMERCE BANCORP INC NJ COM 200519106 448 12115 SH SHARED 04 12115
D COMMERCE BANCSHARES INC COM 200525103 3039 97451 SH SHARED 01 64759 32692
D COMMERCE BANCSHARES INC COM 200525103 1321 42358 SH SHARED 04 42358
D COMMERCE BANCSHARES INC COM 200525103 200 6425 SH SHARED 05 6425
D COMMERCE GROUP INC MASS COM 200641108 2879 97600 SH SHARED 01 51119 46481
D COMMERCE GROUP INC MASS COM 200641108 10 368 SH SHARED 02 368
D COMMERCE GROUP INC MASS COM 200641108 1595 54100 SH SHARED 04 54100
D COMMERCE ONE INC DEL COM 200693109 1313 8800 SH SHARED 01 8800
D COMMERCE ONE INC DEL COM 200693109 2885 19332 SH SHARED 02 17238 2094
D COMMERCE ONE INC DEL COM 200693109 897 6014 SH SHARED 04 6014
D COMMERCE ONE INC DEL COM 200693109 59 400 SH SHARED 05 400
D COMMERCIAL FEDERAL CORPORATION COM 201647104 7836 471354 SH SHARED 01 157821 313533
D COMMERCIAL FEDERAL CORPORATION COM 201647104 62 3758 SH SHARED 04 3758
D COMMERCIAL FEDERAL CORPORATION COM 201647104 11 700 SH SHARED 05 700
D COMMERCIAL INTERTECH CORP COM 201709102 2540 129050 SH SHARED 01 36178 92872
D COMMERCIAL INTERTECH CORP COM 201709102 106 5400 SH SHARED 04 5400
D COMMERCIAL METALS CO COM 201723103 3500 126714 SH SHARED 01 38887 87827
D COMMERCIAL METALS CO COM 201723103 422 15300 SH SHARED 04 15300
D COMMERCIAL NET LEASE RLTY INC COM 202218103 486 46600 SH SHARED 01 46600
D COMMERCIAL NET LEASE RLTY INC COM 202218103 130 12500 SH SHARED 04 12500
D COMMODORE APPLIED TECH INC COM 202630109 25 15900 SH SHARED 01 15900
D COMMONWEALTH BANCORP INC COM 20268X102 284 22400 SH SHARED 01 22400
D COMMONWEALTH BANCORP INC COM 20268X102 62 4900 SH SHARED 04 4900
D COMMONWEALTH TEL ENTERPRISES COM 203349105 5851 124665 SH SHARED 01 41500 83165
D COMMONWEALTH TEL ENTERPRISES COM 203349105 323 6900 SH SHARED 04 6900
D COMMONWEALTH TEL ENTERPRISES CL B 203349204 6 133 SH SHARED 01 133
D COMMSCOPE INC COM 203372107 11893 260321 SH SHARED 01 138422 121899
D COMMSCOPE INC COM 203372107 127 2800 SH SHARED 02 2300 500
D COMMSCOPE INC COM 203372107 1562 34200 SH SHARED 04 34200
D COMMSCOPE INC COM 203372107 77 1700 SH SHARED 05 1700
D COMMUNICATION INTELLIGENCE NEW COM 20338K106 53 8900 SH SHARED 01 8900
D COMMUNICATION INTELLIGENCE NEW COM 20338K106 17 3000 SH SHARED 02 2000 1000
D COMMUNITY BK SYS INC COM 203607106 4 200 SH SHARED 01 200
D COMMUNITY FINL CORP ILL COM 20364V109 82 8900 SH SHARED 01 8900
D COMMUNITY FINL GROUP INC COM 20365M108 122 9100 SH SHARED 01 9100
D COMMUNICATIONS SYS INC COM 203900105 7 400 SH SHARED 01 400
D COMMUNITY FIRST BANKSHARES INC COM 203902101 8667 541741 SH SHARED 01 175071 366670
D COMMUNITY FIRST BANKSHARES INC COM 203902101 313 19600 SH SHARED 04 19600
D COMMUNITY TR BANCORP INC COM 204149108 334 18574 SH SHARED 01 18574
D COMMUNITY TR BANCORP INC COM 204149108 90 5000 SH SHARED 04 5000
D COMPANHIA BRASILEIRA DE DISTRB ADR 20440T201 196 5500 SH SHARED 04 5500
D COMPANHIA CERVEJARIA BRAHMA SPON ADR PFD 20440X103 204 12600 SH SHARED 01 12600
D COMPANHIA CERVEJARIA BRAHMA SPON ADR PFD 20440X103 6 400 SH SHARED 02 400
D COMPANHIA CERVEJARIA BRAHMA SPON ADR PFD 20440X103 697 42900 SH SHARED 04 42900
D COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 10 376 SH SHARED 01 263 113
D COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 66 2300 SH SHARED 04 2300
D COMPANIA CERVECERIAS UNIDAS SA SPONSORED ADR 204429104 104 4200 SH SHARED 01 4200
D COMPANIA CERVECERIAS UNIDAS SA SPONSORED ADR 204429104 776 31200 SH SHARED 04 31200
D COMPANIA DE MINAS BUENAVENTURA SPON ADR SER B 204448104 62 3580 SH SHARED 01 3580
D COMPANIA DE MINAS BUENAVENTURA SPON ADR SER B 204448104 40 2300 SH SHARED 04 2300
D COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW 204449300 260 11444 SH SHARED 01 11444
D COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW 204449300 771 33900 SH SHARED 04 33900
D COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW 204449300 270 11900 SH SHARED 05 11900
D COMPASS BANCSHARES INC COM 20449H109 8797 441273 SH SHARED 01 270317 170956
D COMPASS BANCSHARES INC COM 20449H109 1124 56385 SH SHARED 04 56385
D COMPASS BANCSHARES INC COM 20449H109 263 13200 SH SHARED 05 13200
D COMPAQ COMPUTER CORP COM 204493100 505916 18737664 SH SHARED 01 15957967 2779697
D COMPAQ COMPUTER CORP COM 204493100 3656 135424 SH SHR/OTHR 01 92500 42924
D COMPAQ COMPUTER CORP COM 204493100 2157 79902 SH SHARED 02 45780 34122
D COMPAQ COMPUTER CORP COM 204493100 122328 4530672 SH SHARED 04 4530672
D COMPAQ COMPUTER CORP COM 204493100 59 2200 SH SHARED 05 2200
D COMPLETE BUSINESS SOLUTIONS COM 20452F107 1151 51483 SH SHARED 01 51483
D COMPLETE BUSINESS SOLUTIONS COM 20452F107 227 10170 SH SHARED 04 10170
D COMPTEK RESH INC COM 204682108 5 400 SH SHARED 01 400
D COMPTEK RESH INC COM 204682108 13 1000 SH SHARED 02 1000
D COMPUCREDIT CORP COM 20478N100 162 4500 SH SHARED 01 4500
D COMPUCREDIT CORP COM 20478N100 119 3300 SH SHARED 04 3300
D COMPUCOM SYS INC COM 204780100 524 99891 SH SHARED 01 99891
D COMPUCOM SYS INC COM 204780100 103 19700 SH SHARED 04 19700
D COMPUTER ASSOC INTL INC COM 204912109 369055 6235422 SH SHARED 01 5552606 682816
D COMPUTER ASSOC INTL INC COM 204912109 4089 69088 SH SHR/OTHR 01 32687 36401
D COMPUTER ASSOC INTL INC COM 204912109 6364 107537 SH SHARED 02 53725 53812
D COMPUTER ASSOC INTL INC COM 204912109 63057 1065399 SH SHARED 04 1065399
D COMPUTER ASSOC INTL INC COM 204912109 195 3300 SH SHARED 05 3300
D COMPUTER NETWORK TECHNOLOGY CP COM 204925101 11770 672600 SH SHARED 01 557936 114664
D COMPUTER NETWORK TECHNOLOGY CP COM 204925101 171 9800 SH SHARED 04 9800
D COMPUTER LEARNING CTRS INC COM 205199102 7 4300 SH SHARED 01 4300
D COMPUTER MOTION INC COM 205253107 0 100 SH SHARED 01 100
D COMPUTER MOTION INC COM 205253107 352 37400 SH SHARED 02 37400
D COMPUTER OUTSOURCING SVCS INC COM 205265101 4 100 SH SHARED 02 100
D COMPUTER SCIENCES CORP COM 205363104 171458 2166928 SH SHARED 01 1835688 331240
D COMPUTER SCIENCES CORP COM 205363104 2655 33565 SH SHR/OTHR 01 13500 20065
D COMPUTER SCIENCES CORP COM 205363104 468 5916 SH SHARED 02 5916
D COMPUTER SCIENCES CORP COM 205363104 23697 299498 SH SHARED 04 299498
D COMPUTER TASK GROUP INC COM 205477102 468 42600 SH SHARED 01 42600
D COMPUTER TASK GROUP INC COM 205477102 220 20000 SH SHR/OTHR 01 20000
D COMPUTER TASK GROUP INC COM 205477102 146 13300 SH SHARED 04 13300
D COMPX INTERNATIONAL INC CL A 20563P101 1773 93050 SH SHARED 01 93050
D COMPX INTERNATIONAL INC CL A 20563P101 19 1000 SH SHARED 04 1000
D COMPUWARE CORP COM 205638109 78009 3703802 SH SHARED 01 3258733 445069
D COMPUWARE CORP COM 205638109 2 96 SH SHARED 02 96
D COMPUWARE CORP COM 205638109 10810 513280 SH SHARED 04 513280
D COMPUWARE CORP COM 205638109 189 9000 SH SHARED 05 9000
D COMSAT CORP COM SER 1 20564D107 3192 154797 SH SHARED 01 111661 43136
D COMSAT CORP COM SER 1 20564D107 27 1320 SH SHR/OTHR 01 1320
D COMSAT CORP COM SER 1 20564D107 6777 328604 SH SHARED 04 328604
D COMSAT CORP COM SER 1 20564D107 198 9600 SH SHARED 05 9600
D COMSTOCK RES INC COM NEW 205768203 18 3400 SH SHARED 02 3400
D COMTECH TELECOMMUNICATIONS CP COM NEW 205826209 81 4400 SH SHARED 01 4400
D COMVERSE TECHNOLOGY INC SUB NT CV 144A05 205862AF2 2185 500000 PRN SHARED 01 500000
D COMVERSE TECHNOLOGY INC SUB DB CV 4.5%05 205862AG0 15631 3577000 PRN SHARED 04 3577000
D COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 152354 806111 SH SHARED 01 717278 88833
D COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 154 817 SH SHR/OTHR 01 330 487
D COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 55 293 SH SHARED 02 293
D COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 6874 36375 SH SHARED 04 36375
D COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 302 1600 SH SHARED 05 1600
D COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 24040 127200 SH SHARED 06 127200
D CONAGRA INC COM 205887102 99768 5504486 SH SHARED 01 4604923 899563
D CONAGRA INC COM 205887102 36 2000 SH SHR/OTHR 01 2000
D CONAGRA INC COM 205887102 495 27360 SH SHARED 02 11260 16100
D CONAGRA INC COM 205887102 15595 860436 SH SHARED 04 860436
D CONAGRA INC COM 205887102 230 12700 SH SHARED 05 12700
D CONCENTRIC NETWORK CORP COM 20589R107 18968 344883 SH SHARED 01 131857 213026
D CONCENTRIC NETWORK CORP COM 20589R107 5582 101500 SH SHARED 04 101500
D COMPUTER HORIZONS CORP COM 205908106 5054 295148 SH SHARED 01 88903 206245
D COMPUTER HORIZONS CORP COM 205908106 89 5200 SH SHARED 02 4500 700
D COMPUTER HORIZONS CORP COM 205908106 222 13000 SH SHARED 04 13000
D COM21 INC COM 205937105 1006 21419 SH SHARED 01 21419
D COM21 INC COM 205937105 446 9500 SH SHARED 04 9500
D CONCORD CAMERA CORP COM 206156101 77 1400 SH SHARED 04 1400
D CONCORD COMMUNICATIONS INC COM 206186108 1568 44113 SH SHARED 01 44113
D CONCORD COMMUNICATIONS INC COM 206186108 213 6000 SH SHARED 04 6000
D CONCORD EFS INC COM 206197105 28010 1221196 SH SHARED 01 544751 676445
D CONCORD EFS INC COM 206197105 45 2000 SH SHR/OTHR 01 2000
D CONCORD EFS INC COM 206197105 100 4370 SH SHARED 02 300 4070
D CONCORD EFS INC COM 206197105 2009 87596 SH SHARED 04 87596
D CONCORD EFS INC COM 206197105 552 24100 SH SHARED 05 24100
D CONCUR TECHNOLOGIES INC COM 206708109 685 45537 SH SHARED 01 30637 14900
D CONCUR TECHNOLOGIES INC COM 206708109 2 150 SH SHARED 02 150
D CONCUR TECHNOLOGIES INC COM 206708109 85 5700 SH SHARED 04 5700
D CONCURRENT COMPUTER CORP NEW COM 206710204 1021 80504 SH SHARED 01 79504 1000
D CONCURRENT COMPUTER CORP NEW COM 206710204 272 21500 SH SHARED 04 21500
D CONDUCTUS INC COM 206784100 110 3400 SH SHARED 01 3400
D CONDUCTUS INC COM 206784100 9 300 SH SHR/OTHR 01 300
D CONDUCTUS INC COM 206784100 7807 240700 SH SHARED 04 240700
D CONE MLS CORP N C COM 206814105 50 11721 SH SHARED 01 11721
D CONECTIV INC COM 206829103 6518 372484 SH SHARED 01 232347 140137
D CONECTIV INC COM 206829103 322 18408 SH SHARED 02 13000 5408
D CONECTIV INC COM 206829103 17841 1019510 SH SHARED 04 1019510
D CONECTIV INC COM 206829103 185 10600 SH SHARED 05 10600
D CONECTIV INC CL A 206829202 6 287 SH SHARED 01 262 25
D CONEXANT SYSTEMS INC SB NT CV 144A 06 207142AA8 58906 18495000 PRN SHARED 04 18495000
D CONEXANT SYSTEMS INC COM 207142100 151730 2137054 SH SHARED 01 1930696 206358
D CONEXANT SYSTEMS INC COM 207142100 2732 38482 SH SHARED 02 11580 26902
D CONEXANT SYSTEMS INC COM 207142100 7083 99765 SH SHARED 04 99765
D CONEXANT SYSTEMS INC COM 207142100 485 6842 SH SHARED 05 6842
D CONMED CORP COM 207410101 2007 80091 SH SHARED 01 42854 37237
D CONMED CORP COM 207410101 263 10500 SH SHARED 04 10500
D CONNECTICUT WTR SVC INC COM 207797101 8 300 SH SHARED 01 300
D CONNING CORP COM 208215103 245 19700 SH SHARED 01 19700
D CONNING CORP COM 208215103 69 5600 SH SHARED 04 5600
D CONOCO INC CL A 208251306 24019 975400 SH SHARED 01 560400 415000
D CONOCO INC CL A 208251306 25 1036 SH SHR/OTHR 01 1036
D CONOCO INC CL A 208251306 137 5600 SH SHARED 02 5100 500
D CONOCO INC CL A 208251306 29693 1205834 SH SHARED 04 1205834
D CONOCO INC CL A 208251306 66 2700 SH SHARED 05 2700
D CONOCO INC CL A 208251306 426 17300 SH SHARED 06 17300
D CONOCO INC CL B 208251405 152811 5963363 SH SHARED 01 5490114 365 472884
D CONOCO INC CL B 208251405 2323 90664 SH SHR/OTHR 01 58632 32032
D CONOCO INC CL B 208251405 347 13563 SH SHARED 02 6081 7482
D CONOCO INC CL B 208251405 24306 948564 SH SHARED 04 948564
D CONOCO INC CL B 208251405 361 14100 SH SHARED 05 14100
D CONOLOG CORP COM NEW 208254409 51 14600 SH SHARED 01 14600
D CONSECO INC COM 208464107 40686 3557425 SH SHARED 01 2912745 644680
D CONSECO INC COM 208464107 154 13540 SH SHARED 02 4100 9440
D CONSECO INC COM 208464107 5694 497891 SH SHARED 04 497891
D CONSECO INC COM 208464107 83 7300 SH SHARED 05 7300
D CONSOL ENERGY INC COM 20854P109 204 19200 SH SHARED 01 19200
D CONSOL ENERGY INC COM 20854P109 100 9500 SH SHARED 04 9500
D CONSOLIDATED EDISON INC COM 209115104 74612 2561796 SH SHARED 01 2181083 380713
D CONSOLIDATED EDISON INC COM 209115104 218 7508 SH SHR/OTHR 01 4804 2704
D CONSOLIDATED EDISON INC COM 209115104 228 7850 SH SHARED 02 1000 6850
D CONSOLIDATED EDISON INC COM 209115104 10530 361563 SH SHARED 04 361563
D CONSOLIDATED EDISON INC COM 209115104 285 9800 SH SHARED 05 9800
D CONSOLIDATED EDISON INC COM 209115104 548 18840 SH SHARED 06 18840
D CONSOLIDATED FREIGHTWAYS CORP COM 209232107 1819 308039 SH SHARED 01 85240 222799
D CONSOLIDATED FREIGHTWAYS CORP COM 209232107 95 16200 SH SHARED 04 16200
D CONSOLIDATED GRAPHICS INC COM 209341106 253 19710 SH SHARED 01 19710
D CONSOLIDATED GRAPHICS INC COM 209341106 70 5500 SH SHARED 04 5500
D CONSOLIDATED PAPERS INC COM 209759109 12363 321655 SH SHARED 01 191697 129958
D CONSOLIDATED PAPERS INC COM 209759109 4201 109302 SH SHARED 04 109302
D CONSOLIDATED PAPERS INC COM 209759109 395 10300 SH SHARED 05 10300
D CONSOLIDATED PRODS INC COM 209798107 181 19240 SH SHARED 01 19240
D CONSOLIDATED PRODS INC COM 209798107 94 10000 SH SHARED 04 10000
D CONSOLIDATED STORES CORP COM 210149100 13956 1226945 SH SHARED 01 1016911 210034
D CONSOLIDATED STORES CORP COM 210149100 1620 142482 SH SHARED 04 142482
D CONSOLIDATED STORES CORP COM 210149100 27 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 53 4800 SH SHARED 02 4800
D CONSOLIDATED TOMOKA LD CO COM 210226106 205 18548 SH SHARED 04 18548
D CONSTELLATION ENERGY CORP COM 210371100 52502 1647125 SH SHARED 01 1366098 281027
D CONSTELLATION ENERGY CORP COM 210371100 363 11400 SH SHR/OTHR 01 450 10950
D CONSTELLATION ENERGY CORP COM 210371100 426 13375 SH SHARED 02 3250 10125
D CONSTELLATION ENERGY CORP COM 210371100 10281 322544 SH SHARED 04 322544
D CONSTELLATION ENERGY CORP COM 210371100 105 3300 SH SHARED 05 3300
D CONSUMER PORTFOLIO SVCS INC COM 210502100 64 34300 SH SHARED 01 34300
D CONTINENTAL AIRLS INC CL B 210795308 7713 188700 SH SHARED 01 68435 120265
D CONTINENTAL AIRLS INC CL B 210795308 1287 31509 SH SHARED 04 31509
D CONTINENTAL MATLS CORP COM PAR $0.25 211615307 8 400 SH SHARED 01 400
D CONTROLADORA COML MEX SA DE CV GDR 21238A206 6 250 SH SHARED 02 250
D CONVERGYS CORP COM 212485106 15686 405484 SH SHARED 01 305648 99836
D CONVERGYS CORP COM 212485106 162 4200 SH SHR/OTHR 01 4200
D CONVERGYS CORP COM 212485106 48 1250 SH SHARED 02 1250
D CONVERGYS CORP COM 212485106 3964 102470 SH SHARED 04 102470
D CONVERGYS CORP COM 212485106 677 17500 SH SHARED 05 17500
D COOPER CAMERON CORP COM 216640102 36884 551544 SH SHARED 01 383688 167856
D COOPER CAMERON CORP COM 216640102 4955 74102 SH SHARED 04 74102
D COOPER CAMERON CORP COM 216640102 267 4000 SH SHARED 05 4000
D COOPER COS INC COM NEW 216648402 572 17800 SH SHARED 01 17800
D COOPER COS INC COM NEW 216648402 16 500 SH SHARED 02 500
D COOPER COS INC COM NEW 216648402 692 21500 SH SHARED 04 21500
D COOPER INDS INC COM 216669101 34587 988214 SH SHARED 01 871981 116233
D COOPER INDS INC COM 216669101 133 3800 SH SHR/OTHR 01 3800
D COOPER INDS INC COM 216669101 6483 185256 SH SHARED 04 185256
D COOPER TIRE & RUBR CO COM 216831107 9895 787696 SH SHARED 01 669296 118400
D COOPER TIRE & RUBR CO COM 216831107 6 500 SH SHARED 02 500
D COOPER TIRE & RUBR CO COM 216831107 1165 92780 SH SHARED 04 92780
D COOPER TIRE & RUBR CO COM 216831107 10 800 SH SHARED 05 800
D COOPERATIVE BANKSHARES INC COM 216844100 3 300 SH SHARED 01 300
D COORS ADOLPH CO CL B 217016104 20729 431872 SH SHARED 01 346227 85645
D COORS ADOLPH CO CL B 217016104 2494 51963 SH SHARED 04 51963
D COORS ADOLPH CO CL B 217016104 177 3700 SH SHARED 05 3700
D COORSTEK INC COM 217020106 120 2991 SH SHARED 01 2991
D COORSTEK INC COM 217020106 3 99 SH SHARED 02 33 66
D COORSTEK INC COM 217020106 64 1600 SH SHARED 04 1600
D COPART INC COM 217204106 934 53400 SH SHARED 01 53400
D COPART INC COM 217204106 1404 80280 SH SHARED 04 80280
D COPPER MTN NETWORKS INC COM 217510106 3146 38400 SH SHARED 01 35273 3127
D COPPER MTN NETWORKS INC COM 217510106 435 5309 SH SHARED 02 4159 1150
D COPPER MTN NETWORKS INC COM 217510106 415 5074 SH SHARED 04 5074
D COPPER MTN NETWORKS INC COM 217510106 172 2100 SH SHARED 05 2100
D COR THERAPEUTICS INC SB NT CV 144A 07 217753AC6 53846 46300000 PRN SHARED 04 46300000
D COR THERAPEUTICS INC COM 217753102 10158 154100 SH SHARED 01 60483 93617
D COR THERAPEUTICS INC COM 217753102 626 9500 SH SHARED 04 9500
D CORDANT TECHNOLOGIES INC COM 218412104 22635 400194 SH SHARED 01 343287 56907
D CORDANT TECHNOLOGIES INC COM 218412104 19 336 SH SHARED 02 336
D CORDANT TECHNOLOGIES INC COM 218412104 4366 77203 SH SHARED 04 77203
D CORDANT TECHNOLOGIES INC COM 218412104 209 3700 SH SHARED 05 3700
D CORDIANT COMMS GRP PLC SPON ADR NEW 218514206 575 18500 SH SHARED 01 18500
D CORE INC MASS COM 21867P102 35 6500 SH SHARED 01 6500
D CORE INC MASS COM 21867P102 1 350 SH SHARED 02 350
D CORINTHIAN COLLEGES INC COM 218868107 137 8600 SH SHARED 01 8600
D CORINTHIAN COLLEGES INC COM 218868107 28 1800 SH SHARED 04 1800
D CORIXA CORP COM 21887F100 6187 150000 SH SHARED 01 30280 119720
D CORIXA CORP COM 21887F100 276 6700 SH SHARED 04 6700
D CORNERSTONE PROPANE PARTNR L P UNIT LTD PARTN 218916104 70 5600 SH SHARED 02 5600
D CORN PRODS INTL INC COM 219023108 5422 225357 SH SHARED 01 131690 93667
D CORN PRODS INTL INC COM 219023108 67 2788 SH SHR/OTHR 01 500 2288
D CORN PRODS INTL INC COM 219023108 65 2725 SH SHARED 02 450 2275
D CORN PRODS INTL INC COM 219023108 406 16900 SH SHARED 04 16900
D CORNELL CORRECTIONS INC COM 219141108 185 17500 SH SHARED 01 17500
D CORNELL CORRECTIONS INC COM 219141108 43 4100 SH SHARED 04 4100
D CORNERSTONE PPTYS INC COM 21922H103 3940 226000 SH SHARED 01 89300 136700
D CORNERSTONE PPTYS INC COM 21922H103 141 8100 SH SHARED 02 8100
D CORNERSTONE PPTYS INC COM 21922H103 212 12162 SH SHARED 04 12162
D CORNERSTONE RLTY INCOME TR INC COM 21922V102 675 62861 SH SHARED 01 62861
D CORNERSTONE RLTY INCOME TR INC COM 21922V102 295 27500 SH SHARED 02 20450 7050
D CORNERSTONE RLTY INCOME TR INC COM 21922V102 235 21900 SH SHARED 04 21900
D CORNERSTONE INTERNET SOLUTIONS COM 21923C103 44 9200 SH SHARED 01 9200
D CORNING INC COM 219350105 602364 3104973 SH SHARED 01 2676681 428292
D CORNING INC COM 219350105 9935 51215 SH SHR/OTHR 01 34134 17081
D CORNING INC COM 219350105 2072 10682 SH SHARED 02 6345 4337
D CORNING INC COM 219350105 89663 462185 SH SHARED 04 462185
D CORNING INC COM 219350105 1590 8200 SH SHARED 05 8200
D CORNING INC COM 219350105 42550 219330 SH SHARED 06 219330
D CORPORATE EXECUTIVE BRD CO COM 21988R102 5135 101200 SH SHARED 01 101200
D CORPORATE EXECUTIVE BRD CO COM 21988R102 172 3400 SH SHARED 04 3400
D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 3 400 SH SHARED 01 400
D CORRECTIONAL PPTYS TR COM 22025E104 342 29800 SH SHARED 01 29800
D CORSAIR COMMUNICATIONS INC COM 220406102 124 6500 SH SHARED 01 6500
D CORSAIR COMMUNICATIONS INC COM 220406102 494 25830 SH SHARED 04 25830
D CORUS GROUP PLC SPONSORED ADR 22087M101 120 7200 SH SHARED 04 7200
D CORUS BANKSHARES INC COM 220873103 359 15200 SH SHARED 01 15200
D CORUS BANKSHARES INC COM 220873103 92 3900 SH SHARED 04 3900
D CORVEL CORP COM 221006109 10 400 SH SHARED 01 400
D COST PLUS INC CALIF COM 221485105 1238 36626 SH SHARED 01 36626
D COST PLUS INC CALIF COM 221485105 5 151 SH SHARED 02 151
D COST PLUS INC CALIF COM 221485105 439 13000 SH SHARED 04 13000
D COSTCO WHSL CORP NEW COM 22160K105 273346 5200456 SH SHARED 01 4408741 791715
D COSTCO WHSL CORP NEW COM 22160K105 633 12060 SH SHR/OTHR 01 11200 860
D COSTCO WHSL CORP NEW COM 22160K105 4147 78905 SH SHARED 02 21180 57725
D COSTCO WHSL CORP NEW COM 22160K105 25237 480152 SH SHARED 04 480152
D COSTCO WHSL CORP NEW COM 22160K105 1687 32100 SH SHARED 05 32100
D COSTAR GROUP INC COM 22160N109 2554 69280 SH SHARED 01 44104 25176
D COSTAR GROUP INC COM 22160N109 330 8972 SH SHARED 04 8972
D COTT CORP QUE COM 22163N106 54 9700 SH SHARED 01 9700
D COTELLIGENT INC COM 221630106 106 18300 SH SHARED 01 18300
D COTELLIGENT INC COM 221630106 27 4800 SH SHARED 04 4800
D COTTON STS LIFE INS CO COM 221774102 3 468 SH SHARED 01 468
D COULTER PHARMACEUTICAL INC COM 222116105 4913 161100 SH SHARED 01 30044 131056
D COULTER PHARMACEUTICAL INC COM 222116105 1436 47108 SH SHARED 02 31025 16083
D COULTER PHARMACEUTICAL INC COM 222116105 210 6900 SH SHARED 04 6900
D COUNTRYWIDE CR INDS INC DEL COM 222372104 33158 1216833 SH SHARED 01 1033853 182980
D COUNTRYWIDE CR INDS INC DEL COM 222372104 624 22925 SH SHARED 02 4325 18600
D COUNTRYWIDE CR INDS INC DEL COM 222372104 3977 145960 SH SHARED 04 145960
D COUNTRYWIDE CR INDS INC DEL COM 222372104 29 1100 SH SHARED 05 1100
D COURIER CORP COM 222660102 3 150 SH SHARED 01 150
D COUSINS PPTYS INC COM 222795106 3035 82455 SH SHARED 01 51115 31340
D COUSINS PPTYS INC COM 222795106 105 2855 SH SHR/OTHR 01 1000 1855
D COUSINS PPTYS INC COM 222795106 187 5100 SH SHARED 02 800 4300
D COUSINS PPTYS INC COM 222795106 404 11000 SH SHARED 04 11000
D COVAD COMMUNICATIONS GROUP INC COM 222814204 23928 330050 SH SHARED 01 115065 214985
D COVAD COMMUNICATIONS GROUP INC COM 222814204 3469 47860 SH SHARED 02 43185 4675
D COVAD COMMUNICATIONS GROUP INC COM 222814204 722 9962 SH SHARED 04 9962
D COVAD COMMUNICATIONS GROUP INC COM 222814204 362 5000 SH SHARED 05 5000
D COVANCE INC COM 222816100 3775 351185 SH SHARED 01 189373 161812
D COVANCE INC COM 222816100 11 1050 SH SHR/OTHR 01 250 800
D COVANCE INC COM 222816100 25 2350 SH SHARED 02 1300 1050
D COVANCE INC COM 222816100 512 47711 SH SHARED 04 47711
D COVANCE INC COM 222816100 63 5900 SH SHARED 05 5900
D COVENANT TRANS INC CL A 22284P105 19 1200 SH SHARED 01 1200
D COVENANT TRANS INC CL A 22284P105 1263 79600 SH SHARED 02 79600
D COVENANT TRANS INC CL A 22284P105 90 5722 SH SHARED 04 5722
D COVENTRY HEALTH CARE INC COM 222862104 3268 384500 SH SHARED 01 228489 156011
D COVENTRY HEALTH CARE INC COM 222862104 8 1000 SH SHARED 02 1000
D COVENTRY HEALTH CARE INC COM 222862104 209 24700 SH SHARED 04 24700
D COX COMMUNICATIONS INC NEW CL A 224044107 41367 852942 SH SHARED 01 508705 344237
D COX COMMUNICATIONS INC NEW CL A 224044107 324 6700 SH SHR/OTHR 01 6000 700
D COX COMMUNICATIONS INC NEW CL A 224044107 1123 23168 SH SHARED 02 1700 21468
D COX COMMUNICATIONS INC NEW CL A 224044107 2326 47977 SH SHARED 04 47977
D COX RADIO INC CL A 224051102 5469 65110 SH SHARED 01 64253 857
D COX RADIO INC CL A 224051102 320 3810 SH SHR/OTHR 01 3500 310
D COX RADIO INC CL A 224051102 58 700 SH SHARED 02 700
D COX RADIO INC CL A 224051102 300 3574 SH SHARED 04 3574
D COX RADIO INC CL A 224051102 478 5700 SH SHARED 05 5700
D COYOTE NETWORK SYSTEMS INC COM 22406P108 99 9010 SH SHARED 01 9010
D CRAFTMADE INTL INC COM 22413E104 3 450 SH SHARED 01 450
D CRANE CO COM 224399105 16919 718083 SH SHARED 01 599686 118397
D CRANE CO COM 224399105 353 15000 SH SHR/OTHR 01 15000
D CRANE CO COM 224399105 233 9902 SH SHARED 02 6076 3826
D CRANE CO COM 224399105 3142 133389 SH SHARED 04 133389
D CRANE CO COM 224399105 37 1600 SH SHARED 05 1600
D CRAWFORD & CO CL B 224633107 2719 211250 SH SHARED 01 67800 143450
D CRAWFORD & CO CL B 224633107 194 15100 SH SHARED 04 15100
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 CRAYFISH CO LTD SPONSORED ADR 225226109 0 20 SH SHARED 01 20
D CRAYFISH CO LTD SPONSORED ADR 225226109 152 4000 SH SHARED 02 4000
D CRAZY WOMAN CREEK BANCORP COM 225233105 70 6900 SH SHARED 01 6900
D CREATIVE COMPUTERS INC COM 22527E107 2043 186800 SH SHARED 01 45900 140900
D CREATIVE COMPUTERS INC COM 22527E107 22 2100 SH SHARED 04 2100
D CREATIVE BIOMOLECULES INC COM 225270107 137 13900 SH SHARED 01 12300 1600
D CREDENCE SYS CORP NT CV 5.25%02 225302AC2 19771 10716000 PRN SHARED 04 10716000
D CREDENCE SYS CORP COM 225302108 40475 323483 SH SHARED 01 221524 101959
D CREDENCE SYS CORP COM 225302108 2227 17800 SH SHARED 04 17800
D CREDIT ACCEP CORP MICH COM 225310101 316 58225 SH SHARED 01 58225
D CREDIT ACCEP CORP MICH COM 225310101 50 9300 SH SHARED 04 9300
D CREDITRUST CORP COM 225429109 105 35106 SH SHARED 01 35106
D CREDITRUST CORP COM 225429109 2 700 SH SHARED 02 700
D CREDITRUST CORP COM 225429109 6 2000 SH SHARED 04 2000
D CREE INC COM 225447101 17629 156183 SH SHARED 01 59658 96525
D CREE INC COM 225447101 1354 12000 SH SHARED 04 12000
D CRESCENDO PHARMACEUTICALS CORP CL A 225637107 16 899 SH SHARED 01 819 80
D CRESCENDO PHARMACEUTICALS CORP CL A 225637107 6 334 SH SHARED 02 184 150
D CRESCENDO PHARMACEUTICALS CORP CL A 225637107 2296 125000 SH SHARED 04 125000
D CRESCENT BKG CO COM 225646108 61 5000 SH SHARED 02 5000
D CRESCENT REAL ESTATE EQUITIES COM 225756105 9286 530649 SH SHARED 01 255149 275500
D CRESCENT REAL ESTATE EQUITIES COM 225756105 17 1000 SH SHARED 02 1000
D CRESCENT REAL ESTATE EQUITIES COM 225756105 119 6804 SH SHARED 04 6804
D CRESCENT REAL ESTATE EQUITIES PFD CV A 6.75% 225756204 28 2000 SH SHARED 02 2000
D CRESCENT REAL ESTATE EQUITIES PFD CV A 6.75% 225756204 5770 408525 SH SHARED 04 408525
D CRESTLINE CAP CORP COM 226153104 2236 128238 SH SHARED 01 41697 86541
D CRESTLINE CAP CORP COM 226153104 0 10 SH SHR/OTHR 01 10
D CRESTLINE CAP CORP COM 226153104 16 943 SH SHARED 02 608 335
D CRESTLINE CAP CORP COM 226153104 134 7700 SH SHARED 04 7700
D CRISTALERIAS DE CHILE S A SPONSORED ADR 226714103 44 2400 SH SHARED 04 2400
D CRITICAL PATH INC COM 22674V100 10285 121006 SH SHARED 01 37637 83369
D CRITICAL PATH INC COM 22674V100 67 795 SH SHARED 02 795
D CRITICAL PATH INC COM 22674V100 8709 102462 SH SHARED 04 102462
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 18 1800 SH SHARED 01 1800
D CROSS TIMBERS OIL CO COM 227573102 1327 101633 SH SHARED 01 101633
D CROSS TIMBERS OIL CO COM 227573102 65 5000 SH SHR/OTHR 01 5000
D CROSS TIMBERS OIL CO COM 227573102 39 3000 SH SHARED 02 3000
D CROSS TIMBERS OIL CO COM 227573102 265 20300 SH SHARED 04 20300
D CROSSMANN CMNTYS INC COM 22764E109 300 18964 SH SHARED 01 18964
D CROSSMANN CMNTYS INC COM 22764E109 47 3000 SH SHARED 04 3000
D CROSSROADS SYS INC COM 22765D100 443 4300 SH SHARED 01 4300
D CROSSROADS SYS INC COM 22765D100 211 2050 SH SHARED 02 2050
D CROSSROADS SYS INC COM 22765D100 92 900 SH SHARED 05 900
D CROSSWALK COM INC COM 227685104 2 600 SH SHARED 01 600
D CROWN AMERN RLTY TR SH BEN INT 228186102 251 47381 SH SHARED 01 47381
D CROWN AMERN RLTY TR SH BEN INT 228186102 51 9600 SH SHARED 04 9600
D CROWN CENT PETE CORP CL B 228219309 12 1400 SH SHARED 02 400 1000
D CROWN CASTLE INTL CORP COM 228227104 3113 82200 SH SHARED 01 82200
D CROWN CASTLE INTL CORP COM 228227104 208 5500 SH SHARED 02 500 5000
D CROWN CASTLE INTL CORP COM 228227104 205 5421 SH SHARED 04 5421
D CROWN CORK & SEAL INC COM 228255105 26813 1675848 SH SHARED 01 1450653 225195
D CROWN CORK & SEAL INC COM 228255105 30 1900 SH SHARED 02 1900
D CROWN CORK & SEAL INC COM 228255105 26546 1659165 SH SHARED 04 1659165
D CROWN CORK & SEAL INC COM 228255105 44 2800 SH SHARED 05 2800
D CROWN CRAFTS INC COM 228309100 114 87140 SH SHARED 01 33820 53320
D CRUSADER HOLDING CORP COM 228840104 1 165 SH SHARED 02 165
D CRYOLIFE INC COM 228903100 5 300 SH SHARED 01 300
D CUBIC CORP COM 229669106 174 7750 SH SHARED 01 7750
D CUBIC CORP COM 229669106 33 1500 SH SHARED 02 300 1200
D CUBIC CORP COM 229669106 47 2100 SH SHARED 04 2100
D CUBIST PHARMACEUTICALS INC COM 229678107 255 6100 SH SHARED 01 6100
D CUBIST PHARMACEUTICALS INC COM 229678107 76 1820 SH SHARED 04 1820
D CULLEN FROST BANKERS INC COM 229899109 16208 613080 SH SHARED 01 138560 474520
D CULLEN FROST BANKERS INC COM 229899109 148 5602 SH SHARED 04 5602
D CULP INC COM 230215105 39 7362 SH SHARED 01 7362
D CUMMINS ENGINE INC COM 231021106 16354 435401 SH SHARED 01 361923 73478
D CUMMINS ENGINE INC COM 231021106 35 950 SH SHARED 02 950
D CUMMINS ENGINE INC COM 231021106 2593 69036 SH SHARED 04 69036
D CUMULUS MEDIA INC CL A 231082108 1650 114828 SH SHARED 01 45847 68981
D CUMULUS MEDIA INC CL A 231082108 1 100 SH SHARED 02 100
D CUMULUS MEDIA INC CL A 231082108 31 2200 SH SHARED 03 2200
D CUMULUS MEDIA INC CL A 231082108 106 7400 SH SHARED 04 7400
D CURAGEN CORP SB DEB CV 144A07 23126RAA9 10745 13250000 PRN SHARED 04 13250000
D CURAGEN CORP COM 23126R101 168 3600 SH SHARED 01 3600
D CURAGEN CORP COM 23126R101 9 200 SH SHARED 02 200
D CURATIVE HEALTH SVCS INC COM 231264102 61 10250 SH SHARED 02 10000 250
D CURTISS WRIGHT CORP COM 231561101 1957 53440 SH SHARED 01 18200 35240
D CURTISS WRIGHT CORP COM 231561101 76 2100 SH SHARED 04 2100
D CYBERIAN OUTPOST INC COM 231914102 297 35006 SH SHARED 01 35006
D CYBERIAN OUTPOST INC COM 231914102 530 62466 SH SHARED 02 59416 3050
D CYBERIAN OUTPOST INC COM 231914102 51 6000 SH SHARED 04 6000
D CUTTER & BUCK INC COM 232217109 2 150 SH SHARED 02 150
D CYBER-CARE INC COM 23243T105 82 4300 SH SHARED 01 4300
D CYBER-CARE INC COM 23243T105 19 1000 SH SHR/OTHR 01 1000
D CYBERCASH INC COM 232462101 5045 373761 SH SHARED 01 44077 329684
D CYBERCASH INC COM 232462101 98 7300 SH SHARED 04 7300
D CYBERSOURCE CORP COM 23251J106 856 23000 SH SHARED 02 23000
D CYBERONICS INC COM 23251P102 4379 234351 SH SHARED 01 31051 203300
D CYBERONICS INC COM 23251P102 162 8700 SH SHARED 04 8700
D CYBERSHOP COM INC COM 23251X105 10 6900 SH SHARED 01 6900
D CYBEX COMPUTER PRODS CORP COM 232522102 2002 53223 SH SHARED 01 53223
D CYBEX COMPUTER PRODS CORP COM 232522102 353 9400 SH SHARED 04 9400
D CYGNUS INC COM 232560102 748 51600 SH SHARED 01 48600 3000
D CYGNUS INC COM 232560102 7 500 SH SHR/OTHR 01 500
D CYGNUS INC COM 232560102 134 9300 SH SHARED 04 9300
D CYLINK CORP COM 232565101 4 300 SH SHARED 02 300
D CYMER INC COM 232572107 8172 163441 SH SHARED 01 70627 92814
D CYMER INC COM 232572107 50 1000 SH SHARED 02 1000
D CYMER INC COM 232572107 875 17500 SH SHARED 04 17500
D CYMER INC COM 232572107 160 3200 SH SHARED 05 3200
D CYPRESS BIOSCIENCES INC COM 232674101 88 28900 SH SHARED 01 28900
D CYPRESS COMMUNICATIONS INC COM 232743104 126 5150 SH SHARED 01 5150
D CYPRESS COMMUNICATIONS INC COM 232743104 89 3650 SH SHARED 02 3650
D CYPRESS SEMICONDUCTOR CORP SUB NT CONV 6%02 232806AD1 6676 3210000 PRN SHARED 04 3210000
D CYPRESS SEMICONDUCTOR CORP COM 232806109 27576 562791 SH SHARED 01 338580 224211
D CYPRESS SEMICONDUCTOR CORP COM 232806109 129 2644 SH SHARED 02 1644 1000
D CYPRESS SEMICONDUCTOR CORP COM 232806109 4883 99655 SH SHARED 04 99655
D CYPRESS SEMICONDUCTOR CORP COM 232806109 2842 58000 SH SHARED 05 58000
D CYTEC INDS INC COM 232820100 7654 249942 SH SHARED 01 125003 124939
D CYTEC INDS INC COM 232820100 822 26873 SH SHARED 02 20750 6123
D CYTEC INDS INC COM 232820100 1298 42412 SH SHARED 04 42412
D CYTEC INDS INC COM 232820100 137 4500 SH SHARED 05 4500
D CYTOGEN CORP COM 232824102 67 7800 SH SHARED 01 7800
D CYTOGEN CORP COM 232824102 1 200 SH SHARED 02 200
D D & K HEALTHCARE RES INC COM 232861104 68 5600 SH SHARED 01 5600
D CYTOTHERAPEUTICS INC COM 232923102 176 22900 SH SHARED 01 15200 7700
D CYTYC CORP COM 232946103 3771 78174 SH SHARED 01 78174
D CYTYC CORP COM 232946103 24 500 SH SHARED 02 500
D CYTYC CORP COM 232946103 762 15800 SH SHARED 04 15800
D DII GROUP INC COM 232949107 6842 60522 SH SHARED 01 60522
D DII GROUP INC COM 232949107 24 220 SH SHARED 02 220
D DII GROUP INC COM 232949107 74262 656826 SH SHARED 04 656826
D DII GROUP INC COM 232949107 124 1100 SH SHARED 05 1100
D DSI TOYS INC COM 232968107 69 23185 SH SHARED 01 23185
D DBT ONLINE INC COM 233044106 583 31415 SH SHARED 01 31415
D DBT ONLINE INC COM 233044106 2487 134000 SH SHARED 04 134000
D DQE INC COM 23329J104 18546 407623 SH SHARED 01 213447 194176
D DQE INC COM 23329J104 34 750 SH SHR/OTHR 01 750
D DQE INC COM 23329J104 15 342 SH SHARED 02 342
D DQE INC COM 23329J104 10936 240356 SH SHARED 04 240356
D DQE INC COM 23329J104 368 8100 SH SHARED 05 8100
D DPL INC COM 233293109 15404 694316 SH SHARED 01 354380 339936
D DPL INC COM 233293109 54 2475 SH SHR/OTHR 01 1125 1350
D DPL INC COM 233293109 184 8332 SH SHARED 02 530 7802
D DPL INC COM 233293109 5494 247640 SH SHARED 04 247640
D DPL INC COM 233293109 341 15400 SH SHARED 05 15400
D D R HORTON INC COM 23331A109 9936 760700 SH SHARED 01 477943 282757
D D R HORTON INC COM 23331A109 208 16000 SH SHARED 02 16000
D D R HORTON INC COM 23331A109 321 24600 SH SHARED 04 24600
D DSP GROUP INC COM 23332B106 16361 247900 SH SHARED 01 53752 194148
D DSP GROUP INC COM 23332B106 79 1200 SH SHARED 02 1200
D DSP GROUP INC COM 23332B106 693 10500 SH SHARED 04 10500
D DST SYS INC DEL COM 233326107 4363 67205 SH SHARED 01 67205
D DST SYS INC DEL COM 233326107 1527 23521 SH SHARED 04 23521
D DST SYS INC DEL COM 233326107 558 8600 SH SHARED 05 8600
D DT INDUSTRIES INC COM 23333J108 67 5300 SH SHARED 01 5300
D DTE ENERGY CO COM 233331107 48644 1666633 SH SHARED 01 1432695 233938
D DTE ENERGY CO COM 233331107 5 180 SH SHR/OTHR 01 180
D DTE ENERGY CO COM 233331107 14 500 SH SHARED 02 500
D DTE ENERGY CO COM 233331107 16802 575670 SH SHARED 04 575670
D DTE ENERGY CO COM 233331107 242 8300 SH SHARED 05 8300
D DVI INC COM 233343102 173 12200 SH SHARED 01 12200
D DVI INC COM 233343102 57 4000 SH SHARED 04 4000
D DAIN RAUSCHER CORP COM 233856103 1325 20100 SH SHARED 01 20100
D DAIN RAUSCHER CORP COM 233856103 909 13800 SH SHARED 04 13800
D DAILY JOURNAL CORP COM 233912104 15 500 SH SHARED 01 500
D DAISYTEK INTL CORP COM 234053106 508 32151 SH SHARED 01 32151
D DAISYTEK INTL CORP COM 234053106 4751 300500 SH SHARED 04 300500
D DAL-TILE INTL INC COM 23426R108 752 94825 SH SHARED 01 94825
D DAL-TILE INTL INC COM 23426R108 179 22600 SH SHARED 04 22600
D DALLAS SEMICONDUCTOR CORP COM 235204104 19504 534380 SH SHARED 01 146466 387914
D DALLAS SEMICONDUCTOR CORP COM 235204104 18 500 SH SHARED 02 500
D DALLAS SEMICONDUCTOR CORP COM 235204104 1025 28100 SH SHARED 04 28100
D DALLAS SEMICONDUCTOR CORP COM 235204104 281 7700 SH SHARED 05 7700
D DAMARK INTL INC CL A 235691102 2384 62550 SH SHARED 01 62550
D DAMARK INTL INC CL A 235691102 194 5100 SH SHARED 04 5100
D DAN RIV INC GA CL A 235774106 211 32831 SH SHARED 01 32831
D DAN RIV INC GA CL A 235774106 41 6400 SH SHARED 04 6400
D DANA CORP COM 235811106 54227 1923854 SH SHARED 01 1650969 272885
D DANA CORP COM 235811106 266 9472 SH SHARED 02 1929 7543
D DANA CORP COM 235811106 6004 213025 SH SHARED 04 213025
D DANA CORP COM 235811106 135 4800 SH SHARED 05 4800
D DANAHER CORP DEL COM 235851102 64146 1257783 SH SHARED 01 1188872 68911
D DANAHER CORP DEL COM 235851102 66 1300 SH SHR/OTHR 01 1300
D DANAHER CORP DEL COM 235851102 846 16599 SH SHARED 02 2000 14599
D DANAHER CORP DEL COM 235851102 10956 214826 SH SHARED 04 214826
D DANAHER CORP DEL COM 235851102 81 1600 SH SHARED 05 1600
D DANKA BUSINESS SYS PLC SUBNT CV 6.75%02 236277AB5 46 65000 PRN SHARED 02 65000
D DANKA BUSINESS SYS PLC SPONSORED ADR 236277109 78 12800 SH SHARED 01 12800
D DAOU SYS INC COM 237015102 206 58969 SH SHARED 02 58969
D DARDEN RESTAURANTS INC COM 237194105 26414 1482957 SH SHARED 01 1235618 247339
D DARDEN RESTAURANTS INC COM 237194105 306 17200 SH SHR/OTHR 01 11500 5700
D DARDEN RESTAURANTS INC COM 237194105 5 325 SH SHARED 02 25 300
D DARDEN RESTAURANTS INC COM 237194105 2822 158481 SH SHARED 04 158481
D DARDEN RESTAURANTS INC COM 237194105 57 3200 SH SHARED 05 3200
D DASSAULT SYS S A SPONSORED ADR 237545108 747 8209 SH SHARED 01 8209
D DATA BROADCASTING CORP COM 237596101 312 41000 SH SHARED 01 41000
D DATA BROADCASTING CORP COM 237596101 15 2000 SH SHARED 02 2000
D DATA BROADCASTING CORP COM 237596101 94 12400 SH SHARED 04 12400
D DATA CRITICAL CORP DEL COM 237622105 630 43700 SH SHARED 01 43700
D DATA RACE INC COM 237842109 25 5000 SH SHARED 02 5000
D DATA RETURN CORP COM 23785M104 202 5500 SH SHARED 01 5500
D DATA RETURN CORP COM 23785M104 184 5000 SH SHARED 02 5000
D DATAWATCH CORP COM 237917109 3 1000 SH SHARED 02 1000
D DATA TRANSLATION INC NEW COM 238016109 18 2475 SH SHARED 01 2475
D DATA TRANSMISSION NETWORK CORP COM 238017107 429 15097 SH SHARED 01 15097
D DATA TRANSMISSION NETWORK CORP COM 238017107 119 4200 SH SHARED 04 4200
D DATASCOPE CORP COM 238113104 4995 157324 SH SHARED 01 64956 92368
D DATASCOPE CORP COM 238113104 161 5100 SH SHARED 04 5100
D DATASTREAM SYS INC COM 238124101 1620 55874 SH SHARED 01 55874
D DATASTREAM SYS INC COM 238124101 191 6600 SH SHARED 04 6600
D DATATEC SYS INC COM 238128102 141 12400 SH SHARED 01 12400
D DATUM INC COM 238208102 110 4800 SH SHARED 01 4800
D DAVE & BUSTERS INC COM 23833N104 216 21600 SH SHARED 01 21600
D DAVE & BUSTERS INC COM 23833N104 48 4800 SH SHARED 04 4800
D DAVIDS BRIDAL INC COM 238576102 97 8100 SH SHARED 01 8100
D DAVIDS BRIDAL INC COM 238576102 39 3300 SH SHARED 04 3300
D DAVOX CORP COM 239208101 128 4800 SH SHARED 01 4800
D DAWSON GEOPHYSICAL CO COM 239359102 65 6500 SH SHARED 01 6500
D DAXOR CORP COM 239467103 2 100 SH SHARED 01 100
D DAYTON SUPERIOR CORP CL A 240028100 166 6600 SH SHARED 01 6600
D DE BEERS CONS MINES LTD ADR DEFD 240253302 25 1100 SH SHARED 02 500 600
D DE BEERS CONS MINES LTD ADR DEFD 240253302 107 4700 SH SHARED 04 4700
D DEAN FOODS CO COM 242361103 6080 227320 SH SHARED 01 108091 119229
D DEAN FOODS CO COM 242361103 2121 79310 SH SHARED 04 79310
D DEAN FOODS CO COM 242361103 8 300 SH SHARED 05 300
D DEB SHOPS INC COM 242728103 405 29500 SH SHARED 01 29500
D DEB SHOPS INC COM 242728103 19 1400 SH SHARED 04 1400
D DEBT STRATEGIES FUND INC COM 242768109 29 5000 SH SHARED 02 5000
D DEBT STRATEGIES FD II INC COM 242901106 10 1490 SH SHARED 02 1490
D DECORATOR INDS INC COM PAR $0.20 243631207 4 832 SH SHARED 01 832
D DEERE & CO COM 244199105 99550 2619753 SH SHARED 01 2242805 376948
D DEERE & CO COM 244199105 545 14350 SH SHR/OTHR 01 4500 9850
D DEERE & CO COM 244199105 615 16200 SH SHARED 02 5800 10400
D DEERE & CO COM 244199105 13220 347905 SH SHARED 04 347905
D DEL GLOBAL TECHNOLOGIES CORP COM 245073101 0 3 SH SHARED 01 3
D DEL LABS INC COM 245091103 4 481 SH SHARED 01 481
D DEL MONTE FOODS CO COM 24522P103 9178 858870 SH SHARED 01 858870
D DEL MONTE FOODS CO COM 24522P103 657 61500 SH SHARED 01 61500
D DEL MONTE FOODS CO COM 24522P103 25 2400 SH SHARED 02 2400
D DEL MONTE FOODS CO COM 24522P103 230 21600 SH SHARED 04 21600
D DEL MONTE FOODS CO COM 24522P103 22 2100 SH SHARED 05 2100
D DELANO TECHNOLOGY CORP COM 245701107 6 300 SH SHARED 02 300
D DELCO REMY INTL INC CL A 246626105 142 19100 SH SHARED 01 19100
D DELCO REMY INTL INC CL A 246626105 66 8900 SH SHARED 04 8900
D DELHAIZE AMER INC CL A 246688105 268 14933 SH SHARED 01 14933
D DELHAIZE AMER INC CL B 246688204 10617 534202 SH SHARED 01 134088 400114
D DELHAIZE AMER INC CL B 246688204 151 7635 SH SHARED 04 7635
D DELIA*S INC COM 246885107 49 9019 SH SHARED 01 9019
D DELIA*S INC COM 246885107 16 3000 SH SHARED 04 3000
D DELL COMPUTER CORP COM 247025109 1435043 26605919 SH SHARED 01 23761237 2844682
D DELL COMPUTER CORP COM 247025109 2797 51866 SH SHR/OTHR 01 19700 32166
D DELL COMPUTER CORP COM 247025109 34204 634163 SH SHARED 02 490074 144089
D DELL COMPUTER CORP COM 247025109 115932 2149397 SH SHARED 04 2149397
D DELL COMPUTER CORP COM 247025109 2092 38800 SH SHARED 06 38800
D DELPHI AUTOMOTIVE SYS CORP COM 247126105 100859 6303720 SH SHARED 01 5503880 799840
D DELPHI AUTOMOTIVE SYS CORP COM 247126105 434 27179 SH SHR/OTHR 01 18243 8936
D DELPHI AUTOMOTIVE SYS CORP COM 247126105 134 8414 SH SHARED 02 835 7579
D DELPHI AUTOMOTIVE SYS CORP COM 247126105 12635 789721 SH SHARED 04 789721
D DELPHI AUTOMOTIVE SYS CORP COM 247126105 323 20200 SH SHARED 05 20200
D DELPHI FINL GROUP INC CL A 247131105 1003 33053 SH SHARED 01 33053
D DELPHI FINL GROUP INC CL A 247131105 200 6600 SH SHARED 04 6600
D DELTA & PINE LD CO COM 247357106 4607 233284 SH SHARED 01 113746 119538
D DELTA & PINE LD CO COM 247357106 1897 96100 SH SHARED 04 96100
D DELTA AIR LINES INC DEL COM 247361108 79358 1490298 SH SHARED 01 1250339 239959
D DELTA AIR LINES INC DEL COM 247361108 170 3206 SH SHR/OTHR 01 2206 1000
D DELTA AIR LINES INC DEL COM 247361108 79 1494 SH SHARED 02 1494
D DELTA AIR LINES INC DEL COM 247361108 10176 191102 SH SHARED 04 191102
D DELTA AIR LINES INC DEL COM 247361108 947 17800 SH SHARED 05 17800
D DELTATHREE COM INC CL A 24783N102 79 3800 SH SHARED 01 3800
D DELTIC TIMBER CORP COM 247850100 2538 107181 SH SHARED 01 26112 81069
D DELTIC TIMBER CORP COM 247850100 9 385 SH SHR/OTHR 01 385
D DELTIC TIMBER CORP COM 247850100 163 6900 SH SHARED 04 6900
D DENBURY RES INC COM NEW 247916208 15 3900 SH SHARED 01 3900
D DELUXE CORP COM 248019101 24346 918725 SH SHARED 01 778337 140388
D DELUXE CORP COM 248019101 92 3500 SH SHR/OTHR 01 3500
D DELUXE CORP COM 248019101 2409 90928 SH SHARED 04 90928
D DELUXE CORP COM 248019101 47 1800 SH SHARED 05 1800
D DENDRITE INTL INC COM 248239105 15968 762674 SH SHARED 01 681451 81223
D DENDRITE INTL INC COM 248239105 15 750 SH SHARED 02 750
D DENDRITE INTL INC COM 248239105 471 22500 SH SHARED 04 22500
D DENSE PAC MICROSYSTEMS INC COM NEW 248719304 106 11200 SH SHARED 01 11200
D DENTSPLY INTL INC NEW COM 249030107 7486 263840 SH SHARED 01 170610 93230
D DENTSPLY INTL INC NEW COM 249030107 753 26549 SH SHARED 04 26549
D DENTSPLY INTL INC NEW COM 249030107 153 5400 SH SHARED 05 5400
D DEPARTMENT 56 INC COM 249509100 414 28000 SH SHARED 01 28000
D DEPARTMENT 56 INC COM 249509100 125 8500 SH SHARED 04 8500
D DESERT CMNTY BK VICTORVILLE CA COM 25037Y109 30 1600 SH SHARED 01 1600
D DETROIT DIESEL CORP COM 250837101 218 11400 SH SHARED 01 11400
D DETROIT DIESEL CORP COM 250837101 139 7300 SH SHARED 04 7300
D DETROIT DIESEL CORP COM 250837101 36 1900 SH SHARED 05 1900
D DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 80 1000 SH SHARED 01 1000
D DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 80 1000 SH SHR/OTHR 01 1000
D DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 577 7190 SH SHARED 02 5890 1300
D DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 963 12000 SH SHARED 04 12000
D DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 16556 1193246 SH SHARED 01 743139 450107
D DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 749 53988 SH SHARED 02 36245 17743
D DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 344 24800 SH SHARED 04 24800
D DEVON ENERGY CORP NEW COM 25179M103 34417 708738 SH SHARED 01 621034 87704
D DEVON ENERGY CORP NEW COM 25179M103 48 1000 SH SHARED 02 1000
D DEVON ENERGY CORP NEW COM 25179M103 7241 149124 SH SHARED 04 149124
D DEVON ENERGY CORP NEW COM 25179M103 675 13900 SH SHARED 05 13900
D DEVRY INC DEL COM 251893103 10080 330500 SH SHARED 01 146800 183700
D DEVRY INC DEL COM 251893103 15 500 SH SHARED 02 500
D DEVRY INC DEL COM 251893103 1088 35684 SH SHARED 04 35684
D DEVRY INC DEL COM 251893103 231 7600 SH SHARED 05 7600
D DEWOLFE COS INC COM 252115100 11 1600 SH SHARED 01 1600
D DEXTER CORP COM 252165105 7698 145255 SH SHARED 01 83581 61674
D DEXTER CORP COM 252165105 19670 371143 SH SHARED 04 371143
D DEXTER CORP COM 252165105 106 2000 SH SHARED 05 2000
D DIAGEO P L C SPON ADR NEW 25243Q205 43 1460 SH SHARED 01 1298 162
D DIAGEO P L C SPON ADR NEW 25243Q205 14 477 SH SHARED 02 477
D DIAGEO P L C SPON ADR NEW 25243Q205 271 9000 SH SHARED 04 9000
D DIAGEO P L C SPON ADR NEW 25243Q205 174 5800 SH SHARED 05 5800
D DIAGNOSTIC PRODS CORP COM 252450101 1537 62900 SH SHARED 01 29900 33000
D DIAGNOSTIC PRODS CORP COM 252450101 9 400 SH SHARED 02 400
D DIAGNOSTIC PRODS CORP COM 252450101 112 4600 SH SHARED 04 4600
D DIAL CORP NEW COM 25247D101 6827 496573 SH SHARED 01 283337 213236
D DIAL CORP NEW COM 25247D101 17 1300 SH SHARED 02 1100 200
D DIAL CORP NEW COM 25247D101 809 58856 SH SHARED 04 58856
D DIAL CORP NEW COM 25247D101 145 10600 SH SHARED 05 10600
D DIAMETRICS MED INC COM 252532106 56 5000 SH SHR/OTHR 01 5000
D DIAMOND OFFSHORE DRILLING INC COM 25271C102 11658 291929 SH SHARED 01 85535 206394
D DIAMOND OFFSHORE DRILLING INC COM 25271C102 131 3300 SH SHARED 02 300 3000
D DIAMOND OFFSHORE DRILLING INC COM 25271C102 13562 339595 SH SHARED 04 339595
D DIAMOND TECHNOLOGY PARTNERS CL A 252762109 1299 19760 SH SHARED 01 19760
D DIAMOND TECHNOLOGY PARTNERS CL A 252762109 4 75 SH SHR/OTHR 01 75
D DIAMOND TECHNOLOGY PARTNERS CL A 252762109 141 2150 SH SHARED 02 1400 750
D DIAMOND TECHNOLOGY PARTNERS CL A 252762109 407 6200 SH SHARED 04 6200
D DIAMONDS TR UNIT SER 1 252787106 16711 152700 SH SHARED 04 152700
D DIANON SYS INC COM 252826102 2 100 SH SHARED 01 100
D DIEBOLD INC COM 253651103 9827 357373 SH SHARED 01 203568 153805
D DIEBOLD INC COM 253651103 761 27700 SH SHARED 02 400 27300
D DIEBOLD INC COM 253651103 1324 48181 SH SHARED 04 48181
D DIEBOLD INC COM 253651103 217 7900 SH SHARED 05 7900
D DIGENE CORP COM 253752109 230 5000 SH SHARED 02 5000
D DIGEX INC DEL CL A 253756100 288 2600 SH SHARED 01 2600
D DIGEX INC DEL CL A 253756100 277 2500 SH SHARED 02 2500
D DIGEX INC DEL CL A 253756100 1109 10000 SH SHARED 04 10000
D DIGIMARC CORP COM 253807101 79 1800 SH SHARED 04 1800
D DIGITAL IMPACT INC DEL COM 25385G106 145 4100 SH SHARED 01 4100
D DIGITAL IS INC DEL COM 25385N101 13936 228706 SH SHARED 02 228706
D DIGITAL INSIGHT CORP COM 25385P106 84 1650 SH SHARED 02 150 1500
D DIGITAL INSIGHT CORP COM 25385P106 108 2117 SH SHARED 04 2117
D DIGITAL ORIGIN INC COM 25385X109 0 38 SH SHARED 01 38
D DIGITAL ORIGIN INC COM 25385X109 6956 376000 SH SHARED 04 376000
D DIGITAL LIGHTWAVE INC COM 253855100 186 3000 SH SHARED 01 3000
D DIGITAL LIGHTWAVE INC COM 253855100 43 700 SH SHARED 05 700
D DIGITAL MICROWAVE CORP COM 253859102 16445 485476 SH SHARED 01 198282 287194
D DIGITAL MICROWAVE CORP COM 253859102 11411 336875 SH SHARED 02 331325 5550
D DIGITAL MICROWAVE CORP COM 253859102 962 28407 SH SHARED 04 28407
D DIGITAL RECORDERS INC COM 253869101 4 2000 SH SHARED 02 2000
D DIGITAL RIV INC COM 25388B104 4037 187800 SH SHARED 01 46100 141700
D DIGITAL RIV INC COM 25388B104 1922 89435 SH SHARED 02 81635 7800
D DIGITAL RIV INC COM 25388B104 600 27933 SH SHARED 04 27933
D DIGITAS INC COM 25388K104 44 1800 SH SHARED 01 900 900
D DIGITAS INC COM 25388K104 1302 53150 SH SHARED 02 53150
D DIGITAS INC COM 25388K104 0 30 SH SHARED 04 30
D DIGITALTHINK INC COM 25388M100 146 3720 SH SHARED 01 3720
D DIGITAL GENERATION SYS INC COM 253921100 97 13500 SH SHARED 02 13500
D DIME CMNTY BANCSHARES COM 253922108 1198 75806 SH SHARED 01 75806
D DIME CMNTY BANCSHARES COM 253922108 4 300 SH SHR/OTHR 01 300
D DIME CMNTY BANCSHARES COM 253922108 80 5100 SH SHARED 04 5100
D DILLARDS INC CL A 254067101 18309 1113893 SH SHARED 01 931324 182569
D DILLARDS INC CL A 254067101 50 3100 SH SHARED 02 300 2800
D DILLARDS INC CL A 254067101 2589 157538 SH SHARED 04 157538
D DILLARDS INC CL A 254067101 39 2400 SH SHARED 05 2400
D DIME BANCORP INC NEW COM 25429Q102 13995 756536 SH SHARED 01 458957 297579
D DIME BANCORP INC NEW COM 25429Q102 61 3300 SH SHARED 02 3300
D DIME BANCORP INC NEW COM 25429Q102 1148 62086 SH SHARED 04 62086
D DIME BANCORP INC NEW COM 25429Q102 210 11400 SH SHARED 05 11400
D DIMON INC COM 254394109 832 350457 SH SHARED 01 203907 146550
D DIMON INC COM 254394109 44 18600 SH SHARED 04 18600
D DIONEX CORP COM 254546104 10242 310980 SH SHARED 01 86125 224855
D DIONEX CORP COM 254546104 526 16000 SH SHR/OTHR 01 16000
D DIONEX CORP COM 254546104 428 13000 SH SHARED 02 3050 9950
D DIONEX CORP COM 254546104 432 13128 SH SHARED 04 13128
D DISCOUNT AUTO PTS INC COM 254642101 144 16200 SH SHARED 01 16200
D DISCOUNT AUTO PTS INC COM 254642101 33 3800 SH SHARED 04 3800
D DISNEY WALT CO COM DISNEY 254687106 1053303 25534622 SH SHARED 01 21485748 4048874
D DISNEY WALT CO COM DISNEY 254687106 31769 770178 SH SHR/OTHR 01 287348 482830
D DISNEY WALT CO COM DISNEY 254687106 4323 104809 SH SHARED 02 27713 77096
D DISNEY WALT CO COM DISNEY 254687106 66450 1610927 SH SHARED 04 1610927
D DISNEY WALT CO COM DISNEY 254687106 2648 64200 SH SHARED 05 64200
D DISNEY WALT CO COM DISNEY 254687106 30034 728100 SH SHARED 06 728100
D DISNEY WALT CO COM GO COM 254687205 5126 248550 SH SHARED 01 48753 199797
D DISNEY WALT CO COM GO COM 254687205 15436 748432 SH SHARED 02 742105 6327
D DISNEY WALT CO COM GO COM 254687205 140 6821 SH SHARED 04 6821
D DISNEY WALT CO COM GO COM 254687205 37 1800 SH SHARED 05 1800
D DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR 254753106 102 5700 SH SHARED 01 5700
D DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR 254753106 71 4000 SH SHARED 04 4000
D DIRECT FOCUS INC COM 254931108 400 14400 SH SHARED 01 14400
D DIRECT FOCUS INC COM 254931108 97 3500 SH SHARED 04 3500
D DITECH COMMUNICATIONS CORP COM 25500M103 307 2900 SH SHARED 01 2900
D DITECH COMMUNICATIONS CORP COM 25500M103 3228 30440 SH SHARED 02 24900 5540
D DIVERSA CORP COM 255064107 173 3690 SH SHARED 01 3690
D DIVERSA CORP COM 255064107 1816 38650 SH SHARED 02 36050 2600
D DIVERSA CORP COM 255064107 18 398 SH SHARED 04 398
D DIVERSINET CORP COM NEW 25536K204 430 24100 SH SHARED 02 19100 5000
D DIXIE GROUP INC CL A 255519100 550 124100 SH SHARED 01 124100
D DIXIE GROUP INC CL A 255519100 6 1500 SH SHARED 02 1500
D DOCUCORP INTL INC COM 255911109 8 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 2759 119970 SH SHARED 01 119370 600
D DOBSON COMMUNICATIONS CORP CL A 256069105 1311 57000 SH SHARED 02 53600 3400
D DOCUMENT SCIENCES CORP COM 25614R105 151 40000 SH SHARED 01 20000 20000
D DOCUMENTUM INC COM 256159104 18526 237518 SH SHARED 01 237518
D DOCUMENTUM INC COM 256159104 2915 37375 SH SHARED 02 2425 34950
D DOCUMENTUM INC COM 256159104 7078 90750 SH SHARED 03 90750
D DOCUMENTUM INC COM 256159104 717 9200 SH SHARED 04 9200
D DOLE FOOD INC COM 256605106 4916 252946 SH SHARED 01 140575 112371
D DOLE FOOD INC COM 256605106 3 200 SH SHARED 02 200
D DOLE FOOD INC COM 256605106 739 38048 SH SHARED 04 38048
D DOLE FOOD INC COM 256605106 141 7300 SH SHARED 05 7300
D DOLLAR GEN CORP COM 256669102 66705 2482068 SH SHARED 01 2416394 65674
D DOLLAR GEN CORP COM 256669102 723 26925 SH SHARED 02 6146 20779
D DOLLAR GEN CORP COM 256669102 8641 321539 SH SHARED 04 321539
D DOLLAR GEN CORP COM 256669102 16 600 SH SHARED 05 600
D DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 6369 370600 SH SHARED 01 42100 328500
D DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 378 22000 SH SHARED 04 22000
D DOLLAR TREE STORES INC COM 256747106 16607 318610 SH SHARED 01 182143 136467
D DOLLAR TREE STORES INC COM 256747106 2978 57139 SH SHARED 04 57139
D DOLLAR TREE STORES INC COM 256747106 104 2000 SH SHARED 05 2000
D DOMINION HOMES INC COM 257386102 40 7400 SH SHARED 01 7400
D DOMINION RES INC VA NEW COM 25746U109 109236 2841972 SH SHARED 01 2510217 4767 326988
D DOMINION RES INC VA NEW COM 25746U109 1498 38979 SH SHR/OTHR 01 25065 13914
D DOMINION RES INC VA NEW COM 25746U109 310 8080 SH SHARED 02 963 7117
D DOMINION RES INC VA NEW COM 25746U109 15371 399914 SH SHARED 04 399914
D DOMINION RES INC VA NEW COM 25746U109 315 8200 SH SHARED 05 8200
D DOMTAR INC COM 257561100 13 1300 SH SHARED 04 1300
D DONALDSON INC COM 257651109 2876 127472 SH SHARED 01 127472
D DONALDSON INC COM 257651109 333 14800 SH SHARED 02 2400 12400
D DONALDSON INC COM 257651109 911 40387 SH SHARED 04 40387
D DONALDSON INC COM 257651109 110 4900 SH SHARED 05 4900
D DONALDSON LUFKIN & JENRETTE NW COM DLJ 257661108 3147 60816 SH SHARED 01 60666 150
D DONALDSON LUFKIN & JENRETTE NW COM DLJ 257661108 75 1450 SH SHARED 02 200 1250
D DONALDSON LUFKIN & JENRETTE NW COM DLJ 257661108 1367 26416 SH SHARED 04 26416
D DONALDSON LUFKIN & JENRETTE NW COM DLJ 257661108 1459 28200 SH SHARED 05 28200
D DONALDSON LUFKIN & JENRETTE NW COM DLJDIRECT 257661504 356 26800 SH SHARED 01 5915 20885
D DONALDSON LUFKIN & JENRETTE NW COM DLJDIRECT 257661504 37 2848 SH SHARED 04 2848
D DONALDSON LUFKIN & JENRETTE NW COM DLJDIRECT 257661504 19 1500 SH SHARED 05 1500
D DONEGAL GROUP INC COM 257701102 3 533 SH SHARED 01 533
D DONNA KARAN INTL INC COM 257826107 185 24100 SH SHARED 01 24100
D DONNA KARAN INTL INC COM 257826107 41 5400 SH SHARED 04 5400
D DONNELLEY R R & SONS CO COM 257867101 26818 1280937 SH SHARED 01 1168855 112082
D DONNELLEY R R & SONS CO COM 257867101 296 14166 SH SHR/OTHR 01 4300 9866
D DONNELLEY R R & SONS CO COM 257867101 197 9450 SH SHARED 02 300 9150
D DONNELLEY R R & SONS CO COM 257867101 3350 160020 SH SHARED 04 160020
D DONNELLEY R R & SONS CO COM 257867101 48 2300 SH SHARED 05 2300
D DONNELLY CORP CL A 257870105 2 200 SH SHARED 01 200
D DORAL FINL CORP COM 25811P100 527 46600 SH SHARED 01 46600
D DORAL FINL CORP COM 25811P100 150 13300 SH SHARED 04 13300
D DOT HILL SYS CORP COM 25848T109 7 600 SH SHARED 01 600
D DOUBLECLICK INC SB NT CV 144A 06 258609AA4 45202 19679000 PRN SHARED 04 19679000
D DOUBLECLICK INC COM 258609304 32756 349874 SH SHARED 01 133357 216517
D DOUBLECLICK INC COM 258609304 4435 47378 SH SHARED 02 42972 4406
D DOUBLECLICK INC COM 258609304 1864 19918 SH SHARED 04 19918
D DOVER CORP COM 260003108 112457 2348981 SH SHARED 01 2004739 344242
D DOVER CORP COM 260003108 651 13600 SH SHR/OTHR 01 13600
D DOVER CORP COM 260003108 95 1998 SH SHARED 02 800 1198
D DOVER CORP COM 260003108 11419 238520 SH SHARED 04 238520
D DOVER CORP COM 260003108 517 10800 SH SHARED 05 10800
D DOVER DOWNS ENTMT INC COM 260086103 211 16600 SH SHARED 01 16600
D DOVER DOWNS ENTMT INC COM 260086103 71 5600 SH SHARED 04 5600
D DOW CHEM CO COM 260543103 283285 2484958 SH SHARED 01 2109019 375939
D DOW CHEM CO COM 260543103 4628 40605 SH SHR/OTHR 01 10577 30028
D DOW CHEM CO COM 260543103 572 5026 SH SHARED 02 1500 3526
D DOW CHEM CO COM 260543103 34179 299824 SH SHARED 04 299824
D DOW CHEM CO COM 260543103 182 1600 SH SHARED 05 1600
D DOW CHEM CO COM 260543103 1436 12600 SH SHARED 06 12600
D DOW JONES & CO INC COM 260561105 59276 825438 SH SHARED 01 789615 35823
D DOW JONES & CO INC COM 260561105 3136 43672 SH SHR/OTHR 01 500 43172
D DOW JONES & CO INC COM 260561105 10875 151446 SH SHARED 04 151446
D DOW JONES & CO INC COM 260561105 1199 16700 SH SHARED 05 16700
D DOWNEY FINL CORP COM 261018105 646 30408 SH SHARED 01 30408
D DOWNEY FINL CORP COM 261018105 388 18300 SH SHARED 04 18300
D DRESDNER RCM GLBL STRATGC INCM COM 26157B101 1251 208600 SH SHARED 04 208600
D DRESS BARN INC COM 261570105 6276 326070 SH SHARED 01 77460 248610
D DRESS BARN INC COM 261570105 125 6500 SH SHARED 04 6500
D DREW INDS INC COM NEW 26168L205 1 200 SH SHARED 01 200
D DREYERS GRAND ICE CREAM INC COM 261878102 6767 262822 SH SHARED 01 94024 168798
D DREYERS GRAND ICE CREAM INC COM 261878102 515 20000 SH SHARED 02 20000
D DREYERS GRAND ICE CREAM INC COM 261878102 432 16812 SH SHARED 04 16812
D DREYERS GRAND ICE CREAM INC COM 261878102 61 2400 SH SHARED 05 2400
D DRIL-QUIP INC COM 262037104 1517 32200 SH SHARED 01 32200
D DRIL-QUIP INC COM 262037104 179 3800 SH SHARED 04 3800
D DRKOOP COM INC COM 262098106 29 8000 SH SHARED 01 8000
D DRUGSTORE COM INC COM 262241102 30 2300 SH SHARED 02 300 2000
D DRUGSTORE COM INC COM 262241102 0 30 SH SHARED 04 30
D DSET CORP COM 262504103 549 29800 SH SHARED 01 29800
D DSET CORP COM 262504103 118 6400 SH SHARED 02 200 6200
D DSET CORP COM 262504103 276 15019 SH SHARED 04 15019
D DSL NET INC COM 262506108 11 500 SH SHR/OTHR 01 500
D DSL NET INC COM 262506108 2839 128695 SH SHARED 02 122850 5845
D DSL NET INC COM 262506108 39 1800 SH SHARED 05 1800
D DU PONT E I DE NEMOURS & CO COM 263534109 667130 12602345 SH SHARED 01 11162965 1676 1437704
D DU PONT E I DE NEMOURS & CO COM 263534109 21555 407187 SH SHR/OTHR 01 267153 140034
D DU PONT E I DE NEMOURS & CO COM 263534109 2124 40128 SH SHARED 02 7045 33083
D DU PONT E I DE NEMOURS & CO COM 263534109 63130 1192560 SH SHARED 04 1192560
D DU PONT E I DE NEMOURS & CO COM 263534109 2641 49900 SH SHARED 05 49900
D DU PONT E I DE NEMOURS & CO COM 263534109 45226 854343 SH SHARED 06 854343
D DUANE READE INC COM 263578106 578 24882 SH SHARED 01 24882
D DUANE READE INC COM 263578106 490 21100 SH SHARED 04 21100
D DUANE READE INC COM 263578106 6 300 SH SHARED 05 300
D DUCOMMUN INC DEL COM 264147109 67 7313 SH SHARED 02 7313
D DUFF & PHELPS CR RATING CO COM 26432F109 774 7766 SH SHARED 01 7766
D DUFF & PHELPS CR RATING CO COM 26432F109 299 3000 SH SHARED 04 3000
D DUFF & PHELPS UTILS INCOME INC COM 264324104 35 4010 SH SHARED 02 4010
D DUKE ENERGY CORP COM 264399106 219090 4173151 SH SHARED 01 3577555 595596
D DUKE ENERGY CORP COM 264399106 541 10313 SH SHR/OTHR 01 6133 4180
D DUKE ENERGY CORP COM 264399106 1270 24207 SH SHARED 02 6354 17853
D DUKE ENERGY CORP COM 264399106 32088 611202 SH SHARED 04 611202
D DUKE ENERGY CORP COM 264399106 430 8200 SH SHARED 05 8200
D DUKE ENERGY CORP COM 264399106 591 11270 SH SHARED 06 11270
D DUKE WEEKS REALTY CORP COM NEW 264411505 16368 855886 SH SHARED 01 229489 626397
D DUKE WEEKS REALTY CORP COM NEW 264411505 2251 117708 SH SHARED 02 50613 67095
D DUKE WEEKS REALTY CORP COM NEW 264411505 548 28672 SH SHARED 04 28672
D DUN & BRADSTREET CORP DEL COM 26483B106 62251 2174718 SH SHARED 01 1926978 247740
D DUN & BRADSTREET CORP DEL COM 26483B106 5104 178330 SH SHR/OTHR 01 151775 26555
D DUN & BRADSTREET CORP DEL COM 26483B106 20 700 SH SHARED 02 700
D DUN & BRADSTREET CORP DEL COM 26483B106 5748 200824 SH SHARED 04 200824
D DUN & BRADSTREET CORP DEL COM 26483B106 186 6500 SH SHARED 05 6500
D DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 513 29882 SH SHARED 01 29882
D DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 111 6500 SH SHARED 04 6500
D DUPONT PHOTOMASKS INC COM 26613X101 739 12761 SH SHARED 01 12761
D DUPONT PHOTOMASKS INC COM 26613X101 115 2000 SH SHARED 04 2000
D DURA PHARMACEUTICALS INC COM 26632S109 3907 317402 SH SHARED 01 135393 182009
D DURA PHARMACEUTICALS INC COM 26632S109 32 2600 SH SHARED 02 2600
D DURA PHARMACEUTICALS INC COM 26632S109 227 18500 SH SHARED 04 18500
D DURA PHARMACEUTICALS INC WT EXP 123102 26632S117 137 315000 SH SHARED 04 315000
D DURAMED PHARMACEUTICALS INC COM 266354109 679 101594 SH SHARED 01 85237 16357
D DURAMED PHARMACEUTICALS INC COM 266354109 13 2000 SH SHARED 02 2000
D DURAMED PHARMACEUTICALS INC COM 266354109 60 9100 SH SHARED 04 9100
D DYCOM INDS INC COM 267475101 16113 330523 SH SHARED 01 127021 203502
D DYCOM INDS INC COM 267475101 22903 469825 SH SHARED 02 469825
D DYCOM INDS INC COM 267475101 1145 23500 SH SHARED 04 23500
D DYNEGY INC NEW CL A 26816Q101 59595 949915 SH SHARED 01 666358 283557
D DYNEGY INC NEW CL A 26816Q101 50 800 SH SHR/OTHR 01 800
D DYNEGY INC NEW CL A 26816Q101 281 4480 SH SHARED 02 4480
D DYNEGY INC NEW CL A 26816Q101 5542 88345 SH SHARED 04 88345
D DYNEGY INC NEW CL A 26816Q101 1060 16900 SH SHARED 05 16900
D DYNEX CAP INC PFD CV B 9.55% 26817Q308 72 7700 SH SHARED 02 7700
D DYNEX CAP INC COM NEW 26817Q506 2 500 SH SHARED 02 500
D ECCS INC COM 26825H100 75 5200 SH SHARED 01 5200
D ECCS INC COM 26825H100 108 7500 SH SHARED 02 7500
D ECI TELECOM LTD ORD 268258100 79 2531 SH SHARED 01 2531
D ECI TELECOM LTD ORD 268258100 163 5200 SH SHARED 02 2800 2400
D ECI TELECOM LTD ORD 268258100 0 5 SH SHARED 04 5
D EDP-ELECTRICIDADE DE PORTUGAL SPONSORED ADR 268353109 37 1000 SH SHARED 04 1000
D EEX CORP COM NEW 26842V207 1095 324655 SH SHARED 01 105022 219633
D EEX CORP COM NEW 26842V207 3 999 SH SHR/OTHR 01 999
D EEX CORP COM NEW 26842V207 59 17700 SH SHARED 04 17700
D E4L INC COM 268452109 46 22100 SH SHARED 01 22100
D E4L INC COM 268452109 0 400 SH SHARED 02 400
D E4L INC COM 268452109 18 8600 SH SHARED 04 8600
D EGL INC COM 268484102 2417 103401 SH SHARED 01 103401
D EGL INC COM 268484102 151 6500 SH SHARED 04 6500
D E-LOAN INC COM 26861P107 49 7100 SH SHARED 01 7100
D ELXSI CORP COM NEW 268613205 2 200 SH SHARED 02 200
D E M C CORP MASS COM 268648102 1717037 13627279 SH SHARED 01 11356077 2271202
D E M C CORP MASS COM 268648102 46244 367018 SH SHR/OTHR 01 169858 197160
D E M C CORP MASS COM 268648102 36055 286153 SH SHARED 02 77828 208325
D E M C CORP MASS COM 268648102 165989 1317378 SH SHARED 04 1316898 480
D E M C CORP MASS COM 268648102 3666 29100 SH SHARED 05 29100
D E M C CORP MASS COM 268648102 54158 429830 SH SHARED 06 429830
D EMCEE BROADCAST PRODS INC COM 268650108 112 17000 SH SHARED 02 5000 12000
D EMS TECHNOLOGIES INC COM 26873N108 10 500 SH SHARED 01 500
D ENSCO INTL INC COM 26874Q100 27633 764933 SH SHARED 01 421208 343725
D ENSCO INTL INC COM 26874Q100 64 1784 SH SHR/OTHR 01 1784
D ENSCO INTL INC COM 26874Q100 667 18470 SH SHARED 02 8920 9550
D ENSCO INTL INC COM 26874Q100 6498 179883 SH SHARED 04 179883
D ENSCO INTL INC COM 26874Q100 755 20900 SH SHARED 05 20900
D ENI S P A SPONSORED ADR 26874R108 381 7508 SH SHARED 01 7404 104
D ENI S P A SPONSORED ADR 26874R108 517 10200 SH SHARED 04 10200
D ENI S P A SPONSORED ADR 26874R108 426 8400 SH SHARED 05 8400
D EOG RES INC COM 26875P101 5525 260800 SH SHARED 01 140867 119933
D EOG RES INC COM 26875P101 6 300 SH SHR/OTHR 01 300
D EOG RES INC COM 26875P101 97 4579 SH SHARED 02 4400 179
D EOG RES INC COM 26875P101 165 7802 SH SHARED 04 7802
D EON COMMUNICATIONS CORP COM 268763109 18 1270 SH SHARED 01 1270
D E PIPHANY INC COM 26881V100 444 3325 SH SHARED 01 3325
D E PIPHANY INC COM 26881V100 3 25 SH SHR/OTHR 01 25
D E PIPHANY INC COM 26881V100 550 4125 SH SHARED 02 4125
D E PIPHANY INC COM 26881V100 106 800 SH SHARED 05 800
D ESAT TELECOM GROUP PLC SPONSORED ADR 26883Y102 499 5000 SH SHARED 01 5000
D ESAT TELECOM GROUP PLC SPONSORED ADR 26883Y102 2311 23141 SH SHARED 04 23141
D EPL TECHNOLOGIES INC COM NEW 268920204 1 500 SH SHARED 01 500
D EPL TECHNOLOGIES INC COM NEW 268920204 1 500 SH SHR/OTHR 01 500
D ESCO ELECTRS CORP COM 269030102 1 100 SH SHARED 02 100
D ESS TECHNOLOGY INC COM 269151106 803 45919 SH SHARED 01 45919
D ESS TECHNOLOGY INC COM 269151106 22 1300 SH SHARED 02 300 1000
D ESS TECHNOLOGY INC COM 269151106 190 10900 SH SHARED 04 10900
D E SPIRE COMMUNICATIONS INC COM 269153102 4119 585886 SH SHARED 01 124822 461064
D E SPIRE COMMUNICATIONS INC COM 269153102 98 14000 SH SHARED 02 8000 6000
D E SPIRE COMMUNICATIONS INC COM 269153102 148 21100 SH SHARED 04 21100
D E-STAMP CORP COM 269154100 40 5500 SH SHARED 01 5500
D E-STAMP CORP COM 269154100 51 7000 SH SHR/OTHR 01 7000
D E-STAMP CORP COM 269154100 17 2400 SH SHARED 02 2400
D E-STAMP CORP COM 269154100 0 74 SH SHARED 04 74
D ETEC SYS INC COM 26922C103 2617 21000 SH SHARED 01 21000
D ETEC SYS INC COM 26922C103 64605 518400 SH SHARED 04 518400
D E-TEK DYNAMICS INC COM 269240107 40651 172800 SH SHARED 01 63490 109310
D E-TEK DYNAMICS INC COM 269240107 670 2850 SH SHARED 02 250 2600
D E-TEK DYNAMICS INC COM 269240107 497 2116 SH SHARED 04 2116
D E-TEK DYNAMICS INC COM 269240107 70 300 SH SHARED 05 300
D E TOWN COM 269242103 3791 59950 SH SHARED 01 39900 20050
D E TOWN COM 269242103 140 2225 SH SHR/OTHR 01 2225
D E TOWN COM 269242103 5660 89500 SH SHARED 04 89500
D E TRADE GROUP INC SUB NT CV 144A07 269246AA2 2784 2000000 PRN SHARED 01 2000000
D E TRADE GROUP INC SUB NT CV 144A07 269246AA2 64012 45986000 PRN SHARED 04 45986000
D E TRADE GROUP INC COM 269246104 32465 1077705 SH SHARED 01 624266 453439
D E TRADE GROUP INC COM 269246104 9131 303123 SH SHARED 04 303123
D E TRADE GROUP INC COM 269246104 1536 51000 SH SHARED 05 51000
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 6 400 SH SHARED 01 400
D EAGLE BANCSHARES INC COM 26942C109 36 2189 SH SHARED 02 1189 1000
D EARTHGRAINS CO COM 270319106 4022 270436 SH SHARED 01 128532 141904
D EARTHGRAINS CO COM 270319106 5 384 SH SHR/OTHR 01 384
D EARTHGRAINS CO COM 270319106 13 900 SH SHARED 02 900
D EARTHGRAINS CO COM 270319106 298 20100 SH SHARED 04 20100
D EARTHGRAINS CO COM 270319106 19 1300 SH SHARED 05 1300
D EARTHSHELL CORP COM 27032B100 188 45800 SH SHARED 01 45800
D EARTHSHELL CORP COM 27032B100 44 10900 SH SHARED 04 10900
D EARTHWEB INC COM 27032C108 3560 144592 SH SHARED 01 26020 118572
D EARTHWEB INC COM 27032C108 677 27500 SH SHARED 04 27500
D EARTHLINK INC COM 270321102 6038 310692 SH SHARED 01 117050 193642
D EARTHLINK INC COM 270321102 7 400 SH SHR/OTHR 01 400
D EARTHLINK INC COM 270321102 114 5867 SH SHARED 02 5706 161
D EARTHLINK INC COM 270321102 1050 54062 SH SHARED 04 54062
D EARTHLINK INC COM 270321102 31 1622 SH SHARED 05 1622
D EAST WEST BANCORP INC COM 27579R104 333 30135 SH SHARED 01 30135
D EAST WEST BANCORP INC COM 27579R104 103 9400 SH SHARED 04 9400
D EASTERN CO COM 276317104 2 150 SH SHARED 01 150
D EASTERN ENTERPRISES COM 27637F100 19195 320585 SH SHARED 01 283560 37025
D EASTERN ENTERPRISES COM 27637F100 131 2200 SH SHARED 02 500 1700
D EASTERN ENTERPRISES COM 27637F100 3167 52894 SH SHARED 04 52894
D EASTERN ENTERPRISES COM 27637F100 29 500 SH SHARED 05 500
D EASTERN UTILS ASSOC COM 277173100 4353 138761 SH SHARED 01 63556 75205
D EASTERN UTILS ASSOC COM 277173100 23 750 SH SHARED 02 750
D EASTERN UTILS ASSOC COM 277173100 1223 39000 SH SHARED 04 39000
D EASTGROUP PPTY INC COM 277276101 537 25000 SH SHARED 01 25000
D EASTGROUP PPTY INC COM 277276101 0 33 SH SHARED 02 33
D EASTGROUP PPTY INC COM 277276101 232 10800 SH SHARED 04 10800
D EASTMAN CHEM CO COM 277432100 39124 859887 SH SHARED 01 720673 139214
D EASTMAN CHEM CO COM 277432100 83 1846 SH SHR/OTHR 01 1293 553
D EASTMAN CHEM CO COM 277432100 84 1850 SH SHARED 02 100 1750
D EASTMAN CHEM CO COM 277432100 5634 123845 SH SHARED 04 123845
D EASTMAN KODAK CO COM 277461109 193725 3566906 SH SHARED 01 3057885 509021
D EASTMAN KODAK CO COM 277461109 998 18392 SH SHR/OTHR 01 16031 2361
D EASTMAN KODAK CO COM 277461109 422 7782 SH SHARED 02 900 6882
D EASTMAN KODAK CO COM 277461109 49226 906358 SH SHARED 04 906358
D EATON CORP COM 278058102 63986 820336 SH SHARED 01 694186 126150
D EATON CORP COM 278058102 7 90 SH SHARED 02 90
D EATON CORP COM 278058102 8512 109129 SH SHARED 04 109129
D EATON CORP COM 278058102 670 8600 SH SHARED 05 8600
D EATON VANCE CORP COM NON VTG 278265103 1820 42400 SH SHARED 01 42400
D EATON VANCE CORP COM NON VTG 278265103 81 1900 SH SHARED 02 1900
D EATON VANCE CORP COM NON VTG 278265103 1232 28700 SH SHARED 04 28700
D EBAY INC COM 278642103 35262 200353 SH SHARED 01 110823 89530
D EBAY INC COM 278642103 2648 15050 SH SHARED 02 14950 100
D EBAY INC COM 278642103 6946 39471 SH SHARED 04 39471
D EBAY INC COM 278642103 17 100 SH SHARED 05 100
D EBIX COM INC COM 278715107 130 10400 SH SHARED 01 10400
D ECHELON CORP COM 27874N105 9385 143283 SH SHARED 01 54695 88588
D ECHELON CORP COM 27874N105 327 5000 SH SHARED 02 5000
D ECHELON CORP COM 27874N105 504 7700 SH SHARED 04 7700
D ECHO BAY MINES LTD COM 278751102 20 15400 SH SHARED 01 15400
D ECHOSTAR COMMUNICATIONS NEW CL A 278762109 63697 806300 SH SHARED 01 246046 560254
D ECHOSTAR COMMUNICATIONS NEW CL A 278762109 884 11200 SH SHARED 02 10000 1200
D ECHOSTAR COMMUNICATIONS NEW CL A 278762109 1836 23250 SH SHARED 04 23250
D ECLIPSE SURGICAL TECHNOLOGIES COM 278849104 658 88500 SH SHARED 01 35005 53495
D ECLIPSE SURGICAL TECHNOLOGIES COM 278849104 208 28000 SH SHARED 02 28000
D ECLIPSE SURGICAL TECHNOLOGIES COM 278849104 61 8251 SH SHARED 04 8251
D ECLIPSYS CORP COM 278856109 1137 58706 SH SHARED 01 57332 1374
D ECLIPSYS CORP COM 278856109 24 1260 SH SHARED 02 1260
D ECLIPSYS CORP COM 278856109 4430 228687 SH SHARED 03 228687
D ECLIPSYS CORP COM 278856109 824 42534 SH SHARED 04 42534
D ECOLAB INC COM 278865100 46839 1276744 SH SHARED 01 1077403 199341
D ECOLAB INC COM 278865100 256 7000 SH SHR/OTHR 01 7000
D ECOLAB INC COM 278865100 2238 61018 SH SHARED 04 61018
D ECOLAB INC COM 278865100 69 1900 SH SHARED 05 1900
D EDPERBRASCAN CORP CL A LTD VT SH 280905803 12 1000 SH SHARED 01 1000
D EDISON INTL COM 281020107 63758 3849711 SH SHARED 01 3308851 540860
D EDISON INTL COM 281020107 300 18162 SH SHR/OTHR 01 10200 7962
D EDISON INTL COM 281020107 107 6469 SH SHARED 02 6469
D EDISON INTL COM 281020107 19606 1183827 SH SHARED 04 1183827
D EDISON INTL COM 281020107 127 7700 SH SHARED 05 7700
D EDUCATION MGMT CORP COM 28139T101 418 28974 SH SHARED 01 28974
D EDUCATION MGMT CORP COM 28139T101 114 7900 SH SHARED 04 7900
D EDUCATIONAL VIDEO CONFERENCING COM 281505107 275 7700 SH SHARED 02 7700
D J D EDWARDS & CO COM 281667105 1989 61100 SH SHARED 01 61100
D J D EDWARDS & CO COM 281667105 20 625 SH SHARED 02 625
D J D EDWARDS & CO COM 281667105 91 2809 SH SHARED 04 2809
D EDWARDS AG INC COM 281760108 19143 478598 SH SHARED 01 255404 223194
D EDWARDS AG INC COM 281760108 98 2450 SH SHARED 02 2450
D EDWARDS AG INC COM 281760108 2641 66048 SH SHARED 04 66048
D EDWARDS AG INC COM 281760108 424 10600 SH SHARED 05 10600
D EFAX COM COM 282012103 2115 389074 SH SHARED 01 64174 324900
D EFAX COM COM 282012103 19 3500 SH SHARED 04 3500
D EFFICIENT NETWORKS INC SB NT CV 144A 05 282056AA8 42473 41805000 PRN SHARED 04 41805000
D EFFICIENT NETWORKS INC COM 282056100 825 5300 SH SHARED 01 5300
D EFFICIENT NETWORKS INC COM 282056100 70 450 SH SHARED 02 450
D EGAIN COMMUNICATIONS COM 28225C103 3 100 SH SHARED 01 100
D EGAIN COMMUNICATIONS COM 28225C103 234 6000 SH SHARED 02 6000
D EGAMES INC COM 282253103 36 17900 SH SHARED 01 17900
D EGGHEAD COM INC NEW COM 282329101 294 41870 SH SHARED 01 41870
D EGGHEAD COM INC NEW COM 282329101 64 9200 SH SHARED 04 9200
D EGLOBE INC COM 282339100 110 11600 SH SHARED 01 11600
D EGLOBE INC COM 282339100 156 16500 SH SHARED 04 16500
D EGREETINGS NETWORK INC COM 282343102 116 20400 SH SHARED 01 20400
D EGREETINGS NETWORK INC COM 282343102 28 5000 SH SHARED 02 5000
D 8X8 INC COM 282912104 189 6400 SH SHARED 01 6400
D 8X8 INC COM 282912104 319 10800 SH SHARED 04 10800
D EL PASO ELEC CO COM NEW 283677854 970 93500 SH SHARED 01 93500
D EL PASO ELEC CO COM NEW 283677854 25818 2488500 SH SHARED 04 2488500
D EL PASO ENERGY PARTNERS L P COM 28368B102 58 3000 SH SHR/OTHR 01 3000
D EL PASO ENERGY PARTNERS L P COM 28368B102 93 4800 SH SHARED 02 4800
D EL PASO ENERGY CORP DEL COM 283905107 101319 2509467 SH SHARED 01 2171989 337478
D EL PASO ENERGY CORP DEL COM 283905107 1806 44742 SH SHR/OTHR 01 40798 3944
D EL PASO ENERGY CORP DEL COM 283905107 1632 40442 SH SHARED 02 11120 29322
D EL PASO ENERGY CORP DEL COM 283905107 12739 315530 SH SHARED 04 315530
D EL PASO ENERGY CORP DEL COM 283905107 258 6400 SH SHARED 05 6400
D ELAN PLC ADR 284131208 359 7564 SH SHARED 01 5764 1800
D ELAN PLC ADR 284131208 118 2500 SH SHR/OTHR 01 2500
D ELAN PLC ADR 284131208 3037 63955 SH SHARED 02 24686 39269
D ELAN PLC ADR 284131208 1681 35400 SH SHARED 04 35400
D ELANTEC SEMICONDUCTOR INC COM 284155108 117 1597 SH SHARED 02 1597
D ELCOM INTL INC COM 284434107 102 7000 SH SHARED 01 7000
D ELCOM INTL INC COM 284434107 7 500 SH SHARED 04 500
D ELCOR CORP COM 284443108 9281 269035 SH SHARED 01 52814 216221
D ELCOR CORP COM 284443108 279 8100 SH SHARED 04 8100
D ELCOTEL INC COM 284447109 62 19800 SH SHARED 01 19800
D ELDERTRUST COM SH BEN INT 284560109 212 72200 SH SHARED 02 16200 56000
D ELECTRIC FUEL CORP COM 284871100 112 9500 SH SHARED 01 9500
D ELECTRIC LIGHTWAVE INC CL A 284895109 260 10900 SH SHARED 01 10900
D ELECTRIC LIGHTWAVE INC CL A 284895109 85 3600 SH SHARED 04 3600
D ELECTRO RENT CORP COM 285218103 234 20200 SH SHARED 01 20200
D ELECTRO RENT CORP COM 285218103 186 16000 SH SHARED 04 16000
D ELECTRO SCIENTIFIC INDS COM 285229100 12368 213256 SH SHARED 01 89056 124200
D ELECTRO SCIENTIFIC INDS COM 285229100 208 3600 SH SHR/OTHR 01 3600
D ELECTRO SCIENTIFIC INDS COM 285229100 638 11000 SH SHARED 04 11000
D ELECTROGLAS INC COM 285324109 1124 32819 SH SHARED 01 32819
D ELECTROGLAS INC COM 285324109 47 1400 SH SHARED 02 1400
D ELECTROGLAS INC COM 285324109 280 8200 SH SHARED 04 8200
D ELECTROGLAS INC COM 285324109 47 1400 SH SHARED 05 1400
D ELECTRONIC ARTS INC COM 285512109 23206 325997 SH SHARED 01 171951 154046
D ELECTRONIC ARTS INC COM 285512109 7054 99101 SH SHARED 02 37652 61449
D ELECTRONIC ARTS INC COM 285512109 2950 41454 SH SHARED 04 41454
D ELECTRONIC ARTS INC COM 285512109 398 5600 SH SHARED 05 5600
D ELECTRONIC DATA SYS NEW COM 285661104 303898 4734580 SH SHARED 01 4306330 428250
D ELECTRONIC DATA SYS NEW COM 285661104 2293 35727 SH SHR/OTHR 01 27854 7873
D ELECTRONIC DATA SYS NEW COM 285661104 1865 29056 SH SHARED 02 2390 26666
D ELECTRONIC DATA SYS NEW COM 285661104 41506 646646 SH SHARED 04 646646
D ELECTRONICS BOUTIQUE HLDGS CP COM 286045109 191 10000 SH SHARED 01 10000
D ELECTRONICS BOUTIQUE HLDGS CP COM 286045109 42 2200 SH SHARED 04 2200
D ELECTRONICS FOR IMAGING INC COM 286082102 13896 231616 SH SHARED 01 96100 135516
D ELECTRONICS FOR IMAGING INC COM 286082102 120 2000 SH SHR/OTHR 01 2000
D ELECTRONICS FOR IMAGING INC COM 286082102 24 400 SH SHARED 02 400
D ELECTRONICS FOR IMAGING INC COM 286082102 182 3046 SH SHARED 04 3046
D ELF AQUITAINE SPONSORED ADR 286269105 494 5691 SH SHARED 01 5501 190
D ELF AQUITAINE SPONSORED ADR 286269105 43 500 SH SHARED 04 500
D ELMIRA SVGS BK FSB N Y COM 289660102 42 2115 SH SHARED 01 2115
D ELOQUENT INC COM 290140102 38 1900 SH SHARED 01 1900
D ELOQUENT INC COM 290140102 4 200 SH SHARED 02 200
D ELOT INC COM 290143106 745 126900 SH SHARED 01 126900
D ELOT INC COM 290143106 153 26100 SH SHARED 04 26100
D ELOYALTY CORP COM 290151109 8358 350099 SH SHARED 01 133649 216450
D ELOYALTY CORP COM 290151109 573 24000 SH SHARED 02 1000 23000
D ELOYALTY CORP COM 290151109 425 17812 SH SHARED 04 17812
D ELSEVIER N V SPON ADR NEW 290259100 131 6300 SH SHARED 04 6300
D ELTRAX SYS INC COM 290375104 0 73 SH SHARED 01 73
D ELTRAX SYS INC COM 290375104 1 81 SH SHR/OTHR 01 81
D EMBRATEL PARTICIPACOES S A SPON ADR PFD 29081N100 16002 624500 SH SHARED 01 624500
D EMBRATEL PARTICIPACOES S A SPON ADR PFD 29081N100 2303 89900 SH SHARED 04 89900
D EMBRATEL PARTICIPACOES S A SPON ADR PFD 29081N100 38 1500 SH SHARED 05 1500
D EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 110 8700 SH SHARED 01 8700
D EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 1 100 SH SHARED 02 100
D EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 369 29140 SH SHARED 04 29140
D EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 1 100 SH SHARED 02 100
D EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 350 29700 SH SHARED 04 29700
D EMCOR GROUP INC COM 29084Q100 1472 70100 SH SHARED 01 40600 29500
D EMCOR GROUP INC COM 29084Q100 121 5800 SH SHARED 04 5800
D EMCORE CORP COM 290846104 9849 85600 SH SHARED 01 80400 5200
D EMCORE CORP COM 290846104 115 1000 SH SHARED 02 1000
D EMCORE CORP COM 290846104 1363 11850 SH SHARED 04 11850
D EMERGE INTERACTIVE INC CL A 29088W103 171 5700 SH SHARED 01 4950 750
D EMERGE INTERACTIVE INC CL A 29088W103 1 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 EMERGING MKTS TELECOMMUNICATNS COM 290887108 7 400 SH SHARED 04 400
D EMERGING MKTS INCOME FD COM 290918101 67 5200 SH SHARED 04 5200
D EMERGING MKTS INCM FD II COM 290920107 16 1500 SH SHARED 01 1500
D EMERGING MKTS INFRASTRUCTURE COM 290921105 31 2421 SH SHARED 02 2000 421
D EMERSON ELEC CO COM 291011104 313857 5907907 SH SHARED 01 5159335 2400 746172
D EMERSON ELEC CO COM 291011104 12060 227024 SH SHR/OTHR 01 139906 87118
D EMERSON ELEC CO COM 291011104 682 12851 SH SHARED 02 189 12662
D EMERSON ELEC CO COM 291011104 37950 714366 SH SHARED 04 714366
D EMERSON ELEC CO COM 291011104 887 16700 SH SHARED 05 16700
D EMISPHERE TECHNOLOGIES INC COM 291345106 111 2150 SH SHARED 02 2150
D EMMIS COMMUNICATIONS CORP CL A 291525103 15366 330456 SH SHARED 01 111496 218960
D EMMIS COMMUNICATIONS CORP CL A 291525103 9 200 SH SHARED 02 200
D EMMIS COMMUNICATIONS CORP CL A 291525103 888 19100 SH SHARED 04 19100
D EMMIS COMMUNICATIONS CORP CL A 291525103 195 4200 SH SHARED 05 4200
D EMMIS COMMUNICATIONS CORP PFD CV SER A 291525202 13567 210350 SH SHARED 04 210350
D EMPIRE DIST ELEC CO COM 291641108 2443 124500 SH SHARED 01 34992 89508
D EMPIRE DIST ELEC CO COM 291641108 139 7100 SH SHARED 04 7100
D EMPRESA NACIONAL DE ELCTRCIDAD SPONSORED ADR 29244T101 139 12828 SH SHARED 01 12828
D EMPRESA NACIONAL DE ELCTRCIDAD SPONSORED ADR 29244T101 1334 122701 SH SHARED 04 122701
D EMPRESAS ICA SOCIEDAD CONTRLAD SUB DB CONV 5%04 292448AC1 23 40000 PRN SHARED 02 40000
D EN POINTE TECHNOLOGIES INC COM 29247F108 96 2400 SH SHARED 01 2400
D EN POINTE TECHNOLOGIES INC COM 29247F108 16 400 SH SHARED 02 400
D EMULEX CORP COM NEW 292475209 20566 188466 SH SHARED 01 76378 112088
D EMULEX CORP COM NEW 292475209 923 8463 SH SHARED 02 6780 1683
D EMULEX CORP COM NEW 292475209 1593 14600 SH SHARED 04 14600
D EMULEX CORP COM NEW 292475209 392 3600 SH SHARED 05 3600
D ENCOMPASS SVCS CORP COM 29255U104 1329 231283 SH SHARED 01 77526 153757
D ENCOMPASS SVCS CORP COM 29255U104 143 25000 SH SHARED 04 25000
D ENCORE WIRE CORP COM 292562105 74 10350 SH SHARED 01 10350
D ENDESA S A SPONSORED ADR 29258N107 110 4700 SH SHARED 01 3500 1200
D ENDESA S A SPONSORED ADR 29258N107 16 700 SH SHARED 04 700
D ENDOCARE INC COM 29264P104 19 1000 SH SHR/OTHR 01 1000
D ENERGY BIOSYSTEMS CORP COM NEW 29265L706 28 2785 SH SHARED 01 2785
D ENERGY BIOSYSTEMS CORP COM NEW 29265L706 6 642 SH SHARED 02 571 71
D ENERGEN CORP COM 29265N108 4470 280500 SH SHARED 01 112800 167700
D ENERGEN CORP COM 29265N108 175 11000 SH SHARED 04 11000
D ENERGY CONVERSION DEVICES INC COM 292659109 122 6000 SH SHARED 01 6000
D ENERGY CONVERSION DEVICES INC COM 292659109 15 750 SH SHARED 02 750
D ENERGIS PLC SPONSORED ADR 29266H100 141 600 SH SHARED 04 600
D ENERGY EAST CORP COM 29266M109 16061 810700 SH SHARED 01 556088 254612
D ENERGY EAST CORP COM 29266M109 157 7930 SH SHARED 02 2730 5200
D ENERGY EAST CORP COM 29266M109 30712 1550188 SH SHARED 04 1550188
D ENERGY EAST CORP COM 29266M109 285 14400 SH SHARED 05 14400
D ENERSIS S A SPONSORED ADR 29274F104 128 6347 SH SHARED 01 6347
D ENGAGE TECHNOLOGIES INC COM 292827102 579 7600 SH SHARED 01 7600
D ENGAGE TECHNOLOGIES INC COM 292827102 167 2200 SH SHARED 04 2200
D ENGAGE TECHNOLOGIES INC COM 292827102 68 900 SH SHARED 05 900
