TAUNUS CORP
13F-HR/A, 2000-09-07
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<PAGE>

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


                       FORM 13F


                 FORM 13F COVER PAGE


Report for the Calendar Year or Quarter Ended: June 30, 2000


Check here if Amendment {X}; Amendment Number: 1
This Amendment (Check only one.): {X} is a restatement.
                                  { } adds new holdings entries.

<PAGE>
Institutional Investment Manager Filing this Report:

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

13F File Number:

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


Person Signing this Report on Behalf of Reporting Manager:


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


     Damian Reitemeyer       New York, New York      September 5, 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:         12110


Form 13F Information Table Value Total:     151685892


List of Other Included Managers:

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



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

Confidential treatment has been requested under separate cover
for a portion of the Manager's securities positions held at
the end of this quarter.
<TABLE>
                                                             VALUE    SHARES/ SH/ PUT/ INVSTMT            -----VOTING AUTHORITY-----
  NAME OF ISSUER                 -TITLE OF CLASS- --CUSIP-- (x$1000)  PRN AMT PRN CALL DSCRETN -MANAGERS-     SOLE   SHARED     NONE
                                 <C>                                              <C>
D LERNOUT & HAUSPIE SPEECH PRODS COM              B5628B104       17      400 SH      SHARED      02                             400
D LERNOUT & HAUSPIE SPEECH PRODS COM              B5628B104       60     1366 SH      SHARED      04           100              1266
D CELANESE AG                    ORD              D1497A101      211    10850 SH      SHARED      04         10850
D DAIMLERCHRYSLER AG             ORD              D1668R123      102     1974 SH      SHARED      02                            1974
D DAIMLERCHRYSLER AG             ORD              D1668R123       26      500 SH      SHARED      04           500
D DAIMLERCHRYSLER AG             ORD              D1668R123      177     3400 SH      SHARED      05          3400
D TOTAL FINA ELF S A             WT EXP  080503   F9212D142    12235   359200 SH      SHARED      04        359200
D ACE LTD                        ORD              G0070K103     1160    41457 SH      SHARED      02         13300             28157
D ACE LTD                        ORD              G0070K103     9911   353987 SH      SHARED      04        353987
D ACE LTD                        ORD              G0070K103       42     1500 SH      SHARED      05          1500
D AMDOCS LTD                     ORD              G02602103       84     1100 SH      SHARED      02           600               500
D AMDOCS LTD                     ORD              G02602103      437     5700 SH      SHARED      04          5700
D AMDOCS LTD                     ORD              G02602103       15      200 SH      SHARED      05           200
D ANNUITY AND LIFE RE HLDGS      ORD              G03910109       19      800 SH      SHARED      02           700               100
D ANNUITY AND LIFE RE HLDGS      ORD              G03910109       12      500 SH      SHARED      04           500
D APEX SILVER MINES LTD          ORD              G04074103      139    14000 SH      SHARED      02         10500              3500
D APEX SILVER MINES LTD          WT EXP  110402   G04074111      182   112000 SH      SHARED      04        112000
D CENTRAL EUROPEAN MEDIA ENTRPRS CL A NEW         G20045202       12     1275 SH      SHARED      04          1275
D CHINADOTCOM CORP               CL A             G2108N109      202     9918 SH      SHARED      02          9700               218
D CHINADOTCOM CORP               CL A             G2108N109       28     1400 SH      SHARED      04          1400
D CHINADOTCOM CORP               CL A             G2108N109       61     3000 SH      SHARED      05          3000
D ELAN PLC                       RT               G29539148        0     1264 SH      SHARED      04          1264
D XCELERA COM INC                COM              G31611109      770    22655 SH      SHARED      02         22655
D XCELERA COM INC                COM              G31611109       37     1100 SH      SHARED      04          1100
D EVEREST RE GROUP LTD           COM              G3223R108       82     2500 SH      SHARED      01          2500
D EVEREST RE GROUP LTD           COM              G3223R108     3303   100500 SH      SHARED      04        100500
D EVEREST RE GROUP LTD           COM              G3223R108      338    10300 SH      SHARED      05         10300
D FLAG TELECOM HOLDINGS LTD      ORD              G3529L102       81     5500 SH      SHARED      02          3100              2400
D FRESH DEL MONTE PRODUCE INC    ORD              G36738105       68    10000 SH      SHARED      04         10000
D GEMSTAR INTL GROUP LTD         ORD              G3788V106      153     2501 SH      SHARED      01                            2501
D GEMSTAR INTL GROUP LTD         ORD              G3788V106    18585   302441 SH      SHARED      02        257613             44828
D GEMSTAR INTL GROUP LTD         ORD              G3788V106      142     2317 SH      SHARED      04          1617               700
D GLOBAL CROSSING LTD            COM              G3921A100     2739   104121 SH      SHARED      02         42175             61946
D GLOBAL CROSSING LTD            COM              G3921A100    41302  1569730 SH      SHARED      04       1569730
D GLOBAL CROSSING LTD            COM              G3921A100      489    18600 SH      SHARED      05         18600
D GLOBAL CROSSING LTD            PFD CV 6.375%    G3921A126       38      500 SH      SHR/OTHR    01                    500
D GLOBAL CROSSING LTD            PFD CV 6.375%    G3921A126     5451    70000 SH      SHARED      04         70000
D GLOBAL CROSSING LTD            PFD CV 6.75%     G3921A134    64305   289175 SH      SHARED      04        289175
D GLOBALSTAR TELECOMMUNICTNS LTD COM              G3930H104     1467   163006 SH      SHARED      02        146206             16800
D GLOBALSTAR TELECOMMUNICTNS LTD COM              G3930H104      234    26000 SH      SHARED      04         26000
D INTERWAVE COMMUNCTNS INTL LTD  ORD              G4911N102       14     1000 SH      SHARED      02                            1000
D KNIGHTSBRIDGE TANKERS LTD      ORD              G5299G106       40     2000 SH      SHARED      02                            2000
D KNIGHTSBRIDGE TANKERS LTD      ORD              G5299G106      396    19800 SH      SHARED      04         19800
D LEISUREPLANET HLDGS LTD        ORD              G54467108       22     7000 SH      SHARED      02          7000
D LORAL SPACE & COMMUNICATIONS   COM              G56462107       57     8250 SH      SHARED      02          1150              7100
D LORAL SPACE & COMMUNICATIONS   COM              G56462107      419    60520 SH      SHARED      04         60520
D MIH LTD                        CL A             G6116R101       60     2000 SH      SHARED      02          2000
D MIH LTD                        CL A             G6116R101      225     7500 SH      SHARED      04          7500
D NORDIC AMERICAN TANKER SHIPPNG COM              G65773106    19686  1175322 SH      SHARED      04       1175322
D OPENTV CORP                    CL A             G67543101        8      200 SH      SHARED      01                             200
D OPENTV CORP                    CL A             G67543101       60     1350 SH      SHARED      02          1350
D PARTNERRE LTD                  COM              G6852T105     1435    40510 SH      SHARED      04         40510
D PARTNERRE LTD                  COM              G6852T105       17      500 SH      SHARED      05           500
D RENAISSANCE RE HLDGS LTD       COM              G7496G103        8      200 SH      SHARED      02                             200
D RENAISSANCE RE HLDGS LTD       COM              G7496G103     1341    30800 SH      SHARED      04         30800
D RSL COMMUNICATIONS LTD         CL A             G7702U102     1220   106700 SH      SHARED      04        106700
D SANTA FE INTL CORP             ORD              G7805C108     4080   116800 SH      SHARED      01        116800
D SANTA FE INTL CORP             ORD              G7805C108       62     1800 SH      SHARED      02          1800
D SANTA FE INTL CORP             ORD              G7805C108     3462    99100 SH      SHARED      04         99100
D SANTA FE INTL CORP             ORD              G7805C108     1264    36200 SH      SHARED      05         36200
D HILFIGER TOMMY CORP            ORD              G8915Z102       18     2400 SH      SHARED      02                            2400
D TRANSOCEAN SEDCO FOREX INC     ORD              G90078109      517     9685 SH      SHARED      02          1690              7995
D TRANSOCEAN SEDCO FOREX INC     ORD              G90078109     9935   185927 SH      SHARED      04        185927
D TRITON ENERGY LTD              ORD              G90751101      117     3000 SH      SHARED      02                            3000
D TRITON ENERGY LTD              ORD              G90751101       82     2097 SH      SHARED      04          2097
D XOMA LTD                       ORD              G9825R107        0       64 SH      SHARED      04            64
D XL CAP LTD                     CL A             G98255105       59     1100 SH      SHARED      02                            1100
D XL CAP LTD                     CL A             G98255105     3867    71454 SH      SHARED      04         71454
D XL CAP LTD                     CL A             G98255105      622    11500 SH      SHARED      05         11500
D MILLICOM INTL CELLULAR S A     ORD              L6388F102       14      400 SH      SHARED      02           400
D STOLT OFFSHORE S A             COM              L8873E103       67     4750 SH      SHARED      02          4750
D ALADDIN KNOWLEDGE SYS LTD      ORD              M0392N101       15      996 SH      SHARED      02           996
D AUDIOCODES LTD                 ORD              M15342104       12      100 SH      SHARED      05           100
D BACKWEB TECHNOLOGIES LTD       ORD              M15633106       36     1600 SH      SHARED      02           600              1000
D CHECK POINT SOFTWARE TECH LTD  ORD              M22465104       96      455 SH      SHARED      02           200               255
D CHECK POINT SOFTWARE TECH LTD  ORD              M22465104      592     2800 SH      SHARED      04          2600               200
D E SIM LTD                      ORD              M40990109      294    30182 SH      SHARED      02         30182
D GALILEO TECHNOLOGY LTD         ORD              M47298100    19218   893875 SH      SHARED      02        870750             23125
D GALILEO TECHNOLOGY LTD         ORD              M47298100       12      569 SH      SHARED      04           569
D ISG INTL SOFTWARE GROUP LTD    ORD              M5733B104        0        5 SH      SHARED      02             5
D JACADA LTD                     ORD              M6184R101      152    12000 SH      SHARED      02         12000
D METALINK LTD                   ORD              M69897102        7      240 SH      SHARED      02                             240
D M SYS FLASH DISK PIONEERS LTD  ORD              M7061C100        7      100 SH      SHARED      04           100
D M SYS FLASH DISK PIONEERS LTD  ORD              M7061C100        7      100 SH      SHARED      05           100
D ORCKIT COMMUNICATIONS LTD      COM              M7531S107       31     1050 SH      SHARED      02           300               750
D ORCKIT COMMUNICATIONS LTD      COM              M7531S107       45     1509 SH      SHARED      04          1509
D RIT TECHNOLOGIES LTD           ORD              M8215N109      116     9400 SH      SHARED      04          9400
D TARO PHARMACEUTICAL INDS LTD   ORD              M8737E108       23     2000 SH      SHARED      01                            2000
D VOCALTEC COMMUNICATIONS LTD    ORD              M97601104      276    12000 SH      SHARED      04         12000
D ASM INTL N V                   COM              N07045102     2758   104095 SH      SHARED      04        104095
D ASM INTL N V                   COM              N07045102      257     9700 SH      SHARED      05          9700
D ASM LITHOGRAPHY HLDG N V       N Y SHS          N07059111     2647    60000 SH      SHARED      01         60000
D ASM LITHOGRAPHY HLDG N V       N Y SHS          N07059111     1878    42568 SH      SHARED      04         42568
D BAAN CO NV                     COM              N08044104       13     5000 SH      SHARED      02                            5000
D BAAN CO NV                     COM              N08044104      114    43453 SH      SHARED      04         43453
D CNH GLOBAL N V                 ORD              N20935107        9     1000 SH      SHARED      02                            1000
D CNH GLOBAL N V                 ORD              N20935107       10     1100 SH      SHARED      04          1100
D CNH GLOBAL N V                 ORD              N20935107      230    24900 SH      SHARED      05         24900
D CORE LABORATORIES N V          COM              N22717107      124     4300 SH      SHARED      02           300              4000
D IFCO SYSTEMS N V               ORD              N43961106     1027    40300 SH      SHARED      04         40300
D ORTHOFIX INTL N V              COM              N6748L102       17     1000 SH      SHARED      02                            1000
D QIAGEN N V                     ORD              N72482107       78      451 SH      SHARED      04           181               270
D BANCO LATINOAMERICANO DE EXPO  CL E             P16994132       35     1300 SH      SHARED      02                            1300
D PANAMERICAN BEVERAGES INC      CL A             P74823108      321    21500 SH      SHARED      04         21500
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103      107     5800 SH      SHARED      02          5000               800
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103      449    24300 SH      SHARED      04         24300
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103        1      100 SH      SHARED      05           100
D CREATIVE TECHNOLOGY LTD        ORD              Y1775U107     1203    50400 SH      SHARED      04         50400
D FLEXTRONICS INTL LTD           ORD              Y2573F102      171     2500 SH      SHR/OTHR    01                            2500
D FLEXTRONICS INTL LTD           ORD              Y2573F102      963    14024 SH      SHARED      02         12750              1274
D FLEXTRONICS INTL LTD           ORD              Y2573F102     3280    47762 SH      SHARED      04         47762
D FLEXTRONICS INTL LTD           ORD              Y2573F102     1440    20966 SH      SHARED      05         20966
D GIGAMEDIA LTD                  ORD              Y2711Y104        2      200 SH      SHARED      02           200
D KOREA THRUNET CO LTD           CL A             Y49975108       10      750 SH      SHARED      02           750
D PACIFIC INTERNET LTD           ORD              Y66183107       11      750 SH      SHARED      02           750
D TEEKAY SHIPPING MARSHALL ISLND COM              Y8564W103      489    14900 SH      SHARED      04         14900
D AAR CORP                       COM              000361105      649    54157 SH      SHARED      01         54157
D AAR CORP                       COM              000361105       54     4500 SH      SHARED      02                            4500
D AAR CORP                       COM              000361105       98     8209 SH      SHARED      04          8209
D ABC-NACO INC                   COM              000752105       48     6000 SH      SHARED      02          6000
D ABC-NACO INC                   COM              000752105      303    37989 SH      SHARED      04         37989
D A C MOORE ARTS & CRAFTS INC    COM              00086T103        0      130 SH      SHARED      04           130
D ACTV INC                       COM              00088E104     1293    86616 SH      SHARED      01         86616
D ACTV INC                       COM              00088E104     5763   385875 SH      SHARED      02        385775               100
D ACTV INC                       COM              00088E104       36     2456 SH      SHARED      04          2456
D A D C TELECOMMUNICATIONS       COM              000886101   202154  2410193 SH      SHARED      01       2409793               400
D A D C TELECOMMUNICATIONS       COM              000886101     2404    28671 SH      SHARED      02         27227              1444
D A D C TELECOMMUNICATIONS       COM              000886101    91476  1090629 SH      SHARED      04       1090629
D A D C TELECOMMUNICATIONS       COM              000886101      595     7100 SH      SHARED      05          7100
D ADE CORP MASS                  COM              00089C107      128     6709 SH      SHARED      01          6709
D ADE CORP MASS                  COM              00089C107       57     3009 SH      SHARED      04          3009
D ACM GOVT INCOME FD INC         COM              000912105       24     3400 SH      SHARED      04          3400
D ABN AMRO HLDG NV               SPONSORED ADR    000937102      105     4300 SH      SHARED      01          4300
D ABN AMRO HLDG NV               SPONSORED ADR    000937102        0       10 SH      SHARED      02            10
D ABM INDS INC                   COM              000957100     1314    57154 SH      SHARED      01         57154
D ABM INDS INC                   COM              000957100      234    10200 SH      SHARED      02          1500              8700
D ABM INDS INC                   COM              000957100        0       26 SH      SHARED      04            26
D ACT MFG INC                    SB NT CV144A7%07 000973AA5     2460  2000000 PRN     SHARED      01       2000000
D ACT MFG INC                    SB NT CV144A7%07 000973AA5    18511 15050000 PRN     SHARED      04      15050000
D ACT MFG INC                    COM              000973107      404     8700 SH      SHARED      01          8700
D ACT MFG INC                    COM              000973107        9      200 SH      SHARED      02           200
D ACT MFG INC                    COM              000973107      110     2390 SH      SHARED      04          2390
D ACT NETWORKS INC               COM              000975102      243    15916 SH      SHARED      01         15916
D ACT NETWORKS INC               COM              000975102     6575   429439 SH      SHARED      04        429439
D AEP INDS INC                   COM              001031103       15      600 SH      SHARED      01           600
D AEP INDS INC                   COM              001031103      173     6852 SH      SHARED      04          6852
D AFLAC INC                      COM              001055102    96049  2090902 SH      SHARED      01       2089102              1800
D AFLAC INC                      COM              001055102       13      300 SH      SHR/OTHR    01                             300
D AFLAC INC                      COM              001055102     1315    28628 SH      SHARED      02          2400             26228
D AFLAC INC                      COM              001055102     7384   160756 SH      SHARED      04        160756
D AFLAC INC                      COM              001055102      316     6900 SH      SHARED      05          6900
D AGCO CORP                      COM              001084102     1668   136218 SH      SHARED      01        136218
D AGCO CORP                      COM              001084102       19     1600 SH      SHR/OTHR    01                            1600
D AGCO CORP                      COM              001084102       39     3250 SH      SHARED      02                            3250
D AGCO CORP                      COM              001084102     1267   103497 SH      SHARED      04        103497
D AGCO CORP                      COM              001084102       33     2700 SH      SHARED      05          2700
D AGL RES INC                    COM              001204106     1783   111882 SH      SHARED      01        111882
D AGL RES INC                    COM              001204106       22     1400 SH      SHR/OTHR    01                   1400
D AGL RES INC                    COM              001204106      225    14174 SH      SHARED      04         14174
D AGL RES INC                    COM              001204106       60     3800 SH      SHARED      05          3800
D AHL SVCS INC                   COM              001296102        6     1000 SH      SHARED      01          1000
D AHL SVCS INC                   COM              001296102       10     1650 SH      SHARED      02          1650
D AHL SVCS INC                   COM              001296102      815   133200 SH      SHARED      03        133200
D AHL SVCS INC                   COM              001296102       92    15088 SH      SHARED      04         15088
D AES CORP                       COM              00130H105   150642  3301757 SH      SHARED      01       3291157             10600
D AES CORP                       COM              00130H105     1828    40080 SH      SHARED      02         12000             28080
D AES CORP                       COM              00130H105    11392   249693 SH      SHARED      04        249373               320
D AES CORP                       COM              00130H105      406     8900 SH      SHARED      05          8900
D AES CORP                       WT EXP  073100   00130H113     6459    44550 SH      SHARED      04         44550
D AHT CORP                       COM              00130R103       14     7200 SH      SHARED      01          7200
D AK STL HLDG CORP               COM              001547108     1395   174426 SH      SHARED      01        174425                 1
D AK STL HLDG CORP               COM              001547108       26     3365 SH      SHARED      02           485              2880
D AK STL HLDG CORP               COM              001547108      402    50284 SH      SHARED      04         50284
D AK STL HLDG CORP               COM              001547108      131    16400 SH      SHARED      05         16400
D AMB PROPERTY CORP              COM              00163T109     1501    65800 SH      SHARED      01         65800
D AMB PROPERTY CORP              COM              00163T109      651    28540 SH      SHARED      02         25490              3050
D AMB PROPERTY CORP              COM              00163T109      628    27566 SH      SHARED      04         27566
D AMC ENTMT INC                  COM              001669100      176    36108 SH      SHARED      04         36108
D AMFM INC                       COM              001693100    19540   283202 SH      SHARED      01        283202
D AMFM INC                       COM              001693100     1817    26338 SH      SHARED      02         10943             15395
D AMFM INC                       COM              001693100    49381   715670 SH      SHARED      04        715670
D AMFM INC                       COM              001693100     1324    19200 SH      SHARED      05         19200
D AMLI RESIDENTIAL PPTYS TR      SH BEN INT       001735109      568    24108 SH      SHARED      01         24108
D AMLI RESIDENTIAL PPTYS TR      SH BEN INT       001735109      148     6323 SH      SHARED      04          6323
D AMR CORP                       COM              001765106    32225  1218943 SH      SHARED      01       1217943      430      570
D AMR CORP                       COM              001765106       52     2000 SH      SHR/OTHR    01                            2000
D AMR CORP                       COM              001765106       54     2068 SH      SHARED      02          2000                68
D AMR CORP                       COM              001765106     4289   162247 SH      SHARED      04        162247
D AMR CORP                       COM              001765106      404    15300 SH      SHARED      05         15300
D AMR CORP                       COM              001765106    11497   434900 SH      SHARED      06        434900
D APAC CUSTOMER SERVICES INC     COM              00185E106      329    29808 SH      SHARED      01         29808
D APAC CUSTOMER SERVICES INC     COM              00185E106      155    14086 SH      SHARED      04         14086
D AT&T CORP                      COM              001957109       18      600 SH      SHR/OTHR    04                    300      300
D AT&T CORP                      COM              001957109   851910 26937875 SH      SHARED      01      25329185           1608690
D AT&T CORP                      COM              001957109    12650   400030 SH      SHR/OTHR    01                 258243   141787
D AT&T CORP                      COM              001957109     7463   236008 SH      SHARED      02         86510            149498
D AT&T CORP                      COM              001957109    69010  2182136 SH      SHARED      04       2182136
D AT&T CORP                      COM              001957109     2564    81080 SH      SHARED      05         81080
D AT&T CORP                      COM              001957109    25385   802696 SH      SHARED      06        802696
D AT&T CORP                      COM LIB GRP A    001957208    86968  3586314 SH      SHARED      01       3543042             43272
D AT&T CORP                      COM LIB GRP A    001957208     1144    47180 SH      SHR/OTHR    01                  33200    13980
D AT&T CORP                      COM LIB GRP A    001957208     2158    88990 SH      SHARED      02         60524             28466
D AT&T CORP                      COM LIB GRP A    001957208    17373   716427 SH      SHARED      04        716427
D AT&T CORP                      COM LIB GRP A    001957208      836    34500 SH      SHARED      05         34500
D AT&T CORP                      COM LIB GRP B    001957307       63     1948 SH      SHARED      01          1948
D AT&T CORP                      COM WIRLES GRP   001957406     3749   134500 SH      SHARED      01        131400              3100
D AT&T CORP                      COM WIRLES GRP   001957406      565    20300 SH      SHARED      02         18000              2300
D AT&T CORP                      COM WIRLES GRP   001957406      457    16400 SH      SHARED      04         16400
D A S V INC                      COM              001963107        6      450 SH      SHARED      01           450
D A S V INC                      COM              001963107      277    19293 SH      SHARED      04         19293
D APP FIN VI MAURITIUS LTD       LYONS NT ZERO 12 00202NAA3     7477 42730000 PRN     SHARED      04      42730000
D APT SATELLITE HOLDINGS LTD     SPONSORED ADR    00203R105      666   140300 SH      SHARED      04        140300
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       13     6200 SH      SHARED      01          6200
D AT & T CDA INC                 DEPS RCPT CL B   00207Q202     2628    79200 SH      SHARED      04         79200
D ATMI INC                       COM              00207R101    11635   250216 SH      SHARED      01        250216
D ATMI INC                       COM              00207R101       69     1500 SH      SHARED      02          1500
D ATMI INC                       COM              00207R101     5431   116800 SH      SHARED      03        116800
D ATMI INC                       COM              00207R101        0       14 SH      SHARED      04            14
D ATMI INC                       COM              00207R101      120     2600 SH      SHARED      05          2600
D ATS MED INC                    COM              002083103      344    23570 SH      SHARED      01         23570
D ATS MED INC                    COM              002083103       79     5420 SH      SHARED      04          5420
D AVI BIOPHARMA INC              COM              002346104       62     6300 SH      SHARED      01          6300
D AVT CORP                       COM              002420107      567    76979 SH      SHARED      01         76979
D AVT CORP                       COM              002420107        0       25 SH      SHARED      04            25
D AVX CORP NEW                   COM              002444107     1109    48358 SH      SHARED      01         48358
D AVX CORP NEW                   COM              002444107        9      400 SH      SHARED      02                             400
D AVX CORP NEW                   COM              002444107      517    22562 SH      SHARED      04         22562
D AXA FINL INC                   COM              002451102    21389   629116 SH      SHARED      01        620084              9032
D AXA FINL INC                   COM              002451102      753    22170 SH      SHR/OTHR    01                   9038    13132
D AXA FINL INC                   COM              002451102      156     4615 SH      SHARED      02                            4615
D AXA FINL INC                   COM              002451102     3060    90007 SH      SHARED      04         90007
D AXA FINL INC                   COM              002451102      299     8800 SH      SHARED      05          8800
D AXA FINL INC                   COM              002451102     4270   125600 SH      SHARED      06        125600
D AAMES FINL CORP                COM NEW          00253A309        0      945 SH      SHARED      01           945
D AASTROM BIOSCIENCES INC        COM              00253U107       57    23700 SH      SHARED      01         23700
D AARON RENTS INC                COM              002535201      265    21105 SH      SHARED      01         21105
D AARON RENTS INC                COM              002535201       13     1050 SH      SHARED      02                            1050
D AARON RENTS INC                COM              002535201       45     3636 SH      SHARED      04          3636
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   650142 14589615 SH      SHARED      01      14404745            184870
D ABBOTT LABS                    COM              002824100    36417   817231 SH      SHR/OTHR    01                 426444   390787
D ABBOTT LABS                    COM              002824100    11106   249247 SH      SHARED      02         73093            176154
D ABBOTT LABS                    COM              002824100   100580  2257091 SH      SHARED      04       2257091
D ABBOTT LABS                    COM              002824100     1947    43700 SH      SHARED      05         43700
D ABBOTT LABS                    COM              002824100    15774   354000 SH      SHARED      06        354000
D ABERCROMBIE & FITCH CO         CL A             002896207     1792   147057 SH      SHARED      01        144738              2319
D ABERCROMBIE & FITCH CO         CL A             002896207       46     3802 SH      SHARED      02          3002               800
D ABERCROMBIE & FITCH CO         CL A             002896207     1089    89385 SH      SHARED      04         89385
D ABERCROMBIE & FITCH CO         CL A             002896207       14     1200 SH      SHARED      05          1200
D ABGENIX INC                    COM              00339B107    12135   101250 SH      SHARED      01        101150               100
D ABGENIX INC                    COM              00339B107       11      100 SH      SHR/OTHR    01                             100
D ABGENIX INC                    COM              00339B107      143     1200 SH      SHARED      02                            1200
D ABGENIX INC                    COM              00339B107     2985    24905 SH      SHARED      04         24905
D ABIGAIL ADAMS NATL BANCORP INC COM              003390101       73     8575 SH      SHARED      01          8575
D ABINGTON BANCORP INC NEW       COM              00350P100       10     1200 SH      SHARED      01          1200
D ABIOMED INC                    COM              003654100      242     7902 SH      SHARED      01          7902
D ABIOMED INC                    COM              003654100       73     2377 SH      SHARED      04          2377
D ABLE TELCOM HLDG CORP          COM NEW          003712304       11     5700 SH      SHARED      01          5700
D ABOUT COM INC                  COM              003736105      486    15451 SH      SHARED      01         14780               671
D ABOUT COM INC                  COM              003736105        4      150 SH      SHARED      02           150
D ACACIA RESH CORP               COM              003881109      626    26105 SH      SHARED      01         26105
D ACACIA RESH CORP               COM              003881109      164     6862 SH      SHARED      04          6862
D ABITIBI-CONSOLIDATED INC       COM              003924107      168    18000 SH      SHARED      04         18000
D ABITIBI-CONSOLIDATED INC       COM              003924107       17     1900 SH      SHARED      05          1900
D ACADIA RLTY TR                 COM SH BEN INT   004239109        5      900 SH      SHARED      01           900
D ACCEPTANCE INS COS INC         COM              004308102      115    23075 SH      SHARED      04         23075
D ACCESS ANYTIME BANCORP         COM              00431F105       22     3500 SH      SHARED      01          3500
D ACCLAIM ENTMT INC              COM PAR $0.02    004325205        7     5305 SH      SHARED      01          5305
D ACCLAIM ENTMT INC              COM PAR $0.02    004325205       29    20700 SH      SHARED      02         15700              5000
D ACCLAIM ENTMT INC              COM PAR $0.02    004325205      120    84184 SH      SHARED      04         84184
D ACCREDO HEALTH INC             COM              00437V104     8628   249654 SH      SHARED      01        249654
D ACCRUE SOFTWARE INC            COM              00437W102     6042   170200 SH      SHARED      01        170200
D ACETO CORP                     COM              004446100        4      418 SH      SHARED      01           418
D ACKERLEY GROUP INC             COM              004527107      303    25806 SH      SHARED      01         25806
D ACKERLEY GROUP INC             COM              004527107        0       26 SH      SHARED      04            26
D ACLARA BIOSCIENCES INC         COM              00461P106      239     4700 SH      SHARED      01          4700
D ACLARA BIOSCIENCES INC         COM              00461P106      292     5750 SH      SHARED      02          5750
D ACME COMMUNICATION INC         COM              004631107      232    12741 SH      SHARED      01         12741
D ACME COMMUNICATION INC         COM              004631107       20     1100 SH      SHARED      02          1100
D ACNIELSEN CORP                 COM              004833109     3144   142950 SH      SHARED      01        142449               501
D ACNIELSEN CORP                 COM              004833109      117     5318 SH      SHR/OTHR    01                    133     5185
D ACNIELSEN CORP                 COM              004833109        3      166 SH      SHARED      02                             166
D ACNIELSEN CORP                 COM              004833109      781    35500 SH      SHARED      04         35500
D ACNIELSEN CORP                 COM              004833109      165     7500 SH      SHARED      05          7500
D ACTIVISION INC NEW             COM NEW          004930202        0        1 SH      SHARED      02             1
D ACTIVISION INC NEW             COM NEW          004930202      331    50940 SH      SHARED      04         50940
D ACTRADE INTL LTD               COM              004931101       12      600 SH      SHARED      01           600
D ACTION PERFORMANCE COS INC     SB NT CV 4.75%05 004933AB3      498  1500000 PRN     SHARED      04       1500000
D ACTION PERFORMANCE COS INC     COM              004933107       76    10600 SH      SHARED      01         10600
D ACTION PERFORMANCE COS INC     COM              004933107      206    28528 SH      SHARED      04         28528
D ACTEL CORP                     COM              004934105     2855    62584 SH      SHARED      01         61781               803
D ACTEL CORP                     COM              004934105      415     9103 SH      SHARED      04          9103
D ACRES GAMING INC               COM              004936100       23    13700 SH      SHARED      01         13700
D ACTIVE VOICE CORP              COM              004938106      155    19400 SH      SHARED      01         19400
D ACTIVE VOICE CORP              COM              004938106      268    33600 SH      SHARED      02         33600
D ACTIONPOINT INC                COM              00504A108       35     4600 SH      SHARED      01          4600
D ACTIVE SOFTWARE INC            COM              00504E100      877    11300 SH      SHARED      01         11300
D ACTIVE SOFTWARE INC            COM              00504E100       31      400 SH      SHARED      05           400
D ACTIVE APPAREL GROUP INC       COM              00504P105        1      500 SH      SHARED      01           500
D ACTUATE CORP                   COM              00508B102     3208    60110 SH      SHARED      01         60110
D ACTUATE CORP                   COM              00508B102    42700   800000 SH      SHARED      04        800000
D ACUSON CORP                    COM              005113105      779    57761 SH      SHARED      01         57761
D ACUSON CORP                    COM              005113105      144    10734 SH      SHARED      04         10734
D ACUSON CORP                    COM              005113105      135    10000 SH      SHARED      05         10000
D ACXIOM CORP                    COM              005125109     3305   121310 SH      SHARED      01        121310
D ACXIOM CORP                    COM              005125109    25909   950813 SH      SHARED      04        950813
D ACXIOM CORP                    COM              005125109      302    11100 SH      SHARED      05         11100
D ADAC LABS                      COM NEW          005313200      264    11000 SH      SHARED      01         11000
D ADAC LABS                      COM NEW          005313200     1323    55135 SH      SHARED      04         55135
D ADAM COM INC                   COM              00547M101        2      700 SH      SHARED      01           700
D ADAM COM INC                   COM              00547M101       34     8500 SH      SHARED      02          8500
D ADAMS EXPRESS CO               COM              006212104       20      566 SH      SHARED      01                             566
D ADAMS RES & ENERGY INC         COM NEW          006351308       26     2000 SH      SHARED      02                            2000
D ADAPTIVE BROADBAND CORP        COM              00650M104     2581    70245 SH      SHARED      01         70245
D ADAPTIVE BROADBAND CORP        COM              00650M104       33      900 SH      SHARED      02           700               200
D ADAPTIVE BROADBAND CORP        COM              00650M104       40     1095 SH      SHARED      04          1095
D ADAPTIVE BROADBAND CORP        COM              00650M104      135     3700 SH      SHARED      05          3700
D ADAPTEC INC                    COM              00651F108    18595   817391 SH      SHARED      01        817391
D ADAPTEC INC                    COM              00651F108      605    26620 SH      SHARED      02          1620             25000
D ADAPTEC INC                    COM              00651F108     3434   150987 SH      SHARED      04        150987
D ADAPTEC INC                    COM              00651F108       45     2000 SH      SHARED      05          2000
D ADECCO SA                      SPONSORED ADR    006754105       57      542 SH      SHARED      01           542
D ADECCO SA                      SPONSORED ADR    006754105        4       40 SH      SHARED      04            40
D ADELPHIA BUSINESS SOLUTIONS    CL A             006847107      993    42858 SH      SHARED      01         42858
D ADELPHIA COMMUNICATIONS CORP   CL A             006848105     2761    58910 SH      SHARED      01         58910
D ADELPHIA COMMUNICATIONS CORP   CL A             006848105       39      850 SH      SHARED      02           700               150
D ADELPHIA COMMUNICATIONS CORP   CL A             006848105      196     4200 SH      SHARED      04          4200
D ADEPT TECHNOLOGY INC           COM              006854103      144     3100 SH      SHARED      01          3100
D ADEPT TECHNOLOGY INC           COM              006854103      146     3143 SH      SHARED      04          3143
D ADMINISTAFF INC                COM              007094105     1238    19503 SH      SHARED      01         19503
D ADMINISTAFF INC                COM              007094105      210     3313 SH      SHARED      04          3313
D ADOBE SYS INC                  COM              00724F101   123903   953106 SH      SHARED      01        953106
D ADOBE SYS INC                  COM              00724F101      416     3200 SH      SHR/OTHR    01                   1750     1450
D ADOBE SYS INC                  COM              00724F101      390     3000 SH      SHARED      02          1000              2000
D ADOBE SYS INC                  COM              00724F101     6148    47297 SH      SHARED      04         47297
D ADTRAN INC                     COM              00738A106    15902   265600 SH      SHARED      01        265600
D ADTRAN INC                     COM              00738A106       29      500 SH      SHARED      02                             500
D ADTRAN INC                     COM              00738A106     1747    29184 SH      SHARED      04         29184
D ADTRAN INC                     COM              00738A106      305     5100 SH      SHARED      05          5100
D ADVANCE PARADIGM INC           COM              007491103      823    40162 SH      SHARED      01         40162
D ADVANCE PARADIGM INC           COM              007491103        8      431 SH      SHARED      04           431
D ADVANCED AERODYNAMICS&STRUCTUR CL A             00750B107       40    12400 SH      SHARED      01         12400
D ADVANCED AERODYNAMICS&STRUCTUR WT B EX 120201   00750B123       24    64500 SH      SHARED      04         64500
D ADVANCED DIGITAL INFORMATION   COM              007525108     1917   120341 SH      SHARED      01        120341
D ADVANCED DIGITAL INFORMATION   COM              007525108       65     4100 SH      SHARED      02          4100
D ADVANCED MACH VISION CORP      CL A             00753B104      343   200000 SH      SHARED      04        200000
D ADVANCED LTG TECHNOLOGIES      COM              00753C102      618    33439 SH      SHARED      01         33439
D ADVANCED LTG TECHNOLOGIES      COM              00753C102     3513   189900 SH      SHARED      03        189900
D ADVANCED LTG TECHNOLOGIES      COM              00753C102       77     4176 SH      SHARED      04          4176
D ADVANCED MARKETING SVCS INC    COM              00753T105       49     2700 SH      SHARED      01          2700
D ADVANCED MARKETING SVCS INC    COM              00753T105       27     1500 SH      SHARED      02                            1500
D ADVANCED FIBRE COMMUNICATIONS  COM              00754A105     2992    66050 SH      SHARED      01         66050
D ADVANCED FIBRE COMMUNICATIONS  COM              00754A105      418     9245 SH      SHARED      02          9000               245
D ADVANCED FIBRE COMMUNICATIONS  COM              00754A105     3452    76196 SH      SHARED      04         76196
D ADVANCED FIBRE COMMUNICATIONS  COM              00754A105       58     1300 SH      SHARED      05          1300
D ADVANCED PHOTONIX INC          CL A             00754E107       80    21000 SH      SHARED      01         21000
D ADVANCED RADIO TELECOM CORP    COM              00754U101      950    64998 SH      SHARED      01         64998
D ADVANCED RADIO TELECOM CORP    COM              00754U101        0        2 SH      SHARED      04             2
D ADVANCED TISSUE SCIENCES INC   COM              00755F103      773    96284 SH      SHARED      01         96284
D ADVANCED TISSUE SCIENCES INC   COM              00755F103       32     4000 SH      SHARED      02          4000
D ADVANCED TISSUE SCIENCES INC   COM              00755F103      220    27414 SH      SHARED      04         27414
D ADVEST GROUP INC               COM              007566102       23     1100 SH      SHARED      01          1100
D ADVEST GROUP INC               COM              007566102      311    14857 SH      SHARED      04         14857
D ADVANTAGE LEARNING SYSTEMS     COM              00757K100      206    13402 SH      SHARED      01         13402
D ADVANCED NEUROMODULATION SYS   COM              00757T101        1      100 SH      SHARED      01           100
D ADVANTICA RESTAURANT GROUP INC COM              00758B109       63    65470 SH      SHARED      04         65470
D ADVO INC                       COM              007585102     2078    49484 SH      SHARED      01         49484
D ADVO INC                       COM              007585102      480    11452 SH      SHARED      04         11452
D AEROFLEX INC                   COM              007768104     2418    48668 SH      SHARED      01         48668
D AEROFLEX INC                   COM              007768104       84     1700 SH      SHARED      04          1700
D ADVANCED MICRO DEVICES INC     COM              007903107    98969  1281164 SH      SHARED      01       1275464              5700
D ADVANCED MICRO DEVICES INC     COM              007903107      162     2100 SH      SHR/OTHR    01                   1100     1000
D ADVANCED MICRO DEVICES INC     COM              007903107      200     2600 SH      SHARED      02          1800               800
D ADVANCED MICRO DEVICES INC     COM              007903107    20692   267869 SH      SHARED      04        267869
D ADVANCED MICRO DEVICES INC     COM              007903107     2850    36900 SH      SHARED      05         36900
D AEGON N V                      ORD AMER REG     007924103     3617   101534 SH      SHARED      01         95472              6062
D AEGON N V                      ORD AMER REG     007924103      990    27798 SH      SHR/OTHR    01                  24926     2872
D AEGON N V                      ORD AMER REG     007924103       16      464 SH      SHARED      02                             464
D AEGON N V                      ORD AMER REG     007924103      612    17200 SH      SHARED      04         17200
D AEGON N V                      ORD AMER REG     007924103      228     6400 SH      SHARED      05          6400
D ADVANTA CORP                   CL A             007942105      510    41918 SH      SHARED      01         41918
D ADVANTA CORP                   CL B             007942204        3      353 SH      SHARED      01           353
D ADVANTA CORP                   CL B             007942204     7379   868156 SH      SHARED      04        868156
D ADVANCED ENERGY INDS           COM              007973100      932    15815 SH      SHARED      01         15815
D ADVANCED ENERGY INDS           COM              007973100       38      650 SH      SHARED      04           650
D ADVANCED ENERGY INDS           COM              007973100       29      500 SH      SHARED      05           500
D ADVENT SOFTWARE INC            COM              007974108     3130    48541 SH      SHARED      01         48541
D ADVENT SOFTWARE INC            COM              007974108        0       13 SH      SHARED      04            13
D AETHER SYS INC                 SUB NT CV   6%05 00808VAA3     2084  2000000 PRN     SHARED      01       2000000
D AETHER SYS INC                 SUB NT CV   6%05 00808VAA3    11253 10800000 PRN     SHARED      04      10800000
D AETHER SYS INC                 COM              00808V105     4571    22298 SH      SHARED      01         22298
D AETHER SYS INC                 COM              00808V105      922     4500 SH      SHARED      02           500              4000
D AETNA INC                      COM              008117103    71069  1107221 SH      SHARED      01       1106965               256
D AETNA INC                      COM              008117103      292     4555 SH      SHR/OTHR    01                   2855     1700
D AETNA INC                      COM              008117103      143     2228 SH      SHARED      02          1205              1023
D AETNA INC                      COM              008117103    26141   407267 SH      SHARED      04        407267
D AETNA INC                      COM              008117103     1938    30200 SH      SHARED      05         30200
D AETNA INC                      COM              008117103    11470   178710 SH      SHARED      06        178710
D AFFILIATED COMPUTER SERVICES   SB NT CV    4%05 008190AD2     2854  2928000 PRN     SHARED      04       2928000
D AFFILIATED COMPUTER SERVICES   CL A             008190100     2666    80655 SH      SHARED      01         80655
D AFFILIATED COMPUTER SERVICES   CL A             008190100     1108    33514 SH      SHARED      04         33514
D AFFILIATED COMPUTER SERVICES   CL A             008190100      211     6400 SH      SHARED      05          6400
D AFFILIATED MANAGERS GROUP      COM              008252108     2004    44061 SH      SHARED      01         44061
D AFFILIATED MANAGERS GROUP      COM              008252108      402     8839 SH      SHARED      02                            8839
D AFFILIATED MANAGERS GROUP      COM              008252108       16      358 SH      SHARED      04           358
D AFFINITY TECHNOLOGY GROUP INC  COM              00826M103       32    28500 SH      SHARED      01         28500
D AFFYMETRIX INC                 SB NT CV 144A 06 00826TAA6     2787  1900000 PRN     SHARED      04       1900000
D AFFYMETRIX INC                 COM              00826T108     4598    27850 SH      SHARED      01         21850              6000
D AFFYMETRIX INC                 COM              00826T108       41      250 SH      SHR/OTHR    01                             250
D AFFYMETRIX INC                 COM              00826T108      379     2300 SH      SHARED      02          1100              1200
D AFFYMETRIX INC                 COM              00826T108     4098    24818 SH      SHARED      04         24818
D AFFYMETRIX INC                 COM              00826T108       82      500 SH      SHARED      05           500
D AFTERMARKET TECHNOLOGY CORP    COM              008318107       73     8671 SH      SHARED      01          8671
D AFTERMARKET TECHNOLOGY CORP    COM              008318107      349    41109 SH      SHARED      04         41109
D AGENCY COM LTD                 COM              008447104      233    13100 SH      SHARED      01         13100
D AGENCY COM LTD                 COM              008447104        5      300 SH      SHARED      02           300
D AGILENT TECHNOLOGIES INC       COM              00846U101   293242  3976168 SH      SHARED      01       3915711      152    60305
D AGILENT TECHNOLOGIES INC       COM              00846U101    11352   153927 SH      SHR/OTHR    01                  92917    61010
D AGILENT TECHNOLOGIES INC       COM              00846U101     2757    37394 SH      SHARED      02         19231             18163
D AGILENT TECHNOLOGIES INC       COM              00846U101    52125   706782 SH      SHARED      04        706782
D AGILENT TECHNOLOGIES INC       COM              00846U101     3001    40700 SH      SHARED      05         40700
D AGILE SOFTWARE CORP DEL        COM              00846X105     1505    21300 SH      SHARED      01         21300
D AGILE SOFTWARE CORP DEL        COM              00846X105      501     7100 SH      SHARED      02          6700               400
D AGILE SOFTWARE CORP DEL        COM              00846X105        9      137 SH      SHARED      04           137
D AGILE SOFTWARE CORP DEL        COM              00846X105        7      100 SH      SHARED      05           100
D AGNICO EAGLE MINES LTD         COM              008474108      520    80900 SH      SHARED      04         80900
D AGRIBRANDS INTL INC            COM              00849R105      899    21450 SH      SHARED      01         21450
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      197     4700 SH      SHARED      04          4700
D AGRITOPE INC DEL               COM              00855D107        5      940 SH      SHARED      04           940
D AIR CDA INC                    CL A NON VTG     008911307        0        1 SH      SHARED      04             1
D AGRIUM INC                     COM              008916108        2      300 SH      SHARED      05           300
D AIMGLOBAL TECHNOLOGIES INC     COM              00900N100      114     9900 SH      SHARED      04          9900
D AIR PRODS & CHEMS INC          COM              009158106    59138  1919341 SH      SHARED      01       1913611     1600     4130
D AIR PRODS & CHEMS INC          COM              009158106      685    22241 SH      SHR/OTHR    01                  15416     6825
D AIR PRODS & CHEMS INC          COM              009158106      404    13113 SH      SHARED      02          1002             12111
D AIR PRODS & CHEMS INC          COM              009158106     2686    87203 SH      SHARED      04         87203
D AIR T INC                      COM              009207101       18     5000 SH      SHARED      02          5000
D AIRBORNE FGHT CORP             COM              009266107     8169   431388 SH      SHARED      01        431388
D AIRBORNE FGHT CORP             COM              009266107       37     2000 SH      SHARED      02           500              1500
D AIRBORNE FGHT CORP             COM              009266107      544    28769 SH      SHARED      04         28769
D AIRBORNE FGHT CORP             COM              009266107       34     1800 SH      SHARED      05          1800
D AIRGAS INC                     COM              009363102      625   110005 SH      SHARED      01        110005
D AIRGAS INC                     COM              009363102      296    52164 SH      SHARED      04         52164
D AIRGAS INC                     COM              009363102       60    10700 SH      SHARED      05         10700
D AIRGATE PCS INC                COM              009367103      304     5800 SH      SHARED      01          5800
D AIRNET COMMUNICATIONS CORP     COM              00941P106      256     9800 SH      SHARED      01          9800
D AIRTRAN HLDGS INC              COM              00949P108      681   163983 SH      SHARED      01        156103              7880
D AIRTRAN HLDGS INC              COM              00949P108        8     2000 SH      SHARED      02                            2000
D AIRTRAN HLDGS INC              COM              00949P108        0       49 SH      SHARED      04            49
D AKAMAI TECHNOLOGIES INC        COM              00971T101     5185    43673 SH      SHARED      01         43673
D AKAMAI TECHNOLOGIES INC        COM              00971T101        2       25 SH      SHR/OTHR    01                     25
D AKAMAI TECHNOLOGIES INC        COM              00971T101     2039    17175 SH      SHARED      02         14925              2250
D AKAMAI TECHNOLOGIES INC        COM              00971T101      325     2738 SH      SHARED      04          2738
D AKAMAI TECHNOLOGIES INC        COM              00971T101       47      400 SH      SHARED      05           400
D AKORN INC                      COM              009728106       17     2200 SH      SHARED      02          2200
D AKSYS LTD                      COM              010196103       27     3229 SH      SHARED      02          3229
D AKZO NOBEL NV                  SPONSORED ADR    010199305      231     5508 SH      SHARED      01          1508              4000
D AKZO NOBEL NV                  SPONSORED ADR    010199305       42     1000 SH      SHR/OTHR    01                            1000
D AKZO NOBEL NV                  SPONSORED ADR    010199305      383     9108 SH      SHARED      02                            9108
D AKZO NOBEL NV                  SPONSORED ADR    010199305        2       50 SH      SHARED      04            50
D ALABAMA NATL BANCORP DELA      COM              010317105      215    10901 SH      SHARED      01         10901
D ALAMOSA PCS HOLDINGS           COM              011593100     4428   212150 SH      SHARED      01        212150
D ALAMOSA PCS HOLDINGS           COM              011593100      130     6250 SH      SHARED      02          6250
D ALARIS MED INC                 COM              011637105       71    41100 SH      SHARED      01         39500              1600
D ALARIS MED INC                 COM              011637105       43    24739 SH      SHARED      04         24739
D ALASKA AIR GROUP INC           COM              011659109     1524    56191 SH      SHARED      01         56191
D ALASKA AIR GROUP INC           COM              011659109       13      500 SH      SHR/OTHR    01                    500
D ALASKA AIR GROUP INC           COM              011659109       16      600 SH      SHARED      02                             600
D ALASKA AIR GROUP INC           COM              011659109      318    11740 SH      SHARED      04         11740
D ALASKA AIR GROUP INC           COM              011659109      132     4900 SH      SHARED      05          4900
D ALASKA COMMUNICATIONS SYS GRP  COM              01167P101      102     9900 SH      SHARED      01          9900
D ALASKA COMMUNICATIONS SYS GRP  COM              01167P101      212    20525 SH      SHARED      02         11800              8725
D ALBANY INTL CORP               CL A             012348108      818    56448 SH      SHARED      01         56448
D ALBANY INTL CORP               CL A             012348108      253    17500 SH      SHARED      04         17500
D ALBANY INTL CORP               CL A             012348108       58     4000 SH      SHARED      05          4000
D ALBANY MOLECULAR RESH INC      COM              012423109     1317    24203 SH      SHARED      01         24203
D ALBANY MOLECULAR RESH INC      COM              012423109       27      500 SH      SHARED      02                             500
D ALBEMARLE CORP                 COM              012653101     1384    70091 SH      SHARED      01         70091
D ALBEMARLE CORP                 COM              012653101        9      500 SH      SHARED      02           200               300
D ALBEMARLE CORP                 COM              012653101      532    26951 SH      SHARED      04         26951
D ALBEMARLE CORP                 COM              012653101      118     6000 SH      SHARED      05          6000
D ALBERTO CULVER CO              CL B CONV        013068101    11797   386024 SH      SHARED      01        385124               900
D ALBERTO CULVER CO              CL B CONV        013068101       27      900 SH      SHR/OTHR    01                             900
D ALBERTO CULVER CO              CL B CONV        013068101      468    15338 SH      SHARED      04         15338
D ALBERTO CULVER CO              CL B CONV        013068101       39     1300 SH      SHARED      05          1300
D ALBERTO CULVER CO              CL A             013068200       23      900 SH      SHARED      01           900
D ALBERTO CULVER CO              CL A             013068200        7      300 SH      SHR/OTHR    01                             300
D ALBERTO CULVER CO              CL A             013068200     2362    90000 SH      SHARED      04         90000
D ALBERTSONS INC                 COM              013104104   107657  3237806 SH      SHARED      01       3233606              4200
D ALBERTSONS INC                 COM              013104104      332    10000 SH      SHR/OTHR    01                    702     9298
D ALBERTSONS INC                 COM              013104104      412    12400 SH      SHARED      02           600             11800
D ALBERTSONS INC                 COM              013104104    13894   417894 SH      SHARED      04        417894
D ALBERTSONS INC                 COM              013104104      608    18300 SH      SHARED      05         18300
D ALCAN ALUMINIUM LTD NEW        COM              013716105    46301  1493589 SH      SHARED      01       1492389              1200
D ALCAN ALUMINIUM LTD NEW        COM              013716105       83     2700 SH      SHARED      02           900              1800
D ALCAN ALUMINIUM LTD NEW        COM              013716105     9814   316590 SH      SHARED      04        316590
D ALCAN ALUMINIUM LTD NEW        COM              013716105     1460    47100 SH      SHARED      05         47100
D ALCIDE CORP                    COM NEW          013742507        1      100 SH      SHARED      01           100
D ALCOA INC                      COM              013817101   207180  7144151 SH      SHARED      01       7143051              1100
D ALCOA INC                      COM              013817101     1090    37600 SH      SHR/OTHR    01                  22600    15000
D ALCOA INC                      COM              013817101      236     8142 SH      SHARED      02          2370              5772
D ALCOA INC                      COM              013817101    16518   569605 SH      SHARED      04        569605
D ALCOA INC                      COM              013817101     1684    58100 SH      SHARED      05         58100
D ALCOA INC                      COM              013817101    42135  1452952 SH      SHARED      06       1452952
D ALCATEL                        SPONSORED ADR    013904305     1969    29615 SH      SHARED      01         29615
D ALCATEL                        SPONSORED ADR    013904305      970    14592 SH      SHARED      02          2109             12483
D ALCATEL                        SPONSORED ADR    013904305     6809   102400 SH      SHARED      04        101900               500
D ALEXANDER & BALDWIN INC        COM              014482103     2068    93768 SH      SHARED      01         93768
D ALEXANDER & BALDWIN INC        COM              014482103       35     1620 SH      SHARED      02           950               670
D ALEXANDER & BALDWIN INC        COM              014482103      577    26179 SH      SHARED      04         26179
D ALEXANDER & BALDWIN INC        COM              014482103      121     5500 SH      SHARED      05          5500
D ALEXANDERS INC                 COM              014752109      527     7201 SH      SHARED      01          7201
D ALEXANDERS INC                 COM              014752109        0        2 SH      SHARED      02             2
D ALEXANDERS INC                 COM              014752109        0        7 SH      SHARED      04             7
D ALEXANDRIA REAL ESTATE EQ INC  COM              015271109      624    18203 SH      SHARED      01         18203
D ALEXANDRIA REAL ESTATE EQ INC  COM              015271109      202     5904 SH      SHARED      04          5904
D ALEXION PHARMACEUTICALS INC    SB NT CV 144A 07 015351AA7     5276  6450000 PRN     SHARED      04       6450000
D ALEXION PHARMACEUTICALS INC    COM              015351109     1695    23711 SH      SHARED      01         23711
D ALEXION PHARMACEUTICALS INC    COM              015351109        7      100 SH      SHR/OTHR    01                             100
D ALEXION PHARMACEUTICALS INC    COM              015351109      458     6416 SH      SHARED      04          6416
D ALFA CORP                      COM              015385107     1004    57416 SH      SHARED      01         57416
D ALFA CORP                      COM              015385107        1       77 SH      SHARED      04            77
D ALGOS PHARMACEUTICAL CORP      COM              015869100      331    21731 SH      SHARED      01         21731
D ALGOS PHARMACEUTICAL CORP      COM              015869100        0       19 SH      SHARED      04            19
D ALKERMES INC                   SUB NT CV 144A07 01642TAA6    18996 22750000 PRN     SHARED      04      22750000
D ALKERMES INC                   COM              01642T108    11116   235900 SH      SHARED      01        235900
D ALKERMES INC                   COM              01642T108     2092    44407 SH      SHARED      04         44407
D ALKERMES INC                   COM              01642T108       42      900 SH      SHARED      05           900
D ALKERMES INC                   PFD CV EX$3.25   01642T405    49912   312073 SH      SHARED      04        312073
D ALL AMERICAN SEMICONDUCTOR INC COM NEW          016557407      179     9700 SH      SHARED      01          9700
D ALLAIRE CORP                   COM              016714107     1062    28905 SH      SHARED      01         28905
D ALLAIRE CORP                   COM              016714107     1102    30000 SH      SHARED      04         30000
D ALLAIRE CORP                   COM              016714107        3      100 SH      SHARED      05           100
D ALLEGHANY CORP DEL             COM              017175100     2209    13150 SH      SHARED      01         13150
D ALLEGHANY CORP DEL             COM              017175100        1        8 SH      SHARED      04             8
D ALLEGHENY ENERGY INC           COM              017361106     4945   180652 SH      SHARED      01        177936              2716
D ALLEGHENY ENERGY INC           COM              017361106       76     2790 SH      SHR/OTHR    01                   2790
D ALLEGHENY ENERGY INC           COM              017361106       10      400 SH      SHARED      02                             400
D ALLEGHENY ENERGY INC           COM              017361106    24773   904954 SH      SHARED      04        904954
D ALLEGHENY ENERGY INC           COM              017361106      388    14200 SH      SHARED      05         14200
D ALLEGHENY TECHNOLOGIES INC     COM              01741R102    13123   729066 SH      SHARED      01        729066
D ALLEGHENY TECHNOLOGIES INC     COM              01741R102       81     4550 SH      SHR/OTHR    01                            4550
D ALLEGHENY TECHNOLOGIES INC     COM              01741R102      593    32960 SH      SHARED      04         32960
D ALLEGHENY TECHNOLOGIES INC     COM              01741R102       36     2000 SH      SHARED      05          2000
D ALLEGIANCE TELECOM INC         COM              01747T102    15100   235950 SH      SHARED      01        235950
D ALLEGIANCE TELECOM INC         COM              01747T102     2331    36426 SH      SHARED      04         36426
D ALLEGIANCE TELECOM INC         COM              01747T102      124     1950 SH      SHARED      06          1950
D ALLEN ORGAN CO                 CL B             017753104       11      200 SH      SHARED      01           200
D ALLEN TELECOM INC              COM              018091108     1195    67593 SH      SHARED      01         67593
D ALLEN TELECOM INC              COM              018091108      321    18152 SH      SHARED      04         18152
D ALLERGAN INC                   COM              018490102    74606  1001424 SH      SHARED      01       1000244              1180
D ALLERGAN INC                   COM              018490102       44      600 SH      SHR/OTHR    01                             600
D ALLERGAN INC                   COM              018490102      119     1600 SH      SHARED      02          1000               600
D ALLERGAN INC                   COM              018490102     5978    80248 SH      SHARED      04         80248
D ALLERGAN INC                   COM              018490102      759    10200 SH      SHARED      05         10200
D ALLERGAN SPECIALTY THERAP      CL A             018494104       94     5239 SH      SHARED      01          5174                65
D ALLERGAN SPECIALTY THERAP      CL A             018494104        0       15 SH      SHR/OTHR    01                              15
D ALLERGAN SPECIALTY THERAP      CL A             018494104        0       41 SH      SHARED      02            25                16
D ALLIANCE BANCORP               COM              01852J105        9      552 SH      SHARED      01           552
D ALLIANCE BANCORP               COM              01852J105      316    19252 SH      SHARED      04         19252
D ALLIANCE BANCORP NEW ENG INC   COM              01852Q109       30     4399 SH      SHARED      01          4399
D ALLIANCE CAP MGMT HLDG L P     UNIT LTD PARTN   01855A101      972    20500 SH      SHARED      01         20500
D ALLIANCE CAP MGMT HLDG L P     UNIT LTD PARTN   01855A101      284     6000 SH      SHR/OTHR    01                   6000
D ALLIANCE CAP MGMT HLDG L P     UNIT LTD PARTN   01855A101       23      500 SH      SHARED      02                             500
D ALLIANCE CAP MGMT HLDG L P     UNIT LTD PARTN   01855A101      818    17263 SH      SHARED      04         17263
D ALLIANCE CAP MGMT HLDG L P     UNIT LTD PARTN   01855A101       28      600 SH      SHARED      05           600
D ALLIANCE SEMICONDUCTOR CORP    COM              01877H100     1094    44576 SH      SHARED      01         44576
D ALLIANCE SEMICONDUCTOR CORP    COM              01877H100     1085    44200 SH      SHARED      02         44200
D ALLIANCE SEMICONDUCTOR CORP    COM              01877H100     2087    85000 SH      SHARED      04         85000
D ALLIANCE PHARMACEUTICAL CORP   COM              018773101      863    76732 SH      SHARED      01         76722                10
D ALLIANCE PHARMACEUTICAL CORP   COM              018773101      293    26064 SH      SHARED      04         26064
D ALLIANCE WORLD DLR GV FD II    COM              01879R106      124    13100 SH      SHARED      02         13100
D ALLIANCE WORLD DLR GV FD INC   COM              018796102       70     6700 SH      SHARED      02          6700
D ALLIANT CORP                   COM              018802108     2619   100733 SH      SHARED      01        100733
D ALLIANT CORP                   COM              018802108       20      806 SH      SHR/OTHR    01                    806
D ALLIANT CORP                   COM              018802108       84     3256 SH      SHARED      02           456              2800
D ALLIANT CORP                   COM              018802108     2254    86714 SH      SHARED      04         86714
D ALLIANT CORP                   COM              018802108      273    10500 SH      SHARED      05         10500
D ALLIANT TECHSYSTEMS INC        COM              018804104     1856    27524 SH      SHARED      01         27524
D ALLIANT TECHSYSTEMS INC        COM              018804104      606     9000 SH      SHARED      04          9000
D ALLIED CAP CORP NEW            COM              01903Q108     2197   129260 SH      SHARED      01        129260
D ALLIED CAP CORP NEW            COM              01903Q108       25     1500 SH      SHR/OTHR    01                            1500
D ALLIED CAP CORP NEW            COM              01903Q108      448    26400 SH      SHARED      04         26400
D ALLIED HLDGS INC               COM              019223106       21     3500 SH      SHARED      02                            3500
D ALLIED IRISH BKS P L C         SPON ADR ORD     019228402       69     3900 SH      SHARED      04          3900
D ALLIED IRISH BKS P L C         SPON ADR ORD     019228402       78     4400 SH      SHARED      05          4400
D ALLIED PRODS CORP DEL          COM              019411107        6     4350 SH      SHARED      01          4350
D ALLIED RISER COMMUNICATIONS CP COM              019496108     7704   545424 SH      SHARED      01        545424
D ALLIED RISER COMMUNICATIONS CP COM              019496108       42     3000 SH      SHR/OTHR    01                            3000
D ALLIED RISER COMMUNICATIONS CP COM              019496108       38     2700 SH      SHARED      02          2700
D ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308    13621  1362151 SH      SHARED      01       1362151
D ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308      693    69384 SH      SHARED      04         69384
D ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308       41     4100 SH      SHARED      05          4100
D ALLMERICA FINL CORP            COM              019754100     3986    76117 SH      SHARED      01         75617               500
D ALLMERICA FINL CORP            COM              019754100      439     8385 SH      SHARED      02                            8385
D ALLMERICA FINL CORP            COM              019754100     3993    76241 SH      SHARED      04         76241
D ALLMERICA FINL CORP            COM              019754100      492     9400 SH      SHARED      05          9400
D ALLOS THERAPEUTICS INC         COM              019777101       29     3000 SH      SHARED      01          3000
D ALLOS THERAPEUTICS INC         COM              019777101        3      400 SH      SHARED      02           400
D ALLOU HEALTH & BEAUTY CARE INC CL A             019782101        7     1000 SH      SHARED      01          1000
D ALLOY ONLINE INC               COM              019855105       66     5900 SH      SHARED      01          5900
D ALLSCRIPTS INC                 COM              019886100      202     8800 SH      SHARED      01          8800
D ALLSCRIPTS INC                 COM              019886100      127     5549 SH      SHARED      04          5549
D ALLMERICA SECS TR              SH BEN INT       019921105        6      700 SH      SHARED      02                             700
D ALLSTATE CORP                  COM              020002101   131859  5926289 SH      SHARED      01       5926104      185
D ALLSTATE CORP                  COM              020002101      713    32074 SH      SHR/OTHR    01                   4168    27906
D ALLSTATE CORP                  COM              020002101      715    32150 SH      SHARED      02         17356             14794
D ALLSTATE CORP                  COM              020002101    30449  1368495 SH      SHARED      04       1368495
D ALLSTATE CORP                  COM              020002101      300    13500 SH      SHARED      05         13500
D ALLSTATE CORP                  COM              020002101       21      980 SH      SHARED      06           980
D ALLTEL CORP                    COM              020039103   225085  3634099 SH      SHARED      01       3349424            284675
D ALLTEL CORP                    COM              020039103    11670   188423 SH      SHR/OTHR    01                 130985    57438
D ALLTEL CORP                    COM              020039103     1739    28078 SH      SHARED      02          7822             20256
D ALLTEL CORP                    COM              020039103    10842   175050 SH      SHARED      04        174925               125
D ALLTEL CORP                    COM              020039103      520     8400 SH      SHARED      05          8400
D ALLTEL CORP                    COM              020039103     1969    31800 SH      SHARED      06         31800
D ALLTRISTA CORP                 COM              020040101        7      340 SH      SHARED      01           315                25
D ALLTRISTA CORP                 COM              020040101      270    12664 SH      SHARED      04         12664
D ALPHA INDS INC                 COM              020753109    14439   327700 SH      SHARED      01        327700
D ALPHA INDS INC                 COM              020753109     1311    29774 SH      SHARED      04         29774
D ALPHANET SOLUTIONS INC         COM              020787107        3      800 SH      SHARED      01           800
D ALPHARMA INC                   SR SB CV 144A 06 020813AC5     5883  3000000 PRN     SHARED      04       3000000
D ALPHARMA INC                   SR SB NT CV 3%06 020813AD3     3922  2000000 PRN     SHARED      01       2000000
D ALPHARMA INC                   CL A             020813101    16714   268498 SH      SHARED      01        268498
D ALPHARMA INC                   CL A             020813101       64     1038 SH      SHARED      04          1038
D ALPINE GROUP INC               COM              020825105       11     1700 SH      SHARED      01          1700
D ALPINE GROUP INC               COM              020825105      168    25012 SH      SHARED      04         25012
D ALPHA MICROSYSTEMS INC         COM              020903100       26     5400 SH      SHARED      01          5400
D ALPNET INC                     COM              021089107       48    16100 SH      SHARED      01         16100
D ALTERA CORP                    COM              021441100   192100  1884502 SH      SHARED      01       1873902             10600
D ALTERA CORP                    COM              021441100      101     1000 SH      SHR/OTHR    01                   1000
D ALTERA CORP                    COM              021441100      499     4900 SH      SHARED      02          2500              2400
D ALTERA CORP                    COM              021441100    16667   163503 SH      SHARED      04        163503
D ALTERA CORP                    COM              021441100     2629    25800 SH      SHARED      05         25800
D ALTEON WEBSYSTEMS INC          COM              02145A109    19001   189900 SH      SHARED      01        189900
D ALTEON WEBSYSTEMS INC          COM              02145A109       17      175 SH      SHARED      02           175
D ALTEON WEBSYSTEMS INC          COM              02145A109     4266    42640 SH      SHARED      04         42640
D ALTERNATIVE RESOURCES CORP     COM              02145R102        8     4600 SH      SHARED      01          4600
D ALTERRA HEALTHCARE CORP        COM              02146C104        5     2545 SH      SHARED      01          2545
D ALTERRA HEALTHCARE CORP        COM              02146C104        1      900 SH      SHARED      02           900
D ALTERRA HEALTHCARE CORP        COM              02146C104       89    44503 SH      SHARED      04         44503
D ALZA CORP DEL                  SUB LYON ZERO 14 022615AC2     4637  6225000 PRN     SHARED      04       6225000
D ALZA CORP DEL                  SUB DB CONV 5%06 022615AD0     4500  3000000 PRN     SHARED      01       3000000
D ALZA CORP DEL                  COM              022615108    45467   769000 SH      SHARED      01        769000
D ALZA CORP DEL                  COM              022615108      570     9644 SH      SHR/OTHR    01                   2300     7344
D ALZA CORP DEL                  COM              022615108      282     4770 SH      SHARED      02          1770              3000
D ALZA CORP DEL                  COM              022615108     9085   153674 SH      SHARED      04        153674
D ALZA CORP DEL                  COM              022615108      484     8200 SH      SHARED      05          8200
D AMAZON COM INC                 COM              023135106    12483   343796 SH      SHARED      01        343796
D AMAZON COM INC                 COM              023135106        3      100 SH      SHR/OTHR    01                             100
D AMAZON COM INC                 COM              023135106     4176   115007 SH      SHARED      02        110421              4586
D AMAZON COM INC                 COM              023135106     2736    75369 SH      SHARED      04         74679               690
D AMBAC FINL GROUP INC           COM              023139108    13897   253550 SH      SHARED      01        253550
D AMBAC FINL GROUP INC           COM              023139108       10      200 SH      SHR/OTHR    01                             200
D AMBAC FINL GROUP INC           COM              023139108        9      165 SH      SHARED      02                             165
D AMBAC FINL GROUP INC           COM              023139108     4072    74299 SH      SHARED      04         74299
D AMBAC FINL GROUP INC           COM              023139108      487     8900 SH      SHARED      05          8900
D AMBANC HLDG INC                COM              023161102       92     6040 SH      SHARED      01          6040
D AMBASSADORS INTL INC           COM              023178106        1      100 SH      SHARED      01           100
D AMCOL INTL CORP                COM              02341W103      707    42857 SH      SHARED      01         42857
D AMCOL INTL CORP                COM              02341W103       29     1800 SH      SHARED      04          1800
D AMERADA HESS CORP              COM              023551104    43220   699923 SH      SHARED      01        699623               300
D AMERADA HESS CORP              COM              023551104      633    10263 SH      SHR/OTHR    01                   6997     3266
D AMERADA HESS CORP              COM              023551104      587     9510 SH      SHARED      02          4830              4680
D AMERADA HESS CORP              COM              023551104     6582   106599 SH      SHARED      04        106599
D AMERADA HESS CORP              COM              023551104     1766    28600 SH      SHARED      05         28600
D AMERCO                         COM              023586100      266    13303 SH      SHARED      01         13303
D AMERCO                         COM              023586100        0       14 SH      SHARED      04            14
D AMEREN CORP                    COM              023608102    33672   997691 SH      SHARED      01        997491               200
D AMEREN CORP                    COM              023608102       10      309 SH      SHR/OTHR    01                    309
D AMEREN CORP                    COM              023608102       19      570 SH      SHARED      02                             570
D AMEREN CORP                    COM              023608102     2639    78201 SH      SHARED      04         78201
D AMEREN CORP                    COM              023608102      104     3100 SH      SHARED      05          3100
D AMERIANA BANCORP               COM              023613102        2      220 SH      SHARED      01           220
D AMERICA ONLINE INC DEL         SUB NT CONV 4%02 02364JAB0     6035   750000 PRN     SHARED      01        750000
D AMERICA ONLINE INC DEL         SUB NT CONV 4%02 02364JAB0     8047  1000000 PRN     SHARED      04       1000000
D AMERICA ONLINE INC DEL         SUB NT CV ZRO 19 02364JAC8     3108  6205000 PRN     SHARED      01       6205000
D AMERICA ONLINE INC DEL         SUB NT CV ZRO 19 02364JAC8    29783 59449000 PRN     SHARED      04      59449000
D AMERICA ONLINE INC DEL         COM              02364J104   964838 18312640 SH      SHARED      01      18250790             61850
D AMERICA ONLINE INC DEL         COM              02364J104     1052    19968 SH      SHR/OTHR    01                  12034     7934
D AMERICA ONLINE INC DEL         COM              02364J104    23149   439381 SH      SHARED      02        177663            261718
D AMERICA ONLINE INC DEL         COM              02364J104   223548  4242958 SH      SHARED      04       4241038              1920
D AMERICA ONLINE INC DEL         COM              02364J104     2365    44900 SH      SHARED      05         44900
D AMERICA ONLINE INC DEL         COM              02364J104    26373   500560 SH      SHARED      06        500560
D AMERICA SVC GROUP INC          COM              02364L109      159     7800 SH      SHARED      01          7800
D AMERICA WEST HLDG CORP         CL B             023657208     1026    59914 SH      SHARED      01         59914
D AMERICA WEST HLDG CORP         CL B             023657208      390    22800 SH      SHARED      04         22800
D AMCORE FINL INC                COM              023912108      785    42880 SH      SHARED      01         42880
D AMCORE FINL INC                COM              023912108       59     3250 SH      SHARED      02           250              3000
D AMCORE FINL INC                COM              023912108        1       62 SH      SHARED      04            62
D AMERICAN AXLE & MFG HLDGS INC  COM              024061103      255    18000 SH      SHARED      01         18000
D AMERICAN AXLE & MFG HLDGS INC  COM              024061103        0       27 SH      SHARED      04            27
D AMERICAN BANCORPORATION OHIO   COM NEW          024076408      123    10048 SH      SHARED      01         10048
D AMERICAN BANCORPORATION OHIO   COM NEW          024076408      118     9648 SH      SHR/OTHR    01                            9648
D AMERICAN BK CONN WATERBURY     COM              024327108        3      200 SH      SHARED      01           200
D AMERICAN BILTRITE INC          COM              024591109        2      200 SH      SHARED      01           200
D AMERICAN CLASSIC VOYAGES CO    COM              024928103      501    24306 SH      SHARED      01         24306
D AMERICAN CAPITAL STRATEGIES    COM              024937104      681    28563 SH      SHARED      01         28563
D AMERICAN CAPITAL STRATEGIES    COM              024937104    20503   858768 SH      SHARED      04        858768
D AMERICAN DENTAL PARTNERS       COM              025353103      210    30000 SH      SHARED      02                           30000
D AMERICAN EAGLE OUTFITTERS NEW  COM              02553E106      658    47000 SH      SHARED      01         47000
D AMERICAN EAGLE OUTFITTERS NEW  COM              02553E106      147    10500 SH      SHARED      02         10500
D AMERICAN EAGLE OUTFITTERS NEW  COM              02553E106      234    16729 SH      SHARED      04         16729
D AMERICAN EAGLE OUTFITTERS NEW  COM              02553E106       47     3400 SH      SHARED      05          3400
D AMERICAN ELEC PWR INC          COM              025537101    88791  2997194 SH      SHARED      01       2994334              2860
D AMERICAN ELEC PWR INC          COM              025537101      689    23260 SH      SHR/OTHR    01                  20630     2630
D AMERICAN ELEC PWR INC          COM              025537101      415    14032 SH      SHARED      02          1900             12132
D AMERICAN ELEC PWR INC          COM              025537101     9276   313146 SH      SHARED      04        313146
D AMERICAN ELEC PWR INC          COM              025537101      213     7200 SH      SHARED      05          7200
D AMERICAN EXPRESS CO            COM              025816109   647837 12428541 SH      SHARED      01      11901950            526591
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D AMERICAN EXPRESS CO            COM              025816109   118841  2279934 SH      SHARED      04       2279394               540
D AMERICAN EXPRESS CO            COM              025816109     1303    25000 SH      SHARED      05         25000
D AMERICAN FINL GROUP INC OHIO   COM              025932104     1331    53649 SH      SHARED      01         53649
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D AMERICAN FINL GROUP INC OHIO   COM              025932104      191     7700 SH      SHARED      05          7700
D AMERICAN FINL HLDGS INC        COM              026075101      602    37932 SH      SHARED      01         37932
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D AMERICAN GENERAL CORP          COM              026351106     7857   128809 SH      SHARED      04        128809
D AMERICAN GENERAL CORP          COM              026351106      664    10900 SH      SHARED      05         10900
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D AMERICAN GREETINGS CORP        CL A             026375105       30     1600 SH      SHARED      05          1600
D AMERICAN HEALTHWAYS INC        COM              02649V104       17     3500 SH      SHARED      01          3500
D AMERICAN HOME PRODS CORP       COM              026609107   726638 12368308 SH      SHARED      01      12225688     2000   140620
D AMERICAN HOME PRODS CORP       COM              026609107    38818   660736 SH      SHR/OTHR    01                 405436   255300
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D AMERICAN HOME PRODS CORP       COM              026609107   150177  2556206 SH      SHARED      04       2556206
D AMERICAN HOME PRODS CORP       COM              026609107     1592    27100 SH      SHARED      05         27100
D AMERICAN HOMESTAR CORP         COM              026651109       10    10000 SH      SHARED      02         10000
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D AMERICAN INDL PPTYS REIT       COM NEW          026791202        8      629 SH      SHARED      04           629
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D AMERICAN INTL GROUP INC        COM              026874107       41      350 SH      SHR/OTHR    04                    100      250
D AMERICAN INTL GROUP INC        COM              026874107  1709560 14549448 SH      SHARED      01      14052828            496620
D AMERICAN INTL GROUP INC        COM              026874107    69912   595003 SH      SHR/OTHR    01                 320032   274971
D AMERICAN INTL GROUP INC        COM              026874107     7619    64843 SH      SHARED      02         12864             51979
D AMERICAN INTL GROUP INC        COM              026874107   187630  1596852 SH      SHARED      04       1596461               391
D AMERICAN INTL GROUP INC        COM              026874107      646     5500 SH      SHARED      05          5500
D AMERICAN INTL GROUP INC        COM              026874107    71534   608801 SH      SHARED      06        608801
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D AMERICAN ITALIAN PASTA CO      CL A             027070101      454    21963 SH      SHARED      04         21963
D AMERICAN ITALIAN PASTA CO      CL A             027070101      142     6900 SH      SHARED      05          6900
D AMERICAN MGMT SYS INC          COM              027352103     1417    43175 SH      SHARED      01         43175
D AMERICAN MGMT SYS INC          COM              027352103      336    10250 SH      SHARED      02         10250
D AMERICAN MGMT SYS INC          COM              027352103      333    10151 SH      SHARED      04         10151
D AMERICAN NATL CAN GROUP INC    COM              027714104    29342  1738834 SH      SHARED      01       1738834
D AMERICAN PAC BK AUMSVILLE ORE  CL B             02837P307       23     6500 SH      SHARED      01          6500
D AMERICAN NATL INS CO           COM              028591105      903    17707 SH      SHARED      01         17707
D AMERICAN NATL INS CO           COM              028591105      224     4400 SH      SHARED      04          4400
D AMERICAN RETIREMENT CORP       COM              028913101       34     6201 SH      SHARED      01          6201
D AMERICAN RETIREMENT CORP       COM              028913101      190    34185 SH      SHARED      04         34185
D AMERICAN PWR CONVERSION CORP   COM              029066107    56919  1394670 SH      SHARED      01       1387170              7500
D AMERICAN PWR CONVERSION CORP   COM              029066107      122     3000 SH      SHR/OTHR    01                   3000
D AMERICAN PWR CONVERSION CORP   COM              029066107       77     1900 SH      SHARED      02           500              1400
D AMERICAN PWR CONVERSION CORP   COM              029066107     3020    74002 SH      SHARED      04         74002
D AMERICAN PWR CONVERSION CORP   COM              029066107      130     3200 SH      SHARED      05          3200
D AMERICAN REAL ESTATE PARTNR LP DEPOSITRY UNIT   029169109       20     2200 SH      SHARED      01          2200
D AMERICAN REAL ESTATE PARTNR LP DEPOSITRY UNIT   029169109       87     9500 SH      SHARED      04          9500
D AMERICAN RLTY TR INC           COM PAR$.01NEW   029177409       11     1200 SH      SHARED      01          1200
D AMERICAN RLTY TR INC           COM PAR$.01NEW   029177409        3      372 SH      SHARED      02           124               248
D AMERICAN SOFTWARE INC          CL A             029683109       45     8900 SH      SHARED      01          8900
D AMERICAN SOFTWARE INC          CL A             029683109       25     5000 SH      SHARED      04          5000
D AMERICAN STD COS INC DEL       COM              029712106     4489   109500 SH      SHARED      01        109500
D AMERICAN STD COS INC DEL       COM              029712106        3       75 SH      SHARED      02            75
D AMERICAN STD COS INC DEL       COM              029712106     1454    35472 SH      SHARED      04         35472
D AMERICAN STS WTR CO            COM              029899101      401    13500 SH      SHARED      01         13500
D AMERICAN STS WTR CO            COM              029899101       14      500 SH      SHARED      04           500
D AMERICAN TOWER CORP            NT CV    6.25%09 029912AB8     2761  1500000 PRN     SHARED      01       1500000
D AMERICAN TOWER CORP            NT CV    6.25%09 029912AB8    11966  6500000 PRN     SHARED      04       6500000
D AMERICAN TOWER CORP            NT CV    2.25%09 029912AD4    16137 12500000 PRN     SHARED      04      12500000
D AMERICAN TOWER CORP            NT CV ACRD  5%10 029912AF9     2022  2000000 PRN     SHARED      01       2000000
D AMERICAN TOWER CORP            CL A             029912201    15771   378330 SH      SHARED      01        378330
D AMERICAN TOWER CORP            CL A             029912201     6572   157664 SH      SHARED      02         30640            127024
D AMERICAN TOWER CORP            CL A             029912201     3380    81100 SH      SHARED      04         81100
D AMERICAN TOWER CORP            CL A             029912201       87     2100 SH      SHARED      05          2100
D AMERICAN SUPERCONDUCTOR CORP   COM              030111108     1721    35689 SH      SHARED      01         34689              1000
D AMERICAN SUPERCONDUCTOR CORP   COM              030111108     7773   161100 SH      SHARED      04        161100
D AMERICAN TECHNICNAL CERAMICS   COM              030137103       44     1600 SH      SHARED      01          1600
D AMERICAN TECHNICNAL CERAMICS   COM              030137103      139     5000 SH      SHARED      02          5000
D AMERICAN TECHNICNAL CERAMICS   COM              030137103       39     1408 SH      SHARED      04          1408
D AMERICAN TELESOURCE INTL INC   COM              03018P108      424    67239 SH      SHARED      01         67239
D AMERICAN TELESOURCE INTL INC   COM              03018P108      248    39400 SH      SHARED      04         39400
D AMERICAN WTR WKS INC           COM              030411102     3183   127350 SH      SHARED      01        127350
D AMERICAN WTR WKS INC           COM              030411102      178     7150 SH      SHARED      02          1000              6150
D AMERICAN WTR WKS INC           COM              030411102     1553    62132 SH      SHARED      04         62132
D AMERICAN WTR WKS INC           COM              030411102      322    12900 SH      SHARED      05         12900
D AMERICAN WOODMARK CORP         COM              030506109      194     9505 SH      SHARED      04          9505
D AMERICAN XTAL TECHNOLOGY INC   COM              030514103     1991    46041 SH      SHARED      01         46041
D AMERICAN XTAL TECHNOLOGY INC   COM              030514103       43     1000 SH      SHARED      02                            1000
D AMERICAN XTAL TECHNOLOGY INC   COM              030514103       44     1025 SH      SHARED      04            25              1000
D AMERICREDIT CORP               COM              03060R101     2927   172227 SH      SHARED      01        172227
D AMERICREDIT CORP               COM              03060R101      103     6096 SH      SHARED      04          6096
D AMERIPATH INC                  COM              03071D109      343    38704 SH      SHARED      01         38704
D AMERIPATH INC                  COM              03071D109        0       35 SH      SHARED      04            35
D AMERISOURCE HEALTH CORP        CL A             03071P102     3835   123741 SH      SHARED      01        123741
D AMERISOURCE HEALTH CORP        CL A             03071P102       75     2428 SH      SHARED      04          2428
D AMERON INTL INC                COM              030710107       14      400 SH      SHARED      01           400
D AMERITRADE HLDG CORP           SB NT CV 144A 04 03072HAA7     1204  2000000 PRN     SHARED      04       2000000
D AMERITRADE HLDG CORP           SUB NT CV5.75%04 03072HAB5     4671  7760000 PRN     SHARED      04       7760000
D AMERITRADE HLDG CORP           CL A             03072H109      944    81250 SH      SHARED      01         81250
D AMERITRADE HLDG CORP           CL A             03072H109       19     1700 SH      SHARED      02                            1700
D AMERITRADE HLDG CORP           CL A             03072H109      410    35340 SH      SHARED      04         35340
D AMERUS LIFE HLDGS INC          COM              030732101      481    23359 SH      SHARED      01         23359
D AMERUS LIFE HLDGS INC          COM              030732101      146     7099 SH      SHARED      04          7099
D AMES DEPT STORES INC           COM NEW          030789507      456    58894 SH      SHARED      01         58894
D AMES DEPT STORES INC           COM NEW          030789507        3      500 SH      SHR/OTHR    01                             500
D AMES DEPT STORES INC           COM NEW          030789507        0       40 SH      SHARED      04            40
D AMERIGAS PARTNERS L P          UNIT L P INT     030975106       33     2000 SH      SHARED      02          2000
D AMERIGAS PARTNERS L P          UNIT L P INT     030975106       72     4300 SH      SHARED      04          4300
D AMETEK INC NEW                 COM              031100100     1620    92617 SH      SHARED      01         92617
D AMETEK INC NEW                 COM              031100100      239    13660 SH      SHR/OTHR    01                           13660
D AMETEK INC NEW                 COM              031100100       10      600 SH      SHARED      02                             600
D AMETEK INC NEW                 COM              031100100      137     7859 SH      SHARED      04          7859
D AMETEK INC NEW                 COM              031100100       57     3300 SH      SHARED      05          3300
D AMF BOWLING INC                DBCV ZERO 144A18 03113VAA7       24   960000 PRN     SHARED      01        960000
D AMF BOWLING INC                DBCV ZERO 144A18 03113VAA7      155  6237000 PRN     SHARED      04       6237000
D AMF BOWLING INC                COM              03113V109        0       50 SH      SHARED      01            50
D AMF BOWLING INC                COM              03113V109       31   166951 SH      SHARED      04        166951
D AMGEN INC                      COM              031162100   624319  8887110 SH      SHARED      01       8635930            251180
D AMGEN INC                      COM              031162100     6740    95954 SH      SHR/OTHR    01                  33240    62714
D AMGEN INC                      COM              031162100     9225   131317 SH      SHARED      02         54440             76877
D AMGEN INC                      COM              031162100    59600   848401 SH      SHARED      04        847921               480
D AMGEN INC                      COM              031162100      744    10600 SH      SHARED      05         10600
D AMGEN INC                      COM              031162100    43035   612600 SH      SHARED      06        612600
D AMKOR TECHNOLOGY INC           SB NT CV 5.75%03 031652AA8    11976  4540000 PRN     SHARED      04       4540000
D AMKOR TECHNOLOGY INC           COM              031652100     3469    98250 SH      SHARED      01         98250
D AMKOR TECHNOLOGY INC           COM              031652100      584    16555 SH      SHARED      02         13350              3205
D AMKOR TECHNOLOGY INC           COM              031652100     3106    87975 SH      SHARED      04         87975
D AMRESCO INC                    COM              031909104        4     7850 SH      SHARED      01          7850
D AMRESCO INC                    COM              031909104       54    97264 SH      SHARED      04         97264
D AMRESCO CAP TR                 COM SH BEN INT   031919103     4887   482700 SH      SHARED      04        482700
D AMPAL AMERN ISRAEL CORP        CL A             032015109       81     5400 SH      SHARED      01          2700              2700
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D AMPAL AMERN ISRAEL CORP        PFD CV 6.50%     032015307       16      396 SH      SHARED      01                             396
D AMPCO-PITTSBURGH CORP          COM              032037103        5      500 SH      SHARED      01           500
D AMPEX CORP DEL                 CL A             032092108      156    92547 SH      SHARED      04         92547
D AMPHENOL CORP NEW              CL A             032095101     1879    28400 SH      SHARED      01         28400
D AMPHENOL CORP NEW              CL A             032095101     2221    33570 SH      SHARED      04         33570
D AMPLICON INC                   COM              032101107        3      400 SH      SHARED      01           400
D AMPLIDYNE INC                  COM              032103103       19     6000 SH      SHARED      01          6000
D AMSOUTH BANCORPORATION         COM              032165102    45532  2890932 SH      SHARED      01       2890932
D AMSOUTH BANCORPORATION         COM              032165102        0        9 SH      SHARED      02             9
D AMSOUTH BANCORPORATION         COM              032165102     3564   226326 SH      SHARED      04        226326
D AMSOUTH BANCORPORATION         COM              032165102      206    13100 SH      SHARED      05         13100
D AMTRAN INC                     COM              03234G106       83     6713 SH      SHARED      04          6713
D AMWEST INS GROUP INC DEL       COM              032345100        5     1210 SH      SHARED      01          1210
D AMYLIN PHARMACEUTICALS INC     COM              032346108     1066    70233 SH      SHARED      01         70233
D AMYLIN PHARMACEUTICALS INC     COM              032346108      529    34895 SH      SHARED      04         34895
D ANACOMP INC DEL                COM              032371106       67    22386 SH      SHARED      04         22386
D ANADARKO PETE CORP             COM              032511107    50507  1024240 SH      SHARED      01       1002490             21750
D ANADARKO PETE CORP             COM              032511107     3269    66304 SH      SHARED      02         20075             46229
D ANADARKO PETE CORP             COM              032511107     3282    66571 SH      SHARED      04         66571
D ANADARKO PETE CORP             COM              032511107      152     3100 SH      SHARED      05          3100
D ANADIGICS INC                  COM              032515108     1746    51284 SH      SHARED      01         51284
D ANADIGICS INC                  COM              032515108       21      639 SH      SHARED      04           639
D ANADIGICS INC                  COM              032515108       37     1100 SH      SHARED      05          1100
D ANALOG DEVICES INC             COM              032654105   239988  3157737 SH      SHARED      01       3150815              6922
D ANALOG DEVICES INC             COM              032654105      855    11250 SH      SHARED      02          8500              2750
D ANALOG DEVICES INC             COM              032654105    61523   809515 SH      SHARED      04        809515
D ANALOG DEVICES INC             COM              032654105     2606    34300 SH      SHARED      05         34300
D ANALOG DEVICES INC             COM              032654105      547     7200 SH      SHARED      06          7200
D ANALOGIC CORP                  COM PAR $0.05    032657207      639    15992 SH      SHARED      01         15992
D ANALOGIC CORP                  COM PAR $0.05    032657207        0        8 SH      SHARED      04             8
D ANALYSTS INTL CORP             COM              032681108      449    48266 SH      SHARED      01         48266
D ANALYSTS INTL CORP             COM              032681108        2      253 SH      SHARED      04           253
D ANALYTICAL SURVEYS INC         COM NEW          032683302       12     3900 SH      SHARED      01          3900
D ANAREN MICROWAVE INC           COM              032744104     3158    24070 SH      SHARED      01         24070
D ANAREN MICROWAVE INC           COM              032744104      586     4468 SH      SHARED      04          4468
D ANCHOR BANCORP WIS INC         COM              032839102      711    46454 SH      SHARED      01         46454
D ANCHOR BANCORP WIS INC         COM              032839102        0       42 SH      SHARED      04            42
D ANCHOR GAMING                  COM              033037102      957    19964 SH      SHARED      01         19964
D ANCOR COMMUNICATIONS INC       COM              03332K108     2321    64917 SH      SHARED      01         64917
D ANCOR COMMUNICATIONS INC       COM              03332K108       78     2200 SH      SHARED      02          2200
D ANCOR COMMUNICATIONS INC       COM              03332K108        3      100 SH      SHARED      04           100
D ANDOVER BANCORP INC DEL        COM              034258103      324    11253 SH      SHARED      01          9612              1641
D ANDOVER BANCORP INC DEL        COM              034258103        0       13 SH      SHARED      04            13
D ANDREA ELECTRONICS CORP        COM              034393108       39     5600 SH      SHARED      01          5600
D ANDREW CORP                    COM              034425108    23514   700615 SH      SHARED      01        700615
D ANDREW CORP                    COM              034425108     4184   124677 SH      SHARED      04        124677
D ANDREW CORP                    COM              034425108      174     5200 SH      SHARED      05          5200
D ANDRX CORP                     COM              034551101     3371    52750 SH      SHARED      01         52750
D ANDRX CORP                     COM              034551101      511     8000 SH      SHARED      02          8000
D ANDRX CORP                     COM              034551101      252     3950 SH      SHARED      04          3950
D ANESTA CORP                    COM              034603100      702    28231 SH      SHARED      01         28231
D ANESTA CORP                    COM              034603100        0       15 SH      SHARED      04            15
D ANGLO AMERN PLC                ADR              03485P102       42      900 SH      SHARED      04           900
D ANGLOGOLD LTD                  SPONSORED ADR    035128206        1       86 SH      SHARED      02            86
D ANGLOGOLD LTD                  SPONSORED ADR    035128206     1618    78700 SH      SHARED      04         78700
D ANHEUSER BUSCH COS INC         COM              035229103   287068  3843620 SH      SHARED      01       3808904             34716
D ANHEUSER BUSCH COS INC         COM              035229103     5257    70399 SH      SHR/OTHR    01                  45150    25249
D ANHEUSER BUSCH COS INC         COM              035229103      477     6391 SH      SHARED      02           700              5691
D ANHEUSER BUSCH COS INC         COM              035229103    61754   826846 SH      SHARED      04        826846
D ANHEUSER BUSCH COS INC         COM              035229103     5399    72300 SH      SHARED      05         72300
D ANHEUSER BUSCH COS INC         COM              035229103    32742   438400 SH      SHARED      06        438400
D ANICOM INC                     COM              035250109      189    50420 SH      SHARED      04         50420
D ANIKA THERAPEUTICS INC         COM              035255108       13     7600 SH      SHARED      01          7600
D ANIXTER INTL INC               COM              035290105     1436    54211 SH      SHARED      01         54211
D ANIXTER INTL INC               COM              035290105      109     4130 SH      SHARED      04          4130
D ANNALY MTG MGMT INC            COM              035710409       12     1400 SH      SHARED      01          1400
D ANNTAYLOR STORES CORP          COM              036115103     1651    49867 SH      SHARED      01         49867
D ANNTAYLOR STORES CORP          COM              036115103      231     7000 SH      SHARED      02          2000              5000
D ANNTAYLOR STORES CORP          COM              036115103        9      300 SH      SHARED      04           300
D ANSOFT CORP                    COM              036384105       52     5200 SH      SHARED      01          5200
D ANTEC CORP                     COM              03664P105     1130    27200 SH      SHARED      01         27200
D ANTEC CORP                     COM              03664P105     1275    30692 SH      SHARED      04         30692
D ANTEC CORP                     COM              03664P105      220     5300 SH      SHARED      05          5300
D ANSWERTHINK CONSULTING GROUP   COM              036916104     1061    63865 SH      SHARED      01         63865
D ANSWERTHINK CONSULTING GROUP   COM              036916104        1       90 SH      SHARED      02                              90
D ANSWERTHINK CONSULTING GROUP   COM              036916104        1       62 SH      SHARED      04            62
D ANTIGENICS INC DEL             COM              037032109       44     2660 SH      SHARED      01          2660
D AO TATNEFT                     SPON ADR REG S   03737P306      742    75200 SH      SHARED      01         75200
D AON CORP                       COM              037389103    60784  1956875 SH      SHARED      01       1956875
D AON CORP                       COM              037389103      371    11950 SH      SHARED      02                           11950
D AON CORP                       COM              037389103     5416   174390 SH      SHARED      04        174390
D AON CORP                       COM              037389103      503    16200 SH      SHARED      05         16200
D APACHE CORP                    COM              037411105    69953  1189443 SH      SHARED      01       1173043             16400
D APACHE CORP                    COM              037411105      252     4300 SH      SHR/OTHR    01                            4300
D APACHE CORP                    COM              037411105      220     3750 SH      SHARED      02          1600              2150
D APACHE CORP                    COM              037411105     2316    39393 SH      SHARED      04         39393
D APACHE CORP                    COM              037411105     1035    17600 SH      SHARED      05         17600
D APACHE CORP                    ACES C DP 1/50   037411600      776    15000 SH      SHARED      04         15000
D APARTMENT INVT & MGMT CO       CL A             03748R101     4891   113091 SH      SHARED      01        113091
D APARTMENT INVT & MGMT CO       CL A             03748R101     2046    47314 SH      SHARED      02         30182             17132
D APARTMENT INVT & MGMT CO       CL A             03748R101      767    17734 SH      SHARED      04         17734
D APARTMENT INVT & MGMT CO       PFD CONV CL K    03748R705     8304   306150 SH      SHARED      04        306150
D APEX INC                       COM              037548104     1643    37556 SH      SHARED      01         37556
D APEX INC                       COM              037548104       52     1200 SH      SHARED      02          1200
D APEX INC                       COM              037548104     3046    69627 SH      SHARED      04         69627
D APHTON CORP                    COM              03759P101      414    16085 SH      SHARED      01         16085
D APHTON CORP                    COM              03759P101       82     3187 SH      SHARED      04          3187
D APOGEE ENTERPRISES INC         COM              037598109       27     7650 SH      SHARED      01          7650
D APOGEE ENTERPRISES INC         COM              037598109      196    55636 SH      SHARED      04         55636
D APOLLO GROUP INC               CL A             037604105     2860   102178 SH      SHARED      01        102178
D APOLLO GROUP INC               CL A             037604105      791    28253 SH      SHARED      02          3800             24453
D APOLLO GROUP INC               CL A             037604105     5920   211437 SH      SHARED      03        211437
D APOLLO GROUP INC               CL A             037604105     1858    66366 SH      SHARED      04         66366
D APOLLO GROUP INC               CL A             037604105      263     9400 SH      SHARED      05          9400
D APPLE COMPUTER INC             COM              037833100   136000  2596665 SH      SHARED      01       2594165              2500
D APPLE COMPUTER INC             COM              037833100       59     1138 SH      SHARED      02                            1138
D APPLE COMPUTER INC             COM              037833100    19237   367311 SH      SHARED      04        367311
D APPLEBEES INTL INC             COM              037899101     1769    58389 SH      SHARED      01         58389
D APPLEBEES INTL INC             COM              037899101       15      500 SH      SHARED      02           500
D APPLEBEES INTL INC             COM              037899101      727    23987 SH      SHARED      04         23987
D APRIA HEALTHCARE GROUP INC     COM              037933108     1348   110049 SH      SHARED      01        110049
D APRIA HEALTHCARE GROUP INC     COM              037933108        0        3 SH      SHARED      02             3
D APRIA HEALTHCARE GROUP INC     COM              037933108      783    63945 SH      SHARED      04         63945
D APRIA HEALTHCARE GROUP INC     COM              037933108       84     6900 SH      SHARED      05          6900
D APPLIED GRAPHICS TECHNOLOGIES  COM              037937109       71    16900 SH      SHARED      01         16900
D APPLIED GRAPHICS TECHNOLOGIES  COM              037937109      138    32475 SH      SHARED      04         32475
D APPLIED ANALYTICAL INDS INC    COM              037939105        5      600 SH      SHARED      01           600
D APPLIED ANALYTICAL INDS INC    COM              037939105       38     4000 SH      SHARED      02          4000
D APPLIED ANALYTICAL INDS INC    COM              037939105      187    19500 SH      SHARED      04         19500
D APPLICA INC                    COM              03815A106      660    58415 SH      SHARED      01         58415
D APPLICA INC                    COM              03815A106        0       32 SH      SHARED      04            32
D APPLIED DIGITAL SOLUTIONS      COM              038188108       72    21400 SH      SHARED      01         21400
D APPLIED DIGITAL SOLUTIONS      COM              038188108        1      300 SH      SHARED      02           300
D APPLIED INDL TECHNOLOGIES INC  COM              03820C105      706    43174 SH      SHARED      01         43174
D APPLIED IMAGING CORP           COM              03820G106       11     5000 SH      SHARED      02          5000
D APPLIED MICRO CIRCUITS CORP    COM              03822W109    12269   124250 SH      SHARED      01        124250
D APPLIED MICRO CIRCUITS CORP    COM              03822W109       39      400 SH      SHR/OTHR    01                    400
D APPLIED MICRO CIRCUITS CORP    COM              03822W109      526     5330 SH      SHARED      02          1800              3530
D APPLIED MICRO CIRCUITS CORP    COM              03822W109     7604    77010 SH      SHARED      04         77010
D APPLIED MATLS INC              COM              038222105   660614  7289543 SH      SHARED      01       7233076             56467
D APPLIED MATLS INC              COM              038222105    12295   135679 SH      SHR/OTHR    01                  86246    49433
D APPLIED MATLS INC              COM              038222105      912    10065 SH      SHARED      02          7530              2535
D APPLIED MATLS INC              COM              038222105    52383   578024 SH      SHARED      04        578024
D APPLIED MATLS INC              COM              038222105     4259    47000 SH      SHARED      05         47000
D APPLIED MATLS INC              COM              038222105    28302   312300 SH      SHARED      06        312300
D APPLIED PWR INC                CL A             038225108     2856    85258 SH      SHARED      01         85258
D APPLIED PWR INC                CL A             038225108       12      360 SH      SHARED      04           360
D APPLIED SCIENCE & TECHNOLOGY   COM              038236105      533    20600 SH      SHARED      01         20600
D APPLIED SCIENCE & TECHNOLOGY   COM              038236105       38     1500 SH      SHR/OTHR    01                   1500
D APPLIED SCIENCE & TECHNOLOGY   COM              038236105       97     3755 SH      SHARED      04          3755
D APPLIED SCIENCE & TECHNOLOGY   COM              038236105      209     8100 SH      SHARED      05          8100
D APPLIED SIGNAL TECHNOLOGY INC  COM              038237103      111     9600 SH      SHARED      01          9600
D APPLIEDTHEORY CORP             COM              03828R104      153    10204 SH      SHARED      01         10204
D APPLIEDTHEORY CORP             COM              03828R104        7      530 SH      SHARED      02           530
D APPNET INC                     COM              03831Q101      752    20900 SH      SHARED      01         20900
D APPNET INC                     COM              03831Q101     1317    36600 SH      SHARED      04         36600
D APPLIX INC                     COM              038316105       41     5400 SH      SHARED      01          5400
D APROPOS TECHNOLOGY INC         COM              038334108      131     6640 SH      SHARED      01          6640
D APTARGROUP INC                 COM              038336103     1863    69031 SH      SHARED      01         69031
D APTARGROUP INC                 COM              038336103       28     1050 SH      SHR/OTHR    01                            1050
D APTARGROUP INC                 COM              038336103      108     4000 SH      SHARED      02          4000
D APTARGROUP INC                 COM              038336103      176     6540 SH      SHARED      04          6540
D AQUILA BIOPHARM INC            COM              03839F107        0       99 SH      SHARED      01            99
D ARADIGM CORP                   COM              038505103      201    11500 SH      SHARED      01         11500
D ARADIGM CORP                   COM              038505103      764    43670 SH      SHARED      04         43670
D ARCH CAP GROUP LTD             COM              03937L105      186    12501 SH      SHARED      01         12501
D ARCH CHEMICALS INC             COM              03937R102      780    35694 SH      SHARED      01         35694
D ARCH CHEMICALS INC             COM              03937R102       32     1500 SH      SHR/OTHR    01                            1500
D ARCH CHEMICALS INC             COM              03937R102       11      521 SH      SHARED      04           521
D ARCH COAL INC                  COM              039380100      373    48559 SH      SHARED      01         48458               101
D ARCH COAL INC                  COM              039380100        0       12 SH      SHARED      02                              12
D ARCH COAL INC                  COM              039380100       77    10099 SH      SHARED      04         10099
D ARCH COAL INC                  COM              039380100        3      400 SH      SHARED      05           400
D ARCH COMMUNICATIONS GROUP INC  COM NEW          039381504      518    79820 SH      SHARED      01         79820
D ARCH COMMUNICATIONS GROUP INC  COM NEW          039381504      823   126683 SH      SHARED      04        126683
D ARCHER DANIELS MIDLAND CO      COM              039483102    46323  4721072 SH      SHARED      01       4721072
D ARCHER DANIELS MIDLAND CO      COM              039483102      157    16039 SH      SHR/OTHR    01                   6675     9364
D ARCHER DANIELS MIDLAND CO      COM              039483102       21     2220 SH      SHARED      02           662              1558
D ARCHER DANIELS MIDLAND CO      COM              039483102     2756   280942 SH      SHARED      04        280942
D ARCHER DANIELS MIDLAND CO      COM              039483102      145    14800 SH      SHARED      05         14800
D ARCHSTONE CMNTYS TR            SH BEN INT       039581103     5815   276100 SH      SHARED      01        276100
D ARCHSTONE CMNTYS TR            SH BEN INT       039581103       40     1934 SH      SHARED      02          1714               220
D ARCHSTONE CMNTYS TR            SH BEN INT       039581103     1597    75838 SH      SHARED      04         75838
D ARCTIC CAT INC                 COM              039670104      827    69671 SH      SHARED      01         69671
D ARCTIC CAT INC                 COM              039670104      213    18000 SH      SHARED      04         18000
D ARDEN GROUP INC                CL A             039762109       15      400 SH      SHARED      01           400
D ARDEN RLTY GROUP INC           COM              039793104     2427   103312 SH      SHARED      01        103312
D ARDEN RLTY GROUP INC           COM              039793104     1286    54762 SH      SHARED      04         54762
D AREA BANCSHARES CORP NEW       COM              039872106      394    17703 SH      SHARED      01         17703
D AREMISSOFT CORP DEL            COM              040026106      352    11341 SH      SHARED      01         11341
D AREMISSOFT CORP DEL            COM              040026106      211     6801 SH      SHARED      04          6801
D ARGENTINA FD INC               COM              040112104       64     6300 SH      SHARED      01          6300
D ARGENTINA FD INC               COM              040112104       64     6300 SH      SHR/OTHR    01                            6300
D ARGENTINA FD INC               COM              040112104      357    34896 SH      SHARED      04         34896
D ARGONAUT GROUP INC             COM              040157109      543    31753 SH      SHARED      01         31753
D ARGONAUT GROUP INC             COM              040157109       27     1600 SH      SHR/OTHR    01                   1600
D ARGOSY GAMING CO               COM              040228108      541    37643 SH      SHARED      01         37643
D ARGOSY GAMING CO               COM              040228108      448    31202 SH      SHARED      04         31202
D ARGUSS COMMUNICATIONS INC      COM              040282105      428    22706 SH      SHARED      01         22706
D ARGUSS COMMUNICATIONS INC      COM              040282105        0        6 SH      SHARED      04             6
D ARIAD PHARMACEUTICALS INC      COM              04033A100      247    18600 SH      SHARED      01         18600
D ARIAD PHARMACEUTICALS INC      COM              04033A100       13     1000 SH      SHARED      02                            1000
D ARIAD PHARMACEUTICALS INC      COM              04033A100      131     9895 SH      SHARED      04          9895
D ARIEL CORP                     COM              04033M104       41    14100 SH      SHARED      01         14100
D ARIBA INC                      COM              04033V104    12049   122900 SH      SHARED      01        122600               300
D ARIBA INC                      COM              04033V104        9      100 SH      SHR/OTHR    01                             100
D ARIBA INC                      COM              04033V104    30154   307550 SH      SHARED      02        295395             12155
D ARIBA INC                      COM              04033V104      123     1263 SH      SHARED      04          1263
D ARIS CORP                      COM              04040A101        2     1000 SH      SHARED      02          1000
D ARIS CORP                      COM              04040A101        3     1400 SH      SHARED      04          1400
D ARISTOTLE CORP                 COM NEW          040448201        0       10 SH      SHARED      02                              10
D ARISTOTLE CORP                 COM NEW          040448201      270    51500 SH      SHARED      04         51500
D ARKANSAS BEST CORP DEL         COM              040790107      199    20032 SH      SHARED      01         20032
D ARKANSAS BEST CORP DEL         COM              040790107      250    25258 SH      SHARED      04         25258
D ARM HLDGS PLC                  SPONSORED ADR    042068106      164     5000 SH      SHARED      02          4500               500
D ARM HLDGS PLC                  SPONSORED ADR    042068106       47     1450 SH      SHARED      04                            1450
D ARM HLDGS PLC                  SPONSORED ADR    042068106      312     9500 SH      SHARED      05          9500
D ARMOR HOLDINGS INC             COM              042260109      171    13199 SH      SHARED      01         13199
D ARMOR HOLDINGS INC             COM              042260109       55     4282 SH      SHARED      04          4282
D ARMSTRONG HLDGS INC            COM              042384107     5973   390087 SH      SHARED      01        390087
D ARMSTRONG HLDGS INC            COM              042384107      528    34504 SH      SHARED      04         34504
D ARMSTRONG HLDGS INC            COM              042384107       53     3500 SH      SHARED      05          3500
D ARNOLD INDS INC                COM              042595108      427    35457 SH      SHARED      01         35457
D ARNOLD INDS INC                COM              042595108       72     6000 SH      SHARED      04          6000
D ARNOLD INDS INC                COM              042595108       38     3200 SH      SHARED      05          3200
D ARQULE INC                     COM              04269E107       98     5100 SH      SHARED      01          5100
D ARQULE INC                     COM              04269E107        5      300 SH      SHARED      05           300
D ARROW ELECTRS INC              COM              042735100     4079   131607 SH      SHARED      01        131607
D ARROW ELECTRS INC              COM              042735100     2127    68638 SH      SHARED      04         68638
D ARROW ELECTRS INC              COM              042735100      579    18700 SH      SHARED      05         18700
D ARROW FINL CORP                COM              042744102        7      531 SH      SHARED      01           531
D ARROW INTL INC                 COM              042764100      536    16003 SH      SHARED      01         16003
D ARROW INTL INC                 COM              042764100       45     1366 SH      SHARED      04          1366
D ARROW MAGNOLIA INTL INC        COM              042768101        0      217 SH      SHARED      02           217
D ART TECHNOLOGY GROUP INC       COM              04289L107     3936    39000 SH      SHARED      01         39000
D ART TECHNOLOGY GROUP INC       COM              04289L107       32      320 SH      SHARED      02           100               220
D ART TECHNOLOGY GROUP INC       COM              04289L107       10      100 SH      SHARED      04           100
D ARTISAN COMPONENTS INC         COM              042923102       21     2000 SH      SHARED      02          2000
D ARTESYN TECHNOLOGIES INC       COM              043127109     2566    92292 SH      SHARED      01         92292
D ARTESYN TECHNOLOGIES INC       COM              043127109        8      297 SH      SHARED      04           297
D ARTHROCARE CORP                COM              043136100      335     6300 SH      SHARED      01          6300
D ARTHROCARE CORP                COM              043136100     5527   103800 SH      SHARED      03        103800
D ARTHROCARE CORP                COM              043136100      103     1942 SH      SHARED      04          1942
D ARTISTDIRECT INC               COM              04315D103       67    21600 SH      SHARED      02         21500               100
D ARVIN INDS INC                 COM              043339100      930    53547 SH      SHARED      01         53547
D ARVIN INDS INC                 COM              043339100      120     6945 SH      SHARED      04          6945
D ARVIN INDS INC                 COM              043339100       76     4400 SH      SHARED      05          4400
D ASCHE TRANSN SVCS INC          COM              04362T100        0    14800 SH      SHARED      01         14800
D ASHFORD COM INC                COM              044093102       13     4800 SH      SHARED      01          4800
D ASHFORD COM INC                COM              044093102      176    61300 SH      SHARED      02         61200               100
D ASHLAND INC                    COM              044204105    18289   521620 SH      SHARED      01        521620
D ASHLAND INC                    COM              044204105        1       50 SH      SHARED      02                              50
D ASHLAND INC                    COM              044204105     2095    59764 SH      SHARED      04         59764
D ASHLAND INC                    COM              044204105      476    13600 SH      SHARED      05         13600
D ASIA PAC FD INC                COM              044901106       58     6000 SH      SHARED      01          6000
D ASIA PAC FD INC                COM              044901106      302    31200 SH      SHARED      04         31200
D ASHTON TECHNOLOGY GROUP INC    COM              045084100        0       50 SH      SHARED      01            50
D ASHTON TECHNOLOGY GROUP INC    COM              045084100      140    49484 SH      SHARED      04         49484
D ASHWORTH INC                   COM              04516H101       35     7900 SH      SHARED      01          7900
D ASIA SATELLITE TELECOMMUNCNT   SPONSORED ADR    04516X106       51     1500 SH      SHARED      04          1500
D ASK JEEVES INC                 COM              045174109      209    11600 SH      SHARED      01         11600
D ASK JEEVES INC                 COM              045174109     4581   253655 SH      SHARED      02        248675              4980
D ASK JEEVES INC                 COM              045174109        0        8 SH      SHARED      04             8
D ASK JEEVES INC                 COM              045174109       30     1700 SH      SHARED      05          1700
D ASIAINFO HLDGS INC             COM              04518A104      940    21040 SH      SHARED      01         21040
D ASIAINFO HLDGS INC             COM              04518A104      963    21550 SH      SHARED      02         21550
D ASPECT COMMUNICATIONS CORP     COM              04523Q102     2470    62850 SH      SHARED      01         62850
D ASPECT COMMUNICATIONS CORP     COM              04523Q102    14912   379341 SH      SHARED      04        379341
D ASPECT MED SYS INC             COM              045235108       81     3000 SH      SHARED      01          3000
D ASPECT MED SYS INC             COM              045235108       70     2600 SH      SHARED      02          2100               500
D ASPEN TECHNOLOGY INC           COM              045327103     2398    62307 SH      SHARED      01         62307
D ASPEN TECHNOLOGY INC           COM              045327103        0       16 SH      SHARED      04            16
D ASPEON INC                     COM              045354107       43     8900 SH      SHARED      01          8900
D ASPEON INC                     COM              045354107        4     1000 SH      SHARED      02                            1000
D ASSET INVS CORP DEL            COM              04541W107        7      600 SH      SHARED      02                             600
D ASSISTED LIVING CONCEPTS INC   COM              04543L109        3     5300 SH      SHARED      01          5300
D ASSOCIATED BANC CORP           COM              045487105     2462   112892 SH      SHARED      01        112892
D ASSOCIATED BANC CORP           COM              045487105       23     1093 SH      SHARED      02          1093
D ASSOCIATED BANC CORP           COM              045487105     1925    88273 SH      SHARED      04         88273
D ASSOCIATED BANC CORP           COM              045487105      198     9100 SH      SHARED      05          9100
D ASSOCIATED ESTATES RLTY CORP   COM              045604105       77    11000 SH      SHARED      01         11000
D ASSOCIATED ESTATES RLTY CORP   COM              045604105        3      500 SH      SHARED      02                             500
D ASSOCIATED ESTATES RLTY CORP   COM              045604105      330    47176 SH      SHARED      04         47176
D AT HOME CORP                   SB DB CV 144A 18 045919AA5    12453 30750000 PRN     SHARED      04      30750000
D AT HOME CORP                   SB DB CV0.525%18 045919AC1      810  2000000 PRN     SHARED      01       2000000
D AT HOME CORP                   SB DB CV0.525%18 045919AC1     4625 11420000 PRN     SHARED      04      11420000
D AT HOME CORP                   SB NT CV 144A 06 045919AD9      702  1000000 PRN     SHARED      01       1000000
D AT HOME CORP                   SB NT CV 144A 06 045919AD9    10530 15000000 PRN     SHARED      04      15000000
D AT HOME CORP                   COM SER A        045919107     4711   227043 SH      SHARED      01        226793               250
D AT HOME CORP                   COM SER A        045919107       31     1500 SH      SHR/OTHR    01                   1500
D AT HOME CORP                   COM SER A        045919107      558    26931 SH      SHARED      02         20775              6156
D AT HOME CORP                   COM SER A        045919107     5251   253094 SH      SHARED      04        253094
D AT HOME CORP                   COM SER A        045919107      298    14400 SH      SHARED      05         14400
D ASSOCIATES FIRST CAP CORP      CL A             046008108   120484  5399975 SH      SHARED      01       5399295               680
D ASSOCIATES FIRST CAP CORP      CL A             046008108      541    24286 SH      SHR/OTHR    01                   3830    20456
D ASSOCIATES FIRST CAP CORP      CL A             046008108      496    22254 SH      SHARED      02          1958             20296
D ASSOCIATES FIRST CAP CORP      CL A             046008108    28992  1299403 SH      SHARED      04       1299403
D ASSOCIATES FIRST CAP CORP      CL A             046008108      441    19800 SH      SHARED      05         19800
D ASSOCIATES FIRST CAP CORP      CL A             046008108      413    18520 SH      SHARED      06         18520
D ASTEC INDS INC                 COM              046224101      834    32869 SH      SHARED      01         32869
D ASTEC INDS INC                 COM              046224101       15      600 SH      SHARED      02                             600
D ASTEC INDS INC                 COM              046224101        0        4 SH      SHARED      04             4
D ASTORIA FINL CORP              COM              046265104     3144   122123 SH      SHARED      01        122123
D ASTORIA FINL CORP              COM              046265104      691    26843 SH      SHARED      04         26843
D ASTORIA FINL CORP              COM              046265104      175     6800 SH      SHARED      05          6800
D ASTRAZENECA PLC                SPONSORED ADR    046353108        6      150 SH      SHR/OTHR    01                             150
D ASTRAZENECA PLC                SPONSORED ADR    046353108      288     6200 SH      SHARED      02           300              5900
D ASTRAZENECA PLC                SPONSORED ADR    046353108     1083    23300 SH      SHARED      04         23300
D ASTRAZENECA PLC                SPONSORED ADR    046353108      595    12800 SH      SHARED      05         12800
D ASTRO-MED INC NEW              COM              04638F108       71    13000 SH      SHARED      02         13000
D ASTROPOWER INC                 COM              04644A101      135     5000 SH      SHARED      01          5000
D ASTROPOWER INC                 COM              04644A101       81     3000 SH      SHR/OTHR    01                   3000
D ASTROPOWER INC                 COM              04644A101     2822   104050 SH      SHARED      03        104050
D ASYST TECHNOLOGY CORP          COM              04648X107     6340   185111 SH      SHARED      01        185111
D ASYST TECHNOLOGY CORP          COM              04648X107        1       50 SH      SHARED      04            50
D ATALANTA SOSNOFF CAP CORP      COM              046499109        2      200 SH      SHARED      01           200
D ATLANTIC COAST AIRLINES HLDGS  COM              048396105    10637   335032 SH      SHARED      01        335032
D ATLANTIC COAST AIRLINES HLDGS  COM              048396105        6      200 SH      SHARED      02           200
D ATLANTIC COAST AIRLINES HLDGS  COM              048396105     3373   106250 SH      SHARED      03        106250
D ATLANTIC COAST AIRLINES HLDGS  COM              048396105       12      400 SH      SHARED      04           400
D ATLANTIC DATA SERVICES         COM              048523104        3     1000 SH      SHARED      02          1000
D ATLANTIC RLTY TR               SH BEN INT       048798102       18     2500 SH      SHARED      01          2500
D ATLAS AIR INC                  COM              049164106     1327    37016 SH      SHARED      01         37016
D ATLAS AIR INC                  COM              049164106       80     2250 SH      SHR/OTHR    01                            2250
D ATLAS AIR INC                  COM              049164106       28      800 SH      SHARED      02           800
D ATLAS AIR INC                  COM              049164106      208     5800 SH      SHARED      04          5800
D ATLAS PIPELINE PARTNERS LP     UNIT L P INT     049392103        8      600 SH      SHARED      01           600
D ATLAS PIPELINE PARTNERS LP     UNIT L P INT     049392103       98     7100 SH      SHR/OTHR    01                            7100
D ATMEL CORP                     SB DB CV ZRO  18 049513AC8    16499 15536000 PRN     SHARED      04      15536000
D ATMEL CORP                     COM              049513104    12125   328818 SH      SHARED      01        328818
D ATMEL CORP                     COM              049513104     7242   196400 SH      SHARED      02        181850             14550
D ATMEL CORP                     COM              049513104    13940   378038 SH      SHARED      04        378038
D ATMEL CORP                     COM              049513104     2581    70000 SH      SHARED      05         70000
D ATMOS ENERGY CORP              COM              049560105     1143    65318 SH      SHARED      01         65318
D ATMOS ENERGY CORP              COM              049560105       13      750 SH      SHARED      02           750
D ATMOS ENERGY CORP              COM              049560105        0       35 SH      SHARED      04            35
D ATPLAN INC                     COM              04962Q100        7     1200 SH      SHARED      01          1200
D ATWOOD OCEANICS INC            COM              050095108      869    19605 SH      SHARED      01         19605
D ATWOOD OCEANICS INC            COM              050095108      133     3000 SH      SHARED      02          1000              2000
D ATWOOD OCEANICS INC            COM              050095108      726    16373 SH      SHARED      04         16373
D ATWOOD OCEANICS INC            COM              050095108      647    14600 SH      SHARED      05         14600
D AUDIBLE INC                    COM              05069A104        4     1000 SH      SHARED      02          1000
D AUDIOHIGHWAY COM               COM              050740109        1      700 SH      SHARED      01           700
D AUDIOVOX CORP                  CL A             050757103      692    31400 SH      SHARED      01         31400
D AUDIOVOX CORP                  CL A             050757103       22     1000 SH      SHARED      02          1000
D AUDIOVOX CORP                  CL A             050757103      117     5320 SH      SHARED      04          5320
D AULT INC                       COM              051503100       33     5000 SH      SHARED      02                            5000
D AURORA FOODS INC               COM              05164B106       74    18600 SH      SHARED      01         18600
D AURORA FOODS INC               COM              05164B106      200    50029 SH      SHARED      04         50029
D AURORA BIOSCIENCES CORP        COM              051920106      640     9400 SH      SHARED      01          9400
D AURORA BIOSCIENCES CORP        COM              051920106       68     1000 SH      SHR/OTHR    01                   1000
D AURORA BIOSCIENCES CORP        COM              051920106     3187    46750 SH      SHARED      02         20100             26650
D AURORA BIOSCIENCES CORP        COM              051920106     1186    17397 SH      SHARED      04         17397
D AUSPEX SYS INC                 COM              052116100       26     5300 SH      SHARED      01          5300
D AUSPEX SYS INC                 COM              052116100      330    66858 SH      SHARED      04         66858
D AUSTRIA FD INC                 COM              052587102      375    40000 SH      SHARED      04         40000
D AUTOBYTEL COM INC              COM              05275N106      352    57325 SH      SHARED      01          1450             55875
D AUTOBYTEL COM INC              COM              05275N106      221    35950 SH      SHARED      02         32550              3400
D AUTOBYTEL COM INC              COM              05275N106      115    18742 SH      SHARED      04         18742
D AUTODESK INC                   COM              052769106    15571   448906 SH      SHARED      01        448906
D AUTODESK INC                   COM              052769106      190     5500 SH      SHARED      02          5500
D AUTODESK INC                   COM              052769106      864    24914 SH      SHARED      04         24914
D AUTODESK INC                   COM              052769106       90     2600 SH      SHARED      05          2600
D AUTOIMMUNE INC                 COM              052776101       32    21700 SH      SHARED      01         21700
D AUTOLIV INC                    COM              052800109     2267    94228 SH      SHARED      01         94228
D AUTOLIV INC                    COM              052800109        9      391 SH      SHR/OTHR    01                    153      238
D AUTOLIV INC                    COM              052800109       36     1508 SH      SHARED      02           408              1100
D AUTOLIV INC                    COM              052800109      382    15900 SH      SHARED      04         15900
D AUTOMATIC DATA PROCESSING INC  LYON SUB ZERO 12 053015AC7     5886  4500000 PRN     SHARED      04       4500000
D AUTOMATIC DATA PROCESSING INC  COM              053015103   283569  5294233 SH      SHARED      01       5213867             80366
D AUTOMATIC DATA PROCESSING INC  COM              053015103     2925    54626 SH      SHR/OTHR    01                  48326     6300
D AUTOMATIC DATA PROCESSING INC  COM              053015103      667    12454 SH      SHARED      02           553             11901
D AUTOMATIC DATA PROCESSING INC  COM              053015103    56219  1049620 SH      SHARED      04       1049620
D AUTOMATIC DATA PROCESSING INC  COM              053015103      765    14300 SH      SHARED      05         14300
D AUTONOMY CORP PLC              ADR              05329Q105       36      300 SH      SHARED      02           300
D AUTONATION INC                 COM              05329W102     2430   344167 SH      SHARED      01        344167
D AUTONATION INC                 COM              05329W102      348    49327 SH      SHARED      04         49327
D AUTOTOTE CORP                  CL A             053323101       14     3349 SH      SHARED      01          3349
D AUTOWEB COM INC                COM              053331104        0       50 SH      SHARED      01            50
D AUTOWEB COM INC                COM              053331104       30    14250 SH      SHARED      04         14250
D AUTOZONE INC                   COM              053332102    22473  1021504 SH      SHARED      01       1021504
D AUTOZONE INC                   COM              053332102     7886   358477 SH      SHARED      04        358477
D AUTOZONE INC                   COM              053332102       61     2800 SH      SHARED      05          2800
D AVADO BRANDS INC               COM              05336P108        9     6062 SH      SHARED      01          6062
D AVADO BRANDS INC               COM              05336P108       19    13000 SH      SHARED      02          4000              9000
D AVADO BRANDS INC               COM              05336P108      615   410300 SH      SHARED      03        410300
D AVADO BRANDS INC               COM              05336P108       51    34480 SH      SHARED      04         34480
D AVANIR PHARMACEUTICALS         CL A             05348P104      113    35500 SH      SHARED      01         29500              6000
D AVANIR PHARMACEUTICALS         CL A             05348P104       31    10000 SH      SHARED      02         10000
D AVANEX CORP                    COM              05348W109     9134    95650 SH      SHARED      01         95650
D AVANEX CORP                    COM              05348W109       66      700 SH      SHARED      02           100               600
D AVANEX CORP                    COM              05348W109     2138    22397 SH      SHARED      04         22397
D AVANEX CORP                    COM              05348W109      191     2000 SH      SHARED      05          2000
D AVALONBAY CMNTYS INC           COM              053484101    10610   254152 SH      SHARED      01        254152
D AVALONBAY CMNTYS INC           COM              053484101      516    12362 SH      SHARED      02          2702              9660
D AVALONBAY CMNTYS INC           COM              053484101     1011    24236 SH      SHARED      04         24236
D AVANT CORP                     COM              053487104     2176   116183 SH      SHARED      01        116183
D AVANT CORP                     COM              053487104        4      219 SH      SHARED      02           219
D AVANT CORP                     COM              053487104      845    45149 SH      SHARED      04         45149
D AVANT IMMUNOTHERAPEUTICS INC   COM              053491106      909    86095 SH      SHARED      01         86095
D AVANT IMMUNOTHERAPEUTICS INC   COM              053491106      250    23735 SH      SHARED      04         23735
D AVATAR HLDGS INC               COM              053494100       23     1000 SH      SHARED      01          1000
D AVENTIS                        SPONSORED ADR    053561106      101     1400 SH      SHARED      01          1400
D AVENTIS                        SPONSORED ADR    053561106      103     1425 SH      SHARED      02                            1425
D AVENTIS                        SPONSORED ADR    053561106      471     6500 SH      SHARED      05          6500
D AVENUE A INC                   COM              053566105       10     1200 SH      SHARED      01          1200
D AVERY DENNISON CORP            COM              053611109   115413  1719381 SH      SHARED      01       1532191            187190
D AVERY DENNISON CORP            COM              053611109     9136   136111 SH      SHR/OTHR    01                  69609    66502
D AVERY DENNISON CORP            COM              053611109      313     4663 SH      SHARED      02                            4663
D AVERY DENNISON CORP            COM              053611109     2592    38617 SH      SHARED      04         38617
D AVIALL INC NEW                 COM              05366B102        0      115 SH      SHARED      01           115
D AVIALL INC NEW                 COM              05366B102      179    36453 SH      SHARED      04         36453
D AVID TECHNOLOGY INC            COM              05367P100      802    66861 SH      SHARED      01         66861
D AVIATION SALES CO              COM              053672101       30     5000 SH      SHARED      01          5000
D AVIATION SALES CO              COM              053672101       12     2000 SH      SHARED      02          2000
D AVIATION SALES CO              COM              053672101      157    25484 SH      SHARED      04         25484
D AVIGEN INC                     COM              053690103      351     8000 SH      SHARED      01          8000
D AVIGEN INC                     COM              053690103      296     6760 SH      SHARED      04          6760
D AVIGEN INC                     COM              053690103       48     1100 SH      SHARED      05          1100
D AVIRON                         COM              053762100     1361    44086 SH      SHARED      01         44086
D AVISTA CORP                    COM              05379B107     1723    98838 SH      SHARED      01         95588              3250
D AVISTA CORP                    COM              05379B107        0       42 SH      SHARED      04            42
D AVIS GROUP HLDGS INC           COM              053790101     1196    63796 SH      SHARED      01         63796
D AVIS GROUP HLDGS INC           COM              053790101       93     5000 SH      SHARED      02          3000              2000
D AVIS GROUP HLDGS INC           COM              053790101      190    10136 SH      SHARED      04         10136
D AVNET INC                      COM              053807103     4952    83582 SH      SHARED      01         83582
D AVNET INC                      COM              053807103     1416    23915 SH      SHARED      04         23915
D AVON PRODS INC                 COM              054303102   103211  2319370 SH      SHARED      01       2228959             90411
D AVON PRODS INC                 COM              054303102     4673   105027 SH      SHR/OTHR    01                  31160    73867
D AVON PRODS INC                 COM              054303102       93     2100 SH      SHARED      02                            2100
D AVON PRODS INC                 COM              054303102     3883    87259 SH      SHARED      04         87259
D AVON PRODS INC                 COM              054303102      743    16700 SH      SHARED      05         16700
D AWARE INC MASS                 COM              05453N100     1613    31567 SH      SHARED      01         31567
D AWARE INC MASS                 COM              05453N100       26      520 SH      SHARED      04           520
D AXA                            SPONSORED ADR    054536107      198     2500 SH      SHR/OTHR    01                   2500
D AXENT TECHNOLOGIES INC         COM              05459C108     1906    76846 SH      SHARED      01         76646               200
D AXENT TECHNOLOGIES INC         COM              05459C108       19      800 SH      SHARED      02           700               100
D AXENT TECHNOLOGIES INC         COM              05459C108       15      623 SH      SHARED      04           623
D AXYS PHARMACEUTICALS INC       COM              054635107       69    11700 SH      SHARED      01         11700
D AXYS PHARMACEUTICALS INC       COM              054635107        1      200 SH      SHARED      02                             200
D AZTEC TECHNOLOGY PARTNERS INC  COM              05480L101       30    13810 SH      SHARED      01         13810
D AZTEC TECHNOLOGY PARTNERS INC  COM              05480L101        0      110 SH      SHR/OTHR    01                             110
D AZTEC TECHNOLOGY PARTNERS INC  COM              05480L101        0      444 SH      SHARED      02           222               222
D AZTAR CORP                     COM              054802103      973    62832 SH      SHARED      01         62832
D AZTAR CORP                     COM              054802103      535    34560 SH      SHARED      04         34560
D BB&T CORP                      COM              054937107    58891  2466675 SH      SHARED      01       2466675
D BB&T CORP                      COM              054937107       66     2800 SH      SHR/OTHR    01                   2800
D BB&T CORP                      COM              054937107     2942   123244 SH      SHARED      02         91884             31360
D BB&T CORP                      COM              054937107     6038   252914 SH      SHARED      04        252914
D BB&T CORP                      COM              054937107      148     6200 SH      SHARED      05          6200
D AZURIX CORP                    COM              05501M104      205    29395 SH      SHARED      01         29395
D AZURIX CORP                    COM              05501M104       46     6700 SH      SHARED      02          6700
D AZURIX CORP                    COM              05501M104      765   109300 SH      SHARED      04        109300
D BCE INC                        COM              05534B109      314    13200 SH      SHARED      01         13200
D BCE INC                        COM              05534B109    18148   762137 SH      SHARED      04        762137
D BEI TECHNOLOGIES INC           COM              05538P104        5      200 SH      SHARED      01           200
D BFX HOSPITALITY GROUP INC      COM              055412100        3     4500 SH      SHARED      02          4500
D BG PLC                         ADR FIN INST N   055434203      225     6910 SH      SHARED      01          3136              3774
D BG PLC                         ADR FIN INST N   055434203      332    10192 SH      SHR/OTHR    01                   1567     8625
D BHA GROUP HLDGS INC            COM              055446108        2      266 SH      SHARED      01           266
D BHC COMMUNICATIONS INC         CL A             055448104     1668    10976 SH      SHARED      01         10976
D BHC COMMUNICATIONS INC         CL A             055448104      684     4505 SH      SHARED      04          4505
D B I INCORPORATED               COM NEW          055467203        0      100 SH      SHARED      01           100
D BISYS GROUP INC                COM              055472104     6555   106600 SH      SHARED      01        106600
D BISYS GROUP INC                COM              055472104       36      600 SH      SHR/OTHR    01                             600
D BISYS GROUP INC                COM              055472104      452     7360 SH      SHARED      02          7360
D BISYS GROUP INC                COM              055472104      344     5596 SH      SHARED      04          5596
D BKF CAP GROUP INC              COM              05548G102        2      126 SH      SHARED      01           126
D BKF CAP GROUP INC              COM              05548G102      479    30183 SH      SHARED      04         30183
D BJS WHOLESALE CLUB INC         COM              05548J106    24642   746750 SH      SHARED      01        745250              1500
D BJS WHOLESALE CLUB INC         COM              05548J106     2642    80069 SH      SHARED      04         80069
D BJS WHOLESALE CLUB INC         COM              05548J106      336    10200 SH      SHARED      05         10200
D BJ SVCS CO                     COM              055482103    36219   579516 SH      SHARED      01        579516
D BJ SVCS CO                     COM              055482103       62     1000 SH      SHARED      02          1000
D BJ SVCS CO                     COM              055482103    12638   202220 SH      SHARED      04        202220
D BJ SVCS CO                     COM              055482103     1587    25400 SH      SHARED      05         25400
D BMC INDS INC MINN              COM              055607105       40     9927 SH      SHARED      01          9927
D BMC INDS INC MINN              COM              055607105      222    54659 SH      SHARED      04         54659
D BOK FINL CORP                  COM NEW          05561Q201      203    11570 SH      SHARED      01         11570
D BOC GROUP PLC                  SPONSORED ADR    055617609       78     2700 SH      SHARED      04          2700
D BP AMOCO P L C                 SPONSORED ADR    055622104      179     3176 SH      SHR/OTHR    04                            3176
D BP AMOCO P L C                 SPONSORED ADR    055622104   198366  3507062 SH      SHARED      01       3378522            128540
D BP AMOCO P L C                 SPONSORED ADR    055622104    46268   818015 SH      SHR/OTHR    01                 428748   389267
D BP AMOCO P L C                 SPONSORED ADR    055622104     3902    68998 SH      SHARED      02         18618             50380
D BP AMOCO P L C                 SPONSORED ADR    055622104    23484   415200 SH      SHARED      04        415200
D BP PRUDHOE BAY RTY TR          UNIT BEN INT     055630107       33     2800 SH      SHARED      01          2800
D BP PRUDHOE BAY RTY TR          UNIT BEN INT     055630107       22     1900 SH      SHR/OTHR    01                   1900
D BRE PROPERTIES INC             CL A             05564E106     2661    92170 SH      SHARED      01         92170
D BRE PROPERTIES INC             CL A             05564E106      466    16160 SH      SHR/OTHR    01                  10460     5700
D BRE PROPERTIES INC             CL A             05564E106       76     2650 SH      SHARED      02          2250               400
D BRE PROPERTIES INC             CL A             05564E106       36     1271 SH      SHARED      04          1271
D BNP RESIDENTIAL PPTYS INC      COM              05564T103       49     5900 SH      SHARED      02          4900              1000
D BRT RLTY TR                    SH BEN INT NEW   055645303       19     2400 SH      SHARED      01          2400
D BSB BANCORP                    COM              055652101      277    13828 SH      SHARED      01         13828
D BSB BANCORP                    COM              055652101       18      900 SH      SHR/OTHR    01                             900
D BT FINL CORP                   COM              055763106      339    19691 SH      SHARED      01         19691
D BT FINL CORP                   COM              055763106        0       28 SH      SHARED      04            28
D BMC SOFTWARE INC               COM              055921100    77655  2128493 SH      SHARED      01       2079943             48550
D BMC SOFTWARE INC               COM              055921100     1160    31797 SH      SHR/OTHR    01                   9600    22197
D BMC SOFTWARE INC               COM              055921100      735    20150 SH      SHARED      02          2920             17230
D BMC SOFTWARE INC               COM              055921100    11216   307425 SH      SHARED      04        307425
D BMC SOFTWARE INC               COM              055921100        7      200 SH      SHARED      06           200
D B2B INTERNET HOLDRS TR         DEPOSTRY RCPT    056033103        8      200 SH      SHR/OTHR    01                             200
D B2B INTERNET HOLDRS TR         DEPOSTRY RCPT    056033103       37      900 SH      SHARED      04           900
D B2B INTERNET HOLDRS TR         DEPOSTRY RCPT    056033103        8      200 SH      SHARED      05           200
D BACOU USA INC                  COM              056439102      168     8401 SH      SHARED      01          8401
D BADGER METER INC               COM              056525108        5      200 SH      SHARED      01           200
D BAIRNCO CORP                   COM              057097107        0      100 SH      SHARED      01           100
D BAKER HUGHES INC               COM              057224107    88506  2765815 SH      SHARED      01       2747495             18320
D BAKER HUGHES INC               COM              057224107       38     1200 SH      SHR/OTHR    01                            1200
D BAKER HUGHES INC               COM              057224107      205     6434 SH      SHARED      02          1000              5434
D BAKER HUGHES INC               COM              057224107    13152   411021 SH      SHARED      04        411021
D BAKER HUGHES INC               COM              057224107      224     7000 SH      SHARED      05          7000
D BALCHEM CORP                   COM              057665200        5      450 SH      SHARED      01           450
D BALDOR ELEC CO                 COM              057741100      914    49108 SH      SHARED      01         49108
D BALDOR ELEC CO                 COM              057741100       83     4483 SH      SHARED      04          4483
D BALDWIN & LYONS INC            CL A             057755100       19     1200 SH      SHARED      01          1200
D BALDWIN & LYONS INC            CL B             057755209      348    20400 SH      SHARED      01         20400
D BALDWIN & LYONS INC            CL B             057755209        4      264 SH      SHARED      04           264
D BALL CORP                      COM              058498106     7712   239606 SH      SHARED      01        239506               100
D BALL CORP                      COM              058498106       16      500 SH      SHARED      02                             500
D BALL CORP                      COM              058498106      823    25582 SH      SHARED      04         25582
D BALLARD PWR SYS INC            COM              05858H104     1041    11600 SH      SHARED      04         11600
D BALLY TOTAL FITNESS HLDG CORP  COM              05873K108     6558   258463 SH      SHARED      01        255970              2493
D BALLY TOTAL FITNESS HLDG CORP  COM              05873K108       31     1250 SH      SHARED      02          1000               250
D BALLY TOTAL FITNESS HLDG CORP  COM              05873K108       43     1702 SH      SHARED      04          1702
D BALTEK CORP                    COM              058822107        4      600 SH      SHARED      01           600
D BALTIMORE TECHNOLOGIES PLC     SPONSORED ADR    059284109       43     2775 SH      SHARED      04                            2775
D BANCFIRST CORP                 COM              05945F103      145     4620 SH      SHARED      01          4620
D BANCFIRST CORP ZANESVILLE OHIO COM              059450106      213    13034 SH      SHARED      04         13034
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       31     2115 SH      SHARED      01          2115
D BANCO GANADERO S A             SP ADR PREF C    059594507      555   141200 SH      SHARED      04        141200
D BANCO SANTANDER CENT HISPANO   ADR              05964H105       25     2448 SH      SHARED      01          1224              1224
D BANCO SANTANDER CENT HISPANO   ADR              05964H105       48     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      972    66500 SH      SHARED      01         66500
D BANCO SANTANDER CHILE          SPON ADR SER A   05965F108       62     3900 SH      SHARED      01          3900
D BANCORPSOUTH INC               COM              059692103     1200    85366 SH      SHARED      01         85366
D BANCORPSOUTH INC               COM              059692103        1      120 SH      SHARED      04           120
D BANCROFT CONV FD INC           COM              059695106      193     8800 SH      SHARED      04          8800
D BANCWEST CORP NEW              COM              059790105      913    55576 SH      SHARED      01         51300              4276
D BANCWEST CORP NEW              COM              059790105        3      240 SH      SHARED      02                             240
D BANCWEST CORP NEW              COM              059790105     2311   140634 SH      SHARED      04        140634
D BANDAG INC                     COM              059815100      715    29503 SH      SHARED      01         29503
D BANDAG INC                     COM              059815100        4      200 SH      SHARED      02           200
D BANDAG INC                     COM              059815100      196     8100 SH      SHARED      04          8100
D BANDAG INC                     COM              059815100       65     2700 SH      SHARED      05          2700
D BANGOR HYDRO ELEC CO           COM              060077104        4      200 SH      SHARED      01           200
D BANK OF AMERICA CORPORATION    COM              060505104   578708 13458328 SH      SHARED      01      13456240              2088
D BANK OF AMERICA CORPORATION    COM              060505104     1302    30283 SH      SHR/OTHR    01                   3835    26448
D BANK OF AMERICA CORPORATION    COM              060505104     4273    99377 SH      SHARED      02         39599             59778
D BANK OF AMERICA CORPORATION    COM              060505104   128101  2979097 SH      SHARED      04       2979097
D BANK OF AMERICA CORPORATION    COM              060505104    11600   269786 SH      SHARED      06        269786
D BANK OF GRANITE CORP           COM              062401104      496    21724 SH      SHARED      01         21724
D BANK OF GRANITE CORP           COM              062401104        0       19 SH      SHARED      04            19
D BANK MONTREAL QUE              COM              063671101       16      393 SH      SHARED      01           393
D BANK MONTREAL QUE              COM              063671101      132     3100 SH      SHARED      04          3100
D BANK NEW YORK INC              COM              064057102       23      500 SH      SHR/OTHR    04                    500
D BANK NEW YORK INC              COM              064057102   350587  7539518 SH      SHARED      01       7007474            532044
D BANK NEW YORK INC              COM              064057102    14547   312844 SH      SHR/OTHR    01                 206557   106287
D BANK NEW YORK INC              COM              064057102     2718    58459 SH      SHARED      02          2520             55939
D BANK NEW YORK INC              COM              064057102    72196  1552609 SH      SHARED      04       1552344               265
D BANK ONE CORP                  COM              06423A103   264315  9950902 SH      SHARED      01       9947871              3031
D BANK ONE CORP                  COM              06423A103    14500   545925 SH      SHR/OTHR    01                 543495     2430
D BANK ONE CORP                  COM              06423A103      204     7705 SH      SHARED      02           500              7205
D BANK ONE CORP                  COM              06423A103    52638  1981721 SH      SHARED      04       1981721
D BANK ONE CORP                  COM              06423A103      772    29100 SH      SHARED      06         29100
D BANK PLUS CORP                 COM              064446107       16     5400 SH      SHARED      01          5400
D BANK TOKYO-MITSUBISHI LTD      SPONSORED ADR    065379109       66     5500 SH      SHARED      02          4000              1500
D BANK TOKYO-MITSUBISHI LTD      SPONSORED ADR    065379109       27     2300 SH      SHARED      04          2300
D BANK TOKYO-MITSUBISHI LTD      SPONSORED ADR    065379109       10      900 SH      SHARED      05           900
D BANK UTD CORP                  CL A             065412108    12582   357588 SH      SHARED      01        357588
D BANK UTD CORP                  CL A             065412108       37     1054 SH      SHARED      04          1054
D BANKATLANTIC BANCORP           CL B             065908105      306    52187 SH      SHARED      01         52187
D BANKATLANTIC BANCORP           CL B             065908105       25     4283 SH      SHARED      04          4283
D BANKATLANTIC BANCORP           CL A             065908501        0        1 SH      SHARED      01             1
D BANKNORTH GROUP INC NEW        COM              06646R107     3054   199506 SH      SHARED      01        199506
D BANKNORTH GROUP INC NEW        COM              06646R107     2412   157573 SH      SHARED      04        157573
D BANKNORTH GROUP INC NEW        COM              06646R107      252    16500 SH      SHARED      05         16500
D BANKUNITED FINL CORP           CL A             06652B103      137    19000 SH      SHARED      01         19000
D BANTA CORP                     COM              066821109     1279    67589 SH      SHARED      01         67589
D BANTA CORP                     COM              066821109      191    10100 SH      SHARED      04         10100
D BANTA CORP                     COM              066821109       62     3300 SH      SHARED      05          3300
D BAR HBR BANKSHARES             COM              066849100        1      100 SH      SHARED      02                             100
D BARCLAYS BK PLC                ADR UNIT SERD2   06738C802       25     1000 SH      SHARED      02                            1000
D BARCLAYS BK PLC                AM DEP NT RCPT   06738C836       46     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       30      300 SH      SHARED      01                             300
D BARCLAYS PLC                   ADR              06738E204       40      400 SH      SHARED      04           400
D BARD C R INC                   COM              067383109    19278   400583 SH      SHARED      01        400283               300
D BARD C R INC                   COM              067383109      149     3100 SH      SHARED      02          2300               800
D BARD C R INC                   COM              067383109     1573    32696 SH      SHARED      04         32696
D BARD C R INC                   COM              067383109       96     2000 SH      SHARED      05          2000
D BARNES & NOBLE INC             COM              067774109     2252   101246 SH      SHARED      01        101246
D BARNES & NOBLE INC             COM              067774109       55     2500 SH      SHARED      02                            2500
D BARNES & NOBLE INC             COM              067774109     1067    47960 SH      SHARED      04         47960
D BARNES & NOBLE INC             COM              067774109       48     2200 SH      SHARED      05          2200
D BARNES GROUP INC               COM              067806109      401    24611 SH      SHARED      01         24611
D BARNES GROUP INC               COM              067806109       12      738 SH      SHARED      04           738
D BARNESANDNOBLE COM INC         CL A             067846105      359    55116 SH      SHARED      01         55116
D BARNESANDNOBLE COM INC         CL A             067846105       31     4830 SH      SHARED      04          4830
D BARRICK GOLD CORP              COM              067901108    47206  2595615 SH      SHARED      01       2594115              1500
D BARRICK GOLD CORP              COM              067901108    13342   733635 SH      SHARED      04        733635
D BARRICK GOLD CORP              COM              067901108      311    17100 SH      SHARED      05         17100
D BARNETT INC                    COM              068062108        0       54 SH      SHARED      04            54
D BARNWELL INDS INC              COM              068221100       28     1800 SH      SHARED      01          1800
D BARR LABS INC                  COM              068306109     2095    46769 SH      SHARED      01         46769
D BARR LABS INC                  COM              068306109      237     5300 SH      SHARED      04          5300
D BARR LABS INC                  COM              068306109       15      350 SH      SHARED      05           350
D BARRA INC                      COM              068313105      996    20106 SH      SHARED      01         20106
D BARRA INC                      COM              068313105       59     1209 SH      SHARED      04          1209
D BARRETT RES CORP               COM PAR $0.01    068480201     2210    72640 SH      SHARED      01         72640
D BARRETT RES CORP               COM PAR $0.01    068480201     3513   115445 SH      SHARED      04        115445
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      642    35916 SH      SHARED      01         35916
D BASIN EXPL INC                 COM              070107107        4      244 SH      SHARED      04           244
D BASSETT FURNITURE INDS INC     COM              070203104       36     2917 SH      SHARED      01          2917
D BASSETT FURNITURE INDS INC     COM              070203104      299    23733 SH      SHARED      04         23733
D BATTLE MTN GOLD CO             COM              071593107      745   341025 SH      SHARED      01        341025
D BATTLE MTN GOLD CO             COM              071593107        2     1100 SH      SHARED      02                            1100
D BATTLE MTN GOLD CO             COM              071593107      229   105106 SH      SHARED      04        105106
D BAUSCH & LOMB INC              COM              071707103    31316   404735 SH      SHARED      01        404035               700
D BAUSCH & LOMB INC              COM              071707103     1869    24165 SH      SHARED      04         24165
D BAUSCH & LOMB INC              COM              071707103       85     1100 SH      SHARED      05          1100
D BAXTER INTL INC                COM              071813109   177539  2525023 SH      SHARED      01       2512607             12416
D BAXTER INTL INC                COM              071813109     5574    79283 SH      SHR/OTHR    01                  77288     1995
D BAXTER INTL INC                COM              071813109      677     9642 SH      SHARED      02          3355              6287
D BAXTER INTL INC                COM              071813109   135330  1924711 SH      SHARED      04       1924711
D BAXTER INTL INC                COM              071813109     2046    29100 SH      SHARED      05         29100
D BAY ST BANCORP INC             COM              072611106      645    30000 SH      SHARED      04         30000
D BAY VIEW CAP CORP DEL          COM              07262L101      470    47977 SH      SHARED      01         47977
D BAY VIEW CAP CORP DEL          COM              07262L101      240    24500 SH      SHARED      02         23000              1500
D BAY VIEW CAP CORP DEL          COM              07262L101      162    16600 SH      SHARED      04         16600
D BE AEROSPACE INC               COM              073302101       29     4250 SH      SHARED      01          4250
D BE AEROSPACE INC               COM              073302101      322    46949 SH      SHARED      04         46949
D BE FREE INC                    COM              073308108       76     8542 SH      SHARED      01          7800               742
D BE FREE INC                    COM              073308108      141    15700 SH      SHARED      02                           15700
D BE INC                         COM              073309106     3483   696750 SH      SHARED      02        696750
D BEA SYS INC                    SB NT CV144A4%06 073325AC6     3130  2000000 PRN     SHARED      01       2000000
D BEA SYS INC                    SB NT CV144A4%06 073325AC6   228945146291000 PRN     SHARED      04     146291000
D BEA SYS INC                    SB NT CV    4%06 073325AD4    16546 10573000 PRN     SHARED      04      10573000
D BEA SYS INC                    COM              073325102    18672   377700 SH      SHARED      01        377700
D BEA SYS INC                    COM              073325102     1201    24300 SH      SHARED      02         19100              5200
D BEA SYS INC                    COM              073325102     1242    25125 SH      SHARED      04         25125
D BEA SYS INC                    COM              073325102      123     2500 SH      SHARED      05          2500
D BEAR STEARNS COS INC           COM              073902108    35466   852044 SH      SHARED      01        852044
D BEAR STEARNS COS INC           COM              073902108       37      893 SH      SHARED      02                             893
D BEAR STEARNS COS INC           COM              073902108     5684   136563 SH      SHARED      04        136563
D BEASLEY BROADCAST GROUP INC    CL A             074014101       92     6800 SH      SHARED      02          6800
D BEAZER HOMES USA INC           COM              07556Q105       18     1000 SH      SHARED      01          1000
D BEAZER HOMES USA INC           COM              07556Q105      191    10500 SH      SHARED      04         10500
D BEBE STORES INC                COM              075571109      134    16015 SH      SHARED      01         16015
D BEBE STORES INC                COM              075571109        0        4 SH      SHARED      04             4
D BECKMAN COULTER INC            COM              075811109     2800    47981 SH      SHARED      01         47835               146
D BECKMAN COULTER INC            COM              075811109        6      109 SH      SHR/OTHR    01                             109
D BECKMAN COULTER INC            COM              075811109     3105    53200 SH      SHARED      02          3900             49300
D BECKMAN COULTER INC            COM              075811109     2308    39541 SH      SHARED      04         39541
D BECKMAN COULTER INC            COM              075811109      227     3900 SH      SHARED      05          3900
D BECTON DICKINSON & CO          COM              075887109    62129  2165774 SH      SHARED      01       2162474     1100     2200
D BECTON DICKINSON & CO          COM              075887109     2779    96900 SH      SHR/OTHR    01                  49700    47200
D BECTON DICKINSON & CO          COM              075887109      463    16150 SH      SHARED      02          6900              9250
D BECTON DICKINSON & CO          COM              075887109    10292   358798 SH      SHARED      04        358798
D BED BATH & BEYOND INC          COM              075896100    39493  1089475 SH      SHARED      01       1069675             19800
D BED BATH & BEYOND INC          COM              075896100      532    14685 SH      SHARED      02           300             14385
D BED BATH & BEYOND INC          COM              075896100     2013    55552 SH      SHARED      04         55552
D BED BATH & BEYOND INC          COM              075896100      184     5100 SH      SHARED      05          5100
D BEDFORD BANCSHARES INC         COM              076014109       50     5900 SH      SHARED      01          5900
D BEDFORD PPTY INVS INC          COM PAR $0.02    076446301     2114   113906 SH      SHARED      01        113906
D BEDFORD PPTY INVS INC          COM PAR $0.02    076446301       18     1000 SH      SHARED      02                            1000
D BEDFORD PPTY INVS INC          COM PAR $0.02    076446301      142     7689 SH      SHARED      04          7689
D BEL FUSE INC                   CL A             077347201        5      200 SH      SHARED      01           200
D BEL FUSE INC                   CL B             077347300      333    12480 SH      SHARED      01         12480
D BEL FUSE INC                   CL B             077347300       70     2641 SH      SHARED      04          2641
D BELCO OIL & GAS CORP           COM              077410108      218    25665 SH      SHARED      01         25665
D BELCO OIL & GAS CORP           COM              077410108       42     5000 SH      SHARED      02          5000
D BELCO OIL & GAS CORP           COM              077410108      127    15000 SH      SHARED      04         15000
D BELCO OIL & GAS CORP           PFD CONV         077410207       87     6000 SH      SHR/OTHR    01                   6000
D BELCO OIL & GAS CORP           PFD CONV         077410207     1358    92900 SH      SHARED      04         92900
D BELDEN INC                     COM              077459105     2013    78591 SH      SHARED      01         78591
D BELDEN INC                     COM              077459105       20      800 SH      SHR/OTHR    01                             800
D BELDEN INC                     COM              077459105      700    27331 SH      SHARED      04         27331
D BELL & HOWELL CO NEW           COM              077852101      730    30104 SH      SHARED      01         30104
D BELL & HOWELL CO NEW           COM              077852101        7      300 SH      SHARED      02           300
D BELL & HOWELL CO NEW           COM              077852101        0       23 SH      SHARED      04            23
D BELL ATLANTIC CORP             COM              077853109   681299 13408239 SH      SHARED      01      13345406             62833
D BELL ATLANTIC CORP             COM              077853109     8445   166204 SH      SHR/OTHR    01                  68560    97644
D BELL ATLANTIC CORP             COM              077853109     2674    52643 SH      SHARED      02          6608             46035
D BELL ATLANTIC CORP             COM              077853109    64497  1269340 SH      SHARED      04       1269255                85
D BELL ATLANTIC CORP             COM              077853109     3013    59300 SH      SHARED      05         59300
D BELL ATLANTIC CORP             COM              077853109    34038   669890 SH      SHARED      06        669890
D BELL CDA INTL INC              COM              077914109        8      300 SH      SHARED      05           300
D BELL INDS INC                  COM              078107109        6     2400 SH      SHARED      01          2400
D BELLSOUTH CORP                 COM              079860102  2098718 49236809 SH      SHARED      01      15714439          33522370
D BELLSOUTH CORP                 COM              079860102    10000   234618 SH      SHR/OTHR    01                 125020   109598
D BELLSOUTH CORP                 COM              079860102     2364    55479 SH      SHARED      02         13620             41859
D BELLSOUTH CORP                 COM              079860102    41355   970228 SH      SHARED      04        970228
D BELLSOUTH CORP                 COM              079860102     4109    96400 SH      SHARED      05         96400
D BELLSOUTH CORP                 COM              079860102     1767    41460 SH      SHARED      06         41460
D BELLWETHER EXPL CO             COM NEW          079895207       24     3000 SH      SHARED      02          3000
D BELO A H CORP DEL              COM SER A        080555105     7983   461145 SH      SHARED      01        302535            158610
D BELO A H CORP DEL              COM SER A        080555105     1242    71746 SH      SHARED      04         71746
D BELO A H CORP DEL              COM SER A        080555105      270    15600 SH      SHARED      05         15600
D BEMIS INC                      COM              081437105    12695   377572 SH      SHARED      01        377072               500
D BEMIS INC                      COM              081437105      470    14000 SH      SHARED      02         14000
D BEMIS INC                      COM              081437105     1108    32981 SH      SHARED      04         32981
D BENCHMARK ELECTRS INC          SUB NT CV 144A06 08160HAA9    13137 12500000 PRN     SHARED      04      12500000
D BENCHMARK ELECTRS INC          SUB NT CONV 6%06 08160HAC5     1051  1000000 PRN     SHARED      04       1000000
D BENCHMARK ELECTRS INC          COM              08160H101     1050    28741 SH      SHARED      01         28741
D BENCHMARK ELECTRS INC          COM              08160H101      812    22224 SH      SHARED      04         22224
D BENCHMARK ELECTRS INC          COM              08160H101       36     1000 SH      SHARED      05          1000
D BENIHANA INC                   COM              082047101        2      200 SH      SHARED      01           200
D BENTON OIL & GAS CO            COM              083288100       17     6400 SH      SHARED      01          6400
D BERGEN BRUNSWIG CORP           CL A             083739102     1476   268463 SH      SHARED      01        268463
D BERGEN BRUNSWIG CORP           CL A             083739102       29     5400 SH      SHARED      02          5400
D BERGEN BRUNSWIG CORP           CL A             083739102      524    95374 SH      SHARED      04         95374
D BERGEN BRUNSWIG CORP           CL A             083739102       95    17300 SH      SHARED      05         17300
D BERGSTROM CAP CORP             COM              084093103       51      200 SH      SHARED      02           200
D BERGSTROM CAP CORP             COM              084093103       76      300 SH      SHARED      04           300
D BERINGER WINE ESTATES HOLDINGS CL B             084102102      803    22767 SH      SHARED      01         22767
D BERINGER WINE ESTATES HOLDINGS CL B             084102102        8      250 SH      SHARED      02           250
D BERINGER WINE ESTATES HOLDINGS CL B             084102102      140     3966 SH      SHARED      04          3966
D BERKLEY W R CORP               COM              084423102      585    31251 SH      SHARED      01         31251
D BERKLEY W R CORP               COM              084423102       18     1000 SH      SHARED      02          1000
D BERKLEY W R CORP               COM              084423102      956    51015 SH      SHARED      04         51015
D BERKSHIRE ENERGY RES           COM              084644103        3      100 SH      SHARED      01           100
D BERKSHIRE HATHAWAY INC DEL     CL A             084670108        0      924 SH      SHARED      01           609               315
D BERKSHIRE HATHAWAY INC DEL     CL A             084670108        0       40 SH      SHR/OTHR    01                     32        8
D BERKSHIRE HATHAWAY INC DEL     CL A             084670108        0        2 SH      SHARED      02                               2
D BERKSHIRE HATHAWAY INC DEL     CL B             084670207     4222     2399 SH      SHARED      01          2114               285
D BERKSHIRE HATHAWAY INC DEL     CL B             084670207     1652      939 SH      SHR/OTHR    01                    607      332
D BERKSHIRE HATHAWAY INC DEL     CL B             084670207      804      457 SH      SHARED      02           138               319
D BERLITZ INTL INC NEW           COM              08520F100        7      869 SH      SHARED      01           869
D BERLITZ INTL INC NEW           COM              08520F100       46     5137 SH      SHARED      04          5137
D BERRY PETE CO                  CL A             085789105      476    28006 SH      SHARED      01         28006
D BERRY PETE CO                  CL A             085789105       42     2509 SH      SHARED      04          2509
D BEST BUY INC                   COM              086516101    95129  1504017 SH      SHARED      01       1504017
D BEST BUY INC                   COM              086516101      265     4200 SH      SHARED      02          3200              1000
D BEST BUY INC                   COM              086516101    19394   306626 SH      SHARED      04        306626
D BESTFOODS                      COM              08658U101   222926  3219152 SH      SHARED      01       3178698             40454
D BESTFOODS                      COM              08658U101     7226   104356 SH      SHR/OTHR    01                  50540    53816
D BESTFOODS                      COM              08658U101     1801    26018 SH      SHARED      02          4200             21818
D BESTFOODS                      COM              08658U101   480729  6941944 SH      SHARED      04       6941944
D BESTFOODS                      COM              08658U101      353     5100 SH      SHARED      05          5100
D BETHLEHEM STL CORP             COM              087509105     4652  1306206 SH      SHARED      01       1306206
D BETHLEHEM STL CORP             COM              087509105        7     2100 SH      SHARED      02                            2100
D BETHLEHEM STL CORP             COM              087509105      108    30340 SH      SHARED      04         30340
D BETHLEHEM STL CORP             COM              087509105       10     2900 SH      SHARED      05          2900
D BEVERLY ENTERPRISES INC        COM NEW          087851309      552   196522 SH      SHARED      01        196522
D BEVERLY ENTERPRISES INC        COM NEW          087851309      140    49800 SH      SHARED      04         49800
D BEYOND COM CORP                COM              08860E101       11     8800 SH      SHARED      01          8800
D BEYOND COM CORP                COM              08860E101       67    50196 SH      SHARED      04         50196
D BILLING CONCEPTS CORP          COM              090063108      660   148921 SH      SHARED      01        148921
D BILLING CONCEPTS CORP          COM              090063108      221    50000 SH      SHARED      02         20000             30000
D BINDLEY WESTN INDS INC         COM              090324104     1928    72946 SH      SHARED      01         72946
D BINDLEY WESTN INDS INC         COM              090324104      275    10408 SH      SHARED      04         10408
D BINDVIEW DEV CORP              COM              090327107      784    65334 SH      SHARED      01         65334
D BINDVIEW DEV CORP              COM              090327107      270    22500 SH      SHARED      02         16500              6000
D BINDVIEW DEV CORP              COM              090327107        6      516 SH      SHARED      04           516
D BIO RAD LABS INC               CL B             090572108        7      300 SH      SHARED      01           300
D BIO RAD LABS INC               CL A             090572207      358    14352 SH      SHARED      01         14034               318
D BIO RAD LABS INC               CL A             090572207       10      427 SH      SHARED      04           427
D BIO TECHNOLOGY GEN CORP        COM              090578105     1926   146112 SH      SHARED      01        140212              5900
D BIO TECHNOLOGY GEN CORP        COM              090578105        0       48 SH      SHARED      04            48
D BIOCHEM PHARMA INC             COM              09058T108        9      400 SH      SHARED      04           400
D BIOCRYST PHARMACEUTICALS       COM              09058V103      414    14465 SH      SHARED      01         14465
D BIOCRYST PHARMACEUTICALS       COM              09058V103      120     4212 SH      SHARED      04          4212
D BIOGEN INC                     COM              090597105    73484  1139299 SH      SHARED      01       1134099              5200
D BIOGEN INC                     COM              090597105      825    12800 SH      SHR/OTHR    01                   2000    10800
D BIOGEN INC                     COM              090597105      590     9150 SH      SHARED      02          1550              7600
D BIOGEN INC                     COM              090597105    11573   179429 SH      SHARED      04        179429
D BIOGEN INC                     COM              090597105      258     4000 SH      SHARED      05          4000
D BIOMATRIX INC                  COM              09060P102      622    27505 SH      SHARED      01         27505
D BIOMATRIX INC                  COM              09060P102       22     1000 SH      SHARED      02          1000
D BIOMATRIX INC                  COM              09060P102      240    10621 SH      SHARED      04         10621
D BIOMARIN PHARMACEUTICAL INC    COM              09061G101      326    19205 SH      SHARED      01         19205
D BIOMET INC                     COM              090613100    33409   869204 SH      SHARED      01        869204
D BIOMET INC                     COM              090613100       38     1000 SH      SHARED      02                            1000
D BIOMET INC                     COM              090613100     2579    67116 SH      SHARED      04         67116
D BIOMET INC                     COM              090613100       96     2500 SH      SHARED      05          2500
D BIONX IMPLANTS INC             COM              09064Q106       98    40475 SH      SHARED      03         40475
D BIOPURE CORP                   CL A             09065H105      420    22370 SH      SHARED      01         22370
D BIOPURE CORP                   CL A             09065H105        5      300 SH      SHARED      04           300
D BIOSOURCE INTL INC             COM              09066H104      186     8400 SH      SHARED      01          8400
D BIOTIME INC                    COM              09066L105       39     5600 SH      SHARED      01          5600
D BIOTECH HOLDERS TR             DEPOSTRY RCPTS   09067D201       89      500 SH      SHARED      01                             500
D BIOTECH HOLDERS TR             DEPOSTRY RCPTS   09067D201       17      100 SH      SHR/OTHR    01                             100
D BIOTECH HOLDERS TR             DEPOSTRY RCPTS   09067D201      979     5500 SH      SHARED      02          5500
D BIOTECH HOLDERS TR             DEPOSTRY RCPTS   09067D201      195     1100 SH      SHARED      04          1100
D BIOVAIL CORP                   COM              09067J109       31      560 SH      SHARED      02           560
D BIOVAIL CORP                   COM              09067J109       99     1800 SH      SHARED      04          1800
D BIOVAIL CORP                   PFD EQ SBDB CV   09067J208     8903   164500 SH      SHARED      04        164500
D BIOSHIELD TECHNOLOGIES INC     COM              09068A107       63     5300 SH      SHARED      01          5300
D BIO VASCULAR INC               COM              090923103       58    18800 SH      SHARED      01         18800
D BIOSITE DIAGNOSTICS INC        COM              090945106     1415    29372 SH      SHARED      01         29372
D BIOSITE DIAGNOSTICS INC        COM              090945106     1847    38346 SH      SHARED      02         25000             13346
D BIOSITE DIAGNOSTICS INC        COM              090945106      220     4583 SH      SHARED      04          4583
D BIRMINGHAM STL CORP            COM              091250100       23     6100 SH      SHARED      01          6100
D BITSTREAM INC                  CL A             091736108       63    10100 SH      SHARED      01         10100
D BITSTREAM INC                  CL A             091736108      180    28669 SH      SHR/OTHR    01                           28669
D BITWISE DESIGNS INC            COM              091747105       32     5500 SH      SHARED      01          5500
D BITWISE DESIGNS INC            COM              091747105       29     5000 SH      SHR/OTHR    01                            5000
D BLACK & DECKER CORP            COM              091797100    26031   662168 SH      SHARED      01        660868              1300
D BLACK & DECKER CORP            COM              091797100      259     6600 SH      SHR/OTHR    01                            6600
D BLACK & DECKER CORP            COM              091797100       51     1300 SH      SHARED      02           300              1000
D BLACK & DECKER CORP            COM              091797100     2050    52157 SH      SHARED      04         52157
D BLACK & DECKER CORP            COM              091797100       27      700 SH      SHARED      05           700
D BLACK BOX CORP DEL             COM              091826107     4206    53133 SH      SHARED      01         53133
D BLACK BOX CORP DEL             COM              091826107       10      132 SH      SHARED      04           132
D BLACK HILLS CORP               COM              092113109     1149    50939 SH      SHARED      01         50939
D BLACK HILLS CORP               COM              092113109       50     2250 SH      SHARED      02                            2250
D BLACK HILLS CORP               COM              092113109      118     5234 SH      SHARED      04          5234
D BLACK HILLS CORP               COM              092113109       63     2800 SH      SHARED      05          2800
D BLACKROCK ADVANTAGE TERM TR    COM              09247A101       27     3000 SH      SHARED      02                            3000
D BLACKROCK INCOME TR INC        COM              09247F100     2033   319000 SH      SHARED      04        319000
D BLACKROCK FL INSD MUN 2008 TRM COM              09247H106       19     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       14     1600 SH      SHARED      01          1600
D BLACKROCK STRATEGIC TERM TR    COM              09247P108      482    54700 SH      SHARED      04         54700
D BLACKROCK BROAD INVT GRD 2009  COM              09247Q106       49     4300 SH      SHARED      02                            4300
D BLACKROCK INC                  CL A             09247X101      686    23655 SH      SHARED      01         23655
D BLACKROCK TARGET TERM TR INC   COM              092476100       11     1200 SH      SHARED      02                            1200
D BLACKROCK TARGET TERM TR INC   COM              092476100     1506   156500 SH      SHARED      04        156500
D BLACKROCK 2001 TERM TR INC     COM              092477108     2898   317600 SH      SHARED      04        317600
D BLANCH E W HLDGS INC           COM              093210102      578    28467 SH      SHARED      01         28467
D BLANCH E W HLDGS INC           COM              093210102       50     2500 SH      SHARED      02          2500
D BLANCH E W HLDGS INC           COM              093210102      435    21418 SH      SHARED      04         21418
D BLAZE SOFTWARE INC             COM              09347T109       65     4800 SH      SHARED      01          4800
D BLOCK DRUG INC                 CL A             093644102     1244    29417 SH      SHARED      01         27307              2110
D BLOCK DRUG INC                 CL A             093644102       58     1384 SH      SHARED      04          1384
D BLOCK H & R INC                COM              093671105    25907   800224 SH      SHARED      01        799624               600
D BLOCK H & R INC                COM              093671105       12      400 SH      SHR/OTHR    01                    400
D BLOCK H & R INC                COM              093671105       70     2185 SH      SHARED      02                            2185
D BLOCK H & R INC                COM              093671105     1409    43522 SH      SHARED      04         43522
D BLOCK H & R INC                COM              093671105       45     1400 SH      SHARED      05          1400
D BLOUNT INTL INC NEW            COM              095180105      203    26439 SH      SHARED      01         26439
D BLOUNT INTL INC NEW            COM              095180105       51     6674 SH      SHARED      04          6674
D BLUE RIV BANCSHARES INC        COM              09602P107      212    58500 SH      SHARED      04         58500
D BLUE WAVE SYS INC              COM              096081104      169    16400 SH      SHARED      01          7700              8700
D BLUE WAVE SYS INC              COM              096081104      125    12200 SH      SHARED      02          4200              8000
D BLUESTONE SOFTWARE INC         COM              09623P102      143     5600 SH      SHARED      01          5600
D BLUESTONE SOFTWARE INC         COM              09623P102     4381   170555 SH      SHARED      02        161620              8935
D BLUESTONE SOFTWARE INC         COM              09623P102       34     1361 SH      SHARED      04          1361
D BLUEGREEN CORP                 COM              096231105       28    10300 SH      SHARED      01         10300
D BLUEGREEN CORP                 COM              096231105       13     5000 SH      SHARED      02                            5000
D BLYTH INC                      COM              09643P108     2688    91150 SH      SHARED      01         91150
D BLYTH INC                      COM              09643P108      215     7300 SH      SHARED      02          7000               300
D BLYTH INC                      COM              09643P108     1020    34583 SH      SHARED      04         34583
D BLYTH INC                      COM              09643P108      185     6300 SH      SHARED      05          6300
D BOB EVANS FARMS INC            COM              096761101     1386    92790 SH      SHARED      01         92790
D BOB EVANS FARMS INC            COM              096761101      136     9164 SH      SHARED      04          9164
D BOB EVANS FARMS INC            COM              096761101       73     4900 SH      SHARED      05          4900
D BOCA RESORTS INC               CL A             09688T106      433    43907 SH      SHARED      01         43907
D BOCA RESORTS INC               CL A             09688T106        9      980 SH      SHARED      04           980
D BOCA RESH INC                  COM              096888102       62    11900 SH      SHARED      01         11900
D BOCA RESH INC                  COM              096888102       32     6200 SH      SHARED      02                            6200
D BOEING CO                      COM              097023105   303026  7247368 SH      SHARED      01       7213899             33469
D BOEING CO                      COM              097023105     3423    81887 SH      SHR/OTHR    01                  37326    44561
D BOEING CO                      COM              097023105     2432    58182 SH      SHARED      02          8168             50014
D BOEING CO                      COM              097023105    59368  1419897 SH      SHARED      04       1419897
D BOEING CO                      COM              097023105     1041    24900 SH      SHARED      05         24900
D BOEING CO                      COM              097023105      465    11130 SH      SHARED      06         11130
D BOISE CASCADE CORP             COM              097383103    11448   442458 SH      SHARED      01        442458
D BOISE CASCADE CORP             COM              097383103     3005   116147 SH      SHARED      04        116147
D BOISE CASCADE CORP             COM              097383103      217     8400 SH      SHARED      05          8400
D BOLDER TECHNOLOGIES CORP       COM              097519102       10     1400 SH      SHARED      01          1400
D BOMBAY CO INC                  COM              097924104        8     3000 SH      SHARED      02                            3000
D BOMBAY CO INC                  COM              097924104      203    69134 SH      SHARED      04         69134
D BONE CARE INTL INC             COM              098072101      146     6198 SH      SHARED      01          6198
D BONE CARE INTL INC             COM              098072101       49     2091 SH      SHARED      04          2091
D BOOKHAM TECHNOLOGY PLC         SPONSORED ADR    09856Q108    22166   374120 SH      SHARED      01        368620              5500
D BOOKHAM TECHNOLOGY PLC         SPONSORED ADR    09856Q108      142     2400 SH      SHARED      02                            2400
D BOOKHAM TECHNOLOGY PLC         SPONSORED ADR    09856Q108     1045    17645 SH      SHARED      04         17645
D BOOKS-A-MILLION INC            COM              098570104       60    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     2066   501030 SH      SHARED      04        501030
D BORDERS GROUP INC              COM              099709107     2496   160439 SH      SHARED      01        160439
D BORDERS GROUP INC              COM              099709107      183    11800 SH      SHARED      02          6200              5600
D BORDERS GROUP INC              COM              099709107      618    39756 SH      SHARED      04         39756
D BORDERS GROUP INC              COM              099709107      161    10400 SH      SHARED      05         10400
D BORG WARNER INC                COM              099724106     2021    57546 SH      SHARED      01         57546
D BORG WARNER INC                COM              099724106      587    16735 SH      SHARED      04         16735
D BORG WARNER INC                COM              099724106      122     3500 SH      SHARED      05          3500
D BORON LEPORE & ASSOCS INC      COM              10001P102       34     3700 SH      SHARED      01          3700
D BORON LEPORE & ASSOCS INC      COM              10001P102       42     4581 SH      SHARED      02                            4581
D BOSTON ACOUSTICS INC           COM              100534106        1      150 SH      SHARED      01           150
D BOSTON BEER INC                CL A             100557107        0      100 SH      SHARED      02                             100
D BOSTON COMMUNICATIONS GROUP    COM              100582105        7      500 SH      SHARED      02                             500
D BOSTON LIFE SCIENCES INC       COM NEW          100843408      104    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     1199    31050 SH      SHARED      01         31050
D BOSTON PROPERTIES INC          COM              101121101      433    11225 SH      SHARED      02         11225
D BOSTON PROPERTIES INC          COM              101121101      894    23168 SH      SHARED      04         23168
D BOSTON SCIENTIFIC CORP         COM              101137107    64653  2947223 SH      SHARED      01       2944673              2550
D BOSTON SCIENTIFIC CORP         COM              101137107      195     8900 SH      SHR/OTHR    01                            8900
D BOSTON SCIENTIFIC CORP         COM              101137107       70     3200 SH      SHARED      02          2000              1200
D BOSTON SCIENTIFIC CORP         COM              101137107     4218   192316 SH      SHARED      04        192316
D BOSTON SCIENTIFIC CORP         COM              101137107      107     4900 SH      SHARED      05          4900
D BOSTONFED BANCORP INC          COM              101178101      358    25400 SH      SHARED      04         25400
D BOTTOMLINE TECH DEL INC        COM              101388106     6404   187340 SH      SHARED      01        187340
D BOTTOMLINE TECH DEL INC        COM              101388106       71     2100 SH      SHARED      02           700              1400
D BOTTOMLINE TECH DEL INC        COM              101388106        6      196 SH      SHARED      04           196
D BOWATER INC                    COM              102183100    21792   493874 SH      SHARED      01        493874
D BOWATER INC                    COM              102183100       72     1650 SH      SHARED      02          1300               350
D BOWATER INC                    COM              102183100     9522   215808 SH      SHARED      04        215808
D BOWATER INC                    COM              102183100      966    21900 SH      SHARED      05         21900
D BOWNE & CO INC                 COM              103043105      762    75760 SH      SHARED      01         75760
D BOWNE & CO INC                 COM              103043105        0       98 SH      SHARED      04            98
D BOWNE & CO INC                 COM              103043105        1      100 SH      SHARED      05           100
D BOYD GAMING CORP               COM              103304101      273    49110 SH      SHARED      01         49110
D BOYD GAMING CORP               COM              103304101        0        8 SH      SHARED      04             8
D BOYDS COLLECTION LTD           COM              103354106      720    84755 SH      SHARED      01         84755
D BOYDS COLLECTION LTD           COM              103354106       57     6721 SH      SHARED      04          6721
D BOYKIN LODGING CO              COM              103430104      433    32143 SH      SHARED      01         32143
D BOYKIN LODGING CO              COM              103430104       33     2500 SH      SHARED      02          2500
D BOYKIN LODGING CO              COM              103430104        0       27 SH      SHARED      04            27
D BRADLEY REAL ESTATE INC        COM              104580105      851    39936 SH      SHARED      01         39936
D BRADLEY REAL ESTATE INC        COM              104580105       67     3155 SH      SHR/OTHR    01                            3155
D BRADLEY REAL ESTATE INC        COM              104580105      418    19621 SH      SHARED      02          6550             13071
D BRADLEY REAL ESTATE INC        COM              104580105     3086   144819 SH      SHARED      04        144819
D BRADLEY REAL ESTATE INC        PFD CV A 8.40%   104580204        3      168 SH      SHARED      01           168
D BRADY CORP                     CL A             104674106     1257    38706 SH      SHARED      01         38706
D BRADY CORP                     CL A             104674106       32     1000 SH      SHR/OTHR    01                            1000
D BRADY CORP                     CL A             104674106       29      900 SH      SHARED      04           900
D BRANDYWINE RLTY TR             SH BEN INT NEW   105368203      946    49516 SH      SHARED      01         49516
D BRANDYWINE RLTY TR             SH BEN INT NEW   105368203        1       97 SH      SHARED      04            97
D BRASCAN CORP                   CL A LTD VT SH   10549P606       11     1000 SH      SHARED      01          1000
D BRASCAN CORP                   CL A LTD VT SH   10549P606       71     6000 SH      SHARED      02          1950              4050
D BRANTLEY CAP CORP              COM              105494108       26     3000 SH      SHARED      02          3000
D BRANTLEY CAP CORP              COM              105494108      526    60200 SH      SHARED      04         60200
D BRAUN CONSULTING INC           COM              105651103       97     4600 SH      SHARED      01          4600
D BRAUN CONSULTING INC           COM              105651103       67     3200 SH      SHARED      02          3200
D BRAUNS FASHIONS CORP           COM              105658108      221     6050 SH      SHARED      01          6050
D BRAUNS FASHIONS CORP           COM              105658108      458    12500 SH      SHARED      04         12500
D BRAZIL FD INC                  COM              105759104       67     3970 SH      SHARED      04          3970
D BRAZILIAN EQUITY FD INC        COM              105884100        1      300 SH      SHARED      04           300
D BREAKAWAY SOLUTIONS INC        COM              106372105      245     9100 SH      SHARED      01          9100
D BREAKAWAY SOLUTIONS INC        COM              106372105       17      650 SH      SHARED      02           650
D BRENTON BKS INC                COM              107211104      212    15301 SH      SHARED      01         15301
D BRENTON BKS INC                COM              107211104        6      491 SH      SHARED      04           491
D BRIGGS & STRATTON CORP         COM              109043109     7034   205376 SH      SHARED      01        205376
D BRIGGS & STRATTON CORP         COM              109043109        6      200 SH      SHARED      02           200
D BRIGGS & STRATTON CORP         COM              109043109      239     7005 SH      SHARED      04          7005
D BRIGGS & STRATTON CORP         COM              109043109       17      500 SH      SHARED      05           500
D BRIGHT HORIZON FAMILY SOLUTION COM              109195107      720    33711 SH      SHARED      01         33711
D BRIGHT HORIZON FAMILY SOLUTION COM              109195107     1192    55800 SH      SHARED      03         55800
D BRIGHT HORIZON FAMILY SOLUTION COM              109195107        0       18 SH      SHARED      04            18
D BRIGHTSTAR INFO TECH GROUP INC COM              10947N104        0      300 SH      SHARED      02           300
D BRIGHTPOINT INC                COM              109473108     1074   124079 SH      SHARED      01        124079
D BRIGHTPOINT INC                COM              109473108      618    71473 SH      SHARED      04         71473
D BRILLIANT DIGITAL ENTERTAINMNT COM              109502104       48    10200 SH      SHARED      01         10200
D BRINKER INTL INC               COM              109641100     3026   103456 SH      SHARED      01        103456
D BRINKER INTL INC               COM              109641100       21      750 SH      SHARED      02           250               500
D BRINKER INTL INC               COM              109641100     1796    61411 SH      SHARED      04         61411
D BRINKER INTL INC               COM              109641100      184     6300 SH      SHARED      05          6300
D BRIO TECHNOLOGY INC            COM              109704106      827    39039 SH      SHARED      01         39039
D BRIO TECHNOLOGY INC            COM              109704106       29     1396 SH      SHARED      04          1396
D BRISTOL MYERS SQUIBB CO        COM              110122108  1314155 22560602 SH      SHARED      01      22029030   121728   409844
D BRISTOL MYERS SQUIBB CO        COM              110122108   186212  3196784 SH      SHR/OTHR    01                2725827   470957
D BRISTOL MYERS SQUIBB CO        COM              110122108    13327   228800 SH      SHARED      02         38189            190611
D BRISTOL MYERS SQUIBB CO        COM              110122108   359547  6172491 SH      SHARED      04       6171941               550
D BRISTOL MYERS SQUIBB CO        COM              110122108     2772    47600 SH      SHARED      05         47600
D BRISTOL MYERS SQUIBB CO        COM              110122108    33902   582020 SH      SHARED      06        582020
D BRITESMILE INC                 COM              110415106        5     1200 SH      SHARED      02                            1200
D BRITESMILE INC                 COM              110415106      117    26199 SH      SHARED      04         26199
D BRITISH AWYS PLC               ADR 2ND INSTAL   110419306       80     1400 SH      SHARED      01          1400
D BRITISH AWYS PLC               ADR 2ND INSTAL   110419306       46      800 SH      SHR/OTHR    01                    800
D BRITISH AMERN TOB PLC          SPONSORED ADR    110448107       44     3300 SH      SHARED      01          3300
D BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST   111021408     1089     8237 SH      SHARED      01          6247              1990
D BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST   111021408      240     1817 SH      SHR/OTHR    01                    400     1417
D BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST   111021408       85      650 SH      SHARED      02           100               550
D BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST   111021408     1031     7800 SH      SHARED      04          7800
D BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST   111021408       66      500 SH      SHARED      05           500
D BROADBASE SOFTWARE             COM              11130R100      395    12900 SH      SHARED      01         12900
D BROADBASE SOFTWARE             COM              11130R100    13862   452657 SH      SHARED      02        440307             12350
D BROADBASE SOFTWARE             COM              11130R100       40     1313 SH      SHARED      04          1313
D BROADCOM CORP                  CL A             111320107   331011  1511905 SH      SHARED      01       1509275              2630
D BROADCOM CORP                  CL A             111320107       43      200 SH      SHR/OTHR    01                             200
D BROADCOM CORP                  CL A             111320107     7074    32313 SH      SHARED      02         15966             16347
D BROADCOM CORP                  CL A             111320107    26797   122400 SH      SHARED      04        122400
D BROADCOM CORP                  CL A             111320107      197      900 SH      SHARED      05           900
D BROADVISION INC                COM              111412102    16421   323188 SH      SHARED      01        323188
D BROADVISION INC                COM              111412102     2572    50635 SH      SHARED      02         22820             27815
D BROADVISION INC                COM              111412102    14994   295100 SH      SHARED      03        295100
D BROADVISION INC                COM              111412102     8485   166993 SH      SHARED      04        166993
D BROADVISION INC                COM              111412102        5      100 SH      SHARED      05           100
D BROADWING INC                  COM              111620100     6923   266945 SH      SHARED      01        266945
D BROADWING INC                  COM              111620100       83     3200 SH      SHR/OTHR    01                            3200
D BROADWING INC                  COM              111620100     1971    76029 SH      SHARED      04         76029
D BROADWING INC                  COM              111620100      721    27800 SH      SHARED      05         27800
D BROADWING INC                  PFD CV DEP1/20   111620407    20665   439700 SH      SHARED      04        439700
D BROCADE COMMUNICATIONS SYS INC COM              111621108    30081   163945 SH      SHARED      01        162700              1245
D BROCADE COMMUNICATIONS SYS INC COM              111621108       91      500 SH      SHR/OTHR    01                    500
D BROCADE COMMUNICATIONS SYS INC COM              111621108     4105    22375 SH      SHARED      02         18325              4050
D BROCADE COMMUNICATIONS SYS INC COM              111621108    17488    95315 SH      SHARED      04         95315
D BROCADE COMMUNICATIONS SYS INC COM              111621108       73      400 SH      SHARED      05           400
D BROKEN HILL PROPRIETARY LTD    SPONSORED ADR    112169602       80     3400 SH      SHARED      04          3400
D BROOKLINE BANCORP INC          COM              113739106      176    15401 SH      SHARED      01         15401
D BROOKLINE BANCORP INC          COM              113739106       11     1000 SH      SHARED      02                            1000
D BROOKLINE BANCORP INC          COM              113739106        0       29 SH      SHARED      04            29
D BROOKS AUTOMATION INC          COM              11434A100     1150    17987 SH      SHARED      01         17987
D BROOKS AUTOMATION INC          COM              11434A100      511     8000 SH      SHARED      02          8000
D BROOKS AUTOMATION INC          COM              11434A100       25      400 SH      SHARED      05           400
D BROOKSTONE INC                 COM              114537103        0      100 SH      SHARED      01           100
D BROOKSTONE INC                 COM              114537103       92     9658 SH      SHARED      02          9658
D BROOKTROUT INC                 COM              114580103      859    39389 SH      SHARED      01         39389
D BROWN & SHARPE MFG CO          CL A             115223109        8     3100 SH      SHARED      02          3100
D BROWN & BROWN INC              COM              115236101      983    18904 SH      SHARED      01         18904
D BROWN & BROWN INC              COM              115236101        0       17 SH      SHARED      04            17
D BROWN FORMAN CORP              CL A             115637100       47      900 SH      SHARED      01           900
D BROWN FORMAN CORP              CL B             115637209    22228   413555 SH      SHARED      01        411855              1700
D BROWN FORMAN CORP              CL B             115637209     1356    25246 SH      SHARED      04         25246
D BROWN FORMAN CORP              CL B             115637209       80     1500 SH      SHARED      05          1500
D BROWN TOM INC                  COM NEW          115660201     1384    60026 SH      SHARED      01         60026
D BROWN TOM INC                  COM NEW          115660201        0        5 SH      SHARED      02             5
D BROWN TOM INC                  COM NEW          115660201       27     1205 SH      SHARED      04          1205
D BROWN SHOE INC NEW             COM              115736100     1317   101316 SH      SHARED      01        101316
D BROWN SHOE INC NEW             COM              115736100      780    60000 SH      SHR/OTHR    01                  60000
D BROWN SHOE INC NEW             COM              115736100        0       29 SH      SHARED      04            29
D BRUNSWICK CORP                 COM              117043109    12364   746535 SH      SHARED      01        746535
D BRUNSWICK CORP                 COM              117043109      966    58377 SH      SHARED      04         58377
D BRUNSWICK CORP                 COM              117043109       36     2200 SH      SHARED      05          2200
D BRUSH ENGINEERED MATLS INC     COM              117421107      492    31501 SH      SHARED      01         31501
D BRUSH ENGINEERED MATLS INC     COM              117421107      101     6527 SH      SHARED      04          6527
D BRYN MAWR BK CORP              COM              117665109       16      800 SH      SHARED      01           800
D B2BSTORES COM INC              COM              11776S107       22     8700 SH      SHARED      01          8700
D BSQUARE CORP                   COM              11776U102      195     8700 SH      SHARED      01          8700
D BUCA INC                       COM              117769109       67     4300 SH      SHARED      01          4300
D BUCA INC                       COM              117769109       15      982 SH      SHARED      04           982
D BUCKEYE PARTNERS L P           UNIT LTD PARTN   118230101      359    13400 SH      SHARED      01         13400
D BUCKEYE PARTNERS L P           UNIT LTD PARTN   118230101      120     4500 SH      SHR/OTHR    01                   4500
D BUCKEYE PARTNERS L P           UNIT LTD PARTN   118230101      378    14100 SH      SHARED      02          5100              9000
D BUCKEYE TECHNOLOGIES INC       COM              118255108      862    39307 SH      SHARED      01         38307              1000
D BUCKEYE TECHNOLOGIES INC       COM              118255108       10      500 SH      SHARED      02                             500
D BUCKLE INC                     COM              118440106      119    10151 SH      SHARED      01         10151
D BUCKLE INC                     COM              118440106       54     4613 SH      SHARED      04          4613
D BUDGET GROUP INC               CL A             119003101       18     4400 SH      SHARED      01          4400
D BUDGET GROUP INC               CL A             119003101      389    94509 SH      SHARED      04         94509
D BUFFETS INC                    COM              119882108     1337   105436 SH      SHARED      01        105436
D BUFFETS INC                    COM              119882108     1535   121000 SH      SHARED      02         15000            106000
D BUFFETS INC                    COM              119882108     2373   187076 SH      SHARED      04        187076
D BUFFETS INC                    COM              119882108       69     5500 SH      SHARED      05          5500
D BUILDING MATLS HLDG CORP       COM              120113105        3      450 SH      SHARED      01           450
D BUILDING MATLS HLDG CORP       COM              120113105       33     3812 SH      SHARED      04          3812
D BURLINGTON COAT FACTORY        COM              121579106      316    29316 SH      SHARED      01         29316
D BURLINGTON COAT FACTORY        COM              121579106        0       52 SH      SHARED      04            52
D BURLINGTON INDS INC            COM              121693105       41    24817 SH      SHARED      01         24817
D BURLINGTON INDS INC            COM              121693105      827   490568 SH      SHARED      04        490568
D BURLINGTON INDS INC            COM              121693105       11     6900 SH      SHARED      05          6900
D BURLINGTON NORTHN SANTA FE CP  COM              12189T104    86385  3766213 SH      SHARED      01       3763413              2800
D BURLINGTON NORTHN SANTA FE CP  COM              12189T104     4639   202272 SH      SHR/OTHR    01                 178737    23535
D BURLINGTON NORTHN SANTA FE CP  COM              12189T104     1636    71367 SH      SHARED      02         20487             50880
D BURLINGTON NORTHN SANTA FE CP  COM              12189T104    35352  1541281 SH      SHARED      04       1541281
D BURLINGTON NORTHN SANTA FE CP  COM              12189T104      346    15100 SH      SHARED      05         15100
D BURLINGTON RES INC             COM              122014103    64664  1690567 SH      SHARED      01       1689822               745
D BURLINGTON RES INC             COM              122014103     3256    85138 SH      SHR/OTHR    01                  76447     8691
D BURLINGTON RES INC             COM              122014103     4779   124955 SH      SHARED      02         28972             95983
D BURLINGTON RES INC             COM              122014103    20579   538028 SH      SHARED      04        538028
D BURLINGTON RES INC             COM              122014103      856    22400 SH      SHARED      05         22400
D BURNHAM PAC PPTYS INC          COM              12232C108      366    53306 SH      SHARED      01         53306
D BURNHAM PAC PPTYS INC          COM              12232C108       44     6400 SH      SHR/OTHR    01                   2000     4400
D BURNHAM PAC PPTYS INC          COM              12232C108        7     1152 SH      SHARED      04          1152
D BURNS INTL SVCS CORP           COM              122374101      340    27220 SH      SHARED      01         27220
D BURNS INTL SVCS CORP           COM              122374101        0       16 SH      SHARED      04            16
D BURR BROWN CORP                SB NT CV 144A 07 122574AD8    24594 14666000 PRN     SHARED      04      14666000
D BURR BROWN CORP                COM              122574106    14860   171429 SH      SHARED      01        171429
D BURR BROWN CORP                COM              122574106    15073   173885 SH      SHARED      04        173885
D BURR BROWN CORP                COM              122574106      940    10850 SH      SHARED      05         10850
D BUSH BOAKE ALLEN INC           COM              123162109      481    11002 SH      SHARED      01         11002
D BUSH BOAKE ALLEN INC           COM              123162109        0       10 SH      SHARED      04            10
D BUSH INDS INC                  CL A             123164105      204    12760 SH      SHARED      01         12760
D BUSH INDS INC                  CL A             123164105        3      237 SH      SHARED      04           237
D BUSINESS OBJECTS S A           SPONSORED ADR    12328X107    28819   327035 SH      SHARED      01        327035
D BUSINESS OBJECTS S A           SPONSORED ADR    12328X107     4265    48401 SH      SHARED      02         19901             28500
D BUSINESS OBJECTS S A           SPONSORED ADR    12328X107      352     4000 SH      SHARED      05          4000
D BUTLER INTL INC NEW            COM              123649105        1      150 SH      SHARED      01           150
D BUTLER MFG CO DEL              COM              123655102       26     1550 SH      SHARED      01          1550
D BUTLER MFG CO DEL              COM              123655102      345    20334 SH      SHARED      04         20334
D BUY COM INC                    COM              124269101       73    14510 SH      SHARED      01         14510
D BUY COM INC                    COM              124269101      227    45300 SH      SHARED      02         45300
D C&D TECHNOLOGIES INC           COM              124661109     2634    46632 SH      SHARED      01         46632
D C&D TECHNOLOGIES INC           COM              124661109      797    14110 SH      SHARED      02         13000              1110
D C&D TECHNOLOGIES INC           COM              124661109        2       40 SH      SHARED      04            40
D CAIS INTERNET INC              COM              12476Q102      493    35110 SH      SHARED      01         32910              2200
D CAIS INTERNET INC              COM              12476Q102        3      237 SH      SHARED      04           237
D CB BANCSHARES INC HAWAII       COM              124785106        1       61 SH      SHARED      01            61
D CBL & ASSOC PPTYS INC          COM              124830100      823    33009 SH      SHARED      01         33009
D CBL & ASSOC PPTYS INC          COM              124830100       26     1070 SH      SHARED      04          1070
D CCC INFORMATION SVCS GROUP INC COM              12487Q109      356    33507 SH      SHARED      01         33507
D CCC INFORMATION SVCS GROUP INC COM              12487Q109        0       24 SH      SHARED      04            24
D CCB FINL CORP                  COM              124875105     1862    50336 SH      SHARED      01         50336
D CCB FINL CORP                  COM              124875105      197     5340 SH      SHARED      02          5340
D CCB FINL CORP                  COM              124875105     3410    92181 SH      SHARED      04         92181
D CCB FINL CORP                  COM              124875105      188     5100 SH      SHARED      05          5100
D CB RICHARD ELLIS SVCS INC      COM              12489L108      255    28006 SH      SHARED      01         28006
D CB RICHARD ELLIS SVCS INC      COM              12489L108        0       38 SH      SHARED      04            38
D CBRL GROUP INC                 COM              12489V106     2213   150685 SH      SHARED      01        150685
D CBRL GROUP INC                 COM              12489V106       22     1500 SH      SHARED      02                            1500
D CBRL GROUP INC                 COM              12489V106      211    14397 SH      SHARED      04         14397
D CBRL GROUP INC                 COM              12489V106       96     6600 SH      SHARED      05          6600
D CFW COMMUNICATION CO           COM              124923103      757    20203 SH      SHARED      01         20203
D CFW COMMUNICATION CO           COM              124923103        0       20 SH      SHARED      04            20
D C BRIDGE INTERNET SOL INC      COM              12500B105       78     4500 SH      SHARED      02          4500
D CCBT FINL COS INC              COM              12500Q102        6      400 SH      SHARED      01           400
D CCBT FINL COS INC              COM              12500Q102       12      800 SH      SHARED      02                             800
D C-CUBE MICROSYSTEMS INC NEW    COM              12501N108     1345    68578 SH      SHARED      01         68578
D C-CUBE MICROSYSTEMS INC NEW    COM              12501N108      423    21582 SH      SHARED      02         20682               900
D C-CUBE MICROSYSTEMS INC NEW    COM              12501N108     4185   213292 SH      SHARED      04        213292
D C-CUBE MICROSYSTEMS INC NEW    COM              12501N108       74     3800 SH      SHARED      05          3800
D C COR NET CORP                 COM              125010108     1576    58375 SH      SHARED      01         58375
D C COR NET CORP                 COM              125010108       47     1754 SH      SHARED      04          1754
D C D I CORP                     COM              125071100      866    42533 SH      SHARED      01         42533
D C D I CORP                     COM              125071100        0       18 SH      SHARED      04            18
D C D I CORP                     COM              125071100       30     1500 SH      SHARED      05          1500
D CDNOW INC NEW                  COM              125086108       22     7142 SH      SHARED      01          7142
D CDNOW INC NEW                  COM              125086108        2      815 SH      SHARED      02           815
D CDNOW INC NEW                  COM              125086108      166    53870 SH      SHARED      04         53870
D CD WHSE INC                    COM              12512W105        6     4200 SH      SHARED      01          4200
D CDW COMPUTER CTRS INC          COM              125129106     5906    94500 SH      SHARED      01         94500
D CDW COMPUTER CTRS INC          COM              125129106     1773    28373 SH      SHARED      04         28373
D CDW COMPUTER CTRS INC          COM              125129106      712    11400 SH      SHARED      05         11400
D CEC ENTMT INC                  COM              125137109     1358    53011 SH      SHARED      01         53011
D CEC ENTMT INC                  COM              125137109      425    16587 SH      SHARED      04         16587
D CFS BANCORP INC                COM              12525D102        0       50 SH      SHARED      01            50
D CFS BANCORP INC                COM              12525D102      517    56517 SH      SHARED      04         56517
D CFM TECHNOLOGIES INC           COM              12525K106      409    26400 SH      SHARED      04         26400
D CH ENERGY GROUP INC            COM              12541M102     1231    36285 SH      SHARED      01         36185               100
D CH ENERGY GROUP INC            COM              12541M102      159     4700 SH      SHR/OTHR    01                   4700
D CH ENERGY GROUP INC            COM              12541M102        0       29 SH      SHARED      04            29
D C H ROBINSON WORLDWIDE INC     COM              12541W100     2237    45200 SH      SHARED      01         41700              3500
D C H ROBINSON WORLDWIDE INC     COM              12541W100     2379    48079 SH      SHARED      04         48079
D C H ROBINSON WORLDWIDE INC     COM              12541W100      277     5600 SH      SHARED      05          5600
D CIGNA CORP                     COM              125509109   124438  1330896 SH      SHARED      01       1327996              2900
D CIGNA CORP                     COM              125509109      709     7584 SH      SHR/OTHR    01                    600     6984
D CIGNA CORP                     COM              125509109      870     9307 SH      SHARED      02          1731              7576
D CIGNA CORP                     COM              125509109     8457    90453 SH      SHARED      04         90453
D CIGNA CORP                     COM              125509109       28      300 SH      SHARED      06           300
D CIGNA HIGH INCOME SHS          SH BEN INT       12551D109       17     3000 SH      SHR/OTHR    01                   3000