D ENGELHARD CORP COM 292845104 18357 1213697 SH SHARED 01 1126261 87436
D ENGELHARD CORP COM 292845104 280 18513 SH SHARED 02 7285 11228
D ENGELHARD CORP COM 292845104 3044 201256 SH SHARED 04 201256
D ENGELHARD CORP COM 292845104 40 2700 SH SHARED 05 2700
D ENGINEERED SUPPORT SYS INC COM 292866100 8 600 SH SHARED 01 600
D ENGINEERING ANIMATION INC COM 292872108 1739 131900 SH SHARED 01 31500 100400
D ENGINEERING ANIMATION INC COM 292872108 63 4800 SH SHARED 04 4800
D ENGLE HOMES INC COM 292896107 534 54800 SH SHARED 01 54800
D ENERGYNORTH INC COM 292925104 5 100 SH SHARED 01 100
D ENERGYNORTH INC COM 292925104 349 6000 SH SHARED 04 6000
D ENDOCARDIAL SOLUTIONS INC COM 292962107 0 100 SH SHARED 01 100
D ENDOCARDIAL SOLUTIONS INC COM 292962107 166 18000 SH SHARED 02 10000 8000
D ENERGYSOUTH INC COM 292970100 2 150 SH SHARED 01 150
D ENESCO GROUP INC COM 292973104 1006 142453 SH SHARED 01 69392 73061
D ENESCO GROUP INC COM 292973104 39 5600 SH SHARED 04 5600
D ENHANCE FINL SVCS GROUP INC COM 293310108 2241 158700 SH SHARED 01 92112 66588
D ENHANCE FINL SVCS GROUP INC COM 293310108 28 2000 SH SHR/OTHR 01 2000
D ENHANCE FINL SVCS GROUP INC COM 293310108 1107 78400 SH SHARED 04 78400
D ENRON CORP COM 293561106 819238 10941412 SH SHARED 01 9020839 1920573
D ENRON CORP COM 293561106 24415 326082 SH SHR/OTHR 01 160627 165455
D ENRON CORP COM 293561106 4488 59945 SH SHARED 02 13770 46175
D ENRON CORP COM 293561106 118473 1582288 SH SHARED 04 1582103 185
D ENRON CORP COM 293561106 2163 28900 SH SHARED 05 28900
D ENTERCOM COMMUNICATIONS CORP CL A 293639100 1606 31500 SH SHARED 01 31500
D ENTERCOM COMMUNICATIONS CORP CL A 293639100 395 7750 SH SHARED 02 7050 700
D ENTERCOM COMMUNICATIONS CORP CL A 293639100 520 10200 SH SHARED 04 10200
D ENTERGY CORP NEW COM 29364G103 55102 2729586 SH SHARED 01 2343905 385681
D ENTERGY CORP NEW COM 29364G103 162 8050 SH SHR/OTHR 01 8050
D ENTERGY CORP NEW COM 29364G103 18 900 SH SHARED 02 100 800
D ENTERGY CORP NEW COM 29364G103 19190 950655 SH SHARED 04 950655
D ENTERGY CORP NEW COM 29364G103 113 5600 SH SHARED 05 5600
D ENTERPRISE OIL PLC SPONSORED ADR 293779302 14 700 SH SHARED 04 700
D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 293 22275 SH SHARED 01 22275
D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 85 6500 SH SHARED 04 6500
D ENTREMED INC COM 29382F103 8212 138600 SH SHARED 01 44100 94500
D ENTREMED INC COM 29382F103 592 10000 SH SHR/OTHR 01 10000
D ENTREMED INC COM 29382F103 23 400 SH SHARED 02 400
D ENTREMED INC COM 29382F103 633 10700 SH SHARED 04 10700
D ENTRADE INC COM 29382L100 172 5600 SH SHARED 04 5600
D ENTRUST TECHNOLOGIES INC COM 293848107 9791 115083 SH SHARED 01 51183 63900
D ENTRUST TECHNOLOGIES INC COM 293848107 523 6150 SH SHARED 02 6150
D ENTRUST TECHNOLOGIES INC COM 293848107 689 8100 SH SHARED 04 8100
D ENTRUST TECHNOLOGIES INC COM 293848107 3522 41400 SH SHARED 06 41400
D ENZON INC COM 293904108 23241 616696 SH SHARED 01 412125 204571
D ENZON INC COM 293904108 602 16000 SH SHARED 04 16000
D ENZO BIOCHEM INC COM 294100102 2146 30886 SH SHARED 01 30886
D ENZO BIOCHEM INC COM 294100102 757 10900 SH SHARED 04 10900
D EPIMMUNE INC COM 29425Y101 52 7000 SH SHARED 01 7000
D EPICOR SOFTWARE CORP COM 29426L108 1795 211241 SH SHARED 01 104417 106824
D EPICOR SOFTWARE CORP COM 29426L108 5 700 SH SHARED 02 700
D EPICOR SOFTWARE CORP COM 29426L108 144 17000 SH SHARED 04 17000
D EPITOPE INC COM 294261102 187 20000 SH SHARED 02 20000
D EPLUS INC COM 294268107 86 2600 SH SHARED 01 2600
D EQUANT N V NY REG SHS 294409107 12417 145978 SH SHARED 01 145978
D EQUANT N V NY REG SHS 294409107 76 900 SH SHARED 01 900
D EQUANT N V NY REG SHS 294409107 4 50 SH SHARED 02 50
D EQUANT N V NY REG SHS 294409107 476 5600 SH SHARED 04 5600
D EQUIFAX INC COM 294429105 50217 1988816 SH SHARED 01 1705184 283632
D EQUIFAX INC COM 294429105 2231 88377 SH SHR/OTHR 01 68072 20305
D EQUIFAX INC COM 294429105 396 15700 SH SHARED 02 4900 10800
D EQUIFAX INC COM 294429105 4757 188433 SH SHARED 04 188433
D EQUIFAX INC COM 294429105 83 3300 SH SHARED 05 3300
D EQUINOX SYS INC COM 294436100 56 7500 SH SHARED 01 7500
D EQUITABLE FED SVGS BK MD COM 294487103 91 6836 SH SHARED 01 6836
D EQUITABLE RES INC COM 294549100 21368 476850 SH SHARED 01 281984 194866
D EQUITABLE RES INC COM 294549100 538 12012 SH SHR/OTHR 01 4275 7737
D EQUITABLE RES INC COM 294549100 13 300 SH SHARED 02 300
D EQUITABLE RES INC COM 294549100 613 13700 SH SHARED 04 13700
D EQUITABLE RES INC COM 294549100 53 1200 SH SHARED 05 1200
D EQUITY INCOME FD UT 1 EX SR-ATT 294700703 314 1600 SH SHARED 01 1300 300
D EQUITY INCOME FD UT 1 EX SR-ATT 294700703 196 1000 SH SHR/OTHR 01 1000
D EQUITY INCOME FD UT 1 EX SR-ATT 294700703 118 600 SH SHARED 02 600
D EQUITY INNS INC COM 294703103 553 81200 SH SHARED 01 81200
D EQUITY INNS INC COM 294703103 104 15400 SH SHARED 04 15400
D EQUITY OFFICE PROPERTIES TRUST COM 294741103 30551 1215998 SH SHARED 01 478000 737998
D EQUITY OFFICE PROPERTIES TRUST COM 294741103 8 350 SH SHR/OTHR 01 350
D EQUITY OFFICE PROPERTIES TRUST COM 294741103 217 8648 SH SHARED 02 8298 350
D EQUITY OFFICE PROPERTIES TRUST COM 294741103 3252 129444 SH SHARED 04 129444
D EQUITY OFFICE PROPERTIES TRUST PFD CV B 5.25% 294741509 1903 50100 SH SHARED 04 50100
D EQUITY ONE COM 294752100 18 2000 SH SHARED 01 2000
D EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 35292 878212 SH SHARED 01 479991 398221
D EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 22 550 SH SHR/OTHR 01 250 300
D EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 996 24785 SH SHARED 02 13061 11724
D EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 984 24490 SH SHARED 04 24490
D EQUITY RESIDENTIAL PPTYS TR PFD CV J $2.15 29476L826 48 2000 SH SHARED 02 2000
D EQUITY RESIDENTIAL PPTYS TR PFD CV J $2.15 29476L826 3925 161027 SH SHARED 04 161027
D EQUITY RESIDENTIAL PPTYS TR PFD CONV E 7% 29476L883 2914 131000 SH SHARED 04 131000
D EQUUS II INC COM 294766100 6 600 SH SHARED 04 600
D ERICSSON L M TEL CO ADR CL B SEK10 294821400 7512 80076 SH SHARED 01 45905 34171
D ERICSSON L M TEL CO ADR CL B SEK10 294821400 487 5200 SH SHR/OTHR 01 5200
D ERICSSON L M TEL CO ADR CL B SEK10 294821400 11957 127457 SH SHARED 02 23440 104017
D ERICSSON L M TEL CO ADR CL B SEK10 294821400 15665 166984 SH SHARED 04 166984
D ERICSSON L M TEL CO ADR CL B SEK10 294821400 3499 37300 SH SHARED 05 37300
D ERIE INDTY CO CL A 29530P102 1636 50445 SH SHARED 01 39445 11000
D ERIE INDTY CO CL A 29530P102 324 10000 SH SHARED 02 10000
D ERIE INDTY CO CL A 29530P102 126 3895 SH SHARED 04 3895
D ESHARE TECHNOLOGIES INC GA COM 296428105 268 21700 SH SHARED 01 13800 7900
D ESHARE TECHNOLOGIES INC GA COM 296428105 22 1800 SH SHARED 04 1800
D ESPEED INC CL A 296643109 157 3000 SH SHARED 01 3000
D ESPIRITO SANTO FINL GROUP SA SPONSORED ADR 29665F200 18 1000 SH SHARED 01 1000
D ESPIRITO SANTO FINL GROUP SA SPONSORED ADR 29665F200 18 1000 SH SHR/OTHR 01 1000
D ESPIRITO SANTO FINL GROUP SA SPONSORED ADR 29665F200 56 3000 SH SHARED 02 3000
D ESSEX BANCORP INC DEL COM 296687106 18 9600 SH SHARED 01 9600
D ESOFT INC COM 296904105 110 6050 SH SHARED 01 5200 850
D ESSEX PPTY TR INC COM 297178105 889 24700 SH SHARED 01 24700
D ESSEX PPTY TR INC COM 297178105 496 13800 SH SHARED 04 13800
D ESTERLINE TECHNOLOGIES CORP COM 297425100 364 28000 SH SHARED 01 28000
D ESTERLINE TECHNOLOGIES CORP COM 297425100 92 7100 SH SHARED 04 7100
D ETHAN ALLEN INTERIORS INC COM 297602104 10458 418332 SH SHARED 01 248215 170117
D ETHAN ALLEN INTERIORS INC COM 297602104 502 20100 SH SHARED 04 20100
D ETHYL CORP COM 297659104 1192 389563 SH SHARED 01 209087 180476
D ETHYL CORP COM 297659104 6 2000 SH SHARED 02 1400 600
D ETHYL CORP COM 297659104 182 59631 SH SHARED 04 59631
D ETHYL CORP COM 297659104 29 9500 SH SHARED 05 9500
D ETOYS INC SUB NT CV 144A04 297862AA2 9820 24550000 PRN SHARED 04 24550000
D ETOYS INC COM 297862104 290 32900 SH SHARED 01 32900
D ETOYS INC COM 297862104 21 2466 SH SHARED 02 1966 500
D ETOYS INC COM 297862104 5 593 SH SHARED 04 593
D EUFAULA BANCCORP INC COM 29816N102 68 8600 SH SHARED 01 8600
D EUROPE FD INC COM 29874M103 16 914 SH SHARED 02 914
D EUROPEAN WT FD INC COM 298792102 20 1182 SH SHARED 02 1182
D EUROWEB INTL CORP COM 298801101 43 6300 SH SHARED 01 6300
D EVERGREEN RES INC COM NO PAR 299900308 1721 71186 SH SHARED 01 59529 11657
D EVERGREEN RES INC COM NO PAR 299900308 48 2000 SH SHARED 02 2000
D EVERGREEN RES INC COM NO PAR 299900308 125 5200 SH SHARED 04 5200
D EVERTRUST FINL GROUP INC COM 300412103 583 59500 SH SHARED 04 59500
D EVOLVING SYS INC COM 30049R100 58 6200 SH SHARED 04 6200
D EXABYTE CORP COM 300615101 1332 179200 SH SHARED 01 179200
D EXACTIS COM INC COM 30064G104 341 15500 SH SHARED 04 15500
D EXAR CORP COM 300645108 2242 31342 SH SHARED 01 31342
D EXAR CORP COM 300645108 522 7300 SH SHARED 04 7300
D EXCALIBUR TECHNOLOGIES CORP COM NEW 300651205 3609 91100 SH SHARED 01 19700 71400
D EXCALIBUR TECHNOLOGIES CORP COM NEW 300651205 182 4600 SH SHARED 04 4600
D EXCEL LEGACY CORP SUB DB CONV 9%04 300665AA4 6 8043 PRN SHARED 01 8043
D EXCEL LEGACY CORP COM 300665106 4 1200 SH SHARED 01 1200
D EXCEL TECHNOLOGY INC COM 30067T103 7 200 SH SHARED 01 200
D EXCELON CORP COM 300691102 11 1000 SH SHARED 02 1000
D EXCHANGE APPLICATIONS COM 300867108 10188 192522 SH SHARED 01 59822 132700
D EXCHANGE APPLICATIONS COM 300867108 2366 44726 SH SHARED 02 44026 700
D EXCHANGE APPLICATIONS COM 300867108 663 12531 SH SHARED 04 12531
D EXCELSIOR HENDERSON MOTORCYCLE COM 300906104 0 500 SH SHARED 02 500
D EXIDE CORP COM 302051107 1964 166355 SH SHARED 01 58355 108000
D EXIDE CORP COM 302051107 93 7900 SH SHARED 04 7900
D EXODUS COMMUNICATIONS INC COM 302088109 109755 781175 SH SHARED 01 278495 502680
D EXODUS COMMUNICATIONS INC COM 302088109 126 900 SH SHR/OTHR 01 900
D EXODUS COMMUNICATIONS INC COM 302088109 19698 140200 SH SHARED 02 122410 17790
D EXODUS COMMUNICATIONS INC COM 302088109 4070 28971 SH SHARED 04 28971
D EXODUS COMMUNICATIONS INC COM 302088109 1166 8300 SH SHARED 05 8300
D EXPEDIA INC COM 302125109 123 5800 SH SHARED 01 5800
D EXPEDITORS INTL WASH INC COM 302130109 15254 383756 SH SHARED 01 137376 246380
D EXPEDITORS INTL WASH INC COM 302130109 123 3101 SH SHARED 04 3101
D EXPRESS SCRIPTS INC CL A 302182100 9038 215200 SH SHARED 01 86804 128396
D EXPRESS SCRIPTS INC CL A 302182100 1209 28800 SH SHARED 02 750 28050
D EXPRESS SCRIPTS INC CL A 302182100 717 17072 SH SHARED 04 17072
D EXPRESS SCRIPTS INC CL A 302182100 180 4300 SH SHARED 05 4300
D EXTENDED STAY AMER INC COM 30224P101 4524 603247 SH SHARED 01 118747 484500
D EXTENDED STAY AMER INC COM 30224P101 222 29700 SH SHARED 04 29700
D EXTENDICARE INC CDA SUB VTG SH 30224T871 8 10000 SH SHARED 01 10000
D EXTENSITY INC COM 302255104 6969 145190 SH SHARED 02 126950 18240
D EXTENSITY INC COM 302255104 116 2428 SH SHARED 04 2428
D EXTREME NETWORKS INC COM 30226D106 1706 21600 SH SHARED 01 21600
D EXTREME NETWORKS INC COM 30226D106 705 8931 SH SHARED 02 8931
D EXTREME NETWORKS INC COM 30226D106 1448 18333 SH SHARED 04 18333
D EXTREME NETWORKS INC COM 30226D106 276 3500 SH SHARED 05 3500
D EXXON MOBIL CORP COM 30231G102 3415697 43826398 SH SHARED 01 37473636 54532 6298230
D EXXON MOBIL CORP COM 30231G102 114886 1474100 SH SHR/OTHR 01 1040859 433241
D EXXON MOBIL CORP COM 30231G102 14686 188440 SH SHARED 02 57683 130757
D EXXON MOBIL CORP COM 30231G102 308367 3956624 SH SHARED 04 3956249 375
D EXXON MOBIL CORP COM 30231G102 12251 157200 SH SHARED 05 157200
D EXXON MOBIL CORP COM 30231G102 94652 1214472 SH SHARED 06 1214472
D F&M BANCORP MD COM 302367107 135 7548 SH SHARED 01 7548
D F&M BANCORP MD COM 302367107 32 1807 SH SHARED 02 1807
D F&M BANCORP MD COM 302367107 68 3800 SH SHARED 04 3800
D F & M NATL CORP COM 302374103 823 37411 SH SHARED 01 37411
D F & M NATL CORP COM 302374103 19 869 SH SHARED 02 869
D F & M NATL CORP COM 302374103 211 9600 SH SHARED 04 9600
D FBL FINL GROUP INC CL A 30239F106 310 20700 SH SHARED 01 20700
D FBL FINL GROUP INC CL A 30239F106 18 1200 SH SHARED 02 1200
D FBL FINL GROUP INC CL A 30239F106 108 7200 SH SHARED 04 7200
D FEI CO COM 30241L109 105 3500 SH SHARED 02 2000 1500
D F M C CORP COM NEW 302491303 18538 328113 SH SHARED 01 289289 38824
D F M C CORP COM NEW 302491303 2591 45867 SH SHARED 04 45867
D FNB CORP PA COM 302520101 536 29175 SH SHARED 01 29175
D FNB CORP PA COM 302520101 152 8300 SH SHARED 04 8300
D FNB CORP PA COM 302520101 38 2100 SH SHARED 05 2100
D FNB FINANCIAL SERVICES CORP COM 302526108 10 800 SH SHARED 02 800
D FPIC INS GROUP INC COM 302563101 431 24637 SH SHARED 01 24637
D FPIC INS GROUP INC COM 302563101 71 4100 SH SHARED 02 4100
D FPIC INS GROUP INC COM 302563101 70 4000 SH SHARED 04 4000
D FPL GROUP INC COM 302571104 103135 2239048 SH SHARED 01 1945621 800 292627
D FPL GROUP INC COM 302571104 568 12351 SH SHR/OTHR 01 9616 2735
D FPL GROUP INC COM 302571104 211 4588 SH SHARED 02 200 4388
D FPL GROUP INC COM 302571104 13524 293609 SH SHARED 04 293609
D FPL GROUP INC COM 302571104 188 4100 SH SHARED 05 4100
D FSI INTL INC COM 302633102 831 40541 SH SHARED 01 40541
D FSI INTL INC COM 302633102 82 4000 SH SHARED 02 4000
D FSI INTL INC COM 302633102 395 19300 SH SHARED 04 19300
D FVC COM INC COM 30266P100 23 1300 SH SHARED 02 1300
D FVC COM INC COM 30266P100 57 3200 SH SHARED 04 3200
D FX ENERGY INC COM 302695101 45 7500 SH SHARED 01 7500
D F Y I INC COM 302712104 425 15683 SH SHARED 01 15683
D F Y I INC COM 302712104 130 4800 SH SHARED 04 4800
D FCNB CORP COM 302920103 102 7124 SH SHARED 01 7124
D FCNB CORP COM 302920103 64 4500 SH SHARED 04 4500
D FACTORY 2-U INC COM 303072102 594 23783 SH SHARED 01 21983 1800
D FACTORY 2-U INC COM 303072102 127 5100 SH SHARED 04 5100
D FACTSET RESH SYS INC COM 303075105 700 25900 SH SHARED 01 25900
D FACTSET RESH SYS INC COM 303075105 487 18000 SH SHARED 04 18000
D FAIR ISAAC & CO INC COM 303250104 97 2500 SH SHARED 01 2500
D FAIR ISAAC & CO INC COM 303250104 19 500 SH SHARED 02 500
D FAIR ISAAC & CO INC COM 303250104 489 12600 SH SHARED 04 12600
D FAIRCHILD CORP CL A 303698104 174 25632 SH SHARED 01 25632
D FAIRCHILD CORP CL A 303698104 187 27500 SH SHARED 04 27500
D FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 3051 83600 SH SHARED 02 34100 49500
D FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 73 2000 SH SHARED 04 2000
D FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 32 900 SH SHARED 05 900
D FAIRFIELD CMNTYS INC COM PAR $0.01 304231301 623 78587 SH SHARED 01 78587
D FAIRFIELD CMNTYS INC COM PAR $0.01 304231301 188 23700 SH SHARED 04 23700
D FAIRMARKET INC COM 305158107 1039 45700 SH SHARED 02 41300 4400
D FAIRMARKET INC COM 305158107 6 295 SH SHARED 04 295
D FALCON PRODS INC COM 306075102 11 990 SH SHARED 01 990
D FAMILY DLR STORES INC COM 307000109 24758 1189624 SH SHARED 01 906986 282638
D FAMILY DLR STORES INC COM 307000109 174 8400 SH SHARED 02 2400 6000
D FAMILY DLR STORES INC COM 307000109 2730 131199 SH SHARED 04 131199
D FAMILY DLR STORES INC COM 307000109 412 19800 SH SHARED 05 19800
D FAMILY GOLF CTRS INC COM 30701A106 33 32997 SH SHARED 01 32997
D FAMILY GOLF CTRS INC COM 30701A106 8 8800 SH SHARED 04 8800
D FARMER BROS CO COM 307675108 250 1400 SH SHARED 01 1400
D FARMER BROS CO COM 307675108 71 400 SH SHARED 04 400
D FARM FAMILY HLDGS INC COM 307901108 163 5500 SH SHARED 01 5500
D FARM FAMILY HLDGS INC COM 307901108 62 2100 SH SHARED 04 2100
D FARMERS CAP BK CORP COM 309562106 295 8700 SH SHARED 01 8700
D FARMERS CAP BK CORP COM 309562106 88 2600 SH SHARED 04 2600
D FARR CO COM 311648109 613 35975 SH SHARED 01 35975
D FARR CO COM 311648109 602 35300 SH SHR/OTHR 01 35300
D FATBRAIN COM INC COM 311889109 1573 145561 SH SHARED 01 28861 116700
D FATBRAIN COM INC COM 311889109 15 1400 SH SHARED 04 1400
D FASTENAL CO COM 311900104 9337 195033 SH SHARED 01 111330 83703
D FASTENAL CO COM 311900104 857 17902 SH SHARED 04 17902
D FASTENAL CO COM 311900104 181 3800 SH SHARED 05 3800
D FEDDERS CORP COM 313135105 2002 360000 SH SHARED 01 115272 244728
D FEDDERS CORP COM 313135105 68 12400 SH SHARED 04 12400
D FEDDERS CORP CL A 313135303 14 2600 SH SHARED 01 2363 237
D FEDERAL AGRIC MTG CORP CL C 313148306 220 14200 SH SHARED 01 14200
D FEDERAL AGRIC MTG CORP CL C 313148306 48 3100 SH SHARED 04 3100
D FEDERAL HOME LN MTG CORP COM 313400301 336265 7610066 SH SHARED 01 6483833 1126233
D FEDERAL HOME LN MTG CORP COM 313400301 1462 33100 SH SHR/OTHR 01 30700 2400
D FEDERAL HOME LN MTG CORP COM 313400301 1950 44146 SH SHARED 02 5323 38823
D FEDERAL HOME LN MTG CORP COM 313400301 46041 1041963 SH SHARED 04 1041963
D FEDERAL HOME LN MTG CORP COM 313400301 4918 111300 SH SHARED 05 111300
D FEDERAL MOGUL CORP COM 313549107 5831 349482 SH SHARED 01 196082 153400
D FEDERAL MOGUL CORP COM 313549107 1733 103866 SH SHARED 04 103866
D FEDERAL MOGUL CORP COM 313549107 163 9800 SH SHARED 05 9800
D FEDERAL NATL MTG ASSN COM 313586109 701182 12396707 SH SHARED 01 10276208 2120499
D FEDERAL NATL MTG ASSN COM 313586109 8416 148794 SH SHR/OTHR 01 68403 80391
D FEDERAL NATL MTG ASSN COM 313586109 3619 63984 SH SHARED 02 8890 55094
D FEDERAL NATL MTG ASSN COM 313586109 76131 1345980 SH SHARED 04 1345480 500
D FEDERAL NATL MTG ASSN COM 313586109 1108 19600 SH SHARED 06 19600
D FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 4335 224498 SH SHARED 01 89698 134800
D FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 185 9600 SH SHARED 02 6300 3300
D FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 324 16800 SH SHARED 04 16800
D FEDERAL SCREW WKS COM 313819104 4 100 SH SHARED 01 100
D FEDERAL SIGNAL CORP COM 313855108 5092 281927 SH SHARED 01 164053 117874
D FEDERAL SIGNAL CORP COM 313855108 33 1850 SH SHARED 02 1650 200
D FEDERAL SIGNAL CORP COM 313855108 793 43916 SH SHARED 04 43916
D FEDERAL SIGNAL CORP COM 313855108 83 4600 SH SHARED 05 4600
D FEDERATED DEPT STORES INC DEL COM 31410H101 102494 2425902 SH SHARED 01 2069300 356602
D FEDERATED DEPT STORES INC DEL COM 31410H101 83 1974 SH SHARED 02 52 1922
D FEDERATED DEPT STORES INC DEL COM 31410H101 11918 282099 SH SHARED 04 282099
D FEDERATED DEPT STORES INC DEL COM 31410H101 1413 33450 SH SHARED 06 33450
D FEDERATED DEPT STORES INC DEL WT D EX 121901 31410H127 5209 308701 SH SHARED 04 308701
D FEDERATED INVS INC PA CL B 314211103 1373 50300 SH SHARED 01 50300
D FEDERATED INVS INC PA CL B 314211103 96 3521 SH SHARED 04 3521
D FEDEX CORP COM 31428X106 128739 3317004 SH SHARED 01 2822470 494534
D FEDEX CORP COM 31428X106 833 21480 SH SHR/OTHR 01 8380 13100
D FEDEX CORP COM 31428X106 1037 26741 SH SHARED 02 4995 21746
D FEDEX CORP COM 31428X106 22671 584143 SH SHARED 04 584143
D FEDEX CORP COM 31428X106 81 2100 SH SHARED 05 2100
D FELCOR LODGING TR INC COM 31430F101 4595 257088 SH SHARED 01 66458 190630
D FELCOR LODGING TR INC COM 31430F101 52 2942 SH SHARED 02 1650 1292
D FELCOR LODGING TR INC COM 31430F101 138 7739 SH SHARED 04 7739
D FELCOR LODGING TR INC PFD CV A $1.95 31430F200 12 800 SH SHARED 02 800
D FERRO CORP COM 315405100 5127 287886 SH SHARED 01 116966 170920
D FERRO CORP COM 315405100 1204 67630 SH SHARED 04 67630
D FERRO CORP COM 315405100 65 3700 SH SHARED 05 3700
D F5 NETWORKS INC COM 315616102 271 4000 SH SHARED 01 4000
D F5 NETWORKS INC COM 315616102 13 200 SH SHR/OTHR 01 200
D F5 NETWORKS INC COM 315616102 33 500 SH SHARED 04 500
D FIAT S P A SP ADR ORD NEW 315621888 276 10300 SH SHARED 04 10300
D FIBERMARK INC COM 315646109 6 500 SH SHARED 02 500
D FIDELITY ADVISOR KOREA FD INC COM 315804104 6 500 SH SHARED 02 500
D FIDELITY ADVISOR KOREA FD INC COM 315804104 4718 387200 SH SHARED 04 387200
D FIDELITY BANCORP INC COM 315831107 1 151 SH SHARED 01 151
D FIDELITY HLDGS INC COM NEW 31617J306 1687 79425 SH SHARED 01 79425
D FIDELITY HLDGS INC COM NEW 31617J306 157 7400 SH SHARED 04 7400
D FIDELITY NATL FINL INC COM 316326107 580 42042 SH SHARED 01 42042
D FIDELITY NATL FINL INC COM 316326107 1974 142955 SH SHARED 04 142955
D FIFTH THIRD BANCORP COM 316773100 190891 3030019 SH SHARED 01 2717604 312415
D FIFTH THIRD BANCORP COM 316773100 466 7400 SH SHARED 02 675 6725
D FIFTH THIRD BANCORP COM 316773100 23386 371215 SH SHARED 04 371215
D FIFTH THIRD BANCORP COM 316773100 201 3200 SH SHARED 05 3200
D FIFTH THIRD BANCORP COM 316773100 403 6400 SH SHARED 06 6400
D FILENET CORP COM 316869106 18323 615928 SH SHARED 01 382483 233445
D FILENET CORP COM 316869106 89 3000 SH SHR/OTHR 01 3000
D FILENET CORP COM 316869106 357 12000 SH SHARED 02 12000
D FILENET CORP COM 316869106 538 18100 SH SHARED 04 18100
D FINANCIAL FED CORP COM 317492106 314 17300 SH SHARED 01 17300
D FINANCIAL FED CORP COM 317492106 81 4500 SH SHARED 04 4500
D FINANCIAL SEC ASSURN HLDGS LTD COM 31769P100 11136 151641 SH SHARED 01 39341 112300
D FINANCIAL SEC ASSURN HLDGS LTD COM 31769P100 19 268 SH SHARED 02 268
D FINANCIAL SEC ASSURN HLDGS LTD COM 31769P100 30626 417040 SH SHARED 04 417040
D FINANCIAL SEC ASSURN HLDGS LTD COM 31769P100 73 1000 SH SHARED 05 1000
D FINISAR COM 31787A101 952 6500 SH SHARED 01 5500 1000
D FINLAY ENTERPRISES INC COM NEW 317884203 24 2000 SH SHARED 02 2000
D FINET COM INC COM PAR $0.01 317922300 1002 782500 SH SHARED 01 176200 606300
D FINET COM INC COM PAR $0.01 317922300 31 24700 SH SHARED 04 24700
D FINISH LINE INC CL A 317923100 325 33400 SH SHARED 01 33400
D FINISH LINE INC CL A 317923100 69 7100 SH SHARED 04 7100
D FINOVA GROUP INC COM 317928109 5500 327192 SH SHARED 01 168256 158936
D FINOVA GROUP INC COM 317928109 5 300 SH SHARED 02 300
D FINOVA GROUP INC COM 317928109 644 38341 SH SHARED 04 38341
D FINOVA GROUP INC COM 317928109 107 6400 SH SHARED 05 6400
D FIREPOND INC COM 318224102 150 3680 SH SHARED 01 3680
D FIREPOND INC COM 318224102 4 100 SH SHARED 02 100
D FIRST ALBANY COS INC COM 318465101 13 388 SH SHARED 01 388
D FIRST AMERN FINL CORP COM 318522307 1254 90010 SH SHARED 01 90010
D FIRST AMERN FINL CORP COM 318522307 1788 128300 SH SHARED 04 128300
D FIRST AUSTRALIA FD INC COM 318652104 34 5000 SH SHR/OTHR 01 5000
D FIRST AUSTRALIA PRIME INCOME COM 318653102 18 4000 SH SHARED 01 4000
D FIRST AUSTRALIA PRIME INCOME COM 318653102 135 30000 SH SHR/OTHR 01 30000
D FIRST AUSTRALIA PRIME INCOME COM 318653102 15 3500 SH SHARED 02 3500
D FIRST AUSTRALIA PRIME INCOME COM 318653102 2511 558000 SH SHARED 04 558000
D FIRST BANCORP IND INC NEW COM 31867T103 328 35000 SH SHARED 04 35000
D FIRST BANCORP P R COM 318672102 609 34566 SH SHARED 01 34566
D FIRST BANCORP P R COM 318672102 190 10800 SH SHARED 04 10800
D FIRST BANCSHARES INC MO COM 318687100 29 3000 SH SHARED 01 3000
D FIRST BANCORP N C COM 318910106 3 300 SH SHARED 01 300
D FIRST BKS AMER INC COM 31928N103 0 12 SH SHARED 02 12
D FIRST BUSEY CORP COM 319383105 190 9900 SH SHARED 01 9900
D FIRST BUSEY CORP COM 319383105 88 4600 SH SHARED 04 4600
D FIRST CASH FINL SVCS INC COM 31942D107 1 300 SH SHARED 01 300
D FIRST CHARTER CORP COM 319439105 250 19300 SH SHARED 01 19300
D FIRST CHARTER CORP COM 319439105 85 6600 SH SHARED 04 6600
D FIRST CTZNS BANCSHARES INC N C CL A 31946M103 1978 35044 SH SHARED 01 10858 24186
D FIRST CTZNS BANCSHARES INC N C CL A 31946M103 58 1044 SH SHR/OTHR 01 1044
D FIRST CTZNS BANCSHARES INC N C CL A 31946M103 118 2100 SH SHARED 04 2100
D FIRST COASTAL CORP COM NEW 319699203 0 51 SH SHARED 02 51
D FIRST COMMERCE BANCSHARES INC CL B 319777207 350 10100 SH SHARED 01 10100
D FIRST COMMERCE BANCSHARES INC CL B 319777207 76 2200 SH SHARED 04 2200
D FIRST COMWLTH FINL CORP PA COM 319829107 1326 153768 SH SHARED 01 96072 57696
D FIRST COMWLTH FINL CORP PA COM 319829107 222 25800 SH SHARED 04 25800
D FIRST CONSULTING GROUP INC COM 31986R103 373 23010 SH SHARED 01 23010
D FIRST CONSULTING GROUP INC COM 31986R103 113 7000 SH SHARED 04 7000
D FIRST FED S&L EAST HARTFORD CT COM 319944104 6 200 SH SHARED 01 200
D FIRST FED CAP CORP COM 319960100 240 20560 SH SHARED 01 20560
D FIRST FED CAP CORP COM 319960100 73 6300 SH SHARED 04 6300
D FIRST FED FINL CORP KY COM 319961108 3 200 SH SHARED 01 200
D FIRST DATA CORP COM 319963104 209745 4726648 SH SHARED 01 3962530 764118
D FIRST DATA CORP COM 319963104 345 7780 SH SHR/OTHR 01 6246 1534
D FIRST DATA CORP COM 319963104 1120 25253 SH SHARED 02 5576 19677
D FIRST DATA CORP COM 319963104 24887 560847 SH SHARED 04 560847
D FIRST DATA CORP COM 319963104 483 10900 SH SHARED 05 10900
D FIRST ESSEX BANCORP INC COM 320103104 3 200 SH SHARED 01 200
D FIRST FINL BANKSHARES COM 32020R109 411 15694 SH SHARED 01 15694
D FIRST FINL BANKSHARES COM 32020R109 110 4200 SH SHARED 04 4200
D FIRST FINL BANCORP OH COM 320209109 2161 120077 SH SHARED 01 64324 55753
D FIRST FINL BANCORP OH COM 320209109 266 14800 SH SHARED 04 14800
D FIRST FINL CORP IND COM 320218100 363 10465 SH SHARED 01 10465
D FIRST FINL CORP IND COM 320218100 86 2500 SH SHARED 04 2500
D FIRST FINL HLDGS INC COM 320239106 279 19800 SH SHARED 01 19800
D FIRST FINL HLDGS INC COM 320239106 79 5600 SH SHARED 04 5600
D FIRST INDUSTRIAL REALTY TRUST COM 32054K103 19563 717943 SH SHARED 01 522550 195393
D FIRST INDUSTRIAL REALTY TRUST COM 32054K103 500 18370 SH SHR/OTHR 01 5370 13000
D FIRST INDUSTRIAL REALTY TRUST COM 32054K103 2466 90516 SH SHARED 02 23225 67291
D FIRST INDUSTRIAL REALTY TRUST COM 32054K103 427 15700 SH SHARED 04 15700
D FIRST IND CORP COM 32054R108 295 15954 SH SHARED 01 15954
D FIRST IND CORP COM 32054R108 74 4000 SH SHARED 04 4000
D FIRST ISRAEL FD INC COM 32063L100 152 9100 SH SHR/OTHR 01 9100
D FIRST M & F CORP COM 320744105 56 2455 SH SHARED 01 2455
D FIRST MERCHANTS CORP COM 320817109 365 18180 SH SHARED 01 18180
D FIRST MERCHANTS CORP COM 320817109 98 4900 SH SHARED 04 4900
D FIRST MIDWEST BANCORP DEL COM 320867104 1481 61110 SH SHARED 01 61110
D FIRST MIDWEST BANCORP DEL COM 320867104 361 14900 SH SHARED 04 14900
D FIRST HEALTH GROUP CORP COM 320960107 11391 360214 SH SHARED 01 200478 159736
D FIRST HEALTH GROUP CORP COM 320960107 15 500 SH SHR/OTHR 01 500
D FIRST HEALTH GROUP CORP COM 320960107 1384 43766 SH SHARED 04 43766
D FIRST HEALTH GROUP CORP COM 320960107 164 5200 SH SHARED 05 5200
D FIRST NILES FINL INC COM 33582N106 205 20000 SH SHARED 04 20000
D FIRST OAK BROOK BANCSHARES INC COM 335847208 5 374 SH SHARED 01 374
D FIRST PL FINL CORP COM 33610T109 50 5000 SH SHARED 04 5000
D FIRST REP BK SAN FRANCISCO COM 336158100 340 17201 SH SHARED 01 17201
D FIRST REP BK SAN FRANCISCO COM 336158100 81 4100 SH SHARED 04 4100
D FIRST SEC CORP DEL COM 336294103 13988 1165727 SH SHARED 01 574492 591235
D FIRST SEC CORP DEL COM 336294103 2057 171449 SH SHARED 04 171449
D FIRST SEC CORP DEL COM 336294103 295 24600 SH SHARED 05 24600
D FIRST SENTINEL BANCORP INC COM 33640T103 496 64564 SH SHARED 01 64564
D FIRST SENTINEL BANCORP INC COM 33640T103 127 16600 SH SHARED 04 16600
D 1ST SOURCE CORP COM 336901103 336 17187 SH SHARED 01 17187
D 1ST SOURCE CORP COM 336901103 88 4500 SH SHARED 04 4500
D FIRST STERLING BKS INC COM 337094106 31 3600 SH SHARED 01 3600
D FIRST STERLING BKS INC COM 337094106 72 8357 SH SHARED 02 8357
D FIRST TENN NATL CORP COM 337162101 15169 746832 SH SHARED 01 353069 393763
D FIRST TENN NATL CORP COM 337162101 312 15400 SH SHARED 02 15400
D FIRST TENN NATL CORP COM 337162101 2165 106630 SH SHARED 04 106630
D FIRST TENN NATL CORP COM 337162101 322 15900 SH SHARED 05 15900
D FIRST UN CORP COM 337358105 412003 11060490 SH SHARED 01 9476707 1583783
D FIRST UN CORP COM 337358105 2825 75848 SH SHR/OTHR 01 41079 34769
D FIRST UN CORP COM 337358105 2171 58306 SH SHARED 02 18570 39736
D FIRST UN CORP COM 337358105 446612 11989596 SH SHARED 04 11989596
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 SH BEN INT 337400105 1088 395700 SH SHARED 04 395700
D FIRST UN REAL EST EQ&MTG INVTS PFD CONV SER A 337400303 1164 58600 SH SHARED 04 58600
D FIRST UTD BANCSHARES INC ARK COM 33741E104 416 40600 SH SHARED 01 40600
D FIRST UTD BANCSHARES INC ARK COM 33741E104 107 10500 SH SHARED 04 10500
D FIRST VA BANKS INC COM 337477103 9906 263743 SH SHARED 01 124720 139023
D FIRST VA BANKS INC COM 337477103 56 1500 SH SHR/OTHR 01 1500
D FIRST VA BANKS INC COM 337477103 15 400 SH SHARED 02 400
D FIRST VA BANKS INC COM 337477103 1060 28227 SH SHARED 04 28227
D FIRST VA BANKS INC COM 337477103 154 4100 SH SHARED 05 4100
D FIRST WASH BANCORP INC WASH COM 33748T104 393 21560 SH SHARED 01 21560
D FIRST WASH BANCORP INC WASH COM 33748T104 85 4700 SH SHARED 04 4700
D FIRST WASH RLTY TR INC COM 337489504 120 6500 SH SHARED 01 6500
D FIRST WASH RLTY TR INC COM 337489504 896 48323 SH SHARED 02 29523 18800
D FIRST WASH RLTY TR INC COM 337489504 103 5600 SH SHARED 04 5600
D FIRST YRS INC COM 337610109 5 800 SH SHARED 01 800
D FIRSTWORLD COMMUNICATIONS INC COM SER B 337625305 84 4150 SH SHARED 02 3200 950
D FIRSTWORLD COMMUNICATIONS INC COM SER B 337625305 0 33 SH SHARED 04 33
D FIRSTCOM CORP COM 33763T104 181 5300 SH SHARED 01 5300
D FIRSTCOM CORP COM 33763T104 12 357 SH SHARED 02 357
D FIRSTAR CORP NEW WIS COM 33763V109 247492 10790115 SH SHARED 01 8938191 1851924
D FIRSTAR CORP NEW WIS COM 33763V109 86 3763 SH SHR/OTHR 01 1568 2195
D FIRSTAR CORP NEW WIS COM 33763V109 31035 1353074 SH SHARED 04 1353074
D FIRSTAR CORP NEW WIS COM 33763V109 451 19700 SH SHARED 05 19700
D FISERV INC COM 337738108 23615 635039 SH SHARED 01 351135 283904
D FISERV INC COM 337738108 44 1200 SH SHR/OTHR 01 1200
D FISERV INC COM 337738108 197 5300 SH SHARED 02 1500 3800
D FISERV INC COM 337738108 4898 131717 SH SHARED 04 131717
D FISERV INC COM 337738108 531 14300 SH SHARED 05 14300
D FIRSTFED FINL CORP COM 337907109 429 32450 SH SHARED 01 32450
D FIRSTFED FINL CORP COM 337907109 102 7700 SH SHARED 04 7700
D FIRSTMERIT CORP COM 337915102 6683 362527 SH SHARED 01 198043 164484
D FIRSTMERIT CORP COM 337915102 856 46441 SH SHARED 04 46441
D FIRSTMERIT CORP COM 337915102 182 9900 SH SHARED 05 9900
D FIRSTFED AMER BANCORP INC COM 337929103 262 25000 SH SHARED 04 25000
D FLAGSTAR BANCORP INC COM 337930101 76 5919 SH SHARED 01 5919
D FLAGSTAR BANCORP INC COM 337930101 36 2800 SH SHARED 04 2800
D FIRSTENERGY CORP COM 337932107 54402 2637704 SH SHARED 01 2134941 502763
D FIRSTENERGY CORP COM 337932107 59 2887 SH SHARED 02 2887
D FIRSTENERGY CORP COM 337932107 6012 291502 SH SHARED 04 291502
D FIRSTENERGY CORP COM 337932107 107 5200 SH SHARED 05 5200
D FISHER SCIENTIFIC INTL INC COM NEW 338032204 2605 58560 SH SHARED 01 58560
D FISHER SCIENTIFIC INTL INC COM NEW 338032204 787 17700 SH SHARED 04 17700
D FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 6 1350 SH SHARED 02 1350
D FLASHNET COMMUNICATIONS INC COM 338527104 2019 403806 SH SHARED 01 73206 330600
D FLASHNET COMMUNICATIONS INC COM 338527104 2 400 SH SHARED 02 400
D FLASHNET COMMUNICATIONS INC COM 338527104 19 3900 SH SHARED 04 3900
D FLEETBOSTON FINL CORP COM 339030108 382270 10473155 SH SHARED 01 8886575 1101 1585479
D FLEETBOSTON FINL CORP COM 339030108 43 1200 SH SHR/OTHR 01 1200
D FLEETBOSTON FINL CORP COM 339030108 3744 102585 SH SHARED 02 18725 83860
D FLEETBOSTON FINL CORP COM 339030108 45143 1236814 SH SHARED 04 1236814
D FLEETBOSTON FINL CORP COM 339030108 1197 32800 SH SHARED 05 32800
D FLEETBOSTON FINL CORP COM 339030108 949 26000 SH SHARED 06 26000
D FLEETBOSTON FINL CORP WT EXP 012601 339030116 2 84 SH SHARED 01 84
D FLEETWOOD ENTERPRISES INC COM 339099103 2852 193377 SH SHARED 01 95277 98100
D FLEETWOOD ENTERPRISES INC COM 339099103 203 13800 SH SHARED 04 13800
D FLEMING COS INC COM 339130106 4033 267777 SH SHARED 01 120364 147413
D FLEMING COS INC COM 339130106 67 4500 SH SHARED 02 4500
D FLEMING COS INC COM 339130106 244 16200 SH SHARED 04 16200
D FLETCHER CHALLENGE ENERGY DIV SPONSORED ADR 339318107 9 400 SH SHARED 04 400
D FLIGHTSERV COM COM 339428104 6 1100 SH SHARED 01 1100
D FLORIDA EAST COAST INDS COM 340632108 2264 46700 SH SHARED 01 46700
D FLORIDA EAST COAST INDS COM 340632108 77 1600 SH SHR/OTHR 01 1600
D FLORIDA EAST COAST INDS COM 340632108 19 400 SH SHARED 02 400
D FLORIDA EAST COAST INDS COM 340632108 625 12900 SH SHARED 04 12900
D FLORIDA PROGRESS CORP COM 341109106 50634 1103742 SH SHARED 01 980809 122933
D FLORIDA PROGRESS CORP COM 341109106 205 4482 SH SHR/OTHR 01 3000 1482
D FLORIDA PROGRESS CORP COM 341109106 82 1800 SH SHARED 02 1800
D FLORIDA PROGRESS CORP COM 341109106 14941 325702 SH SHARED 04 325702
D FLORIDA PROGRESS CORP COM 341109106 96 2100 SH SHARED 05 2100
D FLORIDA ROCK INDS INC COM 341140101 722 25800 SH SHARED 01 25800
D FLORIDA ROCK INDS INC COM 341140101 56 2000 SH SHARED 02 2000
D FLORIDA ROCK INDS INC COM 341140101 294 10500 SH SHARED 04 10500
D FLOW INTL CORP COM 343468104 15 1300 SH SHARED 01 1300
D FLOW INTL CORP COM 343468104 29 2500 SH SHR/OTHR 01 2500
D FLOW INTL CORP COM 343468104 11 1000 SH SHARED 02 1000
D FLOWERS INDS INC COM 343496105 7300 480728 SH SHARED 01 262890 217838
D FLOWERS INDS INC COM 343496105 176 11650 SH SHARED 02 1675 9975
D FLOWERS INDS INC COM 343496105 10708 705095 SH SHARED 04 705095
D FLOWERS INDS INC COM 343496105 151 10000 SH SHARED 05 10000
D FLOWSERVE CORP COM 34354P105 5511 428052 SH SHARED 01 166929 261123
D FLOWSERVE CORP COM 34354P105 1020 79236 SH SHARED 04 79236
D FLOWSERVE CORP COM 34354P105 51 4000 SH SHARED 05 4000
D FLUOR CORP COM 343861100 26332 849449 SH SHARED 01 719538 129911
D FLUOR CORP COM 343861100 52 1700 SH SHARED 02 400 1300
D FLUOR CORP COM 343861100 2844 91755 SH SHARED 04 91755
D FOAMEX INTL INC COM 344123104 4 500 SH SHARED 01 500
D FOCAL COMMUNICATIONS CORP COM 344155106 5 100 SH SHARED 02 100
D FOCUS ENHANCEMENTS INC COM 344159108 36 11700 SH SHARED 01 11700
D FOGDOG INC COM 344167101 49 9000 SH SHARED 01 9000
D FOMENTO ECONOMICO MEXICANO SA SPON ADR UNITS 344419106 326 7249 SH SHARED 01 7249
D FOMENTO ECONOMICO MEXICANO SA SPON ADR UNITS 344419106 2322 51621 SH SHARED 04 51621
D FOOD TECHNOLOGY SERVICE INC COM 344798103 41 9400 SH SHARED 01 9400
D FOOTHILL INDPT BANCORP COM 344905104 3 320 SH SHARED 01 320
D FOOTSTAR INC COM 344912100 18830 666552 SH SHARED 01 354068 312484
D FOOTSTAR INC COM 344912100 4380 155079 SH SHR/OTHR 01 71539 83540
D FOOTSTAR INC COM 344912100 228 8100 SH SHARED 04 8100
D FORD MTR CO DEL COM 345370100 628731 13686829 SH SHARED 01 11896186 1790643
D FORD MTR CO DEL COM 345370100 2267 49371 SH SHR/OTHR 01 7748 41623
D FORD MTR CO DEL COM 345370100 1920 41799 SH SHARED 02 15880 25919
D FORD MTR CO DEL COM 345370100 93001 2024534 SH SHARED 04 2024534
D FORD MTR CO DEL COM 345370100 3256 70900 SH SHARED 05 70900
D FOREST CITY ENTERPRISES INC CL A 345550107 823 28024 SH SHARED 01 28024
D FOREST CITY ENTERPRISES INC CL A 345550107 5 200 SH SHARED 02 200
D FOREST CITY ENTERPRISES INC CL A 345550107 8486 288900 SH SHARED 04 288900
D FOREST CITY ENTERPRISES INC CL B CONV 345550305 20 600 SH SHARED 01 600
D FOREST LABS INC COM 345838106 36428 431106 SH SHARED 01 225516 205590
D FOREST LABS INC COM 345838106 507 6000 SH SHR/OTHR 01 6000
D FOREST LABS INC COM 345838106 3944 46686 SH SHARED 04 46686
D FOREST LABS INC COM 345838106 1267 15000 SH SHARED 05 15000
D FOREST OIL CORP COM NEW 346091606 412 38860 SH SHARED 01 38860
D FOREST OIL CORP COM NEW 346091606 10 1000 SH SHARED 02 1000
D FOREST OIL CORP COM NEW 346091606 255 24000 SH SHARED 04 24000
D FORRESTER RESH INC COM 346563109 585 10800 SH SHARED 01 10800
D FORRESTER RESH INC COM 346563109 21 400 SH SHARED 02 400
D FORRESTER RESH INC COM 346563109 119 2200 SH SHARED 04 2200
D FORT JAMES CORP COM 347471104 51556 2343495 SH SHARED 01 1968663 374832
D FORT JAMES CORP COM 347471104 8 400 SH SHR/OTHR 01 400
D FORT JAMES CORP COM 347471104 28 1303 SH SHARED 02 203 1100
D FORT JAMES CORP COM 347471104 9277 421699 SH SHARED 04 421699
D FORT JAMES CORP COM 347471104 94 4300 SH SHARED 05 4300
D FORTUNE BRANDS INC COM 349631101 44781 1791251 SH SHARED 01 1545142 246109
D FORTUNE BRANDS INC COM 349631101 75 3000 SH SHR/OTHR 01 2000 1000
D FORTUNE BRANDS INC COM 349631101 86 3445 SH SHARED 02 1345 2100
D FORTUNE BRANDS INC COM 349631101 5202 208083 SH SHARED 04 208083
D FORTUNE BRANDS INC COM 349631101 220 8800 SH SHARED 05 8800
D FORWARD AIR CORP COM 349853101 548 23175 SH SHARED 01 23175
D FORWARD AIR CORP COM 349853101 71 3000 SH SHARED 02 3000
D FORWARD AIR CORP COM 349853101 3108 131250 SH SHARED 03 131250
D FORWARD AIR CORP COM 349853101 142 6000 SH SHARED 04 6000
D FOSSIL INC COM 349882100 6234 266019 SH SHARED 01 64030 201989
D FOSSIL INC COM 349882100 234 10000 SH SHARED 04 10000
D FOSTER WHEELER CORP COM 350244109 1889 279913 SH SHARED 01 125689 154224
D FOSTER WHEELER CORP COM 350244109 114 17000 SH SHARED 04 17000
D FOSTER WHEELER CORP COM 350244109 65 9700 SH SHARED 05 9700
D FOUNDATION HEALTH SYS INC COM 350404109 4089 511162 SH SHARED 01 273141 238021
D FOUNDATION HEALTH SYS INC COM 350404109 24 3000 SH SHARED 02 3000
D FOUNDATION HEALTH SYS INC COM 350404109 446 55797 SH SHARED 04 55797
D FOUNDATION HEALTH SYS INC COM 350404109 98 12300 SH SHARED 05 12300
D FOUNDRY NETWORKS INC COM 35063R100 1840 12800 SH SHARED 01 12800
D FOUNDRY NETWORKS INC COM 35063R100 35 250 SH SHR/OTHR 01 250
D FOUNDRY NETWORKS INC COM 35063R100 11549 80345 SH SHARED 02 72000 8345
D FOUNDRY NETWORKS INC COM 35063R100 2386 16605 SH SHARED 04 16605
D FOUNDRY NETWORKS INC COM 35063R100 301 2100 SH SHARED 05 2100
D 4 KIDS ENTMT INC COM 350865101 120 5100 SH SHARED 01 5100
D FOUR MEDIA CO COM 350872107 912 59085 SH SHARED 02 1000 58085
D FOUR SEASONS HOTEL INC LYON ZERO CPN 29 35100EAD6 5500 22000000 PRN SHARED 04 22000000
D FOURTH SHIFT CORP COM 351128103 139 21000 SH SHARED 02 21000
D FOX ENTMT GROUP INC CL A 35138T107 6720 224486 SH SHARED 01 224486
D FOX ENTMT GROUP INC CL A 35138T107 11 400 SH SHR/OTHR 01 400
D FOX ENTMT GROUP INC CL A 35138T107 161 5400 SH SHARED 02 5000 400
D FOX ENTMT GROUP INC CL A 35138T107 258 8646 SH SHARED 04 8646
D FOX ENTMT GROUP INC CL A 35138T107 368 12300 SH SHARED 05 12300
D FRANCE GROWTH FD INC COM 35177K108 2538 155000 SH SHARED 04 155000
D FRANCE TELECOM SPONSORED ADR 35177Q105 26 152 SH SHARED 01 76 76
D FRANCE TELECOM SPONSORED ADR 35177Q105 53 300 SH SHARED 04 300
D FRANCHISE FIN CORP AMER COM 351807102 537 23100 SH SHARED 01 23100
D FRANCHISE FIN CORP AMER COM 351807102 27 1178 SH SHARED 02 1178
D FRANCHISE FIN CORP AMER COM 351807102 488 21021 SH SHARED 04 21021
D FRANKLIN BK NA SOUTHFIELD MICH COM 352456107 2 254 SH SHARED 01 254
D FRANKLIN CAP CORP COM 35252P105 10 300 SH SHARED 01 300
D FRANKLIN COVEY CO COM 353469109 849 117200 SH SHARED 01 48015 69185
D FRANKLIN COVEY CO COM 353469109 60 8400 SH SHARED 04 8400
D FRANKLIN ELEC INC COM 353514102 402 6300 SH SHARED 01 6300
D FRANKLIN ELEC INC COM 353514102 121 1900 SH SHARED 04 1900
D FRANKLIN RES INC COM 354613101 79965 2391520 SH SHARED 01 2231286 160234
D FRANKLIN RES INC COM 354613101 180 5400 SH SHR/OTHR 01 600 4800
D FRANKLIN RES INC COM 354613101 190 5702 SH SHARED 02 5702
D FRANKLIN RES INC COM 354613101 10579 316396 SH SHARED 04 316396
D FRANKLIN RES INC COM 354613101 100 3000 SH SHARED 05 3000
D FREDS INC CL A 356108100 5 375 SH SHARED 01 375
D FREEDOM SECS CORP COM 35644K103 343 22000 SH SHARED 01 22000
D FREEDOM SECS CORP COM 35644K103 15 1000 SH SHARED 02 1000
D FREEDOM SECS CORP COM 35644K103 103 6600 SH SHARED 04 6600
D FREEMARKETS INC COM 356602102 338 2800 SH SHARED 01 2800
D FREEMARKETS INC COM 356602102 412 3405 SH SHARED 02 3405
D FREEPORT-MCMORAN COPPER & GOLD CL A 35671D105 11 1061 SH SHARED 01 1061
D FREEPORT-MCMORAN COPPER & GOLD CL A 35671D105 194 17500 SH SHARED 04 17500
D FREEPORT-MCMORAN COPPER & GOLD PFD CV 0.05SH 35671D501 2519 170100 SH SHARED 04 170100
D FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 19029 1577650 SH SHARED 01 1320772 256878
D FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 80 6657 SH SHARED 02 1124 5533
D FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 2359 195600 SH SHARED 04 195600
D FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 15 1300 SH SHARED 05 1300
D FREESHOP COM INC COM 356873109 124 6400 SH SHARED 02 6400
D FREESHOP COM INC COM 356873109 514 26373 SH SHARED 04 26373
D FREMONT GEN CORP COM 357288109 2547 399648 SH SHARED 01 172248 227400
D FREMONT GEN CORP COM 357288109 87 13784 SH SHR/OTHR 01 13784
D FREMONT GEN CORP COM 357288109 1376 215979 SH SHARED 04 215979
D FREQUENCY ELECTRS INC COM 358010106 36 2000 SH SHARED 02 2000
D FRESENIUS MED CARE AG SPONSORED ADR 358029106 247 10211 SH SHARED 01 8317 1894
D FRESENIUS MED CARE AG SPONSORED ADR 358029106 11 472 SH SHR/OTHR 01 472
D FRESENIUS MED CARE AG SPONSORED ADR 358029106 108 4454 SH SHARED 02 837 3617
D FRESENIUS MED CARE AG SPONSORED ADR 358029106 334 13800 SH SHARED 04 13800
D FRESHSTART VENTURE CAP CORP COM 358042109 15 4700 SH SHARED 01 4700
D FRIEDE GOLDMAN HALTER INC COM 358430106 1468 213542 SH SHARED 01 114228 99314
D FRIEDE GOLDMAN HALTER INC COM 358430106 45 6596 SH SHARED 02 5596 1000
D FRIEDE GOLDMAN HALTER INC COM 358430106 82 12000 SH SHARED 04 12000
D FRIEDMAN BILLINGS RAMSEY GROUP CL A 358433100 1116 102700 SH SHARED 01 45952 56748
D FRIEDMAN BILLINGS RAMSEY GROUP CL A 358433100 85 7900 SH SHARED 02 7900
D FRIEDMAN BILLINGS RAMSEY GROUP CL A 358433100 226 20800 SH SHARED 04 20800
D FRIEDMANS INC CL A 358438109 28 4700 SH SHARED 01 4700
D FRISBY TECHNOLOGIES INC COM 358743102 7 1000 SH SHARED 02 1000
D FRISCHS RESTAURANTS INC COM 358748101 2 324 SH SHARED 01 324
D FRITZ COS INC COM 358846103 2155 212934 SH SHARED 01 94683 118251
D FRITZ COS INC COM 358846103 25 2552 SH SHARED 02 2552
D FRITZ COS INC COM 358846103 84 8300 SH SHARED 04 8300
D FRONTIER AIRLINES INC NEW COM 359065109 3078 259256 SH SHARED 01 63072 196184
D FRONTIER AIRLINES INC NEW COM 359065109 112 9500 SH SHARED 02 9500
D FRONTIER AIRLINES INC NEW COM 359065109 86 7300 SH SHARED 04 7300
D FRONTIER FINL CORP WASH COM 35907K105 281 15200 SH SHARED 01 15200
D FRONTIER FINL CORP WASH COM 35907K105 114 6200 SH SHARED 04 6200
D FRONTIER INS GROUP INC NEW COM 359081106 401 401214 SH SHARED 01 279851 121363
D FRONTIER INS GROUP INC NEW COM 359081106 2 2000 SH SHARED 02 2000
D FRONTIER INS GROUP INC NEW COM 359081106 12 12500 SH SHARED 04 12500
D FROZEN FOOD EXPRESS INDS INC COM 359360104 0 1 SH SHARED 01 1
D FUELCELL ENERGY INC COM 35952H106 93 1200 SH SHARED 04 1200
D FUEL-TECH N V COM 359523107 0 100 SH SHARED 01 100
D FULLER H B CO COM 359694106 3601 90171 SH SHARED 01 65924 24247
D FULLER H B CO COM 359694106 451 11305 SH SHARED 04 11305
D FULLER H B CO COM 359694106 47 1200 SH SHARED 05 1200
D FULTON FINL CORP PA COM 360271100 6049 287217 SH SHARED 01 64101 12551 210565
D FULTON FINL CORP PA COM 360271100 927 44022 SH SHARED 02 453 43569
D FULTON FINL CORP PA COM 360271100 89 4232 SH SHARED 04 4232
D FURNITURE BRANDS INTL INC COM 360921100 9011 479055 SH SHARED 01 443455 35600
D FURNITURE BRANDS INTL INC COM 360921100 1107 58864 SH SHARED 04 58864
D FURNITURE BRANDS INTL INC COM 360921100 99 5300 SH SHARED 05 5300
D FUTURELINK CORP COM NEW 36114Q208 50 2000 SH SHARED 04 2000
D G & K SVCS INC CL A 361268105 5106 261245 SH SHARED 01 74407 186838
D G & K SVCS INC CL A 361268105 218 11200 SH SHARED 04 11200
D GATX CORP COM 361448103 9777 257314 SH SHARED 01 127306 130008
D GATX CORP COM 361448103 34 900 SH SHARED 02 500 400
D GATX CORP COM 361448103 2151 56630 SH SHARED 04 56630
D GATX CORP COM 361448103 190 5000 SH SHARED 05 5000
D GATX CORP PFD CONV $2.50 361448202 181 1000 SH SHARED 02 1000
D GBC BANCORP CALIF COM 361475106 418 18045 SH SHARED 01 18045
D GBC BANCORP CALIF COM 361475106 155 6700 SH SHARED 04 6700
D GC COS INC COM 36155Q109 1776 51134 SH SHARED 01 23905 27229
D GC COS INC COM 36155Q109 3 90 SH SHARED 02 30 60
D GC COS INC COM 36155Q109 72 2100 SH SHARED 04 2100
D GRC INTERNATIONAL INC COM 361922107 0 10000 SH SHARED 01 10000
D GST TELECOMMUNICATIONS INC SSBDISC144ACV 05 361942AA3 658 810000 PRN SHARED 04 810000
D GST TELECOMMUNICATIONS INC COM 361942105 98 16000 SH SHARED 01 16000
D GST TELECOMMUNICATIONS INC COM 361942105 117 19200 SH SHARED 02 17200 2000
D GPU INC COM 36225X100 34093 1245426 SH SHARED 01 1056672 188754
D GPU INC COM 36225X100 10 400 SH SHR/OTHR 01 400
D GPU INC COM 36225X100 16 600 SH SHARED 02 600
D GPU INC COM 36225X100 22291 814289 SH SHARED 04 814289
D GPU INC COM 36225X100 79 2900 SH SHARED 05 2900
D GTE CORP COM 362320103 838345 11807689 SH SHARED 01 10013848 780 1793061
D GTE CORP COM 362320103 19967 281232 SH SHR/OTHR 01 155412 125820
D GTE CORP COM 362320103 3360 47326 SH SHARED 02 10049 37277
D GTE CORP COM 362320103 142408 2005757 SH SHARED 04 2005757
D GTE CORP COM 362320103 582 8200 SH SHARED 05 8200
D GTE CORP COM 362320103 1469 20700 SH SHARED 06 20700
D GT GROUP TELECOM INC CL B NON VTG 362359408 3223 154400 SH SHARED 01 154400
D GT INTERACTIVE SOFTWARE CORP COM 36236E109 1119 358100 SH SHARED 01 87300 270800
D GT INTERACTIVE SOFTWARE CORP COM 36236E109 15 5000 SH SHARED 02 5000
D GT INTERACTIVE SOFTWARE CORP COM 36236E109 46 15000 SH SHARED 04 15000
D GABELLI SER FDS INC CONV SECS FD 36240B109 192 20000 SH SHR/OTHR 01 20000
D GABLES RESIDENTIAL TR SH BEN INT 362418105 1021 45383 SH SHARED 01 45383
D GABLES RESIDENTIAL TR SH BEN INT 362418105 328 14600 SH SHARED 04 14600
D GADZOOKS INC COM 362553109 21 1000 SH SHARED 04 1000
D GADZOOX NETWORKS INC COM 362555104 254 5300 SH SHARED 01 5300
D GADZOOX NETWORKS INC COM 362555104 33 700 SH SHARED 02 700
D GADZOOX NETWORKS INC COM 362555104 234 4900 SH SHARED 04 4900
D GADZOOX NETWORKS INC COM 362555104 134 2800 SH SHARED 05 2800
D GAINSCO INC COM 363127101 2 482 SH SHARED 01 482
D GALEY & LORD INC COM 36352K103 3 2000 SH SHARED 02 2000
D GALILEO INTERNATIONAL INC COM 363547100 2456 102100 SH SHARED 01 91300 10800
D GALILEO INTERNATIONAL INC COM 363547100 15 635 SH SHARED 02 60 575
D GALILEO INTERNATIONAL INC COM 363547100 88 3683 SH SHARED 04 3683
D GALLAGHER ARTHUR J & CO COM 363576109 3539 108912 SH SHARED 01 81312 27600
D GALLAGHER ARTHUR J & CO COM 363576109 591 18200 SH SHARED 04 18200
D GALLAHER GROUP PLC SPONSORED ADR 363595109 570 28963 SH SHARED 01 25967 2996
D GALLAHER GROUP PLC SPONSORED ADR 363595109 19 1000 SH SHR/OTHR 01 1000
D GALLAHER GROUP PLC SPONSORED ADR 363595109 43 2200 SH SHARED 02 1000 1200
D GALLAHER GROUP PLC SPONSORED ADR 363595109 79 4059 SH SHARED 04 4059
D GANNETT INC COM 364730101 231950 3295916 SH SHARED 01 2809507 486409
D GANNETT INC COM 364730101 4421 62830 SH SHR/OTHR 01 54080 8750
D GANNETT INC COM 364730101 388 5524 SH SHARED 02 400 5124
D GANNETT INC COM 364730101 25369 360492 SH SHARED 04 360492
D GANNETT INC COM 364730101 1822 25900 SH SHARED 05 25900
D GAP INC DEL COM 364760108 437209 8777201 SH SHARED 01 7994592 782609
D GAP INC DEL COM 364760108 1025 20590 SH SHARED 02 4673 15917
D GAP INC DEL COM 364760108 40669 816454 SH SHARED 04 816454
D GAP INC DEL COM 364760108 976 19600 SH SHARED 05 19600
D GARAN INC COM 364802108 2 100 SH SHARED 01 100
D GARDENBURGER INC COM 365476100 2375 500000 SH SHARED 01 500000
D GARDENBURGER INC COM 365476100 40 8500 SH SHARED 01 8500
D GARDNER DENVER INC COM 365558105 360 19169 SH SHARED 01 19169
D GARDNER DENVER INC COM 365558105 5 300 SH SHARED 02 300
D GARDNER DENVER INC COM 365558105 227 12100 SH SHARED 04 12100
D GARTNER GROUP INC NEW COM 366651107 4252 270016 SH SHARED 01 90249 179767
D GARTNER GROUP INC NEW COM 366651107 213 13532 SH SHARED 02 13532
D GARTNER GROUP INC NEW COM 366651107 2881 182956 SH SHARED 04 182956
D GARTNER GROUP INC NEW CL B 366651206 1172 88097 SH SHARED 01 86898 1199
D GARTNER GROUP INC NEW CL B 366651206 540 40631 SH SHR/OTHR 01 34856 5775
D GARTNER GROUP INC NEW CL B 366651206 56 4251 SH SHARED 02 4000 251
D GARTNER GROUP INC NEW CL B 366651206 478 35919 SH SHARED 04 35919
D GARTNER GROUP INC NEW CL B 366651206 126 9500 SH SHARED 05 9500
D GATEWAY INC COM 367626108 153392 2891643 SH SHARED 01 2874560 17083
D GATEWAY INC COM 367626108 18 350 SH SHR/OTHR 01 350
D GATEWAY INC COM 367626108 1981 37360 SH SHARED 02 5500 31860
D GATEWAY INC COM 367626108 23740 447532 SH SHARED 04 447532
D GAYLORD ENTMT CO NEW COM 367905106 4021 148249 SH SHARED 01 44659 103590
D GAYLORD ENTMT CO NEW COM 367905106 206 7600 SH SHARED 04 7600
D GAYLORD CONTAINER CORP CL A 368145108 1191 186900 SH SHARED 01 87651 99249
D GAYLORD CONTAINER CORP CL A 368145108 524 82200 SH SHARED 04 82200
D GEHL CO COM 368483103 7 400 SH SHARED 01 400
D GELTEX PHARMACEUTICALS INC COM 368538104 381 22751 SH SHARED 01 22751
D GELTEX PHARMACEUTICALS INC COM 368538104 93 5600 SH SHARED 04 5600
D GENCOR INDS INC COM 368678108 0 800 SH SHARED 01 800
D GENCORP INC COM 368682100 1700 219432 SH SHARED 01 116834 102598
D GENCORP INC COM 368682100 254 32800 SH SHARED 04 32800
D GENE LOGIC INC COM 368689105 126 3000 SH SHARED 01 3000
D GENE LOGIC INC COM 368689105 10 250 SH SHARED 02 250
D GENELABS TECHNOLOGIES INC COM 368706107 107 17400 SH SHARED 01 17400
D GENENTECH INC COM NEW 368710406 1881 12375 SH SHARED 01 12375
D GENENTECH INC COM NEW 368710406 45 300 SH SHR/OTHR 01 300
D GENENTECH INC COM NEW 368710406 7158 47097 SH SHARED 04 47097
D GENENTECH INC COM NEW 368710406 106 700 SH SHARED 05 700
D GENER S A SPONSORED ADR 368731105 79 5896 SH SHARED 01 5896
D GENERAL BINDING CORP COM 369154109 300 31400 SH SHARED 01 9600 21800
D GENERAL BINDING CORP COM 369154109 22 2400 SH SHARED 04 2400
D GENERAL CABLE CORP DEL NEW COM 369300108 399 51100 SH SHARED 01 51100
D GENERAL CABLE CORP DEL NEW COM 369300108 22 2900 SH SHARED 02 2900
D GENERAL CABLE CORP DEL NEW COM 369300108 99 12700 SH SHARED 04 12700
D GENERAL CIGAR HLDGS INC CL A 36933P100 350 23181 SH SHARED 01 23181
D GENERAL CIGAR HLDGS INC CL A 36933P100 45 3000 SH SHARED 04 3000
D GENERAL CHEM GROUP INC COM 369332101 29 14000 SH SHARED 04 14000
D GENERAL COMMUNICATION INC CL A 369385109 337 62700 SH SHARED 01 62700
D GENERAL COMMUNICATION INC CL A 369385109 83 15500 SH SHARED 04 15500
D GENERAL DATACOMM INDS INC COM 369487103 305 33000 SH SHARED 01 16500 16500
D GENERAL DATACOMM INDS INC COM 369487103 259 28000 SH SHARED 02 28000
D GENERAL DYNAMICS CORP COM 369550108 136230 2738308 SH SHARED 01 2505031 233277
D GENERAL DYNAMICS CORP COM 369550108 19257 387084 SH SHR/OTHR 01 387084
D GENERAL DYNAMICS CORP COM 369550108 137 2766 SH SHARED 02 2400 366
D GENERAL DYNAMICS CORP COM 369550108 14216 285756 SH SHARED 04 285756
D GENERAL DYNAMICS CORP COM 369550108 283 5700 SH SHARED 05 5700
D GENERAL ELEC CO COM 369604103 6717085 43161993 SH SHARED 01 36862367 359232 5940394
D GENERAL ELEC CO COM 369604103 305883 1965518 SH SHR/OTHR 01 1243193 722325
D GENERAL ELEC CO COM 369604103 35785 229944 SH SHARED 02 62899 167045
D GENERAL ELEC CO COM 369604103 582956 3745905 SH SHARED 04 3745455 450
D GENERAL ELEC CO COM 369604103 10255 65900 SH SHARED 05 65900
D GENERAL EMPLOYMENT ENTERPRISES COM 369730106 27 6578 SH SHARED 01 6578
D GENERAL GROWTH PPTYS INC COM 370021107 11748 386000 SH SHARED 01 109822 276178
D GENERAL GROWTH PPTYS INC COM 370021107 11 375 SH SHARED 02 375
D GENERAL GROWTH PPTYS INC COM 370021107 99 3283 SH SHARED 04 3283
D GENERAL MAGIC INC COM 370253106 120 13500 SH SHARED 01 13500
D GENERAL MAGIC INC COM 370253106 80 9000 SH SHARED 02 9000
D GENERAL MLS INC COM 370334104 130458 3605119 SH SHARED 01 3126062 479057
D GENERAL MLS INC COM 370334104 4041 111684 SH SHR/OTHR 01 80434 31250
D GENERAL MLS INC COM 370334104 358 9906 SH SHARED 02 2250 7656
D GENERAL MLS INC COM 370334104 71198 1967512 SH SHARED 04 1967512
D GENERAL MTRS CORP COM 370442105 634407 7660817 SH SHARED 01 6611222 1049595
D GENERAL MTRS CORP COM 370442105 3782 45680 SH SHR/OTHR 01 32190 13490
D GENERAL MTRS CORP COM 370442105 773 9344 SH SHARED 02 2500 6844
D GENERAL MTRS CORP COM 370442105 103674 1251929 SH SHARED 04 1251929
D GENERAL MTRS CORP COM 370442105 3660 44200 SH SHARED 05 44200
D GENERAL MTRS CORP CL H NEW 370442832 68030 546426 SH SHARED 01 232707 313719
D GENERAL MTRS CORP CL H NEW 370442832 250 2010 SH SHR/OTHR 01 2010
D GENERAL MTRS CORP CL H NEW 370442832 363 2920 SH SHARED 02 410 2510
D GENERAL MTRS CORP CL H NEW 370442832 16877 135565 SH SHARED 04 135565
D GENERAL SEMICONDUCTOR INC COM 370787103 4189 242892 SH SHARED 01 97992 144900
D GENERAL SEMICONDUCTOR INC COM 370787103 215 12500 SH SHARED 04 12500
D GENERAL SEMICONDUCTOR INC COM 370787103 15 900 SH SHARED 05 900
D GENESCO INC SUB NT CV 5.5%05 371532AL6 18629 22125000 PRN SHARED 04 22125000
D GENESCO INC COM 371532102 435 33200 SH SHARED 01 33200
D GENESCO INC COM 371532102 339 25900 SH SHARED 04 25900
D GENESISINTERMEDIA COM INC COM 37184T106 23 1300 SH SHARED 01 1300
D GENESISINTERMEDIA COM INC COM 37184T106 4 250 SH SHARED 02 250
D GENTEX CORP COM 371901109 19246 519300 SH SHARED 01 136481 382819
D GENTEX CORP COM 371901109 169 4569 SH SHARED 04 4569
D GENTEX CORP COM 371901109 51 1400 SH SHARED 05 1400
D GENESIS HEALTH VENTURES INC COM 371912106 6 9750 SH SHARED 02 8500 1250
D GENESIS HEALTH VENTURES INC COM 371912106 12 18000 SH SHARED 04 18000
D GENESIS MICROCHIP INC COM 371933102 16 750 SH SHARED 02 750
D GENEVA STL CO WT EXP 031600 372252122 0 123900 SH SHARED 04 123900
D GENLYTE GROUP INC COM 372302109 343 17600 SH SHARED 01 17600
D GENLYTE GROUP INC COM 372302109 29 1500 SH SHARED 02 1500
D GENLYTE GROUP INC COM 372302109 97 5000 SH SHARED 04 5000
D GENOME THERAPEUTICS CORP COM 372430108 51 2200 SH SHARED 01 2200
D GENSET SA SPONSORED ADR 37244T104 24 750 SH SHARED 02 750
D GENRAD INC COM 372447102 2779 224600 SH SHARED 01 58876 165724
D GENRAD INC COM 372447102 335 27100 SH SHARED 04 27100
D GENTNER COMMUNICATIONS CORP COM 37245J105 24 1200 SH SHARED 01 1200
D GENSYM CORP COM 37245R107 405 43200 SH SHARED 02 43200
D GENTEK INC COM 37245X104 275 19680 SH SHARED 01 19680
D GENTEK INC COM 37245X104 89 6400 SH SHARED 04 6400
D GENZYME TRANSGENICS CORP COM 37246E105 106 5300 SH SHARED 01 5300
D GENZYME TRANSGENICS CORP COM 37246E105 30 1500 SH SHARED 04 1500
D GEON CO COM 37246W105 2601 121004 SH SHARED 01 74504 46500
D GEON CO COM 37246W105 834 38800 SH SHARED 04 38800
D GENUINE PARTS CO COM 372460105 47719 1998720 SH SHARED 01 1656572 342148
D GENUINE PARTS CO COM 372460105 219 9175 SH SHR/OTHR 01 8050 1125
D GENUINE PARTS CO COM 372460105 4 200 SH SHARED 02 200
D GENUINE PARTS CO COM 372460105 5278 221086 SH SHARED 04 221086
D GENUS INC COM 372461103 131 9500 SH SHARED 01 9500
D GENZYME CORP COM GENL DIV 372917104 24102 480849 SH SHARED 01 247795 233054
D GENZYME CORP COM GENL DIV 372917104 300 6000 SH SHR/OTHR 01 2200 3800
D GENZYME CORP COM GENL DIV 372917104 85 1714 SH SHARED 02 64 1650
D GENZYME CORP COM GENL DIV 372917104 2339 46680 SH SHARED 04 46680
D GENZYME CORP COM GENL DIV 372917104 411 8200 SH SHARED 05 8200
D GENZYME CORP COM-TISSUE REP 372917401 26 3962 SH SHARED 01 2014 1948
D GENZYME CORP COM-TISSUE REP 372917401 33 5004 SH SHARED 02 5004
D GENZYME CORP COM-MOLECULAR 372917500 173 11502 SH SHARED 01 9342 2160
D GENZYME CORP COM-MOLECULAR 372917500 0 6 SH SHARED 02 6
D GENZYME CORP COM-MOLECULAR 372917500 14 960 SH SHARED 04 960
D GENZYME CORP COM SURG PRODS 372917609 122 10445 SH SHARED 01 6863 3582
D GENZYME CORP COM SURG PRODS 372917609 0 73 SH SHARED 02 11 62
D GENZYME CORP COM SURG PRODS 372917609 32 2800 SH SHARED 04 2800
D GEORGIA GULF CORP COM PAR $0.01 373200203 5806 223332 SH SHARED 01 114236 109096
D GEORGIA GULF CORP COM PAR $0.01 373200203 1255 48289 SH SHARED 04 48289
D GEORGIA GULF CORP COM PAR $0.01 373200203 31 1200 SH SHARED 05 1200
D GEORGIA PAC CORP COM GA PAC GRP 373298108 75741 1914500 SH SHARED 01 1649469 320 264711
D GEORGIA PAC CORP COM GA PAC GRP 373298108 207 5240 SH SHR/OTHR 01 4574 666
D GEORGIA PAC CORP COM GA PAC GRP 373298108 152 3848 SH SHARED 02 2800 1048
D GEORGIA PAC CORP COM GA PAC GRP 373298108 16604 419704 SH SHARED 04 419704
D GEORGIA PAC CORP COM-TIMBER GRP 373298702 11284 440365 SH SHARED 01 227715 212650
D GEORGIA PAC CORP COM-TIMBER GRP 373298702 54 2135 SH SHR/OTHR 01 802 1333
D GEORGIA PAC CORP COM-TIMBER GRP 373298702 144 5624 SH SHARED 02 5000 624
D GEORGIA PAC CORP COM-TIMBER GRP 373298702 997 38916 SH SHARED 04 38916
D GEORGIA PAC CORP COM-TIMBER GRP 373298702 228 8900 SH SHARED 05 8900
D GEOWORKS CORP COM 373692102 80 2250 SH SHARED 01 2000 250
D GEOWORKS CORP COM 373692102 9713 272650 SH SHARED 02 272650
D GERBER SCIENTIFIC INC COM 373730100 4163 215600 SH SHARED 01 81319 134281
D GERBER SCIENTIFIC INC COM 373730100 1822 94350 SH SHARED 02 6300 88050
D GERBER SCIENTIFIC INC COM 373730100 826 42800 SH SHARED 04 42800
D GERMANY FD INC COM 374143105 0 2 SH SHARED 04 2
D GERON CORP COM 374163103 141 5100 SH SHARED 01 5100
D GERON CORP COM 374163103 33 1200 SH SHARED 02 1000 200
D GETTHERE COM INC COM 374266104 95 6200 SH SHARED 01 6200
D GETTY IMAGES INC SB NT CV 4.75%03 374276AC7 68 50000 PRN SHARED 04 50000
D GETTY IMAGES INC SB NT CV 144A 07 374276AD5 807 1000000 PRN SHARED 01 1000000
D GETTY IMAGES INC SB NT CV 144A 07 374276AD5 5326 6600000 PRN SHARED 04 6600000
D GETTY IMAGES INC COM 374276103 4339 120751 SH SHARED 01 53240 67511
D GETTY IMAGES INC COM 374276103 733 20400 SH SHARED 02 9800 10600
D GETTY IMAGES INC COM 374276103 5706 158800 SH SHARED 03 158800
D GETTY IMAGES INC COM 374276103 438 12200 SH SHARED 04 12200
D GETTY PETE MARKETING INC COM 374292100 0 300 SH SHARED 01 300
D GETTY RLTY CORP NEW COM 374297109 43 3900 SH SHARED 01 3900
D GETTY RLTY CORP NEW COM 374297109 34 3100 SH SHARED 04 3100
D GIANT GROUP LTD COM 374503100 7 4300 SH SHARED 01 4300
D GIANT INDS INC COM 374508109 6 696 SH SHARED 01 696
D GIBRALTAR STL CORP COM 37476F103 159 9700 SH SHARED 01 9700
D GIBRALTAR STL CORP COM 37476F103 52 3200 SH SHARED 04 3200
D GIGA INFORMATION GROUP INC COM 37517M109 103 9400 SH SHARED 02 9400
D GIGA TRONICS INC COM 375175106 3 300 SH SHARED 02 300
D GILEAD SCIENCES INC COM 375558103 16168 255131 SH SHARED 01 156420 98711
D GILEAD SCIENCES INC COM 375558103 285 4500 SH SHR/OTHR 01 4500
D GILEAD SCIENCES INC COM 375558103 47 757 SH SHARED 02 757
D GILEAD SCIENCES INC COM 375558103 4968 78401 SH SHARED 04 78401
D GILEAD SCIENCES INC COM 375558103 164 2600 SH SHARED 05 2600
D GILLETTE CO COM 375766102 513952 13637388 SH SHARED 01 11488078 2149310
D GILLETTE CO COM 375766102 15529 412068 SH SHR/OTHR 01 193708 218360
D GILLETTE CO COM 375766102 3726 98886 SH SHARED 02 22507 76379
D GILLETTE CO COM 375766102 79478 2108916 SH SHARED 04 2108916
D GILLETTE CO COM 375766102 1782 47300 SH SHARED 05 47300
D GILMAN & CIOCIA INC COM 375908100 54 8400 SH SHARED 01 8400
D GILDAN ACTIVEWEAR INC SUB VTG SHS A 375916103 107 3300 SH SHARED 04 3300
D GLACIER BANCORP INC NEW COM 37637Q105 309 21885 SH SHARED 01 14985 6900
D GLACIER BANCORP INC NEW COM 37637Q105 50 3600 SH SHARED 04 3600
D GLACIER WATER SVCS INC COM 376395109 1 100 SH SHARED 01 100
D GLATFELTER P H CO COM 377316104 4729 445136 SH SHARED 01 376900 68236
D GLATFELTER P H CO COM 377316104 295 27812 SH SHARED 04 27812
D GLATFELTER P H CO COM 377316104 45 4300 SH SHARED 05 4300
D GLAXO WELLCOME PLC SPONSORED ADR 37733W105 10562 184304 SH SHARED 01 170213 14091
D GLAXO WELLCOME PLC SPONSORED ADR 37733W105 524 9152 SH SHR/OTHR 01 3952 5200
D GLAXO WELLCOME PLC SPONSORED ADR 37733W105 726 12675 SH SHARED 02 3200 9475
D GLAXO WELLCOME PLC SPONSORED ADR 37733W105 3149 54946 SH SHARED 04 54946
D GLENAYRE TECHNOLOGIES INC COM 377899109 7191 409518 SH SHARED 01 164183 245335
D GLENAYRE TECHNOLOGIES INC COM 377899109 279 15900 SH SHARED 02 15900
D GLENAYRE TECHNOLOGIES INC COM 377899109 454 25900 SH SHARED 04 25900
D GLENBOROUGH RLTY TR INC COM 37803P105 722 49851 SH SHARED 01 49851
D GLENBOROUGH RLTY TR INC COM 37803P105 187 12900 SH SHARED 04 12900
D GLENBOROUGH RLTY TR INC PFD CV SER A% 37803P204 35 2350 SH SHARED 02 2350
D GLENBOROUGH RLTY TR INC PFD CV SER A% 37803P204 8436 562400 SH SHARED 04 562400
D GLIATECH INC COM 37929C103 800 46261 SH SHARED 01 46261
D GLIATECH INC COM 37929C103 69 4000 SH SHARED 04 4000
D GLIMCHER RLTY TR SH BEN INT 379302102 2889 214000 SH SHARED 01 62400 151600
D GLIMCHER RLTY TR SH BEN INT 379302102 29 2150 SH SHARED 02 2150
D GLIMCHER RLTY TR SH BEN INT 379302102 133 9900 SH SHARED 04 9900
D GLOBAL CAP PARTNERS INC COM 37931J104 45 5600 SH SHARED 01 5600
D GLOBAL HIGH INCOME DLR FD INC COM 37933G108 1333 109400 SH SHARED 04 109400
D GLOBAL INDS LTD COM 379336100 23551 1610329 SH SHARED 01 1451942 158387
D GLOBAL INDS LTD COM 379336100 4571 312600 SH SHARED 04 312600
D GLOBAL IMAGING SYSTEMS COM 37934A100 21 2800 SH SHARED 01 2800
D GLOBAL IMAGING SYSTEMS COM 37934A100 20 2700 SH SHARED 04 2700
D GLOBAL LT TELECOMMUNICATIONS COM 37934X100 82 4000 SH SHARED 04 4000
D GLOBAL PARTNERS INCOME FD INC COM 37935R102 20 2000 SH SHR/OTHR 01 2000
D GLOBAL PARTNERS INCOME FD INC COM 37935R102 207 20100 SH SHARED 04 20100
D GLOBAL MARINE INC COM 379352404 21010 827983 SH SHARED 01 447204 380779
D GLOBAL MARINE INC COM 379352404 496 19565 SH SHARED 02 3105 16460
D GLOBAL MARINE INC COM 379352404 10218 402718 SH SHARED 04 402718
D GLOBAL MARINE INC COM 379352404 555 21900 SH SHARED 05 21900
D GLOBAL PMT TECHNOLOGIES INC COM 37936S109 10 1200 SH SHARED 01 1200
D GLOBAL TELESYSTEMS GROUP COM 37936U104 16312 795729 SH SHARED 01 315094 480635
D GLOBAL TELESYSTEMS GROUP COM 37936U104 533 26025 SH SHARED 02 3900 22125
D GLOBAL TELESYSTEMS GROUP COM 37936U104 434 21174 SH SHARED 04 21174
D GLOBAL SPORTS INC COM 37937A107 14 800 SH SHARED 01 800
D GLOBAL SPORTS INC COM 37937A107 40 2200 SH SHARED 04 2200
D GLOBAL VACATION GROUP INC COM 37937F106 34 9400 SH SHARED 01 9400
D GLOBECOMM SYSTEMS INC COM 37956X103 2271 85100 SH SHARED 01 85100
D GLOBECOMM SYSTEMS INC COM 37956X103 6178 231500 SH SHARED 02 231500
D GLOBECOMM SYSTEMS INC COM 37956X103 53 2000 SH SHARED 05 2000
D GLOBIX CORP COM 37957F101 5735 150444 SH SHARED 01 51345 99099
D GLOBIX CORP COM 37957F101 76 2000 SH SHARED 02 2000
D GLOBIX CORP COM 37957F101 259 6800 SH SHARED 04 6800
D GLOBESPAN INC COM 379571102 652 6400 SH SHARED 01 6400
D GLOBESPAN INC COM 379571102 254 2500 SH SHARED 04 2500
D GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 15 3900 SH SHARED 02 3900
D GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 77 20000 SH SHARED 04 20000
D GOLDEN ST BANCORP INC COM 381197102 9973 667714 SH SHARED 01 453926 213788
D GOLDEN ST BANCORP INC COM 381197102 49 3300 SH SHARED 02 1000 2300
D GOLDEN ST BANCORP INC COM 381197102 119 8014 SH SHARED 04 8014
D GOLDEN ST BANCORP INC WT EXP 000000 381197136 4 3200 SH SHARED 02 3200
D GOLDEN ST BANCORP INC WT EXP 000000 381197136 2226 1656440 SH SHARED 04 1656440
D GOLDEN ST VINTNERS INC CL B 38121K208 1 300 SH SHARED 02 300
D GOLDEN TELECOM INC COM 38122G107 778 17110 SH SHARED 01 17110
D GOLDEN TELECOM INC COM 38122G107 68 1500 SH SHARED 02 1500
D GOLDEN TELECOM INC COM 38122G107 350 7703 SH SHARED 04 7703
D GOLDEN WEST FINL CORP DEL COM 381317106 51384 1647616 SH SHARED 01 1429224 218392
D GOLDEN WEST FINL CORP DEL COM 381317106 7 234 SH SHARED 02 234
D GOLDEN WEST FINL CORP DEL COM 381317106 6900 221255 SH SHARED 04 221255
D GOLDMAN SACHS GROUP INC COM 38141G104 18681 177500 SH SHARED 01 76000 101500
D GOLDMAN SACHS GROUP INC COM 38141G104 136 1300 SH SHR/OTHR 01 1200 100
D GOLDMAN SACHS GROUP INC COM 38141G104 73 700 SH SHARED 02 700
D GOLDMAN SACHS GROUP INC COM 38141G104 24996 237501 SH SHARED 04 237501
D GOLF TR AMER INC COM 38168B103 217 13200 SH SHARED 01 13200
D GOLF TR AMER INC COM 38168B103 100 6100 SH SHARED 04 6100
D GOODRICH B F CO COM 382388106 28009 976371 SH SHARED 01 843846 132525
D GOODRICH B F CO COM 382388106 14 500 SH SHARED 02 500
D GOODRICH B F CO COM 382388106 5389 187875 SH SHARED 04 187875
D GOODRICH B F CO COM 382388106 192 6700 SH SHARED 05 6700
D GOODYEAR TIRE & RUBR CO COM 382550101 38928 1669894 SH SHARED 01 1408100 261794
D GOODYEAR TIRE & RUBR CO COM 382550101 66 2860 SH SHR/OTHR 01 2860
D GOODYEAR TIRE & RUBR CO COM 382550101 5414 232247 SH SHARED 04 232247
D GOODYEAR TIRE & RUBR CO COM 382550101 55 2400 SH SHARED 05 2400
D GOODYS FAMILY CLOTHING INC COM 382588101 135 22328 SH SHARED 01 22328
D GOODYS FAMILY CLOTHING INC COM 382588101 47 7800 SH SHARED 04 7800
D GOTO COM INC COM 38348T107 225 5500 SH SHARED 01 5500
D GO2NET INC COM 383486107 3243 40261 SH SHARED 01 40261
D GO2NET INC COM 383486107 1709 21222 SH SHARED 04 21222
D GRACE W R & CO DEL NEW COM 38388F108 10826 840896 SH SHARED 01 739942 100954
D GRACE W R & CO DEL NEW COM 38388F108 5 450 SH SHR/OTHR 01 450
D GRACE W R & CO DEL NEW COM 38388F108 52 4044 SH SHARED 02 800 3244
D GRACE W R & CO DEL NEW COM 38388F108 2096 162838 SH SHARED 04 162838
D GRACE W R & CO DEL NEW COM 38388F108 18 1400 SH SHARED 05 1400
D GRACO INC COM 384109104 8105 279486 SH SHARED 01 36649 242837
D GRACO INC COM 384109104 414 14300 SH SHARED 04 14300
D GRAINGER W W INC COM 384802104 54333 1001548 SH SHARED 01 902525 1400 97623
D GRAINGER W W INC COM 384802104 716 13200 SH SHR/OTHR 01 9200 4000
D GRAINGER W W INC COM 384802104 21 400 SH SHARED 02 400
D GRAINGER W W INC COM 384802104 31319 577318 SH SHARED 04 577318
D GRAND CENT FINL CORP COM 38527S102 201 25000 SH SHARED 04 25000
D GRAND PREMIER FINL INC COM 386174106 267 19437 SH SHARED 01 19437
D GRAND PREMIER FINL INC COM 386174106 89 6500 SH SHARED 04 6500
D GRAND TOYS INTL INC COM NEW 386492201 0 20 SH SHARED 02 20
D GRAND UN CO COM 386532402 107 36661 SH SHARED 01 36661
D GRAND UN CO COM 386532402 36 12422 SH SHARED 04 12422
D GRANITE BROADCASTING CORP COM 387241102 78 11000 SH SHARED 01 11000
D GRANITE CONSTR INC COM 387328107 1016 37638 SH SHARED 01 37638
D GRANITE CONSTR INC COM 387328107 680 25216 SH SHARED 04 25216
D GRANITE CONSTR INC COM 387328107 78 2900 SH SHARED 05 2900
D GRANITE ST BANKSHARES INC COM 387472103 2 150 SH SHARED 01 150
D GRAPHON CORP COM 388707101 114 5800 SH SHARED 01 5800
D GRAY COMMUNICATIONS SYS INC COM 389190109 184 15525 SH SHARED 01 15525
D GRAY COMMUNICATIONS SYS INC COM 389190109 64 5400 SH SHARED 04 5400
D GREAT ATLANTIC & PAC TEA INC COM 390064103 7214 369998 SH SHARED 01 369875 123
D GREAT ATLANTIC & PAC TEA INC COM 390064103 1592 81684 SH SHARED 04 81684
D GREAT ATLANTIC & PAC TEA INC COM 390064103 19 1000 SH SHARED 05 1000
D GREAT LAKES CHEM CORP COM 390568103 20207 594340 SH SHARED 01 515620 78720
D GREAT LAKES CHEM CORP COM 390568103 63 1855 SH SHARED 02 1855
D GREAT LAKES CHEM CORP COM 390568103 3060 90018 SH SHARED 04 90018
D GREAT LAKES CHEM CORP COM 390568103 112 3300 SH SHARED 05 3300
D GREAT LAKES REIT INC COM 390752103 320 21200 SH SHARED 01 21200
D GREAT LAKES REIT INC COM 390752103 117 7800 SH SHARED 04 7800
D GREAT SOUTHN BANCORP INC COM 390905107 151 8200 SH SHARED 01 2600 5600
D GREAT SOUTHN BANCORP INC COM 390905107 49 2700 SH SHARED 04 2700
D GREAT NORTHN IRON ORE PPTYS CTFS BEN INT 391064102 219 4200 SH SHARED 01 4200
D GREAT NORTHN IRON ORE PPTYS CTFS BEN INT 391064102 209 4000 SH SHR/OTHR 01 4000
D GREAT PLAINS SOFTWARE COM 39119E105 926 17358 SH SHARED 01 17358
D GREAT PLAINS SOFTWARE COM 39119E105 224 4200 SH SHARED 04 4200
D GREATER BAY BANCORP COM 391648102 930 23127 SH SHARED 01 23127
D GREATER BAY BANCORP COM 391648102 32 800 SH SHR/OTHR 01 800
D GREATER BAY BANCORP COM 391648102 259 6450 SH SHARED 02 6450
D GREATER BAY BANCORP COM 391648102 209 5200 SH SHARED 04 5200
D GREATER BAY BANCORP COM 391648102 120 3000 SH SHARED 05 3000
D GREATER CHINA FD INC COM 39167B102 126 14900 SH SHARED 04 14900
D GREENBRIAR CORP COM 393648100 0 100 SH SHARED 01 100
D GREENBRIER COS INC COM 393657101 45 5800 SH SHARED 01 5800
D GREENPOINT FINL CORP COM 395384100 7593 386924 SH SHARED 01 234799 152125
D GREENPOINT FINL CORP COM 395384100 37 1900 SH SHARED 02 1900
D GREENPOINT FINL CORP COM 395384100 2613 133165 SH SHARED 04 133165
D GREENPOINT FINL CORP COM 395384100 231 11800 SH SHARED 05 11800
D GREIF BROS CORP CL A 397624107 1443 45300 SH SHARED 01 29028 16272
D GREIF BROS CORP CL A 397624107 191 6000 SH SHARED 02 2400 3600
D GREIF BROS CORP CL A 397624107 178 5600 SH SHARED 04 5600
D GREY ADVERTISING INC COM 397838103 286 700 SH SHARED 01 700
D GREY ADVERTISING INC COM 397838103 122 300 SH SHARED 04 300
D GREY WOLF INC COM 397888108 1041 264500 SH SHARED 01 264500
D GREY WOLF INC COM 397888108 23 6000 SH SHARED 02 6000
D GREY WOLF INC COM 397888108 270 68700 SH SHARED 04 68700
D GRIC COMMUNICATIONS INC COM 398081109 121 3600 SH SHARED 01 3600
D GRIFFIN LD & NURSERIES INC CL A 398231100 19 1800 SH SHARED 01 1800
D GRIFFON CORP COM 398433102 2555 327091 SH SHARED 01 108380 218711
D GRIFFON CORP COM 398433102 97 12500 SH SHARED 04 12500
D GROUP 1 AUTOMOTIVE INC COM 398905109 241 20800 SH SHARED 01 20800
D GROUP 1 AUTOMOTIVE INC COM 398905109 75 6500 SH SHARED 04 6500
D GROUPE DANONE SPONSORED ADR 399449107 265 6000 SH SHARED 04 6000
D GROVE PPTY TR SH BEN INT 399613108 22 1700 SH SHARED 01 1700
D GRUBB & ELLIS CO COM PAR $0.01 400095204 44 7900 SH SHARED 01 7900
D GRUPO MEXICANO DE DESARROLLO SPON ADR L SHS 40048G203 0 11000 SH SHARED 02 11000
D GRUPO RADIO CENTRO S A DE C V SPONSORED ADR 40049C102 13 1000 SH SHARED 04 1000
D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 38398 564677 SH SHARED 01 564677
D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 3774 55500 SH SHARED 04 55500
D GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 850 12500 SH SHARED 05 12500
D GTECH HLDGS CORP COM 400518106 5050 272102 SH SHARED 01 131702 140400
D GTECH HLDGS CORP COM 400518106 4075 219563 SH SHARED 04 219563
D GTECH HLDGS CORP COM 400518106 79 4300 SH SHARED 05 4300
D GUCCI GROUP N V COM NY REG 401566104 2721 30600 SH SHARED 01 30600
D GUCCI GROUP N V COM NY REG 401566104 123 1383 SH SHARED 04 1383
D GUESS INC COM 401617105 211 6600 SH SHARED 01 6600
D GUESS INC COM 401617105 153 4800 SH SHARED 04 4800
D GUEST SUPPLY INC COM 401630108 8 450 SH SHARED 01 450
D GUIDANT CORP COM 401698105 193712 3290238 SH SHARED 01 2781901 508337
D GUIDANT CORP COM 401698105 305 5190 SH SHR/OTHR 01 4150 1040
D GUIDANT CORP COM 401698105 1151 19550 SH SHARED 02 6600 12950
D GUIDANT CORP COM 401698105 30444 517099 SH SHARED 04 516974 125
D GUILFORD MLS INC COM 401794102 2294 298468 SH SHARED 01 80473 217995
D GUILFORD MLS INC COM 401794102 49 6500 SH SHARED 04 6500
D GUILFORD PHARMACEUTICALS INC COM 401829106 837 36000 SH SHARED 01 36000
D GUILFORD PHARMACEUTICALS INC COM 401829106 771 33200 SH SHARED 03 33200
D GUILFORD PHARMACEUTICALS INC COM 401829106 225 9685 SH SHARED 04 9685
D GUITAR CTR MGMT INC COM 402040109 338 29600 SH SHARED 01 29600
D GUITAR CTR MGMT INC COM 402040109 106 9300 SH SHARED 04 9300
D GULF CDA RES LTD ORD 40218L305 73 20000 SH SHARED 01 20000
D GULF INDONESIA RES LTD COM 402284103 7 1000 SH SHARED 02 1000
D GULF ISLAND FABRICATION INC COM 402307102 14 1000 SH SHARED 02 1000
D GULFMARK OFFSHORE INC COM 402629109 37 1800 SH SHARED 01 1800
D GULFMARK OFFSHORE INC COM 402629109 6 300 SH SHARED 02 300
D GUM TECH INTL INC COM 402803100 79 5200 SH SHARED 01 5200
D GYMBOREE CORP COM 403777105 1403 340200 SH SHARED 01 107600 232600
D GYMBOREE CORP COM 403777105 4 1000 SH SHARED 02 1000
D GYMBOREE CORP COM 403777105 36 8800 SH SHARED 04 8800
D HMT TECHNOLOGY CORP SB NT CV 5.75%04 403917AD9 3672 7983000 PRN SHARED 04 7983000
D HMT TECHNOLOGY CORP COM 403917107 22 6900 SH SHARED 01 6900
D H & Q HEALTHCARE FD SH BEN INT 404052102 320 11976 SH SHR/OTHR 01 11976
D H & Q HEALTHCARE FD SH BEN INT 404052102 28 1080 SH SHARED 02 1080
D H & Q HEALTHCARE FD SH BEN INT 404052102 337 12600 SH SHARED 04 12600
D HCC INS HLDGS INC COM 404132102 2639 199227 SH SHARED 01 97727 101500
D HCC INS HLDGS INC COM 404132102 34 2600 SH SHR/OTHR 01 2600
D HCC INS HLDGS INC COM 404132102 1200 90630 SH SHARED 04 90630
D HF FINL CORP COM 404172108 2 300 SH SHARED 01 300
D HIE INC COM 40419W100 132 22000 SH SHARED 01 22000
D HIE INC COM 40419W100 48 8000 SH SHARED 02 8000
D HNC SOFTWARE INC SB NT CV 4.75%03 40425PAA5 835 500000 PRN SHARED 01 500000
D HNC SOFTWARE INC SB NT CV 4.75%03 40425PAA5 8268 4951000 PRN SHARED 04 4951000
D HNC SOFTWARE INC COM 40425P107 12702 176274 SH SHARED 01 76049 100225
D HNC SOFTWARE INC COM 40425P107 32 450 SH SHARED 02 450
D HNC SOFTWARE INC COM 40425P107 1261 17500 SH SHARED 04 17500
D HRPT PPTYS TR COM SH BEN INT 40426W101 7530 866818 SH SHARED 01 313650 553168
D HRPT PPTYS TR COM SH BEN INT 40426W101 43 5000 SH SHR/OTHR 01 1200 3800
D HRPT PPTYS TR COM SH BEN INT 40426W101 433 49948 SH SHARED 04 49948
D HSB GROUP INC COM 40428N109 5406 186829 SH SHARED 01 111744 75085
D HSB GROUP INC COM 40428N109 1577 54502 SH SHARED 04 54502
D HSB GROUP INC COM 40428N109 144 5000 SH SHARED 05 5000
D HSBC HLDGS PLC SPON ADR NEW 404280406 18 300 SH SHR/OTHR 01 300
D HSBC HLDGS PLC SPON ADR NEW 404280406 149 2460 SH SHARED 02 2460
D HSBC HLDGS PLC SPON ADR NEW 404280406 2742 45000 SH SHARED 04 45000
D HSBC HLDGS PLC SPON ADR NEW 404280406 329 5400 SH SHARED 05 5400
D HS RES INC COM 404297103 541 25625 SH SHARED 01 25625
D HS RES INC COM 404297103 118 5600 SH SHARED 02 5600
D HS RES INC COM 404297103 392 18600 SH SHARED 04 18600
D HA-LO INDS INC COM 404429102 427 54342 SH SHARED 01 54342
D HA-LO INDS INC COM 404429102 137 17400 SH SHARED 04 17400
D HADCO CORP COM 404681108 8980 138425 SH SHARED 01 42503 95922
D HADCO CORP COM 404681108 454 7000 SH SHARED 04 7000
D HADCO CORP COM 404681108 38 600 SH SHARED 05 600
D HAEMONETICS CORP COM 405024100 3919 174200 SH SHARED 01 53870 120330
D HAEMONETICS CORP COM 405024100 3 142 SH SHARED 02 142
D HAEMONETICS CORP COM 405024100 834 37100 SH SHARED 04 37100
D HAIN FOOD GROUP INC COM 405219106 687 24282 SH SHARED 01 24282
D HAIN FOOD GROUP INC COM 405219106 237 8400 SH SHARED 04 8400
D HALIFAX CORP COM 405752106 175 24270 SH SHARED 02 24270
D HALL KINION ASSOCIATES INC COM 406069104 218 9100 SH SHARED 01 9100
D HALLIBURTON CO COM 406216101 217880 5297995 SH SHARED 01 4566895 1620 729480
D HALLIBURTON CO COM 406216101 1489 36213 SH SHR/OTHR 01 30765 5448
D HALLIBURTON CO COM 406216101 1649 40098 SH SHARED 02 8100 31998
D HALLIBURTON CO COM 406216101 32267 784614 SH SHARED 04 784614
D HALLIBURTON CO COM 406216101 9213 224030 SH SHARED 06 224030
D HALLWOOD ENERGY CORP DEL COM 40636X105 128 29445 SH SHARED 04 29445
D HAMILTON BANCORP INC FLA COM 407013101 300 19219 SH SHARED 01 19219
D HAMILTON BANCORP INC FLA COM 407013101 56 3600 SH SHARED 04 3600
D JOHN HANCOCK BK &THRIFT OPP FD SH BEN INT 409735107 256 37030 SH SHARED 02 37030
D JOHN HANCOCK BK &THRIFT OPP FD SH BEN INT 409735107 83 12000 SH SHARED 04 12000
D HANCOCK FABRICS INC COM 409900107 4 1610 SH SHARED 01 1610
D HANCOCK HLDG CO COM 410120109 443 14370 SH SHARED 01 14370
D HANCOCK HLDG CO COM 410120109 12 389 SH SHARED 02 389
D HANCOCK HLDG CO COM 410120109 117 3800 SH SHARED 04 3800
D HANCOCK JOHN FINL SVCS INC COM 41014S106 119 6600 SH SHARED 04 6600
D HANCOCK JOHN FINL SVCS INC COM 41014S106 16 900 SH SHARED 05 900
D HANDLEMAN CO DEL COM 410252100 1089 122800 SH SHARED 01 65742 57058
D HANDLEMAN CO DEL COM 410252100 151 17100 SH SHARED 04 17100
D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 167 31900 SH SHARED 01 31900
D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 13 2500 SH SHARED 02 2500
D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 41 7900 SH SHARED 04 7900
D HANNA M A CO COM 410522106 3200 282959 SH SHARED 01 154600 128359
D HANNA M A CO COM 410522106 2 225 SH SHARED 02 225
D HANNA M A CO COM 410522106 724 64067 SH SHARED 04 64067
D HANNA M A CO COM 410522106 57 5100 SH SHARED 05 5100
D HANNAFORD BROS CO COM 410550107 36378 493268 SH SHARED 01 485478 7790
D HANNAFORD BROS CO COM 410550107 147 2000 SH SHARED 02 2000
D HANNAFORD BROS CO COM 410550107 9743 132109 SH SHARED 04 132109
D HANNAFORD BROS CO COM 410550107 324 4400 SH SHARED 05 4400
D HANOVER COMPRESSOR CO COM 410768105 3360 59090 SH SHARED 01 59090
D HANOVER COMPRESSOR CO COM 410768105 2144 37705 SH SHARED 04 37705
D HANOVER COMPRESSOR CO COM 410768105 176 3100 SH SHARED 05 3100
D HANOVER DIRECT INC COM 410783104 337 141912 SH SHARED 01 141912
D HANOVER DIRECT INC COM 410783104 117 49400 SH SHARED 04 49400
D HANSON PLC SPON ADR NEW 411352404 22 625 SH SHARED 01 625
D HANSON PLC SPON ADR NEW 411352404 22 625 SH SHR/OTHR 01 625
D HANSON PLC SPON ADR NEW 411352404 2 62 SH SHARED 02 62
D HARBINGER CORP COM 41145C103 1846 63390 SH SHARED 01 63390
D HARBINGER CORP COM 41145C103 21 750 SH SHARED 02 750
D HARBINGER CORP COM 41145C103 488 16761 SH SHARED 04 16761
D HARCOURT GEN INC COM 41163G101 50261 1349308 SH SHARED 01 1183210 166098
D HARCOURT GEN INC COM 41163G101 116 3122 SH SHR/OTHR 01 3122
D HARCOURT GEN INC COM 41163G101 156 4200 SH SHARED 02 1000 3200
D HARCOURT GEN INC COM 41163G101 6990 187666 SH SHARED 04 187666
D HARCOURT GEN INC COM 41163G101 208 5600 SH SHARED 05 5600
D HARBOR FLA BANCSHARES INC COM 411901101 184 16210 SH SHARED 01 16210
D HARBOR FLA BANCSHARES INC COM 411901101 59 5200 SH SHARED 04 5200
D HARKEN ENERGY CORP COM 412552101 935 935800 SH SHARED 01 123580 812220
D HARKEN ENERGY CORP COM 412552101 55 55700 SH SHARED 04 55700
D HARLAND JOHN H CO COM 412693103 3440 254834 SH SHARED 01 69282 185552
D HARLAND JOHN H CO COM 412693103 287 21300 SH SHARED 04 21300
D HARLEY DAVIDSON INC COM 412822108 148610 1872256 SH SHARED 01 1615610 256646
D HARLEY DAVIDSON INC COM 412822108 174 2200 SH SHR/OTHR 01 1800 400
D HARLEY DAVIDSON INC COM 412822108 375 4727 SH SHARED 02 4377 350
D HARLEY DAVIDSON INC COM 412822108 17083 215221 SH SHARED 04 215221
D HARLEYSVILLE GROUP INC COM 412824104 307 21200 SH SHARED 01 21200
D HARLEYSVILLE GROUP INC COM 412824104 88 6103 SH SHARED 04 6103