D CIGNA HIGH INCOME SHS          SH BEN INT       12551D109      102    18000 SH      SHARED      02         18000
D CIT GROUP INC                  CL A             125577106     2161   133013 SH      SHARED      01        133013
D CIT GROUP INC                  CL A             125577106      582    35855 SH      SHARED      02          1000             34855
D CIT GROUP INC                  CL A             125577106      523    32200 SH      SHARED      04         32200
D CKE RESTAURANTS INC            SB NT CV 4.25%04 12561EAB1     1844  4000000 PRN     SHARED      04       4000000
D CKE RESTAURANTS INC            COM              12561E105        4     1381 SH      SHARED      01          1381
D CKE RESTAURANTS INC            COM              12561E105      448   149342 SH      SHARED      02        149342
D CKE RESTAURANTS INC            COM              12561E105      320   106801 SH      SHARED      04        106801
D CLECO CORP NEW                 COM              12561W105     5683   169655 SH      SHARED      01        166655              3000
D CLECO CORP NEW                 COM              12561W105       67     2000 SH      SHR/OTHR    01                   2000
D CLECO CORP NEW                 COM              12561W105     1947    58139 SH      SHARED      04         58139
D CLECO CORP NEW                 COM              12561W105      100     3000 SH      SHARED      05          3000
D CMGI INC                       COM              125750109    36890   805250 SH      SHARED      01        656730       50   148470
D CMGI INC                       COM              125750109      978    21350 SH      SHR/OTHR    01                   5270    16080
D CMGI INC                       COM              125750109     4999   109133 SH      SHARED      02         99732              9401
D CMGI INC                       COM              125750109     2733    59659 SH      SHARED      04         59659
D CMI CORP                       CL A             125761304      130    37335 SH      SHARED      04         37335
D CMP GROUP INC                  COM              125887109     2266    77316 SH      SHARED      01         77316
D CMP GROUP INC                  COM              125887109     8045   274462 SH      SHARED      04        274462
D CMP GROUP INC                  COM              125887109      126     4300 SH      SHARED      05          4300
D CMS ENERGY CORP                COM              125896100    27674  1250823 SH      SHARED      01       1245923              4900
D CMS ENERGY CORP                COM              125896100      359    16243 SH      SHR/OTHR    01                   8343     7900
D CMS ENERGY CORP                COM              125896100       27     1229 SH      SHARED      02           425               804
D CMS ENERGY CORP                COM              125896100      908    41068 SH      SHARED      04         41068
D CMS ENERGY CORP                COM              125896100       53     2400 SH      SHARED      05          2400
D CMS ENERGY CORP                ADJ CV TR8.75%   125896308       56     2000 SH      SHR/OTHR    01                   2000
D CPI CORP                       COM              125902106      379    17969 SH      SHARED      01         17969
D CPI CORP                       COM              125902106      286    13575 SH      SHARED      04         13575
D CPB INC                        COM              125903104      267    10703 SH      SHARED      01         10703
D CPB INC                        COM              125903104        0       19 SH      SHARED      04            19
D CSS INDS INC                   COM              125906107      481    23552 SH      SHARED      01         20802              2750
D CSS INDS INC                   COM              125906107        0       17 SH      SHARED      04            17
D CPI AEROSTRUCTURES INC         COM NEW          125919308       16     7566 SH      SHARED      01          7566
D CTG RES INC                    COM              125957100      517    14106 SH      SHARED      01         14106
D CTG RES INC                    COM              125957100      739    20164 SH      SHARED      04         20164
D CSK AUTO CORP                  COM              125965103      217    28766 SH      SHARED      01         28766
D CSK AUTO CORP                  COM              125965103      142    18831 SH      SHARED      04         18831
D CNA FINL CORP                  COM              126117100     1586    46650 SH      SHARED      01         46650
D CNA FINL CORP                  COM              126117100       43     1283 SH      SHARED      04          1283
D CNB FLORIDA BANCSHARES INC     COM              12612H107       63     8600 SH      SHARED      01          8600
D CNA SURETY CORP                COM              12612L108      267    22402 SH      SHARED      01         22402
D CNA SURETY CORP                COM              12612L108       36     3034 SH      SHARED      02                            3034
D CNA SURETY CORP                COM              12612L108        0       21 SH      SHARED      04            21
D CNF TRANSN INC                 COM              12612W104     2650   116499 SH      SHARED      01        116499
D CNF TRANSN INC                 COM              12612W104        6      300 SH      SHR/OTHR    01                             300
D CNF TRANSN INC                 COM              12612W104       12      550 SH      SHARED      02                             550
D CNF TRANSN INC                 COM              12612W104     1449    63700 SH      SHARED      04         63700
D CNF TRANSN INC                 COM              12612W104       91     4000 SH      SHARED      05          4000
D CNET NETWORKS INC              COM              12613R104     1291    52600 SH      SHARED      01         52600
D CNET NETWORKS INC              COM              12613R104     4599   187277 SH      SHARED      02        186472               805
D CNET NETWORKS INC              COM              12613R104      274    11158 SH      SHARED      04         11158
D CNY FINL CORP                  COM              12613U107     3606   194945 SH      SHARED      04        194945
D CPAC INC                       COM              126145101        2      327 SH      SHARED      01           327
D C P CLARE CORP                 COM              12615K107       62     8600 SH      SHARED      01          8600
D C-PHONE CORP                   COM              12616P105       11    10400 SH      SHARED      01         10400
D CSG SYS INTL INC               COM              126349109     4535    80900 SH      SHARED      01         80900
D CSG SYS INTL INC               COM              126349109      683    12200 SH      SHARED      02          9200              3000
D CSG SYS INTL INC               COM              126349109     1101    19656 SH      SHARED      04         19656
D CSG SYS INTL INC               COM              126349109      364     6500 SH      SHARED      05          6500
D CSX CORP                       COM              126408103    45638  2154071 SH      SHARED      01       2085871    68200
D CSX CORP                       COM              126408103      665    31412 SH      SHR/OTHR    01                  24012     7400
D CSX CORP                       COM              126408103      430    20332 SH      SHARED      02         10338              9994
D CSX CORP                       COM              126408103     2686   126789 SH      SHARED      04        126789
D CSX CORP                       COM              126408103      942    44500 SH      SHARED      05         44500
D CTC COMMUNICATIONS GROUP INC   COM              126419100     1530    42504 SH      SHARED      01         42504
D CTC COMMUNICATIONS GROUP INC   COM              126419100        0       13 SH      SHARED      04            13
D CT COMMUNICATIONS INC          COM NEW          126426402      648    22805 SH      SHARED      01         22805
D CT COMMUNICATIONS INC          COM NEW          126426402       20      709 SH      SHARED      04           709
D CTS CORP                       COM              126501105     2801    62262 SH      SHARED      01         62262
D CTS CORP                       COM              126501105        9      200 SH      SHARED      02                             200
D CTS CORP                       COM              126501105      398     8866 SH      SHARED      04          8866
D CUNO INC                       COM              126583103      793    34309 SH      SHARED      01         34309
D CUNO INC                       COM              126583103        0       27 SH      SHARED      04            27
D CVB FINL CORP                  COM              126600105      317    20073 SH      SHARED      01         20073
D CVS CORP                       COM              126650100       32      800 SH      SHR/OTHR    01                    500      300
D CVS CORP                       COM              126650100   410972 10274316 SH      SHARED      01       8213531           2060785
D CVS CORP                       COM              126650100    90490  2262269 SH      SHR/OTHR    01                1101590  1160679
D CVS CORP                       COM              126650100      851    21276 SH      SHARED      02          2000             19276
D CVS CORP                       COM              126650100    30750   768762 SH      SHARED      04        768497               265
D CVS CORP                       COM              126650100       24      600 SH      SHARED      05           600
D CVS CORP                       COM              126650100    32224   805600 SH      SHARED      06        805600
D CV THERAPEUTICS INC            COM              126667104     2438    35178 SH      SHARED      01         35178
D CV THERAPEUTICS INC            COM              126667104      494     7134 SH      SHARED      04          7134
D CABCO TR FOR J C PENNEY DEBS   CTF TR 7.625%    126797208       32     2000 SH      SHARED      02                            2000
D CABLE & WIRELESS HKT           SPONSORED ADR    126828102       30     1400 SH      SHARED      01           700               700
D CABLE & WIRELESS HKT           SPONSORED ADR    126828102       60     2828 SH      SHARED      02          2000               828
D CABLE & WIRELESS HKT           SPONSORED ADR    126828102       90     4200 SH      SHARED      04          4200
D CABLE & WIRELESS HKT           SPONSORED ADR    126828102      668    31100 SH      SHARED      05         31100
D CABLE & WIRELESS PUB LTD CO    SPONSORED ADR    126830207     1000    19990 SH      SHARED      04         19990
D CABLE & WIRELESS PUB LTD CO    SPONSORED ADR    126830207      595    11900 SH      SHARED      05         11900
D CABLEVISION SYS CORP           CL A             12686C109     7914   116600 SH      SHARED      01        116600
D CABLEVISION SYS CORP           CL A             12686C109     1024    15100 SH      SHARED      02          2450             12650
D CABLEVISION SYS CORP           CL A             12686C109     6232    91816 SH      SHARED      04         91816
D CABLETRON SYS INC              COM              126920107    34658  1372598 SH      SHARED      01       1372598
D CABLETRON SYS INC              COM              126920107     8052   318900 SH      SHARED      02        313100              5800
D CABLETRON SYS INC              COM              126920107     5011   198485 SH      SHARED      04        198485
D CABLETRON SYS INC              COM              126920107      530    21000 SH      SHARED      05         21000
D CABLE DESIGN TECHNOLOGIES CORP COM              126924109     1907    56952 SH      SHARED      01         56952
D CABLE DESIGN TECHNOLOGIES CORP COM              126924109      254     7594 SH      SHARED      04          7594
D CACHEFLOW INC                  COM              126946102      843    13700 SH      SHARED      01         13700
D CACHEFLOW INC                  COM              126946102      589     9575 SH      SHARED      02          8000              1575
D CACHEFLOW INC                  COM              126946102       86     1400 SH      SHARED      04          1400
D CABOT CORP                     COM              127055101     2386    87570 SH      SHARED      01         87570
D CABOT CORP                     COM              127055101     1049    38521 SH      SHARED      04         38521
D CABOT CORP                     COM              127055101      250     9200 SH      SHARED      05          9200
D CABOT INDUSTRIAL TRUST         COM              127072106     1193    60611 SH      SHARED      01         60611
D CABOT INDUSTRIAL TRUST         COM              127072106      156     7968 SH      SHARED      04          7968
D CABOT MICROELECTRONICS CORP    COM              12709P103      260     5700 SH      SHARED      01          5700
D CABOT OIL & GAS CORP           CL A             127097103     1448    68347 SH      SHARED      01         68347
D CABOT OIL & GAS CORP           CL A             127097103      141     6700 SH      SHARED      04          6700
D CACI INTL INC                  CL A             127190304      440    22606 SH      SHARED      01         22606
D CADBURY SCHWEPPES PLC          ADR              127209302       36     1400 SH      SHARED      01          1400
D CADBURY SCHWEPPES PLC          ADR              127209302      362    13800 SH      SHARED      04         13800
D CADBURY SCHWEPPES PLC          ADR              127209302      120     4600 SH      SHARED      05          4600
D CADENCE DESIGN SYSTEM INC      COM              127387108     6748   331231 SH      SHARED      01        331231
D CADENCE DESIGN SYSTEM INC      COM              127387108     6844   335924 SH      SHARED      02        335924
D CADENCE DESIGN SYSTEM INC      COM              127387108     2685   131827 SH      SHARED      04        131827
D CADENCE DESIGN SYSTEM INC      COM              127387108      660    32400 SH      SHARED      05         32400
D CADIZ INC                      COM              127537108      459    57408 SH      SHARED      01         57408
D CADIZ INC                      COM              127537108        0       54 SH      SHARED      04            54
D CAGLES INC                     CL A             127703106        1      250 SH      SHARED      01           250
D CAL DIVE INTL INC              COM              127914109     1514    27944 SH      SHARED      01         27944
D CALDERA SYS INC                COM              128780103      155    11900 SH      SHARED      01         11900
D CALGON CARBON CORP             COM              129603106      521    67260 SH      SHARED      01         67260
D CALGON CARBON CORP             COM              129603106      152    19655 SH      SHARED      04         19655
D CALICO COMM INC                COM              129897104      143     8800 SH      SHARED      01          8800
D CALICO COMM INC                COM              129897104       26     1600 SH      SHARED      02          1600
D CALICO COMM INC                COM              129897104       91     5605 SH      SHARED      04          5605
D CALIFORNIA AMPLIFIER INC       COM              129900106      535    11700 SH      SHARED      01         11700
D CALIFORNIA AMPLIFIER INC       COM              129900106      225     4936 SH      SHARED      04          4936
D CALIBER LEARNING NETWORK INC   COM              129914107       24     6000 SH      SHARED      02          2000              4000
D CALIBER LEARNING NETWORK INC   COM              129914107        0       75 SH      SHARED      04            75
D CALIFORNIA COASTAL CMNTYS INC  COM NEW          129915203       87    14902 SH      SHARED      01         14902
D CALIFORNIA FED BK FSB LOS ANGL CONT LITIG REC   130209604       16    10948 SH      SHARED      04         10948
D CALIFORNIA FED BK FSB LOS ANGL 2ND CONT LITIG   130209703        0      220 SH      SHARED      01           220
D CALIFORNIA FED BK FSB LOS ANGL 2ND CONT LITIG   130209703       40    61900 SH      SHARED      04         61900
D CALIFORNIA MICRO DEVICES CORP  COM              130439102      173     5718 SH      SHARED      01          5718
D CALIFORNIA WTR SVC GROUP       COM              130788102      499    20602 SH      SHARED      01         20602
D CALIFORNIA WTR SVC GROUP       COM              130788102        0       17 SH      SHARED      04            17
D CALIPER TECHNOLOGIES CORP      COM              130876105     4503    97900 SH      SHARED      01         97900
D CALIPER TECHNOLOGIES CORP      COM              130876105       36      800 SH      SHARED      05           800
D CALLAWAY GOLF CO               COM              131193104     3521   215907 SH      SHARED      01        214907              1000
D CALLAWAY GOLF CO               COM              131193104     1161    71202 SH      SHARED      04         71202
D CALLAWAY GOLF CO               COM              131193104      164    10100 SH      SHARED      05         10100
D CALLON PETE CO DEL             COM              13123X102        9      618 SH      SHARED      04           618
D CALLON PETE CO DEL             PFD A CV EXCH    13123X201     2360    66500 SH      SHARED      04         66500
D CALPINE CORP                   COM              131347106    10914   166000 SH      SHARED      01        166000
D CALPINE CORP                   COM              131347106      122     1860 SH      SHR/OTHR    01                   1860
D CALPINE CORP                   COM              131347106      841    12800 SH      SHARED      02          8900              3900
D CALPINE CORP                   COM              131347106     4048    61570 SH      SHARED      04         61570
D CALPINE CORP                   COM              131347106     1084    16500 SH      SHARED      05         16500
D CALYPTE BIOMEDICAL CORP        COM              131722100       28    12200 SH      SHARED      01         12200
D CALYPTE BIOMEDICAL CORP        COM              131722100       19     8200 SH      SHARED      02          8200
D CAMBREX CORP                   COM              132011107     1800    40014 SH      SHARED      01         40014
D CAMBREX CORP                   COM              132011107      259     5766 SH      SHARED      04          5766
D CAMBRIDGE TECH PARTNERS MASS   COM              132524109     1773   203359 SH      SHARED      01        203359
D CAMBRIDGE TECH PARTNERS MASS   COM              132524109       88    10200 SH      SHARED      02           200             10000
D CAMBRIDGE TECH PARTNERS MASS   COM              132524109      136    15649 SH      SHARED      04         15649
D CAMBRIDGE TECH PARTNERS MASS   COM              132524109       60     6900 SH      SHARED      05          6900
D CAMDEN NATL CORP               COM              133034108       39     2953 SH      SHARED      01          2953
D CAMDEN PPTY TR                 SH BEN INT       133131102    11505   391682 SH      SHARED      01        391682
D CAMDEN PPTY TR                 SH BEN INT       133131102       29     1000 SH      SHARED      02                            1000
D CAMDEN PPTY TR                 SH BEN INT       133131102       70     2400 SH      SHARED      04          2400
D CAMECO CORP                    COM              13321L108       18     1500 SH      SHARED      04          1500
D CAMINUS CORP                   COM              133766105       31     1300 SH      SHARED      01          1200               100
D CAMINUS CORP                   COM              133766105       96     3950 SH      SHARED      02          2200              1750
D CAMPBELL SOUP CO               COM              134429109    92075  3161376 SH      SHARED      01       3160976               400
D CAMPBELL SOUP CO               COM              134429109      701    24100 SH      SHR/OTHR    01                   6800    17300
D CAMPBELL SOUP CO               COM              134429109       32     1100 SH      SHARED      02                            1100
D CAMPBELL SOUP CO               COM              134429109     6465   222004 SH      SHARED      04        222004
D CAMPBELL SOUP CO               COM              134429109      448    15400 SH      SHARED      05         15400
D CANADIAN PAC LTD NEW           COM              135923100       81     3110 SH      SHARED      04          3110
D CDN IMPERIAL BK OF COMMERCE    COM              136069101       56     2076 SH      SHARED      04          2076
D CANADIAN NATL RY CO            COM              136375102       55     1888 SH      SHARED      01          1888
D CANADIAN NATL RY CO            COM              136375102     1654    56700 SH      SHARED      04         56700
D CANADIAN NATL RY CO            COM              136375102      151     5200 SH      SHARED      05          5200
D CANADIAN NATL RY CO            PFD CV 063029    136375409     1496    32900 SH      SHARED      04         32900
D CANADIAN OCCIDENTAL PETE LTD   COM              136420106       21      800 SH      SHARED      04           800
D CANANDAIGUA BRANDS INC         CL B             137219101       39      800 SH      SHARED      01           800
D CANANDAIGUA BRANDS INC         CL A             137219200     1083    21488 SH      SHARED      01         21488
D CANANDAIGUA BRANDS INC         CL A             137219200      141     2810 SH      SHARED      02          2810
D CANANDAIGUA BRANDS INC         CL A             137219200      229     4546 SH      SHARED      04          4546
D CANDIES INC                    COM              137409108       15    12400 SH      SHARED      01         12400
D CANNONDALE CORP                COM              137798104        0      100 SH      SHARED      01           100
D CANTEL MEDICAL CORP            COM              138098108       51     8500 SH      SHARED      01          8500
D CAPITAL CITY BK GROUP INC      COM              139674105      128     6601 SH      SHARED      01          6601
D CAPITAL CITY BK GROUP INC      COM              139674105        8      457 SH      SHARED      04           457
D CAPITAL AUTOMOTIVE REIT        COM SH BEN INT   139733109      445    31505 SH      SHARED      01         31505
D CAPITAL AUTOMOTIVE REIT        COM SH BEN INT   139733109        0       48 SH      SHARED      04            48
D CAPITAL CROSSING BK            COM              140071101        8      800 SH      SHARED      01           800
D CAPITAL ONE FINL CORP          COM              14040H105    70820  1587009 SH      SHARED      01       1586409               600
D CAPITAL ONE FINL CORP          COM              14040H105      257     5775 SH      SHR/OTHR    01                            5775
D CAPITAL ONE FINL CORP          COM              14040H105      712    15976 SH      SHARED      02                           15976
D CAPITAL ONE FINL CORP          COM              14040H105     3982    89247 SH      SHARED      04         89247
D CAPITAL ONE FINL CORP          COM              14040H105    25579   573200 SH      SHARED      06        573200
D CAPITAL PPTYS INC R I          COM              140430109       10     1400 SH      SHARED      01          1400
D CAPITAL SR LIVING CORP         COM              140475104      109    37400 SH      SHARED      01         37400
D CAPITAL SR LIVING CORP         COM              140475104       63    21660 SH      SHARED      04         21660
D CAPITAL SOUTHWEST CORP         COM              140501107       12      200 SH      SHARED      01           200
D CAPITOL FED FINL               COM              14057C106      749    67737 SH      SHARED      01         67737
D CAPITOL FED FINL               COM              14057C106      971    87799 SH      SHARED      04         87799
D CAPROCK COMMUNICATIONS CORP    COM              140667106     1373    70413 SH      SHARED      01         70413
D CAPROCK COMMUNICATIONS CORP    COM              140667106      292    15000 SH      SHARED      02         15000
D CAPROCK COMMUNICATIONS CORP    COM              140667106     2030   104147 SH      SHARED      04        104147
D CAPSTEAD MTG CORP              COM NEW          14067E407      409    48945 SH      SHARED      01         48945
D CAPSTEAD MTG CORP              COM NEW          14067E407        2      300 SH      SHR/OTHR    01                             300
D CAPSTEAD MTG CORP              COM NEW          14067E407      341    40747 SH      SHARED      04         40747
D CARBIDE/GRAPHITE GROUP INC     COM              140777103       23     5900 SH      SHARED      01          5900
D CARBIDE/GRAPHITE GROUP INC     COM              140777103       74    18500 SH      SHARED      02         18500
D CARBO CERAMICS INC             COM              140781105      172     4901 SH      SHARED      01          4901
D CARBO CERAMICS INC             COM              140781105        0        8 SH      SHARED      04             8
D CARAUSTAR INDS INC             COM              140909102      632    41826 SH      SHARED      01         41826
D CARAUSTAR INDS INC             COM              140909102       12      800 SH      SHARED      02                             800
D CARAUSTAR INDS INC             COM              140909102        0       47 SH      SHARED      04            47
D CAPSTAR HOTEL CO               SUB NT CV4.75%04 140918AC7     1095  1500000 PRN     SHARED      04       1500000
D CARDINAL HEALTH INC            COM              14149Y108   161478  2182142 SH      SHARED      01       2181542               600
D CARDINAL HEALTH INC            COM              14149Y108      189     2564 SH      SHR/OTHR    01                    249     2315
D CARDINAL HEALTH INC            COM              14149Y108      119     1617 SH      SHARED      02           321              1296
D CARDINAL HEALTH INC            COM              14149Y108    12111   163673 SH      SHARED      04        163673
D CARDINAL HEALTH INC            COM              14149Y108     1124    15200 SH      SHARED      05         15200
D CARDIODYNAMICS INTL CORP       COM              141597104      295    47111 SH      SHARED      01         47111
D CARDIODYNAMICS INTL CORP       COM              141597104       80    12844 SH      SHARED      04         12844
D CAREDATA COM INC               COM              14166W100        7     4500 SH      SHARED      01          4500
D CAREER EDUCATION CORP          COM              141665109      979    20197 SH      SHARED      01         20197
D CAREER EDUCATION CORP          COM              141665109      339     7000 SH      SHARED      04          7000
D CAREERBUILDER INC              COM              141684100       31     9383 SH      SHARED      04          9383
D CAREINSITE INC                 COM              14170M106      218    12200 SH      SHARED      01         12200
D CAREINSITE INC                 COM              14170M106        5      300 SH      SHARED      02           300
D CAREINSITE INC                 COM              14170M106      268    15000 SH      SHARED      04         15000
D CAREMARK RX INC                COM              141705103    18432  2705839 SH      SHARED      01       2705839
D CAREMARK RX INC                COM              141705103        6      907 SH      SHR/OTHR    01                    907
D CAREMARK RX INC                COM              141705103       15     2265 SH      SHARED      02                            2265
D CAREMARK RX INC                COM              141705103     1136   166842 SH      SHARED      04        166842
D CAREMATRIX CORP                COM              141706101        0      250 SH      SHARED      02           250
D CAREMATRIX CORP                COM              141706101       10    19974 SH      SHARED      04         19974
D CAREY INTERNATIONAL INC        COM              141750109      160    11600 SH      SHARED      01         11600
D CAREY INTERNATIONAL INC        COM              141750109       62     4500 SH      SHARED      02          4500
D CAREY INTERNATIONAL INC        COM              141750109      268    19367 SH      SHARED      04         19367
D CARIBINER INTL INC             COM              141888107        1     2700 SH      SHARED      01          2700
D CARLISLE COS INC               COM              142339100     2681    59579 SH      SHARED      01         59579
D CARLISLE COS INC               COM              142339100      562    12502 SH      SHARED      04         12502
D CARLISLE COS INC               COM              142339100      180     4000 SH      SHARED      05          4000
D CARLTON COMMUNICATIONS PLC     ADR              142872209      325     5000 SH      SHARED      04          5000
D CARMEL CONTAINER SYS LTD       ORD              143269108        1      200 SH      SHARED      01           200
D CARMIKE CINEMAS INC            CL A             143436103        7     1850 SH      SHARED      01          1850
D CARMIKE CINEMAS INC            CL A             143436103       71    18365 SH      SHARED      04         18365
D CARNIVAL CORP                  COM              143658102    84596  4338301 SH      SHARED      01       4332401              5900
D CARNIVAL CORP                  COM              143658102       81     4200 SH      SHR/OTHR    01                   1950     2250
D CARNIVAL CORP                  COM              143658102    18294   938204 SH      SHARED      04        938204
D CARNIVAL CORP                  COM              143658102      329    16900 SH      SHARED      05         16900
D CARRIAGE SVCS INC              CL A             143905107       33     9900 SH      SHARED      01          9900
D CARRIAGE SVCS INC              CL A             143905107       76    22684 SH      SHARED      04         22684
D CARPENTER TECHNOLOGY CORP      COM              144285103      923    43708 SH      SHARED      01         43708
D CARPENTER TECHNOLOGY CORP      COM              144285103       26     1272 SH      SHARED      02          1272
D CARPENTER TECHNOLOGY CORP      COM              144285103      243    11530 SH      SHARED      04         11530
D CARPENTER TECHNOLOGY CORP      COM              144285103       61     2900 SH      SHARED      05          2900
D CARRAMERICA RLTY CORP          COM              144418100     1942    73300 SH      SHARED      01         73300
D CARRAMERICA RLTY CORP          COM              144418100       92     3500 SH      SHR/OTHR    01                            3500
D CARRAMERICA RLTY CORP          COM              144418100     2841   107244 SH      SHARED      04        107244
D CARREKER ANTINORI INC          COM              144433109     4359   484346 SH      SHARED      01        242173            242173
D CARREKER ANTINORI INC          COM              144433109       23     2603 SH      SHARED      04          2603
D CARRIER ACCESS CORP            COM              144460102     1734    32803 SH      SHARED      01         32803
D CARRIER ACCESS CORP            COM              144460102        0       14 SH      SHARED      04            14
D CARROLLTON BANCORP             COM              145282109       31     2244 SH      SHARED      02                            2244
D CARTER WALLACE INC             COM              146285101     1610    80047 SH      SHARED      01         80047
D CARTER WALLACE INC             COM              146285101      221    11000 SH      SHARED      04         11000
D CARTER WALLACE INC             COM              146285101      118     5900 SH      SHARED      05          5900
D CASCADE CORP                   COM              147195101      105     8850 SH      SHARED      04          8850
D CASCADE NAT GAS CORP           COM              147339105      251    15100 SH      SHARED      01         15100
D CASCADE NAT GAS CORP           COM              147339105       12      719 SH      SHARED      04           719
D CASELLA WASTE SYS INC          CL A             147448104      460    42800 SH      SHARED      01         42800
D CASEYS GEN STORES INC          COM              147528103     1196   115361 SH      SHARED      01        115361
D CASEYS GEN STORES INC          COM              147528103      488    47103 SH      SHARED      04         47103
D CASH AMER INTL INC             COM              14754D100      265    35953 SH      SHARED      01         35953
D CASH AMER INTL INC             COM              14754D100        0       29 SH      SHARED      04            29
D CASTLE A M & CO                COM              148411101       38     4623 SH      SHARED      01          4623
D CASTLE A M & CO                COM              148411101      182    21960 SH      SHARED      04         21960
D CASTLE & COOKE INC NEW         COM              148433105     1059    54868 SH      SHARED      01         52517              2351
D CASTLE & COOKE INC NEW         COM              148433105        0       22 SH      SHARED      04            22
D CATALINA MARKETING CORP        COM              148867104     3065    30050 SH      SHARED      01         30050
D CATALINA MARKETING CORP        COM              148867104      465     4565 SH      SHARED      04          4565
D CATALYST INTL INC              COM              14887T105       47     5700 SH      SHARED      01          5700
D CATALYTICA INC                 COM              148885106      899    81746 SH      SHARED      01         81746
D CATALYTICA INC                 COM              148885106       16     1500 SH      SHR/OTHR    01                   1500
D CATALYTICA INC                 COM              148885106      389    35400 SH      SHARED      02         35400
D CATALYTICA INC                 COM              148885106     3768   342633 SH      SHARED      04        342633
D CATAPULT COMMUNICATIONS CORP   COM              149016107        0       50 SH      SHARED      01            50
D CATAPULT COMMUNICATIONS CORP   COM              149016107       96     9562 SH      SHARED      04          9562
D CATELLUS DEV CORP              COM              149111106     2891   192764 SH      SHARED      01        192764
D CATELLUS DEV CORP              COM              149111106       60     4054 SH      SHARED      02           318              3736
D CATELLUS DEV CORP              COM              149111106      583    38900 SH      SHARED      04         38900
D CATERPILLAR INC DEL            COM              149123101    95173  2809562 SH      SHARED      01       2807012              2550
D CATERPILLAR INC DEL            COM              149123101      599    17700 SH      SHR/OTHR    01                           17700
D CATERPILLAR INC DEL            COM              149123101      444    13115 SH      SHARED      02          1200             11915
D CATERPILLAR INC DEL            COM              149123101    37387  1103697 SH      SHARED      04       1103697
D CATERPILLAR INC DEL            COM              149123101       44     1300 SH      SHARED      05          1300
D CATHAY BANCORP INC             COM              149150104      579    12503 SH      SHARED      01         12503
D CATHAY BANCORP INC             COM              149150104        0       15 SH      SHARED      04            15
D CATO CORP NEW                  CL A             149205106      517    44554 SH      SHARED      01         44554
D CATSKILL FINL CORP             COM              149348104      109     5000 SH      SHARED      02                            5000
D CATSKILL FINL CORP             COM              149348104     3281   150000 SH      SHARED      04        150000
D CAVALIER HOMES INC             COM              149507105        1      731 SH      SHARED      01           731
D CAVALIER HOMES INC             COM              149507105      201   123800 SH      SHARED      04        123800
D CEDAR FAIR L P                 DEPOSITRY UNIT   150185106       42     2200 SH      SHARED      01          2200
D CEDAR FAIR L P                 DEPOSITRY UNIT   150185106       46     2400 SH      SHARED      02           300              2100
D CELADON GROUP INC              COM              150838100       60     5400 SH      SHARED      01          5400
D CELL GENESYS INC               COM              150921104    14000   500000 SH      SHARED      01        500000
D CELL GENESYS INC               COM              150921104        6      218 SH      SHARED      04           218
D CELL GENESYS INC               COM              150921104       19      700 SH      SHARED      05           700
D CELLSTAR CORP                  SUB NT CONV 5%02 150925AC9     8116 16200000 PRN     SHARED      04      16200000
D CELLSTAR CORP                  COM              150925105      189    68208 SH      SHARED      04         68208
D CELERITEK INC                  COM              150926103      261     6400 SH      SHARED      01          6400
D CELERITEK INC                  COM              150926103      192     4716 SH      SHARED      04          4716
D CELL THERAPEUTICS INC          COM              150934107     1626    53103 SH      SHARED      01         53103
D CELL THERAPEUTICS INC          COM              150934107      473    15461 SH      SHARED      04         15461
D CELESTICA INC                  SUB VTG SHS      15101Q108     4991   100590 SH      SHARED      01        100590
D CELESTICA INC                  SUB VTG SHS      15101Q108     1537    30991 SH      SHARED      02          9075             21916
D CELESTICA INC                  SUB VTG SHS      15101Q108     1727    34810 SH      SHARED      04         34810
D CELESTICA INC                  SUB VTG SHS      15101Q108      143     2900 SH      SHARED      05          2900
D CELGENE CORP                   COM              151020104     4453    75650 SH      SHARED      01         70775              4875
D CELGENE CORP                   COM              151020104     3320    56404 SH      SHARED      04         56404
D CELL PATHWAYS INC NEW          COM              15114R101     1296    55187 SH      SHARED      01         55187
D CELL PATHWAYS INC NEW          COM              15114R101      399    17000 SH      SHARED      02                           17000
D CELL PATHWAYS INC NEW          COM              15114R101        4      201 SH      SHARED      04           201
D CELLEGY PHARMACEUTICALS INC    COM              15115L103        6      800 SH      SHARED      01           800
D CELLTECH GROUP PLC             SPONSORED ADR    151158102       15      400 SH      SHARED      04           400
D CELSION CORPORATION            COM              15117N107      140    48772 SH      SHARED      01         48772
D CELSION CORPORATION            COM              15117N107       38    13500 SH      SHARED      02          5000              8500
D CELSION CORPORATION            COM              15117N107       78    27216 SH      SHARED      04         27216
D CEMEX S A                      SPON ADR 5 ORD   151290889       67     2897 SH      SHARED      01          2897
D CEMEX S A                      SPON ADR 5 ORD   151290889        9      418 SH      SHARED      02                             418
D CENDANT CORP                   COM              151313103    79150  5653575 SH      SHARED      01       5653175               400
D CENDANT CORP                   COM              151313103        7      500 SH      SHR/OTHR    01                    500
D CENDANT CORP                   COM              151313103      829    59231 SH      SHARED      02         52344              6887
D CENDANT CORP                   COM              151313103    14848  1060575 SH      SHARED      04       1060575
D CENDANT CORP                   COM              151313103      217    15500 SH      SHARED      05         15500
D CENDANT CORP                   RT PUR PRIDES    151313111     3796   450000 SH      SHARED      04        450000
D CENTENNIAL BANCORP             COM              15133T104        0       16 SH      SHARED      01            16
D CENTENNIAL BANCORP             COM              15133T104      341    39341 SH      SHARED      04         39341
D CENTENNIAL COMMUNCTNS CORP NEW CL A NEW         15133V208      273    19925 SH      SHARED      04         19925
D CENTER TR INC                  SD CV     7.5%01 151845AA2      240   250000 PRN     SHARED      04        250000
D CENTER TR INC                  COM              151845104        5     1000 SH      SHARED      01          1000
D CENTER TR INC                  COM              151845104      237    47000 SH      SHARED      02         47000
D CENTER TR INC                  COM              151845104      357    70679 SH      SHARED      04         70679
D CENTERPOINT PPTYS TR           SH BEN INT       151895109     1487    36510 SH      SHARED      01         36510
D CENTERPOINT PPTYS TR           SH BEN INT       151895109      179     4400 SH      SHR/OTHR    01                            4400
D CENTERPOINT PPTYS TR           SH BEN INT       151895109        1       30 SH      SHARED      04            30
D CENTEX CONSTRUCTION PRODUCTS   COM              15231R109      188     8304 SH      SHARED      01          8304
D CENTEX CONSTRUCTION PRODUCTS   COM              15231R109      155     6844 SH      SHARED      04          6844
D CENTEX CORP                    COM              152312104    12272   522232 SH      SHARED      01        520732              1500
D CENTEX CORP                    COM              152312104     1391    59211 SH      SHARED      04         59211
D CENTEX CORP                    COM              152312104      274    11700 SH      SHARED      05         11700
D CENTILLIUM COMMUNICATIONS INC  COM              152319109      151     2200 SH      SHARED      01          2200
D CENTRA SOFTWARE INC            COM              15234X103       24     2610 SH      SHARED      01          2610
D CENTRA SOFTWARE INC            COM              15234X103        4      500 SH      SHARED      02           500
D CENTRAL EUROPEAN VALUE FD INC  COM              153455100        6      600 SH      SHARED      04           600
D CENTRAL GARDEN & PET CO        COM              153527106      322    35942 SH      SHARED      01         35942
D CENTRAL GARDEN & PET CO        COM              153527106       19     2131 SH      SHARED      04          2131
D CENTRAL NEWSPAPERS INC         CL A             154647101    15450   244270 SH      SHARED      01        244270
D CENTRAL NEWSPAPERS INC         CL A             154647101      132     2100 SH      SHARED      04          2100
D CENTRAL PKG CORP               COM              154785109      533    22504 SH      SHARED      01         22504
D CENTRAL PKG CORP               COM              154785109       78     3323 SH      SHARED      04          3323
D CENTRAL SECS CORP              COM              155123102       26      749 SH      SHARED      01           749
D CENTRAL SECS CORP              COM              155123102       53     1500 SH      SHARED      04          1500
D CENTRAL VT PUB SVC CORP        COM              155771108        7      700 SH      SHARED      01           700
D CENTURA BKS INC                COM              15640T100      969    28582 SH      SHARED      01         28582
D CENTURA BKS INC                COM              15640T100       59     1763 SH      SHARED      02                            1763
D CENTURA BKS INC                COM              15640T100      816    24057 SH      SHARED      04         24057
D CENTURA SOFTWARE CORP          COM              15640W103      106    19304 SH      SHARED      01         19304
D CENTURY ALUM CO                COM              156431108      115    10602 SH      SHARED      01         10602
D CENTURY ALUM CO                COM              156431108      284    26126 SH      SHARED      04         26126
D CENTURY BUSINESS SVCS INC      COM              156490104      205   106192 SH      SHARED      01        106192
D CENTURY BUSINESS SVCS INC      COM              156490104        3     2000 SH      SHARED      02          2000
D CENTURY BUSINESS SVCS INC      COM              156490104        0       17 SH      SHARED      04            17
D CENTURY SOUTH BKS INC          COM              156683104      236    12204 SH      SHARED      01         12204
D CENTURYTEL INC                 COM              156700106    29986  1043020 SH      SHARED      01       1042083               937
D CENTURYTEL INC                 COM              156700106       14      500 SH      SHR/OTHR    01                             500
D CENTURYTEL INC                 COM              156700106     2329    81017 SH      SHARED      04         81017
D CENTURYTEL INC                 COM              156700106       92     3200 SH      SHARED      05          3200
D CEPHALON INC                   COM              156708109     2733    45650 SH      SHARED      01         45650
D CEPHALON INC                   COM              156708109       14      250 SH      SHARED      02                             250
D CEPHALON INC                   COM              156708109     1731    28925 SH      SHARED      04         28925
D CEPHALON INC                   PFD CV EXCH      156708406    24524   149655 SH      SHARED      04        149655
D CERIDIAN CORP                  COM              15677T106    35937  1493521 SH      SHARED      01       1442421             51100
D CERIDIAN CORP                  COM              15677T106     2039    84740 SH      SHR/OTHR    01                  35450    49290
D CERIDIAN CORP                  COM              15677T106     2140    88954 SH      SHARED      04         88954
D CERIDIAN CORP                  COM              15677T106       79     3300 SH      SHARED      05          3300
D CERNER CORP                    COM              156782104     1265    46443 SH      SHARED      01         46443
D CERNER CORP                    COM              156782104       31     1170 SH      SHARED      02                            1170
D CERNER CORP                    COM              156782104       14      528 SH      SHARED      04           528
D CERPROBE CORP                  COM              156787103      150    10750 SH      SHARED      02         10750
D CERUS CORP                     COM              157085101      479     9358 SH      SHARED      01          9358
D CERUS CORP                     COM              157085101      139     2728 SH      SHARED      04          2728
D CHALONE WINE GROUP LTD         COM              157639105        2      310 SH      SHARED      02           310
D CHAMPION ENTERPRISES INC       COM              158496109      496   101759 SH      SHARED      01        101759
D CHAMPION ENTERPRISES INC       COM              158496109       27     5700 SH      SHR/OTHR    01                            5700
D CHAMPION INTL CORP             COM              158525105        0      300 SH      SHARED      02                             300
D CHAMPION INTL CORP             COM              158525105        0    77560 SH      SHARED      04         77560
D CHAMPIONSHIP AUTO RACING TEAM  COM              158711101      339    13303 SH      SHARED      01         13303
D CHAMPS ENTMT INC DEL           COM              158787101      537   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        2      387 SH      SHARED      01           387
D CHARLES RIVER ASSOCIATES       COM              159852102      749    42500 SH      SHARED      01         42500
D CHARLES RIVER ASSOCIATES       COM              159852102       35     2000 SH      SHR/OTHR    01                   2000
D CHARLES RIVER ASSOCIATES       COM              159852102      260    14774 SH      SHARED      04         14774
D CHARTER ONE FINL INC           COM              160903100    41549  1806509 SH      SHARED      01       1806509
D CHARTER ONE FINL INC           COM              160903100      136     5916 SH      SHARED      02          1508              4408
D CHARTER ONE FINL INC           COM              160903100     2072    90118 SH      SHARED      04         90118
D CHARTER ONE FINL INC           COM              160903100      101     4400 SH      SHARED      05          4400
D CHARTER MUN MTG ACCEP CO       SH BEN INT       160908109      362    29412 SH      SHARED      01         29412
D CHARTER MUN MTG ACCEP CO       SH BEN INT       160908109        0       34 SH      SHARED      04            34
D CHARMING SHOPPES INC           COM              161133103      978   192167 SH      SHARED      01        192167
D CHART INDS INC                 COM              16115Q100        3      725 SH      SHARED      01           725
D CHART INDS INC                 COM              16115Q100      157    32329 SH      SHARED      04         32329
D CHARTER COMMUNICATIONS INC DEL CL A             16117M107     3217   195755 SH      SHARED      01         49250            146505
D CHARTER COMMUNICATIONS INC DEL CL A             16117M107      485    29558 SH      SHARED      02         28858               700
D CHARTER COMMUNICATIONS INC DEL CL A             16117M107      254    15500 SH      SHARED      04         15500
D CHARTER COMMUNICATIONS INC DEL CL A             16117M107       13      800 SH      SHARED      05           800
D CHARTERED SEMICONDUCTOR MFG    ADR              16133R106    32859   365104 SH      SHARED      01        365104
D CHARTERED SEMICONDUCTOR MFG    ADR              16133R106      405     4500 SH      SHARED      04          4500
D CHARTERED SEMICONDUCTOR MFG    ADR              16133R106     2520    28000 SH      SHARED      05         28000
D CHASE MANHATTAN CORP NEW       COM              16161A108   525016 11398044 SH      SHARED      01      10573547            824497
D CHASE MANHATTAN CORP NEW       COM              16161A108    12203   264927 SH      SHR/OTHR    01                 195770    69157
D CHASE MANHATTAN CORP NEW       COM              16161A108     2779    60338 SH      SHARED      02          2287             58051
D CHASE MANHATTAN CORP NEW       COM              16161A108   135888  2950117 SH      SHARED      04       2949945               172
D CHASE MANHATTAN CORP NEW       COM              16161A108     1165    25300 SH      SHARED      05         25300
D CHASE MANHATTAN CORP NEW       COM              16161A108    34634   751919 SH      SHARED      06        751919
D CHATEAU CMNTYS INC             COM              161726104     1110    39319 SH      SHARED      01         39319
D CHATEAU CMNTYS INC             COM              161726104        0       31 SH      SHARED      04            31
D CHATTEM INC                    COM              162456107       20     1500 SH      SHARED      02                            1500
D CHATTEM INC                    COM              162456107      259    18987 SH      SHARED      04         18987
D CHEAP TICKETS INC              COM              162672109      285    23754 SH      SHARED      01         23754
D CHECKERS DRIVE-IN RESTAURANTS  WT EXP  122200   162809115        0     3824 SH      SHARED      01          3824
D CHECKERS DRIVE-IN RESTAURANTS  COM NEW          162809305       31     7046 SH      SHARED      02          6964                82
D CHECKFREE HLDGS CORP           SUB NT CV 144A06 162816AA0    34944 36400000 PRN     SHARED      04      36400000
D CHECKFREE HLDGS CORP           COM              162816102     3145    61000 SH      SHARED      01         61000
D CHECKFREE HLDGS CORP           COM              162816102      375     7290 SH      SHARED      02          2750              4540
D CHECKFREE HLDGS CORP           COM              162816102      886    17200 SH      SHARED      04         17200
D CHECKFREE HLDGS CORP           COM              162816102      531    10300 SH      SHARED      05         10300
D CHECKPOINT SYS INC             SB DB CV 5.25%05 162825AB9     2247  3500000 PRN     SHARED      04       3500000
D CHECKPOINT SYS INC             COM              162825103      472    62966 SH      SHARED      01         62966
D CHECKPOINT SYS INC             COM              162825103     4224   563200 SH      SHARED      02         50000            513200
D CHECKPOINT SYS INC             COM              162825103        0       46 SH      SHARED      04            46
D CHEESECAKE FACTORY INC         COM              163072101    15645   568913 SH      SHARED      01        568913
D CHEESECAKE FACTORY INC         COM              163072101       48     1760 SH      SHARED      04          1760
D CHELSEA GCA RLTY INC           COM              163262108     1225    35460 SH      SHARED      01         35360               100
D CHELSEA GCA RLTY INC           COM              163262108       53     1550 SH      SHR/OTHR    01                    300     1250
D CHELSEA GCA RLTY INC           COM              163262108       49     1421 SH      SHARED      04          1421
D CHEMED CORP                    COM              163596109      609    21606 SH      SHARED      01         21606
D CHEMED CORP                    COM              163596109        0        9 SH      SHARED      04             9
D CHEMFIRST INC                  COM              16361A106     1171    48580 SH      SHARED      01         47880               700
D CHEMFIRST INC                  COM              16361A106       26     1100 SH      SHR/OTHR    01                   1100
D CHEMFIRST INC                  COM              16361A106    20453   847800 SH      SHARED      04        847800
D CHEMFAB CORP                   COM              16361L102        1      150 SH      SHARED      01           150
D CHEMICAL FINL CORP             COM              163731102      597    22999 SH      SHARED      01         22999
D CHEMICAL FINL CORP             COM              163731102        0       24 SH      SHARED      04            24
D CHERRY CORP                    COM NEW          164541401      326    12400 SH      SHARED      01         12400
D CHESAPEAKE CORP                COM              165159104     1001    33792 SH      SHARED      01         33792
D CHESAPEAKE CORP                COM              165159104      122     4131 SH      SHARED      04          4131
D CHESAPEAKE CORP                COM              165159104       53     1800 SH      SHARED      05          1800
D CHESAPEAKE ENERGY CORP         COM              165167107     1545   199409 SH      SHARED      01        199409
D CHESAPEAKE UTILS CORP          COM              165303108        1      100 SH      SHARED      01           100
D CHESTER VALLEY BANCORP         COM              166335109        5      322 SH      SHARED      01           322
D CHEVRON CORPORATION            COM              166751107       35      420 SH      SHR/OTHR    01                    420
D CHEVRON CORPORATION            COM              166751107   472413  5570121 SH      SHARED      01       5543596             26525
D CHEVRON CORPORATION            COM              166751107     7873    92838 SH      SHR/OTHR    01                  45281    47557
D CHEVRON CORPORATION            COM              166751107     1651    19478 SH      SHARED      02          8240             11238
D CHEVRON CORPORATION            COM              166751107   118028  1391651 SH      SHARED      04       1391651
D CHEVRON CORPORATION            COM              166751107     7098    83700 SH      SHARED      05         83700
D CHEVRON CORPORATION            COM              166751107    24595   290000 SH      SHARED      06        290000
D CHICAGO RIVET & MACH CO        COM              168088102        4      200 SH      SHARED      01           200
D CHICOS FAS INC                 COM              168615102      859    42952 SH      SHARED      01         42952
D CHICOS FAS INC                 COM              168615102        8      421 SH      SHARED      04           421
D CHIEF CONS MNG CO              COM              168628105       51    14000 SH      SHARED      01         14000
D CHIEFTAIN INTL INC             COM              16867C101       72     3800 SH      SHARED      05          3800
D CHILDRENS PL RETAIL STORES INC COM              168905107      615    30006 SH      SHARED      01         30006
D CHILDRENS PL RETAIL STORES INC COM              168905107      302    14750 SH      SHARED      02          3750             11000
D CHILDRENS PL RETAIL STORES INC COM              168905107        6      325 SH      SHARED      04           325
D CHINA EASTN AIRLS LTD          SPON ADR CL H    16937R104        8      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      551     3100 SH      SHARED      04          3100
D CHINA TELECOM HONG KONG LTD    SPONSORED ADR    169428109      302     1700 SH      SHARED      05          1700
D CHOICE HOTELS INTL INC         COM              169905106      796    80165 SH      SHARED      01         80165
D CHOICE HOTELS INTL INC         COM              169905106       13     1337 SH      SHARED      04          1337
D CHIQUITA BRANDS INTL INC       COM              170032106      351    89232 SH      SHARED      01         89232
D CHIQUITA BRANDS INTL INC       COM              170032106      162    41204 SH      SHARED      04         41204
D CHIQUITA BRANDS INTL INC       PFD A NON VTG    170032403      626    44750 SH      SHARED      04         44750
D CHIQUITA BRANDS INTL INC       PFD CV B $3.75   170032502      602    31200 SH      SHARED      04         31200
D CHIREX INC                     COM              170038103      587    29369 SH      SHARED      01         29369
D CHIREX INC                     COM              170038103        0       16 SH      SHARED      04            16
D CHIRON CORP                    COM              170040109     9618   202492 SH      SHARED      01        200101              2391
D CHIRON CORP                    COM              170040109      582    12255 SH      SHR/OTHR    01                   9176     3079
D CHIRON CORP                    COM              170040109      159     3348 SH      SHARED      02          1948              1400
D CHIRON CORP                    COM              170040109     4376    92129 SH      SHARED      04         92129
D CHIRON CORP                    COM              170040109     1059    22300 SH      SHARED      05         22300
D CHITTENDEN CORP                COM              170228100     1126    46111 SH      SHARED      01         46111
D CHITTENDEN CORP                COM              170228100      501    20541 SH      SHARED      04         20541
D CHOICE ONE COMMUNICATION INC   COM              17038P104      173     4260 SH      SHARED      01          4260
D CHOICE ONE COMMUNICATION INC   COM              17038P104       12      300 SH      SHARED      02           300
D CHOICEPOINT INC                COM              170388102     3196    71821 SH      SHARED      01         70781              1040
D CHOICEPOINT INC                COM              170388102      329     7414 SH      SHR/OTHR    01                   5314     2100
D CHOICEPOINT INC                COM              170388102     1483    33336 SH      SHARED      04         33336
D CHORDIANT SOFTWARE INC         COM              170404107       88     5310 SH      SHARED      01          5310
D CHRIS CRAFT INDS INC           COM              170520100     2473    37447 SH      SHARED      01         37447
D CHRIS CRAFT INDS INC           COM              170520100       70     1060 SH      SHARED      02          1060
D CHRIS CRAFT INDS INC           COM              170520100      787    11916 SH      SHARED      04         11916
D CHRIS CRAFT INDS INC           COM              170520100      303     4600 SH      SHARED      05          4600
D CHROMAVISION MED SYS INC       COM              17111P104      165    12529 SH      SHARED      01         12529
D CHROMAVISION MED SYS INC       COM              17111P104       54     4168 SH      SHARED      04          4168
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    86695  1409688 SH      SHARED      01       1397055             12633
D CHUBB CORP                     COM              171232101     1131    18400 SH      SHR/OTHR    01                   8300    10100
D CHUBB CORP                     COM              171232101      158     2570 SH      SHARED      02           900              1670
D CHUBB CORP                     COM              171232101     9243   150299 SH      SHARED      04        150299
D CHURCH & DWIGHT INC            COM              171340102     2446   135913 SH      SHARED      01        116013             19900
D CHURCH & DWIGHT INC            COM              171340102      450    25050 SH      SHARED      02            50             25000
D CHURCH & DWIGHT INC            COM              171340102      203    11283 SH      SHARED      04         11283
D CHURCH & DWIGHT INC            COM              171340102       90     5000 SH      SHARED      05          5000
D CHURCHILL DOWNS INC            COM              171484108      222     9520 SH      SHARED      01          9520
D CHURCHILL DOWNS INC            COM              171484108       43     1850 SH      SHARED      02                            1850
D CHURCHILL DOWNS INC            COM              171484108        0       14 SH      SHARED      04            14
D CHYRON CORP                    COM NEW          171605207       33    11700 SH      SHARED      01         11700
D CHYRON CORP                    COM NEW          171605207      146    51000 SH      SHARED      02         51000
D CHYRON CORP                    COM NEW          171605207       48    16700 SH      SHARED      04         16700
D CIBER INC                      COM              17163B102     1338   100993 SH      SHARED      01        100993
D CIBER INC                      COM              17163B102      309    23349 SH      SHARED      04         23349
D CIDCO INC                      COM              171768104       11     3500 SH      SHARED      01          3500
D CIDCO INC                      COM              171768104       29     8800 SH      SHARED      02          8800
D CIENA CORP                     COM              171779101    31991   191925 SH      SHARED      01        191725               200
D CIENA CORP                     COM              171779101      166     1000 SH      SHR/OTHR    01                   1000
D CIENA CORP                     COM              171779101     3818    22909 SH      SHARED      02         14409              8500
D CIENA CORP                     COM              171779101     3102    18615 SH      SHARED      04         18615
D CIENA CORP                     COM              171779101      466     2800 SH      SHARED      05          2800
D CIGNA INVTS SECS INC           COM              17179X106        2      200 SH      SHARED      02                             200
D CINAR CORP                     SUB VTG SHS B    171905300        0     2000 SH      SHARED      01          2000
D CINAR CORP                     SUB VTG SHS B    171905300        0      500 SH      SHARED      02                             500
D CINCINNATI FINL CORP           COM              172062101    36815  1171090 SH      SHARED      01       1170349               741
D CINCINNATI FINL CORP           COM              172062101     3454   109894 SH      SHARED      04        109894
D CINCINNATI FINL CORP           COM              172062101      135     4300 SH      SHARED      05          4300
D CINERGY CORP                   COM              172474108    30518  1199782 SH      SHARED      01       1199782
D CINERGY CORP                   COM              172474108      135     5325 SH      SHR/OTHR    01                            5325
D CINERGY CORP                   COM              172474108       26     1053 SH      SHARED      02           750               303
D CINERGY CORP                   COM              172474108    13128   516115 SH      SHARED      04        516115
D CINERGY CORP                   COM              172474108       91     3600 SH      SHARED      05          3600
D CIPRICO INC                    COM              172529109       67     7300 SH      SHARED      01          7300
D CIRCLE INTL GROUP INC          COM              172574105      777    30936 SH      SHARED      01         30936
D CIRCLE INTL GROUP INC          COM              172574105       25     1000 SH      SHARED      02          1000
D CIRCLE INTL GROUP INC          COM              172574105        1       52 SH      SHARED      04            52
D CIRCOR INTL INC                COM              17273K109       35     4373 SH      SHARED      01          4373
D CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108    66548  2005266 SH      SHARED      01       1985266             20000
D CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108      233     7050 SH      SHARED      02           625              6425
D CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108     4132   124521 SH      SHARED      04        124521
D CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108       26      800 SH      SHARED      05           800
D CISCO SYS INC                  COM              17275R102       88     1400 SH      SHR/OTHR    05                    400     1000
D CISCO SYS INC                  COM              17275R102  4057021 63827783 SH      SHARED      01      62126977      200  1700606
D CISCO SYS INC                  COM              17275R102   107825  1696379 SH      SHR/OTHR    01                1004381   691998
D CISCO SYS INC                  COM              17275R102    75798  1192509 SH      SHARED      02        690182            502327
D CISCO SYS INC                  COM              17275R102   331076  5208713 SH      SHARED      04       5207628              1085
D CISCO SYS INC                  COM              17275R102     7049   110900 SH      SHARED      05        110900
D CISCO SYS INC                  COM              17275R102   154924  2437380 SH      SHARED      06       2437380
D CIRRUS LOGIC CORP              COM              172755100     2273   142087 SH      SHARED      01        142087
D CIRRUS LOGIC CORP              COM              172755100      510    31916 SH      SHARED      04         31916
D CIRRUS LOGIC CORP              COM              172755100      134     8400 SH      SHARED      05          8400
D CITADEL COMMUNICATIONS CORP    COM              172853202     1637    46866 SH      SHARED      01         46866
D CITADEL COMMUNICATIONS CORP    COM              172853202        6      200 SH      SHARED      04           200
D CINTAS CORP                    COM              172908105     7671   209110 SH      SHARED      01        209110
D CINTAS CORP                    COM              172908105       29      800 SH      SHR/OTHR    01                             800
D CINTAS CORP                    COM              172908105     2051    55929 SH      SHARED      04         55929
D CINTAS CORP                    COM              172908105      786    21450 SH      SHARED      05         21450
D CITIGROUP INC                  COM              172967101       24      400 SH      SHR/OTHR    05                    400
D CITIGROUP INC                  COM              172967101  1810643 30052167 SH      SHARED      01      29297561            754606
D CITIGROUP INC                  COM              172967101    26790   444661 SH      SHR/OTHR    01                 204218   240443
D CITIGROUP INC                  COM              172967101    12434   206384 SH      SHARED      02         58749            147635
D CITIGROUP INC                  COM              172967101   249420  4139765 SH      SHARED      04       4138875               890
D CITIGROUP INC                  COM              172967101     4687    77800 SH      SHARED      05         77800
D CITIGROUP INC                  COM              172967101    62024  1029445 SH      SHARED      06       1029445
D CITIZENS BKG CORP MICH         COM              174420109      974    59998 SH      SHARED      01         59998
D CITIZENS COMMUNICATIONS CO     COM              17453B101     3735   216554 SH      SHARED      01        216554
D CITIZENS COMMUNICATIONS CO     COM              17453B101        9      560 SH      SHARED      02                             560
D CITIZENS COMMUNICATIONS CO     COM              17453B101      455    26383 SH      SHARED      04         26383
D CITIZENS INC                   CL A             174740100        4      642 SH      SHARED      01           642
D CITRIX SYS INC                 SB DB CV ZRO  19 177376AB6     6444 18000000 PRN     SHARED      04      18000000
D CITRIX SYS INC                 COM              177376100    26272  1387356 SH      SHARED      01       1387356
D CITRIX SYS INC                 COM              177376100        7      400 SH      SHR/OTHR    01                    400
D CITRIX SYS INC                 COM              177376100      316    16696 SH      SHARED      02         15350              1346
D CITRIX SYS INC                 COM              177376100     2539   134121 SH      SHARED      04        134121
D CITRIX SYS INC                 COM              177376100       81     4300 SH      SHARED      05          4300
D CITRIX SYS INC                 COM              177376100       64     3400 SH      SHARED      06          3400
D CITY BK LYNNWOOD WASH          COM              17770A109      191     7327 SH      SHARED      01          7327
D CITY BK LYNNWOOD WASH          COM              17770A109       63     2416 SH      SHARED      04          2416
D CITY HLDG CO                   COM              177835105        0       87 SH      SHARED      01            87
D CITY HLDG CO                   COM              177835105      197    33686 SH      SHARED      04         33686
D CITY INVESTING CO LIQ TR       UNIT BEN INT     177900107      216   169000 SH      SHARED      04        169000
D CITY NATL CORP                 COM              178566105     2576    74132 SH      SHARED      01         74132
D CITY NATL CORP                 COM              178566105       22      650 SH      SHR/OTHR    01                             650
D CITY NATL CORP                 COM              178566105     1506    43350 SH      SHARED      04         43350
D CLAIRES STORES INC             COM              179584107     1859    96587 SH      SHARED      01         96587
D CLAIRES STORES INC             COM              179584107      566    29407 SH      SHARED      04         29407
D CLAIRES STORES INC             COM              179584107      130     6800 SH      SHARED      05          6800
D CLARCOR INC                    COM              179895107      969    48756 SH      SHARED      01         48756
D CLARCOR INC                    COM              179895107      108     5454 SH      SHARED      04          5454
D CLARENT CORP DEL               COM              180461105    14028   196200 SH      SHARED      01        196200
D CLARENT CORP DEL               COM              180461105     1016    14210 SH      SHARED      04         14210
D CLARENT CORP DEL               COM              180461105       21      300 SH      SHARED      05           300
D CLARK DICK PRODTNS INC         COM              181512104        1      121 SH      SHARED      01           121
D CLARUS CORP                    COM              182707109      338     8700 SH      SHARED      01          8700
D CLARUS CORP                    COM              182707109       11      300 SH      SHARED      02           300
D CLARUS CORP                    COM              182707109      376     9672 SH      SHARED      04          9672
D CLARUS CORP                    COM              182707109        3      100 SH      SHARED      05           100
D CLASSIC COMMUNICATIONS INC     CL A             182728204      520    58254 SH      SHARED      05         58254
D CLASSIC COMMUNICATIONS INC     CL A             182728204       11     1300 SH      SHARED      01          1300
D CLAYTON HOMES INC              COM              184190106     2246   280864 SH      SHARED      01        280864
D CLAYTON HOMES INC              COM              184190106       27     3404 SH      SHARED      02                            3404
D CLAYTON HOMES INC              COM              184190106      524    65550 SH      SHARED      04         65550
D CLAYTON HOMES INC              COM              184190106      137    17200 SH      SHARED      05         17200
D CLEAR CHANNEL COMMUNICATIONS   COM              184502102   196743  2623250 SH      SHARED      01       2616709              6541
D CLEAR CHANNEL COMMUNICATIONS   COM              184502102       75     1000 SH      SHR/OTHR    01                            1000
D CLEAR CHANNEL COMMUNICATIONS   COM              184502102    29685   395810 SH      SHARED      02        305270             90540
D CLEAR CHANNEL COMMUNICATIONS   COM              184502102     8441   112548 SH      SHARED      04        112548
D CLEAR CHANNEL COMMUNICATIONS   COM              184502102      727     9700 SH      SHARED      05          9700
D CLEAR CHANNEL COMMUNICATIONS   COM              184502102     1005    13400 SH      SHARED      06         13400
D CLEARNET COMMUNICATIONS INC    CL A NON-VTG     184902104        1       63 SH      SHARED      04            63
D CLEVELAND CLIFFS INC           COM              185896107      700    27128 SH      SHARED      01         27128
D CLEVELAND CLIFFS INC           COM              185896107       67     2624 SH      SHARED      04          2624
D CLEVELAND CLIFFS INC           COM              185896107       25     1000 SH      SHARED      05          1000
D CLICKACTION INC                COM              18681E107      102     6400 SH      SHARED      01          6400
D CLICK2LEARN COM INC            COM              18681S106      153     8700 SH      SHARED      01          8700
D CLICK2LEARN COM INC            COM              18681S106       67     3820 SH      SHARED      04          3820
D CLOROX CO DEL                  COM              189054109    84365  1882644 SH      SHARED      01       1879444              3200
D CLOROX CO DEL                  COM              189054109      163     3650 SH      SHR/OTHR    01                   3650
D CLOROX CO DEL                  COM              189054109     1384    30896 SH      SHARED      02         29116              1780
D CLOROX CO DEL                  COM              189054109     9224   205857 SH      SHARED      04        205857
D CLOROX CO DEL                  COM              189054109      515    11500 SH      SHARED      05         11500
D CLOROX CO DEL                  COM              189054109    24010   535800 SH      SHARED      06        535800
D CLOSURE MED CORP               COM              189093107      248    10802 SH      SHARED      01         10802
D CLOSURE MED CORP               COM              189093107       19      850 SH      SHARED      02                             850
D CLOSURE MED CORP               COM              189093107        0        9 SH      SHARED      04             9
D COACHMEN INDS INC              COM              189873102      263    22904 SH      SHARED      01         22904
D COACHMEN INDS INC              COM              189873102      208    18112 SH      SHARED      04         18112
D COAST FEDERAL LITIGATION TR    RT               19034Q110        3     2300 SH      SHARED      01          2300
D COAST FEDERAL LITIGATION TR    RT               19034Q110        1     1000 SH      SHARED      02                            1000
D COAST FEDERAL LITIGATION TR    RT               19034Q110     1346   828680 SH      SHARED      04        828680
D COASTAL BANCORP INC            COM              19041P105        4      300 SH      SHARED      01           300
D COASTAL CORP                   COM              190441105   105837  1738596 SH      SHARED      01       1735996              2600
D COASTAL CORP                   COM              190441105     2241    36828 SH      SHR/OTHR    01                   4790    32038
D COASTAL CORP                   COM              190441105      859    14124 SH      SHARED      02          6286              7838
D COASTAL CORP                   COM              190441105    29215   479920 SH      SHARED      04        479920
D COASTAL CORP                   COM              190441105      237     3900 SH      SHARED      05          3900
D COASTAL FINL CORP DEL          COM              19046E105       14     1511 SH      SHARED      01          1511
D COASTCAST CORP                 COM              19057T108        1      100 SH      SHARED      01           100
D COBALT NETWORKS INC            COM              19074R101     3246    56100 SH      SHARED      01         56100
D COBALT NETWORKS INC            COM              19074R101      594    10275 SH      SHARED      04         10275
D COBALT NETWORKS INC            COM              19074R101       86     1500 SH      SHARED      05          1500
D COCA COLA BOTTLING CO CONS     COM              191098102      131     2894 SH      SHARED      01          2894
D COCA COLA CO                   COM              191216100  1186513 20657645 SH      SHARED      01      20530719            126926
D COCA COLA CO                   COM              191216100    19265   335415 SH      SHR/OTHR    01                 267392    68023
D COCA COLA CO                   COM              191216100     3454    60148 SH      SHARED      02         19033             41115
D COCA COLA CO                   COM              191216100   261856  4559024 SH      SHARED      04       4559024
D COCA COLA CO                   COM              191216100     1831    31880 SH      SHARED      06         31880
D COCA COLA ENTERPRISES INC      COM              191219104    49112  3010848 SH      SHARED      01       3010748               100
D COCA COLA ENTERPRISES INC      COM              191219104       34     2100 SH      SHARED      02           400              1700
D COCA COLA ENTERPRISES INC      COM              191219104    19973  1224464 SH      SHARED      04       1224464
D COCA COLA ENTERPRISES INC      COM              191219104      172    10600 SH      SHARED      05         10600
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       13      700 SH      SHARED      04           700
D COEUR D ALENE MINES CORP IDAHO SB DB CV 7.25%05 192108AG3        4    10000 PRN     SHARED      01                           10000
D COEUR D ALENE MINES CORP IDAHO COM              192108108        9     4100 SH      SHARED      04          4100
D COGNEX CORP                    COM              192422103    16653   321800 SH      SHARED      01        321800
D COGNEX CORP                    COM              192422103      905    17500 SH      SHARED      02         17000               500
D COGNEX CORP                    COM              192422103     2184    42209 SH      SHARED      04         42209
D COGNEX CORP                    COM              192422103      134     2600 SH      SHARED      05          2600
D COGNOS INC                     COM              19244C109        8      200 SH      SHARED      04           200
D COGNIZANT TECHNOLOGY SOLUTIONS CL A             192446102      663    20003 SH      SHARED      01         20003
D COGNIZANT TECHNOLOGY SOLUTIONS CL A             192446102        0       14 SH      SHARED      04            14
D COHEN & STEERS RLTY INCOME FD  COM              19247P107        8     1250 SH      SHARED      02                            1250
D COHERENT INC                   COM              192479103     4901    58434 SH      SHARED      01         57434              1000
D COHERENT INC                   COM              192479103      125     1500 SH      SHARED      02          1500
D COHERENT INC                   COM              192479103      562     6702 SH      SHARED      04          6702
D COHOES BANCORP INC             COM              192513109      412    30000 SH      SHARED      04         30000
D COHU INC                       COM              192576106     1086    40292 SH      SHARED      01         40292
D COHU INC                       COM              192576106      162     6022 SH      SHARED      04          6022
D COHU INC                       COM              192576106       53     2000 SH      SHARED      05          2000
D COINSTAR INC                   COM              19259P300      330    32884 SH      SHARED      01         32884
D COINSTAR INC                   COM              19259P300       15     1500 SH      SHARED      02          1500
D COINSTAR INC                   COM              19259P300        0       30 SH      SHARED      04            30
D COLDWATER CREEK INC            COM              193068103      180     6003 SH      SHARED      01          6003
D COLDWATER CREEK INC            COM              193068103        0        5 SH      SHARED      04             5
D COLE NATIONAL CORP NEW         CL A             193290103       12     1800 SH      SHARED      01          1800
D COLE KENNETH PRODTNS INC       CL A             193294105      212     5300 SH      SHARED      01          5300
D COLE KENNETH PRODTNS INC       CL A             193294105      384     9621 SH      SHARED      04          9621
D COLLATERAL THERAPEUTICS        COM              193921103      203     8039 SH      SHARED      01          8039
D COLLATERAL THERAPEUTICS        COM              193921103      105     4178 SH      SHARED      04          4178
D COLGATE PALMOLIVE CO           COM              194162103   312205  5214287 SH      SHARED      01       5075037            139250
D COLGATE PALMOLIVE CO           COM              194162103    13190   220300 SH      SHR/OTHR    01                 135600    84700
D COLGATE PALMOLIVE CO           COM              194162103     1442    24100 SH      SHARED      02         13400             10700
D COLGATE PALMOLIVE CO           COM              194162103    54006   901991 SH      SHARED      04        901876               115
D COLGATE PALMOLIVE CO           COM              194162103    27985   467400 SH      SHARED      06        467400
D COLLAGENEX PHARMACEUTICALS INC COM              19419B100     1048   111818 SH      SHARED      02         79600             32218
D COLLAGENEX PHARMACEUTICALS INC COM              19419B100      427    45600 SH      SHARED      03         45600
D COLLAGENEX PHARMACEUTICALS INC COM              19419B100        1      187 SH      SHARED      04           187
D COLLINS & AIKMAN CORP NEW      COM              194830105      404    77998 SH      SHARED      01         77998
D COLONIAL BANCGROUP INC         COM              195493309     1544   171611 SH      SHARED      01        160611             11000
D COLONIAL BANCGROUP INC         COM              195493309      584    64940 SH      SHARED      04         64940
D COLONIAL DOWNS HLDGS INC       CL A             19564H100       17    19000 SH      SHARED      01         19000
D COLONIAL PPTYS TR              COM SH BEN INT   195872106     1270    46413 SH      SHARED      01         46413
D COLONIAL PPTYS TR              COM SH BEN INT   195872106       45     1669 SH      SHARED      04          1669
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D COLORADO MEDTECH INC           COM              19652U104        1      200 SH      SHARED      01           200
D COLT TELECOM GROUP PLC         SPONSORED ADR    196877104      311     2300 SH      SHARED      04          2300
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D COLUMBIA LABS INC              COM              197779101      536    93240 SH      SHARED      01         93240
D COLUMBIA LABS INC              COM              197779101       28     5000 SH      SHARED      02          5000
D COLUMBIA LABS INC              COM              197779101        0       38 SH      SHARED      04            38
D COLUMBIA SPORTSWEAR CO         COM              198516106      309    11503 SH      SHARED      01         11503
D COLUMBIA SPORTSWEAR CO         COM              198516106       18      689 SH      SHARED      04           689
D COLUMBUS MCKINNON CORP N Y     COM              199333105      247    17854 SH      SHARED      01         17854
D COLUMBUS MCKINNON CORP N Y     COM              199333105     3856   277921 SH      SHARED      04        277921
D COMFORT SYS USA INC            COM              199908104      129    32377 SH      SHARED      01         32377
D COMFORT SYS USA INC            COM              199908104      238    59720 SH      SHARED      02         59720
D COMFORT SYS USA INC            COM              199908104      307    76962 SH      SHARED      04         76962
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D COMCAST CORP                   CL A             200300101       77     2000 SH      SHR/OTHR    01                   2000
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D COMCAST CORP                   CL A             200300101       42     1094 SH      SHARED      04          1094
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D COMDISCO INC                   COM              200336105     2307   103429 SH      SHARED      04        103429
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D COMMERCE BANCORP INC NJ        COM              200519106     2954    64236 SH      SHARED      01         64236
D COMMERCE BANCORP INC NJ        COM              200519106        0       20 SH      SHARED      02            20
D COMMERCE BANCORP INC NJ        COM              200519106        5      119 SH      SHARED      04           119
D COMMERCE BANCSHARES INC        COM              200525103     1335    44897 SH      SHARED      01         44897
D COMMERCE BANCSHARES INC        COM              200525103     1186    39878 SH      SHARED      04         39878
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D COMMERCE GROUP INC MASS        COM              200641108       10      368 SH      SHARED      02           368
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D COMMERCE ONE INC DEL           COM              200693109    12882   283904 SH      SHARED      02        280110              3794
D COMMERCE ONE INC DEL           COM              200693109       95     2100 SH      SHARED      04          2100
D COMMERCE ONE INC DEL           COM              200693109      512    11300 SH      SHARED      05         11300
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D COMMERCIAL FEDERAL CORPORATION COM              201647104      212    13653 SH      SHARED      04         13653
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D COMMERCIAL METALS CO           COM              201723103        5      200 SH      SHARED      04           200
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D COMMERCIAL NET LEASE RLTY INC  COM              202218103       11     1050 SH      SHARED      04          1050
D COMMODORE APPLIED TECH INC     COM              202630109       24    15900 SH      SHARED      01         15900
D COMMODORE APPLIED TECH INC     WT EXP  062801   202630117       12    67000 SH      SHARED      04         67000
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D COMMONWEALTH TEL ENTERPRISES   COM              203349105        0       10 SH      SHARED      04            10
D COMMONWEALTH TEL ENTERPRISES   CL B             203349204       12      266 SH      SHARED      01           266
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D COMMSCOPE INC                  COM              203372107       32      800 SH      SHARED      02           300               500
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D COMMUNITY BANCSHARES INC S C   COM              20343F100       11     1000 SH      SHARED      05          1000
D COMMUNITY BK SYS INC           COM              203607106        4      200 SH      SHARED      01           200
D COMMUNITY FINL CORP ILL        COM              20364V109       95     8900 SH      SHARED      01          8900
D COMMUNITY FINL GROUP INC       COM              20365M108      120     9100 SH      SHARED      01          9100
D COMMUNITY HEALTH SYS INC NEWCO COM              203668108       32     2000 SH      SHARED      02          2000
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D COMMUNITY FIRST BANKSHARES INC COM              203902101     1775   108816 SH      SHARED      01        108816
D COMMUNITY TR BANCORP INC       COM              204149108        0       16 SH      SHARED      01            16
D COMMUNITY TR BANCORP INC       COM              204149108     1141    64543 SH      SHARED      04         64543
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D COMPUTER ASSOC INTL INC        COM              204912109     4416    86280 SH      SHR/OTHR    01                  37887    48393
D COMPUTER ASSOC INTL INC        COM              204912109    10594   206983 SH      SHARED      02        146711             60272
D COMPUTER ASSOC INTL INC        COM              204912109    20687   404148 SH      SHARED      04        404148
D COMPUTER ASSOC INTL INC        COM              204912109      189     3700 SH      SHARED      05          3700
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D COMPUTER NETWORK TECHNOLOGY CP COM              204925101        0       23 SH      SHARED      04            23
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D COMPUTER SCIENCES CORP         COM              205363104    16678   223306 SH      SHARED      04        223306
D COMPUTER SCIENCES CORP         COM              205363104      246     3300 SH      SHARED      05          3300
D COMPUTER TASK GROUP INC        COM              205477102      101    20000 SH      SHARED      01         20000
D COMPUTER TASK GROUP INC        COM              205477102      101    20000 SH      SHR/OTHR    01                           20000
D COMPUTER TASK GROUP INC        COM              205477102      197    38996 SH      SHARED      04         38996
D COMPX INTERNATIONAL INC        CL A             20563P101        2      100 SH      SHARED      01           100
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D COMPUWARE CORP                 COM              205638109       83     8000 SH      SHARED      05          8000
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D COMSAT CORP                    COM SER 1        20564D107       31     1320 SH      SHR/OTHR    01                            1320
D COMSAT CORP                    COM SER 1        20564D107    25350  1078761 SH      SHARED      04       1078761
D COMSAT CORP                    COM SER 1        20564D107      164     7000 SH      SHARED      05          7000
D COMSTOCK RES INC               COM NEW          205768203      245    30638 SH      SHARED      01         30638
D COMSTOCK RES INC               COM NEW          205768203       27     3400 SH      SHARED      02          3400
D COMSTOCK RES INC               COM NEW          205768203       46     5809 SH      SHARED      04          5809
D COMTECH TELECOMMUNICATIONS CP  COM NEW          205826209       72     4400 SH      SHARED      01          4400
D COMVERSE TECHNOLOGY INC        SUB NT CV 144A05 205862AF2     2176   500000 PRN     SHARED      01        500000
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D COMPUTER HORIZONS CORP         COM              205908106        9      700 SH      SHARED      02                             700
D COMPUTER HORIZONS CORP         COM              205908106        0       37 SH      SHARED      04            37
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D CONCORD EFS INC                COM              206197105      106     4077 SH      SHARED      02                            4077
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D CONCUR TECHNOLOGIES INC        COM              206708109      124    29741 SH      SHARED      04         29741
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D CONCURRENT COMPUTER CORP NEW   COM              206710204       17     1350 SH      SHARED      02                            1350
D CONCURRENT COMPUTER CORP NEW   COM              206710204        1       85 SH      SHARED      04            85
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D CONECTIV INC                   COM              206829103    10563   678800 SH      SHARED      04        678800
D CONECTIV INC                   COM              206829103      182    11700 SH      SHARED      05         11700
D CONECTIV INC                   CL A             206829202        0        1 SH      SHARED      01             1
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D CONEXANT SYSTEMS INC           SB NT CV 144A 07 207142AD2       23    30000 PRN     SHARED      04         30000
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D CONEXANT SYSTEMS INC           COM              207142100    79642  1637888 SH      SHARED      01       1636788              1100
D CONEXANT SYSTEMS INC           COM              207142100     1860    38262 SH      SHARED      02          9560             28702
D CONEXANT SYSTEMS INC           COM              207142100     3167    65145 SH      SHARED      04         65145
D CONMED CORP                    COM              207410101      863    33374 SH      SHARED      01         33374
D CONMED CORP                    COM              207410101       62     2413 SH      SHARED      04          2413
D CONNECTICUT WTR SVC INC        COM              207797101        8      300 SH      SHARED      01           300
D CONNETICS CORP                 COM              208192104      525    35755 SH      SHARED      01         35755
D CONNETICS CORP                 COM              208192104      143     9769 SH      SHARED      04          9769
D CONOCO INC                     CL A             208251306     8152   370550 SH      SHARED      01        370500                50
D CONOCO INC                     CL A             208251306       91     4150 SH      SHARED      02          4150
D CONOCO INC                     CL A             208251306      495    22500 SH      SHARED      04         22500
D CONOCO INC                     CL A             208251306      176     8000 SH      SHARED      05          8000
D CONOCO INC                     CL A             208251306      451    20500 SH      SHARED      06         20500
D CONOCO INC                     CL B             208251405   111932  4557129 SH      SHARED      01       4531782             25347
D CONOCO INC                     CL B             208251405     2150    87552 SH      SHR/OTHR    01                  57045    30507
D CONOCO INC                     CL B             208251405      329    13432 SH      SHARED      02          7081              6351
D CONOCO INC                     CL B             208251405     9909   403467 SH      SHARED      04        403467
D CONOCO INC                     CL B             208251405      262    10700 SH      SHARED      05         10700
D CONOLOG CORP                   COM NEW          208254409       26    14600 SH      SHARED      01         14600
D CONSECO INC                    COM              208464107    24859  2549711 SH      SHARED      01       2549711
D CONSECO INC                    COM              208464107      519    53300 SH      SHARED      02         14100             39200
D CONSECO INC                    COM              208464107     2841   291459 SH      SHARED      04        291459
D CONSECO INC                    COM              208464107       69     7100 SH      SHARED      05          7100
D CONSOL ENERGY INC              COM              20854P109      458    30315 SH      SHARED      01         30315
D CONSOL ENERGY INC              COM              20854P109       15     1000 SH      SHARED      02                            1000
D CONSOL ENERGY INC              COM              20854P109       56     3752 SH      SHARED      04          3752
D CONSOLIDATED EDISON INC        COM              209115104        9      304 SH      SHR/OTHR    04                    304
D CONSOLIDATED EDISON INC        COM              209115104    52195  1761878 SH      SHARED      01       1761358               520
D CONSOLIDATED EDISON INC        COM              209115104      204     6904 SH      SHR/OTHR    01                   4200     2704
D CONSOLIDATED EDISON INC        COM              209115104      223     7550 SH      SHARED      02          1000              6550
D CONSOLIDATED EDISON INC        COM              209115104     4838   163321 SH      SHARED      04        163321
D CONSOLIDATED EDISON INC        COM              209115104      154     5200 SH      SHARED      05          5200
D CONSOLIDATED EDISON INC        COM              209115104      558    18840 SH      SHARED      06         18840
D CONSOLIDATED FREIGHTWAYS CORP  COM              209232107       30     7488 SH      SHARED      01          7488
D CONSOLIDATED FREIGHTWAYS CORP  COM              209232107      180    44395 SH      SHARED      04         44395
D CONSOLIDATED GRAPHICS INC      COM              209341106      236    25195 SH      SHARED      04         25195
D CONSOLIDATED PAPERS INC        COM              209759109     3687   100846 SH      SHARED      01        100846
D CONSOLIDATED PAPERS INC        COM              209759109     3696   101111 SH      SHARED      04        101111
D CONSOLIDATED PAPERS INC        COM              209759109      387    10600 SH      SHARED      05         10600
D CONSOLIDATED PRODS INC         COM              209798107      255    28335 SH      SHARED      01         28335
D CONSOLIDATED PRODS INC         COM              209798107        0       40 SH      SHARED      04            40
D CONSOLIDATED STORES CORP       COM              210149100    10527   877285 SH      SHARED      01        877285
D CONSOLIDATED STORES CORP       COM              210149100      465    38829 SH      SHARED      04         38829
D CONSOLIDATED STORES CORP       COM              210149100       28     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       58     4800 SH      SHARED      02                            4800
D CONSOLIDATED TOMOKA LD CO      COM              210226106        0       48 SH      SHARED      04            48
D CONSTELLATION ENERGY CORP      COM              210371100    38017  1167541 SH      SHARED      01       1167541
D CONSTELLATION ENERGY CORP      COM              210371100      371    11400 SH      SHR/OTHR    01                    450    10950
D CONSTELLATION ENERGY CORP      COM              210371100      253     7779 SH      SHARED      02          2250              5529
D CONSTELLATION ENERGY CORP      COM              210371100     7123   218768 SH      SHARED      04        218768
D CONSTELLATION ENERGY CORP      COM              210371100      107     3300 SH      SHARED      05          3300
D CONSUMER PORTFOLIO SVCS INC    COM              210502100       35    34300 SH      SHARED      01         34300
D CONTINENTAL AIRLS INC          CL B             210795308     1870    39800 SH      SHARED      01         39800
D CONTINENTAL AIRLS INC          CL B             210795308     1369    29132 SH      SHARED      04         29132
D CONTINENTAL AIRLS INC          CL B             210795308      789    16800 SH      SHARED      05         16800
D CONTINENTAL MATLS CORP         COM PAR $0.25    211615307        6      400 SH      SHARED      01           400
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D CONTROLADORA COML MEX SA DE CV GDR              21238A206        0        1 SH      SHARED      04             1
D CONVERGYS CORP                 COM              212485106    54156  1043985 SH      SHARED      01       1042285              1700
D CONVERGYS CORP                 COM              212485106      217     4200 SH      SHR/OTHR    01                            4200
D CONVERGYS CORP                 COM              212485106       67     1310 SH      SHARED      02          1250                60
D CONVERGYS CORP                 COM              212485106     4235    81655 SH      SHARED      04         81655
D CONVERGYS CORP                 COM              212485106      166     3200 SH      SHARED      05          3200
D COOPER CAMERON CORP            COM              216640102    12691   192294 SH      SHARED      01        192294
D COOPER CAMERON CORP            COM              216640102       52      800 SH      SHARED      02                             800
D COOPER CAMERON CORP            COM              216640102     7706   116766 SH      SHARED      04        116766
D COOPER CAMERON CORP            COM              216640102     2303    34900 SH      SHARED      05         34900
D COOPER COS INC                 COM NEW          216648402      742    20408 SH      SHARED      01         20408
D COOPER COS INC                 COM NEW          216648402       18      500 SH      SHARED      02           500
D COOPER COS INC                 COM NEW          216648402      206     5675 SH      SHARED      04          5675
D COOPER INDS INC                COM              216669101    24240   744426 SH      SHARED      01        744426
D COOPER INDS INC                COM              216669101      123     3800 SH      SHR/OTHR    01                            3800
D COOPER INDS INC                COM              216669101     3094    95025 SH      SHARED      04         95025
D COOPER INDS INC                COM              216669101      169     5200 SH      SHARED      05          5200
D COOPER TIRE & RUBR CO          COM              216831107     6654   598116 SH      SHARED      01        598116
D COOPER TIRE & RUBR CO          COM              216831107       94     8500 SH      SHARED      02          8000               500
D COOPER TIRE & RUBR CO          COM              216831107      713    64101 SH      SHARED      04         64101
D COOPER TIRE & RUBR CO          COM              216831107       18     1700 SH      SHARED      05          1700
D COOPERATIVE BANKSHARES INC     COM              216844100        2      300 SH      SHARED      01           300
D COORS ADOLPH CO                CL B             217016104    17191   284149 SH      SHARED      01        283449               700
D COORS ADOLPH CO                CL B             217016104     2026    33493 SH      SHARED      04         33493
D COORS ADOLPH CO                CL B             217016104      810    13400 SH      SHARED      05         13400
D COORSTEK INC                   COM              217020106      137     2990 SH      SHARED      01          2990
D COORSTEK INC                   COM              217020106        4       99 SH      SHARED      02            33                66
D COPART INC                     COM              217204106      977    61118 SH      SHARED      01         61118
D COPART INC                     COM              217204106        8      559 SH      SHARED      04           559
D COPE INC                       COM              217208107       44      839 SH      SHARED      01           839
D COPE INC                       COM              217208107       29      552 SH      SHARED      04           552
D COPPER MTN NETWORKS INC        COM              217510106     4045    45901 SH      SHARED      01         43400              2501
D COPPER MTN NETWORKS INC        COM              217510106      149     1700 SH      SHARED      02            10              1690
D COPPER MTN NETWORKS INC        COM              217510106      846     9600 SH      SHARED      04          9600
D COPPER MTN NETWORKS INC        COM              217510106      141     1600 SH      SHARED      05          1600
D COR THERAPEUTICS INC           SB NT CV 144A 07 217753AC6     2774  2000000 PRN     SHARED      01       2000000
D COR THERAPEUTICS INC           SB NT CV 144A 07 217753AC6    87242 62900000 PRN     SHARED      04      62900000
D COR THERAPEUTICS INC           COM              217753102     2038    23900 SH      SHARED      01         23900
D COR THERAPEUTICS INC           COM              217753102     1799    21097 SH      SHARED      04         21097
D CORE INC MASS                  COM              21867P102       44     6500 SH      SHARED      01          6500
D CORE INC MASS                  COM              21867P102        2      350 SH      SHARED      02           350
D CORILLIAN CORP                 COM              218725109       28     1700 SH      SHARED      01          1700
D CORINTHIAN COLLEGES INC        COM              218868107      260    11100 SH      SHARED      01         11100
D CORINTHIAN COLLEGES INC        COM              218868107        0        7 SH      SHARED      04             7
D CORIXA CORP                    COM              21887F100     2121    49408 SH      SHARED      01         42446              6962
D CORIXA CORP                    COM              21887F100        4      100 SH      SHARED      04           100
D CORN PRODS INTL INC            COM              219023108     2312    87281 SH      SHARED      01         86656               625
D CORN PRODS INTL INC            COM              219023108       60     2288 SH      SHR/OTHR    01                            2288
D CORN PRODS INTL INC            COM              219023108       67     2550 SH      SHARED      02           450              2100
D CORN PRODS INTL INC            COM              219023108        2       90 SH      SHARED      04            90
D CORN PRODS INTL INC            COM              219023108        7      300 SH      SHARED      05           300
D CORNELL COMPANIES INC          COM              219141108      112    14000 SH      SHARED      01         14000
D CORNELL COMPANIES INC          COM              219141108      151    18877 SH      SHARED      04         18877
D CORNERSTONE PPTYS INC          COM              21922H103        0     2707 SH      SHARED      01                            2707
D CORNERSTONE PPTYS INC          COM              21922H103        0    13100 SH      SHARED      04         13100
D CORNERSTONE RLTY INCOME TR INC COM              21922V102      632    63272 SH      SHARED      01         63272
D CORNERSTONE RLTY INCOME TR INC COM              21922V102      168    16850 SH      SHARED      02         13800              3050
D CORNERSTONE RLTY INCOME TR INC COM              21922V102        9      966 SH      SHARED      04           966
D CORNERSTONE INTERNET SOLUTIONS COM              21923C103       16     9200 SH      SHARED      01          9200
D CORNING INC                    COM              219350105   665389  2465547 SH      SHARED      01       2396946             68601
D CORNING INC                    COM              219350105   603077  2234654 SH      SHR/OTHR    01                  34890  2199764
D CORNING INC                    COM              219350105     4941    18311 SH      SHARED      02          7220             11091
D CORNING INC                    COM              219350105   126930   470330 SH      SHARED      04        470270                60
D CORNING INC                    COM              219350105     2051     7600 SH      SHARED      05          7600
D CORNING INC                    COM              219350105    44313   164200 SH      SHARED      06        164200
D CORPORATE EXECUTIVE BRD CO     COM              21988R102     1503    25104 SH      SHARED      01         25104
D CORPORATE OFFICE PPTYS TR      SH BEN INT       22002T108        3      400 SH      SHARED      01           400
D CORRECTIONAL PPTYS TR          COM              22025E104      312    29800 SH      SHARED      01         29800
D CORSAIR COMMUNICATIONS INC     COM              220406102     1344    46766 SH      SHARED      01         46766
D CORSAIR COMMUNICATIONS INC     COM              220406102     1043    36292 SH      SHARED      04         36292
D CORUS BANKSHARES INC           COM              220873103      367    13903 SH      SHARED      01         13903
D CORVAS INTL INC                COM              221005101      114     9500 SH      SHARED      04          9500
D CORVEL CORP                    COM              221006109      111     4497 SH      SHARED      01          4497
D CORVEL CORP                    COM              221006109       22      916 SH      SHARED      04           916
D COST PLUS INC CALIF            COM              221485105     1205    42034 SH      SHARED      01         42034
D COST PLUS INC CALIF            COM              221485105        4      151 SH      SHARED      02           151
D COST PLUS INC CALIF            COM              221485105       43     1528 SH      SHARED      04          1528
D COSTCO WHSL CORP NEW           COM              22160K105   130004  3939516 SH      SHARED      01       3862364             77152
D COSTCO WHSL CORP NEW           COM              22160K105      730    22135 SH      SHR/OTHR    01                  12100    10035
D COSTCO WHSL CORP NEW           COM              22160K105     2698    81774 SH      SHARED      02         26490             55284
D COSTCO WHSL CORP NEW           COM              22160K105    13464   408013 SH      SHARED      04        407913               100
D COSTCO WHSL CORP NEW           COM              22160K105      148     4500 SH      SHARED      05          4500
D COSTAR GROUP INC               COM              22160N109      641    25583 SH      SHARED      01         25583
D COSTAR GROUP INC               COM              22160N109        0       33 SH      SHARED      04            33
D COTELLIGENT INC                COM              221630106      150    26466 SH      SHARED      04         26466
D COTTON STS LIFE INS CO         COM              221774102        3      468 SH      SHARED      01           468
D COULTER PHARMACEUTICAL INC     COM              222116105      893    43608 SH      SHARED      01         39948              3660
D COULTER PHARMACEUTICAL INC     COM              222116105     1470    71749 SH      SHARED      02         51225             20524
D COULTER PHARMACEUTICAL INC     COM              222116105        0       24 SH      SHARED      04            24
D COUNTRYWIDE CR INDS INC DEL    COM              222372104    26027   858651 SH      SHARED      01        858651
D COUNTRYWIDE CR INDS INC DEL    COM              222372104      258     8525 SH      SHARED      02          6625              1900
D COUNTRYWIDE CR INDS INC DEL    COM              222372104     1445    47693 SH      SHARED      04         47693
D COUNTRYWIDE CR INDS INC DEL    COM              222372104      127     4200 SH      SHARED      05          4200
D COURIER CORP                   COM              222660102        4      150 SH      SHARED      01           150
D COUSINS PPTYS INC              COM              222795106     1758    45664 SH      SHARED      01         45664
D COUSINS PPTYS INC              COM              222795106      109     2855 SH      SHR/OTHR    01                   1000     1855
D COUSINS PPTYS INC              COM              222795106      196     5100 SH      SHARED      02           800              4300
D COUSINS PPTYS INC              COM              222795106      558    14500 SH      SHARED      04         14500
D COVAD COMMUNICATIONS GROUP INC COM              222814204     2347   145575 SH      SHARED      01        144275              1300
D COVAD COMMUNICATIONS GROUP INC COM              222814204       16     1000 SH      SHR/OTHR    01                   1000
D COVAD COMMUNICATIONS GROUP INC COM              222814204     1756   108913 SH      SHARED      02         96488             12425
D COVAD COMMUNICATIONS GROUP INC COM              222814204      177    11031 SH      SHARED      04         11031
D COVAD COMMUNICATIONS GROUP INC COM              222814204       30     1900 SH      SHARED      05          1900
D COVANCE INC                    COM              222816100     1322   150060 SH      SHARED      01        150060
D COVANCE INC                    COM              222816100        9     1050 SH      SHR/OTHR    01                    250      800
D COVANCE INC                    COM              222816100       14     1600 SH      SHARED      02          1300               300
D COVANCE INC                    COM              222816100      143    16245 SH      SHARED      04         16245
D COVANCE INC                    COM              222816100       66     7500 SH      SHARED      05          7500
D COVENANT TRANS INC             CL A             22284P105        3      400 SH      SHARED      01           400
D COVENANT TRANS INC             CL A             22284P105      630    78800 SH      SHARED      02         78800
D COVENANT TRANS INC             CL A             22284P105      122    15305 SH      SHARED      04         15305
D COVENTRY HEALTH CARE INC       COM              222862104     6808   510870 SH      SHARED      01        510870
D COVENTRY HEALTH CARE INC       COM              222862104       39     3000 SH      SHARED      02          3000
D COVENTRY HEALTH CARE INC       COM              222862104        1      130 SH      SHARED      04           130
D COX COMMUNICATIONS INC NEW     CL A             224044107    20273   444955 SH      SHARED      01        436687              8268
D COX COMMUNICATIONS INC NEW     CL A             224044107      296     6500 SH      SHR/OTHR    01                   6000      500
D COX COMMUNICATIONS INC NEW     CL A             224044107      417     9168 SH      SHARED      02          1300              7868
D COX COMMUNICATIONS INC NEW     CL A             224044107     2940    64544 SH      SHARED      04         64544
D COX RADIO INC                  CL A             224051102      759    27110 SH      SHARED      01         27110
D COX RADIO INC                  CL A             224051102      294    10500 SH      SHR/OTHR    01                  10500
D COX RADIO INC                  CL A             224051102       58     2100 SH      SHARED      02                            2100
D COX RADIO INC                  CL A             224051102      587    20977 SH      SHARED      04         20977
D COX RADIO INC                  CL A             224051102      106     3800 SH      SHARED      05          3800
D COYOTE NETWORK SYSTEMS INC     COM              22406P108       47     9010 SH      SHARED      01          9010
D COYOTE NETWORK SYSTEMS INC     COM              22406P108       26     5000 SH      SHARED      02          5000
D CRAFTMADE INTL INC             COM              22413E104        3      450 SH      SHARED      01           450
D CRANE CO                       COM              224399105    11912   489999 SH      SHARED      01        489999
D CRANE CO                       COM              224399105      364    15000 SH      SHR/OTHR    01                  15000
D CRANE CO                       COM              224399105      240     9902 SH      SHARED      02          6076              3826
D CRANE CO                       COM              224399105     3504   144129 SH      SHARED      04        144129
D CRAWFORD & CO                  CL B             224633107      679    61735 SH      SHARED      01         61735
D CRAWFORD & CO                  CL B             224633107        1      100 SH      SHARED      04           100
D CRAWFORD & CO                  CL A             224633206        5      500 SH      SHARED      01           500
D CREATIVE COMPUTER APPLICATIONS COM NEW          224901306        0       20 SH      SHARED      02            20
D CREDIT SUISSE ASSET MGMT STRAT COM              224918102        0       64 SH      SHARED      04            64
D CRAY INC                       COM              225223106       67    19600 SH      SHARED      01         19600
D CRAYFISH CO LTD                SPONSORED ADR    225226109        0       20 SH      SHARED      01            20
D CRAYFISH CO LTD                SPONSORED ADR    225226109      248    35550 SH      SHARED      02         35550
D CRAZY WOMAN CREEK BANCORP      COM              225233105       75     6900 SH      SHARED      01          6900
D CREATIVE BIOMOLECULES INC      COM              225270107     1054    75331 SH      SHARED      01         73731              1600
D CREATIVE BIOMOLECULES INC      COM              225270107        1      100 SH      SHARED      02           100
D CREATIVE BIOMOLECULES INC      COM              225270107      209    14959 SH      SHARED      04         14959
D CREDENCE SYS CORP              NT CV    5.25%02 225302AC2    11755  7190000 PRN     SHARED      04       7190000
D CREDENCE SYS CORP              COM              225302108    15330   277800 SH      SHARED      01        277800