D HARLEYSVILLE NATL CORP PA COM 412850109 402 14822 SH SHARED 01 14822
D HARLEYSVILLE NATL CORP PA COM 412850109 86 3200 SH SHARED 04 3200
D HARMAN INTL INDS INC COM 413086109 3418 56983 SH SHARED 01 42803 14180
D HARMAN INTL INDS INC COM 413086109 469 7825 SH SHARED 02 7500 325
D HARMAN INTL INDS INC COM 413086109 2130 35500 SH SHARED 04 35500
D HARMON INDS INC NEW COM 413136102 234 12950 SH SHARED 01 12950
D HARMON INDS INC NEW COM 413136102 76 4200 SH SHARED 04 4200
D HARMONIC INC COM 413160102 13801 165783 SH SHARED 01 62052 103731
D HARMONIC INC COM 413160102 33 400 SH SHR/OTHR 01 400
D HARMONIC INC COM 413160102 16 200 SH SHARED 02 200
D HARMONIC INC COM 413160102 9723 116800 SH SHARED 04 116800
D HARMONIC INC COM 413160102 1290 15500 SH SHARED 05 15500
D HAROLDS STORES INC COM 413353103 0 51 SH SHARED 01 51
D HARRAHS ENTMT INC COM 413619107 24212 1304431 SH SHARED 01 1079575 224856
D HARRAHS ENTMT INC COM 413619107 27 1500 SH SHARED 02 1500
D HARRAHS ENTMT INC COM 413619107 3141 169264 SH SHARED 04 169264
D HARRIS & HARRIS GROUP INC COM 413833104 89 5400 SH SHARED 01 5400
D HARRIS & HARRIS GROUP INC COM 413833104 24 1500 SH SHARED 02 1500
D HARRIS CORP DEL COM 413875105 14121 408590 SH SHARED 01 212774 195816
D HARRIS CORP DEL COM 413875105 20 600 SH SHR/OTHR 01 600
D HARRIS CORP DEL COM 413875105 2618 75754 SH SHARED 04 75754
D HARRIS CORP DEL COM 413875105 373 10800 SH SHARED 05 10800
D HARRIS FINL INC COM 414541102 209 29200 SH SHARED 01 29200
D HARRIS FINL INC COM 414541102 24 3385 SH SHARED 04 3385
D HARRIS INTERACTIVE INC COM 414549105 111 17100 SH SHARED 01 17100
D HARRIS INTERACTIVE INC COM 414549105 6 1000 SH SHARED 05 1000
D HARRODSBURG 1ST FINL BANCORP COM 415781103 84 7800 SH SHARED 01 7800
D HARRYS FMRS MKT INC CL A 415863109 1 1550 SH SHARED 02 1550
D HARSCO CORP COM 415864107 7869 271945 SH SHARED 01 166760 105185
D HARSCO CORP COM 415864107 1407 48627 SH SHARED 04 48627
D HARSCO CORP COM 415864107 83 2900 SH SHARED 05 2900
D HARTE-HANKS INC COM 416196103 3191 140668 SH SHARED 01 112468 28200
D HARTE-HANKS INC COM 416196103 1108 48841 SH SHARED 04 48841
D HARTE-HANKS INC COM 416196103 167 7400 SH SHARED 05 7400
D HARTFORD FINL SVCS GROUP INC COM 416515104 130619 2476193 SH SHARED 01 2116777 359416
D HARTFORD FINL SVCS GROUP INC COM 416515104 975 18494 SH SHR/OTHR 01 12550 5944
D HARTFORD FINL SVCS GROUP INC COM 416515104 1911 36235 SH SHARED 02 6395 29840
D HARTFORD FINL SVCS GROUP INC COM 416515104 16555 313849 SH SHARED 04 313849
D HARTFORD FINL SVCS GROUP INC COM 416515104 121 2300 SH SHARED 05 2300
D HARTFORD FINL SVCS GROUP INC COM 416515104 1023 19400 SH SHARED 06 19400
D HARTFORD LIFE INC CL A 416592103 5821 124200 SH SHARED 01 51833 72367
D HARTFORD LIFE INC CL A 416592103 320 6841 SH SHARED 04 6841
D HARTFORD LIFE INC CL A 416592103 14 300 SH SHARED 05 300
D HARTMARX CORP COM 417119104 39 14235 SH SHARED 01 14235
D HASBRO INC COM 418056107 36729 2201065 SH SHARED 01 1857847 343218
D HASBRO INC COM 418056107 315 18900 SH SHR/OTHR 01 18900
D HASBRO INC COM 418056107 990 59347 SH SHARED 02 59347
D HASBRO INC COM 418056107 3876 232312 SH SHARED 04 232312
D HASBRO INC COM 418056107 106 6400 SH SHARED 05 6400
D HAUPPAUGE DIGITAL INC COM 419131107 84 4600 SH SHARED 01 4600
D HAVERTY FURNITURE INC COM 419596101 311 29300 SH SHARED 01 29300
D HAVERTY FURNITURE INC COM 419596101 328 30913 SH SHARED 04 30913
D HAVERTY FURNITURE INC CL A 419596200 3 300 SH SHARED 01 300
D HAWAIIAN ELEC INDUSTRIES COM 419870100 5899 185464 SH SHARED 01 106658 78806
D HAWAIIAN ELEC INDUSTRIES COM 419870100 845 26581 SH SHARED 04 26581
D HAWAIIAN ELEC INDUSTRIES COM 419870100 104 3300 SH SHARED 05 3300
D HAWKINS CHEM INC COM 420200107 6 801 SH SHARED 01 801
D HAYES LEMMERZ INTL INC COM 420781106 481 25200 SH SHARED 01 25200
D HAYES LEMMERZ INTL INC COM 420781106 139 7300 SH SHARED 04 7300
D HEARME INC COM 421903105 636 25205 SH SHARED 01 23956 1249
D HEARME INC COM 421903105 113 4500 SH SHARED 04 4500
D HEALTHCARE SVCS GRP INC COM 421906108 2 450 SH SHARED 01 450
D HEALTHCARE SVCS GRP INC COM 421906108 623 114750 SH SHARED 02 114750
D HEALTH CARE PPTY INVS INC COM 421915109 11917 468511 SH SHARED 01 111991 356520
D HEALTH CARE PPTY INVS INC COM 421915109 22 900 SH SHR/OTHR 01 900
D HEALTH CARE PPTY INVS INC COM 421915109 825 32464 SH SHARED 02 17954 14510
D HEALTH CARE PPTY INVS INC COM 421915109 529 20800 SH SHARED 04 20800
D HEALTHSOUTH CORP SB DB CV 3.25%03 421924AF8 25577 32750000 PRN SHARED 04 32750000
D HEALTHSOUTH CORP COM 421924101 24043 4227824 SH SHARED 01 3618018 609806
D HEALTHSOUTH CORP COM 421924101 1545 271835 SH SHARED 02 233835 38000
D HEALTHSOUTH CORP COM 421924101 7536 1325179 SH SHARED 04 1325179
D HEALTHSOUTH CORP COM 421924101 46 8200 SH SHARED 05 8200
D HEALTHSOUTH CORP COM 421924101 436 76760 SH SHARED 06 76760
D HEALTH MGMT ASSOC INC NEW CL A 421933102 17854 1252948 SH SHARED 01 636956 615992
D HEALTH MGMT ASSOC INC NEW CL A 421933102 200 14100 SH SHARED 02 13100 1000
D HEALTH MGMT ASSOC INC NEW CL A 421933102 2058 144450 SH SHARED 04 144450
D HEALTH MGMT ASSOC INC NEW CL A 421933102 421 29600 SH SHARED 05 29600
D HEALTH RISK MGMT INC COM 421935107 0 100 SH SHARED 01 100
D HEALTHCARE RLTY TR COM 421946104 1125 67169 SH SHARED 01 67169
D HEALTHCARE RLTY TR COM 421946104 2 150 SH SHARED 02 150
D HEALTHCARE RLTY TR COM 421946104 564 33700 SH SHARED 04 33700
D HEARTPORT INC COM 421969106 18 3900 SH SHARED 01 3900
D HEARTPORT INC COM 421969106 0 27 SH SHARED 04 27
D HEADWAY CORPORATE RESOURCES COM 422101105 24 7300 SH SHARED 01 7300
D HEALTH CARE REIT INC COM 42217K106 631 45075 SH SHARED 01 45075
D HEALTH CARE REIT INC COM 42217K106 325 23281 SH SHARED 02 14575 8706
D HEALTH CARE REIT INC COM 42217K106 287 20500 SH SHARED 04 20500
D HEALTHAXIS INC COM 42219D100 2496 173703 SH SHARED 01 26703 147000
D HEALTHAXIS INC COM 42219D100 6722 467650 SH SHARED 02 467650
D HEALTHAXIS INC COM 42219D100 58 4100 SH SHARED 04 4100
D HEALTH MGMT SYS INC COM 42219M100 3 800 SH SHARED 02 800
D HEALTHCARE RECOVERIES INC COM 42220K101 24 7600 SH SHARED 01 7600
D HEALTHEON WEBMD CORP COM 422209106 3184 138451 SH SHARED 01 56881 81570
D HEALTHEON WEBMD CORP COM 422209106 744 32350 SH SHARED 02 31250 1100
D HEALTHEON WEBMD CORP COM 422209106 1364 59323 SH SHARED 04 59323
D HEALTHCENTRAL COM COM 42221V106 5 1000 SH SHARED 02 1000
D HEARST-ARGYLE TELEVISION INC COM 422317107 2278 97489 SH SHARED 01 21199 76290
D HEARST-ARGYLE TELEVISION INC COM 422317107 30 1304 SH SHARED 04 1304
D HEARTLAND EXPRESS INC COM 422347104 1692 120469 SH SHARED 01 60279 60190
D HEARTLAND EXPRESS INC COM 422347104 102 7290 SH SHARED 04 7290
D HEARTLAND PARTNERS L P UT LTD PARTNER 422357103 23 1100 SH SHARED 01 1100
D HECLA MNG CO COM 422704106 81 59600 SH SHARED 01 59600
D HECLA MNG CO COM 422704106 3 2600 SH SHARED 02 200 2400
D HECTOR COMMUNICATIONS CORP COM 422730101 7 500 SH SHARED 01 500
D HEICO CORP NEW COM 422806109 146 10077 SH SHARED 01 10077
D HEICO CORP NEW COM 422806109 30 2100 SH SHARED 04 2100
D HEICO CORP NEW CL A 422806208 30 2189 SH SHARED 01 2189
D HEICO CORP NEW CL A 422806208 946 67600 SH SHARED 04 67600
D HEIDRICK & STRUGGLES INTL INC COM 422819102 850 21200 SH SHARED 01 21200
D HEIDRICK & STRUGGLES INTL INC COM 422819102 329 8200 SH SHARED 04 8200
D HEILIG MEYERS CO COM 422893107 1345 341811 SH SHARED 01 180504 161307
D HEILIG MEYERS CO COM 422893107 196 49987 SH SHARED 04 49987
D HEILIG MEYERS CO COM 422893107 24 6100 SH SHARED 05 6100
D HEINZ H J CO COM 423074103 146256 4193740 SH SHARED 01 3572164 621576
D HEINZ H J CO COM 423074103 2644 75825 SH SHR/OTHR 01 49675 26150
D HEINZ H J CO COM 423074103 444 12732 SH SHARED 02 5157 7575
D HEINZ H J CO COM 423074103 18685 535792 SH SHARED 04 535792
D HEINZ H J CO COM 423074103 289 8300 SH SHARED 05 8300
D HELIX TECHNOLOGY CORP COM 423319102 7051 117405 SH SHARED 01 66741 50664
D HELIX TECHNOLOGY CORP COM 423319102 564 9400 SH SHARED 04 9400
D HELLENIC TELECOM ORGANIZATN SA SPONSORED ADR 423325307 2808 193700 SH SHARED 04 193700
D HELLENIC TELECOM ORGANIZATN SA SPONSORED ADR 423325307 171 11800 SH SHARED 05 11800
D HELLER FINANCIAL INC CL A 423328103 5506 239426 SH SHARED 01 79746 159680
D HELLER FINANCIAL INC CL A 423328103 61 2690 SH SHARED 04 2690
D HELMERICH & PAYNE INC COM 423452101 10219 329667 SH SHARED 01 229167 100500
D HELMERICH & PAYNE INC COM 423452101 268 8650 SH SHARED 02 3100 5550
D HELMERICH & PAYNE INC COM 423452101 2283 73662 SH SHARED 04 73662
D HELMERICH & PAYNE INC COM 423452101 238 7700 SH SHARED 05 7700
D HEMISPHERX BIOPHARMA INC COM 42366C103 3787 344300 SH SHARED 01 42312 301988
D HEMISPHERX BIOPHARMA INC COM 42366C103 199 18100 SH SHARED 04 18100
D HENRY JACK & ASSOC INC COM 426281101 1659 45006 SH SHARED 01 45006
D HENRY JACK & ASSOC INC COM 426281101 416 11300 SH SHARED 04 11300
D HERBALIFE INTL INC CL A 426908208 1296 91801 SH SHARED 01 27503 64298
D HERBALIFE INTL INC CL A 426908208 76 5400 SH SHARED 04 5400
D HERBALIFE INTL INC CL B 426908307 1186 90000 SH SHARED 04 90000
D HERITAGE COMMERCE CORP COM 426927109 162 14292 SH SHARED 02 14292
D HERCULES INC SUB DEB CV 8%10 427056AK2 18 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 19070 1182690 SH SHARED 01 968844 213846
D HERCULES INC COM 427056106 164 10200 SH SHR/OTHR 01 1200 9000
D HERCULES INC COM 427056106 27 1713 SH SHARED 02 1713
D HERCULES INC COM 427056106 3755 232879 SH SHARED 04 232879
D HERCULES INC COM 427056106 48 3000 SH SHARED 05 3000
D HERSHEY FOODS CORP COM 427866108 63067 1293685 SH SHARED 01 1180693 112992
D HERSHEY FOODS CORP COM 427866108 29 600 SH SHR/OTHR 01 600
D HERSHEY FOODS CORP COM 427866108 745 15300 SH SHARED 02 4200 11100
D HERSHEY FOODS CORP COM 427866108 10041 205982 SH SHARED 04 205982
D HERSHEY FOODS CORP COM 427866108 316 6500 SH SHARED 05 6500
D HERTZ CORP CL A 428040109 5790 170000 SH SHARED 01 79676 90324
D HERTZ CORP CL A 428040109 299 8804 SH SHARED 04 8804
D HEWLETT PACKARD CO SB LYON ZERO 17 428236AC7 1125 1500000 PRN SHARED 01 1500000
D HEWLETT PACKARD CO SB LYON ZERO 17 428236AC7 51 69000 PRN SHARED 04 69000
D HEWLETT PACKARD CO COM 428236103 1554696 11700446 SH SHARED 01 10343328 400 1356718
D HEWLETT PACKARD CO COM 428236103 54192 407842 SH SHR/OTHR 01 244869 162973
D HEWLETT PACKARD CO COM 428236103 9959 74956 SH SHARED 02 8401 66555
D HEWLETT PACKARD CO COM 428236103 157272 1183615 SH SHARED 04 1183615
D HEWLETT PACKARD CO COM 428236103 6497 48900 SH SHARED 05 48900
D HEWLETT PACKARD CO COM 428236103 25009 188220 SH SHARED 06 188220
D HEXCEL CORP NEW COM 428291108 133 26608 SH SHARED 01 26608
D HEXCEL CORP NEW COM 428291108 31 6200 SH SHARED 04 6200
D HI / FN INC COM 428358105 6184 95061 SH SHARED 01 27799 67262
D HI / FN INC COM 428358105 26 400 SH SHARED 02 400
D HI / FN INC COM 428358105 175 2700 SH SHARED 04 2700
D HIBERNIA CORP CL A 428656102 8674 826121 SH SHARED 01 402000 424121
D HIBERNIA CORP CL A 428656102 51 4950 SH SHARED 02 500 4450
D HIBERNIA CORP CL A 428656102 1764 168051 SH SHARED 04 168051
D HIBERNIA CORP CL A 428656102 200 19100 SH SHARED 05 19100
D HIGH PLAINS CORP COM 429701105 0 1 SH SHARED 01 1
D HIGH SPEED ACCESS CORP COM 42979U102 124 9500 SH SHARED 01 9500
D HIGH SPEED ACCESS CORP COM 42979U102 16 1300 SH SHARED 02 1300
D HIGHLANDS INS GROUP INC COM 431032101 16 1880 SH SHARED 01 1800 80
D HIGHLANDS INS GROUP INC COM 431032101 43 5000 SH SHARED 02 5000
D HIGHWOODS PPTYS INC COM 431284108 5679 265700 SH SHARED 01 77100 188600
D HIGHWOODS PPTYS INC COM 431284108 94 4400 SH SHARED 02 3500 900
D HIGHWOODS PPTYS INC COM 431284108 1575 73696 SH SHARED 04 73696
D HILB ROGAL & HAMILTON CO COM 431294107 600 22000 SH SHARED 01 22000
D HILB ROGAL & HAMILTON CO COM 431294107 27 1000 SH SHARED 02 1000
D HILB ROGAL & HAMILTON CO COM 431294107 177 6500 SH SHARED 04 6500
D HILLENBRAND INDS INC COM 431573104 8449 248503 SH SHARED 01 131287 117216
D HILLENBRAND INDS INC COM 431573104 68 2000 SH SHARED 02 2000
D HILLENBRAND INDS INC COM 431573104 1204 35417 SH SHARED 04 35417
D HILLENBRAND INDS INC COM 431573104 231 6800 SH SHARED 05 6800
D HILTON HOTELS CORP SUB NT CONV 5%06 432848AL3 79 105000 PRN SHARED 01 35000 70000
D HILTON HOTELS CORP SUB NT CONV 5%06 432848AL3 98 130000 PRN SHR/OTHR 01 130000
D HILTON HOTELS CORP SUB NT CONV 5%06 432848AL3 18 25000 PRN SHARED 02 25000
D HILTON HOTELS CORP COM 432848109 29604 3819982 SH SHARED 01 3489158 330824
D HILTON HOTELS CORP COM 432848109 1542 199044 SH SHR/OTHR 01 199044
D HILTON HOTELS CORP COM 432848109 85 11005 SH SHARED 02 8005 3000
D HILTON HOTELS CORP COM 432848109 8718 1124953 SH SHARED 04 1124953
D HILTON HOTELS CORP COM 432848109 175 22601 SH SHARED 05 22601
D HINES HORTICULTURE INC COM 433245107 152 19500 SH SHARED 01 19500
D HINES HORTICULTURE INC COM 433245107 71 9200 SH SHARED 04 9200
D HIRSCH INTL CORP CL A 433550100 11 8400 SH SHARED 01 8400
D HISPANIC BROADCASTING CORP CL A 43357B104 49297 435300 SH SHARED 01 279651 155649
D HISPANIC BROADCASTING CORP CL A 43357B104 5705 50379 SH SHARED 02 13429 36950
D HISPANIC BROADCASTING CORP CL A 43357B104 5392 47620 SH SHARED 04 47620
D HISPANIC BROADCASTING CORP CL A 43357B104 702 6200 SH SHARED 05 6200
D HITACHI LIMITED ADR 10 COM 433578507 7 65 SH SHARED 02 65
D HOENIG GROUP INC COM 434396107 43 5000 SH SHARED 02 5000
D HOLLINGER INTL INC CL A 435569108 1215 113100 SH SHARED 01 69400 43700
D HOLLINGER INTL INC CL A 435569108 5908 549605 SH SHARED 04 549605
D HOLLIS-EDEN PHARMACEUTICALS COM 435902101 59 4000 SH SHARED 01 2000 2000
D HOLLYWOOD COM INC COM 436137103 10 700 SH SHARED 04 700
D HOLLYWOOD ENTMT CORP COM 436141105 2569 318700 SH SHARED 01 92200 226500
D HOLLYWOOD ENTMT CORP COM 436141105 105 13100 SH SHARED 04 13100
D HOLOGIC INC COM 436440101 22 2800 SH SHARED 01 2800
D HOLOGIC INC COM 436440101 0 100 SH SHARED 04 100
D HOME DEPOT INC COM 437076102 2195383 34036959 SH SHARED 01 27454629 6582330
D HOME DEPOT INC COM 437076102 58762 911047 SH SHR/OTHR 01 158426 752621
D HOME DEPOT INC COM 437076102 15796 244910 SH SHARED 02 82107 162803
D HOME DEPOT INC COM 437076102 171092 2652602 SH SHARED 04 2652202 400
D HOME DEPOT INC COM 437076102 1186 18400 SH SHARED 05 18400
D HOME PPTYS N Y INC COM 437306103 813 30400 SH SHARED 01 30400
D HOME PPTYS N Y INC COM 437306103 331 12400 SH SHARED 04 12400
D HOMEBASE INC COM 43738E108 135 67857 SH SHARED 01 67857
D HOMEBASE INC COM 43738E108 28 14200 SH SHARED 04 14200
D HOMESEEKERS COM INC COM 437605108 736 47900 SH SHARED 01 47900
D HOMESEEKERS COM INC COM 437605108 21 1400 SH SHARED 02 1400
D HOMESTAKE MNG CO COM 437614100 15903 2650549 SH SHARED 01 2278923 371626
D HOMESTAKE MNG CO COM 437614100 24 4000 SH SHARED 02 2667 1333
D HOMESTAKE MNG CO COM 437614100 29441 4906998 SH SHARED 04 4906998
D HOMESTAKE MNG CO COM 437614100 34 5700 SH SHARED 05 5700
D HOMESTEAD VLG INC COM 437851108 0 201 SH SHARED 01 201
D HOMESTORE COM INC COM 437852106 443 9100 SH SHARED 01 9100
D HON INDS INC COM 438092108 7271 282395 SH SHARED 01 96495 185900
D HON INDS INC COM 438092108 727 28247 SH SHARED 04 28247
D HON INDS INC COM 438092108 162 6300 SH SHARED 05 6300
D HONDA MOTOR LTD AMERN SHS 438128308 207 2550 SH SHARED 01 750 1800
D HONDA MOTOR LTD AMERN SHS 438128308 40 500 SH SHR/OTHR 01 500
D HONDA MOTOR LTD AMERN SHS 438128308 536 6600 SH SHARED 04 6600
D HONEYWELL INTL INC COM 438516106 481051 9130370 SH SHARED 01 7808355 34671 1287344
D HONEYWELL INTL INC COM 438516106 4723 89644 SH SHR/OTHR 01 39598 50046
D HONEYWELL INTL INC COM 438516106 1715 32556 SH SHARED 02 4400 28156
D HONEYWELL INTL INC COM 438516106 46422 881093 SH SHARED 04 881093
D HONEYWELL INTL INC COM 438516106 1491 28300 SH SHARED 05 28300
D HOOPER HOLMES INC COM 439104100 1444 42100 SH SHARED 01 42100
D HOOPER HOLMES INC COM 439104100 48 1400 SH SHR/OTHR 01 1400
D HOOPER HOLMES INC COM 439104100 579 16900 SH SHARED 04 16900
D HORACE MANN EDUCATORS CORP NEW COM 440327104 4942 268068 SH SHARED 01 152181 115887
D HORACE MANN EDUCATORS CORP NEW COM 440327104 966 52421 SH SHARED 04 52421
D HORACE MANN EDUCATORS CORP NEW COM 440327104 119 6500 SH SHARED 05 6500
D HORIZON GROUP PPTYS INC COM 44041U102 0 30 SH SHARED 01 30
D HORIZON OFFSHORE INC COM 44043J105 791 85600 SH SHARED 01 85600
D HORMEL FOODS CORP COM 440452100 9000 547600 SH SHARED 01 249004 298596
D HORMEL FOODS CORP COM 440452100 2072 126071 SH SHARED 04 126071
D HORMEL FOODS CORP COM 440452100 169 10300 SH SHARED 05 10300
D HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 3195 157798 SH SHARED 01 131063 26735
D HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 8 400 SH SHARED 02 400
D HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 425 21000 SH SHARED 04 21000
D HOST MARRIOTT CORP NEW COM 44107P104 12757 1437449 SH SHARED 01 388758 1048691
D HOST MARRIOTT CORP NEW COM 44107P104 4 508 SH SHR/OTHR 01 508
D HOST MARRIOTT CORP NEW COM 44107P104 356 40183 SH SHARED 02 4217 35966
D HOST MARRIOTT CORP NEW COM 44107P104 7839 883342 SH SHARED 04 883342
D HOT TOPIC INC COM 441339108 175 5000 SH SHARED 01 5000
D HOT TOPIC INC COM 441339108 21 600 SH SHARED 02 600
D HOT TOPIC INC COM 441339108 941 26900 SH SHARED 04 26900
D HOTEL RESERVATIONS NETWORK INC CL A 441451101 34 1920 SH SHARED 01 1920
D HOTJOBS COM INC COM 441474103 85 3400 SH SHARED 02 2400 1000
D HOTJOBS COM INC COM 441474103 759 30064 SH SHARED 04 30064
D HOUGHTON MIFFLIN CO COM 441560109 6512 153466 SH SHARED 01 84936 68530
D HOUGHTON MIFFLIN CO COM 441560109 97 2300 SH SHARED 02 2300
D HOUGHTON MIFFLIN CO COM 441560109 2497 58848 SH SHARED 04 58848
D HOUGHTON MIFFLIN CO COM 441560109 207 4900 SH SHARED 05 4900
D HOUSEHOLD INTL INC COM 441815107 200300 5368261 SH SHARED 01 4515817 852444
D HOUSEHOLD INTL INC COM 441815107 1057 28330 SH SHR/OTHR 01 12900 15430
D HOUSEHOLD INTL INC COM 441815107 627 16822 SH SHARED 02 6832 9990
D HOUSEHOLD INTL INC COM 441815107 26189 701913 SH SHARED 04 701913
D HOUSTON EXPL CO COM 442120101 172 9600 SH SHARED 01 9600
D HOUSTON EXPL CO COM 442120101 27 1500 SH SHARED 02 1500
D HOUSTON EXPL CO COM 442120101 118 6600 SH SHARED 04 6600
D HOWMET INTERNATIONAL COM 443208103 181 9000 SH SHARED 01 9000
D HOWMET INTERNATIONAL COM 443208103 47 2353 SH SHARED 04 2353
D HSBC BK PLC SP ADR UNIT C 44328M815 23 1000 SH SHARED 02 1000
D HUANENG PWR INTL INC SPON ADR N 443304100 10 1300 SH SHARED 01 1300
D HUANENG PWR INTL INC SPON ADR N 443304100 80 10000 SH SHARED 04 10000
D HUB GROUP INC CL A 443320106 117 7700 SH SHARED 01 7700
D HUB GROUP INC CL A 443320106 41 2700 SH SHARED 04 2700
D HUBBELL INC CL A 443510102 15 600 SH SHARED 01 600
D HUBBELL INC CL B 443510201 7318 267325 SH SHARED 01 146004 121321
D HUBBELL INC CL B 443510201 89 3260 SH SHR/OTHR 01 2060 1200
D HUBBELL INC CL B 443510201 23 858 SH SHARED 02 858
D HUBBELL INC CL B 443510201 800 29224 SH SHARED 04 29224
D HUBBELL INC CL B 443510201 183 6700 SH SHARED 05 6700
D HUDSON RIV BANCORP INC COM 444128102 345 34500 SH SHARED 01 21700 12800
D HUDSON RIV BANCORP INC COM 444128102 298 29800 SH SHARED 04 29800
D HUDSON UNITED BANCORP COM 444165104 10501 484211 SH SHARED 01 171249 312962
D HUDSON UNITED BANCORP COM 444165104 25 1173 SH SHARED 02 1173
D HUDSON UNITED BANCORP COM 444165104 559 25800 SH SHARED 04 25800
D HUGHES SUPPLY INC COM 444482103 1849 119325 SH SHARED 01 61040 58285
D HUGHES SUPPLY INC COM 444482103 3 200 SH SHARED 02 200
D HUGHES SUPPLY INC COM 444482103 261 16900 SH SHARED 04 16900
D HUMANA INC COM 444859102 13219 1807921 SH SHARED 01 1526875 281046
D HUMANA INC COM 444859102 4 600 SH SHR/OTHR 01 600
D HUMANA INC COM 444859102 3 450 SH SHARED 02 450
D HUMANA INC COM 444859102 1526 208780 SH SHARED 04 208780
D HUMANA INC COM 444859102 35 4800 SH SHARED 05 4800
D HUMAN GENOME SCIENCES INC SUB NT CV 144A06 444903AC2 0 1000000 PRN SHARED 01 1000000
D HUMAN GENOME SCIENCES INC SUB NT CV 144A06 444903AC2 0 1830000 PRN SHARED 04 1830000
D HUMAN GENOME SCIENCES INC SUB NT CV 144A07 444903AE8 17464 19405000 PRN SHARED 04 19405000
D HUMAN GENOME SCIENCES INC SB NT CV 144A 07 444903AG3 615 1000000 PRN SHARED 01 1000000
D HUMAN GENOME SCIENCES INC SB NT CV 144A 07 444903AG3 8825 14350000 PRN SHARED 04 14350000
D HUMAN GENOME SCIENCES INC COM 444903108 21369 257266 SH SHARED 01 94971 162295
D HUMAN GENOME SCIENCES INC COM 444903108 16 200 SH SHR/OTHR 01 200
D HUMAN GENOME SCIENCES INC COM 444903108 168 2025 SH SHARED 02 800 1225
D HUMAN GENOME SCIENCES INC COM 444903108 5744 69162 SH SHARED 04 69162
D HUNT CORP COM 445591100 14 1575 SH SHARED 01 1575
D HUNT J B TRANS SVCS INC COM 445658107 1866 136384 SH SHARED 01 97405 38979
D HUNT J B TRANS SVCS INC COM 445658107 321 23457 SH SHARED 04 23457
D HUNT J B TRANS SVCS INC COM 445658107 50 3700 SH SHARED 05 3700
D HUNTINGTON BANCSHARES INC COM 446150104 52686 2354719 SH SHARED 01 2006583 348136
D HUNTINGTON BANCSHARES INC COM 446150104 7994 357276 SH SHARED 04 357276
D HUNTINGTON BANCSHARES INC COM 446150104 48 2180 SH SHARED 05 2180
D HUSSMANN INTL INC COM 448110106 5412 426634 SH SHARED 01 137784 288850
D HUSSMANN INTL INC COM 448110106 5 440 SH SHR/OTHR 01 440
D HUSSMANN INTL INC COM 448110106 15 1200 SH SHARED 02 400 800
D HUSSMANN INTL INC COM 448110106 266 21000 SH SHARED 04 21000
D HUTCHINSON TECHNOLOGY INC COM 448407106 3547 201300 SH SHARED 01 81135 120165
D HUTCHINSON TECHNOLOGY INC COM 448407106 181 10300 SH SHARED 04 10300
D HUTTIG BLDG PRODS INC COM 448451104 57 12764 SH SHARED 01 12127 637
D HUTTIG BLDG PRODS INC COM 448451104 41 9311 SH SHR/OTHR 01 9311
D HUTTIG BLDG PRODS INC COM 448451104 8 1905 SH SHARED 02 1352 553
D HUTTIG BLDG PRODS INC COM 448451104 56 12455 SH SHARED 04 12455
D HUTTIG BLDG PRODS INC COM 448451104 1 333 SH SHARED 05 333
D HYPERION 2002 TERM TR INC COM 448915108 1741 212700 SH SHARED 04 212700
D ICN PHARMACEUTICALS INC NEW COM 448924100 10714 393195 SH SHARED 01 158676 234519
D ICN PHARMACEUTICALS INC NEW COM 448924100 1029 37792 SH SHARED 04 37792
D ICN PHARMACEUTICALS INC NEW COM 448924100 237 8700 SH SHARED 05 8700
D IDT CORP COM 448947101 9506 229074 SH SHARED 01 63435 165639
D IDT CORP COM 448947101 41 1000 SH SHARED 02 1000
D IDT CORP COM 448947101 1695 40850 SH SHARED 04 40850
D HYPERCOM CORP COM 44913M105 275 16100 SH SHARED 01 16100
D HYPERCOM CORP COM 44913M105 145 8500 SH SHARED 04 8500
D HYPERFEED TECHNOLOGIES INC COM 44913S102 49 8200 SH SHARED 01 8200
D HYPERION SOLUTIONS CORP COM 44914M104 8736 268821 SH SHARED 01 92396 176425
D HYPERION SOLUTIONS CORP COM 44914M104 172 5300 SH SHARED 02 3400 1900
D HYPERION SOLUTIONS CORP COM 44914M104 1565 48177 SH SHARED 04 48177
D HYSEQ INC COM 449163302 133 3000 SH SHARED 01 2500 500
D HYSEQ INC COM 449163302 98 2200 SH SHARED 02 200 2000
D HYSEQ INC COM 449163302 13 300 SH SHARED 04 300
D IBP INC COM 449223106 6508 413260 SH SHARED 01 257569 155691
D IBP INC COM 449223106 66 4195 SH SHARED 02 4195
D IBP INC COM 449223106 2248 142743 SH SHARED 04 142743
D IBP INC COM 449223106 195 12400 SH SHARED 05 12400
D ICG COMMUNICATIONS INC COM 449246107 9620 266300 SH SHARED 01 82400 183900
D ICG COMMUNICATIONS INC COM 449246107 379 10500 SH SHARED 02 6000 4500
D ICG COMMUNICATIONS INC COM 449246107 27408 758700 SH SHARED 04 758700
D I C H CORP NEW COM NEW 44926L300 0 5 SH SHARED 02 5
D ICICI LTD SPONSORED ADR 44926P103 74 3300 SH SHARED 04 3300
D ICO HLDGS INC PFD CV DEP 1/4 449293307 324 20954 SH SHARED 04 20954
D ICOS CORP COM 449295104 11177 309400 SH SHARED 01 83984 225416
D ICOS CORP COM 449295104 118 3272 SH SHARED 04 3272
D ICU MED INC COM 44930G107 341 18980 SH SHARED 02 18980
D I-CABLE COMMUNICATIONS LTD SPONSORED ADR 44934B104 9 600 SH SHARED 02 600
D IDEC PHARMACEUTICALS CORP COM 449370105 6164 62744 SH SHARED 01 62744
D IDEC PHARMACEUTICALS CORP COM 449370105 9 100 SH SHR/OTHR 01 100
D IDEC PHARMACEUTICALS CORP COM 449370105 3161 32180 SH SHARED 04 32180
D IDG BOOKS WORLDWIDE INC CL A 449384106 55 4800 SH SHARED 01 4800
D IDG BOOKS WORLDWIDE INC CL A 449384106 16 1400 SH SHARED 04 1400
D IDX SYS CORP COM 449491109 711 26000 SH SHARED 01 25000 1000
D IDX SYS CORP COM 449491109 980 35820 SH SHARED 04 35820
D IGEN INC COM 449536101 3350 134006 SH SHARED 01 21153 112853
D IGEN INC COM 449536101 105 4200 SH SHARED 04 4200
D IHOP CORP COM 449623107 483 34500 SH SHARED 01 34500
D IHOP CORP COM 449623107 6304 450300 SH SHARED 04 450300
D ILX RESORTS INC COM NEW 449661503 27 14500 SH SHARED 01 14500
D IMC GLOBAL INC COM 449669100 8047 547951 SH SHARED 01 324664 223287
D IMC GLOBAL INC COM 449669100 11 800 SH SHR/OTHR 01 800
D IMC GLOBAL INC COM 449669100 13 936 SH SHARED 02 238 698
D IMC GLOBAL INC COM 449669100 5154 350969 SH SHARED 04 350969
D IMC GLOBAL INC COM 449669100 328 22400 SH SHARED 05 22400
D IMC GLOBAL INC WT EXP 122200 449669118 0 274 SH SHARED 01 274
D IMC GLOBAL INC WT EXP 122200 449669118 0 418 SH SHARED 02 87 331
D IMC GLOBAL INC WT EXP 122200 449669118 2 69500 SH SHARED 04 69500
D IMCO RECYCLING INC COM 449681105 252 22800 SH SHARED 01 22800
D IMCO RECYCLING INC COM 449681105 68 6200 SH SHARED 04 6200
D IPC COMMUNICATIONS INC COM NEW 44980K206 15759 76503 SH SHARED 01 42068 34435
D IPC COMMUNICATIONS INC COM NEW 44980K206 6180 30000 SH SHARED 04 30000
D I-LINK CORP COM 449927102 222 21200 SH SHARED 01 16200 5000
D IMS HEALTH INC COM 449934108 85541 5050573 SH SHARED 01 4347618 702955
D IMS HEALTH INC COM 449934108 7092 418762 SH SHR/OTHR 01 290540 128222
D IMS HEALTH INC COM 449934108 369 21790 SH SHARED 02 900 20890
D IMS HEALTH INC COM 449934108 10761 635411 SH SHARED 04 634961 450
D IMS HEALTH INC COM 449934108 118 7000 SH SHARED 05 7000
D IRI INTL CORP COM 45004F107 256 27200 SH SHARED 01 27200
D IRI INTL CORP COM 45004F107 9 1000 SH SHR/OTHR 01 1000
D IRI INTL CORP COM 45004F107 865 91700 SH SHARED 04 91700
D IRSA INVERSIONERS Y REP S A GLOBL DEP RCPT 450047204 31 1000 SH SHARED 04 1000
D IRT PPTY CO COM 450058102 386 48275 SH SHARED 01 48275
D IRT PPTY CO COM 450058102 16 2000 SH SHARED 02 2000
D IRT PPTY CO COM 450058102 110 13800 SH SHARED 04 13800
D ISS GROUP INC COM 450306105 4718 40503 SH SHARED 01 40503
D ISS GROUP INC COM 450306105 7 62 SH SHARED 02 62
D ISS GROUP INC COM 450306105 1304 11200 SH SHARED 04 11200
D ITC DELTACOM INC COM 45031T104 14087 395432 SH SHARED 01 121132 274300
D ITC DELTACOM INC COM 45031T104 2120 59509 SH SHARED 04 59509
D I-STAT CORP COM 450312103 3 200 SH SHARED 01 200
D ITI TECHNOLOGIES INC COM 450564109 279 9400 SH SHARED 01 9400
D ITI TECHNOLOGIES INC COM 450564109 104 3500 SH SHARED 04 3500
D ITT EDUCATIONAL SERVICES INC COM 45068B109 656 41000 SH SHARED 01 41000
D ITT EDUCATIONAL SERVICES INC COM 45068B109 153 9600 SH SHARED 02 1900 7700
D ITT EDUCATIONAL SERVICES INC COM 45068B109 99 6200 SH SHARED 04 6200
D IBASIS INC COM 450732102 164 4000 SH SHARED 01 4000
D IBASIS INC COM 450732102 82 2000 SH SHARED 02 2000
D IBIS TECHNOLOGY CORP COM 450909106 135 1500 SH SHARED 02 1500
D ITT INDS INC IND COM 450911102 30873 993931 SH SHARED 01 862211 131720
D ITT INDS INC IND COM 450911102 94 3031 SH SHR/OTHR 01 1000 2031
D ITT INDS INC IND COM 450911102 283 9125 SH SHARED 02 2805 6320
D ITT INDS INC IND COM 450911102 3395 109310 SH SHARED 04 109310
D IDACORP INC COM 451107106 7752 223081 SH SHARED 01 143886 79195
D IDACORP INC COM 451107106 13811 397444 SH SHARED 04 397444
D IDACORP INC COM 451107106 135 3900 SH SHARED 05 3900
D IDEX CORP COM 45167R104 1231 45200 SH SHARED 01 45200
D IDEX CORP COM 45167R104 40 1500 SH SHR/OTHR 01 1500
D IDEX CORP COM 45167R104 348 12800 SH SHARED 04 12800
D IDEXX LABS INC COM 45168D104 4925 211296 SH SHARED 01 106901 104395
D IDEXX LABS INC COM 45168D104 352 15100 SH SHARED 04 15100
D IGATE CAPITAL CORP COM 45169U105 2545 56406 SH SHARED 01 56406
D IGATE CAPITAL CORP COM 45169U105 663 14700 SH SHARED 04 14700
D IKON OFFICE SOLUTIONS INC COM 451713101 9439 1525701 SH SHARED 01 1297995 227706
D IKON OFFICE SOLUTIONS INC COM 451713101 1449 234325 SH SHARED 04 234325
D IKON OFFICE SOLUTIONS INC COM 451713101 19 3100 SH SHARED 05 3100
D IKOS SYS INC COM NEW 451716203 25 2000 SH SHARED 02 2000
D IDENTIX INC COM 451906101 1000 35900 SH SHARED 01 35900
D IDENTIX INC COM 451906101 281 10100 SH SHARED 04 10100
D ILEX ONCOLOGY INC COM 451923106 471 11232 SH SHARED 01 11232
D IL FORNAIO AMER CORP COM 451926109 985 108033 SH SHARED 02 108033
D IL FORNAIO AMER CORP COM 451926109 604 66300 SH SHARED 03 66300
D ILLINOIS TOOL WKS INC COM 452308109 169288 3064040 SH SHARED 01 2700474 363566
D ILLINOIS TOOL WKS INC COM 452308109 22 400 SH SHR/OTHR 01 400
D ILLINOIS TOOL WKS INC COM 452308109 277 5028 SH SHARED 02 984 4044
D ILLINOIS TOOL WKS INC COM 452308109 29803 539435 SH SHARED 04 539435
D ILLINOIS TOOL WKS INC COM 452308109 795 14400 SH SHARED 05 14400
D ILLINOIS TOOL WKS INC COM 452308109 474 8590 SH SHARED 06 8590
D ILLUMINET HLDGS INC COM 452334105 315 6400 SH SHARED 01 6400
D IMAGE ENTMT INC COM NEW 452439201 68 14000 SH SHARED 01 14000
D IMATION CORP COM 45245A107 6470 242457 SH SHARED 01 146728 95729
D IMATION CORP COM 45245A107 121 4534 SH SHR/OTHR 01 4294 240
D IMATION CORP COM 45245A107 3 127 SH SHARED 02 127
D IMATION CORP COM 45245A107 2433 91182 SH SHARED 04 91182
D IMATION CORP COM 45245A107 112 4200 SH SHARED 05 4200
D IMAX CORP COM 45245E109 21 1000 SH SHARED 01 1000
D IMCLONE SYS INC SUB NT CV 144A05 45245WAA7 5087 5950000 PRN SHARED 04 5950000
D IMCLONE SYS INC COM 45245W109 3271 42561 SH SHARED 01 42561
D IMCLONE SYS INC COM 45245W109 1191 15495 SH SHARED 04 15495
D IMMUNE RESPONSE CORP DEL COM 45252T106 144 12600 SH SHARED 01 12600
D IMMUNE RESPONSE CORP DEL COM 45252T106 17 1500 SH SHARED 02 1500
D IMMUNEX CORP NEW COM 452528102 90994 1434412 SH SHARED 01 805810 628602
D IMMUNEX CORP NEW COM 452528102 475 7500 SH SHR/OTHR 01 7500
D IMMUNEX CORP NEW COM 452528102 3662 57729 SH SHARED 04 57729
D IMPATH INC COM 45255G101 428 11664 SH SHARED 01 11664
D IMPATH INC COM 45255G101 36 1000 SH SHR/OTHR 01 1000
D IMPATH INC COM 45255G101 117 3200 SH SHARED 04 3200
D IMPCO TECHNOLOGIES INC COM 45255W106 30 800 SH SHARED 01 800
D IMPCO TECHNOLOGIES INC COM 45255W106 79 2100 SH SHARED 04 2100
D IMPERIAL BANCORP COM 452556103 11286 364087 SH SHARED 01 117878 246209
D IMPERIAL BANCORP COM 452556103 654 21100 SH SHARED 04 21100
D IMPERIAL CHEM INDS PLC ADR NEW 452704505 33 1028 SH SHARED 01 1028
D IMPERIAL CHEM INDS PLC ADR NEW 452704505 32 1000 SH SHR/OTHR 01 1000
D IMPERIAL CHEM INDS PLC ADR NEW 452704505 290 9000 SH SHARED 02 9000
D IMPERIAL CHEM INDS PLC ADR NEW 452704505 818 25393 SH SHARED 04 25393
D IMPERIAL CREDIT COMM MRTG INVS COM 45272T102 0 7600 SH SHARED 01 7600
D IMPERIAL CR INDS INC COM 452729106 1762 391586 SH SHARED 01 99028 292558
D IMPERIAL CR INDS INC COM 452729106 471 104700 SH SHARED 04 104700
D IMATRON INC COM 452906100 127 35900 SH SHARED 01 35900
D IMATRON INC COM 452906100 3 1000 SH SHARED 02 1000
D IMMUNOMEDICS INC COM 452907108 113 4400 SH SHARED 01 4400
D IN FOCUS SYS INC COM 452919103 2203 61541 SH SHARED 01 51368 10173
D IN FOCUS SYS INC COM 452919103 35 1000 SH SHARED 02 1000
D IN FOCUS SYS INC COM 452919103 1317 36800 SH SHARED 04 36800
D INCOME OPPORTUNITY RLTY INVS COM 452926108 5 700 SH SHARED 01 700
D IMPERIAL OIL LTD COM NEW 453038408 123 5900 SH SHARED 04 5900
D IMPERIAL SUGAR CO NEW COM 453096109 352 201648 SH SHARED 01 201648
D IMPERIAL SUGAR CO NEW COM 453096109 292 166947 SH SHR/OTHR 01 166947
D IMPERIAL SUGAR CO NEW COM 453096109 23 13300 SH SHARED 04 13300
D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 453142101 1 88 SH SHARED 01 88
D IMPSAT FIBER NETWORKS INC COM 45321T103 13465 480904 SH SHARED 01 480904
D IMRGLOBAL CORPORATION COM 45321W106 444 30910 SH SHARED 01 30910
D IMRGLOBAL CORPORATION COM 45321W106 119 8300 SH SHARED 04 8300
D INACOM CORP COM 45323G109 190 69160 SH SHARED 01 69160
D INACOM CORP COM 45323G109 131 47800 SH SHARED 04 47800
D INAMED CORP COM 453235103 297 6000 SH SHARED 01 6000
D INAMED CORP COM 453235103 34 700 SH SHARED 04 700
D INCO LTD COM 453258402 21686 1180229 SH SHARED 01 1180229
D INCO LTD COM 453258402 4241 230809 SH SHARED 04 230809
D INCO LTD COM 453258402 139 7600 SH SHARED 05 7600
D INCYTE PHARMACEUTICALS INC SUB NT CV 144A07 45337CAA0 1590 2000000 PRN SHARED 01 2000000
D INCYTE PHARMACEUTICALS INC SUB NT CV 144A07 45337CAA0 28296 35593000 PRN SHARED 04 35593000
D INCYTE PHARMACEUTICALS INC COM 45337C102 12156 139033 SH SHARED 01 74190 64843
D INCYTE PHARMACEUTICALS INC COM 45337C102 3480 39805 SH SHARED 02 32250 7555
D INCYTE PHARMACEUTICALS INC COM 45337C102 3921 44850 SH SHARED 03 44850
D INCYTE PHARMACEUTICALS INC COM 45337C102 5511 63036 SH SHARED 04 63036
D INDEPENDENCE CMNTY BK CORP COM 453414104 5639 506893 SH SHARED 01 189350 317543
D INDEPENDENCE CMNTY BK CORP COM 453414104 13 1200 SH SHARED 02 1200
D INDEPENDENCE CMNTY BK CORP COM 453414104 310 27900 SH SHARED 04 27900
D INDEPENDENCE FED SVGS BK COM 453432106 26 2300 SH SHARED 01 2300
D INDEPENDENCE HLDG CO NEW COM NEW 453440307 1290 120000 SH SHARED 04 120000
D INDEPENDENCE SQUARE INCOME SEC COM 453779100 1509 97400 SH SHARED 04 97400
D INDEPENDENT BANK CORP MASS COM 453836108 145 12200 SH SHARED 01 12200
D INDEPENDENT BANK CORP MASS COM 453836108 11 1000 SH SHARED 02 1000
D INDEPENDENT BANK CORP MASS COM 453836108 56 4700 SH SHARED 04 4700
D INDEPENDENT BANK CORP MICH COM 453838104 13 1088 SH SHARED 01 1088
D INDIA FD INC COM 454089103 299 17600 SH SHARED 04 17600
D INDIANA ENERGY INC COM 454707100 2031 104184 SH SHARED 01 89218 14966
D INDIANA ENERGY INC COM 454707100 711 36497 SH SHARED 04 36497
D INDIANA ENERGY INC COM 454707100 60 3100 SH SHARED 05 3100
D INDUS INTL INC COM 45578L100 36 4375 SH SHARED 02 4375
D INDUS INTL INC COM 45578L100 197 23600 SH SHARED 04 23600
D INDUSTRI-MATEMATIK INTL CORP COM 455792101 64 4750 SH SHARED 02 250 4500
D INDUSTRI-MATEMATIK INTL CORP COM 455792101 25 1900 SH SHARED 04 1900
D INDUSTRIE NATUZZI SPA ADR 456478106 222 19240 SH SHARED 06 19240
D INDYMAC MTG HLDGS INC COM 456607100 6721 449976 SH SHARED 01 191432 258544
D INDYMAC MTG HLDGS INC COM 456607100 233 15620 SH SHARED 02 2500 13120
D INDYMAC MTG HLDGS INC COM 456607100 534 35800 SH SHARED 04 35800
D INFERENCE CORP CL A 45662K109 91 15100 SH SHARED 01 15100
D INFERENCE CORP CL A 45662K109 9 1500 SH SHARED 02 1500
D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N103 57 1000 SH SHR/OTHR 01 1000
D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N103 21362 371517 SH SHARED 02 361367 10150
D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N103 218 3795 SH SHARED 04 3795
D INFINITY BROADCASTING CP NEW CL A 45662S102 73106 2258119 SH SHARED 01 1179175 1078944
D INFINITY BROADCASTING CP NEW CL A 45662S102 4965 153381 SH SHR/OTHR 01 90850 62531
D INFINITY BROADCASTING CP NEW CL A 45662S102 4857 150039 SH SHARED 02 85545 64494
D INFINITY BROADCASTING CP NEW CL A 45662S102 5617 173516 SH SHARED 04 173241 275
D INFINITY BROADCASTING CP NEW CL A 45662S102 573 17700 SH SHARED 05 17700
D INET TECHNOLOGIES INC COM 45662V105 841 15900 SH SHARED 01 15900
D INET TECHNOLOGIES INC COM 45662V105 148 2800 SH SHARED 04 2800
D INFINITY INC COM PAR $.0001 45663L403 45 6100 SH SHARED 01 6100
D INFOCURE CORP COM 45665A108 4860 279719 SH SHARED 01 82421 197298
D INFOCURE CORP COM 45665A108 0 34 SH SHARED 02 34
D INFOCURE CORP COM 45665A108 298 17200 SH SHARED 04 17200
D INFORMATICA CORP COM 45666Q102 2089 27200 SH SHARED 01 27200
D INFORMATICA CORP COM 45666Q102 537 7000 SH SHARED 04 7000
D INFONET SVCS CORP CL B 45666T106 36544 1615231 SH SHARED 01 1615231
D INFONET SVCS CORP CL B 45666T106 185 8200 SH SHARED 04 8200
D INFONAUTICS CORP CL A 456662105 15 1923 SH SHARED 02 1923
D INFORMATION ARCHITECTS CORP COM 45669R107 130 7500 SH SHARED 01 7500
D INFORMATION ARCHITECTS CORP COM 45669R107 52 3000 SH SHARED 02 3000
D INFORMATION HLDGS INC COM 456727106 281 9000 SH SHARED 01 9000
D INFORMATION HLDGS INC COM 456727106 62 2000 SH SHARED 04 2000
D INFORMATION RESOURCE ENGR INC COM PAR $0.01 45675F303 145 4000 SH SHARED 01 4000
D INFORMATION RESOURCE ENGR INC COM PAR $0.01 45675F303 897 24750 SH SHARED 02 24750
D INFORTE CORP COM 45677R107 64 1320 SH SHARED 01 1320
D INFORMIX CORP COM 456779107 18217 1075627 SH SHARED 01 711392 364235
D INFORMIX CORP COM 456779107 420 24800 SH SHARED 02 24500 300
D INFORMIX CORP COM 456779107 17647 1041936 SH SHARED 04 1041936
D INFORMIX CORP COM 456779107 528 31200 SH SHARED 05 31200
D INFOSPACE COM INC COM 45678T102 50170 344964 SH SHARED 01 196479 148485
D INFOSPACE COM INC COM 45678T102 5440 37410 SH SHARED 02 36710 700
D INFOSPACE COM INC COM 45678T102 1764 12132 SH SHARED 04 12132
D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 3 19 SH SHARED 04 19
D INFOUSA INC NEW COM 456818301 459 50350 SH SHARED 01 50350
D INFOUSA INC NEW COM 456818301 100 11000 SH SHARED 02 11000
D INFOUSA INC NEW COM 456818301 85 9400 SH SHARED 04 9400
D ING GROEP N V SPONSORED ADR 456837103 679 12355 SH SHARED 01 12121 234
D ING GROEP N V SPONSORED ADR 456837103 177 3222 SH SHARED 02 2000 1222
D ING GROEP N V SPONSORED ADR 456837103 621 11301 SH SHARED 04 11301
D ING GROEP N V SPONSORED ADR 456837103 55 1000 SH SHARED 05 1000
D INGERSOLL-RAND CO COM 456866102 80242 1813392 SH SHARED 01 1544464 268928
D INGERSOLL-RAND CO COM 456866102 637 14400 SH SHR/OTHR 01 2595 11805
D INGERSOLL-RAND CO COM 456866102 296 6698 SH SHARED 02 2697 4001
D INGERSOLL-RAND CO COM 456866102 13682 309204 SH SHARED 04 309204
D INGERSOLL-RAND CO COM 456866102 1690 38200 SH SHARED 05 38200
D INFORMATION RES INC COM 456905108 1837 229670 SH SHARED 01 95731 133939
D INFORMATION RES INC COM 456905108 94 11800 SH SHARED 04 11800
D INFORMATION MGMT ASSOC INC COM 456923101 46 10500 SH SHARED 01 10500
D INFORMATION MGMT ASSOC INC COM 456923101 291 65600 SH SHARED 02 63600 2000
D INGLES MKTS INC CL A 457030104 862 82639 SH SHARED 01 27650 54989
D INGLES MKTS INC CL A 457030104 41 4000 SH SHARED 04 4000
D INGRAM MICRO INC SR DB CV ZERO 18 457153AA2 12145 35000000 PRN SHARED 04 35000000
D INGRAM MICRO INC CL A 457153104 4166 271002 SH SHARED 01 98678 172324
D INGRAM MICRO INC CL A 457153104 5295 344409 SH SHARED 04 344409
D INHALE THERAPEUTIC SYS INC SB NT CV 144A 07 457191AD6 15570 15000000 PRN SHARED 04 15000000
D INHALE THERAPEUTIC SYS INC COM 457191104 1459 19594 SH SHARED 01 19594
D INHALE THERAPEUTIC SYS INC COM 457191104 1043 14000 SH SHARED 02 12050 1950
D INHALE THERAPEUTIC SYS INC COM 457191104 4611 61893 SH SHARED 04 61893
D INKTOMI CORP COM 457277101 65605 336438 SH SHARED 01 156944 179494
D INKTOMI CORP COM 457277101 5900 30261 SH SHARED 02 24976 5285
D INKTOMI CORP COM 457277101 3922 20114 SH SHARED 04 20114
D INNKEEPERS USA TR COM 4576J0104 540 66485 SH SHARED 01 66485
D INNKEEPERS USA TR COM 4576J0104 10 1300 SH SHR/OTHR 01 1300
D INNKEEPERS USA TR COM 4576J0104 114 14100 SH SHARED 04 14100
D INNERDYNE INC COM 45764D102 93 15200 SH SHARED 01 15200
D INNODATA CORP COM NEW 457642205 72 8600 SH SHARED 01 8600
D INNOVEX INC COM 457647105 233 23912 SH SHARED 01 23912
D INNOVEX INC COM 457647105 60 6200 SH SHARED 04 6200
D INSIGHT ENTERPRISES INC COM 45765U103 1270 34879 SH SHARED 01 34879
D INSIGHT ENTERPRISES INC COM 45765U103 382 10500 SH SHARED 04 10500
D INPUT/OUTPUT INC COM 457652105 2415 394400 SH SHARED 01 235797 158603
D INPUT/OUTPUT INC COM 457652105 115 18900 SH SHARED 04 18900
D INPUT SOFTWARE INC COM 457654101 110 4600 SH SHARED 01 4600
D INPRISE CORP COM 45766C102 76 11219 SH SHARED 01 11219
D INPRISE CORP COM 45766C102 340 50000 SH SHARED 04 50000
D INSIGHT HEALTH SVCS CORP COM 45766Q101 36 4400 SH SHARED 01 4400
D INSITE VISION INC COM 457660108 8 1500 SH SHARED 01 1500
D INSITUFORM TECHNOLOGIES INC CL A 457667103 952 31090 SH SHARED 01 31090
D INSITUFORM TECHNOLOGIES INC CL A 457667103 251 8200 SH SHARED 04 8200
D INSIGNIA FINL GROUP INC NEW COM 45767A105 3564 254594 SH SHARED 01 72396 182198
D INSIGNIA FINL GROUP INC NEW COM 45767A105 12 878 SH SHARED 02 878
D INSIGNIA FINL GROUP INC NEW COM 45767A105 6090 435015 SH SHARED 04 435015
D INSO CORP COM 457674109 89 6600 SH SHARED 01 6600
D INSO CORP COM 457674109 7102 526100 SH SHARED 02 526100
D INSIGHT COMMUNICATIONS INC CL A 45768V108 7059 342300 SH SHARED 01 342300
D INSIGHT COMMUNICATIONS INC CL A 45768V108 36 1750 SH SHARED 02 1750
D INSIGHT COMMUNICATIONS INC CL A 45768V108 1783 86451 SH SHARED 04 86451
D INSPIRE INS SOLUTIONS INC COM 457732105 75 23374 SH SHARED 01 23374
D INSPIRE INS SOLUTIONS INC COM 457732105 15 4800 SH SHARED 04 4800
D INTEGRAL SYS INC MD COM 45810H107 117 2600 SH SHARED 01 2600
D INTEGRAL SYS INC MD COM 45810H107 45 1000 SH SHR/OTHR 01 1000
D INTEGRATED ELECTRICAL SVC COM 45811E103 196 37400 SH SHARED 01 37400
D INTEGRATED ELECTRICAL SVC COM 45811E103 1684 320800 SH SHARED 04 320800
D INTEGRA INC COM 45811M105 0 700 SH SHARED 01 700
D INTEGRATED DEVICE TECHNOLOGY COM 458118106 19621 495169 SH SHARED 01 289093 206076
D INTEGRATED DEVICE TECHNOLOGY COM 458118106 39 1000 SH SHARED 02 1000
D INTEGRATED DEVICE TECHNOLOGY COM 458118106 4785 120759 SH SHARED 04 120759
D INTEGRATED DEVICE TECHNOLOGY COM 458118106 301 7600 SH SHARED 05 7600
D INTEGRATED SILICON SOLUTION COM 45812P107 202 6900 SH SHARED 01 6900
D INTEGRATED SILICON SOLUTION COM 45812P107 7509 256200 SH SHARED 02 256200
D INTEGRATED SURGICAL SYS INC COM 45812Y108 33 11000 SH SHARED 01 11000
D INTELIDATA TECHNOLOGIES CORP COM 45814T107 126 7900 SH SHARED 01 7900
D INTEL CORP COM 458140100 5078118 38488968 SH SHARED 01 32884335 100 5604533
D INTEL CORP COM 458140100 45928 348110 SH SHR/OTHR 01 227848 120262
D INTEL CORP COM 458140100 66935 507329 SH SHARED 02 272390 234939
D INTEL CORP COM 458140100 569945 4319828 SH SHARED 04 4319268 560
D INTEL CORP COM 458140100 15502 117500 SH SHARED 05 117500
D INTEL CORP COM 458140100 110280 835860 SH SHARED 06 835860
D INTELECT COMMUNICATIONS INC COM 458144102 110 19100 SH SHARED 01 19100
D INTELECT COMMUNICATIONS INC COM 458144102 0 35 SH SHARED 02 35
D INTELLIGROUP INC COM 45816A106 142 4800 SH SHARED 01 4800
D INTER TEL INC COM 458372109 6846 250090 SH SHARED 01 57170 192920
D INTER TEL INC COM 458372109 235 8600 SH SHARED 04 8600
D INTERCHANGE FINL SVCS S B N J COM 458447109 3 236 SH SHARED 01 236
D INTERCEPT GROUP INC COM 45845L107 1931 75000 SH SHARED 01 75000
D INTERDENT INC COM 45865R109 0 70 SH SHARED 04 70
D INTERDIGITAL COMMUNICATIONS CP COM 45866A105 8163 326553 SH SHARED 01 80769 245784
D INTERDIGITAL COMMUNICATIONS CP COM 45866A105 75 3000 SH SHARED 02 450 2550
D INTERDIGITAL COMMUNICATIONS CP COM 45866A105 375 15028 SH SHARED 04 15028
D INTERFACE INC CL A 458665106 1860 437687 SH SHARED 01 176895 260792
D INTERFACE INC CL A 458665106 7 1800 SH SHARED 02 1800
D INTERFACE INC CL A 458665106 73 17200 SH SHARED 04 17200
D INTERIM SVCS INC SUB NT CV 4.5%05 45868PAA8 7970 10000000 PRN SHARED 04 10000000
D INTERIM SVCS INC COM 45868P100 8616 464207 SH SHARED 01 149156 315051
D INTERIM SVCS INC COM 45868P100 435 23450 SH SHARED 02 3450 20000
D INTERIM SVCS INC COM 45868P100 890 48000 SH SHARED 04 48000
D INTERGRAPH CORP COM 458683109 2629 296240 SH SHARED 01 106710 189530
D INTERGRAPH CORP COM 458683109 63 7100 SH SHARED 02 7100
D INTERGRAPH CORP COM 458683109 550 62000 SH SHARED 04 62000
D INTERLEAF INC COM NEW 458729209 164 3500 SH SHARED 01 3500
D INTERLEAF INC COM NEW 458729209 14899 317000 SH SHARED 04 317000
D INTERLIANT INC SB NT CV 144A 05 458742AA1 6057 9000000 PRN SHARED 04 9000000
D INTERLIANT INC COM 458742103 2 100 SH SHARED 02 100
D INTERLINK ELECTRS COM 458751104 171 1800 SH SHARED 01 1800
D INTERLINK ELECTRS COM 458751104 190 2000 SH SHARED 02 2000
D INTERMAGNETICS GEN CORP COM 458771102 4812 283100 SH SHARED 04 283100
D INTERMEDIA COMMUNICATIONS INC COM 458801107 15619 323300 SH SHARED 01 113354 209946
D INTERMEDIA COMMUNICATIONS INC COM 458801107 130 2700 SH SHARED 02 2700
D INTERMEDIA COMMUNICATIONS INC COM 458801107 1449 30000 SH SHARED 04 30000
D INTERMEDIA COMMUNICATIONS INC COM 458801107 140 2900 SH SHARED 05 2900
D INTERMET CORP COM 45881K104 365 40000 SH SHARED 01 40000
D INTERMET CORP COM 45881K104 86 9500 SH SHARED 04 9500
D INTERNAP NETWORK SVCS CORP COM 45885A102 579 12600 SH SHARED 01 12600
D INTERNAP NETWORK SVCS CORP COM 45885A102 92 2000 SH SHARED 02 2000
D INTERNATIONAL BANCSHARES CORP COM 459044103 808 19975 SH SHARED 01 19975
D INTERNATIONAL BANCSHARES CORP COM 459044103 251 6200 SH SHARED 04 6200
D INTERNATIONAL BUSINESS MACHS COM 459200101 2561572 21708245 SH SHARED 01 18510759 185140 3012346
D INTERNATIONAL BUSINESS MACHS COM 459200101 64448 546172 SH SHR/OTHR 01 447622 98550
D INTERNATIONAL BUSINESS MACHS COM 459200101 15787 133790 SH SHARED 02 39612 94178
D INTERNATIONAL BUSINESS MACHS COM 459200101 231170 1959071 SH SHARED 04 1958701 370
D INTERNATIONAL BUSINESS MACHS COM 459200101 3233 27400 SH SHARED 05 27400
D INTERNATIONAL FIBERCOM INC COM 45950T101 3059 128800 SH SHARED 01 75328 53472
D INTERNATIONAL FIBERCOM INC COM 45950T101 334 14100 SH SHARED 02 14000 100
D INTERNATIONAL FIBERCOM INC COM 45950T101 232 9800 SH SHARED 04 9800
D INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 40807 1163874 SH SHARED 01 955429 208445
D INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 350 10000 SH SHR/OTHR 01 10000
D INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 74 2125 SH SHARED 02 1025 1100
D INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 4510 128657 SH SHARED 04 128657
D INTERNATIONAL HOME FOODS INC COM 459655106 564 35300 SH SHARED 01 35300
D INTERNATIONAL HOME FOODS INC COM 459655106 4 300 SH SHR/OTHR 01 300
D INTERNATIONAL HOME FOODS INC COM 459655106 40 2500 SH SHARED 02 2500
D INTERNATIONAL HOME FOODS INC COM 459655106 529 33100 SH SHARED 04 33100
D INTERNATIONAL ISOTOPES INC COM 45972C102 1 200 SH SHARED 02 200
D INTERNATIONAL GAME TECHNOLOGY COM 459902102 10668 491931 SH SHARED 01 236834 255097
D INTERNATIONAL GAME TECHNOLOGY COM 459902102 1303 60126 SH SHARED 04 60126
D INTERNATIONAL GAME TECHNOLOGY COM 459902102 186 8600 SH SHARED 05 8600
D INTERNATIONAL MULTIFOODS CORP COM 460043102 1636 122377 SH SHARED 01 48307 74070
D INTERNATIONAL MULTIFOODS CORP COM 460043102 198 14873 SH SHARED 04 14873
D INTERNATIONAL MULTIFOODS CORP COM 460043102 21 1600 SH SHARED 05 1600
D INTL PAPER CO COM 460146103 202629 4739878 SH SHARED 01 4063953 675925
D INTL PAPER CO COM 460146103 2779 65022 SH SHR/OTHR 01 25047 39975
D INTL PAPER CO COM 460146103 729 17069 SH SHARED 02 3556 13513
D INTL PAPER CO COM 460146103 20445 478248 SH SHARED 04 478248
D INTL PAPER CO COM 460146103 1128 26400 SH SHARED 06 26400
D INTERNATIONAL RECTIFIER CORP COM 460254105 15311 401625 SH SHARED 01 150836 250789
D INTERNATIONAL RECTIFIER CORP COM 460254105 114 3000 SH SHR/OTHR 01 3000
D INTERNATIONAL RECTIFIER CORP COM 460254105 19 500 SH SHARED 02 500
D INTERNATIONAL RECTIFIER CORP COM 460254105 2546 66800 SH SHARED 04 66800
D INTERNATIONAL RECTIFIER CORP COM 460254105 465 12200 SH SHARED 05 12200
D INTERNATIONAL SPEEDWAY CORP CL A 460335201 1954 43500 SH SHARED 01 43500
D INTERNATIONAL SPEEDWAY CORP CL A 460335201 159 3560 SH SHARED 02 1010 2550
D INTERNATIONAL SPEEDWAY CORP CL A 460335201 5513 122698 SH SHARED 04 122698
D INTERNATIONAL SPEEDWAY CORP CL A 460335201 265 5900 SH SHARED 05 5900
D INTL SPECIALTY PRODS INC NEW COM 460337108 90 14100 SH SHARED 01 14100
D INTL SPECIALTY PRODS INC NEW COM 460337108 41 6400 SH SHARED 04 6400
D INTERNEURON PHARMACEUTICALS COM 460573108 78 26200 SH SHARED 01 26200
D INTERNET AMERICA INC COM 46058Y109 74 8800 SH SHARED 01 8800
D INTERNET AMERICA INC COM 46058Y109 8 1000 SH SHARED 02 1000
D INTERNET CAP GROUP INC SUB NT CV 5.5%04 46059CAA4 5298 6000000 PRN SHARED 01 6000000
D INTERNET CAP GROUP INC SUB NT CV 5.5%04 46059CAA4 86534 98000000 PRN SHARED 04 98000000
D INTERNET CAP GROUP INC COM 46059C106 1722 19074 SH SHARED 01 19074
D INTERNET CAP GROUP INC COM 46059C106 9 100 SH SHR/OTHR 01 100
D INTERNET CAP GROUP INC COM 46059C106 6251 69220 SH SHARED 02 54540 14680
D INTERNET CAP GROUP INC COM 46059C106 2515 27849 SH SHARED 04 27849
D INTERNET COMM CORP CL A 46059F109 94 2000 SH SHARED 01 2000
D INTERNET PICTURES CORP COM 46059S101 81 2410 SH SHARED 02 2410
D INTERNET INFRASTRUCTR HOLDS TR DEPOSTRY RCPT 46059V104 6 100 SH SHR/OTHR 01 100
D INTERNET HOLDRS TR DEPOSIT RCPT 46059W102 66 400 SH SHARED 02 100 300
D INTERPHASE CORP COM 460593106 1167 46000 SH SHARED 01 46000
D INTERPOOL INC COM 46062R108 145 22200 SH SHARED 01 22200
D INTERPOOL INC COM 46062R108 36 5600 SH SHARED 04 5600
D INTERPORE INTL COM 46062W107 72 8600 SH SHARED 01 8600
D INTERPORE INTL COM 46062W107 4 500 SH SHARED 02 500
D INTERSIL HLDG CORP CL A 46069S109 236 4580 SH SHARED 01 4580
D INTERSIL HLDG CORP CL A 46069S109 16 325 SH SHARED 04 325
D INTERPUBLIC GROUP COS INC SB NT CV 1.8%04 460690AF7 10 8000 PRN SHARED 04 8000
D INTERPUBLIC GROUP COS INC SUBNT CV 1.87%06 460690AJ9 2383 2360000 PRN SHARED 04 2360000
D INTERPUBLIC GROUP COS INC COM 460690100 145887 3087565 SH SHARED 01 2605404 482161
D INTERPUBLIC GROUP COS INC COM 460690100 189 4000 SH SHR/OTHR 01 4000
D INTERPUBLIC GROUP COS INC COM 460690100 231 4900 SH SHARED 02 4900
D INTERPUBLIC GROUP COS INC COM 460690100 6620 140117 SH SHARED 04 140117
D INTERPUBLIC GROUP COS INC COM 460690100 1200 25400 SH SHARED 05 25400
D INTERPUBLIC GROUP COS INC COM 460690100 269 5700 SH SHARED 06 5700
D INTERSPEED INC COM 46070W107 21 1000 SH SHARED 02 1000
D INTERSTATE BAKERIES CORP DEL COM 46072H108 3600 252670 SH SHARED 01 154770 97900
D INTERSTATE BAKERIES CORP DEL COM 46072H108 952 66856 SH SHARED 04 66856
D INTERSTATE BAKERIES CORP DEL COM 46072H108 81 5700 SH SHARED 05 5700
D INTERSTATE HOTELS CORP COM 46088R108 47 15177 SH SHARED 01 4699 10478
D INTERSTATE HOTELS CORP COM 46088R108 0 17 SH SHR/OTHR 01 17
D INTERSTATE HOTELS CORP COM 46088R108 4 1347 SH SHARED 02 1347
D INTERSTATE HOTELS CORP COM 46088R108 0 83 SH SHARED 05 83
D INTERSTATE GEN L P UN LTD PRT NEW 460885205 14 2200 SH SHARED 01 2200
D INTRAWEST CORPORATION COM NEW 460915200 145 8600 SH SHARED 04 8600
D INTERTAPE POLYMER GROUP INC COM 460919103 6 600 SH SHARED 01 600
D INTERWEST BANCORP INC COM 460931108 113 8267 SH SHARED 01 8267
D INTERWEST BANCORP INC COM 460931108 92 6700 SH SHARED 04 6700
D INTRANET SOLUTIONS INC COM NEW 460939309 5828 126700 SH SHARED 01 126700
D INTERNET COM CORP COM 460967102 54 1300 SH SHARED 05 1300
D INTERSTATE NATL DEALER SVCS COM 46102P104 41 7200 SH SHARED 01 7200
D INTERTAN INC COM 461120107 840 61138 SH SHARED 01 53757 7381
D INTERTAN INC COM 461120107 660 48053 SH SHARED 04 48053
D INTERTRUST TECHNOLOGIES CORP COM 46113Q109 323 7600 SH SHARED 01 7600
D INTERTRUST TECHNOLOGIES CORP COM 46113Q109 182 4300 SH SHARED 02 4300
D INTERTRUST TECHNOLOGIES CORP COM 46113Q109 29 700 SH SHARED 05 700
D INTERWORLD CORP COM 46114Q108 2067 36600 SH SHARED 01 36600
D INTERWORLD CORP COM 46114Q108 56 1000 SH SHARED 02 1000
D INTERVU INC COM 46114R106 7056 78400 SH SHARED 01 30856 47544
D INTERVU INC COM 46114R106 24120 268000 SH SHARED 04 268000
D INTERWOVEN INC COM 46114T102 449 4100 SH SHARED 01 4100
D INTERWOVEN INC COM 46114T102 21 200 SH SHARED 02 200
D INTERVOICE-BRITE INC COM 461142101 6209 215062 SH SHARED 01 74439 140623
D INTERVOICE-BRITE INC COM 461142101 386 13400 SH SHARED 04 13400
D INTIMATE BRANDS INC CL A 461156101 4868 118212 SH SHARED 01 111227 6985
D INTIMATE BRANDS INC CL A 461156101 19 462 SH SHARED 02 462
D INTIMATE BRANDS INC CL A 461156101 1531 37190 SH SHARED 04 37190
D INTIMATE BRANDS INC CL A 461156101 218 5300 SH SHARED 05 5300
D INTRAWARE INC COM 46118M103 1784 43200 SH SHARED 01 23300 19900
D INTRAWARE INC COM 46118M103 163 3957 SH SHARED 02 3657 300
D INTRAWARE INC COM 46118M103 247 6000 SH SHARED 04 6000
D INTUIT COM 461202103 37748 694228 SH SHARED 01 443777 250451
D INTUIT COM 461202103 27 500 SH SHR/OTHR 01 500
D INTUIT COM 461202103 2126 39110 SH SHARED 02 7200 31910
D INTUIT COM 461202103 13282 244282 SH SHARED 04 244282
D INTUIT COM 461202103 1277 23500 SH SHARED 05 23500
D INVACARE CORP COM 461203101 10062 366737 SH SHARED 01 72437 294300
D INVACARE CORP COM 461203101 274 10000 SH SHARED 04 10000
D INVESCO GLOBAL HEALTH SCIENCES COM 46128N109 88 5200 SH SHARED 04 5200
D INVESTMENT TECHNOLOGY GRP NEW COM 46145F105 4106 116500 SH SHARED 01 104973 11527
D INVESTMENT TECHNOLOGY GRP NEW COM 46145F105 468 13300 SH SHARED 04 13300
D INVESTMENT TECHNOLOGY GRP NEW COM 46145F105 105 3000 SH SHARED 05 3000
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 INVESTORS TITLE CO COM 461804106 5 400 SH SHARED 02 400
D INVITROGEN CORP SUB NT CV 144A07 46185RAA8 5621 7000000 PRN SHARED 04 7000000
D INVITROGEN CORP COM 46185R100 7648 131729 SH SHARED 01 119664 12065
D INVITROGEN CORP COM 46185R100 178 3069 SH SHARED 04 3069
D INVESTORS FINL SERVICES CORP COM 461915100 1483 25190 SH SHARED 01 25190
D INVESTORS FINL SERVICES CORP COM 461915100 129 2200 SH SHARED 02 2200
D INVESTORS FINL SERVICES CORP COM 461915100 553 9400 SH SHARED 04 9400
D IOMEGA CORP COM 462030107 5458 1431947 SH SHARED 01 520988 910959
D IOMEGA CORP COM 462030107 427 112200 SH SHARED 04 112200
D ION NETWORKS INC COM 46205P100 134 4000 SH SHARED 01 4000
D IONICS INC COM 462218108 3573 139800 SH SHARED 01 46000 93800
D IONICS INC COM 462218108 403 15800 SH SHARED 04 15800
D IPALCO ENTERPRISES INC COM 462613100 14666 752114 SH SHARED 01 213980 538134
D IPALCO ENTERPRISES INC COM 462613100 111 5700 SH SHARED 02 900 4800
D IPALCO ENTERPRISES INC COM 462613100 42547 2181923 SH SHARED 04 2181923
D IPALCO ENTERPRISES INC COM 462613100 179 9200 SH SHARED 05 9200
D IPRINT COM INC COM 462628108 3501 181900 SH SHARED 01 181900
D IPSWICH BANCSHARES INC COM 462633108 79 7900 SH SHARED 01 7900
D IRELAND BK SPONSORED ADR 46267Q103 88 3000 SH SHARED 04 3000
D IRISH INVT FD INC COM 462710104 125 7900 SH SHARED 04 7900
D IRON MTN INC PA COM 462846106 1954 57385 SH SHARED 01 57385
D IRON MTN INC PA COM 462846106 470 13800 SH SHARED 04 13800
D IROQUOIS BANCORP INC COM 463347104 6 200 SH SHARED 01 200
D IRVINE SENSORS CORP COM 463664102 183 17500 SH SHARED 01 17500
D IRWIN FINL CORP COM 464119106 247 16500 SH SHARED 01 16500
D IRWIN FINL CORP COM 464119106 69 4600 SH SHARED 04 4600
D ISIS PHARMACEUTICALS INC COM 464330109 4000 284468 SH SHARED 01 75668 208800
D ISIS PHARMACEUTICALS INC COM 464330109 14 1050 SH SHARED 02 1050
D ISIS PHARMACEUTICALS INC COM 464330109 178 12700 SH SHARED 04 12700
D ISLE OF CAPRI CASINOS INC COM 464592104 2255 180400 SH SHARED 01 180400
D ISOLYSER INC COM 464888106 1 295 SH SHARED 02 295
D ISPAT INTL N V NY REG SH CL A 464899103 68 4600 SH SHARED 04 4600
D ISPAT INTL N V NY REG SH CL A 464899103 11 800 SH SHARED 05 800
D IT GROUP INC COM 465266104 592 78340 SH SHARED 01 38956 39384
D IT GROUP INC COM 465266104 71 9500 SH SHARED 04 9500
D IT GROUP INC PFD CV 1/100SH 465266302 1972 111120 SH SHARED 04 111120
D ITALY FD INC COM 465395101 4812 250000 SH SHARED 04 250000
D ITO YOKADO LTD ADR NEW 465714301 7 100 SH SHARED 02 100
D ITRON INC COM 465741106 76 10959 SH SHARED 01 10959
D ITURF INC CL A 46575Q100 1862 179560 SH SHARED 01 50360 129200
D ITURF INC CL A 46575Q100 730 70450 SH SHARED 02 70450
D ITURF INC CL A 46575Q100 176 17000 SH SHARED 04 17000
D I2 TECHNOLOGIES INC SUBNTCV 144A 06 465754AD1 83016 48042000 PRN SHARED 04 48042000
D I2 TECHNOLOGIES INC COM 465754109 38872 318300 SH SHARED 01 132792 185508
D I2 TECHNOLOGIES INC COM 465754109 776 6360 SH SHARED 02 6360
D I2 TECHNOLOGIES INC COM 465754109 1051 8614 SH SHARED 04 8614
D IVAX CORP COM 465823102 39918 1464908 SH SHARED 01 1114285 350623
D IVAX CORP COM 465823102 20 750 SH SHARED 02 750
D IVAX CORP COM 465823102 2494 91523 SH SHARED 04 91523
D IVAX CORP COM 465823102 501 18400 SH SHARED 05 18400
D IVEX PACKAGING CORP DEL COM 465855104 454 60090 SH SHARED 01 60090
D IVEX PACKAGING CORP DEL COM 465855104 139 18500 SH SHARED 02 18500
D IVEX PACKAGING CORP DEL COM 465855104 65 8700 SH SHARED 04 8700
D IVILLAGE INC COM 46588H105 2361 150700 SH SHARED 01 58787 91913
D IVILLAGE INC COM 46588H105 1 100 SH SHARED 02 100
D IVILLAGE INC COM 46588H105 106 6800 SH SHARED 04 6800
D JDN RLTY CORP COM 465917102 1759 169600 SH SHARED 01 78450 91150
D JDN RLTY CORP COM 465917102 758 73130 SH SHARED 02 36009 37121
D JDN RLTY CORP COM 465917102 145 14000 SH SHARED 04 14000
D IXYS CORP COM 46600W106 0 39 SH SHARED 02 39
D IXNET INC COM 46601C109 13051 284500 SH SHARED 04 284500
D J & J SNACK FOODS CORP COM 466032109 147 7400 SH SHARED 01 7400
D J & J SNACK FOODS CORP COM 466032109 51 2600 SH SHARED 04 2600
D JB OXFORD HLDGS INC COM 466107109 41 6000 SH SHARED 01 6000
D JB OXFORD HLDGS INC COM 466107109 2 300 SH SHARED 02 300
D JDS UNIPHASE CORP COM 46612J101 330237 2739152 SH SHARED 01 1153668 1585484
D JDS UNIPHASE CORP COM 46612J101 5766 47828 SH SHR/OTHR 01 26360 21468
D JDS UNIPHASE CORP COM 46612J101 8633 71613 SH SHARED 02 33270 38343
D JDS UNIPHASE CORP COM 46612J101 34260 284172 SH SHARED 04 284102 70
D JDS UNIPHASE CORP COM 46612J101 482 4000 SH SHARED 05 4000
D JDS UNIPHASE CORP COM 46612J101 168 1400 SH SHARED 06 1400
D JDA SOFTWARE GROUP INC COM 46612K108 636 43532 SH SHARED 01 43532
D JDA SOFTWARE GROUP INC COM 46612K108 191 13100 SH SHARED 04 13100
D J JILL GROUP INC COM 466189107 20 5250 SH SHARED 01 5250
D JLK DIRECT DISTRIBUTION INC CL A 46621C105 29 3200 SH SHARED 01 3200
D JLK DIRECT DISTRIBUTION INC CL A 46621C105 12 1350 SH SHARED 02 1350
D JLK DIRECT DISTRIBUTION INC CL A 46621C105 16 1800 SH SHARED 04 1800
D JLG INDS INC COM 466210101 2338 254500 SH SHARED 01 129190 125310
D JLG INDS INC COM 466210101 166 18100 SH SHARED 04 18100
D JNI CORP COM 46622G105 188 3700 SH SHARED 01 3700
D JNI CORP COM 46622G105 50 1000 SH SHARED 02 1000
D JP REALTY INC COM 46624A106 329 18500 SH SHARED 01 18500
D JP REALTY INC COM 46624A106 96 5400 SH SHARED 04 5400
D JPS INDUSTRIES INC COM 46624E405 0 100 SH SHARED 02 100
D JPS INDUSTRIES INC COM 46624E405 77 22057 SH SHARED 04 22057
D J2 COMMUNICATIONS COM NEW 466254208 48 4500 SH SHARED 01 4500
D JABIL CIRCUIT INC COM 466313103 8057 186300 SH SHARED 01 185400 900
D JABIL CIRCUIT INC COM 466313103 273 6330 SH SHARED 02 100 6230
D JABIL CIRCUIT INC COM 466313103 4352 100646 SH SHARED 04 100646
D JABIL CIRCUIT INC COM 466313103 3070 71000 SH SHARED 05 71000
D JACK IN THE BOX INC COM 466367109 6734 315998 SH SHARED 01 197368 118630
D JACK IN THE BOX INC COM 466367109 85 4000 SH SHARED 02 4000
D JACK IN THE BOX INC COM 466367109 1052 49400 SH SHARED 04 49400
D JACO ELECTRS INC COM 469783104 0 1 SH SHARED 01 1
D JACOBS ENGR GROUP INC DEL COM 469814107 6231 195509 SH SHARED 01 66296 129213
D JACOBS ENGR GROUP INC DEL COM 469814107 647 20323 SH SHARED 04 20323
D JACOBS ENGR GROUP INC DEL COM 469814107 86 2700 SH SHARED 05 2700
D JACOR COMMUNUNICATIONS INC WT EXP 091801 469858138 7 750 SH SHARED 01 750
D JACOR COMMUNUNICATIONS INC WT EXP 091801 469858138 3837 361200 SH SHARED 04 361200
D JAKKS PAC INC COM 47012E106 3049 141450 SH SHARED 01 83771 57679
D JAKKS PAC INC COM 47012E106 301 14000 SH SHARED 04 14000
D JAMESON INNS INC COM 470457102 11 1700 SH SHARED 02 1700
D JAPAN EQUITY FD INC COM 471057109 636 76600 SH SHARED 04 76600
D JARDINE FLEMING CHINA REGION COM 471110106 2131 241900 SH SHARED 04 241900
D JARDINE FLEMING INDIA FD INC COM 471112102 547 40000 SH SHARED 04 40000
D JASON INC COM 471171108 0 1 SH SHARED 01 1
D JAZZTEL P L C SPONSORED ADR 47214R152 3987 49270 SH SHARED 01 49270
D JAZZTEL P L C SPONSORED ADR 47214R152 438 5420 SH SHARED 04 5420
D JEFFERIES GROUP INC NEW COM 472319102 736 32200 SH SHARED 01 32200
D JEFFERIES GROUP INC NEW COM 472319102 22 1000 SH SHARED 02 1000
D JEFFERIES GROUP INC NEW COM 472319102 332 14540 SH SHARED 04 14540
D JEFFERSON PILOT CORP COM 475070108 76649 1151546 SH SHARED 01 958188 193358
D JEFFERSON PILOT CORP COM 475070108 173 2600 SH SHR/OTHR 01 1800 800
D JEFFERSON PILOT CORP COM 475070108 490 7364 SH SHARED 02 4127 3237
D JEFFERSON PILOT CORP COM 475070108 10407 156355 SH SHARED 04 156355
D JEFFERSON SMURFIT GROUP PLC SPONSORED ADR 47508W107 16 600 SH SHARED 02 600
D JEFFERSON SMURFIT GROUP PLC SPONSORED ADR 47508W107 35 1300 SH SHARED 04 1300
D JFAX COM INC COM 477366108 49 9900 SH SHARED 04 9900
D JILIN CHEM INDL LTD SPON ADR H SHS 477418107 42 7000 SH SHARED 04 7000
D JO-ANN STORES INC CL A 47758P109 925 110500 SH SHARED 01 50150 60350
D JO-ANN STORES INC CL A 47758P109 56 6700 SH SHARED 04 6700
D JO-ANN STORES INC CL B NON VTG 47758P208 3 500 SH SHARED 01 500
D JOHN NUVEEN CO CL A 478035108 1151 30100 SH SHARED 01 13916 16184
D JOHN NUVEEN CO CL A 478035108 107 2800 SH SHARED 04 2800
D JOHNS MANVILLE CORP NEW COM 478129109 1692 159264 SH SHARED 01 35264 124000
D JOHNS MANVILLE CORP NEW COM 478129109 0 37 SH SHARED 02 37
D JOHNS MANVILLE CORP NEW COM 478129109 19 1879 SH SHARED 04 1879
D JOHNSON & JOHNSON COM 478160104 1307017 18605234 SH SHARED 01 15950130 400 2654704
D JOHNSON & JOHNSON COM 478160104 70839 1008392 SH SHR/OTHR 01 735023 273369
D JOHNSON & JOHNSON COM 478160104 8831 125719 SH SHARED 02 18404 107315
D JOHNSON & JOHNSON COM 478160104 115842 1649010 SH SHARED 04 1648595 415
D JOHNSON & JOHNSON COM 478160104 3941 56100 SH SHARED 05 56100
D JOHNSON CTLS INC COM 478366107 50416 932562 SH SHARED 01 782072 150490
D JOHNSON CTLS INC COM 478366107 8266 152911 SH SHARED 04 152911
D JOHNSON CTLS INC COM 478366107 264 4900 SH SHARED 05 4900
D JONES APPAREL GROUP INC COM 480074103 17636 557675 SH SHARED 01 328405 229270
D JONES APPAREL GROUP INC COM 480074103 63 2000 SH SHR/OTHR 01 2000
D JONES APPAREL GROUP INC COM 480074103 3 100 SH SHARED 02 100
D JONES APPAREL GROUP INC COM 480074103 2284 72251 SH SHARED 04 72251
D JONES APPAREL GROUP INC COM 480074103 449 14200 SH SHARED 05 14200
D JONES LANG LASALLE INC COM 48020Q107 590 38082 SH SHARED 01 38082
D JONES LANG LASALLE INC COM 48020Q107 1 100 SH SHARED 02 100
D JONES LANG LASALLE INC COM 48020Q107 193 12500 SH SHARED 04 12500
D JONES PHARMA INC COM 480236108 14001 460944 SH SHARED 01 184186 276758
D JONES PHARMA INC COM 480236108 893 29400 SH SHARED 04 29400
D JOSTENS INC COM 481088102 17267 708394 SH SHARED 01 707294 1100
D JOSTENS INC COM 481088102 3352 137536 SH SHARED 04 137536
D JOSTENS INC COM 481088102 19 800 SH SHARED 05 800
D JOURNAL REGISTER CO COM 481138105 933 63303 SH SHARED 01 63303
D JOURNAL REGISTER CO COM 481138105 281 19100 SH SHARED 04 19100
D JUNIPER NETWORKS INC SB NT CV 4.75%07 48203RAA2 1960 2000000 PRN SHARED 01 2000000
D JUNIPER NETWORKS INC SB NT CV 4.75%07 48203RAA2 13230 13500000 PRN SHARED 04 13500000
D JUNIPER NETWORKS INC COM 48203R104 5192 19700 SH SHARED 01 19700
D JUNIPER NETWORKS INC COM 48203R104 2967 11260 SH SHARED 02 7450 3810
D JUNIPER NETWORKS INC COM 48203R104 2175 8255 SH SHARED 04 8255
D JUNIPER NETWORKS INC COM 48203R104 579 2200 SH SHARED 05 2200
D JUNO LTG INC COM NEW 482047206 0 3 SH SHARED 01 2 1
D JUNO LTG INC COM NEW 482047206 19 2000 SH SHARED 04 2000
D JUNO ONLINE SVCS INC COM 482048105 2630 167000 SH SHARED 01 36900 130100
D JUNO ONLINE SVCS INC COM 482048105 59 3800 SH SHARED 04 3800
D JUPITER COMMUNICATIONS INC COM 482050101 538 23400 SH SHARED 02 21500 1900
D JUPITER COMMUNICATIONS INC COM 482050101 0 24 SH SHARED 04 24
D JUSTIN INDS INC COM 482171105 2251 125100 SH SHARED 01 44950 80150
D JUSTIN INDS INC COM 482171105 122 6800 SH SHARED 04 6800
D JWGENESIS FINL CORP COM 482227105 0 64 SH SHARED 01 64
D KCS ENERGY INC COM 482434206 7 5600 SH SHARED 01 5600
D KCS ENERGY INC COM 482434206 12 9400 SH SHARED 04 9400
D KLA-TENCOR CORP COM 482480100 163352 1938898 SH SHARED 01 1666996 271902
D KLA-TENCOR CORP COM 482480100 388 4610 SH SHARED 02 4610
D KLA-TENCOR CORP COM 482480100 7486 88857 SH SHARED 04 88857
D KLM ROYAL DUTCH AIRLS COM NY REG NEW 482516309 6 300 SH SHARED 02 300
D KLM ROYAL DUTCH AIRLS COM NY REG NEW 482516309 220 10500 SH SHARED 04 10500
D KLM ROYAL DUTCH AIRLS COM NY REG NEW 482516309 1 75 SH SHARED 05 75
D K MART CORP COM 482584109 51072 5272232 SH SHARED 01 4439485 832747
D K MART CORP COM 482584109 91 9400 SH SHARED 02 3800 5600
D K MART CORP COM 482584109 5284 545542 SH SHARED 04 545542
D K MART CORP COM 482584109 165 17100 SH SHARED 05 17100
D K-SWISS INC CL A 482686102 766 51782 SH SHARED 01 32282 19500
D K-SWISS INC CL A 482686102 0 20 SH SHARED 02 20
D K-SWISS INC CL A 482686102 38 2600 SH SHARED 04 2600
D K TEL INTL INC COM NEW 482724200 35 5000 SH SHARED 01 5000
D K TRON INTL INC COM 482730108 4 300 SH SHARED 01 300
D K2 INC COM 482732104 12 1600 SH SHARED 01 1600
D K V PHARMACEUTICAL CO CL B CONV 482740107 484 16500 SH SHARED 01 16500
D K V PHARMACEUTICAL CO CL B CONV 482740107 138 4700 SH SHARED 04 4700
D K V PHARMACEUTICAL CO CL A 482740206 34 1300 SH SHARED 02 1300
D KAISER ALUMINUM CORP COM 483007100 541 120400 SH SHARED 01 61400 59000
D KAISER ALUMINUM CORP COM 483007100 265 59000 SH SHARED 04 59000
D KAISER ALUMINUM CORP COM 483007100 22 4900 SH SHARED 05 4900
D KAISER VENTURES INC COM 483100103 25 1800 SH SHARED 01 1800
D KAISER VENTURES INC COM 483100103 128 9150 SH SHARED 02 9150
D KAMAN CORP CL A 483548103 1860 190800 SH SHARED 01 80511 110289
D KAMAN CORP CL A 483548103 92 9500 SH SHARED 04 9500
D KANA COMMUNICATIONS COM 483600102 360 5300 SH SHARED 01 5300
D KANEB PIPE LINE PARTNERS L P SR PREF UNIT 484169107 10 400 SH SHARED 01 400
D KANEB SERVICES INC COM 484170105 15 2800 SH SHARED 02 933 1867
D KANSAS CITY LIFE INS CO COM 484836101 407 16900 SH SHARED 01 16900
D KANSAS CITY LIFE INS CO COM 484836101 69 2900 SH SHARED 04 2900
D KANSAS CITY PWR & LT CO COM 485134100 9552 329387 SH SHARED 01 161715 167672
D KANSAS CITY PWR & LT CO COM 485134100 917 31654 SH SHARED 04 31654
D KANSAS CITY PWR & LT CO COM 485134100 182 6300 SH SHARED 05 6300
D KANSAS CITY SOUTHN INDS INC COM 485170104 108422 1261655 SH SHARED 01 1010614 251041
D KANSAS CITY SOUTHN INDS INC COM 485170104 90 1050 SH SHARED 02 175 875
D KANSAS CITY SOUTHN INDS INC COM 485170104 13443 156432 SH SHARED 04 156432
D KATY INDS INC COM 486026107 29 3200 SH SHARED 02 800 2400
D KAUFMAN & BROAD HOME CORP COM 486168107 12170 567736 SH SHARED 01 447479 120257
D KAUFMAN & BROAD HOME CORP COM 486168107 1540 71868 SH SHARED 04 71868
D KAUFMAN & BROAD HOME CORP COM 486168107 109 5100 SH SHARED 05 5100
D KAYDON CORP COM 486587108 8332 305082 SH SHARED 01 126340 178742
D KAYDON CORP COM 486587108 892 32690 SH SHARED 04 32690
D KAYDON CORP COM 486587108 40 1500 SH SHARED 05 1500
D KEANE INC COM 486665102 8113 321331 SH SHARED 01 188131 133200
D KEANE INC COM 486665102 821 32533 SH SHARED 04 32533
D KEANE INC COM 486665102 207 8200 SH SHARED 05 8200
D KEEBLER FOODS CO COM 487256109 106 3700 SH SHARED 01 3700
D KEEBLER FOODS CO COM 487256109 221 7704 SH SHARED 04 7704
D KEITHLEY INSTRS INC COM 487584104 133 2800 SH SHARED 01 2800
D KEITHLEY INSTRS INC COM 487584104 90 1900 SH SHARED 04 1900
D KELLOGG CO COM 487836108 93246 3621211 SH SHARED 01 3468076 153135
D KELLOGG CO COM 487836108 241 9396 SH SHR/OTHR 01 1600 7796
D KELLOGG CO COM 487836108 86 3350 SH SHARED 02 3350
D KELLOGG CO COM 487836108 15112 586888 SH SHARED 04 586888
D KELLSTROM INDS INC SB NT CV 5.5%03 488035AE6 2108 3933000 PRN SHARED 04 3933000
D KELLSTROM INDS INC COM 488035106 166 29155 SH SHARED 01 29155
D KELLSTROM INDS INC COM 488035106 177 31000 SH SHARED 02 2000 29000
D KELLSTROM INDS INC COM 488035106 26 4700 SH SHARED 04 4700
D KELLWOOD CO COM 488044108 2978 169578 SH SHARED 01 80514 89064
D KELLWOOD CO COM 488044108 519 29600 SH SHARED 04 29600
D KELLY SVCS INC CL A 488152208 6950 290374 SH SHARED 01 82291 208083
D KELLY SVCS INC CL A 488152208 523 21856 SH SHARED 04 21856
D KELLY SVCS INC CL A 488152208 90 3800 SH SHARED 05 3800
D KELLY SVCS INC CL B 488152307 2 100 SH SHARED 01 100
D KEMET CORP COM 488360108 20998 331999 SH SHARED 01 215450 116549
D KEMET CORP COM 488360108 1897 30000 SH SHARED 02 30000
D KEMET CORP COM 488360108 1290 20400 SH SHARED 04 20400
D KEMET CORP COM 488360108 695 11000 SH SHARED 05 11000
D KEMPER INTER GOVT TR SH BEN INT 488413105 3296 522200 SH SHARED 04 522200
D KEMPER STRATEGIC INCOME TR SH BEN INT 488426107 4 330 SH SHR/OTHR 01 330
D KEMPER STRATEGIC MUN INCOME TR COM SH BEN INT 488427105 73 7500 SH SHR/OTHR 01 7500
D KENDLE INTERNATIONAL INC COM 48880L107 435 40000 SH SHARED 02 40000
D KENNAMETAL INC COM 489170100 5710 189971 SH SHARED 01 116572 73399
D KENNAMETAL INC COM 489170100 15 500 SH SHR/OTHR 01 500
D KENNAMETAL INC COM 489170100 15 500 SH SHARED 02 500
D KENNAMETAL INC COM 489170100 814 27094 SH SHARED 04 27094
D KENNAMETAL INC COM 489170100 114 3800 SH SHARED 05 3800
D KENNEDY-WILSON INC COM NEW 489399204 52 9450 SH SHARED 01 9450
D KENSEY NASH CORP COM 490057106 1 100 SH SHARED 01 100
D KENT ELECTRS CORP COM 490553104 4056 139000 SH SHARED 01 79185 59815
D KENT ELECTRS CORP COM 490553104 814 27900 SH SHARED 04 27900
D KENT ELECTRS CORP COM 490553104 96 3300 SH SHARED 05 3300
D KERAVISION INC COM 492061106 60 10000 SH SHR/OTHR 01 10000
D KERR MCGEE CORP SUB DB CV 7.5%14 492386AL1 1 2000 PRN SHARED 02 2000
D KERR MCGEE CORP SB DB CV 5.25%10 492386AP2 1904 2000000 PRN SHARED 01 2000000
D KERR MCGEE CORP SB DB CV 5.25%10 492386AP2 4760 5000000 PRN SHARED 04 5000000
D KERR MCGEE CORP COM 492386107 56414 976875 SH SHARED 01 823872 153003
D KERR MCGEE CORP COM 492386107 234 4052 SH SHR/OTHR 01 2500 1552
D KERR MCGEE CORP COM 492386107 5102 88362 SH SHARED 02 20900 67462
D KERR MCGEE CORP COM 492386107 9362 162118 SH SHARED 04 162118
D KERR MCGEE CORP COM 492386107 173 3000 SH SHARED 05 3000
D KEY ENERGY SVCS INC COM 492914106 1510 130600 SH SHARED 01 130600
D KEY ENERGY SVCS INC COM 492914106 34 3000 SH SHARED 02 3000
D KEY ENERGY SVCS INC COM 492914106 401 34700 SH SHARED 04 34700
D KEYCORP NEW COM 493267108 98480 5183176 SH SHARED 01 4329290 853886
D KEYCORP NEW COM 493267108 435 22910 SH SHR/OTHR 01 10900 12010
D KEYCORP NEW COM 493267108 30 1600 SH SHARED 02 1600
D KEYCORP NEW COM 493267108 11180 588434 SH SHARED 04 588434
D KEYCORP NEW COM 493267108 190 10000 SH SHARED 05 10000
D KEYSPAN CORP COM 49337W100 20312 735302 SH SHARED 01 435434 299868
D KEYSPAN CORP COM 49337W100 150 5440 SH SHR/OTHR 01 5000 440
D KEYSPAN CORP COM 49337W100 344 12459 SH SHARED 02 4245 8214
D KEYSPAN CORP COM 49337W100 1973 71433 SH SHARED 04 71433
D KEYSPAN CORP COM 49337W100 419 15200 SH SHARED 05 15200
D KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 186 31800 SH SHARED 01 31800
D KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 37 6400 SH SHARED 04 6400
D KEYSTONE FINANCIAL INC COM 493482103 6804 370338 SH SHARED 01 132672 237666
D KEYSTONE FINANCIAL INC COM 493482103 819 44614 SH SHARED 04 44614
D KEYSTONE FINANCIAL INC COM 493482103 97 5300 SH SHARED 05 5300
D KEYSTONE PPTY TR CORP COM 493596100 7 600 SH SHARED 01 600
D KILROY RLTY CORP COM 49427F108 9338 443400 SH SHARED 01 443400
D KILROY RLTY CORP COM 49427F108 242 11500 SH SHARED 04 11500
D KIMBALL INTL INC CL B 494274103 2444 222200 SH SHARED 01 50452 171748
D KIMBALL INTL INC CL B 494274103 144 13100 SH SHARED 04 13100
D KIMBERLY CLARK CORP COM 494368103 361789 6453378 SH SHARED 01 5561299 892079
D KIMBERLY CLARK CORP COM 494368103 9648 172105 SH SHR/OTHR 01 83681 88424
D KIMBERLY CLARK CORP COM 494368103 1184 21127 SH SHARED 02 5185 15942
D KIMBERLY CLARK CORP COM 494368103 46550 830342 SH SHARED 04 830342
D KIMBERLY CLARK CORP COM 494368103 89 1600 SH SHARED 05 1600
D KIMCO REALTY CORP COM 49446R109 19502 520054 SH SHARED 01 151979 368075
D KIMCO REALTY CORP COM 49446R109 891 23773 SH SHR/OTHR 01 7279 16494
D KIMCO REALTY CORP COM 49446R109 488 13028 SH SHARED 02 10628 2400
D KIMCO REALTY CORP COM 49446R109 226 6046 SH SHARED 04 6046
D KINDER MORGAN INC KANS COM 49455P101 12291 356281 SH SHARED 01 237590 118691
D KINDER MORGAN INC KANS COM 49455P101 48237 1398200 SH SHARED 04 1398200
D KINDER MORGAN INC KANS COM 49455P101 455 13200 SH SHARED 05 13200
D KINDER MORGAN ENERGY PARTNERS UT LTD PARTNER 494550106 777 19599 SH SHARED 01 19599
D KINDER MORGAN ENERGY PARTNERS UT LTD PARTNER 494550106 772 19460 SH SHR/OTHR 01 19460
D KINDER MORGAN ENERGY PARTNERS UT LTD PARTNER 494550106 426 10750 SH SHARED 02 750 10000
D KING PHARMACEUTICALS INC COM 495582108 6563 208370 SH SHARED 01 79296 129074
D KING PHARMACEUTICALS INC COM 495582108 478 15200 SH SHARED 04 15200
D KIRBY CORP COM 497266106 3139 158947 SH SHARED 01 54136 104811
D KIRBY CORP COM 497266106 201 10200 SH SHARED 04 10200
D KIRIN BREWERY LTD ADR 497350207 12 100 SH SHARED 05 100
D KMART FING I PFD TRCV 7.75% 498778208 1205 28000 SH SHARED 01 28000
D KMART FING I PFD TRCV 7.75% 498778208 34 800 SH SHARED 02 300 500
D KMART FING I PFD TRCV 7.75% 498778208 36546 848700 SH SHARED 04 848700
D KNIGHT RIDDER INC COM 499040103 50697 989218 SH SHARED 01 828440 160778
D KNIGHT RIDDER INC COM 499040103 2287 44642 SH SHR/OTHR 01 1600 43042
D KNIGHT RIDDER INC COM 499040103 86 1680 SH SHARED 02 580 1100
D KNIGHT RIDDER INC COM 499040103 6489 126618 SH SHARED 04 126618
D KNIGHT RIDDER INC COM 499040103 1388 27100 SH SHARED 05 27100
D KNIGHT TRANSN INC COM 499064103 89 5112 SH SHARED 01 5112
D KNIGHT TRANSN INC COM 499064103 14 825 SH SHARED 02 825
D KNIGHT TRANSN INC COM 499064103 50 2900 SH SHARED 04 2900
D KNIGHT/TRIMARK GROUP INC NEW CL A 499068104 13540 265500 SH SHARED 01 72800 192700
D KNIGHT/TRIMARK GROUP INC NEW CL A 499068104 498 9780 SH SHARED 02 4880 4900
D KNIGHT/TRIMARK GROUP INC NEW CL A 499068104 1738 34082 SH SHARED 04 34082
D KNIGHT/TRIMARK GROUP INC NEW CL A 499068104 188 3700 SH SHARED 05 3700
D KOGER EQUITY INC COM 500228101 715 41500 SH SHARED 01 41500
D KOGER EQUITY INC COM 500228101 9 564 SH SHARED 02 2 562
D KOGER EQUITY INC COM 500228101 189 11000 SH SHARED 04 11000
D KOHLS CORP COM 500255104 174528 1702715 SH SHARED 01 1483081 219634
D KOHLS CORP COM 500255104 466 4550 SH SHR/OTHR 01 4000 550
D KOHLS CORP COM 500255104 794 7750 SH SHARED 02 1050 6700
D KOHLS CORP COM 500255104 27579 269072 SH SHARED 04 269072
D KOLLMORGEN CORP SB DB CV 8.75%09 500440AA0 65 67000 PRN SHARED 02 67000
D KOLLMORGEN CORP COM 500440102 5 400 SH SHARED 01 400
D KOMAG INC COM 500453105 1346 354504 SH SHARED 01 204604 149900
D KOMAG INC COM 500453105 91 24000 SH SHARED 02 24000
D KOMAG INC COM 500453105 103 27300 SH SHARED 04 27300
D KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 373 14088 SH SHARED 01 14088
D KONINKLIJKE AHOLD N V SPON ADR NEW 500467303 53 2000 SH SHR/OTHR 01 2000
D KONOVER PPTY TR INC COM 50047R100 195 35200 SH SHARED 01 35200
D KONOVER PPTY TR INC COM 50047R100 70 12700 SH SHARED 04 12700
D KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW 500472204 1518 8864 SH SHARED 01 8864
D KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW 500472204 1402 8184 SH SHR/OTHR 01 2700 5484
D KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW 500472204 800 4670 SH SHARED 02 3932 738
D KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW 500472204 2860 16700 SH SHARED 04 16700
D KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW 500472204 3340 19500 SH SHARED 05 19500
D KOOR INDS LTD SPONSORED ADR 500507108 38 2141 SH SHARED 01 2141
D KOPIN CORP COM 500600101 2915 42400 SH SHARED 01 42400
D KOPIN CORP COM 500600101 886 12900 SH SHARED 04 12900
D KOREA TELECOM SPONSORED ADR 50063P103 21070 480936 SH SHARED 01 480936
D KOREA TELECOM SPONSORED ADR 50063P103 508 11600 SH SHARED 04 11600
D KOREA TELECOM SPONSORED ADR 50063P103 43 1000 SH SHARED 05 1000
D KOREA ELECTRIC PWR SPONSORED ADR 500631106 734 46443 SH SHARED 01 46443
D KOREA ELECTRIC PWR SPONSORED ADR 500631106 120 7650 SH SHARED 02 7650
D KOREA ELECTRIC PWR SPONSORED ADR 500631106 882 55800 SH SHARED 04 55800
D KOREA FD COM 500634100 9130 611300 SH SHARED 04 611300
D KOREAN INVT FD INC COM 500637103 225 30000 SH SHARED 04 30000
D KORN FERRY INTL COM NEW 500643200 847 28482 SH SHARED 01 28482
D KORN FERRY INTL COM NEW 500643200 273 9200 SH SHARED 04 9200
D KOS PHARMACEUTICALS INC COM 500648100 79 5600 SH SHARED 01 5600
D KOS PHARMACEUTICALS INC COM 500648100 71 5000 SH SHARED 02 5000
D KOSS CORP COM 500692108 2 200 SH SHARED 01 200
D KROGER CO COM 501044101 160998 9167443 SH SHARED 01 7747202 1420241
D KROGER CO COM 501044101 105 6000 SH SHR/OTHR 01 6000
D KROGER CO COM 501044101 263 14976 SH SHARED 02 2598 12378
D KROGER CO COM 501044101 20260 1153640 SH SHARED 04 1153640
D KROGER CO COM 501044101 458 26100 SH SHARED 05 26100
D KROLL O GARA CO COM 501050108 202 18482 SH SHARED 01 18482
D KROLL O GARA CO COM 501050108 51 4700 SH SHARED 04 4700
D KRONOS INC COM 501052104 850 28696 SH SHARED 01 28696
D KRONOS INC COM 501052104 251 8500 SH SHARED 04 8500
D KULICKE & SOFFA INDS INC SUB NT CV 144A06 501242AC5 4095 2680000 PRN SHARED 04 2680000
D KULICKE & SOFFA INDS INC COM 501242101 7809 121899 SH SHARED 01 72276 49623
D KULICKE & SOFFA INDS INC COM 501242101 128 2000 SH SHARED 02 1000 1000
D KULICKE & SOFFA INDS INC COM 501242101 5124 80000 SH SHARED 04 80000
D KULICKE & SOFFA INDS INC COM 501242101 1024 16000 SH SHARED 05 16000
D KUSHNER-LOCKE CO COM NEW 501337406 31 7900 SH SHARED 01 7900
D KYOCERA CORP ADR 501556203 265 1600 SH SHARED 04 1600
D LCA-VISION INC COM NEW 501803209 3412 669918 SH SHARED 01 141817 528101
D LCA-VISION INC COM NEW 501803209 61 12100 SH SHARED 04 12100
D LCC INTERNATIONAL INC CL A 501810105 4224 106600 SH SHARED 01 106600
D LCC INTERNATIONAL INC CL A 501810105 320 8100 SH SHARED 04 8100