D CREDENCE SYS CORP              COM              225302108     4853    87948 SH      SHARED      04         87948
D CREDENCE SYS CORP              COM              225302108      165     3000 SH      SHARED      05          3000
D CREDIT ACCEP CORP MICH         COM              225310101      251    45233 SH      SHARED      01         45233
D CREDIT ACCEP CORP MICH         COM              225310101        6     1196 SH      SHARED      04          1196
D CREDITRUST CORP                COM              225429109       36    27816 SH      SHARED      01         27816
D CREDITRUST CORP                COM              225429109        0      700 SH      SHARED      02                             700
D CREE INC                       COM              225447101     3924    29400 SH      SHARED      01         29400
D CREE INC                       COM              225447101     3580    26822 SH      SHARED      04         26822
D CRESCENDO PHARMACEUTICALS CORP CL A             225637107       17      879 SH      SHARED      01           799                80
D CRESCENDO PHARMACEUTICALS CORP CL A             225637107        6      334 SH      SHARED      02           184               150
D CRESCENDO PHARMACEUTICALS CORP CL A             225637107     2515   125000 SH      SHARED      04        125000
D CRESCENT BKG CO                COM              225646108       50     5000 SH      SHARED      02                            5000
D CRESCENT REAL ESTATE EQUITIES  COM              225756105     3620   176599 SH      SHARED      01        176599
D CRESCENT REAL ESTATE EQUITIES  COM              225756105       20     1000 SH      SHARED      02                            1000
D CRESCENT REAL ESTATE EQUITIES  COM              225756105     1229    59954 SH      SHARED      04         59954
D CRESCENT REAL ESTATE EQUITIES  PFD CV A 6.75%   225756204       31     2000 SH      SHARED      02                            2000
D CRESCENT REAL ESTATE EQUITIES  PFD CV A 6.75%   225756204     6419   410850 SH      SHARED      04        410850
D CRESTLINE CAP CORP             COM              226153104      596    34946 SH      SHARED      01         28821              6125
D CRESTLINE CAP CORP             COM              226153104       24     1450 SH      SHR/OTHR    01                            1450
D CRESTLINE CAP CORP             COM              226153104       11      658 SH      SHARED      02           608                50
D CRESTLINE CAP CORP             COM              226153104        2      141 SH      SHARED      04           141
D CRISTALERIAS DE CHILE S A      SPONSORED ADR    226714103       13      800 SH      SHARED      04           800
D CRITICAL PATH INC              SB NT CV 144A 05 22674VAA8     6624  8000000 PRN     SHARED      04       8000000
D CRITICAL PATH INC              COM              22674V100     1907    32706 SH      SHARED      01         32706
D CRITICAL PATH INC              COM              22674V100      124     2135 SH      SHARED      02          1300               835
D CRITICAL PATH INC              COM              22674V100      222     3824 SH      SHARED      04          3824
D CRITICAL PATH INC              COM              22674V100        5      100 SH      SHARED      05           100
D CROMPTON CORP                  COM              227116100     3165   258376 SH      SHARED      01        258376
D CROMPTON CORP                  COM              227116100      118     9689 SH      SHR/OTHR    01                            9689
D CROMPTON CORP                  COM              227116100        2      184 SH      SHARED      02           184
D CROMPTON CORP                  COM              227116100      363    29633 SH      SHARED      04         29633
D CROMPTON CORP                  COM              227116100      187    15300 SH      SHARED      05         15300
D CROSS A T CO                   CL A             227478104        3      800 SH      SHARED      01           800
D CROSS A T CO                   CL A             227478104        3      800 SH      SHR/OTHR    01                             800
D CROSS TIMBERS RTY TR           TR UNIT          22757R109       24     1800 SH      SHARED      01          1800
D CROSS TIMBERS OIL CO           COM              227573102     2204    99653 SH      SHARED      01         99653
D CROSS TIMBERS OIL CO           COM              227573102      110     5000 SH      SHR/OTHR    01                   5000
D CROSS TIMBERS OIL CO           COM              227573102       66     3000 SH      SHARED      02          3000
D CROSS TIMBERS OIL CO           COM              227573102      603    27263 SH      SHARED      04         27263
D CROSSMANN CMNTYS INC           COM              22764E109      222    13468 SH      SHARED      01         13468
D CROSSMANN CMNTYS INC           COM              22764E109        0        9 SH      SHARED      04             9
D CROSSROADS SYS INC             COM              22765D100      116     4600 SH      SHARED      01          4600
D CROSSROADS SYS INC             COM              22765D100      308    12200 SH      SHARED      02         12200
D CROSSROADS SYS INC             COM              22765D100        2      100 SH      SHARED      04           100
D CROSSWALK COM INC              COM              227685104        1      600 SH      SHARED      01           600
D CROWN AMERN RLTY TR            SH BEN INT       228186102       57    10681 SH      SHARED      01         10681
D CROWN AMERN RLTY TR            SH BEN INT       228186102      392    73070 SH      SHARED      04         73070
D CROWN CENT PETE CORP           CL B             228219309       12     1400 SH      SHARED      02           400              1000
D CROWN CASTLE INTL CORP         COM              228227104     3345    91650 SH      SHARED      01         91650
D CROWN CASTLE INTL CORP         COM              228227104      333     9126 SH      SHARED      04          9126
D CROWN CASTLE INTL CORP         COM              228227104       69     1900 SH      SHARED      05          1900
D CROWN CORK & SEAL INC          COM              228255105    17407  1160532 SH      SHARED      01       1159732               800
D CROWN CORK & SEAL INC          COM              228255105       28     1900 SH      SHARED      02                            1900
D CROWN CORK & SEAL INC          COM              228255105    24213  1614252 SH      SHARED      04       1614252
D CROWN CORK & SEAL INC          COM              228255105       46     3100 SH      SHARED      05          3100
D CROWN CRAFTS INC               COM              228309100       87    87140 SH      SHARED      01         33820             53320
D CROWN MEDIA HLDGS INC          CL A             228411104      124     8100 SH      SHARED      01          8100
D CROWN MEDIA HLDGS INC          CL A             228411104      215    14100 SH      SHARED      02                           14100
D CRYOLIFE INC                   COM              228903100      221     9650 SH      SHARED      01          9650
D CRYOLIFE INC                   COM              228903100       66     2877 SH      SHARED      04          2877
D CUBIC CORP                     COM              229669106       28     1500 SH      SHARED      02           300              1200
D CUBIC CORP                     COM              229669106      201    10758 SH      SHARED      04         10758
D CUBIST PHARMACEUTICALS INC     COM              229678107     2101    42668 SH      SHARED      01         42668
D CUBIST PHARMACEUTICALS INC     COM              229678107      762    15488 SH      SHARED      04         15488
D CULLEN FROST BANKERS INC       COM              229899109     3428   130307 SH      SHARED      01        130307
D CULLEN FROST BANKERS INC       COM              229899109       68     2600 SH      SHARED      04          2600
D CULP INC                       COM              230215105       37     7362 SH      SHARED      01          7362
D CUMMINS ENGINE INC             COM              231021106    10037   368362 SH      SHARED      01        368362
D CUMMINS ENGINE INC             COM              231021106       23      850 SH      SHARED      02                             850
D CUMMINS ENGINE INC             COM              231021106     1095    40213 SH      SHARED      04         40213
D CUMULUS MEDIA INC              CL A             231082108      831    91086 SH      SHARED      01         91086
D CUMULUS MEDIA INC              CL A             231082108       28     3100 SH      SHARED      02           500              2600
D CUMULUS MEDIA INC              CL A             231082108       20     2200 SH      SHARED      03          2200
D CURAGEN CORP                   SB DEB CV 144A07 23126RAA9     8426 11000000 PRN     SHARED      04      11000000
D CURAGEN CORP                   COM              23126R101      517    13600 SH      SHARED      01         13600
D CURAGEN CORP                   COM              23126R101        7      200 SH      SHARED      02                             200
D CURAGEN CORP                   COM              23126R101      565    14847 SH      SHARED      04         14847
D CURAGEN CORP                   COM              23126R101        7      200 SH      SHARED      05           200
D CURATIVE HEALTH SVCS INC       COM              231264102       60    10000 SH      SHARED      02         10000
D CURTISS WRIGHT CORP            COM              231561101      535    14391 SH      SHARED      01         14201               190
D CUSEEME NETWORKS INC           COM              231629106       36     4000 SH      SHARED      01          4000
D CUSEEME NETWORKS INC           COM              231629106       23     2550 SH      SHARED      02          1750               800
D CYBERIAN OUTPOST INC           COM              231914102       10     2100 SH      SHARED      01          2100
D CYBERIAN OUTPOST INC           COM              231914102      300    62527 SH      SHARED      02         59177              3350
D CYBERIAN OUTPOST INC           COM              231914102      168    34987 SH      SHARED      04         34987
D CUTTER & BUCK INC              COM              232217109        1      150 SH      SHARED      02                             150
D CYBER-CARE INC                 COM              23243T105      234    23600 SH      SHARED      01         23600
D CYBER-CARE INC                 COM              23243T105      290    29225 SH      SHARED      04         29225
D CYBERGOLD INC                  COM              23246N105     1450   155754 SH      SHARED      04        155754
D CYBERCASH INC                  COM              232462101       60    12700 SH      SHARED      01         12700
D CYBERCASH INC                  COM              232462101        9     2000 SH      SHARED      02          2000
D CYBERCASH INC                  COM              232462101      177    37359 SH      SHARED      04         37359
D CYBERSOURCE CORP               COM              23251J106      299    21658 SH      SHARED      01         21658
D CYBERSOURCE CORP               COM              23251J106      145    10500 SH      SHARED      02         10500
D CYBERONICS INC                 COM              23251P102      614    51210 SH      SHARED      01         43197              8013
D CYBERONICS INC                 COM              23251P102        5      493 SH      SHARED      04           493
D CYBEROPTICS CORP               COM              232517102      865    18720 SH      SHARED      01         18720
D CYBEROPTICS CORP               COM              232517102      101     2195 SH      SHARED      04          2195
D CYBEX COMPUTER PRODS CORP      COM              232522102    15807   373031 SH      SHARED      01        373031
D CYBEX COMPUTER PRODS CORP      COM              232522102        5      129 SH      SHARED      04           129
D CYGNUS INC                     COM              232560102      828    58111 SH      SHARED      01         55111              3000
D CYGNUS INC                     COM              232560102        7      500 SH      SHR/OTHR    01                             500
D CYGNUS INC                     COM              232560102       35     2468 SH      SHARED      04          2468
D CYLINK CORP                    COM              232565101      422    25218 SH      SHARED      01         25218
D CYLINK CORP                    COM              232565101        3      200 SH      SHARED      02                             200
D CYLINK CORP                    COM              232565101      146     8734 SH      SHARED      04          8734
D CYMER INC                      SB NT CV STEP 04 232572AC1     3016  2691000 PRN     SHARED      04       2691000
D CYMER INC                      COM              232572107     2996    62752 SH      SHARED      01         62752
D CYMER INC                      COM              232572107       47     1000 SH      SHARED      02          1000
D CYMER INC                      COM              232572107      140     2936 SH      SHARED      04          2936
D CYPRESS BIOSCIENCES INC        COM              232674101       86    43000 SH      SHARED      01         43000
D CYPRESS COMMUNICATIONS INC     COM              232743104      103    14250 SH      SHARED      01         14250
D CYPRESS COMMUNICATIONS INC     COM              232743104       60     8400 SH      SHARED      02          8400
D CYPRESS SEMICONDUCTOR CORP     SUB NT CONV 6%02 232806AD1    14182  7910000 PRN     SHARED      04       7910000
D CYPRESS SEMICONDUCTOR CORP     SUB NT CV   4%05 232806AE9      835   835000 PRN     SHARED      04        835000
D CYPRESS SEMICONDUCTOR CORP     COM              232806109     5927   140293 SH      SHARED      01        140293
D CYPRESS SEMICONDUCTOR CORP     COM              232806109       42     1000 SH      SHR/OTHR    01                   1000
D CYPRESS SEMICONDUCTOR CORP     COM              232806109     2139    50644 SH      SHARED      02         50644
D CYPRESS SEMICONDUCTOR CORP     COM              232806109    10117   239477 SH      SHARED      04        239477
D CYPRESS SEMICONDUCTOR CORP     COM              232806109     1630    38600 SH      SHARED      05         38600
D CYTEC INDS INC                 COM              232820100     2255    91354 SH      SHARED      01         91354
D CYTEC INDS INC                 COM              232820100      188     7623 SH      SHARED      02          1500              6123
D CYTEC INDS INC                 COM              232820100      652    26416 SH      SHARED      04         26416
D CYTEC INDS INC                 COM              232820100      130     5300 SH      SHARED      05          5300
D CYTOGEN CORP                   COM              232824102      396    39200 SH      SHARED      01         39200
D CYTOGEN CORP                   COM              232824102        2      200 SH      SHARED      02                             200
D CYTOGEN CORP                   COM              232824102      371    36682 SH      SHARED      04         36682
D D & K HEALTHCARE RES INC       COM              232861104       58     5600 SH      SHARED      01          5600
D CYTYC CORP                     COM              232946103     2812    52700 SH      SHARED      01         52700
D CYTYC CORP                     COM              232946103       80     1500 SH      SHARED      02                            1500
D CYTYC CORP                     COM              232946103     1730    32413 SH      SHARED      04         32413
D DSI TOYS INC                   COM              232968107       55    23185 SH      SHARED      01         23185
D DDI CORP                       COM              233162106      719    25259 SH      SHARED      01         25259
D DQE INC                        COM              23329J104     4401   111434 SH      SHARED      01        111434
D DQE INC                        COM              23329J104       29      750 SH      SHR/OTHR    01                             750
D DQE INC                        COM              23329J104       13      342 SH      SHARED      02                             342
D DQE INC                        COM              23329J104     1713    43387 SH      SHARED      04         43387
D DQE INC                        COM              23329J104      351     8900 SH      SHARED      05          8900
D DPL INC                        COM              233293109     4387   200023 SH      SHARED      01        200023
D DPL INC                        COM              233293109       54     2475 SH      SHR/OTHR    01                            2475
D DPL INC                        COM              233293109      177     8102 SH      SHARED      02           300              7802
D DPL INC                        COM              233293109     1752    79908 SH      SHARED      04         79908
D DPL INC                        COM              233293109      377    17200 SH      SHARED      05         17200
D D R HORTON INC                 COM              23331A109     3552   261969 SH      SHARED      01        261969
D D R HORTON INC                 COM              23331A109      216    16000 SH      SHARED      02         16000
D D R HORTON INC                 COM              23331A109        1      143 SH      SHARED      04           143
D DSP GROUP INC                  COM              23332B106     3900    69660 SH      SHARED      01         61676              7984
D DSP GROUP INC                  COM              23332B106       67     1200 SH      SHARED      02          1200
D DSP GROUP INC                  COM              23332B106        0        6 SH      SHARED      04             6
D DST SYS INC DEL                COM              233326107     4419    58055 SH      SHARED      01         58055
D DST SYS INC DEL                COM              233326107     1753    23029 SH      SHARED      04         23029
D DST SYS INC DEL                COM              233326107      456     6000 SH      SHARED      05          6000
D DT INDUSTRIES INC              COM              23333J108       49     5300 SH      SHARED      01          5300
D DTE ENERGY CO                  COM              233331107    35653  1166584 SH      SHARED      01       1166584
D DTE ENERGY CO                  COM              233331107        5      180 SH      SHR/OTHR    01                             180
D DTE ENERGY CO                  COM              233331107       15      500 SH      SHARED      02                             500
D DTE ENERGY CO                  COM              233331107     2500    81827 SH      SHARED      04         81827
D DTE ENERGY CO                  COM              233331107      100     3300 SH      SHARED      05          3300
D DVI INC                        COM              233343102      235    14700 SH      SHARED      01         14700
D DVI INC                        COM              233343102        0       15 SH      SHARED      04            15
D DAIN RAUSCHER CORP             COM              233856103     1439    21806 SH      SHARED      01         21806
D DAIN RAUSCHER CORP             COM              233856103      188     2850 SH      SHARED      04          2850
D DAILY JOURNAL CORP             COM              233912104       14      500 SH      SHARED      01           500
D DAISYTEK INTL CORP             COM              234053106       56     6000 SH      SHARED      01          6000
D DAISYTEK INTL CORP             COM              234053106     1796   190392 SH      SHARED      04        190392
D DAL-TILE INTL INC              COM              23426R108      879   106640 SH      SHARED      01        106640
D DAL-TILE INTL INC              COM              23426R108      190    23077 SH      SHARED      04         23077
D DALLAS SEMICONDUCTOR CORP      COM              235204104     2487    61050 SH      SHARED      01         61050
D DALLAS SEMICONDUCTOR CORP      COM              235204104       20      500 SH      SHARED      02                             500
D DALLAS SEMICONDUCTOR CORP      COM              235204104     2716    66652 SH      SHARED      04         66652
D DALLAS SEMICONDUCTOR CORP      COM              235204104      142     3500 SH      SHARED      05          3500
D DAMARK INTL INC                CL A             235691102      552    25700 SH      SHARED      04         25700
D DAN RIV INC GA                 CL A             235774106       44     9331 SH      SHARED      01          9331
D DAN RIV INC GA                 CL A             235774106      140    29631 SH      SHARED      04         29631
D DANA CORP                      COM              235811106    27438  1295041 SH      SHARED      01       1295041
D DANA CORP                      COM              235811106      257    12172 SH      SHARED      02          3229              8943
D DANA CORP                      COM              235811106     2430   114730 SH      SHARED      04        114730
D DANAHER CORP DEL               COM              235851102    50254  1016546 SH      SHARED      01       1016546
D DANAHER CORP DEL               COM              235851102       64     1300 SH      SHR/OTHR    01                   1300
D DANAHER CORP DEL               COM              235851102      175     3540 SH      SHARED      02          2000              1540
D DANAHER CORP DEL               COM              235851102     5207   105344 SH      SHARED      04        105344
D DANKA BUSINESS SYS PLC         SUBNT CV 6.75%02 236277AB5       44    65000 PRN     SHARED      02                           65000
D DAOU SYS INC                   COM              237015102      107    63969 SH      SHARED      02         63969
D DARDEN RESTAURANTS INC         COM              237194105    16143   993454 SH      SHARED      01        992154              1300
D DARDEN RESTAURANTS INC         COM              237194105      279    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     1302    80166 SH      SHARED      04         80166
D DARDEN RESTAURANTS INC         COM              237194105       42     2600 SH      SHARED      05          2600
D DASSAULT SYS S A               SPONSORED ADR    237545108      771     8209 SH      SHARED      01          8209
D DATA BROADCASTING CORP         COM              237596101      621    98408 SH      SHARED      01         98408
D DATA BROADCASTING CORP         COM              237596101        6     1060 SH      SHARED      04          1060
D DATA CRITICAL CORP DEL         COM              237622105       84     6500 SH      SHARED      01          6500
D DATA CRITICAL CORP DEL         COM              237622105       16     1250 SH      SHARED      02          1250
D DATA RETURN CORP               COM              23785M104      400    13800 SH      SHARED      01         13800
D DATAWATCH CORP                 COM              237917109        2     1000 SH      SHARED      02          1000
D DATA TRANSLATION INC NEW       COM              238016109        0      200 SH      SHARED      01           200
D DATASCOPE CORP                 COM              238113104     1143    31762 SH      SHARED      01         31762
D DATASCOPE CORP                 COM              238113104       39     1101 SH      SHARED      04          1101
D DATASTREAM SYS INC             COM              238124101      572    45782 SH      SHARED      01         45782
D DATASTREAM SYS INC             COM              238124101        0       16 SH      SHARED      04            16
D DATATEC SYS INC                COM              238128102       69    12400 SH      SHARED      01         12400
D DATUM INC                      COM              238208102      108     4800 SH      SHARED      01          4800
D DAVE & BUSTERS INC             COM              23833N104      144    23123 SH      SHARED      04         23123
D DAVIDS BRIDAL INC              COM              238576102      172    14937 SH      SHARED      01         14937
D DAVOX CORP                     COM              239208101      565    43697 SH      SHARED      01         43697
D DAWSON GEOPHYSICAL CO          COM              239359102       73     6500 SH      SHARED      01          6500
D DAXOR CORP                     COM              239467103        1      100 SH      SHARED      01           100
D DE BEERS CONS MINES LTD        ADR DEFD         240253302       24     1000 SH      SHARED      02           400               600
D DE BEERS CONS MINES LTD        ADR DEFD         240253302       17      700 SH      SHARED      04           700
D DEAN FOODS CO                  COM              242361103     2326    73428 SH      SHARED      01         73428
D DEAN FOODS CO                  COM              242361103     1055    33300 SH      SHARED      04         33300
D DEAN FOODS CO                  COM              242361103      133     4200 SH      SHARED      05          4200
D DEB SHOPS INC                  COM              242728103       89     7135 SH      SHARED      04          7135
D DEBT STRATEGIES FUND INC       COM              242768109       31     5000 SH      SHARED      02                            5000
D DEBT STRATEGIES FD II INC      COM              242901106       33     4500 SH      SHR/OTHR    01                            4500
D DEBT STRATEGIES FD II INC      COM              242901106       10     1490 SH      SHARED      02                            1490
D DECORATOR INDS INC             COM PAR $0.20    243631207        3      832 SH      SHARED      01           832
D DEERE & CO                     COM              244199105    69853  1887920 SH      SHARED      01       1887920
D DEERE & CO                     COM              244199105      488    13200 SH      SHR/OTHR    01                   4500     8700
D DEERE & CO                     COM              244199105      407    11000 SH      SHARED      02          3000              8000
D DEERE & CO                     COM              244199105     9177   248049 SH      SHARED      04        248049
D DEERE & CO                     COM              244199105      584    15800 SH      SHARED      05         15800
D DEL GLOBAL TECHNOLOGIES CORP   COM              245073101        0        3 SH      SHARED      01             3
D DEL LABS INC                   COM              245091103        5      481 SH      SHARED      01           481
D DEL MONTE FOODS CO             COM              24522P103     5850   858870 SH      SHARED      01        858870
D DEL MONTE FOODS CO             COM              24522P103      551    81022 SH      SHARED      01         81022
D DEL MONTE FOODS CO             COM              24522P103        0       85 SH      SHARED      04            85
D DELANO TECHNOLOGY CORP         COM              245701107        3      300 SH      SHARED      02           300
D DELCO REMY INTL INC            CL A             246626105      187    22600 SH      SHARED      01         22600
D DELCO REMY INTL INC            CL A             246626105        0       36 SH      SHARED      04            36
D DELHAIZE AMER INC              CL A             246688105      264    14933 SH      SHARED      01         14933
D DELHAIZE AMER INC              CL A             246688105      130     7400 SH      SHARED      04          7400
D DELHAIZE AMER INC              CL B             246688204     1558   101382 SH      SHARED      01        101382
D DELHAIZE AMER INC              CL B             246688204      500    32579 SH      SHARED      04         32579
D DELIA*S INC                    COM              246885107       35    14803 SH      SHARED      04         14803
D DELL COMPUTER CORP             COM              247025109   999329 20265438 SH      SHARED      01      20203256             62182
D DELL COMPUTER CORP             COM              247025109     2521    51126 SH      SHR/OTHR    01                  19500    31626
D DELL COMPUTER CORP             COM              247025109    27729   562320 SH      SHARED      02        465584             96736
D DELL COMPUTER CORP             COM              247025109   151836  3079093 SH      SHARED      04       3079093
D DELL COMPUTER CORP             COM              247025109     2514    51000 SH      SHARED      05         51000
D DELL COMPUTER CORP             COM              247025109      843    17100 SH      SHARED      06         17100
D DELPHI AUTOMOTIVE SYS CORP     COM              247126105    63440  4356602 SH      SHARED      01       4354227              2375
D DELPHI AUTOMOTIVE SYS CORP     COM              247126105      389    26759 SH      SHR/OTHR    01                  17823     8936
D DELPHI AUTOMOTIVE SYS CORP     COM              247126105      321    22067 SH      SHARED      02         18487              3580
D DELPHI AUTOMOTIVE SYS CORP     COM              247126105     3503   240615 SH      SHARED      04        240615
D DELPHI AUTOMOTIVE SYS CORP     COM              247126105      171    11800 SH      SHARED      05         11800
D DELPHI FINL GROUP INC          CL A             247131105      946    27893 SH      SHARED      01         27893
D DELPHI FINL GROUP INC          CL A             247131105      106     3128 SH      SHARED      04          3128
D DELTA & PINE LD CO             COM              247357106     2210    88216 SH      SHARED      01         88216
D DELTA & PINE LD CO             COM              247357106      124     4966 SH      SHARED      04          4966
D DELTA AIR LINES INC DEL        COM              247361108    51492  1018399 SH      SHARED      01       1018359                40
D DELTA AIR LINES INC DEL        COM              247361108       85     1684 SH      SHR/OTHR    01                    684     1000
D DELTA AIR LINES INC DEL        COM              247361108      235     4667 SH      SHARED      02                            4667
D DELTA AIR LINES INC DEL        COM              247361108     3240    64099 SH      SHARED      04         64099
D DELTA AIR LINES INC DEL        COM              247361108      232     4600 SH      SHARED      05          4600
D DELTATHREE COM INC             CL A             24783N102      199    13700 SH      SHARED      01         13700
D DELTIC TIMBER CORP             COM              247850100      644    30146 SH      SHARED      01         30146
D DELTIC TIMBER CORP             COM              247850100        8      385 SH      SHR/OTHR    01                             385
D DELTIC TIMBER CORP             COM              247850100       25     1180 SH      SHARED      04          1180
D DENBURY RES INC                COM NEW          247916208       20     3900 SH      SHARED      01          3900
D DENBURY RES INC                COM NEW          247916208        3      606 SH      SHARED      04           606
D DELUXE CORP                    COM              248019101    15525   658927 SH      SHARED      01        658927
D DELUXE CORP                    COM              248019101       82     3500 SH      SHR/OTHR    01                   3500
D DELUXE CORP                    COM              248019101     1289    54746 SH      SHARED      04         54746
D DELUXE CORP                    COM              248019101       42     1800 SH      SHARED      05          1800
D DENDRITE INTL INC              COM              248239105    18135   544412 SH      SHARED      01        544412
D DENDRITE INTL INC              COM              248239105       24      750 SH      SHARED      02                             750
D DENDRITE INTL INC              COM              248239105        1       52 SH      SHARED      04            52
D DENSE PAC MICROSYSTEMS INC     COM NEW          248719304      121    11200 SH      SHARED      01         11200
D DENTSPLY INTL INC NEW          COM              249030107     2486    80690 SH      SHARED      01         80690
D DENTSPLY INTL INC NEW          COM              249030107      715    23208 SH      SHARED      04         23208
D DENTSPLY INTL INC NEW          COM              249030107      209     6800 SH      SHARED      05          6800
D DEPARTMENT 56 INC              COM              249509100       18     1700 SH      SHARED      01          1700
D DEPARTMENT 56 INC              COM              249509100      323    29365 SH      SHARED      04         29365
D DESC S A DE C V                SPON ADR C       250309101       25     2000 SH      SHARED      04          2000
D DESERT CMNTY BK VICTORVILLE CA COM              25037Y109       27     1600 SH      SHARED      01          1600
D DESTRON FEARING CORP           COM              250637105      368    79710 SH      SHARED      04         79710
D DETROIT DIESEL CORP            COM              250837101      163    11101 SH      SHARED      01         11101
D DETROIT DIESEL CORP            COM              250837101      295    20000 SH      SHARED      02         20000
D DETROIT DIESEL CORP            COM              250837101        0       25 SH      SHARED      04            25
D DEUTSCHE TELEKOM AG            SPONSORED ADR    251566105       56     1000 SH      SHARED      01          1000
D DEUTSCHE TELEKOM AG            SPONSORED ADR    251566105       56     1000 SH      SHR/OTHR    01                   1000
D DEUTSCHE TELEKOM AG            SPONSORED ADR    251566105     1309    23078 SH      SHARED      02         20200              2878
D DEUTSCHE TELEKOM AG            SPONSORED ADR    251566105      187     3300 SH      SHARED      04          3300
D DEVELOPERS DIVERSIFIED RLTY CO COM              251591103    10650   713028 SH      SHARED      01        713028
D DEVELOPERS DIVERSIFIED RLTY CO COM              251591103      864    57847 SH      SHARED      02         38245             19602
D DEVELOPERS DIVERSIFIED RLTY CO COM              251591103       43     2942 SH      SHARED      04          2942
D DEVON ENERGY CORP NEW          COM              25179M103    23063   410470 SH      SHARED      01        410470
D DEVON ENERGY CORP NEW          COM              25179M103     1550    27600 SH      SHARED      02           850             26750
D DEVON ENERGY CORP NEW          COM              25179M103     2867    51037 SH      SHARED      04         51037
D DEVON ENERGY CORP NEW          COM              25179M103      842    15000 SH      SHARED      05         15000
D DEVRY INC DEL                  COM              251893103     2598    98300 SH      SHARED      01         98300
D DEVRY INC DEL                  COM              251893103     1330    50334 SH      SHARED      04         50334
D DEVRY INC DEL                  COM              251893103      243     9200 SH      SHARED      05          9200
D DEWOLFE COS INC                COM              252115100       11     1600 SH      SHARED      01          1600
D DEXTER CORP                    COM              252165105     2482    51718 SH      SHARED      01         51718
D DEXTER CORP                    COM              252165105      433     9037 SH      SHARED      04          9037
D DEXTER CORP                    COM              252165105      115     2400 SH      SHARED      05          2400
D DIACRIN INC                    COM              25243N103       12     1554 SH      SHARED      02          1554
D DIAGEO P L C                   SPON ADR NEW     25243Q205       16      475 SH      SHARED      02                             475
D DIAGEO P L C                   SPON ADR NEW     25243Q205      355    10000 SH      SHARED      04         10000
D DIAGEO P L C                   SPON ADR NEW     25243Q205      348     9800 SH      SHARED      05          9800
D DIAGNOSTIC PRODS CORP          COM              252450101      632    19753 SH      SHARED      01         19453               300
D DIAGNOSTIC PRODS CORP          COM              252450101       99     3117 SH      SHARED      04          3117
D DIAL CORP NEW                  COM              25247D101     1933   186323 SH      SHARED      01        185423               900
D DIAL CORP NEW                  COM              25247D101       13     1300 SH      SHARED      02          1100               200
D DIAL CORP NEW                  COM              25247D101     1747   168400 SH      SHARED      04        168400
D DIAL CORP NEW                  COM              25247D101      268    25900 SH      SHARED      05         25900
D DIAMETRICS MED INC             COM              252532106      121    21526 SH      SHARED      01         21526
D DIAMETRICS MED INC             COM              252532106       28     5000 SH      SHR/OTHR    01                            5000
D DIAMETRICS MED INC             COM              252532106       39     7057 SH      SHARED      04          7057
D DIAMOND OFFSHORE DRILLING INC  DEB ZRO CV144A20 25271CAB8     4850 10476000 PRN     SHARED      04      10476000
D DIAMOND OFFSHORE DRILLING INC  COM              25271C102     2484    70729 SH      SHARED      01         70729
D DIAMOND OFFSHORE DRILLING INC  COM              25271C102       63     1800 SH      SHARED      02           300              1500
D DIAMOND OFFSHORE DRILLING INC  COM              25271C102     7159   203819 SH      SHARED      04        203819
D DIAMOND TECHNOLOGY PARTNERS    CL A             252762109     2334    26534 SH      SHARED      01         26264               270
D DIAMOND TECHNOLOGY PARTNERS    CL A             252762109        6       75 SH      SHR/OTHR    01                     75
D DIAMOND TECHNOLOGY PARTNERS    CL A             252762109       83      950 SH      SHARED      02           700               250
D DIAMONDS TR                    UNIT SER 1       252787106       10      100 SH      SHARED      02                             100
D DIAMONDS TR                    UNIT SER 1       252787106    20875   200000 SH      SHARED      04        200000
D DIAMONDS TR                    UNIT SER 1       252787106      709     6800 SH      SHARED      05          6800
D DIANON SYS INC                 COM              252826102        2      100 SH      SHARED      01           100
D DIEBOLD INC                    COM              253651103     3065   109956 SH      SHARED      01        109956
D DIEBOLD INC                    COM              253651103      956    34300 SH      SHARED      02           400             33900
D DIEBOLD INC                    COM              253651103     2356    84544 SH      SHARED      04         84544
D DIEBOLD INC                    COM              253651103      262     9400 SH      SHARED      05          9400
D DIGENE CORP                    COM              253752109       76     1900 SH      SHARED      01          1900
D DIGENE CORP                    COM              253752109      343     8500 SH      SHARED      02          8500
D DIGENE CORP                    COM              253752109      156     3881 SH      SHARED      04          3881
D DIGEX INC DEL                  CL A             253756100     1297    19100 SH      SHARED      01         19100
D DIGEX INC DEL                  CL A             253756100      543     8000 SH      SHARED      02          8000
D DIGIMARC CORP                  COM              253807101      648    16852 SH      SHARED      01         16852
D DIGITAL COURIER TECHNOLOGIES   COM              253838106      191    30021 SH      SHARED      01         30021
D DIGITAL COURIER TECHNOLOGIES   COM              253838106      158    24940 SH      SHARED      04         24940
D DIGITAL IMPACT INC DEL         COM              25385G106      127     9000 SH      SHARED      01          9000
D DIGITAL IS INC DEL             COM              25385N101     1740    35800 SH      SHARED      01         35800
D DIGITAL IS INC DEL             COM              25385N101     6112   125710 SH      SHARED      02        124800               910
D DIGITAL IS INC DEL             COM              25385N101     1897    39031 SH      SHARED      04         39031
D DIGITAL INSIGHT CORP           COM              25385P106      741    21819 SH      SHARED      01         21819
D DIGITAL INSIGHT CORP           COM              25385P106        5      150 SH      SHARED      02           150
D DIGITAL INSIGHT CORP           COM              25385P106        6      189 SH      SHARED      04           189
D DIGITAL LIGHTWAVE INC          COM              253855100     1086    10800 SH      SHARED      01         10800
D DIGITAL LIGHTWAVE INC          COM              253855100       10      100 SH      SHARED      04           100
D DIGITAL MICROWAVE CORP         COM              253859102     3324    87200 SH      SHARED      01         87200
D DIGITAL MICROWAVE CORP         COM              253859102     1563    41000 SH      SHARED      02         34300              6700
D DIGITAL MICROWAVE CORP         COM              253859102     2287    59993 SH      SHARED      04         59993
D DIGITAL RECORDERS INC          COM              253869101        4     2000 SH      SHARED      02                            2000
D DIGITAL RIV INC                COM              25388B104      405    52754 SH      SHARED      01         52754
D DIGITAL RIV INC                COM              25388B104      468    60910 SH      SHARED      02         49510             11400
D DIGITAL RIV INC                COM              25388B104      164    21384 SH      SHARED      04         21384
D DIGITAS INC                    COM              25388K104      133     8200 SH      SHARED      01          7300               900
D DIGITAS INC                    COM              25388K104      954    58500 SH      SHARED      02         58500
D DIGITALTHINK INC               COM              25388M100      133     3720 SH      SHARED      01          3720
D DIGITAL GENERATION SYS INC     COM              253921100       37     5500 SH      SHARED      02          5500
D DIME CMNTY BANCSHARES          COM              253922108      443    27316 SH      SHARED      01         27316
D DIME CMNTY BANCSHARES          COM              253922108        4      300 SH      SHR/OTHR    01                    300
D DIGITAL LAVA INC               WT EXP  021704   253928113      126    45900 SH      SHARED      04         45900
D DILLARDS INC                   CL A             254067101     9925   810279 SH      SHARED      01        810279
D DILLARDS INC                   CL A             254067101       37     3100 SH      SHARED      02           300              2800
D DILLARDS INC                   CL A             254067101     1171    95620 SH      SHARED      04         95620
D DILLARDS INC                   CL A             254067101       82     6700 SH      SHARED      05          6700
D DIME BANCORP INC NEW           COM              25429Q102     2765   175592 SH      SHARED      01        175592
D DIME BANCORP INC NEW           COM              25429Q102       51     3300 SH      SHARED      02                            3300
D DIME BANCORP INC NEW           COM              25429Q102     3647   231596 SH      SHARED      04        231596
D DIME BANCORP INC NEW           COM              25429Q102      299    19000 SH      SHARED      05         19000
D DIMON INC                      COM              254394109      182    86107 SH      SHARED      01         86107
D DIMON INC                      COM              254394109      188    88775 SH      SHARED      04         88775
D DIONEX CORP                    COM              254546104     2073    77501 SH      SHARED      01         77501
D DIONEX CORP                    COM              254546104      428    16000 SH      SHR/OTHR    01                           16000
D DIONEX CORP                    COM              254546104       97     3650 SH      SHARED      02                            3650
D DIONEX CORP                    COM              254546104       28     1057 SH      SHARED      04          1057
D DISCOUNT AUTO PTS INC          COM              254642101      181    18164 SH      SHARED      04         18164
D DISNEY WALT CO                 COM DISNEY       254687106       36      936 SH      SHR/OTHR    04                    936
D DISNEY WALT CO                 COM DISNEY       254687106   744619 19185300 SH      SHARED      01      18680972            504328
D DISNEY WALT CO                 COM DISNEY       254687106    29142   750861 SH      SHR/OTHR    01                 276673   474188
D DISNEY WALT CO                 COM DISNEY       254687106     5810   149707 SH      SHARED      02         39843            109864
D DISNEY WALT CO                 COM DISNEY       254687106    56701  1460934 SH      SHARED      04       1460934
D DISNEY WALT CO                 COM DISNEY       254687106      298     7700 SH      SHARED      05          7700
D DISNEY WALT CO                 COM DISNEY       254687106    27610   711400 SH      SHARED      06        711400
D DISNEY WALT CO                 COM GO COM       254687205      937    78530 SH      SHARED      01         50769             27761
D DISNEY WALT CO                 COM GO COM       254687205     6034   505505 SH      SHARED      02        499098              6407
D DISNEY WALT CO                 COM GO COM       254687205      103     8660 SH      SHARED      04          8660
D DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR    254753106       66     3800 SH      SHARED      01          3800
D DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR    254753106       39     2300 SH      SHARED      04          2300
D DIRECT FOCUS INC               COM              254931108      759    15506 SH      SHARED      01         15506
D DIRECT FOCUS INC               COM              254931108        0       20 SH      SHARED      04            20
D DITECH COMMUNICATIONS CORP     COM              25500M103     1654    17500 SH      SHARED      01         17500
D DITECH COMMUNICATIONS CORP     COM              25500M103     2925    30940 SH      SHARED      02         27700              3240
D DITECH COMMUNICATIONS CORP     COM              25500M103     5217    55173 SH      SHARED      04         55173
D DIVERSA CORP                   COM              255064107      155     4690 SH      SHARED      01          4690
D DIVERSA CORP                   COM              255064107     2164    65330 SH      SHARED      02         63630              1700
D DIVERSA CORP                   COM              255064107        3      100 SH      SHARED      04           100
D DIVERSINET CORP                COM NEW          25536K204      394    33200 SH      SHARED      02         28900              4300
D DIXIE GROUP INC                CL A             255519100       11     3000 SH      SHARED      02                            3000
D DOCUCORP INTL INC              COM              255911109        5     1400 SH      SHARED      01          1400
D DOCUCORP INTL INC              COM              255911109        0      100 SH      SHR/OTHR    01                    100
D DOBSON COMMUNICATIONS CORP     CL A             256069105     2115   109870 SH      SHARED      01        109270               600
D DOBSON COMMUNICATIONS CORP     CL A             256069105      134     7000 SH      SHARED      02          3700              3300
D DOBSON COMMUNICATIONS CORP     CL A             256069105      638    33167 SH      SHARED      04         33167
D DOCUMENT SCIENCES CORP         COM              25614R105       90    40000 SH      SHARED      01         20000             20000
D DOCUMENT SCIENCES CORP         COM              25614R105       19     8600 SH      SHR/OTHR    01                   8600
D DOCUMENTUM INC                 COM              256159104    27803   311087 SH      SHARED      01        311087
D DOCUMENTUM INC                 COM              256159104     3680    41175 SH      SHARED      02          5925             35250
D DOCUMENTUM INC                 COM              256159104     8110    90750 SH      SHARED      03         90750
D DOCUMENTUM INC                 COM              256159104       26      302 SH      SHARED      04           302
D DOLE FOOD INC                  COM              256605106     1412   100894 SH      SHARED      01        100894
D DOLE FOOD INC                  COM              256605106        2      200 SH      SHARED      02           200
D DOLE FOOD INC                  COM              256605106     1024    73167 SH      SHARED      04         73167
D DOLE FOOD INC                  COM              256605106       75     5400 SH      SHARED      05          5400
D DOLLAR GEN CORP                COM              256669102    50930  2611830 SH      SHARED      01       2583637             28193
D DOLLAR GEN CORP                COM              256669102      635    32568 SH      SHARED      02          7681             24887
D DOLLAR GEN CORP                COM              256669102     3874   198710 SH      SHARED      04        198710
D DOLLAR GEN CORP                COM              256669102        2      150 SH      SHARED      05           150
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              256743105     1206    65457 SH      SHARED      01         43707             21750
D DOLLAR THRIFTY AUTOMOTIVE GP   COM              256743105      389    21139 SH      SHARED      04         21139
D DOLLAR TREE STORES INC         COM              256747106     5779   146084 SH      SHARED      01        146084
D DOLLAR TREE STORES INC         COM              256747106     1579    39920 SH      SHARED      04         39920
D DOLLAR TREE STORES INC         COM              256747106      520    13150 SH      SHARED      05         13150
D DOMINION HOMES INC             COM              257386102       43     7400 SH      SHARED      01          7400
D DOMINION RES INC VA NEW        COM              25746U109    92756  2163421 SH      SHARED      01       2157395     4040     1986
D DOMINION RES INC VA NEW        COM              25746U109     1518    35411 SH      SHR/OTHR    01                  21919    13492
D DOMINION RES INC VA NEW        COM              25746U109      325     7583 SH      SHARED      02          1539              6044
D DOMINION RES INC VA NEW        COM              25746U109     7659   178646 SH      SHARED      04        178646
D DOMINION RES INC VA NEW        COM              25746U109      231     5400 SH      SHARED      05          5400
D DOMTAR INC                     COM              257561100       45     4896 SH      SHARED      04          4896
D DONALDSON INC                  COM              257651109     1723    87285 SH      SHARED      01         87285
D DONALDSON INC                  COM              257651109      273    13850 SH      SHARED      02          2400             11450
D DONALDSON INC                  COM              257651109      295    14986 SH      SHARED      04         14986
D DONALDSON INC                  COM              257651109      120     6100 SH      SHARED      05          6100
D DONALDSON LUFKIN & JENRETTE NW COM DLJ          257661108     2428    57216 SH      SHARED      01         57066               150
D DONALDSON LUFKIN & JENRETTE NW COM DLJ          257661108       65     1550 SH      SHARED      02                            1550
D DONALDSON LUFKIN & JENRETTE NW COM DLJ          257661108     1283    30256 SH      SHARED      04         30256
D DONALDSON LUFKIN & JENRETTE NW COM DLJ          257661108      305     7200 SH      SHARED      05          7200
D DONALDSON LUFKIN & JENRETTE NW COM DLJDIRECT    257661504      155    21892 SH      SHARED      01         15692              6200
D DONALDSON LUFKIN & JENRETTE NW COM DLJDIRECT    257661504      424    59550 SH      SHARED      04         59550
D DONEGAL GROUP INC              COM              257701102        3      533 SH      SHARED      01           533
D DONNA KARAN INTL INC           COM              257826107       33     5200 SH      SHARED      01          5200
D DONNA KARAN INTL INC           COM              257826107      170    26708 SH      SHARED      04         26708
D DONNELLEY R R & SONS CO        COM              257867101    21646   959436 SH      SHARED      01        957703              1733
D DONNELLEY R R & SONS CO        COM              257867101      229    10166 SH      SHR/OTHR    01                   4300     5866
D DONNELLEY R R & SONS CO        COM              257867101      269    11950 SH      SHARED      02          2100              9850
D DONNELLEY R R & SONS CO        COM              257867101     2482   110034 SH      SHARED      04        110034
D DONNELLEY R R & SONS CO        COM              257867101       56     2500 SH      SHARED      05          2500
D DONNELLY CORP                  CL A             257870105        2      200 SH      SHARED      01           200
D DORAL FINL CORP                COM              25811P100      477    41710 SH      SHARED      01         41710
D DORAL FINL CORP                COM              25811P100        0       60 SH      SHARED      04            60
D DOT HILL SYS CORP              COM              25848T109      172    15687 SH      SHARED      01         15687
D DOT HILL SYS CORP              COM              25848T109       40     3662 SH      SHARED      04          3662
D DOUBLECLICK INC                SB NT CV 144A 06 258609AA4     2896  2715000 PRN     SHARED      04       2715000
D DOUBLECLICK INC                SB NT CV 4.75%06 258609AC0     2134  2000000 PRN     SHARED      04       2000000
D DOUBLECLICK INC                COM              258609304     3895   102186 SH      SHARED      01        102186
D DOUBLECLICK INC                COM              258609304     1431    37556 SH      SHARED      02         33345              4211
D DOUBLECLICK INC                COM              258609304      536    14065 SH      SHARED      04         14065
D DOVER CORP                     COM              260003108    67826  1672170 SH      SHARED      01       1670970              1200
D DOVER CORP                     COM              260003108      551    13600 SH      SHR/OTHR    01                           13600
D DOVER CORP                     COM              260003108       40     1000 SH      SHARED      02                            1000
D DOVER CORP                     COM              260003108     3263    80466 SH      SHARED      04         80466
D DOVER CORP                     COM              260003108      661    16300 SH      SHARED      05         16300
D DOVER DOWNS ENTMT INC          COM              260086103      285    20409 SH      SHARED      01         20409
D DOVER DOWNS ENTMT INC          COM              260086103        6      462 SH      SHARED      04           462
D DOW CHEM CO                    COM              260543103   162950  5398026 SH      SHARED      01       5376846             21180
D DOW CHEM CO                    COM              260543103     3663   121356 SH      SHR/OTHR    01                  31731    89625
D DOW CHEM CO                    COM              260543103      427    14178 SH      SHARED      02          3600             10578
D DOW CHEM CO                    COM              260543103     8884   294314 SH      SHARED      04        294314
D DOW CHEM CO                    COM              260543103      875    29000 SH      SHARED      05         29000
D DOW CHEM CO                    COM              260543103     1141    37800 SH      SHARED      06         37800
D DOW JONES & CO INC             COM              260561105    51492   702967 SH      SHARED      01        701967              1000
D DOW JONES & CO INC             COM              260561105     3198    43672 SH      SHR/OTHR    01                    500    43172
D DOW JONES & CO INC             COM              260561105     9168   125169 SH      SHARED      04        125169
D DOW JONES & CO INC             COM              260561105      366     5000 SH      SHARED      05          5000
D DOWNEY FINL CORP               COM              261018105      821    28321 SH      SHARED      01         28321
D DOWNEY FINL CORP               COM              261018105      139     4808 SH      SHARED      04          4808
D DRESDNER RCM GLBL STRATGC INCM COM              26157B101     1768   285800 SH      SHARED      04        285800
D DRESS BARN INC                 COM              261570105     1201    54315 SH      SHARED      01         54315
D DRESS BARN INC                 COM              261570105      854    38600 SH      SHARED      04         38600
D DREW INDS INC                  COM NEW          26168L205        1      200 SH      SHARED      01           200
D DREYERS GRAND ICE CREAM INC    COM              261878102     1389    66180 SH      SHARED      01         66180
D DREYERS GRAND ICE CREAM INC    COM              261878102      420    20000 SH      SHARED      02         20000
D DREYERS GRAND ICE CREAM INC    COM              261878102      174     8305 SH      SHARED      04          8305
D DREYERS GRAND ICE CREAM INC    COM              261878102       77     3700 SH      SHARED      05          3700
D DREYFUS STRATEGIC GOVTS INCOME COM              261938104     1166   127800 SH      SHARED      04        127800
D DRIL-QUIP INC                  COM              262037104      593    12704 SH      SHARED      01         12704
D DRIL-QUIP INC                  COM              262037104        0       12 SH      SHARED      04            12
D DRKOOP COM INC                 COM              262098106       55    30200 SH      SHARED      01         30200
D DRUGSTORE COM INC              COM              262241102      164    21900 SH      SHARED      01         21900
D DRUGSTORE COM INC              COM              262241102       18     2500 SH      SHARED      02           500              2000
D DRUGSTORE COM INC              COM              262241102       15     2000 SH      SHARED      05          2000
D DSET CORP                      COM              262504103      632    20827 SH      SHARED      01         20827
D DSET CORP                      COM              262504103      224     7400 SH      SHARED      02          1200              6200
D DSET CORP                      COM              262504103      261     8612 SH      SHARED      04          8612
D DSL NET INC                    COM              262506108      688    66790 SH      SHARED      01         66790
D DSL NET INC                    COM              262506108      890    86395 SH      SHARED      02         77600              8795
D DU PONT E I DE NEMOURS & CO    COM              263534109   421938  9644312 SH      SHARED      01       9550526     1576    92210
D DU PONT E I DE NEMOURS & CO    COM              263534109    17271   394785 SH      SHR/OTHR    01                 258860   135925
D DU PONT E I DE NEMOURS & CO    COM              263534109      988    22592 SH      SHARED      02          6695             15897
D DU PONT E I DE NEMOURS & CO    COM              263534109    69337  1584853 SH      SHARED      04       1584853
D DU PONT E I DE NEMOURS & CO    COM              263534109     1767    40400 SH      SHARED      05         40400
D DU PONT E I DE NEMOURS & CO    COM              263534109    27638   631743 SH      SHARED      06        631743
D DUANE READE INC                COM              263578106      722    28041 SH      SHARED      01         28041
D DUANE READE INC                COM              263578106      446    17322 SH      SHARED      04         17322
D DUCOMMUN INC DEL               COM              264147109       99     8313 SH      SHARED      02                            8313
D DUFF & PHELPS UTILS INCOME INC COM              264324104       38     4010 SH      SHARED      02                            4010
D DUKE ENERGY CORP               COM              264399106   173013  3068969 SH      SHARED      01       3068156               813
D DUKE ENERGY CORP               COM              264399106      530     9413 SH      SHR/OTHR    01                   6133     3280
D DUKE ENERGY CORP               COM              264399106     1341    23789 SH      SHARED      02          6379             17410
D DUKE ENERGY CORP               COM              264399106    40844   724510 SH      SHARED      04        724510
D DUKE ENERGY CORP               COM              264399106      952    16900 SH      SHARED      05         16900
D DUKE ENERGY CORP               COM              264399106      376     6670 SH      SHARED      06          6670
D DUKE WEEKS REALTY CORP         COM NEW          264411505     3714   166012 SH      SHARED      01        165587               425
D DUKE WEEKS REALTY CORP         COM NEW          264411505     2564   114603 SH      SHARED      02         56682             57921
D DUKE WEEKS REALTY CORP         COM NEW          264411505     2010    89860 SH      SHARED      04         89860
D DUN & BRADSTREET CORP DEL      COM              26483B106    47334  1653598 SH      SHARED      01       1652198              1400
D DUN & BRADSTREET CORP DEL      COM              26483B106     4353   152085 SH      SHR/OTHR    01                 126075    26010
D DUN & BRADSTREET CORP DEL      COM              26483B106       17      610 SH      SHARED      02                             610
D DUN & BRADSTREET CORP DEL      COM              26483B106     2426    84757 SH      SHARED      04         84757
D DUN & BRADSTREET CORP DEL      COM              26483B106      309    10800 SH      SHARED      05         10800
D DURA AUTOMOTIVE SYSTEMS CORP   CL A             265903104      237    21941 SH      SHARED      01         21941
D DURA AUTOMOTIVE SYSTEMS CORP   CL A             265903104       10      928 SH      SHARED      04           928
D DUPONT PHOTOMASKS INC          COM              26613X101      846    12364 SH      SHARED      01         12364
D DUPONT PHOTOMASKS INC          COM              26613X101        0        8 SH      SHARED      04             8
D DURA PHARMACEUTICALS INC       COM              26632S109     1616   112424 SH      SHARED      01        112424
D DURA PHARMACEUTICALS INC       COM              26632S109       37     2600 SH      SHARED      02                            2600
D DURA PHARMACEUTICALS INC       COM              26632S109       55     3860 SH      SHARED      04          3860
D DURA PHARMACEUTICALS INC       WT EXP  123102   26632S117      118   315000 SH      SHARED      04        315000
D DURAMED PHARMACEUTICALS INC    COM              266354109       10     2000 SH      SHARED      02          2000
D DURAMED PHARMACEUTICALS INC    COM              266354109      284    52263 SH      SHARED      04         52263
D DUSA PHARMACEUTICALS INC       COM              266898105      129     4400 SH      SHARED      01          4400
D DUSA PHARMACEUTICALS INC       COM              266898105      123     4187 SH      SHARED      04          4187
D DYCOM INDS INC                 COM              267475101     2078    45175 SH      SHARED      01         45175
D DYCOM INDS INC                 COM              267475101    20593   447685 SH      SHARED      02        447685
D DYCOM INDS INC                 COM              267475101     2026    44054 SH      SHARED      04         44054
D DYNEGY INC NEW                 CL A             26816Q101    12431   181983 SH      SHARED      01        181983
D DYNEGY INC NEW                 CL A             26816Q101       54      800 SH      SHR/OTHR    01                             800
D DYNEGY INC NEW                 CL A             26816Q101      306     4480 SH      SHARED      02                            4480
D DYNEGY INC NEW                 CL A             26816Q101    17447   255415 SH      SHARED      04        255415
D DYNEGY INC NEW                 CL A             26816Q101     1373    20100 SH      SHARED      05         20100
D DYNEX CAP INC                  PFD CV B 9.55%   26817Q308       53     7700 SH      SHARED      02          7700
D DYNEX CAP INC                  COM NEW          26817Q506        0      500 SH      SHARED      02           500
D ECCS INC                       COM              26825H100       25     5200 SH      SHARED      01          5200
D ECCS INC                       COM              26825H100       42     8500 SH      SHARED      02                            8500
D ECI TELECOM LTD                ORD              268258100       16      462 SH      SHARED      01           462
D ECI TELECOM LTD                ORD              268258100      185     5200 SH      SHARED      02          2800              2400
D ECI TELECOM LTD                ORD              268258100        0        1 SH      SHARED      04             1
D EDP-ELECTRICIDADE DE PORTUGAL  SPONSORED ADR    268353109       34     1000 SH      SHARED      04          1000
D EEX CORP                       COM NEW          26842V207      483    83139 SH      SHARED      01         83139
D EEX CORP                       COM NEW          26842V207        5      999 SH      SHR/OTHR    01                             999
D EEX CORP                       COM NEW          26842V207       40     7000 SH      SHARED      02          7000
D EEX CORP                       COM NEW          26842V207       20     3487 SH      SHARED      04          3487
D E4L INC                        COM              268452109        0      400 SH      SHARED      02           400
D E4L INC                        COM              268452109       27    33617 SH      SHARED      04         33617
D EGL INC                        COM              268484102     1128    36708 SH      SHARED      01         36708
D EGL INC                        COM              268484102       17      568 SH      SHARED      04           568
D EGL INC                        COM              268484102       43     1400 SH      SHARED      05          1400
D E-LOAN INC                     COM              26861P107      105    22200 SH      SHARED      01         22200
D E-LOAN INC                     COM              26861P107        0      100 SH      SHARED      02           100
D ELXSI CORP                     COM NEW          268613205        2      200 SH      SHARED      02           200
D E M C CORP MASS                COM              268648102       92     1200 SH      SHR/OTHR    02                    200     1000
D E M C CORP MASS                COM              268648102  1668921 21692049 SH      SHARED      01      20544477           1147572
D E M C CORP MASS                COM              268648102    55966   727435 SH      SHR/OTHR    01                 343198   384237
D E M C CORP MASS                COM              268648102    29987   389763 SH      SHARED      02        133186            256577
D E M C CORP MASS                COM              268648102   211819  2753154 SH      SHARED      04       2752244               910
D E M C CORP MASS                COM              268648102     2700    35100 SH      SHARED      05         35100
D E M C CORP MASS                COM              268648102    68163   885960 SH      SHARED      06        885960
D EMCEE BROADCAST PRODS INC      COM              268650108       85    18000 SH      SHARED      02          5000             13000
D EMS TECHNOLOGIES INC           COM              26873N108        9      500 SH      SHARED      01           500
D E MEDSOFT COM                  COM              26873Q101      333    41674 SH      SHARED      01         41674
D E MEDSOFT COM                  COM              26873Q101      114    14341 SH      SHARED      04         14341
D ENSCO INTL INC                 COM              26874Q100     9287   259343 SH      SHARED      01        259343
D ENSCO INTL INC                 COM              26874Q100       63     1784 SH      SHR/OTHR    01                            1784
D ENSCO INTL INC                 COM              26874Q100      564    15770 SH      SHARED      02          8220              7550
D ENSCO INTL INC                 COM              26874Q100    10061   280942 SH      SHARED      04        280942
D ENSCO INTL INC                 COM              26874Q100     1049    29300 SH      SHARED      05         29300
D ENI S P A                      SPONSORED ADR    26874R108      430     7404 SH      SHARED      01          7404
D ENI S P A                      SPONSORED ADR    26874R108       64     1100 SH      SHARED      04          1100
D ENI S P A                      SPONSORED ADR    26874R108      372     6400 SH      SHARED      05          6400
D EOG RES INC                    COM              26875P101     4023   120100 SH      SHARED      01        120100
D EOG RES INC                    COM              26875P101       10      300 SH      SHR/OTHR    01                    300
D EOG RES INC                    COM              26875P101      320     9579 SH      SHARED      02          9400               179
D EOG RES INC                    COM              26875P101     1979    59100 SH      SHARED      04         59100
D EOG RES INC                    COM              26875P101      257     7700 SH      SHARED      05          7700
D EON COMMUNICATIONS CORP        COM              268763109        5     1270 SH      SHARED      01          1270
D E PIPHANY INC                  COM              26881V100     1889    17625 SH      SHARED      01         17625
D E PIPHANY INC                  COM              26881V100        2       25 SH      SHR/OTHR    01                     25
D E PIPHANY INC                  COM              26881V100      364     3400 SH      SHARED      02          3400
D E PIPHANY INC                  COM              26881V100      460     4300 SH      SHARED      04          4300
D EPL TECHNOLOGIES INC           COM NEW          268920204        0      500 SH      SHARED      01           500
D EPL TECHNOLOGIES INC           COM NEW          268920204        0      500 SH      SHR/OTHR    01                    500
D ESCO ELECTRS CORP              COM              269030102      156     9187 SH      SHARED      01          9187
D ESCO ELECTRS CORP              COM              269030102        1      100 SH      SHARED      02                             100
D ESS TECHNOLOGY INC             COM              269151106      658    45430 SH      SHARED      01         45430
D ESS TECHNOLOGY INC             COM              269151106       18     1300 SH      SHARED      02           300              1000
D ESS TECHNOLOGY INC             COM              269151106       90     6244 SH      SHARED      04          6244
D E SPIRE COMMUNICATIONS INC     COM              269153102     1108   164256 SH      SHARED      01        164256
D E SPIRE COMMUNICATIONS INC     COM              269153102       76    11300 SH      SHARED      02          8000              3300
D E SPIRE COMMUNICATIONS INC     COM              269153102        0       51 SH      SHARED      04            51
D E-STAMP CORP                   COM              269154100       10     5500 SH      SHARED      01          5500
D E-STAMP CORP                   COM              269154100        7     4000 SH      SHR/OTHR    01                   4000
D E-STAMP CORP                   COM              269154100        5     2800 SH      SHARED      02          2800
D E-STAMP CORP                   COM              269154100        0       15 SH      SHARED      04            15
D E-STAMP CORP                   COM              269154100        0      200 SH      SHARED      05           200
D E-SYNC NETWORKS INC            COM              269156105       11     2000 SH      SHARED      02          2000
D E-TEK DYNAMICS INC             COM              269240107    12385    46950 SH      SHARED      01         46950
D E-TEK DYNAMICS INC             COM              269240107      751     2850 SH      SHARED      02           250              2600
D E-TEK DYNAMICS INC             COM              269240107     5741    21762 SH      SHARED      04         21762
D E-TEK DYNAMICS INC             COM              269240107       26      100 SH      SHARED      05           100
D E TOWN                         COM              269242103     1196    18004 SH      SHARED      01         18004
D E TOWN                         COM              269242103      147     2225 SH      SHR/OTHR    01                   2225
D E TOWN                         COM              269242103    11702   176151 SH      SHARED      04        176151
D E TRADE GROUP INC              SUB NT CV 144A07 269246AA2     1351  1500000 PRN     SHARED      01       1500000
D E TRADE GROUP INC              SUB NT CV 144A07 269246AA2   107759119600000 PRN     SHARED      04     119600000
D E TRADE GROUP INC              COM              269246104     5223   316553 SH      SHARED      01        316353               200
D E TRADE GROUP INC              COM              269246104     2355   142754 SH      SHARED      04        142754
D E TRADE GROUP INC              COM              269246104      580    35200 SH      SHARED      05         35200
D EXX INC                        CL A             269282109        1     1500 SH      SHARED      01          1500
D E Z EM INC                     CL B             269305306        0       55 SH      SHARED      01            55
D EAGLE BANCSHARES INC           COM              26942C109        4      400 SH      SHARED      01           400
D EAGLE BANCSHARES INC           COM              26942C109       24     2189 SH      SHARED      02          1189              1000
D EARTHGRAINS CO                 COM              270319106     1796    92409 SH      SHARED      01         91933               476
D EARTHGRAINS CO                 COM              270319106        7      384 SH      SHR/OTHR    01                             384
D EARTHGRAINS CO                 COM              270319106       17      900 SH      SHARED      02                             900
D EARTHGRAINS CO                 COM              270319106       86     4473 SH      SHARED      04          4473
D EARTHGRAINS CO                 COM              270319106       40     2100 SH      SHARED      05          2100
D EARTHSHELL CORP                COM              27032B100       76    25123 SH      SHARED      01         25123
D EARTHWEB INC                   SB NT CV144A7%05 27032CAA6     3552  7220000 PRN     SHARED      04       7220000
D EARTHWEB INC                   COM              27032C108      194    13859 SH      SHARED      01         13859
D EARTHWEB INC                   COM              27032C108      222    15911 SH      SHARED      04         15911
D EARTHLINK INC                  COM              270321102     1310    84871 SH      SHARED      01         84871
D EARTHLINK INC                  COM              270321102       32     2107 SH      SHARED      02          1807               300
D EARTHLINK INC                  COM              270321102      288    18712 SH      SHARED      04         18712
D EAST WEST BANCORP INC          COM              27579R104      541    37652 SH      SHARED      01         37652
D EASTERN CO                     COM              276317104        1      150 SH      SHARED      01           150
D EASTERN ENTERPRISES            COM              27637F100    12389   196656 SH      SHARED      01        195856               800
D EASTERN ENTERPRISES            COM              27637F100      138     2200 SH      SHARED      02           500              1700
D EASTERN ENTERPRISES            COM              27637F100     6755   107236 SH      SHARED      04        107236
D EASTERN ENTERPRISES            COM              27637F100       31      500 SH      SHARED      05           500
D EASTGROUP PPTY INC             COM              277276101      474    22508 SH      SHARED      01         22508
D EASTGROUP PPTY INC             COM              277276101        0       34 SH      SHARED      02            34
D EASTGROUP PPTY INC             COM              277276101      164     7829 SH      SHARED      04          7829
D EASTMAN CHEM CO                COM              277432100    28644   599893 SH      SHARED      01        599893
D EASTMAN CHEM CO                COM              277432100       88     1846 SH      SHR/OTHR    01                   1293      553
D EASTMAN CHEM CO                COM              277432100       66     1400 SH      SHARED      02           100              1300
D EASTMAN CHEM CO                COM              277432100     4455    93305 SH      SHARED      04         93305
D EASTMAN CHEM CO                COM              277432100      558    11700 SH      SHARED      05         11700
D EASTMAN KODAK CO               COM              277461109   151391  2544399 SH      SHARED      01       2543105              1294
D EASTMAN KODAK CO               COM              277461109      946    15912 SH      SHR/OTHR    01                  14346     1566
D EASTMAN KODAK CO               COM              277461109      266     4487 SH      SHARED      02          1055              3432
D EASTMAN KODAK CO               COM              277461109    37817   635585 SH      SHARED      04        635585
D EATON CORP                     COM              278058102    39623   591397 SH      SHARED      01        591147               250
D EATON CORP                     COM              278058102        6       90 SH      SHARED      02            90
D EATON CORP                     COM              278058102     4622    68987 SH      SHARED      04         68987
D EATON CORP                     COM              278058102      489     7300 SH      SHARED      05          7300
D EATON VANCE CORP               COM NON VTG      278265103     2290    49514 SH      SHARED      01         49514
D EATON VANCE CORP               COM NON VTG      278265103       87     1900 SH      SHARED      02                            1900
D EATON VANCE CORP               COM NON VTG      278265103      673    14554 SH      SHARED      04         14554
D EBAY INC                       COM              278642103    13881   255596 SH      SHARED      01        252536              3060
D EBAY INC                       COM              278642103     1007    18550 SH      SHARED      02         18550
D EBAY INC                       COM              278642103     1999    36810 SH      SHARED      04         36810
D EBENX INC                      COM              278668108       59     2800 SH      SHARED      01          2800
D EBIX COM INC                   COM              278715107       52    10400 SH      SHARED      01         10400
D ECHELON CORP                   COM              27874N105     1558    26900 SH      SHARED      01         26900
D ECHELON CORP                   COM              27874N105        5      101 SH      SHR/OTHR    01                             101
D ECHELON CORP                   COM              27874N105      289     5000 SH      SHARED      02          5000
D ECHELON CORP                   COM              27874N105      958    16542 SH      SHARED      04         16542
D ECHO BAY MINES LTD             COM              278751102       16    15400 SH      SHARED      01         15400
D ECHOSTAR COMMUNICATIONS NEW    CL A             278762109     4564   137850 SH      SHARED      01        137850
D ECHOSTAR COMMUNICATIONS NEW    CL A             278762109      511    15450 SH      SHARED      02         13400              2050
D ECHOSTAR COMMUNICATIONS NEW    CL A             278762109     8704   262905 SH      SHARED      04        262905
D ECHOSTAR COMMUNICATIONS NEW    CL A             278762109       49     1500 SH      SHARED      05          1500
D ECHOSTAR COMMUNICATIONS NEW    PFD CV SER C     278762307     4663     8700 SH      SHARED      04          8700
D ECLIPSE SURGICAL TECHNOLOGIES  COM              278849104        0       50 SH      SHARED      01            50
D ECLIPSE SURGICAL TECHNOLOGIES  COM              278849104      122    28000 SH      SHARED      02         28000
D ECLIPSE SURGICAL TECHNOLOGIES  COM              278849104      169    38662 SH      SHARED      04         38662
D ECLIPSYS CORP                  COM              278856109      596    79469 SH      SHARED      01         79469
D ECLIPSYS CORP                  COM              278856109        9     1260 SH      SHARED      02          1260
D ECLIPSYS CORP                  COM              278856109     1715   228687 SH      SHARED      03        228687
D ECLIPSYS CORP                  COM              278856109        0       30 SH      SHARED      04            30
D ECOLAB INC                     COM              278865100    37321   955453 SH      SHARED      01        953053              2400
D ECOLAB INC                     COM              278865100      273     7000 SH      SHR/OTHR    01                   7000
D ECOLAB INC                     COM              278865100     2611    66861 SH      SHARED      04         66861
D ECOLAB INC                     COM              278865100      171     4400 SH      SHARED      05          4400
D EDISON INTL                    COM              281020107    54812  2673759 SH      SHARED      01       2669159              4600
D EDISON INTL                    COM              281020107      372    18162 SH      SHR/OTHR    01                  10200     7962
D EDISON INTL                    COM              281020107       83     4069 SH      SHARED      02                            4069
D EDISON INTL                    COM              281020107     5487   267683 SH      SHARED      04        267683
D EDISON INTL                    COM              281020107      141     6900 SH      SHARED      05          6900
D EDISON SCHOOLS INC             CL A             281033100      440    19000 SH      SHARED      01         19000
D EDUCATION MGMT CORP            COM              28139T101      651    36080 SH      SHARED      01         36080
D EDUCATION MGMT CORP            COM              28139T101       44     2480 SH      SHARED      04          2480
D EDUCATIONAL VIDEO CONFERENCING COM              281505107       31     2000 SH      SHARED      02          2000
D J D EDWARDS & CO               COM              281667105     1041    69150 SH      SHARED      01         69150
D J D EDWARDS & CO               COM              281667105      272    18118 SH      SHARED      04         18118
D EDWARDS LIFESCIENCES CORP      COM              28176E108     2921   157941 SH      SHARED      01        156421              1520
D EDWARDS LIFESCIENCES CORP      COM              28176E108      250    13557 SH      SHR/OTHR    01                  13158      399
D EDWARDS LIFESCIENCES CORP      COM              28176E108       34     1849 SH      SHARED      02           671              1178
D EDWARDS LIFESCIENCES CORP      COM              28176E108      819    44304 SH      SHARED      04         44304
D EDWARDS LIFESCIENCES CORP      COM              28176E108      142     7700 SH      SHARED      05          7700
D EDWARDS AG INC                 COM              281760108     5532   141850 SH      SHARED      01        141850
D EDWARDS AG INC                 COM              281760108       95     2450 SH      SHARED      02                            2450
D EDWARDS AG INC                 COM              281760108     2575    66039 SH      SHARED      04         66039
D EDWARDS AG INC                 COM              281760108      358     9200 SH      SHARED      05          9200
D EFAX COM                       COM              282012103        6     5150 SH      SHARED      01          5150
D EFAX COM                       COM              282012103        6     5000 SH      SHARED      02          5000
D EFAX COM                       COM              282012103       21    17495 SH      SHARED      04         17495
D EFFICIENT NETWORKS INC         COM              282056100     1405    19100 SH      SHARED      01         19100
D EFFICIENT NETWORKS INC         COM              282056100       14      200 SH      SHARED      02           200
D EFFICIENT NETWORKS INC         COM              282056100      434     5900 SH      SHARED      04          5900
D EGAIN COMMUNICATIONS           COM              28225C103       72     6000 SH      SHARED      01          6000
D EGAIN COMMUNICATIONS           COM              28225C103      175    14500 SH      SHARED      02         14500
D EGAMES INC                     COM              282253103       24    17900 SH      SHARED      01         17900
D EGGHEAD COM INC NEW            COM              282329101       47    16215 SH      SHARED      01         16215
D EGGHEAD COM INC NEW            COM              282329101      140    47699 SH      SHARED      04         47699
D EGLOBE INC                     COM              282339100      229    76481 SH      SHARED      01         76481
D EGLOBE INC                     COM              282339100      120    40031 SH      SHARED      04         40031
D EGREETINGS NETWORK INC         COM              282343102       28    20400 SH      SHARED      01         20400
D EGREETINGS NETWORK INC         COM              282343102        9     7000 SH      SHARED      02          7000
D EIRCOM PLC                     SPON ADR EURO    28257P105       53     5000 SH      SHARED      04          5000
D 8X8 INC                        COM              282912104       76     6400 SH      SHARED      01          6400
D 8X8 INC                        COM              282912104      129    10800 SH      SHARED      04         10800
D EL PASO ELEC CO                COM NEW          283677854      922    82430 SH      SHARED      01         82430
D EL PASO ELEC CO                COM NEW          283677854    13332  1191761 SH      SHARED      04       1191761
D EL PASO ENERGY PARTNERS L P    COM              28368B102       73     3000 SH      SHR/OTHR    01                   3000
D EL PASO ENERGY CORP DEL        COM              283905107   106216  2085256 SH      SHARED      01       2077456              7800
D EL PASO ENERGY CORP DEL        COM              283905107     2279    44742 SH      SHR/OTHR    01                  40798     3944
D EL PASO ENERGY CORP DEL        COM              283905107     1906    37426 SH      SHARED      02         10020             27406
D EL PASO ENERGY CORP DEL        COM              283905107     7393   145142 SH      SHARED      04        145142
D EL PASO ENERGY CORP DEL        COM              283905107      774    15200 SH      SHARED      05         15200
D ELAN PLC                       ADR              284131208    89892  1855855 SH      SHARED      01       1853955              1900
D ELAN PLC                       ADR              284131208       92     1900 SH      SHR/OTHR    01                            1900
D ELAN PLC                       ADR              284131208     1291    26669 SH      SHARED      02         17850              8819
D ELAN PLC                       ADR              284131208       23      486 SH      SHARED      04           486
D ELANTEC SEMICONDUCTOR INC      COM              284155108      946    13600 SH      SHARED      01         13600
D ELANTEC SEMICONDUCTOR INC      COM              284155108      222     3194 SH      SHARED      02          3194
D ELANTEC SEMICONDUCTOR INC      COM              284155108      738    10605 SH      SHARED      04         10605
D ELCOM INTL INC                 COM              284434107       48     7000 SH      SHARED      01          7000
D ELCOR CORP                     COM              284443108     1281    55708 SH      SHARED      01         55708
D ELCOR CORP                     COM              284443108      119     5186 SH      SHARED      04          5186
D ELCOTEL INC                    COM              284447109       30    19800 SH      SHARED      01         19800
D ELDERTRUST                     COM SH BEN INT   284560109       84    75000 SH      SHARED      02         24000             51000
D ELDERTRUST                     COM SH BEN INT   284560109       61    55000 SH      SHARED      04         55000
D ELECTRIC FUEL CORP             COM              284871100      145     9500 SH      SHARED      01          9500
D ELECTRIC LIGHTWAVE INC         CL A             284895109      220    11805 SH      SHARED      01         11805
D ELECTRIC LIGHTWAVE INC         CL A             284895109        0        3 SH      SHARED      04             3
D ELECTRO RENT CORP              COM              285218103      286    23411 SH      SHARED      01         23411
D ELECTRO RENT CORP              COM              285218103        0       22 SH      SHARED      04            22
D ELECTRO SCIENTIFIC INDS        COM              285229100     3111    70667 SH      SHARED      01         70667
D ELECTRO SCIENTIFIC INDS        COM              285229100       70     1600 SH      SHR/OTHR    01                   1600
D ELECTRO SCIENTIFIC INDS        COM              285229100       28      638 SH      SHARED      04           638
D ELECTROGLAS INC                COM              285324109     1122    52229 SH      SHARED      01         52229
D ELECTROGLAS INC                COM              285324109      122     5716 SH      SHARED      04          5716
D ELECTROGLAS INC                COM              285324109        4      200 SH      SHARED      05           200
D ELECTRONIC ARTS INC            COM              285512109    13877   190263 SH      SHARED      01        190263
D ELECTRONIC ARTS INC            COM              285512109     7829   107348 SH      SHARED      02         37877             69471
D ELECTRONIC ARTS INC            COM              285512109     1952    26763 SH      SHARED      04         26763
D ELECTRONIC DATA SYS NEW        COM              285661104   151462  3671817 SH      SHARED      01       3666830              4987
D ELECTRONIC DATA SYS NEW        COM              285661104     1416    34335 SH      SHR/OTHR    01                  26462     7873
D ELECTRONIC DATA SYS NEW        COM              285661104      265     6440 SH      SHARED      02          2840              3600
D ELECTRONIC DATA SYS NEW        COM              285661104    31882   772920 SH      SHARED      04        772920
D ELECTRONIC DATA SYS NEW        COM              285661104      313     7600 SH      SHARED      05          7600
D ELECTRONICS BOUTIQUE HLDGS CP  COM              286045109      242    14805 SH      SHARED      01         14805
D ELECTRONICS BOUTIQUE HLDGS CP  COM              286045109        0        9 SH      SHARED      04             9
D ELECTRONICS FOR IMAGING INC    COM              286082102     1698    67084 SH      SHARED      01         67084
D ELECTRONICS FOR IMAGING INC    COM              286082102       50     2000 SH      SHR/OTHR    01                   2000
D ELECTRONICS FOR IMAGING INC    COM              286082102      179     7107 SH      SHARED      04          7107
D ELF AQUITAINE                  SPONSORED ADR    286269105      555     5501 SH      SHARED      01          5501
D ELF AQUITAINE                  SPONSORED ADR    286269105      141     1400 SH      SHARED      04          1400
D ELLSWORTH CONV GROWTH & INCOME COM              289074106        8      900 SH      SHARED      04           900
D ELMIRA SVGS BK FSB N Y         COM              289660102       39     2221 SH      SHARED      01          2221
D ELOQUENT INC                   COM              290140102       17     1900 SH      SHARED      01          1900
D ELOQUENT INC                   COM              290140102        1      200 SH      SHARED      02           200
D ELOT INC                       COM              290143106        6     3350 SH      SHARED      01          3350
D ELOT INC                       COM              290143106      250   133689 SH      SHARED      04        133689
D ELOYALTY CORP                  COM              290151109     1232    96666 SH      SHARED      01         96666
D ELOYALTY CORP                  COM              290151109      255    20000 SH      SHARED      02                           20000
D ELSEVIER N V                   SPON ADR NEW     290259100       46     1900 SH      SHARED      04          1900
D ELTRAX SYS INC                 COM              290375104        0       73 SH      SHARED      01            73
D ELTRAX SYS INC                 COM              290375104        0       81 SH      SHR/OTHR    01                     81
D EMAGIN CORP                    COM              29076N107      212    16565 SH      SHARED      01         16565
D E MACHINES INC                 COM              29076P102       43    16300 SH      SHARED      01         16300
D E MACHINES INC                 COM              29076P102        5     2000 SH      SHR/OTHR    01                            2000
D EMBARCADERO TECHNOLOGIES INC   COM              290787100       32     1100 SH      SHARED      01          1100
D EMBRATEL PARTICIPACOES S A     SPON ADR PFD     29081N100    13623   576665 SH      SHARED      01        576665
D EMBRATEL PARTICIPACOES S A     SPON ADR PFD     29081N100     1167    49400 SH      SHARED      04         49400
D EMBRATEL PARTICIPACOES S A     SPON ADR PFD     29081N100        4      200 SH      SHARED      05           200
D EMBOTELLADORA ANDINA S A       SPON ADR A       29081P204       59     5100 SH      SHARED      01          5100
D EMBOTELLADORA ANDINA S A       SPON ADR A       29081P204        1      100 SH      SHARED      02           100
D EMBOTELLADORA ANDINA S A       SPON ADR A       29081P204      771    65700 SH      SHARED      04         65700
D EMBOTELLADORA ANDINA S A       SPON ADR B       29081P303        0      100 SH      SHARED      02           100
D EMBOTELLADORA ANDINA S A       SPON ADR B       29081P303     1080   113000 SH      SHARED      04        113000
D EMCOR GROUP INC                COM              29084Q100      664    28656 SH      SHARED      01         28656
D EMCORE CORP                    COM              290846104     2790    23254 SH      SHARED      01         23254
D EMCORE CORP                    COM              290846104      360     3000 SH      SHARED      02          3000
D EMCORE CORP                    COM              290846104       24      200 SH      SHARED      04           200
D EMCORE CORP                    COM              290846104       72      600 SH      SHARED      05           600
D EMERGE INTERACTIVE INC         CL A             29088W103       86     4810 SH      SHARED      01          4060               750
D EMERGE INTERACTIVE INC         CL A             29088W103        0       50 SH      SHR/OTHR    01                     50
D EMERGE INTERACTIVE INC         CL A             29088W103        1       65 SH      SHARED      02            50                15
D EMERGING MKTS TELECOMMUNICATNS COM              290887108        1      100 SH      SHARED      02                             100
D EMERGING MKTS TELECOMMUNICATNS COM              290887108       29     2000 SH      SHARED      04          2000
D EMERGING VISION INC            COM              29089W102       75    31675 SH      SHARED      04         31675
D EMERGING MKTS INFRASTRUCTURE   COM              290921105        4      421 SH      SHARED      02                             421
D EMERGING MKTS INFRASTRUCTURE   COM              290921105    16914  1439558 SH      SHARED      04       1439558
D EMERGENT INFORMATION TECH INC  COM              290931104       72    34200 SH      SHARED      01         34200
D EMERSON ELEC CO                COM              291011104   271391  4495096 SH      SHARED      01       4467598     1850    25648
D EMERSON ELEC CO                COM              291011104    13614   225492 SH      SHR/OTHR    01                 137406    88086
D EMERSON ELEC CO                COM              291011104      733    12145 SH      SHARED      02          2783              9362
D EMERSON ELEC CO                COM              291011104    41159   681734 SH      SHARED      04        681734
D EMERSON ELEC CO                COM              291011104     1183    19600 SH      SHARED      05         19600
D EMISPHERE TECHNOLOGIES INC     COM              291345106     1413    33182 SH      SHARED      01         33182
D EMISPHERE TECHNOLOGIES INC     COM              291345106       78     1850 SH      SHARED      02          1850
D EMISPHERE TECHNOLOGIES INC     COM              291345106      503    11806 SH      SHARED      04         11806
D EMMIS COMMUNICATIONS CORP      CL A             291525103     1770    42800 SH      SHARED      01         42800
D EMMIS COMMUNICATIONS CORP      CL A             291525103        8      200 SH      SHARED      02                             200
D EMMIS COMMUNICATIONS CORP      CL A             291525103      472    11414 SH      SHARED      04         11414
D EMMIS COMMUNICATIONS CORP      CL A             291525103        4      100 SH      SHARED      05           100
D EMMIS COMMUNICATIONS CORP      PFD CV SER A     291525202    17025   293550 SH      SHARED      04        293550
D EMPIRE DIST ELEC CO            COM              291641108      785    35604 SH      SHARED      01         35604
D EMPIRE DIST ELEC CO            COM              291641108       31     1424 SH      SHARED      04          1424
D EMPIRE OF CAROLINA INC         COM              292007101        2     8600 SH      SHARED      04          8600
D EMPRESA NACIONAL DE ELCTRCIDAD SPONSORED ADR    29244T101       37     3428 SH      SHARED      01          3428
D EMPRESA NACIONAL DE ELCTRCIDAD SPONSORED ADR    29244T101     1370   123914 SH      SHARED      04        123914
D EMPRESAS ICA SOCIEDAD CONTRLAD SUB DB CONV 5%04 292448AC1       18    40000 PRN     SHARED      02                           40000
D EN POINTE TECHNOLOGIES INC     COM              29247F108       21     2400 SH      SHARED      01          2400
D EMULEX CORP                    COM NEW          292475209     2863    43600 SH      SHARED      01         43600
D EMULEX CORP                    COM NEW          292475209      645     9828 SH      SHARED      02          7680              2148
D EMULEX CORP                    COM NEW          292475209     2190    33354 SH      SHARED      04         33354
D EMULEX CORP                    COM NEW          292475209      210     3200 SH      SHARED      05          3200
D ENCHIRA BIOTECHNOLOGY CORP     COM              29251Q107       17     2785 SH      SHARED      01          2785
D ENCHIRA BIOTECHNOLOGY CORP     COM              29251Q107        3      642 SH      SHARED      02           571                71
D ENCOMPASS SVCS CORP            COM              29255U104      644   112040 SH      SHARED      01        104717              7323
D ENCOMPASS SVCS CORP            COM              29255U104       11     2002 SH      SHARED      04          2002
D ENCORE WIRE CORP               COM              292562105       55    10350 SH      SHARED      01         10350
D ENDESA S A                     SPONSORED ADR    29258N107       68     3500 SH      SHARED      01          3500
D ENDESA S A                     SPONSORED ADR    29258N107      146     7500 SH      SHARED      04          7500
D ENDOCARE INC                   COM              29264P104      358    17712 SH      SHARED      01         17712
D ENDOCARE INC                   COM              29264P104       20     1000 SH      SHR/OTHR    01                   1000
D ENDOCARE INC                   COM              29264P104       84     4196 SH      SHARED      04          4196
D ENERGEN CORP                   COM              29265N108     1620    74315 SH      SHARED      01         74315
D ENERGEN CORP                   COM              29265N108       48     2235 SH      SHARED      04          2235
D ENERGY CONVERSION DEVICES INC  COM              292659109      651    25657 SH      SHARED      01         25657
D ENERGY CONVERSION DEVICES INC  COM              292659109       19      750 SH      SHARED      02           750
D ENERGY CONVERSION DEVICES INC  COM              292659109      107     4224 SH      SHARED      04          4224
D ENERGY EAST CORP               COM              29266M109    11605   608847 SH      SHARED      01        608847
D ENERGY EAST CORP               COM              29266M109      139     7330 SH      SHARED      02          2730              4600
D ENERGY EAST CORP               COM              29266M109    39130  2052799 SH      SHARED      04       2052799
D ENERGY EAST CORP               COM              29266M109      287    15100 SH      SHARED      05         15100
D ENERGIZER HLDGS INC            COM              29266R108     2525   138391 SH      SHARED      01        138391
D ENERGIZER HLDGS INC            COM              29266R108       57     3168 SH      SHR/OTHR    01                   1326     1842
D ENERGIZER HLDGS INC            COM              29266R108       46     2531 SH      SHARED      02          2531
D ENERGIZER HLDGS INC            COM              29266R108      763    41810 SH      SHARED      04         41810
D ENERGIZER HLDGS INC            COM              29266R108      242    13300 SH      SHARED      05         13300
D ENERSIS S A                    SPONSORED ADR    29274F104       42     2147 SH      SHARED      01          2147
D ENERSIS S A                    SPONSORED ADR    29274F104      125     6300 SH      SHARED      04          6300
D ENGAGE INC                     COM              292827102      522    40400 SH      SHARED      01         40400
D ENGAGE INC                     COM              292827102        3      300 SH      SHARED      02                             300
D ENGELHARD CORP                 COM              292845104    15981   936647 SH      SHARED      01        936647
D ENGELHARD CORP                 COM              292845104      315    18513 SH      SHARED      02          7285             11228
D ENGELHARD CORP                 COM              292845104     1112    65190 SH      SHARED      04         65190
D ENGELHARD CORP                 COM              292845104       46     2700 SH      SHARED      05          2700
D ENGINEERED SUPPORT SYS INC     COM              292866100        8      600 SH      SHARED      01           600
D ENGINEERING ANIMATION INC      COM              292872108       29     3150 SH      SHARED      01          3150
D ENGINEERING ANIMATION INC      COM              292872108      224    24061 SH      SHARED      04         24061
D ENGLE HOMES INC                COM              292896107        5      600 SH      SHARED      01           600
D ENERGYNORTH INC                COM              292925104      131     2217 SH      SHARED      01          2217
D ENERGYNORTH INC                COM              292925104      391     6600 SH      SHARED      04          6600
D ENDOCARDIAL SOLUTIONS INC      COM              292962107        0      100 SH      SHARED      01           100
D ENERGYSOUTH INC                COM              292970100        2      150 SH      SHARED      01           150
D ENESCO GROUP INC               COM              292973104      132    27825 SH      SHARED      01         27825
D ENESCO GROUP INC               COM              292973104      127    26926 SH      SHARED      04         26926
D ENHANCE FINL SVCS GROUP INC    COM              293310108      715    49761 SH      SHARED      01         49761
D ENHANCE FINL SVCS GROUP INC    COM              293310108     1001    69643 SH      SHARED      04         69643
D ENRON CORP                     COM              293561106       48      750 SH      SHR/OTHR    04                    150      600
D ENRON CORP                     COM              293561106   554791  8601417 SH      SHARED      01       7956503            644914
D ENRON CORP                     COM              293561106    20969   325113 SH      SHR/OTHR    01                 160494   164619
D ENRON CORP                     COM              293561106     3035    47065 SH      SHARED      02         14860             32205
D ENRON CORP                     COM              293561106    63011   976917 SH      SHARED      04        976732               185
D ENRON CORP                     COM              293561106     2296    35600 SH      SHARED      05         35600
D ENRON CORP                     COM              293561106    51646   800720 SH      SHARED      06        800720
D ENTERCOM COMMUNICATIONS CORP   CL A             293639100      472     9700 SH      SHARED      01          9700
D ENTERCOM COMMUNICATIONS CORP   CL A             293639100      234     4800 SH      SHARED      02          4000               800
D ENTERCOM COMMUNICATIONS CORP   CL A             293639100     1114    22860 SH      SHARED      04         22860
D ENTERGY CORP NEW               COM              29364G103    50740  1866336 SH      SHARED      01       1864036              2300
D ENTERGY CORP NEW               COM              29364G103      218     8050 SH      SHR/OTHR    01                            8050
D ENTERGY CORP NEW               COM              29364G103       24      900 SH      SHARED      02           100               800
D ENTERGY CORP NEW               COM              29364G103     3978   146348 SH      SHARED      04        146348
D ENTERGY CORP NEW               COM              29364G103      130     4800 SH      SHARED      05          4800
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T105      291    21088 SH      SHARED      01         21088
D ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T105        0       24 SH      SHARED      04            24
D ENTREMED INC                   COM              29382F103     1390    46455 SH      SHARED      01         46455
D ENTREMED INC                   COM              29382F103      299    10000 SH      SHR/OTHR    01                           10000
D ENTREMED INC                   COM              29382F103       82     2750 SH      SHARED      02          2600               150
D ENTREMED INC                   COM              29382F103        0       32 SH      SHARED      04            32
D ENTRADE INC                    COM              29382L100       41     5900 SH      SHARED      04          5900
D ENTRUST TECHNOLOGIES INC       COM              293848107     3310    40000 SH      SHARED      01         40000
D ENTRUST TECHNOLOGIES INC       COM              293848107      302     3650 SH      SHARED      02          3650
D ENTRUST TECHNOLOGIES INC       COM              293848107     2057    24859 SH      SHARED      04         24859
D ENTRUST TECHNOLOGIES INC       COM              293848107     6206    75000 SH      SHARED      06         75000
D ENZON INC                      COM              293904108    14278   335961 SH      SHARED      01        329366              6595
D ENZON INC                      COM              293904108        6      150 SH      SHARED      04           150
D EPCOS AG                       ARD              29410P107      147     1500 SH      SHARED      04          1500
D EPCOS AG                       ARD              29410P107     1664    16900 SH      SHARED      05         16900
D ENZO BIOCHEM INC               COM              294100102     2555    37035 SH      SHARED      01         37035
D ENZO BIOCHEM INC               COM              294100102       42      613 SH      SHARED      04           613
D EOTT ENERGY PARTNERS L P       UNIT LTD PRTNR   294103106       18     1300 SH      SHARED      02          1300
D EPIMMUNE INC                   COM              29425Y101       44     7000 SH      SHARED      01          7000
D EPICOR SOFTWARE CORP           COM              29426L108       10     4362 SH      SHARED      01          4362
D EPICOR SOFTWARE CORP           COM              29426L108        1      700 SH      SHARED      02           700
D EPICOR SOFTWARE CORP           COM              29426L108      206    82738 SH      SHARED      04         82738
D EPICEDGE INC                   COM              29426X102      233    10154 SH      SHARED      01         10154
D EPICEDGE INC                   COM              29426X102        0       12 SH      SHARED      02            12
D EPICEDGE INC                   COM              29426X102      147     6419 SH      SHARED      04          6419
D EPITOPE INC                    COM              294261102      687    50000 SH      SHARED      02                           50000
D EPLUS INC                      COM              294268107      166     6300 SH      SHARED      01          6300
D EPLUS INC                      COM              294268107       38     1447 SH      SHARED      04          1447
D EPOCH PHARMACEUTICALS INC      COM              294273107      186    21000 SH      SHARED      02         21000
D EPRESENCE INC                  COM              294348107      325    44874 SH      SHARED      01         44874
D EPRESENCE INC                  COM              294348107        0       73 SH      SHARED      04            73
D EPRISE CORP                    COM              294352109      179    10900 SH      SHARED      01         10900
D EPRISE CORP                    COM              294352109     1875   114100 SH      SHARED      02         99750             14350
D EQUANT N V                     NY REG SHS       294409107     6277   145978 SH      SHARED      02        145978
D EQUANT N V                     NY REG SHS       294409107       38      900 SH      SHARED      01           900
D EQUANT N V                     NY REG SHS       294409107        6      150 SH      SHARED      02                             150
D EQUANT N V                     NY REG SHS       294409107      369     8600 SH      SHARED      04          8600
D EQUIFAX INC                    COM              294429105    39090  1489158 SH      SHARED      01       1470958             18200
D EQUIFAX INC                    COM              294429105     2115    80572 SH      SHR/OTHR    01                  65072    15500
D EQUIFAX INC                    COM              294429105      400    15250 SH      SHARED      02          4900             10350
D EQUIFAX INC                    COM              294429105     1829    69697 SH      SHARED      04         69697
D EQUIFAX INC                    COM              294429105       86     3300 SH      SHARED      05          3300
D EQUINOX SYS INC                COM              294436100       45     7500 SH      SHARED      01          7500
D EQUITABLE BK MD                COM              29444Q105       80     6510 SH      SHARED      01          6510
D EQUITABLE RES INC              COM              294549100    10299   213470 SH      SHARED      01        213120               350
D EQUITABLE RES INC              COM              294549100      579    12012 SH      SHR/OTHR    01                   4275     7737
D EQUITABLE RES INC              COM              294549100       14      300 SH      SHARED      02           300
D EQUITABLE RES INC              COM              294549100     2331    48326 SH      SHARED      04         48326
D EQUITABLE RES INC              COM              294549100       72     1500 SH      SHARED      05          1500
D EQUITY INCOME FD               UT 1 EX SR-ATT   294700703      279     1600 SH      SHARED      01          1300               300
D EQUITY INCOME FD               UT 1 EX SR-ATT   294700703      174     1000 SH      SHR/OTHR    01                            1000
D EQUITY INCOME FD               UT 1 EX SR-ATT   294700703      104      600 SH      SHARED      02                             600
D EQUITY INNS INC                COM              294703103      435    71032 SH      SHARED      01         71032
D EQUITY INNS INC                COM              294703103        0       69 SH      SHARED      04            69
D EQUITY OFFICE PROPERTIES TRUST COM              294741103    12609   457504 SH      SHARED      01        457504
D EQUITY OFFICE PROPERTIES TRUST COM              294741103        9      350 SH      SHR/OTHR    01                    350
D EQUITY OFFICE PROPERTIES TRUST COM              294741103      238     8648 SH      SHARED      02          8298               350
D EQUITY OFFICE PROPERTIES TRUST COM              294741103      972    35269 SH      SHARED      04         35269
D EQUITY OFFICE PROPERTIES TRUST PFD CV B 5.25%   294741509     2112    50000 SH      SHARED      04         50000
D EQUITY ONE                     COM              294752100       19     2000 SH      SHARED      01          2000
D EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107     9506   206664 SH      SHARED      01        205824               840
D EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107       25      550 SH      SHR/OTHR    01                    250      300
D EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107     1109    24124 SH      SHARED      02         12313             11811
D EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107     2037    44295 SH      SHARED      04         44295
D EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107        9      200 SH      SHARED      05           200
D EQUITY RESIDENTIAL PPTYS TR    PFD CV 1/10 G    29476L859       65     2900 SH      SHARED      02          2900
D EQUITY RESIDENTIAL PPTYS TR    PFD CONV E 7%    29476L883     2685   104300 SH      SHARED      04        104300
D EQUUS II INC                   COM              294766100        6      600 SH      SHARED      04           600
D ERICSSON L M TEL CO            ADR CL B SEK10   294821400     6703   335176 SH      SHARED      01        200756            134420
D ERICSSON L M TEL CO            ADR CL B SEK10   294821400      416    20800 SH      SHR/OTHR    01                           20800
D ERICSSON L M TEL CO            ADR CL B SEK10   294821400     8751   437572 SH      SHARED      02         87842            349730
D ERICSSON L M TEL CO            ADR CL B SEK10   294821400     9390   469540 SH      SHARED      04        467040              2500
D ERICSSON L M TEL CO            ADR CL B SEK10   294821400      106     5300 SH      SHARED      05          5300
D ERIE INDTY CO                  CL A             29530P102     1102    34995 SH      SHARED      01         34995
D ERIE INDTY CO                  CL A             29530P102      636    20195 SH      SHARED      04         20195
D ESHARE TECHNOLOGIES INC GA     COM              296428105        0       50 SH      SHARED      01            50
D ESHARE TECHNOLOGIES INC GA     COM              296428105       78    11175 SH      SHARED      04         11175
D ESPEED INC                     CL A             296643109      412     9500 SH      SHARED      01          9500
D ESPEED INC                     CL A             296643109        8      200 SH      SHARED      04           200
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       54     3000 SH      SHARED      02                            3000
D ESPIRITO SANTO FINL GROUP SA   SPONSORED ADR    29665F200       18     1000 SH      SHARED      04          1000
D ESSEX BANCORP INC DEL          COM              296687106       12     9600 SH      SHARED      01          9600
D ESOFT INC                      COM              296904105       53     7650 SH      SHARED      01          6800               850
D ESSEX PPTY TR INC              COM              297178105     1151    27405 SH      SHARED      01         27405
D ESSEX PPTY TR INC              COM              297178105        1       29 SH      SHARED      04            29
D ESTERLINE TECHNOLOGIES CORP    COM              297425100      376    25312 SH      SHARED      01         25312
D ESTERLINE TECHNOLOGIES CORP    COM              297425100        0       29 SH      SHARED      04            29
D ETHAN ALLEN INTERIORS INC      COM              297602104     2206    91947 SH      SHARED      01         91947
D ETHAN ALLEN INTERIORS INC      COM              297602104      294    12254 SH      SHARED      04         12254
D ETHYL CORP                     COM              297659104      357   142965 SH      SHARED      01        142965
D ETHYL CORP                     COM              297659104        5     2000 SH      SHARED      02          1400               600
D ETHYL CORP                     COM              297659104       51    20603 SH      SHARED      04         20603
D ETHYL CORP                     COM              297659104       27    11000 SH      SHARED      05         11000
D ETINUUM INC                    COM              297664104       86    15400 SH      SHARED      01         15400
D ETOYS INC                      SUB NT CV 144A04 297862AA2     9996 23800000 PRN     SHARED      04      23800000