D LJL BIOSYSTEMS INC COM 501873103 87 4800 SH SHARED 01 4800
D LG&E ENERGY CORP COM 501917108 14625 639384 SH SHARED 01 323317 316067
D LG&E ENERGY CORP COM 501917108 42 1868 SH SHARED 02 1868
D LG&E ENERGY CORP COM 501917108 9788 427925 SH SHARED 04 427925
D LG&E ENERGY CORP COM 501917108 347 15200 SH SHARED 05 15200
D LTV CORP NEW COM 501921100 2071 581483 SH SHARED 01 209299 372184
D LTV CORP NEW COM 501921100 5 1436 SH SHARED 02 1436
D LTV CORP NEW COM 501921100 147 41531 SH SHARED 04 41531
D LTV CORP NEW COM 501921100 1 500 SH SHARED 05 500
D LHS GROUP INC COM 501938104 4225 93900 SH SHARED 01 34410 59490
D LHS GROUP INC COM 501938104 514 11423 SH SHARED 04 11423
D LNR PPTY CORP COM 501940100 12369 648886 SH SHARED 01 383686 265200
D LNR PPTY CORP COM 501940100 341 17900 SH SHARED 04 17900
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 183 9415 SH SHARED 01 9415
D LSI INDS INC COM 50216C108 81 4200 SH SHARED 04 4200
D LSI LOGIC CORP SUB NT CV 144A04 502161AB8 460 100000 PRN SHARED 02 100000
D LSI LOGIC CORP SUB NT CV 144A04 502161AB8 920 200000 PRN SHARED 04 200000
D LSI LOGIC CORP SB NT CV 4.25%04 502161AD4 176003 38245000 PRN SHARED 04 38245000
D LSI LOGIC CORP SUB NT CV 4%05 502161AE2 923 750000 PRN SHARED 04 750000
D LSI LOGIC CORP COM 502161102 305797 4210633 SH SHARED 01 3650032 560601
D LSI LOGIC CORP COM 502161102 1073 14780 SH SHR/OTHR 01 4475 10305
D LSI LOGIC CORP COM 502161102 2003 27584 SH SHARED 02 22250 5334
D LSI LOGIC CORP COM 502161102 35448 488109 SH SHARED 04 488009 100
D LSI LOGIC CORP COM 502161102 1859 25600 SH SHARED 05 25600
D LTC HEALTHCARE INC COM 50217R104 0 830 SH SHARED 01 830
D LTC HEALTHCARE INC COM 50217R104 0 460 SH SHARED 04 460
D LTC PPTYS INC COM 502175102 307 57194 SH SHARED 01 57194
D LTC PPTYS INC COM 502175102 43 8000 SH SHR/OTHR 01 8000
D LTC PPTYS INC COM 502175102 60 11300 SH SHARED 04 11300
D LTX CORP COM 502392103 5516 122074 SH SHARED 01 70739 51335
D LTX CORP COM 502392103 451 10000 SH SHARED 02 10000
D LTX CORP COM 502392103 890 19700 SH SHARED 04 19700
D LTX CORP COM 502392103 158 3500 SH SHARED 05 3500
D L-3 COMMUNICATIONS HLDGS INC COM 502424104 1402 27000 SH SHARED 01 27000
D L-3 COMMUNICATIONS HLDGS INC COM 502424104 10 200 SH SHARED 02 200
D L-3 COMMUNICATIONS HLDGS INC COM 502424104 794 15293 SH SHARED 04 15293
D L-3 COMMUNICATIONS HLDGS INC COM 502424104 197 3800 SH SHARED 05 3800
D LVMH MOET HENNESSY LOU VUITTON SPONSORED ADR 502441207 8 100 SH SHARED 04 100
D LA Z BOY INC COM 505336107 3828 249000 SH SHARED 01 138399 110601
D LA Z BOY INC COM 505336107 568 37000 SH SHARED 04 37000
D LABORATORIO CHILE SA ADR 50540H104 70 3100 SH SHARED 01 3100
D LABORATORY CORP AMER HLDGS COM 50540R102 4294 1010532 SH SHARED 01 166976 843556
D LABORATORY CORP AMER HLDGS COM 50540R102 110 26000 SH SHARED 02 26000
D LABORATORY CORP AMER HLDGS COM 50540R102 116 27300 SH SHARED 04 27300
D LABORATORY CORP AMER HLDGS PFD CV EXCH% A 50540R201 8517 109200 SH SHARED 04 109200
D LABOR READY INC COM NEW 505401208 3806 385425 SH SHARED 01 123984 261441
D LABOR READY INC COM NEW 505401208 147 14900 SH SHARED 04 14900
D LABRANCHE & CO INC COM 505447102 3797 299300 SH SHARED 01 299300
D LABRANCHE & CO INC COM 505447102 19 1500 SH SHARED 02 1500
D LACLEDE GAS CO COM 505588103 1316 65800 SH SHARED 01 38100 27700
D LACLEDE GAS CO COM 505588103 158 7900 SH SHARED 04 7900
D LAFARGE CORP COM 505862102 3430 144432 SH SHARED 01 50932 93500
D LAFARGE CORP COM 505862102 26 1100 SH SHARED 02 1100
D LAFARGE CORP COM 505862102 864 36416 SH SHARED 04 36416
D LAFARGE CORP COM 505862102 4 200 SH SHARED 05 200
D LAFARGE CORP COM 505862102 1845 77700 SH SHARED 06 77700
D LAIDLAW INC COM 50730K503 827 576000 SH SHARED 06 576000
D LAIDLAW INC COM 50730K503 17 12100 SH SHARED 01 12100
D LAKEHEAD PIPE LINE PARTNERS LP COM UNIT-CL A 511557100 371 10700 SH SHARED 02 10700
D LAKES GAMING INC COM 51206P109 13 1700 SH SHARED 01 1700
D LAM RESEARCH CORP COM 512807108 27151 602539 SH SHARED 01 262398 340141
D LAM RESEARCH CORP COM 512807108 270 6000 SH SHARED 02 6000
D LAM RESEARCH CORP COM 512807108 6479 143800 SH SHARED 04 143800
D LAM RESEARCH CORP COM 512807108 1924 42700 SH SHARED 05 42700
D LAMAR ADVERTISING CO NT CV 5.25%06 512815AF8 11852 10480000 PRN SHARED 04 10480000
D LAMAR ADVERTISING CO CL A 512815101 14632 321600 SH SHARED 01 99951 221649
D LAMAR ADVERTISING CO CL A 512815101 163 3600 SH SHARED 02 3600
D LAMAR ADVERTISING CO CL A 512815101 27449 603289 SH SHARED 04 603289
D LAMAR ADVERTISING CO CL A 512815101 104 2300 SH SHARED 05 2300
D LANCASTER COLONY CORP COM 513847103 5883 192504 SH SHARED 01 88058 104446
D LANCASTER COLONY CORP COM 513847103 2171 71046 SH SHARED 04 71046
D LANCASTER COLONY CORP COM 513847103 134 4400 SH SHARED 05 4400
D LANCE INC COM 514606102 1668 157075 SH SHARED 01 101846 55229
D LANCE INC COM 514606102 384 36213 SH SHARED 04 36213
D LANCE INC COM 514606102 32 3100 SH SHARED 05 3100
D LANCER CORP COM 514614106 2 675 SH SHARED 01 675
D LANDAIR CORP COM 514757103 0 11 SH SHARED 04 11
D LANDAUER INC COM 51476K103 2138 117200 SH SHARED 01 12700 104500
D LANDAUER INC COM 51476K103 60 3300 SH SHARED 04 3300
D LANDEC CORP COM 514766104 109 16200 SH SHARED 01 16200
D LANDAMERICA FINL GROUP INC COM 514936103 465 24000 SH SHARED 01 24000
D LANDAMERICA FINL GROUP INC COM 514936103 191 9900 SH SHARED 04 9900
D LANDRYS SEAFOOD RESTAURANTS COM 51508L103 1851 290400 SH SHARED 01 85665 204735
D LANDRYS SEAFOOD RESTAURANTS COM 51508L103 68 10800 SH SHARED 04 10800
D LANDS END INC COM 515086106 9013 147017 SH SHARED 01 70305 76712
D LANDS END INC COM 515086106 18 300 SH SHARED 02 300
D LANDS END INC COM 515086106 2842 46359 SH SHARED 04 46359
D LANDSTAR SYS INC COM 515098101 7818 142806 SH SHARED 01 41654 101152
D LANDSTAR SYS INC COM 515098101 38 700 SH SHARED 02 700
D LANDSTAR SYS INC COM 515098101 268 4900 SH SHARED 04 4900
D LANIER WORLDWIDE INC COM 51589L105 861 417790 SH SHARED 01 179790 238000
D LANIER WORLDWIDE INC COM 51589L105 1 600 SH SHR/OTHR 01 600
D LANIER WORLDWIDE INC COM 51589L105 24 11862 SH SHARED 04 11862
D LANTE CORP COM 516540101 128 4220 SH SHARED 01 4220
D LANTE CORP COM 516540101 536 17650 SH SHARED 02 17350 300
D LARSCOM INC CL A 51729Y108 53 8100 SH SHARED 01 8100
D LASERSIGHT INC COM 517924106 3178 484312 SH SHARED 01 45929 438383
D LASERSIGHT INC COM 517924106 47 7300 SH SHARED 04 7300
D LASALLE HOTEL PPTYS COM SH BEN INT 517942108 167 13400 SH SHARED 01 13400
D LASALLE HOTEL PPTYS COM SH BEN INT 517942108 62 5000 SH SHARED 04 5000
D LASER POWER CORP COM 51806K104 69 12000 SH SHARED 01 12000
D LASER VISION CTRS INC COM 51807H100 1787 257683 SH SHARED 01 63914 193769
D LASER VISION CTRS INC COM 51807H100 72 10500 SH SHARED 04 10500
D LASON INC COM 51808R107 1444 219061 SH SHARED 01 94050 125011
D LASON INC COM 51808R107 52 7900 SH SHARED 04 7900
D LATIN AMER EQUITY FD COM 51827T100 1951 145900 SH SHARED 04 145900
D LATIN AMER INVT FD COM 518279104 2092 154300 SH SHARED 04 154300
D LATIN AMERN DISCOVERY FD INC COM 51828C106 149 13000 SH SHARED 04 13000
D LATITUDE COMMUNICATIONS INC COM 518292107 1830 69747 SH SHARED 01 11747 58000
D LATITUDE COMMUNICATIONS INC COM 518292107 34 1300 SH SHARED 04 1300
D LATTICE SEMICONDUCTOR CORP SUB NT CV 144A04 518415AA2 9701 5550000 PRN SHARED 04 5550000
D LATTICE SEMICONDUCTOR CORP COM 518415104 22435 331454 SH SHARED 01 125703 205751
D LATTICE SEMICONDUCTOR CORP COM 518415104 33 500 SH SHARED 02 500
D LATTICE SEMICONDUCTOR CORP COM 518415104 2694 39803 SH SHARED 04 39803
D LATTICE SEMICONDUCTOR CORP COM 518415104 4277 63200 SH SHARED 05 63200
D LAUDER ESTEE COS INC CL A 518439104 31976 638736 SH SHARED 01 315411 323325
D LAUDER ESTEE COS INC CL A 518439104 525 10500 SH SHR/OTHR 01 1100 9400
D LAUDER ESTEE COS INC CL A 518439104 227 4550 SH SHARED 02 4550
D LAUDER ESTEE COS INC CL A 518439104 4444 88775 SH SHARED 04 88545 230
D LAUDER ESTEE COS INC CL A 518439104 245 4900 SH SHARED 05 4900
D LAUNCH MEDIA INC COM 518567102 1868 119606 SH SHARED 01 39909 79697
D LAUNCH MEDIA INC COM 518567102 62 4000 SH SHARED 04 4000
D LAWSON PRODS INC COM 520776105 2889 121365 SH SHARED 01 32725 88640
D LAWSON PRODS INC COM 520776105 54 2300 SH SHARED 04 2300
D LAZARE KAPLAN INTL INC COM 521078105 3 500 SH SHARED 01 500
D LEAP WIRELESS INTL INC COM 521863100 15738 159475 SH SHARED 01 34527 124948
D LEAP WIRELESS INTL INC COM 521863100 4 50 SH SHR/OTHR 01 50
D LEAP WIRELESS INTL INC COM 521863100 7965 80719 SH SHARED 02 52033 28686
D LEAP WIRELESS INTL INC COM 521863100 1293 13106 SH SHARED 04 13106
D LEAPNET INC COM 521864108 75 12500 SH SHARED 01 12500
D LEAPNET INC COM 521864108 1 200 SH SHARED 02 200
D LEAR CORP COM 521865105 9602 341436 SH SHARED 01 177636 163800
D LEAR CORP COM 521865105 8 300 SH SHARED 02 300
D LEAR CORP COM 521865105 2847 101257 SH SHARED 04 101257
D LEAR CORP COM 521865105 278 9900 SH SHARED 05 9900
D LEARN2 COM INC COM 522002104 2481 601500 SH SHARED 01 159800 441700
D LEARN2 COM INC COM 522002104 0 200 SH SHARED 02 200
D LEARN2 COM INC COM 522002104 76 18600 SH SHARED 04 18600
D LEARNING TREE INTL INC COM 522015106 915 25783 SH SHARED 01 25783
D LEARNING TREE INTL INC COM 522015106 291 8200 SH SHARED 04 8200
D LECROY CORP COM 52324W109 47 3000 SH SHARED 01 3000
D LEE ENTERPRISES INC COM 523768109 7001 267984 SH SHARED 01 136882 131102
D LEE ENTERPRISES INC COM 523768109 953 36499 SH SHARED 04 36499
D LEE ENTERPRISES INC COM 523768109 120 4600 SH SHARED 05 4600
D LEGATO SYS INC COM 524651106 19064 427212 SH SHARED 01 228141 199071
D LEGATO SYS INC COM 524651106 9710 217595 SH SHARED 02 217595
D LEGATO SYS INC COM 524651106 1803 40409 SH SHARED 04 40409
D LEGATO SYS INC COM 524651106 571 12800 SH SHARED 05 12800
D LEGGETT & PLATT INC COM 524660107 47966 2231014 SH SHARED 01 1874924 356090
D LEGGETT & PLATT INC COM 524660107 60 2800 SH SHARED 02 2800
D LEGGETT & PLATT INC COM 524660107 5315 247217 SH SHARED 04 247217
D LEGGETT & PLATT INC COM 524660107 92 4300 SH SHARED 05 4300
D LEGG MASON INC COM 524901105 31282 723293 SH SHARED 01 350063 373230
D LEGG MASON INC COM 524901105 73 1700 SH SHR/OTHR 01 1700
D LEGG MASON INC COM 524901105 34 800 SH SHARED 02 800
D LEGG MASON INC COM 524901105 2580 59659 SH SHARED 04 59659
D LEGG MASON INC COM 524901105 268 6200 SH SHARED 05 6200
D LEHMAN BROS HLDGS INC COM 524908100 143912 1483629 SH SHARED 01 1286420 197209
D LEHMAN BROS HLDGS INC COM 524908100 71 740 SH SHR/OTHR 01 740
D LEHMAN BROS HLDGS INC COM 524908100 302 3120 SH SHARED 02 1420 1700
D LEHMAN BROS HLDGS INC COM 524908100 19365 199640 SH SHARED 04 199640
D LEHMAN BROS HLDGS INC COM 524908100 475 4900 SH SHARED 05 4900
D LEHMAN BROS HLDGS INC COM 524908100 34066 351200 SH SHARED 06 351200
D LENDINGTREE INC COM 52602Q105 136 10130 SH SHARED 01 10130
D LENNAR CORP SR DB CV ZRO 18 526057AA2 30367 74612000 PRN SHARED 04 74612000
D LENNAR CORP COM 526057104 9758 449980 SH SHARED 01 277944 172036
D LENNAR CORP COM 526057104 477 22000 SH SHARED 04 22000
D LENNOX INTL INC COM 526107107 0 1 SH SHARED 01 1
D LESCO INC OHIO COM 526872106 5 300 SH SHARED 01 300
D LEUCADIA NATL CORP COM 527288104 4057 170842 SH SHARED 01 89742 81100
D LEUCADIA NATL CORP COM 527288104 66 2800 SH SHR/OTHR 01 2800
D LEUCADIA NATL CORP COM 527288104 26 1100 SH SHARED 02 300 800
D LEUCADIA NATL CORP COM 527288104 836 35200 SH SHARED 04 35200
D LEVEL 8 SYS INC COM 52729M102 229 4900 SH SHARED 01 4900
D LEVEL 3 COMMUNICATIONS INC COM 52729N100 129987 1229200 SH SHARED 01 434800 794400
D LEVEL 3 COMMUNICATIONS INC COM 52729N100 660 6250 SH SHARED 02 6250
D LEVEL 3 COMMUNICATIONS INC COM 52729N100 4331 40959 SH SHARED 04 40959
D LEVEL 3 COMMUNICATIONS INC COM 52729N100 169 1600 SH SHARED 06 1600
D LEXINGTON CORP PPTYS TR COM 529043101 158 15500 SH SHARED 01 15500
D LEXINGTON CORP PPTYS TR COM 529043101 75 7400 SH SHARED 04 7400
D LEXMARK INTL GROUP INC CL A 529771107 171494 1621695 SH SHARED 01 1426817 194878
D LEXMARK INTL GROUP INC CL A 529771107 14 135 SH SHARED 02 135
D LEXMARK INTL GROUP INC CL A 529771107 19578 185142 SH SHARED 04 185142
D LIBBEY INC COM 529898108 2797 102200 SH SHARED 01 32700 69500
D LIBBEY INC COM 529898108 180 6600 SH SHARED 04 6600
D LIBERATE TECHNOLOGIES COM 530129105 502 8000 SH SHARED 01 8000
D LIBERATE TECHNOLOGIES COM 530129105 18 300 SH SHARED 02 300
D LIBERATE TECHNOLOGIES COM 530129105 94 1500 SH SHARED 04 1500
D LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 22 2008 SH SHARED 02 2008
D LIBERTY CORP S C COM 530370105 3098 82632 SH SHARED 01 25619 57013
D LIBERTY CORP S C COM 530370105 247 6600 SH SHARED 04 6600
D LIBERTY DIGITAL INC CL A 530436104 9609 249600 SH SHARED 01 64585 185015
D LIBERTY DIGITAL INC CL A 530436104 108 2828 SH SHARED 04 2828
D LIBERTY FINL COS INC COM 530512102 352 17785 SH SHARED 01 17785
D LIBERTY FINL COS INC COM 530512102 1168 59000 SH SHARED 04 59000
D LIBERTY HOMES INC CL A 530582204 0 100 SH SHARED 01 100
D LIBERTY HOMES INC CL B 530582303 0 100 SH SHARED 01 100
D LIBERTY PPTY TR SH BEN INT 531172104 19223 803100 SH SHARED 01 159500 643600
D LIBERTY PPTY TR SH BEN INT 531172104 26 1110 SH SHARED 02 1000 110
D LIBERTY PPTY TR SH BEN INT 531172104 100 4214 SH SHARED 04 4214
D LIFECELL CORP COM 531927101 111 16200 SH SHARED 01 16200
D LIFECORE BIOMEDICAL INC COM 532187101 758 82000 SH SHARED 02 82000
D LIFEMINDERS COM INC COM 53219H108 257 3800 SH SHARED 01 3800
D LIFEMINDERS COM INC COM 53219H108 135 2000 SH SHARED 02 2000
D LIFEPOINT HOSPITALS INC COM 53219L109 6641 399471 SH SHARED 01 122926 276545
D LIFEPOINT HOSPITALS INC COM 53219L109 1 61 SH SHARED 02 25 36
D LIFEPOINT HOSPITALS INC COM 53219L109 316 19018 SH SHARED 04 19018
D LIGAND PHARMACEUTICALS INC CL B 53220K207 7916 446001 SH SHARED 01 87212 358789
D LIGAND PHARMACEUTICALS INC CL B 53220K207 47 2650 SH SHR/OTHR 01 2650
D LIGAND PHARMACEUTICALS INC CL B 53220K207 1666 93900 SH SHARED 04 93900
D LIGHTBRIDGE INC COM 532226107 107 4600 SH SHARED 01 4600
D LIGHTPATH TECHNOLOGIES INC CL A 532257102 144 3200 SH SHARED 01 3200
D LIGHTSPAN PARTNERSHIP INC COM 532262102 86 4860 SH SHARED 01 4860
D LILLY ELI & CO COM 532457108 799159 12761023 SH SHARED 01 11175881 1585142
D LILLY ELI & CO COM 532457108 9313 148712 SH SHR/OTHR 01 73618 75094
D LILLY ELI & CO COM 532457108 4551 72686 SH SHARED 02 20909 51777
D LILLY ELI & CO COM 532457108 90666 1447775 SH SHARED 04 1447775
D LILLY ELI & CO COM 532457108 3456 55200 SH SHARED 05 55200
D LILLY INDS INC CL A 532491107 2334 188613 SH SHARED 01 39148 149465
D LILLY INDS INC CL A 532491107 117 9500 SH SHARED 04 9500
D LIMITED INC COM 532716107 90031 2137236 SH SHARED 01 1955134 182102
D LIMITED INC COM 532716107 36 855 SH SHARED 02 205 650
D LIMITED INC COM 532716107 8271 196367 SH SHARED 04 196367
D LIMITED INC COM 532716107 122 2900 SH SHARED 05 2900
D LINCARE HLDGS INC COM 532791100 6568 231494 SH SHARED 01 144094 87400
D LINCARE HLDGS INC COM 532791100 785 27685 SH SHARED 04 27685
D LINCARE HLDGS INC COM 532791100 170 6000 SH SHARED 05 6000
D LINCOLN BANCORP IND COM 532879103 841 84700 SH SHARED 04 84700
D LINCOLN ELEC HLDGS INC COM 533900106 1274 52674 SH SHARED 01 52674
D LINCOLN ELEC HLDGS INC COM 533900106 374 15500 SH SHARED 04 15500
D LINCOLN NATL CONV SECS FD INC COM 534183108 1182 58200 SH SHARED 04 58200
D LINCOLN NATL CORP IND COM 534187109 73711 2200340 SH SHARED 01 1874201 400 325739
D LINCOLN NATL CORP IND COM 534187109 318 9500 SH SHR/OTHR 01 9500
D LINCOLN NATL CORP IND COM 534187109 47 1410 SH SHARED 02 150 1260
D LINCOLN NATL CORP IND COM 534187109 14041 419145 SH SHARED 04 419145
D LINCOLN NATL CORP IND COM 534187109 589 17600 SH SHARED 05 17600
D LINDBERG CORP COM 535171102 2 400 SH SHARED 01 400
D LINDSAY MFG CO COM 535555106 2235 130539 SH SHARED 01 38151 92388
D LINDSAY MFG CO COM 535555106 146 8569 SH SHARED 02 200 8369
D LINDSAY MFG CO COM 535555106 89 5200 SH SHARED 04 5200
D LINEAR TECHNOLOGY CORP COM 535678106 167119 3038544 SH SHARED 01 2647885 390659
D LINEAR TECHNOLOGY CORP COM 535678106 26188 476147 SH SHARED 04 476147
D LINENS N THINGS INC COM 535679104 9826 286900 SH SHARED 01 93262 193638
D LINENS N THINGS INC COM 535679104 101 2972 SH SHARED 04 2972
D LIQUID AUDIO INC COM 53631T102 68 5200 SH SHARED 01 5200
D LIQUID AUDIO INC COM 53631T102 46 3500 SH SHARED 02 3500
D LIPOSOME CO INC COM 536310105 6440 368676 SH SHARED 01 106195 262481
D LIPOSOME CO INC COM 536310105 2120 121370 SH SHARED 04 121370
D LIQUI BOX CORP COM 536314107 90 1900 SH SHARED 01 1900
D LIQUI BOX CORP COM 536314107 61 1300 SH SHARED 04 1300
D LITHIA MTRS INC CL A 536797103 28 1900 SH SHARED 01 1900
D LITHIA MTRS INC CL A 536797103 42 2800 SH SHARED 04 2800
D LITTELFUSE INC COM 537008104 4607 125586 SH SHARED 01 53189 72397
D LITTELFUSE INC COM 537008104 36 1000 SH SHR/OTHR 01 1000
D LITTELFUSE INC COM 537008104 256 7000 SH SHARED 02 7000
D LITTELFUSE INC COM 537008104 293 8000 SH SHARED 04 8000
D LITTELFUSE INC WT A EX122701N 537008120 4612 150000 SH SHARED 04 150000
D LITTON INDS INC COM 538021106 8155 184564 SH SHARED 01 113760 70804
D LITTON INDS INC COM 538021106 1661 37606 SH SHARED 04 37606
D LITTON INDS INC COM 538021106 247 5600 SH SHARED 05 5600
D LIZ CLAIBORNE INC COM 539320101 32541 710327 SH SHARED 01 611668 98659
D LIZ CLAIBORNE INC COM 539320101 4306 93994 SH SHARED 04 93994
D LIZ CLAIBORNE INC COM 539320101 68 1500 SH SHARED 05 1500
D LO-JACK CORP COM 539451104 59 7700 SH SHARED 01 7700
D LOCAL FINL CORP COM 539553107 220 25800 SH SHARED 01 25800
D LOCAL FINL CORP COM 539553107 73 8600 SH SHARED 04 8600
D LOCKHEED MARTIN CORP COM 539830109 83216 4071850 SH SHARED 01 3519745 552105
D LOCKHEED MARTIN CORP COM 539830109 157 7730 SH SHR/OTHR 01 1428 6302
D LOCKHEED MARTIN CORP COM 539830109 178 8731 SH SHARED 02 85 8646
D LOCKHEED MARTIN CORP COM 539830109 9842 481603 SH SHARED 04 481603
D LOCKHEED MARTIN CORP COM 539830109 275 13500 SH SHARED 05 13500
D LODGIAN INC COM 54021P106 121 32400 SH SHARED 01 32400
D LODGIAN INC COM 54021P106 15 4000 SH SHARED 02 4000
D LODGIAN INC COM 54021P106 37 10000 SH SHARED 04 10000
D LOEWS CINEPLEX ENTMT CORP COM 540423100 57 16400 SH SHARED 01 16400
D LOEWS CINEPLEX ENTMT CORP COM 540423100 20 5800 SH SHARED 04 5800
D LOEWS CORP COM 540424108 49421 988422 SH SHARED 01 915429 72993
D LOEWS CORP COM 540424108 1479 29585 SH SHARED 02 25600 3985
D LOEWS CORP COM 540424108 7857 157143 SH SHARED 04 157143
D LOEWS CORP COM 540424108 235 4700 SH SHARED 05 4700
D LONDON PAC GROUP LTD SPONSORED ADR 542073101 25 1100 SH SHARED 04 1100
D LONE STAR STEAKHOUSE SALOON COM 542307103 2773 272300 SH SHARED 01 131818 140482
D LONE STAR STEAKHOUSE SALOON COM 542307103 274 26975 SH SHARED 04 26975
D LONE STAR STEAKHOUSE SALOON COM 542307103 40 4000 SH SHARED 05 4000
D LONE STAR TECHNOLOGIES INC COM 542312103 9222 197804 SH SHARED 01 65285 132519
D LONE STAR TECHNOLOGIES INC COM 542312103 1033 22172 SH SHARED 04 22172
D LONGS DRUG STORES CORP COM 543162101 9989 439103 SH SHARED 01 371675 67428
D LONGS DRUG STORES CORP COM 543162101 1117 49135 SH SHARED 04 49135
D LONGS DRUG STORES CORP COM 543162101 20 900 SH SHARED 05 900
D LONGVIEW FIBRE CO COM 543213102 5281 358064 SH SHARED 01 150564 207500
D LONGVIEW FIBRE CO COM 543213102 365 24800 SH SHARED 02 24800
D LONGVIEW FIBRE CO COM 543213102 621 42148 SH SHARED 04 42148
D LONGVIEW FIBRE CO COM 543213102 78 5300 SH SHARED 05 5300
D LOOKSMART LTD COM 543442107 121 2750 SH SHARED 02 2750
D LORONIX INFORMATION SYSTEMS COM 544183106 156 4300 SH SHARED 01 4300
D LORONIX INFORMATION SYSTEMS COM 544183106 2289 63050 SH SHARED 04 63050
D LOUDEYE TECHNOLOGIES INC COM 545754103 22 650 SH SHARED 02 650
D LOUIS DREYFUS NAT GAS CORP COM 546011107 974 28673 SH SHARED 01 28673
D LOUIS DREYFUS NAT GAS CORP COM 546011107 333 9800 SH SHARED 04 9800
D LOUISIANA PAC CORP COM 546347105 17496 1261027 SH SHARED 01 1066250 194777
D LOUISIANA PAC CORP COM 546347105 18 1300 SH SHR/OTHR 01 1300
D LOUISIANA PAC CORP COM 546347105 11 804 SH SHARED 02 804
D LOUISIANA PAC CORP COM 546347105 1943 140079 SH SHARED 04 140079
D LOUISIANA PAC CORP COM 546347105 27 2000 SH SHARED 05 2000
D LOWES COS INC COM 548661107 244256 4184273 SH SHARED 01 3644085 540188
D LOWES COS INC COM 548661107 1406 24086 SH SHARED 02 7274 16812
D LOWES COS INC COM 548661107 35154 602226 SH SHARED 04 602226
D LOWES COS INC COM 548661107 1185 20300 SH SHARED 05 20300
D LUBRIZOL CORP COM 549271104 7797 270632 SH SHARED 01 138432 132200
D LUBRIZOL CORP COM 549271104 149 5200 SH SHARED 02 2100 3100
D LUBRIZOL CORP COM 549271104 824 28630 SH SHARED 04 28630
D LUBRIZOL CORP COM 549271104 161 5600 SH SHARED 05 5600
D LUBYS INC COM 549282101 1264 133959 SH SHARED 01 59323 74636
D LUBYS INC COM 549282101 4 500 SH SHARED 02 500
D LUBYS INC COM 549282101 86 9200 SH SHARED 04 9200
D LUCENT TECHNOLOGIES INC COM 549463107 2283594 37283170 SH SHARED 01 31768763 5514407
D LUCENT TECHNOLOGIES INC COM 549463107 38771 633005 SH SHR/OTHR 01 344182 288823
D LUCENT TECHNOLOGIES INC COM 549463107 28465 464737 SH SHARED 02 292648 172089
D LUCENT TECHNOLOGIES INC COM 549463107 243494 3975428 SH SHARED 04 3975428
D LUCENT TECHNOLOGIES INC COM 549463107 2891 47200 SH SHARED 05 47200
D LUFKIN INDS INC COM 549764108 98 6800 SH SHARED 01 6800
D LUFKIN INDS INC COM 549764108 29 2000 SH SHARED 02 2000
D LUMINANT WORLDWIDE CORP COM 550260103 3299 198450 SH SHARED 02 198450
D LUMINANT WORLDWIDE CORP COM 550260103 31 1910 SH SHARED 04 1910
D LUMISYS INC COM 550274104 44 13000 SH SHARED 01 13000
D LUNAR CORP COM 550362107 5 450 SH SHARED 01 450
D LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 490 20000 SH SHARED 01 10000 10000
D LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 73 3000 SH SHARED 02 3000
D LYCOS INC COM 550818108 27257 388000 SH SHARED 01 215267 172733
D LYCOS INC COM 550818108 1424 20275 SH SHARED 02 4400 15875
D LYCOS INC COM 550818108 1763 25103 SH SHARED 04 25103
D LYCOS INC COM 550818108 323 4600 SH SHARED 05 4600
D LYDALL INC DEL COM 550819106 1672 191100 SH SHARED 01 50500 140600
D LYDALL INC DEL COM 550819106 56 6500 SH SHARED 04 6500
D LYNCH CORP COM 551137102 2 100 SH SHARED 01 100
D LYNCH INTERACTIVE CORP COM 551146103 13 100 SH SHARED 01 100
D LYNX THERAPEUTICS INC COM NEW 551812308 130 4371 SH SHARED 01 4371
D LYNX THERAPEUTICS INC COM NEW 551812308 541 18200 SH SHARED 02 2000 16200
D LYONDELL CHEMICAL CO COM 552078107 5943 402922 SH SHARED 01 288100 114822
D LYONDELL CHEMICAL CO COM 552078107 1376 93321 SH SHARED 04 93321
D LYONDELL CHEMICAL CO COM 552078107 234 15900 SH SHARED 05 15900
D M & F WORLDWIDE CORP COM 552541104 0 56 SH SHARED 01 56
D M & T BK CORP COM 55261F104 20115 45051 SH SHARED 01 10209 34842
D M & T BK CORP COM 55261F104 223 500 SH SHARED 04 500
D MAF BANCORP INC COM 55261R108 2853 176311 SH SHARED 01 65211 111100
D MAF BANCORP INC COM 55261R108 161 10000 SH SHARED 04 10000
D MBIA INC COM 55262C100 57421 1102948 SH SHARED 01 930954 171994
D MBIA INC COM 55262C100 426 8196 SH SHR/OTHR 01 6696 1500
D MBIA INC COM 55262C100 349 6720 SH SHARED 02 1980 4740
D MBIA INC COM 55262C100 8611 165401 SH SHARED 04 165401
D MBIA INC COM 55262C100 109 2100 SH SHARED 05 2100
D MBNA CORP COM 55262L100 217318 8522286 SH SHARED 01 7475397 1046889
D MBNA CORP COM 55262L100 2801 109847 SH SHARED 02 36662 73185
D MBNA CORP COM 55262L100 26873 1053857 SH SHARED 04 1053857
D MBNA CORP COM 55262L100 323 12700 SH SHARED 05 12700
D MCN ENERGY GROUP INC COM 55267J100 10629 425184 SH SHARED 01 239658 185526
D MCN ENERGY GROUP INC COM 55267J100 290 11600 SH SHARED 02 4400 7200
D MCN ENERGY GROUP INC COM 55267J100 26127 1045097 SH SHARED 04 1045097
D MCN ENERGY GROUP INC COM 55267J100 230 9200 SH SHARED 05 9200
D M D C HLDGS INC COM 552676108 667 37200 SH SHARED 01 37200
D M D C HLDGS INC COM 552676108 197 11000 SH SHARED 04 11000
D MCI WORLDCOM INC COM 55268B106 1535649 33890566 SH SHARED 01 28548296 5342270
D MCI WORLDCOM INC COM 55268B106 16117 355691 SH SHR/OTHR 01 151735 203956
D MCI WORLDCOM INC COM 55268B106 14797 326578 SH SHARED 02 105218 221360
D MCI WORLDCOM INC COM 55268B106 150379 3318767 SH SHARED 04 3318380 387
D MCI WORLDCOM INC COM 55268B106 4381 96700 SH SHARED 05 96700
D MCI WORLDCOM INC COM 55268B106 66674 1471455 SH SHARED 06 1471455
D MDU RES GROUP INC COM 552690109 3235 155925 SH SHARED 01 93183 62742
D MDU RES GROUP INC COM 552690109 37 1800 SH SHARED 02 1800
D MDU RES GROUP INC COM 552690109 489 23600 SH SHARED 04 23600
D MEMC ELECTR MATLS INC COM 552715104 1090 54185 SH SHARED 01 54185
D MEMC ELECTR MATLS INC COM 552715104 386 19200 SH SHARED 04 19200
D MFS CHARTER INCOME TR SH BEN INT 552727109 10 1300 SH SHARED 02 1300
D MFS INTER INCOME TR SH BEN INT 55273C107 436 71300 SH SHARED 01 71300
D MFS INTER INCOME TR SH BEN INT 55273C107 648 105860 SH SHR/OTHR 01 105860
D MFS FINL INC COM 55273L107 220 25000 SH SHARED 04 25000
D MGC COMMUNICATIONS INC COM 552763302 2002 28000 SH SHARED 01 28000
D MGC COMMUNICATIONS INC COM 552763302 2138 29913 SH SHARED 04 29913
D MGC COMMUNICATIONS INC PFD CV SER D 552763500 18711 304250 SH SHARED 04 304250
D MGIC INVT CORP WIS COM 552848103 54710 1254111 SH SHARED 01 1019638 234473
D MGIC INVT CORP WIS COM 552848103 474 10884 SH SHARED 02 400 10484
D MGIC INVT CORP WIS COM 552848103 8889 203778 SH SHARED 04 203778
D MGIC INVT CORP WIS COM 552848103 69 1600 SH SHARED 05 1600
D MGI PHARMA INC COM 552880106 213 5300 SH SHARED 01 5300
D MGI PHARMA INC COM 552880106 316 7850 SH SHARED 02 1550 6300
D MGI PPTYS INC COM 552885105 117 22642 SH SHARED 01 22642
D MGI PPTYS INC COM 552885105 15 3000 SH SHARED 02 3000
D MGI PPTYS INC COM 552885105 3541 682700 SH SHARED 04 682700
D MGM GRAND INC COM 552953101 2333 97234 SH SHARED 01 78110 19124
D MGM GRAND INC COM 552953101 878 36590 SH SHARED 04 36590
D MGM GRAND INC COM 552953101 14 600 SH SHARED 05 600
D M H MEYERSON & CO INC COM 55301Q102 50 8300 SH SHARED 01 8300
D M/I SCHOTTENSTEIN HOMES INC COM 55305B101 11 700 SH SHARED 01 700
D MKS INSTRUMENT INC COM 55306N104 434 8600 SH SHARED 01 8600
D MKS INSTRUMENT INC COM 55306N104 141 2800 SH SHARED 04 2800
D ML MACADAMIA ORCHARDS L P DEP UNIT CL A 55307U107 29 6000 SH SHARED 04 6000
D MMC NETWORKS INC COM 55308N102 8028 243282 SH SHARED 01 85282 158000
D MMC NETWORKS INC COM 55308N102 432 13100 SH SHARED 04 13100
D MMI COS INC COM 553087107 261 26500 SH SHARED 01 26500
D MMI COS INC COM 553087107 1560 158040 SH SHARED 04 158040
D MRV COMMUNICATIONS INC SUB NT CONV 5%03 553477AB6 27706 8185000 PRN SHARED 04 8185000
D MRV COMMUNICATIONS INC COM 553477100 3124 34100 SH SHARED 01 34100
D MRV COMMUNICATIONS INC COM 553477100 733 8000 SH SHARED 02 400 7600
D MRV COMMUNICATIONS INC COM 553477100 1044 11400 SH SHARED 04 11400
D MRV COMMUNICATIONS INC COM 553477100 155 1700 SH SHARED 05 1700
D MSC INDL DIRECT INC CL A 553530106 2466 137000 SH SHARED 01 54641 82359
D MSC INDL DIRECT INC CL A 553530106 214 11900 SH SHARED 04 11900
D MSC SOFTWARE CORP SD CONV 7.875%04 553531AA2 94 100000 PRN SHR/OTHR 01 100000
D M S CARRIERS INC COM 553533100 1579 67200 SH SHARED 01 28500 38700
D M S CARRIERS INC COM 553533100 58 2500 SH SHARED 02 800 1700
D M S CARRIERS INC COM 553533100 89 3800 SH SHARED 04 3800
D MTS SYS CORP COM 553777103 1321 173300 SH SHARED 01 73500 99800
D MTS SYS CORP COM 553777103 66 8700 SH SHARED 04 8700
D MTI TECHNOLOGY CORP COM 553903105 1305 49496 SH SHARED 01 49496
D MTI TECHNOLOGY CORP COM 553903105 32 1250 SH SHARED 02 1250
D MTI TECHNOLOGY CORP COM 553903105 334 12700 SH SHARED 04 12700
D MYR GROUP INC COM 554053108 6 221 SH SHARED 01 221
D MACDERMID INC COM 554273102 744 28103 SH SHARED 01 28103
D MACDERMID INC COM 554273102 169 6400 SH SHARED 04 6400
D MACE SEC INTL INC COM 554335109 50 10000 SH SHARED 02 10000
D MACERICH CO COM 554382101 1227 59512 SH SHARED 01 59512
D MACERICH CO COM 554382101 334 16200 SH SHARED 04 16200
D MACK CALI RLTY CORP COM 554489104 25098 984269 SH SHARED 01 509369 474900
D MACK CALI RLTY CORP COM 554489104 85 3350 SH SHR/OTHR 01 2100 1250
D MACK CALI RLTY CORP COM 554489104 92 3639 SH SHARED 04 3639
D MACROCHEM CORP DEL COM 555903103 279 39920 SH SHARED 01 39920
D MACROCHEM CORP DEL COM 555903103 13 1900 SH SHARED 02 1900
D MACROCHEM CORP DEL COM 555903103 61 8800 SH SHARED 04 8800
D MACROVISION CORP COM 555904101 18869 219100 SH SHARED 01 72764 146336
D MACROVISION CORP COM 555904101 981 11400 SH SHARED 04 11400
D MACROMEDIA INC COM 556100105 16003 177200 SH SHARED 01 106535 70665
D MACROMEDIA INC COM 556100105 377 4175 SH SHARED 02 4175
D MACROMEDIA INC COM 556100105 2045 22654 SH SHARED 04 22654
D MACROMEDIA INC COM 556100105 704 7800 SH SHARED 05 7800
D MACRONIX INTL LTD SPONSORED ADR 556103109 159 5500 SH SHARED 04 5500
D MADDEN STEVEN LTD COM 556269108 19 1000 SH SHARED 02 1000
D MADECO SA SPONSORED ADR 556304103 34 3100 SH SHARED 01 3100
D MADE2MANAGE SYS INC COM 556466100 59 6900 SH SHARED 01 6900
D MADISON GAS & ELEC CO COM 557497104 456 25565 SH SHARED 01 25565
D MADISON GAS & ELEC CO COM 557497104 117 6600 SH SHARED 04 6600
D MAGAININ PHARMACEUTICALS INC COM 559036108 47 10000 SH SHARED 02 10000
D MAGELLAN HEALTH SVCS INC COM 559079108 1004 208700 SH SHARED 01 78200 130500
D MAGELLAN HEALTH SVCS INC COM 559079108 150 31300 SH SHARED 04 31300
D MAGNA ENTMT CORP CL A 559211107 12 3511 SH SHARED 01 3511
D MAGNA ENTMT CORP CL A 559211107 3 920 SH SHARED 04 920
D MAGNA ENTMT CORP CL A 559211107 1 300 SH SHARED 05 300
D MAGNA INTL INC SUB DEB CV 5%02 559222AE4 940 1000000 PRN SHARED 01 1000000
D MAGNA INTL INC SUB DEB CV 5%02 559222AE4 4230 4500000 PRN SHARED 04 4500000
D MAGNA INTL INC SUB DB CV 144A05 559222AF1 861 1000000 PRN SHARED 01 1000000
D MAGNA INTL INC CL A 559222401 696 17400 SH SHARED 04 17400
D MAGNETEK INC COM 559424106 696 77428 SH SHARED 01 77428
D MAGNETEK INC COM 559424106 177 19741 SH SHARED 04 19741
D MAGNETEK INC COM 559424106 29 3300 SH SHARED 05 3300
D MAGNUM HUNTER RES INC COM PAR $0.002 55972F203 19 5000 SH SHARED 02 5000
D MAGYAR TAVKOZLESI RT SPONSORED ADR 559776109 1230 27576 SH SHARED 01 27576
D MAGYAR TAVKOZLESI RT SPONSORED ADR 559776109 26 600 SH SHARED 05 600
D MAIN STR BANCORP INC COM 559906102 3 349 SH SHARED 01 349
D MAIL COM INC SUB NT CV 144A05 560311AA0 17856 17750000 PRN SHARED 04 17750000
D MAIL COM INC CL A 560311102 8626 500100 SH SHARED 02 499800 300
D MAIL-WELL INC SUB NT CONV 5%02 560321AD3 587 749000 PRN SHARED 04 749000
D MAIL-WELL INC COM 560321200 420 48400 SH SHARED 01 48400
D MAIL-WELL INC COM 560321200 227 26200 SH SHARED 04 26200
D MALLINCKRODT INC NEW COM 561232109 21480 747158 SH SHARED 01 619841 127317
D MALLINCKRODT INC NEW COM 561232109 55 1925 SH SHARED 02 300 1625
D MALLINCKRODT INC NEW COM 561232109 2517 87573 SH SHARED 04 87573
D MALLINCKRODT INC NEW COM 561232109 48 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 120 20000 SH SHR/OTHR 01 20000
D MANAGED HIGH YIELD FD COM 56166E101 447 46200 SH SHARED 04 46200
D MANDALAY RESORT GROUP MANDALAY 562567107 6659 394659 SH SHARED 01 221320 173339
D MANDALAY RESORT GROUP MANDALAY 562567107 831 49283 SH SHARED 04 49283
D MANDALAY RESORT GROUP MANDALAY 562567107 163 9700 SH SHARED 05 9700
D MANHATTAN ASSOCS INC COM 562750109 205 6000 SH SHARED 01 6000
D MANHATTAN ASSOCS INC COM 562750109 61 1800 SH SHARED 04 1800
D MANITOWOC INC COM 563571108 8355 303824 SH SHARED 01 93213 210611
D MANITOWOC INC COM 563571108 440 16000 SH SHARED 04 16000
D MANNATECH INC COM 563771104 13 3600 SH SHARED 01 3600
D MANNATECH INC COM 563771104 9 2500 SH SHARED 04 2500
D MANNING GREG AUCTIONS INC COM 563823103 99 4900 SH SHARED 01 4900
D MANOR CARE INC NEW COM 564055101 13816 1023424 SH SHARED 01 940221 83203
D MANOR CARE INC NEW COM 564055101 2102 155715 SH SHARED 04 155715
D MANOR CARE INC NEW COM 564055101 32 2400 SH SHARED 05 2400
D MANPOWER INC COM 56418H100 14106 397371 SH SHARED 01 209071 188300
D MANPOWER INC COM 56418H100 14 400 SH SHARED 02 400
D MANPOWER INC COM 56418H100 1397 39371 SH SHARED 04 39371
D MANPOWER INC COM 56418H100 287 8100 SH SHARED 05 8100
D MANUFACTURED HOME CMNTYS INC COM 564682102 2756 119200 SH SHARED 01 20200 99000
D MANUFACTURED HOME CMNTYS INC COM 564682102 47 2040 SH SHARED 02 2040
D MANUFACTURED HOME CMNTYS INC COM 564682102 305 13200 SH SHARED 04 13200
D MAPICS INC COM 564910107 465 29200 SH SHARED 01 29200
D MAPICS INC COM 564910107 208 13100 SH SHARED 04 13100
D MANULIFE FINL CORP COM 56501R106 38 2592 SH SHARED 02 2592
D MANUGISTICS GROUP INC COM 565011103 1687 33096 SH SHARED 01 33096
D MANUGISTICS GROUP INC COM 565011103 8311 162974 SH SHARED 02 162374 600
D MANUGISTICS GROUP INC COM 565011103 1576 30902 SH SHARED 04 30902
D MAPQUEST COM INC COM 565644101 246 11883 SH SHARED 01 11883
D MAPQUEST COM INC COM 565644101 41 2000 SH SHARED 04 2000
D MARCUS CORP COM 566330106 484 37487 SH SHARED 01 37487
D MARCUS CORP COM 566330106 122 9500 SH SHARED 04 9500
D MARIMBA INC COM 56781Q109 6120 138700 SH SHARED 01 36106 102594
D MARIMBA INC COM 56781Q109 18376 416475 SH SHARED 02 416275 200
D MARIMBA INC COM 56781Q109 36 830 SH SHARED 04 830
D MARINE TRANS CORP COM 567912100 1 790 SH SHARED 01 790
D MARINE DRILLING COS INC COM PAR $0.01 568240204 20272 738868 SH SHARED 01 567068 171800
D MARINE DRILLING COS INC COM PAR $0.01 568240204 517 18850 SH SHARED 02 7450 11400
D MARINE DRILLING COS INC COM PAR $0.01 568240204 653 23800 SH SHARED 04 23800
D MARINE PETE TR UNIT BEN INT 568423107 1 100 SH SHARED 01 100
D MARINE PETE TR UNIT BEN INT 568423107 183 12000 SH SHARED 02 12000
D MARK IV INDS INC COM 570387100 7098 321750 SH SHARED 01 184062 137688
D MARK IV INDS INC COM 570387100 1696 76900 SH SHARED 04 76900
D MARK IV INDS INC COM 570387100 119 5400 SH SHARED 05 5400
D MARKEL CORP COM 570535104 4452 30600 SH SHARED 01 14721 15879
D MARKEL CORP COM 570535104 58 400 SH SHARED 02 400
D MARKEL CORP COM 570535104 3157 21701 SH SHARED 04 21701
D MARKETWATCH COM INC COM 570619106 1687 48900 SH SHARED 01 6600 42300
D MARKETWATCH COM INC COM 570619106 23 675 SH SHARED 02 375 300
D MARKETWATCH COM INC COM 570619106 69 2012 SH SHARED 04 2012
D MARKETING SVCS GROUP INC COM 570907105 5151 290206 SH SHARED 01 132124 158082
D MARKETING SVCS GROUP INC COM 570907105 46 2600 SH SHARED 02 2600
D MARKETING SVCS GROUP INC COM 570907105 133 7500 SH SHARED 04 7500
D MARSH & MCLENNAN COS INC COM 571748102 344460 3122606 SH SHARED 01 2656173 6700 459733
D MARSH & MCLENNAN COS INC COM 571748102 1560 14150 SH SHR/OTHR 01 10700 3450
D MARSH & MCLENNAN COS INC COM 571748102 196 1777 SH SHARED 02 1777
D MARSH & MCLENNAN COS INC COM 571748102 88462 801926 SH SHARED 04 801766 160
D MARSH SUPERMARKETS INC CL A 571783307 16 1100 SH SHARED 01 1100
D MARSHALL & ILSLEY CORP COM 571834100 28880 500099 SH SHARED 01 278881 221218
D MARSHALL & ILSLEY CORP COM 571834100 57 1000 SH SHR/OTHR 01 1000
D MARSHALL & ILSLEY CORP COM 571834100 3127 54148 SH SHARED 04 54148
D MARSHALL & ILSLEY CORP COM 571834100 1761 30500 SH SHARED 05 30500
D MARRIOTT INTL INC NEW CL A 571903202 112413 3568668 SH SHARED 01 2366860 1201808
D MARRIOTT INTL INC NEW CL A 571903202 88 2800 SH SHR/OTHR 01 2800
D MARRIOTT INTL INC NEW CL A 571903202 172 5472 SH SHARED 02 2000 3472
D MARRIOTT INTL INC NEW CL A 571903202 9748 309486 SH SHARED 04 309486
D MARRIOTT INTL INC NEW CL A 571903202 198 6300 SH SHARED 05 6300
D MARTHA STEWART LIVING OMNIMED CL A 573083102 9 350 SH SHARED 01 350
D MARTHA STEWART LIVING OMNIMED CL A 573083102 6 250 SH SHR/OTHR 01 250
D MARTHA STEWART LIVING OMNIMED CL A 573083102 2 100 SH SHARED 02 100
D MARTIN MARIETTA MATLS INC COM 573284106 8171 172038 SH SHARED 01 154101 17937
D MARTIN MARIETTA MATLS INC COM 573284106 505 10640 SH SHARED 02 2040 8600
D MARTIN MARIETTA MATLS INC COM 573284106 1871 39410 SH SHARED 04 39410
D MARTIN MARIETTA MATLS INC COM 573284106 33 700 SH SHARED 05 700
D MARVEL ENTERPRISES INC COM 57383M108 123 20800 SH SHARED 01 20800
D MARVEL ENTERPRISES INC COM 57383M108 19 3200 SH SHARED 04 3200
D MASCO CORP COM 574599106 96617 4713037 SH SHARED 01 4305392 407645
D MASCO CORP COM 574599106 992 48400 SH SHR/OTHR 01 11620 36780
D MASCO CORP COM 574599106 26 1276 SH SHARED 02 1276
D MASCO CORP COM 574599106 18715 912966 SH SHARED 04 912966
D MASCO CORP COM 574599106 366 17900 SH SHARED 05 17900
D MASCOTECH INC COM 574670105 2809 228151 SH SHARED 01 100300 127851
D MASCOTECH INC COM 574670105 1164 94600 SH SHARED 04 94600
D MASISA S A SPONSORED ADR 574799102 63 4400 SH SHARED 01 4400
D MASSBANK CORP READ MASS COM 576152102 20 732 SH SHARED 01 732
D MASSBANK CORP READ MASS COM 576152102 14 532 SH SHR/OTHR 01 532
D MASTEC INC COM 576323109 3301 37097 SH SHARED 01 37097
D MASTEC INC COM 576323109 747 8400 SH SHARED 04 8400
D MATRIA HEALTHCARE INC COM 576817100 392 73924 SH SHARED 01 70724 3200
D MATRIA HEALTHCARE INC COM 576817100 81 15300 SH SHARED 04 15300
D MATSUSHITA ELEC INDL ADR 576879209 21 70 SH SHARED 02 40 30
D MATSUSHITA ELEC INDL ADR 576879209 121 400 SH SHARED 04 400
D MATLACK SYS INC COM 576901102 0 1 SH SHARED 01 1
D MATTEL INC COM 577081102 48138 4584574 SH SHARED 01 3830164 754410
D MATTEL INC COM 577081102 120 11439 SH SHR/OTHR 01 7706 3733
D MATTEL INC COM 577081102 239 22785 SH SHARED 02 10385 12400
D MATTEL INC COM 577081102 13885 1322435 SH SHARED 04 1322435
D MATTEL INC COM 577081102 157 15000 SH SHARED 05 15000
D MATTHEWS INTL CORP CL A 577128101 463 20500 SH SHARED 01 20500
D MATTHEWS INTL CORP CL A 577128101 140 6200 SH SHARED 04 6200
D MATTSON TECHNOLOGY INC COM 577223100 98 2300 SH SHARED 01 2300
D MATTSON TECHNOLOGY INC COM 577223100 341 8000 SH SHARED 02 8000
D MATTSON TECHNOLOGY INC COM 577223100 98 2300 SH SHARED 05 2300
D MAXIM INTEGRATED PRODS INC COM 57772K101 122288 1720872 SH SHARED 01 1077250 643622
D MAXIM INTEGRATED PRODS INC COM 57772K101 1151 16210 SH SHARED 02 6300 9910
D MAXIM INTEGRATED PRODS INC COM 57772K101 8589 120875 SH SHARED 04 120875
D MAXIM PHARMACEUTICALS INC COM 57772M107 159 3400 SH SHARED 01 3400
D MAXCO INC COM 577723109 0 100 SH SHARED 01 100
D MAXTOR CORP COM NEW 577729205 24573 1899496 SH SHARED 01 1854174 45322
D MAXTOR CORP COM NEW 577729205 226 17500 SH SHARED 02 17500
D MAXTOR CORP COM NEW 577729205 749 57900 SH SHARED 04 57900
D MAXWELL SHOE INC CL A 577766108 50 6000 SH SHARED 01 6000
D MAXWELL TECHNOLOGIES INC COM 577767106 1262 91826 SH SHARED 01 24426 67400
D MAXWELL TECHNOLOGIES INC COM 577767106 56 4100 SH SHARED 04 4100
D MAXYGEN INC COM 577776107 332 5100 SH SHARED 01 5100
D MAXYGEN INC COM 577776107 26 400 SH SHARED 04 400
D MAY DEPT STORES CO COM 577778103 114617 4021670 SH SHARED 01 3453042 568628
D MAY DEPT STORES CO COM 577778103 1054 36996 SH SHR/OTHR 01 22970 14026
D MAY DEPT STORES CO COM 577778103 26 916 SH SHARED 02 166 750
D MAY DEPT STORES CO COM 577778103 11350 398266 SH SHARED 04 398266
D MAX & ERMAS RESTAURANTS INC COM 577903107 2 275 SH SHARED 01 275
D MAXICARE HEALTH PLANS INC COM NEW 577904204 9 4800 SH SHARED 01 4800
D MAXXAM INC COM 577913106 1486 52172 SH SHARED 01 12072 40100
D MAXXAM INC COM 577913106 0 10 SH SHARED 02 10
D MAXXAM INC COM 577913106 132 4654 SH SHARED 04 4654
D MAXXAM INC COM 577913106 17 600 SH SHARED 05 600
D MAVERICK TUBE CORP COM 577914104 1206 37183 SH SHARED 01 37183
D MAVERICK TUBE CORP COM 577914104 298 9200 SH SHARED 04 9200
D MAXIMUS INC COM 577933104 466 15300 SH SHARED 01 15300
D MAXIMUS INC COM 577933104 366 12000 SH SHARED 04 12000
D MAYFLOWER CO-OPERATIVE BK MASS COM 578330102 15 1500 SH SHARED 01 1500
D MAYS J W INC COM 578473100 7 1300 SH SHARED 01 1300
D MAYTAG CORP COM 578592107 46885 1415416 SH SHARED 01 1284570 130846
D MAYTAG CORP COM 578592107 4754 143523 SH SHR/OTHR 01 143523
D MAYTAG CORP COM 578592107 76 2300 SH SHARED 02 1100 1200
D MAYTAG CORP COM 578592107 30234 912735 SH SHARED 04 912735
D MCAFEE COM CORP CL A 579062100 129 2500 SH SHARED 01 2500
D MCAFEE COM CORP CL A 579062100 82 1600 SH SHARED 02 600 1000
D MCCLATCHY CO CL A 579489105 3030 92525 SH SHARED 01 18038 74487
D MCCLATCHY CO CL A 579489105 198 6067 SH SHARED 04 6067
D MCCORMICK & CO INC COM NON VTG 579780206 12165 377229 SH SHARED 01 181359 195870
D MCCORMICK & CO INC COM NON VTG 579780206 1202 37289 SH SHARED 02 34597 2692
D MCCORMICK & CO INC COM NON VTG 579780206 2073 64280 SH SHARED 04 64280
D MCCORMICK & CO INC COM NON VTG 579780206 154 4800 SH SHARED 05 4800
D MCDERMOTT INTL INC COM 580037109 3584 390156 SH SHARED 01 388956 1200
D MCDERMOTT INTL INC COM 580037109 3 351 SH SHARED 02 351
D MCDERMOTT INTL INC COM 580037109 1380 150309 SH SHARED 04 150309
D MCDERMOTT INTL INC COM 580037109 22 2400 SH SHARED 05 2400
D MCDONALDS CORP COM 580135101 593426 15877628 SH SHARED 01 13529586 2348042
D MCDONALDS CORP COM 580135101 14771 395217 SH SHR/OTHR 01 268781 126436
D MCDONALDS CORP COM 580135101 2312 61878 SH SHARED 02 18179 43699
D MCDONALDS CORP COM 580135101 94650 2532456 SH SHARED 04 2531706 750
D MCDONALDS CORP COM 580135101 43732 1170104 SH SHARED 06 1170104
D MCGRATH RENTCORP COM 580589109 236 14900 SH SHARED 01 14900
D MCGRATH RENTCORP COM 580589109 58 3700 SH SHARED 04 3700
D MCGRAW HILL COS INC COM 580645109 355558 7814478 SH SHARED 01 7133841 680637
D MCGRAW HILL COS INC COM 580645109 15423 338985 SH SHR/OTHR 01 194295 144690
D MCGRAW HILL COS INC COM 580645109 578 12710 SH SHARED 02 1310 11400
D MCGRAW HILL COS INC COM 580645109 12616 277282 SH SHARED 04 277282
D MCGRAW HILL COS INC COM 580645109 773 17000 SH SHARED 05 17000
D MCKESSON HBOC INC COM 58155Q103 63969 3046186 SH SHARED 01 2557443 488743
D MCKESSON HBOC INC COM 58155Q103 16 801 SH SHR/OTHR 01 800 1
D MCKESSON HBOC INC COM 58155Q103 701 33414 SH SHARED 02 30264 3150
D MCKESSON HBOC INC COM 58155Q103 9301 442951 SH SHARED 04 442951
D MCKESSON HBOC INC COM 58155Q103 121 5800 SH SHARED 05 5800
D MCLAREN AUTOMOTIVE GROUP INC COM 581759107 17 6900 SH SHARED 01 6900
D MCLEODUSA INC COM 582266102 50854 599615 SH SHARED 01 216548 383067
D MCLEODUSA INC COM 582266102 50 600 SH SHARED 02 600
D MCLEODUSA INC COM 582266102 2268 26744 SH SHARED 04 26744
D MCLEODUSA INC COM 582266102 279 3300 SH SHARED 05 3300
D MCMORAN EXPLORATION CO COM 582411104 359 18968 SH SHARED 01 18968
D MCMORAN EXPLORATION CO COM 582411104 8 426 SH SHARED 02 121 305
D MCMORAN EXPLORATION CO COM 582411104 100 5300 SH SHARED 04 5300
D MCRAE INDS INC CL A 582757209 1 300 SH SHARED 01 300
D MCRAE INDS INC CL B 582757308 3 600 SH SHARED 01 600
D MEAD CORP COM 582834107 39752 1137823 SH SHARED 01 964532 173291
D MEAD CORP COM 582834107 69 2000 SH SHR/OTHR 01 2000
D MEAD CORP COM 582834107 5227 149629 SH SHARED 04 149629
D MEAD CORP COM 582834107 363 10400 SH SHARED 05 10400
D MEADE INSTRUMENTS CORP COM 583062104 641 9300 SH SHARED 01 9300
D MEADE INSTRUMENTS CORP COM 583062104 138 2000 SH SHARED 02 2000
D MECH FINL INC COM 583492103 1055 31500 SH SHARED 04 31500
D MECHANICAL TECHNOLOGY INC COM 583538103 6929 97595 SH SHARED 01 29995 67600
D MECHANICAL TECHNOLOGY INC COM 583538103 7071 99600 SH SHARED 04 99600
D MEDAREX INC COM 583916101 180 3600 SH SHARED 01 3600
D MEDAREX INC COM 583916101 1322 26325 SH SHARED 04 26325
D MEDALLION FINL CORP COM 583928106 152 9100 SH SHARED 01 9100
D MEDALLION FINL CORP COM 583928106 77 4600 SH SHARED 04 4600
D MEDCOM USA INC COM 584062103 72 15700 SH SHARED 01 15700
D MEDFORD BANCORP INC COM 584131106 11 800 SH SHARED 01 800
D MEDIA ARTS GROUP INC COM 58439C102 8 1200 SH SHARED 01 1200
D MEDIAONE GROUP INC COM 58440J104 560900 6924695 SH SHARED 01 5853011 1071684
D MEDIAONE GROUP INC COM 58440J104 4060 50132 SH SHR/OTHR 01 17168 32964
D MEDIAONE GROUP INC COM 58440J104 404 4997 SH SHARED 02 122 4875
D MEDIAONE GROUP INC COM 58440J104 178801 2207431 SH SHARED 04 2207431
D MEDIAONE GROUP INC COM 58440J104 1174 14500 SH SHARED 05 14500
D MEDIA 100 INC COM 58440W105 174 5000 SH SHARED 01 5000
D MEDIA METRIX INC COM 58440X103 4628 110200 SH SHARED 01 31200 79000
D MEDIA METRIX INC COM 58440X103 58 1400 SH SHARED 04 1400
D MEDIA GEN INC CL A 584404107 8560 163449 SH SHARED 01 64826 98623
D MEDIA GEN INC CL A 584404107 19 375 SH SHARED 02 375
D MEDIA GEN INC CL A 584404107 730 13942 SH SHARED 04 13942
D MEDIA GEN INC CL A 584404107 146 2800 SH SHARED 05 2800
D MEDIA LOGIC INC COM 58441B100 0 10921 SH SHARED 02 10921
D MEDIALINK WORLDWIDE INC COM 58445P105 31 4800 SH SHARED 01 4800
D MEDIAPLEX INC COM 58446B105 208 4000 SH SHARED 01 4000
D MEDIABAY INC COM 58446J108 51 6800 SH SHARED 01 6800
D MEDIACOM COMMUNICATIONS CORP CL A 58446K105 95 6850 SH SHARED 01 6850
D MEDICAL ALLIANCE INC COM 58449S105 8 2100 SH SHARED 02 2100
D MEDICAL ASSURN INC COM 58449U100 709 37212 SH SHARED 01 37212
D MEDICAL ASSURN INC COM 58449U100 224 11775 SH SHARED 02 2900 8875
D MEDICAL ASSURN INC COM 58449U100 190 10000 SH SHARED 04 10000
D MEDICAL MANAGER CORP NEW COM 58461U103 1420 40525 SH SHARED 01 39525 1000
D MEDICAL MANAGER CORP NEW COM 58461U103 432 12325 SH SHARED 02 12125 200
D MEDICAL MANAGER CORP NEW COM 58461U103 3367 96034 SH SHARED 04 96034
D MEDICALCONTROL INC COM 584636104 12 1700 SH SHARED 01 1700
D MEDICALOGIC INC COM 584642102 149 8600 SH SHARED 01 8600
D MEDICALOGIC INC COM 584642102 6 400 SH SHR/OTHR 01 400
D MEDICONSULT COM INC COM 58469J100 578 201128 SH SHARED 01 26328 174800
D MEDICONSULT COM INC COM 58469J100 2 1000 SH SHARED 02 1000
D MEDICONSULT COM INC COM 58469J100 14 5200 SH SHARED 04 5200
D MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 5159 128995 SH SHARED 01 51369 77626
D MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 1436 35900 SH SHARED 04 35900
D MEDIMMUNE INC COM 584699102 62499 358933 SH SHARED 01 232187 126746
D MEDIMMUNE INC COM 584699102 52 300 SH SHR/OTHR 01 150 150
D MEDIMMUNE INC COM 584699102 115 664 SH SHARED 02 112 552
D MEDIMMUNE INC COM 584699102 5685 32651 SH SHARED 04 32651
D MEDIMMUNE INC COM 584699102 1201 6900 SH SHARED 05 6900
D MEDIWARE INFORMATION SYS INC COM 584946107 40 5900 SH SHARED 01 5900
D MEDQUIST INC COM 584949101 1648 60619 SH SHARED 01 60619
D MEDQUIST INC COM 584949101 108 4002 SH SHARED 02 4002
D MEDQUIST INC COM 584949101 607 22335 SH SHARED 04 22335
D MEDITRUST CORP PAIRED CTF NEW 58501T306 1150 634664 SH SHARED 01 272748 361916
D MEDITRUST CORP PAIRED CTF NEW 58501T306 26 14500 SH SHR/OTHR 01 12000 2500
D MEDITRUST CORP PAIRED CTF NEW 58501T306 18 10228 SH SHARED 02 10028 200
D MEDITRUST CORP PAIRED CTF NEW 58501T306 16 9084 SH SHARED 04 9084
D MEDSTONE INTL INC NEW COM 58505C101 12 2000 SH SHARED 01 2000
D MEDSTONE INTL INC NEW COM 58505C101 12 2000 SH SHR/OTHR 01 2000
D MEDTRONIC INC COM 585055106 776293 15092128 SH SHARED 01 12600435 2491693
D MEDTRONIC INC COM 585055106 15393 299273 SH SHR/OTHR 01 160399 138874
D MEDTRONIC INC COM 585055106 9307 180952 SH SHARED 02 32270 148682
D MEDTRONIC INC COM 585055106 53414 1038443 SH SHARED 04 1038168 275
D MEDTRONIC INC COM 585055106 1828 35540 SH SHARED 06 35540
D MELLON FINL CORP COM 58551A108 245367 8247658 SH SHARED 01 7031593 90026 1126039
D MELLON FINL CORP COM 58551A108 19289 648394 SH SHR/OTHR 01 468800 179594
D MELLON FINL CORP COM 58551A108 4388 147507 SH SHARED 02 2400 145107
D MELLON FINL CORP COM 58551A108 21614 726547 SH SHARED 04 726547
D MELLON FINL CORP COM 58551A108 38 1300 SH SHARED 05 1300
D MEMBERWORKS INC COM 586002107 809 20182 SH SHARED 01 20182
D MEMBERWORKS INC COM 586002107 146 3650 SH SHARED 02 3650
D MEMBERWORKS INC COM 586002107 5926 147700 SH SHARED 03 147700
D MEMBERWORKS INC COM 586002107 200 5000 SH SHARED 04 5000
D MENS WEARHOUSE INC COM 587118100 8596 290169 SH SHARED 01 96995 193174
D MENS WEARHOUSE INC COM 587118100 370 12500 SH SHARED 04 12500
D MENTOR CORP MINN COM 587188103 7687 284728 SH SHARED 01 75833 208895
D MENTOR CORP MINN COM 587188103 637 23600 SH SHARED 04 23600
D MENTOR GRAPHICS CORP COM 587200106 7087 468597 SH SHARED 01 269453 199144
D MENTOR GRAPHICS CORP COM 587200106 226 15005 SH SHARED 02 15005
D MENTOR GRAPHICS CORP COM 587200106 795 52563 SH SHARED 04 52563
D MENTOR GRAPHICS CORP COM 587200106 101 6700 SH SHARED 05 6700
D MERANT PLC SPONSORED ADR 587336108 7 275 SH SHARED 01 275
D MERANT PLC SPONSORED ADR 587336108 13 500 SH SHARED 02 500
D MERCANTILE BANKSHARES CORP COM 587405101 10818 353980 SH SHARED 01 152918 201062
D MERCANTILE BANKSHARES CORP COM 587405101 1715 56119 SH SHARED 02 3775 52344
D MERCANTILE BANKSHARES CORP COM 587405101 2300 75262 SH SHARED 04 75262
D MERCANTILE BANKSHARES CORP COM 587405101 223 7300 SH SHARED 05 7300
D MERCHANTS GROUP INC COM 588539106 4 300 SH SHARED 01 300
D MERCHANTS N Y BANCORP INC COM 589167105 488 29700 SH SHARED 01 29100 600
D MERCHANTS N Y BANCORP INC COM 589167105 131 8000 SH SHARED 04 8000
D MERCK & CO INC COM 589331107 1957792 31513756 SH SHARED 01 27089107 4424649
D MERCK & CO INC COM 589331107 86110 1386081 SH SHR/OTHR 01 956943 429138
D MERCK & CO INC COM 589331107 13751 221350 SH SHARED 02 77666 143684
D MERCK & CO INC COM 589331107 235537 3791341 SH SHARED 04 3790881 460
D MERCK & CO INC COM 589331107 5373 86500 SH SHARED 05 86500
D MERCK & CO INC COM 589331107 22492 362060 SH SHARED 06 362060
D MERCURY AIR GROUP INC COM 589354109 73 10000 SH SHARED 01 10000
D MERCURY AIR GROUP INC COM 589354109 73 10000 SH SHR/OTHR 01 10000
D MERCURY COMPUTER SYS COM 589378108 4199 85922 SH SHARED 01 76844 9078
D MERCURY COMPUTER SYS COM 589378108 415 8500 SH SHARED 04 8500
D MERCURY GENL CORP NEW COM 589400100 3351 113620 SH SHARED 01 31520 82100
D MERCURY GENL CORP NEW COM 589400100 8 300 SH SHARED 02 300
D MERCURY GENL CORP NEW COM 589400100 370 12560 SH SHARED 04 12560
D MERCURY GENL CORP NEW COM 589400100 168 5700 SH SHARED 05 5700
D MERCURY INTERACTIVE CORP COM 589405109 22101 278884 SH SHARED 01 278884
D MERCURY INTERACTIVE CORP COM 589405109 1256 15859 SH SHARED 02 12859 3000
D MERCURY INTERACTIVE CORP COM 589405109 18561 234209 SH SHARED 04 234209
D MEREDITH CORP COM 589433101 15273 551644 SH SHARED 01 432053 119591
D MEREDITH CORP COM 589433101 16 600 SH SHARED 02 600
D MEREDITH CORP COM 589433101 1731 62534 SH SHARED 04 62534
D MERIDIAN DIAGNOSTICS INC COM 589602101 5 600 SH SHARED 01 600
D MERIDIAN INSURANCE GROUP INC COM 589644103 12 968 SH SHARED 01 968
D MERIDIAN MED TECHNOLOGIES INC COM 589658103 67 8700 SH SHARED 01 8700
D MERIDIAN RESOURCE CORP COM 58977Q109 20 5408 SH SHARED 01 5408
D MERIDIAN RESOURCE CORP COM 58977Q109 42 10900 SH SHARED 04 10900
D MERISTAR HOSPITALITY CORP COM 58984Y103 1174 67380 SH SHARED 01 67380
D MERISTAR HOSPITALITY CORP COM 58984Y103 26 1500 SH SHARED 02 1500
D MERISTAR HOSPITALITY CORP COM 58984Y103 340 19500 SH SHARED 04 19500
D MERISEL INC COM 589849108 256 152128 SH SHARED 01 152128
D MERISEL INC COM 589849108 56 33400 SH SHARED 04 33400
D MERITOR AUTOMOTIVE INC COM 59000G100 5983 378406 SH SHARED 01 181819 196587
D MERITOR AUTOMOTIVE INC COM 59000G100 197 12498 SH SHARED 02 2820 9678
D MERITOR AUTOMOTIVE INC COM 59000G100 1170 74007 SH SHARED 04 74007
D MERITOR AUTOMOTIVE INC COM 59000G100 112 7100 SH SHARED 05 7100
D MERRILL LYNCH & CO INC COM 590188108 429263 4088225 SH SHARED 01 3495140 593085
D MERRILL LYNCH & CO INC COM 590188108 157 1500 SH SHR/OTHR 01 350 1150
D MERRILL LYNCH & CO INC COM 590188108 4021 38300 SH SHARED 02 34850 3450
D MERRILL LYNCH & CO INC COM 590188108 53508 509602 SH SHARED 04 509602
D MERRILL LYNCH & CO INC COM 590188108 2971 28300 SH SHARED 05 28300
D MERRY LAND PROPERTIES INC COM 590441101 13 2385 SH SHARED 01 2385
D MERRY LAND PROPERTIES INC COM 590441101 1 215 SH SHARED 02 60 155
D MESA AIR GROUP INC COM 590479101 275 44100 SH SHARED 01 44100
D MESA AIR GROUP INC COM 590479101 3 621 SH SHARED 02 621
D MESA AIR GROUP INC COM 590479101 988 158152 SH SHARED 04 158152
D MESABA HLDGS INC COM 59066B102 158 13900 SH SHARED 01 13900
D MESABA HLDGS INC COM 59066B102 56 4900 SH SHARED 04 4900
D MESA RTY TR UNIT BEN INT 590660106 8 200 SH SHARED 01 200
D MESABI TR CTF BEN INT 590672101 8 3000 SH SHARED 02 3000
D MESSAGEMEDIA INC COM 590787107 1339 105600 SH SHARED 01 96067 9533
D MESSAGEMEDIA INC COM 590787107 6 500 SH SHARED 02 500
D MESSAGEMEDIA INC COM 590787107 152 12000 SH SHARED 04 12000
D MESTEK INC COM 590829107 37 2200 SH SHARED 01 2200
D MESTEK INC COM 590829107 21 1300 SH SHARED 04 1300
D MET PRO CORP COM 590876306 6 675 SH SHARED 01 675
D META GROUP INC COM 591002100 126 4850 SH SHARED 01 4850
D METACREATIONS CORP COM 591016100 104 4900 SH SHARED 01 4900
D METACREATIONS CORP COM 591016100 1156 54440 SH SHARED 02 6500 47940
D METALCLAD CORP COM NEW 591142203 0 200 SH SHARED 02 200
D METALS USA INC COM 591324108 366 55383 SH SHARED 01 55383
D METALS USA INC COM 591324108 9788 1477482 SH SHARED 02 1477482
D METALS USA INC COM 591324108 82 12400 SH SHARED 04 12400
D METAMOR WORLDWIDE INC COM 59133P100 8769 309728 SH SHARED 01 102428 207300
D METAMOR WORLDWIDE INC COM 59133P100 110 3900 SH SHARED 02 2400 1500
D METAMOR WORLDWIDE INC COM 59133P100 12645 446660 SH SHARED 04 446660
D METASOLV SOFTWARE INC COM 591393103 318 5400 SH SHARED 01 4400 1000
D METASOLV SOFTWARE INC COM 591393103 59 1000 SH SHARED 02 1000
D METHODE ELECTRS INC CL A 591520200 9111 180428 SH SHARED 01 96350 84078
D METHODE ELECTRS INC CL A 591520200 757 15000 SH SHARED 04 15000
D METRICOM INC COM 591596101 4159 89700 SH SHARED 01 37400 52300
D METRICOM INC COM 591596101 13 300 SH SHARED 02 300
D METRICOM INC COM 591596101 296 6400 SH SHARED 04 6400
D METRIS COS INC COM 591598107 2566 66020 SH SHARED 01 66020
D METRIS COS INC COM 591598107 878 22600 SH SHARED 04 22600
D METRO GOLDWYN MAYER INC COM 591610100 419 16500 SH SHARED 01 16500
D METRO GOLDWYN MAYER INC COM 591610100 176 6930 SH SHARED 04 6930
D METRO INFORMATION SERVICES INC COM 59162P104 149 10400 SH SHARED 01 10400
D METRO INFORMATION SERVICES INC COM 59162P104 38 2700 SH SHARED 04 2700
D METROCALL INC COM 591647102 146 14600 SH SHARED 01 14600
D METROCALL INC COM 591647102 255 25500 SH SHARED 02 22500 3000
D METROMEDIA FIBER NETWORK INC CL A 591689104 50258 519468 SH SHARED 01 197277 322191
D METROMEDIA FIBER NETWORK INC CL A 591689104 684 7080 SH SHARED 02 1900 5180
D METROMEDIA FIBER NETWORK INC CL A 591689104 1586 16401 SH SHARED 04 16401
D METROMEDIA FIBER NETWORK INC CL A 591689104 154 1600 SH SHARED 05 1600
D METROMEDIA INTL GROUP INC COM 591695101 1940 344967 SH SHARED 01 119097 225870
D METROMEDIA INTL GROUP INC COM 591695101 14 2500 SH SHARED 02 2500
D METROMEDIA INTL GROUP INC COM 591695101 120 21400 SH SHARED 04 21400
D METTLER TOLEDO INTERNATIONAL COM 592688105 2152 52590 SH SHARED 01 52590
D METTLER TOLEDO INTERNATIONAL COM 592688105 638 15600 SH SHARED 02 4600 11000
D METTLER TOLEDO INTERNATIONAL COM 592688105 2280 55700 SH SHARED 04 55700
D MEXICO EQUITY & INCOME FD COM 592834105 5559 488728 SH SHARED 04 488728
D MEXICO FD INC COM 592835102 70 4000 SH SHARED 01 4000
D MEXICO FD INC COM 592835102 70 4000 SH SHR/OTHR 01 4000
D MEXICO FD INC COM 592835102 12 700 SH SHARED 02 700
D MEXICO FD INC COM 592835102 2421 137900 SH SHARED 04 137900
D MIAMI COMPUTER SUPPLY CORP COM 593261100 435 13886 SH SHARED 01 13886
D MIAMI COMPUTER SUPPLY CORP COM 593261100 128 4100 SH SHARED 04 4100
D MICHAEL FOOD INC NEW COM 594079105 2929 139497 SH SHARED 01 52175 87322
D MICHAEL FOOD INC NEW COM 594079105 848 40386 SH SHARED 04 40386
D MICHAELS STORES INC COM 594087108 7205 176828 SH SHARED 01 92311 84517
D MICHAELS STORES INC COM 594087108 1381 33900 SH SHARED 04 33900
D MICHIGAN FINL CORP COM 594480105 143 5660 SH SHARED 01 5660
D MICHIGAN FINL CORP COM 594480105 27 1100 SH SHARED 04 1100
D MICRO COMPONENT TECHNOLOGY INC COM 59479Q100 44 4874 SH SHARED 01 4874
D MICREL INC COM 594793101 4635 48283 SH SHARED 01 48283
D MICREL INC COM 594793101 1142 11900 SH SHARED 04 11900
D MICREL INC COM 594793101 384 4000 SH SHARED 05 4000
D MICROS SYS INC COM 594901100 5612 89183 SH SHARED 01 47383 41800
D MICROS SYS INC COM 594901100 6 100 SH SHARED 02 100
D MICROS SYS INC COM 594901100 427 6800 SH SHARED 04 6800
D MICROSOFT CORP COM 594918104 5843732 54999837 SH SHARED 01 50011560 100 4988177
D MICROSOFT CORP COM 594918104 87909 827386 SH SHR/OTHR 01 359171 468215
D MICROSOFT CORP COM 594918104 62992 592868 SH SHARED 02 301783 291085
D MICROSOFT CORP COM 594918104 862000 8112949 SH SHARED 04 8112224 725
D MICROSOFT CORP COM 594918104 15395 144900 SH SHARED 05 144900
D MICROSOFT CORP COM 594918104 130471 1227970 SH SHARED 06 1227970
D MICROAGE INC COM 594928103 6 2900 SH SHARED 01 2900
D MICROTEST INC COM 594941106 116 7900 SH SHARED 01 7900
D MICROTEST INC COM 594941106 73 5000 SH SHARED 02 5000
D MICROVISION INC WASH COM 594960106 200 3600 SH SHARED 01 3600
D MICROSTRATEGY INC CL A 594972101 35587 408756 SH SHARED 01 161959 246797
D MICROSTRATEGY INC CL A 594972101 182 2100 SH SHARED 02 2000 100
D MICROSTRATEGY INC CL A 594972101 2846 32700 SH SHARED 04 32700
D MICROCELL TELECOMMUNICATIONS CL B NON VTG 59501T304 1442 32500 SH SHARED 04 32500
D MICROCHIP TECHNOLOGY INC COM 595017104 40498 615947 SH SHARED 01 429115 186832
D MICROCHIP TECHNOLOGY INC COM 595017104 226 3450 SH SHARED 02 1200 2250
D MICROCHIP TECHNOLOGY INC COM 595017104 7326 111431 SH SHARED 04 111431
D MICROCHIP TECHNOLOGY INC COM 595017104 1094 16650 SH SHARED 05 16650
D MICROCIDE PHARMACEUTICALS INC COM 595018102 21 1680 SH SHARED 02 1680
D MICROGRAFX INC COM 595077108 6 927 SH SHARED 04 927
D MICROMUSE INC COM 595094103 26190 188674 SH SHARED 01 93006 95668
D MICROMUSE INC COM 595094103 1290 9300 SH SHARED 04 9300
D MICROMUSE INC COM 595094103 402 2900 SH SHARED 05 2900
D MICRON ELECTRONICS INC COM 595100108 2269 162079 SH SHARED 01 111481 50598
D MICRON ELECTRONICS INC COM 595100108 42 3000 SH SHR/OTHR 01 3000
D MICRON ELECTRONICS INC COM 595100108 554 39600 SH SHARED 04 39600
D MICRON TECHNOLOGY INC SUB NT CONV 7%04 595112AB9 492 263000 PRN SHARED 04 263000
D MICRON TECHNOLOGY INC COM 595112103 341163 2707649 SH SHARED 01 2445157 262492
D MICRON TECHNOLOGY INC COM 595112103 12461 98900 SH SHARED 02 98900
D MICRON TECHNOLOGY INC COM 595112103 12643 100349 SH SHARED 04 100349
D MICRON TECHNOLOGY INC COM 595112103 970 7700 SH SHARED 05 7700
D MICRON TECHNOLOGY INC COM 595112103 522 4150 SH SHARED 06 4150
D MICRONETICS WIRELESS INC COM 595125105 70 4700 SH SHARED 01 4700
D MICROSEMI CORP COM 595137100 150 4400 SH SHARED 01 4400
D MICROTOUCH SYS INC COM 595145103 108 8500 SH SHARED 01 8500
D MID-AMER APT CMNTYS INC COM 59522J103 541 23800 SH SHARED 01 23800
D MID-AMER APT CMNTYS INC COM 59522J103 172 7600 SH SHARED 04 7600
D MID ATLANTIC MED SVCS INC COM 59523C107 2892 312700 SH SHARED 01 97299 215401
D MID ATLANTIC MED SVCS INC COM 59523C107 4 500 SH SHARED 02 500
D MID ATLANTIC MED SVCS INC COM 59523C107 175 19000 SH SHARED 04 19000
D MID-ATLANTIC RLTY TR SH BEN INT 595232109 9 1000 SH SHARED 02 1000
D MID-STATE BANCSHARES COM 595440108 245 9800 SH SHARED 01 9800
D MID-STATE BANCSHARES COM 595440108 30 1200 SH SHR/OTHR 01 1200
D MID-STATE BANCSHARES COM 595440108 115 4600 SH SHARED 04 4600
D MIDAMERICAN ENERGY HLDGS NEW COM 59562V107 0 1700 SH SHARED 01 1700
D MIDAS GROUP INC COM 595626102 3329 138713 SH SHARED 01 42334 96379
D MIDAS GROUP INC COM 595626102 3 146 SH SHR/OTHR 01 146
D MIDAS GROUP INC COM 595626102 28 1200 SH SHARED 02 400 800
D MIDAS GROUP INC COM 595626102 163 6800 SH SHARED 04 6800
D MIDCOAST ENERGY RES INC COM 59563W104 11 687 SH SHARED 01 687
D MIDCAP SPDR TR UNIT SER 1 595635103 217 2386 SH SHARED 02 300 2086
D MID AMER BANCORP COM 595915109 294 11345 SH SHARED 01 11345
D MID AMER BANCORP COM 595915109 91 3500 SH SHARED 04 3500
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 28 1200 SH SHARED 01 1200
D MIDLAND CO COM 597486109 42 1800 SH SHARED 04 1800
D MIDWEST EXPRESS HLDGS INC COM 597911106 616 24050 SH SHARED 01 24050
D MIDWEST EXPRESS HLDGS INC COM 597911106 322 12600 SH SHARED 04 12600
D MIDWAY GAMES INC COM 598148104 555 41911 SH SHARED 01 41911
D MIDWAY GAMES INC COM 598148104 1 119 SH SHARED 02 119
D MIDWAY GAMES INC COM 598148104 304 23000 SH SHARED 04 23000
D MIDWEST BANC HOLDINGS INC COM 598251106 37 2800 SH SHARED 01 2800
D MIDWEST BANC HOLDINGS INC COM 598251106 47 3500 SH SHARED 04 3500
D MIKASA INC COM 59862T109 110 14800 SH SHARED 01 14800
D MIKASA INC COM 59862T109 20 2700 SH SHARED 04 2700
D MILACRON INC COM 598709103 6346 439628 SH SHARED 01 346428 93200
D MILACRON INC COM 598709103 843 58429 SH SHARED 04 58429
D MILACRON INC COM 598709103 12 900 SH SHARED 05 900
D MILESTONE SCIENTIFIC INC COM 59935P100 9 4300 SH SHARED 01 4300
D MILLENNIUM PHARMACEUTICALS INC SUB NT CV 144A07 599902AA1 900 1000000 PRN SHARED 01 1000000
D MILLENNIUM PHARMACEUTICALS INC SUB NT CV 144A07 599902AA1 29520 32800000 PRN SHARED 04 32800000
D MILLENNIUM PHARMACEUTICALS INC COM 599902103 10341 79629 SH SHARED 01 79329 300
D MILLENNIUM PHARMACEUTICALS INC COM 599902103 314 2425 SH SHARED 02 2025 400
D MILLENNIUM PHARMACEUTICALS INC COM 599902103 7321 56376 SH SHARED 04 56376
D MILLENNIUM PHARMACEUTICALS INC COM 599902103 688 5300 SH SHARED 05 5300
D MILLENNIUM CHEMICALS INC COM 599903101 6059 302982 SH SHARED 01 97747 205235
D MILLENNIUM CHEMICALS INC COM 599903101 7 357 SH SHR/OTHR 01 357
D MILLENNIUM CHEMICALS INC COM 599903101 700 35032 SH SHARED 04 35032
D MILLENNIUM CHEMICALS INC COM 599903101 94 4700 SH SHARED 05 4700
D MILLER BLDG SYS INC COM 600404107 0 100 SH SHARED 01 100
D MILLER HERMAN INC COM 600544100 11660 416447 SH SHARED 01 242687 173760
D MILLER HERMAN INC COM 600544100 11 400 SH SHARED 02 400
D MILLER HERMAN INC COM 600544100 895 31979 SH SHARED 04 31979
D MILLER HERMAN INC COM 600544100 246 8800 SH SHARED 05 8800
D MILLER INDS INC TENN COM 600551105 155 40900 SH SHARED 01 40900
D MILLER INDS INC TENN COM 600551105 63 16600 SH SHARED 04 16600
D MILLIPORE CORP COM 601073109 28495 504901 SH SHARED 01 407231 97670
D MILLIPORE CORP COM 601073109 50 900 SH SHR/OTHR 01 900
D MILLIPORE CORP COM 601073109 16 300 SH SHARED 02 300
D MILLIPORE CORP COM 601073109 3733 66151 SH SHARED 04 66151
D MILLIPORE CORP COM 601073109 174 3100 SH SHARED 05 3100
D MILLS CORP COM 601148109 5542 307930 SH SHARED 01 32417 275513
D MILLS CORP COM 601148109 115 6400 SH SHARED 04 6400
D MINE SAFETY APPLIANCES CO COM 602720104 318 4600 SH SHARED 01 4600
D MINE SAFETY APPLIANCES CO COM 602720104 90 1300 SH SHARED 04 1300
D MINERALS TECHNOLOGIES INC COM 603158106 6500 145868 SH SHARED 01 72868 73000
D MINERALS TECHNOLOGIES INC COM 603158106 724 16256 SH SHARED 04 16256
D MINERALS TECHNOLOGIES INC COM 603158106 84 1900 SH SHARED 05 1900
D MINIMED INC COM 60365K108 18272 141100 SH SHARED 01 78377 62723
D MINIMED INC COM 60365K108 181 1400 SH SHR/OTHR 01 1400
D MINIMED INC COM 60365K108 1850 14292 SH SHARED 04 14292
D MINIMED INC COM 60365K108 427 3300 SH SHARED 05 3300
D MINNESOTA MNG & MFG CO COM 604059105 456553 5155180 SH SHARED 01 4480068 675112
D MINNESOTA MNG & MFG CO COM 604059105 12563 141863 SH SHR/OTHR 01 98220 43643
D MINNESOTA MNG & MFG CO COM 604059105 1355 15307 SH SHARED 02 5430 9877
D MINNESOTA MNG & MFG CO COM 604059105 35475 400573 SH SHARED 04 400573
D MINNESOTA MNG & MFG CO COM 604059105 3595 40600 SH SHARED 05 40600
D MINNESOTA PWR INC COM 604110106 5509 331424 SH SHARED 01 112772 218652
D MINNESOTA PWR INC COM 604110106 20198 1214968 SH SHARED 04 1214968
D MINNESOTA PWR INC COM 604110106 139 8400 SH SHARED 05 8400
D MINUTEMAN INTL INC COM 604540104 2 300 SH SHARED 01 300
D MIPS TECHNOLOGIES INC CL A 604567107 7945 142837 SH SHARED 01 39304 103533
D MIPS TECHNOLOGIES INC CL A 604567107 269 4842 SH SHARED 04 4842
D MIRAGE RESORTS INC COM 60462E104 57046 2944339 SH SHARED 01 2860394 83945
D MIRAGE RESORTS INC COM 60462E104 36 1900 SH SHARED 02 1900
D MIRAGE RESORTS INC COM 60462E104 15486 799288 SH SHARED 04 799288
D MIRAGE RESORTS INC COM 60462E104 135 7000 SH SHARED 05 7000
D MIRAVANT MED TECHNOLOGIES COM 604690107 35 2300 SH SHARED 01 2300
D MISSION CRITICAL SOFTWARE INC COM 605047109 226 3700 SH SHARED 01 3700
D MISSION CRITICAL SOFTWARE INC COM 605047109 73 1200 SH SHARED 02 1200
D MISSION WEST PPTYS INC COM 605203108 19 2300 SH SHARED 01 2300
D MISSISSIPPI CHEM CORP COM NEW 605288208 1105 162347 SH SHARED 01 70302 92045
D MISSISSIPPI CHEM CORP COM NEW 605288208 0 53 SH SHARED 02 53
D MISSISSIPPI CHEM CORP COM NEW 605288208 74 10900 SH SHARED 04 10900
D MISSISSIPPI VY BANCSHARES INC COM 605720101 233 9800 SH SHARED 01 9800
D MISSISSIPPI VY BANCSHARES INC COM 605720101 14 600 SH SHARED 02 600
D MISSISSIPPI VY BANCSHARES INC COM 605720101 59 2500 SH SHARED 04 2500
D MITCHAM INDS INC COM 606501104 33 6200 SH SHARED 01 6200
D MITCHELL ENERGY & DEV CORP CL A 606592202 4656 212850 SH SHARED 01 49179 163671
D MITCHELL ENERGY & DEV CORP CL A 606592202 3 175 SH SHARED 02 175
D MITCHELL ENERGY & DEV CORP CL A 606592202 185 8500 SH SHARED 04 8500
D MITCHELL ENERGY & DEV CORP CL B 606592301 17 800 SH SHARED 01 800
D MITCHELL ENERGY & DEV CORP CL B 606592301 19 900 SH SHARED 02 900
D MITEK SYS INC COM NEW 606710200 25 2300 SH SHARED 01 2300
D MOBIUS MGMT SYSTEMS INC COM 606925105 116 9600 SH SHARED 02 9600
D MOBILE MINI INC COM 60740F105 161 8300 SH SHARED 01 8300
D MOBILE MINI INC COM 60740F105 230 11800 SH SHARED 04 11800
D MODEM MEDIA POPPE TYSON INC CL A 607533106 3584 110722 SH SHARED 01 20550 90172
D MODEM MEDIA POPPE TYSON INC CL A 607533106 80 2500 SH SHARED 04 2500
D MODINE MFG CO COM 607828100 4937 196510 SH SHARED 01 81618 114892
D MODINE MFG CO COM 607828100 530 21100 SH SHARED 04 21100
D MODINE MFG CO COM 607828100 77 3100 SH SHARED 05 3100
D MODIS PROFESSIONAL SVCS INC COM 607830106 6772 547290 SH SHARED 01 251580 295710
D MODIS PROFESSIONAL SVCS INC COM 607830106 59 4800 SH SHARED 02 800 4000
D MODIS PROFESSIONAL SVCS INC COM 607830106 2164 174882 SH SHARED 04 174882
D MODIS PROFESSIONAL SVCS INC COM 607830106 136 11000 SH SHARED 05 11000
D MOHAWK INDS INC COM 608190104 7482 334425 SH SHARED 01 334425
D MOHAWK INDS INC COM 608190104 1064 47596 SH SHARED 04 47596
D MOHAWK INDS INC COM 608190104 138 6200 SH SHARED 05 6200
D MOLECULAR DEVICES CORP COM 60851C107 6531 85100 SH SHARED 01 14900 70200
D MOLECULAR DEVICES CORP COM 60851C107 22 290 SH SHARED 02 290
D MOLECULAR DEVICES CORP COM 60851C107 314 4100 SH SHARED 04 4100
D MOLEX INC COM 608554101 95618 1627547 SH SHARED 01 1619282 8265
D MOLEX INC COM 608554101 678 11546 SH SHARED 02 1906 9640
D MOLEX INC COM 608554101 25525 434482 SH SHARED 04 434482
D MOLEX INC COM 608554101 242 4125 SH SHARED 05 4125
D MOLEX INC CL A 608554200 1076 24266 SH SHARED 01 24266
D MOLEX INC CL A 608554200 103 2342 SH SHR/OTHR 01 2342
D MOLEX INC CL A 608554200 119668 2696762 SH SHARED 04 2696762
D MOMENTUM BUSINESS APPS INC CL A 60877P108 5 672 SH SHARED 01 672
D MOMENTUM BUSINESS APPS INC CL A 60877P108 0 4 SH SHR/OTHR 01 4
D MOMENTUM BUSINESS APPS INC CL A 60877P108 1 127 SH SHARED 02 127
D MONACO COACH CORP COM 60886R103 397 20900 SH SHARED 01 20900
D MONACO COACH CORP COM 60886R103 134 7100 SH SHARED 04 7100
D MONDAVI ROBERT CORP CL A 609200100 2792 80083 SH SHARED 01 16717 63366
D MONDAVI ROBERT CORP CL A 609200100 160 4600 SH SHARED 04 4600
D MONMOUTH REAL ESTATE INVT CORP CL A 609720107 15 3000 SH SHARED 01 3000
D MONSANTO CO COM 611662107 381391 7405664 SH SHARED 01 6328988 1076676
D MONSANTO CO COM 611662107 7983 155013 SH SHR/OTHR 01 108325 46688
D MONSANTO CO COM 611662107 698 13571 SH SHARED 02 4885 8686
D MONSANTO CO COM 611662107 122723 2382986 SH SHARED 04 2382986
D MONSANTO CO COM 611662107 684 13300 SH SHARED 05 13300
D MONSANTO CO ADJ CONVR RATE 611662305 4575 100000 SH SHARED 01 100000
D MONTANA POWER CO COM 612085100 51496 804626 SH SHARED 01 524992 279634
D MONTANA POWER CO COM 612085100 102 1600 SH SHR/OTHR 01 1600
D MONTANA POWER CO COM 612085100 209 3270 SH SHARED 02 3270
D MONTANA POWER CO COM 612085100 128607 2009491 SH SHARED 04 2009491
D MONTANA POWER CO COM 612085100 825 12900 SH SHARED 05 12900
D MONTEREY BAY BANCORP INC COM 61239H107 83 9700 SH SHARED 01 9700
D MONY GROUP INC COM 615337102 3067 94920 SH SHARED 01 77220 17700
D MONY GROUP INC COM 615337102 888 27500 SH SHARED 04 27500
D MOOG INC CL A 615394202 139 7600 SH SHARED 01 7600
D MOOG INC CL A 615394202 33 1800 SH SHARED 04 1800
D MOOG INC CL B 615394301 8 200 SH SHARED 01 200
D MOORE LTD COM 615785102 36 9801 SH SHARED 01 7201 2600
D MOORE LTD COM 615785102 8 2300 SH SHARED 04 2300
D MOORE MED CORP COM 615799103 11 1000 SH SHARED 01 1000
D MORGAN J P & CO INC COM 616880100 305983 2322453 SH SHARED 01 2004265 1800 316388
D MORGAN J P & CO INC COM 616880100 22063 167467 SH SHR/OTHR 01 100777 66690
D MORGAN J P & CO INC COM 616880100 1783 13536 SH SHARED 02 2785 10751
D MORGAN J P & CO INC COM 616880100 22220 168655 SH SHARED 04 168655
D MORGAN J P & CO INC COM 616880100 698 5300 SH SHARED 05 5300
D MORGAN STANLEY FIN PLC UNIT EX 113015 616906707 4 200 SH SHARED 02 200
D MORGAN KEEGAN INC COM 617410105 697 40437 SH SHARED 01 40437
D MORGAN KEEGAN INC COM 617410105 8 500 SH SHARED 02 500
D MORGAN KEEGAN INC COM 617410105 438 25400 SH SHARED 04 25400
D MORGAN STANLEY D WITTER EMG MK COM 61744G107 139 8000 SH SHARED 04 8000
D MORGAN STANLEY D WITTER EMG DB COM 61744H105 76 10000 SH SHR/OTHR 01 10000
D MORGAN STANLEY D WITTER EMG DB COM 61744H105 4 600 SH SHARED 02 600
D MORGAN STANLEY D WITTER HI YLD COM 61744M104 12 1067 SH SHARED 02 1067
D MORGAN STANLEY D WITTER GLB OP COM 61744R103 313 35600 SH SHARED 04 35600
D MORGAN STAN D WITTER ASIA PAC COM 61744U106 238 21900 SH SHARED 01 21900
D MORGAN STAN D WITTER ASIA PAC COM 61744U106 75 6900 SH SHR/OTHR 01 6900
D MORGAN STAN D WITTER ASIA PAC COM 61744U106 26339 2422000 SH SHARED 04 2422000
D MORGAN STAN D WITTER AFRIC INV COM 617444104 6 700 SH SHARED 01 700
D MORGAN STAN D WITTER AFRIC INV COM 617444104 2372 261800 SH SHARED 04 261800
D MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 1076514 12989622 SH SHARED 01 10959937 2029685
D MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 10805 130386 SH SHR/OTHR 01 90230 40156
D MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 2211 26684 SH SHARED 02 7686 18998
D MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 127667 1540481 SH SHARED 04 1540406 75
D MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 4284 51700 SH SHARED 05 51700
D MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 2690 32460 SH SHARED 06 32460
D MORGAN STANLEY D WITTER INDIA COM 61745C105 2272 172300 SH SHARED 04 172300
D MORGAN STANLEY DEAN WITTER GOVT INCOME TR 61745P106 10972 1361000 SH SHARED 04 1361000
D MORGAN STANLEY DEAN WITTER QUALT MUN INCM 61745P734 72 5300 SH SHARED 02 5300
D MORRISON KNUDSEN CORP NEW COM 61844A109 1118 151611 SH SHARED 01 85902 65709
D MORRISON KNUDSEN CORP NEW COM 61844A109 0 100 SH SHR/OTHR 01 100
D MORRISON KNUDSEN CORP NEW COM 61844A109 98 13300 SH SHARED 04 13300
D MORRISON KNUDSEN CORP NEW WT EXP 031103 61844A117 1 934 SH SHARED 01 928 6
D MORRISON KNUDSEN CORP NEW WT EXP 031103 61844A117 0 1 SH SHARED 02 1
D MORRISON MGMT SPECIALISTS INC COM 618459101 516 18601 SH SHARED 01 18601
D MORRISON MGMT SPECIALISTS INC COM 618459101 138 5000 SH SHARED 04 5000
D MORTONS RESTAURANT GROUP INC COM 619429103 5 300 SH SHARED 01 300
D MOTHERS WK INC COM 619903107 324 27000 SH SHARED 02 23600 3400
D MOTOROLA INC COM 620076109 1205041 8253708 SH SHARED 01 7049521 1204187
D MOTOROLA INC COM 620076109 16664 114143 SH SHR/OTHR 01 68630 45513
D MOTOROLA INC COM 620076109 16244 111264 SH SHARED 02 43983 67281
D MOTOROLA INC COM 620076109 136894 937632 SH SHARED 04 937632
D MOTOROLA INC COM 620076109 4321 29600 SH SHARED 05 29600
D MOVADO GROUP INC COM 624580106 95 9500 SH SHARED 01 9500
D MOVADO GROUP INC COM 624580106 37 3700 SH SHARED 04 3700
D MUELLER INDS INC COM 624756102 11387 374912 SH SHARED 01 82630 292282
D MUELLER INDS INC COM 624756102 713 23500 SH SHARED 04 23500
D MULTEX COM INC COM 625367107 937 25264 SH SHARED 01 25264
D MULTEX COM INC COM 625367107 207 5600 SH SHARED 04 5600
D MULTEX COM INC COM 625367107 25 700 SH SHARED 05 700
D MULTIMEDIA GAMES INC COM 625453105 22 6500 SH SHARED 01 6500
D MUNIHOLDINGS N Y INSD FD INC COM 625931100 0 7 SH SHARED 01 7
D MUNIASSETS FD INC COM 62618Q106 18 1665 SH SHR/OTHR 01 1665
D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B101 54 2800 SH SHARED 01 2800
D MUNICIPAL MTG & EQUITY L L C GROWTH SHS 62624B101 185 9500 SH SHARED 02 8000 1500
D MUNIHOLDINGS FLA INSD FD COM 62624W105 26 2415 SH SHR/OTHR 01 2415
D MUNIINSURED FD INC COM 626245104 38 5000 SH SHR/OTHR 01 5000
D MUNIYIELD CALIF INSD FD INC COM 62629K106 12 1000 SH SHARED 02 1000
D MUNIYIELD CALIF INSD FD II INC COM 62629L104 92 7305 SH SHARED 02 7305
D MUNIYIELD CALIF FD INC COM 626296107 43 3555 SH SHARED 02 3555
D MUNIYIELD FLA FD COM 626297105 23 2113 SH SHR/OTHR 01 2113
D MUNIYIELD FD INC COM 626299101 0 20 SH SHARED 02 20
D MUNIYIELD INSD FD INC COM 62630E107 85 6952 SH SHARED 02 6952
D MUNIYIELD PA INSD FD COM 62630V109 31 2760 SH SHARED 02 2760
D MURPHY OIL CORP COM 626717102 14107 244812 SH SHARED 01 137877 106935
D MURPHY OIL CORP COM 626717102 77 1350 SH SHR/OTHR 01 1350
D MURPHY OIL CORP COM 626717102 11 200 SH SHARED 02 200
D MURPHY OIL CORP COM 626717102 1874 32522 SH SHARED 04 32522
D MURPHY OIL CORP COM 626717102 265 4600 SH SHARED 05 4600
D MUSICLAND STORES CORP COM 62758B109 302 47500 SH SHARED 01 47500
D MUSICLAND STORES CORP COM 62758B109 79 12400 SH SHARED 04 12400
D MUSTANG COM INC COM 628188104 105 4800 SH SHARED 01 4800
D MUSTANG COM INC COM 628188104 1960 89100 SH SHARED 04 89100
D MUTUAL RISK MGMT LTD COM 628351108 144 7244 SH SHARED 02 7244
D MUTUAL RISK MGMT LTD COM 628351108 1441 72060 SH SHARED 04 72060
D MYERS INDS INC COM 628464109 2226 185503 SH SHARED 01 42449 143054
D MYERS INDS INC COM 628464109 75 6300 SH SHARED 04 6300
D MYLAN LABS INC COM 628530107 18852 685563 SH SHARED 01 376402 309161
D MYLAN LABS INC COM 628530107 74 2700 SH SHARED 02 2700
D MYLAN LABS INC COM 628530107 4202 152827 SH SHARED 04 152827
D MYLAN LABS INC COM 628530107 415 15100 SH SHARED 05 15100
D MYRIAD GENETICS INC COM 62855J104 144 2400 SH SHARED 01 2400
D MYRIAD GENETICS INC COM 62855J104 12 200 SH SHR/OTHR 01 200
D MYRIAD GENETICS INC COM 62855J104 18 300 SH SHARED 04 300
D MYTURN COM COM 628690109 68 2900 SH SHARED 01 2900
D NABI INC COM 628716102 1998 296100 SH SHARED 01 296100
D NABI INC COM 628716102 6 1000 SH SHARED 02 1000
D NBC INTERNET INC CL A 62873D105 667 15500 SH SHARED 01 15500
D NBC INTERNET INC CL A 62873D105 1029 23900 SH SHARED 02 23750 150
D NBC INTERNET INC CL A 62873D105 220 5117 SH SHARED 04 5117
D NBT BANCORP INC COM 628778102 362 24983 SH SHARED 01 24983
D NBT BANCORP INC COM 628778102 111 7700 SH SHARED 04 7700
D NBTY INC COM 628782104 7180 524638 SH SHARED 01 206756 317882
D NBTY INC COM 628782104 314 23000 SH SHARED 04 23000
D NCH CORP COM 628850109 2393 52832 SH SHARED 01 10432 42400
D NCH CORP COM 628850109 147 3264 SH SHARED 04 3264
D NCH CORP COM 628850109 27 600 SH SHARED 05 600
D NCI BUILDING SYS INC COM 628852105 6100 324266 SH SHARED 01 36266 288000
D NCI BUILDING SYS INC COM 628852105 334 17800 SH SHARED 04 17800
D NCO GROUP INC COM 628858102 1177 36857 SH SHARED 01 36857
D NCO GROUP INC COM 628858102 31 1000 SH SHARED 02 1000
D NCO GROUP INC COM 628858102 489 15327 SH SHARED 04 15327
D NCO GROUP INC COM 628858102 73 2300 SH SHARED 05 2300
D NCR CORP NEW COM 62886E108 41734 1040106 SH SHARED 01 880935 159171
D NCR CORP NEW COM 62886E108 35 878 SH SHR/OTHR 01 179 699
D NCR CORP NEW COM 62886E108 35 891 SH SHARED 02 132 759
D NCR CORP NEW COM 62886E108 4792 119445 SH SHARED 04 119445
D NCRIC GROUP INC COM 628866105 142 17800 SH SHARED 04 17800
D NCS HEALTHCARE INC CL A 628874109 66 36500 SH SHARED 01 36500
D NCS HEALTHCARE INC CL A 628874109 38 21000 SH SHARED 04 21000
D NDS GROUP PLC SPONSORED ADR 628891103 423 6000 SH SHARED 02 6000
D NASB FINL INC COM 628968109 8 800 SH SHARED 01 800
D NFO WORLDWIDE INC COM 62910N108 973 41800 SH SHARED 01 41800
D NFO WORLDWIDE INC COM 62910N108 172 7400 SH SHARED 04 7400
D NL INDS INC COM NEW 629156407 1814 139573 SH SHARED 01 43206 96367
D NL INDS INC COM NEW 629156407 115 8900 SH SHARED 04 8900
D NPS PHARMACEUTICALS INC COM 62936P103 91 6100 SH SHARED 01 6100
D NPC INTERNATIONAL INC COM 629360306 1042 136690 SH SHARED 01 35500 101190
D NPC INTERNATIONAL INC COM 629360306 30 4000 SH SHARED 04 4000
D NTL INC COM 629407107 115257 1241840 SH SHARED 01 887125 354715
D NTL INC COM 629407107 482 5200 SH SHR/OTHR 01 5200
D NTL INC COM 629407107 145 1563 SH SHARED 02 1563
D NTL INC COM 629407107 8692 93655 SH SHARED 04 93655
D NTL INC COM 629407107 327 3525 SH SHARED 05 3525
D NTN COMMUNUNICATIONS INC WT EXP 021801 629410143 0 84 SH SHARED 01 84
D NUI CORP COM 629430109 1270 49100 SH SHARED 01 23137 25963
D NUI CORP COM 629430109 54 2100 SH SHR/OTHR 01 2100
D NUI CORP COM 629430109 426 16500 SH SHARED 02 9500 7000
D NUI CORP COM 629430109 13967 539800 SH SHARED 04 539800
D NVR INC COM 62944T105 7796 144382 SH SHARED 01 40282 104100
D NVR INC COM 62944T105 280 5200 SH SHARED 04 5200
D N-VIRO INTL CORP COM NEW 62944W207 36 7000 SH SHARED 01 7000
D NYMAGIC INC COM 629484106 10 800 SH SHARED 02 800
D NABISCO GROUP HLDG CORP COM 62952P102 42155 3494914 SH SHARED 01 3085073 409841
D NABISCO GROUP HLDG CORP COM 62952P102 0 40 SH SHR/OTHR 01 40
D NABISCO GROUP HLDG CORP COM 62952P102 72 6008 SH SHARED 02 3494 2514
D NABISCO GROUP HLDG CORP COM 62952P102 11424 947186 SH SHARED 04 947186