D ETOYS INC                      COM              297862104      554    87400 SH      SHARED      01         87400
D ETOYS INC                      COM              297862104       15     2466 SH      SHARED      02          1966               500
D EUFAULA BANCCORP INC           COM              29816N102       73     8600 SH      SHARED      01          8600
D EUROPEAN WT FD INC             COM              298792102       17     1182 SH      SHARED      02          1182
D EUROWEB INTL CORP              COM              298801101       17     6300 SH      SHARED      01          6300
D EVERGREEN RES INC              COM NO PAR       299900308      984    33244 SH      SHARED      01         33244
D EVERGREEN RES INC              COM NO PAR       299900308       59     2000 SH      SHARED      02                            2000
D EVERGREEN RES INC              COM NO PAR       299900308        0       13 SH      SHARED      04            13
D EVERTRUST FINL GROUP INC       COM              300412103     1250   122800 SH      SHARED      04        122800
D EVOLVING SYS INC               COM              30049R100       36     6200 SH      SHARED      04          6200
D EXACTIS COM INC                COM              30064G104        0    15443 SH      SHARED      04         15443
D EXAR CORP                      COM              300645108     2898    33248 SH      SHARED      01         33248
D EXAR CORP                      COM              300645108      418     4803 SH      SHARED      04          4803
D EXAR CORP                      COM              300645108      174     2000 SH      SHARED      05          2000
D EXCALIBUR TECHNOLOGIES CORP    COM NEW          300651205     1300    32555 SH      SHARED      01         25805              6750
D EXCALIBUR TECHNOLOGIES CORP    COM NEW          300651205        9      229 SH      SHARED      04           229
D EXCEL LEGACY CORP              SUB DB CONV 9%04 300665AA4       12    16043 PRN     SHARED      01         16043
D EXCEL LEGACY CORP              COM              300665106        3     1200 SH      SHARED      01          1200
D EXCEL TECHNOLOGY INC           COM              30067T103     1471    29253 SH      SHARED      01         29253
D EXCEL TECHNOLOGY INC           COM              30067T103      147     2929 SH      SHARED      04          2929
D EXCELON CORP                   COM              300691102      149    18800 SH      SHARED      01         18800
D EXCELON CORP                   COM              300691102       15     2000 SH      SHARED      02          2000
D EXCELON CORP                   COM              300691102      114    14425 SH      SHARED      04         14425
D EXCHANGE APPLICATIONS          COM              300867108     1832    68831 SH      SHARED      01         68831
D EXCHANGE APPLICATIONS          COM              300867108     4171   156676 SH      SHARED      02        146876              9800
D EXCHANGE APPLICATIONS          COM              300867108        1       39 SH      SHARED      04            39
D EXELIXIS INC                   COM              30161Q104       73     2200 SH      SHARED      01          1200              1000
D EXTENDED SYSTEMS INC           COM              301973103      316     3300 SH      SHARED      01          3300
D EXTENDED SYSTEMS INC           COM              301973103      525     5478 SH      SHARED      04          5478
D EXIDE CORP                     COM              302051107      469    58717 SH      SHARED      01         53567              5150
D EXIDE CORP                     COM              302051107        0       28 SH      SHARED      04            28
D EXODUS COMMUNICATIONS INC      COM              302088109    26135   567400 SH      SHARED      01        558250              9150
D EXODUS COMMUNICATIONS INC      COM              302088109       82     1800 SH      SHR/OTHR    01                   1800
D EXODUS COMMUNICATIONS INC      COM              302088109    23415   508355 SH      SHARED      02        434295             74060
D EXODUS COMMUNICATIONS INC      COM              302088109     4959   107663 SH      SHARED      04        107663
D EXODUS COMMUNICATIONS INC      COM              302088109      313     6800 SH      SHARED      05          6800
D EXPEDIA INC                    COM              302125109       85     5800 SH      SHARED      01          5800
D EXPEDITORS INTL WASH INC       COM              302130109     2904    61150 SH      SHARED      01         61150
D EXPEDITORS INTL WASH INC       COM              302130109      396     8355 SH      SHARED      04          8355
D EXPRESS SCRIPTS INC            CL A             302182100     3090    49750 SH      SHARED      01         48250              1500
D EXPRESS SCRIPTS INC            CL A             302182100      130     2100 SH      SHARED      02           500              1600
D EXPRESS SCRIPTS INC            CL A             302182100      885    14252 SH      SHARED      04         14252
D EXPRESS SCRIPTS INC            CL A             302182100      310     5000 SH      SHARED      05          5000
D EXTENDED STAY AMER INC         COM              30224P101     1364   147525 SH      SHARED      01        119775             27750
D EXTENDED STAY AMER INC         COM              30224P101        1      129 SH      SHARED      04           129
D EXTENSITY INC                  COM              302255104       61     1800 SH      SHARED      01          1800
D EXTENSITY INC                  COM              302255104     4471   130565 SH      SHARED      02        119625             10940
D EXTENSITY INC                  COM              302255104      453    13255 SH      SHARED      04         13255
D EXTREME NETWORKS INC           COM              30226D106     2752    26090 SH      SHARED      01         26090
D EXTREME NETWORKS INC           COM              30226D106      744     7056 SH      SHARED      02          7056
D EXTREME NETWORKS INC           COM              30226D106      300     2845 SH      SHARED      04          2845
D EXXON MOBIL CORP               COM              30231G102       15      200 SH      SHR/OTHR    04                    200
D EXXON MOBIL CORP               COM              30231G102  2627250 33468157 SH      SHARED      01      32776777    55459   635921
D EXXON MOBIL CORP               COM              30231G102   115068  1465839 SH      SHR/OTHR    01                1033736   432103
D EXXON MOBIL CORP               COM              30231G102    13139   167381 SH      SHARED      02         52829            114552
D EXXON MOBIL CORP               COM              30231G102   213791  2723454 SH      SHARED      04       2723079               375
D EXXON MOBIL CORP               COM              30231G102    14412   183600 SH      SHARED      05        183600
D EXXON MOBIL CORP               COM              30231G102    92560  1179112 SH      SHARED      06       1179112
D F&M BANCORP MD                 COM              302367107      223    11325 SH      SHARED      01         11325
D F&M BANCORP MD                 COM              302367107       35     1807 SH      SHARED      02          1807
D F & M NATL CORP                COM              302374103      645    30733 SH      SHARED      01         30733
D FBL FINL GROUP INC             CL A             30239F106      285    18110 SH      SHARED      01         18110
D FBL FINL GROUP INC             CL A             30239F106       18     1200 SH      SHARED      02          1200
D FBL FINL GROUP INC             CL A             30239F106        4      258 SH      SHARED      04           258
D FEI CO                         COM              30241L109      535    17565 SH      SHARED      01         17565
D FEI CO                         COM              30241L109       48     1600 SH      SHARED      02                            1600
D FEI CO                         COM              30241L109      115     3774 SH      SHARED      04          3774
D F M C CORP                     COM NEW          302491303    13560   233806 SH      SHARED      01        233806
D F M C CORP                     COM NEW          302491303     1572    27112 SH      SHARED      04         27112
D FNB CORP PA                    COM              302520101      626    30382 SH      SHARED      01         30382
D FNB CORP PA                    COM              302520101        0       11 SH      SHARED      04            11
D FNB CORP PA                    COM              302520101       16      785 SH      SHARED      05           785
D FNB FINANCIAL SERVICES CORP    COM              302526108       10      800 SH      SHARED      02                             800
D FPIC INS GROUP INC             COM              302563101       14      900 SH      SHARED      01           900
D FPIC INS GROUP INC             COM              302563101       64     4100 SH      SHARED      02                            4100
D FPIC INS GROUP INC             COM              302563101      336    21472 SH      SHARED      04         21472
D FPL GROUP INC                  COM              302571104    82276  1662146 SH      SHARED      01       1657346      800     4000
D FPL GROUP INC                  COM              302571104      586    11851 SH      SHR/OTHR    01                   9616     2235
D FPL GROUP INC                  COM              302571104      150     3050 SH      SHARED      02           200              2850
D FPL GROUP INC                  COM              302571104     3521    71144 SH      SHARED      04         71144
D FPL GROUP INC                  COM              302571104      178     3600 SH      SHARED      05          3600
D FSI INTL INC                   COM              302633102      922    42552 SH      SHARED      01         42552
D FSI INTL INC                   COM              302633102        0       31 SH      SHARED      04            31
D FSI INTL INC                   COM              302633102       19      900 SH      SHARED      05           900
D FVC COM INC                    COM              30266P100        6      800 SH      SHARED      02           800
D FVC COM INC                    COM              30266P100       24     3200 SH      SHARED      04          3200
D FX ENERGY INC                  COM              302695101       42     7500 SH      SHARED      01          7500
D F Y I INC                      COM              302712104      828    24591 SH      SHARED      01         24591
D F Y I INC                      COM              302712104      165     4906 SH      SHARED      04          4906
D FCNB CORP                      COM              302920103        4      224 SH      SHARED      01           224
D FCNB CORP                      COM              302920103      381    21123 SH      SHARED      04         21123
D FACTORY 2-U INC                COM              303072102     2396    63389 SH      SHARED      01         63389
D FACTORY 2-U INC                COM              303072102        0       19 SH      SHARED      04            19
D FACTSET RESH SYS INC           COM              303075105      853    30206 SH      SHARED      01         30206
D FACTSET RESH SYS INC           COM              303075105        0        9 SH      SHARED      04             9
D FAIR ISAAC & CO INC            COM              303250104      765    17403 SH      SHARED      01         17403
D FAIR ISAAC & CO INC            COM              303250104       39      900 SH      SHARED      04           900
D FAIRCHILD CORP                 CL A             303698104        1      316 SH      SHARED      01           316
D FAIRCHILD CORP                 CL A             303698104      250    51386 SH      SHARED      04         51386
D FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103     1081    26700 SH      SHARED      01         26700
D FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103     4821   119050 SH      SHARED      02        103800             15250
D FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103      299     7400 SH      SHARED      05          7400
D FAIRFIELD CMNTYS INC           COM PAR $0.01    304231301      662    84103 SH      SHARED      01         84103
D FAIRFIELD CMNTYS INC           COM PAR $0.01    304231301        1      178 SH      SHARED      04           178
D FAIRMARKET INC                 COM              305158107      750   106275 SH      SHARED      02         94250             12025
D FAIRMARKET INC                 COM              305158107        2      402 SH      SHARED      04           402
D FALCON PRODS INC               COM              306075102        9      990 SH      SHARED      01           990
D FAMILY DLR STORES INC          COM              307000109    14398   736024 SH      SHARED      01        736024
D FAMILY DLR STORES INC          COM              307000109      345    17650 SH      SHARED      02          2950             14700
D FAMILY DLR STORES INC          COM              307000109     1220    62401 SH      SHARED      04         62401
D FAMILY DLR STORES INC          COM              307000109      434    22200 SH      SHARED      05         22200
D FARMER BROS CO                 COM              307675108      227     1301 SH      SHARED      01          1301
D FARM FAMILY HLDGS INC          COM              307901108       18      600 SH      SHARED      01           600
D FARM FAMILY HLDGS INC          COM              307901108      336    10877 SH      SHARED      04         10877
D FARMERS CAP BK CORP            COM              309562106      230     7602 SH      SHARED      01          7602
D FARMERS CAP BK CORP            COM              309562106        0       13 SH      SHARED      04            13
D FATBRAIN COM INC               COM              311889109       20     3050 SH      SHARED      01          3050
D FATBRAIN COM INC               COM              311889109       48     7300 SH      SHARED      04          7300
D FASTENAL CO                    COM              311900104     3310    65392 SH      SHARED      01         65392
D FASTENAL CO                    COM              311900104      720    14224 SH      SHARED      04         14224
D FASTENAL CO                    COM              311900104      192     3800 SH      SHARED      05          3800
D FEDDERS CORP                   COM              313135105      409    70507 SH      SHARED      01         70507
D FEDDERS CORP                   COM              313135105        4      753 SH      SHARED      04           753
D FEDDERS CORP                   CL A             313135303       12     2600 SH      SHARED      01          2363               237
D FEDERAL AGRIC MTG CORP         CL C             313148306       17     1200 SH      SHARED      01          1200
D FEDERAL AGRIC MTG CORP         CL C             313148306      224    15408 SH      SHARED      04         15408
D FEDERAL HOME LN MTG CORP       COM              313400301   216554  5347017 SH      SHARED      01       5311767             35250
D FEDERAL HOME LN MTG CORP       COM              313400301     1340    33100 SH      SHR/OTHR    01                  30700     2400
D FEDERAL HOME LN MTG CORP       COM              313400301      467    11531 SH      SHARED      02          6140              5391
D FEDERAL HOME LN MTG CORP       COM              313400301    57881  1429167 SH      SHARED      04       1429167
D FEDERAL HOME LN MTG CORP       COM              313400301     1393    34400 SH      SHARED      05         34400
D FEDERAL HOME LN MTG CORP       COM              313400301      959    23690 SH      SHARED      06         23690
D FEDERAL MOGUL CORP             COM              313549107     1635   171032 SH      SHARED      01        171032
D FEDERAL MOGUL CORP             COM              313549107     1529   159983 SH      SHARED      04        159983
D FEDERAL MOGUL CORP             COM              313549107       71     7500 SH      SHARED      05          7500
D FEDERAL NATL MTG ASSN          COM              313586109       10      200 SH      SHR/OTHR    05                             200
D FEDERAL NATL MTG ASSN          COM              313586109   467276  8953878 SH      SHARED      01       8633583            320295
D FEDERAL NATL MTG ASSN          COM              313586109     7884   151074 SH      SHR/OTHR    01                  71303    79771
D FEDERAL NATL MTG ASSN          COM              313586109     2809    53829 SH      SHARED      02          6295             47534
D FEDERAL NATL MTG ASSN          COM              313586109    53909  1033002 SH      SHARED      04       1032502               500
D FEDERAL NATL MTG ASSN          COM              313586109     1022    19600 SH      SHARED      06         19600
D FEDERAL REALTY INVT TR         SH BEN INT NEW   313747206     1457    72869 SH      SHARED      01         72869
D FEDERAL REALTY INVT TR         SH BEN INT NEW   313747206      206    10300 SH      SHARED      02          6300              4000
D FEDERAL REALTY INVT TR         SH BEN INT NEW   313747206      445    22297 SH      SHARED      04         22297
D FEDERAL SCREW WKS              COM              313819104        4      100 SH      SHARED      01           100
D FEDERAL SIGNAL CORP            COM              313855108     1833   111110 SH      SHARED      01        111110
D FEDERAL SIGNAL CORP            COM              313855108       30     1850 SH      SHARED      02          1650               200
D FEDERAL SIGNAL CORP            COM              313855108      568    34430 SH      SHARED      04         34430
D FEDERAL SIGNAL CORP            COM              313855108       75     4600 SH      SHARED      05          4600
D FEDERATED DEPT STORES INC DEL  COM              31410H101    58423  1731079 SH      SHARED      01       1730579               500
D FEDERATED DEPT STORES INC DEL  COM              31410H101       66     1974 SH      SHARED      02            52              1922
D FEDERATED DEPT STORES INC DEL  COM              31410H101     3830   113506 SH      SHARED      04        113506
D FEDERATED DEPT STORES INC DEL  COM              31410H101     1128    33450 SH      SHARED      06         33450
D FEDERATED DEPT STORES INC DEL  WT D EX 121901   31410H127     3573   371301 SH      SHARED      04        371301
D FEDERATED INVS INC PA          CL B             314211103     1733    49450 SH      SHARED      01         49450
D FEDERATED INVS INC PA          CL B             314211103      505    14416 SH      SHARED      04         14416
D FEDEX CORP                     COM              31428X106    91235  2400938 SH      SHARED      01       2400338               600
D FEDEX CORP                     COM              31428X106      721    18980 SH      SHR/OTHR    01                   5880    13100
D FEDEX CORP                     COM              31428X106      802    21109 SH      SHARED      02          4720             16389
D FEDEX CORP                     COM              31428X106    17651   464514 SH      SHARED      04        464514
D FELCOR LODGING TR INC          COM              31430F101     1628    88052 SH      SHARED      01         88052
D FELCOR LODGING TR INC          COM              31430F101       30     1650 SH      SHARED      02          1650
D FELCOR LODGING TR INC          COM              31430F101     2097   113366 SH      SHARED      04        113366
D FELCOR LODGING TR INC          PFD CV A $1.95   31430F200       13      800 SH      SHARED      02           800
D FERRELLGAS PARTNERS L.P.       UNIT LTD PART    315293100       35     2600 SH      SHARED      02          2600
D FERRO CORP                     COM              315405100     1858    88510 SH      SHARED      01         88510
D FERRO CORP                     COM              315405100      600    28572 SH      SHARED      04         28572
D FERRO CORP                     COM              315405100       96     4600 SH      SHARED      05          4600
D F5 NETWORKS INC                COM              315616102      649    11900 SH      SHARED      01         11900
D F5 NETWORKS INC                COM              315616102       10      200 SH      SHR/OTHR    01                    200
D F5 NETWORKS INC                COM              315616102      152     2800 SH      SHARED      02          2800
D FIAT S P A                     SP ADR ORD NEW   315621888      103     4000 SH      SHARED      04          4000
D FIBERMARK INC                  COM              315646109        6      500 SH      SHARED      02           500
D FIBERNET TELECOM GRP INC       COM              315653105       55     3264 SH      SHARED      04          3264
D FIDELITY ADVISOR KOREA FD INC  COM              315804104        5      500 SH      SHARED      02                             500
D FIDELITY ADVISOR KOREA FD INC  COM              315804104     5242   439200 SH      SHARED      04        439200
D FIDELITY BANCORP INC           COM              315831107        3      302 SH      SHARED      01           302
D FIDELITY HLDGS INC             COM NEW          31617J306       12    10225 SH      SHARED      01         10225
D FIDELITY HLDGS INC             COM NEW          31617J306       16    12983 SH      SHARED      04         12983
D FIDELITY NATL FINL INC         COM              316326107     1441    78702 SH      SHARED      01         78702
D FIDELITY NATL FINL INC         COM              316326107     1276    69700 SH      SHARED      04         69700
D FIFTH THIRD BANCORP            COM              316773100   142532  2253471 SH      SHARED      01       2250479              2992
D FIFTH THIRD BANCORP            COM              316773100      468     7400 SH      SHARED      02           675              6725
D FIFTH THIRD BANCORP            COM              316773100     6484   102519 SH      SHARED      04        102519
D FIFTH THIRD BANCORP            COM              316773100      562     8900 SH      SHARED      06          8900
D FILENET CORP                   COM              316869106     1606    87440 SH      SHARED      01         87440
D FILENET CORP                   COM              316869106       55     3000 SH      SHR/OTHR    01                            3000
D FILENET CORP                   COM              316869106      110     6000 SH      SHARED      02          6000
D FILENET CORP                   COM              316869106        0        4 SH      SHARED      04             4
D FINANCIAL FED CORP             COM              317492106      380    21903 SH      SHARED      01         21903
D FINANCIAL FED CORP             COM              317492106        0       18 SH      SHARED      04            18
D FINANCIAL SEC ASSURN HLDGS LTD COM              31769P100     2556    33700 SH      SHARED      01         33600               100
D FINANCIAL SEC ASSURN HLDGS LTD COM              31769P100       96     1268 SH      SHARED      02           268              1000
D FINANCIAL SEC ASSURN HLDGS LTD COM              31769P100    66096   871125 SH      SHARED      04        871125
D FINANCIAL SEC ASSURN HLDGS LTD COM              31769P100       75     1000 SH      SHARED      05          1000
D FINISAR                        COM              31787A101     1715    65500 SH      SHARED      01         62500              3000
D FINISAR                        COM              31787A101       78     3000 SH      SHARED      02          3000
D FINISAR                        COM              31787A101       15      600 SH      SHARED      04           600
D FINISAR                        COM              31787A101      128     4900 SH      SHARED      05          4900
D FINET COM INC                  COM PAR $0.01    317922300       10    14700 SH      SHARED      01         14700
D FINET COM INC                  COM PAR $0.01    317922300       82   120199 SH      SHARED      04        120199
D FINISH LINE INC                CL A             317923100       37     4600 SH      SHARED      01          4600
D FINOVA GROUP INC               COM              317928109     1775   136610 SH      SHARED      01        136610
D FINOVA GROUP INC               COM              317928109        3      300 SH      SHARED      02                             300
D FINOVA GROUP INC               COM              317928109      496    38188 SH      SHARED      04         38188
D FINOVA GROUP INC               COM              317928109      105     8100 SH      SHARED      05          8100
D FIREPOND INC                   COM              318224102      218     6080 SH      SHARED      01          6080
D FIREPOND INC                   COM              318224102       39     1100 SH      SHARED      02          1100
D FIRST ALBANY COS INC           COM              318465101        8      388 SH      SHARED      01           388
D FIRST AMERN CORP CALIF         COM              318522307     1235    86331 SH      SHARED      01         86331
D FIRST AMERN CORP CALIF         COM              318522307     1231    86018 SH      SHARED      04         86018
D FIRST AUSTRALIA FD INC         COM              318652104       34     5000 SH      SHR/OTHR    01                   5000
D FIRST AUSTRALIA PRIME INCOME   COM              318653102       24     5300 SH      SHARED      01                            5300
D FIRST AUSTRALIA PRIME INCOME   COM              318653102      138    30000 SH      SHR/OTHR    01                  30000
D FIRST AUSTRALIA PRIME INCOME   COM              318653102       16     3500 SH      SHARED      02          3500
D FIRST AUSTRALIA PRIME INCOME   COM              318653102     2853   617000 SH      SHARED      04        617000
D FIRST BANCORP IND INC NEW      COM              31867T103      376    35000 SH      SHARED      04         35000
D FIRST BANCORP P R              COM              318672102      756    40739 SH      SHARED      01         40739
D FIRST BANCORP P R              COM              318672102        5      303 SH      SHARED      04           303
D FIRST BANCSHARES INC MO        COM              318687100       29     3000 SH      SHARED      01          3000
D FIRST BANCORP N C              COM              318910106        4      300 SH      SHARED      01           300
D FIRST BKS AMER INC             COM              31928N103        0       12 SH      SHARED      02                              12
D FIRST BUSEY CORP               COM              319383105      118     7201 SH      SHARED      01          7201
D FIRST BUSEY CORP               COM              319383105        7      471 SH      SHARED      04           471
D FIRST CASH FINL SVCS INC       COM              31942D107        1      300 SH      SHARED      01           300
D FIRST CHARTER CORP             COM              319439105      596    37852 SH      SHARED      01         37852
D FIRST CHARTER CORP             COM              319439105       19     1246 SH      SHARED      02                            1246
D FIRST CTZNS BANCSHARES INC N C CL A             31946M103      526     8846 SH      SHARED      01          8846
D FIRST CTZNS BANCSHARES INC N C CL A             31946M103       62     1044 SH      SHR/OTHR    01                            1044
D FIRST COASTAL CORP             COM NEW          319699203        0       51 SH      SHARED      02            51
D FIRST COMWLTH FINL CORP PA     COM              319829107      779    86020 SH      SHARED      01         86020
D FIRST COMWLTH FINL CORP PA     COM              319829107        1      218 SH      SHARED      04           218
D FIRST CONSULTING GROUP INC     COM              31986R103      158    28491 SH      SHARED      01         28491
D FIRST CONSULTING GROUP INC     COM              31986R103        0       17 SH      SHARED      04            17
D FIRST FED S&L EAST HARTFORD CT COM              319944104        5      200 SH      SHARED      01           200
D FIRST FED CAP CORP             COM              319960100      227    20524 SH      SHARED      01         20524
D FIRST FED CAP CORP             COM              319960100        0       32 SH      SHARED      04            32
D FIRST FED FINL CORP KY         COM              319961108        3      200 SH      SHARED      01           200
D FIRST DATA CORP                COM              319963104   165451  3334034 SH      SHARED      01       3323554             10480
D FIRST DATA CORP                COM              319963104      234     4735 SH      SHR/OTHR    01                   3201     1534
D FIRST DATA CORP                COM              319963104     1526    30753 SH      SHARED      02          4225             26528
D FIRST DATA CORP                COM              319963104    18656   375952 SH      SHARED      04        375952
D FIRST DATA CORP                COM              319963104      367     7400 SH      SHARED      05          7400
D FIRST ESSEX BANCORP INC        COM              320103104        3      200 SH      SHARED      01           200
D FIRST FINL BANKSHARES          COM              32020R109      428    15595 SH      SHARED      01         15595
D FIRST FINL BANKSHARES          COM              32020R109        0       17 SH      SHARED      04            17
D FIRST FINL BANCORP OH          COM              320209109     1334    67796 SH      SHARED      01         67796
D FIRST FINL BANCORP OH          COM              320209109        1       65 SH      SHARED      04            65
D FIRST FINL CORP IND            COM              320218100      307    10067 SH      SHARED      01         10067
D FIRST FINL HLDGS INC           COM              320239106      235    17103 SH      SHARED      01         17103
D FIRST FINL HLDGS INC           COM              320239106        0       21 SH      SHARED      04            21
D FIRST INDUSTRIAL REALTY TRUST  COM              32054K103    14651   496662 SH      SHARED      01        495637              1025
D FIRST INDUSTRIAL REALTY TRUST  COM              32054K103      561    19020 SH      SHR/OTHR    01                   6020    13000
D FIRST INDUSTRIAL REALTY TRUST  COM              32054K103     2888    97930 SH      SHARED      02         27225             70705
D FIRST INDUSTRIAL REALTY TRUST  COM              32054K103      417    14141 SH      SHARED      04         14141
D FIRST IND CORP                 COM              32054R108      303    15257 SH      SHARED      01         15257
D FIRST IND CORP                 COM              32054R108        0       14 SH      SHARED      04            14
D FIRST ISRAEL FD INC            COM              32063L100      162     9100 SH      SHR/OTHR    01                            9100
D FIRST MERCHANTS CORP           COM              320817109      385    18206 SH      SHARED      01         18206
D FIRST MERCHANTS CORP           COM              320817109        0       12 SH      SHARED      04            12
D FIRST MIDWEST BANCORP DEL      COM              320867104     1323    56927 SH      SHARED      01         56927
D FIRST HEALTH GROUP CORP        COM              320960107     2078    63336 SH      SHARED      01         63336
D FIRST HEALTH GROUP CORP        COM              320960107       16      500 SH      SHR/OTHR    01                    500
D FIRST HEALTH GROUP CORP        COM              320960107       22      700 SH      SHARED      02           700
D FIRST HEALTH GROUP CORP        COM              320960107     1811    55222 SH      SHARED      04         55222
D FIRST HEALTH GROUP CORP        COM              320960107      206     6300 SH      SHARED      05          6300
D FIRST NILES FINL INC           COM              33582N106      217    25000 SH      SHARED      04         25000
D FIRST NIAGARA FINL GROUP INC   COM              33582U100      180    19300 SH      SHARED      01         19300
D FIRST NIAGARA FINL GROUP INC   COM              33582U100        0       24 SH      SHARED      04            24
D FIRST OAK BROOK BANCSHARES INC COM              335847208        5      374 SH      SHARED      01           374
D FIRST PL FINL CORP             COM              33610T109       53     5000 SH      SHARED      04          5000
D FIRST REP BK SAN FRANCISCO     COM              336158100        0        1 SH      SHARED      01             1
D FIRST REP BK SAN FRANCISCO     COM              336158100      612    30731 SH      SHARED      04         30731
D FIRST SEC CORP DEL             COM              336294103     4441   327521 SH      SHARED      01        327521
D FIRST SEC CORP DEL             COM              336294103    45493  3354449 SH      SHARED      04       3354449
D FIRST SEC CORP DEL             COM              336294103      382    28200 SH      SHARED      05         28200
D FIRST SECURITYFED FINL INC     COM              336392105       11      900 SH      SHARED      04           900
D FIRST SENTINEL BANCORP INC     COM              33640T103      423    51522 SH      SHARED      01         51522
D FIRST SENTINEL BANCORP INC     COM              33640T103        1      179 SH      SHARED      04           179
D 1ST SOURCE CORP                COM              336901103      180    11490 SH      SHARED      01         11490
D FIRST STERLING BKS INC NEW     COM              33709Q107       40     3600 SH      SHARED      01          3600
D FIRST STERLING BKS INC NEW     COM              33709Q107       92     8357 SH      SHARED      02          8357
D FIRST TENN NATL CORP           COM              337162101     3222   194580 SH      SHARED      01        194580
D FIRST TENN NATL CORP           COM              337162101      785    47400 SH      SHARED      02                           47400
D FIRST TENN NATL CORP           COM              337162101     1351    81586 SH      SHARED      04         81586
D FIRST TENN NATL CORP           COM              337162101      193    11700 SH      SHARED      05         11700
D FIRST UN CORP                  COM              337358105   199035  8021762 SH      SHARED      01       7999247             22515
D FIRST UN CORP                  COM              337358105     1881    75848 SH      SHR/OTHR    01                  41079    34769
D FIRST UN CORP                  COM              337358105     1555    62707 SH      SHARED      02         14465             48242
D FIRST UN CORP                  COM              337358105   146445  5902220 SH      SHARED      04       5902220
D FIRST UN REAL EST EQ&MTG INVTS SH BEN INT       337400105       65    22220 SH      SHARED      01         22220
D FIRST UN REAL EST EQ&MTG INVTS SH BEN INT       337400105     1149   391449 SH      SHARED      04        391449
D FIRST UN REAL EST EQ&MTG INVTS PFD CONV SER A   337400303     1172    58600 SH      SHARED      04         58600
D FIRST UTD BANCSHARES INC ARK   COM              33741E104      543    35805 SH      SHARED      01         35805
D FIRST UTD BANCSHARES INC ARK   COM              33741E104        0       42 SH      SHARED      04            42
D FIRST VA BANKS INC             COM              337477103     1987    57096 SH      SHARED      01         56571               525
D FIRST VA BANKS INC             COM              337477103       52     1500 SH      SHR/OTHR    01                            1500
D FIRST VA BANKS INC             COM              337477103       34     1000 SH      SHARED      02                            1000
D FIRST VA BANKS INC             COM              337477103     1149    33032 SH      SHARED      04         33032
D FIRST VA BANKS INC             COM              337477103      170     4900 SH      SHARED      05          4900
D FIRST WASH BANCORP INC WASH    COM              33748T104        1       90 SH      SHARED      01            90
D FIRST WASH BANCORP INC WASH    COM              33748T104      555    39870 SH      SHARED      04         39870
D FIRST WASH RLTY TR INC         COM              337489504      255    11600 SH      SHARED      01         11600
D FIRST WASH RLTY TR INC         COM              337489504     1239    56173 SH      SHARED      02         29423             26750
D FIRST YRS INC                  COM              337610109        8      800 SH      SHARED      01           800
D FIRSTWORLD COMMUNICATIONS INC  COM SER B        337625305        4      400 SH      SHARED      01           400
D FIRSTWORLD COMMUNICATIONS INC  COM SER B        337625305       27     2600 SH      SHARED      02          2400               200
D FIRSTWORLD COMMUNICATIONS INC  COM SER B        337625305        1      140 SH      SHARED      04           140
D FIRSTCOM CORP                  COM              33763T104      272    18100 SH      SHARED      01         18100
D FIRSTCOM CORP                  COM              33763T104        5      357 SH      SHARED      02                             357
D FIRSTCOM CORP                  COM              33763T104      197    13113 SH      SHARED      04         13113
D FIRSTAR CORP NEW WIS           COM              33763V109   155067  7362440 SH      SHARED      01       7329348             33092
D FIRSTAR CORP NEW WIS           COM              33763V109       79     3763 SH      SHR/OTHR    01                   1568     2195
D FIRSTAR CORP NEW WIS           COM              33763V109    11762   558451 SH      SHARED      04        558451
D FIRSTAR CORP NEW WIS           COM              33763V109      221    10500 SH      SHARED      05         10500
D FISERV INC                     COM              337738108     8480   196081 SH      SHARED      01        195406               675
D FISERV INC                     COM              337738108       34      800 SH      SHR/OTHR    01                             800
D FISERV INC                     COM              337738108     6157   142370 SH      SHARED      04        142370
D FISERV INC                     COM              337738108      709    16400 SH      SHARED      05         16400
D FIRSTFED FINL CORP             COM              337907109      424    30064 SH      SHARED      01         30064
D FIRSTFED FINL CORP             COM              337907109        0       60 SH      SHARED      04            60
D FIRSTMERIT CORP                COM              337915102     2020    94526 SH      SHARED      01         94526
D FIRSTMERIT CORP                COM              337915102     1810    84703 SH      SHARED      04         84703
D FIRSTMERIT CORP                COM              337915102      247    11600 SH      SHARED      05         11600
D FIRSTFED AMER BANCORP INC      COM              337929103      289    25000 SH      SHARED      04         25000
D FLAGSTAR BANCORP INC           COM              337930101      350    43079 SH      SHARED      04         43079
D FIRSTSPARTAN FINL CORP         COM              337931109        3      200 SH      SHARED      04           200
D FIRSTENERGY CORP               COM              337932107    44048  1884428 SH      SHARED      01       1884428
D FIRSTENERGY CORP               COM              337932107       67     2887 SH      SHARED      02                            2887
D FIRSTENERGY CORP               COM              337932107     2117    90580 SH      SHARED      04         90580
D FIRSTENERGY CORP               COM              337932107      121     5200 SH      SHARED      05          5200
D FISHER SCIENTIFIC INTL INC     COM NEW          338032204     1580    63875 SH      SHARED      01         63875
D FISHER SCIENTIFIC INTL INC     COM NEW          338032204      131     5300 SH      SHARED      04          5300
D FLAMEL TECHNOLOGIES SA         SPONSORED ADR    338488109        7     1350 SH      SHARED      02                            1350
D FLAMEL TECHNOLOGIES SA         SPONSORED ADR    338488109       17     3365 SH      SHARED      04          3365
D FLEETBOSTON FINL CORP          COM              339030108   254514  7485728 SH      SHARED      01       7458341     1101    26286
D FLEETBOSTON FINL CORP          COM              339030108       64     1900 SH      SHR/OTHR    01                   1200      700
D FLEETBOSTON FINL CORP          COM              339030108     2923    85984 SH      SHARED      02          6825             79159
D FLEETBOSTON FINL CORP          COM              339030108    51827  1524347 SH      SHARED      04       1524347
D FLEETBOSTON FINL CORP          COM              339030108     1047    30800 SH      SHARED      05         30800
D FLEETBOSTON FINL CORP          COM              339030108      884    26000 SH      SHARED      06         26000
D FLEETBOSTON FINL CORP          WT EXP  012601   339030116        4      168 SH      SHARED      01           168
D FLEETWOOD ENTERPRISES INC      COM              339099103      919    64495 SH      SHARED      01         64495
D FLEETWOOD ENTERPRISES INC      COM              339099103        0       55 SH      SHARED      04            55
D FLEMING COS INC                COM              339130106     1047    80170 SH      SHARED      01         80170
D FLEMING COS INC                COM              339130106       58     4500 SH      SHARED      02          4500
D FLEMING COS INC                COM              339130106      249    19081 SH      SHARED      04         19081
D FLEMING COS INC                COM              339130106       94     7200 SH      SHARED      05          7200
D FLORIDA EAST COAST INDS        COM              340632108      608    15200 SH      SHARED      01         15200
D FLORIDA EAST COAST INDS        COM              340632108       64     1600 SH      SHR/OTHR    01                            1600
D FLORIDA EAST COAST INDS        COM              340632108       16      400 SH      SHARED      02           400
D FLORIDA EAST COAST INDS        COM              340632108     1222    30571 SH      SHARED      04         30571
D FLORIDA PROGRESS CORP          COM              341109106    36601   780823 SH      SHARED      01        776795              4028
D FLORIDA PROGRESS CORP          COM              341109106      182     3900 SH      SHR/OTHR    01                   3000      900
D FLORIDA PROGRESS CORP          COM              341109106       84     1800 SH      SHARED      02                            1800
D FLORIDA PROGRESS CORP          COM              341109106    56639  1208315 SH      SHARED      04       1208315
D FLORIDA PROGRESS CORP          COM              341109106       98     2100 SH      SHARED      05          2100
D FLORIDA ROCK INDS INC          COM              341140101     1154    32405 SH      SHARED      01         32405
D FLORIDA ROCK INDS INC          COM              341140101       71     2000 SH      SHARED      02          2000
D FLORIDA ROCK INDS INC          COM              341140101       47     1341 SH      SHARED      04          1341
D FLOW INTL CORP                 COM              343468104       13     1300 SH      SHARED      01          1300
D FLOW INTL CORP                 COM              343468104       25     2500 SH      SHR/OTHR    01                   2500
D FLOW INTL CORP                 COM              343468104       10     1000 SH      SHARED      02          1000
D FLOWERS INDS INC               COM              343496105     2489   124854 SH      SHARED      01        124854
D FLOWERS INDS INC               COM              343496105      223    11200 SH      SHARED      02          1675              9525
D FLOWERS INDS INC               COM              343496105    44186  2216300 SH      SHARED      04       2216300
D FLOWERS INDS INC               COM              343496105      211    10600 SH      SHARED      05         10600
D FLOWSERVE CORP                 COM              34354P105     1360    90344 SH      SHARED      01         90344
D FLOWSERVE CORP                 COM              34354P105     1065    70766 SH      SHARED      04         70766
D FLOWSERVE CORP                 COM              34354P105       73     4900 SH      SHARED      05          4900
D FLUOR CORP                     COM              343861100    19192   606881 SH      SHARED      01        606881
D FLUOR CORP                     COM              343861100       53     1700 SH      SHARED      02           400              1300
D FLUOR CORP                     COM              343861100     1283    40598 SH      SHARED      04         40598
D FLUSHING FINL CORP             COM              343873105       10      700 SH      SHARED      04           700
D FOCAL COMMUNICATIONS CORP      COM              344155106       39     1100 SH      SHARED      01          1100
D FOCUS ENHANCEMENTS INC         COM              344159108       19    11700 SH      SHARED      01         11700
D FOGDOG INC                     COM              344167101       11     9000 SH      SHARED      01          9000
D FOMENTO ECONOMICO MEXICANO SA  SPON ADR UNITS   344419106       62     1449 SH      SHARED      01          1449
D FOOD TECHNOLOGY SERVICE INC    COM              344798103       34     9400 SH      SHARED      01          9400
D FOOTHILL INDPT BANCORP         COM              344905104        2      320 SH      SHARED      01           320
D FOOTSTAR INC                   COM              344912100    15438   464323 SH      SHARED      01        339975            124348
D FOOTSTAR INC                   COM              344912100     5118   153925 SH      SHR/OTHR    01                  71539    82386
D FOOTSTAR INC                   COM              344912100       32      966 SH      SHARED      04           966
D FORCENERGY INC                 COM NEW          345206205      246    12229 SH      SHARED      01         12229
D FORD MTR CO DEL                COM              345370100   438820 10205121 SH      SHARED      01      10203321              1800
D FORD MTR CO DEL                COM              345370100     2155    50121 SH      SHR/OTHR    01                   8748    41373
D FORD MTR CO DEL                COM              345370100     1690    39312 SH      SHARED      02         19390             19922
D FORD MTR CO DEL                COM              345370100    87924  2044755 SH      SHARED      04       2044755
D FORD MTR CO DEL                COM              345370100     3951    91900 SH      SHARED      05         91900
D FOREIGN&COLONIAL EMRG MID-EAST COM              345451108        0   260400 SH      SHARED      04        260400
D FOREST CITY ENTERPRISES INC    CL A             345550107     1169    35030 SH      SHARED      01         35030
D FOREST CITY ENTERPRISES INC    CL A             345550107        6      200 SH      SHARED      02           200
D FOREST CITY ENTERPRISES INC    CL A             345550107        0       25 SH      SHARED      04            25
D FOREST CITY ENTERPRISES INC    CL B CONV        345550305       21      600 SH      SHARED      01           600
D FOREST LABS INC                COM              345838106    13004   128758 SH      SHARED      01        128758
D FOREST LABS INC                COM              345838106      505     5000 SH      SHR/OTHR    01                            5000
D FOREST LABS INC                COM              345838106     3237    32053 SH      SHARED      04         32053
D FOREST LABS INC                COM              345838106     1999    19800 SH      SHARED      05         19800
D FOREST OIL CORP                COM NEW          346091606      928    58269 SH      SHARED      01         58269
D FOREST OIL CORP                COM NEW          346091606       87     5500 SH      SHARED      02          5500
D FOREST OIL CORP                COM NEW          346091606        0       51 SH      SHARED      04            51
D FORRESTER RESH INC             COM              346563109     1106    15203 SH      SHARED      01         15203
D FORRESTER RESH INC             COM              346563109       36      500 SH      SHARED      02           500
D FORT JAMES CORP                COM              347471104    35335  1528020 SH      SHARED      01       1523892              4128
D FORT JAMES CORP                COM              347471104        9      400 SH      SHR/OTHR    01                    400
D FORT JAMES CORP                COM              347471104       13      603 SH      SHARED      02           203               400
D FORT JAMES CORP                COM              347471104     6906   298644 SH      SHARED      04        298644
D FORTUNE BRANDS INC             COM              349631101    28796  1248640 SH      SHARED      01       1248640
D FORTUNE BRANDS INC             COM              349631101       69     3000 SH      SHR/OTHR    01                   2000     1000
D FORTUNE BRANDS INC             COM              349631101       81     3550 SH      SHARED      02          1345              2205
D FORTUNE BRANDS INC             COM              349631101     1984    86037 SH      SHARED      04         86037
D FORTUNE BRANDS INC             COM              349631101      138     6000 SH      SHARED      05          6000
D FORWARD AIR CORP               COM              349853101     1043    26083 SH      SHARED      01         26083
D FORWARD AIR CORP               COM              349853101       80     2000 SH      SHARED      02                            2000
D FORWARD AIR CORP               COM              349853101     5250   131250 SH      SHARED      03        131250
D FORWARD AIR CORP               COM              349853101       21      543 SH      SHARED      04           543
D FOSSIL INC                     COM              349882100      909    46775 SH      SHARED      01         46775
D FOSSIL INC                     COM              349882100       37     1927 SH      SHARED      04          1927
D FOSTER WHEELER CORP            COM              350244109      929   107724 SH      SHARED      01        107724
D FOSTER WHEELER CORP            COM              350244109        4      541 SH      SHARED      04           541
D FOSTER WHEELER CORP            COM              350244109       11     1300 SH      SHARED      05          1300
D FOUNDATION HEALTH SYS INC      COM              350404109     2967   228291 SH      SHARED      01        228291
D FOUNDATION HEALTH SYS INC      COM              350404109      175    13500 SH      SHARED      02         13500
D FOUNDATION HEALTH SYS INC      COM              350404109     2378   182926 SH      SHARED      04        182926
D FOUNDATION HEALTH SYS INC      COM              350404109       66     5100 SH      SHARED      05          5100
D FOUNDRY NETWORKS INC           COM              35063R100    12496   113600 SH      SHARED      01        113600
D FOUNDRY NETWORKS INC           COM              35063R100       27      250 SH      SHR/OTHR    01                             250
D FOUNDRY NETWORKS INC           COM              35063R100     6584    59862 SH      SHARED      02         49942              9920
D FOUNDRY NETWORKS INC           COM              35063R100     3180    28910 SH      SHARED      04         28910
D FOUNDRY NETWORKS INC           COM              35063R100      242     2200 SH      SHARED      05          2200
D 4 KIDS ENTMT INC               COM              350865101      250     9600 SH      SHARED      01          9600
D 4 KIDS ENTMT INC               COM              350865101       84     3228 SH      SHARED      04          3228
D FOURTH SHIFT CORP              COM              351128103       63    21000 SH      SHARED      02         21000
D FOX ENTMT GROUP INC            CL A             35138T107     5983   196986 SH      SHARED      01        196986
D FOX ENTMT GROUP INC            CL A             35138T107      505    16649 SH      SHARED      04         16649
D FRANCE GROWTH FD INC           COM              35177K108     4530   302000 SH      SHARED      04        302000
D FRANCE TELECOM                 SPONSORED ADR    35177Q105       10       76 SH      SHARED      01            76
D FRANCHISE FIN CORP AMER        COM              351807102     1691    73549 SH      SHARED      01         73549
D FRANCHISE FIN CORP AMER        COM              351807102       27     1178 SH      SHARED      02                            1178
D FRANCHISE FIN CORP AMER        COM              351807102      211     9194 SH      SHARED      04          9194
D FRANKLIN BK NA SOUTHFIELD MICH COM              352456107        2      254 SH      SHARED      01           254
D FRANKLIN CAP CORP              COM              35252P105        4      450 SH      SHARED      01           450
D FRANKLIN COVEY CO              COM              353469109        0      100 SH      SHARED      01           100
D FRANKLIN COVEY CO              COM              353469109      432    62392 SH      SHARED      04         62392
D FRANKLIN ELEC INC              COM              353514102      514     7601 SH      SHARED      01          7601
D FRANKLIN ELEC INC              COM              353514102        0       12 SH      SHARED      04            12
D FRANKLIN RES INC               COM              354613101    55168  1816260 SH      SHARED      01       1815660               600
D FRANKLIN RES INC               COM              354613101      145     4800 SH      SHR/OTHR    01                            4800
D FRANKLIN RES INC               COM              354613101       50     1652 SH      SHARED      02                            1652
D FRANKLIN RES INC               COM              354613101     4729   155699 SH      SHARED      04        155699
D FRANKLIN RES INC               COM              354613101      164     5400 SH      SHARED      05          5400
D FREDS INC                      CL A             356108100      155     8655 SH      SHARED      01          8655
D FREDS INC                      CL A             356108100       45     2533 SH      SHARED      04          2533
D FREEMARKETS INC                COM              356602102      355     7500 SH      SHARED      01          7500
D FREEMARKETS INC                COM              356602102     7447   157000 SH      SHARED      02        157000
D FREEMARKETS INC                COM              356602102       56     1200 SH      SHARED      04          1200
D FREEPORT-MCMORAN COPPER & GOLD CL A             35671D105        9     1061 SH      SHARED      01          1061
D FREEPORT-MCMORAN COPPER & GOLD CL A             35671D105        4      500 SH      SHARED      02           500
D FREEPORT-MCMORAN COPPER & GOLD PFD CV 0.05SH    35671D501      678    51000 SH      SHARED      04         51000
D FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857    11212  1212150 SH      SHARED      01       1211650               500
D FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857       44     4827 SH      SHARED      02          1124              3703
D FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857     2024   218876 SH      SHARED      04        218876
D FREESERVE P L C                SPONSORED ADR    356872101      125     2500 SH      SHARED      04          2500
D FREESHOP COM INC               COM              356873109      265    44800 SH      SHARED      02         44800
D FREMONT GEN CORP               COM              357288109      446   113407 SH      SHARED      01        113407
D FREMONT GEN CORP               COM              357288109       54    13784 SH      SHR/OTHR    01                  13784
D FREMONT GEN CORP               COM              357288109      619   157278 SH      SHARED      04        157278
D FRESENIUS MED CARE AG          SPONSORED ADR    358029106      248     9482 SH      SHARED      01          8052              1430
D FRESENIUS MED CARE AG          SPONSORED ADR    358029106       12      472 SH      SHR/OTHR    01                             472
D FRESENIUS MED CARE AG          SPONSORED ADR    358029106      116     4454 SH      SHARED      02           837              3617
D FRESENIUS MED CARE AG          SPONSORED ADR    358029106       68     2600 SH      SHARED      04          2600
D FRESHSTART VENTURE CAP CORP    COM              358042109       14     4700 SH      SHARED      01          4700
D FRIEDE GOLDMAN HALTER INC      COM              358430106      728    81526 SH      SHARED      01         81526
D FRIEDE GOLDMAN HALTER INC      COM              358430106       58     6596 SH      SHARED      02          5596              1000
D FRIEDE GOLDMAN HALTER INC      COM              358430106        2      289 SH      SHARED      04           289
D FRIEDMAN BILLINGS RAMSEY GROUP CL A             358433100      256    31612 SH      SHARED      01         31612
D FRIEDMAN BILLINGS RAMSEY GROUP CL A             358433100       74     9150 SH      SHARED      02           500              8650
D FRIEDMAN BILLINGS RAMSEY GROUP CL A             358433100       91    11215 SH      SHARED      04         11215
D FRIEDMANS INC                  CL A             358438109       23     4700 SH      SHARED      01          4700
D FRISBY TECHNOLOGIES INC        COM              358743102        4     1000 SH      SHARED      02          1000
D FRISCHS RESTAURANTS INC        COM              358748101        3      324 SH      SHARED      01           324
D FRITZ COS INC                  COM              358846103      611    59284 SH      SHARED      01         59284
D FRITZ COS INC                  COM              358846103      119    11589 SH      SHARED      02         11589
D FRONTIER AIRLINES INC NEW      COM              359065109      724    50617 SH      SHARED      01         50617
D FRONTIER AIRLINES INC NEW      COM              359065109      143    10000 SH      SHARED      02          9500               500
D FRONTIER AIRLINES INC NEW      COM              359065109      369    25829 SH      SHARED      04         25829
D FRONTIER FINL CORP WASH        COM              35907K105      480    26123 SH      SHARED      01         26123
D FRONTIER FINL CORP WASH        COM              35907K105        0       23 SH      SHARED      04            23
D FRONTIER INS GROUP INC NEW     COM              359081106        8    14346 SH      SHARED      01         14346
D FRONTIER INS GROUP INC NEW     COM              359081106       36    58415 SH      SHARED      04         58415
D FRONTIER OIL CORP              COM              35914P105      207    25966 SH      SHARED      01         25966
D FRONTIER OIL CORP              COM              35914P105       18     2361 SH      SHARED      04          2361
D FRONTLINE CAP GROUP            COM              35921N101      169     7932 SH      SHARED      01          7932
D FRONTLINE CAP GROUP            COM              35921N101       27     1296 SH      SHARED      02          1200                96
D FRONTLINE CAP GROUP            COM              35921N101      208     9761 SH      SHARED      04          9761
D FROZEN FOOD EXPRESS INDS INC   COM              359360104        0        1 SH      SHARED      01             1
D FUELCELL ENERGY INC            COM              35952H106       75     1100 SH      SHARED      01          1100
D FUELCELL ENERGY INC            COM              35952H106     6821    98770 SH      SHARED      04         98770
D FUEL-TECH N V                  COM              359523107        0      100 SH      SHARED      01           100
D FULLER H B CO                  COM              359694106     1540    33804 SH      SHARED      01         33804
D FULLER H B CO                  COM              359694106      160     3523 SH      SHARED      04          3523
D FULLER H B CO                  COM              359694106       59     1300 SH      SHARED      05          1300
D FULTON FINL CORP PA            COM              360271100     2145   121299 SH      SHARED      01        114711     6588
D FULTON FINL CORP PA            COM              360271100      145     8243 SH      SHARED      04          8243
D FURNITURE BRANDS INTL INC      COM              360921100     6849   452875 SH      SHARED      01        452875
D FURNITURE BRANDS INTL INC      COM              360921100      287    19032 SH      SHARED      04         19032
D FURNITURE BRANDS INTL INC      COM              360921100       98     6500 SH      SHARED      05          6500
D FUTURELINK CORP                COM NEW          36114Q208      311    43300 SH      SHARED      01         42300              1000
D FUTURELINK CORP                COM NEW          36114Q208      169    23622 SH      SHARED      04         23622
D G & K SVCS INC                 CL A             361268105     1584    63230 SH      SHARED      01         63230
D GATX CORP                      COM              361448103     2509    73814 SH      SHARED      01         73814
D GATX CORP                      COM              361448103       30      900 SH      SHARED      02           500               400
D GATX CORP                      COM              361448103     1491    43855 SH      SHARED      04         43855
D GATX CORP                      COM              361448103      214     6300 SH      SHARED      05          6300
D GATX CORP                      PFD CONV $2.50   361448202      175     1000 SH      SHARED      02                            1000
D GBC BANCORP CALIF              COM              361475106      381    13053 SH      SHARED      01         13053
D GBC BANCORP CALIF              COM              361475106        0       18 SH      SHARED      04            18
D GC COS INC                     COM              36155Q109      336    15017 SH      SHARED      01         15017
D GC COS INC                     COM              36155Q109        2       90 SH      SHARED      02            30                60
D GC COS INC                     COM              36155Q109      297    13309 SH      SHARED      04         13309
D GST TELECOMMUNICATIONS INC     SSBDISC144ACV 05 361942AA3      281   810000 PRN     SHARED      04        810000
D GST TELECOMMUNICATIONS INC     COM              361942105       15    16000 SH      SHARED      01         16000
D GST TELECOMMUNICATIONS INC     COM              361942105       16    17200 SH      SHARED      02         17200
D GPU INC                        COM              36225X100    26007   961035 SH      SHARED      01        961035
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     7658   282994 SH      SHARED      04        282994
D GPU INC                        COM              36225X100       78     2900 SH      SHARED      05          2900
D GSI LUMONICS INC               COM              36229U102       23      673 SH      SHARED      02           673
D GSI LUMONICS INC               COM              36229U102        7      200 SH      SHARED      04           200
D GSV INC                        COM              36230D107        2     6900 SH      SHARED      01          6900
D GTE CORP                       COM              362320103   536236  8614237 SH      SHARED      01       8407812      780   205645
D GTE CORP                       COM              362320103    17491   280981 SH      SHR/OTHR    01                 154611   126370
D GTE CORP                       COM              362320103     2543    40861 SH      SHARED      02          9011             31850
D GTE CORP                       COM              362320103   278274  4470280 SH      SHARED      04       4470280
D GTE CORP                       COM              362320103     1643    26400 SH      SHARED      05         26400
D GT GROUP TELECOM INC           CL B NON VTG     362359408     1514    95800 SH      SHARED      01         95800
D GABELLI ASSET MGMT INC         CL A             36239Y102        5      233 SH      SHARED      04           233
D GABELLI SER FDS INC            CONV SECS FD     36240B109      195    20000 SH      SHR/OTHR    01                  20000
D GABLES RESIDENTIAL TR          SH BEN INT       362418105     1076    41796 SH      SHARED      01         41796
D GABLES RESIDENTIAL TR          SH BEN INT       362418105     1315    51079 SH      SHARED      04         51079
D GADZOOX NETWORKS INC           COM              362555104       39     2900 SH      SHARED      01          2900
D GADZOOX NETWORKS INC           COM              362555104       36     2700 SH      SHARED      02          2700
D GADZOOX NETWORKS INC           COM              362555104        4      300 SH      SHARED      04           300
D GAINSCO INC                    COM              363127101        2      482 SH      SHARED      01           482
D GALEY & LORD INC               COM              36352K103        4     2000 SH      SHARED      02                            2000
D GALILEO INTERNATIONAL INC      COM              363547100     2179   104400 SH      SHARED      01        104400
D GALILEO INTERNATIONAL INC      COM              363547100       13      635 SH      SHARED      02            60               575
D GALILEO INTERNATIONAL INC      COM              363547100     1240    59435 SH      SHARED      04         59435
D GALILEO INTERNATIONAL INC      COM              363547100      250    12000 SH      SHARED      05         12000
D GALLAGHER ARTHUR J & CO        COM              363576109     2869    68327 SH      SHARED      01         68327
D GALLAGHER ARTHUR J & CO        COM              363576109      211     5046 SH      SHARED      04          5046
D GALLAHER GROUP PLC             SPONSORED ADR    363595109      573    26771 SH      SHARED      01         25871               900
D GALLAHER GROUP PLC             SPONSORED ADR    363595109       21     1000 SH      SHR/OTHR    01                            1000
D GALLAHER GROUP PLC             SPONSORED ADR    363595109       47     2200 SH      SHARED      02          1000              1200
D GALLAHER GROUP PLC             SPONSORED ADR    363595109      135     6300 SH      SHARED      04          6300
D GANNETT INC                    COM              364730101   138658  2318240 SH      SHARED      01       2302716             15524
D GANNETT INC                    COM              364730101     3893    65094 SH      SHR/OTHR    01                  54080    11014
D GANNETT INC                    COM              364730101      276     4624 SH      SHARED      02           400              4224
D GANNETT INC                    COM              364730101    14673   245322 SH      SHARED      04        245322
D GANNETT INC                    COM              364730101     3851    64400 SH      SHARED      05         64400
D GAP INC DEL                    COM              364760108   209152  6692877 SH      SHARED      01       6684015              8862
D GAP INC DEL                    COM              364760108      778    24925 SH      SHARED      02          7080             17845
D GAP INC DEL                    COM              364760108    37148  1188759 SH      SHARED      04       1188759
D GAP INC DEL                    COM              364760108      921    29500 SH      SHARED      06         29500
D GARAN INC                      COM              364802108        2      100 SH      SHARED      01           100
D GARDENBURGER INC               COM              365476100     2812   500000 SH      SHARED      01                          500000
D GARDENBURGER INC               COM              365476100       47     8500 SH      SHARED      01          8500
D GARDNER DENVER INC             COM              365558105      362    20258 SH      SHARED      01         20258
D GARDNER DENVER INC             COM              365558105       43     2417 SH      SHARED      04          2417
D GARTNER GROUP INC NEW          COM              366651107     1572   131060 SH      SHARED      01        131060
D GARTNER GROUP INC NEW          COM              366651107      160    13401 SH      SHARED      02         13401
D GARTNER GROUP INC NEW          COM              366651107     9050   754245 SH      SHARED      04        754245
D GARTNER GROUP INC NEW          CL B             366651206      671    67978 SH      SHARED      01         67431               547
D GARTNER GROUP INC NEW          CL B             366651206      361    36571 SH      SHR/OTHR    01                  31511     5060
D GARTNER GROUP INC NEW          CL B             366651206       40     4130 SH      SHARED      02          4000               130
D GARTNER GROUP INC NEW          CL B             366651206      384    38922 SH      SHARED      04         38922
D GARTNER GROUP INC NEW          CL B             366651206      112    11400 SH      SHARED      05         11400
D GASONICS INTL CORP             COM              367278108      256     6500 SH      SHARED      01          6500
D GASONICS INTL CORP             COM              367278108      169     4303 SH      SHARED      04          4303
D GATEWAY INC                    COM              367626108   138764  2445188 SH      SHARED      01       2444688               500
D GATEWAY INC                    COM              367626108       19      350 SH      SHR/OTHR    01                             350
D GATEWAY INC                    COM              367626108      842    14845 SH      SHARED      02          6650              8195
D GATEWAY INC                    COM              367626108    24928   439260 SH      SHARED      04        439260
D GATEWAY INC                    COM              367626108      351     6200 SH      SHARED      05          6200
D GAYLORD ENTMT CO NEW           COM              367905106      872    40585 SH      SHARED      01         40585
D GAYLORD ENTMT CO NEW           COM              367905106       31     1443 SH      SHARED      04          1443
D GAYLORD CONTAINER CORP         CL A             368145108      263    97979 SH      SHARED      01         97979
D GAYLORD CONTAINER CORP         CL A             368145108       39    14835 SH      SHARED      04         14835
D GEHL CO                        COM              368483103        5      400 SH      SHARED      01           400
D GELTEX PHARMACEUTICALS INC     COM              368538104      555    27159 SH      SHARED      01         27159
D GENCORP INC                    COM              368682100      720    90096 SH      SHARED      01         90096
D GENCORP INC                    COM              368682100      152    19052 SH      SHARED      04         19052
D GENCORP INC                    COM              368682100        2      300 SH      SHARED      05           300
D GENE LOGIC INC                 COM              368689105      556    15600 SH      SHARED      01         15600
D GENE LOGIC INC                 COM              368689105      584    16382 SH      SHARED      04         16382
D GENE LOGIC INC                 COM              368689105        7      200 SH      SHARED      05           200
D GENELABS TECHNOLOGIES INC      COM              368706107       70    17400 SH      SHARED      01         17400
D GENENTECH INC                  COM NEW          368710406    13151    76461 SH      SHARED      01         70975              5486
D GENENTECH INC                  COM NEW          368710406       51      300 SH      SHR/OTHR    01                             300
D GENENTECH INC                  COM NEW          368710406      120      700 SH      SHARED      04           700
D GENENTECH INC                  COM NEW          368710406      361     2100 SH      SHARED      05          2100
D GENER S A                      SPONSORED ADR    368731105       23     1596 SH      SHARED      01          1596
D GENERAL AMERN INVS INC         COM              368802104       20      512 SH      SHARED      01                             512
D GENERAL AMERN INVS INC         COM              368802104       15      400 SH      SHARED      04           400
D GENERAL BINDING CORP           COM              369154109        5      750 SH      SHARED      01           750
D GENERAL BINDING CORP           COM              369154109       78    11803 SH      SHARED      04         11803
D GENERAL CABLE CORP DEL NEW     COM              369300108      374    46112 SH      SHARED      01         46112
D GENERAL CABLE CORP DEL NEW     COM              369300108       23     2900 SH      SHARED      02                            2900
D GENERAL CABLE CORP DEL NEW     COM              369300108        0       69 SH      SHARED      04            69
D GENERAL CHEM GROUP INC         COM              369332101        8    14000 SH      SHARED      04         14000
D GENERAL COMMUNICATION INC      CL A             369385109      280    54723 SH      SHARED      01         54723
D GENERAL DATACOMM INDS INC      COM              369487103      200    33000 SH      SHARED      01         16500             16500
D GENERAL DATACOMM INDS INC      COM              369487103       18     3000 SH      SHARED      02          3000
D GENERAL DYNAMICS CORP          COM              369550108   115327  2207229 SH      SHARED      01       2207213                16
D GENERAL DYNAMICS CORP          COM              369550108    20225   387084 SH      SHR/OTHR    01                 387084
D GENERAL DYNAMICS CORP          COM              369550108       19      366 SH      SHARED      02                             366
D GENERAL DYNAMICS CORP          COM              369550108    16947   324345 SH      SHARED      04        324345
D GENERAL ELEC CO                COM              369604103      371     7000 SH      SHR/OTHR    04                    400     6600
D GENERAL ELEC CO                COM              369604103  5271051 99453802 SH      SHARED      01      95976609  1086708  2390485
D GENERAL ELEC CO                COM              369604103   306507  5783157 SH      SHR/OTHR    01                3650715  2132442
D GENERAL ELEC CO                COM              369604103    31986   603510 SH      SHARED      02        168790            434720
D GENERAL ELEC CO                COM              369604103   316374  5969322 SH      SHARED      04       5967897              1425
D GENERAL ELEC CO                COM              369604103     8824   166500 SH      SHARED      05        166500
D GENERAL ELEC CO                COM              369604103   159718  3013550 SH      SHARED      06       3013550
D GENERAL EMPLOYMENT ENTERPRISES COM              369730106       25     6578 SH      SHARED      01          6578
D GENERAL GROWTH PPTYS INC       COM              370021107     2244    70700 SH      SHARED      01         70700
D GENERAL GROWTH PPTYS INC       COM              370021107       47     1500 SH      SHARED      02          1500
D GENERAL GROWTH PPTYS INC       COM              370021107     5211   164147 SH      SHARED      04        164147
D GENERAL MAGIC INC              COM              370253106      189    23100 SH      SHARED      01         22600               500
D GENERAL MAGIC INC              COM              370253106      106    13000 SH      SHARED      02         13000
D GENERAL MLS INC                COM              370334104    97925  2560140 SH      SHARED      01       2547540             12600
D GENERAL MLS INC                COM              370334104     4044   105734 SH      SHR/OTHR    01                  80434    25300
D GENERAL MLS INC                COM              370334104      352     9206 SH      SHARED      02          1750              7456
D GENERAL MLS INC                COM              370334104    12905   337397 SH      SHARED      04        337397
D GENERAL MLS INC                COM              370334104      168     4400 SH      SHARED      05          4400
D GENERAL MTRS CORP              COM              370442105   278188  4791236 SH      SHARED      01       4790464               772
D GENERAL MTRS CORP              COM              370442105     2422    41723 SH      SHR/OTHR    01                  28608    13115
D GENERAL MTRS CORP              COM              370442105      492     8481 SH      SHARED      02          2149              6332
D GENERAL MTRS CORP              COM              370442105   163780  2820786 SH      SHARED      04       2820786
D GENERAL MTRS CORP              CL H NEW         370442832    32705   372707 SH      SHARED      01        370659              2048
D GENERAL MTRS CORP              CL H NEW         370442832      503     5735 SH      SHR/OTHR    01                   5336      399
D GENERAL MTRS CORP              CL H NEW         370442832      366     4176 SH      SHARED      02           716              3460
D GENERAL MTRS CORP              CL H NEW         370442832     2305    26270 SH      SHARED      04         26270
D GENERAL SEMICONDUCTOR INC      COM              370787103     1288    87370 SH      SHARED      01         87370
D GENERAL SEMICONDUCTOR INC      COM              370787103      983    66700 SH      SHARED      04         66700
D GENERAL SEMICONDUCTOR INC      COM              370787103       20     1400 SH      SHARED      05          1400
D GENESCO INC                    SUB NT CV 5.5%05 371532AL6    17728 19125000 PRN     SHARED      04      19125000
D GENESCO INC                    COM              371532102      600    37407 SH      SHARED      01         37407
D GENESCO INC                    COM              371532102       16     1000 SH      SHARED      02          1000
D GENESCO INC                    COM              371532102       63     3968 SH      SHARED      04          3968
D GENESISINTERMEDIA COM INC      COM              37184T106       20     1300 SH      SHARED      01          1300
D GENESISINTERMEDIA COM INC      COM              37184T106       20     1250 SH      SHARED      02          1250
D GENTEX CORP                    COM              371901109     2448    97450 SH      SHARED      01         97450
D GENTEX CORP                    COM              371901109      234     9347 SH      SHARED      04          9347
D GENTEX CORP                    COM              371901109       40     1600 SH      SHARED      05          1600
D GENESIS HEALTH VENTURES INC    COM              371912106        1     9750 SH      SHARED      02          8500              1250
D GENLYTE GROUP INC              COM              372302109      360    17103 SH      SHARED      01         17103
D GENLYTE GROUP INC              COM              372302109       31     1500 SH      SHARED      02          1500
D GENOMIC SOLUTIONS INC          COM CALL         37243R109       95     6500 SH      SHARED      01          6500
D GENOME THERAPEUTICS CORP       COM              372430108     1098    36100 SH      SHARED      01         16100             20000
D GENOME THERAPEUTICS CORP       COM              372430108      364    11964 SH      SHARED      04         11964
D GENSET SA                      SPONSORED ADR    37244T104       17      750 SH      SHARED      02                             750
D GENSET SA                      SPONSORED ADR    37244T104      270    11680 SH      SHARED      06         11680
D GENRAD INC                     COM              372447102      367    40807 SH      SHARED      01         40807
D GENRAD INC                     COM              372447102       27     3000 SH      SHARED      02                            3000
D GENRAD INC                     COM              372447102        0       39 SH      SHARED      04            39
D GENTIA SOFTWARE PLC            SPONSORED ADR    37245A104        3      500 SH      SHARED      02                             500
D GENTNER COMMUNICATIONS CORP    COM              37245J105       16     1200 SH      SHARED      01          1200
D GENTA INC                      COM NEW          37245M207        4      700 SH      SHARED      01           700
D GENTA INC                      COM NEW          37245M207        8     1246 SH      SHARED      04          1246
D GENTEK INC                     COM              37245X104       31     2843 SH      SHARED      01          2843
D GENTEK INC                     COM              37245X104       39     3498 SH      SHARED      04          3498
D GENZYME TRANSGENICS CORP       COM              37246E105      298    11000 SH      SHARED      01         11000
D GENZYME TRANSGENICS CORP       COM              37246E105      120     4434 SH      SHARED      04          4434
D GEON CO                        COM              37246W105      870    47065 SH      SHARED      01         47065
D GEON CO                        COM              37246W105      751    40637 SH      SHARED      04         40637
D GEON CO                        COM              37246W105       37     2000 SH      SHARED      05          2000
D GENUINE PARTS CO               COM              372460105    29185  1459285 SH      SHARED      01       1458410               875
D GENUINE PARTS CO               COM              372460105      183     9175 SH      SHR/OTHR    01                   8050     1125
D GENUINE PARTS CO               COM              372460105       24     1200 SH      SHARED      02                            1200
D GENUINE PARTS CO               COM              372460105     3094   154728 SH      SHARED      04        154728
D GENUS INC                      COM              372461103       77     9500 SH      SHARED      01          9500
D GENTIVA HEALTH SERVICES INC    COM              37247A102        3      380 SH      SHARED      01           380
D GENTIVA HEALTH SERVICES INC    COM              37247A102        1      125 SH      SHARED      02           125
D GENTIVA HEALTH SERVICES INC    COM              37247A102       93    11475 SH      SHARED      04         11475
D GENTIVA HEALTH SERVICES INC    COM              37247A102        0       25 SH      SHARED      05            25
D GENSTAR THERAPEUTICS CORP      COM              37248D105       21     3500 SH      SHR/OTHR    01                   3500
D GENZYME CORP                   COM GENL DIV     372917104    10778   181349 SH      SHARED      01        157457             23892
D GENZYME CORP                   COM GENL DIV     372917104      356     6000 SH      SHR/OTHR    01                   2200     3800
D GENZYME CORP                   COM GENL DIV     372917104       92     1564 SH      SHARED      02            64              1500
D GENZYME CORP                   COM GENL DIV     372917104     2089    35148 SH      SHARED      04         35148
D GENZYME CORP                   COM GENL DIV     372917104      594    10000 SH      SHARED      05         10000
D GENZYME CORP                   COM-TISSUE REP   372917401       20     3962 SH      SHARED      01          2014              1948
D GENZYME CORP                   COM-TISSUE REP   372917401       26     5004 SH      SHARED      02          5004
D GENZYME CORP                   COM-TISSUE REP   372917401      308    58700 SH      SHARED      04         58700
D GENZYME CORP                   COM-MOLECULAR    372917500      180    13002 SH      SHARED      01         10842              2160
D GENZYME CORP                   COM-MOLECULAR    372917500        0        6 SH      SHARED      02             6
D GENZYME CORP                   COM SURG PRODS   372917609      103    10437 SH      SHARED      01          6859              3578
D GENZYME CORP                   COM SURG PRODS   372917609        0       11 SH      SHARED      02            11
D GEORGIA GULF CORP              COM PAR $0.01    373200203     1527    73397 SH      SHARED      01         73397
D GEORGIA GULF CORP              COM PAR $0.01    373200203      906    43545 SH      SHARED      04         43545
D GEORGIA GULF CORP              COM PAR $0.01    373200203       87     4200 SH      SHARED      05          4200
D GEORGIA PAC CORP               COM GA PAC GRP   373298108    35789  1363398 SH      SHARED      01       1362968      320      110
D GEORGIA PAC CORP               COM GA PAC GRP   373298108      113     4340 SH      SHR/OTHR    01                   3674      666
D GEORGIA PAC CORP               COM GA PAC GRP   373298108      119     4548 SH      SHARED      02          2800              1748
D GEORGIA PAC CORP               COM GA PAC GRP   373298108    23569   897876 SH      SHARED      04        897876
D GEORGIA PAC CORP               COM GA PAC GRP   373298108      866    33000 SH      SHARED      05         33000
D GEORGIA PAC CORP               COM-TIMBER GRP   373298702     2461   113805 SH      SHARED      01        113805
D GEORGIA PAC CORP               COM-TIMBER GRP   373298702       42     1985 SH      SHR/OTHR    01                    652     1333
D GEORGIA PAC CORP               COM-TIMBER GRP   373298702      121     5624 SH      SHARED      02          5000               624
D GEORGIA PAC CORP               COM-TIMBER GRP   373298702     1184    54771 SH      SHARED      04         54771
D GEORGIA PAC CORP               COM-TIMBER GRP   373298702      231    10700 SH      SHARED      05         10700
D GEOWORKS CORP                  COM              373692102       69     4400 SH      SHARED      01          4400
D GEOWORKS CORP                  COM              373692102     3551   225500 SH      SHARED      02        225500
D GEOWORKS CORP                  COM              373692102      134     8533 SH      SHARED      04          8533
D GERBER SCIENTIFIC INC          COM              373730100      569    49510 SH      SHARED      01         49510
D GERBER SCIENTIFIC INC          COM              373730100     1113    96850 SH      SHARED      02          7300             89550
D GERBER SCIENTIFIC INC          COM              373730100      379    33027 SH      SHARED      04         33027
D GERMANY FD INC                 COM              374143105        0        2 SH      SHARED      04             2
D GERON CORP                     COM              374163103      496    15500 SH      SHARED      01         15500
D GERON CORP                     COM              374163103        6      200 SH      SHARED      02                             200
D GERON CORP                     COM              374163103      308     9647 SH      SHARED      04          9647
D GETTHERE COM INC               COM              374266104       65     6200 SH      SHARED      01          6200
D GETTY IMAGES INC               SB NT CV 144A 07 374276AD5      822  1000000 PRN     SHARED      01       1000000
D GETTY IMAGES INC               SB NT CV 144A 07 374276AD5     1315  1600000 PRN     SHARED      04       1600000
D GETTY IMAGES INC               COM              374276103      791    21350 SH      SHARED      01         21350
D GETTY IMAGES INC               COM              374276103      930    25100 SH      SHARED      02         13900             11200
D GETTY IMAGES INC               COM              374276103     5885   158800 SH      SHARED      03        158800
D GETTY IMAGES INC               COM              374276103     1238    33416 SH      SHARED      04         33416
D GETTY PETE MARKETING INC       COM              374292100        1      300 SH      SHARED      01           300
D GETTY RLTY CORP NEW            COM              374297109       10     1000 SH      SHARED      01          1000
D GETTY RLTY CORP NEW            COM              374297109      158    14564 SH      SHARED      04         14564
D GIANT INDS INC                 COM              374508109        5      696 SH      SHARED      01           696
D GIBRALTAR STL CORP             COM              37476F103      138     9902 SH      SHARED      01          9902
D GIBRALTAR STL CORP             COM              37476F103        0       12 SH      SHARED      04            12
D GIGA INFORMATION GROUP INC     COM              37517M109        2      400 SH      SHARED      02           400
D GIGA TRONICS INC               COM              375175106        2      300 SH      SHARED      02           300
D GILEAD SCIENCES INC            COM              375558103     4622    64991 SH      SHARED      01         64991
D GILEAD SCIENCES INC            COM              375558103      320     4500 SH      SHR/OTHR    01                            4500
D GILEAD SCIENCES INC            COM              375558103     4995    70232 SH      SHARED      04         70232
D GILLETTE CO                    COM              375766102   343199  9823381 SH      SHARED      01       9453687            369694
D GILLETTE CO                    COM              375766102    13461   385316 SH      SHR/OTHR    01                 183328   201988
D GILLETTE CO                    COM              375766102     6151   176068 SH      SHARED      02         16010            160058
D GILLETTE CO                    COM              375766102    48290  1382215 SH      SHARED      04       1382215
D GILLETTE CO                    COM              375766102      258     7400 SH      SHARED      05          7400
D GILMAN & CIOCIA INC            COM              375908100       38     8400 SH      SHARED      01          8400
D GILDAN ACTIVEWEAR INC          SUB VTG SHS A    375916103      139     3800 SH      SHARED      04          3800
D GLACIER BANCORP INC NEW        COM              37637Q105       45     3483 SH      SHARED      01          3388                95
D GLACIER BANCORP INC NEW        COM              37637Q105      275    20891 SH      SHARED      04         20891
D GLACIER WATER SVCS INC         COM              376395109        1      100 SH      SHARED      01           100
D GLATFELTER P H CO              COM              377316104     2079   204157 SH      SHARED      01        204157
D GLATFELTER P H CO              COM              377316104      105    10400 SH      SHARED      04         10400
D GLATFELTER P H CO              COM              377316104       57     5600 SH      SHARED      05          5600
D GLAXO WELLCOME PLC             SPONSORED ADR    37733W105    10695   185005 SH      SHARED      01        171105             13900
D GLAXO WELLCOME PLC             SPONSORED ADR    37733W105      529     9152 SH      SHR/OTHR    01                   3952     5200
D GLAXO WELLCOME PLC             SPONSORED ADR    37733W105      495     8575 SH      SHARED      02          3200              5375
D GLAXO WELLCOME PLC             SPONSORED ADR    37733W105     2701    46721 SH      SHARED      04         46721
D GLAXO WELLCOME PLC             SPONSORED ADR    37733W105      144     2500 SH      SHARED      05          2500
D GLENAYRE TECHNOLOGIES INC      COM              377899109     1478   139987 SH      SHARED      01        139987
D GLENAYRE TECHNOLOGIES INC      COM              377899109       21     2000 SH      SHARED      02          2000
D GLENAYRE TECHNOLOGIES INC      COM              377899109        0       65 SH      SHARED      04            65
D GLENBOROUGH RLTY TR INC        COM              37803P105      766    43972 SH      SHARED      01         43972
D GLENBOROUGH RLTY TR INC        COM              37803P105       33     1904 SH      SHARED      04          1904
D GLENBOROUGH RLTY TR INC        PFD CV SER A%    37803P204       30     1750 SH      SHARED      02          1750
D GLENBOROUGH RLTY TR INC        PFD CV SER A%    37803P204     2368   137300 SH      SHARED      04        137300
D GLIATECH INC                   COM              37929C103      263    13000 SH      SHARED      01         13000
D GLIATECH INC                   COM              37929C103      383    18938 SH      SHARED      04         18938
D GLIMCHER RLTY TR               SH BEN INT       379302102      965    67157 SH      SHARED      01         63107              4050
D GLIMCHER RLTY TR               SH BEN INT       379302102       66     4650 SH      SHARED      02                            4650
D GLIMCHER RLTY TR               SH BEN INT       379302102        0       38 SH      SHARED      04            38
D GLOBAL CAP PARTNERS INC        COM              37931J104       39     5600 SH      SHARED      01          5600
D GLOBAL HIGH INCOME DLR FD INC  COM              37933G108      263    20400 SH      SHARED      04         20400
D GLOBAL INDS LTD                COM              379336100    30032  1591150 SH      SHARED      01       1591150
D GLOBAL INDS LTD                COM              379336100     2486   131748 SH      SHARED      04        131748
D GLOBAL IMAGING SYSTEMS         COM              37934A100      137    13086 SH      SHARED      04         13086
D GLOBAL LT TELECOMMUNICATIONS   COM              37934X100      107     9800 SH      SHARED      04          9800
D GLOBAL PARTNERS INCOME FD INC  COM              37935R102       22     2000 SH      SHR/OTHR    01                   2000
D GLOBAL MARINE INC              COM              379352404     8031   284933 SH      SHARED      01        284933
D GLOBAL MARINE INC              COM              379352404      278     9865 SH      SHARED      02          3105              6760
D GLOBAL MARINE INC              COM              379352404    11530   409059 SH      SHARED      04        409059
D GLOBAL MARINE INC              COM              379352404      262     9300 SH      SHARED      05          9300
D GLOBAL PMT TECHNOLOGIES INC    COM              37936S109        8     1200 SH      SHARED      01          1200
D GLOBAL TELESYSTEMS INC         COM              37936U104     3301   273679 SH      SHARED      01        273679
D GLOBAL TELESYSTEMS INC         COM              37936U104       77     6425 SH      SHARED      02          3600              2825
D GLOBAL TELESYSTEMS INC         COM              37936U104      261    21716 SH      SHARED      04         21716
D GLOBAL TELESYSTEMS INC         COM              37936U104       14     1200 SH      SHARED      05          1200
D GLOBAL SPORTS INC              COM              37937A107       65    10130 SH      SHARED      04         10130
D GLOBAL VACATION GROUP INC      COM              37937F106       27     9400 SH      SHARED      01          9400
D GLOBALNET FINANCIAL COM INC    COM NEW          37937R209      535    25499 SH      SHARED      01         25499
D GLOBALNET FINANCIAL COM INC    COM NEW          37937R209      359    17138 SH      SHARED      04         17138
D GLOBECOMM SYSTEMS INC          COM              37956X103      110     8000 SH      SHARED      01          8000
D GLOBECOMM SYSTEMS INC          COM              37956X103     2673   194450 SH      SHARED      02        194450
D GLOBIX CORP                    COM              37957F101     1278    43600 SH      SHARED      01         43500               100
D GLOBIX CORP                    COM              37957F101       58     2000 SH      SHARED      02          2000
D GLOBIX CORP                    COM              37957F101        3      133 SH      SHARED      04           133
D GLOBESPAN INC                  COM              379571102     3320    27200 SH      SHARED      01         27200
D GLOBESPAN INC                  COM              379571102       12      100 SH      SHARED      04           100
D GLOBESPAN INC                  COM              379571102       24      200 SH      SHARED      05           200
D GOLD BANC CORP INC             COM              379907108      125    25110 SH      SHARED      01         25110
D GOLD BANC CORP INC             COM              379907108       47     9400 SH      SHARED      04          9400
D GOAMERICA INC                  COM              38020R106      135     8800 SH      SHARED      01          8800
D GOAMERICA INC                  COM              38020R106      804    52125 SH      SHARED      02         52125
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T106       15     3900 SH      SHARED      02                            3900
D GOLD FIELDS LTD NEW            SPONSORED ADR    38059T106       78    20000 SH      SHARED      04         20000
D GOLDEN ST BANCORP INC          COM              381197102     4120   228900 SH      SHARED      01        228900
D GOLDEN ST BANCORP INC          COM              381197102       41     2300 SH      SHARED      02                            2300
D GOLDEN ST BANCORP INC          COM              381197102      225    12508 SH      SHARED      04         12508
D GOLDEN ST BANCORP INC          WT EXP  000000   381197136        3     3200 SH      SHARED      02                            3200
D GOLDEN ST BANCORP INC          WT EXP  000000   381197136     1893  1682940 SH      SHARED      04       1682940
D GOLDEN ST VINTNERS INC         CL B             38121K208       34     8300 SH      SHARED      02           300              8000
D GOLDEN TELECOM INC             COM              38122G107      267     8992 SH      SHARED      01          8992
D GOLDEN TELECOM INC             COM              38122G107      230     7750 SH      SHARED      04          7750
D GOLDEN WEST FINL CORP DEL      COM              381317106    47175  1155910 SH      SHARED      01       1155460               450
D GOLDEN WEST FINL CORP DEL      COM              381317106       14      344 SH      SHARED      02                             344
D GOLDEN WEST FINL CORP DEL      COM              381317106     2968    72735 SH      SHARED      04         72735
D GOLDMAN SACHS GROUP INC        COM              38141G104     8073    85100 SH      SHARED      01         83000              2100
D GOLDMAN SACHS GROUP INC        COM              38141G104      123     1300 SH      SHR/OTHR    01                   1200      100
D GOLDMAN SACHS GROUP INC        COM              38141G104      145     1535 SH      SHARED      02           400              1135
D GOLDMAN SACHS GROUP INC        COM              38141G104     9100    95925 SH      SHARED      04         95925
D GOLDMAN SACHS GROUP INC        COM              38141G104     1688    17800 SH      SHARED      05         17800
D GOLF TR AMER INC               COM              38168B103        4      300 SH      SHARED      01           300
D GOLF TR AMER INC               COM              38168B103      386    24362 SH      SHARED      04         24362
D GOODRICH B F CO                COM              382388106    25714   754934 SH      SHARED      01        754934
D GOODRICH B F CO                COM              382388106       17      500 SH      SHARED      02                             500
D GOODRICH B F CO                COM              382388106     2704    79396 SH      SHARED      04         79396
D GOODYEAR TIRE & RUBR CO        COM              382550101    24249  1212499 SH      SHARED      01       1212499
D GOODYEAR TIRE & RUBR CO        COM              382550101       57     2860 SH      SHR/OTHR    01                            2860
D GOODYEAR TIRE & RUBR CO        COM              382550101      212    10600 SH      SHARED      02                           10600
D GOODYEAR TIRE & RUBR CO        COM              382550101     3245   162255 SH      SHARED      04        162255
D GOODYEAR TIRE & RUBR CO        COM              382550101        4      200 SH      SHARED      05           200
D GOODYS FAMILY CLOTHING INC     COM              382588101       44     8028 SH      SHARED      01          8028
D GOODYS FAMILY CLOTHING INC     COM              382588101      203    36960 SH      SHARED      04         36960
D GOTO COM INC                   COM              38348T107      251    16400 SH      SHARED      01         16400
D GO2NET INC                     COM              383486107     2247    44670 SH      SHARED      01         44670
D GO2NET INC                     COM              383486107       88     1766 SH      SHARED      04          1766
D GRACE W R & CO DEL NEW         COM              38388F108     7262   598944 SH      SHARED      01        598744               200
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       49     4044 SH      SHARED      02           800              3244
D GRACE W R & CO DEL NEW         COM              38388F108     1595   131550 SH      SHARED      04        131550
D GRACE W R & CO DEL NEW         COM              38388F108       16     1400 SH      SHARED      05          1400
D GRACO INC                      COM              384109104     1642    50546 SH      SHARED      01         46412              4134
D GRAINGER W W INC               COM              384802104    23818   773021 SH      SHARED      01        770621              2400
D GRAINGER W W INC               COM              384802104      252     8200 SH      SHR/OTHR    01                   4200     4000
D GRAINGER W W INC               COM              384802104       12      400 SH      SHARED      02                             400
D GRAINGER W W INC               COM              384802104     1915    62179 SH      SHARED      04         62179
D GRAND CENT FINL CORP           COM              38527S102      246    25000 SH      SHARED      04         25000
D GRAND TOYS INTL INC            COM NEW          386492201        0       20 SH      SHARED      02            20
D GRAND UN CO                    COM              386532402       31    59919 SH      SHARED      04         59919
D GRANITE BROADCASTING CORP      COM              387241102       81    11000 SH      SHARED      01         11000
D GRANITE CONSTR INC             COM              387328107      800    32692 SH      SHARED      01         32692
D GRANITE CONSTR INC             COM              387328107      333    13600 SH      SHARED      04         13600
D GRANITE CONSTR INC             COM              387328107       88     3600 SH      SHARED      05          3600
D GRANITE ST BANKSHARES INC      COM              387472103        2      150 SH      SHARED      01           150
D GRANT PRIDECO INC              COM              38821G101     3753   150123 SH      SHARED      01        150123
D GRANT PRIDECO INC              COM              38821G101      239     9565 SH      SHARED      02          9190               375
D GRANT PRIDECO INC              COM              38821G101     1124    44976 SH      SHARED      04         44976
D GRANT PRIDECO INC              COM              38821G101      337    13500 SH      SHARED      05         13500
D GRAPHIC PACKAGING INTL CORP    COM              388690109       25    12068 SH      SHARED      01         12068
D GRAPHIC PACKAGING INTL CORP    COM              388690109        0      396 SH      SHARED      02           132               264
D GRAPHIC PACKAGING INTL CORP    COM              388690109       59    28197 SH      SHARED      04         28197
D GRAPHON CORP                   COM              388707101       62     7300 SH      SHARED      01          7300
D GRAY COMMUNICATIONS SYS INC    COM              389190109        4      475 SH      SHARED      01           475
D GRAY COMMUNICATIONS SYS INC    COM              389190109      252    25719 SH      SHARED      04         25719
D GREAT ATLANTIC & PAC TEA INC   COM              390064103     5168   310894 SH      SHARED      01        310894
D GREAT ATLANTIC & PAC TEA INC   COM              390064103      361    21734 SH      SHARED      04         21734
D GREAT ATLANTIC & PAC TEA INC   COM              390064103       59     3600 SH      SHARED      05          3600
D GREAT LAKES CHEM CORP          COM              390568103    14128   448517 SH      SHARED      01        448317               200
D GREAT LAKES CHEM CORP          COM              390568103       16      535 SH      SHARED      02           275               260
D GREAT LAKES CHEM CORP          COM              390568103     1653    52480 SH      SHARED      04         52480
D GREAT LAKES REIT INC           COM              390752103      399    23501 SH      SHARED      01         23501
D GREAT LAKES REIT INC           COM              390752103       53     3127 SH      SHARED      04          3127
D GREAT SOUTHN BANCORP INC       COM              390905107       10      600 SH      SHARED      01           600
D GREAT SOUTHN BANCORP INC       COM              390905107      220    12714 SH      SHARED      04         12714
D GREAT NORTHN IRON ORE PPTYS    CTFS BEN INT     391064102      211     4200 SH      SHARED      01          4200
D GREAT NORTHN IRON ORE PPTYS    CTFS BEN INT     391064102      201     4000 SH      SHR/OTHR    01                            4000
D GREAT PLAINS SOFTWARE          COM              39119E105      460    23487 SH      SHARED      01         23487
D GREATER BAY BANCORP            COM              391648102     1193    25534 SH      SHARED      01         25534
D GREATER BAY BANCORP            COM              391648102       37      800 SH      SHR/OTHR    01                             800
D GREATER BAY BANCORP            COM              391648102      301     6450 SH      SHARED      02          6450
D GREATER CHINA FD INC           COM              39167B102      129    14700 SH      SHARED      04         14700
D GREENBRIAR CORP                COM              393648100        0      100 SH      SHARED      01           100
D GREENBRIER COS INC             COM              393657101       42     5800 SH      SHARED      01          5800
D GREENPOINT FINL CORP           COM              395384100     2357   125750 SH      SHARED      01        125750
D GREENPOINT FINL CORP           COM              395384100     1036    55272 SH      SHARED      04         55272
D GREENPOINT FINL CORP           COM              395384100      256    13700 SH      SHARED      05         13700
D GREIF BROS CORP                CL A             397624107      627    20404 SH      SHARED      01         20404
D GREIF BROS CORP                CL A             397624107      184     6000 SH      SHARED      02          2400              3600
D GREY ADVERTISING INC           COM              397838103      442      850 SH      SHARED      01           850
D GREY WOLF INC                  COM              397888108     1327   265482 SH      SHARED      01        265482
D GREY WOLF INC                  COM              397888108       27     5500 SH      SHARED      02          5500
D GRIC COMMUNICATIONS INC        COM              398081109      141     7900 SH      SHARED      01          7900
D GRIFFIN LD & NURSERIES INC     CL A             398231100       41     3600 SH      SHARED      01          3600
D GRIFFON CORP                   COM              398433102      414    74579 SH      SHARED      01         74579
D GRIFFON CORP                   COM              398433102      296    53252 SH      SHARED      04         53252
D GROUP 1 AUTOMOTIVE INC         COM              398905109      344    28704 SH      SHARED      01         28704
D GROUP 1 AUTOMOTIVE INC         COM              398905109        0        6 SH      SHARED      04             6
D GROVE PPTY TR                  SH BEN INT       399613108       27     1700 SH      SHARED      01          1700
D GRUBB & ELLIS CO               COM PAR $0.01    400095204       46     7900 SH      SHARED      01          7900
D GRUPO RADIO CENTRO S A DE C V  SPONSORED ADR    40049C102       11     1000 SH      SHARED      04          1000
D GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206     1100    15957 SH      SHARED      01         15957
D GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206      737    10700 SH      SHARED      05         10700
D GTECH HLDGS CORP               COM              400518106     1848    81463 SH      SHARED      01         81463
D GTECH HLDGS CORP               COM              400518106    38926  1715800 SH      SHARED      04       1715800
D GTECH HLDGS CORP               COM              400518106       97     4300 SH      SHARED      05          4300
D GUCCI GROUP N V                COM NY REG       401566104     6461    68200 SH      SHARED      01         68200
D GUCCI GROUP N V                COM NY REG       401566104      673     7103 SH      SHARED      04          7103
D GUCCI GROUP N V                COM NY REG       401566104      132     1400 SH      SHARED      05          1400
D GUESS INC                      COM              401617105      119     8505 SH      SHARED      01          8505
D GUESS INC                      COM              401617105      297    21269 SH      SHARED      04         21269
D GUEST SUPPLY INC               COM              401630108        8      450 SH      SHARED      01           450
D GUIDANT CORP                   COM              401698105   114310  2309296 SH      SHARED      01       2305806              3490
D GUIDANT CORP                   COM              401698105      247     4997 SH      SHR/OTHR    01                   4447      550
D GUIDANT CORP                   COM              401698105      835    16875 SH      SHARED      02          2800             14075
D GUIDANT CORP                   COM              401698105    27596   557497 SH      SHARED      04        557497
D GUILFORD MLS INC               COM              401794102       38     9093 SH      SHARED      01          9093
D GUILFORD MLS INC               COM              401794102      134    31607 SH      SHARED      04         31607
D GUILFORD PHARMACEUTICALS INC   COM              401829106      533    35412 SH      SHARED      01         35412
D GUILFORD PHARMACEUTICALS INC   COM              401829106      500    33200 SH      SHARED      03         33200
D GUILFORD PHARMACEUTICALS INC   COM              401829106      125     8305 SH      SHARED      04          8305
D GUITAR CTR MGMT INC            COM              402040109      350    33406 SH      SHARED      01         33406
D GUITAR CTR MGMT INC            COM              402040109       39     3804 SH      SHARED      04          3804
D GULF CDA RES LTD               ORD              40218L305       96    20000 SH      SHARED      01         20000
D GULF INDONESIA RES LTD         COM              402284103        8     1000 SH      SHARED      02          1000
D GULF ISLAND FABRICATION INC    COM              402307102       24     1464 SH      SHARED      04          1464
D GULFMARK OFFSHORE INC          COM              402629109       44     1800 SH      SHARED      01          1800
D GULFMARK OFFSHORE INC          COM              402629109        7      300 SH      SHARED      02           300
D GUM TECH INTL INC              COM              402803100       72     5200 SH      SHARED      01          5200
D GYMBOREE CORP                  COM              403777105       14     4700 SH      SHARED      01          4700
D GYMBOREE CORP                  COM              403777105        3     1000 SH      SHARED      02          1000
D GYMBOREE CORP                  COM              403777105      127    42539 SH      SHARED      04         42539
D HMT TECHNOLOGY CORP            SB NT CV 5.75%04 403917AD9    14735 48314000 PRN     SHARED      04      48314000
D HMT TECHNOLOGY CORP            COM              403917107       10     6900 SH      SHARED      01          6900
D HMT TECHNOLOGY CORP            COM              403917107      180   117900 SH      SHARED      04        117900
D H & Q HEALTHCARE FD            SH BEN INT       404052102      277     8976 SH      SHR/OTHR    01                            8976
D H & Q HEALTHCARE FD            SH BEN INT       404052102       65     2106 SH      SHARED      02                            2106
D H & Q HEALTHCARE FD            SH BEN INT       404052102       30     1000 SH      SHARED      04          1000
D H & Q LIFE SCIENCES INVS       SH BEN INT       404053100       13      464 SH      SHARED      02           464
D HCA-HEALTHCARE CO              COM              404119109   133228  4386131 SH      SHARED      01       4385957               174
D HCA-HEALTHCARE CO              COM              404119109       39     1300 SH      SHARED      02           500               800
D HCA-HEALTHCARE CO              COM              404119109     6747   222140 SH      SHARED      04        222140
D HCA-HEALTHCARE CO              COM              404119109      276     9100 SH      SHARED      05          9100
D HCC INS HLDGS INC              COM              404132102     1645    87162 SH      SHARED      01         87162
D HCC INS HLDGS INC              COM              404132102       49     2600 SH      SHR/OTHR    01                            2600
D HCC INS HLDGS INC              COM              404132102      510    27035 SH      SHARED      04         27035
D HF FINL CORP                   COM              404172108        2      300 SH      SHARED      01           300
D HNC SOFTWARE INC               COM              40425P107     3429    55534 SH      SHARED      01         55534
D HNC SOFTWARE INC               COM              40425P107       27      450 SH      SHARED      02                             450
D HNC SOFTWARE INC               COM              40425P107        2       35 SH      SHARED      04            35
D HRPT PPTYS TR                  COM SH BEN INT   40426W101     1966   321050 SH      SHARED      01        320850               200
D HRPT PPTYS TR                  COM SH BEN INT   40426W101       30     5000 SH      SHR/OTHR    01                   1200     3800
D HRPT PPTYS TR                  COM SH BEN INT   40426W101      444    72630 SH      SHARED      04         72630
D HSB GROUP INC                  COM              40428N109     2353    75609 SH      SHARED      01         75609
D HSB GROUP INC                  COM              40428N109     1193    38352 SH      SHARED      04         38352
D HSB GROUP INC                  COM              40428N109      118     3800 SH      SHARED      05          3800
D HSBC HLDGS PLC                 SPON ADR NEW     404280406       17      300 SH      SHR/OTHR    01                    300
D HSBC HLDGS PLC                 SPON ADR NEW     404280406      142     2460 SH      SHARED      02          2460
D HSBC HLDGS PLC                 SPON ADR NEW     404280406       75     1300 SH      SHARED      05          1300
D HS RES INC                     COM              404297103      742    24759 SH      SHARED      01         24759
D HS RES INC                     COM              404297103       84     2800 SH      SHARED      02          2800
D HS RES INC                     COM              404297103        0       24 SH      SHARED      04            24
D HA-LO INDS INC                 COM              404429102      521    92717 SH      SHARED      01         92717
D HA-LO INDS INC                 COM              404429102       16     3000 SH      SHARED      02          3000
D HAEMONETICS CORP               COM              405024100     1152    54858 SH      SHARED      01         54858
D HAEMONETICS CORP               COM              405024100        2      142 SH      SHARED      02           142
D HAEMONETICS CORP               COM              405024100       82     3951 SH      SHARED      04          3951
D HAIN CELESTIAL GROUP INC       COM              405217100     8225   224208 SH      SHARED      01        224208
D HAIN CELESTIAL GROUP INC       COM              405217100        9      253 SH      SHARED      02                             253
D HALIFAX CORP                   COM              405752106      127    23270 SH      SHARED      02                           23270
D HALL KINION ASSOCIATES INC     COM              406069104      652    19600 SH      SHARED      01         19600
D HALL KINION ASSOCIATES INC     COM              406069104       97     2928 SH      SHARED      04          2928
D HALLIBURTON CO                 COM              406216101   185435  3929811 SH      SHARED      01       3913613     2620    13578
D HALLIBURTON CO                 COM              406216101     1661    35213 SH      SHR/OTHR    01                  29765     5448
D HALLIBURTON CO                 COM              406216101     1799    38140 SH      SHARED      02          8765             29375
D HALLIBURTON CO                 COM              406216101    12458   264017 SH      SHARED      04        264017
D HALLIBURTON CO                 COM              406216101     9858   208930 SH      SHARED      06        208930
D HALLWOOD ENERGY CORP DEL       COM              40636X105      241    29445 SH      SHARED      04         29445
D HAMILTON BANCORP INC FLA       COM              407013101      292    16717 SH      SHARED      04         16717
D JOHN HANCOCK BK &THRIFT OPP FD SH BEN INT       409735107      420    62898 SH      SHARED      02                           62898
D JOHN HANCOCK BK &THRIFT OPP FD SH BEN INT       409735107        6     1000 SH      SHARED      04          1000
D HANCOCK FABRICS INC            COM              409900107        6     1600 SH      SHARED      01          1600
D HANCOCK HLDG CO                COM              410120109      485    14271 SH      SHARED      01         14271
D HANCOCK HLDG CO                COM              410120109       13      389 SH      SHARED      02                             389
D HANCOCK JOHN FINL SVCS INC     COM              41014S106      914    38600 SH      SHARED      01         38600
D HANCOCK JOHN FINL SVCS INC     COM              41014S106       33     1411 SH      SHARED      02           904               507
D HANCOCK JOHN FINL SVCS INC     COM              41014S106      326    13800 SH      SHARED      04         13800
D HANDLEMAN CO DEL               COM              410252100      617    49388 SH      SHARED      01         49388
D HANDLEMAN CO DEL               COM              410252100       53     4262 SH      SHARED      04          4262
D HANGER ORTHOPEDIC GROUP INC    COM NEW          41043F208       44     9000 SH      SHARED      02          9000
D HANGER ORTHOPEDIC GROUP INC    COM NEW          41043F208      188    38118 SH      SHARED      04         38118
D HANNA M A CO                   COM              410522106      965   107238 SH      SHARED      01        107238
D HANNA M A CO                   COM              410522106      108    12079 SH      SHARED      04         12079
D HANNA M A CO                   COM              410522106      126    14000 SH      SHARED      05         14000
D HANNAFORD BROS CO              COM              410550107    29667   412768 SH      SHARED      01        412768
D HANNAFORD BROS CO              COM              410550107    31645   440279 SH      SHARED      04        440279
D HANNAFORD BROS CO              COM              410550107      416     5800 SH      SHARED      05          5800
D HANOVER COMPRESSOR CO          COM              410768105     2086    54900 SH      SHARED      01         54900
D HANOVER COMPRESSOR CO          COM              410768105     1985    52246 SH      SHARED      04         52246
D HANOVER COMPRESSOR CO          COM              410768105      288     7600 SH      SHARED      05          7600
D HANOVER DIRECT INC             COM              410783104      251   161146 SH      SHARED      01        161146
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 HANSON PLC                     SPON ADR NEW     411352404       49     1400 SH      SHARED      04          1400
D HARCOURT GEN INC               COM              41163G101    27136   499061 SH      SHARED      01        492961              6100
D HARCOURT GEN INC               COM              41163G101       84     1561 SH      SHR/OTHR    01                            1561
D HARCOURT GEN INC               COM              41163G101      108     2000 SH      SHARED      02           500              1500
D HARCOURT GEN INC               COM              41163G101     2176    40020 SH      SHARED      04         40020
D HARCOURT GEN INC               COM              41163G101      179     3300 SH      SHARED      05          3300
D HARBOR FLA BANCSHARES INC      COM              411901101      234    22425 SH      SHARED      01         22425
D HARKEN ENERGY CORP             COM              412552101      202   324689 SH      SHARED      04        324689
D HARLAND JOHN H CO              COM              412693103     1030    68993 SH      SHARED      01         68993
D HARLAND JOHN H CO              COM              412693103       52     3500 SH      SHARED      04          3500
D HARLEY DAVIDSON INC            COM              412822108   104749  2720768 SH      SHARED      01       2717952              2816
D HARLEY DAVIDSON INC            COM              412822108      138     3600 SH      SHR/OTHR    01                   3600
D HARLEY DAVIDSON INC            COM              412822108      549    14266 SH      SHARED      02          9666              4600
D HARLEY DAVIDSON INC            COM              412822108     6874   178554 SH      SHARED      04        178554
D HARLEY DAVIDSON INC            COM              412822108      257     6700 SH      SHARED      05          6700
D HARLEYSVILLE GROUP INC         COM              412824104      355    21200 SH      SHARED      01         21200
D HARLEYSVILLE GROUP INC         COM              412824104        0       27 SH      SHARED      04            27
D HARLEYSVILLE NATL CORP PA      COM              412850109      395    12078 SH      SHARED      01         12078
D HARLEYSVILLE NATL CORP PA      COM              412850109        0       14 SH      SHARED      04            14
D HARMAN INTL INDS INC           COM              413086109     1706    27968 SH      SHARED      01         27968
D HARMAN INTL INDS INC           COM              413086109      477     7825 SH      SHARED      02          7500               325
D HARMAN INTL INDS INC           COM              413086109     1781    29209 SH      SHARED      04         29209
D HARMON INDS INC NEW            COM              413136102        5      450 SH      SHARED      01           450
D HARMON INDS INC NEW            COM              413136102      269    20340 SH      SHARED      04         20340
D HARMONIC INC                   COM              413160102     1293    52273 SH      SHARED      01         52273
D HARMONIC INC                   COM              413160102        9      400 SH      SHR/OTHR    01                    400
D HARMONIC INC                   COM              413160102     1431    57819 SH      SHARED      02         37332             20487
D HARMONIC INC                   COM              413160102     1227    49604 SH      SHARED      04         49604
D HARMONIC INC                   COM              413160102       29     1205 SH      SHARED      05          1205
D HAROLDS STORES INC             COM              413353103        0       51 SH      SHARED      01            51
D HARRAHS ENTMT INC              COM              413619107    21035  1004721 SH      SHARED      01       1004721
D HARRAHS ENTMT INC              COM              413619107       31     1500 SH      SHARED      02                            1500
D HARRAHS ENTMT INC              COM              413619107     2566   122600 SH      SHARED      04        122600
D HARRAHS ENTMT INC              COM              413619107      573    27400 SH      SHARED      05         27400
D HARRIS & HARRIS GROUP INC      COM              413833104       56     7000 SH      SHARED      01          7000
D HARRIS & HARRIS GROUP INC      COM              413833104       12     1500 SH      SHARED      02          1500
D HARRIS CORP DEL                COM              413875105     3537   108026 SH      SHARED      01        108026
D HARRIS CORP DEL                COM              413875105       19      600 SH      SHR/OTHR    01                             600
D HARRIS CORP DEL                COM              413875105     3303   100855 SH      SHARED      04        100855
D HARRIS CORP DEL                COM              413875105      284     8700 SH      SHARED      05          8700
D HARRIS FINL INC                COM              414541102      133    21602 SH      SHARED      01         21602
D HARRIS FINL INC                COM              414541102        0       29 SH      SHARED      04            29
D HARRIS INTERACTIVE INC         COM              414549105       82    17100 SH      SHARED      01         17100
D HARRODSBURG 1ST FINL BANCORP   COM              415781103       93     7800 SH      SHARED      01          7800
D HARRYS FMRS MKT INC            CL A             415863109        1     1550 SH      SHARED      02                            1550
D HARSCO CORP                    COM              415864107     2900   113758 SH      SHARED      01        113758
D HARSCO CORP                    COM              415864107      994    39000 SH      SHARED      04         39000
D HARSCO CORP                    COM              415864107      135     5300 SH      SHARED      05          5300
D HARTE-HANKS INC                COM              416196103     1410    56438 SH      SHARED      01         56438
D HARTE-HANKS INC                COM              416196103       60     2400 SH      SHARED      02                            2400
D HARTE-HANKS INC                COM              416196103      864    34591 SH      SHARED      04         34591
D HARTE-HANKS INC                COM              416196103      257    10300 SH      SHARED      05         10300
D HARTFORD FINL SVCS GROUP INC   COM              416515104    96788  1730304 SH      SHARED      01       1728956              1348
D HARTFORD FINL SVCS GROUP INC   COM              416515104     1034    18494 SH      SHR/OTHR    01                  13000     5494
D HARTFORD FINL SVCS GROUP INC   COM              416515104     2054    36720 SH      SHARED      02          6195             30525
D HARTFORD FINL SVCS GROUP INC   COM              416515104     9478   169442 SH      SHARED      04        169442
D HARTFORD FINL SVCS GROUP INC   COM              416515104      167     3000 SH      SHARED      05          3000
D HARTFORD FINL SVCS GROUP INC   COM              416515104     1085    19400 SH      SHARED      06         19400
D HARTFORD LIFE INC              CL A             416592103        0     5900 SH      SHARED      04          5900
D HARTMARX CORP                  COM              417119104       36    14235 SH      SHARED      01         14235
D HASBRO INC                     COM              418056107    20911  1388394 SH      SHARED      01       1388394
D HASBRO INC                     COM              418056107      134     8900 SH      SHR/OTHR    01                   8900
D HASBRO INC                     COM              418056107      905    60147 SH      SHARED      02         59347               800
D HASBRO INC                     COM              418056107     1192    79200 SH      SHARED      04         79200
D HASBRO INC                     COM              418056107       34     2300 SH      SHARED      05          2300
D HAUPPAUGE DIGITAL INC          COM              419131107       87     9000 SH      SHARED      01          9000
D HAVERTY FURNITURE INC          COM              419596101      187    22012 SH      SHARED      01         22012
D HAVERTY FURNITURE INC          COM              419596101      136    16113 SH      SHARED      04         16113
D HAVERTY FURNITURE INC          CL A             419596200        3      300 SH      SHARED      01           300
D HAWAIIAN ELEC INDUSTRIES       COM              419870100     2236    68174 SH      SHARED      01         67924               250
D HAWAIIAN ELEC INDUSTRIES       COM              419870100      438    13349 SH      SHARED      04         13349
D HAWAIIAN ELEC INDUSTRIES       COM              419870100      141     4300 SH      SHARED      05          4300
D HAWKINS CHEM INC               COM              420200107        6      801 SH      SHARED      01           801
D HAYES LEMMERZ INTL INC         COM              420781106      370    30707 SH      SHARED      01         30707
D HAYES LEMMERZ INTL INC         COM              420781106        0       27 SH      SHARED      04            27
D HEARME                         COM              421903105       40     9100 SH      SHARED      01          9100
D HEARME                         COM              421903105      128    28501 SH      SHARED      04         28501
D HEALTHCARE SVCS GRP INC        COM              421906108      499   111000 SH      SHARED      02                          111000
D HEALTH CARE PPTY INVS INC      COM              421915109     3002   110191 SH      SHARED      01        104229              5962
D HEALTH CARE PPTY INVS INC      COM              421915109       24      900 SH      SHR/OTHR    01                             900
D HEALTH CARE PPTY INVS INC      COM              421915109      958    35172 SH      SHARED      02         17454             17718
D HEALTH CARE PPTY INVS INC      COM              421915109      134     4932 SH      SHARED      04          4932
D HEALTHSOUTH CORP               SB DB CV 3.25%03 421924AF8    21783 27750000 PRN     SHARED      04      27750000
D HEALTHSOUTH CORP               COM              421924101    21985  3058998 SH      SHARED      01       3058066               932
D HEALTHSOUTH CORP               COM              421924101     2110   293685 SH      SHARED      02        289185              4500
D HEALTHSOUTH CORP               COM              421924101     7653  1064883 SH      SHARED      04       1064883
D HEALTHSOUTH CORP               COM              421924101       58     8200 SH      SHARED      05          8200
D HEALTHSOUTH CORP               COM              421924101       10     1450 SH      SHARED      06          1450
D HEALTH MGMT ASSOC INC NEW      CL A             421933102     4641   355374 SH      SHARED      01        355374
D HEALTH MGMT ASSOC INC NEW      CL A             421933102      158    12100 SH      SHARED      02         12100
D HEALTH MGMT ASSOC INC NEW      CL A             421933102     2607   199655 SH      SHARED      04        199655
D HEALTH MGMT ASSOC INC NEW      CL A             421933102      581    44500 SH      SHARED      05         44500
D HEALTH RISK MGMT INC           COM              421935107        0      100 SH      SHARED      01           100
D HEALTHCARE RLTY TR             COM              421946104     1091    63990 SH      SHARED      01         63990
D HEALTHCARE RLTY TR             COM              421946104        2      150 SH      SHARED      02                             150
D HEALTHCARE RLTY TR             COM              421946104      475    27874 SH      SHARED      04         27874
D HEARTPORT INC                  COM              421969106       11     3900 SH      SHARED      01          3900
D HEADWAY CORPORATE RESOURCES    COM              422101105       23     7300 SH      SHARED      01          7300
D HEALTH CARE REIT INC           COM              42217K106      649    39993 SH      SHARED      01         39993
D HEALTH CARE REIT INC           COM              42217K106      338    20853 SH      SHARED      02         13550              7303
D HEALTH CARE REIT INC           COM              42217K106      418    25746 SH      SHARED      04         25746
D HEALTHAXIS INC                 COM              42219D100        0      100 SH      SHARED      01           100
D HEALTHAXIS INC                 COM              42219D100      283    74500 SH      SHARED      02         74500
D HEALTHAXIS INC                 COM              42219D100       76    19967 SH      SHARED      04         19967
D HEALTHCARE RECOVERIES INC      COM              42220K101       27     7600 SH      SHARED      01          7600
D HEALTHEON WEBMD CORP           COM              422209106      936    63192 SH      SHARED      01         63192
D HEALTHEON WEBMD CORP           COM              422209106      250    16900 SH      SHARED      02         12650              4250
D HEALTHEON WEBMD CORP           COM              422209106      263    17800 SH      SHARED      04         17800
D HEALTHEON WEBMD CORP           COM              422209106       45     3100 SH      SHARED      05          3100
D HEALTHCENTRAL COM              COM              42221V106        3     1000 SH      SHARED      02          1000
D HEALTHCARE COM CORP            COM              42221Y100       61    22000 SH      SHARED      01         22000
D HEALTHCARE COM CORP            COM              42221Y100        8     3000 SH      SHARED      02          3000
D HEARST-ARGYLE TELEVISION INC   COM              422317107      414    21279 SH      SHARED      01         21139               140
D HEARST-ARGYLE TELEVISION INC   COM              422317107      343    17597 SH      SHARED      04         17597
D HEARTLAND EXPRESS INC          COM              422347104      649    38949 SH      SHARED      01         38949
D HEARTLAND EXPRESS INC          COM              422347104        1       65 SH      SHARED      04            65
D HEARTLAND PARTNERS L P         UT LTD PARTNER   422357103       23     1100 SH      SHARED      01          1100
D HECLA MNG CO                   COM              422704106       67    59600 SH      SHARED      01         59600
D HECLA MNG CO                   COM              422704106        2     2600 SH      SHARED      02           200              2400
D HECTOR COMMUNICATIONS CORP     COM              422730101        6      500 SH      SHARED      01           500
D HEICO CORP NEW                 COM              422806109      230    16168 SH      SHARED      01         16168
D HEICO CORP NEW                 CL A             422806208       28     2352 SH      SHARED      01          2352
D HEIDRICK & STRUGGLES INTL INC  COM              422819102     1673    26506 SH      SHARED      01         26506
D HEILIG MEYERS CO               COM              422893107        0       88 SH      SHARED      01            88
D HEILIG MEYERS CO               COM              422893107      143   120991 SH      SHARED      04        120991
D HEINZ H J CO                   COM              423074103   131475  3005145 SH      SHARED      01       3001241              3904
D HEINZ H J CO                   COM              423074103     3232    73875 SH      SHR/OTHR    01                  49475    24400
D HEINZ H J CO                   COM              423074103      548    12532 SH      SHARED      02          5157              7375
D HEINZ H J CO                   COM              423074103     6714   153484 SH      SHARED      04        153484
D HEINZ H J CO                   COM              423074103     1876    42900 SH      SHARED      05         42900
D HELIX TECHNOLOGY CORP          COM              423319102     2118    54315 SH      SHARED      01         54315
D HELIX TECHNOLOGY CORP          COM              423319102      546    14000 SH      SHARED      02                           14000
D HELIX TECHNOLOGY CORP          COM              423319102       27      702 SH      SHARED      04           702
D HELLENIC TELECOM ORGANIZATN SA SPONSORED ADR    423325307     2290   187960 SH      SHARED      04        187960
D HELLENIC TELECOM ORGANIZATN SA SPONSORED ADR    423325307      279    22900 SH      SHARED      05         22900
D HELLER FINANCIAL INC           CL A             423328103      822    40122 SH      SHARED      01         40122
D HELLER FINANCIAL INC           CL A             423328103      331    16170 SH      SHARED      04         16170
D HELMERICH & PAYNE INC          COM              423452101     3312    88640 SH      SHARED      01         88640
D HELMERICH & PAYNE INC          COM              423452101      250     6700 SH      SHARED      02          2550              4150
D HELMERICH & PAYNE INC          COM              423452101     3704    99127 SH      SHARED      04         99127
D HELMERICH & PAYNE INC          COM              423452101      142     3800 SH      SHARED      05          3800
D HEMISPHERX BIOPHARMA INC       COM              42366C103       45     8000 SH      SHARED      01          8000
D HEMISPHERX BIOPHARMA INC       COM              42366C103       56    10000 SH      SHARED      02         10000
D HEMISPHERX BIOPHARMA INC       COM              42366C103      311    55447 SH      SHARED      04         55447
D HENRY JACK & ASSOC INC         COM              426281101      616    12300 SH      SHARED      01         12300
D HENRY JACK & ASSOC INC         COM              426281101       45      900 SH      SHR/OTHR    01                             900
D HENRY JACK & ASSOC INC         COM              426281101     1245    24845 SH      SHARED      04         24845
D HERBALIFE INTL INC             CL A             426908208      239    27357 SH      SHARED      01         24606              2751
D HERBALIFE INTL INC             CL A             426908208        0       20 SH      SHARED      04            20
D HERBALIFE INTL INC             CL B             426908307      115    14700 SH      SHARED      04         14700
D HERITAGE COMMERCE CORP         COM              426927109      149    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    11741   835012 SH      SHARED      01        835012
D HERCULES INC                   COM              427056106      126     9000 SH      SHR/OTHR    01                            9000
D HERCULES INC                   COM              427056106     1156    82244 SH      SHARED      04         82244
D HERCULES INC                   COM              427056106       71     5100 SH      SHARED      05          5100
D HERSHEY FOODS CORP             COM              427866108    49142  1013238 SH      SHARED      01       1012238              1000
D HERSHEY FOODS CORP             COM              427866108       29      600 SH      SHR/OTHR    01                             600
D HERSHEY FOODS CORP             COM              427866108      693    14300 SH      SHARED      02          3000             11300
D HERSHEY FOODS CORP             COM              427866108     3454    71220 SH      SHARED      04         71220
D HERTZ CORP                     CL A             428040109     1180    42050 SH      SHARED      01         42050
D HERTZ CORP                     CL A             428040109      474    16895 SH      SHARED      04         16895
D HERTZ CORP                     CL A             428040109        2      100 SH      SHARED      05           100
D HEWLETT PACKARD CO             SB LYON ZERO  17 428236AC7     1372  1500000 PRN     SHARED      01       1500000
D HEWLETT PACKARD CO             COM              428236103  1126329  9019653 SH      SHARED      01       8860385      400   158868
D HEWLETT PACKARD CO             COM              428236103    50354   403242 SH      SHR/OTHR    01                 243269   159973
D HEWLETT PACKARD CO             COM              428236103     5877    47065 SH      SHARED      02          5605             41460
D HEWLETT PACKARD CO             COM              428236103   182625  1462470 SH      SHARED      04       1462470
D HEWLETT PACKARD CO             COM              428236103    27300   218620 SH      SHARED      06        218620
D HEXCEL CORP NEW                COM              428291108      421    44316 SH      SHARED      01         44316
D HI / FN INC                    COM              428358105     1001    22564 SH      SHARED      01         22564
D HI / FN INC                    COM              428358105        0       12 SH      SHARED      04            12
D HIBERNIA CORP                  CL A             428656102     2473   227488 SH      SHARED      01        227488
D HIBERNIA CORP                  CL A             428656102       13     1250 SH      SHARED      02                            1250
D HIBERNIA CORP                  CL A             428656102     2085   191770 SH      SHARED      04        191770
D HIBERNIA CORP                  CL A             428656102      176    16200 SH      SHARED      05         16200
D HICKORY TECH CORP              COM              429060106      102     8391 SH      SHARED      01          8391
D HICKORY TECH CORP              COM              429060106       33     2780 SH      SHARED      04          2780
D HIGH PLAINS CORP               COM              429701105        0        1 SH      SHARED      01             1
D HIGH SPEED ACCESS CORP         COM              42979U102      397    60600 SH      SHARED      01         60600
D HIGHLAND BANCORP INC           COM              429879109     4102   168300 SH      SHARED      04        168300
D HIGHLANDS INS GROUP INC        COM              431032101       16     1800 SH      SHARED      01          1800
D HIGHWOODS PPTYS INC            COM              431284108     2446   101955 SH      SHARED      01        101955
D HIGHWOODS PPTYS INC            COM              431284108      157     6550 SH      SHARED      02          3500              3050
D HIGHWOODS PPTYS INC            COM              431284108     1932    80500 SH      SHARED      04         80500
D HILB ROGAL & HAMILTON CO       COM              431294107      891    25704 SH      SHARED      01         25704
D HILB ROGAL & HAMILTON CO       COM              431294107       34     1000 SH      SHARED      02          1000
D HILB ROGAL & HAMILTON CO       COM              431294107        0       23 SH      SHARED      04            23
D HILLENBRAND INDS INC           COM              431573104     2055    65635 SH      SHARED      01         65635
D HILLENBRAND INDS INC           COM              431573104       62     2000 SH      SHARED      02                            2000
D HILLENBRAND INDS INC           COM              431573104      683    21814 SH      SHARED      04         21814
D HILLENBRAND INDS INC           COM              431573104      259     8300 SH      SHARED      05          8300
D HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3       47    60000 PRN     SHARED      01                           60000
D HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3      102   130000 PRN     SHR/OTHR    01                          130000
D HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3       19    25000 PRN     SHARED      02                           25000
D HILTON HOTELS CORP             COM              432848109    27257  2907498 SH      SHARED      01       2906587               911
D HILTON HOTELS CORP             COM              432848109     1866   199044 SH      SHR/OTHR    01                 199044
D HILTON HOTELS CORP             COM              432848109      182    19505 SH      SHARED      02         14005              5500
D HILTON HOTELS CORP             COM              432848109     3288   350786 SH      SHARED      04        350786
D HILTON HOTELS CORP             COM              432848109      217    23200 SH      SHARED      05         23200
D HINES HORTICULTURE INC         COM              433245107      305    44907 SH      SHARED      04         44907
D HIRSCH INTL CORP               CL A             433550100       11     8400 SH      SHARED      01          8400
D HISPANIC BROADCASTING CORP     CL A             43357B104    11010   332400 SH      SHARED      01        329400              3000
D HISPANIC BROADCASTING CORP     CL A             43357B104     3301    99658 SH      SHARED      02         24258             75400
D HISPANIC BROADCASTING CORP     CL A             43357B104     1643    49601 SH      SHARED      04         49601
D HISPANIC BROADCASTING CORP     CL A             43357B104      477    14400 SH      SHARED      05         14400
D HITACHI LIMITED                ADR 10 COM       433578507        9       65 SH      SHARED      02            65
D HITACHI LIMITED                ADR 10 COM       433578507       57      400 SH      SHARED      05           400
D HOLLINGER INTL INC             CL A             435569108     1351    99179 SH      SHARED      01         99179
D HOLLINGER INTL INC             CL A             435569108     2122   155760 SH      SHARED      04        155760
D HOLLIS-EDEN PHARMACEUTICALS    COM              435902101       47     4000 SH      SHARED      01          2000              2000
D HOLLYWOOD COM INC              COM              436137103      124    16124 SH      SHARED      01         16124
D HOLLYWOOD COM INC              COM              436137103       35     4632 SH      SHARED      04          4632
D HOLLYWOOD ENTMT CORP           COM              436141105      654    83059 SH      SHARED      01         83059
D HOLLYWOOD ENTMT CORP           COM              436141105        0       45 SH      SHARED      04            45
D HOLOGIC INC                    COM              436440101       18     2800 SH      SHARED      01          2800
D HOLOGIC INC                    COM              436440101        0      100 SH      SHARED      04           100
D HOME DEPOT INC                 COM              437076102       19      400 SH      SHR/OTHR    04                    400
D HOME DEPOT INC                 COM              437076102  1352061 27075350 SH      SHARED      01      24052253           3023097
D HOME DEPOT INC                 COM              437076102    46419   929566 SH      SHR/OTHR    01                 173726   755840
D HOME DEPOT INC                 COM              437076102    12756   255446 SH      SHARED      02         93918            161528
D HOME DEPOT INC                 COM              437076102   111234  2227489 SH      SHARED      04       2227264               225
D HOME DEPOT INC                 COM              437076102     1967    39400 SH      SHARED      05         39400
D HOME DEPOT INC                 COM              437076102      960    19230 SH      SHARED      06         19230
D HOME PPTYS N Y INC             COM              437306103      942    31404 SH      SHARED      01         31404
D HOME PPTYS N Y INC             COM              437306103       27      907 SH      SHARED      04           907
D HOMEBASE INC                   COM              43738E108       24    15757 SH      SHARED      01         15757
D HOMEBASE INC                   COM              43738E108      103    66462 SH      SHARED      04         66462
D HOMEGROCER COM INC             COM              43740K100      296    49200 SH      SHARED      01         49200
D HOMEGROCER COM INC             COM              43740K100     1725   286100 SH      SHARED      04        286100
D HOMESEEKERS COM INC            COM              437605108        4     1400 SH      SHARED      02                            1400
D HOMESTAKE MNG CO               COM              437614100    12936  1881601 SH      SHARED      01       1881601
D HOMESTAKE MNG CO               COM              437614100       13     2000 SH      SHARED      02           667              1333
D HOMESTAKE MNG CO               COM              437614100    48514  7056701 SH      SHARED      04       7056701
D HOMESTAKE MNG CO               COM              437614100       39     5700 SH      SHARED      05          5700
D HOMESTORE COM INC              COM              437852106      329    11300 SH      SHARED      01         11300
D HOMESTORE COM INC              COM              437852106       70     2400 SH      SHARED      05          2400
D HON INDS INC                   COM              438092108     2614   111236 SH      SHARED      01        111236
D HON INDS INC                   COM              438092108     1414    60200 SH      SHARED      04         60200
D HON INDS INC                   COM              438092108      185     7900 SH      SHARED      05          7900
D HONDA MOTOR LTD                AMERN SHS        438128308      116     1700 SH      SHARED      01                            1700
D HONDA MOTOR LTD                AMERN SHS        438128308       34      500 SH      SHR/OTHR    01                    500
D HONDA MOTOR LTD                AMERN SHS        438128308       75     1100 SH      SHARED      04          1100
D HONEYWELL INTL INC             COM              438516106   228471  6782176 SH      SHARED      01       6640757    32383   109036
D HONEYWELL INTL INC             COM              438516106     3135    93074 SH      SHR/OTHR    01                  43587    49487
D HONEYWELL INTL INC             COM              438516106      809    24025 SH      SHARED      02          3900             20125
D HONEYWELL INTL INC             COM              438516106    53364  1584122 SH      SHARED      04       1584122
D HONEYWELL INTL INC             COM              438516106      474    14100 SH      SHARED      05         14100
D HONEYWELL INTL INC             COM              438516106    17892   531143 SH      SHARED      06        531143
D HOOPER HOLMES INC              COM              439104100      864   108123 SH      SHARED      01        108123
D HOOPER HOLMES INC              COM              439104100       22     2800 SH      SHR/OTHR    01                            2800
D HOOPER HOLMES INC              COM              439104100       87    10906 SH      SHARED      04         10906
D HORACE MANN EDUCATORS CORP NEW COM              440327104     1386    92433 SH      SHARED      01         92433
D HORACE MANN EDUCATORS CORP NEW COM              440327104      409    27272 SH      SHARED      04         27272
D HORACE MANN EDUCATORS CORP NEW COM              440327104       81     5400 SH      SHARED      05          5400
D HORIZON GROUP PPTYS INC        COM              44041U102        0       30 SH      SHARED      01            30
D HORIZON OFFSHORE INC           COM              44043J105      130     8400 SH      SHARED      01          8400
D HORIZON OFFSHORE INC           COM              44043J105       26     1729 SH      SHARED      04          1729
D HORMEL FOODS CORP              COM              440452100     1960   116600 SH      SHARED      01        116600
D HORMEL FOODS CORP              COM              440452100     1095    65133 SH      SHARED      04         65133
D HORMEL FOODS CORP              COM              440452100      448    26700 SH      SHARED      05         26700
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M102     2290   101517 SH      SHARED      01        101517
D HOSPITALITY PPTYS TR           COM SH BEN INT   44106M102     1098    48683 SH      SHARED      04         48683
D HOST MARRIOTT CORP NEW         COM              44107P104    10918  1164653 SH      SHARED      01        309086            855567
D HOST MARRIOTT CORP NEW         COM              44107P104      151    16178 SH      SHR/OTHR    01                           16178
D HOST MARRIOTT CORP NEW         COM              44107P104      304    32497 SH      SHARED      02          3217             29280
D HOST MARRIOTT CORP NEW         COM              44107P104      457    48817 SH      SHARED      04         48817
D HOST MARRIOTT CORP NEW         COM              44107P104        0      100 SH      SHARED      05           100
D HOT TOPIC INC                  COM              441339108      259     8100 SH      SHARED      01          8100
D HOT TOPIC INC                  COM              441339108      865    27039 SH      SHARED      04         27039
D HOTEL RESERVATIONS NETWORK INC CL A             441451101      205     6920 SH      SHARED      01          6920
D HOTJOBS COM INC                COM              441474103       27     2000 SH      SHARED      02          1000              1000
D HOUGHTON MIFFLIN CO            COM              441560109     2962    63459 SH      SHARED      01         63459
D HOUGHTON MIFFLIN CO            COM              441560109      186     4000 SH      SHARED      02          4000
D HOUGHTON MIFFLIN CO            COM              441560109      731    15658 SH      SHARED      04         15658
D HOUGHTON MIFFLIN CO            COM              441560109      527    11300 SH      SHARED      05         11300
D HOUSEHOLD INTL INC             COM              441815107   159053  3826902 SH      SHARED      01       3796592             30310
D HOUSEHOLD INTL INC             COM              441815107     1177    28330 SH      SHR/OTHR    01                  12900    15430
D HOUSEHOLD INTL INC             COM              441815107      579    13945 SH      SHARED      02          6456              7489
D HOUSEHOLD INTL INC             COM              441815107     7817   188098 SH      SHARED      04        188098
D HOUSTON EXPL CO                COM              442120101      168     6705 SH      SHARED      01          6705
D HOUSTON EXPL CO                COM              442120101        5      201 SH      SHARED      04           201
D HOWMET INTERNATIONAL           COM              443208103        0     2700 SH      SHARED      04          2700
D HSBC BK PLC                    SP ADR UNIT A    44328M302      874    37400 SH      SHARED      04         37400
D HSBC BK PLC                    SP ADR UNIT B    44328M609     3077   119800 SH      SHARED      04        119800
D HSBC BK PLC                    SP ADR UNIT C    44328M815      164     7000 SH      SHARED      04          7000
D HSBC BK PLC                    SP ADR UNIT D    44328M849     2770   112500 SH      SHARED      04        112500
D HUANENG PWR INTL INC           SPON ADR N       443304100       17     1300 SH      SHARED      01          1300
D HUANENG PWR INTL INC           SPON ADR N       443304100      133    10000 SH      SHARED      04         10000
D HUB GROUP INC                  CL A             443320106       29     2000 SH      SHARED      02          2000
D HUB GROUP INC                  CL A             443320106      215    14430 SH      SHARED      04         14430
D HUBBELL INC                    CL A             443510102       15      600 SH      SHARED      01           600
D HUBBELL INC                    CL B             443510201     2098    82278 SH      SHARED      01         80890              1388
D HUBBELL INC                    CL B             443510201       83     3260 SH      SHR/OTHR    01                   2060     1200
D HUBBELL INC                    CL B             443510201        4      158 SH      SHARED      02                             158
D HUBBELL INC                    CL B             443510201      579    22726 SH      SHARED      04         22726
D HUBBELL INC                    CL B             443510201      173     6800 SH      SHARED      05          6800
D HUDSON CITY BANCORP            COM              443683107       54     3200 SH      SHARED      01          3200
D HUDSON RIV BANCORP INC         COM              444128102        0       50 SH      SHARED      01                              50
D HUDSON RIV BANCORP INC         COM              444128102      877    73901 SH      SHARED      04         73901
D HUDSON UNITED BANCORP          COM              444165104     2784   124101 SH      SHARED      01        124101
D HUDSON UNITED BANCORP          COM              444165104       26     1173 SH      SHARED      02                            1173
D HUDSON UNITED BANCORP          COM              444165104      583    26000 SH      SHARED      04         26000
D HUGHES SUPPLY INC              COM              444482103      850    43086 SH      SHARED      01         43086
D HUGHES SUPPLY INC              COM              444482103        0       34 SH      SHARED      04            34
D HUGOTON RTY TR TEX             UNIT BEN INT     444717102       78     6300 SH      SHARED      01                            6300
D HUMANA INC                     COM              444859102     6751  1384970 SH      SHARED      01       1384820               150
D HUMANA INC                     COM              444859102        2      600 SH      SHR/OTHR    01                             600
D HUMANA INC                     COM              444859102        2      450 SH      SHARED      02                             450
D HUMANA INC                     COM              444859102      971   199333 SH      SHARED      04        199333
D HUMANA INC                     COM              444859102       30     6200 SH      SHARED      05          6200
D HUMAN GENOME SCIENCES INC      SUB NT CV 144A07 444903AE8     5465  4100000 PRN     SHARED      04       4100000
D HUMAN GENOME SCIENCES INC      SB NT CV 144A 07 444903AG3      826  1000000 PRN     SHARED      01       1000000
D HUMAN GENOME SCIENCES INC      SB NT CV 3.75%07 444903AH1     7847  9500000 PRN     SHARED      04       9500000
D HUMAN GENOME SCIENCES INC      COM              444903108     8769    65750 SH      SHARED      01         52950             12800
D HUMAN GENOME SCIENCES INC      COM              444903108       26      200 SH      SHR/OTHR    01                             200
D HUMAN GENOME SCIENCES INC      COM              444903108      319     2395 SH      SHARED      02          1050              1345
D HUMAN GENOME SCIENCES INC      COM              444903108     7396    55453 SH      SHARED      04         55453
D HUMAN GENOME SCIENCES INC      COM              444903108      146     1100 SH      SHARED      05          1100
D HUNT CORP                      COM              445591100       16     1575 SH      SHARED      01          1575
D HUNT J B TRANS SVCS INC        COM              445658107      822    53306 SH      SHARED      01         53306
D HUNT J B TRANS SVCS INC        COM              445658107      153     9958 SH      SHARED      04          9958
D HUNT J B TRANS SVCS INC        COM              445658107       72     4700 SH      SHARED      05          4700
D HUNTINGTON BANCSHARES INC      COM              446150104    25958  1641709 SH      SHARED      01       1641709
D HUNTINGTON BANCSHARES INC      COM              446150104     3929   248489 SH      SHARED      04        248489
D HUNTINGTON BANCSHARES INC      COM              446150104       86     5500 SH      SHARED      05          5500
D HUSSMANN INTL INC              COM              448110106        0      440 SH      SHARED      01           440
D HUTCHINSON TECHNOLOGY INC      COM              448407106      817    57358 SH      SHARED      01         57358
D HUTCHINSON TECHNOLOGY INC      COM              448407106        0       39 SH      SHARED      04            39
D HUTTIG BLDG PRODS INC          COM              448451104       22     5507 SH      SHARED      01          5105               402
D HUTTIG BLDG PRODS INC          COM              448451104        9     2289 SH      SHR/OTHR    01                   2289
D HUTTIG BLDG PRODS INC          COM              448451104        7     1905 SH      SHARED      02          1352               553
D HUTTIG BLDG PRODS INC          COM              448451104        3      901 SH      SHARED      04           901
D HYPERION 2002 TERM TR INC      COM              448915108     1754   212700 SH      SHARED      04        212700
D ICN PHARMACEUTICALS INC NEW    COM              448924100     2717    97706 SH      SHARED      01         96740               966
D ICN PHARMACEUTICALS INC NEW    COM              448924100     1001    36001 SH      SHARED      04         36001
D ICN PHARMACEUTICALS INC NEW    COM              448924100      292    10500 SH      SHARED      05         10500
D IDT CORP                       COM              448947101     1904    56131 SH      SHARED      01         56131
D IDT CORP                       COM              448947101      746    22000 SH      SHARED      04         22000
D HYPERCOM CORP                  COM              44913M105      250    17408 SH      SHARED      01         17408
D HYPERCOM CORP                  COM              44913M105      113     7905 SH      SHARED      04          7905
D HYPERFEED TECHNOLOGIES INC     COM              44913S102       29     8200 SH      SHARED      01          8200
D HYPERION SOLUTIONS CORP        COM              44914M104     2413    74397 SH      SHARED      01         74397
D HYPERION SOLUTIONS CORP        COM              44914M104      167     5155 SH      SHARED      02          3255              1900
D HYPERION SOLUTIONS CORP        COM              44914M104      107     3316 SH      SHARED      04          3316
D HYSEQ INC                      COM              449163302      354     7800 SH      SHARED      01          7300               500
D HYSEQ INC                      COM              449163302       99     2200 SH      SHARED      02           200              2000
D HYSEQ INC                      COM              449163302      310     6830 SH      SHARED      04          6830
D IBP INC                        COM              449223106     1983   128500 SH      SHARED      01        128500
D IBP INC                        COM              449223106        1       75 SH      SHARED      02            75
D IBP INC                        COM              449223106     2561   165914 SH      SHARED      04        165914
D IBP INC                        COM              449223106      216    14000 SH      SHARED      05         14000
D ICG COMMUNICATIONS INC         COM              449246107     2281   103417 SH      SHARED      01        103417
D ICG COMMUNICATIONS INC         COM              449246107       79     3600 SH      SHARED      02          1000              2600
D ICG COMMUNICATIONS INC         COM              449246107    20891   946947 SH      SHARED      04        946947
D I C H CORP NEW                 COM NEW          44926L300        0        5 SH      SHARED      02                               5
D ICOS CORP                      COM              449295104     2681    60950 SH      SHARED      01         58950              2000
D ICOS CORP                      COM              449295104      203     4614 SH      SHARED      04          4614
D ICU MED INC                    COM              44930G107      512    18980 SH      SHARED      02         18980
D I-CABLE COMMUNICATIONS LTD     SPONSORED ADR    44934B104        4      600 SH      SHARED      02           600
D IDEC PHARMACEUTICALS CORP      COM              449370105     5159    43978 SH      SHARED      01         43978
D IDEC PHARMACEUTICALS CORP      COM              449370105       11      100 SH      SHR/OTHR    01                             100
D IDEC PHARMACEUTICALS CORP      COM              449370105     5194    44276 SH      SHARED      04         44276
D IDEC PHARMACEUTICALS CORP      COM              449370105      750     6400 SH      SHARED      05          6400
D IDG BOOKS WORLDWIDE INC        CL A             449384106        0      100 SH      SHARED      01           100
D IDG BOOKS WORLDWIDE INC        CL A             449384106       60     6626 SH      SHARED      04          6626
D IDX SYS CORP                   COM              449491109      395    28006 SH      SHARED      01         27006              1000
D IDX SYS CORP                   COM              449491109      424    30020 SH      SHARED      04         30020
D IGEN INC                       COM              449536101      563    34012 SH      SHARED      01         34012
D IGEN INC                       COM              449536101        0       28 SH      SHARED      04            28
D IHOP CORP                      COM              449623107      531    31705 SH      SHARED      01         31705
D IHOP CORP                      COM              449623107        0       39 SH      SHARED      04            39
D ILX RESORTS INC                COM NEW          449661503       30    14500 SH      SHARED      01         14500
D IMC GLOBAL INC                 COM              449669100     2271   174753 SH      SHARED      01        174753
D IMC GLOBAL INC                 COM              449669100       12      936 SH      SHARED      02           238               698
D IMC GLOBAL INC                 COM              449669100     3911   300922 SH      SHARED      04        300922
D IMC GLOBAL INC                 COM              449669100      171    13200 SH      SHARED      05         13200
D IMC GLOBAL INC                 WT EXP  122200   449669118        0      545 SH      SHARED      01           545
D IMC GLOBAL INC                 WT EXP  122200   449669118        0      348 SH      SHARED      02            87               261
D IMC GLOBAL INC                 WT EXP  122200   449669118        2   145500 SH      SHARED      04        145500
D IMCO RECYCLING INC             COM              449681105      149    27404 SH      SHARED      04         27404
D I-LINK CORP                    COM              449927102      113    21200 SH      SHARED      01         16200              5000
D I-LINK CORP                    COM              449927102       10     2000 SH      SHARED      02          2000
D IMS HEALTH INC                 COM              449934108    65239  3624402 SH      SHARED      01       3471145            153257
D IMS HEALTH INC                 COM              449934108     5122   284562 SH      SHR/OTHR    01                 200065    84497
D IMS HEALTH INC                 COM              449934108      110     6120 SH      SHARED      02          2600              3520
D IMS HEALTH INC                 COM              449934108     6196   344245 SH      SHARED      04        344245
D IMS HEALTH INC                 COM              449934108      111     6200 SH      SHARED      05          6200
D IRI INTL CORP                  COM              45004F107        0     1000 SH      SHARED      01          1000
D IRSA INVERSIONERS Y REP S A    GLOBL DEP RCPT   450047204       73     3200 SH      SHARED      04          3200
D IRT PPTY CO                    COM              450058102      393    46285 SH      SHARED      01         46285
D IRT PPTY CO                    COM              450058102       12     1500 SH      SHARED      02                            1500
D IRT PPTY CO                    COM              450058102       12     1497 SH      SHARED      04          1497
D ISS GROUP INC                  COM              450306105     2804    28400 SH      SHARED      01         28400
D ISS GROUP INC                  COM              450306105     2299    23293 SH      SHARED      04         23293
D ISS GROUP INC                  COM              450306105       88      900 SH      SHARED      05           900
D ITC DELTACOM INC               COM              45031T104     2669   119660 SH      SHARED      01        119660
D ITC DELTACOM INC               COM              45031T104      880    39483 SH      SHARED      04         39483
D ISTAR FINL INC                 COM              45031U101     1370    65478 SH      SHARED      01         65478
D ISTAR FINL INC                 COM              45031U101      149     7120 SH      SHARED      04          7120
D I-STAT CORP                    COM              450312103      309    17745 SH      SHARED      01         17745
D I-STAT CORP                    COM              450312103       87     5009 SH      SHARED      04          5009
D ITT EDUCATIONAL SERVICES INC   COM              45068B109      800    45609 SH      SHARED      01         45609
D ITT EDUCATIONAL SERVICES INC   COM              45068B109      144     8250 SH      SHARED      02          2000              6250
D ITT EDUCATIONAL SERVICES INC   COM              45068B109       51     2936 SH      SHARED      04          2936
D ITXC CORP                      COM              45069F109       92     2600 SH      SHARED      01          2600
D ITXC CORP                      COM              45069F109       53     1500 SH      SHARED      02          1500
D IXL ENTERPRISES INC            COM              450718101      195    13500 SH      SHARED      01         13500
D IXL ENTERPRISES INC            COM              450718101       43     3000 SH      SHARED      02          3000
D IXL ENTERPRISES INC            COM              450718101      942    65000 SH      SHARED      04         65000
D IXL ENTERPRISES INC            COM              450718101       14     1000 SH      SHARED      05          1000
D IBEAM BROADCASTING CORP        COM              45073P101      495    27500 SH      SHARED      01         27500
D IBASIS INC                     SB NT CV 5.75%05 450732AA0     8144 10550000 PRN     SHARED      04      10550000
D IBASIS INC                     COM              450732102      383     8900 SH      SHARED      01          8900
D IBASIS INC                     COM              450732102      129     3000 SH      SHARED      02          3000
D IBIS TECHNOLOGY CORP           COM              450909106      470     7800 SH      SHARED      01          7800
D IBIS TECHNOLOGY CORP           COM              450909106       60     1000 SH      SHARED      02                            1000
D IBIS TECHNOLOGY CORP           COM              450909106      190     3148 SH      SHARED      04          3148
D ITT INDS INC IND               COM              450911102    21071   693700 SH      SHARED      01        693426               274
D ITT INDS INC IND               COM              450911102       92     3031 SH      SHR/OTHR    01                   1000     2031
D ITT INDS INC IND               COM              450911102      278     9173 SH      SHARED      02          2705              6468
D ITT INDS INC IND               COM              450911102     2213    72885 SH      SHARED      04         72885
D IDACORP INC                    COM              451107106     2834    87899 SH      SHARED      01         87899
D IDACORP INC                    COM              451107106     6368   197462 SH      SHARED      04        197462
D IDACORP INC                    COM              451107106      161     5000 SH      SHARED      05          5000
D IDEAMALL INC                   COM              451662100        2      500 SH      SHARED      01           500
D IDEAMALL INC                   COM              451662100       47     9854 SH      SHARED      04          9854
D IDEX CORP                      COM              45167R104     1568    49710 SH      SHARED      01         49710
D IDEX CORP                      COM              45167R104       47     1500 SH      SHR/OTHR    01                            1500
D IDEX CORP                      COM              45167R104       56     1800 SH      SHARED      04          1800
D IDEXX LABS INC                 COM              45168D104     1765    77162 SH      SHARED      01         77162
D IDEXX LABS INC                 COM              45168D104       42     1863 SH      SHARED      04          1863
D IGATE CAPITAL CORP             COM              45169U105      902    65619 SH      SHARED      01         65619
D IGATE CAPITAL CORP             COM              45169U105        1       79 SH      SHARED      04            79
D IKON OFFICE SOLUTIONS INC      COM              451713101     1982   511665 SH      SHARED      01        511665
D IKON OFFICE SOLUTIONS INC      COM              451713101     2570   663345 SH      SHARED      04        663345
D IKOS SYS INC                   COM NEW          451716203       21     2000 SH      SHARED      02          2000
D IDENTIX INC                    COM              451906101      685    43710 SH      SHARED      01         43710
D IDENTIX INC                    COM              451906101        3      200 SH      SHARED      02                             200
D IDENTIX INC                    COM              451906101        0       37 SH      SHARED      04            37
D ILEX ONCOLOGY INC              COM              451923106     1439    40843 SH      SHARED      01         40843
D ILEX ONCOLOGY INC              COM              451923106      184     5236 SH      SHARED      04          5236
D IL FORNAIO AMER CORP           COM              451926109     1088   128059 SH      SHARED      02        128059
D IL FORNAIO AMER CORP           COM              451926109      563    66300 SH      SHARED      03         66300
D ILLINOIS TOOL WKS INC          COM              452308109   132093  2317437 SH      SHARED      01       2309638              7799
D ILLINOIS TOOL WKS INC          COM              452308109      257     4518 SH      SHARED      02           484              4034
D ILLINOIS TOOL WKS INC          COM              452308109     7038   123484 SH      SHARED      04        123484
D ILLINOIS TOOL WKS INC          COM              452308109      119     2100 SH      SHARED      05          2100
D ILLINOIS TOOL WKS INC          COM              452308109      632    11090 SH      SHARED      06         11090
D ILLUMINET HLDGS INC            COM              452334105     1608    31617 SH      SHARED      01         31617
D IMAGE ENTMT INC                COM NEW          452439201       51    14000 SH      SHARED      01         14000
D IMATION CORP                   COM              45245A107     2938   100049 SH      SHARED      01        100049
D IMATION CORP                   COM              45245A107      133     4534 SH      SHR/OTHR    01                   4294      240
D IMATION CORP                   COM              45245A107        3      127 SH      SHARED      02                             127
D IMATION CORP                   COM              45245A107     1953    66509 SH      SHARED      04         66509
D IMATION CORP                   COM              45245A107      123     4200 SH      SHARED      05          4200
D IMAX CORP                      COM              45245E109       22     1000 SH      SHARED      01          1000
D IMAX CORP                      COM              45245E109        9      400 SH      SHARED      04           400
D IMAGEWARE SYS INC              WT EXP  033105   45245S116       32    16000 SH      SHARED      02         16000
D IMCLONE SYS INC                SUB NT CV 144A05 45245WAA7     6150  6950000 PRN     SHARED      04       6950000
D IMCLONE SYS INC                COM              45245W109     1673    21900 SH      SHARED      01         21900
D IMCLONE SYS INC                COM              45245W109     2304    30151 SH      SHARED      04         30151
D IMAGINON INC                   COM              45246K104        1     1750 SH      SHARED      02                            1750
D IMMUNE RESPONSE CORP DEL       COM              45252T106      189    17400 SH      SHARED      01         17400
D IMMUNE RESPONSE CORP DEL       COM              45252T106       16     1500 SH      SHARED      02                            1500
D IMMUNE RESPONSE CORP DEL       COM              45252T106       87     8061 SH      SHARED      04          8061
D IMMERSION CORP                 COM              452521107     1001    33376 SH      SHARED      01         28376              5000
D IMMUNEX CORP NEW               COM              452528102    29943   605684 SH      SHARED      01        603434              2250
D IMMUNEX CORP NEW               COM              452528102      370     7500 SH      SHR/OTHR    01                   7500
D IMMUNEX CORP NEW               COM              452528102       23      477 SH      SHARED      02                             477
D IMMUNEX CORP NEW               COM              452528102     1466    29669 SH      SHARED      04         29669
D IMMUNEX CORP NEW               COM              452528102      321     6500 SH      SHARED      05          6500
D IMMUNOGEN INC                  COM              45253H101      609    50550 SH      SHARED      01         50550
D IMMUNOGEN INC                  COM              45253H101      212    17592 SH      SHARED      04         17592
D IMPAC COML HLDGS INC           COM              45254R108       49     8600 SH      SHARED      04          8600
D IMPATH INC                     COM              45255G101      866    15968 SH      SHARED      01         15968
D IMPATH INC                     COM              45255G101       54     1000 SH      SHR/OTHR    01                   1000
D IMPCO TECHNOLOGIES INC         COM              45255W106       76     1800 SH      SHARED      01          1800
D IMPCO TECHNOLOGIES INC         COM              45255W106      300     7081 SH      SHARED      04          7081
D IMPERIAL BANCORP               COM              452556103     1244    79945 SH      SHARED      01         79945
D IMPERIAL BANCORP               COM              452556103      122     7874 SH      SHARED      04          7874
D IMPERIAL CHEM INDS PLC         ADR NEW          452704505      184     6000 SH      SHR/OTHR    01                   6000
D IMPERIAL CHEM INDS PLC         ADR NEW          452704505      463    15036 SH      SHARED      04         15036
D IMPERIAL CR INDS INC           COM              452729106       89    21020 SH      SHARED      01         21020
D IMPERIAL CR INDS INC           COM              452729106      618   145440 SH      SHARED      04        145440
D IMATRON INC                    COM              452906100      314   134158 SH      SHARED      01        134158
D IMATRON INC                    COM              452906100       50    21630 SH      SHARED      04         21630
D IMMUNOMEDICS INC               COM              452907108      399    16300 SH      SHARED      01         16300
D IMMUNOMEDICS INC               COM              452907108      452    18483 SH      SHARED      04         18483
D INCOME OPPORTUNITY RLTY INVS   COM              452926108        5      700 SH      SHARED      01           700
D IMPERIAL OIL LTD               COM NEW          453038408      345    14156 SH      SHARED      02          3000             11156
D IMPERIAL PKG CORP              COM              453077109       18     1111 SH      SHARED      01          1111
D IMPERIAL PKG CORP              COM              453077109      331    19785 SH      SHARED      04         19785
D IMPERIAL SUGAR CO NEW          COM              453096109      219   166947 SH      SHARED      01        166947
D IMPERIAL SUGAR CO NEW          COM              453096109      219   166947 SH      SHR/OTHR    01                 166947
D IMPERIAL SUGAR CO NEW          COM              453096109       79    60856 SH      SHARED      04         60856
D IMPERIAL TOBACCO GROUP PLC     SPONSORED ADR    453142101        1       88 SH      SHARED      01                              88
D IMPERIAL TOBACCO GROUP PLC     SPONSORED ADR    453142101        3      200 SH      SHARED      04           200
D IMPSAT FIBER NETWORKS INC      COM              45321T103       23     1400 SH      SHARED      01          1400
D IMRGLOBAL CORPORATION          COM              45321W106      486    37216 SH      SHARED      01         37216
D IMRGLOBAL CORPORATION          COM              45321W106        0       34 SH      SHARED      04            34
D INAMED CORP                    COM              453235103      829    22651 SH      SHARED      01         22651
D INAMED CORP                    COM              453235103      157     4308 SH      SHARED      04          4308
D INCO LTD                       COM              453258402    18441  1199473 SH      SHARED      01       1199473
D INCO LTD                       COM              453258402     5684   369728 SH      SHARED      04        369728
D INCO LTD                       COM              453258402      681    44300 SH      SHARED      05         44300
D INCYTE GENOMICS INC            SUB NT CV 144A07 45337CAA0     6947  8320000 PRN     SHARED      04       8320000
D INCYTE GENOMICS INC            COM              45337C102     3450    41983 SH      SHARED      01         41783               200
D INCYTE GENOMICS INC            COM              45337C102     3319    40384 SH      SHARED      02         34144              6240
D INCYTE GENOMICS INC            COM              45337C102     3686    44850 SH      SHARED      03         44850
D INCYTE GENOMICS INC            COM              45337C102     4864    59194 SH      SHARED      04         59194
D INCYTE GENOMICS INC            COM              45337C102      813     9900 SH      SHARED      05          9900
D INDEPENDENCE CMNTY BK CORP     COM              453414104     1845   139280 SH      SHARED      01        139280
D INDEPENDENCE CMNTY BK CORP     COM              453414104       15     1200 SH      SHARED      02          1200
D INDEPENDENCE CMNTY BK CORP     COM              453414104        1      111 SH      SHARED      04           111
D INDEPENDENCE FED SVGS BK       COM              453432106       24     2400 SH      SHARED      01          2400
D INDEPENDENCE HLDG CO NEW       COM NEW          453440307     1470   120000 SH      SHARED      04        120000
D INDEPENDENT BANK CORP MASS     COM              453836108       11     1000 SH      SHARED      02                            1000
D INDEPENDENT BANK CORP MASS     COM              453836108      271    23960 SH      SHARED      04         23960
D INDEPENDENT BANK CORP MICH     COM              453838104       14     1088 SH      SHARED      01          1088
D INDEPENDENT BANKSHARES INC     COM NEW          453841207      568    30000 SH      SHARED      04         30000
D INDIA FD INC                   COM              454089103      225    15900 SH      SHARED      04         15900
D INDUS INTL INC                 COM              45578L100      113    13300 SH      SHARED      01         13300
D INDUS INTL INC                 COM              45578L100       12     1500 SH      SHARED      02          1500
D INDUS INTL INC                 COM              45578L100      324    37885 SH      SHARED      04         37885
D INDUSTRI-MATEMATIK INTL CORP   COM              455792101       44     8250 SH      SHARED      02          8250
D INDUSTRIE NATUZZI SPA          ADR              456478106      228    19240 SH      SHARED      06         19240
D INDYMAC MTG HLDGS INC          COM              456607100     1881   138709 SH      SHARED      01        138709
D INDYMAC MTG HLDGS INC          COM              456607100      200    14820 SH      SHARED      02          1700             13120
D INDYMAC MTG HLDGS INC          COM              456607100      138    10230 SH      SHARED      04         10230
D INFERENCE CORP                 CL A             45662K109      120    15100 SH      SHARED      01         15100
D INFERENCE CORP                 CL A             45662K109       12     1500 SH      SHARED      02          1500
D INFERENCE CORP                 CL A             45662K109     3200   400000 SH      SHARED      04        400000
D INFINEON TECHNOLOGIES AG       SPONSORED ADR    45662N103       79     1000 SH      SHR/OTHR    01                            1000
D INFINEON TECHNOLOGIES AG       SPONSORED ADR    45662N103     2432    30700 SH      SHARED      02         26875              3825
D INFINEON TECHNOLOGIES AG       SPONSORED ADR    45662N103      887    11200 SH      SHARED      05         11200
D INFINITY BROADCASTING CP NEW   CL A             45662S102       32      900 SH      SHR/OTHR    05                    300      600
D INFINITY BROADCASTING CP NEW   CL A             45662S102    59886  1643554 SH      SHARED      01       1183974            459580
D INFINITY BROADCASTING CP NEW   CL A             45662S102     6478   177797 SH      SHR/OTHR    01                  95050    82747
D INFINITY BROADCASTING CP NEW   CL A             45662S102     5258   144320 SH      SHARED      02         86695             57625
D INFINITY BROADCASTING CP NEW   CL A             45662S102     6382   175160 SH      SHARED      04        171560              3600
D INFINITY BROADCASTING CP NEW   CL A             45662S102     1355    37200 SH      SHARED      05         37200
D INET TECHNOLOGIES INC          COM              45662V105      482     8900 SH      SHARED      01          8900
D INET TECHNOLOGIES INC          COM              45662V105      324     5979 SH      SHARED      04          5979
D INFINITY INC                   COM PAR $.0001   45663L403       41     6100 SH      SHARED      01          6100
D INFOCROSSING INC               COM              45664X109        1      100 SH      SHARED      02                             100
D INFOCURE CORP                  COM              45665A108       37     6600 SH      SHARED      01          6600
D INFOCURE CORP                  COM              45665A108        0       34 SH      SHARED      02            34
D INFOCURE CORP                  COM              45665A108      784   139468 SH      SHARED      04        139468
D INFOCUS CORP                   COM              45665B106    14410   447702 SH      SHARED      01        447702
D INFOCUS CORP                   COM              45665B106       54     1690 SH      SHARED      02          1690
D INFOCUS CORP                   COM              45665B106      651    20229 SH      SHARED      04         20229
D INFORMATICA CORP               COM              45666Q102     2991    36507 SH      SHARED      01         36507
D INFONET SVCS CORP              CL B             45666T106      409    34300 SH      SHARED      01         34300
D INFONOW CORP                   COM NEW          456664309       24     6000 SH      SHARED      02                            6000
D INFORMATION ARCHITECTS CORP    COM              45669R107      122    17700 SH      SHARED      01         17700
D INFORMATION ARCHITECTS CORP    COM              45669R107       20     3000 SH      SHARED      02          3000
D INFORMATION ARCHITECTS CORP    COM              45669R107      130    18773 SH      SHARED      04         18773
D INFORMATION HLDGS INC          COM              456727106      703    19013 SH      SHARED      01         19013
D INFORMATION HLDGS INC          COM              456727106      414    11200 SH      SHARED      04         11200
D INFORMATION RESOURCE ENGR INC  COM PAR $0.01    45675F303      101     4000 SH      SHARED      01          4000
D INFORMATION RESOURCE ENGR INC  COM PAR $0.01    45675F303      202     8000 SH      SHARED      02          8000
D INFORTE CORP                   COM              45677R107       47     1320 SH      SHARED      01          1320
D INFORMIX CORP                  COM              456779107     2364   317961 SH      SHARED      01        317961
D INFORMIX CORP                  COM              456779107      188    25400 SH      SHARED      02         24500               900
D INFORMIX CORP                  COM              456779107     5069   681668 SH      SHARED      04        681668
D INFORMIX CORP                  COM              456779107      275    37000 SH      SHARED      05         37000
D INFOSPACE INC                  COM              45678T102     8392   151900 SH      SHARED      01        151900
D INFOSPACE INC                  COM              45678T102     3006    54425 SH      SHARED      02         51325              3100
D INFOSPACE INC                  COM              45678T102     1335    24168 SH      SHARED      04         23748               420
D INFOSYS TECHNOLOGIES LTD       SPONSORED ADR    456788108       88      500 SH      SHARED      04           500
D INFOUSA INC NEW                COM              456818301      350    53962 SH      SHARED      01         53962
D INFOUSA INC NEW                COM              456818301       26     4000 SH      SHARED      02          4000
D ING GROEP N V                  SPONSORED ADR    456837103      819    12141 SH      SHARED      01         12140                 1
D ING GROEP N V                  SPONSORED ADR    456837103      220     3268 SH      SHARED      02          2030              1238
D ING GROEP N V                  SPONSORED ADR    456837103      128     1900 SH      SHARED      04          1900
D INGENUUS CORP                  COM              456846104       58    40000 SH      SHARED      02         40000
D INGERSOLL-RAND CO              COM              456866102    52436  1302771 SH      SHARED      01       1302571               200
D INGERSOLL-RAND CO              COM              456866102      579    14400 SH      SHR/OTHR    01                   2595    11805
D INGERSOLL-RAND CO              COM              456866102      219     5451 SH      SHARED      02          1200              4251
D INGERSOLL-RAND CO              COM              456866102     7890   196030 SH      SHARED      04        196030
D INGERSOLL-RAND CO              COM              456866102      790    19630 SH      SHARED      06         19630
D INFORMATION RES INC            COM              456905108       14     3795 SH      SHARED      01          3795
D INFORMATION RES INC            COM              456905108      335    85117 SH      SHARED      04         85117
D INGLES MKTS INC                CL A             457030104      254    24353 SH      SHARED      01         24353
D INGLES MKTS INC                CL A             457030104        0       10 SH      SHARED      04            10
D INGRAM MICRO INC               CL A             457153104     1144    65652 SH      SHARED      01         65652
D INGRAM MICRO INC               CL A             457153104     1206    69200 SH      SHARED      04         69200
D INHALE THERAPEUTIC SYS INC     SB NT CV 144A 07 457191AD6     7793  5500000 PRN     SHARED      04       5500000
D INHALE THERAPEUTIC SYS INC     SUB NT CV   5%07 457191AF1     2834  2000000 PRN     SHARED      04       2000000
D INHALE THERAPEUTIC SYS INC     COM              457191104     2882    28409 SH      SHARED      01         28409
D INHALE THERAPEUTIC SYS INC     COM              457191104     2059    20300 SH      SHARED      02         14400              5900
D INHALE THERAPEUTIC SYS INC     COM              457191104       31      313 SH      SHARED      04           313
D INKTOMI CORP                   COM              457277101    15272   129152 SH      SHARED      01        129152
D INKTOMI CORP                   COM              457277101     8069    68243 SH      SHARED      02         61988              6255
D INKTOMI CORP                   COM              457277101     9406    79548 SH      SHARED      04         79548
D INNKEEPERS USA TR              COM              4576J0104      545    59795 SH      SHARED      01         59795
D INNKEEPERS USA TR              COM              4576J0104       11     1300 SH      SHR/OTHR    01                            1300
D INNKEEPERS USA TR              COM              4576J0104        0       56 SH      SHARED      04            56
D INNERDYNE INC                  COM              45764D102      112    15200 SH      SHARED      01         15200
D INNODATA CORP                  COM NEW          457642205       80     8600 SH      SHARED      01          8600
D INNOVEX INC                    COM              457647105        5      600 SH      SHARED      01           600
D INNOVEX INC                    COM              457647105      288    29639 SH      SHARED      04         29639
D INSIGHT ENTERPRISES INC        COM              45765U103     2629    44337 SH      SHARED      01         44337
D INSIGHT ENTERPRISES INC        COM              45765U103     1552    26167 SH      SHARED      04         26167
D INPUT/OUTPUT INC               COM              457652105      693    82217 SH      SHARED      01         82217
D INPUT/OUTPUT INC               COM              457652105     1730   205080 SH      SHARED      04        205080
D INPRISE CORP                   COM              45766C102      452    73910 SH      SHARED      01         73910
D INSIGHT HEALTH SVCS CORP       COM              45766Q101       28     4400 SH      SHARED      01          4400
D INSITE VISION INC              COM              457660108        6     1500 SH      SHARED      01          1500
D INSITUFORM TECHNOLOGIES INC    CL A             457667103      935    34500 SH      SHARED      01         34500
D INSITUFORM TECHNOLOGIES INC    CL A             457667103       17      662 SH      SHARED      04           662
D INSMED INC                     COM              457669109       16     5000 SH      SHR/OTHR    01                   5000
D INSIGNIA FINL GROUP INC NEW    COM              45767A105      580    58004 SH      SHARED      01         58004
D INSIGNIA FINL GROUP INC NEW    COM              45767A105        8      878 SH      SHARED      02           878
D INSIGNIA FINL GROUP INC NEW    COM              45767A105     4277   427740 SH      SHARED      04        427740
D INSO CORP                      COM              457674109       34     6600 SH      SHARED      01          6600
D INSO CORP                      COM              457674109     2392   461250 SH      SHARED      02        461250
D INSIGHT COMMUNICATIONS INC     CL A             45768V108     4596   294189 SH      SHARED      01        294189
D INSIGHT COMMUNICATIONS INC     CL A             45768V108       19     1250 SH      SHARED      02          1250
D INSIGHT COMMUNICATIONS INC     CL A             45768V108      952    60965 SH      SHARED      04         60965
D INNOVEDA INC                   COM              45769F102       93    20500 SH      SHARED      01         20500
D INNOVEDA INC                   COM              45769F102        0       15 SH      SHARED      02            15
D INSILICON CORP                 COM              45769H108      165    10600 SH      SHARED      01         10600
D INSPIRE INS SOLUTIONS INC      COM              457732105       11     3900 SH      SHARED      01          3900
D INSPIRE INS SOLUTIONS INC      COM              457732105       71    23821 SH      SHARED      04         23821
D INSURANCE AUTO AUCTIONS INC    COM              457875102      285    13511 SH      SHARED      01         13511
D INSURANCE AUTO AUCTIONS INC    COM              457875102       53     2543 SH      SHARED      04          2543
D INSURED MUN INCOME FD          COM              45809F104       12     1000 SH      SHARED      02                            1000
D INTEGRAL SYS INC MD            COM              45810H107       43     2600 SH      SHARED      01          2600
D INTEGRAL SYS INC MD            COM              45810H107       16     1000 SH      SHR/OTHR    01                   1000
D INTEGRATED ELECTRICAL SVC      COM              45811E103      231    45249 SH      SHARED      01         45249
D INTEGRATED ELECTRICAL SVC      COM              45811E103       10     2000 SH      SHARED      02                            2000
D INTEGRATED ELECTRICAL SVC      COM              45811E103     1579   308100 SH      SHARED      04        308100
D INTEGRATED CIRCUIT SYS INC     COM              45811K208       83     4900 SH      SHARED      01          4900
D INTEGRA INC                    COM              45811M105        0      700 SH      SHARED      01           700
D INTEGRATED DEVICE TECHNOLOGY   COM              458118106     7646   127706 SH      SHARED      01        127706
D INTEGRATED DEVICE TECHNOLOGY   COM              458118106    10746   179486 SH      SHARED      04        179486
D INTEGRATED DEVICE TECHNOLOGY   COM              458118106      604    10100 SH      SHARED      05         10100
D INTEGRATED SILICON SOLUTION    COM              45812P107      630    16600 SH      SHARED      01         16600
D INTEGRATED SILICON SOLUTION    COM              45812P107      228     6000 SH      SHARED      02          6000
D INTEGRATED SILICON SOLUTION    COM              45812P107      171     4500 SH      SHARED      05          4500
D INTEGRATED SURGICAL SYS INC    COM              45812Y108       16    11000 SH      SHARED      01         11000
D INTEGRA BK CORP                COM              45814P105      410    24149 SH      SHARED      01         24149
D INTEGRA BK CORP                COM              45814P105        0       37 SH      SHARED      04            37
D INTELIDATA TECHNOLOGIES CORP   COM              45814T107      671    65094 SH      SHARED      01         65094
D INTELIDATA TECHNOLOGIES CORP   COM              45814T107      457    44331 SH      SHARED      04         44331
D INTEL CORP                     COM              458140100       40      300 SH      SHR/OTHR    04                             300
D INTEL CORP                     COM              458140100  3793355 28374901 SH      SHARED      01      28053891      100   320910
D INTEL CORP                     COM              458140100    46582   348445 SH      SHR/OTHR    01                 232413   116032
D INTEL CORP                     COM              458140100    43664   326614 SH      SHARED      02        134500            192114
D INTEL CORP                     COM              458140100   445817  3334783 SH      SHARED      04       3334223               560
D INTEL CORP                     COM              458140100     1590    11900 SH      SHARED      05         11900
D INTEL CORP                     COM              458140100   104938   784960 SH      SHARED      06        784960
D INTELECT COMMUNICATIONS INC    COM              458144102       57    24900 SH      SHARED      01         24900
D INTELECT COMMUNICATIONS INC    COM              458144102        0       35 SH      SHARED      02                              35
D INTELECT COMMUNICATIONS INC    COM              458144102      131    56889 SH      SHARED      04         56889
D INTELLIGROUP INC               COM              45816A106       57     4800 SH      SHARED      01          4800
D INTEGRATED INFORMATION SYS INC COM              45817B103        1      200 SH      SHARED      02           200
D INTER TEL INC                  COM              458372109     1058    65897 SH      SHARED      01         65897
D INTER TEL INC                  COM              458372109       68     4237 SH      SHARED      04          4237
D INTERACTIVE INTELLIGENCE INC   COM              45839M103       26      700 SH      SHARED      01           700
D INTERACT COMM CORP             COM              45839Y107      155    13203 SH      SHARED      01         13203
D INTERCHANGE FINL SVCS S B N J  COM              458447109        3      236 SH      SHARED      01           236
D INTERCEPT GROUP INC            COM              45845L107      149     8769 SH      SHARED      01          8769
D INTERCEPT GROUP INC            COM              45845L107       43     2554 SH      SHARED      04          2554
D INTERDIGITAL COMMUNICATIONS CP COM              45866A105     1828   110430 SH      SHARED      01        101513              8917
D INTERDIGITAL COMMUNICATIONS CP COM              45866A105       48     2950 SH      SHARED      02           400              2550
D INTERDIGITAL COMMUNICATIONS CP COM              45866A105      146     8823 SH      SHARED      04          8823
D INTERFACE INC                  CL A             458665106      434   113958 SH      SHARED      01        113958
D INTERFACE INC                  CL A             458665106        6     1800 SH      SHARED      02                            1800
D INTERFACE SYS INC              COM              458667102     1125    90000 SH      SHARED      04         90000
D INTERIM SVCS INC               COM              45868P100     1998   112611 SH      SHARED      01        112611
D INTERIM SVCS INC               COM              45868P100      416    23450 SH      SHARED      02          3450             20000
D INTERIM SVCS INC               COM              45868P100       10      600 SH      SHARED      04           600
D INTERGRAPH CORP                COM              458683109      672    88911 SH      SHARED      01         88911
D INTERGRAPH CORP                COM              458683109       53     7100 SH      SHARED      02                            7100
D INTERGRAPH CORP                COM              458683109      333    44055 SH      SHARED      04         44055
D INTERLIANT INC                 SB NT CV 144A 05 458742AA1      320   500000 PRN     SHARED      04        500000
D INTERLIANT INC                 COM              458742103     1600    68636 SH      SHARED      01         68636
D INTERLIANT INC                 COM              458742103        2      100 SH      SHARED      02           100
D INTERLINK ELECTRS              COM              458751104     1111    26533 SH      SHARED      01         26533
D INTERLINK ELECTRS              COM              458751104       37      900 SH      SHARED      02           900
D INTERLOGIX INC                 COM              458763109      120     8737 SH      SHARED      01          8737
D INTERMAGNETICS GEN CORP        COM              458771102       68     3600 SH      SHARED      01          3600
D INTERMAGNETICS GEN CORP        COM              458771102     5817   307200 SH      SHARED      04        307200
D INTERMEDIA COMMUNICATIONS INC  COM              458801107     3530   118668 SH      SHARED      01        114418              4250
D INTERMEDIA COMMUNICATIONS INC  COM              458801107      417    14050 SH      SHARED      02          4550              9500
D INTERMEDIA COMMUNICATIONS INC  COM              458801107     2180    73284 SH      SHARED      04         73284
D INTERMET CORP                  COM              45881K104       22     3200 SH      SHARED      01          3200
D INTERMET CORP                  COM              45881K104      463    67381 SH      SHARED      04         67381
D INTERNAP NETWORK SVCS CORP     COM              45885A102     2109    50800 SH      SHARED      01         50800
D INTERNAP NETWORK SVCS CORP     COM              45885A102      110     2650 SH      SHARED      02          2650
D INTERNAP NETWORK SVCS CORP     COM              45885A102     2698    65000 SH      SHARED      04         65000
D INTERMUNE PHARMACEUTICALS INC  COM              45885B100      417    10100 SH      SHARED      01         10100
D INTERMUNE PHARMACEUTICALS INC  COM              45885B100        8      200 SH      SHARED      02           200
D INTERNATIONAL BANCSHARES CORP  COM              459044103      704    21596 SH      SHARED      01         21596
D INTERNATIONAL BANCSHARES CORP  COM              459044103        0       24 SH      SHARED      04            24
D INTERNATIONAL BUSINESS MACHS   COM              459200101  1750443 15976736 SH      SHARED      01      15641056   184623   151057
D INTERNATIONAL BUSINESS MACHS   COM              459200101    59193   540275 SH      SHR/OTHR    01                 439172   101103
D INTERNATIONAL BUSINESS MACHS   COM              459200101    11630   106157 SH      SHARED      02         35099             71058
D INTERNATIONAL BUSINESS MACHS   COM              459200101   200797  1832725 SH      SHARED      04       1832305               420
D INTERNATIONAL BUSINESS MACHS   COM              459200101      964     8800 SH      SHARED      05          8800
D INTERNATIONAL BUSINESS MACHS   COM              459200101    54386   496400 SH      SHARED      06        496400
D INTERNATIONAL FIBERCOM INC     COM              45950T101     1287    50508 SH      SHARED      01         50508
D INTERNATIONAL FIBERCOM INC     COM              45950T101      739    29000 SH      SHARED      02         29000
D INTERNATIONAL FIBERCOM INC     COM              45950T101        0        9 SH      SHARED      04             9
D INTERNATIONAL FLAVORS&FRAGRANC COM              459506101    25683   850820 SH      SHARED      01        849920               900
D INTERNATIONAL FLAVORS&FRAGRANC COM              459506101      301    10000 SH      SHR/OTHR    01                  10000
D INTERNATIONAL FLAVORS&FRAGRANC COM              459506101       72     2400 SH      SHARED      02          1000              1400
D INTERNATIONAL FLAVORS&FRAGRANC COM              459506101     1697    56245 SH      SHARED      04         56245
D INTERNATIONAL FLAVORS&FRAGRANC COM              459506101      184     6100 SH      SHARED      05          6100
D INTERNATIONAL HOME FOODS INC   COM              459655106     8804   420510 SH      SHARED      01        420510
D INTERNATIONAL HOME FOODS INC   COM              459655106        6      300 SH      SHR/OTHR    01                             300
D INTERNATIONAL HOME FOODS INC   COM              459655106       41     2000 SH      SHARED      02          2000
D INTERNATIONAL HOME FOODS INC   COM              459655106     1356    64797 SH      SHARED      04         64797
D INTERNATIONAL ISOTOPES INC     COM              45972C102        0      200 SH      SHARED      02           200
D INTERNATIONAL GAME TECHNOLOGY  COM              459902102     2656   100238 SH      SHARED      01        100238
D INTERNATIONAL GAME TECHNOLOGY  COM              459902102     1425    53786 SH      SHARED      04         53786
D INTERNATIONAL GAME TECHNOLOGY  COM              459902102      249     9400 SH      SHARED      05          9400
D INTERNATIONAL MULTIFOODS CORP  COM              460043102      698    40336 SH      SHARED      01         40336
D INTERNATIONAL MULTIFOODS CORP  COM              460043102       80     4632 SH      SHARED      04          4632
D INTERNATIONAL MULTIFOODS CORP  COM              460043102       43     2500 SH      SHARED      05          2500
D INTL PAPER CO                  COM              460146103   119104  3995184 SH      SHARED      01       3975763             19421
D INTL PAPER CO                  COM              460146103     1927    64647 SH      SHR/OTHR    01                  25047    39600
D INTL PAPER CO                  COM              460146103      470    15777 SH      SHARED      02          2667             13110
D INTL PAPER CO                  COM              460146103    42663  1431096 SH      SHARED      04       1431096
D INTL PAPER CO                  COM              460146103      637    21400 SH      SHARED      05         21400
D INTL PAPER CO                  COM              460146103      787    26400 SH      SHARED      06         26400
D INTERNATIONAL RECTIFIER CORP   COM              460254105     3911    69850 SH      SHARED      01         69850
D INTERNATIONAL RECTIFIER CORP   COM              460254105      140     2500 SH      SHR/OTHR    01                   2500
D INTERNATIONAL RECTIFIER CORP   COM              460254105     2584    46150 SH      SHARED      02         43150              3000
D INTERNATIONAL RECTIFIER CORP   COM              460254105     5765   102950 SH      SHARED      04        102950
D INTERNATIONAL RECTIFIER CORP   COM              460254105      257     4600 SH      SHARED      05          4600
D INTERNATIONAL SPEEDWAY CORP    CL A             460335201     1361    32900 SH      SHARED      01         32900
D INTERNATIONAL SPEEDWAY CORP    CL A             460335201      167     4060 SH      SHARED      02          1010              3050
D INTERNATIONAL SPEEDWAY CORP    CL A             460335201      832    20125 SH      SHARED      04         20125
D INTERNATIONAL SPEEDWAY CORP    CL A             460335201      289     7000 SH      SHARED      05          7000
D INTL SPECIALTY PRODS INC NEW   COM              460337108      110    19500 SH      SHARED      01         19500
D INTL SPECIALTY PRODS INC NEW   COM              460337108        1      241 SH      SHARED      04           241
D INTERNEURON PHARMACEUTICALS    COM              460573108       49    26200 SH      SHARED      01         26200
D INTERNET AMERICA INC           COM              46058Y109       44     8800 SH      SHARED      01          8800
D INTERNET AMERICA INC           COM              46058Y109        5     1000 SH      SHARED      02          1000
D INTERNET CAP GROUP INC         SUB NT CV 5.5%04 46059CAA4     3930  6000000 PRN     SHARED      01       6000000
D INTERNET CAP GROUP INC         SUB NT CV 5.5%04 46059CAA4     2783  4250000 PRN     SHARED      04       4250000
D INTERNET CAP GROUP INC         COM              46059C106     1584    42794 SH      SHARED      01         40134              2660
D INTERNET CAP GROUP INC         COM              46059C106        3      100 SH      SHR/OTHR    01                    100
D INTERNET CAP GROUP INC         COM              46059C106     3015    81470 SH      SHARED      02         69015             12455
D INTERNET CAP GROUP INC         COM              46059C106        3      100 SH      SHARED      04           100
D INTERNET COMM CORP             CL A             46059F109       29     2000 SH      SHARED      01          2000
D INTERNET PICTURES CORP         COM              46059S101     1546   102269 SH      SHARED      01        102269
D INTERNET PICTURES CORP         COM              46059S101       36     2410 SH      SHARED      02                            2410
D INTERNET INFRASTRUCTR HOLDS TR DEPOSTRY RCPT    46059V104       12      200 SH      SHR/OTHR    01                             200
D INTERNET INFRASTRUCTR HOLDS TR DEPOSTRY RCPT    46059V104       37      600 SH      SHARED      04           600
D INTERNET HOLDRS TR             DEPOSIT RCPT     46059W102      140     1300 SH      SHARED      05          1300
D INTERPHASE CORP                COM              460593106      123     5400 SH      SHARED      01          5400
D INTERNET ARCHITECTURE HOLDR TR DEPOSTRY RCPT    46060A107      183     2000 SH      SHARED      01                            2000
D INTERPOOL INC                  COM              46062R108      230    23603 SH      SHARED      01         23603
D INTERPOOL INC                  COM              46062R108        2      244 SH      SHARED      04           244
D INTERPORE INTL                 COM              46062W107       83     8600 SH      SHARED      01          8600
D INTERPORE INTL                 COM              46062W107        4      500 SH      SHARED      02                             500
D INTERSIL HLDG CORP             CL A             46069S109      955    17680 SH      SHARED      01         17680
D INTERSIL HLDG CORP             CL A             46069S109       17      325 SH      SHARED      04           325
D INTERPUBLIC GROUP COS INC      SB NT CV  1.8%04 460690AF7        9     8000 PRN     SHARED      04          8000
D INTERPUBLIC GROUP COS INC      COM              460690100    98231  2284460 SH      SHARED      01       2252165             32295
D INTERPUBLIC GROUP COS INC      COM              460690100      172     4000 SH      SHR/OTHR    01                   4000
D INTERPUBLIC GROUP COS INC      COM              460690100      210     4900 SH      SHARED      02                            4900
D INTERPUBLIC GROUP COS INC      COM              460690100     8313   193338 SH      SHARED      04        193338
D INTERPUBLIC GROUP COS INC      COM              460690100    27094   630100 SH      SHARED      06        630100
D INTERSPEED INC                 COM              46070W107       16     1000 SH      SHARED      02          1000
D INTERSTATE BAKERIES CORP DEL   COM              46072H108     1451   103670 SH      SHARED      01        103670
D INTERSTATE BAKERIES CORP DEL   COM              46072H108     1154    82450 SH      SHARED      04         82450
D INTERSTATE BAKERIES CORP DEL   COM              46072H108      166    11900 SH      SHARED      05         11900
D INTERSTATE HOTELS CORP         COM              46088R108       11     3819 SH      SHARED      01          3738                81
D INTERSTATE HOTELS CORP         COM              46088R108        0       17 SH      SHR/OTHR    01                              17
D INTERSTATE HOTELS CORP         COM              46088R108        3     1198 SH      SHARED      02          1198
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       51     2700 SH      SHARED      04          2700
D INTERTAPE POLYMER GROUP INC    COM              460919103       10      600 SH      SHARED      01           600
D INTERWEST BANCORP INC          COM              460931108      323    23088 SH      SHARED      01         23088
D INTERWEST BANCORP INC          COM              460931108        6      491 SH      SHARED      04           491
D INTRANET SOLUTIONS INC         COM NEW          460939309     8473   220800 SH      SHARED      01        220800
D INTRANET SOLUTIONS INC         COM NEW          460939309      373     9728 SH      SHARED      04          9728
D INTERNET COM CORP              COM              460967102       25     1300 SH      SHARED      01          1300
D INTERSTATE NATL DEALER SVCS    COM              46102P104       37     7200 SH      SHARED      01          7200
D INTERTAN INC                   COM              461120107      596    50746 SH      SHARED      01         50692                54
D INTERTAN INC                   COM              461120107        0       28 SH      SHARED      04            28
D INTERTRUST TECHNOLOGIES CORP   COM              46113Q109     1933    94029 SH      SHARED      01         94029
D INTERTRUST TECHNOLOGIES CORP   COM              46113Q109       82     4000 SH      SHARED      02                            4000
D INTERWORLD CORP                COM              46114Q108      817    39893 SH      SHARED      01         39893
D INTERWORLD CORP                COM              46114Q108       20     1000 SH      SHARED      02                            1000
D INTERWOVEN INC                 COM              46114T102     1154    10500 SH      SHARED      01         10500
D INTERWOVEN INC                 COM              46114T102      933     8485 SH      SHARED      04          8485
D INTERWOVEN INC                 COM              46114T102       22      200 SH      SHARED      05           200
D INTERVOICE-BRITE INC           COM              461142101      506    77203 SH      SHARED      01         77203
D INTERVOICE-BRITE INC           COM              461142101        4      652 SH      SHARED      04           652
D INTIMATE BRANDS INC            CL A             461156101     2618   132580 SH      SHARED      01        132580
D INTIMATE BRANDS INC            CL A             461156101       18      924 SH      SHARED      02                             924
D INTIMATE BRANDS INC            CL A             461156101     1825    92436 SH      SHARED      04         92436
D INTIMATE BRANDS INC            CL A             461156101       49     2500 SH      SHARED      05          2500
D INTRABIOTICS PHARMACEUTICALS   COM              46116T100      229     8600 SH      SHARED      01          8600
D INTRABIOTICS PHARMACEUTICALS   COM              46116T100      685    25700 SH      SHARED      02         25700
D INTRABIOTICS PHARMACEUTICALS   COM              46116T100        5      200 SH      SHARED      04           200
D INTRAWARE INC                  COM              46118M103      547    34056 SH      SHARED      01         34056
D INTRAWARE INC                  COM              46118M103        8      500 SH      SHARED      02           500
D INTRAWARE INC                  COM              46118M103        0       26 SH      SHARED      04            26
D INTUIT                         COM              461202103     9716   234837 SH      SHARED      01        234837
D INTUIT                         COM              461202103       20      500 SH      SHR/OTHR    01                    500
D INTUIT                         COM              461202103     1854    44821 SH      SHARED      02          8996             35825
D INTUIT                         COM              461202103     8711   210547 SH      SHARED      04        210547
D INTUIT                         COM              461202103     1088    26300 SH      SHARED      05         26300
D INVACARE CORP                  COM              461203101     1973    75198 SH      SHARED      01         72548              2650
D INVACARE CORP                  COM              461203101       35     1369 SH      SHARED      04          1369
D INTRUSION COM INC              COM              46121E106       22     2000 SH      SHARED      01          2000
D INVESCO GLOBAL HEALTH SCIENCES COM              46128N109       48     2700 SH      SHARED      04          2700
D INVESTMENT TECHNOLOGY GRP NEW  COM              46145F105     3404    86180 SH      SHARED      01         86180
D INVESTMENT TECHNOLOGY GRP NEW  COM              46145F105      468    11848 SH      SHARED      04         11848
D INVESTMENT TECHNOLOGY GRP NEW  COM              46145F105      161     4100 SH      SHARED      05          4100
D INVESTORS REAL ESTATE TR       SH BEN INT       461730103       19     2500 SH      SHARED      01          2500
D INVESTORS TITLE CO             COM              461804106        2      200 SH      SHARED      01           200
D INVESTORS TITLE CO             COM              461804106        4      400 SH      SHARED      02                             400
D INVITROGEN CORP                SUB NT CV 144A07 46185RAA8    17952 17000000 PRN     SHARED      04      17000000
D INVITROGEN CORP                COM              46185R100    11331   150683 SH      SHARED      01        150683
D INVITROGEN CORP                COM              46185R100        7      100 SH      SHARED      04           100
D INVESTORS FINL SERVICES CORP   COM              461915100     2300    57958 SH      SHARED      01         57958
D INVESTORS FINL SERVICES CORP   COM              461915100       63     1600 SH      SHARED      02                            1600
D INVESTORS FINL SERVICES CORP   COM              461915100        1       47 SH      SHARED      04            47
D IOMEGA CORP                    COM              462030107     2067   516994 SH      SHARED      01        516994
D IOMEGA CORP                    COM              462030107        1      431 SH      SHARED      04           431
D ION NETWORKS INC               COM              46205P100       12     4000 SH      SHARED      01          4000
D IONA TECHNOLOGIES PLC          SPONSORED ADR    46206P109       44      700 SH      SHARED      04                             700
D IONICS INC                     COM              462218108     1124    36704 SH      SHARED      01         36704
D IONICS INC                     COM              462218108       22      726 SH      SHARED      04           726
D IPALCO ENTERPRISES INC         COM              462613100     2576   128022 SH      SHARED      01        128022
D IPALCO ENTERPRISES INC         COM              462613100      102     5100 SH      SHARED      02           900              4200
D IPALCO ENTERPRISES INC         COM              462613100    35251  1751616 SH      SHARED      04       1751616
D IPALCO ENTERPRISES INC         COM              462613100      221    11000 SH      SHARED      05         11000
D IPRINT COM INC                 COM              462628108      347    70900 SH      SHARED      01         70900
D IPSWICH BANCSHARES INC         COM              462633108       62     7900 SH      SHARED      01          7900
D IRELAND BK                     SPONSORED ADR    46267Q103       56     2200 SH      SHARED      04          2200
D IRISH INVT FD INC              COM              462710104     1705   122900 SH      SHARED      04        122900
D IRON MTN INC PA                COM              462846106      264     7770 SH      SHARED      01          7770
D IRON MTN INC PA                COM              462846106     2044    60118 SH      SHARED      04         60118
D IROQUOIS BANCORP INC           COM              463347104        6      200 SH      SHARED      01           200
D IRVINE SENSORS CORP            COM              463664102       74    17500 SH      SHARED      01         17500
D IRWIN FINL CORP                COM              464119106      200    13904 SH      SHARED      01         13904
D ISHARES INC                    MSCI AUSTRALIA   464286103       54     5000 SH      SHARED      04          5000
D ISHARES INC                    MSCI SINGAPORE   464286673       32     4400 SH      SHARED      04          4400
D ISHARES INC                    MSCI MALAYSIA    464286830      468    75000 SH      SHARED      04         75000
D ISHARES INC                    MSCI JAPAN       464286848       15     1000 SH      SHARED      02          1000
D ISHARES INC                    MSCI HONG KONG   464286871      400    32200 SH      SHARED      04         32200
D ISIS PHARMACEUTICALS INC       COM              464330109     1485   102435 SH      SHARED      01        102435
D ISIS PHARMACEUTICALS INC       COM              464330109       15     1050 SH      SHARED      02          1050
D ISLE OF CAPRI CASINOS INC      COM              464592104      566    41786 SH      SHARED      01         41786
D ISLE OF CAPRI CASINOS INC      COM              464592104      103     7624 SH      SHARED      04          7624
D ISOLYSER INC                   COM              464888106        1      295 SH      SHARED      02                             295
D IT GROUP INC                   COM              465266104        3      640 SH      SHARED      01           640
D IT GROUP INC                   COM              465266104      222    45635 SH      SHARED      04         45635
D IT GROUP INC                   PFD CV 1/100SH   465266302     1736   111120 SH      SHARED      04        111120
D ITALY FD INC                   COM              465395101     4531   250000 SH      SHARED      04        250000
D I3 MOBILE INC                  COM              465713105      145     7900 SH      SHARED      01          7900
D I3 MOBILE INC                  COM              465713105     1116    60775 SH      SHARED      02         56225              4550
D I3 MOBILE INC                  COM              465713105        3      174 SH      SHARED      04           174
D ITRON INC                      COM              465741106       90    10959 SH      SHARED      01         10959
D ITURF INC                      CL A             46575Q100       17     6000 SH      SHARED      01          6000
D ITURF INC                      CL A             46575Q100      112    39250 SH      SHARED      02         39250
D ITURF INC                      CL A             46575Q100       34    11987 SH      SHARED      04         11987
D I2 TECHNOLOGIES INC            SUBNTCV 144A  06 465754AD1    11215  7297000 PRN     SHARED      04       7297000
D I2 TECHNOLOGIES INC            SUB NT CV5.25%06 465754AF6    13371  8700000 PRN     SHARED      04       8700000
D I2 TECHNOLOGIES INC            COM              465754109    12759   122375 SH      SHARED      01        122375
D I2 TECHNOLOGIES INC            COM              465754109       57      550 SH      SHR/OTHR    01                             550
D I2 TECHNOLOGIES INC            COM              465754109     3337    32006 SH      SHARED      02         18113             13893
D I2 TECHNOLOGIES INC            COM              465754109     3606    34586 SH      SHARED      04         34586
D I2 TECHNOLOGIES INC            COM              465754109       72      700 SH      SHARED      05           700
D IVAX CORP                      SR SB CV 144A 07 465823AB8      309   237000 PRN     SHARED      04        237000
D IVAX CORP                      COM              465823102    32478   782625 SH      SHARED      01        775125              7500
D IVAX CORP                      COM              465823102       46     1132 SH      SHARED      02          1032               100
D IVAX CORP                      COM              465823102    10602   255486 SH      SHARED      04        255486
D IVAX CORP                      COM              465823102      834    20100 SH      SHARED      05         20100
D IVEX PACKAGING CORP DEL        COM              465855104      509    45803 SH      SHARED      01         45803
D IVEX PACKAGING CORP DEL        COM              465855104      339    30500 SH      SHARED      02         30500
D IVEX PACKAGING CORP DEL        COM              465855104        0       53 SH      SHARED      04            53
D IVILLAGE INC                   COM              46588H105      582    69054 SH      SHARED      01         69054
D IVILLAGE INC                   COM              46588H105       17     2100 SH      SHARED      02          2100
D JDN RLTY CORP                  COM              465917102      590    57922 SH      SHARED      01         57922
D JDN RLTY CORP                  COM              465917102      588    57729 SH      SHARED      02         27075             30654
D JDN RLTY CORP                  COM              465917102        0       56 SH      SHARED      04            56
D IXOS SOFTWARE AG               SP ADR BEARER    46600V108       19     1070 SH      SHARED      04                            1070
D IXYS CORP                      COM              46600W106      101     1900 SH      SHARED      01          1900
D IXYS CORP                      COM              46600W106        0        6 SH      SHARED      02             6
D IXYS CORP                      COM              46600W106       54     1029 SH      SHARED      04          1029
D J & J SNACK FOODS CORP         COM              466032109        8      500 SH      SHARED      01           500
D J & J SNACK FOODS CORP         COM              466032109      221    12367 SH      SHARED      04         12367
D JB OXFORD HLDGS INC            COM              466107109       67    19300 SH      SHARED      01         19300
D JB OXFORD HLDGS INC            COM              466107109        1      300 SH      SHARED      02           300
D JDS UNIPHASE CORP              COM              46612J101   170435  1421774 SH      SHARED      01       1194905            226869
D JDS UNIPHASE CORP              COM              46612J101    10308    85992 SH      SHR/OTHR    01                  51167    34825
D JDS UNIPHASE CORP              COM              46612J101    10367    86483 SH      SHARED      02         38695             47788
D JDS UNIPHASE CORP              COM              46612J101    29746   248142 SH      SHARED      04        248142
D JDS UNIPHASE CORP              COM              46612J101      731     6100 SH      SHARED      06          6100
D JDA SOFTWARE GROUP INC         COM              46612K108      856    44642 SH      SHARED      01         44642
D JDA SOFTWARE GROUP INC         COM              46612K108        0       26 SH      SHARED      04            26
D J JILL GROUP INC               COM              466189107       34     5250 SH      SHARED      01          5250
D JLK DIRECT DISTRIBUTION INC    CL A             46621C105        6     1350 SH      SHARED      02                            1350
D JLK DIRECT DISTRIBUTION INC    CL A             46621C105       44     8778 SH      SHARED      04          8778
D JLG INDS INC                   COM              466210101     1220   102763 SH      SHARED      01        102763
D JLG INDS INC                   COM              466210101        8      749 SH      SHARED      04           749
D JMAR TECHNOLOGIES INC          COM              466212107       59    11700 SH      SHARED      01         11700
D JNI CORP                       COM              46622G105      177     5600 SH      SHARED      01          5600
D JNI CORP                       COM              46622G105      139     4400 SH      SHARED      02          4400
D JNI CORP                       COM              46622G105      123     3900 SH      SHARED      05          3900
D JP REALTY INC                  COM              46624A106      301    16907 SH      SHARED      01         16907
D JP REALTY INC                  COM              46624A106       53     3024 SH      SHARED      04          3024
D JPS INDUSTRIES INC             COM              46624E405        0      100 SH      SHARED      02           100
D JPS INDUSTRIES INC             COM              46624E405      115    22057 SH      SHARED      04         22057
D J2 COMMUNICATIONS              COM NEW          466254208       36     4500 SH      SHARED      01          4500
D JABIL CIRCUIT INC              COM              466313103     7801   157200 SH      SHARED      01        155400              1800
D JABIL CIRCUIT INC              COM              466313103       73     1490 SH      SHARED      02          1490
D JABIL CIRCUIT INC              COM              466313103     3868    77945 SH      SHARED      04         77945
D JABIL CIRCUIT INC              COM              466313103     2620    52800 SH      SHARED      05         52800
D JACK IN THE BOX INC            COM              466367109     1722    69961 SH      SHARED      01         69961
D JACK IN THE BOX INC            COM              466367109       43     1754 SH      SHARED      04          1754
D JACK IN THE BOX INC            COM              466367109      132     5400 SH      SHARED      05          5400
D JACO ELECTRS INC               COM              469783104        0        1 SH      SHARED      01             1
D JACOBS ENGR GROUP INC DEL      COM              469814107     1753    53656 SH      SHARED      01         53656
D JACOBS ENGR GROUP INC DEL      COM              469814107      219     6721 SH      SHARED      04          6721
D JACOBS ENGR GROUP INC DEL      COM              469814107       94     2900 SH      SHARED      05          2900
D JACOR COMMUNUNICATIONS INC     WT EXP  091801   469858138       17     1500 SH      SHARED      01          1500
D JACOR COMMUNUNICATIONS INC     WT EXP  091801   469858138    26885  2276100 SH      SHARED      04       2276100
D JAKKS PAC INC                  COM              47012E106      948    64334 SH      SHARED      01         64334
D JAMESON INNS INC               COM              470457102       12     1700 SH      SHARED      02                            1700
D JAN BELL MARKETING INC         COM              470760109        1      500 SH      SHARED      05           500
D JAPAN EQUITY FD INC            COM              471057109      627    81600 SH      SHARED      04         81600
D JARDINE FLEMING CHINA REGION   COM              471110106     2207   282600 SH      SHARED      04        282600
D JARDINE FLEMING INDIA FD INC   COM              471112102     2700   240000 SH      SHARED      04        240000
D JASON INC                      COM              471171108       96    10002 SH      SHARED      01         10002
D JASON INC                      COM              471171108     2646   275000 SH      SHARED      04        275000
D JAZZTEL P L C                  SPONSORED ADR    47214R152       34     1310 SH      SHARED      01          1310
D JEFFERIES GROUP INC NEW        COM              472319102      674    33406 SH      SHARED      01         33406
D JEFFERSON PILOT CORP           COM              475070108    44050   780517 SH      SHARED      01        780217               300
D JEFFERSON PILOT CORP           COM              475070108      152     2700 SH      SHR/OTHR    01                   1800      900
D JEFFERSON PILOT CORP           COM              475070108      415     7364 SH      SHARED      02          4127              3237
D JEFFERSON PILOT CORP           COM              475070108     4927    87309 SH      SHARED      04         87309
D JEFFERSON PILOT CORP           COM              475070108      795    14100 SH      SHARED      05         14100
D JEFFERSON SMURFIT GROUP PLC    SPONSORED ADR    47508W107       54     3100 SH      SHARED      04          3100
D JFAX COM INC                   COM              477366108       15     9900 SH      SHARED      04          9900
D JILIN CHEM INDL LTD            SPON ADR H SHS   477418107       50     8400 SH      SHARED      04          8400
D JO-ANN STORES INC              CL A             47758P109        4      700 SH      SHARED      01           700
D JO-ANN STORES INC              CL A             47758P109       27     3919 SH      SHARED      04          3919
D JO-ANN STORES INC              CL B NON VTG     47758P208        3      500 SH      SHARED      01           500
D JOHN NUVEEN CO                 CL A             478035108      585    13951 SH      SHARED      01         13951
D JOHN NUVEEN CO                 CL A             478035108       93     2223 SH      SHARED      04          2223
D JOHN NUVEEN CO                 CL A             478035108       54     1300 SH      SHARED      05          1300
D JOHNS MANVILLE CORP NEW        COM              478129109      397    30164 SH      SHARED      01         30164
D JOHNS MANVILLE CORP NEW        COM              478129109        0       37 SH      SHARED      02            37
D JOHNS MANVILLE CORP NEW        COM              478129109      362    27469 SH      SHARED      04         27469
D JOHNSON & JOHNSON              COM              478160104  1453507 14267557 SH      SHARED      01      13798397      400   468760
D JOHNSON & JOHNSON              COM              478160104   102210  1003292 SH      SHR/OTHR    01                 726523   276769
D JOHNSON & JOHNSON              COM              478160104    10490   102976 SH      SHARED      02         16051             86925
D JOHNSON & JOHNSON              COM              478160104   209292  2054400 SH      SHARED      04       2053985               415
D JOHNSON & JOHNSON              COM              478160104    51660   507100 SH      SHARED      06        507100
D JOHNSON CTLS INC               COM              478366107    34674   675751 SH      SHARED      01        675751
D JOHNSON CTLS INC               COM              478366107     3382    65919 SH      SHARED      04         65919
D JONES APPAREL GROUP INC        COM              480074103     4782   203507 SH      SHARED      01        203507
D JONES APPAREL GROUP INC        COM              480074103       47     2000 SH      SHR/OTHR    01                            2000
D JONES APPAREL GROUP INC        COM              480074103     1852    78834 SH      SHARED      04         78834
D JONES APPAREL GROUP INC        COM              480074103      371    15800 SH      SHARED      05         15800
D JONES LANG LASALLE INC         COM              48020Q107      635    47491 SH      SHARED      01         47491
D JONES LANG LASALLE INC         COM              48020Q107        0       47 SH      SHARED      04            47
D JONES PHARMA INC               COM              480236108     2927    73312 SH      SHARED      01         73312
D JONES PHARMA INC               COM              480236108     1984    49679 SH      SHARED      04         49679