D NABISCO GROUP HLDG CORP COM 62952P102 88 7300 SH SHARED 05 7300
D NABISCO HLDGS CORP CL A 629526104 7225 224035 SH SHARED 01 67394 156641
D NABISCO HLDGS CORP CL A 629526104 13 431 SH SHARED 02 431
D NABISCO HLDGS CORP CL A 629526104 4700 145742 SH SHARED 04 145742
D NABISCO HLDGS CORP CL A 629526104 199 6200 SH SHARED 05 6200
D NABORS INDS INC COM 629568106 26854 691910 SH SHARED 01 353606 338304
D NABORS INDS INC COM 629568106 53 1377 SH SHR/OTHR 01 1377
D NABORS INDS INC COM 629568106 197 5100 SH SHARED 02 1800 3300
D NABORS INDS INC COM 629568106 5941 153096 SH SHARED 04 153096
D NABORS INDS INC COM 629568106 698 18000 SH SHARED 05 18000
D NACCO INDS INC CL A 629579103 3135 65419 SH SHARED 01 63807 1612
D NACCO INDS INC CL A 629579103 586 12227 SH SHARED 04 12227
D NACCO INDS INC CL A 629579103 9 200 SH SHARED 05 200
D NAM TAI ELECTRS INC COM PAR $0.02 629865205 13 820 SH SHARED 01 820
D NANOGEN INC COM 630075109 3262 95970 SH SHARED 01 95970
D NANOGEN INC COM 630075109 272 8000 SH SHARED 02 8000
D NANOMETRICS INC COM 630077105 2856 58600 SH SHARED 01 58600
D NANOPHASE TCHNOLOGIES CORP COM 630079101 134 8000 SH SHARED 01 8000
D NANOPHASE TCHNOLOGIES CORP COM 630079101 335 20000 SH SHARED 02 20000
D NAPRO BIOTHERAPUTICS INC COM 630795102 158 18900 SH SHARED 01 18900
D NASDAQ 100 TR UNIT SER 1 631100104 4546 41516 SH SHARED 01 24750 16766
D NASDAQ 100 TR UNIT SER 1 631100104 43 400 SH SHR/OTHR 01 400
D NASDAQ 100 TR UNIT SER 1 631100104 1514 13828 SH SHARED 02 4300 9528
D NASDAQ 100 TR UNIT SER 1 631100104 13435 122700 SH SHARED 04 122700
D NATCO GROUP INC CL A 63227W203 42 4000 SH SHARED 02 4000
D NATIONAL AUSTRALIA BK LTD CAP UTS EXCHBL 632525309 30411 1263900 SH SHARED 04 1263900
D NATIONAL AUSTRALIA BK LTD SPONSORED ADR 632525408 14474 223756 SH SHARED 04 223756
D NATIONAL BANCORP ALASKA COM 632587101 883 23400 SH SHARED 01 23400
D NATIONAL BANCORP ALASKA COM 632587101 37 1000 SH SHR/OTHR 01 1000
D NATIONAL BANCORP ALASKA COM 632587101 15 400 SH SHARED 02 400
D NATIONAL BANCORP ALASKA COM 632587101 1705 45160 SH SHARED 04 45160
D NATIONAL BK GREECE S A SPONSORED ADR 633643408 615 45000 SH SHARED 04 45000
D NATIONAL BEVERAGE CORP COM 635017106 6 800 SH SHARED 01 800
D NATIONAL CITY BANCORPORATION COM 635312101 5 369 SH SHARED 01 369
D NATIONAL CITY BANCSHARES INC COM 635313109 477 25143 SH SHARED 01 25143
D NATIONAL CITY BANCSHARES INC COM 635313109 138 7300 SH SHARED 04 7300
D NATIONAL CITY CORP COM 635405103 141046 6838609 SH SHARED 01 5768753 1069856
D NATIONAL CITY CORP COM 635405103 142 6890 SH SHR/OTHR 01 5450 1440
D NATIONAL CITY CORP COM 635405103 227 11008 SH SHARED 02 11008
D NATIONAL CITY CORP COM 635405103 19826 961297 SH SHARED 04 961297
D NATIONAL CITY CORP COM 635405103 282 13700 SH SHARED 05 13700
D NATIONAL COMM BANCORP COM 635449101 10089 545392 SH SHARED 01 271970 273422
D NATIONAL COMM BANCORP COM 635449101 1991 107662 SH SHARED 04 107662
D NATIONAL COMM BANCORP COM 635449101 229 12400 SH SHARED 05 12400
D NATIONAL COMPUTER SYS INC COM 635519101 13652 269019 SH SHARED 01 127219 141800
D NATIONAL COMPUTER SYS INC COM 635519101 101 2000 SH SHR/OTHR 01 2000
D NATIONAL COMPUTER SYS INC COM 635519101 685 13500 SH SHARED 04 13500
D NATIONAL DATA CORP COM 635621105 5821 223895 SH SHARED 01 65744 158151
D NATIONAL DATA CORP COM 635621105 1391 53500 SH SHARED 02 52000 1500
D NATIONAL DATA CORP COM 635621105 686 26416 SH SHARED 04 26416
D NATIONAL DISC BROKERS GROUP COM 635646102 7272 147282 SH SHARED 01 50534 96748
D NATIONAL DISC BROKERS GROUP COM 635646102 16 325 SH SHARED 02 325
D NATIONAL DISC BROKERS GROUP COM 635646102 17942 363400 SH SHARED 04 363400
D NATIONAL DISC BROKERS GROUP COM 635646102 325 6600 SH SHARED 05 6600
D NATIONAL EQUIP SVCS INC COM 635847106 281 45100 SH SHARED 01 45100
D NATIONAL EQUIP SVCS INC COM 635847106 61 9900 SH SHARED 04 9900
D NATIONAL HEALTH REALTY INC COM 635905102 3 400 SH SHARED 01 400
D NATIONAL FUEL GAS CO N J COM 636180101 1965 44109 SH SHARED 01 43481 628
D NATIONAL FUEL GAS CO N J COM 636180101 231 5200 SH SHARED 02 640 4560
D NATIONAL FUEL GAS CO N J COM 636180101 25578 574006 SH SHARED 04 574006
D NATIONAL FUEL GAS CO N J COM 636180101 173 3900 SH SHARED 05 3900
D NATIONAL GOLF PPTYS INC COM 63623G109 1390 66000 SH SHARED 01 66000
D NATIONAL GOLF PPTYS INC COM 63623G109 130 6200 SH SHR/OTHR 01 6200
D NATIONAL GOLF PPTYS INC COM 63623G109 2 100 SH SHARED 02 100
D NATIONAL GOLF PPTYS INC COM 63623G109 113 5400 SH SHARED 04 5400
D NATIONAL HEALTH INVS INC COM 63633D104 420 35200 SH SHARED 01 35200
D NATIONAL HEALTH INVS INC COM 63633D104 119 10000 SH SHARED 04 10000
D NATIONAL INFO CONSORTIUM INC COM 636491102 479 13800 SH SHARED 01 13800
D NATIONAL INFO CONSORTIUM INC COM 636491102 34 1000 SH SHARED 02 1000
D NATIONAL INSTRS CORP COM 636518102 2242 47780 SH SHARED 01 47780
D NATIONAL INSTRS CORP COM 636518102 474 10100 SH SHARED 04 10100
D NATIONAL-OILWELL INC COM 637071101 9935 321800 SH SHARED 01 92887 228913
D NATIONAL-OILWELL INC COM 637071101 790 25600 SH SHARED 04 25600
D NATIONAL PENN BANCSHARES INC COM 637138108 515 25451 SH SHARED 01 25451
D NATIONAL PENN BANCSHARES INC COM 637138108 151 7500 SH SHARED 04 7500
D NATIONAL PWR PLC SPON ADR FINAL 637194408 206 9900 SH SHARED 04 9900
D NATIONAL PRESTO INDS INC COM 637215104 2610 80000 SH SHARED 01 27200 52800
D NATIONAL PRESTO INDS INC COM 637215104 48 1500 SH SHARED 02 1500
D NATIONAL PRESTO INDS INC COM 637215104 97 3000 SH SHARED 04 3000
D NATIONAL PROCESSING INC COM 637229105 84 8900 SH SHARED 01 8900
D NATIONAL PROCESSING INC COM 637229105 30 3200 SH SHARED 04 3200
D NATIONAL R V HLDGS INC COM 637277104 238 15100 SH SHARED 01 15100
D NATIONAL R V HLDGS INC COM 637277104 91 5800 SH SHARED 04 5800
D NATIONAL RLTY L P UNIT NEW 637353301 5 300 SH SHARED 01 300
D NATIONAL RECORD MART INC COM 637355108 21 6000 SH SHARED 01 6000
D NATIONAL RECORD MART INC COM 637355108 35 10000 SH SHARED 02 10000
D NATIONAL SEMICONDUCTOR CORP COM 637640103 123829 2038340 SH SHARED 01 1786144 252196
D NATIONAL SEMICONDUCTOR CORP COM 637640103 285 4700 SH SHARED 02 850 3850
D NATIONAL SEMICONDUCTOR CORP COM 637640103 14972 246462 SH SHARED 04 246462
D NATIONAL SEMICONDUCTOR CORP COM 637640103 1773 29200 SH SHARED 05 29200
D NATIONAL SVC INDS INC COM 637657107 12419 589674 SH SHARED 01 401815 187859
D NATIONAL SVC INDS INC COM 637657107 275 13080 SH SHARED 02 13080
D NATIONAL SVC INDS INC COM 637657107 1270 60314 SH SHARED 04 60314
D NATIONAL STL CORP CL B 637844309 1313 178159 SH SHARED 01 53582 124577
D NATIONAL STL CORP CL B 637844309 66 9000 SH SHARED 04 9000
D NATIONAL WESTN LIFE INS CO CL A 638522102 259 3200 SH SHARED 01 3200
D NATIONAL WESTN LIFE INS CO CL A 638522102 81 1000 SH SHARED 04 1000
D NATIONSRENT INC COM 638588103 241 46037 SH SHARED 01 46037
D NATIONSRENT INC COM 638588103 89 17000 SH SHARED 04 17000
D NATIONWIDE FINL SVCS INC CL A 638612101 2620 89600 SH SHARED 01 59300 30300
D NATIONWIDE FINL SVCS INC CL A 638612101 629 21523 SH SHARED 04 21523
D NATIONWIDE HEALTH PPTYS INC COM 638620104 3805 364576 SH SHARED 01 123200 241376
D NATIONWIDE HEALTH PPTYS INC COM 638620104 144 13800 SH SHR/OTHR 01 8800 5000
D NATIONWIDE HEALTH PPTYS INC COM 638620104 5 570 SH SHARED 02 570
D NATIONWIDE HEALTH PPTYS INC COM 638620104 264 25300 SH SHARED 04 25300
D NATURAL MICROSYSTEMS CORP COM 638882100 128 1500 SH SHARED 01 1500
D NATURAL MICROSYSTEMS CORP COM 638882100 240 2800 SH SHARED 02 2800
D NATURAL MICROSYSTEMS CORP COM 638882100 594 6931 SH SHARED 04 6931
D NAVIGATORS GROUP INC COM 638904102 70 6900 SH SHARED 01 6900
D NAVIGATORS GROUP INC COM 638904102 18 1800 SH SHR/OTHR 01 1800
D NATURES SUNSHINE PRODUCTS INC COM 639027101 597 74678 SH SHARED 01 39000 35678
D NATURES SUNSHINE PRODUCTS INC COM 639027101 46 5800 SH SHARED 04 5800
D NAUTICA ENTERPRISES INC COM 639089101 5126 436314 SH SHARED 01 139784 296530
D NAUTICA ENTERPRISES INC COM 639089101 11 1010 SH SHARED 02 1010
D NAUTICA ENTERPRISES INC COM 639089101 151 12900 SH SHARED 04 12900
D NAVARRE CORP COM 639208107 1151 292406 SH SHARED 01 89606 202800
D NAVARRE CORP COM 639208107 20 5200 SH SHARED 04 5200
D NAVISTAR INTL CORP NEW COM 63934E108 28902 720320 SH SHARED 01 609462 110858
D NAVISTAR INTL CORP NEW COM 63934E108 36 900 SH SHARED 02 900
D NAVISTAR INTL CORP NEW COM 63934E108 3559 88717 SH SHARED 04 88717
D NAVIDEC INC COM 63934Q101 3003 193800 SH SHARED 01 193800
D NAVIDEC INC COM 63934Q101 364 23500 SH SHARED 02 23500
D NAVISITE INC COM 63935M109 426 3500 SH SHARED 01 3500
D NAVIGANT CONSULTING INC COM 63935N107 839 76275 SH SHARED 01 76275
D NAVIGANT CONSULTING INC COM 63935N107 11 1000 SH SHARED 02 1000
D NAVIGANT CONSULTING INC COM 63935N107 355 32316 SH SHARED 04 32316
D NAVIGANT CONSULTING INC COM 63935N107 50 4600 SH SHARED 05 4600
D NAVIGANT INTL INC COM 63935R108 0 58 SH SHARED 01 55 3
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 NAVIGANT INTL INC COM 63935R108 3016 317476 SH SHARED 04 317476
D NEFF CORP CL A 640094108 1767 248000 SH SHARED 01 25100 222900
D NEFF CORP CL A 640094108 3 500 SH SHARED 02 500
D NEFF CORP CL A 640094108 34 4800 SH SHARED 04 4800
D NEIMAN MARCUS GROUP INC CL A 640204202 4913 176670 SH SHARED 01 85179 91491
D NEIMAN MARCUS GROUP INC CL A 640204202 16 600 SH SHARED 02 600
D NEIMAN MARCUS GROUP INC CL A 640204202 686 24674 SH SHARED 04 24674
D NEIMAN MARCUS GROUP INC CL A 640204202 178 6400 SH SHARED 05 6400
D NEIMAN MARCUS GROUP INC CL B 640204301 165 6011 SH SHARED 01 4542 1469
D NEIMAN MARCUS GROUP INC CL B 640204301 12 470 SH SHR/OTHR 01 470
D NEIMAN MARCUS GROUP INC CL B 640204301 17 639 SH SHARED 02 151 488
D NEIMAN MARCUS GROUP INC CL B 640204301 16 602 SH SHARED 04 602
D NEIMAN MARCUS GROUP INC CL B 640204301 13 482 SH SHARED 05 482
D NELSON THOMAS INC CL B 640376208 2 375 SH SHARED 01 375
D NEOFORMA COM INC COM 640475109 179 10990 SH SHARED 01 10990
D NEOFORMA COM INC COM 640475109 40 2500 SH SHARED 02 2500
D NEOGEN CORP COM 640491106 1 200 SH SHARED 01 200
D NEOMAGIC CORP COM 640497103 199 40230 SH SHARED 01 40230
D NEOMAGIC CORP COM 640497103 387 77900 SH SHARED 04 77900
D NEOMEDIA TECHNOLOGIES INC COM 640505103 0 1 SH SHARED 02 1
D NEON SYS INC COM 640509105 2086 63236 SH SHARED 01 12668 50568
D NEON SYS INC COM 640509105 99 3000 SH SHARED 02 3000
D NEON SYS INC COM 640509105 89 2700 SH SHARED 04 2700
D NEORX CORP COM PAR $0.02 640520300 158 8300 SH SHARED 01 8300
D NEOSE TECHNOLOGIES INC COM 640522108 1281 39800 SH SHARED 01 39800
D NEOSE TECHNOLOGIES INC COM 640522108 32 1000 SH SHARED 02 1000
D NEOWARE SYS INC COM 64065P102 86 14400 SH SHARED 01 14400
D NEOTHERAPEUTICS INC COM 640656104 114 6800 SH SHARED 01 6800
D NETBANK INC COM 640933107 3296 253596 SH SHARED 01 53029 200567
D NETBANK INC COM 640933107 127 9800 SH SHARED 04 9800
D NETWORKS ASSOCS INC COM 640938106 22586 700366 SH SHARED 01 350929 349437
D NETWORKS ASSOCS INC COM 640938106 69 2169 SH SHR/OTHR 01 969 1200
D NETWORKS ASSOCS INC COM 640938106 3730 115660 SH SHARED 02 115660
D NETWORKS ASSOCS INC COM 640938106 8453 262131 SH SHARED 04 262131
D NETWORKS ASSOCS INC COM 640938106 612 19000 SH SHARED 05 19000
D NETWORKS ASSOCS INC COM 640938106 4734 146800 SH SHARED 06 146800
D NET GENESIS CORP COM 64107E107 572 12800 SH SHARED 02 12700 100
D NET GENESIS CORP COM 64107E107 1 41 SH SHARED 04 41
D NET PERCEPTIONS INC COM 64107U101 783 21212 SH SHARED 01 19612 1600
D NET PERCEPTIONS INC COM 64107U101 36 1000 SH SHARED 02 1000
D NET PERCEPTIONS INC COM 64107U101 162 4400 SH SHARED 04 4400
D NET2PHONE COM 64108N106 277 4700 SH SHARED 01 4700
D NET2PHONE COM 64108N106 215 3650 SH SHARED 02 2750 900
D NET2PHONE COM 64108N106 1502 25407 SH SHARED 04 25407
D NETCENTIVES INC COM 64108P101 54 1800 SH SHARED 02 1800
D NETCOM AB ADS SPON ADR REP B 64108R107 8 100 SH SHARED 05 100
D NETCURRENTS INC COM 64110J101 81 8400 SH SHARED 01 8400
D NETEGRITY INC COM 64110P107 219 3200 SH SHARED 01 3200
D NETEGRITY INC COM 64110P107 68 1000 SH SHARED 02 1000
D NETOPIA INC COM 64114K104 7100 98700 SH SHARED 01 18044 80656
D NETOPIA INC COM 64114K104 28 400 SH SHARED 02 400
D NETOPIA INC COM 64114K104 223 3100 SH SHARED 04 3100
D NETOBJECTS INC COM 64114L102 1620 71218 SH SHARED 01 42118 29100
D NETOBJECTS INC COM 64114L102 20926 919867 SH SHARED 02 908267 11600
D NETOBJECTS INC COM 64114L102 56 2500 SH SHARED 04 2500
D NETRO CORP COM 64114R109 4369 67200 SH SHARED 01 67200
D NETRO CORP COM 64114R109 10 162 SH SHARED 02 162
D NETPLEX GROUP INC COM 641147103 110 9100 SH SHARED 01 9100
D NETRIX CORP COM 641148101 96 4800 SH SHARED 01 4800
D NETRIX CORP COM 641148101 706 35000 SH SHARED 02 24000 11000
D NETSPEAK CORP COM 64115D109 160 7500 SH SHARED 01 7000 500
D NETSPEAK CORP COM 64115D109 32 1500 SH SHARED 05 1500
D NETSOLVE INC COM 64115J106 29 900 SH SHARED 05 900
D NETIQ CORP COM 64115P102 1129 16900 SH SHARED 04 16900
D NETSCOUT SYS INC COM 64115T104 204 12200 SH SHARED 01 12200
D NETSCOUT SYS INC COM 64115T104 5 300 SH SHARED 02 300
D NETSILICON INC COM 64115X105 90 4200 SH SHARED 01 4200
D NETSILICON INC COM 64115X105 10 500 SH SHARED 02 500
D NETOPTIX CORP COM 64116F103 4191 24404 SH SHARED 01 24404
D NETOPTIX CORP COM 64116F103 20026 116600 SH SHARED 04 116600
D NETRATINGS INC COM 64116M108 92 3700 SH SHARED 01 3700
D NETWORK APPLIANCE INC COM 64120L104 281336 3399840 SH SHARED 01 2992578 407262
D NETWORK APPLIANCE INC COM 64120L104 4301 51980 SH SHARED 02 27580 24400
D NETWORK APPLIANCE INC COM 64120L104 15833 191336 SH SHARED 04 191336
D NETWORK APPLIANCE INC COM 64120L104 1084 13100 SH SHARED 05 13100
D NETWORK COMPUTING DEVICES INC COM 64120N100 13 2500 SH SHARED 02 2500
D NETWORK ACCESS SOLUTIONS CORP COM 64120S109 250 11400 SH SHARED 01 11400
D NETWORK ACCESS SOLUTIONS CORP COM 64120S109 11 500 SH SHARED 02 500
D NETWORK ACCESS SOLUTIONS CORP COM 64120S109 96 4400 SH SHARED 05 4400
D NETWORK EQUIP TECHNOLOGIES SB DB CV 7.25%14 641208AA1 14 21000 PRN SHARED 02 21000
D NETWORK EQUIP TECHNOLOGIES COM 641208103 2093 209344 SH SHARED 01 75741 133603
D NETWORK EQUIP TECHNOLOGIES COM 641208103 3 300 SH SHARED 02 300
D NETWORK EQUIP TECHNOLOGIES COM 641208103 235 23500 SH SHARED 04 23500
D NETWORK SOLUTIONS INC DEL COM 64121Q102 18782 122200 SH SHARED 01 56400 65800
D NETWORK SOLUTIONS INC DEL COM 64121Q102 1402 9123 SH SHARED 04 9123
D NETWORK PERIPHERALS INC COM 64121R100 1664 46883 SH SHARED 01 33859 13024
D NETWORK PERIPHERALS INC COM 64121R100 184 5200 SH SHARED 04 5200
D NETWORK PLUS CORP COM 64122D506 12 300 SH SHARED 02 300
D NET2000 COMMUNICATIONS INC COM 64122G103 4921 207200 SH SHARED 01 207200
D NETZERO INC COM 64122R109 15 1000 SH SHARED 02 1000
D NETZEE INC COM 64122W108 191 12900 SH SHARED 01 12900
D NEUBERGER BERMAN INC COM 641234109 166 5900 SH SHARED 04 5900
D NEUROGEN CORP COM 64124E106 611 19800 SH SHARED 01 19800
D NEUROGEN CORP COM 64124E106 148 4800 SH SHARED 04 4800
D NEUROCRINE BIOSCIENCES INC COM 64125C109 23 1000 SH SHARED 02 1000
D NEUROCRINE BIOSCIENCES INC COM 64125C109 0 1 SH SHARED 04 1
D NEW AMER HIGH INCOME FD INC COM 641876107 75 25000 SH SHARED 02 25000
D NEW AMER HIGH INCOME FD INC COM 641876107 210 70000 SH SHARED 04 70000
D NEW BRUNSWICK SCIENTIFIC INC COM 642876106 0 138 SH SHARED 01 138
D NEW CENTURY FINANCIAL CORP COM 64352D101 237 23865 SH SHARED 01 23865
D NEW CENTURY FINANCIAL CORP COM 64352D101 39 4000 SH SHARED 04 4000
D NEW CENTURY ENERGIES INC COM 64352U103 37158 1236056 SH SHARED 01 966986 269070
D NEW CENTURY ENERGIES INC COM 64352U103 91 3059 SH SHR/OTHR 01 3059
D NEW CENTURY ENERGIES INC COM 64352U103 182 6070 SH SHARED 02 6070
D NEW CENTURY ENERGIES INC COM 64352U103 5365 178487 SH SHARED 04 178487
D NEW CENTURY ENERGIES INC COM 64352U103 75 2500 SH SHARED 05 2500
D NEW ENGLAND BUSINESS SVC INC COM 643872104 2787 161592 SH SHARED 01 30680 130912
D NEW ENGLAND BUSINESS SVC INC COM 643872104 143 8300 SH SHARED 04 8300
D NEW ENGLAND ELEC SYS COM 644001109 0 2166 SH SHARED 01 2166
D NEW ERA OF NETWORKS INC COM 644312100 4321 110100 SH SHARED 01 37958 72142
D NEW ERA OF NETWORKS INC COM 644312100 60 1541 SH SHARED 04 1541
D NEW GERMANY FD INC COM 644465106 8 561 SH SHARED 02 561
D NEW GERMANY FD INC COM 644465106 877 59500 SH SHARED 04 59500
D NEW HAMPSHIRE THRIFT BANCSHS COM 644722100 1 100 SH SHARED 01 100
D NEW JERSEY RES COM 646025106 6054 141632 SH SHARED 01 47816 93816
D NEW JERSEY RES COM 646025106 102 2400 SH SHARED 02 2400
D NEW JERSEY RES COM 646025106 312 7300 SH SHARED 04 7300
D NEW MEXICO & ARIZ LD CO COM 647072107 2 479 SH SHARED 01 479
D NEW PLAN EXCEL RLTY TR INC COM 648053106 1671 121547 SH SHARED 01 121547
D NEW PLAN EXCEL RLTY TR INC COM 648053106 27 2000 SH SHR/OTHR 01 2000
D NEW PLAN EXCEL RLTY TR INC COM 648053106 13 950 SH SHARED 02 750 200
D NEW PLAN EXCEL RLTY TR INC COM 648053106 221 16100 SH SHARED 04 16100
D NEW PLAN EXCEL RLTY TR INC PFD CV A 8.50% 648053205 1742 90500 SH SHARED 04 90500
D NEW YORK TIMES CO CL A 650111107 82154 1913376 SH SHARED 01 1612857 300519
D NEW YORK TIMES CO CL A 650111107 193 4510 SH SHR/OTHR 01 350 4160
D NEW YORK TIMES CO CL A 650111107 154 3600 SH SHARED 02 1200 2400
D NEW YORK TIMES CO CL A 650111107 11352 264405 SH SHARED 04 264405
D NEW YORK TIMES CO CL A 650111107 1528 35600 SH SHARED 05 35600
D NEW YORK TIMES CO CL A 650111107 1407 32780 SH SHARED 06 32780
D NEWBRIDGE NETWORKS CORP COM 650901101 1845 56900 SH SHARED 01 56900
D NEWBRIDGE NETWORKS CORP COM 650901101 73547 2267400 SH SHARED 04 2267400
D NEWCOR INC COM 651186108 0 18 SH SHARED 01 18
D NEWELL RUBBERMAID INC COM 651229106 76584 3086596 SH SHARED 01 2569829 516767
D NEWELL RUBBERMAID INC COM 651229106 3 160 SH SHR/OTHR 01 160
D NEWELL RUBBERMAID INC COM 651229106 259 10467 SH SHARED 02 1259 9208
D NEWELL RUBBERMAID INC COM 651229106 13033 525306 SH SHARED 04 525306
D NEWELL RUBBERMAID INC COM 651229106 193 7800 SH SHARED 05 7800
D NEWFIELD EXPL CO COM 651290108 7534 213747 SH SHARED 01 89961 123786
D NEWFIELD EXPL CO COM 651290108 44 1250 SH SHARED 02 1250
D NEWFIELD EXPL CO COM 651290108 818 23210 SH SHARED 04 23210
D NEWFIELD FINL TR I QUIPS SER A 651291205 839 14520 SH SHARED 04 14520
D NEWHALL LAND & FARMING CO CAL DEPOSITARY REC 651426108 426 15100 SH SHARED 01 15100
D NEWHALL LAND & FARMING CO CAL DEPOSITARY REC 651426108 113 4000 SH SHR/OTHR 01 4000
D NEWMARK HOMES CORP COM 651578106 10 1800 SH SHARED 01 1800
D NEWMONT MINING CORP COM 651639106 41807 1863316 SH SHARED 01 1582019 281297
D NEWMONT MINING CORP COM 651639106 18 807 SH SHR/OTHR 01 807
D NEWMONT MINING CORP COM 651639106 447 19927 SH SHARED 02 10359 9568
D NEWMONT MINING CORP COM 651639106 9747 434455 SH SHARED 04 434455
D NEWMONT MINING CORP COM 651639106 347 15500 SH SHARED 05 15500
D NEWPARK RES INC COM PAR $.01NEW 651718504 5328 666045 SH SHARED 01 160805 505240
D NEWPARK RES INC COM PAR $.01NEW 651718504 0 16 SH SHARED 02 16
D NEWPARK RES INC COM PAR $.01NEW 651718504 229 28700 SH SHARED 04 28700
D NEWPORT CORP COM 651824104 310 2300 SH SHARED 01 2300
D NEWPORT CORP COM 651824104 13 100 SH SHARED 02 100
D NEWPORT NEWS SHIPBUILDING INC COM 652228107 5590 184816 SH SHARED 01 107419 77397
D NEWPORT NEWS SHIPBUILDING INC COM 652228107 96 3200 SH SHARED 02 1100 2100
D NEWPORT NEWS SHIPBUILDING INC COM 652228107 788 26076 SH SHARED 04 26076
D NEWPORT NEWS SHIPBUILDING INC COM 652228107 108 3600 SH SHARED 05 3600
D NEWS CORP LTD ADR NEW 652487703 247 4400 SH SHARED 01 4200 200
D NEWS CORP LTD ADR NEW 652487703 1337 23775 SH SHARED 02 5275 18500
D NEWS CORP LTD ADR NEW 652487703 4921 87500 SH SHARED 04 87500
D NEWS CORP LTD ADR NEW 652487703 168 3000 SH SHARED 05 3000
D NEWS CORP LTD SP ADR PFD 652487802 49853 1044042 SH SHARED 01 1044042
D NEWS CORP LTD SP ADR PFD 652487802 9 200 SH SHARED 02 200
D NEWS CORP LTD SP ADR PFD 652487802 1432 30000 SH SHARED 04 30000
D NEWSEDGE CORP COM 65249Q106 3905 932800 SH SHARED 02 932800
D NEWSEDGE CORP COM 65249Q106 222 53029 SH SHARED 04 53029
D NIAGARA BANCORP INC COM 652914102 5 600 SH SHARED 01 600
D NIAGARA BANCORP INC COM 652914102 52 5400 SH SHARED 04 5400
D NEXTERA ENTERPRISES INC CL A 65332E101 228 28808 SH SHARED 01 28808
D NEXTERA ENTERPRISES INC CL A 65332E101 29 3750 SH SHARED 02 1250 2500
D NEXTERA ENTERPRISES INC CL A 65332E101 32 4100 SH SHARED 04 4100
D NEXELL THERAPEUTICS INC COM 65332H104 91 23900 SH SHARED 01 23900
D NEXTCARD INC COM 65332K107 2799 183037 SH SHARED 01 24737 158300
D NEXTCARD INC COM 65332K107 950 62125 SH SHARED 02 62125
D NEXTCARD INC COM 65332K107 32 2100 SH SHARED 04 2100
D NEXTEL COMMUNICATIONS INC CL A 65332V103 471590 3181047 SH SHARED 01 3174647 6400
D NEXTEL COMMUNICATIONS INC CL A 65332V103 874 5900 SH SHR/OTHR 01 5400 500
D NEXTEL COMMUNICATIONS INC CL A 65332V103 6308 42552 SH SHARED 02 18550 24002
D NEXTEL COMMUNICATIONS INC CL A 65332V103 14910 100576 SH SHARED 04 100576
D NEXTEL COMMUNICATIONS INC CL A 65332V103 1260 8500 SH SHARED 05 8500
D NEXTEL COMMUNICATIONS INC CL A 65332V103 429 2900 SH SHARED 06 2900
D NEXTEL PARTNERS INC CL A 65333F107 3108 107200 SH SHARED 01 107200
D NEXTEL PARTNERS INC CL A 65333F107 330 11400 SH SHARED 02 6100 5300
D NEXTEL PARTNERS INC CL A 65333F107 2 100 SH SHARED 04 100
D NEXTLINK COMMUNICATIONS INC CL A 65333H707 135543 1095860 SH SHARED 01 509517 586343
D NEXTLINK COMMUNICATIONS INC CL A 65333H707 3109 25140 SH SHR/OTHR 01 8525 16615
D NEXTLINK COMMUNICATIONS INC CL A 65333H707 1866 15087 SH SHARED 02 4300 10787
D NEXTLINK COMMUNICATIONS INC CL A 65333H707 8165 66021 SH SHARED 04 65946 75
D NEXTLINK COMMUNICATIONS INC CL A 65333H707 667 5400 SH SHARED 05 5400
D NEXT LEVEL COMM INC COM 65333U104 902 8300 SH SHARED 01 8300
D NEXT LEVEL COMM INC COM 65333U104 497 4575 SH SHARED 04 4575
D NEXT LEVEL COMM INC COM 65333U104 239 2200 SH SHARED 05 2200
D NIAGARA CORP COM 653349100 49 11100 SH SHARED 01 11100
D NIAGARA CORP COM 653349100 116 25800 SH SHARED 02 19000 6800
D NIAGARA MOHAWK HLDGS INC COM 653520106 26863 1989854 SH SHARED 01 1561697 428157
D NIAGARA MOHAWK HLDGS INC COM 653520106 4524 335111 SH SHARED 04 335111
D NIAGARA MOHAWK HLDGS INC COM 653520106 56 4200 SH SHARED 05 4200
D NICOR INC COM 654086107 17301 525294 SH SHARED 01 433463 91831
D NICOR INC COM 654086107 14 430 SH SHR/OTHR 01 430
D NICOR INC COM 654086107 385 11700 SH SHARED 02 1600 10100
D NICOR INC COM 654086107 13352 405410 SH SHARED 04 405410
D NICOR INC COM 654086107 36 1100 SH SHARED 05 1100
D NIKE INC CL B 654106103 92576 2336303 SH SHARED 01 2328953 7350
D NIKE INC CL B 654106103 217 5500 SH SHR/OTHR 01 1400 4100
D NIKE INC CL B 654106103 424 10701 SH SHARED 02 1802 8899
D NIKE INC CL B 654106103 13201 333158 SH SHARED 04 333158
D NIKE INC CL B 654106103 408 10300 SH SHARED 05 10300
D NIKU CORP COM 654113109 212 4500 SH SHARED 02 4500
D 99 CENTS ONLY STORES COM 65440K106 6995 178236 SH SHARED 01 178236
D 99 CENTS ONLY STORES COM 65440K106 215 5500 SH SHARED 04 5500
D NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 10 130 SH SHARED 02 130
D NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 7 100 SH SHARED 04 100
D NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 133 1700 SH SHARED 05 1700
D NISOURCE INC COM 65473P105 10720 635277 SH SHARED 01 346855 288422
D NISOURCE INC COM 65473P105 358 21257 SH SHR/OTHR 01 3000 18257
D NISOURCE INC COM 65473P105 16 1000 SH SHARED 02 1000
D NISOURCE INC COM 65473P105 21968 1301819 SH SHARED 04 1301819
D NISOURCE INC COM 65473P105 241 14300 SH SHARED 05 14300
D NOBEL LEARNING CMNTYS INC COM 654889104 79 11400 SH SHARED 01 11400
D NOBILITY HOMES INC COM 654892108 35 6765 SH SHARED 01 6765
D NOBLE AFFILIATES INC COM 654894104 10852 330756 SH SHARED 01 188204 142552
D NOBLE AFFILIATES INC COM 654894104 407 12405 SH SHR/OTHR 01 1050 11355
D NOBLE AFFILIATES INC COM 654894104 61 1866 SH SHARED 02 1866
D NOBLE AFFILIATES INC COM 654894104 1152 35132 SH SHARED 04 35132
D NOBLE AFFILIATES INC COM 654894104 229 7000 SH SHARED 05 7000
D NOKIA CORP SPONSORED ADR 654902204 18045 81286 SH SHARED 01 78018 3268
D NOKIA CORP SPONSORED ADR 654902204 896 4040 SH SHR/OTHR 01 4040
D NOKIA CORP SPONSORED ADR 654902204 10915 49167 SH SHARED 02 16600 32567
D NOKIA CORP SPONSORED ADR 654902204 4084 18398 SH SHARED 04 18398
D NOBLE DRILLING CORP COM 655042109 42848 1035610 SH SHARED 01 688115 347495
D NOBLE DRILLING CORP COM 655042109 86 2100 SH SHR/OTHR 01 2100
D NOBLE DRILLING CORP COM 655042109 143 3465 SH SHARED 02 2265 1200
D NOBLE DRILLING CORP COM 655042109 7049 170392 SH SHARED 04 170392
D NOBLE DRILLING CORP COM 655042109 1183 28600 SH SHARED 05 28600
D NOBLE INTL LTD COM 655053106 3 200 SH SHARED 01 200
D NOODLE KIDOODLE INC COM 655370104 6 1200 SH SHARED 02 1200
D NORDSON CORP COM 655663102 2406 52250 SH SHARED 01 32650 19600
D NORDSON CORP COM 655663102 589 12788 SH SHARED 04 12788
D NORDSON CORP COM 655663102 69 1500 SH SHARED 05 1500
D NORDSTROM INC COM 655664100 40343 1367587 SH SHARED 01 1226036 141551
D NORDSTROM INC COM 655664100 25 860 SH SHARED 02 860
D NORDSTROM INC COM 655664100 6451 218680 SH SHARED 04 218680
D NORDSTROM INC COM 655664100 666 22600 SH SHARED 05 22600
D NORFOLK SOUTHERN CORP COM 655844108 69181 4854820 SH SHARED 01 4143932 6559 704329
D NORFOLK SOUTHERN CORP COM 655844108 2659 186633 SH SHR/OTHR 01 148786 37847
D NORFOLK SOUTHERN CORP COM 655844108 656 46101 SH SHARED 02 16968 29133
D NORFOLK SOUTHERN CORP COM 655844108 8487 595590 SH SHARED 04 595590
D NORFOLK SOUTHERN CORP COM 655844108 105 7400 SH SHARED 05 7400
D NORSK HYDRO A S SPONSORED ADR 656531605 156 4100 SH SHARED 04 4100
D NORSK HYDRO A S SPONSORED ADR 656531605 72 1900 SH SHARED 05 1900
D NORSTAN INC COM 656535101 5 800 SH SHARED 01 800
D NORTEK INC COM 656559101 334 15100 SH SHARED 01 15100
D NORTEK INC COM 656559101 205 9300 SH SHARED 04 9300
D NORTEL INVERSORA S A SPON ADR PFD B 656567401 6164 298900 SH SHARED 04 298900
D NORTEL NETWORKS CORP COM 656569100 1257666 9971591 SH SHARED 01 9932911 38680
D NORTEL NETWORKS CORP COM 656569100 217382 1723545 SH SHARED 04 1723435 110
D NORTEL NETWORKS CORP COM 656569100 8803 69800 SH SHARED 05 69800
D NORTEL NETWORKS CORP COM 656569100 2484 19700 SH SHARED 06 19700
D NORTH AMERN SCIENTIFIC INC COM 65715D100 92 4300 SH SHARED 01 4300
D NORTH AMERN TECH GROUP INC COM NEW 657193207 2 1000 SH SHARED 01 1000
D NORTH AMERN TECH GROUP INC COM NEW 657193207 2 1333 SH SHARED 02 1333
D NORTH AMERN VACCINE INC COM 657201109 7 2900 SH SHARED 01 2900
D NORTH AMERN VACCINE INC COM 657201109 284 105900 SH SHARED 04 105900
D NORTH BANCSHARES INC COM 657467106 38 4300 SH SHARED 01 4300
D NORTH EUROPEAN OIL RTY TR SH BEN INT 659310106 82 6200 SH SHARED 04 6200
D NORTH FACE INC COM 659317101 19 5100 SH SHARED 01 5100
D NORTH FACE INC COM 659317101 186 49800 SH SHARED 02 49800
D NORTH FORK BANCORPORATION NY COM 659424105 27968 1564694 SH SHARED 01 783495 781199
D NORTH FORK BANCORPORATION NY COM 659424105 3362 188115 SH SHARED 04 188115
D NORTH FORK BANCORPORATION NY COM 659424105 402 22500 SH SHARED 05 22500
D NORTH PITTSBURGH SYS INC COM 661562108 246 18800 SH SHARED 01 18800
D NORTH PITTSBURGH SYS INC COM 661562108 85 6500 SH SHARED 04 6500
D NORTHEAST OPTIC NETWORK INC COM 664334109 1721 20361 SH SHARED 01 12291 8070
D NORTHEAST OPTIC NETWORK INC COM 664334109 186 2200 SH SHARED 04 2200
D NORTHEAST OPTIC NETWORK INC COM 664334109 177 2100 SH SHARED 05 2100
D NORTHEAST UTILS COM 664397106 30014 1396043 SH SHARED 01 1054243 341800
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 17031 792154 SH SHARED 04 792154
D NORTHEAST UTILS COM 664397106 354 16500 SH SHARED 05 16500
D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 65 2400 SH SHARED 01 2400
D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 48 1800 SH SHR/OTHR 01 1600 200
D NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 664785102 552 20380 SH SHARED 02 980 19400
D NORTHN STS PWR CO MINN COM 665772109 31840 1602025 SH SHARED 01 1276296 325729
D NORTHN STS PWR CO MINN COM 665772109 75 3800 SH SHR/OTHR 01 2400 1400
D NORTHN STS PWR CO MINN COM 665772109 7 400 SH SHARED 02 400
D NORTHN STS PWR CO MINN COM 665772109 3869 194698 SH SHARED 04 194698
D NORTHN STS PWR CO MINN COM 665772109 67 3400 SH SHARED 05 3400
D NORTHERN TR CORP COM 665859104 208256 3082450 SH SHARED 01 2506782 575668
D NORTHERN TR CORP COM 665859104 6016 89049 SH SHR/OTHR 01 58974 30075
D NORTHERN TR CORP COM 665859104 755 11186 SH SHARED 02 11186
D NORTHERN TR CORP COM 665859104 17957 265788 SH SHARED 04 265788
D NORTHERN TR CORP COM 665859104 993 14700 SH SHARED 05 14700
D NORTHERN TR CORP COM 665859104 1263 18700 SH SHARED 06 18700
D NORTHFIELD LABS INC COM 666135108 258 12900 SH SHARED 01 12900
D NORTHFIELD LABS INC COM 666135108 60 3000 SH SHARED 02 300 2700
D NORTHFIELD LABS INC COM 666135108 1 90 SH SHARED 04 90
D NORTHLAND CRANBERRIES INC CL A 666499108 4 800 SH SHARED 01 800
D NORTHPOINT COMMUNICATIONS HLDG COM 666610100 320 13900 SH SHARED 01 13900
D NORTHPOINT COMMUNICATIONS HLDG COM 666610100 50 2200 SH SHARED 02 2100 100
D NORTHPOINT COMMUNICATIONS HLDG COM 666610100 19 830 SH SHARED 04 830
D NORTHPOINT COMMUNICATIONS HLDG COM 666610100 119 5200 SH SHARED 05 5200
D NORTHROP GRUMMAN CORP COM 666807102 54428 1028178 SH SHARED 01 911936 116242
D NORTHROP GRUMMAN CORP COM 666807102 4974 93976 SH SHARED 04 93976
D NORTHSTAR COMPUTER FORMS INC COM 667031108 38 2850 SH SHARED 01 2850
D NORTHWEST AIRLS CORP CL A 667280101 1150 50852 SH SHARED 01 50852
D NORTHWEST AIRLS CORP CL A 667280101 45 2000 SH SHR/OTHR 01 2000
D NORTHWEST AIRLS CORP CL A 667280101 432 19100 SH SHARED 02 19100
D NORTHWEST AIRLS CORP CL A 667280101 424 18741 SH SHARED 04 18741
D NORTHWEST AIRLS CORP CL A 667280101 475 21000 SH SHARED 05 21000
D NORTHWEST BANCORP INC PA COM 667328108 98 14700 SH SHARED 01 14700
D NORTHWEST BANCORP INC PA COM 667328108 41 6200 SH SHARED 04 6200
D NORTHWEST NAT GAS CO COM 667655104 5177 265503 SH SHARED 01 94357 171146
D NORTHWEST NAT GAS CO COM 667655104 42 2200 SH SHR/OTHR 01 2200
D NORTHWEST NAT GAS CO COM 667655104 202 10400 SH SHARED 04 10400
D NORTHWESTERN CORP COM 668074107 763 37000 SH SHARED 01 37000
D NORTHWESTERN CORP COM 668074107 46 2250 SH SHARED 02 2250
D NORTHWESTERN CORP COM 668074107 198 9600 SH SHARED 04 9600
D NOVA CHEMICALS CORP COM 66977W109 133 6866 SH SHARED 01 6866
D NOVA CHEMICALS CORP COM 66977W109 42 2200 SH SHARED 04 2200
D NOVA CORP GA COM 669784100 3252 111662 SH SHARED 01 111662
D NOVA CORP GA COM 669784100 5932 203702 SH SHARED 02 84669 119033
D NOVA CORP GA COM 669784100 3428 117719 SH SHARED 04 117719
D NOVA CORP GA COM 669784100 244 8400 SH SHARED 05 8400
D NOVAMETRIX MED SYS INC COM 669870107 80 12300 SH SHARED 01 12300
D NU HORIZONS ELECTRS CORP COM 669908105 171 7730 SH SHARED 01 7730
D NOVADIGM INC COM 669937104 2571 158250 SH SHARED 02 147250 11000
D NOVADIGM INC COM 669937104 229 14100 SH SHARED 03 14100
D NOVELL INC COM 670006105 105350 3680376 SH SHARED 01 3129307 551069
D NOVELL INC COM 670006105 6122 213895 SH SHARED 02 111930 101965
D NOVELL INC COM 670006105 5422 189415 SH SHARED 04 189415
D NOVELL INC COM 670006105 211 7400 SH SHARED 05 7400
D NOVELLUS SYS INC COM 670008101 32636 581500 SH SHARED 01 305354 276146
D NOVELLUS SYS INC COM 670008101 280 5000 SH SHARED 02 5000
D NOVELLUS SYS INC COM 670008101 12166 216775 SH SHARED 04 216775
D NOVELLUS SYS INC COM 670008101 4675 83300 SH SHARED 05 83300
D NOVOSTE CORP COM 67010C100 751 18776 SH SHARED 01 18776
D NOVOSTE CORP COM 67010C100 268 6700 SH SHARED 04 6700
D NOVO-NORDISK A S ADR 670100205 205 3000 SH SHARED 01 3000
D NOVO-NORDISK A S ADR 670100205 10 150 SH SHARED 02 150
D NU SKIN ENTERPRISES INC CL A 67018T105 88 11200 SH SHARED 01 10406 794
D NU SKIN ENTERPRISES INC CL A 67018T105 7 1000 SH SHR/OTHR 01 1000
D NU SKIN ENTERPRISES INC CL A 67018T105 23 2928 SH SHARED 04 2928
D NSTAR COM 67019E107 10260 244297 SH SHARED 01 139727 104570
D NSTAR COM 67019E107 31 738 SH SHR/OTHR 01 738
D NSTAR COM 67019E107 35 836 SH SHARED 02 420 416
D NSTAR COM 67019E107 1290 30722 SH SHARED 04 30722
D NSTAR COM 67019E107 263 6283 SH SHARED 05 6283
D NUCOR CORP COM 670346105 49306 986123 SH SHARED 01 844400 141723
D NUCOR CORP COM 670346105 295 5900 SH SHR/OTHR 01 3700 2200
D NUCOR CORP COM 670346105 35 700 SH SHARED 02 200 500
D NUCOR CORP COM 670346105 6700 134008 SH SHARED 04 134008
D NUCOR CORP COM 670346105 55 1100 SH SHARED 05 1100
D NUEVO ENERGY CO COM 670509108 5005 232800 SH SHARED 01 52271 180529
D NUEVO ENERGY CO COM 670509108 280 13043 SH SHARED 04 13043
D NUMEREX CORP PA CL A 67053A102 12 1000 SH SHARED 02 1000
D NUVEEN INSD PREM INCOME MUN 2 COM 6706D8104 118 10500 SH SHARED 02 10500
D NUVEEN PREM INCOME MUN FD 4 COM 6706K4105 59 5000 SH SHARED 02 5000
D NUVEEN N C PREM INCOME MUN FD SH BEN INT 67060P100 7 550 SH SHARED 02 550
D NUVEEN PA PREM INCOME MUN FD 2 COM 67061F101 7 637 SH SHR/OTHR 01 637
D NUVEEN MD PREM INCOME MUN FD COM 67061Q107 29 2257 SH SHARED 02 2257
D NUVEEN CA INVT QUALITY MUN FD COM 67062A101 85 6000 SH SHR/OTHR 01 6000
D NUVEEN CA INVT QUALITY MUN FD COM 67062A101 11 807 SH SHARED 02 807
D NUVEEN CALIF MUN VALUE FD COM 67062C107 48 5425 SH SHARED 02 5425
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 41 3000 SH SHARED 02 3000
D NUVEEN MUN ADVANTAGE FD INC COM 67062H106 120 9600 SH SHARED 02 5100 4500
D NUVEEN NY MUN VALUE FD COM 67062M105 8 1000 SH SHARED 02 1000
D NUVEEN INSD QUALITY MUN FD INC COM 67062N103 8 600 SH SHARED 02 600
D NUVEEN PERFORMANCE PLUS MUN FD COM 67062P108 71 5945 SH SHARED 02 4700 1245
D NUVEEN CALIF PERFORM PLUS MUN COM 67062Q106 156 10808 SH SHARED 02 6795 4013
D NUVEEN NY PERFORM PLUS MUN FD COM 67062R104 19 1477 SH SHARED 02 1477
D NUVEEN PREM INCOME MUN FD COM 67062T100 62 5250 SH SHARED 02 5250
D NUVEEN MUN MKT OPPORTUNITY FD COM 67062W103 91 7250 SH SHARED 02 7250
D NUVEEN N Y INVT QUALITY MUN FD COM 67062X101 53 4000 SH SHARED 01 4000
D NUVEEN INSD CA SELECT TAX FREE SH BEN INT 67063R103 55 4000 SH SHR/OTHR 01 4000
D NVEST L P UNIT LTD PARTN 67065F107 9 600 SH SHARED 01 600
D NUWAVE TECHNOLOGIES INC COM 67065M102 50 12400 SH SHARED 01 12400
D NVIDIA CORP COM 67066G104 4663 55200 SH SHARED 01 55200
D NVIDIA CORP COM 67066G104 595 7050 SH SHARED 02 7050
D NVIDIA CORP COM 67066G104 1688 19991 SH SHARED 04 19991
D NVIDIA CORP COM 67066G104 295 3500 SH SHARED 05 3500
D NYCOMED AMERSHAM PLC SPONSORED ADR 67066H102 268 6800 SH SHARED 04 6800
D NYCOMED AMERSHAM PLC SPONSORED ADR 67066H102 59 1500 SH SHARED 05 1500
D NUVEEN DIVID ADVANTAGE MUN FD COM 67066V101 80 6500 SH SHARED 02 6500
D NUVEEN NY DIVID ADVNTG MUN FD COM 67066X107 20 1600 SH SHARED 01 1600
D NUVEEN SR INCOME FD COM 67067Y104 134 15300 SH SHARED 02 9700 5600
D NYFIX INC COM 670712108 75 1500 SH SHARED 01 1500
D NYFIX INC COM 670712108 15 312 SH SHARED 04 312
D OAO TECHNOLOGY SOLUTIONS INC COM 67082B105 0 100 SH SHR/OTHR 01 100
D ODS NETWORKS INC COM 67082N109 492 20500 SH SHARED 04 20500
D O CHARLEYS INC COM 670823103 193 14850 SH SHARED 01 14850
D O CHARLEYS INC COM 670823103 3690 283912 SH SHARED 03 283912
D O CHARLEYS INC COM 670823103 75 5800 SH SHARED 04 5800
D OEA INC COM 670826106 1933 200900 SH SHARED 01 67200 133700
D OEA INC COM 670826106 2 300 SH SHR/OTHR 01 300
D OEA INC COM 670826106 0 2 SH SHARED 02 2
D OEA INC COM 670826106 81 8500 SH SHARED 04 8500
D OGE ENERGY CORP COM 670837103 7390 385176 SH SHARED 01 184404 200772
D OGE ENERGY CORP COM 670837103 7 400 SH SHR/OTHR 01 400
D OGE ENERGY CORP COM 670837103 3 200 SH SHARED 02 200
D OGE ENERGY CORP COM 670837103 884 46077 SH SHARED 04 46077
D OGE ENERGY CORP COM 670837103 159 8300 SH SHARED 05 8300
D OHM CORP SUB DEB CV 8%06 670839AA7 73 86000 PRN SHR/OTHR 01 86000
D OM GROUP INC COM 670872100 4891 107500 SH SHARED 01 61627 45873
D OM GROUP INC COM 670872100 509 11200 SH SHARED 04 11200
D NUVEEN MUN VALUE FD INC COM 670928100 236 27988 SH SHARED 02 27988
D NUVEEN FLA INVT QUALITY MUN FD COM 670970102 40 3000 SH SHR/OTHR 01 3000
D NUVEEN NJ INVT QUALITY MUN FD COM 670971100 55 4000 SH SHARED 02 4000
D NUVEEN PA INVT QUALITY MUN FD COM 670972108 63 4479 SH SHARED 02 1479 3000
D NUVEEN SELECT QUALITY MUN FD COM 670973106 40 3150 SH SHARED 02 1400 1750
D NUVEEN NY SELECT QUALITY MUN COM 670976109 7 535 SH SHARED 02 535
D NUVEEN QUALITY INCOME MUN FD COM 670977107 94 7219 SH SHARED 02 6919 300
D NUVEEN FLA QUALITY INCOME MUN COM 670978105 21 1600 SH SHARED 02 600 1000
D NUVEEN OHIO QUALITY INCOME MUN COM 670980101 0 12 SH SHARED 02 12
D NUVEEN CALIF QUALITY INCM MUN COM 670985100 111 7450 SH SHARED 01 7450
D NUVEEN CALIF QUALITY INCM MUN COM 670985100 119 8000 SH SHR/OTHR 01 8000
D NUVEEN CALIF QUALITY INCM MUN COM 670985100 68 4564 SH SHARED 02 4564
D NUVEEN NY QUALITY INCM MUN FD COM 670986108 20 1590 SH SHARED 02 1590
D NUVEEN INSD NY PREM INCOME FD COM 67101R107 0 7 SH SHARED 02 7
D OSI PHARMACEUTICALS INC COM 671040103 161 8300 SH SHARED 01 8300
D OSI SYSTEMS INC COM 671044105 92 6300 SH SHARED 01 6300
D OSI SYSTEMS INC COM 671044105 405 27500 SH SHARED 02 27500
D OTG SOFTWARE INC COM 671059103 2525 62660 SH SHARED 01 62660
D OTG SOFTWARE INC COM 671059103 461 11450 SH SHARED 02 9100 2350
D OAK TECHNOLOGY INC COM 671802106 271 14093 SH SHARED 01 14093
D OAK TECHNOLOGY INC COM 671802106 52 2750 SH SHARED 02 750 2000
D OAK TECHNOLOGY INC COM 671802106 346 17980 SH SHARED 04 17980
D OAKLEY INC COM 673662102 530 49900 SH SHARED 01 49900
D OAKLEY INC COM 673662102 79 7450 SH SHARED 02 1000 6450
D OAKLEY INC COM 673662102 127 12000 SH SHARED 04 12000
D OAKWOOD HOMES CORP COM 674098108 1110 291222 SH SHARED 01 142849 148373
D OAKWOOD HOMES CORP COM 674098108 11 2950 SH SHARED 02 700 2250
D OAKWOOD HOMES CORP COM 674098108 75 19700 SH SHARED 04 19700
D OBJECTIVE SYS INTEGRATORS INC COM 674424106 506 33375 SH SHARED 04 33375
D OCCIDENTAL PETE CORP DEL COM 674599105 82894 3994903 SH SHARED 01 3325075 669828
D OCCIDENTAL PETE CORP DEL COM 674599105 80 3878 SH SHR/OTHR 01 3878
D OCCIDENTAL PETE CORP DEL COM 674599105 574 27705 SH SHARED 02 22423 5282
D OCCIDENTAL PETE CORP DEL COM 674599105 12296 592594 SH SHARED 04 592594
D OCCIDENTAL PETE CORP DEL COM 674599105 215 10400 SH SHARED 05 10400
D OCEAN ENERGY INC TEX COM 67481E106 14496 1008472 SH SHARED 01 398334 610138
D OCEAN ENERGY INC TEX COM 67481E106 238 16580 SH SHARED 02 7190 9390
D OCEAN ENERGY INC TEX COM 67481E106 1124 78225 SH SHARED 04 78225
D OCEAN ENERGY INC TEX COM 67481E106 278 19400 SH SHARED 05 19400
D OCEANEERING INTL INC COM 675232102 4668 249000 SH SHARED 01 66338 182662
D OCEANEERING INTL INC COM 675232102 37 2000 SH SHARED 02 400 1600
D OCEANEERING INTL INC COM 675232102 472 25200 SH SHARED 04 25200
D OCEANFIRST FINL CORP COM 675234108 301 19200 SH SHARED 01 19200
D OCEANFIRST FINL CORP COM 675234108 84 5400 SH SHARED 04 5400
D OCTEL CORP COM 675727101 798 81900 SH SHARED 01 23675 58225
D OCTEL CORP COM 675727101 0 85 SH SHARED 02 85
D OCTEL CORP COM 675727101 1247 127900 SH SHARED 04 127900
D OCULAR SCIENCES INC COM 675744106 1938 123200 SH SHARED 01 78104 45096
D OCULAR SCIENCES INC COM 675744106 106 6775 SH SHARED 04 6775
D OCWEN FINL CORP COM 675746101 1509 188700 SH SHARED 01 66664 122036
D OCWEN FINL CORP COM 675746101 125 15700 SH SHARED 04 15700
D ODETICS INC DEL CL A 676065204 27 2000 SH SHARED 02 2000
D ODWALLA INC COM 676111107 59 8700 SH SHARED 01 8700
D OFFICEMAX INC COM 67622M108 1653 254397 SH SHARED 01 254397
D OFFICEMAX INC COM 67622M108 48 7500 SH SHARED 02 1000 6500
D OFFICEMAX INC COM 67622M108 644 99221 SH SHARED 04 99221
D OFFICEMAX INC COM 67622M108 83 12800 SH SHARED 05 12800
D OFFICE DEPOT INC LYON SUB ZERO 07 676220AA4 2448 4000000 PRN SHARED 04 4000000
D OFFICE DEPOT INC LYON SUB ZERO 08 676220AB2 55879 82175000 PRN SHARED 04 82175000
D OFFICE DEPOT INC COM 676220106 41372 3578349 SH SHARED 01 2989372 588977
D OFFICE DEPOT INC COM 676220106 1651 142850 SH SHARED 02 123450 19400
D OFFICE DEPOT INC COM 676220106 4943 427593 SH SHARED 04 427593
D OFFICE DEPOT INC COM 676220106 111 9650 SH SHARED 05 9650
D OFFSHORE LOGISTICS INC COM 676255102 2927 211016 SH SHARED 01 65627 145389
D OFFSHORE LOGISTICS INC COM 676255102 122 8800 SH SHARED 04 8800
D OGDEN CORP SUDDEBCV 5.75%02 676346AD1 1530 1800000 PRN SHARED 04 1800000
D OGDEN CORP COM 676346109 3714 311182 SH SHARED 01 176087 135095
D OGDEN CORP COM 676346109 35 2988 SH SHR/OTHR 01 2988
D OGDEN CORP COM 676346109 484 40563 SH SHARED 04 40563
D OGDEN CORP COM 676346109 59 5000 SH SHARED 05 5000
D OHIO CAS CORP COM 677240103 6944 388526 SH SHARED 01 238142 150384
D OHIO CAS CORP COM 677240103 1996 111691 SH SHARED 04 111691
D OHIO CAS CORP COM 677240103 116 6500 SH SHARED 05 6500
D OILGEAR CO COM 678042102 1 150 SH SHARED 01 150
D OLD KENT FINL CORP COM 679833103 40677 1271159 SH SHARED 01 1049316 221843
D OLD KENT FINL CORP COM 679833103 38 1200 SH SHR/OTHR 01 1200
D OLD KENT FINL CORP COM 679833103 5016 156754 SH SHARED 04 156754
D OLD KENT FINL CORP COM 679833103 83 2600 SH SHARED 05 2600
D OLD NATL BANCORP IND COM 680033107 6899 208674 SH SHARED 01 22763 185911
D OLD NATL BANCORP IND COM 680033107 104 3148 SH SHARED 04 3148
D OLD REP INTL CORP COM 680223104 7602 552889 SH SHARED 01 317683 235206
D OLD REP INTL CORP COM 680223104 1387 100891 SH SHARED 04 100891
D OLD REP INTL CORP COM 680223104 204 14900 SH SHARED 05 14900
D OLIN CORP COM PAR $1 680665205 3186 179540 SH SHARED 01 153487 26053
D OLIN CORP COM PAR $1 680665205 53 3000 SH SHR/OTHR 01 3000
D OLIN CORP COM PAR $1 680665205 898 50593 SH SHARED 04 50593
D OLIN CORP COM PAR $1 680665205 85 4800 SH SHARED 05 4800
D OLSTEN CORP COM 681385100 0 10000 SH SHARED 01 10000
D OLYMPIC CASCADE FINL CORP COM 68158N106 132 13100 SH SHARED 01 13100
D OMNICARE INC SUB DEB CV 5%07 681904AD0 8406 11500000 PRN SHARED 04 11500000
D OMNICARE INC COM 681904108 5320 441095 SH SHARED 01 192200 248895
D OMNICARE INC COM 681904108 960 79634 SH SHARED 04 79634
D OMNICARE INC COM 681904108 130 10800 SH SHARED 05 10800
D OMNICOM GROUP INC SB DB CV 4.25%07 681919AE6 25430 8577000 PRN SHARED 04 8577000
D OMNICOM GROUP INC COM 681919106 238471 2547087 SH SHARED 01 2073484 473603
D OMNICOM GROUP INC COM 681919106 8408 89808 SH SHR/OTHR 01 58100 31708
D OMNICOM GROUP INC COM 681919106 539 5765 SH SHARED 02 263 5502
D OMNICOM GROUP INC COM 681919106 25648 273948 SH SHARED 04 273753 195
D OMNICOM GROUP INC COM 681919106 1657 17700 SH SHARED 06 17700
D OMEGA HEALTHCARE INVS INC SUB DB CV 8.5%01 681936AG5 897 1150000 PRN SHARED 04 1150000
D OMEGA HEALTHCARE INVS INC COM 681936100 648 102795 SH SHARED 01 52836 49959
D OMEGA HEALTHCARE INVS INC COM 681936100 0 100 SH SHARED 02 100
D OMEGA HEALTHCARE INVS INC COM 681936100 128 20300 SH SHARED 04 20300
D 1-800 CONTACTS INC COM 681977104 162 4700 SH SHARED 01 4700
D OMEGA FINL CORP COM 682092101 431 16700 SH SHARED 01 16700
D OMEGA FINL CORP COM 682092101 95 3700 SH SHARED 04 3700
D OMEGA WORLDWIDE INC COM 68210B108 10 2490 SH SHARED 01 2490
D OMEGA WORLDWIDE INC COM 68210B108 0 26 SH SHARED 02 26
D OMEGA PROTEIN CORP COM 68210P107 44 17476 SH SHARED 01 17476
D OMEGA PROTEIN CORP COM 68210P107 233 91300 SH SHARED 04 91300
D OMEGA RESEARCH INC COM 68211E101 29 6400 SH SHARED 01 6400
D OMEGA RESEARCH INC COM 68211E101 8 1800 SH SHARED 04 1800
D OMNI NUTRACEUTICALS INC COM 68212M102 16 2300 SH SHARED 01 2300
D OMNOVA SOLUTIONS INC COM 682129101 176 31400 SH SHARED 01 31400
D OMNOVA SOLUTIONS INC COM 682129101 77 13800 SH SHARED 04 13800
D ON ASSIGNMENT INC COM 682159108 904 20100 SH SHARED 01 20100
D ON ASSIGNMENT INC COM 682159108 207 4600 SH SHARED 04 4600
D ON COMMAND CORP COM 682160106 28 1900 SH SHARED 01 1900
D ON COMMAND CORP COM 682160106 61 4100 SH SHARED 04 4100
D ON TECHNOLOGY CORP COM 68219P108 73 7000 SH SHARED 01 7000
D ONDISPLAY INC COM 68232L100 239 2900 SH SHARED 01 2900
D ONDISPLAY INC COM 68232L100 190 2300 SH SHARED 02 1650 650
D ONE VALLEY BANCORP INC COM 682419106 5636 162795 SH SHARED 01 67165 95630
D ONE VALLEY BANCORP INC COM 682419106 62 1800 SH SHR/OTHR 01 1800
D ONE VALLEY BANCORP INC COM 682419106 1308 37800 SH SHARED 04 37800
D 1 800 FLOWERS COM CL A 68243Q106 8 1200 SH SHARED 02 1200
D ONEIDA LTD COM 682505102 3573 184445 SH SHARED 01 51578 132867
D ONEIDA LTD COM 682505102 114 5900 SH SHARED 04 5900
D ONEMAIN COM INC COM 68267P109 412 36425 SH SHARED 01 36425
D ONEMAIN COM INC COM 68267P109 13 1200 SH SHARED 02 200 1000
D ONEMAIN COM INC COM 68267P109 108 9576 SH SHARED 04 9576
D ONEOK INC NEW COM 682680103 9610 384415 SH SHARED 01 316605 67810
D ONEOK INC NEW COM 682680103 1300 52007 SH SHARED 04 52007
D ONEOK INC NEW COM 682680103 17 700 SH SHARED 05 700
D ONESOURCE INFORMATION SVCS INC COM 68272J106 2 300 SH SHARED 02 300
D ONHEALTH NETWORK CO COM 68272W107 1556 371796 SH SHARED 01 34098 337698
D ONHEALTH NETWORK CO COM 68272W107 17 4100 SH SHARED 02 4100
D ONHEALTH NETWORK CO COM 68272W107 27 6600 SH SHARED 04 6600
D ONYX SOFTWARE CORP COM 683402101 1215 38142 SH SHARED 01 32470 5672
D ONYX SOFTWARE CORP COM 683402101 178 5600 SH SHARED 04 5600
D OPEN MKT INC COM 68370M100 1191 46261 SH SHARED 01 46261
D OPEN MKT INC COM 68370M100 7288 283050 SH SHARED 02 283050
D OPEN MKT INC COM 68370M100 360 14000 SH SHARED 04 14000
D OPEN JT STK CO-VIMPEL COMMUNIC SPONSORED ADR 68370R109 649 15360 SH SHARED 01 15360
D OPEN JT STK CO-VIMPEL COMMUNIC SPONSORED ADR 68370R109 198 4700 SH SHARED 04 4700
D OPTELECOM INC COM PAR $0.03 683818207 53 5500 SH SHARED 01 5500
D OPTELECOM INC COM PAR $0.03 683818207 4 499 SH SHR/OTHR 01 499
D OPTICAL CABLE CORP COM 683827109 159 5200 SH SHARED 01 5200
D OPTICAL CABLE CORP COM 683827109 55 1800 SH SHARED 04 1800
D OPTICAL CABLE CORP COM 683827109 193 6300 SH SHARED 05 6300
D OPTICARE HEALTH SYS INC COM 68386P105 0 3 SH SHARED 02 3
D OPTIO SOFTWARE INC COM 68389J106 59 4700 SH SHARED 01 4700
D OPTIO SOFTWARE INC COM 68389J106 2 200 SH SHARED 02 200
D ORACLE CORP COM 68389X105 2394226 30670831 SH SHARED 01 28025857 2644974
D ORACLE CORP COM 68389X105 12185 156098 SH SHR/OTHR 01 94424 61674
D ORACLE CORP COM 68389X105 632942 8108202 SH SHARED 02 7878989 229213
D ORACLE CORP COM 68389X105 183684 2353054 SH SHARED 04 4185722 1832668
D ORACLE CORP COM 68389X105 4714 60400 SH SHARED 05 60400
D ORACLE CORP COM 68389X105 66407 850700 SH SHARED 06 850700
D OPPENHEIMER MULTI-SECTOR INCOM SH BEN INT 683933105 180 23500 SH SHARED 01 23500
D OPPENHEIMER MULTI-SECTOR INCOM SH BEN INT 683933105 180 23500 SH SHR/OTHR 01 23500
D OPPENHEIMER MULTI-SECTOR INCOM SH BEN INT 683933105 1426 185600 SH SHARED 04 185600
D OPTI INC COM 683960108 13 2500 SH SHARED 02 2500
D OPTIKA INC COM 683973101 117 4200 SH SHARED 01 4200
D ORBITAL SCIENCES CORP SB NT CV 144A 02 685564AB2 115 150000 PRN SHARED 04 150000
D ORBITAL SCIENCES CORP COM 685564106 2882 192144 SH SHARED 01 98021 94123
D ORBITAL SCIENCES CORP COM 685564106 522 34800 SH SHARED 04 34800
D ORGANOGENESIS INC COM 685906109 3978 329858 SH SHARED 01 85967 243891
D ORGANOGENESIS INC COM 685906109 498 41300 SH SHARED 04 41300
D OREGON STL MLS INC COM 686079104 594 153409 SH SHARED 01 68966 84443
D OREGON STL MLS INC COM 686079104 81 21125 SH SHARED 04 21125
D OREGON STL MLS INC COM 686079104 10 2700 SH SHARED 05 2700
D O REILLY AUTOMOTIVE INC COM 686091109 903 63698 SH SHARED 01 63698
D O REILLY AUTOMOTIVE INC COM 686091109 201 14200 SH SHARED 04 14200
D ORGANIC INC COM 68617E101 191 8860 SH SHARED 01 8860
D ORGANIC INC COM 68617E101 54 2500 SH SHARED 02 2500
D ORIENTAL FINL GROUP INC COM 68618W100 312 16435 SH SHARED 01 16435
D ORIENTAL FINL GROUP INC COM 68618W100 87 4600 SH SHARED 04 4600
D ORIX CORP SPONSORED ADR 686330101 130 1600 SH SHARED 04 1600
D OROAMERICA INC COM 687027102 56 8700 SH SHARED 01 8700
D ORPHAN MED INC COM 687303107 0 30 SH SHARED 01 30
D ORTEC INTL INC COM 68749B108 50 5100 SH SHARED 01 5100
D ORTEL CORP COM 68749W102 6007 32007 SH SHARED 01 32007
D ORTEL CORP COM 68749W102 56 300 SH SHARED 02 300
D ORTEL CORP COM 68749W102 34872 185800 SH SHARED 04 185800
D ORTHOLOGIC CORP COM 68750J107 132 21700 SH SHARED 01 21700
D ORTHODONTIC CTRS AMER INC COM 68750P103 5534 291300 SH SHARED 01 100366 190934
D ORTHODONTIC CTRS AMER INC COM 68750P103 45 2400 SH SHARED 02 400 2000
D ORTHODONTIC CTRS AMER INC COM 68750P103 402 21200 SH SHARED 04 21200
D ORYX TECHNOLOGY CORP COM 68763X101 25 6500 SH SHARED 02 6500
D OSAGE SYSTEMS GROUP INC OSAGE SYS 687735100 83 11700 SH SHARED 01 11700
D OSHKOSH B GOSH INC CL A 688222207 2228 123789 SH SHARED 01 57308 66481
D OSHKOSH B GOSH INC CL A 688222207 90 5000 SH SHARED 04 5000
D OSHKOSH TRUCK CORP COM 688239201 1980 63775 SH SHARED 01 63775
D OSHKOSH TRUCK CORP COM 688239201 186 6000 SH SHARED 04 6000
D OSICOM TECHNOLOGIES INC COM PAR $0.30 688271501 138 1233 SH SHARED 01 1233
D OSMONICS INC COM 688350107 0 12 SH SHARED 01 12
D OSTEOTECH INC COM 688582105 334 25025 SH SHARED 01 25025
D OSTEOTECH INC COM 688582105 81 6100 SH SHARED 04 6100
D OTTER TAIL PWR CO COM 689648103 1413 70900 SH SHARED 01 36792 34108
D OTTER TAIL PWR CO COM 689648103 39 2000 SH SHR/OTHR 01 2000
D OTTER TAIL PWR CO COM 689648103 55 2800 SH SHARED 02 2800
D OTTER TAIL PWR CO COM 689648103 199 10000 SH SHARED 04 10000
D OUTBACK STEAKHOUSE INC COM 689899102 10211 318507 SH SHARED 01 167843 150664
D OUTBACK STEAKHOUSE INC COM 689899102 56 1750 SH SHARED 02 1750
D OUTBACK STEAKHOUSE INC COM 689899102 1683 52521 SH SHARED 04 52521
D OUTBACK STEAKHOUSE INC COM 689899102 272 8500 SH SHARED 05 8500
D OVERSEAS SHIPHOLDING GROUP INC COM 690368105 4931 215015 SH SHARED 01 95880 119135
D OVERSEAS SHIPHOLDING GROUP INC COM 690368105 554 24171 SH SHARED 04 24171
D OVERSEAS SHIPHOLDING GROUP INC COM 690368105 87 3800 SH SHARED 05 3800
D OWENS CORNING COM 69073F103 11500 593585 SH SHARED 01 531546 62039
D OWENS CORNING COM 69073F103 7 400 SH SHARED 02 200 200
D OWENS CORNING COM 69073F103 1333 68825 SH SHARED 04 68825
D OWENS CORNING COM 69073F103 98 5100 SH SHARED 05 5100
D OWENS & MINOR INC NEW COM 690732102 3035 285698 SH SHARED 01 95263 190435
D OWENS & MINOR INC NEW COM 690732102 144 13600 SH SHARED 04 13600
D OWENS ILL INC COM NEW 690768403 27523 1631038 SH SHARED 01 1394613 236425
D OWENS ILL INC COM NEW 690768403 172 10200 SH SHARED 02 5300 4900
D OWENS ILL INC COM NEW 690768403 3461 205146 SH SHARED 04 205146
D OWENS ILL INC COM NEW 690768403 59 3500 SH SHARED 05 3500
D OWENS ILL INC PFD CONV $.01 690768502 530 19600 SH SHARED 01 19600
D OWENS ILL INC PFD CONV $.01 690768502 156 5800 SH SHARED 02 5800
D OXFORD HEALTH PLANS INC COM 691471106 6226 408295 SH SHARED 01 193682 214613
D OXFORD HEALTH PLANS INC COM 691471106 27 1800 SH SHR/OTHR 01 1800
D OXFORD HEALTH PLANS INC COM 691471106 2363 155000 SH SHARED 02 148500 6500
D OXFORD HEALTH PLANS INC COM 691471106 948 62170 SH SHARED 04 62170
D OXFORD HEALTH PLANS INC COM 691471106 140 9200 SH SHARED 05 9200
D OXFORD INDS INC COM 691497309 197 10900 SH SHARED 01 10900
D OXFORD INDS INC COM 691497309 47 2600 SH SHARED 04 2600
D OXFORD TAX EXEMPT FD L P UNIT L P INT 69181P100 159 6800 SH SHARED 04 6800
D PBOC HLDGS INC COM 69316G108 54 6000 SH SHARED 01 6000
D P C CONNECTION COM 69318J100 79 2800 SH SHARED 01 2800
D P C CONNECTION COM 69318J100 42 1500 SH SHARED 04 1500
D PCC GROUP INC COM 693183105 0 13 SH SHARED 02 13
D PC HLDGS S A SP ADR B REP1S 693200107 159 9324 SH SHARED 04 9324
D PC-TEL INC COM 69325Q105 5786 76900 SH SHARED 01 76900
D PC SERVICE SOURCE INC COM 693258105 31 16600 SH SHARED 01 16600
D P-COM INC COM 693262107 9661 522225 SH SHARED 01 178426 343799
D P-COM INC COM 693262107 9 500 SH SHARED 02 500
D P-COM INC COM 693262107 2395 129471 SH SHARED 04 129471
D PECO ENERGY CO COM 693304107 77128 2091611 SH SHARED 01 1801253 290358
D PECO ENERGY CO COM 693304107 47 1300 SH SHR/OTHR 01 1300
D PECO ENERGY CO COM 693304107 78 2120 SH SHARED 02 2120
D PECO ENERGY CO COM 693304107 18266 495366 SH SHARED 04 495366
D PECO ENERGY CO COM 693304107 154 4200 SH SHARED 05 4200
D PECO ENERGY CO COM 693304107 23080 625900 SH SHARED 06 625900
D PG&E CORP COM 69331C108 90846 4326034 SH SHARED 01 3789750 536284
D PG&E CORP COM 69331C108 111 5300 SH SHR/OTHR 01 5300
D PG&E CORP COM 69331C108 27 1302 SH SHARED 02 692 610
D PG&E CORP COM 69331C108 10637 506551 SH SHARED 04 506551
D PG&E CORP COM 69331C108 285 13600 SH SHARED 05 13600
D PFF BANCORP INC COM 69331W104 317 20500 SH SHARED 01 20500
D PFF BANCORP INC COM 69331W104 85 5500 SH SHARED 04 5500
D PE CORP COM PE BIO GRP 69332S102 249527 2585778 SH SHARED 01 2227775 358003
D PE CORP COM PE BIO GRP 69332S102 1738 18011 SH SHARED 02 12625 5386
D PE CORP COM PE BIO GRP 69332S102 23212 240545 SH SHARED 04 240545
D PE CORP COM PE BIO GRP 69332S102 424 4400 SH SHARED 05 4400
D PE CORP CELERA GEN GRP 69332S201 24902 270317 SH SHARED 01 134309 136008
D PE CORP CELERA GEN GRP 69332S201 20 225 SH SHR/OTHR 01 225
D PE CORP CELERA GEN GRP 69332S201 257 2800 SH SHARED 02 600 2200
D PE CORP CELERA GEN GRP 69332S201 2091 22700 SH SHARED 04 22700
D P F CHANGS CHINA BISTRO INC COM 69333Y108 3214 97036 SH SHARED 01 16936 80100
D P F CHANGS CHINA BISTRO INC COM 69333Y108 86 2600 SH SHARED 04 2600
D PICO HLDGS INC COM NEW 693366205 255 22938 SH SHARED 01 22938
D PICO HLDGS INC COM NEW 693366205 23 2151 SH SHARED 02 500 1651
D PICO HLDGS INC COM NEW 693366205 46 4200 SH SHARED 04 4200
D PIMCO ADVISORS HLDGS L P UT LTD PART INT 69338P102 400 10452 SH SHARED 01 10102 350
D PIMCO ADVISORS HLDGS L P UT LTD PART INT 69338P102 13 350 SH SHR/OTHR 01 350
D PIMCO ADVISORS HLDGS L P UT LTD PART INT 69338P102 30258 789800 SH SHARED 04 789800
D PLX TECHNOLOGY INC COM 693417107 2056 55225 SH SHARED 01 28525 26700
D PLX TECHNOLOGY INC COM 693417107 204 5500 SH SHARED 04 5500
D PMA CAP CORP CL A 693419202 456 26100 SH SHARED 01 26100
D PMA CAP CORP CL A 693419202 127 7300 SH SHARED 04 7300
D PMC-SIERRA INC COM 69344F106 113494 557200 SH SHARED 01 161794 395406
D PMC-SIERRA INC COM 69344F106 2566 12600 SH SHARED 02 10400 2200
D PMC-SIERRA INC COM 69344F106 8180 40160 SH SHARED 04 40160
D PMC-SIERRA INC COM 69344F106 1140 5600 SH SHARED 05 5600
D PMI GROUP INC COM 69344M101 3318 69952 SH SHARED 01 69952
D PMI GROUP INC COM 69344M101 2043 43075 SH SHARED 04 43075
D PMI GROUP INC COM 69344M101 232 4900 SH SHARED 05 4900
D PNC BK CORP COM 693475105 146769 3257047 SH SHARED 01 2801139 455908
D PNC BK CORP COM 693475105 13 300 SH SHR/OTHR 01 300
D PNC BK CORP COM 693475105 518 11500 SH SHARED 02 800 10700
D PNC BK CORP COM 693475105 23553 522696 SH SHARED 04 522696
D PPG INDS INC COM 693506107 102770 1964562 SH SHARED 01 1679051 285511
D PPG INDS INC COM 693506107 978 18700 SH SHR/OTHR 01 5700 13000
D PPG INDS INC COM 693506107 1007 19265 SH SHARED 02 4065 15200
D PPG INDS INC COM 693506107 13183 252022 SH SHARED 04 252022
D PPG INDS INC COM 693506107 387 7400 SH SHARED 05 7400
D PPL CORP COM 69351T106 32141 1535144 SH SHARED 01 1275460 259684
D PPL CORP COM 69351T106 92 4407 SH SHARED 02 4407
D PPL CORP COM 69351T106 11669 557366 SH SHARED 04 557366
D PPL CORP COM 69351T106 64 3100 SH SHARED 05 3100
D PRI AUTOMATION INC COM 69357H106 2121 34700 SH SHARED 01 34700
D PRI AUTOMATION INC COM 69357H106 48 800 SH SHR/OTHR 01 800
D PRI AUTOMATION INC COM 69357H106 953 15600 SH SHARED 04 15600
D PRI AUTOMATION INC COM 69357H106 1198 19600 SH SHARED 05 19600
D PS BUSINESS PKS INC CALIF COM 69360J107 688 33800 SH SHARED 01 33800
D PS BUSINESS PKS INC CALIF COM 69360J107 291 14300 SH SHARED 04 14300
D PSB BANCORP INC COM 693604100 48 10000 SH SHARED 04 10000
D PTI HLDG INC COM 69364P109 11 8500 SH SHARED 01 8500
D P T PASIFIK SATELIT NUSANTARA SPONSORED ADR 69365Q106 12 500 SH SHARED 01 500
D PSS WORLD MED INC COM 69366A100 3106 458138 SH SHARED 01 267445 190693
D PSS WORLD MED INC COM 69366A100 309 45600 SH SHARED 02 17750 27850
D PSS WORLD MED INC COM 69366A100 2495 367950 SH SHARED 03 367950
D PSS WORLD MED INC COM 69366A100 1279 188616 SH SHARED 04 188616
D PSS WORLD MED INC COM 69366A100 54 8100 SH SHARED 05 8100
D PTEK HLDGS INC COM 69366M104 561 84692 SH SHARED 01 84692
D PTEK HLDGS INC COM 69366M104 54 8200 SH SHARED 02 8200
D PTEK HLDGS INC COM 69366M104 129 19600 SH SHARED 04 19600
D PAC-WEST TELECOM INC COM 69371Y101 10542 337366 SH SHARED 01 337366
D PAC-WEST TELECOM INC COM 69371Y101 1 50 SH SHR/OTHR 01 50
D PAC-WEST TELECOM INC COM 69371Y101 0 15 SH SHARED 02 15
D PACCAR INC COM 693718108 42779 855591 SH SHARED 01 754217 101374
D PACCAR INC COM 693718108 100 2000 SH SHR/OTHR 01 2000
D PACCAR INC COM 693718108 5 102 SH SHARED 02 102
D PACCAR INC COM 693718108 2206 44126 SH SHARED 04 44126
D PACHOLDER HIGH YIELD FD INC COM 693742108 2 180 SH SHARED 04 180
D PACIFIC CAP BANCORP NEW COM 69404P101 700 28900 SH SHARED 01 28900
D PACIFIC CAP BANCORP NEW COM 69404P101 247 10200 SH SHARED 04 10200
D PACIFIC CENTY FINL CORP COM 694058108 8244 405876 SH SHARED 01 214182 191694
D PACIFIC CENTY FINL CORP COM 694058108 30 1500 SH SHR/OTHR 01 1500
D PACIFIC CENTY FINL CORP COM 694058108 913 44980 SH SHARED 04 44980
D PACIFIC CENTY FINL CORP COM 694058108 186 9200 SH SHARED 05 9200
D PACIFIC CREST CAP INC COM 694166109 104 9820 SH SHARED 01 9820
D PACIFIC GATEWAY EXCHANGE INC COM 694327107 357 24337 SH SHARED 01 24337
D PACIFIC GATEWAY EXCHANGE INC COM 694327107 15 1050 SH SHARED 02 350 700
D PACIFIC GATEWAY EXCHANGE INC COM 694327107 2008 136750 SH SHARED 03 136750
D PACIFIC GATEWAY EXCHANGE INC COM 694327107 348 23725 SH SHARED 04 23725
D PACIFIC GATEWAY PPTYS INC MD COM 694330101 24 2300 SH SHARED 01 2300
D PACIFIC GULF PPTYS INC COM 694396102 680 34700 SH SHARED 01 34700
D PACIFIC GULF PPTYS INC COM 694396102 196 10000 SH SHR/OTHR 01 10000
D PACIFIC GULF PPTYS INC COM 694396102 172 8772 SH SHARED 02 6850 1922
D PACIFIC GULF PPTYS INC COM 694396102 145 7400 SH SHARED 04 7400
D PACIFIC SUNWEAR CALIF INC COM 694873100 25015 649741 SH SHARED 01 649741
D PACIFIC SUNWEAR CALIF INC COM 694873100 21 562 SH SHR/OTHR 01 562
D PACIFIC SUNWEAR CALIF INC COM 694873100 19 500 SH SHARED 02 500
D PACIFIC SUNWEAR CALIF INC COM 694873100 492 12800 SH SHARED 04 12800
D PACIFICARE HEALTH SYS DEL COM 695112102 9838 197256 SH SHARED 01 113456 83800
D PACIFICARE HEALTH SYS DEL COM 695112102 1727 34632 SH SHARED 04 34632
D PACKAGING CORP AMER COM 695156109 703 67000 SH SHARED 02 67000
D PACKETEER INC COM 695210104 3 100 SH SHARED 01 100
D PACKETEER INC COM 695210104 10 300 SH SHARED 04 300
D PACTIV CORP COM 695257105 16444 1892991 SH SHARED 01 1610399 282592
D PACTIV CORP COM 695257105 22 2547 SH SHARED 02 500 2047
D PACTIV CORP COM 695257105 1873 215686 SH SHARED 04 215686
D PACTIV CORP COM 695257105 33 3800 SH SHARED 05 3800
D PAGING NETWORK INC COM 695542100 2473 953500 SH SHARED 01 272316 681184
D PAGING NETWORK INC COM 695542100 100 38900 SH SHARED 04 38900
D PAINE WEBBER GROUP INC COM 695629105 65387 1486090 SH SHARED 01 1299405 186685
D PAINE WEBBER GROUP INC COM 695629105 57 1300 SH SHARED 02 1300
D PAINE WEBBER GROUP INC COM 695629105 9409 213842 SH SHARED 04 213842
D PAINE WEBBER GROUP INC COM 695629105 950 21600 SH SHARED 05 21600
D PAKISTAN INVT FD INC COM 695844100 363 114000 SH SHARED 04 114000
D PAIRGAIN TECHNOLOGIES INC COM 695934109 21808 1167042 SH SHARED 01 1042552 124490
D PAIRGAIN TECHNOLOGIES INC COM 695934109 205 11000 SH SHARED 02 11000
D PAIRGAIN TECHNOLOGIES INC COM 695934109 568 30400 SH SHARED 04 30400
D PALATIN TECHNOLOGIES INC COM NEW 696077304 10 2000 SH SHARED 02 2000
D PALATIN TECHNOLOGIES INC COM NEW 696077304 14 2700 SH SHARED 04 2700
D PALL CORP COM 696429307 32053 1428611 SH SHARED 01 1202158 226453
D PALL CORP COM 696429307 729 32498 SH SHR/OTHR 01 19049 13449
D PALL CORP COM 696429307 17 800 SH SHARED 02 800
D PALL CORP COM 696429307 4996 222692 SH SHARED 04 222692
D PALL CORP COM 696429307 62 2800 SH SHARED 05 2800
D PALM HARBOR HOMES COM 696639103 409 26626 SH SHARED 01 26626
D PALM HARBOR HOMES COM 696639103 112 7300 SH SHARED 04 7300
D PALM INC COM 696642107 4545 101300 SH SHARED 01 94000 7300
D PALM INC COM 696642107 22 500 SH SHR/OTHR 01 100 400
D PALM INC COM 696642107 157 3500 SH SHARED 02 1650 1850
D PALM INC COM 696642107 525 11700 SH SHARED 04 11700
D PALM INC COM 696642107 448 10000 SH SHARED 06 10000
D PAMRAPO BANCORP INC COM 697738102 3 200 SH SHARED 01 200
D PANAMSAT CORP NEW COM 697933109 5192 105835 SH SHARED 01 54421 51414
D PANAMSAT CORP NEW COM 697933109 436 8890 SH SHARED 04 8890
D PANAMSAT CORP NEW COM 697933109 255 5200 SH SHARED 05 5200
D PAN PACIFIC RETAIL PPTYS INC COM 69806L104 326 17682 SH SHARED 01 17682
D PAN PACIFIC RETAIL PPTYS INC COM 69806L104 68 3700 SH SHARED 04 3700
D PANTRY INC COM 698657103 43 5000 SH SHARED 02 5000
D PAPA JOHNS INTL INC COM 698813102 4919 149081 SH SHARED 01 104644 44437
D PAPA JOHNS INTL INC COM 698813102 33 1000 SH SHARED 02 1000
D PAPA JOHNS INTL INC COM 698813102 3020 91525 SH SHARED 03 91525
D PAPA JOHNS INTL INC COM 698813102 792 24018 SH SHARED 04 24018
D PAPA JOHNS INTL INC COM 698813102 102 3100 SH SHARED 05 3100
D PAR TECHNOLOGY CORP COM 698884103 0 200 SH SHARED 01 200
D PARADYNE NETWORKS INC COM 69911G107 15 500 SH SHARED 02 500
D PARAMETRIC TECHNOLOGY CORP COM 699173100 62682 2976114 SH SHARED 01 2571377 404737
D PARAMETRIC TECHNOLOGY CORP COM 699173100 981 46594 SH SHARED 02 11598 34996
D PARAMETRIC TECHNOLOGY CORP COM 699173100 5984 284124 SH SHARED 04 284124
D PARAMETRIC TECHNOLOGY CORP COM 699173100 122 5800 SH SHARED 05 5800
D PAREXEL INTL CORP COM 699462107 2978 315654 SH SHARED 01 98220 217434
D PAREXEL INTL CORP COM 699462107 205 21800 SH SHARED 02 1800 20000
D PAREXEL INTL CORP COM 699462107 99 10500 SH SHARED 04 10500
D PARK ELECTROCHEMICAL CORP COM 700416209 1698 69325 SH SHARED 01 27565 41760
D PARK ELECTROCHEMICAL CORP COM 700416209 95 3900 SH SHARED 04 3900
D PARK NATL CORP COM 700658107 1040 11825 SH SHARED 01 11825
D PARK NATL CORP COM 700658107 325 3700 SH SHARED 04 3700
D PARK OHIO HLDGS CORP COM 700666100 3 300 SH SHARED 01 300
D PARK PL ENTMT CORP COM 700690100 16580 1434028 SH SHARED 01 851190 582838
D PARK PL ENTMT CORP COM 700690100 79 6900 SH SHARED 02 3000 3900
D PARK PL ENTMT CORP COM 700690100 1647 142477 SH SHARED 04 142477
D PARK PL ENTMT CORP COM 700690100 492 42600 SH SHARED 05 42600
D PARKER DRILLING CO SUB NT CV 5.5%04 701081AD3 21978 29188000 PRN SHARED 04 29188000
D PARKER DRILLING CO COM 701081101 2325 465035 SH SHARED 01 149210 315825
D PARKER DRILLING CO COM 701081101 136 27300 SH SHARED 04 27300
D PARKER HANNIFIN CORP COM 701094104 50613 1225157 SH SHARED 01 1044515 180642
D PARKER HANNIFIN CORP COM 701094104 30 750 SH SHARED 02 150 600
D PARKER HANNIFIN CORP COM 701094104 6492 157156 SH SHARED 04 157156
D PARKER HANNIFIN CORP COM 701094104 103 2500 SH SHARED 05 2500
D PARKERVISION INC COM 701354102 240 8160 SH SHARED 01 8160
D PARKERVISION INC COM 701354102 79 2700 SH SHARED 04 2700
D PARKVALE FINL CORP COM 701492100 5 378 SH SHARED 01 378
D PARKWAY PPTYS INC COM 70159Q104 432 14700 SH SHARED 01 14700
D PARKWAY PPTYS INC COM 70159Q104 123 4200 SH SHARED 04 4200
D PARLEX CORP COM 701630105 134 4400 SH SHARED 01 4400
D PARTNER COMMUNICATIONS CO LTD ADR 70211M109 17903 1076881 SH SHARED 01 1076881
D PATHOGENESIS CORP COM 70321E104 639 28100 SH SHARED 01 28100
D PATHOGENESIS CORP COM 70321E104 154 6800 SH SHARED 04 6800
D PATINA OIL & GAS CORP COM 703224105 269 19900 SH SHARED 02 19900
D PATRICK INDS INC COM 703343103 6 900 SH SHARED 01 900
D PATRIOT NATL BANCORP INC COM 70336F104 74 7000 SH SHARED 01 7000
D PATRIOT TRANSN HLDG INC COM 70337B102 2 100 SH SHARED 01 100
D PATTERSON DENTAL CO COM 703412106 6896 180289 SH SHARED 01 86473 93816
D PATTERSON DENTAL CO COM 703412106 436 11400 SH SHARED 04 11400
D PATTERSON ENERGY INC COM 703414102 2105 66301 SH SHARED 01 66301
D PATTERSON ENERGY INC COM 703414102 15 500 SH SHARED 02 500
D PATTERSON ENERGY INC COM 703414102 905 28528 SH SHARED 04 28528
D PAXAR CORP COM 704227107 745 77487 SH SHARED 01 77487
D PAXAR CORP COM 704227107 168 17500 SH SHARED 04 17500
D PAXSON COMMUNICATIONS CORP COM 704231109 116 15000 SH SHARED 04 15000
D PAXSON COMMUNICATIONS CORP COM 704231109 520 67100 SH SHARED 01 67100
D PAXSON COMMUNICATIONS CORP COM 704231109 96 12400 SH SHARED 04 12400
D PAYCHEX INC COM 704326107 139910 2671321 SH SHARED 01 2382083 289238
D PAYCHEX INC COM 704326107 434 8303 SH SHARED 02 2647 5656
D PAYCHEX INC COM 704326107 11082 211597 SH SHARED 04 211597
D PAYCHEX INC COM 704326107 282 5400 SH SHARED 05 5400
D PAYLESS SHOESOURCE INC COM 704379106 11266 216935 SH SHARED 01 112998 103937
D PAYLESS SHOESOURCE INC COM 704379106 10 196 SH SHR/OTHR 01 196
D PAYLESS SHOESOURCE INC COM 704379106 11155 214791 SH SHARED 04 214791
D PCORDER COM INC CL A 70453H107 958 42604 SH SHARED 01 23804 18800
D PCORDER COM INC CL A 70453H107 9 400 SH SHARED 02 400
D PCORDER COM INC CL A 70453H107 22 1000 SH SHARED 04 1000
D PEAPOD INC COM 704718105 8 3200 SH SHARED 02 3200
D PECHINEY SPONSORED ADR 705151207 263 10400 SH SHARED 04 10400
D PEDIATRIX MED GROUP COM 705324101 525 72503 SH SHARED 01 56058 16445
D PEDIATRIX MED GROUP COM 705324101 47 6500 SH SHARED 04 6500
D PEGASYSTEMS INC COM 705573103 549 45760 SH SHARED 01 45760
D PEGASYSTEMS INC COM 705573103 144 12000 SH SHARED 04 12000
D PEGASUS COMMUNICATIONS CORP CL A 705904100 2657 18880 SH SHARED 01 18880
D PEGASUS COMMUNICATIONS CORP CL A 705904100 112 800 SH SHARED 02 800
D PEGASUS COMMUNICATIONS CORP CL A 705904100 647 4600 SH SHARED 04 4600
D PEGASUS SYSTEMS INC COM 705906105 2858 180804 SH SHARED 01 180804
D PEGASUS SYSTEMS INC COM 705906105 123 7800 SH SHARED 04 7800
D PENN ENGR & MFG CORP COM NON VTG 707389300 2 100 SH SHARED 01 100
D PENN NATL GAMING INC COM 707569109 3 300 SH SHARED 01 300
D PENN TREATY AMERN CORP COM 707874103 163 9800 SH SHARED 01 9800
D PENN TREATY AMERN CORP COM 707874103 40 2400 SH SHARED 04 2400
D PENN VA CORP COM 707882106 68 4000 SH SHARED 02 1200 2800
D PENNEY J C INC COM 708160106 41414 2784168 SH SHARED 01 2410663 373505
D PENNEY J C INC COM 708160106 349 23488 SH SHR/OTHR 01 9400 14088
D PENNEY J C INC COM 708160106 41 2792 SH SHARED 02 300 2492
D PENNEY J C INC COM 708160106 5781 388682 SH SHARED 04 388682
D PENNEY J C INC COM 708160106 99 6700 SH SHARED 05 6700
D PENNSYLVANIA RL ESTATE INVT TR SH BEN INT 709102107 307 18900 SH SHARED 01 18900
D PENNSYLVANIA RL ESTATE INVT TR SH BEN INT 709102107 56 3500 SH SHR/OTHR 01 3500
D PENNSYLVANIA RL ESTATE INVT TR SH BEN INT 709102107 97 6000 SH SHARED 04 6000
D PENNZOIL-QUAKER STATE COMPANY COM 709323109 5065 485356 SH SHARED 01 322220 163136
D PENNZOIL-QUAKER STATE COMPANY COM 709323109 36 3500 SH SHARED 02 3500
D PENNZOIL-QUAKER STATE COMPANY COM 709323109 717 68769 SH SHARED 04 68769
D PENNZOIL-QUAKER STATE COMPANY COM 709323109 104 10000 SH SHARED 05 10000
D PENTACON INC COM 709620108 281 110000 SH SHARED 02 10000 100000
D PENTAIR INC COM 709631105 8358 225526 SH SHARED 01 126979 98547
D PENTAIR INC COM 709631105 1347 36362 SH SHARED 04 36362
D PENTAIR INC COM 709631105 137 3700 SH SHARED 05 3700
D PENTON MEDIA INC COM 709668107 1954 75156 SH SHARED 01 51911 23245
D PENTON MEDIA INC COM 709668107 231 8900 SH SHARED 04 8900
D PEOPLES BK BRIDGEPORT CONN COM 710198102 643 30750 SH SHARED 01 28450 2300
D PEOPLES BK BRIDGEPORT CONN COM 710198102 32 1541 SH SHARED 04 1541
D PEOPLES BK N C COM 710577107 2 207 SH SHARED 01 207
D PEOPLES ENERGY CORP COM 711030106 12458 454071 SH SHARED 01 357194 96877
D PEOPLES ENERGY CORP COM 711030106 183 6700 SH SHR/OTHR 01 6700
D PEOPLES ENERGY CORP COM 711030106 105 3831 SH SHARED 02 732 3099
D PEOPLES ENERGY CORP COM 711030106 12315 448859 SH SHARED 04 448859
D PEOPLES ENERGY CORP COM 711030106 21 800 SH SHARED 05 800
D PEOPLES HERITAGE FINL GROUP COM 711147108 8516 567750 SH SHARED 01 176657 391093
D PEOPLES HERITAGE FINL GROUP COM 711147108 1201 80103 SH SHARED 04 80103
D PEOPLES HLDG CO COM 711148106 185 7568 SH SHARED 01 7568
D PEOPLES HLDG CO COM 711148106 63 2600 SH SHARED 04 2600
D PEOPLESOFT INC COM 712713106 51238 2561921 SH SHARED 01 2419146 142775
D PEOPLESOFT INC COM 712713106 4 200 SH SHR/OTHR 01 200
D PEOPLESOFT INC COM 712713106 316 15827 SH SHARED 02 14527 1300
D PEOPLESOFT INC COM 712713106 3068 153424 SH SHARED 04 153424
D PEOPLESOFT INC COM 712713106 162 8100 SH SHARED 05 8100
D PEP BOYS MANNY MOE & JACK SUB LYON ZERO 11 713278AJ8 26409 52818000 PRN SHARED 04 52818000
D PEP BOYS MANNY MOE & JACK COM 713278109 2713 457073 SH SHARED 01 373515 83558
D PEP BOYS MANNY MOE & JACK COM 713278109 42 7100 SH SHARED 02 900 6200
D PEP BOYS MANNY MOE & JACK COM 713278109 1596 268900 SH SHARED 04 268900
D PEPSI BOTTLING GROUP INC COM 713409100 8646 432300 SH SHARED 01 151213 281087
D PEPSI BOTTLING GROUP INC COM 713409100 400 20049 SH SHARED 04 20049
D PEPSIAMERICAS INC CL B 71343P101 30 8900 SH SHARED 02 400 8500
D PEPSICO INC COM 713448108 623462 17877066 SH SHARED 01 15355355 2521711
D PEPSICO INC COM 713448108 24982 716353 SH SHR/OTHR 01 377814 338539
D PEPSICO INC COM 713448108 2276 65265 SH SHARED 02 25119 40146
D PEPSICO INC COM 713448108 60476 1734091 SH SHARED 04 1734091
D PEPSICO INC COM 713448108 3002 86100 SH SHARED 05 86100
D PER SE TECHNOLOGIES INC COM NEW 713569309 882 150195 SH SHARED 01 64780 85415
D PER SE TECHNOLOGIES INC COM NEW 713569309 0 121 SH SHARED 02 10 111
D PER SE TECHNOLOGIES INC COM NEW 713569309 68 11700 SH SHARED 04 11700
D PEREGRINE SYSTEMS INC COM 71366Q101 5782 86228 SH SHARED 01 86228
D PEREGRINE SYSTEMS INC COM 71366Q101 10788 160870 SH SHARED 02 52000 108870
D PEREGRINE SYSTEMS INC COM 71366Q101 1519 22660 SH SHARED 04 22660
D PERFORMANCE FOOD GROUP CO COM 713755106 1724 78850 SH SHARED 01 78850
D PERFORMANCE FOOD GROUP CO COM 713755106 113 5200 SH SHARED 04 5200
D PERFORMANCE TECHNOLOGIES INC COM 71376K102 201 4650 SH SHARED 01 4650
D PERICOM SEMICONDUCTOR CORP COM 713831105 135 3800 SH SHARED 01 3800
D PERICOM SEMICONDUCTOR CORP COM 713831105 24 700 SH SHARED 05 700
D PERKINELMER INC COM 714046109 45427 683126 SH SHARED 01 526852 156274
D PERKINELMER INC COM 714046109 172 2600 SH SHARED 02 1000 1600
D PERKINELMER INC COM 714046109 5031 75668 SH SHARED 04 75668
D PERKINELMER INC COM 714046109 66 1000 SH SHARED 05 1000
D PERLE SYS LTD COM 714152105 3 500 SH SHARED 02 500
D PERMIAN BASIN RTY TR UNIT BEN INT 714236106 17 4000 SH SHARED 02 4000
D PEROT SYS CORP CL A 714265105 214 10700 SH SHARED 01 10700
D PEROT SYS CORP CL A 714265105 65 3283 SH SHARED 04 3283
D PERRIGO CO COM 714290103 3899 513498 SH SHARED 01 210598 302900
D PERRIGO CO COM 714290103 30 4000 SH SHARED 02 4000
D PERRIGO CO COM 714290103 419 55300 SH SHARED 04 55300
D PERRIGO CO COM 714290103 63 8400 SH SHARED 05 8400
D PERSISTENCE SOFTWARE INC COM 715329108 5 300 SH SHARED 02 300
D PERSONNEL GROUP AMER INC SB NT CV 5.75%04 715338AE9 7508 10850000 PRN SHARED 04 10850000
D PERSONNEL GROUP AMER INC COM 715338109 426 69700 SH SHARED 01 69700
D PERSONNEL GROUP AMER INC COM 715338109 65 10700 SH SHARED 04 10700
D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 20 2160 SH SHARED 02 1080 1080
D PERVASIVE SOFTWARE INC COM 715710109 3742 290682 SH SHARED 01 71382 219300
D PERVASIVE SOFTWARE INC COM 715710109 83 6500 SH SHARED 04 6500
D PETCO ANIMAL SUPPLIES COM 716016100 3161 266225 SH SHARED 01 89964 176261
D PETCO ANIMAL SUPPLIES COM 716016100 104 8800 SH SHARED 04 8800
D PETRO-CDA COM/VARIBL VTG 71644E102 33 2000 SH SHARED 04 2000
D PETROLEUM GEO-SVCS A/S SPONSORED ADR 716597109 34 2000 SH SHARED 01 2000
D PETROLEUM GEO-SVCS A/S SPONSORED ADR 716597109 69 4000 SH SHARED 02 4000
D PETROLEUM GEO-SVCS A/S SPONSORED ADR 716597109 595 34420 SH SHARED 04 34420
D PETS COM INC COM 71676K109 12 2960 SH SHARED 01 2960
D PETSMART INC COM 716768106 1861 620338 SH SHARED 01 262471 357867
D PETSMART INC COM 716768106 34 11400 SH SHARED 02 11400
D PETSMART INC COM 716768106 365 121767 SH SHARED 04 121767
D PHARMACYCLICS INC COM 716933106 3831 68800 SH SHARED 01 26194 42606
D PHARMACYCLICS INC COM 716933106 417 7500 SH SHARED 04 7500
D PHARMACIA & UPJOHN INC COM 716941109 324902 5460538 SH SHARED 01 4619969 290 840279
D PHARMACIA & UPJOHN INC COM 716941109 461 7750 SH SHR/OTHR 01 7750
D PHARMACIA & UPJOHN INC COM 716941109 228 3832 SH SHARED 02 1305 2527
D PHARMACIA & UPJOHN INC COM 716941109 41050 689921 SH SHARED 04 689921
D PHARMACIA & UPJOHN INC COM 716941109 660 11100 SH SHARED 06 11100
D PHARMAPRINT INC COM 716950100 0 100 SH SHARED 01 100
D PFIZER INC COM 717081103 1754486 47986615 SH SHARED 01 40833995 7152620
D PFIZER INC COM 717081103 55174 1509054 SH SHR/OTHR 01 1047155 461899
D PFIZER INC COM 717081103 6839 187065 SH SHARED 02 53343 133722
D PFIZER INC COM 717081103 182021 4978440 SH SHARED 04 4977840 600
D PFIZER INC COM 717081103 3067 83900 SH SHARED 05 83900
D PFIZER INC COM 717081103 32948 901180 SH SHARED 06 901180
D PFSWEB INC COM 717098107 73 4600 SH SHARED 01 4600
D PFSWEB INC COM 717098107 320 20000 SH SHARED 04 20000
D PHARMACEUTICAL PROD DEV INC COM 717124101 524 30995 SH SHARED 01 30995
D PHARMACEUTICAL PROD DEV INC COM 717124101 128 7600 SH SHARED 04 7600
D PHARMACEUTICAL RES INC COM 717125108 76 12221 SH SHARED 01 12221
D PHARMACEUTICAL RES INC COM 717125108 45 7200 SH SHARED 04 7200
D PHARMACOPEIA INC COM 71713B104 249 5100 SH SHARED 01 5100
D PHARMACOPEIA INC COM 71713B104 196 4000 SH SHARED 02 500 3500
D PHARMACOPEIA INC COM 71713B104 20 416 SH SHARED 04 416
D PHARMOS CORP COM NEW 717139208 104 21100 SH SHARED 01 21100
D PHELPS DODGE CORP COM 717265102 37754 796934 SH SHARED 01 714616 82318
D PHELPS DODGE CORP COM 717265102 179 3793 SH SHARED 02 2215 1578
D PHELPS DODGE CORP COM 717265102 17226 363611 SH SHARED 04 363611
D PHILADELPHIA CONS HLDG CORP COM 717528103 361 24500 SH SHARED 01 24500
D PHILADELPHIA CONS HLDG CORP COM 717528103 50 3400 SH SHARED 04 3400
D PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 3525 194483 SH SHARED 01 89559 104924
D PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 270 14900 SH SHARED 04 14900
D PHILIP MORRIS COS INC COM 718154107 615236 29123620 SH SHARED 01 25337043 3786577
D PHILIP MORRIS COS INC COM 718154107 53066 2512020 SH SHR/OTHR 01 99295 2412725
D PHILIP MORRIS COS INC COM 718154107 879 41654 SH SHARED 02 1362 40292
D PHILIP MORRIS COS INC COM 718154107 80898 3829516 SH SHARED 04 3829516
D PHILIP MORRIS COS INC COM 718154107 1039 49200 SH SHARED 05 49200
D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 533 24300 SH SHARED 04 24300
D PHILIPPINE LONG DISTANCE TEL SPONSORED GDR 718252703 22073 530300 SH SHARED 04 530300
D PHILIPS INTL RLTY CORP COM 718333107 16 1000 SH SHARED 01 1000
D PHILLIPS PETE CO COM 718507106 121941 2636573 SH SHARED 01 2371494 265079
D PHILLIPS PETE CO COM 718507106 1204 26039 SH SHR/OTHR 01 1230 24809
D PHILLIPS PETE CO COM 718507106 383 8300 SH SHARED 02 3000 5300
D PHILLIPS PETE CO COM 718507106 22262 481350 SH SHARED 04 481350
D PHILLIPS PETE CO COM 718507106 753 16300 SH SHARED 05 16300
D PHILLIPS VAN HEUSEN CORP COM 718592108 1370 178336 SH SHARED 01 63474 114862
D PHILLIPS VAN HEUSEN CORP COM 718592108 46 6000 SH SHARED 02 2000 4000
D PHILLIPS VAN HEUSEN CORP COM 718592108 72 9400 SH SHARED 04 9400
D PHOENIX INVT PARTNERS LTD COM 719085102 602 77719 SH SHARED 01 77719
D PHOENIX INVT PARTNERS LTD COM 719085102 141 18200 SH SHARED 04 18200
D PHOENIX TECHNOLOGY LTD COM 719153108 1412 66868 SH SHARED 01 54858 12010
D PHOENIX TECHNOLOGY LTD COM 719153108 287 13600 SH SHARED 04 13600
D PHONE COM INC COM 71920Q100 3907 23955 SH SHARED 01 23955
D PHONE COM INC COM 71920Q100 2349 14400 SH SHARED 02 13900 500
D PHONE COM INC COM 71920Q100 195 1200 SH SHARED 05 1200
D PHOSPHATE RESOURCE PARTNERS DEPOSITARY UNT 719217101 0 112 SH SHARED 02 112
D PHOTON DYNAMICS INC COM 719364101 8362 121200 SH SHARED 01 121200
D PHOTOWORKS INC COM 71940B109 6 1012 SH SHARED 01 1012
D PHYCOR INC COM 71940F100 493 478902 SH SHARED 01 178829 300073
D PHYCOR INC COM 71940F100 62 60250 SH SHARED 02 40000 20250
D PHYCOR INC COM 71940F100 31 30400 SH SHARED 04 30400
D PHOTRONICS INC COM 719405102 1425 40368 SH SHARED 01 40368
D PHOTRONICS INC COM 719405102 317 9000 SH SHARED 04 9000
D PHOTRONICS INC COM 719405102 233 6600 SH SHARED 05 6600
D PICTURETEL CORP COM NEW 720035302 4543 519300 SH SHARED 01 111166 408134
D PICTURETEL CORP COM NEW 720035302 147 16900 SH SHARED 04 16900
D PIEDMONT NAT GAS INC COM 720186105 3917 150300 SH SHARED 01 71618 78682
D PIEDMONT NAT GAS INC COM 720186105 46 1800 SH SHR/OTHR 01 1800
D PIEDMONT NAT GAS INC COM 720186105 336 12900 SH SHARED 04 12900
D PIER 1 IMPORTS INC COM 720279108 8916 869902 SH SHARED 01 320941 548961
D PIER 1 IMPORTS INC COM 720279108 412 40200 SH SHARED 04 40200
D PILGRIM PRIME RATE TR NEW SH BEN INT 72146W103 60 7500 SH SHARED 02 7500
D PILGRIMS PRIDE CORP CL B 721467108 110 17500 SH SHARED 01 17500
D PILGRIMS PRIDE CORP CL B 721467108 42 6700 SH SHARED 04 6700
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 PILLOWTEX CORP COM 721501104 74 18625 SH SHARED 01 18625
D PILLOWTEX CORP COM 721501104 14 3700 SH SHARED 04 3700
D PILOT NETWORK SVCS INC COM 721596104 158 4800 SH SHARED 01 4800
D PILOT NETWORK SVCS INC COM 721596104 302 9150 SH SHARED 02 7350 1800
D PINNACLE BANCSHARES INC COM 722903101 17 2300 SH SHARED 01 2300
D PINNACLE ENTMT INC COM 723456109 3921 193057 SH SHARED 01 66483 126574
D PINNACLE ENTMT INC COM 723456109 991 48800 SH SHARED 04 48800
D PINNACLE HLDGS INC COM 72346N101 9699 180451 SH SHARED 01 65075 115376
D PINNACLE HLDGS INC COM 72346N101 4493 83593 SH SHARED 02 51770 31823