D JOURNAL REGISTER CO            COM              481138105     1113    61018 SH      SHARED      01         61018
D JUNIPER NETWORKS INC           SB NT CV 4.75%07 48203RAA2     2210  2000000 PRN     SHARED      01       2000000
D JUNIPER NETWORKS INC           SB NT CV 4.75%07 48203RAA2    11271 10200000 PRN     SHARED      04      10200000
D JUNIPER NETWORKS INC           COM              48203R104    25764   177000 SH      SHARED      01        176640               360
D JUNIPER NETWORKS INC           COM              48203R104     2921    20070 SH      SHARED      02         13200              6870
D JUNIPER NETWORKS INC           COM              48203R104     3004    20641 SH      SHARED      04         20641
D JUNO LTG INC                   COM NEW          482047206       12     2000 SH      SHARED      04          2000
D JUNO ONLINE SVCS INC           COM              482048105      374    34803 SH      SHARED      01         34803
D JUPITER COMMUNICATIONS INC     COM              482050101      786    34200 SH      SHARED      02         32300              1900
D JUPITER COMMUNICATIONS INC     COM              482050101       41     1812 SH      SHARED      04          1812
D JUSTIN INDS INC                COM              482171105      789    36104 SH      SHARED      01         36104
D JUSTIN INDS INC                COM              482171105       44     2056 SH      SHARED      04          2056
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    87357  1491712 SH      SHARED      01       1491712
D KLA-TENCOR CORP                COM              482480100      103     1760 SH      SHARED      02          1460               300
D KLA-TENCOR CORP                COM              482480100     6979   119186 SH      SHARED      04        119186
D KLA-TENCOR CORP                COM              482480100     3718    63500 SH      SHARED      05         63500
D KLM ROYAL DUTCH AIRLS          COM NY REG NEW   482516309      780    29400 SH      SHARED      04         29400
D KLM ROYAL DUTCH AIRLS          COM NY REG NEW   482516309        1       75 SH      SHARED      05            75
D K MART CORP                    COM              482584109    25039  3675779 SH      SHARED      01       3665179             10600
D K MART CORP                    COM              482584109       57     8400 SH      SHARED      02          3800              4600
D K MART CORP                    COM              482584109     1139   167327 SH      SHARED      04        167327
D K MART CORP                    COM              482584109       76    11200 SH      SHARED      05         11200
D K-SWISS INC                    CL A             482686102        0       50 SH      SHARED      01            50
D K-SWISS INC                    CL A             482686102        0       20 SH      SHARED      02            20
D K-SWISS INC                    CL A             482686102      252    15863 SH      SHARED      04         15863
D K TEL INTL INC                 COM NEW          482724200       10     5000 SH      SHARED      01          5000
D K TRON INTL INC                COM              482730108        3      198 SH      SHARED      01           198
D K2 INC                         COM              482732104       13     1600 SH      SHARED      01          1600
D K V PHARMACEUTICAL CO          CL B CONV        482740107      546    20103 SH      SHARED      01         20103
D K V PHARMACEUTICAL CO          CL B CONV        482740107        0       19 SH      SHARED      04            19
D K V PHARMACEUTICAL CO          CL A             482740206       26     1000 SH      SHARED      02                            1000
D KAISER ALUMINUM CORP           COM              483007100      203    50806 SH      SHARED      01         50806
D KAISER ALUMINUM CORP           COM              483007100        5     1448 SH      SHARED      04          1448
D KAISER VENTURES INC            COM              483100103       24     1800 SH      SHARED      01          1800
D KAISER VENTURES INC            COM              483100103      138     9950 SH      SHARED      02                            9950
D KAMAN CORP                     CL A             483548103      462    43267 SH      SHARED      01         43267
D KAMAN CORP                     CL A             483548103        0       38 SH      SHARED      04            38
D KANA COMMUNICATIONS            COM              483600102     3490    56418 SH      SHARED      01         56418
D KANA COMMUNICATIONS            COM              483600102        0        1 SH      SHR/OTHR    01                               1
D KANA COMMUNICATIONS            COM              483600102       77     1250 SH      SHARED      02          1250
D KANA COMMUNICATIONS            COM              483600102     1479    23916 SH      SHARED      04         23916
D KANA COMMUNICATIONS            COM              483600102      117     1900 SH      SHARED      05          1900
D KANEB PIPE LINE PARTNERS L P   SR PREF UNIT     484169107        9      400 SH      SHARED      01           400
D KANEB SERVICES INC             COM              484170105       11     2800 SH      SHARED      02           933              1867
D KANSAS CITY LIFE INS CO        COM              484836101      314    11704 SH      SHARED      01         11704
D KANSAS CITY LIFE INS CO        COM              484836101        0       12 SH      SHARED      04            12
D KANSAS CITY PWR & LT CO        COM              485134100    11951   531197 SH      SHARED      01        531197
D KANSAS CITY PWR & LT CO        COM              485134100       20      900 SH      SHARED      02                             900
D KANSAS CITY PWR & LT CO        COM              485134100    14899   662200 SH      SHARED      04        662200
D KANSAS CITY PWR & LT CO        COM              485134100      180     8000 SH      SHARED      05          8000
D KANSAS CITY SOUTHN INDS INC    COM              485170104    75173   847632 SH      SHARED      01        847632
D KANSAS CITY SOUTHN INDS INC    COM              485170104      137     1550 SH      SHARED      02           175              1375
D KANSAS CITY SOUTHN INDS INC    COM              485170104    19382   218555 SH      SHARED      04        218555
D KANSAS CITY SOUTHN INDS INC    COM              485170104       97     1100 SH      SHARED      05          1100
D KATY INDS INC                  COM              486026107       37     3200 SH      SHARED      02           800              2400
D KAUFMAN & BROAD HOME CORP      COM              486168107     7779   392678 SH      SHARED      01        392478               200
D KAUFMAN & BROAD HOME CORP      COM              486168107      311    15745 SH      SHARED      04         15745
D KAUFMAN & BROAD HOME CORP      COM              486168107       61     3100 SH      SHARED      05          3100
D KAYDON CORP                    COM              486587108     1491    71001 SH      SHARED      01         71001
D KAYDON CORP                    COM              486587108      165     7867 SH      SHARED      04          7867
D KAYDON CORP                    COM              486587108       84     4000 SH      SHARED      05          4000
D KEANE INC                      COM              486665102     2192   101381 SH      SHARED      01        101281               100
D KEANE INC                      COM              486665102      928    42926 SH      SHARED      04         42926
D KEANE INC                      COM              486665102      201     9300 SH      SHARED      05          9300
D KEEBLER FOODS CO               COM              487256109      245     6600 SH      SHARED      01          6600
D KEEBLER FOODS CO               COM              487256109       29      800 SH      SHR/OTHR    01                             800
D KEEBLER FOODS CO               COM              487256109     1073    28912 SH      SHARED      04         28912
D KEEBLER FOODS CO               COM              487256109      122     3300 SH      SHARED      05          3300
D KEITHLEY INSTRS INC            COM              487584104      827     9500 SH      SHARED      01          9500
D KELLOGG CO                     COM              487836108    85796  2883899 SH      SHARED      01       2883899
D KELLOGG CO                     COM              487836108      279     9396 SH      SHR/OTHR    01                   1600     7796
D KELLOGG CO                     COM              487836108       99     3350 SH      SHARED      02                            3350
D KELLOGG CO                     COM              487836108     6209   208730 SH      SHARED      04        208730
D KELLSTROM INDS INC             SB NT CV  5.5%03 488035AE6     1761  3933000 PRN     SHARED      04       3933000
D KELLSTROM INDS INC             COM              488035106       23     5000 SH      SHARED      01          5000
D KELLSTROM INDS INC             COM              488035106      124    27000 SH      SHARED      02          2000             25000
D KELLSTROM INDS INC             COM              488035106      110    23836 SH      SHARED      04         23836
D KELLWOOD CO                    COM              488044108     1053    49893 SH      SHARED      01         49893
D KELLY SVCS INC                 CL A             488152208     1161    50230 SH      SHARED      01         50230
D KELLY SVCS INC                 CL A             488152208      203     8800 SH      SHARED      04          8800
D KELLY SVCS INC                 CL A             488152208      108     4700 SH      SHARED      05          4700
D KELLY SVCS INC                 CL B             488152307        4      200 SH      SHARED      01           200
D KEMET CORP                     COM              488360108     2318    92500 SH      SHARED      01         92500
D KEMET CORP                     COM              488360108     3120   124503 SH      SHARED      04        124503
D KEMET CORP                     COM              488360108      656    26200 SH      SHARED      05         26200
D KEMPER STRATEGIC MUN INCOME TR COM SH BEN INT   488427105       80     7500 SH      SHR/OTHR    01                   7500
D KENDLE INTERNATIONAL INC       COM              48880L107      315    40000 SH      SHARED      02                           40000
D KENNAMETAL INC                 COM              489170100     1577    73578 SH      SHARED      01         73578
D KENNAMETAL INC                 COM              489170100       10      500 SH      SHR/OTHR    01                    500
D KENNAMETAL INC                 COM              489170100       10      500 SH      SHARED      02                             500
D KENNAMETAL INC                 COM              489170100     1431    66800 SH      SHARED      04         66800
D KENNAMETAL INC                 COM              489170100       75     3500 SH      SHARED      05          3500
D KENNEDY-WILSON INC             COM NEW          489399204       50     9450 SH      SHARED      01          9450
D KENSEY NASH CORP               COM              490057106        1      100 SH      SHARED      01           100
D KENT ELECTRS CORP              COM              490553104     1791    60109 SH      SHARED      01         60109
D KENT ELECTRS CORP              COM              490553104      209     7038 SH      SHARED      04          7038
D KENT ELECTRS CORP              COM              490553104       56     1900 SH      SHARED      05          1900
D KERR MCGEE CORP                SB DB CV 5.25%10 492386AP2     2260  2000000 PRN     SHARED      01       2000000
D KERR MCGEE CORP                SB DB CV 5.25%10 492386AP2      522   462000 PRN     SHARED      04        462000
D KERR MCGEE CORP                COM              492386107    41793   709125 SH      SHARED      01        708177               948
D KERR MCGEE CORP                COM              492386107      339     5762 SH      SHR/OTHR    01                   2500     3262
D KERR MCGEE CORP                COM              492386107     2238    37978 SH      SHARED      02          7400             30578
D KERR MCGEE CORP                COM              492386107     5240    88921 SH      SHARED      04         88921
D KERR MCGEE CORP                COM              492386107       11      200 SH      SHARED      05           200
D KESTREL ENERGY INC             COM              492545108        0       20 SH      SHARED      02            20
D KEY ENERGY SVCS INC            COM              492914106     1197   124427 SH      SHARED      01        124427
D KEY ENERGY SVCS INC            COM              492914106       28     3000 SH      SHARED      02          3000
D KEY ENERGY SVCS INC            COM              492914106      199    20744 SH      SHARED      04         20744
D KEY PRODTN INC                 COM              493138101      188    10746 SH      SHARED      01         10746
D KEYCORP NEW                    COM              493267108    64505  3659889 SH      SHARED      01       3614913             44976
D KEYCORP NEW                    COM              493267108      382    21710 SH      SHR/OTHR    01                  10900    10810
D KEYCORP NEW                    COM              493267108       28     1600 SH      SHARED      02          1600
D KEYCORP NEW                    COM              493267108     3464   196574 SH      SHARED      04        196574
D KEYCORP NEW                    COM              493267108      385    21900 SH      SHARED      05         21900
D KEYNOTE SYS INC                COM              493308100      486     6900 SH      SHARED      01          6900
D KEYNOTE SYS INC                COM              493308100      424     6014 SH      SHARED      04          6014
D KEYSPAN CORP                   COM              49337W100     7343   238813 SH      SHARED      01        229963              8850
D KEYSPAN CORP                   COM              49337W100      105     3440 SH      SHR/OTHR    01                   3000      440
D KEYSPAN CORP                   COM              49337W100      383    12459 SH      SHARED      02          4245              8214
D KEYSPAN CORP                   COM              49337W100     2257    73422 SH      SHARED      04         73422
D KEYSPAN CORP                   COM              49337W100      528    17200 SH      SHARED      05         17200
D KEYSTONE AUTOMOTIVE INDS INC   COM              49338N109      212    30596 SH      SHARED      04         30596
D KEYSTONE FINANCIAL INC         COM              493482103     2842   133747 SH      SHARED      01        133747
D KEYSTONE FINANCIAL INC         COM              493482103     4354   204910 SH      SHARED      04        204910
D KEYSTONE FINANCIAL INC         COM              493482103      138     6500 SH      SHARED      05          6500
D KEYSTONE PPTY TR CORP          COM              493596100        8      600 SH      SHARED      01           600
D KFORCE COM INC                 COM              493732101      641    92428 SH      SHARED      01         92428
D KFORCE COM INC                 COM              493732101        0       95 SH      SHARED      04            95
D KILROY RLTY CORP               COM              49427F108    11425   440514 SH      SHARED      01        440514
D KILROY RLTY CORP               COM              49427F108      157     6069 SH      SHARED      04          6069
D KIMBALL INTL INC               CL B             494274103      866    58761 SH      SHARED      01         48063             10698
D KIMBALL INTL INC               CL B             494274103        0       61 SH      SHARED      04            61
D KIMBERLY CLARK CORP            COM              494368103   271845  4738048 SH      SHARED      01       4725911             12137
D KIMBERLY CLARK CORP            COM              494368103     9616   167601 SH      SHR/OTHR    01                  77855    89746
D KIMBERLY CLARK CORP            COM              494368103      725    12642 SH      SHARED      02          2000             10642
D KIMBERLY CLARK CORP            COM              494368103    57507  1002310 SH      SHARED      04       1002310
D KIMCO REALTY CORP              COM              49446R109     5460   133179 SH      SHARED      01        125004              8175
D KIMCO REALTY CORP              COM              49446R109      932    22748 SH      SHR/OTHR    01                   7298    15450
D KIMCO REALTY CORP              COM              49446R109      534    13028 SH      SHARED      02         10628              2400
D KIMCO REALTY CORP              COM              49446R109      754    18393 SH      SHARED      04         18393
D KINDER MORGAN INC KANS         COM              49455P101     4761   137772 SH      SHARED      01        137772
D KINDER MORGAN INC KANS         COM              49455P101       69     2000 SH      SHARED      02          2000
D KINDER MORGAN INC KANS         COM              49455P101    27480   795100 SH      SHARED      04        795100
D KINDER MORGAN INC KANS         COM              49455P101      490    14200 SH      SHARED      05         14200
D KINDER MORGAN ENERGY PARTNERS  UT LTD PARTNER   494550106      782    19599 SH      SHARED      01         19599
D KINDER MORGAN ENERGY PARTNERS  UT LTD PARTNER   494550106      777    19460 SH      SHR/OTHR    01                  19460
D KINDER MORGAN ENERGY PARTNERS  UT LTD PARTNER   494550106      133     3339 SH      SHARED      02          3339
D KINDER MORGAN ENERGY PARTNERS  UT LTD PARTNER   494550106       19      500 SH      SHARED      04           500
D KING PHARMACEUTICALS INC       COM              495582108     2919    66531 SH      SHARED      01         66531
D KING PHARMACEUTICALS INC       COM              495582108     2007    45753 SH      SHARED      04         45753
D KIRBY CORP                     COM              497266106     1069    50340 SH      SHARED      01         50340
D KIRIN BREWERY LTD              ADR              497350207       12      100 SH      SHARED      05           100
D KLAMATH FIRST BANCORP INC      COM              49842P103       37     3200 SH      SHARED      04          3200
D KMART FING I                   PFD TRCV 7.75%   498778208     1020    28000 SH      SHARED      01         28000
D KMART FING I                   PFD TRCV 7.75%   498778208       29      800 SH      SHARED      02           300               500
D KMART FING I                   PFD TRCV 7.75%   498778208    40248  1104600 SH      SHARED      04       1104600
D KNIGHT RIDDER INC              COM              499040103    37097   697499 SH      SHARED      01        667754             29745
D KNIGHT RIDDER INC              COM              499040103     2374    44642 SH      SHR/OTHR    01                   1600    43042
D KNIGHT RIDDER INC              COM              499040103       89     1680 SH      SHARED      02           580              1100
D KNIGHT RIDDER INC              COM              499040103     2838    53364 SH      SHARED      04         53364
D KNIGHT TRADING GROUP INC       COM              499063105     2677    89800 SH      SHARED      01         89800
D KNIGHT TRADING GROUP INC       COM              499063105     1265    42450 SH      SHARED      02         36850              5600
D KNIGHT TRADING GROUP INC       COM              499063105      169     5700 SH      SHARED      04          5700
D KNIGHT TRADING GROUP INC       COM              499063105      226     7600 SH      SHARED      05          7600
D KNIGHT TRANSN INC              COM              499064103       99     6817 SH      SHARED      01          6817
D KNIGHT TRANSN INC              COM              499064103       12      825 SH      SHARED      02           825
D KOGER EQUITY INC               COM              500228101    97419  5772980 SH      SHARED      01       5772980
D KOGER EQUITY INC               COM              500228101        9      564 SH      SHARED      02             2               562
D KOGER EQUITY INC               COM              500228101       98     5854 SH      SHARED      04          5854
D KOHLS CORP                     COM              500255104   137290  2468142 SH      SHARED      01       2461797              6345
D KOHLS CORP                     COM              500255104      445     8000 SH      SHR/OTHR    01                   8000
D KOHLS CORP                     COM              500255104       94     1700 SH      SHARED      02          1200               500
D KOHLS CORP                     COM              500255104    26302   472849 SH      SHARED      04        472849
D KOHLS CORP                     COM              500255104      267     4800 SH      SHARED      05          4800
D KOLLMORGEN CORP                SB DB CV 8.75%09 500440AA0       61    63000 PRN     SHARED      02                           63000
D KOLLMORGEN CORP                COM              500440102        0      400 SH      SHARED      01           400
D KOLLMORGEN CORP                COM              500440102        0      900 SH      SHARED      04           900
D KOMAG INC                      COM              500453105       43    24654 SH      SHARED      01         24654
D KOMAG INC                      COM              500453105       42    24500 SH      SHARED      02         24500
D KOMAG INC                      COM              500453105      230   131479 SH      SHARED      04        131479
D KONINKLIJKE AHOLD N V          SPON ADR NEW     500467303      412    14088 SH      SHARED      01         14088
D KONINKLIJKE AHOLD N V          SPON ADR NEW     500467303       58     2000 SH      SHR/OTHR    01                   2000
D KONINKLIJKE AHOLD N V          SPON ADR NEW     500467303      131     4500 SH      SHARED      04          4500
D KONOVER PPTY TR INC            COM              50047R100        6     1300 SH      SHARED      01          1300
D KONOVER PPTY TR INC            COM              50047R100      371    78302 SH      SHARED      04         78302
D KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW     500472204     1635    34438 SH      SHARED      01         34438
D KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW     500472204     1524    32086 SH      SHR/OTHR    01                  10150    21936
D KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW     500472204      887    18680 SH      SHARED      02         15728              2952
D KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW     500472204     2289    48208 SH      SHARED      04         47328               880
D KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW     500472204      536    11300 SH      SHARED      05         11300
D KOOR INDS LTD                  SPONSORED ADR    500507108       13      641 SH      SHARED      01           641
D KOPIN CORP                     COM              500600101     2444    35300 SH      SHARED      01         35300
D KOPIN CORP                     COM              500600101     1909    27576 SH      SHARED      04         27576
D KOREA TELECOM                  SPONSORED ADR    50063P103    21458   443592 SH      SHARED      01        443592
D KOREA TELECOM                  SPONSORED ADR    50063P103      251     5200 SH      SHARED      04          5200
D KOREA ELECTRIC PWR             SPONSORED ADR    500631106      856    46443 SH      SHARED      01         46443
D KOREA ELECTRIC PWR             SPONSORED ADR    500631106      180     9800 SH      SHARED      04          9800
D KOREA FD                       COM              500634100      168    12000 SH      SHR/OTHR    01                           12000
D KOREA FD                       COM              500634100      334    23788 SH      SHARED      04         23788
D KOREAN INVT FD INC             COM              500637103       63     9000 SH      SHARED      02                            9000
D KOREAN INVT FD INC             COM              500637103      428    60700 SH      SHARED      04         60700
D KORN FERRY INTL                COM NEW          500643200     1664    52530 SH      SHARED      01         52530
D KORN FERRY INTL                COM NEW          500643200      364    11500 SH      SHARED      04         11500
D KOS PHARMACEUTICALS INC        COM              500648100      192    11990 SH      SHARED      01         11990
D KOS PHARMACEUTICALS INC        COM              500648100       40     2500 SH      SHARED      02          2500
D KOS PHARMACEUTICALS INC        COM              500648100       42     2620 SH      SHARED      04          2620
D KOSS CORP                      COM              500692108        3      200 SH      SHARED      01           200
D KRISPY KREME DOUGHNUTS INC     COM              501014104      874    11900 SH      SHARED      01         11900
D KRISPY KREME DOUGHNUTS INC     COM              501014104      373     5075 SH      SHARED      02          3450              1625
D KRISPY KREME DOUGHNUTS INC     COM              501014104        7      100 SH      SHARED      04           100
D KROGER CO                      COM              501044101   145060  6575120 SH      SHARED      01       6561170             13950
D KROGER CO                      COM              501044101      132     6000 SH      SHR/OTHR    01                            6000
D KROGER CO                      COM              501044101      295    13376 SH      SHARED      02          2598             10778
D KROGER CO                      COM              501044101    20158   913737 SH      SHARED      04        913737
D KROGER CO                      COM              501044101      853    38700 SH      SHARED      05         38700
D KROGER CO                      COM              501044101     1653    74930 SH      SHARED      06         74930
D KROLL O GARA CO                COM              501050108       18     2700 SH      SHARED      01          2700
D KROLL O GARA CO                COM              501050108      160    23994 SH      SHARED      04         23994
D KRONOS INC                     COM              501052104      666    25627 SH      SHARED      01         25627
D KRONOS INC                     COM              501052104        0       20 SH      SHARED      04            20
D KULICKE & SOFFA INDS INC       SUB NT CV 144A06 501242AC5      983   680000 PRN     SHARED      04        680000
D KULICKE & SOFFA INDS INC       COM              501242101     9957   167707 SH      SHARED      01        167707
D KULICKE & SOFFA INDS INC       COM              501242101       59     1000 SH      SHARED      02          1000
D KULICKE & SOFFA INDS INC       COM              501242101      361     6082 SH      SHARED      04          6082
D KULICKE & SOFFA INDS INC       COM              501242101      807    13600 SH      SHARED      05         13600
D KUSHNER-LOCKE CO               COM NEW          501337406       15     7900 SH      SHARED      01          7900
D KYOCERA CORP                   ADR              501556203      319     1861 SH      SHARED      04          1861
D LCA-VISION INC                 COM NEW          501803209        0      115 SH      SHARED      01           115
D LCA-VISION INC                 COM NEW          501803209      142    58629 SH      SHARED      04         58629
D LCC INTERNATIONAL INC          CL A             501810105      163     6000 SH      SHARED      01          6000
D LCC INTERNATIONAL INC          CL A             501810105      338    12385 SH      SHARED      04         12385
D LJL BIOSYSTEMS INC             COM              501873103       93     4800 SH      SHARED      01          4800
D LJL BIOSYSTEMS INC             COM              501873103     2272   117300 SH      SHARED      04        117300
D LG&E ENERGY CORP               COM              501917108     4639   194321 SH      SHARED      01        194321
D LG&E ENERGY CORP               COM              501917108       28     1200 SH      SHARED      02                            1200
D LG&E ENERGY CORP               COM              501917108    18961   794208 SH      SHARED      04        794208
D LG&E ENERGY CORP               COM              501917108      317    13300 SH      SHARED      05         13300
D LTV CORP NEW                   COM              501921100      571   198686 SH      SHARED      01        198686
D LTV CORP NEW                   COM              501921100        4     1436 SH      SHARED      02                            1436
D LTV CORP NEW                   COM              501921100        0      196 SH      SHARED      04           196
D LHS GROUP INC                  COM              501938104      684    19850 SH      SHARED      01         19850
D LHS GROUP INC                  COM              501938104      134     3904 SH      SHARED      04          2956               948
D LNR PPTY CORP                  COM              501940100     4002   205243 SH      SHARED      01        203493              1750
D LNR PPTY CORP                  COM              501940100        5      301 SH      SHARED      04           301
D LML PMT SYS INC                COM              50208P109        4      200 SH      SHARED      04           200
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        4      315 SH      SHARED      01           315
D LSI INDS INC                   COM              50216C108      310    20418 SH      SHARED      04         20418
D LSI LOGIC CORP                 SUB NT CV 144A04 502161AB8      692   200000 PRN     SHARED      04        200000
D LSI LOGIC CORP                 SB NT CV 4.25%04 502161AD4    35641 10295000 PRN     SHARED      04      10295000
D LSI LOGIC CORP                 SUB NT CV   4%05 502161AE2      488   465000 PRN     SHARED      01        200000            265000
D LSI LOGIC CORP                 SUB NT CV   4%05 502161AE2     1114  1060000 PRN     SHR/OTHR    01                 450000   610000
D LSI LOGIC CORP                 SUB NT CV   4%05 502161AE2     1765  1680000 PRN     SHARED      04       1680000
D LSI LOGIC CORP                 COM              502161102   196977  3639315 SH      SHARED      01       3401722            237593
D LSI LOGIC CORP                 COM              502161102     2489    46001 SH      SHR/OTHR    01                  14500    31501
D LSI LOGIC CORP                 COM              502161102     1270    23482 SH      SHARED      02         16000              7482
D LSI LOGIC CORP                 COM              502161102    36016   665423 SH      SHARED      04        665248               175
D LSI LOGIC CORP                 COM              502161102     4254    78600 SH      SHARED      05         78600
D LTC HEALTHCARE INC             COM              50217R104        0      920 SH      SHARED      01           920
D LTC HEALTHCARE INC             COM              50217R104        0      100 SH      SHARED      04           100
D LTC PPTYS INC                  COM              502175102       83    14094 SH      SHARED      01         14094
D LTC PPTYS INC                  COM              502175102       47     8000 SH      SHR/OTHR    01                   8000
D LTC PPTYS INC                  COM              502175102      470    79181 SH      SHARED      04         79181
D LTX CORP                       COM              502392103     7547   216041 SH      SHARED      01        206085              9956
D LTX CORP                       COM              502392103      244     7000 SH      SHARED      02                            7000
D L-3 COMMUNICATIONS HLDGS INC   COM              502424104     1606    28150 SH      SHARED      01         28150
D L-3 COMMUNICATIONS HLDGS INC   COM              502424104     1007    17660 SH      SHARED      04         17660
D L-3 COMMUNICATIONS HLDGS INC   COM              502424104      216     3800 SH      SHARED      05          3800
D LVMH MOET HENNESSY LOU VUITTON SPONSORED ADR    502441207       57      693 SH      SHARED      04           693
D LA Z BOY INC                   COM              505336107     1473   105215 SH      SHARED      01        105215
D LA Z BOY INC                   COM              505336107       72     5186 SH      SHARED      04          5186
D LABORATORIO CHILE SA           ADR              50540H104       17      900 SH      SHARED      01           900
D LABORATORY CORP AMER HLDGS     PFD CV EXCH% A   50540R201    15315   109200 SH      SHARED      04        109200
D LABORATORY CORP AMER HLDGS     COM NEW          50540R409      995    12905 SH      SHARED      01         12905
D LABORATORY CORP AMER HLDGS     COM NEW          50540R409      250     3250 SH      SHARED      02          3250
D LABORATORY CORP AMER HLDGS     COM NEW          50540R409     1844    23920 SH      SHARED      04         23920
D LABOR READY INC                COM NEW          505401208      572    86461 SH      SHARED      01         85861               600
D LABOR READY INC                COM NEW          505401208        1      296 SH      SHARED      04           296
D LABRANCHE & CO INC             COM              505447102     3472   241591 SH      SHARED      01        241591
D LABRANCHE & CO INC             COM              505447102      172    11973 SH      SHARED      04         11973
D LACLEDE GAS CO                 COM              505588103      637    33103 SH      SHARED      01         33103
D LACLEDE GAS CO                 COM              505588103        0       31 SH      SHARED      04            31
D LAFARGE CORP                   COM              505862102      797    37982 SH      SHARED      01         37982
D LAFARGE CORP                   COM              505862102      505    24082 SH      SHARED      04         24082
D LAFARGE CORP                   COM              505862102     1631    77700 SH      SHARED      06         77700
D LAIDLAW INC                    COM              50730K503      216   576000 SH      SHARED      06                          576000
D LAIDLAW INC                    COM              50730K503        3    10000 SH      SHARED      01         10000
D LAKEHEAD PIPE LINE PARTNERS LP COM UNIT-CL A    511557100       66     1670 SH      SHARED      02          1670
D LAKES GAMING INC               COM              51206P109        8      913 SH      SHARED      01           913
D LAM RESEARCH CORP              SB NT CV 144A 02 512807AB4       27    20000 PRN     SHARED      04         20000
D LAM RESEARCH CORP              COM              512807108     4563   121696 SH      SHARED      01        121696
D LAM RESEARCH CORP              COM              512807108      919    24510 SH      SHARED      02          1010             23500
D LAM RESEARCH CORP              COM              512807108    10616   283100 SH      SHARED      04        283100
D LAM RESEARCH CORP              COM              512807108     1796    47900 SH      SHARED      05         47900
D LAMAR ADVERTISING CO           NT CV    5.25%06 512815AF8     3324  3000000 PRN     SHARED      04       3000000
D LAMAR ADVERTISING CO           CL A             512815101     3005    69400 SH      SHARED      01         69400
D LAMAR ADVERTISING CO           CL A             512815101     3250    75050 SH      SHARED      02         73600              1450
D LAMAR ADVERTISING CO           CL A             512815101     2362    54537 SH      SHARED      04         54537
D LANCASTER COLONY CORP          COM              513847103     1420    72834 SH      SHARED      01         72834
D LANCASTER COLONY CORP          COM              513847103     1691    86744 SH      SHARED      04         86744
D LANCASTER COLONY CORP          COM              513847103      101     5200 SH      SHARED      05          5200
D LANCE INC                      COM              514606102      458    50932 SH      SHARED      01         50932
D LANCE INC                      COM              514606102      432    48017 SH      SHARED      04         48017
D LANCE INC                      COM              514606102       34     3800 SH      SHARED      05          3800
D LANCER CORP                    COM              514614106        2      675 SH      SHARED      01           675
D LANDAUER INC                   COM              51476K103        0       50 SH      SHARED      01            50
D LANDAUER INC                   COM              51476K103      248    16000 SH      SHARED      02                           16000
D LANDAUER INC                   COM              51476K103      245    15775 SH      SHARED      04         15775
D LANDEC CORP                    COM              514766104       88    16200 SH      SHARED      01         16200
D LANDAMERICA FINL GROUP INC     COM              514936103      411    17958 SH      SHARED      01         17958
D LANDAMERICA FINL GROUP INC     COM              514936103      113     4939 SH      SHARED      04          4939
D LANDRYS SEAFOOD RESTAURANTS    COM              51508L103      514    60508 SH      SHARED      01         60508
D LANDRYS SEAFOOD RESTAURANTS    COM              51508L103        0       68 SH      SHARED      04            68
D LANDS END INC                  COM              515086106     1653    49543 SH      SHARED      01         49543
D LANDS END INC                  COM              515086106       10      300 SH      SHARED      02           300
D LANDS END INC                  COM              515086106      251     7527 SH      SHARED      04          7527
D LANDS END INC                  COM              515086106      230     6900 SH      SHARED      05          6900
D LANDSTAR SYS INC               COM              515098101     1736    29161 SH      SHARED      01         29161
D LANDSTAR SYS INC               COM              515098101       41      700 SH      SHARED      02                             700
D LANDSTAR SYS INC               COM              515098101        1       24 SH      SHARED      04            24
D LANIER WORLDWIDE INC           COM              51589L105       15    15940 SH      SHARED      01         15740               200
D LANIER WORLDWIDE INC           COM              51589L105       55    55000 SH      SHARED      04         55000
D LANTE CORP                     COM              516540101       86     4220 SH      SHARED      01          4220
D LANTE CORP                     COM              516540101       63     3100 SH      SHARED      02          2800               300
D LANTE CORP                     COM              516540101       74     3653 SH      SHARED      04          3653
D LARSCOM INC                    CL A             51729Y108       45     8100 SH      SHARED      01          8100
D LASERSIGHT INC                 COM              517924106       34     9150 SH      SHARED      01          9150
D LASERSIGHT INC                 COM              517924106      154    40526 SH      SHARED      04         40526
D LASALLE HOTEL PPTYS            COM SH BEN INT   517942108      268    18700 SH      SHARED      01         18700
D LASALLE HOTEL PPTYS            COM SH BEN INT   517942108       18     1284 SH      SHARED      04          1284
D LASER POWER CORP               COM              51806K104       60    12000 SH      SHARED      01         12000
D LASER POWER CORP               COM              51806K104      214    42800 SH      SHARED      04         42800
D LASER VISION CTRS INC          COM              51807H100        2      400 SH      SHARED      01           400
D LASER VISION CTRS INC          COM              51807H100      313    50643 SH      SHARED      04         50643
D LASON INC                      COM              51808R107       31    12500 SH      SHARED      01         12500
D LASON INC                      COM              51808R107       97    38921 SH      SHARED      04         38921
D LATIN AMER EQUITY FD           COM              51827T100     1389   106900 SH      SHARED      04        106900
D LATIN AMER INVT FD             COM              518279104     1627   109400 SH      SHARED      04        109400
D LATITUDE COMMUNICATIONS INC    COM              518292107      107     9650 SH      SHARED      01          9650
D LATTICE SEMICONDUCTOR CORP     SUB NT CV 144A04 518415AA2      230   128000 PRN     SHARED      04        128000
D LATTICE SEMICONDUCTOR CORP     COM              518415104     4214    60976 SH      SHARED      01         60976
D LATTICE SEMICONDUCTOR CORP     COM              518415104       34      500 SH      SHARED      02           500
D LATTICE SEMICONDUCTOR CORP     COM              518415104     5133    74269 SH      SHARED      04         74269
D LATTICE SEMICONDUCTOR CORP     COM              518415104     1500    21700 SH      SHARED      05         21700
D LAUDER ESTEE COS INC           CL A             518439104    18335   370886 SH      SHARED      01        283661             87225
D LAUDER ESTEE COS INC           CL A             518439104      509    10300 SH      SHR/OTHR    01                   1600     8700
D LAUDER ESTEE COS INC           CL A             518439104       59     1200 SH      SHARED      02                            1200
D LAUDER ESTEE COS INC           CL A             518439104     3225    65235 SH      SHARED      04         65005               230
D LAUNCH MEDIA INC               COM              518567102       19     2150 SH      SHARED      01          2150
D LAUNCH MEDIA INC               COM              518567102      209    22653 SH      SHARED      04         22653
D LAWSON PRODS INC               COM              520776105      510    20728 SH      SHARED      01         20728
D LAWSON PRODS INC               COM              520776105        0       21 SH      SHARED      04            21
D LAZARE KAPLAN INTL INC         COM              521078105        4      500 SH      SHARED      01           500
D LEAP WIRELESS INTL INC         COM              521863100     2527    53785 SH      SHARED      01         53460               325
D LEAP WIRELESS INTL INC         COM              521863100        2       50 SH      SHR/OTHR    01                              50
D LEAP WIRELESS INTL INC         COM              521863100     1066    22691 SH      SHARED      02          8347             14344
D LEAP WIRELESS INTL INC         COM              521863100       57     1215 SH      SHARED      04          1215
D LEAP WIRELESS INTL INC         COM              521863100      230     4900 SH      SHARED      05          4900
D LEAPNET INC                    COM              521864108       39    12500 SH      SHARED      01         12500
D LEAPNET INC                    COM              521864108        0      200 SH      SHARED      02           200
D LEAR CORP                      COM              521865105     3710   185523 SH      SHARED      01        185523
D LEAR CORP                      COM              521865105        6      300 SH      SHARED      02           300
D LEAR CORP                      COM              521865105     1756    87840 SH      SHARED      04         87840
D LEAR CORP                      COM              521865105      128     6400 SH      SHARED      05          6400
D LEARN2 COM INC                 COM              522002104       22    11500 SH      SHARED      01         11500
D LEARN2 COM INC                 COM              522002104      181    92154 SH      SHARED      04         92154
D LEARNING TREE INTL INC         COM              522015106     1591    25987 SH      SHARED      01         25987
D LEARNING TREE INTL INC         COM              522015106        1       18 SH      SHARED      04            18
D LECROY CORP                    COM              52324W109       29     3000 SH      SHARED      01          3000
D LEE ENTERPRISES INC            COM              523768109     2812   120656 SH      SHARED      01        120256               400
D LEE ENTERPRISES INC            COM              523768109      253    10875 SH      SHARED      04         10875
D LEE ENTERPRISES INC            COM              523768109      135     5800 SH      SHARED      05          5800
D LEGATO SYS INC                 COM              524651106     2200   145462 SH      SHARED      01        145462
D LEGATO SYS INC                 COM              524651106      205    13600 SH      SHARED      02         13600
D LEGATO SYS INC                 COM              524651106     1023    67671 SH      SHARED      04         67671
D LEGATO SYS INC                 COM              524651106      173    11500 SH      SHARED      05         11500
D LEGGETT & PLATT INC            COM              524660107    26266  1591902 SH      SHARED      01       1591902
D LEGGETT & PLATT INC            COM              524660107       46     2800 SH      SHARED      02                            2800
D LEGGETT & PLATT INC            COM              524660107     1924   116608 SH      SHARED      04        116608
D LEGGETT & PLATT INC            COM              524660107       70     4300 SH      SHARED      05          4300
D LEGG MASON INC                 COM              524901105    18767   375348 SH      SHARED      01        375348
D LEGG MASON INC                 COM              524901105       85     1700 SH      SHR/OTHR    01                   1700
D LEGG MASON INC                 COM              524901105     2795    55905 SH      SHARED      04         55905
D LEGG MASON INC                 COM              524901105      320     6400 SH      SHARED      05          6400
D LEHMAN BROS HLDGS INC          COM              524908100   100617  1064040 SH      SHARED      01       1063746               294
D LEHMAN BROS HLDGS INC          COM              524908100       69      740 SH      SHR/OTHR    01                             740
D LEHMAN BROS HLDGS INC          COM              524908100      247     2620 SH      SHARED      02          1320              1300
D LEHMAN BROS HLDGS INC          COM              524908100    10251   108415 SH      SHARED      04        108415
D LEHMAN BROS HLDGS INC          COM              524908100     1985    21000 SH      SHARED      05         21000
D LEHMAN BROS HLDGS INC          COM              524908100    32141   339900 SH      SHARED      06        339900
D LENDINGTREE INC                COM              52602Q105       73     9830 SH      SHARED      01          9830
D LENNAR CORP                    SR DB CV ZRO  18 526057AA2    15410 38239000 PRN     SHARED      04      38239000
D LENNAR CORP                    COM              526057104     2371   117125 SH      SHARED      01        117125
D LENNAR CORP                    COM              526057104      903    44604 SH      SHARED      04         44604
D LENNOX INTL INC                COM              526107107      616    46542 SH      SHARED      01         46542
D LENNOX INTL INC                COM              526107107      175    13264 SH      SHARED      04         13264
D LESCO INC OHIO                 COM              526872106        4      300 SH      SHARED      01           300
D LEUCADIA NATL CORP             COM              527288104     1654    72516 SH      SHARED      01         72516
D LEUCADIA NATL CORP             COM              527288104       63     2800 SH      SHR/OTHR    01                            2800
D LEUCADIA NATL CORP             COM              527288104       22     1000 SH      SHARED      02           200               800
D LEUCADIA NATL CORP             COM              527288104      431    18911 SH      SHARED      04         18911
D LEVEL 8 SYS INC                COM              52729M102       29     1400 SH      SHARED      01          1400
D LEVEL 8 SYS INC                COM              52729M102       57     2727 SH      SHARED      04          2727
D LEVEL 3 COMMUNICATIONS INC     COM              52729N100    29638   336800 SH      SHARED      01        336800
D LEVEL 3 COMMUNICATIONS INC     COM              52729N100     1056    12000 SH      SHARED      02          7000              5000
D LEVEL 3 COMMUNICATIONS INC     COM              52729N100     1993    22657 SH      SHARED      04         22657
D LEVEL 3 COMMUNICATIONS INC     COM              52729N100      167     1900 SH      SHARED      06          1900
D LEXICON GENETICS INC           COM              528872104     1004    29234 SH      SHARED      01         29234
D LEXINGTON CORP PPTYS TR        COM              529043101      265    23700 SH      SHARED      01         23700
D LEXINGTON CORP PPTYS TR        COM              529043101        7      630 SH      SHARED      04           630
D LEXMARK INTL GROUP INC         CL A             529771107    85195  1266852 SH      SHARED      01       1261558              5294
D LEXMARK INTL GROUP INC         CL A             529771107        7      105 SH      SHARED      02                             105
D LEXMARK INTL GROUP INC         CL A             529771107    13098   194766 SH      SHARED      04        194766
D LIBBEY INC                     COM              529898108      697    21704 SH      SHARED      01         21704
D LIBBEY INC                     COM              529898108        9      300 SH      SHARED      04           300
D LIBERATE TECHNOLOGIES          COM              530129105     1110    37900 SH      SHARED      01         37900
D LIBERATE TECHNOLOGIES          COM              530129105      215     7350 SH      SHARED      02          6850               500
D LIBERATE TECHNOLOGIES          COM              530129105       41     1400 SH      SHARED      04          1400
D LIBERATE TECHNOLOGIES          COM              530129105      108     3700 SH      SHARED      05          3700
D LIBERTY ALL STAR EQUITY FD     SH BEN INT       530158104       29     2385 SH      SHARED      01                            2385
D LIBERTY ALL STAR EQUITY FD     SH BEN INT       530158104       24     2008 SH      SHARED      02          2008
D LIBERTY CORP S C               COM              530370105     1208    28785 SH      SHARED      01         25475              3310
D LIBERTY CORP S C               COM              530370105        1       40 SH      SHARED      04            40
D LIBERTY DIGITAL INC            CL A             530436104      855    28500 SH      SHARED      01         28500
D LIBERTY DIGITAL INC            CL A             530436104      530    17682 SH      SHARED      04         17682
D LIBERTY FINL COS INC           COM              530512102      428    19521 SH      SHARED      01         19521
D LIBERTY FINL COS INC           COM              530512102      998    45511 SH      SHARED      04         45511
D LIBERTY FINL COS INC           COM              530512102       13      600 SH      SHARED      05           600
D LIBERTY HOMES INC              CL A             530582204        1      200 SH      SHARED      01           200
D LIBERTY HOMES INC              CL B             530582303        1      200 SH      SHARED      01           200
D LIBERTY LIVEWIRE CORP          CL A             530709104      114     1627 SH      SHARED      04          1627
D LIBERTY PPTY TR                SH BEN INT       531172104     3431   132300 SH      SHARED      01        132100               200
D LIBERTY PPTY TR                SH BEN INT       531172104       38     1500 SH      SHARED      02          1000               500
D LIBERTY PPTY TR                SH BEN INT       531172104      504    19449 SH      SHARED      04         19449
D LIFECELL CORP                  COM              531927101      103    16200 SH      SHARED      01         16200
D LIFEPOINT HOSPITALS INC        COM              53219L109     2284   102664 SH      SHARED      01        102663                 1
D LIFEPOINT HOSPITALS INC        COM              53219L109        1       61 SH      SHARED      02            25                36
D LIFEPOINT HOSPITALS INC        COM              53219L109       90     4046 SH      SHARED      04          4046
D LIGAND PHARMACEUTICALS INC     CL B             53220K207     1784   135286 SH      SHARED      01        115542             19744
D LIGAND PHARMACEUTICALS INC     CL B             53220K207       34     2650 SH      SHR/OTHR    01                   2650
D LIGAND PHARMACEUTICALS INC     CL B             53220K207     1318   100000 SH      SHARED      04        100000
D LIFEMINDERS INC                COM              53220Q105      221     7500 SH      SHARED      01          7500
D LIFEMINDERS INC                COM              53220Q105       59     2000 SH      SHARED      02          2000
D LIGHTBRIDGE INC                COM              532226107      588    24657 SH      SHARED      01         24657
D LIGHTBRIDGE INC                COM              532226107      145     6082 SH      SHARED      04          6082
D LIGHTNING ROD SOFTWARE INC     COM              532244100       25     5300 SH      SHARED      01          5300
D LIGHTPATH TECHNOLOGIES INC     CL A             532257102      370     9300 SH      SHARED      01          9300
D LIGHTPATH TECHNOLOGIES INC     CL A             532257102       79     2000 SH      SHARED      02                            2000
D LIGHTSPAN INC                  COM              53226T103       26     4860 SH      SHARED      01          4860
D LIGHTSPAN INC                  COM              53226T103       24     4372 SH      SHARED      04          4372
D LILLY ELI & CO                 COM              532457108       14      150 SH      SHR/OTHR    04                    150
D LILLY ELI & CO                 COM              532457108  1022234 10235140 SH      SHARED      01       9813680            421460
D LILLY ELI & CO                 COM              532457108    15543   155627 SH      SHR/OTHR    01                  76833    78794
D LILLY ELI & CO                 COM              532457108     8040    80502 SH      SHARED      02         16915             63587
D LILLY ELI & CO                 COM              532457108   181736  1819635 SH      SHARED      04       1819510               125
D LILLY INDS INC                 CL A             532491107    19107   635607 SH      SHARED      01        635607
D LILLY INDS INC                 CL A             532491107     1549    51539 SH      SHARED      04         51539
D LIMITED INC                    COM              532716107    71408  3302104 SH      SHARED      01       3302104
D LIMITED INC                    COM              532716107       36     1710 SH      SHARED      02           250              1460
D LIMITED INC                    COM              532716107     8499   393052 SH      SHARED      04        393052
D LIMITED INC                    COM              532716107      493    22800 SH      SHARED      05         22800
D LINCARE HLDGS INC              COM              532791100     2620   106414 SH      SHARED      01        106414
D LINCARE HLDGS INC              COM              532791100      891    36217 SH      SHARED      04         36217
D LINCARE HLDGS INC              COM              532791100      172     7000 SH      SHARED      05          7000
D LINCOLN BANCORP IND            COM              532879103      847    84700 SH      SHARED      04         84700
D LINCOLN ELEC HLDGS INC         COM              533900106      642    45087 SH      SHARED      01         45087
D LINCOLN ELEC HLDGS INC         COM              533900106        2      141 SH      SHARED      04           141
D LINCOLN NATL CONV SECS FD INC  COM              534183108      738    39500 SH      SHARED      04         39500
D LINCOLN NATL CORP IND          COM              534187109    56172  1554956 SH      SHARED      01       1548938      400     5618
D LINCOLN NATL CORP IND          COM              534187109      343     9500 SH      SHR/OTHR    01                   9500
D LINCOLN NATL CORP IND          COM              534187109      407    11290 SH      SHARED      02                           11290
D LINCOLN NATL CORP IND          COM              534187109     6230   172475 SH      SHARED      04        172475
D LINCOLN NATL CORP IND          COM              534187109      220     6100 SH      SHARED      05          6100
D LINCOLN NATL CORP IND          COM              534187109    13875   384100 SH      SHARED      06        384100
D LINDSAY MFG CO                 COM              535555106      647    32969 SH      SHARED      01         32969
D LINDSAY MFG CO                 COM              535555106      163     8326 SH      SHARED      02           200              8126
D LINDSAY MFG CO                 COM              535555106       51     2628 SH      SHARED      04          2628
D LINEAR TECHNOLOGY CORP         COM              535678106   148970  2329952 SH      SHARED      01       2329952
D LINEAR TECHNOLOGY CORP         COM              535678106     8235   128805 SH      SHARED      04        128805
D LINEAR TECHNOLOGY CORP         COM              535678106     2346    36700 SH      SHARED      05         36700
D LINENS N THINGS INC            COM              535679104     1476    54450 SH      SHARED      01         54450
D LINENS N THINGS INC            COM              535679104      781    28811 SH      SHARED      04         28811
D LINENS N THINGS INC            COM              535679104      154     5700 SH      SHARED      06          5700
D LIQUID AUDIO INC               COM              53631T102       49     5200 SH      SHARED      01          5200
D LIQUID AUDIO INC               COM              53631T102       23     2500 SH      SHARED      02          2500
D LIQUI BOX CORP                 COM              536314107      168     3400 SH      SHARED      01          3400
D LIQUI BOX CORP                 COM              536314107        0        6 SH      SHARED      04             6
D LITHIA MTRS INC                CL A             536797103      199    14895 SH      SHARED      04         14895
D LITTELFUSE INC                 COM              537008104     2043    41696 SH      SHARED      01         41696
D LITTELFUSE INC                 COM              537008104       49     1000 SH      SHR/OTHR    01                   1000
D LITTELFUSE INC                 COM              537008104       49     1000 SH      SHARED      02          1000
D LITTELFUSE INC                 COM              537008104        1       31 SH      SHARED      04            31
D LITTELFUSE INC                 WT A EX122701N   537008120     6759   150000 SH      SHARED      04        150000
D LITTLEFIELD CORP               COM              537590101       22    15200 SH      SHARED      01         15200
D LITTON INDS INC                COM              538021106     2659    63328 SH      SHARED      01         63328
D LITTON INDS INC                COM              538021106     1113    26502 SH      SHARED      04         26502
D LITTON INDS INC                COM              538021106      176     4200 SH      SHARED      05          4200
D LIZ CLAIBORNE INC              COM              539320101    17510   496754 SH      SHARED      01        496354               400
D LIZ CLAIBORNE INC              COM              539320101     2052    58222 SH      SHARED      04         58222
D LO-JACK CORP                   COM              539451104       49     7200 SH      SHARED      01          7200
D LOCAL FINL CORP                COM              539553107      342    41017 SH      SHARED      04         41017
D LOCKHEED MARTIN CORP           COM              539830109    73497  2962176 SH      SHARED      01       2961028              1148
D LOCKHEED MARTIN CORP           COM              539830109      170     6852 SH      SHR/OTHR    01                    900     5952
D LOCKHEED MARTIN CORP           COM              539830109      189     7631 SH      SHARED      02                            7631
D LOCKHEED MARTIN CORP           COM              539830109     3259   131373 SH      SHARED      04        131373
D LODGIAN INC                    COM              54021P106      117    48054 SH      SHARED      04         48054
D LODGENET ENTMT CORP            COM              540211109      272    11231 SH      SHARED      01         11231
D LOEWS CINEPLEX ENTMT CORP      COM              540423100       87    27529 SH      SHARED      04         27529
D LOEWS CORP                     COM              540424108    43501   725021 SH      SHARED      01        723921              1100
D LOEWS CORP                     COM              540424108      575     9585 SH      SHARED      02          5600              3985
D LOEWS CORP                     COM              540424108     4121    68697 SH      SHARED      04         68697
D LOEWS CORP                     COM              540424108      264     4400 SH      SHARED      05          4400
D LONDON PAC GROUP LTD           SPONSORED ADR    542073101      111     8600 SH      SHARED      04          8600
D LONE STAR STEAKHOUSE SALOON    COM              542307103      803    79312 SH      SHARED      01         79312
D LONE STAR STEAKHOUSE SALOON    COM              542307103       67     6660 SH      SHARED      04          6660
D LONE STAR STEAKHOUSE SALOON    COM              542307103       34     3400 SH      SHARED      05          3400
D LONE STAR TECHNOLOGIES INC     COM              542312103     2508    54246 SH      SHARED      01         54246
D LONE STAR TECHNOLOGIES INC     COM              542312103      288     6239 SH      SHARED      04          6239
D LONGS DRUG STORES CORP         COM              543162101     7175   329896 SH      SHARED      01        328596              1300
D LONGS DRUG STORES CORP         COM              543162101      299    13778 SH      SHARED      04         13778
D LONGS DRUG STORES CORP         COM              543162101        2      100 SH      SHARED      05           100
D LONGVIEW FIBRE CO              COM              543213102     1277   115441 SH      SHARED      01        115441
D LONGVIEW FIBRE CO              COM              543213102      274    24800 SH      SHARED      02         24800
D LONGVIEW FIBRE CO              COM              543213102      139    12600 SH      SHARED      04         12600
D LONGVIEW FIBRE CO              COM              543213102       75     6800 SH      SHARED      05          6800
D LOOKSMART LTD                  COM              543442107      312    16900 SH      SHARED      01         16900
D LOOKSMART LTD                  COM              543442107       41     2250 SH      SHARED      02          2250
D LORONIX INFORMATION SYSTEMS    COM              544183106      154     4300 SH      SHARED      01          4300
D LORONIX INFORMATION SYSTEMS    COM              544183106      778    21650 SH      SHARED      04         21650
D LOUDEYE TECHNOLOGIES INC       COM              545754103       68     3900 SH      SHARED      01          3900
D LOUDEYE TECHNOLOGIES INC       COM              545754103       11      650 SH      SHARED      02                             650
D LOUIS DREYFUS NAT GAS CORP     COM              546011107      847    27079 SH      SHARED      01         27079
D LOUIS DREYFUS NAT GAS CORP     COM              546011107     1062    33927 SH      SHARED      04         33927
D LOUIS DREYFUS NAT GAS CORP     COM              546011107        9      300 SH      SHARED      05           300
D LOUISIANA PAC CORP             COM              546347105    10885  1000994 SH      SHARED      01       1000358               636
D LOUISIANA PAC CORP             COM              546347105       25     2300 SH      SHR/OTHR    01                   1000     1300
D LOUISIANA PAC CORP             COM              546347105        8      804 SH      SHARED      02                             804
D LOUISIANA PAC CORP             COM              546347105     5268   484432 SH      SHARED      04        484432
D LOWES COS INC                  COM              548661107   124189  3024435 SH      SHARED      01       3001600             22835
D LOWES COS INC                  COM              548661107      393     9586 SH      SHARED      02          4474              5112
D LOWES COS INC                  COM              548661107    24228   590036 SH      SHARED      04        590036
D LOWES COS INC                  COM              548661107      451    11000 SH      SHARED      05         11000
D LUBRIZOL CORP                  COM              549271104     2271   108156 SH      SHARED      01        108156
D LUBRIZOL CORP                  COM              549271104      109     5200 SH      SHARED      02          2100              3100
D LUBRIZOL CORP                  COM              549271104     2104   100193 SH      SHARED      04        100193
D LUBRIZOL CORP                  COM              549271104      105     5000 SH      SHARED      05          5000
D LUBYS INC                      COM              549282101      360    45026 SH      SHARED      01         45026
D LUBYS INC                      COM              549282101        4      500 SH      SHARED      02           500
D LUBYS INC                      COM              549282101        0       37 SH      SHARED      04            37
D LUCENT TECHNOLOGIES INC        COM              549463107  1666589 28128089 SH      SHARED      01      27714605            413484
D LUCENT TECHNOLOGIES INC        COM              549463107    38610   651647 SH      SHR/OTHR    01                 371413   280234
D LUCENT TECHNOLOGIES INC        COM              549463107    36857   622072 SH      SHARED      02        512827            109245
D LUCENT TECHNOLOGIES INC        COM              549463107   148922  2513468 SH      SHARED      04       2513468
D LUCENT TECHNOLOGIES INC        COM              549463107      325     5500 SH      SHARED      05          5500
D LUCENT TECHNOLOGIES INC        COM              549463107      900    15190 SH      SHARED      06         15190
D LUFKIN INDS INC                COM              549764108      107     6800 SH      SHARED      01          6800
D LUMINANT WORLDWIDE CORP        COM              550260103      477    53450 SH      SHARED      02         53450
D LUMINANT WORLDWIDE CORP        COM              550260103        0       60 SH      SHARED      04            60
D LUMINEX CORP DEL               COM              55027E102       69     1660 SH      SHARED      04          1660
D LUMISYS INC                    COM              550274104       39    13000 SH      SHARED      01         13000
D LUNAR CORP                     COM              550362107        7      450 SH      SHARED      01           450
D LUNAR CORP                     COM              550362107      902    53900 SH      SHARED      04         53900
D LUXOTTICA GROUP S P A          SPONSORED ADR    55068R202      487    40000 SH      SHARED      01         20000             20000
D LUXOTTICA GROUP S P A          SPONSORED ADR    55068R202      253    20790 SH      SHARED      04         20790
D LYCOS INC                      COM              550818108    16312   302077 SH      SHARED      01        219800             82277
D LYCOS INC                      COM              550818108     1683    31180 SH      SHARED      02         11200             19980
D LYCOS INC                      COM              550818108    29232   541343 SH      SHARED      04        541343
D LYCOS INC                      COM              550818108      189     3500 SH      SHARED      05          3500
D LYDALL INC DEL                 COM              550819106        1      100 SH      SHARED      01           100
D LYDALL INC DEL                 COM              550819106      335    31563 SH      SHARED      04         31563
D LYNCH CORP                     COM              551137102        3      100 SH      SHARED      01           100
D LYNCH INTERACTIVE CORP         COM              551146103        9      100 SH      SHARED      01           100
D LYNX THERAPEUTICS INC          COM NEW          551812308      480    10103 SH      SHARED      01         10103
D LYNX THERAPEUTICS INC          COM NEW          551812308     1783    37500 SH      SHARED      02          1500             36000
D LYONDELL CHEMICAL CO           COM              552078107     2269   135472 SH      SHARED      01        135472
D LYONDELL CHEMICAL CO           COM              552078107     2240   133732 SH      SHARED      04        133732
D LYONDELL CHEMICAL CO           COM              552078107      335    20000 SH      SHARED      05         20000
D M & F WORLDWIDE CORP           COM              552541104        0       56 SH      SHARED      01            56
D M & T BK CORP                  COM              55261F104     3927     8727 SH      SHARED      01          8727
D M & T BK CORP                  COM              55261F104     3102     6894 SH      SHARED      04          6894
D MAF BANCORP INC                COM              55261R108      898    49410 SH      SHARED      01         49220               190
D MAF BANCORP INC                COM              55261R108        0       45 SH      SHARED      04            45
D MBIA INC                       COM              55262C100    37767   783767 SH      SHARED      01        779999              3768
D MBIA INC                       COM              55262C100      394     8196 SH      SHR/OTHR    01                   6696     1500
D MBIA INC                       COM              55262C100      138     2870 SH      SHARED      02           280              2590
D MBIA INC                       COM              55262C100     5942   123313 SH      SHARED      04        123313
D MBIA INC                       COM              55262C100      101     2100 SH      SHARED      05          2100
D MBNA CORP                      COM              55262L100   171013  6304659 SH      SHARED      01       6303824               835
D MBNA CORP                      COM              55262L100     1568    57820 SH      SHARED      02         29457             28363
D MBNA CORP                      COM              55262L100    13727   506092 SH      SHARED      04        506092
D MCN ENERGY GROUP INC           COM              55267J100     2641   123582 SH      SHARED      01        123582
D MCN ENERGY GROUP INC           COM              55267J100      247    11600 SH      SHARED      02          4400              7200
D MCN ENERGY GROUP INC           COM              55267J100    31916  1493179 SH      SHARED      04       1493179
D MCN ENERGY GROUP INC           COM              55267J100      235    11000 SH      SHARED      05         11000
D M D C HLDGS INC                COM              552676108      637    34213 SH      SHARED      01         34213
D M D C HLDGS INC                COM              552676108       29     1562 SH      SHARED      04          1562
D MDU RES GROUP INC              COM              552690109     2133    98643 SH      SHARED      01         98643
D MEMC ELECTR MATLS INC          COM              552715104      941    52295 SH      SHARED      01         52295
D MEMC ELECTR MATLS INC          COM              552715104      157     8753 SH      SHARED      04          8753
D MEMC ELECTR MATLS INC          COM              552715104       52     2900 SH      SHARED      05          2900
D MFS CHARTER INCOME TR          SH BEN INT       552727109       11     1300 SH      SHARED      02          1300
D MFS INTER INCOME TR            SH BEN INT       55273C107      450    71300 SH      SHARED      01         71300
D MFS INTER INCOME TR            SH BEN INT       55273C107      668   105860 SH      SHR/OTHR    01                          105860
D MGC COMMUNICATIONS INC         COM              552763302     3039    50708 SH      SHARED      01         50708
D MGC COMMUNICATIONS INC         COM              552763302     1367    22813 SH      SHARED      04         22813
D MGC COMMUNICATIONS INC         PFD CV SER D     552763500    15821   304250 SH      SHARED      04        304250
D MGIC INVT CORP WIS             COM              552848103    37633   827105 SH      SHARED      01        827105
D MGIC INVT CORP WIS             COM              552848103       60     1334 SH      SHARED      02                            1334
D MGIC INVT CORP WIS             COM              552848103     5152   113233 SH      SHARED      04        113233
D MGIC INVT CORP WIS             COM              552848103       81     1800 SH      SHARED      05          1800
D MGI PHARMA INC                 COM              552880106      304    10600 SH      SHARED      01         10600
D MGI PHARMA INC                 COM              552880106      248     8650 SH      SHARED      02          1550              7100
D MGI PPTYS INC                  COM              552885105        0       42 SH      SHARED      01            42
D MGI PPTYS INC                  COM              552885105        6     3000 SH      SHARED      02                            3000
D MGI PPTYS INC                  COM              552885105     1662   718963 SH      SHARED      04        718963
D MGM GRAND INC                  COM              552953101     1526    47505 SH      SHARED      01         47505
D MGM GRAND INC                  COM              552953101      473    14734 SH      SHARED      04         14734
D MGM GRAND INC                  COM              552953101      456    14200 SH      SHARED      05         14200
D M H MEYERSON & CO INC          COM              55301Q102       35     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      410    10502 SH      SHARED      01         10502
D MKS INSTRUMENT INC             COM              55306N104       18      463 SH      SHARED      04           463
D ML MACADAMIA ORCHARDS L P      DEP UNIT CL A    55307U107       28     6000 SH      SHARED      04          6000
D MMC NETWORKS INC               COM              55308N102     3919    73344 SH      SHARED      01         73344
D MMC NETWORKS INC               COM              55308N102       55     1047 SH      SHARED      04          1047
D MRV COMMUNICATIONS INC         SUB NT CONV 5%03 553477AB6    43468  8685000 PRN     SHARED      04       8685000
D MRV COMMUNICATIONS INC         COM              553477100     5683    84518 SH      SHARED      01         84518
D MRV COMMUNICATIONS INC         COM              553477100     2273    33800 SH      SHARED      02          2100             31700
D MRV COMMUNICATIONS INC         COM              553477100      121     1800 SH      SHARED      05          1800
D MSC INDL DIRECT INC            CL A             553530106      904    43200 SH      SHARED      01         33159             10041
D MSC INDL DIRECT INC            CL A             553530106      739    35312 SH      SHARED      04         35312
D MSC SOFTWARE CORP              SD CONV 7.875%04 553531AA2       86   100000 PRN     SHR/OTHR    01                 100000
D M S CARRIERS INC               COM              553533100      273    15507 SH      SHARED      01         15507
D M S CARRIERS INC               COM              553533100       44     2500 SH      SHARED      02           800              1700
D M S CARRIERS INC               COM              553533100        0       28 SH      SHARED      04            28
D MSI HOLDINGS INC               COM              553654104      370    40833 SH      SHARED      01         40833
D MSI HOLDINGS INC               COM              553654104        0       20 SH      SHARED      02            20
D MSI HOLDINGS INC               COM              553654104       99    10987 SH      SHARED      04         10987
D MTS SYS CORP                   COM              553777103        5      800 SH      SHARED      01           800
D MTS SYS CORP                   COM              553777103      259    41467 SH      SHARED      04         41467
D MTI TECHNOLOGY CORP            COM              553903105      484    60507 SH      SHARED      01         60507
D MTI TECHNOLOGY CORP            COM              553903105        4      500 SH      SHARED      02                             500
D MTI TECHNOLOGY CORP            COM              553903105        0       13 SH      SHARED      04            13
D MACDERMID INC                  COM              554273102      752    32009 SH      SHARED      01         32009
D MACDERMID INC                  COM              554273102       50     2156 SH      SHARED      04          2156
D MACERICH CO                    COM              554382101     1111    50377 SH      SHARED      01         50377
D MACERICH CO                    COM              554382101       53     2411 SH      SHARED      04          2411
D MACK CALI RLTY CORP            COM              554489104    11984   466569 SH      SHARED      01        464969              1600
D MACK CALI RLTY CORP            COM              554489104       79     3100 SH      SHR/OTHR    01                   2100     1000
D MACK CALI RLTY CORP            COM              554489104     2095    81593 SH      SHARED      04         81593
D MACROCHEM CORP DEL             COM              555903103       68    14120 SH      SHARED      01         14120
D MACROCHEM CORP DEL             COM              555903103        9     1900 SH      SHARED      02                            1900
D MACROCHEM CORP DEL             COM              555903103      203    41982 SH      SHARED      04         41982
D MACROVISION CORP               COM              555904101     2144    33550 SH      SHARED      01         33550
D MACROVISION CORP               COM              555904101     1654    25885 SH      SHARED      04         25885
D MACROMEDIA INC                 COM              556100105     6826    70600 SH      SHARED      01         70600
D MACROMEDIA INC                 COM              556100105      241     2500 SH      SHARED      02          2500
D MACROMEDIA INC                 COM              556100105     1725    17848 SH      SHARED      04         17848
D MACROMEDIA INC                 COM              556100105     1005    10400 SH      SHARED      05         10400
D MACRONIX INTL LTD              SPONSORED ADR    556103109      140     5500 SH      SHARED      04          5500
D MADDEN STEVEN LTD              COM              556269108        9     1400 SH      SHARED      01          1400
D MADDEN STEVEN LTD              COM              556269108       29     4500 SH      SHARED      02          4500
D MADDEN STEVEN LTD              COM              556269108       17     2706 SH      SHARED      04          2706
D MADECO SA                      SPONSORED ADR    556304103        6      900 SH      SHARED      01           900
D MADE2MANAGE SYS INC            COM              556466100       38     6900 SH      SHARED      01          6900
D MADISON GAS & ELEC CO          COM              557497104      514    26069 SH      SHARED      01         26069
D MADISON GAS & ELEC CO          COM              557497104        0       23 SH      SHARED      04            23
D MAGAININ PHARMACEUTICALS INC   COM              559036108       46    10000 SH      SHARED      02         10000
D MAGELLAN HEALTH SVCS INC       COM              559079108        3     3100 SH      SHARED      01          3100
D MAGELLAN HEALTH SVCS INC       COM              559079108       80    64130 SH      SHARED      04         64130
D MAGNA ENTMT CORP               CL A             559211107        5      920 SH      SHARED      04           920
D MAGNA INTL INC                 SUB DEB CV 5%02  559222AE4     1020  1000000 PRN     SHARED      01       1000000
D MAGNA INTL INC                 SUB DB CV 144A05 559222AF1      896  1000000 PRN     SHARED      01       1000000
D MAGNA INTL INC                 CL A             559222401      326     6900 SH      SHARED      04          6900
D MAGNETEK INC                   COM              559424106      578    72344 SH      SHARED      01         72344
D MAGNETEK INC                   COM              559424106      103    12895 SH      SHARED      04         12895
D MAGNETEK INC                   COM              559424106       26     3300 SH      SHARED      05          3300
D MAGNUM HUNTER RES INC          COM PAR $0.002   55972F203      331    50000 SH      SHARED      02                           50000
D MAGYAR TAVKOZLESI RT           SPONSORED ADR    559776109      997    28976 SH      SHARED      01         28976
D MAGYAR TAVKOZLESI RT           SPONSORED ADR    559776109      609    17700 SH      SHARED      04         17700
D MAIN STR BANCORP INC           COM              559906102        3      349 SH      SHARED      01           349
D MAIL COM INC                   SUB NT CV 144A05 560311AA0     8006 18750000 PRN     SHARED      04      18750000
D MAIL COM INC                   CL A             560311102      164    28900 SH      SHARED      01         28900
D MAIL COM INC                   CL A             560311102        1      300 SH      SHARED      02                             300
D MAIL COM INC                   CL A             560311102      121    21277 SH      SHARED      04         21277
D MAIL-WELL INC                  SUB NT CONV 5%02 560321AD3      505   624000 PRN     SHARED      04        624000
D MAIL-WELL INC                  COM              560321200      640    74293 SH      SHARED      01         74293
D MALAYSIA FD INC                COM              560905101      209    43600 SH      SHARED      04         43600
D MALLINCKRODT INC NEW           COM              561232109    22015   506837 SH      SHARED      01        506837
D MALLINCKRODT INC NEW           COM              561232109       83     1925 SH      SHARED      02           300              1625
D MALLINCKRODT INC NEW           COM              561232109     4911   113081 SH      SHARED      04        113081
D MALLON RES CORP                COM NEW          561240201       15     1700 SH      SHARED      01          1700
D MALLON RES CORP                COM NEW          561240201      177    20000 SH      SHR/OTHR    01                  20000
D MANDALAY RESORT GROUP          COM              562567107     2007   100368 SH      SHARED      01        100368
D MANDALAY RESORT GROUP          COM              562567107     1352    67606 SH      SHARED      04         67606
D MANDALAY RESORT GROUP          COM              562567107      526    26300 SH      SHARED      05         26300
D MANHATTAN ASSOCS INC           COM              562750109      185     7402 SH      SHARED      01          7402
D MANHATTAN ASSOCS INC           COM              562750109      230     9205 SH      SHARED      04          9205
D MANITOWOC INC                  COM              563571108     1384    51771 SH      SHARED      01         51771
D MANITOWOC INC                  COM              563571108      103     3882 SH      SHARED      04          3882
D MANNATECH INC                  COM              563771104       29    12557 SH      SHARED      04         12557
D MANNING GREG AUCTIONS INC      COM              563823103       53     4900 SH      SHARED      01          4900
D MANOR CARE INC NEW             COM              564055101     6182   883245 SH      SHARED      01        883245
D MANOR CARE INC NEW             COM              564055101      518    74027 SH      SHARED      04         74027
D MANOR CARE INC NEW             COM              564055101       16     2400 SH      SHARED      05          2400
D MANPOWER INC                   COM              56418H100     4239   132471 SH      SHARED      01        132471
D MANPOWER INC                   COM              56418H100       12      400 SH      SHARED      02                             400
D MANPOWER INC                   COM              56418H100     1375    42986 SH      SHARED      04         42986
D MANPOWER INC                   COM              56418H100      320    10000 SH      SHARED      05         10000
D MANUFACTURED HOME CMNTYS INC   COM              564682102      810    33858 SH      SHARED      01         33858
D MANUFACTURED HOME CMNTYS INC   COM              564682102       48     2040 SH      SHARED      02          2040
D MANUFACTURED HOME CMNTYS INC   COM              564682102      652    27266 SH      SHARED      04         27266
D MAPICS INC                     COM              564910107       19     3400 SH      SHARED      01          3400
D MAPICS INC                     COM              564910107      202    35158 SH      SHARED      04         35158
D MANULIFE FINL CORP             COM              56501R106       38     2180 SH      SHARED      02                            2180
D MANULIFE FINL CORP             COM              56501R106       23     1300 SH      SHARED      04          1300
D MANUGISTICS GROUP INC          COM              565011103     1697    36304 SH      SHARED      01         36304
D MANUGISTICS GROUP INC          COM              565011103     8465   181074 SH      SHARED      02        170074             11000
D MANUGISTICS GROUP INC          COM              565011103     1042    22300 SH      SHARED      04         22300
D MAPINFO CORP                   COM              565105103      731    18002 SH      SHARED      01         18002
D MAPINFO CORP                   COM              565105103      126     3122 SH      SHARED      04          3122
D MAPQUEST COM INC               COM              565644101      127     7687 SH      SHARED      01          7687
D MAPQUEST COM INC               COM              565644101       24     1500 SH      SHARED      04          1500
D MARCHFIRST INC                 COM              566244109     3023   165659 SH      SHARED      01        165659
D MARCHFIRST INC                 COM              566244109        5      285 SH      SHARED      02                             285
D MARCHFIRST INC                 COM              566244109     2739   150133 SH      SHARED      04        150133
D MARCHFIRST INC                 COM              566244109      354    19400 SH      SHARED      05         19400
D MARCUS CORP                    COM              566330106      447    36906 SH      SHARED      01         36906
D MARCUS CORP                    COM              566330106        0       50 SH      SHARED      04            50
D MARIMBA INC                    COM              56781Q109      179    12850 SH      SHARED      01         12850
D MARIMBA INC                    COM              56781Q109       19     1375 SH      SHARED      02           875               500
D MARIMBA INC                    COM              56781Q109       84     6068 SH      SHARED      04          6068
D MARINE TRANS CORP              COM              567912100        1      790 SH      SHARED      01           790
D MARINE DRILLING COS INC        COM PAR $0.01    568240204    13430   479650 SH      SHARED      01        479650
D MARINE DRILLING COS INC        COM PAR $0.01    568240204      480    17150 SH      SHARED      02          5750             11400
D MARINE DRILLING COS INC        COM PAR $0.01    568240204     2422    86500 SH      SHARED      04         86500
D MARINE DRILLING COS INC        COM PAR $0.01    568240204      257     9200 SH      SHARED      05          9200
D MARINE PETE TR                 UNIT BEN INT     568423107        1      100 SH      SHARED      01           100
D MARK IV INDS INC               COM              570387100     2499   119748 SH      SHARED      01        119748
D MARK IV INDS INC               COM              570387100     2304   110380 SH      SHARED      04        110380
D MARK IV INDS INC               COM              570387100      112     5400 SH      SHARED      05          5400
D MARKEL CORP                    COM              570535104     1604    11332 SH      SHARED      01         11332
D MARKEL CORP                    COM              570535104       28      200 SH      SHARED      02                             200
D MARKEL CORP                    COM              570535104     1147     8105 SH      SHARED      04          8105
D MARKETWATCH COM INC            COM              570619106      159     8500 SH      SHARED      01          8500
D MARKETWATCH COM INC            COM              570619106       14      775 SH      SHARED      02           575               200
D MARKETWATCH COM INC            COM              570619106        1       97 SH      SHARED      04            97
D MARKETING SVCS GROUP INC       COM              570907105       28     6500 SH      SHARED      01          6500
D MARKETING SVCS GROUP INC       COM              570907105       44    10100 SH      SHARED      02         10100
D MARKETING SVCS GROUP INC       COM              570907105      162    36733 SH      SHARED      04         36733
D MARSH & MCLENNAN COS INC       COM              571748102   239087  2289298 SH      SHARED      01       2283198     5800      300
D MARSH & MCLENNAN COS INC       COM              571748102     1440    13790 SH      SHR/OTHR    01                  10400     3390
D MARSH & MCLENNAN COS INC       COM              571748102      185     1777 SH      SHARED      02                            1777
D MARSH & MCLENNAN COS INC       COM              571748102    15762   150927 SH      SHARED      04        150767               160
D MARSH & MCLENNAN COS INC       COM              571748102      689     6600 SH      SHARED      05          6600
D MARSH & MCLENNAN COS INC       COM              571748102    14113   135140 SH      SHARED      06        135140
D MARSH SUPERMARKETS INC         CL A             571783307        1      100 SH      SHARED      01           100
D MARSHALL & ILSLEY CORP         COM              571834100     6620   159536 SH      SHARED      01        159536
D MARSHALL & ILSLEY CORP         COM              571834100       41     1000 SH      SHR/OTHR    01                            1000
D MARSHALL & ILSLEY CORP         COM              571834100     2075    50002 SH      SHARED      04         50002
D MARSHALL & ILSLEY CORP         COM              571834100      431    10400 SH      SHARED      05         10400
D MARRIOTT INTL INC NEW          CL A             571903202   128746  3570138 SH      SHARED      01       2007338           1562800
D MARRIOTT INTL INC NEW          CL A             571903202     1280    35503 SH      SHR/OTHR    01                           35503
D MARRIOTT INTL INC NEW          CL A             571903202       89     2472 SH      SHARED      02          2000               472
D MARRIOTT INTL INC NEW          CL A             571903202     4346   120517 SH      SHARED      04        120517
D MARTEK BIOSCIENCES CORP        COM              572901106      379    20225 SH      SHARED      01         20225
D MARTEK BIOSCIENCES CORP        COM              572901106      108     5767 SH      SHARED      04          5767
D MARTHA STEWART LIVING OMNIMED  CL A             573083102      220    10044 SH      SHARED      01         10044
D MARTHA STEWART LIVING OMNIMED  CL A             573083102        5      250 SH      SHR/OTHR    01                             250
D MARTHA STEWART LIVING OMNIMED  CL A             573083102       44     2014 SH      SHARED      04          2014
D MARTIN MARIETTA MATLS INC      COM              573284106     3124    77256 SH      SHARED      01         74764              2492
D MARTIN MARIETTA MATLS INC      COM              573284106      446    11040 SH      SHARED      02          2040              9000
D MARTIN MARIETTA MATLS INC      COM              573284106     2032    50258 SH      SHARED      04         50258
D MARVEL ENTERPRISES INC         COM              57383M108      101    16200 SH      SHARED      04         16200
D MASCO CORP                     COM              574599106    65220  3610904 SH      SHARED      01       3589740             21164
D MASCO CORP                     COM              574599106      567    31400 SH      SHR/OTHR    01                  10620    20780
D MASCO CORP                     COM              574599106       30     1715 SH      SHARED      02            55              1660
D MASCO CORP                     COM              574599106     3512   194454 SH      SHARED      04        194454
D MASCO CORP                     COM              574599106       27     1500 SH      SHARED      05          1500
D MASCOTECH INC                  COM              574670105      642    59411 SH      SHARED      01         59411
D MASCOTECH INC                  COM              574670105      703    65062 SH      SHARED      04         65062
D MASISA S A                     SPONSORED ADR    574799102       14     1200 SH      SHARED      01          1200
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     1036    27150 SH      SHARED      01         27150
D MASTEC INC                     COM              576323109     1202    31489 SH      SHARED      04         31489
D MATERIAL SCIENCIES CORP        COM              576674105       30     3062 SH      SHARED      04          3062
D MATRIA HEALTHCARE INC          COM              576817100       58    12724 SH      SHARED      01         12724
D MATRIA HEALTHCARE INC          COM              576817100      337    73534 SH      SHARED      04         73534
D MATRIX PHARMACEUTICAL INC      COM              576844104      552    42283 SH      SHARED      01         42283
D MATRIX PHARMACEUTICAL INC      COM              576844104      130     9998 SH      SHARED      04          9998
D MATRIXONE INC                  COM              57685P304       44     1100 SH      SHARED      01          1100
D MATSUSHITA ELEC INDL           ADR              576879209       51      200 SH      SHARED      04           200
D MATLACK SYS INC                COM              576901102        0        1 SH      SHARED      01             1
D MATTEL INC                     COM              577081102    43333  3286093 SH      SHARED      01       3286093
D MATTEL INC                     COM              577081102       32     2484 SH      SHR/OTHR    01                   2484
D MATTEL INC                     COM              577081102      299    22684 SH      SHARED      02         10784             11900
D MATTEL INC                     COM              577081102    19304  1463870 SH      SHARED      04       1463870
D MATTEL INC                     COM              577081102      269    20400 SH      SHARED      05         20400
D MATTHEWS INTL CORP             CL A             577128101      670    23104 SH      SHARED      01         23104
D MATTHEWS INTL CORP             CL A             577128101        1       42 SH      SHARED      04            42
D MATTSON TECHNOLOGY INC         COM              577223100      370    11400 SH      SHARED      01         11400
D MATTSON TECHNOLOGY INC         COM              577223100      695    21400 SH      SHARED      04         21400
D MATTSON TECHNOLOGY INC         COM              577223100      227     7000 SH      SHARED      05          7000
D MAXIM INTEGRATED PRODS INC     COM              57772K101   144490  2126828 SH      SHARED      01       2126828
D MAXIM INTEGRATED PRODS INC     COM              57772K101     1131    16660 SH      SHARED      02          7300              9360
D MAXIM INTEGRATED PRODS INC     COM              57772K101    11813   173892 SH      SHARED      04        173892
D MAXIM INTEGRATED PRODS INC     COM              57772K101     3356    49400 SH      SHARED      05         49400
D MAXIM PHARMACEUTICALS INC      COM              57772M107     1626    31667 SH      SHARED      01         31667
D MAXIM PHARMACEUTICALS INC      COM              57772M107        5      100 SH      SHARED      04           100
D MAXCO INC                      COM              577723109        0      100 SH      SHARED      01           100
D MAXTOR CORP                    COM NEW          577729205    18958  1794970 SH      SHARED      01       1785598              9372
D MAXTOR CORP                    COM NEW          577729205     1109   105000 SH      SHARED      02        105000
D MAXTOR CORP                    COM NEW          577729205      323    30674 SH      SHARED      04         30674
D MAXWELL SHOE INC               CL A             577766108       59     6000 SH      SHARED      01          6000
D MAXWELL TECHNOLOGIES INC       COM              577767106       63     4675 SH      SHARED      01          4675
D MAXWELL TECHNOLOGIES INC       COM              577767106      261    19385 SH      SHARED      04         19385
D MAXYGEN INC                    COM              577776107      476     8400 SH      SHARED      01          8400
D MAXYGEN INC                    COM              577776107        5      100 SH      SHARED      04           100
D MAY DEPT STORES CO             COM              577778103    70513  2938079 SH      SHARED      01       2913181             24898
D MAY DEPT STORES CO             COM              577778103      866    36096 SH      SHR/OTHR    01                  22970    13126
D MAY DEPT STORES CO             COM              577778103      320    13366 SH      SHARED      02            46             13320
D MAY DEPT STORES CO             COM              577778103     3973   165565 SH      SHARED      04        165565
D MAX & ERMAS RESTAURANTS INC    COM              577903107        2      275 SH      SHARED      01           275
D MAXICARE HEALTH PLANS INC      COM NEW          577904204        4     4800 SH      SHARED      01          4800
D MAXXAM INC                     COM              577913106       68     3832 SH      SHARED      01          3832
D MAXXAM INC                     COM              577913106        0       10 SH      SHARED      02            10
D MAXXAM INC                     COM              577913106      183    10334 SH      SHARED      04         10334
D MAXXAM INC                     COM              577913106       10      600 SH      SHARED      05           600
D MAVERICK TUBE CORP             COM              577914104     1290    44292 SH      SHARED      01         44292
D MAVERICK TUBE CORP             COM              577914104        0       26 SH      SHARED      04            26
D MAXIMUS INC                    COM              577933104      411    18603 SH      SHARED      01         18603
D MAXIMUS INC                    COM              577933104       11      518 SH      SHARED      04           518
D MAYFLOWER CO-OPERATIVE BK MASS COM              578330102       15     1500 SH      SHARED      01          1500
D MAYS J W INC                   COM              578473100        6     1300 SH      SHARED      01          1300
D MAYTAG CORP                    COM              578592107    40738  1104779 SH      SHARED      01       1103079              1700
D MAYTAG CORP                    COM              578592107     5292   143523 SH      SHR/OTHR    01                 143523
D MAYTAG CORP                    COM              578592107       99     2700 SH      SHARED      02          1700              1000
D MAYTAG CORP                    COM              578592107     8063   218676 SH      SHARED      04        218676
D MAYTAG CORP                    COM              578592107      140     3800 SH      SHARED      05          3800
D MCAFEE COM CORP                CL A             579062100      613    23547 SH      SHARED      01         23547
D MCAFEE COM CORP                CL A             579062100       41     1600 SH      SHARED      02           600              1000
D MCAFEE COM CORP                CL A             579062100        2      100 SH      SHARED      05           100
D MCCLATCHY CO                   CL A             579489105     1138    34365 SH      SHARED      01         34365
D MCCLATCHY CO                   CL A             579489105      100     3047 SH      SHARED      04          3047
D MCCORMICK & CO INC             COM NON VTG      579780206     2977    91609 SH      SHARED      01         91609
D MCCORMICK & CO INC             COM NON VTG      579780206     1215    37389 SH      SHARED      02         34697              2692
D MCCORMICK & CO INC             COM NON VTG      579780206     2611    80354 SH      SHARED      04         80354
D MCCORMICK & CO INC             COM NON VTG      579780206      312     9600 SH      SHARED      05          9600
D MCDERMOTT INTL INC             COM              580037109     3333   378239 SH      SHARED      01        378239
D MCDERMOTT INTL INC             COM              580037109        3      351 SH      SHARED      02                             351
D MCDERMOTT INTL INC             COM              580037109     1073   121775 SH      SHARED      04        121775
D MCDERMOTT INTL INC             COM              580037109       10     1200 SH      SHARED      05          1200
D MCDONALDS CORP                 COM              580135101   377745 11468717 SH      SHARED      01      11372530             96187
D MCDONALDS CORP                 COM              580135101    11813   358680 SH      SHR/OTHR    01                 234594   124086
D MCDONALDS CORP                 COM              580135101     1795    54524 SH      SHARED      02         19475             35049
D MCDONALDS CORP                 COM              580135101    93178  2828986 SH      SHARED      04       2828236               750
D MCDONALDS CORP                 COM              580135101     1524    46300 SH      SHARED      05         46300
D MCDONALDS CORP                 COM              580135101    39010  1184404 SH      SHARED      06       1184404
D MCGRATH RENTCORP               COM              580589109      382    22484 SH      SHARED      01         22484
D MCGRATH RENTCORP               COM              580589109        0        8 SH      SHARED      04             8
D MCGRAW HILL COS INC            COM              580645109   383636  7104375 SH      SHARED      01       6719681            384694
D MCGRAW HILL COS INC            COM              580645109    17702   327825 SH      SHR/OTHR    01                 195535   132290
D MCGRAW HILL COS INC            COM              580645109      774    14336 SH      SHARED      02          4600              9736
D MCGRAW HILL COS INC            COM              580645109     6709   124253 SH      SHARED      04        124253
D MCGRAW HILL COS INC            COM              580645109     1328    24600 SH      SHARED      05         24600
D MCK COMMUNICATIONS INC         COM              581243102       27     1200 SH      SHARED      01          1200
D MCK COMMUNICATIONS INC         COM              581243102       71     3108 SH      SHARED      04          3108
D MCKESSON HBOC INC              COM              58155Q103    45829  2188919 SH      SHARED      01       2188919
D MCKESSON HBOC INC              COM              58155Q103       16      800 SH      SHR/OTHR    01                    800
D MCKESSON HBOC INC              COM              58155Q103      840    40161 SH      SHARED      02         37061              3100
D MCKESSON HBOC INC              COM              58155Q103     5423   259016 SH      SHARED      04        259016
D MCKESSON HBOC INC              COM              58155Q103      121     5800 SH      SHARED      05          5800
D MCLAREN PERFORMANCE TECH INC   COM              581759107        9     6900 SH      SHARED      01          6900
D MCLEODUSA INC                  CL A             582266102    12248   592079 SH      SHARED      01        567079             25000
D MCLEODUSA INC                  CL A             582266102       37     1800 SH      SHARED      02          1800
D MCLEODUSA INC                  CL A             582266102     1411    68220 SH      SHARED      04         68220
D MCLEODUSA INC                  CL A             582266102      302    14600 SH      SHARED      05         14600
D MCLEODUSA INC                  PFD CONV 6.75%   582266201    73268   146500 SH      SHARED      04        146500
D MCMORAN EXPLORATION CO         COM              582411104      421    25570 SH      SHARED      01         25570
D MCMORAN EXPLORATION CO         COM              582411104        6      370 SH      SHARED      02           121               249
D MCRAE INDS INC                 CL A             582757209        1      300 SH      SHARED      01           300
D MCRAE INDS INC                 CL B             582757308        4     1200 SH      SHARED      01          1200
D MCWHORTER TECHNOLOGIES INC     COM              582803102     7883   405595 SH      SHARED      04        405595
D MEAD CORP                      COM              582834107    20415   808554 SH      SHARED      01        808054               500
D MEAD CORP                      COM              582834107       50     2000 SH      SHR/OTHR    01                            2000
D MEAD CORP                      COM              582834107     2553   101144 SH      SHARED      04        101144
D MEADE INSTRUMENTS CORP         COM              583062104      505    20100 SH      SHARED      01         20100
D MEADE INSTRUMENTS CORP         COM              583062104       33     1345 SH      SHARED      04          1345
D MECH FINL INC                  COM              583492103        0    31500 SH      SHARED      04         31500
D MECHANICAL TECHNOLOGY INC      COM              583538103     1103    73596 SH      SHARED      01         73596
D MECHANICAL TECHNOLOGY INC      COM              583538103     4229   281935 SH      SHARED      04        281935
D MEDAREX INC                    COM              583916101     2247    26600 SH      SHARED      01         26600
D MEDAREX INC                    COM              583916101       16      200 SH      SHARED      02                             200
D MEDAREX INC                    COM              583916101       26      315 SH      SHARED      04           315
D MEDALLION FINL CORP            COM              583928106      265    17205 SH      SHARED      01         17205
D MEDALLION FINL CORP            COM              583928106        0       18 SH      SHARED      04            18
D MEDCOM USA INC                 COM              584062103       35    15700 SH      SHARED      01         15700
D MEDFORD BANCORP INC            COM              584131106       11      800 SH      SHARED      01           800
D MEDIA ARTS GROUP INC           COM              58439C102        4     1200 SH      SHARED      01          1200
D MEDIAONE GROUP INC             COM              58440J104        0  5100451 SH      SHARED      01       4987292            113159
D MEDIAONE GROUP INC             COM              58440J104        0    50132 SH      SHR/OTHR    01                  17168    32964
D MEDIAONE GROUP INC             COM              58440J104        0     4103 SH      SHARED      02           116              3987
D MEDIAONE GROUP INC             COM              58440J104        0  7698343 SH      SHARED      04       7698343
D MEDIAONE GROUP INC             COM              58440J104        0    15600 SH      SHARED      05         15600
D MEDIA 100 INC                  COM              58440W105      227     8819 SH      SHARED      01          8819
D MEDIA METRIX INC               COM              58440X103      815    32053 SH      SHARED      01         32053
D MEDIA GEN INC                  CL A             584404107     2365    48721 SH      SHARED      01         48721
D MEDIA GEN INC                  CL A             584404107       18      375 SH      SHARED      02           375
D MEDIA GEN INC                  CL A             584404107      364     7500 SH      SHARED      04          7500
D MEDIA GEN INC                  CL A             584404107      135     2800 SH      SHARED      05          2800
D MEDIA LOGIC INC                COM              58441B100        0    10921 SH      SHARED      02         10921
D MEDIALINK WORLDWIDE INC        COM              58445P105       33     4800 SH      SHARED      01          4800
D MEDIAPLEX INC                  COM              58446B105      156     8100 SH      SHARED      01          8100
D MEDIABAY INC                   COM              58446J108       21     6800 SH      SHARED      01          6800
D MEDIACOM COMMUNICATIONS CORP   CL A             58446K105      486    31650 SH      SHARED      01         31650
D MEDICAL ALLIANCE INC           COM              58449S105        8     2100 SH      SHARED      02          2100
D MEDICAL ASSURN INC             COM              58449U100      379    33713 SH      SHARED      01         33713
D MEDICAL ASSURN INC             COM              58449U100       13     1185 SH      SHARED      04          1185
D MEDICAL MANAGER CORP NEW       COM              58461U103     1818    53387 SH      SHARED      01         52387              1000
D MEDICAL MANAGER CORP NEW       COM              58461U103      136     4000 SH      SHARED      02          4000
D MEDICAL MANAGER CORP NEW       COM              58461U103     8429   247475 SH      SHARED      04        247475
D MEDICALCONTROL INC             COM              584636104       10     1700 SH      SHARED      01          1700
D MEDICALOGIC/MEDSCAPE INC       COM              584642102      101    11000 SH      SHARED      01         11000
D MEDICALOGIC/MEDSCAPE INC       COM              584642102        3      400 SH      SHR/OTHR    01                    400
D MEDICONSULT COM INC            COM              58469J100        0       50 SH      SHARED      01                              50
D MEDICONSULT COM INC            COM              58469J100        1     1000 SH      SHARED      02                            1000
D MEDICONSULT COM INC            COM              58469J100       63    42450 SH      SHARED      04         42450
D MEDICIS PHARMACEUTICAL CORP    CL A NEW         584690309     2321    40730 SH      SHARED      01         40730
D MEDICIS PHARMACEUTICAL CORP    CL A NEW         584690309       57     1000 SH      SHARED      02                            1000
D MEDICIS PHARMACEUTICAL CORP    CL A NEW         584690309      263     4631 SH      SHARED      04          4631
D MEDIMMUNE INC                  COM              584699102   124596  1683742 SH      SHARED      01       1680817              2925
D MEDIMMUNE INC                  COM              584699102       66      900 SH      SHR/OTHR    01                    450      450
D MEDIMMUNE INC                  COM              584699102      288     3892 SH      SHARED      02          1836              2056
D MEDIMMUNE INC                  COM              584699102     6549    88502 SH      SHARED      04         88502
D MEDIMMUNE INC                  COM              584699102      614     8300 SH      SHARED      05          8300
D MEDIWARE INFORMATION SYS INC   COM              584946107       38     5900 SH      SHARED      01          5900
D MEDQUIST INC                   COM              584949101     2560    75319 SH      SHARED      01         75319
D MEDQUIST INC                   COM              584949101      272     8002 SH      SHARED      02          8002
D MEDQUIST INC                   COM              584949101     7424   218374 SH      SHARED      04        218374
D MEDITRUST CORP                 PAIRED CTF NEW   58501T306     1086   289725 SH      SHARED      01        289725
D MEDITRUST CORP                 PAIRED CTF NEW   58501T306       45    12000 SH      SHR/OTHR    01                  12000
D MEDITRUST CORP                 PAIRED CTF NEW   58501T306       35     9568 SH      SHARED      02          9368               200
D MEDITRUST CORP                 PAIRED CTF NEW   58501T306      257    68644 SH      SHARED      04         68644
D MEDSTONE INTL INC NEW          COM              58505C101       11     2000 SH      SHARED      01          2000
D MEDSTONE INTL INC NEW          COM              58505C101       11     2000 SH      SHR/OTHR    01                   2000
D MEDTRONIC INC                  COM              585055106   571674 11476639 SH      SHARED      01      10922648            553991
D MEDTRONIC INC                  COM              585055106    15379   308758 SH      SHR/OTHR    01                 161084   147674
D MEDTRONIC INC                  COM              585055106     7567   151931 SH      SHARED      02         24875            127056
D MEDTRONIC INC                  COM              585055106    35243   707540 SH      SHARED      04        707215               325
D MEDTRONIC INC                  COM              585055106      876    17600 SH      SHARED      05         17600
D MEDTRONIC INC                  COM              585055106      480     9640 SH      SHARED      06          9640
D MEEMIC HLDGS INC               COM              585135106      275    15200 SH      SHARED      04         15200
D MELLON FINL CORP               COM              58551A108   229626  6302025 SH      SHARED      01       5915268    92176   294581
D MELLON FINL CORP               COM              58551A108    21649   594172 SH      SHR/OTHR    01                 441878   152294
D MELLON FINL CORP               COM              58551A108      997    27382 SH      SHARED      02          3575             23807
D MELLON FINL CORP               COM              58551A108    14412   395533 SH      SHARED      04        395533
D MEMBERWORKS INC                COM              586002107      732    21788 SH      SHARED      01         21788
D MEMBERWORKS INC                COM              586002107      156     4650 SH      SHARED      02          4650
D MEMBERWORKS INC                COM              586002107     4966   147700 SH      SHARED      03        147700
D MEMBERWORKS INC                COM              586002107       23      696 SH      SHARED      04           696
D MENS WEARHOUSE INC             COM              587118100     1864    83568 SH      SHARED      01         83568
D MENS WEARHOUSE INC             COM              587118100       42     1925 SH      SHARED      04          1925
D MENTOR CORP MINN               COM              587188103     1564    57555 SH      SHARED      01         57555
D MENTOR CORP MINN               COM              587188103       48     1797 SH      SHARED      04          1797
D MENTOR GRAPHICS CORP           COM              587200106    11352   571188 SH      SHARED      01        571188
D MENTOR GRAPHICS CORP           COM              587200106      298    15005 SH      SHARED      02         15005
D MENTOR GRAPHICS CORP           COM              587200106      600    30201 SH      SHARED      04         30201
D MENTOR GRAPHICS CORP           COM              587200106      164     8300 SH      SHARED      05          8300
D MERANT PLC                     SPONSORED ADR    587336108        2      275 SH      SHARED      01           275
D MERCANTILE BANKSHARES CORP     COM              587405101     3359   112706 SH      SHARED      01        112706
D MERCANTILE BANKSHARES CORP     COM              587405101      178     6000 SH      SHR/OTHR    01                   6000
D MERCANTILE BANKSHARES CORP     COM              587405101      295     9926 SH      SHARED      02           750              9176
D MERCANTILE BANKSHARES CORP     COM              587405101     2621    87942 SH      SHARED      04         87942
D MERCANTILE BANKSHARES CORP     COM              587405101      265     8900 SH      SHARED      05          8900
D MERCATOR SOFTWARE INC          COM              587587106     2893    42087 SH      SHARED      01         42087
D MERCHANTS GROUP INC            COM              588539106        9      600 SH      SHARED      01           600
D MERCHANTS N Y BANCORP INC      COM              589167105      634    36902 SH      SHARED      01         36302               600
D MERCHANTS N Y BANCORP INC      COM              589167105        0       40 SH      SHARED      04            40
D MERCK & CO INC                 COM              589331107      229     3000 SH      SHR/OTHR    04                            3000
D MERCK & CO INC                 COM              589331107  1821978 23777859 SH      SHARED      01      23144045            633814
D MERCK & CO INC                 COM              589331107   103165  1346373 SH      SHR/OTHR    01                 926666   419707
D MERCK & CO INC                 COM              589331107    14185   185132 SH      SHARED      02         78264            106868
D MERCK & CO INC                 COM              589331107   257070  3354923 SH      SHARED      04       3354863                60
D MERCK & CO INC                 COM              589331107     8283   108100 SH      SHARED      05        108100
D MERCK & CO INC                 COM              589331107    39903   520760 SH      SHARED      06        520760