D PINNACLE HLDGS INC COM 72346N101 7534 140185 SH SHARED 04 140185
D PINNACLE SYS INC COM 723481107 41519 1248712 SH SHARED 01 1248712
D PINNACLE SYS INC COM 723481107 538 16200 SH SHARED 04 16200
D PINNACLE WEST CAP CORP COM 723484101 34914 1238682 SH SHARED 01 1092888 145794
D PINNACLE WEST CAP CORP COM 723484101 359 12750 SH SHR/OTHR 01 12750
D PINNACLE WEST CAP CORP COM 723484101 47271 1677080 SH SHARED 04 1677080
D PINNACLE WEST CAP CORP COM 723484101 50 1800 SH SHARED 05 1800
D PIONEER CORP JAPAN SPONSORED ADR 723646105 23 800 SH SHARED 04 800
D PIONEER GROUP INC COM 723684106 4710 202600 SH SHARED 01 72800 129800
D PIONEER GROUP INC COM 723684106 72 3135 SH SHARED 02 1935 1200
D PIONEER GROUP INC COM 723684106 255 11000 SH SHARED 04 11000
D PIONEER NAT RES CO COM 723787107 8357 795907 SH SHARED 01 361049 434858
D PIONEER NAT RES CO COM 723787107 133 12688 SH SHARED 02 12688
D PIONEER NAT RES CO COM 723787107 862 82116 SH SHARED 04 82116
D PIONEER NAT RES CO COM 723787107 116 11100 SH SHARED 05 11100
D PIONEER STD ELECTRS INC COM 723877106 695 44143 SH SHARED 01 44143
D PIONEER STD ELECTRS INC COM 723877106 267 17000 SH SHARED 04 17000
D PIONEER STD ELECTRS INC COM 723877106 40 2600 SH SHARED 05 2600
D PITNEY BOWES INC COM 724479100 137487 3076669 SH SHARED 01 2644072 432597
D PITNEY BOWES INC COM 724479100 4857 108700 SH SHR/OTHR 01 92900 15800
D PITNEY BOWES INC COM 724479100 357 8000 SH SHARED 02 900 7100
D PITNEY BOWES INC COM 724479100 14571 326079 SH SHARED 04 326079
D PITNEY BOWES INC COM 724479100 277 6200 SH SHARED 05 6200
D PITT DESMOINES INC COM 724508106 70 3100 SH SHARED 01 3100
D PITT DESMOINES INC COM 724508106 40 1800 SH SHARED 04 1800
D PITTSTON CO COM BRINKS GRP 725701106 6401 376535 SH SHARED 01 181610 194925
D PITTSTON CO COM BRINKS GRP 725701106 44 2635 SH SHARED 02 1129 1506
D PITTSTON CO COM BRINKS GRP 725701106 861 50663 SH SHARED 04 50663
D PITTSTON CO COM BRINKS GRP 725701106 102 6000 SH SHARED 05 6000
D PIVOTAL CORP COM 72581R106 803 25000 SH SHARED 02 25000
D PIXAR COM 725811103 5502 154200 SH SHARED 01 32400 121800
D PIXAR COM 725811103 42 1200 SH SHARED 02 1100 100
D PIXAR COM 725811103 111 3111 SH SHARED 04 3111
D PJ AMER INC COM 72585Q104 133 12900 SH SHARED 02 4000 8900
D PJ AMER INC COM 72585Q104 0 50 SH SHARED 04 50
D PLACER DOME INC COM 725906101 16519 2033117 SH SHARED 01 2031831 1286
D PLACER DOME INC COM 725906101 4112 506134 SH SHARED 04 506134
D PLACER DOME INC COM 725906101 220 27100 SH SHARED 05 27100
D PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN 726503105 73 4500 SH SHR/OTHR 01 4500
D PLAINS RES INC COM PAR $0.10 726540503 272 21800 SH SHARED 01 21800
D PLAINS RES INC COM PAR $0.10 726540503 82 6600 SH SHARED 04 6600
D PLANETRX COM INC COM 727049108 182 22800 SH SHARED 02 22800
D PLANTRONICS INC NEW COM 727493108 2327 24973 SH SHARED 01 24973
D PLANTRONICS INC NEW COM 727493108 633 6800 SH SHARED 04 6800
D PLATINUM ENTMT INC COM 727909103 23 7700 SH SHARED 01 7700
D PLAY BY PLAY TOYS & NOVELTIES COM 72811K103 30 15800 SH SHARED 01 15800
D PLAYBOY ENTERPRISES INC CL A 728117201 11 700 SH SHARED 01 700
D PLAYBOY ENTERPRISES INC CL A 728117201 753 45000 SH SHARED 04 45000
D PLAYBOY ENTERPRISES INC CL B 728117300 512 25800 SH SHARED 01 25800
D PLAYBOY ENTERPRISES INC CL B 728117300 166 8400 SH SHARED 04 8400
D PLAYTEX PRODS INC COM 72813P100 595 45800 SH SHARED 01 45800
D PLAYTEX PRODS INC COM 72813P100 100 7750 SH SHARED 02 5750 2000
D PLAYTEX PRODS INC COM 72813P100 153 11800 SH SHARED 04 11800
D PLEXUS CORP COM 729132100 1839 27612 SH SHARED 01 27612
D PLEXUS CORP COM 729132100 486 7300 SH SHARED 04 7300
D PLEXUS CORP COM 729132100 79 1200 SH SHARED 05 1200
D PLUG POWER INC COM 72919P103 459 5400 SH SHARED 01 5400
D PLUM CREEK TIMBER CO INC COM 729251108 591 24025 SH SHARED 01 24025
D PLUM CREEK TIMBER CO INC COM 729251108 96 3925 SH SHR/OTHR 01 3925
D PLUM CREEK TIMBER CO INC COM 729251108 179 7300 SH SHARED 02 1000 6300
D PLUM CREEK TIMBER CO INC COM 729251108 290 11800 SH SHARED 04 11800
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 66 11600 SH SHARED 01 11600
D POGO PRODUCING CO COM 730448107 3838 134393 SH SHARED 01 109457 24936
D POGO PRODUCING CO COM 730448107 28 1000 SH SHARED 02 1000
D POGO PRODUCING CO COM 730448107 968 33900 SH SHARED 04 33900
D POHANG IRON & STL LTD SPONSORED ADR 730450103 16191 588793 SH SHARED 01 588793
D POHANG IRON & STL LTD SPONSORED ADR 730450103 299 10900 SH SHARED 04 10900
D POLARIS INDS INC COM 731068102 2401 79712 SH SHARED 01 57910 21802
D POLARIS INDS INC COM 731068102 54 1803 SH SHARED 02 1803
D POLARIS INDS INC COM 731068102 367 12200 SH SHARED 04 12200
D POLAROID CORP COM 731095105 12428 523295 SH SHARED 01 456641 66654
D POLAROID CORP COM 731095105 2077 87457 SH SHARED 04 87457
D POLICY MGMT SYS CORP COM 731108106 2895 241322 SH SHARED 01 132572 108750
D POLICY MGMT SYS CORP COM 731108106 26 2200 SH SHR/OTHR 01 2200
D POLICY MGMT SYS CORP COM 731108106 54 4500 SH SHARED 02 2000 2500
D POLICY MGMT SYS CORP COM 731108106 351 29258 SH SHARED 04 29258
D POLICY MGMT SYS CORP COM 731108106 44 3700 SH SHARED 05 3700
D POLO RALPH LAUREN CORP CL A 731572103 1369 73269 SH SHARED 01 73266 3
D POLO RALPH LAUREN CORP CL A 731572103 14 750 SH SHR/OTHR 01 750
D POLO RALPH LAUREN CORP CL A 731572103 71 3821 SH SHARED 04 3821
D POLYCOM INC COM 73172K104 22994 290382 SH SHARED 01 290382
D POLYCOM INC COM 73172K104 1874 23677 SH SHARED 04 23677
D POLYCOM INC COM 73172K104 292 3700 SH SHARED 05 3700
D POLYMEDICA CORP COM 731738100 11 200 SH SHARED 04 200
D POLYMER GROUP INC COM 731745105 389 30577 SH SHARED 01 30577
D POLYMER GROUP INC COM 731745105 52 4100 SH SHARED 02 500 3600
D POLYMER GROUP INC COM 731745105 109 8600 SH SHARED 04 8600
D POMEROY COMPUTER RES COM 731822102 4 248 SH SHARED 01 248
D PONTOTOC PRODTN INC COM 732763107 185 27000 SH SHARED 02 27000
D POPE & TALBOT INC COM 732827100 380 20700 SH SHARED 01 20700
D POPE & TALBOT INC COM 732827100 334 18200 SH SHARED 04 18200
D POPE RES DEL LTD PARTNERSHIP DEPOSITRY RCPT 732857107 11 500 SH SHARED 01 500
D POPE RES DEL LTD PARTNERSHIP DEPOSITRY RCPT 732857107 220 9500 SH SHARED 02 7500 2000
D POPULAR INC COM 733174106 10257 462300 SH SHARED 01 177124 285176
D POPULAR INC COM 733174106 399 18000 SH SHR/OTHR 01 10000 8000
D POPULAR INC COM 733174106 334 15065 SH SHARED 04 15065
D PORTA SYS CORP COM NEW 735647307 0 9 SH SHARED 01 9
D PORTAL SOFTWARE INC COM 736126103 16534 290400 SH SHARED 01 290400
D PORTAL SOFTWARE INC COM 736126103 1821 32000 SH SHARED 02 32000
D PORTAL SOFTWARE INC COM 736126103 144 2530 SH SHARED 04 2530
D PORTUGAL TELECOM S A SPONSORED ADR 737273102 17 1410 SH SHARED 01 705 705
D PORTUGAL TELECOM S A SPONSORED ADR 737273102 182 14700 SH SHARED 04 14700
D PORTUGAL TELECOM S A SPONSORED ADR 737273102 414 33300 SH SHARED 05 33300
D POST PPTYS INC COM 737464107 5712 141707 SH SHARED 01 36007 105700
D POST PPTYS INC COM 737464107 345 8576 SH SHARED 02 1515 7061
D POST PPTYS INC COM 737464107 99 2472 SH SHARED 04 2472
D POTASH CORP SASK INC COM 73755L107 6 125 SH SHARED 01 125
D POTASH CORP SASK INC COM 73755L107 470 9400 SH SHARED 02 9400
D POTASH CORP SASK INC COM 73755L107 50 1000 SH SHARED 04 1000
D POTASH CORP SASK INC COM 73755L107 840 16800 SH SHARED 05 16800
D POTLATCH CORP COM 737628107 16683 387992 SH SHARED 01 299115 88877
D POTLATCH CORP COM 737628107 197 4600 SH SHARED 02 1900 2700
D POTLATCH CORP COM 737628107 1995 46401 SH SHARED 04 46401
D POTLATCH CORP COM 737628107 43 1000 SH SHARED 05 1000
D POTOMAC ELEC PWR CO COM 737679100 13576 600052 SH SHARED 01 301473 298579
D POTOMAC ELEC PWR CO COM 737679100 52 2300 SH SHR/OTHR 01 800 1500
D POTOMAC ELEC PWR CO COM 737679100 278 12316 SH SHARED 02 8916 3400
D POTOMAC ELEC PWR CO COM 737679100 1341 59308 SH SHARED 04 59308
D POTOMAC ELEC PWR CO COM 737679100 312 13800 SH SHARED 05 13800
D POTTERS FINL CORP COM 738140102 13 1430 SH SHARED 01 1430
D POWER INTEGRATIONS INC COM 739276103 4890 195600 SH SHARED 01 36935 158665
D POWER INTEGRATIONS INC COM 739276103 282 11300 SH SHARED 04 11300
D POWER-ONE INC COM 739308104 3215 53260 SH SHARED 01 50955 2305
D POWER-ONE INC COM 739308104 483 8000 SH SHARED 04 8000
D POWERTEL INC COM 73936C109 2781 40203 SH SHARED 01 40203
D POWERTEL INC COM 73936C109 712 10300 SH SHARED 04 10300
D POWERWAVE TECHNOLOGIES INC COM 739363109 3097 24780 SH SHARED 01 24780
D POWERWAVE TECHNOLOGIES INC COM 739363109 2087 16700 SH SHARED 02 7150 9550
D POWERWAVE TECHNOLOGIES INC COM 739363109 4270 34167 SH SHARED 04 34167
D POWERWAVE TECHNOLOGIES INC COM 739363109 312 2500 SH SHARED 05 2500
D PRAXAIR INC COM 74005P104 72781 1748516 SH SHARED 01 1478654 269862
D PRAXAIR INC COM 74005P104 208 5000 SH SHR/OTHR 01 5000
D PRAXAIR INC COM 74005P104 18 450 SH SHARED 02 450
D PRAXAIR INC COM 74005P104 15513 372707 SH SHARED 04 372707
D PRAXAIR INC COM 74005P104 274 6600 SH SHARED 05 6600
D PRE PAID LEGAL SVCS INC COM 740065107 8886 299333 SH SHARED 01 104115 195218
D PRE PAID LEGAL SVCS INC COM 740065107 335 11300 SH SHARED 04 11300
D PRECISION CASTPARTS CORP COM 740189105 3325 91116 SH SHARED 01 91116
D PRECISION CASTPARTS CORP COM 740189105 731 20033 SH SHARED 04 20033
D PRECISION CASTPARTS CORP COM 740189105 94 2600 SH SHARED 05 2600
D PRECISION DRILLING CORP COM 74022D100 333 10000 SH SHARED 04 10000
D PRECISION OPTICS INC MASS COM 740294103 81 3600 SH SHARED 01 3600
D PRECISION OPTICS INC MASS COM 740294103 15 700 SH SHARED 04 700
D PRECISION RESPONSE CORP COM 740314109 1336 55100 SH SHARED 04 55100
D PREFERRED INCOME OPPORTUNITY COM 74037H104 27 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 14 782 SH SHARED 01 782
D PREMIER LASER SYS INC CL A 740522107 1 1000 SH SHARED 02 1000
D PREMIER NATL BANCORP INC COM 74053F107 320 21170 SH SHARED 01 21170
D PREMIER NATL BANCORP INC COM 74053F107 104 6900 SH SHARED 04 6900
D PREMIER PKS INC COM NEW 740540208 2837 135100 SH SHARED 01 135100
D PREMIER PKS INC COM NEW 740540208 2679 127574 SH SHARED 04 127574
D PREMIER PKS INC COM NEW 740540208 174 8300 SH SHARED 05 8300
D PRENTISS PPTYS TR SH BEN INT 740706106 3006 134750 SH SHARED 01 134525 225
D PRENTISS PPTYS TR SH BEN INT 740706106 22 1000 SH SHARED 02 1000
D PRENTISS PPTYS TR SH BEN INT 740706106 345 15500 SH SHARED 04 15500
D PRESIDENTIAL LIFE CORP COM 740884101 459 33400 SH SHARED 01 33400
D PRESIDENTIAL LIFE CORP COM 740884101 133 9700 SH SHARED 04 9700
D PRESSTEK INC COM 741113104 4474 188415 SH SHARED 01 60003 128412
D PRESSTEK INC COM 741113104 268 11300 SH SHARED 04 11300
D PRICE COMMUNICATIONS CORP COM NEW 741437305 11650 506553 SH SHARED 01 173458 333095
D PRICE COMMUNICATIONS CORP COM NEW 741437305 765 33300 SH SHARED 04 33300
D PRICE T ROWE & ASSOCIATES COM 741477103 55273 1399319 SH SHARED 01 1209107 190212
D PRICE T ROWE & ASSOCIATES COM 741477103 2093 53005 SH SHR/OTHR 01 23000 30005
D PRICE T ROWE & ASSOCIATES COM 741477103 3386 85739 SH SHARED 02 13350 72389
D PRICE T ROWE & ASSOCIATES COM 741477103 7468 189081 SH SHARED 04 189081
D PRICE T ROWE & ASSOCIATES COM 741477103 47 1200 SH SHARED 05 1200
D PRICE T ROWE & ASSOCIATES COM 741477103 27613 699072 SH SHARED 06 699072
D PRICELINE COM INC COM 741503106 7224 90300 SH SHARED 01 86450 3850
D PRICELINE COM INC COM 741503106 1070 13375 SH SHARED 02 2875 10500
D PRICELINE COM INC COM 741503106 837 10473 SH SHARED 04 10473
D PRICESMART INC COM 741511109 3 75 SH SHARED 02 75
D PRIME MED SVCS INC NEW COM 74156D108 39 4400 SH SHARED 01 4400
D PRIMEDIA INC COM 74157K101 9710 303453 SH SHARED 01 111689 191764
D PRIMEDIA INC COM 74157K101 73 2300 SH SHARED 02 2300
D PRIMEDIA INC COM 74157K101 446 13958 SH SHARED 04 13958
D PRIME RETAIL INC COM 741570105 394 180167 SH SHARED 01 92072 88095
D PRIME RETAIL INC COM 741570105 10 4600 SH SHARED 02 4600
D PRIME RETAIL INC COM 741570105 39 18100 SH SHARED 04 18100
D PRIME RETAIL INC PFD CONV SER B 741570303 14 1760 SH SHARED 01 1760
D PRIME RETAIL INC PFD CONV SER B 741570303 494 61819 SH SHARED 04 61819
D PRIME GROUP REALTY TRUST SH BEN INT 74158J103 210 14700 SH SHARED 01 14700
D PRIME GROUP REALTY TRUST SH BEN INT 74158J103 85 6000 SH SHARED 02 6000
D PRIME GROUP REALTY TRUST SH BEN INT 74158J103 4346 303700 SH SHARED 04 303700
D PRIMEX TECHNOLOGIES INC COM 741597108 285 13380 SH SHARED 01 13380
D PRIMEX TECHNOLOGIES INC COM 741597108 12 600 SH SHR/OTHR 01 600
D PRIMEX TECHNOLOGIES INC COM 741597108 76 3600 SH SHARED 04 3600
D PRIMIX SOLUTIONS INC COM 741620108 8 933 SH SHARED 02 933
D PRIMUS KNOWLEDGE SOLUTIONS INC COM 74163Q100 30 350 SH SHARED 01 350
D PRIMUS KNOWLEDGE SOLUTIONS INC COM 74163Q100 21 250 SH SHR/OTHR 01 250
D PRIMA ENERGY CORP COM PAR $0.015 741901201 12 450 SH SHARED 01 450
D PRIMARK CORP COM 741903108 3542 146829 SH SHARED 01 46772 100057
D PRIMARK CORP COM 741903108 77 3200 SH SHARED 02 1500 1700
D PRIMARK CORP COM 741903108 197 8200 SH SHARED 04 8200
D PRIME HOSPITALITY CORP COM 741917108 2334 321968 SH SHARED 01 147029 174939
D PRIME HOSPITALITY CORP COM 741917108 147 20300 SH SHARED 04 20300
D PRIME HOSPITALITY CORP COM 741917108 0 100 SH SHARED 05 100
D PRIMUS TELECOMMUNICATIONS GRP COM 741929103 2526 48890 SH SHARED 01 48890
D PRIMUS TELECOMMUNICATIONS GRP COM 741929103 615 11900 SH SHARED 04 11900
D PRIDE INTL INC SB DB CV ZRO 18 741932AB3 18116 47675000 PRN SHARED 04 47675000
D PRIDE INTL INC COM 741932107 10769 470800 SH SHARED 01 207200 263600
D PRIDE INTL INC COM 741932107 57 2500 SH SHARED 02 2500
D PRIDE INTL INC COM 741932107 729 31900 SH SHARED 04 31900
D PRINTRAK INTL INC COM 742574106 39 3000 SH SHR/OTHR 01 3000
D PRINTRONIX INC COM 742578107 8 450 SH SHARED 01 450
D PRINTRONIX INC COM 742578107 5 300 SH SHARED 02 300
D PRISON RLTY TR COM 74264N105 1820 594428 SH SHARED 01 226086 368342
D PRISON RLTY TR COM 74264N105 0 200 SH SHARED 02 200
D PRISON RLTY TR COM 74264N105 84 27516 SH SHARED 04 27516
D PRISM FINL CORP COM 74264Q108 59 8300 SH SHARED 01 8300
D PRISM FINL CORP COM 74264Q108 7 1100 SH SHARED 04 1100
D PRIORITY HEALTHCARE CORP CL B 74264T102 19669 391424 SH SHARED 01 391424
D PRIORITY HEALTHCARE CORP CL B 74264T102 140 2800 SH SHARED 04 2800
D PRIVATE BUSINESS INC COM 74267D104 27 9000 SH SHARED 01 9000
D PRIVATE BUSINESS INC COM 74267D104 1806 602300 SH SHARED 02 602300
D PRIVATE BUSINESS INC COM 74267D104 5 1901 SH SHARED 04 1901
D PRIZE ENERGY CORP COM 74267L106 9 500 SH SHARED 02 500
D PROBUSINESS SERVICES INC COM 742674104 508 19700 SH SHARED 01 19700
D PROBUSINESS SERVICES INC COM 742674104 348 13500 SH SHARED 02 13500
D PROBUSINESS SERVICES INC COM 742674104 160 6200 SH SHARED 04 6200
D PROCOM TECHNOLOGY INC COM 74270W107 114 2500 SH SHARED 01 2500
D PROCOM TECHNOLOGY INC COM 74270W107 13 300 SH SHARED 02 300
D PROCTER & GAMBLE CO COM 742718109 906036 16036041 SH SHARED 01 13709877 2326164
D PROCTER & GAMBLE CO COM 742718109 27038 478552 SH SHR/OTHR 01 325236 153316
D PROCTER & GAMBLE CO COM 742718109 3435 60811 SH SHARED 02 14643 46168
D PROCTER & GAMBLE CO COM 742718109 101591 1798077 SH SHARED 04 1797897 180
D PROCTER & GAMBLE CO COM 742718109 1474 26100 SH SHARED 05 26100
D PROCTER & GAMBLE CO COM 742718109 14931 264270 SH SHARED 06 264270
D PRODIGY COMMUNICATIONS CORP COM 74283P107 1254 83300 SH SHARED 01 28400 54900
D PRODIGY COMMUNICATIONS CORP COM 74283P107 468 31093 SH SHARED 04 31093
D PROFESSIONALS GROUP INC COM 742954100 241 12510 SH SHARED 01 12510
D PROFESSIONALS GROUP INC COM 742954100 3398 175960 SH SHARED 04 175960
D PROFESSIONAL BANCORP COM 743112104 10 2200 SH SHARED 01 2200
D PROFESSIONAL DETAILING INC COM 74312N107 306 12250 SH SHARED 01 12250
D PROFESSIONAL DETAILING INC COM 74312N107 37 1500 SH SHARED 04 1500
D PROFIT RECOVERY GROUP INTL INC COM 743168106 1249 67547 SH SHARED 01 67547
D PROFIT RECOVERY GROUP INTL INC COM 743168106 329 17800 SH SHARED 04 17800
D PROGENICS PHARMACEUTICALS INC COM 743187106 210 3000 SH SHARED 01 3000
D PROGRESS SOFTWARE CORP COM 743312100 9960 424994 SH SHARED 01 147294 277700
D PROGRESS SOFTWARE CORP COM 743312100 60 2600 SH SHARED 02 2600
D PROGRESS SOFTWARE CORP COM 743312100 452 19300 SH SHARED 04 19300
D PROGRESSIVE CORP OHIO COM 743315103 53838 707824 SH SHARED 01 640637 67187
D PROGRESSIVE CORP OHIO COM 743315103 4 63 SH SHARED 02 63
D PROGRESSIVE CORP OHIO COM 743315103 9153 120342 SH SHARED 04 120342
D PROGRESSIVE CORP OHIO COM 743315103 281 3700 SH SHARED 05 3700
D PROJECT SOFTWARE & DEV INC COM 74339P101 1074 19020 SH SHARED 01 19020
D PROJECT SOFTWARE & DEV INC COM 74339P101 305 5400 SH SHARED 04 5400
D PROMOTIONS COM INC COM 74341U106 44 5200 SH SHARED 01 5200
D PROLOGIS TR SH BEN INT 743410102 10411 540860 SH SHARED 01 161810 379050
D PROLOGIS TR SH BEN INT 743410102 75 3910 SH SHARED 02 3750 160
D PROLOGIS TR SH BEN INT 743410102 110 5737 SH SHARED 04 5737
D PROLOGIS TR PFD CV SBI B 743410300 4903 204300 SH SHARED 04 204300
D PROSOFTTRAINING COM INC COM 743477101 137 6100 SH SHARED 01 6100
D PROSOFTTRAINING COM INC COM 743477101 40 1800 SH SHARED 04 1800
D PROTECTION ONE INC COM 743663304 63 30800 SH SHARED 01 30800
D PROTECTION ONE INC COM 743663304 16 8100 SH SHARED 04 8100
D PROTECTIVE LIFE CORP COM 743674103 8209 258555 SH SHARED 01 133551 125004
D PROTECTIVE LIFE CORP COM 743674103 127 4000 SH SHARED 02 4000
D PROTECTIVE LIFE CORP COM 743674103 2350 74044 SH SHARED 04 74044
D PROTECTIVE LIFE CORP COM 743674103 215 6800 SH SHARED 05 6800
D PROTEIN DESIGN LABS INC SB NT CV 144A 07 74369LAA1 20086 29670000 PRN SHARED 04 29670000
D PROTEIN DESIGN LABS INC COM 74369L103 2394 30125 SH SHARED 01 30125
D PROTEIN DESIGN LABS INC COM 74369L103 1845 23215 SH SHARED 04 23215
D PROVANT INC COM 743724106 77 9703 SH SHARED 01 9703
D PROVANT INC COM 743724106 30 3800 SH SHARED 04 3800
D PROVANTAGE HEALTH SVCS INC COM 743725103 183 23900 SH SHARED 01 23900
D PROVIDENCE & WORCESTER RR CO COM 743737108 504 68400 SH SHARED 01 68400
D PROVIDENCE ENERGY CORP COM 743743106 3 100 SH SHARED 01 100
D PROVIDENT BANKSHARES CORP COM 743859100 888 56384 SH SHARED 01 56384
D PROVIDENT BANKSHARES CORP COM 743859100 49 3170 SH SHARED 02 1086 2084
D PROVIDENT BANKSHARES CORP COM 743859100 170 10800 SH SHARED 04 10800
D PROVIDENT FINL GROUP INC COM 743866105 5392 158303 SH SHARED 01 75385 82918
D PROVIDENT FINL GROUP INC COM 743866105 772 22673 SH SHARED 04 22673
D PROVIDENT FINL GROUP INC COM 743866105 190 5600 SH SHARED 05 5600
D PROVINCE HEALTHCARE CO COM 743977100 15203 531112 SH SHARED 01 531112
D PROVINCE HEALTHCARE CO COM 743977100 78 2750 SH SHARED 02 2750
D PROVINCE HEALTHCARE CO COM 743977100 193 6753 SH SHARED 04 6753
D PROVIDIAN FINL CORP COM 74406A102 132277 1527013 SH SHARED 01 1284085 242928
D PROVIDIAN FINL CORP COM 74406A102 1279 14772 SH SHARED 02 750 14022
D PROVIDIAN FINL CORP COM 74406A102 11429 131940 SH SHARED 04 131940
D PROXICOM INC COM 744282104 7798 176000 SH SHARED 01 39000 137000
D PROXICOM INC COM 744282104 134 3030 SH SHARED 02 2830 200
D PROXICOM INC COM 744282104 395 8933 SH SHARED 04 8933
D PROXICOM INC COM 744282104 8 200 SH SHARED 05 200
D PROXIM INC COM 744284100 2286 19100 SH SHARED 01 19100
D PROXIM INC COM 744284100 706 5900 SH SHARED 04 5900
D PROXIM INC COM 744284100 23 200 SH SHARED 05 200
D PROXYMED PHARMACY INC COM 744290107 264 31090 SH SHARED 01 31090
D PROXYMED PHARMACY INC COM 744290107 63 7500 SH SHARED 04 7500
D PSINET INC COM 74437C101 18534 544875 SH SHARED 01 279211 265664
D PSINET INC COM 74437C101 189 5578 SH SHR/OTHR 01 5578
D PSINET INC COM 74437C101 3696 108670 SH SHARED 02 107470 1200
D PSINET INC COM 74437C101 2438 71698 SH SHARED 04 71698
D PSINET INC COM 74437C101 61 1800 SH SHARED 05 1800
D PUBLIC SVC CO N MEX COM 744499104 4343 275788 SH SHARED 01 177475 98313
D PUBLIC SVC CO N MEX COM 744499104 13717 870922 SH SHARED 04 870922
D PUBLIC SVC CO N MEX COM 744499104 67 4300 SH SHARED 05 4300
D PUBLIC SVC ENTERPRISE GROUP COM 744573106 75176 2537599 SH SHARED 01 2201768 335831
D PUBLIC SVC ENTERPRISE GROUP COM 744573106 66 2250 SH SHR/OTHR 01 1500 750
D PUBLIC SVC ENTERPRISE GROUP COM 744573106 106 3605 SH SHARED 02 200 3405
D PUBLIC SVC ENTERPRISE GROUP COM 744573106 11111 375078 SH SHARED 04 375078
D PUBLIC SVC ENTERPRISE GROUP COM 744573106 145 4900 SH SHARED 05 4900
D PUBLIC STORAGE INC COM 74460D109 8265 393573 SH SHARED 01 124184 269389
D PUBLIC STORAGE INC COM 74460D109 529 25193 SH SHARED 02 20316 4877
D PUBLIC STORAGE INC COM 74460D109 888 42321 SH SHARED 04 42321
D PUBLIC STORAGE INC COM A DP1/1000 74460D729 98 5000 SH SHR/OTHR 01 5000
D PUBLIC STORAGE INC COM A DP1/1000 74460D729 80 4122 SH SHARED 02 4029 93
D PUBLICARD INC COM 744627100 1996 204800 SH SHARED 01 30843 173957
D PUBLICARD INC COM 744627100 88 9100 SH SHARED 04 9100
D PUERTO RICAN CEM INC COM 745075101 6 200 SH SHARED 01 200
D PUERTO RICAN CEM INC COM 745075101 16 500 SH SHARED 02 500
D PUGET SOUND ENERGY INC COM 745332106 9205 414887 SH SHARED 01 219704 195183
D PUGET SOUND ENERGY INC COM 745332106 28 1290 SH SHR/OTHR 01 645 645
D PUGET SOUND ENERGY INC COM 745332106 124 5610 SH SHARED 02 1500 4110
D PUGET SOUND ENERGY INC COM 745332106 953 42986 SH SHARED 04 42986
D PUGET SOUND ENERGY INC COM 745332106 213 9600 SH SHARED 05 9600
D PULASKI FINL CORP COM 745548107 110 10000 SH SHARED 04 10000
D PULITZER INC COM 745769109 376 9216 SH SHARED 01 9216
D PULITZER INC COM 745769109 114 2800 SH SHARED 04 2800
D PULTE CORP COM 745867101 9784 468698 SH SHARED 01 452284 16414
D PULTE CORP COM 745867101 1326 63551 SH SHARED 04 63551
D PULTE CORP COM 745867101 135 6500 SH SHARED 05 6500
D PUMA TECHNOLOGY INC COM 745887109 227 4500 SH SHARED 01 4500
D PUMA TECHNOLOGY INC COM 745887109 16294 321860 SH SHARED 02 321860
D PUMA TECHNOLOGY INC COM 745887109 286 5666 SH SHARED 04 5666
D PUMA TECHNOLOGY INC COM 745887109 151 3000 SH SHARED 05 3000
D PURCHASEPRO COM COM 746144104 246 3400 SH SHARED 01 3400
D PURCHASEPRO COM COM 746144104 175 2425 SH SHARED 02 2425
D PURCHASEPRO COM COM 746144104 217 3000 SH SHARED 04 3000
D PURE WORLD INC COM 74622C106 35 7040 SH SHARED 01 7040
D PUTNAM DIVID INCOME FD COM SH BEN INT 746706100 13 1500 SH SHARED 02 1500
D PUTNAM MASTER INCOME TR SH BEN INT 74683K104 54 9000 SH SHR/OTHR 01 9000
D PUTNAM MASTER INCOME TR SH BEN INT 74683K104 0 95 SH SHARED 02 95
D PUTNAM MASTER INCOME TR SH BEN INT 74683K104 914 150800 SH SHARED 04 150800
D PUTNAM PREMIER INCOME TR SH BEN INT 746853100 25 4463 SH SHARED 02 4463
D PUTNAM PREMIER INCOME TR SH BEN INT 746853100 2095 364400 SH SHARED 04 364400
D PUTNAM MASTER INTER INCOME TR SH BEN INT 746909100 2250 387200 SH SHARED 04 387200
D PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 75 6650 SH SHARED 02 6650
D QLT PHOTOTHERAPEUTICS INC COM 746927102 331 6000 SH SHARED 04 6000
D QRS CORP COM 74726X105 1428 18980 SH SHARED 01 18980
D QRS CORP COM 74726X105 4220 56080 SH SHARED 02 2745 53335
D QRS CORP COM 74726X105 13488 179250 SH SHARED 03 179250
D QRS CORP COM 74726X105 361 4809 SH SHARED 04 4809
D QAD INC COM 74727D108 88 10000 SH SHARED 02 10000
D Q E P INC COM 74727K102 0 100 SH SHARED 01 100
D QLOGIC CORP COM 747277101 45866 338500 SH SHARED 01 179021 159479
D QLOGIC CORP COM 747277101 54 400 SH SHR/OTHR 01 400
D QLOGIC CORP COM 747277101 108 800 SH SHARED 02 800
D QLOGIC CORP COM 747277101 4155 30668 SH SHARED 04 30668
D QLOGIC CORP COM 747277101 1856 13700 SH SHARED 05 13700
D QSOUND LABS INC COM 74728C109 2 600 SH SHARED 04 600
D QUADRAMED CORP SB DB CV 5.25%05 74730WAC5 2396 5680000 PRN SHARED 04 5680000
D QUADRAMED CORP COM 74730W101 1326 230736 SH SHARED 01 73901 156835
D QUADRAMED CORP COM 74730W101 48 8500 SH SHARED 02 8500
D QUADRAMED CORP COM 74730W101 60 10500 SH SHARED 04 10500
D QUAKER OATS CO COM 747402105 91663 1511968 SH SHARED 01 1352200 159768
D QUAKER OATS CO COM 747402105 1485 24500 SH SHR/OTHR 01 20700 3800
D QUAKER OATS CO COM 747402105 108 1784 SH SHARED 02 984 800
D QUAKER OATS CO COM 747402105 13221 218081 SH SHARED 04 218081
D QUAKER OATS CO COM 747402105 491 8100 SH SHARED 05 8100
D QUALCOMM INC COM 747525103 1271648 8516720 SH SHARED 01 7365121 85 1151514
D QUALCOMM INC COM 747525103 13003 87091 SH SHR/OTHR 01 45635 41456
D QUALCOMM INC COM 747525103 93329 625062 SH SHARED 02 231713 393349
D QUALCOMM INC COM 747525103 92989 622784 SH SHARED 04 622634 150
D QUALCOMM INC COM 747525103 2807 18800 SH SHARED 05 18800
D QUALITY DINING INC COM 74756P105 8 4000 SH SHARED 04 4000
D QUALMARK CORP COM 747587103 3 922 SH SHARED 02 922
D QUANTA SVCS INC COM 74762E102 8835 145590 SH SHARED 01 68211 77379
D QUANTA SVCS INC COM 74762E102 78 1300 SH SHARED 02 1300
D QUANTA SVCS INC COM 74762E102 1074 17700 SH SHARED 04 17700
D QUANEX CORP COM 747620102 2716 150900 SH SHARED 01 35000 115900
D QUANEX CORP COM 747620102 196 10900 SH SHARED 04 10900
D QUANTUM EFFECT DEVICES INC COM 74764T107 231 2910 SH SHARED 01 2910
D QUANTUM CORP SUB NT CONV 7%04 747906AC9 59 75000 PRN SHR/OTHR 01 75000
D QUANTUM CORP COM DSSG 747906204 9392 786860 SH SHARED 01 437024 349836
D QUANTUM CORP COM DSSG 747906204 11 1000 SH SHR/OTHR 01 1000
D QUANTUM CORP COM DSSG 747906204 610 51105 SH SHARED 02 50220 885
D QUANTUM CORP COM DSSG 747906204 1318 110449 SH SHARED 04 110449
D QUANTUM CORP COM DSSG 747906204 229 19200 SH SHARED 05 19200
D QUANTUM CORP COM HDDG 747906303 3993 354962 SH SHARED 01 154441 200521
D QUANTUM CORP COM HDDG 747906303 5 500 SH SHR/OTHR 01 500
D QUANTUM CORP COM HDDG 747906303 61 5442 SH SHARED 02 5000 442
D QUANTUM CORP COM HDDG 747906303 4686 416562 SH SHARED 04 416562
D QUEBECOR PRINTING INC SUB VTG 747922102 38 2100 SH SHARED 04 2100
D QUEENS CNTY BANCORP INC COM 748242104 846 46889 SH SHARED 01 46889
D QUEENS CNTY BANCORP INC COM 748242104 124 6900 SH SHARED 04 6900
D QUEST DIAGNOSTICS INC COM 74834L100 6992 175909 SH SHARED 01 104607 71302
D QUEST DIAGNOSTICS INC COM 74834L100 15 400 SH SHR/OTHR 01 400
D QUEST DIAGNOSTICS INC COM 74834L100 33 850 SH SHARED 02 200 650
D QUEST DIAGNOSTICS INC COM 74834L100 667 16800 SH SHARED 04 16800
D QUEST SOFTWARE INC COM 74834T103 608 5400 SH SHARED 01 5400
D QUEST SOFTWARE INC COM 74834T103 56 500 SH SHARED 02 500
D QUESTAR CORP COM 748356102 9186 494900 SH SHARED 01 205800 289100
D QUESTAR CORP COM 748356102 59 3200 SH SHR/OTHR 01 3200
D QUESTAR CORP COM 748356102 341 18400 SH SHARED 02 4000 14400
D QUESTAR CORP COM 748356102 718 38682 SH SHARED 04 38682
D QUESTAR CORP COM 748356102 174 9400 SH SHARED 05 9400
D QUIKSILVER INC COM 74838C106 2063 117472 SH SHARED 01 117472
D QUIKSILVER INC COM 74838C106 194 11100 SH SHARED 04 11100
D QUIDEL CORP WT EXP 043002 74838J119 0 245 SH SHARED 02 245
D QUINTILES TRANSNATIONAL CORP SB NT CV 4.25%00 748767AC4 2856 2862000 PRN SHARED 04 2862000
D QUINTILES TRANSNATIONAL CORP COM 748767100 17711 1038047 SH SHARED 01 1036301 1746
D QUINTILES TRANSNATIONAL CORP COM 748767100 158 9300 SH SHARED 02 7300 2000
D QUINTILES TRANSNATIONAL CORP COM 748767100 1090 63886 SH SHARED 04 63886
D QUINTILES TRANSNATIONAL CORP COM 748767100 42 2500 SH SHARED 05 2500
D QUINTUS CORP COM 748798105 142 4800 SH SHARED 01 4800
D QUIXOTE CORP COM 749056107 53 4400 SH SHARED 02 4400
D QUOKKA SPORTS INC COM 749077103 10 1000 SH SHARED 02 1000
D QUOKKA SPORTS INC COM 749077103 74 7000 SH SHARED 04 7000
D QUORUM HEALTH GROUP INC COM 749084109 2563 254742 SH SHARED 01 220042 34700
D QUORUM HEALTH GROUP INC COM 749084109 583 58022 SH SHARED 04 58022
D QUORUM HEALTH GROUP INC COM 749084109 75 7500 SH SHARED 05 7500
D R & B FALCON CORP COM 74912E101 14218 722223 SH SHARED 01 272124 450099
D R & B FALCON CORP COM 74912E101 160 8170 SH SHARED 02 5860 2310
D R & B FALCON CORP COM 74912E101 4648 236100 SH SHARED 04 236100
D QWEST COMMUNICATIONS INTL INC COM 749121109 55741 1161274 SH SHARED 01 889956 271318
D QWEST COMMUNICATIONS INTL INC COM 749121109 604 12600 SH SHR/OTHR 01 9270 3330
D QWEST COMMUNICATIONS INTL INC COM 749121109 835 17400 SH SHARED 02 8150 9250
D QWEST COMMUNICATIONS INTL INC COM 749121109 65700 1368767 SH SHARED 04 1368767
D QWEST COMMUNICATIONS INTL INC COM 749121109 96 2000 SH SHARED 05 2000
D R & G FINANCIAL CORP CL B 749136107 10 1200 SH SHARED 01 1200
D R & G FINANCIAL CORP CL B 749136107 81 9000 SH SHARED 04 9000
D RCM TECHNOLOGIES INC COM NEW 749360400 101 8150 SH SHARED 02 8000 150
D RCM TECHNOLOGIES INC COM NEW 749360400 1 134 SH SHARED 04 134
D RCN CORP COM 749361101 10575 196300 SH SHARED 01 74842 121458
D RCN CORP COM 749361101 53 1000 SH SHARED 02 1000
D RCN CORP COM 749361101 527 9790 SH SHARED 04 9790
D RCN CORP COM 749361101 522 9700 SH SHARED 05 9700
D RFS HOTEL INVS INC COM 74955J108 4118 383100 SH SHARED 01 59300 323800
D RFS HOTEL INVS INC COM 74955J108 167 15600 SH SHARED 04 15600
D R H DONNELLEY CORP COM NEW 74955W307 2157 126894 SH SHARED 01 115196 11698
D R H DONNELLEY CORP COM NEW 74955W307 110 6512 SH SHR/OTHR 01 2080 4432
D R H DONNELLEY CORP COM NEW 74955W307 1 100 SH SHARED 02 100
D R H DONNELLEY CORP COM NEW 74955W307 348 20500 SH SHARED 04 20500
D R G S ENERGY GROUP INC COM 74956K104 3865 181900 SH SHARED 01 82502 99398
D R G S ENERGY GROUP INC COM 74956K104 6 308 SH SHARED 02 308
D R G S ENERGY GROUP INC COM 74956K104 320 15100 SH SHARED 04 15100
D RLI CORP COM 749607107 506 15112 SH SHARED 01 15112
D RLI CORP COM 749607107 110 3300 SH SHARED 04 3300
D R O C TAIWAN FD SH BEN INT 749651105 246 25000 SH SHARED 04 25000
D RPC INC COM 749660106 2534 268580 SH SHARED 01 24000 244580
D RPC INC COM 749660106 52 5571 SH SHARED 04 5571
D RPM INC OHIO COM 749685103 5735 521450 SH SHARED 01 248267 273183
D RPM INC OHIO COM 749685103 551 50097 SH SHARED 04 50097
D RPM INC OHIO COM 749685103 136 12400 SH SHARED 05 12400
D RSA SEC INC COM 749719100 12700 245125 SH SHARED 01 106673 138452
D RSA SEC INC COM 749719100 8845 170716 SH SHARED 02 55060 115656
D RSA SEC INC COM 749719100 11538 222700 SH SHARED 03 222700
D RSA SEC INC COM 749719100 20668 398914 SH SHARED 04 398914
D RTI INTL METALS INC COM 74973W107 186 21200 SH SHARED 01 21200
D RTI INTL METALS INC COM 74973W107 56 6400 SH SHARED 04 6400
D RWD TECHNOLOGIES INC COM 74975B101 46 5600 SH SHARED 01 5600
D RWD TECHNOLOGIES INC COM 74975B101 15 1900 SH SHARED 04 1900
D RMH TELESERVICES INC COM 749938106 120 12400 SH SHARED 01 12400
D RF MICRODEVICES INC COM 749941100 36173 269200 SH SHARED 01 73518 195682
D RF MICRODEVICES INC COM 749941100 5815 43275 SH SHARED 02 10125 33150
D RF MICRODEVICES INC COM 749941100 4008 29833 SH SHARED 04 29833
D RF MICRODEVICES INC COM 749941100 201 1500 SH SHARED 05 1500
D RACING CHAMPIONS CORP COM 750069106 90 23700 SH SHARED 01 23700
D RACING CHAMPIONS CORP COM 750069106 18 4800 SH SHARED 04 4800
D RADIAN GROUP INC COM 750236101 16034 336692 SH SHARED 01 129172 207520
D RADIAN GROUP INC COM 750236101 326 6850 SH SHARED 02 6850
D RADIAN GROUP INC COM 750236101 2962 62200 SH SHARED 04 62200
D RADIANT SYSTEMS INC COM 75025N102 954 15183 SH SHARED 01 15183
D RADIANT SYSTEMS INC COM 75025N102 12 200 SH SHARED 02 200
D RADIANT SYSTEMS INC COM 75025N102 294 4676 SH SHARED 04 4676
D RADIO ONE INC CL A 75040P108 1982 29760 SH SHARED 01 29760
D RADIO ONE INC CL A 75040P108 399 6000 SH SHARED 02 5800 200
D RADIO ONE INC CL A 75040P108 242 3633 SH SHARED 04 3633
D RADIO UNICA COMMUNICATIONS CP COM 75040Q106 2043 173000 SH SHARED 01 173000
D RADISYS CORP COM 750459109 1221 20324 SH SHARED 01 20324
D RADISYS CORP COM 750459109 24 400 SH SHARED 02 400
D RADISYS CORP COM 750459109 252 4200 SH SHARED 04 4200
D RAILWORKS CORP COM 750789109 1065 105200 SH SHARED 02 99800 5400
D RAILWORKS CORP COM 750789109 594 58750 SH SHARED 03 58750
D RAILWORKS CORP COM 750789109 0 50 SH SHARED 04 50
D RAINFOREST CAFE INC COM 75086K104 21 5925 SH SHARED 01 5925
D RAINFOREST CAFE INC COM 75086K104 257 72500 SH SHARED 04 72500
D RAINBOW TECHNOLOGIES INC COM 750862104 459 12300 SH SHARED 01 12300
D RAINBOW TECHNOLOGIES INC COM 750862104 523 14000 SH SHR/OTHR 01 14000
D RAINBOW TECHNOLOGIES INC COM 750862104 56 1500 SH SHARED 02 1200 300
D RAINMAKER SYSTEMS COM 750875106 24 3000 SH SHARED 02 3000
D RAMBUS INC DEL COM 750917106 20011 67950 SH SHARED 01 28449 39501
D RAMBUS INC DEL COM 750917106 359 1220 SH SHARED 02 1220
D RAMBUS INC DEL COM 750917106 314 1067 SH SHARED 04 1067
D RALCORP HLDGS INC NEW COM 751028101 3120 215181 SH SHARED 01 92933 122248
D RALCORP HLDGS INC NEW COM 751028101 1249 86180 SH SHARED 04 86180
D RALSTON PURINA CO COM RAL-PUR GP 751277302 95568 3475234 SH SHARED 01 3024138 451096
D RALSTON PURINA CO COM RAL-PUR GP 751277302 283 10311 SH SHR/OTHR 01 3981 6330
D RALSTON PURINA CO COM RAL-PUR GP 751277302 208 7595 SH SHARED 02 7595
D RALSTON PURINA CO COM RAL-PUR GP 751277302 10369 377084 SH SHARED 04 377084
D RALSTON PURINA CO COM RAL-PUR GP 751277302 352 12800 SH SHARED 05 12800
D RAMTRON INTL CORP COM NEW 751907304 93 6240 SH SHARED 01 6240
D RAMTRON INTL CORP COM NEW 751907304 712 47700 SH SHARED 02 47700
D RANGE RES CORP COM 75281A109 0 14 SH SHARED 01 14
D RANK GROUP PLC SPONSORED ADR 753037100 4 800 SH SHARED 04 800
D RARE MEDIUM GROUP INC COM 75382N109 11979 271499 SH SHARED 01 102805 168694
D RARE MEDIUM GROUP INC COM 75382N109 603 13688 SH SHARED 02 12400 1288
D RARE MEDIUM GROUP INC COM 75382N109 10102 228945 SH SHARED 04 228945
D RARE HOSPITALITY INTL INC COM 753820109 4421 227500 SH SHARED 01 227500
D RARE HOSPITALITY INTL INC COM 753820109 85 4400 SH SHARED 04 4400
D RATIONAL SOFTWARE CORP SUB NT CV 144A07 75409PAA1 3369 2711000 PRN SHARED 04 2711000
D RATIONAL SOFTWARE CORP COM NEW 75409P202 46580 608890 SH SHARED 01 396150 212740
D RATIONAL SOFTWARE CORP COM NEW 75409P202 322 4216 SH SHARED 02 2961 1255
D RATIONAL SOFTWARE CORP COM NEW 75409P202 3174 41495 SH SHARED 04 41495
D RATIONAL SOFTWARE CORP COM NEW 75409P202 1269 16600 SH SHARED 05 16600
D RAVENSWOOD WINERY INC COM 754438109 2 200 SH SHARED 02 200
D RAVISENT TECHNOLOGIES INC COM 754440105 104 7500 SH SHARED 01 7500
D RAYMOND JAMES FINANCIAL INC COM 754730109 1114 53728 SH SHARED 01 53728
D RAYMOND JAMES FINANCIAL INC COM 754730109 2193 105700 SH SHARED 04 105700
D RAYONIER INC COM 754907103 15023 308168 SH SHARED 01 225663 82505
D RAYONIER INC COM 754907103 286 5886 SH SHARED 02 2211 3675
D RAYONIER INC COM 754907103 12485 256113 SH SHARED 04 256113
D RAYONIER INC COM 754907103 107 2200 SH SHARED 05 2200
D RAYOVAC CORP COM 755081106 881 37900 SH SHARED 01 37900
D RAYOVAC CORP COM 755081106 262 11300 SH SHARED 04 11300
D RAYTHEON CO CL A 755111309 918 48851 SH SHARED 01 48179 672
D RAYTHEON CO CL A 755111309 15 800 SH SHR/OTHR 01 75 725
D RAYTHEON CO CL A 755111309 1 88 SH SHARED 02 24 64
D RAYTHEON CO CL A 755111309 7 400 SH SHARED 04 400
D RAYTHEON CO CL A 755111309 22 1200 SH SHARED 05 1200
D RAYTHEON CO CL B 755111408 66524 3747868 SH SHARED 01 3174148 573720
D RAYTHEON CO CL B 755111408 567 31965 SH SHR/OTHR 01 28860 3105
D RAYTHEON CO CL B 755111408 39 2250 SH SHARED 02 1250 1000
D RAYTHEON CO CL B 755111408 25791 1453052 SH SHARED 04 1453052
D RAYTHEON CO CL B 755111408 172 9700 SH SHARED 05 9700
D RAZORFISH INC CL A 755236106 4277 155548 SH SHARED 01 28227 127321
D RAZORFISH INC CL A 755236106 70 2550 SH SHARED 02 950 1600
D RAZORFISH INC CL A 755236106 187 6800 SH SHARED 04 6800
D RAZORFISH INC CL A 755236106 33 1200 SH SHARED 05 1200
D READ-RITE CORP COM 755246105 5044 1076239 SH SHARED 01 746441 329798
D READ-RITE CORP COM 755246105 656 140000 SH SHARED 02 140000
D READ-RITE CORP COM 755246105 5948 1269200 SH SHARED 04 1269200
D READERS DIGEST ASSN INC CL A NON VTG 755267101 17156 484995 SH SHARED 01 264432 220563
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 81 2300 SH SHARED 02 2300
D READERS DIGEST ASSN INC CL A NON VTG 755267101 2092 59144 SH SHARED 04 59144
D READERS DIGEST ASSN INC CL A NON VTG 755267101 360 10200 SH SHARED 05 10200
D READERS DIGEST ASSN INC CL B 755267200 429 15000 SH SHARED 04 15000
D REALNETWORKS INC COM 75605L104 17724 311300 SH SHARED 01 122582 188718
D REALNETWORKS INC COM 75605L104 1389 24405 SH SHARED 02 22905 1500
D REALNETWORKS INC COM 75605L104 1902 33408 SH SHARED 04 33408
D REALNETWORKS INC COM 75605L104 68 1200 SH SHARED 05 1200
D REALTY INCOME CORP COM 756109104 1235 64200 SH SHARED 01 49400 14800
D REALTY INCOME CORP COM 756109104 213 11100 SH SHARED 04 11100
D RECKSON ASSOCS RLTY CORP COM 75621K106 1276 68090 SH SHARED 01 68090
D RECKSON ASSOCS RLTY CORP COM 75621K106 617 32949 SH SHARED 02 26400 6549
D RECKSON ASSOCS RLTY CORP COM 75621K106 315 16800 SH SHARED 04 16800
D RECKSON ASSOCS RLTY CORP PFD CV SER A% 75621K205 3730 197000 SH SHARED 04 197000
D RECKSON ASSOCS RLTY CORP CL B 75621K304 15186 740807 SH SHARED 04 740807
D RECOTON CORP COM 756268108 121 10265 SH SHARED 01 10265
D RED HAT INC COM 756577102 673 15900 SH SHARED 01 15900
D RED HAT INC COM 756577102 217 5140 SH SHARED 02 4260 880
D RED HAT INC COM 756577102 55 1300 SH SHARED 04 1300
D REDBACK NETWORKS INC COM 757209101 21025 70100 SH SHARED 01 70100
D REDBACK NETWORKS INC COM 757209101 15 50 SH SHR/OTHR 01 50
D REDBACK NETWORKS INC COM 757209101 1169 3900 SH SHARED 02 3900
D REDBACK NETWORKS INC COM 757209101 1705 5687 SH SHARED 04 5687
D REDWOOD EMPIRE BANCORP COM 757897103 0 3 SH SHARED 01 3
D REDWOOD TR INC COM 758075402 294 19853 SH SHARED 01 19853
D REDWOOD TR INC COM 758075402 13 928 SH SHARED 02 928
D REDWOOD TR INC COM 758075402 44 3000 SH SHARED 04 3000
D REEBOK INTL LTD COM 758110100 6125 662186 SH SHARED 01 614674 47512
D REEBOK INTL LTD COM 758110100 792 85705 SH SHARED 04 85705
D REEBOK INTL LTD COM 758110100 12 1300 SH SHARED 05 1300
D REEDS JEWELERS INC COM 758341101 0 117 SH SHARED 01 117
D REFAC COM 758653109 21 5300 SH SHARED 01 5300
D REGAL BELOIT CORP COM 758750103 3745 214050 SH SHARED 01 55492 158558
D REGAL BELOIT CORP COM 758750103 381 21800 SH SHARED 04 21800
D REGENERON PHARMACEUTICALS COM 75886F107 987 33400 SH SHARED 01 33400
D REGENERON PHARMACEUTICALS COM 75886F107 29 1000 SH SHARED 02 1000
D REGENERON PHARMACEUTICALS COM 75886F107 215 7300 SH SHARED 04 7300
D REGENT COMMUNICATIONS INC DEL COM 758865109 2 200 SH SHARED 02 200
D REGIS CORP MINN COM 758932107 747 50450 SH SHARED 01 50450
D REGIS CORP MINN COM 758932107 259 17500 SH SHARED 04 17500
D REGENCY RLTY CORP COM 758939102 1011 51200 SH SHARED 01 51200
D REGENCY RLTY CORP COM 758939102 337 17100 SH SHARED 04 17100
D REGIONS FINL CORP COM 758940100 53751 2356270 SH SHARED 01 1959803 396467
D REGIONS FINL CORP COM 758940100 182 7995 SH SHARED 02 7141 854
D REGIONS FINL CORP COM 758940100 7010 307301 SH SHARED 04 307301
D REGIONS FINL CORP COM 758940100 91 4000 SH SHARED 05 4000
D REGISTER COM INC COM 75914G101 392 5650 SH SHARED 02 4450 1200
D REGISTER COM INC COM 75914G101 5 74 SH SHARED 04 74
D REHABCARE GROUP INC COM 759148109 11 450 SH SHARED 01 450
D REHABCARE GROUP INC COM 759148109 184 7476 SH SHARED 02 1026 6450
D REINSURANCE GROUP AMER INC COM 759351109 1807 75925 SH SHARED 01 9119 66806
D REINSURANCE GROUP AMER INC COM 759351109 1080 45387 SH SHARED 04 45387
D RELIANCE GROUP HOLDINGS INC COM 759464100 1363 389613 SH SHARED 01 186087 203526
D RELIANCE GROUP HOLDINGS INC COM 759464100 317 90600 SH SHARED 04 90600
D RELIANCE STEEL & ALUMINUM CO COM 759509102 584 26125 SH SHARED 01 26125
D RELIANCE STEEL & ALUMINUM CO COM 759509102 176 7900 SH SHARED 04 7900
D RELIANT ENERGY INC COM 75952J108 72290 3068079 SH SHARED 01 2724601 343478
D RELIANT ENERGY INC COM 75952J108 133 5648 SH SHR/OTHR 01 2648 3000
D RELIANT ENERGY INC COM 75952J108 444 18882 SH SHARED 02 4149 14733
D RELIANT ENERGY INC COM 75952J108 20063 851518 SH SHARED 04 851518
D RELIANT ENERGY INC COM 75952J108 146 6200 SH SHARED 05 6200
D RELIASTAR FINL CORP COM 75952U103 14548 429480 SH SHARED 01 234498 194982
D RELIASTAR FINL CORP COM 75952U103 80 2366 SH SHR/OTHR 01 2366
D RELIASTAR FINL CORP COM 75952U103 5815 171667 SH SHARED 04 171667
D RELIASTAR FINL CORP COM 75952U103 335 9899 SH SHARED 05 9899
D REMEC INC COM 759543101 1746 34582 SH SHARED 01 34582
D REMEC INC COM 759543101 3509 69500 SH SHARED 04 69500
D REMEDY CORP COM 759548100 8571 203475 SH SHARED 01 77566 125909
D REMEDY CORP COM 759548100 50 1200 SH SHARED 02 1200
D REMEDY CORP COM 759548100 546 12975 SH SHARED 04 12975
D RENAISSANCE CAP GRWTH INCM III COM 75966V105 64 4400 SH SHARED 04 4400
D RENAISSANCE WORLDWIDE INC COM 75968A109 249 47747 SH SHARED 01 47747
D RENAISSANCE WORLDWIDE INC COM 75968A109 79 15200 SH SHARED 04 15200
D REPLIGEN CORP COM 759916109 159 16600 SH SHARED 01 16600
D REPUBLIC BANCSHARES INC COM 759929102 8 700 SH SHARED 01 700
D REPUBLIC BANCSHARES INC COM 759929102 27 2200 SH SHARED 04 2200
D RENAL CARE GROUP INC COM 759930100 1586 73171 SH SHARED 01 73171
D RENAL CARE GROUP INC COM 759930100 823 37956 SH SHARED 04 37956
D RENT A CTR INC NEW COM 76009N100 3037 202506 SH SHARED 01 45706 156800
D RENT A CTR INC NEW COM 76009N100 108 7200 SH SHARED 04 7200
D RENT WAY INC COM 76009U104 443 22733 SH SHARED 01 22733
D RENT WAY INC COM 76009U104 208 10700 SH SHARED 04 10700
D REPSOL S A SPONSORED ADR 76026T205 51 2400 SH SHR/OTHR 01 2400
D REPSOL S A SPONSORED ADR 76026T205 63 3000 SH SHARED 02 3000
D REPSOL S A SPONSORED ADR 76026T205 230 10800 SH SHARED 04 10800
D REPTRON ELECTRONICS INC COM 76026W109 43 4000 SH SHARED 02 4000
D REPUBLIC BANCORP KY CL A 760281204 24 3000 SH SHARED 01 3000
D REPUBLIC BANCORP KY CL A 760281204 18 2300 SH SHARED 04 2300
D REPUBLIC BANCORP INC COM 760282103 669 71694 SH SHARED 01 71694
D REPUBLIC BANCORP INC COM 760282103 177 19000 SH SHARED 04 19000
D REPUBLIC GROUP INC COM 760473108 107 10020 SH SHARED 01 10020
D REPUBLIC GROUP INC COM 760473108 726 67600 SH SHARED 04 67600
D REPUBLIC SECURITY FINL CORP COM 760758102 1905 290361 SH SHARED 01 290361
D REPUBLIC SECURITY FINL CORP COM 760758102 91 14000 SH SHARED 02 14000
D REPUBLIC SECURITY FINL CORP COM 760758102 135 20700 SH SHARED 04 20700
D REPUBLIC SVCS INC COM 760759100 6937 634300 SH SHARED 01 195818 438482
D REPUBLIC SVCS INC COM 760759100 101 9276 SH SHARED 04 9276
D RESEARCH FRONTIERS INC COM 760911107 33 1125 SH SHARED 01 1125
D RES-CARE INC SR NT CONV 6%04 760943AC4 5793 9390000 PRN SHARED 04 9390000
D RES-CARE INC COM 760943100 308 32869 SH SHARED 01 32869
D RES-CARE INC COM 760943100 76 8200 SH SHARED 04 8200
D RESEARCH IN MOTION LTD COM 760975102 1 10 SH SHARED 02 10
D RESEARCH IN MOTION LTD COM 760975102 532 5000 SH SHARED 04 5000
D RESEARCH IN MOTION LTD COM 760975102 319 3000 SH SHARED 05 3000
D RESTORATION HARDWARE INC DEL COM 760981100 46 8900 SH SHARED 01 8900
D RESTORATION HARDWARE INC DEL COM 760981100 29 5600 SH SHARED 04 5600
D RESMED INC COM 761152107 32139 450289 SH SHARED 01 408975 41314
D RESMED INC COM 761152107 485 6800 SH SHARED 04 6800
D RESOURCE AMERICA INC CL A 761195205 1878 259140 SH SHARED 01 55508 203632
D RESOURCE AMERICA INC CL A 761195205 70 9700 SH SHARED 04 9700
D RESOURCE ASSET INVESTMENT TR COM 761196104 9 900 SH SHARED 01 900
D RESOURCE BANCSHARES MTG GROUP COM 761197102 130 33143 SH SHARED 01 33143
D RESOURCE BANCSHARES MTG GROUP COM 761197102 13 3500 SH SHARED 02 3500
D RESOURCE BANCSHARES MTG GROUP COM 761197102 33 8400 SH SHARED 04 8400
D RESPIRONICS INC COM 761230101 801 55780 SH SHARED 01 55780
D RESPIRONICS INC COM 761230101 199 13900 SH SHARED 04 13900
D RETEK INC COM 76128Q109 247 6000 SH SHARED 01 6000
D RETEK INC COM 76128Q109 181 4400 SH SHARED 02 4400
D RETEK INC COM 76128Q109 3706 90000 SH SHARED 04 90000
D REUNION INDS INC COM 761312107 0 90 SH SHR/OTHR 01 90
D REUTERS GROUP PLC SPONSORED ADR 76132M102 2318 19422 SH SHARED 01 14273 5149
D REUTERS GROUP PLC SPONSORED ADR 76132M102 942 7899 SH SHR/OTHR 01 6313 1586
D REUTERS GROUP PLC SPONSORED ADR 76132M102 445 3729 SH SHARED 02 1820 1909
D REVLON INC CL A 761525500 2141 244782 SH SHARED 01 56948 187834
D REVLON INC CL A 761525500 549 62804 SH SHARED 04 62804
D REX STORES CORP COM 761624105 10 400 SH SHARED 04 400
D REXALL SUNDOWN INC COM 761648104 3265 231200 SH SHARED 01 101623 129577
D REXALL SUNDOWN INC COM 761648104 251 17800 SH SHARED 04 17800
D REXALL SUNDOWN INC COM 761648104 1 100 SH SHARED 05 100
D REYNOLDS & REYNOLDS CO CL A 761695105 12249 453681 SH SHARED 01 219390 234291
D REYNOLDS & REYNOLDS CO CL A 761695105 1378 51049 SH SHARED 04 51049
D REYNOLDS & REYNOLDS CO CL A 761695105 264 9800 SH SHARED 05 9800
D REYNOLDS METALS CO COM 761763101 53463 799450 SH SHARED 01 727731 71719
D REYNOLDS METALS CO COM 761763101 10 150 SH SHARED 02 150
D REYNOLDS METALS CO COM 761763101 5120 76561 SH SHARED 04 76561
D REYNOLDS METALS CO COM 761763101 1210 18100 SH SHARED 05 18100
D REYNOLDS R J TOB HLDGS INC COM 76182K105 9394 552625 SH SHARED 01 302531 250094
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 15 890 SH SHARED 02 831 59
D REYNOLDS R J TOB HLDGS INC COM 76182K105 871 51276 SH SHARED 04 51276
D REYNOLDS R J TOB HLDGS INC COM 76182K105 249 14700 SH SHARED 05 14700
D RHYTHMS NETCONNECTIONS INC COM 762430205 2621 71200 SH SHARED 01 60736 10464
D RHYTHMS NETCONNECTIONS INC COM 762430205 296 8064 SH SHARED 02 7464 600
D RHYTHMS NETCONNECTIONS INC COM 762430205 142 3876 SH SHARED 04 3876
D RHYTHMS NETCONNECTIONS INC COM 762430205 117 3200 SH SHARED 05 3200
D RIBOZYME PHARMACEUTICALS INC COM 762567105 162 6400 SH SHARED 01 6400
D RIBOZYME PHARMACEUTICALS INC COM 762567105 25 1000 SH SHR/OTHR 01 1000
D RICHMOND CNTY FINL CORP COM 764556106 1313 81429 SH SHARED 01 72369 9060
D RICHMOND CNTY FINL CORP COM 764556106 419 26000 SH SHARED 04 26000
D RIGHTCHOICE MANAGED CARE INC CL A 76657K101 17 1300 SH SHARED 01 1300
D RIGGS NATL CORP WASH DC COM 766570105 4232 347274 SH SHARED 01 103575 243699
D RIGGS NATL CORP WASH DC COM 766570105 98 8100 SH SHARED 04 8100
D RIGHT MGMT CONSULTANTS INC COM 766573109 2 225 SH SHARED 01 225
D RIO TINTO PLC SPONSORED ADR 767204100 128 1800 SH SHARED 02 1800
D RIO TINTO PLC SPONSORED ADR 767204100 7 100 SH SHARED 04 100
D RISK CAP HLDGS INC COM 767711104 257 15700 SH SHARED 01 15700
D RISK CAP HLDGS INC COM 767711104 60 3700 SH SHARED 04 3700
D RITE AID CORP COM 767754104 16898 3004146 SH SHARED 01 2476153 527993
D RITE AID CORP COM 767754104 22 4000 SH SHR/OTHR 01 4000
D RITE AID CORP COM 767754104 28 5000 SH SHARED 02 5000
D RITE AID CORP COM 767754104 10455 1858836 SH SHARED 04 1858836
D RITE AID CORP COM 767754104 30 5400 SH SHARED 05 5400
D RIVIANA FOODS INC COM 769536103 242 15300 SH SHARED 01 15300
D RIVIANA FOODS INC COM 769536103 28 1800 SH SHR/OTHR 01 1800
D RIVIANA FOODS INC COM 769536103 44 2800 SH SHARED 04 2800
D RIVIERA TOOL CO COM 769648106 42 10694 SH SHARED 01 10694
D ROADWAY EXPRESS INC DEL COM 769742107 3160 156063 SH SHARED 01 40200 115863
D ROADWAY EXPRESS INC DEL COM 769742107 30 1500 SH SHR/OTHR 01 1500
D ROADWAY EXPRESS INC DEL COM 769742107 1468 72495 SH SHARED 04 72495
D ROANOKE ELEC STL CORP COM 769841107 7 450 SH SHARED 01 450
D ROBBINS & MYERS INC COM 770196103 327 13850 SH SHARED 01 13850
D ROBBINS & MYERS INC COM 770196103 129 5500 SH SHARED 04 5500
D ROBERT HALF INTL INC COM 770323103 23208 489353 SH SHARED 01 251805 237548
D ROBERT HALF INTL INC COM 770323103 8119 171207 SH SHARED 04 171207
D ROBERT HALF INTL INC COM 770323103 488 10300 SH SHARED 05 10300
D ROBOTIC VISION SYS INC COM 771074101 56 3500 SH SHARED 01 3500
D ROBOTIC VISION SYS INC COM 771074101 0 2 SH SHARED 02 2
D ROBOTIC VISION SYS INC COM 771074101 8000 500000 SH SHARED 04 500000
D ROCK-TENN CO CL A 772739207 202 20810 SH SHARED 01 20810
D ROCK-TENN CO CL A 772739207 29 3000 SH SHARED 02 2000 1000
D ROCK-TENN CO CL A 772739207 98 10100 SH SHARED 04 10100
D ROCKWELL INTL CORP NEW COM 773903109 81123 1940196 SH SHARED 01 1728735 211461
D ROCKWELL INTL CORP NEW COM 773903109 33 800 SH SHR/OTHR 01 800
D ROCKWELL INTL CORP NEW COM 773903109 1374 32862 SH SHARED 02 8460 24402
D ROCKWELL INTL CORP NEW COM 773903109 10654 254822 SH SHARED 04 254822
D ROCKWELL INTL CORP NEW COM 773903109 108 2600 SH SHARED 05 2600
D ROGERS CANTEL MOBILE COMMN CL B RSTRG VTG 775102205 60 1500 SH SHARED 05 1500
D ROGERS COMMUNICATIONS INC CL B 775109200 3970 133170 SH SHARED 01 133170
D ROGERS COMMUNICATIONS INC CL B 775109200 128 4300 SH SHARED 04 4300
D ROGERS CORP COM 775133101 727 11600 SH SHARED 01 11600
D ROGERS CORP COM 775133101 282 4500 SH SHARED 04 4500
D ROGUE WAVE SOFTWARE INC COM 775369101 30 4000 SH SHARED 02 4000
D ROHM & HAAS CO COM 775371107 85227 1909854 SH SHARED 01 1909838 16
D ROHM & HAAS CO COM 775371107 91 2041 SH SHR/OTHR 01 1600 441
D ROHM & HAAS CO COM 775371107 561 12583 SH SHARED 02 3141 9442
D ROHM & HAAS CO COM 775371107 12472 279487 SH SHARED 04 279487
D ROHN INDS INC COM 775381106 33 10200 SH SHARED 01 10200
D ROLLINS INC COM 775711104 4305 289457 SH SHARED 01 117333 172124
D ROLLINS INC COM 775711104 284 19095 SH SHARED 04 19095
D ROLLINS INC COM 775711104 41 2800 SH SHARED 05 2800
D ROLLINS TRUCK LEASING CORP COM 775741101 2070 245388 SH SHARED 01 145200 100188
D ROLLINS TRUCK LEASING CORP COM 775741101 2374 281437 SH SHARED 02 21750 259687
D ROLLINS TRUCK LEASING CORP COM 775741101 164 19500 SH SHARED 04 19500
D ROMAC INTL INC COM 775835101 686 75715 SH SHARED 01 75715
D ROMAC INTL INC COM 775835101 154 17100 SH SHARED 04 17100
D ROPER INDS INC NEW COM 776696106 10872 320360 SH SHARED 01 80560 239800
D ROPER INDS INC NEW COM 776696106 67 2000 SH SHR/OTHR 01 2000
D ROPER INDS INC NEW COM 776696106 712 21000 SH SHARED 04 21000
D ROSLYN BANCORP INC COM 778162107 10691 600255 SH SHARED 01 160000 440255
D ROSLYN BANCORP INC COM 778162107 1242 69769 SH SHARED 04 69769
D ROSS STORES INC COM 778296103 11331 470920 SH SHARED 01 251724 219196
D ROSS STORES INC COM 778296103 996 41398 SH SHARED 04 41398
D ROSS STORES INC COM 778296103 187 7800 SH SHARED 05 7800
D ROSTELECOM OPEN JT STK LNG DST SPONSORED ADR 778529107 1874 78935 SH SHARED 01 78935
D ROUGE INDS INC DEL CL A 779088103 147 23389 SH SHARED 01 23389
D ROUGE INDS INC DEL CL A 779088103 22 3600 SH SHARED 04 3600
D ROUSE CO COM 779273101 7729 365885 SH SHARED 01 113250 252635
D ROUSE CO COM 779273101 10 500 SH SHR/OTHR 01 500
D ROUSE CO COM 779273101 2959 140085 SH SHARED 02 35307 104778
D ROUSE CO COM 779273101 520 24651 SH SHARED 04 24651
D ROUSE CO PFD CONV SER B 779273309 9 300 SH SHARED 02 300
D ROUSE CO PFD CONV SER B 779273309 5758 184262 SH SHARED 04 184262
D ROWAN COS INC COM 779382100 26597 903544 SH SHARED 01 833567 69977
D ROWAN COS INC COM 779382100 103 3500 SH SHARED 02 3500
D ROWAN COS INC COM 779382100 13473 457706 SH SHARED 04 457706
D ROWAN COS INC COM 779382100 682 23200 SH SHARED 05 23200
D ROWE COS COM 779528108 3 555 SH SHARED 01 555
D ROWECOM INC COM 77957X108 51 3000 SH SHARED 01 3000
D ROWECOM INC COM 77957X108 8 500 SH SHARED 04 500
D ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH 779915107 273 12700 SH SHARED 01 12700
D ROYAL APPLIANCE MFG CO COM 780076105 4 1000 SH SHARED 02 1000
D ROYAL BANCSHARES PA INC CL A 780081105 5 420 SH SHARED 01 420
D ROYAL BANCSHARES PA INC CL A 780081105 0 1 SH SHARED 02 1
D ROYAL BK SCOTLAND GROUP PLC SP ADR PREF C 780097408 46 2000 SH SHR/OTHR 01 2000
D ROYAL BK SCOTLAND GROUP PLC SP ADR PREF C 780097408 23 1000 SH SHARED 02 1000
D ROYAL BK SCOTLAND GROUP PLC SP ADR PREF D 780097606 22 1000 SH SHR/OTHR 01 1000
D ROYAL BK SCOTLAND GROUP PLC SP ADR PREF E 780097705 22 1000 SH SHARED 02 1000
D ROYAL BK SCOTLAND GROUP PLC SP ADR I PRF I 780097861 89 4000 SH SHARED 02 4000
D ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 975425 16872376 SH SHARED 01 16312550 559826
D ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 37383 646639 SH SHR/OTHR 01 378726 267913
D ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 2468 42703 SH SHARED 02 10515 32188
D ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 148828 2574360 SH SHARED 04 2574360
D ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 18413 318500 SH SHARED 05 318500
D ROYAL PTT NEDERLAND N V SPONSORED ADR 780641205 529 4600 SH SHARED 04 4600
D ROYAL PTT NEDERLAND N V SPONSORED ADR 780641205 1207 10500 SH SHARED 05 10500
D ROYCE FOCUS TR COM 78080N108 1768 347221 SH SHARED 04 347221
D ROYCE VALUE TR INC COM 780910105 105 7635 SH SHARED 01 7635
D ROYCE VALUE TR INC COM 780910105 113 8227 SH SHR/OTHR 01 8227
D ROYCE VALUE TR INC COM 780910105 30 2206 SH SHARED 02 2206
D ROYCE VALUE TR INC COM 780910105 1490 107927 SH SHARED 04 107927
D ROYCE MICRO-CAP TR INC COM 780915104 511 49300 SH SHARED 02 46842 2458
D ROYCE MICRO-CAP TR INC COM 780915104 5759 555141 SH SHARED 04 555141
D RUBY TUESDAY INC COM 781182100 5160 294906 SH SHARED 01 92902 202004
D RUBY TUESDAY INC COM 781182100 43 2500 SH SHARED 02 2500
D RUBY TUESDAY INC COM 781182100 4200 240000 SH SHARED 04 240000
D RUDDICK CORP COM 781258108 2266 207234 SH SHARED 01 102020 105214
D RUDDICK CORP COM 781258108 43 4000 SH SHARED 02 4000
D RUDDICK CORP COM 781258108 1662 152034 SH SHARED 04 152034
D RUDDICK CORP COM 781258108 52 4800 SH SHARED 05 4800
D RUDOLPH TECHNOLOGIES INC COM 781270103 162 3600 SH SHARED 01 3600
D RURAL / METRO CORP COM 781748108 15 13467 SH SHARED 01 13467
D RURAL CELLULAR CORP CL A 781904107 263 3900 SH SHARED 01 3900
D RUSS BERRIE & CO COM 782233100 2064 111600 SH SHARED 01 35934 75666
D RUSS BERRIE & CO COM 782233100 77 4200 SH SHARED 04 4200
D RUSSELL CORP COM 782352108 6642 464153 SH SHARED 01 324808 139345
D RUSSELL CORP COM 782352108 4 300 SH SHARED 02 300
D RUSSELL CORP COM 782352108 790 55216 SH SHARED 04 55216
D RUSSELL CORP COM 782352108 11 800 SH SHARED 05 800
D RYANS FAMILY STEAK HOUSE INC COM 783519101 4229 442325 SH SHARED 01 159355 282970
D RYANS FAMILY STEAK HOUSE INC COM 783519101 144 15100 SH SHARED 04 15100
D RYDER SYS INC COM 783549108 17241 759956 SH SHARED 01 684915 75041
D RYDER SYS INC COM 783549108 9 400 SH SHARED 02 200 200
D RYDER SYS INC COM 783549108 1983 87422 SH SHARED 04 87422
D RYDER SYS INC COM 783549108 38 1700 SH SHARED 05 1700
D RYERSON TULL INC NEW COM 78375P107 2342 151160 SH SHARED 01 97174 53986
D RYERSON TULL INC NEW COM 78375P107 592 38232 SH SHARED 04 38232
D RYERSON TULL INC NEW COM 78375P107 40 2600 SH SHARED 05 2600
D RYLAND GROUP INC COM 783764103 2125 113354 SH SHARED 01 50902 62452
D RYLAND GROUP INC COM 783764103 202 10800 SH SHARED 04 10800
D S & T BANCORP INC COM 783859101 692 40440 SH SHARED 01 40440
D S & T BANCORP INC COM 783859101 34 2000 SH SHARED 02 2000
D S & T BANCORP INC COM 783859101 190 11100 SH SHARED 04 11100
D SBC COMMUNICATIONS INC COM 78387G103 1670968 39666905 SH SHARED 01 33868304 5798601
D SBC COMMUNICATIONS INC COM 78387G103 27037 641834 SH SHR/OTHR 01 386062 255772
D SBC COMMUNICATIONS INC COM 78387G103 5953 141340 SH SHARED 02 20451 120889
D SBC COMMUNICATIONS INC COM 78387G103 452807 10749137 SH SHARED 04 10749137
D SBC COMMUNICATIONS INC COM 78387G103 8707 206700 SH SHARED 05 206700
D SBS TECHNOLOGIES INC COM 78387P103 8 300 SH SHARED 01 300
D SBE INC COM NEW 783873201 88 5700 SH SHARED 01 5700
D SBA COMMUNICATIONS CORP COM 78388J106 6688 152000 SH SHARED 01 152000
D SBA COMMUNICATIONS CORP COM 78388J106 3013 68480 SH SHARED 02 45415 23065
D SCI SYS INC COM 783890106 35456 659656 SH SHARED 01 368628 291028
D SCI SYS INC COM 783890106 671 12500 SH SHARED 02 10000 2500
D SCI SYS INC COM 783890106 3567 66371 SH SHARED 04 66371
D SCI SYS INC COM 783890106 1612 30000 SH SHARED 05 30000
D SCM MICROSYSTEMS INC COM 784018103 10743 110761 SH SHARED 01 37761 73000
D SCM MICROSYSTEMS INC COM 784018103 504 5200 SH SHARED 04 5200
D SCPIE HLDGS INC COM 78402P104 539 17612 SH SHARED 01 17612
D SCPIE HLDGS INC COM 78402P104 226 7400 SH SHARED 04 7400
D SCP POOL CORP COM 784028102 395 12900 SH SHARED 01 12900
D SCP POOL CORP COM 784028102 128 4200 SH SHARED 04 4200
D SDL INC COM 784076101 66374 311800 SH SHARED 01 142426 169374
D SDL INC COM 784076101 42 200 SH SHARED 02 200
D SDL INC COM 784076101 4388 20615 SH SHARED 04 20615
D SEI INVESTMENTS CO COM 784117103 17032 150146 SH SHARED 01 52211 97935
D SEI INVESTMENTS CO COM 784117103 80 711 SH SHARED 04 711
D SEMCO ENERGY INC COM 78412D109 248 20937 SH SHARED 01 20937
D SEMCO ENERGY INC COM 78412D109 86 7300 SH SHARED 04 7300
D SFX ENTMT INC CL A 784178105 9815 240506 SH SHARED 01 58654 181852
D SFX ENTMT INC CL A 784178105 6049 148221 SH SHARED 04 148221
D S I HANDLING SYS INC COM 784255101 3 525 SH SHARED 01 525
D SJW CORP COM 784305104 257 2200 SH SHARED 01 2200
D SJW CORP COM 784305104 105 900 SH SHARED 04 900
D SK TELECOM LTD SPONSORED ADR 78440P108 41663 1068289 SH SHARED 01 1068289
D SK TELECOM LTD SPONSORED ADR 78440P108 1743 44710 SH SHARED 04 44710
D SK TELECOM LTD SPONSORED ADR 78440P108 39 1000 SH SHARED 05 1000
D SL GREEN RLTY CORP COM 78440X101 831 35020 SH SHARED 01 35020
D SL GREEN RLTY CORP COM 78440X101 1529 64400 SH SHARED 04 64400
D SLM HLDG CORP COM 78442A109 59911 1798493 SH SHARED 01 1506387 292106
D SLM HLDG CORP COM 78442A109 1025 30779 SH SHR/OTHR 01 28087 2692
D SLM HLDG CORP COM 78442A109 557 16750 SH SHARED 02 850 15900
D SLM HLDG CORP COM 78442A109 28673 860751 SH SHARED 04 860751
D SLM HLDG CORP COM 78442A109 193 5800 SH SHARED 05 5800
D SLI INC COM 78442T108 488 28755 SH SHARED 01 28755
D SLI INC COM 78442T108 127 7500 SH SHARED 04 7500
D SLI INC COM 78442T108 17 1000 SH SHARED 05 1000
D SM&A CORP COM 784432106 175 34200 SH SHARED 01 34200
D SPDR TR UNIT SER 1 78462F103 105 700 SH SHARED 01 700
D SPDR TR UNIT SER 1 78462F103 1129 7514 SH SHARED 02 7514
D SPDR TR UNIT SER 1 78462F103 5864 39000 SH SHARED 04 39000
D SPSS INC COM 78462K102 336 10600 SH SHARED 01 10600
D SPSS INC COM 78462K102 101 3200 SH SHARED 04 3200
D SPS TECHNOLOGIES INC COM 784626103 1204 39500 SH SHARED 01 36300 3200
D SPS TECHNOLOGIES INC COM 784626103 158 5200 SH SHARED 04 5200
D S1 CORPORATION COM 78463B101 13625 159012 SH SHARED 01 73175 85837
D S1 CORPORATION COM 78463B101 17 200 SH SHARED 02 200
D S1 CORPORATION COM 78463B101 1336 15600 SH SHARED 04 15600
D SPX CORP COM 784635104 27543 241745 SH SHARED 01 170517 71228
D SPX CORP COM 784635104 2071 18185 SH SHARED 04 18185
D SPX CORP COM 784635104 319 2800 SH SHARED 05 2800
D SRS LABS INC COM 78464M106 74 3100 SH SHARED 01 3100
D S3 INC COM 784849101 20507 976568 SH SHARED 01 875827 100741
D S3 INC COM 784849101 21 1040 SH SHARED 02 1040
D S3 INC COM 784849101 665 31700 SH SHARED 04 31700
D SVI HLDGS INC COM 784872103 399 40500 SH SHARED 01 40500
D SVI HLDGS INC COM 784872103 99 10100 SH SHARED 04 10100
D SPR INC COM 784922106 442 73700 SH SHARED 04 73700
D SYNC RESH INC COM NEW 785065202 0 203 SH SHARED 02 203
D SAATCHI & SAATCHI PLC NEW SPONSORED ADR 785144205 190 6400 SH SHARED 04 6400
D SABINE ROYALTY TR UNIT BEN INT 785688102 70 6000 SH SHARED 01 3000 3000
D SABRE HLDGS CORP CL A 785905100 41108 1126259 SH SHARED 01 1122018 4241
D SABRE HLDGS CORP CL A 785905100 96 2641 SH SHR/OTHR 01 310 2331
D SABRE HLDGS CORP CL A 785905100 250 6865 SH SHARED 02 4016 2849
D SABRE HLDGS CORP CL A 785905100 7219 197804 SH SHARED 04 197804
D SABRE HLDGS CORP CL A 785905100 13035 357140 SH SHARED 06 357140
D SAF T LOK INC COM 78636P102 36 16100 SH SHARED 01 16100
D SAFECO CORP COM 786429100 41702 1570014 SH SHARED 01 1383259 186755
D SAFECO CORP COM 786429100 4571 172118 SH SHARED 04 172118
D SAFECO CORP COM 786429100 177 6700 SH SHARED 05 6700
D SAFEGUARD SCIENTIFICS INC SB NT CV 144A 06 786449AD0 76687 25760000 PRN SHARED 04 25760000
D SAFEGUARD SCIENTIFICS INC COM 786449108 32561 471900 SH SHARED 01 174242 297658
D SAFEGUARD SCIENTIFICS INC COM 786449108 103 1500 SH SHR/OTHR 01 1500
D SAFEGUARD SCIENTIFICS INC COM 786449108 62 900 SH SHARED 02 300 600
D SAFEGUARD SCIENTIFICS INC COM 786449108 469 6802 SH SHARED 04 6802
D SAFEGUARD SCIENTIFICS INC COM 786449108 324 4700 SH SHARED 05 4700
D SAFESCIENCE INC COM 786452102 239 18500 SH SHARED 01 11600 6900
D SAFESCIENCE INC COM 786452102 49 3800 SH SHARED 04 3800
D SAFETY 1ST INC COM 786475103 6465 619518 SH SHARED 04 619518
D SAFETY-KLEEN CORP NEW COM NEW 78648R203 452 345221 SH SHARED 01 102749 242472
D SAFETY-KLEEN CORP NEW COM NEW 78648R203 91 70000 SH SHARED 02 70000
D SAFETY-KLEEN CORP NEW COM NEW 78648R203 5 3995 SH SHARED 04 3995
D SAFEWAY INC COM NEW 786514208 249823 5520952 SH SHARED 01 4755745 765207
D SAFEWAY INC COM NEW 786514208 837 18500 SH SHR/OTHR 01 9450 9050
D SAFEWAY INC COM NEW 786514208 717 15850 SH SHARED 02 4000 11850
D SAFEWAY INC COM NEW 786514208 36515 806975 SH SHARED 04 806975
D SAFEWAY INC COM NEW 786514208 597 13200 SH SHARED 05 13200
D SAGA COMMUNICATIONS CL A 786598102 169 8841 SH SHARED 01 8841
D SAGA COMMUNICATIONS CL A 786598102 5 307 SH SHARED 02 307
D SAGA COMMUNICATIONS CL A 786598102 61 3200 SH SHARED 04 3200
D SAGA SYS INC COM 786610105 29352 821060 SH SHARED 01 821060
D SAGA SYS INC COM 786610105 35 1000 SH SHARED 02 1000
D SAGA SYS INC COM 786610105 425 11900 SH SHARED 04 11900
D SAGE INC COM 786632109 94 4300 SH SHARED 01 4300
D SAGENT TECHNOLOGY INC COM 786693101 19161 665061 SH SHARED 01 593161 71900
D SAGENT TECHNOLOGY INC COM 786693101 427 14850 SH SHARED 02 600 14250
D SAGENT TECHNOLOGY INC COM 786693101 155 5400 SH SHARED 04 5400
D ST FRANCIS CAP CORP COM 789374105 112 8000 SH SHARED 01 8000
D ST FRANCIS CAP CORP COM 789374105 49 3500 SH SHARED 04 3500
D ST JOE CO COM 790148100 1588 54900 SH SHARED 01 54900
D ST JOE CO COM 790148100 720 24900 SH SHR/OTHR 01 24900
D ST JOE CO COM 790148100 269 9300 SH SHARED 02 6000 3300
D ST JOE CO COM 790148100 61 2116 SH SHARED 04 2116
D ST JOSEPH LT & PWR CO COM 790654107 65 3254 SH SHARED 01 3254
D ST JOSEPH LT & PWR CO COM 790654107 112 5554 SH SHR/OTHR 01 5554
D ST JUDE MED INC COM 790849103 23751 920169 SH SHARED 01 762034 158135
D ST JUDE MED INC COM 790849103 33 1300 SH SHARED 02 1300
D ST JUDE MED INC COM 790849103 3999 154959 SH SHARED 04 154959
D ST MARY LD & EXPL CO COM 792228108 606 20300 SH SHARED 01 20300
D ST MARY LD & EXPL CO COM 792228108 153 5150 SH SHARED 04 5150
D ST PAUL CAP L L C PFD MIPS 6% 792856205 22874 382840 SH SHARED 04 382840
D ST PAUL COS INC COM 792860108 87720 2570566 SH SHARED 01 2159411 411155
D ST PAUL COS INC COM 792860108 130 3825 SH SHARED 02 335 3490
D ST PAUL COS INC COM 792860108 10445 306106 SH SHARED 04 306106
D ST PAUL COS INC COM 792860108 371 10900 SH SHARED 05 10900
D SAKS INC COM 79377W108 10809 745502 SH SHARED 01 390615 354887
D SAKS INC COM 79377W108 1 100 SH SHARED 02 100
D SAKS INC COM 79377W108 1143 78877 SH SHARED 04 78877
D SAKS INC COM 79377W108 252 17400 SH SHARED 05 17400
D SALEM COMMUNICATIONS CORP DEL CL A 794093104 3056 256034 SH SHARED 02 250934 5100
D SALEM COMMUNICATIONS CORP DEL CL A 794093104 292 24481 SH SHARED 04 24481
D SALESLOGIX CORP COM 79466P105 175 6500 SH SHARED 01 6500
D SALESLOGIX CORP COM 79466P105 37 1400 SH SHARED 04 1400
D SALOMON BROTHERS FD INC COM 795477108 38 1974 SH SHARED 01 1974
D SALOMON BROTHERS FD INC COM 795477108 29 1500 SH SHARED 02 1500
D SALOMON BROS 2008 WORLDWIDE COM 79548R103 8 1000 SH SHARED 02 1000
D SALOMON BROS 2008 WORLDWIDE COM 79548R103 4 600 SH SHARED 04 600
D SALOMON BROS WORLDWIDE INCOME COM 79548T109 138 11900 SH SHARED 04 11900
D SALTON INC COM 795757103 1506 34732 SH SHARED 01 34732
D SALTON INC COM 795757103 145 3350 SH SHARED 02 3350
D SALTON INC COM 795757103 216 5000 SH SHARED 04 5000
D SAMSONITE CORP NEW COM 79604V105 9 1698 SH SHARED 01 1698
D SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 19 2000 SH SHARED 01 2000
D SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 19 2000 SH SHR/OTHR 01 2000
D SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 10 1100 SH SHARED 02 1100
D SAN PAOLO-IMI S P A SPONSORED ADR 799175104 2 100 SH SHARED 02 100
D SANCHEZ COMPUTER ASSOCS INC COM 799702105 931 26528 SH SHARED 01 26528
D SANCHEZ COMPUTER ASSOCS INC COM 799702105 3 100 SH SHR/OTHR 01 100
D SANCHEZ COMPUTER ASSOCS INC COM 799702105 182 5200 SH SHARED 04 5200
D SANDERSON FARMS INC COM 800013104 35 4400 SH SHARED 01 4400
D SANDERSON FARMS INC COM 800013104 18 2300 SH SHARED 04 2300
D SANDISK CORP COM 80004C101 9140 74620 SH SHARED 01 74620
D SANDISK CORP COM 80004C101 147 1200 SH SHARED 02 1200
D SANDISK CORP COM 80004C101 2695 22000 SH SHARED 04 22000
D SANDISK CORP COM 80004C101 759 6200 SH SHARED 05 6200
D SANDY SPRING BANCORP INC COM 800363103 188 9100 SH SHARED 01 9100
D SANDY SPRING BANCORP INC COM 800363103 688 33168 SH SHARED 02 700 32468
D SANDY SPRING BANCORP INC COM 800363103 85 4100 SH SHARED 04 4100
D SANMINA CORP SB DB CV 144A 04 800907AA5 81 50000 PRN SHARED 04 50000
D SANMINA CORP COM 800907107 43420 642670 SH SHARED 01 373170 269500
D SANMINA CORP COM 800907107 574 8500 SH SHR/OTHR 01 8500
D SANMINA CORP COM 800907107 86880 1285934 SH SHARED 04 1285934
D SANMINA CORP COM 800907107 803 11900 SH SHARED 05 11900
D SANGSTAT MED CORP COM 801003104 674 24361 SH SHARED 01 24361
D SANGSTAT MED CORP COM 801003104 210 7600 SH SHARED 04 7600
D SANTA BARBARA RESTAURANT GP COM 801378100 17 12864 SH SHARED 01 12864
D SANTA CRUZ OPERATION INC COM 801833104 504 53828 SH SHARED 01 42625 11203
D SANTA CRUZ OPERATION INC COM 801833104 4151 442845 SH SHARED 02 442845
D SANTA CRUZ OPERATION INC COM 801833104 70 7500 SH SHARED 04 7500
D SANTA FE ENERGY TR RCPT DEP UNITS 802013102 18 1000 SH SHARED 02 1000
D SANTA FE SNYDER CORP COM 80218K105 11337 1193438 SH SHARED 01 464378 729060
D SANTA FE SNYDER CORP COM 80218K105 76 8000 SH SHARED 02 2000 6000
D SANTA FE SNYDER CORP COM 80218K105 819 86255 SH SHARED 04 86255
D SANTA FE SNYDER CORP COM 80218K105 209 22000 SH SHARED 05 22000
D SANTA ISABEL S A SPONSORED ADR 802233106 144 15000 SH SHARED 04 15000
D SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 119 2000 SH SHARED 01 2000
D SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 7 118 SH SHARED 02 118
D SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 3256 54500 SH SHARED 04 54500
D SAPIENT CORP COM 803062108 2725 32500 SH SHARED 01 32500
D SAPIENT CORP COM 803062108 229 2732 SH SHARED 02 1992 740
D SAPIENT CORP COM 803062108 19195 228860 SH SHARED 04 228860
D SARA LEE CORP COM 803111103 187394 10410829 SH SHARED 01 9083801 1327028
D SARA LEE CORP COM 803111103 2389 132768 SH SHR/OTHR 01 80400 52368
D SARA LEE CORP COM 803111103 844 46910 SH SHARED 02 18600 28310
D SARA LEE CORP COM 803111103 20397 1133167 SH SHARED 04 1133167
D SARA LEE CORP COM 803111103 383 21300 SH SHARED 05 21300
D SATCON TECHNOLOGY CORP COM 803893106 148 5700 SH SHARED 01 5700
D SATYAM INFOWAY LTD SPONSORED ADR 804099109 225 4200 SH SHARED 02 4200
D SATYAM INFOWAY LTD SPONSORED ADR 804099109 214 4000 SH SHARED 04 4000
D SAUCONY INC CL B 804120202 15 1500 SH SHARED 01 1500
D SAUER INC COM 804137107 155 16100 SH SHARED 01 16100
D SAUER INC COM 804137107 45 4700 SH SHARED 04 4700
D SAUL CTRS INC COM 804395101 216 13400 SH SHARED 01 13400
D SAUL CTRS INC COM 804395101 161 10000 SH SHR/OTHR 01 10000
D SAUL CTRS INC COM 804395101 69 4300 SH SHARED 04 4300
D SAVOIR TECHNOLOGY GROUP INC COM 80533W107 60 8500 SH SHARED 01 8500
D SAVOIR TECHNOLOGY GROUP INC COM 80533W107 1069 150167 SH SHARED 04 150167
D SAVVIS COMMUNICATIONS CORP COM 805423100 183 10400 SH SHARED 01 10400
D SAWTEK INC COM 805468105 3156 60061 SH SHARED 01 60061
D SAWTEK INC COM 805468105 68 1300 SH SHARED 02 500 800
D SAWTEK INC COM 805468105 1488 28312 SH SHARED 04 28312
D SAWTEK INC COM 805468105 252 4800 SH SHARED 05 4800
D SCANA CORP NEW COM 80589M102 9439 384302 SH SHARED 01 261635 122667
D SCANA CORP NEW COM 80589M102 510 20770 SH SHR/OTHR 01 4800 15970
D SCANA CORP NEW COM 80589M102 125 5116 SH SHARED 02 5116
D SCANA CORP NEW COM 80589M102 1925 78382 SH SHARED 04 78382
D SCANA CORP NEW COM 80589M102 294 12000 SH SHARED 05 12000
D SCAN OPTICS INC COM 805894102 17 8500 SH SHARED 01 8500
D SCANSOFT INC COM 80603P107 94 18628 SH SHARED 01 18628
D SCANSOFT INC COM 80603P107 39 7706 SH SHARED 02 3874 3832
D SCANSOURCE INC COM 806037107 159 4500 SH SHARED 01 4500
D SCHAWK INC CL A 806373106 79 10100 SH SHARED 01 10100
D SCHAWK INC CL A 806373106 28 3600 SH SHARED 04 3600
D SCHEIN HENRY INC COM 806407102 706 43634 SH SHARED 01 43634
D SCHEIN HENRY INC COM 806407102 200 12400 SH SHARED 04 12400
D SCHEIN PHARMACEUTICAL INC COM 806416103 264 16100 SH SHARED 01 16100
D SCHEIN PHARMACEUTICAL INC COM 806416103 36 2200 SH SHARED 04 2200
D SCHERING PLOUGH CORP COM 806605101 602215 16221282 SH SHARED 01 13759209 2462073
D SCHERING PLOUGH CORP COM 806605101 7200 193950 SH SHR/OTHR 01 156350 37600
D SCHERING PLOUGH CORP COM 806605101 4950 133338 SH SHARED 02 35021 98317
D SCHERING PLOUGH CORP COM 806605101 261041 7031408 SH SHARED 04 7031408
D SCHERING PLOUGH CORP COM 806605101 3879 104500 SH SHARED 05 104500
D SCHERING PLOUGH CORP COM 806605101 1226 33030 SH SHARED 06 33030
D SCHLUMBERGER LTD COM 806857108 361127 4720621 SH SHARED 01 4708821 11800
D SCHLUMBERGER LTD COM 806857108 6954 90908 SH SHARED 02 21524 69384
D SCHLUMBERGER LTD COM 806857108 80374 1050647 SH SHARED 04 1050647
D SCHNITZER STL INDS CL A 806882106 243 13500 SH SHARED 02 13500
D SCHOLASTIC CORP COM 807066105 2793 51783 SH SHARED 01 51783
D SCHOLASTIC CORP COM 807066105 439 8150 SH SHARED 02 1900 6250
D SCHOLASTIC CORP COM 807066105 684 12687 SH SHARED 04 12687
D SCHOLASTIC CORP COM 807066105 75 1400 SH SHARED 05 1400
D SCHOOL SPECIALTY INC COM 807863105 433 20161 SH SHARED 01 20161
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 SCHOOL SPECIALTY INC COM 807863105 152 7100 SH SHARED 04 7100
D SCHULER HOMES INC COM 808188106 10 1700 SH SHARED 01 1700
D SCHULMAN A INC COM 808194104 2622 197922 SH SHARED 01 110936 86986
D SCHULMAN A INC COM 808194104 332 25090 SH SHARED 04 25090
D SCHULMAN A INC COM 808194104 41 3100 SH SHARED 05 3100
D SCHULTZ SAV O STORES INC COM 808196109 3 300 SH SHARED 01 300
D SCHWAB CHARLES CORP NEW COM 808513105 485134 8539302 SH SHARED 01 7514755 1024547
D SCHWAB CHARLES CORP NEW COM 808513105 133 2350 SH SHR/OTHR 01 1750 600
D SCHWAB CHARLES CORP NEW COM 808513105 657 11581 SH SHARED 02 250 11331
D SCHWAB CHARLES CORP NEW COM 808513105 60576 1066270 SH SHARED 04 1066270
D SCHWAB CHARLES CORP NEW COM 808513105 715 12600 SH SHARED 05 12600
D SCHWEITZER-MAUDUIT INTL INC COM 808541106 1690 130673 SH SHARED 01 49522 81151
D SCHWEITZER-MAUDUIT INTL INC COM 808541106 22 1736 SH SHR/OTHR 01 916 820
D SCHWEITZER-MAUDUIT INTL INC COM 808541106 2 180 SH SHARED 02 60 120
D SCHWEITZER-MAUDUIT INTL INC COM 808541106 80 6200 SH SHARED 04 6200
D SCICLONE PHARMACEUTICALS INC COM 80862K104 127 8300 SH SHARED 01 8300
D SCIENT CORP COM 80864H109 816 9000 SH SHARED 01 9000
D SCIENT CORP COM 80864H109 435 4800 SH SHARED 02 4400 400
D SCIENT CORP COM 80864H109 32 355 SH SHARED 04 355
D SCIENTIFIC ATLANTA INC COM 808655104 126568 2001078 SH SHARED 01 1741174 259904
D SCIENTIFIC ATLANTA INC COM 808655104 2416 38200 SH SHARED 02 12300 25900
D SCIENTIFIC ATLANTA INC COM 808655104 29215 461908 SH SHARED 04 461908
D SCIENTIFIC ATLANTA INC COM 808655104 1024 16200 SH SHARED 05 16200
D SCIENTIFIC GAMES HLDGS CORP COM 808747109 2344 142100 SH SHARED 01 25500 116600
D SCIENTIFIC GAMES HLDGS CORP COM 808747109 67 4100 SH SHARED 04 4100
D SCIOS INC COM 808905103 30 5800 SH SHARED 01 5800
D SCIOS INC COM 808905103 2 500 SH SHARED 02 100 400
D SCIQUEST COM INC COM 80908Q107 128 5000 SH SHARED 01 5000
D SCIQUEST COM INC COM 80908Q107 347 13500 SH SHARED 02 12500 1000
D SCIQUEST COM INC COM 80908Q107 33 1300 SH SHARED 04 1300
D SCOTT TECHNOLOGIES INC COM 810022301 736 39022 SH SHARED 01 39022
D SCOTT TECHNOLOGIES INC COM 810022301 381 20200 SH SHARED 04 20200
D SCOTTISH PWR PLC SPON ADR FINAL 81013T705 275 8700 SH SHARED 01 6264 2436
D SCOTTISH PWR PLC SPON ADR FINAL 81013T705 3 116 SH SHR/OTHR 01 116
D SCOTTISH PWR PLC SPON ADR FINAL 81013T705 115 3658 SH SHARED 02 3658
D SCOTTS CO CL A 810186106 6456 153725 SH SHARED 01 49825 103900
D SCOTTS CO CL A 810186106 319 7600 SH SHARED 04 7600
D SCRIPPS E W CO OHIO CL A 811054204 5906 121780 SH SHARED 01 51240 70540
D SCRIPPS E W CO OHIO CL A 811054204 429 8860 SH SHARED 04 8860
D SCUDDER GLOBAL HIGH INCOME FD COM 81115E101 48 10000 SH SHARED 02 10000
D SCUDDER GLOBAL HIGH INCOME FD COM 81115E101 480 98600 SH SHARED 04 98600
D SCUDDER NEW ASIA FD INC COM 811183102 182 10000 SH SHR/OTHR 01 10000
D SCUDDER NEW ASIA FD INC COM 811183102 45 2500 SH SHARED 02 2500
D SCUDDER NEW ASIA FD INC COM 811183102 184 10100 SH SHARED 04 10100
D SEA CONTAINERS LTD CL A 811371707 66 3000 SH SHARED 01 3000
D SEABOARD CORP COM 811543107 88 500 SH SHARED 01 500
D SEABOARD CORP COM 811543107 23 130 SH SHARED 04 130
D SEACHANGE INTL INC COM 811699107 280 4550 SH SHARED 01 4550
D SEACOAST FINL SVCS CORP COM 81170Q106 465 47177 SH SHARED 01 35009 12168
D SEACOAST FINL SVCS CORP COM 81170Q106 107 10900 SH SHARED 04 10900
D SEACOAST BKG CORP FLA CL A 811707108 25 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 146263 2368643 SH SHARED 01 2018362 350281
D SEAGATE TECHNOLOGY COM 811804103 509 8250 SH SHARED 02 6250 2000
D SEAGATE TECHNOLOGY COM 811804103 110692 1792598 SH SHARED 04 1792598
D SEAGATE TECHNOLOGY COM 811804103 852 13800 SH SHARED 05 13800
D SEAGRAM LTD COM 811850106 170847 2871379 SH SHARED 01 2869479 1900
D SEAGRAM LTD COM 811850106 416 7000 SH SHARED 02 3100 3900
D SEAGRAM LTD COM 811850106 30519 512937 SH SHARED 04 512937
D SEAGRAM LTD COM 811850106 1243 20900 SH SHARED 05 20900
D SEAGRAM LTD PFD ADJ CV SEC 811850205 1665 30000 SH SHARED 04 30000
D SEACOR SMIT INC SUBNTCV 5.375%06 811904AE1 2042 2000000 PRN SHARED 01 2000000
D SEACOR SMIT INC COM 811904101 4389 72700 SH SHARED 01 42100 30600
D SEACOR SMIT INC COM 811904101 1678 27800 SH SHARED 04 27800
D SEALED AIR CORP NEW COM 81211K100 54236 998605 SH SHARED 01 819204 179401
D SEALED AIR CORP NEW COM 81211K100 230 4241 SH SHR/OTHR 01 4241
D SEALED AIR CORP NEW COM 81211K100 143 2646 SH SHARED 02 428 2218
D SEALED AIR CORP NEW COM 81211K100 6378 117433 SH SHARED 04 117433
D SEALED AIR CORP NEW COM 81211K100 211 3900 SH SHARED 05 3900
D SEALED AIR CORP NEW PFD CV A $2 81211K209 3592 69177 SH SHARED 01 66543 2634
D SEALED AIR CORP NEW PFD CV A $2 81211K209 192 3713 SH SHR/OTHR 01 1500 2213
D SEALED AIR CORP NEW PFD CV A $2 81211K209 117 2270 SH SHARED 02 380 1890
D SEALED AIR CORP NEW PFD CV A $2 81211K209 37507 722174 SH SHARED 04 722174
D SEARS ROEBUCK & CO COM 812387108 123262 4024882 SH SHARED 01 3526692 498190
D SEARS ROEBUCK & CO COM 812387108 346 11300 SH SHR/OTHR 01 500 10800
D SEARS ROEBUCK & CO COM 812387108 86 2812 SH SHARED 02 2812
D SEARS ROEBUCK & CO COM 812387108 14287 466523 SH SHARED 04 466523
D SEARS ROEBUCK & CO COM 812387108 967 31600 SH SHARED 05 31600
D SECOND BANCORP INC COM 813114105 215 12300 SH SHARED 01 12300
D SECOND BANCORP INC COM 813114105 75 4300 SH SHARED 04 4300
D SECTOR SPDR TR SBI CONS STPLS 81369Y308 1591 75000 SH SHARED 02 75000
D SECTOR SPDR TR SBI INT-ENERGY 81369Y506 807 27565 SH SHARED 02 27500 65
D SECTOR SPDR TR SBI INT-FINL 81369Y605 31 1300 SH SHARED 02 1300
D SECTOR SPDR TR SBI INT-FINL 81369Y605 242 10000 SH SHARED 04 10000
D SECTOR SPDR TR SBI INT-TECH 81369Y803 13305 219700 SH SHARED 04 219700
D SECURE COMPUTING CORP COM 813705100 2216 130400 SH SHARED 01 130400
D SECURITY CAP GROUP INC CL B 81413P204 2665 184600 SH SHARED 01 94350 90250
D SECURITY CAP GROUP INC CL B 81413P204 242 16800 SH SHARED 04 16800
D SECURITY CAP CORP DEL CL A NEW 814131405 0 25 SH SHARED 02 25
D SECURITY PA FINL CORP COM 814847109 689 75000 SH SHARED 04 75000
D SEDONA CORP PA COM 815677109 98 13500 SH SHARED 01 13500
D SEGUE SOFTWARE INC COM 815807102 229 18600 SH SHARED 02 18500 100
D SEIBELS BRUCE GROUP INC COM NEW 816006209 23 15300 SH SHARED 01 15300
D SEITEL INC COM NEW 816074306 1490 187804 SH SHARED 01 82202 105602
D SEITEL INC COM NEW 816074306 152 19200 SH SHARED 04 19200
D SELECT COMFORT CORP COM 81616X103 37 6900 SH SHARED 01 6900
D SELECT COMFORT CORP COM 81616X103 41 7600 SH SHARED 04 7600
D SELECTIVE INS GROUP INC COM 816300107 2170 127200 SH SHARED 01 85671 41529
D SELECTIVE INS GROUP INC COM 816300107 192 11300 SH SHARED 04 11300
D SEMELE GROUP INC COM NEW 816618201 3 600 SH SHARED 01 600
D SEMELE GROUP INC COM NEW 816618201 2 500 SH SHARED 04 500
D SEMTECH CORP SB NT CV 144A 07 816850AB7 80071 86377000 PRN SHARED 04 86377000
D SEMTECH CORP COM 816850101 3305 51603 SH SHARED 01 51603
D SEMTECH CORP COM 816850101 2020 31532 SH SHARED 04 31532
D SEMPRA ENERGY COM 816851109 46682 2787034 SH SHARED 01 2414411 372623
D SEMPRA ENERGY COM 816851109 79 4751 SH SHR/OTHR 01 4000 751
D SEMPRA ENERGY COM 816851109 90 5404 SH SHARED 02 901 4503
D SEMPRA ENERGY COM 816851109 4980 297356 SH SHARED 04 297356
D SEMPRA ENERGY COM 816851109 72 4300 SH SHARED 05 4300
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 HSG PPTYS TR SH BEN INT 81721M109 1317 128515 SH SHARED 01 34388 94127
D SENIOR HSG PPTYS TR SH BEN INT 81721M109 5 500 SH SHR/OTHR 01 120 380
D SENIOR HSG PPTYS TR SH BEN INT 81721M109 16 1611 SH SHARED 04 1611
D SENSAR CORP COM 817253107 111 2400 SH SHARED 01 2400
D SENSORMATIC ELECTRS CORP COM 817265101 9393 418671 SH SHARED 01 246549 172122
D SENSORMATIC ELECTRS CORP COM 817265101 1583 70577 SH SHARED 04 70577
D SENSORMATIC ELECTRS CORP COM 817265101 195 8700 SH SHARED 05 8700
D SENSORMATIC ELECTRS CORP PFD 1/10CV6.5% 817265200 73102 2348676 SH SHARED 04 2348676
D SEPRACOR INC SB DB CV 6.25%05 817315AE4 3100 1000000 PRN SHARED 01 1000000
D SEPRACOR INC SB DB CV144A7%05 817315AF1 37932 29000000 PRN SHARED 04 29000000
D SEPRACOR INC SUB DB CONV 7%05 817315AH7 3662 2800000 PRN SHARED 01 2800000
D SEPRACOR INC SUB DB CONV 7%05 817315AH7 7848 6000000 PRN SHARED 04 6000000
D SEPRACOR INC SB DB CV 144A 07 817315AJ3 100841105815000 PRN SHARED 04 105815000
D SEPRACOR INC COM 817315104 24421 335400 SH SHARED 01 180700 154700
D SEPRACOR INC COM 817315104 43 600 SH SHARED 02 600
D SEPRACOR INC COM 817315104 4516 62030 SH SHARED 04 62030
D SEPRACOR INC COM 817315104 553 7600 SH SHARED 05 7600
D SEQUA CORPORATION CL A 817320104 1864 47053 SH SHARED 01 27148 19905
D SEQUA CORPORATION CL A 817320104 334 8430 SH SHARED 04 8430
D SEQUA CORPORATION CL A 817320104 35 900 SH SHARED 05 900
D SEQUA CORPORATION PFD CONV $5 817320302 3663 49500 SH SHARED 04 49500
D SEQUENOM INC COM 817337108 99 2530 SH SHARED 01 2530
D SERENA SOFTWARE INC COM 817492101 7069 221777 SH SHARED 01 29237 192540
D SERENA SOFTWARE INC COM 817492101 803 25200 SH SHARED 04 25200
D SEROLOGICALS CORP COM 817523103 172 31800 SH SHARED 01 31800
D SEROLOGICALS CORP COM 817523103 43 8000 SH SHARED 04 8000
D SERVICE CORP INTL COM 817565104 3848 1282723 SH SHARED 01 433497 849226
D SERVICE CORP INTL COM 817565104 18 6309 SH SHR/OTHR 01 6309
D SERVICE CORP INTL COM 817565104 8 2947 SH SHARED 02 2947
D SERVICE CORP INTL COM 817565104 53 17749 SH SHARED 04 17749
D SERVICEMASTER CO COM 81760N109 14839 1319075 SH SHARED 01 766410 552665
D SERVICEMASTER CO COM 81760N109 1420 126228 SH SHR/OTHR 01 102066 24162
D SERVICEMASTER CO COM 81760N109 544 48390 SH SHARED 02 1500 46890
D SERVICEMASTER CO COM 81760N109 3827 340203 SH SHARED 04 340203
D 7-ELEVEN INC COM 817826100 5091 1357789 SH SHARED 01 318125 1039664
D 7-ELEVEN INC COM 817826100 187 50000 SH SHARED 02 50000
D 7-ELEVEN INC COM 817826100 230 61379 SH SHARED 04 61379
D 724 SOLUTIONS INC COM 81788Q100 124 1000 SH SHARED 02 1000
D 724 SOLUTIONS INC COM 81788Q100 236 1900 SH SHARED 04 1900
D SEVEN SEAS PETE INC COM 817917107 6 3100 SH SHARED 01 3100
D SEVEN SEAS PETE INC COM 817917107 6 3000 SH SHARED 02 3000
D SEVENSON ENVIRONMENTAL SVCS COM 818063109 3 320 SH SHARED 01 320
D SHARED MED SYS CORP COM 819486101 15002 289198 SH SHARED 01 252901 36297
D SHARED MED SYS CORP COM 819486101 83 1600 SH SHR/OTHR 01 1600
D SHARED MED SYS CORP COM 819486101 20 400 SH SHARED 02 400
D SHARED MED SYS CORP COM 819486101 2491 48035 SH SHARED 04 48035
D SHARED MED SYS CORP COM 819486101 31 600 SH SHARED 05 600
D SHAW COMMUNICATIONS INC CL B CONV 82028K200 80 3000 SH SHARED 04 3000
D SHAW GROUP INC COM 820280105 7 200 SH SHARED 01 200
D SHAW GROUP INC COM 820280105 116 3300 SH SHARED 04 3300
D SHAW INDS INC COM 820286102 9810 645987 SH SHARED 01 375093 270894
D SHAW INDS INC COM 820286102 30 2000 SH SHARED 02 500 1500
D SHAW INDS INC COM 820286102 1079 71085 SH SHARED 04 71085
D SHAW INDS INC COM 820286102 230 15200 SH SHARED 05 15200
D SHELDAHL CO COM 822440103 1 300 SH SHARED 01 300
D SHELDAHL CO COM 822440103 71 12000 SH SHARED 04 12000
D SHELL TRANS & TRADING PLC NEW YRK SH NEW 822703609 679 13852 SH SHARED 01 13626 226
D SHELL TRANS & TRADING PLC NEW YRK SH NEW 822703609 206 4200 SH SHR/OTHR 01 4200
D SHELL TRANS & TRADING PLC NEW YRK SH NEW 822703609 893 18204 SH SHARED 02 4200 14004
D SHELL TRANS & TRADING PLC NEW YRK SH NEW 822703609 1255 25600 SH SHARED 04 25600
D SHELLS SEAFOOD RESTAURANTS INC COM 822809109 24 12000 SH SHARED 01 12000
D SHERWIN WILLIAMS CO COM 824348106 38879 1757267 SH SHARED 01 1582704 174563
D SHERWIN WILLIAMS CO COM 824348106 261 11800 SH SHARED 02 800 11000
D SHERWIN WILLIAMS CO COM 824348106 5000 226027 SH SHARED 04 226027
D SHERWIN WILLIAMS CO COM 824348106 424 19200 SH SHARED 05 19200
D SHILOH INDS INC COM 824543102 3 300 SH SHARED 01 300
D SHIRE PHARMACEUTICALS GRP PLC SPONSORED ADR 82481R106 5 104 SH SHARED 02 104
D SHIRE PHARMACEUTICALS GRP PLC SPONSORED ADR 82481R106 540 10538 SH SHARED 04 10538
D SHIRE PHARMACEUTICALS GRP PLC SPONSORED ADR 82481R106 4 87 SH SHARED 05 87
D SHOE CARNIVAL INC COM 824889109 135 14600 SH SHARED 01 14600
D SHOE CARNIVAL INC COM 824889109 30 3300 SH SHARED 04 3300
D SHOPKO STORES INC COM 824911101 832 46890 SH SHARED 01 46890
D SHOPKO STORES INC COM 824911101 417 23500 SH SHARED 04 23500
D SHONEYS INC COM 825039100 7 7301 SH SHARED 01 7301
D SHONEYS INC COM 825039100 14 14852 SH SHARED 02 14852
D SHOP AT HOME INC COM NEW 825066301 701 81296 SH SHARED 01 61468 19828
D SHOP AT HOME INC COM NEW 825066301 43 5000 SH SHARED 02 5000
D SHOP AT HOME INC COM NEW 825066301 94 10900 SH SHARED 04 10900
D SHORELINE FINL CORP COM 825190101 204 13625 SH SHARED 01 13625
D SHORELINE FINL CORP COM 825190101 60 4000 SH SHARED 04 4000
D SHOREWOOD PACKAGING CORP COM 825229107 188 8800 SH SHARED 04 8800
D SHOWCASE CORP COM 82539P102 93 10400 SH SHARED 01 10400
D SHURGARD STORAGE CTRS INC COM 82567D104 5483 209900 SH SHARED 01 52233 157667
D SHURGARD STORAGE CTRS INC COM 82567D104 32 1240 SH SHARED 02 1240
D SHURGARD STORAGE CTRS INC COM 82567D104 313 12000 SH SHARED 04 12000
D SICOR INC COM 825846108 1880 181218 SH SHARED 01 175200 6018
D SICOR INC COM 825846108 382 36900 SH SHARED 04 36900
D SIEBEL SYS INC SB NT CV 144A 06 826170AA0 3946 1500000 PRN SHARED 01 1500000
D SIEBEL SYS INC SB NT CV 144A 06 826170AA0 21910 8328000 PRN SHARED 04 8328000
D SIEBEL SYS INC SB NT CV 5.5%06 826170AC6 40043 15220000 PRN SHARED 04 15220000
D SIEBEL SYS INC COM 826170102 84995 711634 SH SHARED 01 439893 271741
D SIEBEL SYS INC COM 826170102 8662 72530 SH SHARED 02 32950 39580
D SIEBEL SYS INC COM 826170102 15810 132372 SH SHARED 04 132372
D SIEBEL SYS INC COM 826170102 3714 31100 SH SHARED 05 31100
D SIEBERT FINL CORP COM 826176109 1123 87700 SH SHARED 01 5700 82000
D SIEBERT FINL CORP COM 826176109 1 100 SH SHARED 02 100
D SIEBERT FINL CORP COM 826176109 5 400 SH SHARED 04 400
D SIERRA HEALTH SVCS INC COM 826322109 892 180873 SH SHARED 01 103291 77582
D SIERRA HEALTH SVCS INC COM 826322109 12 2500 SH SHARED 02 2500
D SIERRA HEALTH SVCS INC COM 826322109 74 15100 SH SHARED 04 15100
D SIERRA PAC RES NEW COM 826428104 4276 342127 SH SHARED 01 247637 94490
D SIERRA PAC RES NEW COM 826428104 14 1152 SH SHR/OTHR 01 1152
D SIERRA PAC RES NEW COM 826428104 32 2620 SH SHARED 02 2620
D SIERRA PAC RES NEW COM 826428104 9104 728391 SH SHARED 04 728391
D SIERRA PAC RES NEW COM 826428104 106 8500 SH SHARED 05 8500
D SIERRACITIES COM INC COM 826521106 409 30627 SH SHARED 01 30627
D SIERRACITIES COM INC COM 826521106 90 6800 SH SHARED 04 6800
D SIGMA ALDRICH CORP COM 826552101 30068 1118830 SH SHARED 01 923441 195389
D SIGMA ALDRICH CORP COM 826552101 37 1400 SH SHR/OTHR 01 1400
D SIGMA ALDRICH CORP COM 826552101 1709 63600 SH SHARED 02 3600 60000
D SIGMA ALDRICH CORP COM 826552101 1741 64805 SH SHARED 04 64805
D SIGMA ALDRICH CORP COM 826552101 61 2300 SH SHARED 05 2300
D SIGCORP INC COM 826912107 2796 109680 SH SHARED 01 44200 65480
D SIGCORP INC COM 826912107 351 13800 SH SHARED 04 13800
D SILGAN HOLDINGS INC COM 827048109 206 17000 SH SHARED 01 17000
D SILGAN HOLDINGS INC COM 827048109 54 4500 SH SHARED 04 4500
D SILICON IMAGE INC COM 82705T102 358 5000 SH SHARED 01 5000
D SILICON GRAPHICS INC SR NT CV 5.25%04 827056AC6 3503 4690000 PRN SHARED 04 4690000
D SILICON GRAPHICS INC COM 827056102 21086 1996490 SH SHARED 01 1691510 304980
D SILICON GRAPHICS INC COM 827056102 885 83816 SH SHARED 02 83816
D SILICON GRAPHICS INC COM 827056102 3643 344965 SH SHARED 04 344965
D SILICON GRAPHICS INC COM 827056102 45 4300 SH SHARED 05 4300
D SILICON STORAGE TECHNOLOGY INC COM 827057100 199 2700 SH SHARED 01 2700
D SILICON VY BANCSHARES COM 827064106 14690 204383 SH SHARED 01 60683 143700
D SILICON VY BANCSHARES COM 827064106 64 900 SH SHARED 02 800 100
D SILICON VY BANCSHARES COM 827064106 907 12620 SH SHARED 04 12620
D SILICON VY GROUP INC COM 827066101 4293 156119 SH SHARED 01 109497 46622
D SILICON VY GROUP INC COM 827066101 33 1200 SH SHARED 02 1200
D SILICON VY GROUP INC COM 827066101 379 13800 SH SHARED 04 13800
D SILICON VY GROUP INC COM 827066101 13 500 SH SHARED 05 500
D SILICONIX INC COM NEW 827079203 4905 51600 SH SHARED 01 28865 22735
D SILICONIX INC COM NEW 827079203 389 4100 SH SHARED 04 4100
D SILKNET SOFTWARE INC COM 827094103 4888 47200 SH SHARED 01 19118 28082
D SILKNET SOFTWARE INC COM 827094103 12727 122900 SH SHARED 04 122900
D SILVERSTREAM SOFTWARE INC COM 827907106 206 2800 SH SHARED 01 2800
D SIMIONE CENTRAL HOLDINGS INC COM PAR $0.001 828654301 0 70 SH SHARED 01 70
D SIMMONS 1ST NATL CORP CL A $5 PAR 828730200 271 10600 SH SHARED 01 10600
D SIMMONS 1ST NATL CORP CL A $5 PAR 828730200 79 3100 SH SHARED 04 3100
D SIMON PPTY GROUP INC NEW COM 828806109 15888 681538 SH SHARED 01 324087 357451
D SIMON PPTY GROUP INC NEW COM 828806109 37 1600 SH SHR/OTHR 01 1600
D SIMON PPTY GROUP INC NEW COM 828806109 234 10070 SH SHARED 02 9900 170
D SIMON PPTY GROUP INC NEW COM 828806109 862 37000 SH SHARED 04 37000
D SIMON TRANSN SVCS INC CL A 828813105 596 117850 SH SHARED 02 117850
D SIMPSON INDS INC COM 829060102 248 25275 SH SHARED 01 25275
D SIMPSON INDS INC COM 829060102 24 2500 SH SHARED 02 1000 1500
D SIMPSON INDS INC COM 829060102 74 7600 SH SHARED 04 7600
D SIMPSON MANUFACTURING CO INC COM 829073105 371 9400 SH SHARED 01 9400
D SIMPSON MANUFACTURING CO INC COM 829073105 272 6900 SH SHARED 04 6900
D SIMULA INC SR SB NT CV 8%04 829206AB7 28 50000 PRN SHR/OTHR 01 50000
D SIMULA INC SR SB NT CV 8%04 829206AB7 228 400000 PRN SHARED 04 400000
D SIMULA INC COM 829206101 1 300 SH SHARED 01 300
D SINCLAIR BROADCAST GROUP INC CL A 829226109 1401 156800 SH SHARED 01 98817 57983
D SINCLAIR BROADCAST GROUP INC CL A 829226109 182 20400 SH SHARED 02 17900 2500
D SINCLAIR BROADCAST GROUP INC CL A 829226109 93 10450 SH SHARED 04 10450
D SINCLAIR BROADCAST GROUP INC PFD CV EXCH D 829226505 3264 111606 SH SHARED 04 111606
D SINGAPORE FD INC COM 82929L109 1 200 SH SHARED 01 200
D SINGAPORE FD INC COM 82929L109 217 30000 SH SHARED 04 30000
D SIRIUS SATELLITE RADIO INC COM 82966U103 9858 172961 SH SHARED 01 45377 127584
D SIRIUS SATELLITE RADIO INC COM 82966U103 216 3800 SH SHARED 02 2300 1500
D SIRIUS SATELLITE RADIO INC COM 82966U103 387 6801 SH SHARED 04 6801
D SITEL CORP COM 82980K107 3061 445300 SH SHARED 01 97630 347670
D SITEL CORP COM 82980K107 138 20200 SH SHARED 02 13000 7200
D SITEL CORP COM 82980K107 123 18000 SH SHARED 04 18000
D SIPEX CORP COM 829909100 1098 31106 SH SHARED 01 31106
D SIPEX CORP COM 829909100 10730 303875 SH SHARED 02 286275 17600
D SIPEX CORP COM 829909100 8141 230550 SH SHARED 03 230550
D SIPEX CORP COM 829909100 264 7500 SH SHARED 04 7500
D SIZELER PPTY INVS INC SUB DB CONV 8%03 830137AA3 890 1000000 PRN SHARED 04 1000000
D SKECHERS U S A INC CL A 830566105 514 72923 SH SHARED 02 71923 1000
D SKILLSOFT CORP COM 83066P101 40 1410 SH SHARED 01 1410
D SKY FINL GROUP INC COM 83080P103 1759 108299 SH SHARED 01 108299
D SKY FINL GROUP INC COM 83080P103 580 35700 SH SHARED 04 35700
D SKYEPHARMA PLC SPONSORED ADR 830808101 5 284 SH SHARED 02 284
D SKYLINE CORP COM 830830105 422 19490 SH SHARED 01 19490
D SKYLINE CORP COM 830830105 48 2232 SH SHARED 02 700 1532
D SKYLINE CORP COM 830830105 260 12000 SH SHARED 04 12000
D SKYWEST INC COM 830879102 3609 92268 SH SHARED 01 68377 23891
D SKYWEST INC COM 830879102 805 20577 SH SHARED 04 20577
D SKYWEST INC COM 830879102 7 200 SH SHARED 05 200
D SMALLWORLD PLC SPONSORED ADR 83168P108 32 2600 SH SHARED 02 2600
D SMALLWORLD PLC SPONSORED ADR 83168P108 0 1 SH SHARED 04 1
D SMART & FINAL INC COM 831683107 95 12900 SH SHARED 01 12900
D SMART & FINAL INC COM 831683107 23 3100 SH SHARED 04 3100
D SMARTERKIDS COM COM 83169C106 34 8800 SH SHARED 01 8800
D SMARTFORCE PUB LTD CO SPONSORED ADR 83170A206 8386 182818 SH SHARED 02 58300 124518
D SMITH A O CL A 831865100 10 600 SH SHARED 01 600
D SMITH A O COM 831865209 1666 92560 SH SHARED 01 58648 33912
D SMITH A O COM 831865209 158 8800 SH SHARED 04 8800
D SMITH-GARDNER & ASSOCS COM 832059109 21596 1225350 SH SHARED 02 1220900 4450
D SMITH INTL INC COM 832110100 44528 574565 SH SHARED 01 444600 129965
D SMITH INTL INC COM 832110100 38 500 SH SHARED 02 200 300
D SMITH INTL INC COM 832110100 6278 81013 SH SHARED 04 81013
D SMITH MICRO SOFTWARE INC COM 832154108 94 5900 SH SHARED 01 5900
D SMITH CHARLES E RESDNTL RLTY COM 832197107 979 27112 SH SHARED 01 27112
D SMITH CHARLES E RESDNTL RLTY COM 832197107 21 586 SH SHARED 02 586
D SMITH CHARLES E RESDNTL RLTY COM 832197107 299 8300 SH SHARED 04 8300
D SMITHFIELD COS INC COM 832245104 1 160 SH SHARED 01 160
D SMITHFIELD FOODS INC COM 832248108 8316 415846 SH SHARED 01 137030 278816
D SMITHFIELD FOODS INC COM 832248108 514 25700 SH SHARED 04 25700
D SMITHKLINE BEECHAM PLC ADR REP ORD 832378301 10093 152784 SH SHARED 01 135783 17001
D SMITHKLINE BEECHAM PLC ADR REP ORD 832378301 7153 108288 SH SHR/OTHR 01 105088 3200
D SMITHKLINE BEECHAM PLC ADR REP ORD 832378301 1304 19750 SH SHARED 02 5900 13850
D SMITHKLINE BEECHAM PLC ADR REP ORD 832378301 4849 73410 SH SHARED 04 73410
D SMUCKER J M CO CL A 832696108 2526 140375 SH SHARED 01 77075 63300
D SMUCKER J M CO CL A 832696108 36 2000 SH SHR/OTHR 01 2000
D SMUCKER J M CO CL A 832696108 403 22403 SH SHARED 04 22403
D SMUCKER J M CO CL A 832696108 54 3000 SH SHARED 05 3000
D SMUCKER J M CO CL B 832696207 75 5300 SH SHARED 01 5300
D SMUCKER J M CO CL B 832696207 75 5300 SH SHR/OTHR 01 5300
D SMURFIT-STONE CONTAINER CORP COM 832727101 8679 512433 SH SHARED 01 206230 306203
D SMURFIT-STONE CONTAINER CORP COM 832727101 101 6000 SH SHARED 02 6000
D SMURFIT-STONE CONTAINER CORP COM 832727101 299 17697 SH SHARED 04 17697
D SMURFIT-STONE CONTAINER CORP COM 832727101 3 200 SH SHARED 05 200
D SNYDER COMMUNICATIONS INC COM SNC 832914105 4821 214276 SH SHARED 01 70876 143400
D SNYDER COMMUNICATIONS INC COM SNC 832914105 101 4500 SH SHARED 02 3500 1000
D SNYDER COMMUNICATIONS INC COM SNC 832914105 10698 475491 SH SHARED 04 475491
D SNYDER COMMUNICATIONS INC COM CIRCLE COM 832914204 535 64969 SH SHARED 01 41413 23556
D SNYDER COMMUNICATIONS INC COM CIRCLE COM 832914204 46 5625 SH SHARED 02 625 5000
D SNYDER COMMUNICATIONS INC COM CIRCLE COM 832914204 101 12323 SH SHARED 04 12323
D SNAP ON INC COM 833034101 17434 665760 SH SHARED 01 556298 109462
D SNAP ON INC COM 833034101 35 1360 SH SHR/OTHR 01 1360
D SNAP ON INC COM 833034101 15 590 SH SHARED 02 390 200
D SNAP ON INC COM 833034101 4468 170645 SH SHARED 04 170645
D SOBIESKI BANCORP INC COM 833582109 16 1600 SH SHARED 01 1600
D SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B 833635105 46 1700 SH SHARED 01 1700
D SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B 833635105 984 36125 SH SHARED 04 36125
D SODEXHO MARRIOTT SVCS INC COM 833793102 4314 287656 SH SHARED 01 69381 218275
D SODEXHO MARRIOTT SVCS INC COM 833793102 1 125 SH SHR/OTHR 01 125
D SODEXHO MARRIOTT SVCS INC COM 833793102 0 50 SH SHARED 02 50
D SODEXHO MARRIOTT SVCS INC COM 833793102 29 1997 SH SHARED 04 1997
D SOFTNET SYS INC COM 833964109 5952 203500 SH SHARED 01 50111 153389
D SOFTNET SYS INC COM 833964109 658 22500 SH SHARED 02 22500
D SOFTNET SYS INC COM 833964109 333 11400 SH SHARED 04 11400
D SOFTWARE COM INC COM 83402P104 38685 300181 SH SHARED 01 6800 293381
D SOFTECH INC COM 834021107 32 13000 SH SHARED 01 13000
D SOLA INTL INC COM 834092108 1659 271000 SH SHARED 01 71439 199561
D SOLA INTL INC COM 834092108 63 10300 SH SHARED 04 10300
D SOLECTRON CORP COM 834182107 244451 6092247 SH SHARED 01 5432900 659347
D SOLECTRON CORP COM 834182107 1853 46190 SH SHR/OTHR 01 17726 28464
D SOLECTRON CORP COM 834182107 3245 80891 SH SHARED 02 10037 70854
D SOLECTRON CORP COM 834182107 25056 624464 SH SHARED 04 624464
D SOLECTRON CORP COM 834182107 489 12200 SH SHARED 06 12200
D SOLUTIA INC COM 834376105 7775 581333 SH SHARED 01 324547 256786
D SOLUTIA INC COM 834376105 59 4470 SH SHR/OTHR 01 1190 3280
D SOLUTIA INC COM 834376105 33 2497 SH SHARED 02 977 1520
D SOLUTIA INC COM 834376105 1381 103291 SH SHARED 04 103291
D SOLUTIA INC COM 834376105 222 16600 SH SHARED 05 16600
D SOMERA COMMUNICATION COM 834458101 12 1000 SH SHARED 02 1000
D SOMERA COMMUNICATION COM 834458101 242 20000 SH SHARED 05 20000
D SOMERSET GROUP INC COM 834706103 2 156 SH SHARED 01 156
D SONERA GROUP PLC SPONSORED ADR 835433202 84 1280 SH SHARED 02 100 1180
D SONERA GROUP PLC SPONSORED ADR 835433202 882 13300 SH SHARED 04 13300
D SONERA GROUP PLC SPONSORED ADR 835433202 13 200 SH SHARED 05 200
D SONIC CORP COM 835451105 6887 252740 SH SHARED 01 86165 166575
D SONIC CORP COM 835451105 214 7887 SH SHARED 04 7887
D SONIC SOLUTIONS COM 835460106 126 13700 SH SHARED 01 13700
D SONICWALL INC COM 835470105 326 4900 SH SHARED 01 4900
D SONICWALL INC COM 835470105 632 9500 SH SHARED 02 9500
D SONOCO PRODS CO COM 835495102 11679 507802 SH SHARED 01 243234 264568
D SONOCO PRODS CO COM 835495102 171 7473 SH SHARED 02 685 6788
D SONOCO PRODS CO COM 835495102 1186 51572 SH SHARED 04 51572
D SONOCO PRODS CO COM 835495102 259 11300 SH SHARED 05 11300
D SONOSITE INC COM 83568G104 12346 371326 SH SHARED 01 371326
D SONOSITE INC COM 83568G104 137 4134 SH SHARED 02 1300 2834
D SONOSITE INC COM 83568G104 2 68 SH SHARED 04 68
D SONUS PHARMACEUTICALS INC COM 835692104 10 2700 SH SHARED 01 2700
D SONY CORP ADR NEW 835699307 3353 11972 SH SHARED 01 11520 452
D SONY CORP ADR NEW 835699307 378 1350 SH SHARED 02 150 1200
D SONY CORP ADR NEW 835699307 280 1000 SH SHARED 04 1000
D SOTHEBYS HLDGS INC CL A 835898107 3827 204139 SH SHARED 01 127334 76805
D SOTHEBYS HLDGS INC CL A 835898107 494 26389 SH SHARED 04 26389
D SOTHEBYS HLDGS INC CL A 835898107 180 9600 SH SHARED 05 9600
D SOUND FED BANCORP COM 83607T109 114 13500 SH SHARED 04 13500
D SOURCE CAP INC COM 836144105 35 700 SH SHARED 02 700
D SOURCE INFORMATION MGMT CO COM NEW 836151209 2446 139803 SH SHARED 01 58603 81200
D SOURCE INFORMATION MGMT CO COM NEW 836151209 71 4100 SH SHARED 04 4100
D SOURCE MEDIA INC COM NEW 836153304 3326 241900 SH SHARED 01 61100 180800
D SOURCE MEDIA INC COM NEW 836153304 78 5700 SH SHARED 04 5700
D SOUTH ALA BANCORPORATION COM 836234104 1 150 SH SHARED 01 150
D SOUTH JERSEY INDS INC COM 838518108 1725 61209 SH SHARED 01 17100 44109
D SOUTH JERSEY INDS INC COM 838518108 90 3200 SH SHARED 04 3200
D SOUTHDOWN INC COM 841297104 14360 242365 SH SHARED 01 141382 100983
D SOUTHDOWN INC COM 841297104 124 2100 SH SHARED 02 1200 900
D SOUTHDOWN INC COM 841297104 2723 45973 SH SHARED 04 45973
D SOUTHDOWN INC COM 841297104 231 3900 SH SHARED 05 3900
D SOUTHEASTERN THRIFT&BK FD INC COM 841901101 2 200 SH SHARED 01 200
D SOUTHERN CO COM 842587107 167155 7685311 SH SHARED 01 6606446 1078865
D SOUTHERN CO COM 842587107 139 6400 SH SHR/OTHR 01 5000 1400
D SOUTHERN CO COM 842587107 203 9366 SH SHARED 02 400 8966
D SOUTHERN CO COM 842587107 18560 853359 SH SHARED 04 853359
D SOUTHERN CO COM 842587107 332 15300 SH SHARED 05 15300
D SOUTHERN PERU COPPER CORP COM 843611104 1167 89781 SH SHARED 01 40535 49246
D SOUTHERN PERU COPPER CORP COM 843611104 198 15300 SH SHARED 04 15300
D SOUTHERN UN CO NEW COM 844030106 1120 62026 SH SHARED 01 62026
D SOUTHERN UN CO NEW COM 844030106 7 400 SH SHARED 02 400
D SOUTHERN UN CO NEW COM 844030106 270 15000 SH SHARED 04 15000
D SOUTHTRUST CORP COM 844730101 51150 2010861 SH SHARED 01 1650702 360159
D SOUTHTRUST CORP COM 844730101 33 1300 SH SHARED 02 1000 300
D SOUTHTRUST CORP COM 844730101 9285 365056 SH SHARED 04 365056
D SOUTHTRUST CORP COM 844730101 335 13200 SH SHARED 05 13200
D SOUTHWEST AIRLS CO COM 844741108 116511 5598282 SH SHARED 01 4671918 926364
D SOUTHWEST AIRLS CO COM 844741108 168 8077 SH SHARED 02 3865 4212
D SOUTHWEST AIRLS CO COM 844741108 20694 994333 SH SHARED 04 994333
D SOUTHWEST AIRLS CO COM 844741108 322 15500 SH SHARED 05 15500
D SOUTHWEST BANCORPORATION TEX COM 84476R109 713 36700 SH SHARED 01 36700
D SOUTHWEST BANCORPORATION TEX COM 84476R109 276 14200 SH SHARED 04 14200
D SOUTHWEST GAS CORP COM 844895102 2513 131854 SH SHARED 01 73546 58308
D SOUTHWEST GAS CORP COM 844895102 951 49900 SH SHARED 04 49900
D SOUTHWEST SECS GROUP INC COM 845224104 5875 135262 SH SHARED 01 21476 113786
D SOUTHWEST SECS GROUP INC COM 845224104 521 12000 SH SHARED 04 12000
D SOUTHWESTERN ENERGY CO COM 845467109 1489 224800 SH SHARED 01 72200 152600
D SOUTHWESTERN ENERGY CO COM 845467109 68 10400 SH SHARED 04 10400
D SOVEREIGN BANCORP INC COM 845905108 12169 1609360 SH SHARED 01 1191171 418189
D SOVEREIGN BANCORP INC COM 845905108 52 7000 SH SHARED 02 5000 2000
D SOVEREIGN BANCORP INC COM 845905108 756 100098 SH SHARED 04 100098
D SOVEREIGN BANCORP INC COM 845905108 197 26100 SH SHARED 05 26100
D SOVEREIGN BANCORP INC UNIT EX 111229 845905306 4875 100000 SH SHARED 04 100000
D SOVRAN SELF STORAGE INC COM 84610H108 364 18000 SH SHARED 01 18000
D SOVRAN SELF STORAGE INC COM 84610H108 121 6000 SH SHARED 04 6000
D SPACELABS MED INC COM 846247104 38 2400 SH SHARED 02 800 1600
D SPANISH BROADCASTING SYS INC CL A 846425882 7296 311100 SH SHARED 01 311100
D SPANISH BROADCASTING SYS INC CL A 846425882 11 500 SH SHARED 02 500
D SPARTECH CORP COM NEW 847220209 811 23600 SH SHARED 01 23600
D SPARTECH CORP COM NEW 847220209 20 600 SH SHARED 02 600
D SPARTECH CORP COM NEW 847220209 398 11600 SH SHARED 04 11600
D SPATIAL TECHNOLOGY INC COM 847246105 120 15800 SH SHARED 01 15800
D SPECIALTY EQUIP COS INC COM NEW 847497203 504 24300 SH SHARED 01 24300
D SPECIALTY EQUIP COS INC COM NEW 847497203 101 4900 SH SHARED 04 4900
D SPECTRALINK CORP COM 847580107 127 7100 SH SHARED 01 7100
D SPECTRASITE HLDGS INC COM 84760T100 257 9100 SH SHARED 01 9100
D SPECTRASITE HLDGS INC COM 84760T100 312 11050 SH SHARED 02 2100 8950
D SPECTRASITE HLDGS INC COM 84760T100 2831 100000 SH SHARED 04 100000
D SPECTRIAN CORP COM 847608106 9 400 SH SHARED 01 400
D SPECTRIAN CORP COM 847608106 9 400 SH SHR/OTHR 01 400
D SPEEDFAM-IPEC INC COM 847705100 911 45864 SH SHARED 01 45864
D SPEEDFAM-IPEC INC COM 847705100 89 4500 SH SHARED 02 500 4000
D SPEEDFAM-IPEC INC COM 847705100 204 10300 SH SHARED 04 10300
D SPEEDWAY MOTORSPORTS INC COM 847788106 1261 50600 SH SHARED 01 8000 42600
D SPEEDWAY MOTORSPORTS INC COM 847788106 2 100 SH SHARED 02 100
D SPEEDWAY MOTORSPORTS INC COM 847788106 249 10011 SH SHARED 04 10011
D SPIEGEL INC CL A 848457107 2125 265677 SH SHARED 01 94312 171365
D SPIEGEL INC CL A 848457107 53 6700 SH SHARED 04 6700
D SPIEKER PPTYS INC COM 848497103 36810 827200 SH SHARED 01 372209 454991
D SPIEKER PPTYS INC COM 848497103 695 15630 SH SHARED 02 13500 2130
D SPIEKER PPTYS INC COM 848497103 167 3758 SH SHARED 04 3758
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 130 10400 SH SHARED 04 10400
D SPLITROCK SVCS INC COM 848636304 352 8600 SH SHARED 01 8600
D SPLITROCK SVCS INC COM 848636304 12070 294400 SH SHARED 04 294400
D SPORT-HALEY INC COM 848925103 47 9500 SH SHARED 01 9500
D SPORTSLINE COM INC COM 848934105 15358 521727 SH SHARED 01 396334 125393
D SPORTSLINE COM INC COM 848934105 1 50 SH SHARED 02 50
D SPORTSLINE COM INC COM 848934105 197 6721 SH SHARED 04 6721
D SPORTS AUTH INC COM 849176102 27 10800 SH SHARED 01 10800
D SPRINGS INDS INC CL A 851783100 7095 186719 SH SHARED 01 138088 48631
D SPRINGS INDS INC CL A 851783100 1142 30061 SH SHARED 04 30061
D SPRINGS INDS INC CL A 851783100 15 400 SH SHARED 05 400
D SPRINT CORP COM FON GROUP 852061100 565521 8941056 SH SHARED 01 8065446 875610
D SPRINT CORP COM FON GROUP 852061100 1321 20894 SH SHR/OTHR 01 16894 4000
D SPRINT CORP COM FON GROUP 852061100 2454 38811 SH SHARED 02 12516 26295
D SPRINT CORP COM FON GROUP 852061100 90585 1432174 SH SHARED 04 1432174
D SPRINT CORP COM FON GROUP 852061100 1227 19400 SH SHARED 05 19400
D SPRINT CORP COM FON GROUP 852061100 278 4400 SH SHARED 06 4400
D SPRINT CORP DECS EXCH 2000 852061407 1466 23000 SH SHARED 01 23000
D SPRINT CORP PCS COM SER 1 852061506 501327 7653851 SH SHARED 01 7533796 120055
D SPRINT CORP PCS COM SER 1 852061506 652 9956 SH SHR/OTHR 01 6946 3010
D SPRINT CORP PCS COM SER 1 852061506 1365 20846 SH SHARED 02 8834 12012
D SPRINT CORP PCS COM SER 1 852061506 201090 3070089 SH SHARED 04 3070089
D SPYGLASS INC COM 852192103 7385 95235 SH SHARED 01 24535 70700
D SPYGLASS INC COM 852192103 7 100 SH SHARED 02 100
D SPYGLASS INC COM 852192103 3636 46900 SH SHARED 04 46900
D ST ASSEMBLY TEST SVSC LTD ADR 85227G102 5260 108460 SH SHARED 01 102660 5800
D SS&C TECHNOLOGIES INC COM 85227Q100 81 14000 SH SHARED 01 14000
D SS&C TECHNOLOGIES INC COM 85227Q100 300 51700 SH SHARED 02 51700
D SS&C TECHNOLOGIES INC COM 85227Q100 26 4501 SH SHARED 04 4501
D STAAR SURGICAL CO COM PAR $0.01 852312305 3 300 SH SHARED 01 300
D STAFF LEASING INC COM 852381102 1432 246424 SH SHARED 01 246424
D STAFF LEASING INC COM 852381102 1262 217224 SH SHR/OTHR 01 217224
D STAFF LEASING INC COM 852381102 41 7100 SH SHARED 04 7100
D STAFFMARK INC COM 852389105 367 46300 SH SHARED 01 46300
D STAFFMARK INC COM 852389105 97 12300 SH SHARED 04 12300
D STAGE STORES INC COM 85254C107 5 6800 SH SHARED 01 6800
D STAMPS COM INC COM 852857101 21 1100 SH SHARED 02 1100
D STAMPS COM INC COM 852857101 11 600 SH SHARED 04 600
D STANCORP FINL GROUP INC COM 852891100 496 18147 SH SHARED 01 18147
D STANCORP FINL GROUP INC COM 852891100 27 1000 SH SHR/OTHR 01 1000
D STANCORP FINL GROUP INC COM 852891100 164 6000 SH SHARED 04 6000
D STANDARD AUTOMOTIVE CORP PFD SR CV8.50% 853097202 278 33300 SH SHARED 04 33300
D STANDARD COML CORP COM 853258101 0 12 SH SHARED 02 12
D STANDARD MTR PRODS INC SB DB CV 6.75%09 853666AB1 2139 3000000 PRN SHARED 04 3000000
D STANDARD MTR PRODS INC COM 853666105 197 13300 SH SHARED 01 13300
D STANDARD MTR PRODS INC COM 853666105 38 2600 SH SHARED 02 2600
D STANDARD MTR PRODS INC COM 853666105 47 3200 SH SHARED 04 3200
D STANDARD PAC CORP NEW COM 85375C101 3546 354621 SH SHARED 01 100121 254500
D STANDARD PAC CORP NEW COM 85375C101 105 10500 SH SHARED 04 10500
D STANDARD REGISTER CO COM 853887107 1401 108874 SH SHARED 01 53025 55849
D STANDARD REGISTER CO COM 853887107 217 16911 SH SHARED 04 16911
D STANDARD REGISTER CO COM 853887107 39 3100 SH SHARED 05 3100
D STANDEX INTL CORP COM 854231107 1966 126900 SH SHARED 01 41200 85700
D STANDEX INTL CORP COM 854231107 116 7500 SH SHARED 04 7500
D STANLEY FURNITURE INC COM NEW 854305208 2208 114000 SH SHARED 01 114000
D STANLEY WKS COM 854616109 25314 959795 SH SHARED 01 853877 105918
D STANLEY WKS COM 854616109 52 2000 SH SHR/OTHR 01 2000
D STANLEY WKS COM 854616109 712 27000 SH SHARED 02 400 26600
D STANLEY WKS COM 854616109 3493 132448 SH SHARED 04 132448
D STANLEY WKS COM 854616109 121 4600 SH SHARED 05 4600
D STARBASE CORP COM NEW 854910205 75 8000 SH SHARED 01 8000
D STARBASE CORP COM NEW 854910205 23 2500 SH SHARED 02 2500
D STAR TELECOMMUNICATIONS INC COM 854923109 301 50200 SH SHARED 01 50200
D STAR TELECOMMUNICATIONS INC COM 854923109 339 56525 SH SHARED 02 24525 32000
D STAR TELECOMMUNICATIONS INC COM 854923109 90 15100 SH SHARED 04 15100
D STAPLES INC COM 855030102 108666 5433333 SH SHARED 01 4686704 746629
D STAPLES INC COM 855030102 26 1340 SH SHR/OTHR 01 920 420
D STAPLES INC COM 855030102 1600 80038 SH SHARED 02 39006 41032
D STAPLES INC COM 855030102 8588 429429 SH SHARED 04 429429
D STAPLES INC COM 855030102 54 2700 SH SHARED 05 2700
D STARBUCKS CORP COM 855244109 43395 968400 SH SHARED 01 503571 464829
D STARBUCKS CORP COM 855244109 4497 100366 SH SHARED 02 26010 74356
D STARBUCKS CORP COM 855244109 5171 115400 SH SHARED 03 115400
D STARBUCKS CORP COM 855244109 5853 130616 SH SHARED 04 130616
D STARBUCKS CORP COM 855244109 1151 25700 SH SHARED 05 25700
D STARMEDIA NETWORK INC COM 855546107 712 23700 SH SHARED 01 21700 2000
D STARMEDIA NETWORK INC COM 855546107 14 474 SH SHARED 04 474
D STARRETT L S CO CL A 855668109 249 10600 SH SHARED 01 10600
D STARRETT L S CO CL A 855668109 68 2900 SH SHARED 04 2900
D STARTER CORP COM 855684106 0 1000 SH SHARED 02 1000
D STARTEK INC COM 85569C107 1049 14225 SH SHARED 01 14225
D STARTEK INC COM 85569C107 206 2800 SH SHARED 04 2800
D STARTEC GLOBAL COMM CORP COM 85569E103 1268 60400 SH SHARED 01 60400
D STARWOOD FINL INC COM 85569R104 4196 238120 SH SHARED 01 80295 157825
D STARWOOD FINL INC COM 85569R104 13391 759786 SH SHARED 04 759786
D STATE AUTO FINL CORP COM 855707105 161 20200 SH SHARED 01 20200
D STATE AUTO FINL CORP COM 855707105 1033 129167 SH SHARED 04 129167
D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 22899 889300 SH SHARED 01 370626 518674
D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 36 1418 SH SHR/OTHR 01 1418
D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 222 8642 SH SHARED 02 3516 5126
D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 436 16967 SH SHARED 04 16967
D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 46 1800 SH SHARED 05 1800
D STATE FINL SVCS CORP CL A 856855101 1 172 SH SHARED 01 172
D STATE STR CORP COM 857477103 179340 1851259 SH SHARED 01 1556039 295220
D STATE STR CORP COM 857477103 904 9332 SH SHR/OTHR 01 3332 6000
D STATE STR CORP COM 857477103 1762 18198 SH SHARED 02 6345 11853
D STATE STR CORP COM 857477103 19488 201173 SH SHARED 04 201173
D STATE STR CORP COM 857477103 174 1800 SH SHARED 05 1800
D STATEFED FINL CORP COM 857549109 17 2100 SH SHARED 01 2100
D STATEN IS BANCORP INC COM 857550107 1553 90700 SH SHARED 01 90700
D STATEN IS BANCORP INC COM 857550107 577 33700 SH SHARED 04 33700
D STATION CASINOS INC COM 857689103 835 38282 SH SHARED 01 38282
D STATION CASINOS INC COM 857689103 582 26700 SH SHARED 04 26700
D STATION CASINOS INC COM 857689103 2 100 SH SHARED 05 100
D STEEL DYNAMICS INC COM 858119100 875 75730 SH SHARED 01 75730
D STEEL DYNAMICS INC COM 858119100 204 17700 SH SHARED 04 17700
D STEELCASE INC CL A 858155203 450 37500 SH SHARED 01 37500
D STEELCASE INC CL A 858155203 45 3758 SH SHARED 04 3758
D STEIN MART INC COM 858375108 439 53327 SH SHARED 01 53327
D STEIN MART INC COM 858375108 103 12500 SH SHARED 04 12500
D STEINWAY MUSICAL INSTRS INC COM ORD 858495104 158 8400 SH SHARED 01 8400
D STEINWAY MUSICAL INSTRS INC COM ORD 858495104 65 3500 SH SHARED 04 3500
D STEPAN CO COM 858586100 212 9800 SH SHARED 01 9800
D STEPAN CO COM 858586100 49 2300 SH SHARED 04 2300
D STERLING BANCSHARES INC COM 858907108 379 39700 SH SHARED 01 39700
D STERLING BANCSHARES INC COM 858907108 4 500 SH SHARED 02 500
D STERLING BANCSHARES INC COM 858907108 104 10900 SH SHARED 04 10900
D STERICYCLE INC COM 858912108 1410 56419 SH SHARED 01 28819 27600
D STERICYCLE INC COM 858912108 140 5600 SH SHARED 04 5600
D STERIS CORP COM 859152100 4111 401136 SH SHARED 01 236992 164144
D STERIS CORP COM 859152100 569 55540 SH SHARED 04 55540
D STERIS CORP COM 859152100 71 7000 SH SHARED 05 7000
D STERLING COMM INC COM 859205106 0 41952 SH SHARED 02 37252 4700
D STERLING COMM INC COM 859205106 0 8700 SH SHARED 04 8700
D STERLING FINL CORP COM 859317109 154 8275 SH SHARED 01 8275
D STERLING FINL CORP COM 859317109 59 3200 SH SHARED 04 3200
D STERLING SOFTWARE INC COM 859547101 9789 298926 SH SHARED 01 212679 86247
D STERLING SOFTWARE INC COM 859547101 2057 62831 SH SHARED 02 62831
D STERLING SOFTWARE INC COM 859547101 6361 194252 SH SHARED 04 194252
D STERLING SOFTWARE INC COM 859547101 314 9600 SH SHARED 05 9600
D STERLING VISION INC COM 859727109 261 31675 SH SHARED 04 31675
D STET HELLAS COMMUNICATIONS S A ADR 859823106 1630 56700 SH SHARED 04 56700
D STEWART & STEVENSON SVCS INC COM 860342104 2357 209525 SH SHARED 01 99885 109640
D STEWART & STEVENSON SVCS INC COM 860342104 256 22810 SH SHARED 04 22810
D STEWART & STEVENSON SVCS INC COM 860342104 32 2900 SH SHARED 05 2900
D STEWART ENTERPRISES INC CL A 860370105 2624 531632 SH SHARED 01 329654 201978
D STEWART ENTERPRISES INC CL A 860370105 241 48817 SH SHARED 04 48817
D STEWART ENTERPRISES INC CL A 860370105 59 12100 SH SHARED 05 12100
D STEWART INFORMATION SVCS CORP COM 860372101 404 25600 SH SHARED 01 25600
D STEWART INFORMATION SVCS CORP COM 860372101 131 8300 SH SHARED 04 8300
D STIFEL FINL CORP COM 860630102 1 139 SH SHARED 01 139
D STILLWATER MNG CO COM 86074Q102 2195 54875 SH SHARED 01 54875
D STILLWATER MNG CO COM 86074Q102 1420 35500 SH SHARED 04 35500
D STMICROELECTRONICS N V SUB LYON ZERO 08 861012AA0 39 12000 PRN SHARED 04 12000
D STMICROELECTRONICS N V SUB LYON ZERO 09 861012AB8 32200 20000000 PRN SHARED 04 20000000
D STMICROELECTRONICS N V COM 861012102 6016 32140 SH SHARED 01 32140
D STMICROELECTRONICS N V COM 861012102 43 230 SH SHARED 02 230
D STMICROELECTRONICS N V COM 861012102 2171 11600 SH SHARED 04 11600
D STMICROELECTRONICS N V COM 861012102 823 4400 SH SHARED 05 4400
D STONE & WEBSTER INC COM 861572105 870 60012 SH SHARED 01 14712 45300
D STONE & WEBSTER INC COM 861572105 104 7200 SH SHARED 04 7200
D STONE ENERGY CORP COM 861642106 1410 28644 SH SHARED 01 28644
D STONE ENERGY CORP COM 861642106 664 13500 SH SHARED 04 13500
D STONERIDGE INC COM 86183P102 183 15300 SH SHARED 01 15300
D STONERIDGE INC COM 86183P102 236 19700 SH SHARED 04 19700
D STORAGE USA INC COM 861907103 8559 279500 SH SHARED 01 50500 229000
D STORAGE USA INC COM 861907103 36 1190 SH SHARED 02 1000 190
D STORAGE USA INC COM 861907103 431 14100 SH SHARED 04 14100
D STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 7698 483082 SH SHARED 01 249342 233740
D STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 12 800 SH SHARED 02 800
D STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 740 46491 SH SHARED 04 46491
D STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 176 11100 SH SHARED 05 11100
D STRATASYS INC COM 862685104 69 9000 SH SHARED 01 9000
D STRATEGIC DIAGNOSTICS INC COM 862700101 924 121200 SH SHARED 02 104000 17200
D STRATEGIC DIAGNOSTICS INC COM 862700101 44 5779 SH SHARED 04 5779
D STRATEGIC DISTR INC COM 862701208 4 2060 SH SHARED 02 2060
D STRATEGIC GLOBAL INCOME FD COM 862719101 90 9000 SH SHR/OTHR 01 9000
D STRATEGIC GLOBAL INCOME FD COM 862719101 2706 270600 SH SHARED 04 270600
D STRATESEC INC COM 862792108 3 1000 SH SHARED 04 1000
D STRATTEC SEC CORP COM 863111100 41 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 502 19310 SH SHARED 01 19310
D STRAYER ED INC COM 863236105 78 3000 SH SHARED 04 3000
D STREAMLINE COM INC COM 863239109 10 1750 SH SHARED 02 1750
D STRIDE RITE CORP COM 863314100 2590 321336 SH SHARED 01 178975 142361
D STRIDE RITE CORP COM 863314100 16 2000 SH SHARED 02 2000
D STRIDE RITE CORP COM 863314100 154 19200 SH SHARED 04 19200
D STRUCTURAL DYNAMICS RESH CORP COM 863555108 3263 241755 SH SHARED 01 124055 117700
D STRUCTURAL DYNAMICS RESH CORP COM 863555108 0 29 SH SHARED 02 29
D STRUCTURAL DYNAMICS RESH CORP COM 863555108 399 29557 SH SHARED 04 29557
D STRUCTURAL DYNAMICS RESH CORP COM 863555108 45 3400 SH SHARED 05 3400
D STRYKER CORP COM 863667101 26264 376558 SH SHARED 01 233810 142748
D STRYKER CORP COM 863667101 272 3900 SH SHARED 02 3900
D STRYKER CORP COM 863667101 3256 46690 SH SHARED 04 46690
D STRYKER CORP COM 863667101 767 11000 SH SHARED 05 11000
D STUDENT LN CORP COM 863902102 278 6800 SH SHARED 01 6800
D STUDENT LN CORP COM 863902102 65 1600 SH SHARED 04 1600
D STURM RUGER & CO INC COM 864159108 1182 135122 SH SHARED 01 52072 83050
D STURM RUGER & CO INC COM 864159108 70 8100 SH SHARED 04 8100
D STYLECLICK COM INC COM 864221106 41 3800 SH SHARED 01 3800
D SUBURBAN PROPANE PARTNERS L P UNIT LTD PARTN 864482104 190 9700 SH SHARED 02 1300 8400
D SUBURBAN PROPANE PARTNERS L P UNIT LTD PARTN 864482104 112 5700 SH SHARED 04 5700
D SUFFOLK BANCORP COM 864739107 1076 38804 SH SHARED 01 38804
D SUIZA FOODS CORP COM 865077101 12283 305170 SH SHARED 01 184967 120203
D SUIZA FOODS CORP COM 865077101 684 17000 SH SHARED 02 17000
D SUIZA FOODS CORP COM 865077101 3207 79688 SH SHARED 04 79688
D SUIZA FOODS CORP COM 865077101 28 700 SH SHARED 05 700
D SUMMIT BANCORP COM 866005101 49957 1903135 SH SHARED 01 1563986 339149
D SUMMIT BANCORP COM 866005101 97 3698 SH SHR/OTHR 01 3159 539
D SUMMIT BANCORP COM 866005101 84 3200 SH SHARED 02 3200
D SUMMIT BANCORP COM 866005101 7665 292037 SH SHARED 04 292037
D SUMMIT BANCORP COM 866005101 204 7800 SH SHARED 05 7800
D SUMMIT FINL CORP COM 866057102 2 277 SH SHARED 01 277
D SUMMIT PPTYS INC COM 866239106 761 39800 SH SHARED 01 39800
D SUMMIT PPTYS INC COM 866239106 275 14400 SH SHARED 04 14400
D SUMMIT TECHNOLOGY INC COM 86627E101 1552 170083 SH SHARED 01 93245 76838
D SUMMIT TECHNOLOGY INC COM 86627E101 141 15500 SH SHARED 02 15500
D SUMMIT TECHNOLOGY INC COM 86627E101 177 19500 SH SHARED 04 19500
D SUN COMMUNITIES INC COM 866674104 718 24900 SH SHARED 01 24900
D SUN COMMUNITIES INC COM 866674104 333 11564 SH SHARED 02 9314 2250
D SUN COMMUNITIES INC COM 866674104 424 14700 SH SHARED 04 14700
D SUN MICROSYSTEMS INC COM 866810104 1807355 19288131 SH SHARED 01 16063524 100 3224507
D SUN MICROSYSTEMS INC COM 866810104 28334 302382 SH SHR/OTHR 01 166534 135848
D SUN MICROSYSTEMS INC COM 866810104 21497 229423 SH SHARED 02 97295 132128
D SUN MICROSYSTEMS INC COM 866810104 146163 1559859 SH SHARED 04 1559609 250
D SUN MICROSYSTEMS INC COM 866810104 6971 74400 SH SHARED 05 74400
D SUN MICROSYSTEMS INC COM 866810104 45933 490200 SH SHARED 06 490200
D SUN HYDRAULICS CORP COM 866942105 11 1300 SH SHARED 01 1300
D SUNBURST HOSPITALITY CORP COM 866948102 0 5 SH SHARED 01 5
D SUNBEAM CORP SRSDCV ZRO144A18 867071AA0 18330109763281 PRN SHARED 04 109763281
D SUNBEAM CORP SR SD CV ZERO 18 867071AD4 3869 23170719 PRN SHARED 04 23170719
D SUNBEAM CORP COM 867071102 1771 423210 SH SHARED 01 184869 238341
D SUNBEAM CORP COM 867071102 8 2000 SH SHARED 02 2000
D SUNBEAM CORP COM 867071102 160 38300 SH SHARED 04 38300
D SUNCOR ENERGY INC COM 867229106 131 3100 SH SHARED 04 3100
D SUNDAY COMMUNICATION LTD SPONSORED ADR 867270100 55 5400 SH SHARED 02 5400
D SUNGLASS HUT INTL INC COM 86736F106 2280 291983 SH SHARED 01 102252 189731
D SUNGLASS HUT INTL INC COM 86736F106 218 28000 SH SHARED 02 18000 10000
D SUNGLASS HUT INTL INC COM 86736F106 132 17000 SH SHARED 04 17000
D SUNGARD DATA SYS INC COM 867363103 37582 995573 SH SHARED 01 564269 431304
D SUNGARD DATA SYS INC COM 867363103 1391 36850 SH SHARED 02 1500 35350
D SUNGARD DATA SYS INC COM 867363103 2353 62342 SH SHARED 04 62342
D SUNGARD DATA SYS INC COM 867363103 517 13700 SH SHARED 05 13700
D SUNOCO INC COM 86764P109 29613 1081780 SH SHARED 01 929246 152534
D SUNOCO INC COM 86764P109 5 205 SH SHR/OTHR 01 205
D SUNOCO INC COM 86764P109 87 3208 SH SHARED 02 700 2508
D SUNOCO INC COM 86764P109 4438 162155 SH SHARED 04 162155
D SUNOCO INC COM 86764P109 303 11100 SH SHARED 05 11100
D SUNQUEST INFORMATION SYS INC COM 867654105 32 2900 SH SHARED 01 2900
D SUNQUEST INFORMATION SYS INC COM 867654105 16 1500 SH SHARED 04 1500
D SUNRISE ASSISTED LIVING INC SUB NT CV 5.5%02 86768KAC0 5100 5000000 PRN SHARED 04 5000000
D SUNRISE ASSISTED LIVING INC COM 86768K106 394 29764 SH SHARED 01 29764
D SUNRISE ASSISTED LIVING INC COM 86768K106 13 1000 SH SHARED 02 1000
D SUNRISE ASSISTED LIVING INC COM 86768K106 3698 279150 SH SHARED 03 279150
D SUNRISE ASSISTED LIVING INC COM 86768K106 102 7700 SH SHARED 04 7700
D SUNRISE TECHNOLOGIES INTL INC COM 86769L103 2674 379582 SH SHARED 01 111082 268500
D SUNRISE TECHNOLOGIES INTL INC COM 86769L103 136 19300 SH SHARED 04 19300
D SUNSHINE MNG & REFINING CO COM NEW 867833501 3 4552 SH SHARED 02 4552
D SUNTERRA CORP COM 86787D109 150 75231 SH SHARED 01 75231
D SUNTERRA CORP COM 86787D109 878 439000 SH SHARED 02 439000
D SUNTERRA CORP COM 86787D109 30 15000 SH SHARED 04 15000
D SUNRISE MED INC COM 867910101 210 33600 SH SHARED 01 33600
D SUNRISE MED INC COM 867910101 58 9300 SH SHARED 04 9300
D SUNTRUST BKS INC COM 867914103 206766 3580379 SH SHARED 01 3039024 541355
D SUNTRUST BKS INC COM 867914103 1211 20980 SH SHR/OTHR 01 660 20320
D SUNTRUST BKS INC COM 867914103 320 5553 SH SHARED 02 2348 3205
D SUNTRUST BKS INC COM 867914103 23619 408992 SH SHARED 04 408992
D SUNTRUST BKS INC COM 867914103 121 2100 SH SHARED 05 2100
D SUPERCONDUCTOR TECHNOLOGIES COM 867931107 142 3390 SH SHARED 01 2700 690
D SUPERGEN INC COM 868059106 1309 27283 SH SHARED 01 27283
D SUPERGEN INC COM 868059106 451 9400 SH SHARED 04 9400
D SUPERIOR CONSULTANT HLDGS CORP COM 868146101 193 11519 SH SHARED 01 11519
D SUPERIOR CONSULTANT HLDGS CORP COM 868146101 48 2900 SH SHARED 04 2900
D SUPERIOR INDS INTL INC COM 868168105 6811 214948 SH SHARED 01 81953 132995
D SUPERIOR INDS INTL INC COM 868168105 599 18919 SH SHARED 04 18919
D SUPERIOR INDS INTL INC COM 868168105 76 2400 SH SHARED 05 2400
D SUPERIOR NATL INS GROUP DEL COM 868224106 69 43700 SH SHARED 01 43700
D SUPERIOR NATL INS GROUP DEL COM 868224106 19 12100 SH SHARED 04 12100
D SUPERIOR TR I PFD CV 8.50% 86836P202 5 188 SH SHARED 01 188
D SUPERIOR TELECOM INC COM 868365107 338 26315 SH SHARED 01 26315
D SUPERIOR TELECOM INC COM 868365107 54 4200 SH SHARED 04 4200
D SUPERVALU INC COM 868536103 27819 1469072 SH SHARED 01 1276333 192739
D SUPERVALU INC COM 868536103 4972 262600 SH SHARED 04 262600
D SUPERVALU INC COM 868536103 123 6500 SH SHARED 05 6500
D SUPREME INDS INC CL A 868607102 0 116 SH SHARED 01 116
D SURETY CAP CORP COM NEW 868666207 0 13500 SH SHARED 01 13500
D SURMODICS INC COM 868873100 1405 51100 SH SHARED 01 51100
D SUSQUEHANNA BANCSHARES INC PA COM 869099101 797 57763 SH SHARED 01 57763
D SUSQUEHANNA BANCSHARES INC PA COM 869099101 23 1721 SH SHARED 02 1721
D SUSQUEHANNA BANCSHARES INC PA COM 869099101 211 15300 SH SHARED 04 15300
D SWEDISH MATCH AB SPONSORED ADR 870309507 1 60 SH SHARED 02 60
D SWIFT ENERGY CO COM 870738101 520 29110 SH SHARED 01 29110
D SWIFT ENERGY CO COM 870738101 169 9500 SH SHARED 04 9500
D SWIFT TRANSN CO COM 870756103 1806 88100 SH SHARED 01 88100
D SWIFT TRANSN CO COM 870756103 34637 1689625 SH SHARED 02 1689625
D SWIFT TRANSN CO COM 870756103 847 41360 SH SHARED 04 41360
D SWIFT TRANSN CO COM 870756103 139 6800 SH SHARED 05 6800
D SWISS ARMY BRANDS INC COM 870827102 4 1000 SH SHARED 02 1000
D SWISS HELVETIA FD INC COM 870875101 73 5362 SH SHR/OTHR 01 5362
D SWISS HELVETIA FD INC COM 870875101 165 12001 SH SHARED 02 3168 8833
D SWISS HELVETIA FD INC COM 870875101 412 30000 SH SHARED 04 30000
D SWISSCOM AG SPONSORED ADR 871013108 759 19900 SH SHARED 05 19900
D SYBASE INC COM 871130100 11406 561557 SH SHARED 01 286398 275159
D SYBASE INC COM 871130100 60 3000 SH SHARED 02 3000
D SYBASE INC COM 871130100 1538 75744 SH SHARED 04 75744
D SYBASE INC COM 871130100 91 4500 SH SHARED 05 4500
D SYBRON INTL CORP COM 87114F106 15350 529342 SH SHARED 01 231942 297400
D SYBRON INTL CORP COM 87114F106 23 800 SH SHARED 02 800
D SYBRON INTL CORP COM 87114F106 1463 50476 SH SHARED 04 50476
D SYBRON INTL CORP COM 87114F106 374 12900 SH SHARED 05 12900
D SYCAMORE NETWORKS INC COM 871206108 3436 26640 SH SHARED 01 26640
D SYCAMORE NETWORKS INC COM 871206108 43 340 SH SHR/OTHR 01 40 300
D SYCAMORE NETWORKS INC COM 871206108 606 4700 SH SHARED 02 4400 300
D SYCAMORE NETWORKS INC COM 871206108 748 5804 SH SHARED 04 5804
D SYCAMORE NETWORKS INC COM 871206108 12 100 SH SHARED 05 100
D SYKES ENTERPRISES INC COM 871237103 1271 66700 SH SHARED 01 66700
D SYKES ENTERPRISES INC COM 871237103 15 800 SH SHARED 02 800
D SYKES ENTERPRISES INC COM 871237103 501 26312 SH SHARED 04 26312
D SYKES ENTERPRISES INC COM 871237103 87 4600 SH SHARED 05 4600
D SYLVAN INC COM 871371100 0 13 SH SHARED 01 13
D SYLVAN LEARNING SYS INC COM 871399101 8172 512825 SH SHARED 01 188206 324619
D SYLVAN LEARNING SYS INC COM 871399101 802 50338 SH SHARED 02 30930 19408
D SYLVAN LEARNING SYS INC COM 871399101 3920 246025 SH SHARED 03 246025
D SYLVAN LEARNING SYS INC COM 871399101 395 24835 SH SHARED 04 24835
D SYLVAN LEARNING SYS INC COM 871399101 86 5400 SH SHARED 05 5400
D SYMANTEC CORP COM 871503108 20348 270857 SH SHARED 01 143330 127527
D SYMANTEC CORP COM 871503108 3987 53078 SH SHARED 04 53078
D SYMANTEC CORP COM 871503108 435 5800 SH SHARED 05 5800
D SYMBOL TECHNOLOGIES INC COM 871508107 38074 462564 SH SHARED 01 237781 224783
D SYMBOL TECHNOLOGIES INC COM 871508107 251 3050 SH SHR/OTHR 01 1500 1550
D SYMBOL TECHNOLOGIES INC COM 871508107 82 1000 SH SHARED 02 1000
D SYMBOL TECHNOLOGIES INC COM 871508107 10765 130789 SH SHARED 04 130559 230
D SYMBOL TECHNOLOGIES INC COM 871508107 823 10000 SH SHARED 05 10000
D SYNAGRO TECHNOLOGIES INC COM NEW 871562203 38 9600 SH SHARED 01 9600
D SYNALLOY CP DEL COM 871565107 3 450 SH SHARED 02 450
D SYNCOR INTL CORP DEL COM 87157J106 497 15061 SH SHARED 01 15061
D SYNCOR INTL CORP DEL COM 87157J106 214 6500 SH SHARED 04 6500
D SYNOPSYS INC COM 871607107 16330 334982 SH SHARED 01 192522 142460
D SYNOPSYS INC COM 871607107 136 2800 SH SHR/OTHR 01 2200 600
D SYNOPSYS INC COM 871607107 5735 117655 SH SHARED 02 114705 2950
D SYNOPSYS INC COM 871607107 5774 118446 SH SHARED 03 118446
D SYNOPSYS INC COM 871607107 2444 50144 SH SHARED 04 50144
D SYNOVUS FINL CORP COM 87161C105 48532 2571248 SH SHARED 01 2246334 324914
D SYNOVUS FINL CORP COM 87161C105 20 1100 SH SHARED 02 1100
D SYNOVUS FINL CORP COM 87161C105 6533 346125 SH SHARED 04 346125
D SYNOVUS FINL CORP COM 87161C105 111 5900 SH SHARED 05 5900
D SYNTEL INC COM 87162H103 58 3900 SH SHARED 01 3900
D SYNTEL INC COM 87162H103 32 2200 SH SHARED 04 2200
D SYNTROLEUM CORP COM 871630109 935 40008 SH SHARED 01 40008
D SYNTROLEUM CORP COM 871630109 259 11100 SH SHARED 04 11100
D SYSCO CORP COM 871829107 140245 3882218 SH SHARED 01 3165417 716801
D SYSCO CORP COM 871829107 736 20400 SH SHR/OTHR 01 1400 19000
D SYSCO CORP COM 871829107 1694 46900 SH SHARED 02 3900 43000
D SYSCO CORP COM 871829107 47941 1327088 SH SHARED 04 1327088
D SYSCO CORP COM 871829107 386 10700 SH SHARED 05 10700
D SYSTEMAX INC COM 871851101 619 67867 SH SHARED 01 67867
D SYSTEMAX INC COM 871851101 135 14900 SH SHARED 04 14900
D SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 1370 58619 SH SHARED 01 58619
D SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 123 5300 SH SHARED 02 5300
D SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 310 13300 SH SHARED 04 13300
D SYMPHONIX DEVICES COM 871951109 25 5000 SH SHARED 02 5000
D TCF FINL CORP COM 872275102 14705 617549 SH SHARED 01 242637 374912
D TCF FINL CORP COM 872275102 22 950 SH SHR/OTHR 01 950
D TCF FINL CORP COM 872275102 990 41597 SH SHARED 04 41597
D TCF FINL CORP COM 872275102 211 8900 SH SHARED 05 8900
D TCSI CORP COM 87233R106 394 98637 SH SHARED 02 98637
D TCW/DW TERM TR 2002 SH BEN INT 87234T101 5 600 SH SHARED 04 600
D TCW CONV SECS FD INC COM 872340104 45 4280 SH SHARED 01 4280
D TCW CONV SECS FD INC COM 872340104 42 4000 SH SHR/OTHR 01 4000
D TD WATERHOUSE GRP INC COM 872362108 25 1000 SH SHARED 05 1000
D TECO ENERGY INC COM 872375100 12539 645152 SH SHARED 01 319381 325771
D TECO ENERGY INC COM 872375100 209 10800 SH SHR/OTHR 01 2400 8400
D TECO ENERGY INC COM 872375100 21 1088 SH SHARED 02 1088
D TECO ENERGY INC COM 872375100 1265 65126 SH SHARED 04 65126
D TECO ENERGY INC COM 872375100 297 15300 SH SHARED 05 15300
D TEPPCO PARTNERS L P UT LTD PARTNER 872384102 40 1800 SH SHARED 01 1800
D TEPPCO PARTNERS L P UT LTD PARTNER 872384102 11 500 SH SHR/OTHR 01 500
D TEPPCO PARTNERS L P UT LTD PARTNER 872384102 418 18800 SH SHARED 02 1800 17000
D TEPPCO PARTNERS L P UT LTD PARTNER 872384102 157 7100 SH SHARED 04 7100
D THQ INC COM NEW 872443403 8919 498965 SH SHARED 01 305015 193950
D THQ INC COM NEW 872443403 11 630 SH SHARED 02 630
D THQ INC COM NEW 872443403 205 11500 SH SHARED 04 11500
D TJX COS INC NEW COM 872540109 78788 3551093 SH SHARED 01 3012393 538700
D TJX COS INC NEW COM 872540109 510 23000 SH SHARED 02 15200 7800
D TJX COS INC NEW COM 872540109 10037 452383 SH SHARED 04 452383
D TJX COS INC NEW COM 872540109 159 7200 SH SHARED 05 7200
D TNP ENTERPRISES INC COM 872594106 6488 148100 SH SHARED 01 52300 95800
D TNP ENTERPRISES INC COM 872594106 8 200 SH SHARED 02 200
D TNP ENTERPRISES INC COM 872594106 46044 1050950 SH SHARED 04 1050950
D T-NETIX INC COM 872597109 16 2000 SH SHARED 02 2000
D TRW INC COM 872649108 74376 1271393 SH SHARED 01 1131145 140248
D TRW INC COM 872649108 573 9800 SH SHR/OTHR 01 9800
D TRW INC COM 872649108 170 2906 SH SHARED 02 1406 1500
D TRW INC COM 872649108 9013 154079 SH SHARED 04 154079
D TRW INC COM 872649108 46 800 SH SHARED 05 800
D TSI INC MINN COM 872876107 8 600 SH SHARED 01 600
D TSI INC MINN COM 872876107 199 13500 SH SHR/OTHR 01 13500
D TSI INTERNATIONAL SOFTWARE LTD COM 872879101 10306 124082 SH SHARED 01 32788 91294
D TSI INTERNATIONAL SOFTWARE LTD COM 872879101 30882 371800 SH SHARED 04 371800
D TSR INC COM 872885108 26 4200 SH SHARED 01 4200
D TMP WORLDWIDE INC COM 872941109 3685 47400 SH SHARED 01 47400
D TMP WORLDWIDE INC COM 872941109 435 5600 SH SHARED 02 4800 800
D TMP WORLDWIDE INC COM 872941109 264 3402 SH SHARED 04 3402
D TMP WORLDWIDE INC COM 872941109 93 1200 SH SHARED 05 1200
D TV GUIDE INC CL A 87307Q109 2258 47000 SH SHARED 01 47000
D TV GUIDE INC CL A 87307Q109 57 1200 SH SHARED 02 1200
D TV GUIDE INC CL A 87307Q109 113 2353 SH SHARED 04 2353
D TACO CABANA INC COM 873425102 35 5950 SH SHARED 02 5950
D TAIWAN FD INC COM 874036106 116 4800 SH SHARED 04 4800
D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 264 4637 SH SHARED 01 4637
D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 564 9900 SH SHARED 04 9900
D TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 137 10400 SH SHARED 01 10400
D TALBOTS INC COM 874161102 6989 118725 SH SHARED 01 118725
D TALBOTS INC COM 874161102 335 5700 SH SHARED 04 5700
D TALISMAN ENERGY INC COM 87425E103 399 14000 SH SHARED 04 14000
D TALK COM INC COM 874264104 1194 74648 SH SHARED 01 74648
D TALK COM INC COM 874264104 32 2000 SH SHARED 02 2000
D TALK COM INC COM 874264104 269 16820 SH SHARED 04 16820
D TANDY CORP COM 875382103 108335 2134699 SH SHARED 01 1813799 320900
D TANDY CORP COM 875382103 536 10575 SH SHARED 02 4300 6275
D TANDY CORP COM 875382103 25729 506978 SH SHARED 04 506978
D TANDY CORP COM 875382103 228 4500 SH SHARED 05 4500
D TANDY CORP COM 875382103 27252 537000 SH SHARED 06 537000
D TANGER FACTORY OUTLET CTRS INC COM 875465106 182 9500 SH SHARED 01 9500
D TANGER FACTORY OUTLET CTRS INC COM 875465106 7 400 SH SHARED 02 400
D TANGER FACTORY OUTLET CTRS INC COM 875465106 72 3800 SH SHARED 04 3800
D TANNING TECHNOLOGY CORP COM 87588P101 4 100 SH SHARED 02 100
D TARGET CORP COM 87612E106 389356 5208780 SH SHARED 01 4441094 767686
D TARGET CORP COM 87612E106 9815 131312 SH SHR/OTHR 01 80291 51021
D TARGET CORP COM 87612E106 2162 28930 SH SHARED 02 4350 24580
D TARGET CORP COM 87612E106 47712 638296 SH SHARED 04 638296
D TARGETED GENETICS CORP COM 87612M108 142 10300 SH SHARED 01 10300
D TARGETED GENETICS CORP COM 87612M108 69 5000 SH SHARED 02 5000
D TARAGON RLTY INVS INC COM 876287103 1 197 SH SHARED 01 197
D TARRANT APPAREL GROUP COM 876289109 10 1400 SH SHARED 01 1400
D TARRANT APPAREL GROUP COM 876289109 15 2100 SH SHARED 04 2100
D TAUBMAN CTRS INC COM 876664103 1263 113600 SH SHARED 01 70600 43000
D TAUBMAN CTRS INC COM 876664103 159 14338 SH SHARED 02 8638 5700
D TAUBMAN CTRS INC COM 876664103 160 14400 SH SHARED 04 14400
D TEAM COMMUNICATIONS GROUP COM 87815F108 97 6400 SH SHARED 01 6400
D TEAMSTAFF INC COM 87815U105 44 29000 SH SHARED 01 29000
D TECH DATA CORP COM 878237106 41365 1258270 SH SHARED 01 1134507 123763
D TECH DATA CORP COM 878237106 23 700 SH SHARED 02 700
D TECH DATA CORP COM 878237106 799 24328 SH SHARED 04 24328
D TECH DATA CORP COM 878237106 170 5200 SH SHARED 05 5200
D TECH OPS SEVCON INC COM 878293109 1 200 SH SHARED 01 200
D TECH SYM CORP COM 878308105 4 200 SH SHARED 01 200
D TECHNE CORP COM 878377100 16314 236436 SH SHARED 01 107756 128680
D TECHNE CORP COM 878377100 1454 21075 SH SHARED 04 21075
D TECHNICLONE CORP COM NEW 878517309 162 25600 SH SHARED 01 25600
D TECHNITROL INC COM 878555101 937 16100 SH SHARED 01 16100
D TECHNITROL INC COM 878555101 407 7000 SH SHARED 04 7000
D TECHNOLOGY SOLUTIONS CO COM 87872T108 3250 356198 SH SHARED 01 148748 207450
D TECHNOLOGY SOLUTIONS CO COM 87872T108 182 20000 SH SHARED 02 20000
D TECHNOLOGY SOLUTIONS CO COM 87872T108 208 22800 SH SHARED 04 22800
D TECUMSEH PRODS CO CL B 878895101 8 200 SH SHARED 01 200
D TECUMSEH PRODS CO CL B 878895101 1050 25000 SH SHARED 04 25000
D TECUMSEH PRODS CO CL A 878895200 4285 97400 SH SHARED 01 41438 55962
D TECUMSEH PRODS CO CL A 878895200 476 10831 SH SHARED 04 10831
D TECUMSEH PRODS CO CL A 878895200 83 1900 SH SHARED 05 1900
D TEGAL CORP COM 879008100 75 11400 SH SHARED 01 11400
D TEJON RANCH CO DEL COM 879080109 222 9800 SH SHARED 01 9800
D TEJON RANCH CO DEL COM 879080109 63 2800 SH SHARED 04 2800
D TEKELEC SB DSC CV 144A04 879101AA1 104442 47517000 PRN SHARED 04 47517000
D TEKELEC COM 879101103 9478 255300 SH SHARED 01 70900 184400
D TEKELEC COM 879101103 22231 598825 SH SHARED 02 583700 15125
D TEKELEC COM 879101103 604 16294 SH SHARED 04 16294
D TEKELEC COM 879101103 3 100 SH SHARED 05 100
D TEKTRONIX INC COM 879131100 28389 506953 SH SHARED 01 465914 41039
D TEKTRONIX INC COM 879131100 4142 73965 SH SHARED 04 73965
D TEKTRONIX INC COM 879131100 61 1100 SH SHARED 05 1100
D TELAXIS COMMUNICATIONS CORP COM 879202109 109 1820 SH SHARED 01 1820
D TELCOM SEMICONDUCTOR INC COM 87921P107 151 5000 SH SHARED 01 5000
D TELE CENTRO SUL PART S A SPON ADR PFD 879239101 48 600 SH SHARED 01 600
D TELE DANMARK A/S SPON ADR CL B 879242105 199 4300 SH SHARED 04 4300
D TELE NORTE LESTE PART S A SPON ADR PFD 879246106 14789 555485 SH SHARED 01 555485
D TELE NORTE LESTE PART S A SPON ADR PFD 879246106 628 23600 SH SHARED 04 23600
D TELE SUDESTE CELULAR PART S A SPON ADR PFD 879252104 14981 300000 SH SHARED 04 300000
D TELECOM ITALIA SPA SPON ADR ORD 87927W106 33 221 SH SHARED 01 221
D TELECOM ITALIA SPA SPON ADR ORD 87927W106 15 100 SH SHARED 02 100
D TELECOM ITALIA SPA SPON ADR ORD 87927W106 1018 6700 SH SHARED 04 6700
D TELECOM ITALIA SPA SPON ADR ORD 87927W106 820 5400 SH SHARED 05 5400
D TELECOMM ARGENTINA STET-FRANCE SPON ADR REP B 879273209 417 12000 SH SHARED 04 12000
D TELECOMM ARGENTINA STET-FRANCE SPON ADR REP B 879273209 52 1500 SH SHARED 05 1500
D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 18 500 SH SHARED 05 500
D TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287308 44625 298500 SH SHARED 01 298500
D TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287308 210 1406 SH SHARED 02 1406
D TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287308 5396 36100 SH SHARED 04 36100
D TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287308 149 1000 SH SHARED 05 1000
D TELECOMUNICACOES DE SAO PAULO SPON ADR PFD 87929A102 20084 676530 SH SHARED 04 676530
D TELECORP PCS INC CL A 879299105 119 2300 SH SHARED 02 1300 1000
D TELEDYNE TECHNOLOGIES INC COM 879360105 1922 110625 SH SHARED 01 49780 60845
D TELEDYNE TECHNOLOGIES INC COM 879360105 26 1541 SH SHARED 04 1541
D TELEFLEX INC COM 879369106 6188 174938 SH SHARED 01 79738 95200
D TELEFLEX INC COM 879369106 772 21840 SH SHARED 02 5150 16690
D TELEFLEX INC COM 879369106 633 17894 SH SHARED 04 17894
D TELEFLEX INC COM 879369106 134 3800 SH SHARED 05 3800
D TELEFONICA DE ARGENTINA S A SPON ADR CL B 879378206 1126 28700 SH SHARED 01 28700
D TELEFONICA DE ARGENTINA S A SPON ADR CL B 879378206 17626 449076 SH SHARED 04 449076
D TELEFONICA S A SPONSORED ADR 879382208 323 4346 SH SHARED 01 1360 2986
D TELEFONICA S A SPONSORED ADR 879382208 118 1591 SH SHR/OTHR 01 1591
D TELEFONICA S A SPONSORED ADR 879382208 325 4378 SH SHARED 02 3182 1196
D TELEFONICA S A SPONSORED ADR 879382208 21028 282730 SH SHARED 04 282730
D TELEFONICA S A SPONSORED ADR 879382208 4254 57200 SH SHARED 05 57200
D TELEFONICA DEL PERU S A SPON ADR CL B 879384105 757 44535 SH SHARED 01 44535
D TELEFONICA DEL PERU S A SPON ADR CL B 879384105 2271 133600 SH SHARED 04 133600
D TELEFONOS DE MEXICO S A SR DB CV 4.25%04 879403AD5 4500 3000000 PRN SHARED 01 3000000
D TELEFONOS DE MEXICO S A SR DB CV 4.25%04 879403AD5 138723 92482001 PRN SHARED 04 92482001
D TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 25330 380190 SH SHARED 01 379490 700
D TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 120 1807 SH SHR/OTHR 01 1807
D TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 427 6420 SH SHARED 02 500 5920
D TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 258141 3874550 SH SHARED 04 3874550
D TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 3091 46400 SH SHARED 05 46400
D TELEGLOBE INC COM 87941V100 167 6100 SH SHARED 04 6100
D TELEPHONE & DATA SYS INC COM 879433100 31475 283564 SH SHARED 01 152310 131254
D TELEPHONE & DATA SYS INC COM 879433100 111 1000 SH SHR/OTHR 01 1000
D TELEPHONE & DATA SYS INC COM 879433100 867 7815 SH SHARED 02 3265 4550
D TELEPHONE & DATA SYS INC COM 879433100 3610 32531 SH SHARED 04 32531
D TELEPHONE & DATA SYS INC COM 879433100 1143 10300 SH SHARED 05 10300
D TELESPECTRUM WORLDWIDE INC COM 87951U109 119 17000 SH SHARED 01 17000
D TELESCAN INC COM 879516102 712 30174 SH SHARED 01 26874 3300
D TELESCAN INC COM 879516102 127 5400 SH SHARED 04 5400
D TELESP CELULAR PART S A SPON ADR PFD 87952L108 22 400 SH SHARED 01 400
D TELEWEST COMMUNICATIONS PLC SPONSORED ADR 87956P105 33 400 SH SHARED 04 400
D TELIGENT INC CL A 87959Y103 11378 170300 SH SHARED 01 43148 127152
D TELIGENT INC CL A 87959Y103 80 1200 SH SHR/OTHR 01 1200
D TELIGENT INC CL A 87959Y103 133 2000 SH SHARED 02 1600 400
D TELIGENT INC CL A 87959Y103 7081 105993 SH SHARED 04 105993
D TELIGENT INC CL A 87959Y103 501 7500 SH SHARED 05 7500
D TELLABS INC COM 879664100 285090 4526395 SH SHARED 01 4070088 456307
D TELLABS INC COM 879664100 506 8040 SH SHR/OTHR 01 7120 920
D TELLABS INC COM 879664100 2625 41681 SH SHARED 02 6570 35111
D TELLABS INC COM 879664100 34947 554868 SH SHARED 04 554743 125
D TELLABS INC COM 879664100 12603 200100 SH SHARED 06 200100
D TELSCAPE INTERNATIONAL INC COM 87969E105 478 22783 SH SHARED 04 22783
D TELTRONICS INC COM NEW 879698306 95 14500 SH SHARED 01 14500
D TELTRONICS INC COM NEW 879698306 131 20000 SH SHARED 02 20000
D TELULAR CORP COM NEW 87970T208 80 5300 SH SHARED 01 5300
D TELULAR CORP COM NEW 87970T208 160 10500 SH SHARED 02 10500
D TELXON CORP SUB DB CV 7.5%12 879700AA0 9 10000 PRN SHR/OTHR 01 10000
D TELXON CORP COM 879700102 199 11365 SH SHARED 01 11365
D TELXON CORP COM 879700102 35 2000 SH SHARED 02 2000
D TEMPLE INLAND INC COM 879868107 30897 620292 SH SHARED 01 555894 64398
D TEMPLE INLAND INC COM 879868107 394 7920 SH SHR/OTHR 01 7920
D TEMPLE INLAND INC COM 879868107 4525 90842 SH SHARED 04 90842
D TELETECH HOLDINGS INC COM 879939106 7791 225851 SH SHARED 01 63051 162800
D TELETECH HOLDINGS INC COM 879939106 328 9517 SH SHARED 04 9517
D TEMPLETON DRAGON FD INC COM 88018T101 58 6500 SH SHARED 02 6000 500
D TEMPLETON DRAGON FD INC COM 88018T101 5919 662400 SH SHARED 04 662400
D TEMPLETON CHINA WORLD FD INC COM 88018X102 4461 562100 SH SHARED 04 562100
D TEMPLETON EMERGING MKTS FD INC COM 880191101 1 100 SH SHARED 01 100
D TEMPLETON EMERG MKTS INCOME FD COM 880192109 950 100000 SH SHR/OTHR 01 100000
D TEMPLETON EMERG MKTS INCOME FD COM 880192109 263 27757 SH SHARED 02 23825 3932
D TEMPLETON EMERG MKTS INCOME FD COM 880192109 474 49900 SH SHARED 04 49900
D TEMPLETON GLOBAL INCOME FD INC COM 880198106 30 5000 SH SHR/OTHR 01 5000
D TEMPLETON RUSSIA FD INC COM 88022F105 37 2000 SH SHARED 02 2000
D TENFOLD CORP COM 88033A103 477 7900 SH SHARED 01 7900
D TENFOLD CORP COM 88033A103 133 2200 SH SHARED 02 1800 400
D TENFOLD CORP COM 88033A103 121 2000 SH SHARED 04 2000
D TENET HEALTHCARE CORP COM 88033G100 79103 3402317 SH SHARED 01 2869139 533178
D TENET HEALTHCARE CORP COM 88033G100 81 3500 SH SHR/OTHR 01 3500
D TENET HEALTHCARE CORP COM 88033G100 2 100 SH SHARED 02 100
D TENET HEALTHCARE CORP COM 88033G100 12924 555908 SH SHARED 04 555908
D TENET HEALTHCARE CORP COM 88033G100 206 8900 SH SHARED 05 8900
D TENGASCO INC COM NEW 88033R205 69 8000 SH SHARED 02 8000
D TENNANT CO COM 880345103 2824 91098 SH SHARED 01 24200 66898
D TENNANT CO COM 880345103 111 3600 SH SHARED 04 3600
D TENNECO AUTOMOTIVE INC COM 880349105 1192 150239 SH SHARED 01 49756 100483
D TENNECO AUTOMOTIVE INC COM 880349105 1 229 SH SHARED 02 100 129
D TENNECO AUTOMOTIVE INC COM 880349105 25 3216 SH SHARED 04 3216
D TERA COMPUTER CO COM 88076P108 103 16100 SH SHARED 01 16100
D TERADYNE INC COM 880770102 173019 2109992 SH SHARED 01 1815084 294908
D TERADYNE INC COM 880770102 27743 338338 SH SHARED 04 338338
D TERADYNE INC COM 880770102 4214 51400 SH SHARED 05 51400
D TERAYON COMMUNICATION SYS COM 880775101 24374 118900 SH SHARED 01 50700 68200
D TERAYON COMMUNICATION SYS COM 880775101 6487 31645 SH SHARED 02 11300 20345
D TERAYON COMMUNICATION SYS COM 880775101 4021 19615 SH SHARED 04 19615
D TERAYON COMMUNICATION SYS COM 880775101 410 2000 SH SHARED 05 2000
D TEREX CORP NEW COM 880779103 582 40495 SH SHARED 01 40495
D TEREX CORP NEW COM 880779103 330 23000 SH SHARED 04 23000
D TERRA INDS INC COM 880915103 614 265578 SH SHARED 01 66500 199078
D TERRA INDS INC COM 880915103 15 6700 SH SHARED 02 2100 4600
D TERRA INDS INC COM 880915103 31 13600 SH SHARED 04 13600
D TERRA NITROGEN CO L P COM UNIT 881005201 2 500 SH SHARED 05 500
D TESCO CORP COM 88157K101 14 2100 SH SHARED 04 2100
D TESORO PETE CORP COM 881609101 2379 206911 SH SHARED 01 84703 122208
D TESORO PETE CORP COM 881609101 269 23400 SH SHARED 04 23400
D TESORO PETE CORP PIES CV 1/100S 881609408 485 40000 SH SHARED 01 40000
D TESORO PETE CORP PIES CV 1/100S 881609408 10468 863408 SH SHARED 04 863408
D TETRA TECHNOLOGIES INC DEL COM 88162F105 8 600 SH SHARED 01 600
D TETRA TECH INC NEW COM 88162G103 1406 59201 SH SHARED 01 59201
D TETRA TECH INC NEW COM 88162G103 339 14300 SH SHARED 04 14300
D TEVA PHARMACEUTICAL INDS LTD ADR 881624209 37 1000 SH SHARED 02 1000
D TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1367 36659 SH SHARED 04 36659
D TEVA PHARMACEUTICAL INDS LTD ADR 881624209 108 2900 SH SHARED 05 2900
D TEXACO INC COM 881694103 340061 6326729 SH SHARED 01 5362092 964637
D TEXACO INC COM 881694103 3875 72110 SH SHR/OTHR 01 26584 45526
D TEXACO INC COM 881694103 1392 25910 SH SHARED 02 9409 16501
D TEXACO INC COM 881694103 45065 838426 SH SHARED 04 838426
D TEXACO INC COM 881694103 1392 25900 SH SHARED 05 25900
D TEXAS BIOTECHNOLOGY CORP WT EXP 123100 88221T120 336 55000 SH SHARED 04 55000
D TEXAS INDS INC COM 882491103 3606 114027 SH SHARED 01 53201 60826
D TEXAS INDS INC COM 882491103 1761 55700 SH SHARED 04 55700
D TEXAS INSTRS INC COM 882508104 1452074 9075467 SH SHARED 01 7739249 1336218
D TEXAS INSTRS INC COM 882508104 4892 30576 SH SHR/OTHR 01 18850 11726
D TEXAS INSTRS INC COM 882508104 6781 42383 SH SHARED 02 16209 26174
D TEXAS INSTRS INC COM 882508104 229296 1433102 SH SHARED 04 1432917 185
D TEXAS INSTRS INC COM 882508104 5296 33100 SH SHARED 05 33100
D TEXAS PAC LD TR SUB CTF PROP I T 882610108 290 7500 SH SHARED 01 4700 2800
D TEXAS PAC LD TR SUB CTF PROP I T 882610108 73 1900 SH SHR/OTHR 01 1900
D TEXAS PAC LD TR SUB CTF PROP I T 882610108 3119 80500 SH SHARED 02 28900 51600
D TEXAS REGL BANCSHARES INC CL A VTG 882673106 602 23700 SH SHARED 01 23700
D TEXAS REGL BANCSHARES INC CL A VTG 882673106 38 1500 SH SHR/OTHR 01 1500
D TEXAS REGL BANCSHARES INC CL A VTG 882673106 50 2000 SH SHARED 02 2000
D TEXAS REGL BANCSHARES INC CL A VTG 882673106 154 6065 SH SHARED 04 6065
D TEXAS UTILS CO COM 882848104 108531 3655872 SH SHARED 01 3176562 479310
D TEXAS UTILS CO COM 882848104 388 13074 SH SHR/OTHR 01 7900 5174
D TEXAS UTILS CO COM 882848104 172 5800 SH SHARED 02 300 5500
D TEXAS UTILS CO COM 882848104 10309 347266 SH SHARED 04 347266
D TEXAS UTILS CO COM 882848104 305 10300 SH SHARED 05 10300
D THAI CAP FD INC COM 882905102 7 2000 SH SHARED 04 2000
D TEXTRON INC COM 883203101 98083 1611226 SH SHARED 01 1438310 172916
D TEXTRON INC COM 883203101 462 7600 SH SHR/OTHR 01 7600
D TEXTRON INC COM 883203101 77 1272 SH SHARED 02 1272
D TEXTRON INC COM 883203101 13959 229312 SH SHARED 04 229312
D TEXTRON INC COM 883203101 146 2400 SH SHARED 05 2400
D TEXTRON INC PFD CONV $2.08 883203200 348 1335 SH SHARED 02 300 1035
D THEGLOBE COM INC COM 88335R101 2200 345200 SH SHARED 01 31800 313400
D THEGLOBE COM INC COM 88335R101 29 4600 SH SHARED 04 4600
D THERAGENICS CORP COM 883375107 615 46008 SH SHARED 01 46008
D THERAGENICS CORP COM 883375107 13 1000 SH SHR/OTHR 01 1000
D THERAGENICS CORP COM 883375107 26 2000 SH SHARED 02 2000
D THERAGENICS CORP COM 883375107 274 20500 SH SHARED 04 20500
D THERMA-WAVE INC COM 88343A108 5220 153550 SH SHARED 01 153550
D THERMO BIOANALYSIS CORP COM 88355H108 13 500 SH SHARED 01 500
D THERMO BIOANALYSIS CORP COM 88355H108 71 2600 SH SHARED 04 2600
D THERMO CARDIOSYSTEMS INC COM NONREDEEM 88355K200 394 28200 SH SHARED 01 28200
D THERMO CARDIOSYSTEMS INC COM NONREDEEM 88355K200 287 20500 SH SHARED 04 20500
D THERMO ECOTEK CORP COM 88355R106 26 3200 SH SHARED 01 3200
D THERMO ECOTEK CORP COM 88355R106 7 900 SH SHARED 04 900
D THERMO FIBERTEK INC COM 88355W105 22 3300 SH SHARED 01 3300
D THERMO FIBERTEK INC COM 88355W105 6 900 SH SHARED 02 225 675
D THERMO FIBERTEK INC COM 88355W105 17 2600 SH SHARED 04 2600
D THERMO ELECTRON CORP SUBDB CV 144A 03 883556AF9 952 1030000 PRN SHARED 01 1030000
D THERMO ELECTRON CORP SUBDB CV 144A 03 883556AF9 11331 12250000 PRN SHARED 04 12250000
D THERMO ELECTRON CORP COM 883556102 34132 1675191 SH SHARED 01 1402547 272644
D THERMO ELECTRON CORP COM 883556102 219 10769 SH SHR/OTHR 01 1600 9169
D THERMO ELECTRON CORP COM 883556102 410 20136 SH SHARED 02 2612 17524
D THERMO ELECTRON CORP COM 883556102 4320 212047 SH SHARED 04 212047
D THERMO ELECTRON CORP COM 883556102 59 2900 SH SHARED 05 2900
D THERMO INSTR SYS INC COM 883559106 559 26556 SH SHARED 01 26556
D THERMO INSTR SYS INC COM 883559106 22 1067 SH SHARED 04 1067
D THERMO OPPORTUNITY FD INC COM 883580102 1621 128400 SH SHARED 04 128400
D THERMO OPTEK CORP COM 883582108 92 6200 SH SHARED 01 6200
D THERMO OPTEK CORP COM 883582108 23 1600 SH SHARED 04 1600
D THERMOQUEST CORP COM 883655102 182 10900 SH SHARED 01 10900
D THERMOQUEST CORP COM 883655102 38 2300 SH SHARED 04 2300
D THESTREET COM COM 88368Q103 2230 239527 SH SHARED 01 52327 187200
D THESTREET COM COM 88368Q103 18 2000 SH SHARED 02 2000
D THESTREET COM COM 88368Q103 21 2300 SH SHARED 04 2300
D THERMEDICS INC COM 883901100 1255 153350 SH SHARED 01 35300 118050
D THERMEDICS INC COM 883901100 59 7300 SH SHARED 04 7300
D THISTLE GROUP HLDGS CO COM 88431E103 937 150000 SH SHARED 04 150000
D THOMAS & BETTS CORP COM 884315102 35433 1254269 SH SHARED 01 957407 296862
D THOMAS & BETTS CORP COM 884315102 355 12600 SH SHR/OTHR 01 8000 4600
D THOMAS & BETTS CORP COM 884315102 2032 71943 SH SHARED 04 71943
D THOMAS & BETTS CORP COM 884315102 73 2600 SH SHARED 05 2600
D THOMAS GROUP INC COM 884402108 1 100 SH SHARED 01 100
D THOMAS INDS INC COM 884425109 481 25660 SH SHARED 01 25660
D THOMAS INDS INC COM 884425109 37 2000 SH SHARED 02 2000
D THOMAS INDS INC COM 884425109 151 8100 SH SHARED 04 8100
D THOR INDS INC COM 885160101 1562 64275 SH SHARED 01 14525 49750
D THOR INDS INC COM 885160101 68 2800 SH SHARED 04 2800
D THOR INDS INC COM 885160101 2 100 SH SHARED 05 100
D THORATEC LABS CORP COM NEW 885175307 0 66 SH SHARED 02 66
D THORNBURG MTG ASSET CORP COM 885218107 710 96368 SH SHARED 01 38968 57400
D THORNBURG MTG ASSET CORP COM 885218107 0 22 SH SHARED 02 22
D THORNBURG MTG ASSET CORP COM 885218107 66 9000 SH SHARED 04 9000
D 3DO CO COM 88553W105 14 1500 SH SHARED 02 1500
D 3DFX INTERACTIVE INC COM 88553X103 458 38395 SH SHARED 01 38395
D 3DFX INTERACTIVE INC COM 88553X103 102 8600 SH SHARED 04 8600
D 3COM CORP COM 885535104 209228 3761404 SH SHARED 01 3166466 594938
D 3COM CORP COM 885535104 11 200 SH SHR/OTHR 01 200
D 3COM CORP COM 885535104 8640 155327 SH SHARED 02 128745 26582
D 3COM CORP COM 885535104 38139 685659 SH SHARED 04 685659
D 3COM CORP COM 885535104 567 10200 SH SHARED 05 10200
D THREE FIVE SYS INC COM 88554L108 31 533 SH SHARED 01 533
D THREE FIVE SYS INC COM 88554L108 330 5500 SH SHARED 04 5500
D TIBCO SOFTWARE INC COM 88632Q103 1809 22200 SH SHARED 01 22200
D TIBCO SOFTWARE INC COM 88632Q103 13223 162250 SH SHARED 02 129075 33175
D TIBCO SOFTWARE INC COM 88632Q103 179 2200 SH SHARED 04 2200
D TICKETS COM INC COM 88633M101 6 700 SH SHARED 01 700
D TICKETMASTER ONLINE-CITYSEARCH CL B 88633P203 3957 157900 SH SHARED 01 51971 105929
D TICKETMASTER ONLINE-CITYSEARCH CL B 88633P203 288 11500 SH SHARED 02 11500
D TICKETMASTER ONLINE-CITYSEARCH CL B 88633P203 133 5323 SH SHARED 04 5323
D TIDEL TECHNOLOGIES INC COM 886368109 7 800 SH SHARED 01 800
D TIDEWATER INC COM 886423102 17931 563672 SH SHARED 01 426319 137353
D TIDEWATER INC COM 886423102 69 2200 SH SHR/OTHR 01 2200
D TIDEWATER INC COM 886423102 3 100 SH SHARED 02 100
D TIDEWATER INC COM 886423102 2768 87042 SH SHARED 04 87042
D TIDEWATER INC COM 886423102 722 22700 SH SHARED 05 22700
D TIFFANY & CO NEW COM 886547108 33748 403568 SH SHARED 01 264073 139495
D TIFFANY & CO NEW COM 886547108 125 1500 SH SHARED 02 1500
D TIFFANY & CO NEW COM 886547108 3206 38346 SH SHARED 04 38346
D TIFFANY & CO NEW COM 886547108 1020 12200 SH SHARED 05 12200
D TIMBERLAND CO CL A 887100105 2621 51400 SH SHARED 01 40347 11053
D TIMBERLAND CO CL A 887100105 2085 40900 SH SHARED 04 40900
D TIMBERLINE SOFTWARE CORP COM 887134104 83 9564 SH SHARED 01 9564
D TIME WARNER INC COM 887315109 1495884 14958844 SH SHARED 01 12897743 2061101
D TIME WARNER INC COM 887315109 30400 304008 SH SHR/OTHR 01 125451 178557
D TIME WARNER INC COM 887315109 6810 68104 SH SHARED 02 17442 50662
D TIME WARNER INC COM 887315109 227010 2270109 SH SHARED 04 2270109
D TIME WARNER INC COM 887315109 2600 26000 SH SHARED 05 26000
D TIME WARNER INC COM 887315109 35621 356210 SH SHARED 06 356210
D TIME WARNER TELECOM INC CL A 887319101 13093 164700 SH SHARED 01 46662 118038
D TIME WARNER TELECOM INC CL A 887319101 7 100 SH SHARED 02 100
D TIME WARNER TELECOM INC CL A 887319101 291 3667 SH SHARED 04 3667
D TIMES MIRROR CO NEW COM SER A 887364107 59490 640111 SH SHARED 01 576234 63877
D TIMES MIRROR CO NEW COM SER A 887364107 237 2551 SH SHARED 02 348 2203
D TIMES MIRROR CO NEW COM SER A 887364107 6817 73356 SH SHARED 04 73356
D TIMKEN CO COM 887389104 11881 731156 SH SHARED 01 600709 130447
D TIMKEN CO COM 887389104 35 2200 SH SHARED 02 2200
D TIMKEN CO COM 887389104 1560 96018 SH SHARED 04 96018
D TIMKEN CO COM 887389104 34 2100 SH SHARED 05 2100
D TITAN CORP COM 888266103 21984 431063 SH SHARED 01 431063
D TITAN CORP COM 888266103 1081 21200 SH SHARED 04 21200
D TITAN EXPL INC COM 888289105 20 4100 SH SHARED 01 4100
D TITAN INTL INC ILL COM 88830M102 211 29400 SH SHARED 01 29400
D TITAN INTL INC ILL COM 88830M102 47 6600 SH SHARED 04 6600
D TITAN PHARMACEUTICALS INC DEL COM 888314101 46 1500 SH SHARED 02 1500
D TITAN PHARMACEUTICALS INC DEL COM 888314101 151 4900 SH SHARED 04 4900
D TITANIUM METALS CORP COM 888339108 1465 334900 SH SHARED 01 59400 275500
D TITANIUM METALS CORP COM 888339108 32 7400 SH SHARED 04 7400
D TNT POST GROEP N V SPONSORED ADR 888742103 35 1600 SH SHARED 04 1600
D TOKIO MARINE & FIRE INS LTD ADR NEW 889090403 230 4400 SH SHARED 01 4400
D TOKIO MARINE & FIRE INS LTD ADR NEW 889090403 230 4400 SH SHR/OTHR 01 4400
D TOKIO MARINE & FIRE INS LTD ADR NEW 889090403 5 100 SH SHARED 02 100
D TOLL BROTHERS INC COM 889478103 5371 268577 SH SHARED 01 117777 150800
D TOLL BROTHERS INC COM 889478103 374 18700 SH SHARED 04 18700
D TOLL BROTHERS INC COM 889478103 64 3200 SH SHARED 05 3200
D TOLLGRADE COMMUNICATIONS INC COM 889542106 206 3900 SH SHARED 01 3900
D TOMKINS PLC SPONSORED ADR 890030208 13 1000 SH SHARED 02 1000
D TOMPKINSTRUSTCO INC COM 890110109 4 181 SH SHARED 01 181
D TOO INC COM 890333107 13264 420271 SH SHARED 01 349062 71209
D TOO INC COM 890333107 2 86 SH SHARED 02 29 57
D TOO INC COM 890333107 162 5137 SH SHARED 04 5137
D TOOTSIE ROLL INDS INC COM 890516107 7339 232998 SH SHARED 01 51065 181933
D TOOTSIE ROLL INDS INC COM 890516107 220 7004 SH SHR/OTHR 01 7004
D TOOTSIE ROLL INDS INC COM 890516107 193 6129 SH SHARED 02 6129
D TOOTSIE ROLL INDS INC COM 890516107 66 2116 SH SHARED 04 2116
D TOPPS INC COM 890786106 1043 125596 SH SHARED 01 125596
D TOPPS INC COM 890786106 671 80775 SH SHARED 02 42500 38275
D TOPPS INC COM 890786106 149 18000 SH SHARED 04 18000
D TORCH ENERGY ROYALTY TRUST UNIT BEN INT 891013104 40 10000 SH SHARED 04 10000
D TORCHMARK CORP COM 891027104 33222 1436645 SH SHARED 01 1185370 251275
D TORCHMARK CORP COM 891027104 3882 167893 SH SHARED 04 167893
D TORCHMARK CORP COM 891027104 432 18700 SH SHARED 05 18700
D TORO CO COM 891092108 3185 106400 SH SHARED 01 45350 61050
D TORO CO COM 891092108 455 15200 SH SHARED 04 15200
D TORONTO DOMINION BK ONT COM NEW 891160509 71 2684 SH SHARED 01 2684
D TORONTO DOMINION BK ONT COM NEW 891160509 192 7200 SH SHARED 04 7200
D TOSCO CORP COM NEW 891490302 49554 1618101 SH SHARED 01 1346063 272038
D TOSCO CORP COM NEW 891490302 47 1563 SH SHARED 02 1563
D TOSCO CORP COM NEW 891490302 5624 183667 SH SHARED 04 183667
D TOSCO CORP COM NEW 891490302 61 2000 SH SHARED 05 2000
D TOTAL RENAL CARE HLDGS INC SB NT CV144A7%09 89151AAA5 2900 5000000 PRN SHARED 04 5000000
D TOTAL RENAL CARE HLDGS INC SUB NT CONV 7%09 89151AAC1 1160 2000000 PRN SHARED 04 2000000
D TOTAL RENAL CARE HLDGS INC COM 89151A107 1499 479899 SH SHARED 01 290476 189423
D TOTAL RENAL CARE HLDGS INC COM 89151A107 251 80347 SH SHARED 04 80347
D TOTAL RENAL CARE HLDGS INC COM 89151A107 29 9300 SH SHARED 05 9300
D TOTAL FINA S A SPONSORED ADR 89151E109 791 10755 SH SHARED 01 8055 2700
D TOTAL FINA S A SPONSORED ADR 89151E109 86 1175 SH SHR/OTHR 01 300 875
D TOTAL FINA S A SPONSORED ADR 89151E109 40 551 SH SHARED 02 304 247
D TOTAL FINA S A SPONSORED ADR 89151E109 228 3100 SH SHARED 05 3100
D TOTAL-TEL USA COMMUNICATIONS COM 89151T106 11 880 SH SHARED 01 880
D TOWER AUTOMOTIVE INC SB NT CV 5%04 891707AE1 3659 4245000 PRN SHARED 04 4245000
D TOWER AUTOMOTIVE INC COM 891707101 1206 73690 SH SHARED 01 73690
D TOWER AUTOMOTIVE INC COM 891707101 2063 126000 SH SHARED 02 126000
D TOWER AUTOMOTIVE INC COM 891707101 461 28200 SH SHARED 04 28200
D TOTAL SYS SVCS INC COM 891906109 518 32534 SH SHARED 01 32534
D TOTAL SYS SVCS INC COM 891906109 37 2353 SH SHARED 04 2353
D TRACK DATA CORP COM 891918104 3371 459122 SH SHARED 01 106122 353000
D TRACK DATA CORP COM 891918104 38 5200 SH SHARED 04 5200
D TOWN & CTRY TR SH BEN INT 892081100 649 38800 SH SHARED 01 38800
D TOWN & CTRY TR SH BEN INT 892081100 234 14000 SH SHR/OTHR 01 14000
D TOWN & CTRY TR SH BEN INT 892081100 51 3050 SH SHARED 02 3050
D TOWN & CTRY TR SH BEN INT 892081100 226 13500 SH SHARED 04 13500
D TOWNE SERVICES INC COM 892148107 1722 984446 SH SHARED 01 38246 946200
D TOWNE SERVICES INC COM 892148107 10 6000 SH SHARED 04 6000
D TOYOTA MOTOR CORP SP ADR REP2COM 892331307 145 1400 SH SHARED 04 1400
D TOYS R US INC COM 892335100 39576 2671927 SH SHARED 01 2294759 377168
D TOYS R US INC COM 892335100 52 3531 SH SHR/OTHR 01 1000 2531
D TOYS R US INC COM 892335100 152 10300 SH SHARED 02 300 10000
D TOYS R US INC COM 892335100 5028 339483 SH SHARED 04 339483
D TOYS R US INC COM 892335100 85 5800 SH SHARED 05 5800
D TRACTOR SUPPLY CO COM 892356106 24 1200 SH SHARED 01 1200
D TRACTOR SUPPLY CO COM 892356106 53 2600 SH SHARED 04 2600
D TRAMMELL CROW CO COM 89288R106 438 39600 SH SHARED 01 39600
D TRAMMELL CROW CO COM 89288R106 55 5000 SH SHARED 02 5000
D TRAMMELL CROW CO COM 89288R106 111 10100 SH SHARED 04 10100
D TRANSACT TECHNOLOGIES INC COM 892918103 0 100 SH SHARED 01 100
D TRANS LUX CORP COM 893247106 0 100 SH SHARED 01 100
D TRANS WORLD AIRLS INC WT EXP 082302 893349134 0 21 SH SHARED 02 21
D TRANS WORLD AIRLS INC COM PAR$.01NEW 893349837 216 93700 SH SHARED 01 93700
D TRANS WORLD AIRLS INC COM PAR$.01NEW 893349837 3 1607 SH SHARED 02 1607
D TRANS WORLD AIRLS INC COM PAR$.01NEW 893349837 1065 460947 SH SHARED 04 460947
D TRANS WORLD ENTMT CORP COM 89336Q100 2244 224469 SH SHARED 01 65680 158789
D TRANS WORLD ENTMT CORP COM 89336Q100 135 13500 SH SHARED 04 13500
D TRANSACTION SYS ARCHITECTS CL A 893416107 8953 310074 SH SHARED 01 130612 179462
D TRANSACTION SYS ARCHITECTS CL A 893416107 1102 38198 SH SHARED 02 18898 19300
D TRANSACTION SYS ARCHITECTS CL A 893416107 773 26778 SH SHARED 04 26778
D TRANSACTION SYS ARCHITECTS CL A 893416107 98 3400 SH SHARED 05 3400
D TRANSATLANTIC HLDGS INC COM 893521104 3697 43250 SH SHARED 01 17900 25350
D TRANSATLANTIC HLDGS INC COM 893521104 7 82 SH SHARED 02 82
D TRANSATLANTIC HLDGS INC COM 893521104 1201 14048 SH SHARED 04 14048
D TRANSCANADA PIPELINES LTD COM 893526103 2 333 SH SHARED 01 333
D TRANSCONTINENTAL RLTY INVS COM NEW 893617209 21 1727 SH SHARED 01 1727
D TRANSGENE S A SPONSORED ADR 89365U105 38 2000 SH SHARED 01 2000
D TRANSKARYOTIC THERAPIES INC COM 893735100 1865 33545 SH SHARED 01 33545
D TRANSKARYOTIC THERAPIES INC COM 893735100 461 8300 SH SHARED 04 8300
D TRANSMEDIA ASIA PAC INC COM 89376P103 17 3000 SH SHR/OTHR 01 3000
D TRANSPORT CORP OF AMER INC COM 89385P102 0 149 SH SHARED 04 149
D TRANSPORTATION COMPONENTS INC COM 893878108 11 5000 SH SHARED 02 5000
D TRANSPRO INC COM 893885103 0 175 SH SHARED 01 175
D TRANSTECHNOLOGY CORP DEL COM 893889105 3 300 SH SHARED 01 300
D TRANSMONTAIGNE INC COM 893934109 245 36400 SH SHARED 01 36400
D TRANSMONTAIGNE INC COM 893934109 72 10800 SH SHARED 04 10800
D TRAVELERS PPTY CAS CORP CL A 893939108 7099 172100 SH SHARED 01 100000 72100
D TRAVELERS PPTY CAS CORP CL A 893939108 498 12076 SH SHARED 04 12076
D TRAVELOCITY COM INC COM 893953109 4371 148800 SH SHARED 01 36100 112700
D TRAVELOCITY COM INC COM 893953109 152 5200 SH SHARED 04 5200
D TRANSWITCH CORP COM 894065101 25112 261248 SH SHARED 01 104862 156386
D TRANSWITCH CORP COM 894065101 21 220 SH SHARED 02 220
D TRANSWITCH CORP COM 894065101 3108 32334 SH SHARED 04 32334
D TRANSWITCH CORP COM 894065101 903 9400 SH SHARED 05 9400
D TRANSWORLD HEALTHCARE INC COM 894081108 0 1 SH SHARED 02 1
D TRAVELERS CORPORATE LN FD INC COM 894185107 27 2000 SH SHARED 02 2000
D TREDEGAR CORP COM 894650100 783 29089 SH SHARED 01 29089
D TREDEGAR CORP COM 894650100 20 750 SH SHARED 02 750
D TREDEGAR CORP COM 894650100 304 11300 SH SHARED 04 11300
D TREEV INC COM NEW 894692300 216 31168 SH SHARED 02 31168
D TREMONT CORP COM PAR $1.00 894745207 14 794 SH SHARED 01 794
D TRENDWEST RESORTS INC COM 894917103 101 4300 SH SHARED 01 4300
D TRENDWEST RESORTS INC COM 894917103 37 1600 SH SHARED 04 1600
D TRENWICK GROUP INC COM 895290104 1533 108598 SH SHARED 01 46688 61910
D TRENWICK GROUP INC COM 895290104 59 4200 SH SHARED 04 4200
D TREX INC COM 89531P105 15 400 SH SHARED 01 400
D TREX INC COM 89531P105 1440 37650 SH SHARED 03 37650
D TREX INC COM 89531P105 68 1800 SH SHARED 04 1800
D TREX MED CORP COM 89531R101 35 11800 SH SHARED 01 11700 100
D TREX MED CORP COM 89531R101 10 3500 SH SHARED 04 3500
D TRI CONTL CORP COM 895436103 1592 62450 SH SHARED 01 62450
D TRI CONTL CORP COM 895436103 620 24336 SH SHR/OTHR 01 24336
D TRI CONTL CORP COM 895436103 160 6309 SH SHARED 02 1330 4979
D TRIAD HOSPITALS INC COM 89579K109 5993 357810 SH SHARED 01 134183 223627
D TRIAD HOSPITALS INC COM 89579K109 1 61 SH SHARED 02 25 36
D TRIAD HOSPITALS INC COM 89579K109 290 17318 SH SHARED 04 17318
D TRIANGLE PHARMACEUTICALS INC COM 89589H104 691 43900 SH SHARED 01 43900
D TRIANGLE PHARMACEUTICALS INC COM 89589H104 212 13500 SH SHARED 04 13500
D TRIDENT MICROSYSTEMS INC COM 895919108 159 15200 SH SHARED 02 15200
D TRIAD GTY INC COM 895925105 365 18000 SH SHARED 01 18000
D TRIAD GTY INC COM 895925105 161 7950 SH SHARED 02 4000 3950
D TRIAD GTY INC COM 895925105 113 5600 SH SHARED 04 5600
D TRIARC COS INC SB DB CV ZRO 18 895927AB7 7381 30500000 PRN SHARED 04 30500000
D TRIARC COS INC CL A 895927101 2977 148887 SH SHARED 01 56153 92734
D TRIARC COS INC CL A 895927101 132 6600 SH SHARED 04 6600
D TRIGEN ENERGY CORP COM 895930105 0 2600 SH SHARED 04 2600
D TRICON GLOBAL RESTAURANTS COM 895953107 51813 1668051 SH SHARED 01 1421282 246769
D TRICON GLOBAL RESTAURANTS COM 895953107 499 16074 SH SHR/OTHR 01 6058 10016
D TRICON GLOBAL RESTAURANTS COM 895953107 167 5392 SH SHARED 02 3143 2249
D TRICON GLOBAL RESTAURANTS COM 895953107 6051 194817 SH SHARED 04 194817
D TRICON GLOBAL RESTAURANTS COM 895953107 11536 371400 SH SHARED 06 371400
D TRIBUNE CO NEW COM 896047107 183210 5010957 SH SHARED 01 3463373 1547584
D TRIBUNE CO NEW COM 896047107 182 5000 SH SHR/OTHR 01 5000
D TRIBUNE CO NEW COM 896047107 154 4230 SH SHARED 02 800 3430
D TRIBUNE CO NEW COM 896047107 18671 510691 SH SHARED 04 510691
D TRIBUNE CO NEW COM 896047107 164 4500 SH SHARED 05 4500
D TRICO BANCSHARES COM 896095106 31 2000 SH SHARED 02 2000
D TRICO MARINE SERVICES INC COM 896106101 44 5000 SH SHARED 01 5000
D TRICOM SA SPON ADR REP A 89612A100 211 8800 SH SHARED 04 8800
D TRICORD SYSTEMS INC COM 896121100 25 2700 SH SHARED 02 2700
D TRIGON HEALTHCARE INC COM 89618L100 40451 1131500 SH SHARED 01 874168 257332
D TRIGON HEALTHCARE INC COM 89618L100 1051 29405 SH SHARED 04 29405
D TRIGON HEALTHCARE INC COM 89618L100 157 4400 SH SHARED 05 4400
D TRIMBLE NAVIGATION LTD COM 896239100 6785 263506 SH SHARED 01 73146 190360
D TRIMBLE NAVIGATION LTD COM 896239100 20 800 SH SHARED 02 800
D TRIMBLE NAVIGATION LTD COM 896239100 551 21400 SH SHARED 04 21400
D TRIMERIS INC COM 896263100 189 3800 SH SHARED 01 3800
D TRIMERIS INC COM 896263100 1096 21950 SH SHARED 02 19600 2350
D TRINITY INDS INC COM 896522109 5770 243594 SH SHARED 01 149082 94512
D TRINITY INDS INC COM 896522109 829 35033 SH SHARED 04 35033
D TRINITY INDS INC COM 896522109 37 1600 SH SHARED 05 1600
D TRINTECH GROUP PLC SPONSORED ADR 896682101 85 2200 SH SHARED 02 1000 1200
D TRINTECH GROUP PLC SPONSORED ADR 896682101 4 118 SH SHARED 04 118
D TRIQUINT SEMICONDUCTOR INC SB NT CV 144A 07 89674KAA1 42603 57495000 PRN SHARED 04 57495000
D TRIQUINT SEMICONDUCTOR INC COM 89674K103 7131 97022 SH SHARED 01 97022
D TRIQUINT SEMICONDUCTOR INC COM 89674K103 735 10000 SH SHR/OTHR 01 10000
D TRIQUINT SEMICONDUCTOR INC COM 89674K103 196 2680 SH SHARED 02 710 1970
D TRIQUINT SEMICONDUCTOR INC COM 89674K103 2906 39542 SH SHARED 04 39542
D TRIQUINT SEMICONDUCTOR INC COM 89674K103 668 9100 SH SHARED 05 9100
D TRISTAR CORP COM 89674U101 3 500 SH SHARED 01 500
D TRITEL INC CL A 89675X104 348 9100 SH SHARED 01 9100
D TRITEL INC CL A 89675X104 15 400 SH SHARED 02 400
D TRITEL INC CL A 89675X104 2504 65480 SH SHARED 04 65480
D TRITON PCS HLDGS INC CL A 89677M106 3310 55400 SH SHARED 01 55400
D TRIUMPH GROUP INC NEW COM 896818101 422 14500 SH SHARED 01 14500
D TRIUMPH GROUP INC NEW COM 896818101 87 3000 SH SHARED 02 3000
D TRIUMPH GROUP INC NEW COM 896818101 157 5400 SH SHARED 04 5400
D TRIZETTO GROUP INC COM 896882107 3 100 SH SHARED 04 100
D TRIPOS INC COM 896928108 2 100 SH SHARED 01 100
D TRIZEC HAHN CORP SUB VTG 896938107 3588 239200 SH SHARED 04 239200
D TRIPATH IMAGING INC COM 896942109 14 1580 SH SHARED 01 1580
D TROPICAL SPORTSWEAR INTL CORP COM 89708P102 128 10500 SH SHARED 01 10500
D TROPICAL SPORTSWEAR INTL CORP COM 89708P102 23 1900 SH SHARED 04 1900
D TROY FINL CORP COM 897329108 543 53000 SH SHARED 04 53000
D TRUE NORTH COMMUNICATIONS INC COM 897844106 10507 267290 SH SHARED 01 141449 125841
D TRUE NORTH COMMUNICATIONS INC COM 897844106 1120 28500 SH SHARED 04 28500
D TRUE NORTH COMMUNICATIONS INC COM 897844106 432 11000 SH SHARED 05 11000
D TRUST CO NJ JERSEY CITY NEW COM 898304100 414 21400 SH SHARED 01 21400
D TRUST CO NJ JERSEY CITY NEW COM 898304100 129 6700 SH SHARED 04 6700
D TRUSTCO BK CORP N Y COM 898349105 2191 187530 SH SHARED 01 139318 48212
D TRUSTCO BK CORP N Y COM 898349105 259 22200 SH SHARED 04 22200
D TRUSTMARK CORP COM 898402102 4772 236400 SH SHARED 01 49900 186500
D TRUSTMARK CORP COM 898402102 78 3876 SH SHARED 04 3876
D TUBOS DE ACERO DE MEXICO S A ADR NEW 898592506 5030 307225 SH SHARED 04 307225
D TUBOSCOPE INC COM 898600101 7171 421833 SH SHARED 01 102225 319608
D TUBOSCOPE INC COM 898600101 409 24100 SH SHARED 04 24100
D TUESDAY MORNING CORP COM NEW 899035505 355 24700 SH SHARED 01 24700
D TUESDAY MORNING CORP COM NEW 899035505 2 200 SH SHARED 02 200
D TUESDAY MORNING CORP COM NEW 899035505 47 3292 SH SHARED 04 3292
D TULARIK INC COM 899165104 24 800 SH SHARED 04 800
D TUMBLEWEED COMMUNICATIONS CORP COM 899690101 35 300 SH SHARED 01 300
D TUPPERWARE CORP COM 899896104 11815 747245 SH SHARED 01 582601 164644
D TUPPERWARE CORP COM 899896104 2 144 SH SHARED 02 144
D TUPPERWARE CORP COM 899896104 2580 163203 SH SHARED 04 163203
D TUPPERWARE CORP COM 899896104 22 1400 SH SHARED 05 1400
D TURBOCHEF TECHNOLOGIES INC COM 900006107 38 6300 SH SHARED 01 6300
D TURNSTONE SYSTEMS INC COM 900423104 356 3100 SH SHARED 01 3100
D TUSCARORA INC COM 900902107 3 300 SH SHARED 01 300
D TUT SYSTEMS COM 901103101 7993 134204 SH SHARED 01 36404 97800
D TUT SYSTEMS COM 901103101 285 4800 SH SHARED 04 4800
D TV AZTECA S A DE C V SPONSORED ADR 901145102 30 2100 SH SHARED 04 2100
D TWEETER HOME ENTMT GROUP INC COM 901167106 618 13966 SH SHARED 01 13966
D TWEETER HOME ENTMT GROUP INC COM 901167106 144 3268 SH SHARED 02 3268
D TWEETER HOME ENTMT GROUP INC COM 901167106 966 21847 SH SHARED 04 21847
D 21ST CENTY INS GROUP COM 90130N103 5403 251332 SH SHARED 01 79500 171832
D 21ST CENTY INS GROUP COM 90130N103 1802 83860 SH SHARED 04 83860
D 24 / 7 MEDIA INC COM 901314104 5684 143900 SH SHARED 01 41100 102800
D 24 / 7 MEDIA INC COM 901314104 525 13300 SH SHARED 04 13300
D 24 / 7 MEDIA INC COM 901314104 71 1800 SH SHARED 05 1800
D TWINLAB CORP COM 901774109 267 37600 SH SHARED 01 37600
D TWINLAB CORP COM 901774109 149 21000 SH SHARED 02 21000
D TWINLAB CORP COM 901774109 67 9500 SH SHARED 04 9500
D II VI INC COM 902104108 121 3200 SH SHARED 01 3200
D TYCO INTL LTD NEW COM 902124106 673760 13441597 SH SHARED 01 12970325 471272
D TYCO INTL LTD NEW COM 902124106 12153 242469 SH SHR/OTHR 01 160588 81881
D TYCO INTL LTD NEW COM 902124106 5830 116323 SH SHARED 02 26228 90095
D TYCO INTL LTD NEW COM 902124106 123150 2456865 SH SHARED 04 2456690 175
D TYCO INTL LTD NEW COM 902124106 1107 22100 SH SHARED 05 22100
D TYCO INTL LTD NEW COM 902124106 39087 779800 SH SHARED 06 779800
D TYLER TECHNOLOGIES INC COM 902252105 283 48200 SH SHARED 01 41200 7000
D TYLER TECHNOLOGIES INC COM 902252105 104 17800 SH SHARED 04 17800
D TYSON FOODS INC CL A 902494103 7899 710057 SH SHARED 01 472878 237179
D TYSON FOODS INC CL A 902494103 1588 142828 SH SHARED 04 142828
D TYSON FOODS INC CL A 902494103 290 26100 SH SHARED 05 26100
D UAL CORP COM PAR $0.01 902549500 6576 108700 SH SHARED 01 54716 53984
D UAL CORP COM PAR $0.01 902549500 51 850 SH SHR/OTHR 01 850
D UAL CORP COM PAR $0.01 902549500 169 2800 SH SHARED 02 2500 300
D UAL CORP COM PAR $0.01 902549500 960 15879 SH SHARED 04 15879
D UAL CORP COM PAR $0.01 902549500 496 8200 SH SHARED 05 8200
D UCAR INTL INC COM 90262K109 3231 245050 SH SHARED 01 174946 70104
D UCAR INTL INC COM 90262K109 59 4500 SH SHARED 02 4500
D UCAR INTL INC COM 90262K109 486 36893 SH SHARED 04 36893
D UCAR INTL INC COM 90262K109 60 4600 SH SHARED 05 4600
D UGI CORP NEW COM 902681105 4045 187062 SH SHARED 01 73820 113242
D UGI CORP NEW COM 902681105 352 16300 SH SHARED 04 16300
D UICI COM 902737105 3094 467100 SH SHARED 01 86300 380800
D UICI COM 902737105 102 15400 SH SHARED 04 15400
D UMB FINL CORP COM 902788108 1871 50932 SH SHARED 01 30780 20152
D UMB FINL CORP COM 902788108 260 7100 SH SHARED 04 7100
D USX MARATHON GROUP PFD CONV 6.50% 902905819 11 300 SH SHR/OTHR 01 300
D USX MARATHON GROUP COM NEW 902905827 88618 3400305 SH SHARED 01 2847094 553211
D USX MARATHON GROUP COM NEW 902905827 260 10001 SH SHR/OTHR 01 6506 3495
D USX MARATHON GROUP COM NEW 902905827 1124 43156 SH SHARED 02 4200 38956
D USX MARATHON GROUP COM NEW 902905827 13541 519594 SH SHARED 04 519594
D USX MARATHON GROUP COM NEW 902905827 294 11300 SH SHARED 05 11300
D U S B HLDG INC COM 902910108 181 12150 SH SHARED 01 12150
D U S B HLDG INC COM 902910108 61 4100 SH SHARED 04 4100
D UST INC COM 902911106 29170 1866938 SH SHARED 01 1597435 269503
D UST INC COM 902911106 84 5400 SH SHR/OTHR 01 5400
D UST INC COM 902911106 2 150 SH SHARED 02 150
D UST INC COM 902911106 3678 235405 SH SHARED 04 235405
D UST INC COM 902911106 65 4200 SH SHARED 05 4200
D USA DETERGENTS INC COM 902938109 57 25000 SH SHARED 04 25000
D U S HOME & GARDEN INC COM 902939107 64 15400 SH SHARED 01 15400
D U S HOME & GARDEN INC COM 902939107 16 4000 SH SHARED 02 4000
D U S PLASTIC LMBR CORP COM 902948108 1005 108728 SH SHARED 01 65913 42815
D U S PLASTIC LMBR CORP COM 902948108 115 12500 SH SHARED 04 12500
D U S FRANCHISE SYS INC CL A NEW 902956309 82 16494 SH SHARED 01 16494
D U S FRANCHISE SYS INC CL A NEW 902956309 28 5600 SH SHARED 04 5600
D U S RESTAURANT PPTYS INC COM 902971100 414 31700 SH SHARED 01 29400 2300
D U S RESTAURANT PPTYS INC COM 902971100 39 3000 SH SHR/OTHR 01 3000
D U S RESTAURANT PPTYS INC COM 902971100 126 9700 SH SHARED 04 9700
D U S RESTAURANT PPTYS INC PFD CV SER A 902971209 1586 123200 SH SHARED 04 123200
D US BANCORP DEL COM 902973106 175882 8040329 SH SHARED 01 6864224 1176105
D US BANCORP DEL COM 902973106 54 2493 SH SHR/OTHR 01 2493
D US BANCORP DEL COM 902973106 146 6699 SH SHARED 02 6699
D US BANCORP DEL COM 902973106 21549 985123 SH SHARED 04 985123
D US BANCORP DEL COM 902973106 325 14900 SH SHARED 05 14900
D U S LIQUIDS INC COM 902974104 319 49100 SH SHARED 01 21600 27500
D U S LIQUIDS INC COM 902974104 35 5500 SH SHARED 04 5500
D U S TIMBERLANDS CO L P COM UNITS 902977107 716 72100 SH SHARED 04 72100
D USA NETWORKS INC COM 902984103 20035 888012 SH SHARED 01 632666 255346
D USA NETWORKS INC COM 902984103 22 1000 SH SHR/OTHR 01 1000
D USA NETWORKS INC COM 902984103 29 1308 SH SHARED 02 1308
D USA NETWORKS INC COM 902984103 359 15923 SH SHARED 04 15923
D URS CORP NEW COM 903236107 282 21500 SH SHARED 01 21500
D URS CORP NEW COM 903236107 135 10300 SH SHARED 04 10300
D USANA INC COM 90328M107 2 500 SH SHARED 01 500
D U S CAN CORP COM 90328W105 289 14900 SH SHARED 01 14900
D U S CAN CORP COM 90328W105 291 15000 SH SHARED 02 15000
D U S CAN CORP COM 90328W105 73 3800 SH SHARED 04 3800
D U S G CORP COM NEW 903293405 10834 258362 SH SHARED 01 150431 107931
D U S G CORP COM NEW 903293405 90 2164 SH SHARED 02 1438 726
D U S G CORP COM NEW 903293405 1510 36028 SH SHARED 04 36028
D U S G CORP COM NEW 903293405 167 4000 SH SHARED 05 4000
D U S G CORP COM NEW 903293405 6961 166000 SH SHARED 06 166000
D U S FOODSERVICE COM 90331R101 3640 141394 SH SHARED 06 141394
D U S FOODSERVICE COM 90331R101 28998 1126174 SH SHARED 01 1126174
D U S FOODSERVICE COM 90331R101 21 840 SH SHARED 02 840
D U S FOODSERVICE COM 90331R101 5474 212594 SH SHARED 04 212594
D U S FOODSERVICE COM 90331R101 298 11600 SH SHARED 05 11600
D US LEC CORP CL A 90331S109 483 12160 SH SHARED 01 12160
D US LEC CORP CL A 90331S109 318 8000 SH SHARED 04 8000
D U S A FLORAL PRODS INC COM 90331T107 39 25000 SH SHARED 01 25000
D U S AUTOMOTIVE MFG INC COM NEW 90332B204 2 1853 SH SHARED 01 1853
D USEC INC COM 90333E108 7771 1636063 SH SHARED 01 1636063
D USEC INC COM 90333E108 624 131500 SH SHARED 04 131500
D U S CONCRETE INC COM 90333L102 1928 321400 SH SHARED 04 321400
D U S AGGREGATES INC COM 90334D109 416 29000 SH SHARED 02 18500 10500
D U S INTERACTIVE INC COM 90334M109 147 4125 SH SHARED 01 4125
D U S INTERACTIVE INC COM 90334M109 0 25 SH SHR/OTHR 01 25
D U S INTERACTIVE INC COM 90334M109 10 307 SH SHARED 02 300 7
D USX-U S STL COM 90337T101 30077 1203119 SH SHARED 01 1071684 131435
D USX-U S STL COM 90337T101 38 1550 SH SHR/OTHR 01 701 849
D USX-U S STL COM 90337T101 58 2320 SH SHARED 02 423 1897
D USX-U S STL COM 90337T101 2922 116912 SH SHARED 04 116912
D USP REAL ESTATE INVT TR SH BEN INT 903370104 21 3800 SH SHARED 01 3800
D USP REAL ESTATE INVT TR SH BEN INT 903370104 11 2000 SH SHARED 04 2000
D U S XPRESS ENTERPRISES INC CL A 90338N103 126 14309 SH SHARED 01 14309
D U S XPRESS ENTERPRISES INC CL A 90338N103 21 2400 SH SHARED 04 2400
D US ONCOLOGY INC COM 90338W103 1444 321049 SH SHARED 01 160843 160206
D US ONCOLOGY INC COM 90338W103 63 14000 SH SHARED 02 14000
D US ONCOLOGY INC COM 90338W103 2129 473300 SH SHARED 03 473300
D US ONCOLOGY INC COM 90338W103 108 24066 SH SHARED 04 24066
D USOL HLDGS INC COM 90338Y109 115 9800 SH SHARED 02 9800
D UTI ENERGY CORP COM 903387108 777 20600 SH SHARED 01 20600
D UTI ENERGY CORP COM 903387108 415 11000 SH SHARED 04 11000
D UBID INC COM 903469104 1273 43455 SH SHARED 01 5748 37707
D UBID INC COM 903469104 38 1300 SH SHARED 04 1300
D ULTRALIFE BATTERIES INC COM 903899102 14 1000 SH SHARED 02 1000
D ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 10676 420738 SH SHARED 01 224718 196020
D ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 88 3501 SH SHARED 02 510 2991
D ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 4682 184546 SH SHARED 04 184546
D ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 469 18500 SH SHARED 05 18500
D ULTRATECH STEPPER INC COM 904034105 3695 259328 SH SHARED 01 56069 203259
D ULTRATECH STEPPER INC COM 904034105 171 12000 SH SHARED 02 12000
D ULTRATECH STEPPER INC COM 904034105 128 9000 SH SHARED 04 9000
D UNIBANCO-UNIAO DE BANCOS BRASL GDR REP PFD UT 90458E107 22 700 SH SHARED 01 700
D UNIBANCO-UNIAO DE BANCOS BRASL GDR REP PFD UT 90458E107 323 10200 SH SHARED 04 10200
D UNICAPITAL CORP NEW COM 90459D108 1129 475400 SH SHARED 01 154622 320778
D UNICAPITAL CORP NEW COM 90459D108 51 21800 SH SHARED 04 21800
D UNICOMP INC COM PAR$.01NEW 90465L409 52 8600 SH SHARED 01 8600
D UNIFAB INTERNATIONAL INC COM 90467L100 44 5500 SH SHARED 02 5500
D UNIFAB INTERNATIONAL INC COM 90467L100 540 67600 SH SHARED 04 67600
D UNIFI INC COM 904677101 4198 469769 SH SHARED 01 214662 255107
D UNIFI INC COM 904677101 435 48697 SH SHARED 04 48697
D UNIFI INC COM 904677101 55 6200 SH SHARED 05 6200
D UNIFIRST CORP MASS COM 904708104 933 83000 SH SHARED 01 24800 58200
D UNIFIRST CORP MASS COM 904708104 50 4500 SH SHARED 04 4500
D UNIFY CORP COM 904743101 94 4600 SH SHARED 01 4600
D UNILEVER PLC SPON ADR NEW 904767704 9 357 SH SHARED 01 357
D UNILEVER PLC SPON ADR NEW 904767704 46 1785 SH SHR/OTHR 01 1785
D UNILEVER PLC SPON ADR NEW 904767704 130 4998 SH SHARED 02 1428 3570
D UNILEVER PLC SPON ADR NEW 904767704 0 1 SH SHARED 04 1
D UNILEVER N V N Y SHS NEW 904784709 181239 3766015 SH SHARED 01 3746224 19791
D UNILEVER N V N Y SHS NEW 904784709 871 18118 SH SHR/OTHR 01 11157 6961
D UNILEVER N V N Y SHS NEW 904784709 9 200 SH SHARED 02 200
D UNILEVER N V N Y SHS NEW 904784709 32928 684232 SH SHARED 04 684232
D UNIMARK GROUP INC COM 904789104 20 17600 SH SHARED 01 17600
D UNICOM CORP COM 904911104 88853 2434339 SH SHARED 01 2128762 305577
D UNICOM CORP COM 904911104 106 2929 SH SHR/OTHR 01 1700 1229
D UNICOM CORP COM 904911104 10 300 SH SHARED 02 300
D UNICOM CORP COM 904911104 10376 284279 SH SHARED 04 284279
D UNICOM CORP COM 904911104 178 4900 SH SHARED 05 4900
D UNIGRAPHICS SOLUTIONS INC CL A 904928108 322 10900 SH SHARED 01 10900
D UNIGRAPHICS SOLUTIONS INC CL A 904928108 65 2200 SH SHARED 04 2200
D UNION CARBIDE CORP COM 905581104 89812 1540214 SH SHARED 01 1406005 134209
D UNION CARBIDE CORP COM 905581104 288 4950 SH SHR/OTHR 01 550 4400
D UNION CARBIDE CORP COM 905581104 55 950 SH SHARED 02 950
D UNION CARBIDE CORP COM 905581104 25126 430890 SH SHARED 04 430890
D UNION CARBIDE CORP COM 905581104 17 300 SH SHARED 05 300
D UNION PAC CORP COM 907818108 109868 2808144 SH SHARED 01 2399032 409112
D UNION PAC CORP COM 907818108 2375 60709 SH SHR/OTHR 01 32806 27903
D UNION PAC CORP COM 907818108 1356 34679 SH SHARED 02 6050 28629
D UNION PAC CORP COM 907818108 13035 333188 SH SHARED 04 333188
D UNION PAC CORP COM 907818108 899 23000 SH SHARED 06 23000
D UNION PAC RES GROUP INC COM 907834105 40245 2775532 SH SHARED 01 2356025 419507
D UNION PAC RES GROUP INC COM 907834105 474 32740 SH SHR/OTHR 01 13173 19567
D UNION PAC RES GROUP INC COM 907834105 927 63946 SH SHARED 02 11045 52901
D UNION PAC RES GROUP INC COM 907834105 4808 331637 SH SHARED 04 331637
D UNION PAC RES GROUP INC COM 907834105 82 5700 SH SHARED 05 5700
D UNION PLANTERS CORP COM 908068109 46216 1499967 SH SHARED 01 1280630 219337
D UNION PLANTERS CORP COM 908068109 21 700 SH SHARED 02 700
D UNION PLANTERS CORP COM 908068109 7140 231728 SH SHARED 04 231728
D UNION PLANTERS CORP COM 908068109 64 2100 SH SHARED 05 2100
D UNION PLANTERS CORP PFD CONV CL E 908068307 14 400 SH SHARED 02 400
D UNIONBANCAL CORP COM 908906100 4663 169200 SH SHARED 01 91100 78100
D UNIONBANCAL CORP COM 908906100 157 5697 SH SHARED 04 5697
D UNIONBANCAL CORP COM 908906100 101 3700 SH SHARED 05 3700
D UNIROYAL TECHNOLOGY CORP COM 909163107 817 17400 SH SHARED 01 17400
D UNIROYAL TECHNOLOGY CORP COM 909163107 424 9025 SH SHARED 04 9025
D UNISOURCE ENERGY CORP COM 909205106 3104 211404 SH SHARED 01 81600 129804
D UNISOURCE ENERGY CORP COM 909205106 20473 1394000 SH SHARED 04 1394000
D UNISYS CORP COM 909214108 80984 3152742 SH SHARED 01 2800094 352648
D UNISYS CORP COM 909214108 128 5000 SH SHR/OTHR 01 5000
D UNISYS CORP COM 909214108 102 4007 SH SHARED 02 1831 2176
D UNISYS CORP COM 909214108 50946 1983344 SH SHARED 04 1983344
D UNIT CORP COM 909218109 55 5000 SH SHARED 02 5000
D UNITED ASSET MGMT CORP COM 909420101 1515 87533 SH SHARED 01 87533
D UNITED ASSET MGMT CORP COM 909420101 377 21800 SH SHARED 04 21800
D UNITED AUTO GROUP INC COM 909440109 282 32100 SH SHARED 01 32100
D UNITED AUTO GROUP INC COM 909440109 77 8800 SH SHARED 04 8800
D UNITED CMNTY FINL CORP OHIO COM 909839102 292 41942 SH SHARED 01 41942
D UNITED CMNTY FINL CORP OHIO COM 909839102 98 14100 SH SHARED 04 14100
D UNITED BANKSHARES INC WEST VA COM 909907107 11857 538957 SH SHARED 01 104527 434430
D UNITED BANKSHARES INC WEST VA COM 909907107 389 17700 SH SHARED 04 17700
D UNITED CAPITAL CORP COM 909912107 5 500 SH SHARED 01 500
D UNITED DOMINION INDS LTD COM 909914103 170 9400 SH SHARED 01 9400
D UNITED DOMINION INDS LTD COM 909914103 43 2400 SH SHARED 04 2400
D UNITED DOMINION REALTY TR INC COM 910197102 6974 693143 SH SHARED 01 242487 450656
D UNITED DOMINION REALTY TR INC COM 910197102 10 1000 SH SHR/OTHR 01 1000
D UNITED DOMINION REALTY TR INC COM 910197102 1002 99592 SH SHARED 02 28692 70900
D UNITED DOMINION REALTY TR INC COM 910197102 432 43000 SH SHARED 04 43000
D UNITED FIRE & CAS CO COM 910331107 208 10825 SH SHARED 01 10825
D UNITED FIRE & CAS CO COM 910331107 55 2900 SH SHARED 04 2900
D UNITED HERITAGE CORP COM NEW 91058F304 1 200 SH SHARED 02 200
D UNITED HEALTHCARE CORP COM 910581107 117622 1972708 SH SHARED 01 1740712 231996
D UNITED HEALTHCARE CORP COM 910581107 1141 19151 SH SHARED 02 6450 12701
D UNITED HEALTHCARE CORP COM 910581107 18609 312115 SH SHARED 04 312115
D UNITED ILLUM CO COM 910637107 3359 85600 SH SHARED 01 40400 45200
D UNITED ILLUM CO COM 910637107 27 700 SH SHARED 02 700
D UNITED ILLUM CO COM 910637107 3760 95800 SH SHARED 04 95800
D UNITED INDL CORP COM 910671106 84 8400 SH SHARED 02 300 8100
D UNITED NATL BANCORP N J COM 910909100 486 22544 SH SHARED 01 22544
D UNITED NATL BANCORP N J COM 910909100 142 6600 SH SHARED 04 6600
D UNITED MOBILE HOMES INC COM 911024107 2 300 SH SHARED 01 300
D UNITED NAT FOODS INC COM 911163103 208 13900 SH SHARED 01 13900
D UNITED NAT FOODS INC COM 911163103 13 900 SH SHARED 02 900
D UNITED NAT FOODS INC COM 911163103 54 3600 SH SHARED 04 3600
D UNITED PAN-EUROPE COMMUNCTN NV SPON ADR A SHS 911300200 193 3900 SH SHARED 04 3900
D UNITED PAN-EUROPE COMMUNCTN NV SPON ADR A SHS 911300200 257 5200 SH SHARED 05 5200
D UNITED PANAM FINANCIAL CP COM 911301109 61 46900 SH SHARED 04 46900
D UNITED PARCEL SERVICE INC CL B 911312106 7470 118600 SH SHARED 01 102700 15900
D UNITED PARCEL SERVICE INC CL B 911312106 1186 18830 SH SHR/OTHR 01 5630 13200
D UNITED PARCEL SERVICE INC CL B 911312106 2226 35346 SH SHARED 02 22800 12546
D UNITED PARCEL SERVICE INC CL B 911312106 434 6900 SH SHARED 04 6900
D UNITED PARCEL SERVICE INC CL B 911312106 1455 23100 SH SHARED 05 23100
D UNITED PARK CITY MINES CO COM NEW 911315208 60 2500 SH SHARED 01 2500
D UNITED PAYORS&UTD PROVIDERS COM 911319101 0 6700 SH SHARED 01 6700
D UNITED RENTALS INC COM 911363109 3174 184000 SH SHARED 01 17012 166988
D UNITED RENTALS INC COM 911363109 862 50000 SH SHARED 02 50000
D UNITED RENTALS INC COM 911363109 108 6297 SH SHARED 04 6297
D UNITED RETAIL GROUP INC COM 911380103 160 16900 SH SHARED 01 16900
D UNITED RETAIL GROUP INC COM 911380103 52 5500 SH SHARED 04 5500
D UNITED STATES CELLULAR CORP LYON ZERO 15 911684AA6 47635 73854000 PRN SHARED 04 73854000
D UNITED STATES CELLULAR CORP COM 911684108 5437 76582 SH SHARED 01 39011 37571
D UNITED STATES CELLULAR CORP COM 911684108 67 948 SH SHARED 04 948
D UNITED STATES CELLULAR CORP COM 911684108 85 1200 SH SHARED 05 1200
D U S ENERGY CORP WYO COM 911805109 35 11800 SH SHARED 01 11800
D US AIRWAYS GROUP INC COM 911905107 22190 797877 SH SHARED 01 680332 117545
D US AIRWAYS GROUP INC COM 911905107 13 500 SH SHR/OTHR 01 500
D US AIRWAYS GROUP INC COM 911905107 2 100 SH SHARED 02 100
D US AIRWAYS GROUP INC COM 911905107 2460 88484 SH SHARED 04 88484
D US AIRWAYS GROUP INC COM 911905107 83 3000 SH SHARED 05 3000
D U S HOME CORP NEW COM 911920106 5760 151600 SH SHARED 01 56361 95239
D U S HOME CORP NEW COM 911920106 22271 586100 SH SHARED 04 586100
D U S INDS INC NEW COM 912080108 2599 235021 SH SHARED 01 83966 151055
D U S INDS INC NEW COM 912080108 43 3900 SH SHARED 02 3800 100
D U S INDS INC NEW COM 912080108 1184 107078 SH SHARED 04 107078
D U S OFFICE PRODS CO COM NEW 912325305 320 128214 SH SHARED 01 128214
D U S OFFICE PRODS CO COM NEW 912325305 0 137 SH SHR/OTHR 01 137
D U S OFFICE PRODS CO COM NEW 912325305 1 548 SH SHARED 02 274 274
D U S OFFICE PRODS CO COM NEW 912325305 291 116486 SH SHARED 04 116486
D U S WEST INC NEW COM 91273H101 436072 6004436 SH SHARED 01 5183150 821286
D U S WEST INC NEW COM 91273H101 8616 118646 SH SHR/OTHR 01 67865 50781
D U S WEST INC NEW COM 91273H101 403 5549 SH SHARED 02 939 4610
D U S WEST INC NEW COM 91273H101 138717 1910048 SH SHARED 04 1910048
D U S WEST INC NEW COM 91273H101 1902 26200 SH SHARED 05 26200
D U S TR CORP NEW COM 91288L105 23330 123253 SH SHARED 01 82870 998 39385
D U S TR CORP NEW COM 91288L105 28 150 SH SHARED 02 150
D U S TR CORP NEW COM 91288L105 5880 31067 SH SHARED 04 31067
D UNITED STATIONERS INC COM 913004107 2291 64219 SH SHARED 01 64219
D UNITED STATIONERS INC COM 913004107 22 636 SH SHARED 02 636
D UNITED STATIONERS INC COM 913004107 524 14700 SH SHARED 04 14700
D UNITED TECHNOLOGIES CORP COM 913017109 335693 5312700 SH SHARED 01 4648348 664352
D UNITED TECHNOLOGIES CORP COM 913017109 997 15794 SH SHR/OTHR 01 8000 7794
D UNITED TECHNOLOGIES CORP COM 913017109 724 11466 SH SHARED 02 1800 9666
D UNITED TECHNOLOGIES CORP COM 913017109 30850 488248 SH SHARED 04 488198 50
D UNITED TECHNOLOGIES CORP COM 913017109 2445 38700 SH SHARED 05 38700
D UNITED TECHNOLOGIES CORP COM 913017109 28952 458200 SH SHARED 06 458200
D UNITED TELEVISION INC COM 913066106 4159 31425 SH SHARED 01 7141 24284
D UNITED TELEVISION INC COM 913066106 211 1600 SH SHARED 04 1600
D UNITED THERAPEUTICS CORP DEL COM 91307C102 1624 20900 SH SHARED 02 17200 3700
D UNITED THERAPEUTICS CORP DEL COM 91307C102 29 378 SH SHARED 04 378
D UNITED WTR RES INC COM 913190104 28715 826346 SH SHARED 01 826346
D UNITED WTR RES INC COM 913190104 170 4900 SH SHARED 02 800 4100
D UNITED WTR RES INC COM 913190104 3179 91500 SH SHARED 04 91500
D UNITEDGLOBALCOM CV PFD 1/20 913247102 49415 525000 SH SHARED 04 525000
D UNITEDGLOBALCOM CV PFD 1/20DSR 913247201 90595 962500 SH SHARED 04 962500
D UNITEDGLOBALCOM CL A 913247508 78728 1048849 SH SHARED 01 758067 290782
D UNITEDGLOBALCOM CL A 913247508 5904 78662 SH SHARED 04 78662
D UNITEDGLOBALCOM PFD D DEP1/20 913247805 18183 267400 SH SHARED 04 267400
D UNITIL CORP COM 913259107 9 334 SH SHARED 01 334
D UNITIL CORP COM 913259107 3 134 SH SHR/OTHR 01 134
D UNITIL CORP COM 913259107 1463 49500 SH SHARED 04 49500
D UNITRIN INC COM 913275103 11511 289590 SH SHARED 01 178900 110690
D UNITRIN INC COM 913275103 244 6150 SH SHARED 02 400 5750
D UNITRIN INC COM 913275103 2645 66562 SH SHARED 04 66562
D UNITRIN INC COM 913275103 270 6800 SH SHARED 05 6800
D UNIVERSAL CORP VA COM 913456109 3048 202388 SH SHARED 01 114621 87767
D UNIVERSAL CORP VA COM 913456109 486 32296 SH SHARED 04 32296
D UNIVERSAL CORP VA COM 913456109 52 3500 SH SHARED 05 3500
D UNIVERSAL ELECTRS INC COM 913483103 150 6200 SH SHARED 01 6200
D UNIVERSAL ELECTRS INC COM 913483103 266 11000 SH SHARED 02 11000
D UNIVERSAL FOODS CORP COM 913538104 12421 581103 SH SHARED 01 440353 140750
D UNIVERSAL FOODS CORP COM 913538104 41 1938 SH SHR/OTHR 01 1938
D UNIVERSAL FOODS CORP COM 913538104 1495 69961 SH SHARED 04 69961
D UNIVERSAL FOODS CORP COM 913538104 111 5200 SH SHARED 05 5200
D UNIVERSAL FST PRODS INC COM 913543104 298 24100 SH SHARED 01 24100
D UNIVERSAL FST PRODS INC COM 913543104 76 6200 SH SHARED 04 6200
D UNIVERSAL HEALTH RLTY INCM TR SH BEN INT 91359E105 75 4800 SH SHARED 01 4800
D UNIVERSAL HEALTH RLTY INCM TR SH BEN INT 91359E105 75 4800 SH SHR/OTHR 01 4800
D UNIVERSAL HLTH SVCS INC CL B 913903100 11333 231297 SH SHARED 01 73803 157494
D UNIVERSAL HLTH SVCS INC CL B 913903100 1493 30473 SH SHARED 04 30473
D UNO RESTAURANT CORP COM 914900105 2 275 SH SHARED 01 275
D UNIVISION COMMUNICATIONS INC CL A 914906102 58017 513429 SH SHARED 01 370592 142837
D UNIVISION COMMUNICATIONS INC CL A 914906102 101 900 SH SHR/OTHR 01 900
D UNIVISION COMMUNICATIONS INC CL A 914906102 146 1300 SH SHARED 02 1300
D UNIVISION COMMUNICATIONS INC CL A 914906102 5223 46230 SH SHARED 04 46230
D UNIVISION COMMUNICATIONS INC CL A 914906102 949 8400 SH SHARED 05 8400
D UNOCAL CORP COM 915289102 82601 2776530 SH SHARED 01 2376229 400301
D UNOCAL CORP COM 915289102 173 5820 SH SHR/OTHR 01 280 5540
D UNOCAL CORP COM 915289102 1677 56389 SH SHARED 02 24365 32024
D UNOCAL CORP COM 915289102 18984 638150 SH SHARED 04 638150
D UNOCAL CORP COM 915289102 916 30800 SH SHARED 05 30800
D UNOVA INC COM 91529B106 4122 305373 SH SHARED 01 131641 173732
D UNOVA INC COM 91529B106 18 1400 SH SHR/OTHR 01 1400
D UNOVA INC COM 91529B106 272 20200 SH SHARED 04 20200
D UNUMPROVIDENT CORP COM 91529Y106 42134 2487744 SH SHARED 01 2152163 335581
D UNUMPROVIDENT CORP COM 91529Y106 42 2497 SH SHARED 02 1277 1220
D UNUMPROVIDENT CORP COM 91529Y106 6301 372055 SH SHARED 04 372055
D UNUMPROVIDENT CORP COM 91529Y106 40 2400 SH SHARED 05 2400
D UPM KYMMENE CORP SPONSORED ADR 915436109 1800 64300 SH SHARED 04 64300
D USFREIGHTWAYS CORP COM 916906100 28373 757901 SH SHARED 01 558401 199500
D USFREIGHTWAYS CORP COM 916906100 1096 29300 SH SHARED 04 29300
D URBAN OUTFITTERS INC COM 917047102 197 13400 SH SHARED 01 13400
D URBAN OUTFITTERS INC COM 917047102 61 4200 SH SHARED 04 4200
D URBAN OUTFITTERS INC COM 917047102 1 100 SH SHARED 05 100
D URBAN SHOPPING CTRS INC COM 917060105 1984 68300 SH SHARED 01 16800 51500
D URBAN SHOPPING CTRS INC COM 917060105 223 7700 SH SHARED 04 7700
D UROLOGIX INC COM 917273104 41 4800 SH SHARED 01 4800
D UROLOGIX INC COM 917273104 42 4933 SH SHARED 04 4933
D USABANCSHARES COM INC COM 917289100 58 7714 SH SHARED 01 7714
D USBANCORP INC PA COM 917292104 306 27200 SH SHARED 01 27200
D USBANCORP INC PA COM 917292104 63 5600 SH SHARED 04 5600
D USINTERNETWORKING INC SUB CV 144A7%04 917311AE2 1223 500000 PRN SHARED 01 500000
D USINTERNETWORKING INC SUB CV 144A7%04 917311AE2 4708 1925000 PRN SHARED 04 1925000
D USINTERNETWORKING INC COM 917311805 8241 212675 SH SHARED 01 86500 126175
D USINTERNETWORKING INC COM 917311805 8 225 SH SHR/OTHR 01 225
D USINTERNETWORKING INC COM 917311805 134 3469 SH SHARED 02 3469
D USINTERNETWORKING INC COM 917311805 372 9600 SH SHARED 04 9600
D USLIFE INCOME FD INC COM 917324105 2 300 SH SHARED 02 300
D UTILICORP UTD INC COM 918005109 6348 351511 SH SHARED 01 213774 137737
D UTILICORP UTD INC COM 918005109 28 1563 SH SHARED 02 1563
D UTILICORP UTD INC COM 918005109 863 47823 SH SHARED 04 47823
D UTILICORP UTD INC COM 918005109 180 10000 SH SHARED 05 10000
D UTSTARCOM INC COM 918076100 11720 150147 SH SHARED 01 150147
D UTSTARCOM INC COM 918076100 487 6250 SH SHARED 02 6250
D VA LINUX SYSTEMS INC COM 91819B105 185 3075 SH SHARED 01 3000 75
D VA LINUX SYSTEMS INC COM 91819B105 363 6025 SH SHARED 02 5840 185
D VA LINUX SYSTEMS INC COM 91819B105 55 924 SH SHARED 04 924
D V F CORP COM 918204108 29326 1218771 SH SHARED 01 1081831 136940
D V F CORP COM 918204108 3494 145211 SH SHARED 04 145211
D V F CORP COM 918204108 89 3700 SH SHARED 05 3700
D VIB CORP COM 91823H106 1 271 SH SHARED 02 271
D V-ONE CORP COM 918278102 70 13100 SH SHARED 01 13100
D VSE CORP COM 918284100 3 500 SH SHARED 01 500
D VTEL CORP COM 918333105 127 16400 SH SHARED 01 16400
D VAIL BANKS INC COM 918779109 63 7100 SH SHARED 01 7100
D VAIL RESORTS INC COM 91879Q109 691 41900 SH SHARED 01 41900
D VAIL RESORTS INC COM 91879Q109 151 9200 SH SHARED 04 9200
D VALASSIS COMMUNICATIONS INC COM 918866104 9790 293900 SH SHARED 01 181212 112688
D VALASSIS COMMUNICATIONS INC COM 918866104 99 3000 SH SHR/OTHR 01 3000
D VALASSIS COMMUNICATIONS INC COM 918866104 2 75 SH SHARED 02 75
D VALASSIS COMMUNICATIONS INC COM 918866104 1723 51738 SH SHARED 04 51738
D VALASSIS COMMUNICATIONS INC COM 918866104 216 6500 SH SHARED 05 6500
D VALHI INC NEW COM 918905100 2027 181264 SH SHARED 01 20000 161264
D VALHI INC NEW COM 918905100 5 474 SH SHARED 04 474
D VALENCE TECHNOLOGY INC COM 918914102 791 33583 SH SHARED 01 33583
D VALENCE TECHNOLOGY INC COM 918914102 235 10000 SH SHARED 04 10000
D VALENTIS INC COM 91913E104 123 10900 SH SHARED 01 10900
D VALERO ENERGY CORP NEW COM 91913Y100 9622 313571 SH SHARED 01 180895 132676
D VALERO ENERGY CORP NEW COM 91913Y100 92 3000 SH SHR/OTHR 01 3000
D VALERO ENERGY CORP NEW COM 91913Y100 52 1700 SH SHARED 02 800 900
D VALERO ENERGY CORP NEW COM 91913Y100 1872 61020 SH SHARED 04 61020
D VALERO ENERGY CORP NEW COM 91913Y100 147 4800 SH SHARED 05 4800
D VALLEY MEDIA INC COM 91972C106 70 12341 SH SHARED 01 12341
D VALLEY MEDIA INC COM 91972C106 5 1000 SH SHARED 02 1000
D VALLEY MEDIA INC COM 91972C106 8 1400 SH SHARED 04 1400
D VALLEY NATL BANCORP COM 919794107 2797 104091 SH SHARED 01 42090 62001
D VALLEY NATL BANCORP COM 919794107 11 446 SH SHARED 02 446
D VALLEY NATL BANCORP COM 919794107 101 3758 SH SHARED 04 3758
D VALMONT INDS INC COM 920253101 491 28500 SH SHARED 01 28500
D VALMONT INDS INC COM 920253101 122 7100 SH SHARED 04 7100
D VALSPAR CORP COM 920355104 8561 223479 SH SHARED 01 34889 188590
D VALSPAR CORP COM 920355104 94 2472 SH SHARED 04 2472
D VALUE AMER INC COM 92038N102 216 66506 SH SHARED 01 66506
D VALUE AMER INC COM 92038N102 13 4200 SH SHARED 04 4200
D VALUE CITY DEPT STORES INC COM 920387107 262 18900 SH SHARED 01 18900
D VALUE CITY DEPT STORES INC COM 920387107 97 7000 SH SHARED 04 7000
D VALUE LINE INC COM 920437100 99 2700 SH SHARED 01 2700
D VALUE LINE INC COM 920437100 33 900 SH SHARED 04 900
D VALUEVISION INTL INC CL A 92047K107 11204 270800 SH SHARED 01 64232 206568
D VALUEVISION INTL INC CL A 92047K107 662 16000 SH SHARED 04 16000
D VAN KAMPEN MUN TR SH BEN INT 920919107 12 1000 SH SHARED 02 1000
D VAN KAMPEN TR INVT GRADE CALIF COM 920930104 103 7000 SH SHR/OTHR 01 7000
D VAN KAMPEN BD FD COM 920955101 2 150 SH SHARED 02 150
D VAN KAMPEN CONV SECS FD COM 920956109 159 5000 SH SHARED 04 5000
D VAN KAMPEN MASS VALUE MUN INCM COM SH BEN INT 92112R102 20 1500 SH SHARED 02 1500
D VANS INC COM 921930103 1178 73100 SH SHARED 01 73100
D VARCO INTL INC COM 922126107 4792 379604 SH SHARED 01 191397 188207
D VARCO INTL INC COM 922126107 892 70655 SH SHARED 04 70655
D VARCO INTL INC COM 922126107 69 5500 SH SHARED 05 5500
D VARI-L CO INC COM 922150107 88 3400 SH SHARED 01 3400
D VARIAN MED SYS INC COM 92220P105 7893 173014 SH SHARED 01 90383 82631
D VARIAN MED SYS INC COM 92220P105 45 1000 SH SHR/OTHR 01 1000
D VARIAN MED SYS INC COM 92220P105 3128 68562 SH SHARED 04 68562
D VARIAN INC COM 922206107 8222 214277 SH SHARED 01 75750 138527
D VARIAN INC COM 922206107 782 20400 SH SHARED 04 20400
D VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 13345 209755 SH SHARED 01 73475 136280
D VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 808 12700 SH SHARED 04 12700
D VASOGEN INC COM 92232F103 1 160 SH SHARED 02 160
D VASOMEDICAL INC COM 922321104 1598 270700 SH SHARED 01 145700 125000
D VASTAR RES INC COM 922380100 1493 20100 SH SHARED 01 20100
D VASTAR RES INC COM 922380100 11625 156448 SH SHARED 04 156448
D VEBA AG SPONSORED ADR 92239H102 25 500 SH SHARED 04 500
D VEECO INSTRS INC DEL COM 922417100 1450 19600 SH SHARED 01 19600
D VEECO INSTRS INC DEL COM 922417100 148 2000 SH SHR/OTHR 01 2000
D VEECO INSTRS INC DEL COM 922417100 362 4900 SH SHARED 02 4800 100
D VEECO INSTRS INC DEL COM 922417100 303 4100 SH SHARED 04 4100
D VENTAS INC COM 92276F100 1141 344759 SH SHARED 01 120679 224080
D VENTAS INC COM 92276F100 0 300 SH SHARED 02 300
D VENTAS INC COM 92276F100 73 22300 SH SHARED 04 22300
D VENTANA MED SYS INC COM 92276H106 2452 56796 SH SHARED 01 27996 28800
D VENTANA MED SYS INC COM 92276H106 341 7900 SH SHARED 04 7900
D VENTIV HEALTH INC COM 922793104 853 84855 SH SHARED 01 32223 52632
D VENTIV HEALTH INC COM 922793104 8 833 SH SHARED 02 833
D VENTIV HEALTH INC COM 922793104 693 68939 SH SHARED 04 68939
D VENTRO CORP COM 922815105 356 6300 SH SHARED 01 6050 250
D VENTRO CORP COM 922815105 305 5400 SH SHARED 02 5000 400
D VENTRO CORP COM 922815105 2429 42900 SH SHARED 04 42900
D VENATOR GROUP INC COM 922944103 5709 638897 SH SHARED 01 207137 431760
D VENATOR GROUP INC COM 922944103 28 3200 SH SHR/OTHR 01 3200
D VENATOR GROUP INC COM 922944103 80 8965 SH SHARED 04 8965
D VERITY INC COM 92343C106 7930 194617 SH SHARED 01 67099 127518
D VERITY INC COM 92343C106 525 12900 SH SHARED 04 12900
D VERISIGN INC COM 92343E102 57393 383900 SH SHARED 01 141350 242550
D VERISIGN INC COM 92343E102 1280 8565 SH SHARED 02 5725 2840
D VERISIGN INC COM 92343E102 528241 3533389 SH SHARED 04 3533389
D VERITAS DGC INC COM 92343P107 1245 44300 SH SHARED 01 43500 800
D VERITAS DGC INC COM 92343P107 300 10700 SH SHARED 04 10700
D VERILINK CORP COM 923432108 89 6100 SH SHARED 01 6100
D VERILINK CORP COM 923432108 212 14500 SH SHARED 02 14500
D VERIO INC COM 923433106 5333 118370 SH SHARED 01 102355 16015
D VERIO INC COM 923433106 330 7340 SH SHARED 02 6700 640
D VERIO INC COM 923433106 190 4232 SH SHARED 04 4232
D VERITAS SOFTWARE CO SB NT CV 5.25%04 923436AB5 2210 160000 PRN SHARED 04 160000
D VERITAS SOFTWARE CO COM 923436109 413705 3158054 SH SHARED 01 2580538 577516
D VERITAS SOFTWARE CO COM 923436109 16955 129430 SH SHARED 02 123655 5775
D VERITAS SOFTWARE CO COM 923436109 116509 889387 SH SHARED 04 889387
D VERITAS SOFTWARE CO COM 923436109 1729 13200 SH SHARED 05 13200
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 137 6500 SH SHARED 01 6500
D VERSANT CORP COM 925284101 98 7300 SH SHARED 01 7300
D VERSATEL TELECOM INTL N V SPONSORED ADR 925301103 962 19900 SH SHARED 04 19900
D VERTEX PHARMACEUTICALS INC COM 92532F100 9122 194882 SH SHARED 01 85337 109545
D VERTEX PHARMACEUTICALS INC COM 92532F100 28 600 SH SHR/OTHR 01 600
D VERTEX PHARMACEUTICALS INC COM 92532F100 56 1200 SH SHARED 02 1000 200
D VERTEX PHARMACEUTICALS INC COM 92532F100 500 10700 SH SHARED 04 10700
D VERTICALNET INC SB DB CV 144A 04 92532LAA5 66820 18812000 PRN SHARED 04 18812000
D VERTICALNET INC COM 92532L107 26537 195128 SH SHARED 01 79647 115481
D VERTICALNET INC COM 92532L107 949 6985 SH SHARED 02 6685 300
D VERTICALNET INC COM 92532L107 2135 15700 SH SHARED 04 15700
D VERTICALNET INC COM 92532L107 149 1100 SH SHARED 05 1100
D VETERINARY CTRS AMER INC SB DB CV 5.25%06 925514AB7 3307 3695000 PRN SHARED 04 3695000
D VETERINARY CTRS AMER INC COM 925514101 3199 232700 SH SHARED 01 46500 186200
D VETERINARY CTRS AMER INC COM 925514101 123 9000 SH SHARED 04 9000
D VIALINK CO COM 92552Q101 171 5200 SH SHARED 01 5200
D VIAD CORP COM 92552R109 11648 509216 SH SHARED 01 254158 255058
D VIAD CORP COM 92552R109 45 2000 SH SHR/OTHR 01 2000
D VIAD CORP COM 92552R109 4 200 SH SHARED 02 200
D VIAD CORP COM 92552R109 2614 114291 SH SHARED 04 114291
D VIAD CORP COM 92552R109 233 10200 SH SHARED 05 10200
D VIASOFT INC COM 92552U102 9 1500 SH SHARED 01 1500
D VIACOM INC CL A 925524100 118 2222 SH SHARED 01 2078 144
D VIACOM INC CL A 925524100 14305 267700 SH SHARED 04 267700
D VIACOM INC CL B 925524308 384789 7294595 SH SHARED 01 6660785 633810
D VIACOM INC CL B 925524308 1017 19296 SH SHR/OTHR 01 3100 16196
D VIACOM INC CL B 925524308 650 12334 SH SHARED 02 3388 8946
D VIACOM INC CL B 925524308 57236 1085061 SH SHARED 04 1085061
D VIACOM INC CL B 925524308 891 16900 SH SHARED 05 16900
D VIATEL INC COM 925529208 13000 259034 SH SHARED 01 166975 92059
D VIATEL INC COM 925529208 45 900 SH SHR/OTHR 01 900
D VIATEL INC COM 925529208 3779 75300 SH SHARED 04 75300
D VIATEL INC COM 925529208 100 2000 SH SHARED 05 2000
D VIANT CORP COM 92553N107 201 6000 SH SHARED 01 6000
D VIANT CORP COM 92553N107 3 100 SH SHARED 02 100
D VIANT CORP COM 92553N107 30 900 SH SHARED 05 900
D VICAL INC COM 925602104 906 27061 SH SHARED 01 27061
D VICAL INC COM 925602104 89 2675 SH SHARED 02 700 1975
D VICAL INC COM 925602104 221 6600 SH SHARED 04 6600
D VICINITY CORP COM 925653107 100 2890 SH SHARED 01 2890
D VICOR CORP COM 925815102 611 33974 SH SHARED 01 33974
D VICOR CORP COM 925815102 54 3000 SH SHARED 02 1000 2000
D VICOR CORP COM 925815102 138 7700 SH SHARED 04 7700
D VIA NET WRKS INC COM 925912107 567 21360 SH SHARED 01 21360
D VIDAMED INC COM 926530106 215 60500 SH SHARED 02 60500
D VIGNETTE CORP COM 926734104 21569 134600 SH SHARED 01 63540 71060
D VIGNETTE CORP COM 926734104 1137 7100 SH SHARED 02 6025 1075
D VIGNETTE CORP COM 926734104 423 2641 SH SHARED 04 2641
D VIGNETTE CORP COM 926734104 80 500 SH SHARED 05 500
D VINA CONCHA Y TORO S A SPONSORED ADR 927191106 57 1500 SH SHARED 01 1500
D VINTAGE PETE INC COM 927460105 5353 265990 SH SHARED 01 116930 149060
D VINTAGE PETE INC COM 927460105 76 3800 SH SHARED 02 3800
D VINTAGE PETE INC COM 927460105 903 44900 SH SHARED 04 44900
D VION PHARMACEUTICALS INC COM 927624106 133 7500 SH SHARED 01 7500
D VION PHARMACEUTICALS INC COM 927624106 88 5000 SH SHARED 02 2000 3000
D VIRATA CORP COM 927646109 219 2200 SH SHARED 01 2200
D VIRATA CORP COM 927646109 99 1000 SH SHARED 02 1000
D VIRCO MFG CO COM 927651109 111 10791 SH SHARED 01 10791
D VIRCO MFG CO COM 927651109 21 2100 SH SHARED 04 2100
D VITALCOM INC COM 927917104 241 74340 SH SHARED 02 74340
D VITALCOM INC COM 927917104 2 894 SH SHARED 04 894
D VIROPHARMA INC SB NT CV 144A 07 928241AA6 17617 24200000 PRN SHARED 04 24200000
D VIROPHARMA INC COM 928241108 196 3200 SH SHARED 01 3200
D VIROPHARMA INC COM 928241108 24 400 SH SHARED 04 400
D VIRTUAL CMNTYS INC COM 92825D101 7 1000 SH SHARED 01 1000
D VISIBLE GENETICS INC COM 92829S104 270 7300 SH SHARED 04 7300
D VISHAY INTERTECHNOLOGY INC COM 928298108 21032 378111 SH SHARED 01 198221 179890
D VISHAY INTERTECHNOLOGY INC COM 928298108 2919 52492 SH SHARED 04 52492
D VISHAY INTERTECHNOLOGY INC COM 928298108 878 15800 SH SHARED 05 15800
D VISIONAMERICA INC COM 92832C104 20 13600 SH SHARED 01 13600
D VISTA EYECARE INC COM 928352103 7 9000 SH SHARED 02 5000 4000
D VISTA INFORMATION SOLUTIONS COM NEW 928365204 27 7150 SH SHARED 01 7150
D VISUAL DATA CORP COM NEW 928428200 47 5200 SH SHARED 01 5200
D VISX INC DEL COM 92844S105 5277 289200 SH SHARED 01 154590 134610
D VISX INC DEL COM 92844S105 13 750 SH SHR/OTHR 01 750
D VISX INC DEL COM 92844S105 58 3215 SH SHARED 02 265 2950
D VISX INC DEL COM 92844S105 553 30333 SH SHARED 04 30333
D VISX INC DEL COM 92844S105 135 7400 SH SHARED 05 7400
D VISUAL NETWORKS INC COM 928444108 4395 77461 SH SHARED 01 46086 31375
D VISUAL NETWORKS INC COM 928444108 26 467 SH SHARED 02 467
D VISUAL NETWORKS INC COM 928444108 641 11300 SH SHARED 04 11300
D VITAL SIGNS INC COM 928469105 190 8300 SH SHARED 01 8300
D VITAL SIGNS INC COM 928469105 229 10000 SH SHARED 02 10000
D VITAL SIGNS INC COM 928469105 59 2600 SH SHARED 04 2600
D VITRIA TECHNOLOGY COM 92849Q104 725 7200 SH SHARED 01 7200
D VITESSE SEMICONDUCTOR CORP SB DB CV 144A 05 928497AA4 113120109190000 PRN SHARED 04 109190000
D VITESSE SEMICONDUCTOR CORP COM 928497106 82315 855226 SH SHARED 01 448955 406271
D VITESSE SEMICONDUCTOR CORP COM 928497106 16 168 SH SHARED 02 168
D VITESSE SEMICONDUCTOR CORP COM 928497106 8344 86697 SH SHARED 04 86697
D VITESSE SEMICONDUCTOR CORP COM 928497106 2040 21200 SH SHARED 05 21200
D VIVUS INC COM 928551100 298 36099 SH SHARED 01 36099
D VIXEL CORP DEL COM 928552108 17 1100 SH SHARED 04 1100
D VIXEL CORP DEL COM 928552108 11 700 SH SHARED 05 700
D VLASIC FOODS INTL INC COM 928559103 663 279279 SH SHARED 01 134690 144589
D VLASIC FOODS INTL INC COM 928559103 1 450 SH SHR/OTHR 01 450
D VLASIC FOODS INTL INC COM 928559103 135 57000 SH SHARED 04 57000
D VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 69113 1243890 SH SHARED 01 1089855 154035
D VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 9923 178605 SH SHR/OTHR 01 87731 90874
D VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 3346 60223 SH SHARED 02 32663 27560
D VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 6062 109108 SH SHARED 04 109108
D VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 577 10400 SH SHARED 05 10400
D VOICESTREAM WIRELESS CORP COM 928615103 97791 759182 SH SHARED 01 389961 369221
D VOICESTREAM WIRELESS CORP COM 928615103 528 4100 SH SHR/OTHR 01 4100
D VOICESTREAM WIRELESS CORP COM 928615103 249 1935 SH SHARED 02 1935
D VOICESTREAM WIRELESS CORP COM 928615103 5632 43729 SH SHARED 04 43729
D VOICESTREAM WIRELESS CORP COM 928615103 527 4092 SH SHARED 05 4092
D VOLT INFORMATION SCIENCES INC COM 928703107 625 17400 SH SHARED 01 17400
D VOLT INFORMATION SCIENCES INC COM 928703107 176 4900 SH SHARED 04 4900
D VOLVO AKTIEBOLAGET ADR B 928856400 27 1000 SH SHARED 02 1000
D VOLVO AKTIEBOLAGET ADR B 928856400 65 2400 SH SHARED 04 2400
D VOYAGEUR FLA INSD MUN INCOME SH BEN INT 928926104 1 100 SH SHARED 04 100
D VORNADO OPERATING CO COM 92904N103 6 515 SH SHARED 01 515
D VORNADO OPERATING CO COM 92904N103 1 85 SH SHR/OTHR 01 85
D VORNADO RLTY TR SH BEN INT 929042109 24178 721749 SH SHARED 01 423305 298444
D VORNADO RLTY TR SH BEN INT 929042109 56 1700 SH SHR/OTHR 01 1700
D VORNADO RLTY TR SH BEN INT 929042109 352 10512 SH SHARED 02 1600 8912
D VORNADO RLTY TR SH BEN INT 929042109 180 5381 SH SHARED 04 5381
D VOXWARE INC COM 92906L105 147 14300 SH SHARED 01 14300
D VULCAN MATLS CO COM 929160109 52097 1137193 SH SHARED 01 998106 139087
D VULCAN MATLS CO COM 929160109 522 11400 SH SHR/OTHR 01 11400
D VULCAN MATLS CO COM 929160109 4 100 SH SHARED 02 100
D VULCAN MATLS CO COM 929160109 5689 124190 SH SHARED 04 124190
D VULCAN MATLS CO COM 929160109 219 4800 SH SHARED 05 4800
D WFS FINL INC COM 92923B106 36 1900 SH SHARED 01 1900
D WFS FINL INC COM 92923B106 81 4200 SH SHARED 04 4200
D WEBS INDEX FD INC AUSTRALIA WEBS 92923H103 49 5000 SH SHARED 04 5000
D WEBS INDEX FD INC HONG KONG WEBS 92923H707 13 1000 SH SHARED 02 1000
D WEBS INDEX FD INC HONG KONG WEBS 92923H707 440 32200 SH SHARED 04 32200
D WEBS INDEX FD INC JAPAN WEBS 92923H889 26 1600 SH SHARED 02 1000 600
D WD-40 CO COM 929236107 5723 272560 SH SHARED 01 70400 202160
D WD-40 CO COM 929236107 92 4400 SH SHR/OTHR 01 4400
D WD-40 CO COM 929236107 12 600 SH SHARED 02 600
D WD-40 CO COM 929236107 119 5700 SH SHARED 04 5700
D WHX CORP COM 929248102 4 700 SH SHARED 01 700
D WHX CORP COM 929248102 965 140500 SH SHARED 04 140500
D WHX CORP PFD CV SER A 929248201 8004 296470 SH SHARED 04 296470
D WHX CORP PFD CV SER B 929248300 19104 830643 SH SHARED 04 830643
D W HLDG CO INC COM 929251106 639 66700 SH SHARED 01 66700
D W HLDG CO INC COM 929251106 169 17700 SH SHARED 04 17700
D WICOR INC COM 929253102 6450 208080 SH SHARED 01 114859 93221
D WICOR INC COM 929253102 238 7700 SH SHARED 02 2000 5700
D WICOR INC COM 929253102 604 19500 SH SHARED 04 19500
D WMX TECHNOLOGIES INC SUB NTS CV 2%05 92929QAF4 1 1000 PRN SHARED 02 1000
D WMS INDS INC COM 929297109 911 92344 SH SHARED 01 92344
D WMS INDS INC COM 929297109 5 600 SH SHARED 02 100 500
D WMS INDS INC COM 929297109 93 9500 SH SHARED 04 9500
D WPP GROUP PLC SPON ADR NEW 929309300 962 11100 SH SHARED 04 11100
D WPP GROUP PLC SPON ADR NEW 929309300 242 2800 SH SHARED 05 2800
D WPS RESOURCES CORP COM 92931B106 2811 108400 SH SHARED 01 50765 57635
D WPS RESOURCES CORP COM 92931B106 287 11100 SH SHARED 04 11100
D WVS FINL CORP COM 929358109 6 600 SH SHARED 01 600
D WABASH NATL CORP COM 929566107 3511 246450 SH SHARED 01 50650 195800
D WABASH NATL CORP COM 929566107 456 32000 SH SHARED 02 13500 18500
D WABASH NATL CORP COM 929566107 223 15700 SH SHARED 04 15700
D WACHOVIA CORP COM 929771103 154429 2285749 SH SHARED 01 1940547 345202
D WACHOVIA CORP COM 929771103 1527 22616 SH SHR/OTHR 01 10740 11876
D WACHOVIA CORP COM 929771103 360 5336 SH SHARED 02 2989 2347
D WACHOVIA CORP COM 929771103 18619 275591 SH SHARED 04 275591
D WACKENHUT CORP COM SER A 929794105 1586 113832 SH SHARED 01 23300 90532
D WACKENHUT CORP COM SER A 929794105 73 5300 SH SHARED 04 5300
D WACKENHUT CORP COM SER B 929794303 2 200 SH SHARED 01 200
D WACKENHUT CORRECTIONS CORP COM 929798106 175 18200 SH SHARED 01 18200
D WACKENHUT CORRECTIONS CORP COM 929798106 40 4200 SH SHARED 04 4200
D WADDELL & REED FINL INC CL A 930059100 3530 83431 SH SHARED 01 55865 27566
D WADDELL & REED FINL INC CL A 930059100 61 1450 SH SHR/OTHR 01 1450
D WADDELL & REED FINL INC CL A 930059100 1211 28639 SH SHARED 04 28639
D WADDELL & REED FINL INC CL B 930059209 227 5836 SH SHARED 01 5178 658
D WADDELL & REED FINL INC CL B 930059209 1950 50000 SH SHARED 04 50000
D WAL MART STORES INC COM 931142103 2542719 45003879 SH SHARED 01 42645516 2358363
D WAL MART STORES INC COM 931142103 32206 570030 SH SHR/OTHR 01 286954 283076
D WAL MART STORES INC COM 931142103 4294 76007 SH SHARED 02 16824 59183
D WAL MART STORES INC COM 931142103 356270 6305674 SH SHARED 04 6304604 1070
D WAL MART STORES INC COM 931142103 12757 225800 SH SHARED 05 225800
D WAL MART STORES INC COM 931142103 63539 1124590 SH SHARED 06 1124590
D WALGREEN CO COM 931422109 304746 11834828 SH SHARED 01 10119685 1715143
D WALGREEN CO COM 931422109 7165 278288 SH SHR/OTHR 01 228192 50096
D WALGREEN CO COM 931422109 318 12360 SH SHARED 02 5090 7270
D WALGREEN CO COM 931422109 31890 1238456 SH SHARED 04 1238456
D WALGREEN CO COM 931422109 1158 45000 SH SHARED 06 45000
D WALKER INTERACTIVE SYS INC COM 931664106 386 48000 SH SHARED 04 48000
D WALLACE COMPUTER SERVICES INC COM 932270101 3274 277190 SH SHARED 01 146990 130200
D WALLACE COMPUTER SERVICES INC COM 932270101 11 1000 SH SHARED 02 1000
D WALLACE COMPUTER SERVICES INC COM 932270101 423 35815 SH SHARED 04 35815
D WALLACE COMPUTER SERVICES INC COM 932270101 51 4400 SH SHARED 05 4400
D WALTER INDS INC COM 93317Q105 1484 191500 SH SHARED 01 72300 119200
D WALTER INDS INC COM 93317Q105 139 18000 SH SHARED 04 18000
D WARNACO GROUP INC CL A 934390105 3324 281453 SH SHARED 01 144133 137320
D WARNACO GROUP INC CL A 934390105 5 500 SH SHARED 02 500
D WARNACO GROUP INC CL A 934390105 307 26042 SH SHARED 04 26042
D WARNACO GROUP INC CL A 934390105 68 5800 SH SHARED 05 5800
D WARNER LAMBERT CO COM 934488107 1015563 10396095 SH SHARED 01 8711239 1684856
D WARNER LAMBERT CO COM 934488107 13013 133217 SH SHR/OTHR 01 47185 86032
D WARNER LAMBERT CO COM 934488107 21543 220539 SH SHARED 02 17674 202865
D WARNER LAMBERT CO COM 934488107 125401 1283711 SH SHARED 04 1283546 165
D WARREN BANCORP INC COM 934710104 1 200 SH SHARED 01 200
D WASHINGTON FED INC COM 938824109 8041 421849 SH SHARED 01 155796 266053
D WASHINGTON FED INC COM 938824109 791 41500 SH SHARED 04 41500
D WASHINGTON GAS LT CO COM 938837101 7420 272950 SH SHARED 01 152077 120873
D WASHINGTON GAS LT CO COM 938837101 282 10400 SH SHARED 02 8600 1800
D WASHINGTON GAS LT CO COM 938837101 10181 374483 SH SHARED 04 374483
D WASHINGTON GAS LT CO COM 938837101 127 4700 SH SHARED 05 4700
D WASHINGTON HOMES INC NEW COM 938864105 8 1500 SH SHARED 01 1500
D WASHINGTON MUT INC COM 939322103 169079 6380353 SH SHARED 01 5395469 984884
D WASHINGTON MUT INC COM 939322103 68 2600 SH SHR/OTHR 01 2600
D WASHINGTON MUT INC COM 939322103 455 17201 SH SHARED 02 8033 9168
D WASHINGTON MUT INC COM 939322103 21074 795275 SH SHARED 04 795275
D WASHINGTON MUT INC COM 939322103 455 17200 SH SHARED 05 17200
D WASHINGTON POST CO CL B 939640108 16439 30388 SH SHARED 01 20087 10301
D WASHINGTON POST CO CL B 939640108 270 500 SH SHARED 02 200 300
D WASHINGTON POST CO CL B 939640108 2204 4074 SH SHARED 04 4074
D WASHINGTON POST CO CL B 939640108 486 900 SH SHARED 05 900
D WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 1988 132575 SH SHARED 01 53275 79300
D WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 160 10725 SH SHARED 02 3026 7699
D WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 225 15000 SH SHARED 04 15000
D WASTE CONNECTIONS INC COM 941053100 561 46300 SH SHARED 01 33100 13200
D WASTE CONNECTIONS INC COM 941053100 84 7000 SH SHARED 02 7000
D WASTE CONNECTIONS INC COM 941053100 73 6100 SH SHARED 04 6100
D WASTE INDUSTRIES INC COM 941058109 20 1900 SH SHARED 01 1900
D WASTE INDUSTRIES INC COM 941058109 5 500 SH SHARED 02 500
D WASTE INDUSTRIES INC COM 941058109 20 1875 SH SHARED 04 1875
D WASTE MGMT INC DEL SUB NT CONV 4%02 94106LAA7 1774 2000000 PRN SHARED 01 2000000
D WASTE MGMT INC DEL SUB NT CONV 4%02 94106LAA7 17740 20000000 PRN SHARED 04 20000000
D WASTE MGMT INC DEL COM 94106L109 94086 6874125 SH SHARED 01 5886379 987746
D WASTE MGMT INC DEL COM 94106L109 123 9058 SH SHR/OTHR 01 2750 6308
D WASTE MGMT INC DEL COM 94106L109 156 11463 SH SHARED 02 9463 2000
D WASTE MGMT INC DEL COM 94106L109 13573 991724 SH SHARED 04 991724
D WASTE MGMT INC DEL COM 94106L109 173 12700 SH SHARED 05 12700
D WATCHGUARD TECHNOLOGIES INC COM 941105108 432 4800 SH SHARED 01 4800
D WATCHGUARD TECHNOLOGIES INC COM 941105108 90 1000 SH SHARED 04 1000
D WATER PIK TECHNOLOGIES INC COM 94113U100 11 1620 SH SHARED 01 1519 101
D WATERS CORP COM 941848103 32146 337500 SH SHARED 01 169090 168410
D WATERS CORP COM 941848103 969 10179 SH SHARED 02 7879 2300
D WATERS CORP COM 941848103 3195 33552 SH SHARED 04 33552
D WATERS CORP COM 941848103 628 6600 SH SHARED 05 6600
D WATSCO INC CL B 942622101 3 338 SH SHARED 01 338
D WATSCO INC COM 942622200 264 25340 SH SHARED 01 25340
D WATSCO INC COM 942622200 74 7100 SH SHARED 04 7100
D WATSON PHARMACEUTICALS INC COM 942683103 39289 989995 SH SHARED 01 863740 126255
D WATSON PHARMACEUTICALS INC COM 942683103 12 325 SH SHARED 02 325
D WATSON PHARMACEUTICALS INC COM 942683103 7836 197457 SH SHARED 04 197457
D WATTS INDS INC CL A 942749102 2836 229207 SH SHARED 01 81330 147877
D WATTS INDS INC CL A 942749102 87 7100 SH SHARED 04 7100
D WAUSAU-MOSINEE PAPER CORP COM 943315101 6165 476566 SH SHARED 01 180662 295904
D WAUSAU-MOSINEE PAPER CORP COM 943315101 544 42050 SH SHARED 04 42050
D WAUSAU-MOSINEE PAPER CORP COM 943315101 68 5300 SH SHARED 05 5300
D WAVE SYSTEMS CORP CL A 943526103 10232 256209 SH SHARED 01 103003 153206
D WAVE SYSTEMS CORP CL A 943526103 670 16800 SH SHARED 04 16800
D WAVO CORP COM 944027101 160 36000 SH SHARED 01 36000
D WAVO CORP COM 944027101 40 9000 SH SHARED 04 9000
D WEATHERFORD INTL INC COM 947074100 28238 482710 SH SHARED 01 268522 214188
D WEATHERFORD INTL INC COM 947074100 33 565 SH SHARED 02 190 375
D WEATHERFORD INTL INC COM 947074100 18315 313086 SH SHARED 04 313086
D WEATHERFORD INTL INC COM 947074100 438 7500 SH SHARED 05 7500
D WEB STREET INC COM 947336103 86 10400 SH SHARED 01 10400
D WEBB DEL CORP COM 947423109 4713 318223 SH SHARED 01 60875 257348
D WEBB DEL CORP COM 947423109 122 8300 SH SHARED 04 8300
D WEBB INTERACTIVE SVCS INC COM 94748P104 81 2700 SH SHARED 01 2700
D WEBFINANCIAL CORP WT EXP 042802 94767P118 0 137 SH SHARED 02 91 46
D WEBMETHODS INC COM 94768C108 912 3780 SH SHARED 01 3780
D WEBMETHODS INC COM 94768C108 48 200 SH SHARED 02 100 100
D WEBLINK WIRELESS INC CL A 94769A101 934 69900 SH SHARED 01 69900
D WEBLINK WIRELESS INC CL A 94769A101 204 15300 SH SHARED 04 15300
D WEBSTER FINL CORP CONN COM 947890109 2834 123250 SH SHARED 01 123250
D WEBSTER FINL CORP CONN COM 947890109 1080 46992 SH SHARED 04 46992
D WEBSTER FINL CORP CONN COM 947890109 117 5100 SH SHARED 05 5100
D WEBTRENDS CORP COM 94844D104 8611 119600 SH SHARED 01 43976 75624
D WEBTRENDS CORP COM 94844D104 388 5400 SH SHARED 04 5400
D WEBVAN GROUP INC COM 94845V103 4512 587025 SH SHARED 02 584525 2500
D WEINGARTEN RLTY INVS SH BEN INT 948741103 8826 240188 SH SHARED 01 64351 175837
D WEINGARTEN RLTY INVS SH BEN INT 948741103 50 1380 SH SHR/OTHR 01 850 530
D WEINGARTEN RLTY INVS SH BEN INT 948741103 296 8077 SH SHARED 02 4230 3847
D WEINGARTEN RLTY INVS SH BEN INT 948741103 429 11700 SH SHARED 04 11700
D WEIS MKTS INC COM 948849104 3778 111137 SH SHARED 01 16600 94537
D WEIS MKTS INC COM 948849104 42 1248 SH SHARED 04 1248
D WELLMAN INC COM 949702104 4048 204332 SH SHARED 01 115924 88408
D WELLMAN INC COM 949702104 1223 61769 SH SHARED 04 61769
D WELLMAN INC COM 949702104 63 3200 SH SHARED 05 3200
D WELLPOINT HEALTH NETWORK NEW SB DB CV ZRO 19 94973HAA6 0 1 PRN SHARED 04 1
D WELLPOINT HEALTH NETWORK NEW COM 94973H108 46286 662416 SH SHARED 01 566944 95472
D WELLPOINT HEALTH NETWORK NEW COM 94973H108 174 2500 SH SHARED 02 2100 400
D WELLPOINT HEALTH NETWORK NEW COM 94973H108 6527 93411 SH SHARED 04 93411
D WELLS FARGO & CO NEW COM 949746101 786315 19296077 SH SHARED 01 16376622 2919455
D WELLS FARGO & CO NEW COM 949746101 9112 223616 SH SHR/OTHR 01 113790 109826
D WELLS FARGO & CO NEW COM 949746101 1899 46623 SH SHARED 02 15420 31203
D WELLS FARGO & CO NEW COM 949746101 98600 2419648 SH SHARED 04 2419648
D WELLS FARGO & CO NEW COM 949746101 2371 58200 SH SHARED 05 58200
D WELLS FARGO & CO NEW COM 949746101 39849 977900 SH SHARED 06 977900
D WELLSFORD REAL PPTYS INC COM 950240101 279 32175 SH SHARED 01 32175
D WELLSFORD REAL PPTYS INC COM 950240101 73 8500 SH SHARED 04 8500
D WENDYS INTL INC COM 950590109 24713 1224223 SH SHARED 01 1074484 149739
D WENDYS INTL INC COM 950590109 10 500 SH SHARED 02 500
D WENDYS INTL INC COM 950590109 3651 180908 SH SHARED 04 180908
D WENDYS INTL INC COM 950590109 159 7900 SH SHARED 05 7900
D WERNER ENTERPRISES INC COM 950755108 3283 193171 SH SHARED 01 78861 114310
D WERNER ENTERPRISES INC COM 950755108 714 42000 SH SHARED 04 42000
D WESBANCO INC COM 950810101 564 29235 SH SHARED 01 29235
D WESBANCO INC COM 950810101 158 8200 SH SHARED 04 8200
D WESCO FINL CORP COM 950817106 1453 5700 SH SHARED 01 2300 3400
D WESCO FINL CORP COM 950817106 79 310 SH SHARED 04 310
D WESCO INTL INC COM 95082P105 259 33477 SH SHARED 01 33477
D WESCO INTL INC COM 95082P105 97 12600 SH SHARED 04 12600
D WESLEY JESSEN VISIONCARE INC COM 951018100 1037 28874 SH SHARED 01 28874
D WESLEY JESSEN VISIONCARE INC COM 951018100 89 2500 SH SHARED 02 2500
D WESLEY JESSEN VISIONCARE INC COM 951018100 11072 308100 SH SHARED 04 308100
D WEST COAST BANCORP ORE NEW COM 952145100 225 22932 SH SHARED 01 22932
D WEST COAST BANCORP ORE NEW COM 952145100 62 6400 SH SHARED 04 6400
D WEST ESSEX BANCORP COM 952698108 225 25000 SH SHARED 04 25000
D WEST MARINE INC COM 954235107 142 14300 SH SHARED 01 14300
D WEST MARINE INC COM 954235107 33 3400 SH SHARED 04 3400
D WEST PHARMACEUTICAL SVSC INC COM 955306105 1680 66395 SH SHARED 01 34523 31872
D WEST PHARMACEUTICAL SVSC INC COM 955306105 149 5900 SH SHARED 04 5900
D WEST TELESERVICES CORP COM 956188106 200 7800 SH SHARED 01 7800
D WEST TELESERVICES CORP COM 956188106 100 3900 SH SHARED 04 3900
D WESTAMERICA BANCORPORATION COM 957090103 16535 595857 SH SHARED 01 130231 465626
D WESTAMERICA BANCORPORATION COM 957090103 543 19597 SH SHARED 04 19597
D WESTAMERICA BANCORPORATION COM 957090103 113 4100 SH SHARED 05 4100
D WESTELL TECHNOLOGIES INC CL A 957541105 7318 229599 SH SHARED 01 68732 160867
D WESTELL TECHNOLOGIES INC CL A 957541105 3 100 SH SHARED 02 100
D WESTELL TECHNOLOGIES INC CL A 957541105 219 6900 SH SHARED 04 6900
D WESTCORP INC COM 957907108 238 17055 SH SHARED 01 17055
D WESTCORP INC COM 957907108 50 3600 SH SHARED 04 3600
D WESTERN DIGITAL CORP COM 958102105 4260 572900 SH SHARED 01 249348 323552
D WESTERN DIGITAL CORP COM 958102105 45 6100 SH SHARED 02 5000 1100
D WESTERN DIGITAL CORP COM 958102105 400 53800 SH SHARED 04 53800
D WESTERN GAS RES INC COM 958259103 357 22500 SH SHARED 01 22500
D WESTERN GAS RES INC COM 958259103 184 11600 SH SHARED 04 11600
D WESTERN PPTYS TR SH BEN INT 959261108 293 28600 SH SHARED 01 28600
D WESTERN PPTYS TR SH BEN INT 959261108 12 1200 SH SHARED 02 1200
D WESTERN PPTYS TR SH BEN INT 959261108 72 7100 SH SHARED 04 7100
D WESTERN RES INC COM 959425109 5071 320722 SH SHARED 01 129563 191159
D WESTERN RES INC COM 959425109 30 1920 SH SHR/OTHR 01 300 1620
D WESTERN RES INC COM 959425109 13 850 SH SHARED 02 300 550
D WESTERN RES INC COM 959425109 66 4232 SH SHARED 04 4232
D WESTERN WIRELESS CORP CL A 95988E204 19033 415480 SH SHARED 01 192786 222694
D WESTERN WIRELESS CORP CL A 95988E204 91 2000 SH SHARED 02 2000
D WESTERN WIRELESS CORP CL A 95988E204 555 12133 SH SHARED 04 12133
D WESTERN WIRELESS CORP CL A 95988E204 563 12300 SH SHARED 05 12300
D WESTFIELD AMER INC COM 959910100 602 44400 SH SHARED 01 44400
D WESTFIELD AMER INC COM 959910100 2165 159700 SH SHARED 04 159700
D WESTINGHOUSE AIR BRAKE CO NEW COM 960386100 390 36734 SH SHARED 01 36734
D WESTINGHOUSE AIR BRAKE CO NEW COM 960386100 19 1831 SH SHARED 02 1831
D WESTINGHOUSE AIR BRAKE CO NEW COM 960386100 188 17700 SH SHARED 04 17700
D WESTMINSTER CAP INC COM 960631109 0 200 SH SHARED 02 200
D WESTPOINT STEVENS INC COM 961238102 4401 231675 SH SHARED 01 148175 83500
D WESTPOINT STEVENS INC COM 961238102 402 21200 SH SHARED 02 6500 14700
D WESTPOINT STEVENS INC COM 961238102 451 23789 SH SHARED 04 23789
D WESTPOINT STEVENS INC COM 961238102 110 5800 SH SHARED 05 5800
D WESTVACO CORP COM 961548104 34159 1023520 SH SHARED 01 866417 157103
D WESTVACO CORP COM 961548104 37 1125 SH SHR/OTHR 01 1125
D WESTVACO CORP COM 961548104 32 979 SH SHARED 02 379 600
D WESTVACO CORP COM 961548104 7566 226725 SH SHARED 04 226725
D WESTWOOD ONE INC COM 961815107 18518 510846 SH SHARED 01 269284 241562
D WESTWOOD ONE INC COM 961815107 268 7400 SH SHARED 02 7400
D WESTWOOD ONE INC COM 961815107 2633 72644 SH SHARED 04 72644
D WESTWOOD ONE INC COM 961815107 460 12700 SH SHARED 05 12700
D WET SEAL INC CL A 961840105 347 22039 SH SHARED 01 22039
D WET SEAL INC CL A 961840105 70 4500 SH SHARED 04 4500
D WEYERHAEUSER CO COM 962166104 138869 2436304 SH SHARED 01 2102999 970 332335
D WEYERHAEUSER CO COM 962166104 125 2199 SH SHR/OTHR 01 655 1544
D WEYERHAEUSER CO COM 962166104 557 9772 SH SHARED 02 2819 6953
D WEYERHAEUSER CO COM 962166104 21735 381326 SH SHARED 04 381326
D WEYERHAEUSER CO COM 962166104 1852 32500 SH SHARED 05 32500
D WHIRLPOOL CORP COM 963320106 47504 810307 SH SHARED 01 677149 133158
D WHIRLPOOL CORP COM 963320106 87 1500 SH SHARED 02 100 1400
D WHIRLPOOL CORP COM 963320106 7155 122050 SH SHARED 04 122050
D WHIRLPOOL CORP COM 963320106 29 500 SH SHARED 05 500
D WHITE PINE SOFTWARE INC COM 964347108 144 4000 SH SHARED 01 4000
D WHITE PINE SOFTWARE INC COM 964347108 91 2550 SH SHARED 02 1750 800
D WHITEHALL JEWELLERS INC COM 965063100 443 18859 SH SHARED 01 18859
D WHITEHALL JEWELLERS INC COM 965063100 143 6100 SH SHARED 04 6100
D WHITMAN CORP NEW COM 96647R107 8012 574887 SH SHARED 01 326867 248020
D WHITMAN CORP NEW COM 96647R107 12 880 SH SHR/OTHR 01 880
D WHITMAN CORP NEW COM 96647R107 33 2400 SH SHARED 02 800 1600
D WHITMAN CORP NEW COM 96647R107 923 66277 SH SHARED 04 66277
D WHITMAN CORP NEW COM 96647R107 224 16100 SH SHARED 05 16100
D WHITNEY HLDG CORP COM 966612103 1557 47725 SH SHARED 01 47725
D WHITNEY HLDG CORP COM 966612103 309 9500 SH SHARED 04 9500
D WHITTMAN-HART INC COM 966834103 66 1857 SH SHARED 04 1857
D WHOLE FOODS MKT INC SB DB CV ZRO 18 966837AC0 7698 22250000 PRN SHARED 04 22250000
D WHOLE FOODS MKT INC COM 966837106 10016 241735 SH SHARED 01 95888 145847
D WHOLE FOODS MKT INC COM 966837106 45 1100 SH SHR/OTHR 01 1100
D WHOLE FOODS MKT INC COM 966837106 735 17750 SH SHARED 02 2500 15250
D WHOLE FOODS MKT INC COM 966837106 472 11410 SH SHARED 04 11410
D WICKES INC COM 967446105 65 10900 SH SHARED 01 10900
D WILD OATS MARKETS INC COM 96808B107 1023 49939 SH SHARED 01 43839 6100
D WILD OATS MARKETS INC COM 96808B107 14109 688250 SH SHARED 04 688250
D WILEY JOHN & SONS INC CL A 968223206 2552 141800 SH SHARED 01 59900 81900
D WILEY JOHN & SONS INC CL A 968223206 52 2928 SH SHARED 04 2928
D WILLAMETTE INDS INC COM 969133107 44844 1117623 SH SHARED 01 944106 173517
D WILLAMETTE INDS INC COM 969133107 24 600 SH SHR/OTHR 01 600
D WILLAMETTE INDS INC COM 969133107 5704 142162 SH SHARED 04 142162
D WILLAMETTE INDS INC COM 969133107 100 2500 SH SHARED 05 2500
D WILLIAMS COMMUNICATIONS GROUP CL A 969455104 477 9200 SH SHARED 04 9200
D WILLIAMS COS INC DEL COM 969457100 220744 5024123 SH SHARED 01 4293104 731019
D WILLIAMS COS INC DEL COM 969457100 784 17850 SH SHR/OTHR 01 10850 7000
D WILLIAMS COS INC DEL COM 969457100 1446 32923 SH SHARED 02 11599 21324
D WILLIAMS COS INC DEL COM 969457100 49393 1124178 SH SHARED 04 1124178
D WILLIAMS COS INC DEL COM 969457100 1010 23000 SH SHARED 05 23000
D WILLIAMS CTLS INC COM 969465103 66 31400 SH SHARED 01 31400
D WILLIAMS SONOMA INC COM 969904101 7367 237647 SH SHARED 01 153850 83797
D WILLIAMS SONOMA INC COM 969904101 128 4150 SH SHR/OTHR 01 4150
D WILLIAMS SONOMA INC COM 969904101 145 4700 SH SHARED 02 1000 3700
D WILLIAMS SONOMA INC COM 969904101 2980 96155 SH SHARED 04 96155
D WILLIAMS SONOMA INC COM 969904101 93 3000 SH SHARED 05 3000
D WILMAR INDS INC COM 971426101 3263 191250 SH SHARED 03 191250
D WILMINGTON TRUST CORP COM 971807102 9962 204881 SH SHARED 01 75253 129628
D WILMINGTON TRUST CORP COM 971807102 19 400 SH SHR/OTHR 01 400
D WILMINGTON TRUST CORP COM 971807102 204 4200 SH SHARED 02 200 4000
D WILMINGTON TRUST CORP COM 971807102 2391 49174 SH SHARED 04 49174
D WILMINGTON TRUST CORP COM 971807102 131 2700 SH SHARED 05 2700
D WILSHIRE REAL ESTATE INVT COM 971892104 3 1500 SH SHARED 04 1500
D WIND RIVER SYSTEMS INC SB NT CV 144A 02 973149AA5 125 100000 PRN SHARED 04 100000
D WIND RIVER SYSTEMS INC SUB NT CONV 5%02 973149AC1 5930 4722000 PRN SHARED 04 4722000
D WIND RIVER SYSTEMS INC COM 973149107 13580 374647 SH SHARED 01 135504 239143
D WIND RIVER SYSTEMS INC COM 973149107 78 2175 SH SHARED 02 1675 500
D WIND RIVER SYSTEMS INC COM 973149107 797 22000 SH SHARED 04 22000
D WINDMERE-DURABLE HLDGS INC COM 973411101 4158 281936 SH SHARED 01 63957 217979
D WINDMERE-DURABLE HLDGS INC COM 973411101 7 500 SH SHARED 02 500
D WINDMERE-DURABLE HLDGS INC COM 973411101 140 9500 SH SHARED 04 9500
D WINFIELD CAP CORP COM 973859101 66 3100 SH SHARED 01 3100
D WINK COMMUNICATIONS COM 974168106 71 2150 SH SHARED 02 2150
D WINK COMMUNICATIONS COM 974168106 23 700 SH SHARED 04 700
D WINN DIXIE STORES INC COM 974280109 25426 1308138 SH SHARED 01 1228581 79557
D WINN DIXIE STORES INC COM 974280109 78 4025 SH SHR/OTHR 01 25 4000
D WINN DIXIE STORES INC COM 974280109 17 900 SH SHARED 02 800 100
D WINN DIXIE STORES INC COM 974280109 3466 178335 SH SHARED 04 178335
D WINN DIXIE STORES INC COM 974280109 60 3100 SH SHARED 05 3100
D WINNEBAGO INDS INC COM 974637100 340 18847 SH SHARED 01 18847
D WINNEBAGO INDS INC COM 974637100 471 26100 SH SHARED 04 26100
D WINSTAR COMMUNICATIONS INC COM 975515107 19083 318050 SH SHARED 01 100807 217243
D WINSTAR COMMUNICATIONS INC COM 975515107 1149 19150 SH SHARED 02 19150
D WINSTAR COMMUNICATIONS INC COM 975515107 4494 74904 SH SHARED 04 74904
D WINSTAR COMMUNICATIONS INC COM 975515107 378 6300 SH SHARED 05 6300
D WINSTON HOTELS INC COM 97563A102 99 12800 SH SHARED 01 12800
D WINSTON HOTELS INC COM 97563A102 0 100 SH SHARED 05 100
D WIRELESS TELECOM GROUP INC COM 976524108 156 33800 SH SHARED 04 33800
D WIRELESS FACILITIES INC COM 97653A103 589 5600 SH SHARED 01 5600
D WIRELESS FACILITIES INC COM 97653A103 73 700 SH SHARED 02 700
D WIRELESS FACILITIES INC COM 97653A103 94 900 SH SHARED 05 900
D WISCONSIN CENT TRANSN CORP COM 976592105 5181 422976 SH SHARED 01 198376 224600
D WISCONSIN CENT TRANSN CORP COM 976592105 53 4400 SH SHARED 02 4400
D WISCONSIN CENT TRANSN CORP COM 976592105 822 67151 SH SHARED 04 67151
D WISCONSIN CENT TRANSN CORP COM 976592105 63 5200 SH SHARED 05 5200
D WISCONSIN ENERGY CORP COM 976657106 11923 598055 SH SHARED 01 301219 296836
D WISCONSIN ENERGY CORP COM 976657106 181 9125 SH SHR/OTHR 01 800 8325
D WISCONSIN ENERGY CORP COM 976657106 5 300 SH SHARED 02 300
D WISCONSIN ENERGY CORP COM 976657106 1182 59293 SH SHARED 04 59293
D WISCONSIN ENERGY CORP COM 976657106 269 13500 SH SHARED 05 13500
D WIT CAP GROUP INC COM 97737K309 154 9000 SH SHARED 01 9000
D WIT CAP GROUP INC COM 97737K309 205 12000 SH SHARED 02 12000
D WIT CAP GROUP INC COM 97737K309 46 2700 SH SHARED 04 2700
D WITNESS SYS INC COM 977424100 72 2390 SH SHARED 01 2390
D WITNESS SYS INC COM 977424100 65 2150 SH SHARED 02 2150
D WOLVERINE TUBE INC COM 978093102 869 67900 SH SHARED 01 34252 33648
D WOLVERINE TUBE INC COM 978093102 65 5100 SH SHARED 04 5100
D WOLVERINE WORLD WIDE INC COM 978097103 4923 447573 SH SHARED 01 136775 310798
D WOLVERINE WORLD WIDE INC COM 978097103 82 7500 SH SHARED 02 7500
D WOLVERINE WORLD WIDE INC COM 978097103 189 17200 SH SHARED 04 17200
D WOMEN COM NETWORKS INC COM 978149102 42 5200 SH SHARED 02 5000 200
D WOODHEAD INDS INC COM 979438108 5 300 SH SHARED 01 300
D WOODWARD GOVERNOR CO COM 980745103 280 12200 SH SHARED 01 12200
D WOODWARD GOVERNOR CO COM 980745103 75 3300 SH SHARED 04 3300
D WORKGROUP TECHNOLOGY CORP COM 980903108 24 13300 SH SHARED 01 13300
D WORKGROUP TECHNOLOGY CORP COM 980903108 44 23500 SH SHARED 02 23500
D WORKFLOW MGMT INC COM 98137N109 122 4546 SH SHARED 01 4546
D WORKFLOW MGMT INC COM 98137N109 1 73 SH SHR/OTHR 01 73
D WORKFLOW MGMT INC COM 98137N109 34 1296 SH SHARED 02 1148 148
D WORKFLOW MGMT INC COM 98137N109 4272 158600 SH SHARED 04 158600
D WORLD ACCESS INC SB NT CV 4.5%02 98141AAC5 8500 10000000 PRN SHARED 04 10000000
D WORLD ACCESS INC COM 98141A101 1141 59701 SH SHARED 01 59701
D WORLD ACCESS INC COM 98141A101 38 2000 SH SHARED 02 1500 500
D WORLD ACCESS INC COM 98141A101 359 18800 SH SHARED 04 18800
D WORLD FUEL SVCS CORP COM 981475106 8 1188 SH SHARED 01 1188
D WORLDGATE COMMUNICATIONS INC COM 98156L307 5520 183651 SH SHARED 01 42051 141600
D WORLDGATE COMMUNICATIONS INC COM 98156L307 72 2400 SH SHARED 02 2400
D WORLDGATE COMMUNICATIONS INC COM 98156L307 1969 65500 SH SHARED 04 65500
D WORLD WRESTLING FEDN ENTMT INC CL A 98156Q108 138 7800 SH SHARED 01 7800
D WORLDQUEST NETWORKS COM 98156W105 15 640 SH SHARED 01 640
D WORLDWIDE DOLLARVEST FD INC COM 981564107 1625 302500 SH SHARED 04 302500
D WORONOCO BANCORP INC COM 981630106 1121 116500 SH SHARED 04 116500
D WORTHINGTON INDS INC COM 981811102 13302 1074982 SH SHARED 01 906574 168408
D WORTHINGTON INDS INC COM 981811102 2 200 SH SHARED 02 200
D WORTHINGTON INDS INC COM 981811102 1701 137515 SH SHARED 04 137515
D WORTHINGTON INDS INC COM 981811102 27 2200 SH SHARED 05 2200
D WORLDPAGES COM INC COM 981922107 785 81600 SH SHARED 01 19300 62300
D WORLDPAGES COM INC COM 981922107 12 1300 SH SHARED 02 1300
D WORLDPAGES COM INC COM 981922107 48 5000 SH SHARED 04 5000
D WRIGLEY WM JR CO COM 982526105 84310 1097616 SH SHARED 01 1022060 75556
D WRIGLEY WM JR CO COM 982526105 637 8300 SH SHR/OTHR 01 8300
D WRIGLEY WM JR CO COM 982526105 572 7456 SH SHARED 02 100 7356
D WRIGLEY WM JR CO COM 982526105 34119 444201 SH SHARED 04 444201
D WYNDHAM INTL INC CL A 983101106 1436 765878 SH SHARED 01 280941 484937
D WYNDHAM INTL INC CL A 983101106 1 536 SH SHR/OTHR 01 536
D WYNDHAM INTL INC CL A 983101106 150 80500 SH SHARED 02 80500
D WYNDHAM INTL INC CL A 983101106 163 87000 SH SHARED 04 87000
D WYNNS INTL INC COM 983195108 2336 169165 SH SHARED 01 64342 104823
D WYNNS INTL INC COM 983195108 20 1518 SH SHARED 02 1518
D WYNNS INTL INC COM 983195108 100 7300 SH SHARED 04 7300
D XM SATELLITE RADIO HLDGS INC CL A 983759101 265 7600 SH SHARED 01 7600
D XM SATELLITE RADIO HLDGS INC CL A 983759101 174 5000 SH SHARED 02 3500 1500
D XM SATELLITE RADIO HLDGS INC CL A 983759101 4 140 SH SHARED 04 140
D X-RITE INC COM 983857103 44 4400 SH SHARED 01 4400
D XCEED INC COM 98388N105 1940 80861 SH SHARED 01 42561 38300
D XCEED INC COM 98388N105 24 1000 SH SHARED 02 1000
D XCEED INC COM 98388N105 165 6900 SH SHARED 04 6900
D XCARE NET INC COM 98388Y101 24 1730 SH SHARED 01 1730
D XETA CORP COM 983909102 136 3000 SH SHARED 01 3000
D XILINX INC COM 983919101 293400 3542966 SH SHARED 01 3184113 358853
D XILINX INC COM 983919101 8975 108380 SH SHARED 02 105880 2500
D XILINX INC COM 983919101 10165 122756 SH SHARED 04 122756
D XILINX INC COM 983919101 1482 17900 SH SHARED 05 17900
D XIRCOM INC COM 983922105 7338 198325 SH SHARED 01 71732 126593
D XIRCOM INC COM 983922105 540 14600 SH SHARED 04 14600
D XEIKON N V SPONSORED ADR 984003103 3987 220765 SH SHARED 02 84750 136015
D XEROX CORP COM 984121103 212437 8170656 SH SHARED 01 7079437 1091219
D XEROX CORP COM 984121103 8220 316186 SH SHR/OTHR 01 301682 14504
D XEROX CORP COM 984121103 1013 38975 SH SHARED 02 12950 26025
D XEROX CORP COM 984121103 27848 1071091 SH SHARED 04 1071091
D XEROX CORP COM 984121103 720 27700 SH SHARED 05 27700
D XPEDIOR INC COM 98413B100 297 13200 SH SHARED 01 13200
D XTRA CORP COM 984138107 3697 97300 SH SHARED 01 32308 64992
D XTRA CORP COM 984138107 269 7100 SH SHARED 04 7100
D XYBERNAUT CORP COM 984149104 140 8400 SH SHARED 01 8400
D XYBERNAUT CORP COM 984149104 5 300 SH SHARED 02 300
D YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 656 18500 SH SHARED 01 18500
D YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 443 12500 SH SHR/OTHR 01 12500
D YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 2162 60920 SH SHARED 04 60920
D YADKIN VY BK&TR CO ELKIN N C COM 984308106 2 192 SH SHARED 02 192
D YAHOO INC COM 984332106 858897 5011802 SH SHARED 01 4895321 116481
D YAHOO INC COM 984332106 2713 15832 SH SHR/OTHR 01 3875 11957
D YAHOO INC COM 984332106 61027 356106 SH SHARED 02 343610 12496
D YAHOO INC COM 984332106 87776 512190 SH SHARED 04 512120 70
D YAHOO INC COM 984332106 651 3800 SH SHARED 05 3800
D YAHOO INC COM 984332106 397 2320 SH SHARED 06 2320
D YANKEE CANDLE INC COM 984757104 1224 77450 SH SHARED 04 77450
D XICOR INC COM 984903104 100 7100 SH SHARED 01 7100
D XICOR INC COM 984903104 14 1000 SH SHARED 02 1000
D YELLOW CORP COM 985509108 3082 167204 SH SHARED 01 94744 72460
D YELLOW CORP COM 985509108 1108 60139 SH SHARED 04 60139
D YORK FINL CORP COM 986630101 5 421 SH SHARED 01 421
D YORK INTL CORP NEW COM 986670107 4946 211623 SH SHARED 01 119848 91775
D YORK INTL CORP NEW COM 986670107 965 41307 SH SHARED 04 41307
D YORK INTL CORP NEW COM 986670107 70 3000 SH SHARED 05 3000
D YOUNG & RUBICAM INC SUB NT CV 144A05 987425AA3 925 1000000 PRN SHARED 01 1000000
D YOUNG & RUBICAM INC SUB NT CV 144A05 987425AA3 6937 7500000 PRN SHARED 04 7500000
D YOUNG & RUBICAM INC COM 987425105 28539 607223 SH SHARED 01 607223
D YOUNG & RUBICAM INC COM 987425105 47 1000 SH SHR/OTHR 01 1000
D YOUNG & RUBICAM INC COM 987425105 127 2720 SH SHARED 02 2700 20
D YOUNG & RUBICAM INC COM 987425105 5971 127060 SH SHARED 04 127060
D YOUNG & RUBICAM INC COM 987425105 211 4500 SH SHARED 05 4500
D YOUNG & RUBICAM INC COM 987425105 34023 723900 SH SHARED 06 723900
D YOUNG BROADCASTING INC CL A 987434107 2786 146661 SH SHARED 01 38461 108200
D YOUNG BROADCASTING INC CL A 987434107 1 100 SH SHARED 02 100
D YOUNG BROADCASTING INC CL A 987434107 74 3900 SH SHARED 04 3900
D YOUNG INNOVATIONS INC COM 987520103 1 100 SH SHARED 01 100
D YOUTHSTREAM MEDIA NETWORKS INC COM 987819109 220 16800 SH SHARED 01 16800
D YOUTHSTREAM MEDIA NETWORKS INC COM 987819109 68 5200 SH SHARED 04 5200
D Z SEVEN FD INC COM 988789103 1 200 SH SHARED 01 200
D ZALE CORP NEW COM 988858106 34352 728000 SH SHARED 01 570410 157590
D ZALE CORP NEW COM 988858106 648 13734 SH SHARED 04 13734
D ZAMBA CORP COM 988881108 77 7400 SH SHARED 01 7400
D ZEMEX CDA CORP COM 988910105 0 6 SH SHARED 01 6
D ZANY BRAINY INC COM 98906Q101 13 2700 SH SHARED 02 2700
D ZAPATA CORP COM NEW 989070503 108 22900 SH SHARED 01 22900
D ZAPATA CORP COM NEW 989070503 55 11600 SH SHARED 04 11600
D ZAPME CORP COM 98912E100 99 13100 SH SHARED 01 13100
D ZAPME CORP COM 98912E100 58 7625 SH SHARED 02 5625 2000
D ZAPME CORP COM 98912E100 0 42 SH SHARED 04 42
D ZARING NATL CORP COM 989136106 13 3900 SH SHARED 01 3900
D ZEBRA TECHNOLOGIES CORP CL A 989207105 7120 142406 SH SHARED 01 83755 58651
D ZEBRA TECHNOLOGIES CORP CL A 989207105 25 500 SH SHR/OTHR 01 500
D ZEBRA TECHNOLOGIES CORP CL A 989207105 5 100 SH SHARED 02 100
D ZEBRA TECHNOLOGIES CORP CL A 989207105 510 10200 SH SHARED 04 10200
D ZENITH NATL INS CORP COM 989390109 339 15300 SH SHARED 01 15300
D ZENITH NATL INS CORP COM 989390109 88 4000 SH SHARED 04 4000
D ZEROPLUS COM INC COM 98949Y103 57 5700 SH SHARED 01 5700
D ZIEGLER INC COM 989506100 1 100 SH SHARED 01 100
D ZIFF-DAVIS INC COM ZD 989511100 623 39900 SH SHARED 01 39900
D ZIFF-DAVIS INC COM ZD 989511100 1948 124700 SH SHARED 04 124700
D ZIFF-DAVIS INC COM ZDNET 989511209 384 18100 SH SHARED 01 18100
D ZIFF-DAVIS INC COM ZDNET 989511209 123 5800 SH SHARED 04 5800
D ZILA INC COM PAR $0.01 989513205 60 13000 SH SHARED 01 6500 6500
D ZILA INC COM PAR $0.01 989513205 4 1000 SH SHARED 02 1000
D ZIONS BANCORPORATION COM 989701107 20918 502552 SH SHARED 01 253172 249380
D ZIONS BANCORPORATION COM 989701107 33 800 SH SHR/OTHR 01 800
D ZIONS BANCORPORATION COM 989701107 420 10111 SH SHARED 02 10111
D ZIONS BANCORPORATION COM 989701107 7625 183201 SH SHARED 04 183201
D ZIONS BANCORPORATION COM 989701107 387 9300 SH SHARED 05 9300
D ZIXIT CORP COM 98974P100 10962 150561 SH SHARED 01 35961 114600
D ZIXIT CORP COM 98974P100 94 1300 SH SHARED 02 1300
D ZIXIT CORP COM 98974P100 466 6400 SH SHARED 04 6400
D ZORAN CORP COM 98975F101 17248 306300 SH SHARED 01 306300
D ZORAN CORP COM 98975F101 152 2700 SH SHARED 02 2700
D ZONAGEN INC COM 98975L108 43 5100 SH SHARED 01 5100
D ZOLTEK COS INC COM 98975W104 27 3000 SH SHARED 01 3000
D ZWEIG FD COM 989834106 25 2500 SH SHARED 02 2500
D ZYGO CORP COM 989855101 164 3400 SH SHARED 01 3400
D ZYGO CORP COM 989855101 1499 31075 SH SHARED 02 5075 26000
D ZOLL MED CORP COM 989922109 2680 52300 SH SHARED 01 52300
D ZOMAX INC MINN COM 989929104 2682 44528 SH SHARED 01 26528 18000
D ZOMAX INC MINN COM 989929104 415 6900 SH SHARED 04 6900
S REPORT SUMMARY 12033 DATA RECORDS 203497159 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