D MERCURY AIR GROUP INC          COM              589354109       50    10000 SH      SHARED      01         10000
D MERCURY AIR GROUP INC          COM              589354109       27     5500 SH      SHR/OTHR    01                   5500
D MERCURY COMPUTER SYS           COM              589378108     1747    54079 SH      SHARED      01         54079
D MERCURY COMPUTER SYS           COM              589378108        1       34 SH      SHARED      04            34
D MERCURY GENL CORP NEW          COM              589400100     1179    49943 SH      SHARED      01         49943
D MERCURY GENL CORP NEW          COM              589400100       70     3000 SH      SHARED      04          3000
D MERCURY GENL CORP NEW          COM              589400100       73     3100 SH      SHARED      05          3100
D MERCURY INTERACTIVE CORP       COM              589405109    67919   702012 SH      SHARED      01        702012
D MERCURY INTERACTIVE CORP       COM              589405109     1009    10432 SH      SHARED      02          7632              2800
D MERCURY INTERACTIVE CORP       COM              589405109    49869   515447 SH      SHARED      04        515447
D MERCURY INTERACTIVE CORP       COM              589405109      164     1700 SH      SHARED      05          1700
D MEREDITH CORP                  COM              589433101    13789   408564 SH      SHARED      01        395464             13100
D MEREDITH CORP                  COM              589433101     1324    39232 SH      SHARED      04         39232
D MEREDITH CORP                  COM              589433101       74     2200 SH      SHARED      05          2200
D MERIDIAN DIAGNOSTICS INC       COM              589602101        8     1100 SH      SHARED      01           600               500
D MERIDIAN INSURANCE GROUP INC   COM              589644103       11      968 SH      SHARED      01           968
D MERIDIAN MED TECHNOLOGIES INC  COM              589658103       97     8700 SH      SHARED      01          8700
D MERIDIAN RESOURCE CORP         COM              58977Q109      121    21416 SH      SHARED      01         21416
D MERIDIAN RESOURCE CORP         COM              58977Q109       28     4984 SH      SHARED      04          4984
D MERISTAR HOSPITALITY CORP      COM              58984Y103     1444    68805 SH      SHARED      01         68805
D MERISTAR HOSPITALITY CORP      COM              58984Y103      914    43552 SH      SHARED      04         43552
D MERISEL INC                    COM              589849108       25    34328 SH      SHARED      01         34328
D MERISEL INC                    COM              589849108      120   160260 SH      SHARED      04        160260
D MERISTAR HOTELS & RESORTS INC  COM              589988104        4     1550 SH      SHARED      01          1550
D MERITOR AUTOMOTIVE INC         COM              59000G100     1536   139712 SH      SHARED      01        139711                 1
D MERITOR AUTOMOTIVE INC         COM              59000G100      137    12498 SH      SHARED      02          2820              9678
D MERITOR AUTOMOTIVE INC         COM              59000G100      689    62648 SH      SHARED      04         62648
D MERITOR AUTOMOTIVE INC         COM              59000G100       90     8200 SH      SHARED      05          8200
D MERRILL LYNCH & CO INC         COM              590188108   350967  3051889 SH      SHARED      01       3049139              2750
D MERRILL LYNCH & CO INC         COM              590188108       86      750 SH      SHR/OTHR    01                    350      400
D MERRILL LYNCH & CO INC         COM              590188108     3993    34728 SH      SHARED      02         31700              3028
D MERRILL LYNCH & CO INC         COM              590188108    51002   443496 SH      SHARED      04        443496
D MERRY LAND PROPERTIES INC      COM              590441101       12     2385 SH      SHARED      01          2385
D MERRY LAND PROPERTIES INC      COM              590441101        0       85 SH      SHARED      02            10                75
D MESA AIR GROUP INC             COM              590479101      188    34106 SH      SHARED      01         34106
D MESA AIR GROUP INC             COM              590479101        3      621 SH      SHARED      02           621
D MESA AIR GROUP INC             COM              590479101      805   145652 SH      SHARED      04        145652
D MESABA HLDGS INC               COM              59066B102      232    24301 SH      SHARED      01         24301
D MESABA HLDGS INC               COM              59066B102        0       21 SH      SHARED      04            21
D MESA RTY TR                    UNIT BEN INT     590660106        8      200 SH      SHARED      01           200
D MESABI TR                      CTF BEN INT      590672101        9     3000 SH      SHARED      02                            3000
D MESSAGEMEDIA INC               COM              590787107       31     9100 SH      SHARED      01          9100
D MESSAGEMEDIA INC               COM              590787107      225    64369 SH      SHARED      04         64369
D MESTEK INC                     COM              590829107        7      400 SH      SHARED      01           400
D MESTEK INC                     COM              590829107      103     5868 SH      SHARED      04          5868
D MET PRO CORP                   COM              590876306        6      675 SH      SHARED      01           675
D META GROUP INC                 COM              591002100       96     5000 SH      SHARED      01          5000
D META GROUP INC                 COM              591002100       45     2351 SH      SHARED      04          2351
D METACREATIONS CORP             COM              591016100      111     9300 SH      SHARED      01          9300
D METACREATIONS CORP             COM              591016100       88     7390 SH      SHARED      02                            7390
D METACREATIONS CORP             COM              591016100      498    41534 SH      SHARED      04         41534
D METALCLAD CORP                 COM NEW          591142203        0      200 SH      SHARED      02           200
D METALS USA INC                 COM              591324108      251    53593 SH      SHARED      01         53593
D METALS USA INC                 COM              591324108     6408  1367350 SH      SHARED      02       1367350
D METALS USA INC                 COM              591324108        4     1002 SH      SHARED      04          1002
D METASOLV SOFTWARE INC          COM              591393103      365     8300 SH      SHARED      01          7300              1000
D METASOLV SOFTWARE INC          COM              591393103        4      100 SH      SHARED      04           100
D METAWAVE COMMUNICATIONS CP     COM              591409107     2348    88000 SH      SHARED      01         88000
D METAWAVE COMMUNICATIONS CP     COM              591409107       13      500 SH      SHARED      02           500
D METAWAVE COMMUNICATIONS CP     COM              591409107       48     1810 SH      SHARED      04          1810
D METHODE ELECTRS INC            CL A             591520200     3300    85443 SH      SHARED      01         85443
D METHODE ELECTRS INC            CL A             591520200       87     2265 SH      SHARED      04          2265
D METLIFE INC                    COM              59156R108     1221    58000 SH      SHARED      01         58000
D METLIFE INC                    COM              59156R108      174     8300 SH      SHARED      04          8300
D METRICOM INC                   COM              591596101     1123    40305 SH      SHARED      01         40305
D METRICOM INC                   COM              591596101       23      850 SH      SHARED      02           300               550
D METRIS COS INC                 COM              591598107     2863   113956 SH      SHARED      01        113956
D METRIS COS INC                 COM              591598107       72     2888 SH      SHARED      04          2888
D METRO GOLDWYN MAYER INC        COM              591610100      595    22800 SH      SHARED      01         22800
D METRO GOLDWYN MAYER INC        COM              591610100      132     5076 SH      SHARED      04          5076
D METRO INFORMATION SERVICES INC COM              59162P104      164    16489 SH      SHARED      04         16489
D METROCALL INC                  COM              591647102     1511   167983 SH      SHARED      01        167983
D METROCALL INC                  COM              591647102      184    20500 SH      SHARED      02          6500             14000
D METROCALL INC                  COM              591647102      491    54629 SH      SHARED      04         54629
D METROMEDIA FIBER NETWORK INC   CL A             591689104    13050   328824 SH      SHARED      01        328824
D METROMEDIA FIBER NETWORK INC   CL A             591689104      800    20160 SH      SHARED      02          4800             15360
D METROMEDIA FIBER NETWORK INC   CL A             591689104      622    15684 SH      SHARED      04         15684
D METROMEDIA INTL GROUP INC      COM              591695101      604   127331 SH      SHARED      01        127122               209
D METROMEDIA INTL GROUP INC      COM              591695101       11     2500 SH      SHARED      02          2500
D METROMEDIA INTL GROUP INC      PFD CONV %       591695200     2287    81700 SH      SHARED      04         81700
D METTLER TOLEDO INTERNATIONAL   COM              592688105     2472    61807 SH      SHARED      01         61807
D METTLER TOLEDO INTERNATIONAL   COM              592688105      648    16200 SH      SHARED      02         13800              2400
D METTLER TOLEDO INTERNATIONAL   COM              592688105       50     1255 SH      SHARED      04          1255
D MEXICO EQUITY & INCOME FD      COM              592834105     9509   905628 SH      SHARED      04        905628
D MEXICO FD INC                  COM              592835102       59     4000 SH      SHARED      01          4000
D MEXICO FD INC                  COM              592835102       59     4000 SH      SHR/OTHR    01                            4000
D MEXICO FD INC                  COM              592835102       10      700 SH      SHARED      02                             700
D MEXICO FD INC                  COM              592835102     1555   104580 SH      SHARED      04        104580
D MICHAEL FOOD INC NEW           COM              594079105      700    28596 SH      SHARED      01         28596
D MICHAEL FOOD INC NEW           COM              594079105      717    29286 SH      SHARED      04         29286
D MICHAELS STORES INC            COM              594087108     2830    61789 SH      SHARED      01         61789
D MICHAELS STORES INC            COM              594087108       54     1195 SH      SHARED      04          1195
D MICRO COMPONENT TECHNOLOGY INC COM              59479Q100       41     4874 SH      SHARED      01          4874
D MICREL INC                     COM              594793101    18212   419294 SH      SHARED      01        419294
D MICREL INC                     COM              594793101     2043    47048 SH      SHARED      04         47048
D MICREL INC                     COM              594793101      907    20900 SH      SHARED      05         20900
D MICROS SYS INC                 COM              594901100      705    37991 SH      SHARED      01         37991
D MICROS SYS INC                 COM              594901100        1      100 SH      SHARED      02                             100
D MICROS SYS INC                 COM              594901100       99     5374 SH      SHARED      04          5374
D MICROSOFT CORP                 COM              594918104       48      600 SH      SHR/OTHR    04                    300      300
D MICROSOFT CORP                 COM              594918104  3529569 44119621 SH      SHARED      01      43205692      100   913829
D MICROSOFT CORP                 COM              594918104    66221   827766 SH      SHR/OTHR    01                 362441   465325
D MICROSOFT CORP                 COM              594918104    47050   588134 SH      SHARED      02        267623            320511
D MICROSOFT CORP                 COM              594918104   479200  5990012 SH      SHARED      04       5989337               675
D MICROSOFT CORP                 COM              594918104    10264   128300 SH      SHARED      05        128300
D MICROSOFT CORP                 COM              594918104    97845  1223070 SH      SHARED      06       1223070
D MICROTEST INC                  COM              594941106       66     7900 SH      SHARED      01          7900
D MICROVISION INC WASH           COM              594960106     1312    26793 SH      SHARED      01         26793
D MICROVISION INC WASH           COM              594960106      243     4976 SH      SHARED      04          4976
D MICROSTRATEGY INC              CL A             594972101     2404    80138 SH      SHARED      01         77874              2264
D MICROSTRATEGY INC              CL A             594972101       87     2900 SH      SHARED      02          2600               300
D MICROSTRATEGY INC              CL A             594972101      389    12979 SH      SHARED      04         12979
D MICROCHIP TECHNOLOGY INC       COM              595017104    20027   343732 SH      SHARED      01        343732
D MICROCHIP TECHNOLOGY INC       COM              595017104      437     7500 SH      SHARED      02          7500
D MICROCHIP TECHNOLOGY INC       COM              595017104    28166   483405 SH      SHARED      04        483405
D MICROCHIP TECHNOLOGY INC       COM              595017104      250     4300 SH      SHARED      05          4300
D MICROCIDE PHARMACEUTICALS INC  COM              595018102       21     2523 SH      SHARED      02          2523
D MICROGRAFX INC                 COM              595077108        6     2625 SH      SHARED      04          2625
D MICROMUSE INC                  COM              595094103    14959    90400 SH      SHARED      01         90400
D MICROMUSE INC                  COM              595094103     4271    25812 SH      SHARED      04         25812
D MICROMUSE INC                  COM              595094103       33      200 SH      SHARED      05           200
D MICRON ELECTRONICS INC         COM              595100108     1157    92565 SH      SHARED      01         92565
D MICRON ELECTRONICS INC         COM              595100108       37     3000 SH      SHR/OTHR    01                   3000
D MICRON ELECTRONICS INC         COM              595100108        0       55 SH      SHARED      04            55
D MICRON TECHNOLOGY INC          COM              595112103   376176  4271725 SH      SHARED      01       4269525              2200
D MICRON TECHNOLOGY INC          COM              595112103    85871   975129 SH      SHARED      04        975129
D MICRON TECHNOLOGY INC          COM              595112103     1206    13700 SH      SHARED      05         13700
D MICRON TECHNOLOGY INC          COM              595112103      361     4100 SH      SHARED      06          4100
D MICRONETICS WIRELESS INC       COM              595125105       82     7500 SH      SHARED      01          7500
D MICROSEMI CORP                 COM              595137100     1067    31443 SH      SHARED      01         31443
D MICROTOUCH SYS INC             COM              595145103        3      400 SH      SHARED      01           400
D MID-AMER APT CMNTYS INC        COM              59522J103      614    25603 SH      SHARED      01         25603
D MID-AMER APT CMNTYS INC        COM              59522J103       66     2754 SH      SHARED      04          2754
D MID ATLANTIC MED SVCS INC      COM              59523C107     1250    92613 SH      SHARED      01         92613
D MID ATLANTIC MED SVCS INC      COM              59523C107        6      500 SH      SHARED      02           500
D MID ATLANTIC MED SVCS INC      COM              59523C107        1       91 SH      SHARED      04            91
D MID-STATE BANCSHARES           COM              595440108      348    12801 SH      SHARED      01         12801
D MID-STATE BANCSHARES           COM              595440108       32     1200 SH      SHR/OTHR    01                            1200
D MID-STATE BANCSHARES           COM              595440108        0       21 SH      SHARED      04            21
D MIDAS GROUP INC                COM              595626102      867    43355 SH      SHARED      01         43072               283
D MIDAS GROUP INC                COM              595626102        2      146 SH      SHR/OTHR    01                             146
D MIDAS GROUP INC                COM              595626102       24     1200 SH      SHARED      02           400               800
D MIDAS GROUP INC                COM              595626102       52     2646 SH      SHARED      04          2646
D MIDCOAST ENERGY RES INC        COM              59563W104      167    10617 SH      SHARED      01          9930               687
D MIDCOAST ENERGY RES INC        COM              59563W104       45     2864 SH      SHARED      04          2864
D MIDCAP SPDR TR                 UNIT SER 1       595635103      217     2449 SH      SHARED      02           300              2149
D MID AMER BANCORP               COM              595915109      290    11631 SH      SHARED      01         11631
D MID AMER BANCORP               COM              595915109        0       14 SH      SHARED      04            14
D MIDDLESEX WATER CO             COM              596680108        5      200 SH      SHARED      01           200
D MIDDLESEX WATER CO             COM              596680108       28     1000 SH      SHR/OTHR    01                   1000
D MIDLAND CO                     COM              597486109      161     6600 SH      SHARED      01          6600
D MIDLAND CO                     COM              597486109        0        9 SH      SHARED      04             9
D MIDWEST EXPRESS HLDGS INC      COM              597911106      422    19654 SH      SHARED      01         19654
D MIDWEST EXPRESS HLDGS INC      COM              597911106      168     7824 SH      SHARED      04          7824
D MIDWAY GAMES INC               COM              598148104      440    54621 SH      SHARED      01         54621
D MIDWAY GAMES INC               COM              598148104        0      119 SH      SHARED      02           119
D MIDWAY GAMES INC               COM              598148104      403    50056 SH      SHARED      04         50056
D MIDWEST BANC HOLDINGS INC      COM              598251106      227    16430 SH      SHARED      04         16430
D MIKASA INC                     COM              59862T109       17     1600 SH      SHARED      01          1600
D MIKASA INC                     COM              59862T109      217    19800 SH      SHARED      04         19800
D MILACRON INC                   COM              598709103     1102    76034 SH      SHARED      01         76034
D MILACRON INC                   COM              598709103     3069   211713 SH      SHARED      04        211713
D MILESTONE SCIENTIFIC INC       COM              59935P100        8     4300 SH      SHARED      01          4300
D MILLENNIUM PHARMACEUTICALS INC SUB NT CV 144A07 599902AA1     1486  1000000 PRN     SHARED      01       1000000
D MILLENNIUM PHARMACEUTICALS INC SUB NT CV 144A07 599902AA1    15974 10750000 PRN     SHARED      04      10750000
D MILLENNIUM PHARMACEUTICALS INC SUB NT CV 5.5%07 599902AB9    12110  8150000 PRN     SHARED      04       8150000
D MILLENNIUM PHARMACEUTICALS INC COM              599902103    14649   130942 SH      SHARED      01        113992             16950
D MILLENNIUM PHARMACEUTICALS INC COM              599902103      358     3200 SH      SHARED      02          2000              1200
D MILLENNIUM PHARMACEUTICALS INC COM              599902103    11117    99372 SH      SHARED      04         99372
D MILLENNIUM PHARMACEUTICALS INC COM              599902103     1398    12500 SH      SHARED      05         12500
D MILLENNIUM CHEMICALS INC       COM              599903101     2023   119013 SH      SHARED      01        119013
D MILLENNIUM CHEMICALS INC       COM              599903101        6      357 SH      SHR/OTHR    01                             357
D MILLENNIUM CHEMICALS INC       COM              599903101     1286    75689 SH      SHARED      04         75689
D MILLENNIUM CHEMICALS INC       COM              599903101      153     9000 SH      SHARED      05          9000
D MILLER BLDG SYS INC            COM              600404107        0      100 SH      SHARED      01           100
D MILLER HERMAN INC              COM              600544100     3409   131787 SH      SHARED      01        131787
D MILLER HERMAN INC              COM              600544100       10      400 SH      SHARED      02                             400
D MILLER HERMAN INC              COM              600544100     1137    43973 SH      SHARED      04         43973
D MILLER HERMAN INC              COM              600544100      269    10400 SH      SHARED      05         10400
D MILLER INDS INC TENN           COM              600551105        0       50 SH      SHARED      01            50
D MILLER INDS INC TENN           COM              600551105      143    79342 SH      SHARED      04         79342
D MILLIPORE CORP                 COM              601073109    27097   359505 SH      SHARED      01        348749             10756
D MILLIPORE CORP                 COM              601073109       22      300 SH      SHARED      02           300
D MILLIPORE CORP                 COM              601073109     1988    26383 SH      SHARED      04         26383
D MILLIPORE CORP                 COM              601073109       75     1000 SH      SHARED      05          1000
D MILLS CORP                     COM              601148109      822    43743 SH      SHARED      01         34030              9713
D MILLS CORP                     COM              601148109        0       16 SH      SHARED      04            16
D MINE SAFETY APPLIANCES CO      COM              602720104      336    14003 SH      SHARED      01         14003
D MINE SAFETY APPLIANCES CO      COM              602720104        0       16 SH      SHARED      04            16
D MINERALS TECHNOLOGIES INC      COM              603158106     2013    43776 SH      SHARED      01         43776
D MINERALS TECHNOLOGIES INC      COM              603158106      823    17900 SH      SHARED      04         17900
D MINERALS TECHNOLOGIES INC      COM              603158106       87     1900 SH      SHARED      05          1900
D MINIMED INC                    COM              60365K108     4330    36700 SH      SHARED      01         36550               150
D MINIMED INC                    COM              60365K108      165     1400 SH      SHR/OTHR    01                            1400
D MINIMED INC                    COM              60365K108     1264    10712 SH      SHARED      04         10712
D MINIMED INC                    COM              60365K108      495     4200 SH      SHARED      05          4200
D MINNESOTA MNG & MFG CO         COM              604059105   316919  3841449 SH      SHARED      01       3824196             17253
D MINNESOTA MNG & MFG CO         COM              604059105    10567   128087 SH      SHR/OTHR    01                  85120    42967
D MINNESOTA MNG & MFG CO         COM              604059105     1070    12973 SH      SHARED      02          3015              9958
D MINNESOTA MNG & MFG CO         COM              604059105    39050   473342 SH      SHARED      04        473342
D MINNESOTA MNG & MFG CO         COM              604059105     1889    22900 SH      SHARED      05         22900
D MINNESOTA PWR INC              COM              604110106     2563   148098 SH      SHARED      01        148098
D MINNESOTA PWR INC              COM              604110106    25959  1499500 SH      SHARED      04       1499500
D MINNESOTA PWR INC              COM              604110106      169     9800 SH      SHARED      05          9800
D MINUTEMAN INTL INC             COM              604540104        1      200 SH      SHARED      01           200
D MIPS TECHNOLOGIES INC          CL A             604567107     1950    45891 SH      SHARED      01         45891
D MIRAE CORP                     SPONSORED ADR    60461U109       38     5000 SH      SHARED      04          5000
D MIRAVANT MED TECHNOLOGIES      COM              604690107      422    18935 SH      SHARED      01         18935
D MIRAVANT MED TECHNOLOGIES      COM              604690107     1150    51576 SH      SHARED      04         51576
D MISSION WEST PPTYS INC         COM              605203108       24     2300 SH      SHARED      01          2300
D MISSISSIPPI CHEM CORP          COM NEW          605288208       15     3279 SH      SHARED      01          3278                 1
D MISSISSIPPI CHEM CORP          COM NEW          605288208     2380   501187 SH      SHARED      04        501187
D MISSISSIPPI VY BANCSHARES INC  COM              605720101      345    14265 SH      SHARED      01         14265
D MISSISSIPPI VY BANCSHARES INC  COM              605720101       14      600 SH      SHARED      02                             600
D MITCHAM INDS INC               COM              606501104       32     6200 SH      SHARED      01          6200
D MITCHELL ENERGY & DEV CORP     CL A             606592202     1424    44356 SH      SHARED      01         44356
D MITCHELL ENERGY & DEV CORP     CL A             606592202        5      175 SH      SHARED      02                             175
D MITCHELL ENERGY & DEV CORP     CL A             606592202      474    14766 SH      SHARED      04         14766
D MITCHELL ENERGY & DEV CORP     CL B             606592301       50     1600 SH      SHARED      01          1600
D MITCHELL ENERGY & DEV CORP     CL B             606592301       28      900 SH      SHARED      02                             900
D MITEK SYS INC                  COM NEW          606710200       13     2300 SH      SHARED      01          2300
D MITEL CORP                     COM              606711109      327    15600 SH      SHARED      04         15600
D MOBIUS MGMT SYSTEMS INC        COM              606925105       45     9950 SH      SHARED      02           350              9600
D MOBILE MINI INC                COM              60740F105      365    16583 SH      SHARED      01         16583
D MOBILE MINI INC                COM              60740F105      377    17106 SH      SHARED      04         17106
D MODEM MEDIA INC                CL A             607533106      402    32377 SH      SHARED      01         32377
D MODINE MFG CO                  COM              607828100     1504    55713 SH      SHARED      01         55713
D MODINE MFG CO                  COM              607828100      195     7237 SH      SHARED      04          7237
D MODINE MFG CO                  COM              607828100      105     3900 SH      SHARED      05          3900
D MODIS PROFESSIONAL SVCS INC    COM              607830106     1549   203227 SH      SHARED      01        203227
D MODIS PROFESSIONAL SVCS INC    COM              607830106       35     4600 SH      SHARED      02           600              4000
D MODIS PROFESSIONAL SVCS INC    COM              607830106     1584   207800 SH      SHARED      04        207800
D MODIS PROFESSIONAL SVCS INC    COM              607830106      105    13900 SH      SHARED      05         13900
D MOHAWK INDS INC                COM              608190104     7990   367369 SH      SHARED      01        367369
D MOHAWK INDS INC                COM              608190104      628    28900 SH      SHARED      04         28900
D MOHAWK INDS INC                COM              608190104      154     7100 SH      SHARED      05          7100
D MOLECULAR DEVICES CORP         COM              60851C107     8129   117504 SH      SHARED      01        117504
D MOLECULAR DEVICES CORP         COM              60851C107       20      290 SH      SHARED      02           290
D MOLEX INC                      COM              608554101    70297  1460735 SH      SHARED      01       1452498              8237
D MOLEX INC                      COM              608554101      519    10786 SH      SHARED      02          1906              8880
D MOLEX INC                      COM              608554101     2637    54814 SH      SHARED      04         54814
D MOLEX INC                      COM              608554101      265     5525 SH      SHARED      05          5525
D MOLEX INC                      CL A             608554200     1055    30167 SH      SHARED      01         11850             18317
D MOLEX INC                      CL A             608554200       81     2342 SH      SHR/OTHR    01                            2342
D MOLEX INC                      CL A             608554200    80031  2286600 SH      SHARED      04       2286600
D MOMENTUM BUSINESS APPS INC     CL A             60877P108        4      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        0      127 SH      SHARED      02           127
D MONACO COACH CORP              COM              60886R103      347    25507 SH      SHARED      01         25507
D MONACO COACH CORP              COM              60886R103       58     4281 SH      SHARED      04          4281
D MONARCH DENTAL CORP            COM              609044102       11     3500 SH      SHARED      02                            3500
D MONDAVI ROBERT CORP            CL A             609200100      703    22937 SH      SHARED      01         17021              5916
D MONDAVI ROBERT CORP            CL A             609200100       33     1083 SH      SHARED      04          1083
D MONMOUTH REAL ESTATE INVT CORP CL A             609720107       15     3000 SH      SHARED      01          3000
D MONSANTO CO                    ADJ CONVR RATE   611662305     4525   100000 SH      SHARED      01        100000
D MONTANA POWER CO               COM              612085100    14929   422782 SH      SHARED      01        421582              1200
D MONTANA POWER CO               COM              612085100       70     2000 SH      SHR/OTHR    01                   2000
D MONTANA POWER CO               COM              612085100      158     4500 SH      SHARED      02          4500
D MONTANA POWER CO               COM              612085100    34012   963210 SH      SHARED      04        963210
D MONTANA POWER CO               COM              612085100      490    13900 SH      SHARED      05         13900
D MONTEDISON S P A               SP ADR NEW ORD   612376707        9      500 SH      SHARED      04           500
D MONY GROUP INC                 COM              615337102      914    27050 SH      SHARED      01         21823              5227
D MONY GROUP INC                 COM              615337102     3259    96399 SH      SHARED      04         96399
D MOOG INC                       CL A             615394202      228     8654 SH      SHARED      01          8654
D MOOG INC                       CL B             615394301        8      200 SH      SHARED      01           200
D MOORE LTD                      COM              615785102       11     4301 SH      SHARED      01          4301
D MOORE MED CORP                 COM              615799103        6     1000 SH      SHARED      01          1000
D MORGAN J P & CO INC            COM              616880100   186676  1695136 SH      SHARED      01       1654912     1700    38524
D MORGAN J P & CO INC            COM              616880100    18486   167871 SH      SHR/OTHR    01                 100844    67027
D MORGAN J P & CO INC            COM              616880100     1657    15047 SH      SHARED      02          1835             13212
D MORGAN J P & CO INC            COM              616880100    24600   223389 SH      SHARED      04        223389
D MORGAN J P & CO INC            COM              616880100      187     1700 SH      SHARED      05          1700
D MORGAN STANLEY FIN PLC         UNIT EX 113015   616906707        4      200 SH      SHARED      02                             200
D MORGAN STAN D WITTER ESTN EURO COM              616988101      169    10000 SH      SHARED      04         10000
D MORGAN KEEGAN INC              COM              617410105      447    30332 SH      SHARED      01         30332
D MORGAN KEEGAN INC              COM              617410105       82     5600 SH      SHARED      04          5600
D MORGAN KEEGAN INC              COM              617410105       19     1300 SH      SHARED      05          1300
D MORGAN STANLEY D WITTER EMG MK COM              61744G107       48     3200 SH      SHARED      04          3200
D MORGAN STANLEY D WITTER EMG DB COM              61744H105       70    10000 SH      SHR/OTHR    01                  10000
D MORGAN STANLEY D WITTER GLB OP COM              61744R103       22     2600 SH      SHARED      04          2600
D MORGAN STAN D WITTER ASIA PAC  COM              61744U106      223    21900 SH      SHARED      01         21900
D MORGAN STAN D WITTER ASIA PAC  COM              61744U106       70     6900 SH      SHR/OTHR    01                            6900
D MORGAN STAN D WITTER ASIA PAC  COM              61744U106    19213  1886100 SH      SHARED      04       1886100
D MORGAN STAN D WITTER AFRIC INV COM              617444104        5      700 SH      SHARED      01           700
D MORGAN STAN D WITTER AFRIC INV COM              617444104     4480   564500 SH      SHARED      04        564500
D MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448       24      300 SH      SHR/OTHR    04                    300
D MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   788433  9470676 SH      SHARED      01       9252060            218616
D MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448    12079   145101 SH      SHR/OTHR    01                  95570    49531
D MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448     2293    27551 SH      SHARED      02          5786             21765
D MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448    66452   798231 SH      SHARED      04        798156                75
D MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448       63      760 SH      SHARED      06           760
D MORGAN STANLEY D WITTER INDIA  COM              61745C105     3415   284600 SH      SHARED      04        284600
D MORGAN STANLEY DEAN WITTER     GOVT INCOME TR   61745P106      499    61000 SH      SHARED      04         61000
D MORGAN STANLEY DEAN WITTER     QUALT MUN INCM   61745P734       72     5300 SH      SHARED      02          5300
D MORRISON KNUDSEN CORP NEW      COM              61844A109      395    54585 SH      SHARED      01         54585
D MORRISON KNUDSEN CORP NEW      COM              61844A109        0      100 SH      SHR/OTHR    01                    100
D MORRISON KNUDSEN CORP NEW      COM              61844A109        0       33 SH      SHARED      04            33
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      695    24663 SH      SHARED      01         24663
D MORRISON MGMT SPECIALISTS INC  COM              618459101       30     1070 SH      SHARED      04          1070
D MORTONS RESTAURANT GROUP INC   COM              619429103        6      300 SH      SHARED      01           300
D MOTHERS WK INC                 COM              619903107      303    27000 SH      SHARED      02         23600              3400
D MOTIENT CORP                   COM              619908106      859    54784 SH      SHARED      01         54609               175
D MOTIENT CORP                   COM              619908106     1091    69550 SH      SHARED      02         16750             52800
D MOTIENT CORP                   COM              619908106     2229   142100 SH      SHARED      04        142100
D MOTOROLA INC                   COM              620076109   533411 18354245 SH      SHARED      01      18163302            190943
D MOTOROLA INC                   COM              620076109    10109   347845 SH      SHR/OTHR    01                 214381   133464
D MOTOROLA INC                   COM              620076109    12869   442834 SH      SHARED      02        215788            227046
D MOTOROLA INC                   COM              620076109   113677  3911563 SH      SHARED      04       3911563
D MOTOROLA INC                   COM              620076109     1313    45200 SH      SHARED      05         45200
D MOTOROLA INC                   COM              620076109    27265   938200 SH      SHARED      06        938200
D MOVADO GROUP INC               COM              624580106      216    18057 SH      SHARED      04         18057
D MP3 COM INC                    COM              62473M109      378    27900 SH      SHARED      01         27900
D MP3 COM INC                    COM              62473M109      105     7778 SH      SHARED      04          7778
D MUELLER INDS INC               COM              624756102     2260    80716 SH      SHARED      01         80716
D MUELLER INDS INC               COM              624756102      144     5178 SH      SHARED      04          5178
D MULTEX COM INC                 COM              625367107      797    31668 SH      SHARED      01         31668
D MULTIMEDIA GAMES INC           COM              625453105       28     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       56     2800 SH      SHARED      01                            2800
D MUNICIPAL MTG & EQUITY L L C   GROWTH SHS       62624B101      191     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       40     5000 SH      SHR/OTHR    01                   5000
D MUNIYIELD FLA FD               COM              626297105       23     2113 SH      SHR/OTHR    01                   2113
D MUNIYIELD INSD FD INC          COM              62630E107       12     1000 SH      SHARED      02                            1000
D MUNIYIELD PA INSD FD           COM              62630V109       34     2760 SH      SHARED      02                            2760
D MUNIYIELD N Y INSD FD INC      COM              626301105      286    25212 SH      SHR/OTHR    01                           25212
D MURPHY OIL CORP                COM              626717102     3880    65285 SH      SHARED      01         65285
D MURPHY OIL CORP                COM              626717102       80     1350 SH      SHR/OTHR    01                            1350
D MURPHY OIL CORP                COM              626717102       11      200 SH      SHARED      02           200
D MURPHY OIL CORP                COM              626717102     2712    45640 SH      SHARED      04         45640
D MURPHY OIL CORP                COM              626717102      350     5900 SH      SHARED      05          5900
D MUSICLAND STORES CORP          COM              62758B109      342    46118 SH      SHARED      01         46118
D MUSICLAND STORES CORP          COM              62758B109        0      102 SH      SHARED      04           102
D MUTUAL RISK MGMT LTD           COM              628351108      173    10044 SH      SHARED      02          7244              2800
D MUTUAL RISK MGMT LTD           COM              628351108     1172    67700 SH      SHARED      04         67700
D MUTUALFIRST FINL INC           COM              62845B104      293    25000 SH      SHARED      04         25000
D MYERS INDS INC                 COM              628464109      371    34575 SH      SHARED      01         33280              1295
D MYERS INDS INC                 COM              628464109        0       25 SH      SHARED      04            25
D MYLAN LABS INC                 COM              628530107     4063   222635 SH      SHARED      01        222635
D MYLAN LABS INC                 COM              628530107       35     1950 SH      SHARED      02                            1950
D MYLAN LABS INC                 COM              628530107     1568    85919 SH      SHARED      04         85919
D MYLAN LABS INC                 COM              628530107      396    21700 SH      SHARED      05         21700
D MYRIAD GENETICS INC            COM              62855J104      932     6300 SH      SHARED      01          6300
D MYRIAD GENETICS INC            COM              62855J104       29      200 SH      SHR/OTHR    01                             200
D MYRIAD GENETICS INC            COM              62855J104       23      162 SH      SHARED      04           162
D MYPOINTS COM INC               COM              62855T102      108     5700 SH      SHARED      01          5700
D MYPOINTS COM INC               COM              62855T102      194    10269 SH      SHARED      04         10269
D MYTURN COM                     COM              628690109       84     4700 SH      SHARED      01          4700
D NABI INC                       COM              628716102      273    37345 SH      SHARED      01         37345
D NABI INC                       COM              628716102       76    10475 SH      SHARED      04         10475
D NBC INTERNET INC               CL A             62873D105      623    49912 SH      SHARED      01         49912
D NBC INTERNET INC               CL A             62873D105      251    20150 SH      SHARED      02         18850              1300
D NBT BANCORP INC                COM              628778102      248    23288 SH      SHARED      01         23288
D NBT BANCORP INC                COM              628778102      362    33915 SH      SHARED      04         33915
D NBTY INC                       COM              628782104      958   150407 SH      SHARED      01        150407
D NBTY INC                       COM              628782104      115    18064 SH      SHARED      04         18064
D NCH CORP                       COM              628850109      325     8983 SH      SHARED      01          8983
D NCH CORP                       COM              628850109      112     3107 SH      SHARED      04          3107
D NCH CORP                       COM              628850109       21      600 SH      SHARED      05           600
D NCI BUILDING SYS INC           COM              628852105     1088    53772 SH      SHARED      01         33372             20400
D NCO GROUP INC                  COM              628858102     1069    46261 SH      SHARED      01         46261
D NCO GROUP INC                  COM              628858102       25     1100 SH      SHARED      02          1100
D NCO GROUP INC                  COM              628858102      155     6707 SH      SHARED      04          6707
D NCO GROUP INC                  COM              628858102       78     3400 SH      SHARED      05          3400
D NCR CORP NEW                   COM              62886E108    28502   732008 SH      SHARED      01        731965                43
D NCR CORP NEW                   COM              62886E108       36      927 SH      SHR/OTHR    01                    228      699
D NCR CORP NEW                   COM              62886E108       27      704 SH      SHARED      02           132               572
D NCR CORP NEW                   COM              62886E108     1851    47544 SH      SHARED      04         47544
D NCRIC GROUP INC                COM              628866105      131    17800 SH      SHARED      04         17800
D NCS HEALTHCARE INC             CL A             628874109        1     2100 SH      SHARED      01          2100
D NCS HEALTHCARE INC             CL A             628874109       21    28610 SH      SHARED      04         28610
D NS GROUP INC                   COM              628916108      488    23345 SH      SHARED      01         23345
D NS GROUP INC                   COM              628916108      131     6300 SH      SHARED      04          6300
D NASB FINL INC                  COM              628968109        9      800 SH      SHARED      01           800
D NL INDS INC                    COM NEW          629156407      702    46059 SH      SHARED      01         43912              2147
D NPS PHARMACEUTICALS INC        COM              62936P103      957    35784 SH      SHARED      01         35784
D NPC INTERNATIONAL INC          COM              629360306      232    25975 SH      SHARED      01         25975
D NPC INTERNATIONAL INC          COM              629360306        0       17 SH      SHARED      04            17
D NRG ENERGY INC                 COM              629377102       31     1700 SH      SHARED      01          1700
D NRG ENERGY INC                 COM              629377102     9526   522000 SH      SHARED      04        522000
D NTL INC                        COM              629407107     9820   164015 SH      SHARED      01        164015
D NTL INC                        COM              629407107      311     5200 SH      SHR/OTHR    01                   5200
D NTL INC                        COM              629407107       23      391 SH      SHARED      02                             391
D NTL INC                        COM              629407107      665    11122 SH      SHARED      04         11122
D NUI CORP                       COM              629430109      654    24225 SH      SHARED      01         24225
D NUI CORP                       COM              629430109       56     2100 SH      SHR/OTHR    01                   2100
D NUI CORP                       COM              629430109      486    18000 SH      SHARED      02          9500              8500
D NUI CORP                       COM              629430109    14483   536414 SH      SHARED      04        536414
D NVR INC                        COM              62944T105     1925    33785 SH      SHARED      01         33785
D NVR INC                        COM              62944T105      188     3300 SH      SHARED      04          3300
D N-VIRO INTL CORP               COM NEW          62944W207       24     7000 SH      SHARED      01          7000
D NABISCO GROUP HLDG CORP        COM              62952P102    80061  3086772 SH      SHARED      01       3086772
D NABISCO GROUP HLDG CORP        COM              62952P102        1       40 SH      SHR/OTHR    01                     40
D NABISCO GROUP HLDG CORP        COM              62952P102      161     6208 SH      SHARED      02          3694              2514
D NABISCO GROUP HLDG CORP        COM              62952P102    51278  1977038 SH      SHARED      04       1977038
D NABISCO GROUP HLDG CORP        COM              62952P102      189     7300 SH      SHARED      05          7300
D NABISCO HLDGS CORP             CL A             629526104    17563   334535 SH      SHARED      01        334535
D NABISCO HLDGS CORP             CL A             629526104       22      431 SH      SHARED      02                             431
D NABISCO HLDGS CORP             CL A             629526104    37666   717458 SH      SHARED      04        717458
D NABISCO HLDGS CORP             CL A             629526104      120     2300 SH      SHARED      05          2300
D NABORS INDS INC                COM              629568106     8686   208998 SH      SHARED      01        208998
D NABORS INDS INC                COM              629568106      253     6100 SH      SHARED      02          2800              3300
D NABORS INDS INC                COM              629568106     6757   162590 SH      SHARED      04        162590
D NABORS INDS INC                COM              629568106      914    22000 SH      SHARED      05         22000
D NACCO INDS INC                 CL A             629579103      440    12541 SH      SHARED      01         12541
D NACCO INDS INC                 CL A             629579103        0       12 SH      SHARED      04            12
D NAM TAI ELECTRS INC            COM PAR $0.02    629865205       13      820 SH      SHARED      01           820
D NANOGEN INC                    COM              630075109      322     7600 SH      SHARED      01          7600
D NANOGEN INC                    COM              630075109       21      500 SH      SHARED      02                             500
D NANOGEN INC                    COM              630075109      350     8263 SH      SHARED      04          8263
D NANOGEN INC                    COM              630075109       12      300 SH      SHARED      05           300
D NANOMETRICS INC                COM              630077105      205     5000 SH      SHARED      01          5000
D NANOPHASE TCHNOLOGIES CORP     COM              630079101       83     8000 SH      SHARED      01          8000
D NANOPHASE TCHNOLOGIES CORP     COM              630079101      208    20000 SH      SHARED      02         20000
D NAPRO BIOTHERAPUTICS INC       COM              630795102      140    18900 SH      SHARED      01         18900
D NASDAQ 100 TR                  UNIT SER 1       631100104     4079    43775 SH      SHARED      01         27725             16050
D NASDAQ 100 TR                  UNIT SER 1       631100104       37      400 SH      SHR/OTHR    01                             400
D NASDAQ 100 TR                  UNIT SER 1       631100104     1108    11898 SH      SHARED      02          3100              8798
D NASDAQ 100 TR                  UNIT SER 1       631100104   132073  1417300 SH      SHARED      04       1417300
D NATCO GROUP INC                CL A             63227W203       61     6500 SH      SHARED      02          6500
D NATIONAL AUSTRALIA BK LTD      CAP UTS EXCHBL   632525309     3267   115400 SH      SHARED      01        115400
D NATIONAL AUSTRALIA BK LTD      CAP UTS EXCHBL   632525309    47296  1670550 SH      SHARED      04       1670550
D NATIONAL AUSTRALIA BK LTD      SPONSORED ADR    632525408    18515   223756 SH      SHARED      04        223756
D NATIONAL BANCORP ALASKA        COM              632587101      685    19104 SH      SHARED      01         19104
D NATIONAL BANCORP ALASKA        COM              632587101       35     1000 SH      SHR/OTHR    01                            1000
D NATIONAL BANCORP ALASKA        COM              632587101       14      400 SH      SHARED      02                             400
D NATIONAL BANCORP ALASKA        COM              632587101     1398    38983 SH      SHARED      04         38983
D NATIONAL BK GREECE S A         SPONSORED ADR    633643408      339    43420 SH      SHARED      04         43420
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 CORP             COM              635405103    82765  4850865 SH      SHARED      01       4845665              5200
D NATIONAL CITY CORP             COM              635405103      103     6040 SH      SHR/OTHR    01                   4600     1440
D NATIONAL CITY CORP             COM              635405103      184    10800 SH      SHARED      02                           10800
D NATIONAL CITY CORP             COM              635405103     4853   284488 SH      SHARED      04        284488
D NATIONAL CITY CORP             COM              635405103      182    10700 SH      SHARED      05         10700
D NATIONAL COMM BANCORP          COM              635449101     1840   114592 SH      SHARED      01        114592
D NATIONAL COMM BANCORP          COM              635449101     1288    80229 SH      SHARED      04         80229
D NATIONAL COMM BANCORP          COM              635449101      229    14300 SH      SHARED      05         14300
D NATIONAL COMPUTER SYS INC      COM              635519101     6157   125033 SH      SHARED      01        125033
D NATIONAL COMPUTER SYS INC      COM              635519101       98     2000 SH      SHR/OTHR    01                   2000
D NATIONAL COMPUTER SYS INC      COM              635519101       42      856 SH      SHARED      04           856
D NATIONAL DATA CORP             COM              635621105     1596    69416 SH      SHARED      01         69416
D NATIONAL DATA CORP             COM              635621105     1253    54500 SH      SHARED      02         52000              2500
D NATIONAL DATA CORP             COM              635621105      870    37863 SH      SHARED      04         37863
D NATIONAL DISC BROKERS GROUP    COM              635646102     1107    34736 SH      SHARED      01         34736
D NATIONAL DISC BROKERS GROUP    COM              635646102       10      325 SH      SHARED      02           325
D NATIONAL DISC BROKERS GROUP    COM              635646102    11625   364708 SH      SHARED      04        364708
D NATIONAL EQUIP SVCS INC        COM              635847106      169    28200 SH      SHARED      01         28200
D NATIONAL EQUIP SVCS INC        COM              635847106      262    43721 SH      SHARED      04         43721
D NATIONAL HEALTH REALTY INC     COM              635905102        3      400 SH      SHARED      01           400
D NATIONAL FUEL GAS CO N J       COM              636180101     1809    37109 SH      SHARED      01         36481               628
D NATIONAL FUEL GAS CO N J       COM              636180101      253     5200 SH      SHARED      02           640              4560
D NATIONAL FUEL GAS CO N J       COM              636180101    12473   255858 SH      SHARED      04        255858
D NATIONAL FUEL GAS CO N J       COM              636180101      253     5200 SH      SHARED      05          5200
D NATIONAL GOLF PPTYS INC        COM              63623G109     1476    69906 SH      SHARED      01         69906
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       63     3000 SH      SHARED      04          3000
D NATIONAL HEALTH INVS INC       COM              63633D104      386    35104 SH      SHARED      01         35104
D NATIONAL HEALTH INVS INC       COM              63633D104        0       40 SH      SHARED      04            40
D NATIONAL INFO CONSORTIUM INC   COM              636491102       64     5700 SH      SHARED      01          5700
D NATIONAL INSTRS CORP           COM              636518102     1234    28300 SH      SHARED      01         28300
D NATIONAL INSTRS CORP           COM              636518102     1005    23056 SH      SHARED      04         23056
D NATIONAL-OILWELL INC           COM              637071101    11179   340058 SH      SHARED      01        335648              4410
D NATIONAL-OILWELL INC           COM              637071101       11      338 SH      SHR/OTHR    01                             338
D NATIONAL-OILWELL INC           COM              637071101     3571   108631 SH      SHARED      04        108631
D NATIONAL PENN BANCSHARES INC   COM              637138108      554    26907 SH      SHARED      01         26907
D NATIONAL PENN BANCSHARES INC   COM              637138108        0       35 SH      SHARED      04            35
D NATIONAL PRESTO INDS INC       COM              637215104      493    16053 SH      SHARED      01         16053
D NATIONAL PRESTO INDS INC       COM              637215104       49     1595 SH      SHARED      04          1595
D NATIONAL PROCESSING INC        COM              637229105      221    17708 SH      SHARED      01         17708
D NATIONAL R V HLDGS INC         COM              637277104      175    16737 SH      SHARED      04         16737
D NATIONAL RLTY L P              UNIT NEW         637353301        3      300 SH      SHARED      01           300
D NATIONAL RLTY L P              UNIT NEW         637353301      117    10000 SH      SHARED      04         10000
D NATIONAL RECORD MART INC       COM              637355108        9     6000 SH      SHARED      01          6000
D NATIONAL RECORD MART INC       COM              637355108       14     9500 SH      SHARED      02          9500
D NATIONAL SEMICONDUCTOR CORP    COM              637640103    87705  1545478 SH      SHARED      01       1545478
D NATIONAL SEMICONDUCTOR CORP    COM              637640103        5      100 SH      SHR/OTHR    01                             100
D NATIONAL SEMICONDUCTOR CORP    COM              637640103      270     4768 SH      SHARED      02           850              3918
D NATIONAL SEMICONDUCTOR CORP    COM              637640103    30555   538426 SH      SHARED      04        538426
D NATIONAL SEMICONDUCTOR CORP    COM              637640103      198     3500 SH      SHARED      05          3500
D NATIONAL SVC INDS INC          COM              637657107     9760   488019 SH      SHARED      01        396457             91562
D NATIONAL SVC INDS INC          COM              637657107     1381    69090 SH      SHARED      04         69090
D NATIONAL SVC INDS INC          COM              637657107       20     1000 SH      SHARED      05          1000
D NATIONAL STL CORP              CL B             637844309      199    47714 SH      SHARED      01         47714
D NATIONAL STL CORP              CL B             637844309        0       33 SH      SHARED      04            33
D NATIONAL TECHTEAM INC          COM              638108100        7     2000 SH      SHARED      02                            2000
D NATIONAL WESTN LIFE INS CO     CL A             638522102      216     3000 SH      SHARED      01          3000
D NATIONAL WESTN LIFE INS CO     CL A             638522102        0        4 SH      SHARED      04             4
D NATIONAL WESTMINSTER BK PLC    ADR REP PREF B   638539700     1268    55600 SH      SHARED      04         55600
D NATIONAL WESTMINSTER BK PLC    SPON ADR C       638539882    11583   514800 SH      SHARED      04        514800
D NATIONSRENT INC                COM              638588103      198    52041 SH      SHARED      01         52041
D NATIONSRENT INC                COM              638588103        5     1385 SH      SHARED      04          1385
D NATIONWIDE FINL SVCS INC       CL A             638612101     1338    40700 SH      SHARED      01         40700
D NATIONWIDE FINL SVCS INC       CL A             638612101      946    28805 SH      SHARED      04         28805
D NATIONWIDE FINL SVCS INC       CL A             638612101      841    25600 SH      SHARED      06         25600
D NATIONWIDE HEALTH PPTYS INC    COM              638620104     1594   114422 SH      SHARED      01        113822               600
D NATIONWIDE HEALTH PPTYS INC    COM              638620104      192    13800 SH      SHR/OTHR    01                   8800     5000
D NATIONWIDE HEALTH PPTYS INC    COM              638620104        7      570 SH      SHARED      02                             570
D NATIONWIDE HEALTH PPTYS INC    COM              638620104      105     7576 SH      SHARED      04          7576
D NATURAL MICROSYSTEMS CORP      COM              638882100      753     6700 SH      SHARED      01          6700
D NATURAL MICROSYSTEMS CORP      COM              638882100      779     6931 SH      SHARED      04          6931
D NAVIGATORS GROUP INC           COM              638904102       16     1800 SH      SHARED      01          1800
D NAVIGATORS GROUP INC           COM              638904102       16     1800 SH      SHR/OTHR    01                            1800
D NATURES SUNSHINE PRODUCTS INC  COM              639027101       19     2853 SH      SHARED      01          2853
D NATURES SUNSHINE PRODUCTS INC  COM              639027101      188    26980 SH      SHARED      04         26980
D NAUTICA ENTERPRISES INC        COM              639089101      894    83679 SH      SHARED      01         83679
D NAUTICA ENTERPRISES INC        COM              639089101       10     1010 SH      SHARED      02                            1010
D NAUTICA ENTERPRISES INC        COM              639089101        0       52 SH      SHARED      04            52
D NAVARRE CORP                   COM              639208107       10     8100 SH      SHARED      01          8100
D NAVARRE CORP                   COM              639208107       33    25501 SH      SHARED      04         25501
D NAVISTAR INTL CORP NEW         COM              63934E108    15292   492321 SH      SHARED      01        492321
D NAVISTAR INTL CORP NEW         COM              63934E108       27      900 SH      SHARED      02                             900
D NAVISTAR INTL CORP NEW         COM              63934E108     1106    35617 SH      SHARED      04         35617
D NAVIDEC INC                    COM              63934Q101       84     9500 SH      SHARED      02          9500
D NAVISITE INC                   COM              63935M109      296     7100 SH      SHARED      01          7100
D NAVISITE INC                   COM              63935M109       52     1250 SH      SHARED      02          1250
D NAVISITE INC                   COM              63935M109        4      100 SH      SHARED      04           100
D NAVIGANT CONSULTING INC        COM              63935N107      419    98686 SH      SHARED      01         98686
D NAVIGANT CONSULTING INC        COM              63935N107       43    10160 SH      SHARED      04         10160
D NAVIGANT CONSULTING INC        COM              63935N107       23     5500 SH      SHARED      05          5500
D NAVIGANT INTL INC              COM              63935R108        0       52 SH      SHARED      01            52
D NAVIGANT INTL INC              COM              63935R108        0       55 SH      SHR/OTHR    01                              55
D NAVIGANT INTL INC              COM              63935R108        2      224 SH      SHARED      02           112               112
D NAVIGANT INTL INC              COM              63935R108     3055   317476 SH      SHARED      04        317476
D NEFF CORP                      CL A             640094108       28     7350 SH      SHARED      01          7350
D NEFF CORP                      CL A             640094108       88    23192 SH      SHARED      04         23192
D NEIMAN MARCUS GROUP INC        CL A             640204202     2375    80347 SH      SHARED      01         80347
D NEIMAN MARCUS GROUP INC        CL A             640204202       17      600 SH      SHARED      02                             600
D NEIMAN MARCUS GROUP INC        CL A             640204202      705    23874 SH      SHARED      04         23874
D NEIMAN MARCUS GROUP INC        CL A             640204202      135     4600 SH      SHARED      05          4600
D NEIMAN MARCUS GROUP INC        CL B             640204301      147     5330 SH      SHARED      01          4091              1239
D NEIMAN MARCUS GROUP INC        CL B             640204301       13      470 SH      SHR/OTHR    01                             470
D NEIMAN MARCUS GROUP INC        CL B             640204301       16      609 SH      SHARED      02           151               458
D NEIMAN MARCUS GROUP INC        CL B             640204301      295    10663 SH      SHARED      04         10663
D NELSON THOMAS INC              CL B             640376208        7      750 SH      SHARED      01           750
D NEOFORMA COM INC               COM              640475109       77    10990 SH      SHARED      01         10990
D NEOFORMA COM INC               COM              640475109       45     6469 SH      SHARED      04          6469
D NEOGEN CORP                    COM              640491106        1      200 SH      SHARED      01           200
D NEOMAGIC CORP                  COM              640497103        7     2400 SH      SHARED      01          2400
D NEOMAGIC CORP                  COM              640497103      357   117874 SH      SHARED      04        117874
D NEOMEDIA TECHNOLOGIES INC      COM              640505103        0        1 SH      SHARED      02             1
D NEON SYS INC                   COM              640509105      302    16139 SH      SHARED      01         12471              3668
D NEON SYS INC                   COM              640509105      112     6000 SH      SHARED      02          3000              3000
D NEON SYS INC                   COM              640509105       13      696 SH      SHARED      04           696
D NEORX CORP                     COM PAR $0.02    640520300      996    52808 SH      SHARED      01         52808
D NEORX CORP                     COM PAR $0.02    640520300      234    12401 SH      SHARED      04         12401
D NEOSE TECHNOLOGIES INC         COM              640522108      730    17376 SH      SHARED      01         17376
D NEOSE TECHNOLOGIES INC         COM              640522108       42     1000 SH      SHARED      02                            1000
D NEOWARE SYS INC                COM              64065P102       45    14400 SH      SHARED      01         14400
D NEOTHERAPEUTICS INC            COM              640656104      100     9400 SH      SHARED      01          9400
D NETBANK INC                    COM              640933107      763    61359 SH      SHARED      01         61359
D NETBANK INC                    COM              640933107        0       17 SH      SHARED      04            17
D NETWORKS ASSOCS INC            COM              640938106     3964   194567 SH      SHARED      01        194567
D NETWORKS ASSOCS INC            COM              640938106       19      969 SH      SHR/OTHR    01                    969
D NETWORKS ASSOCS INC            COM              640938106      343    16850 SH      SHARED      02         16850
D NETWORKS ASSOCS INC            COM              640938106     3229   158507 SH      SHARED      04        158507
D NETWORKS ASSOCS INC            COM              640938106      423    20800 SH      SHARED      05         20800
D NETWORKS ASSOCS INC            COM              640938106     2991   146800 SH      SHARED      06        146800
D NET GENESIS CORP               COM              64107E107       28     1600 SH      SHARED      02          1500               100
D NET PERCEPTIONS INC            COM              64107U101      328    20716 SH      SHARED      01         20716
D NET PERCEPTIONS INC            COM              64107U101       15     1000 SH      SHARED      02          1000
D NET2PHONE                      COM              64108N106      321     9000 SH      SHARED      01          9000
D NET2PHONE                      COM              64108N106      114     3200 SH      SHARED      02          2900               300
D NET2PHONE                      COM              64108N106      189     5300 SH      SHARED      04          5300
D NET2PHONE                      COM              64108N106       78     2200 SH      SHARED      05          2200
D NETCENTIVES INC                COM              64108P101      840    45120 SH      SHARED      01         45120
D NETCENTIVES INC                COM              64108P101       33     1800 SH      SHARED      02                            1800
D NETCENTIVES INC                COM              64108P101      113     6098 SH      SHARED      04          6098
D NETCENTIVES INC                COM              64108P101       31     1700 SH      SHARED      05          1700
D NETCURRENTS INC                COM              64110J101       31    12500 SH      SHARED      01         12500
D NETCREATIONS INC               COM              64110N102       82     1800 SH      SHARED      01          1800
D NETEGRITY INC                  COM              64110P107     2185    29014 SH      SHARED      01         29014
D NETEGRITY INC                  COM              64110P107       75     1000 SH      SHARED      02          1000
D NETEGRITY INC                  COM              64110P107      705     9374 SH      SHARED      04          9374
D NETOPIA INC                    COM              64114K104     1006    25003 SH      SHARED      01         21980              3023
D NETOPIA INC                    COM              64114K104       16      400 SH      SHARED      02                             400
D NETOBJECTS INC                 COM              64114L102      235    25822 SH      SHARED      01         25822
D NETOBJECTS INC                 COM              64114L102     7347   805250 SH      SHARED      02        788250             17000
D NETRO CORP                     COM              64114R109     9283   161800 SH      SHARED      01        161800
D NETRO CORP                     COM              64114R109       74     1300 SH      SHARED      05          1300
D NETMANAGE INC                  COM              641144100      173    38766 SH      SHARED      01         38766
D NETPLEX GROUP INC              COM              641147103       19     9100 SH      SHARED      01          9100
D NETRIX CORP                    COM              641148101      137    11200 SH      SHARED      01         11200
D NETRIX CORP                    COM              641148101      172    14000 SH      SHARED      02                           14000
D NETSOL INTERNATIONAL INC       COM              64115A105       35     1000 SH      SHARED      01          1000
D NETSPEAK CORP                  COM              64115D109       64     6500 SH      SHARED      01          6500
D NETSOLVE INC                   COM              64115J106       44     1720 SH      SHARED      04          1720
D NETPLIANCE INC                 COM              64115K103     4342   475900 SH      SHARED      01        475900
D NETIQ CORP                     COM              64115P102      815    13682 SH      SHARED      01         13682
D NETIQ CORP                     COM              64115P102       67     1128 SH      SHARED      02                            1128
D NETSCOUT SYS INC               COM              64115T104      198    15400 SH      SHARED      01         15400
D NETSCOUT SYS INC               COM              64115T104       10      800 SH      SHARED      02           800
D NETSCOUT SYS INC               COM              64115T104       60     4729 SH      SHARED      04          4729
D NETSILICON INC                 COM              64115X105      814    24869 SH      SHARED      01         24869
D NETSILICON INC                 COM              64115X105       69     2114 SH      SHARED      04          2114
D NETRATINGS INC                 COM              64116M108      194     7600 SH      SHARED      01          7600
D NETRATINGS INC                 COM              64116M108       53     2083 SH      SHARED      04          2083
D NETWORK APPLIANCE INC          COM              64120L104   191472  2378545 SH      SHARED      01       2376864              1681
D NETWORK APPLIANCE INC          COM              64120L104     4755    59077 SH      SHARED      02         25902             33175
D NETWORK APPLIANCE INC          COM              64120L104    11838   147056 SH      SHARED      04        147056
D NETWORK APPLIANCE INC          COM              64120L104      901    11200 SH      SHARED      05         11200
D NETWORK COMPUTING DEVICES INC  COM              64120N100        3     2500 SH      SHARED      02          2500
D NETWORK ACCESS SOLUTIONS CORP  COM              64120S109      109    11400 SH      SHARED      01         11400
D NETWORK ACCESS SOLUTIONS CORP  COM              64120S109        4      500 SH      SHARED      02           500
D NETWORK ACCESS SOLUTIONS CORP  COM              64120S109       66     7001 SH      SHARED      04          7001
D NETWORK ACCESS SOLUTIONS CORP  COM              64120S109       24     2600 SH      SHARED      05          2600
D NETWORK EQUIP TECHNOLOGIES     SB DB CV 7.25%14 641208AA1       13    21000 PRN     SHARED      02         21000
D NETWORK EQUIP TECHNOLOGIES     COM              641208103      506    50306 SH      SHARED      01         50306
D NETWORK EQUIP TECHNOLOGIES     COM              641208103        6      600 SH      SHARED      02           600
D NETWORK EQUIP TECHNOLOGIES     COM              641208103      147    14635 SH      SHARED      04         14635
D NETWORK PERIPHERALS INC        COM              64121R100      846    50540 SH      SHARED      01         50540
D NETWORK PERIPHERALS INC        COM              64121R100      467    27900 SH      SHARED      04         27900
D NETWORK PLUS CORP              COM              64122D506       49     3500 SH      SHARED      01          3500
D NETWORK PLUS CORP              COM              64122D506        4      300 SH      SHARED      02           300
D NETWORK PLUS CORP              COM              64122D506       42     3000 SH      SHARED      04          3000
D NETWORK PLUS CORP              DS1/10 A CV7.5   64122D605     2778    90000 SH      SHARED      04         90000
D NET2000 COMMUNICATIONS INC     COM              64122G103      167    10200 SH      SHARED      01         10200
D NET2000 COMMUNICATIONS INC     COM              64122G103       40     2500 SH      SHARED      02          2500
D NETZERO INC                    COM              64122R109       51     9844 SH      SHARED      04          9844
D NETWORK COMM INC               COM              64122T105      195    35550 SH      SHARED      01         35550
D NETWORK COMM INC               COM              64122T105       42     7748 SH      SHARED      04          7748
D NEUBERGER BERMAN INC           COM              641234109      144     3100 SH      SHARED      01          3100
D NEUBERGER BERMAN INC           COM              641234109      409     8800 SH      SHARED      04          8800
D NEUROGEN CORP                  COM              64124E106      560    19403 SH      SHARED      01         19403
D NEUROGEN CORP                  COM              64124E106       78     2702 SH      SHARED      04          2702
D NEUROCRINE BIOSCIENCES INC     COM              64125C109      936    26321 SH      SHARED      01         26321
D NEUROCRINE BIOSCIENCES INC     COM              64125C109       35     1000 SH      SHARED      02                            1000
D NEW AMER HIGH INCOME FD INC    COM              641876107       84    25000 SH      SHARED      02         25000
D NEW BRUNSWICK SCIENTIFIC INC   COM              642876106        0      151 SH      SHARED      01           151
D NEW CENTURY FINANCIAL CORP     COM              64352D101       34     3965 SH      SHARED      01          3965
D NEW CENTURY FINANCIAL CORP     COM              64352D101      252    29000 SH      SHARED      04         29000
D NEW CENTURY ENERGIES INC       COM              64352U103    25572   852426 SH      SHARED      01        851726               700
D NEW CENTURY ENERGIES INC       COM              64352U103       91     3059 SH      SHR/OTHR    01                   3059
D NEW CENTURY ENERGIES INC       COM              64352U103      128     4270 SH      SHARED      02                            4270
D NEW CENTURY ENERGIES INC       COM              64352U103     2554    85138 SH      SHARED      04         85138
D NEW CENTURY ENERGIES INC       COM              64352U103       75     2500 SH      SHARED      05          2500
D NEW ENGLAND BUSINESS SVC INC   COM              643872104      389    23954 SH      SHARED      01         23954
D NEW ENGLAND BUSINESS SVC INC   COM              643872104        0       16 SH      SHARED      04            16
D NEW ERA OF NETWORKS INC        COM              644312100     1602    37700 SH      SHARED      01         37700
D NEW ERA OF NETWORKS INC        COM              644312100      570    13418 SH      SHARED      04         13418
D NEW FOCUS INC                  COM              644383101      854    10400 SH      SHARED      01         10400
D NEW FOCUS INC                  COM              644383101       82     1000 SH      SHARED      02          1000
D NEW GERMANY FD INC             COM              644465106        7      561 SH      SHARED      02           561
D NEW GERMANY FD INC             COM              644465106      502    36200 SH      SHARED      04         36200
D NEW HAMPSHIRE THRIFT BANCSHS   COM              644722100        1      100 SH      SHARED      01           100
D NEW JERSEY RES                 COM              646025106     1520    39940 SH      SHARED      01         38924              1016
D NEW JERSEY RES                 COM              646025106       91     2400 SH      SHARED      02                            2400
D NEW JERSEY RES                 COM              646025106       46     1234 SH      SHARED      04          1234
D NEW PLAN EXCEL RLTY TR INC     COM              648053106     2459   189197 SH      SHARED      01        189197
D NEW PLAN EXCEL RLTY TR INC     COM              648053106       13     1000 SH      SHR/OTHR    01                   1000
D NEW PLAN EXCEL RLTY TR INC     COM              648053106       12      950 SH      SHARED      02           750               200
D NEW PLAN EXCEL RLTY TR INC     COM              648053106       86     6658 SH      SHARED      04          6658
D NEW PLAN EXCEL RLTY TR INC     PFD CV A 8.50%   648053205     1971    88600 SH      SHARED      04         88600
D NEW YORK TIMES CO              CL A             650111107    53138  1345266 SH      SHARED      01       1344026              1240
D NEW YORK TIMES CO              CL A             650111107      178     4510 SH      SHR/OTHR    01                    350     4160
D NEW YORK TIMES CO              CL A             650111107      142     3600 SH      SHARED      02          1200              2400
D NEW YORK TIMES CO              CL A             650111107     6003   151978 SH      SHARED      04        151978
D NEW YORK TIMES CO              CL A             650111107     2073    52500 SH      SHARED      05         52500
D NEW YORK TIMES CO              CL A             650111107     1294    32780 SH      SHARED      06         32780
D NEWCOR INC                     COM              651186108        0       36 SH      SHARED      01            36
D NEWELL RUBBERMAID INC          COM              651229106    53721  2086272 SH      SHARED      01       2085149              1123
D NEWELL RUBBERMAID INC          COM              651229106        4      160 SH      SHR/OTHR    01                             160
D NEWELL RUBBERMAID INC          COM              651229106      526    20451 SH      SHARED      02          1259             19192
D NEWELL RUBBERMAID INC          COM              651229106     3947   153319 SH      SHARED      04        153319
D NEWFIELD EXPL CO               COM              651290108      659    16850 SH      SHARED      01         16850
D NEWFIELD EXPL CO               COM              651290108       29      750 SH      SHARED      02           750
D NEWFIELD EXPL CO               COM              651290108     1916    48979 SH      SHARED      04         48979
D NEWFIELD FINL TR I             QUIPS SER A      651291205      842    14520 SH      SHARED      04         14520
D NEWHALL LAND & FARMING CO CAL  DEPOSITARY REC   651426108      400    15100 SH      SHARED      01         15100
D NEWHALL LAND & FARMING CO CAL  DEPOSITARY REC   651426108      106     4000 SH      SHR/OTHR    01                            4000
D NEWMARK HOMES CORP             COM              651578106       11     1800 SH      SHARED      01          1800
D NEWMONT MINING CORP            COM              651639106    28834  1333389 SH      SHARED      01       1333389
D NEWMONT MINING CORP            COM              651639106       17      807 SH      SHR/OTHR    01                             807
D NEWMONT MINING CORP            COM              651639106      394    18229 SH      SHARED      02          9659              8570
D NEWMONT MINING CORP            COM              651639106    11187   517339 SH      SHARED      04        517339
D NEWMONT MINING CORP            COM              651639106      363    16800 SH      SHARED      05         16800
D NEWPARK RES INC                COM PAR $.01NEW  651718504     1352   143340 SH      SHARED      01        143340
D NEWPARK RES INC                COM PAR $.01NEW  651718504        0       16 SH      SHARED      02            16
D NEWPARK RES INC                COM PAR $.01NEW  651718504        1      111 SH      SHARED      04           111
D NEWPORT CORP                   COM              651824104     3038    28300 SH      SHARED      01         25300              3000
D NEWPORT CORP                   COM              651824104      126     1179 SH      SHARED      04          1179
D NEWPORT NEWS SHIPBUILDING INC  COM              652228107     2590    70487 SH      SHARED      01         70107               380
D NEWPORT NEWS SHIPBUILDING INC  COM              652228107      117     3200 SH      SHARED      02          1100              2100
D NEWPORT NEWS SHIPBUILDING INC  COM              652228107      286     7800 SH      SHARED      04          7800
D NEWPORT NEWS SHIPBUILDING INC  COM              652228107      132     3600 SH      SHARED      05          3600
D NEWS CORP LTD                  ADR NEW          652487703      218     4000 SH      SHARED      01          4000
D NEWS CORP LTD                  ADR NEW          652487703     1192    21875 SH      SHARED      02          4775             17100
D NEWS CORP LTD                  ADR NEW          652487703      490     9000 SH      SHARED      04          9000
D NEWS CORP LTD                  ADR NEW          652487703      752    13800 SH      SHARED      05         13800
D NEWS CORP LTD                  SP ADR PFD       652487802     4277    90062 SH      SHARED      01         89062              1000
D NEWS CORP LTD                  SP ADR PFD       652487802     1068    22500 SH      SHARED      04         22500
D NEWSEDGE CORP                  COM              65249Q106     1877   750900 SH      SHARED      02        750900
D NEXMED INC                     COM              652903105      213    22500 SH      SHARED      02         20500              2000
D NEXTERA ENTERPRISES INC        CL A             65332E101       18     3950 SH      SHARED      02          1450              2500
D NEXTERA ENTERPRISES INC        CL A             65332E101       96    20238 SH      SHARED      04         20238
D NEXELL THERAPEUTICS INC        COM NEW          65332H203      421    28336 SH      SHARED      01         28336
D NEXELL THERAPEUTICS INC        COM NEW          65332H203        0       36 SH      SHARED      02                              36
D NEXELL THERAPEUTICS INC        COM NEW          65332H203       60     4073 SH      SHARED      04          4073
D NEXTCARD INC                   COM              65332K107      532    62697 SH      SHARED      01         57696              5001
D NEXTEL COMMUNICATIONS INC      CL A             65332V103   339048  5541183 SH      SHARED      01       5528381             12802
D NEXTEL COMMUNICATIONS INC      CL A             65332V103      501     8200 SH      SHR/OTHR    01                   7000     1200
D NEXTEL COMMUNICATIONS INC      CL A             65332V103     5920    96765 SH      SHARED      02         35400             61365
D NEXTEL COMMUNICATIONS INC      CL A             65332V103    17604   287710 SH      SHARED      04        287710
D NEXTEL COMMUNICATIONS INC      CL A             65332V103     1254    20500 SH      SHARED      05         20500
D NEXTEL COMMUNICATIONS INC      CL A             65332V103      305     5000 SH      SHARED      06          5000
D NEXTEL PARTNERS INC            CL A             65333F107     1927    59200 SH      SHARED      01         59200
D NEXTEL PARTNERS INC            CL A             65333F107      351    10800 SH      SHARED      02         10400               400
D NEXTEL PARTNERS INC            CL A             65333F107      315     9700 SH      SHARED      04          9700
D NEXTLINK COMMUNICATIONS INC    CL A             65333H707    68452  1804367 SH      SHARED      01       1451187            353180
D NEXTLINK COMMUNICATIONS INC    CL A             65333H707     2592    68344 SH      SHR/OTHR    01                  25900    42444
D NEXTLINK COMMUNICATIONS INC    CL A             65333H707      746    19685 SH      SHARED      02          1200             18485
D NEXTLINK COMMUNICATIONS INC    CL A             65333H707    35178   927286 SH      SHARED      04        927011               275
D NEXTLINK COMMUNICATIONS INC    CL A             65333H707      462    12200 SH      SHARED      05         12200
D NEXT LEVEL COMM INC            COM              65333U104      960    11200 SH      SHARED      01         11200
D NEXT LEVEL COMM INC            COM              65333U104       79      925 SH      SHARED      04           925
D NEXT LEVEL COMM INC            COM              65333U104       85     1000 SH      SHARED      05          1000
D NHANCEMENT TECHNOLOGIES INC    COM              65334P104       27     2100 SH      SHARED      01          2100
D NIAGARA CORP                   COM              653349100       45    11100 SH      SHARED      01         11100
D NIAGARA CORP                   COM              653349100       89    21800 SH      SHARED      02         14000              7800
D NIAGARA MOHAWK HLDGS INC       COM              653520106    19006  1363721 SH      SHARED      01       1363721
D NIAGARA MOHAWK HLDGS INC       COM              653520106     2553   183193 SH      SHARED      04        183193
D NIAGARA MOHAWK HLDGS INC       COM              653520106       50     3600 SH      SHARED      05          3600
D NICOR INC                      COM              654086107    11704   358758 SH      SHARED      01        358758
D NICOR INC                      COM              654086107       14      430 SH      SHR/OTHR    01                             430
D NICOR INC                      COM              654086107      381    11700 SH      SHARED      02          1600             10100
D NICOR INC                      COM              654086107      911    27944 SH      SHARED      04         27944
D NICOR INC                      COM              654086107       35     1100 SH      SHARED      05          1100
D NIKE INC                       CL B             654106103    82238  2065678 SH      SHARED      01       2059028              6650
D NIKE INC                       CL B             654106103      211     5300 SH      SHR/OTHR    01                   1400     3900
D NIKE INC                       CL B             654106103      350     8799 SH      SHARED      02          1000              7799
D NIKE INC                       CL B             654106103     3818    95911 SH      SHARED      04         95911
D NIKU CORP                      COM              654113109      108     3200 SH      SHARED      01          3200
D NIKU CORP                      COM              654113109      168     5000 SH      SHARED      02          5000
D NIKU CORP                      COM              654113109       89     2647 SH      SHARED      04          2647
D 99 CENTS ONLY STORES           COM              65440K106     3269    82006 SH      SHARED      01         82006
D 99 CENTS ONLY STORES           COM              65440K106      178     4470 SH      SHARED      04          4470
D NIPPON TELEG & TEL CORP        SPONSORED ADR    654624105      123     1800 SH      SHARED      04          1800
D NISOURCE INC                   COM              65473P105     3535   189848 SH      SHARED      01        189848
D NISOURCE INC                   COM              65473P105      395    21257 SH      SHR/OTHR    01                   3000    18257
D NISOURCE INC                   COM              65473P105       18     1000 SH      SHARED      02                            1000
D NISOURCE INC                   COM              65473P105     1000    53695 SH      SHARED      04         53695
D NISOURCE INC                   COM              65473P105      152     8200 SH      SHARED      05          8200
D NOBEL LEARNING CMNTYS INC      COM              654889104       89    11400 SH      SHARED      01         11400
D NOBILITY HOMES INC             COM              654892108       33     6765 SH      SHARED      01          6765
D NOBLE AFFILIATES INC           COM              654894104     3816   102456 SH      SHARED      01        101371              1085
D NOBLE AFFILIATES INC           COM              654894104      452    12155 SH      SHR/OTHR    01                    800    11355
D NOBLE AFFILIATES INC           COM              654894104       17      466 SH      SHARED      02           100               366
D NOBLE AFFILIATES INC           COM              654894104      953    25587 SH      SHARED      04         25587
D NOBLE AFFILIATES INC           COM              654894104      458    12300 SH      SHARED      05         12300
D NOKIA CORP                     SPONSORED ADR    654902204    12700   254322 SH      SHARED      01        227672             26650
D NOKIA CORP                     SPONSORED ADR    654902204     1066    21360 SH      SHR/OTHR    01                           21360
D NOKIA CORP                     SPONSORED ADR    654902204    15757   315551 SH      SHARED      02        243200             72351
D NOKIA CORP                     SPONSORED ADR    654902204     4324    86599 SH      SHARED      04         86599
D NOKIA CORP                     SPONSORED ADR    654902204     2581    51700 SH      SHARED      05         51700
D NOBLE DRILLING CORP            COM              655042109    22564   547845 SH      SHARED      01        546570              1275
D NOBLE DRILLING CORP            COM              655042109       86     2100 SH      SHR/OTHR    01                            2100
D NOBLE DRILLING CORP            COM              655042109      208     5065 SH      SHARED      02          2265              2800
D NOBLE DRILLING CORP            COM              655042109    10886   264324 SH      SHARED      04        264324
D NOBLE DRILLING CORP            COM              655042109      737    17900 SH      SHARED      05         17900
D NOBLE INTL LTD                 COM              655053106        1      200 SH      SHARED      01           200
D NOODLE KIDOODLE INC            COM              655370104        3     1200 SH      SHARED      02                            1200
D NORDSON CORP                   COM              655663102     1820    35954 SH      SHARED      01         35954
D NORDSON CORP                   COM              655663102      202     4000 SH      SHARED      04          4000
D NORDSON CORP                   COM              655663102      111     2200 SH      SHARED      05          2200
D NORDSTROM INC                  COM              655664100    24465  1014128 SH      SHARED      01       1010928              3200
D NORDSTROM INC                  COM              655664100       40     1660 SH      SHARED      02                            1660
D NORDSTROM INC                  COM              655664100     2723   112900 SH      SHARED      04        112900
D NORDSTROM INC                  COM              655664100       82     3400 SH      SHARED      05          3400
D NORFOLK SOUTHERN CORP          COM              655844108    54541  3666635 SH      SHARED      01       3638302     5359    22974
D NORFOLK SOUTHERN CORP          COM              655844108     2335   157038 SH      SHR/OTHR    01                 120601    36437
D NORFOLK SOUTHERN CORP          COM              655844108      704    47351 SH      SHARED      02         14968             32383
D NORFOLK SOUTHERN CORP          COM              655844108     4378   294364 SH      SHARED      04        294364
D NORFOLK SOUTHERN CORP          COM              655844108      196    13200 SH      SHARED      05         13200
D NORSK HYDRO A S                SPONSORED ADR    656531605       16      400 SH      SHARED      04           400
D NORSK HYDRO A S                SPONSORED ADR    656531605       50     1200 SH      SHARED      05          1200
D NORSTAN INC                    COM              656535101        3      800 SH      SHARED      01           800
D NORTEK INC                     COM              656559101      294    14903 SH      SHARED      01         14903
D NORTEL INVERSORA S A           SPON ADR PFD B   656567401     6488   341500 SH      SHARED      04        341500
D NORTEL NETWORKS CORP NEW       COM              656568102  1369978 20072941 SH      SHARED      01      20002281             70660
D NORTEL NETWORKS CORP NEW       COM              656568102   325415  4767996 SH      SHARED      04       4767351               645
D NORTEL NETWORKS CORP NEW       COM              656568102     8196   120100 SH      SHARED      05        120100
D NORTH AMERN SCIENTIFIC INC     COM              65715D100      118     6600 SH      SHARED      01          6600
D NORTH AMERN TECH GROUP INC     COM NEW          657193207        2     1000 SH      SHARED      01                            1000
D NORTH AMERN VACCINE INC        COM              657201109        0    15000 SH      SHARED      04         15000
D NORTH BANCSHARES INC           COM              657467106       36     4300 SH      SHARED      01          4300
D NORTH EUROPEAN OIL RTY TR      SH BEN INT       659310106       98     6200 SH      SHARED      04          6200
D NORTH FORK BANCORPORATION NY   COM              659424105     8968   592973 SH      SHARED      01        588923              4050
D NORTH FORK BANCORPORATION NY   COM              659424105     2446   161734 SH      SHARED      04        161734
D NORTH FORK BANCORPORATION NY   COM              659424105      235    15600 SH      SHARED      05         15600
D NORTH PITTSBURGH SYS INC       COM              661562108      412    27935 SH      SHARED      01         27935
D NORTH PITTSBURGH SYS INC       COM              661562108        0       25 SH      SHARED      04            25
D NORTHEAST OPTIC NETWORK INC    COM              664334109      842    13664 SH      SHARED      01         13664
D NORTHEAST OPTIC NETWORK INC    COM              664334109        0        4 SH      SHARED      04             4
D NORTHEAST OPTIC NETWORK INC    COM              664334109      191     3100 SH      SHARED      05          3100
D NORTHEAST UTILS                COM              664397106    18155   834743 SH      SHARED      01        833743              1000
D NORTHEAST UTILS                COM              664397106        0       21 SH      SHR/OTHR    01                     21
D NORTHEAST UTILS                COM              664397106       46     2156 SH      SHARED      02                            2156
D NORTHEAST UTILS                COM              664397106     1239    56968 SH      SHARED      04         56968
D NORTHEAST UTILS                COM              664397106      426    19600 SH      SHARED      05         19600
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       49     1800 SH      SHR/OTHR    01                   1600      200
D NORTHERN BORDER PARTNERS L P   UNIT LTD PARTN   664785102       96     3530 SH      SHARED      02          3530
D NORTHN STS PWR CO MINN         COM              665772109    22503  1114768 SH      SHARED      01       1113668              1100
D NORTHN STS PWR CO MINN         COM              665772109       76     3800 SH      SHR/OTHR    01                   2400     1400
D NORTHN STS PWR CO MINN         COM              665772109      447    22150 SH      SHARED      02          7500             14650
D NORTHN STS PWR CO MINN         COM              665772109     2170   107522 SH      SHARED      04        107522
D NORTHN STS PWR CO MINN         COM              665772109       68     3400 SH      SHARED      05          3400
D NORTHERN TR CORP               COM              665859104   139900  2150260 SH      SHARED      01       1992398            157862
D NORTHERN TR CORP               COM              665859104     4889    75150 SH      SHR/OTHR    01                  55850    19300
D NORTHERN TR CORP               COM              665859104      319     4906 SH      SHARED      02                            4906
D NORTHERN TR CORP               COM              665859104     4669    71766 SH      SHARED      04         71766
D NORTHERN TR CORP               COM              665859104      923    14200 SH      SHARED      05         14200
D NORTHERN TR CORP               COM              665859104      780    12000 SH      SHARED      06         12000
D NORTHFIELD LABS INC            COM              666135108       48     3000 SH      SHARED      02                            3000
D NORTHFIELD LABS INC            COM              666135108        1       74 SH      SHARED      04            74
D NORTHPOINT COMMUNICATIONS HLDG COM              666610100      338    30300 SH      SHARED      01         30300
D NORTHPOINT COMMUNICATIONS HLDG COM              666610100       20     1800 SH      SHARED      02          1700               100
D NORTHPOINT COMMUNICATIONS HLDG COM              666610100       12     1100 SH      SHARED      04          1100
D NORTHPOINT COMMUNICATIONS HLDG COM              666610100       25     2300 SH      SHARED      05          2300
D NORTHROP GRUMMAN CORP          COM              666807102    48792   736486 SH      SHARED      01        736486
D NORTHROP GRUMMAN CORP          COM              666807102     3983    60135 SH      SHARED      04         60135
D NORTHWEST AIRLS CORP           CL A             667280101     1374    45152 SH      SHARED      01         45152
D NORTHWEST AIRLS CORP           CL A             667280101       60     2000 SH      SHR/OTHR    01                            2000
D NORTHWEST AIRLS CORP           CL A             667280101        6      200 SH      SHARED      02           200
D NORTHWEST AIRLS CORP           CL A             667280101      746    24516 SH      SHARED      04         24516
D NORTHWEST AIRLS CORP           CL A             667280101      474    15600 SH      SHARED      05         15600
D NORTHWEST BANCORP INC PA       COM              667328108      106    15418 SH      SHARED      01         15418
D NORTHWEST BANCORP INC PA       COM              667328108        0       27 SH      SHARED      04            27
D NORTHWEST NAT GAS CO           COM              667655104     1375    61467 SH      SHARED      01         61467
D NORTHWEST NAT GAS CO           COM              667655104       49     2200 SH      SHR/OTHR    01                   2200
D NORTHWEST NAT GAS CO           COM              667655104        0       39 SH      SHARED      04            39
D NORTHWESTERN CORP              COM              668074107      814    35205 SH      SHARED      01         35205
D NORTHWESTERN CORP              COM              668074107       34     1500 SH      SHARED      02          1500
D NORTHWESTERN CORP              COM              668074107        0       39 SH      SHARED      04            39
D NOVA CHEMICALS CORP            COM              66977W109      147     6866 SH      SHARED      01          6866
D NOVA CHEMICALS CORP            COM              66977W109       43     2000 SH      SHARED      04          2000
D NOVA CORP GA                   COM              669784100     2231    79861 SH      SHARED      01         79861
D NOVA CORP GA                   COM              669784100     6250   223741 SH      SHARED      02         93419            130322
D NOVA CORP GA                   COM              669784100      759    27200 SH      SHARED      04         27200
D NOVA CORP GA                   COM              669784100      257     9200 SH      SHARED      05          9200
D NOVARTIS A G                   SPONSORED ADR    66987V109      328     8212 SH      SHARED      01          7212              1000
D NOVARTIS A G                   SPONSORED ADR    66987V109      146     3650 SH      SHARED      02                            3650
D NOVARTIS A G                   SPONSORED ADR    66987V109      200     5000 SH      SHARED      04          5000
D NOVAMETRIX MED SYS INC         COM              669870107       73    12300 SH      SHARED      01         12300
D NU HORIZONS ELECTRS CORP       COM              669908105      205     7730 SH      SHARED      01          7730
D NU HORIZONS ELECTRS CORP       COM              669908105      641    24100 SH      SHARED      04         24100
D NOVADIGM INC                   COM              669937104      250    12688 SH      SHARED      01         12688
D NOVADIGM INC                   COM              669937104     2651   134250 SH      SHARED      02        118250             16000
D NOVADIGM INC                   COM              669937104      278    14100 SH      SHARED      03         14100
D NUANCE COMMUNICATIONS INC      COM              669967101      108     1300 SH      SHARED      01          1300
D NUANCE COMMUNICATIONS INC      COM              669967101      147     1767 SH      SHARED      04          1767
D NOVAVAX INC                    COM              670002104      187    25700 SH      SHARED      04         25700
D NOVELL INC                     COM              670006105    24353  2632837 SH      SHARED      01       2632837
D NOVELL INC                     COM              670006105     1170   126515 SH      SHARED      02         82480             44035
D NOVELL INC                     COM              670006105     1271   137498 SH      SHARED      04        137498
D NOVELL INC                     COM              670006105       68     7400 SH      SHARED      05          7400
D NOVELLUS SYS INC               COM              670008101    58672  1037318 SH      SHARED      01       1037318
D NOVELLUS SYS INC               COM              670008101      848    15000 SH      SHARED      02                           15000
D NOVELLUS SYS INC               COM              670008101     4821    85241 SH      SHARED      04         85241
D NOVELLUS SYS INC               COM              670008101     1962    34700 SH      SHARED      05         34700
D NOVEN PHARMACEUTICALS INC      COM              670009109      562    18700 SH      SHARED      01         18700
D NOVEN PHARMACEUTICALS INC      COM              670009109      323    10750 SH      SHARED      02         10750
D NOVOSTE CORP                   COM              67010C100     1188    19483 SH      SHARED      01         19483
D NOVOSTE CORP                   COM              67010C100      312     5123 SH      SHARED      04          5123
D NOVO-NORDISK A S               ADR              670100205      253     3000 SH      SHARED      01          3000
D NOVO-NORDISK A S               ADR              670100205       12      150 SH      SHARED      02                             150
D NOVO-NORDISK A S               ADR              670100205      194     2300 SH      SHARED      04          2300
D NU SKIN ENTERPRISES INC        CL A             67018T105      294    51186 SH      SHARED      01         51186
D NU SKIN ENTERPRISES INC        CL A             67018T105        5     1000 SH      SHR/OTHR    01                   1000
D NU SKIN ENTERPRISES INC        CL A             67018T105      143    24913 SH      SHARED      04         24913
D NSTAR                          COM              67019E107     8662   212915 SH      SHARED      01        212895                20
D NSTAR                          COM              67019E107       30      738 SH      SHR/OTHR    01                             738
D NSTAR                          COM              67019E107       62     1536 SH      SHARED      02           420              1116
D NSTAR                          COM              67019E107      803    19743 SH      SHARED      04         19743
D NSTAR                          COM              67019E107      280     6883 SH      SHARED      05          6883
D NUCENTRIX BROADBAND NETWORKS   COM              670198100      144     5653 SH      SHARED      01          5653
D NUCOR CORP                     COM              670346105    23189   698762 SH      SHARED      01        698762
D NUCOR CORP                     COM              670346105      195     5900 SH      SHR/OTHR    01                   3700     2200
D NUCOR CORP                     COM              670346105       23      700 SH      SHARED      02           200               500
D NUCOR CORP                     COM              670346105     2720    81967 SH      SHARED      04         81967
D NUEVO ENERGY CO                COM              670509108      837    44360 SH      SHARED      01         44360
D NUEVO ENERGY CO                COM              670509108      360    19095 SH      SHARED      04         19095
D NUEVO ENERGY CO                COM              670509108       88     4700 SH      SHARED      05          4700
D NUMEREX CORP PA                CL A             67053A102       12     1000 SH      SHARED      02                            1000
D NUMERICAL TECHNOLOGIES INC     COM              67053T101       29      600 SH      SHARED      01           600
D NUMERICAL TECHNOLOGIES INC     COM              67053T101       93     1929 SH      SHARED      04          1929
D NUVEEN INSD PREM INCOME MUN 2  COM              6706D8104        5      500 SH      SHARED      02                             500
D NUVEEN PREM INCOME MUN FD 4    COM              6706K4105       60     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 MD PREM INCOME MUN FD   COM              67061Q107       31     2257 SH      SHARED      02                            2257
D NUVEEN CA INVT QUALITY MUN FD  COM              67062A101       88     6000 SH      SHR/OTHR    01                   6000
D NUVEEN CA INVT QUALITY MUN FD  COM              67062A101       12      820 SH      SHARED      02           820
D NUVEEN CALIF MUN VALUE FD      COM              67062C107       49     5506 SH      SHARED      02          5506
D NUVEEN INVT QUALITY MUN FD INC COM              67062E103        7      631 SH      SHARED      02                             631
D NUVEEN SELECT TAX FREE INCM PT SH BEN INT       67062F100       43     3000 SH      SHARED      02          3000
D NUVEEN MUN ADVANTAGE FD INC    COM              67062H106      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        3      300 SH      SHARED      02                             300
D NUVEEN PERFORMANCE PLUS MUN FD COM              67062P108       80     6745 SH      SHARED      02          5500              1245
D NUVEEN CALIF PERFORM PLUS MUN  COM              67062Q106      161    10921 SH      SHARED      02          6908              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      124     9650 SH      SHARED      02          9650
D NUVEEN N Y INVT QUALITY MUN FD COM              67062X101       55     4000 SH      SHARED      01                            4000
D NUVEEN INSD CA SELECT TAX FREE SH BEN INT       67063R103       57     4000 SH      SHR/OTHR    01                   4000
D NVEST L P                      UNIT LTD PARTN   67065F107       22      600 SH      SHARED      01           600
D NUWAVE TECHNOLOGIES INC        COM              67065M102       22    12400 SH      SHARED      01         12400
D NVIDIA CORP                    COM              67066G104     4404    69300 SH      SHARED      01         69300
D NVIDIA CORP                    COM              67066G104      228     3600 SH      SHARED      02          3600
D NVIDIA CORP                    COM              67066G104     2171    34167 SH      SHARED      04         34167
D NVIDIA CORP                    COM              67066G104      616     9700 SH      SHARED      05          9700
D NYCOMED AMERSHAM PLC           SPONSORED ADR    67066H102       24      500 SH      SHARED      05           500
D NUVEEN DIVID ADVANTAGE MUN FD  COM              67066V101       61     5000 SH      SHARED      02          5000
D NUVEEN NY DIVID ADVNTG MUN FD  COM              67066X107       20     1600 SH      SHARED      01                            1600
D NUVEEN SR INCOME FD            COM              67067Y104      145    15300 SH      SHARED      02          9700              5600
D NYFIX INC                      COM              670712108     1555    37085 SH      SHARED      01         37085
D OAO TECHNOLOGY SOLUTIONS INC   COM              67082B105        0      100 SH      SHR/OTHR    01                    100
D O CHARLEYS INC                 COM              670823103      243    17902 SH      SHARED      01         17902
D O CHARLEYS INC                 COM              670823103     3868   283912 SH      SHARED      03        283912
D O CHARLEYS INC                 COM              670823103        0       25 SH      SHARED      04            25
D OGE ENERGY CORP                COM              670837103     3276   177128 SH      SHARED      01        177128
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    11712   633100 SH      SHARED      04        633100
D OGE ENERGY CORP                COM              670837103      185    10000 SH      SHARED      05         10000
D OHM CORP                       SUB DEB CV  8%06 670839AA7       70    86000 PRN     SHR/OTHR    01                  86000
D OM GROUP INC                   COM              670872100     1990    45233 SH      SHARED      01         45233
D OM GROUP INC                   COM              670872100      366     8337 SH      SHARED      04          8337
D NUVEEN MUN VALUE FD INC        COM              670928100      236    27989 SH      SHARED      02                           27989
D NUVEEN FLA INVT QUALITY MUN FD COM              670970102       42     3000 SH      SHR/OTHR    01                   3000
D NUVEEN NJ INVT QUALITY MUN FD  COM              670971100       56     4000 SH      SHARED      02                            4000
D NUVEEN PA INVT QUALITY MUN FD  COM              670972108       43     3000 SH      SHARED      02                            3000
D NUVEEN SELECT QUALITY MUN FD   COM              670973106       18     1400 SH      SHARED      02          1400
D NUVEEN NY SELECT QUALITY MUN   COM              670976109        7      535 SH      SHARED      02                             535
D NUVEEN QUALITY INCOME MUN FD   COM              670977107       95     7219 SH      SHARED      02          6919               300
D NUVEEN FLA QUALITY INCOME MUN  COM              670978105       22     1600 SH      SHARED      02           600              1000
D NUVEEN OHIO QUALITY INCOME MUN COM              670980101        0       12 SH      SHARED      02                              12
D NUVEEN INSD MUN OPPORTUNITY FD COM              670984103       10      800 SH      SHARED      02           800
D NUVEEN CALIF QUALITY INCM MUN  COM              670985100      237    15450 SH      SHR/OTHR    01                   8000     7450
D NUVEEN CALIF QUALITY INCM MUN  COM              670985100       45     2945 SH      SHARED      02          2945
D NUVEEN NY QUALITY INCM MUN FD  COM              670986108       21     1618 SH      SHARED      02                            1618
D NUVEEN INSD NY PREM INCOME FD  COM              67101R107        0        7 SH      SHARED      02                               7
D OSI PHARMACEUTICALS INC        COM              671040103     1655    57471 SH      SHARED      01         57471
D OSI PHARMACEUTICALS INC        COM              671040103      385    13388 SH      SHARED      04         13388
D OSI SYSTEMS INC                COM              671044105       98    12300 SH      SHARED      01         12300
D OSI SYSTEMS INC                COM              671044105      163    20500 SH      SHARED      02         20500
D OTG SOFTWARE INC               COM              671059103       82     2900 SH      SHARED      01          2900
D OTG SOFTWARE INC               COM              671059103      128     4500 SH      SHARED      02          2500              2000
D OTG SOFTWARE INC               COM              671059103        4      147 SH      SHARED      04           147
D OAK TECHNOLOGY INC             COM              671802106      590    27393 SH      SHARED      01         27393
D OAK TECHNOLOGY INC             COM              671802106       43     2000 SH      SHARED      02                            2000
D OAK TECHNOLOGY INC             COM              671802106     1356    62927 SH      SHARED      04         62927
D OAK TECHNOLOGY INC             COM              671802106        6      300 SH      SHARED      05           300
D OAKLEY INC                     COM              673662102      578    50308 SH      SHARED      01         50308
D OAKLEY INC                     COM              673662102       91     7950 SH      SHARED      02          1500              6450
D OAKLEY INC                     COM              673662102       58     5057 SH      SHARED      04          5057
D OAKWOOD HOMES CORP             COM              674098108        0       96 SH      SHARED      01            96
D OAKWOOD HOMES CORP             COM              674098108        3     1950 SH      SHARED      02           700              1250
D OAKWOOD HOMES CORP             COM              674098108      170    94025 SH      SHARED      04         94025
D OBJECTIVE SYS INTEGRATORS INC  COM              674424106       41     3900 SH      SHARED      01          3900
D OBJECTIVE SYS INTEGRATORS INC  COM              674424106       97     9098 SH      SHARED      04          9098
D OCCIDENTAL PETE CORP DEL       COM              674599105    61515  2920702 SH      SHARED      01       2920702
D OCCIDENTAL PETE CORP DEL       COM              674599105      109     5178 SH      SHR/OTHR    01                            5178
D OCCIDENTAL PETE CORP DEL       COM              674599105      524    24905 SH      SHARED      02         20623              4282
D OCCIDENTAL PETE CORP DEL       COM              674599105     6788   322296 SH      SHARED      04        322296
D OCCIDENTAL PETE CORP DEL       COM              674599105      242    11500 SH      SHARED      05         11500
D OCEAN ENERGY INC TEX           COM              67481E106     3499   246646 SH      SHARED      01        246646
D OCEAN ENERGY INC TEX           COM              67481E106      233    16430 SH      SHARED      02          6540              9890
D OCEAN ENERGY INC TEX           COM              67481E106      992    69927 SH      SHARED      04         69927
D OCEAN ENERGY INC TEX           COM              67481E106      313    22100 SH      SHARED      05         22100
D OCEANEERING INTL INC           COM              675232102     1027    54063 SH      SHARED      01         54063
D OCEANEERING INTL INC           COM              675232102       38     2000 SH      SHARED      02           400              1600
D OCEANEERING INTL INC           COM              675232102        4      235 SH      SHARED      04           235
D OCEANFIRST FINL CORP           COM              675234108      307    16703 SH      SHARED      01         16703
D OCEANFIRST FINL CORP           COM              675234108        0       39 SH      SHARED      04            39
D OCTEL CORP                     COM              675727101        1      138 SH      SHARED      01            75                63
D OCTEL CORP                     COM              675727101        0      115 SH      SHARED      02            50                65
D OCTEL CORP                     COM              675727101     1140   145951 SH      SHARED      04        145951
D OCULAR SCIENCES INC            COM              675744106      640    54509 SH      SHARED      01         54509
D OCWEN FINL CORP                COM              675746101      352    63459 SH      SHARED      01         62273              1186
D OCWEN FINL CORP                COM              675746101        1      230 SH      SHARED      04           230
D ODETICS INC DEL                CL A             676065204       29     2000 SH      SHARED      02                            2000
D ODWALLA INC                    COM              676111107       61     8700 SH      SHARED      01          8700
D OFFICEMAX INC                  COM              67622M108     1018   203709 SH      SHARED      01        203709
D OFFICEMAX INC                  COM              67622M108       32     6500 SH      SHARED      02                            6500
D OFFICEMAX INC                  COM              67622M108      169    33805 SH      SHARED      04         33805
D OFFICEMAX INC                  COM              67622M108       73    14700 SH      SHARED      05         14700
D OFFICE DEPOT INC               LYON SUB ZERO 08 676220AB2    74865106950000 PRN     SHARED      04     106950000
D OFFICE DEPOT INC               COM              676220106    15313  2450159 SH      SHARED      01       2450159
D OFFICE DEPOT INC               COM              676220106      623    99825 SH      SHARED      02         86650             13175
D OFFICE DEPOT INC               COM              676220106     1209   193583 SH      SHARED      04        193583
D OFFICE DEPOT INC               COM              676220106       82    13250 SH      SHARED      05         13250
D OFFSHORE LOGISTICS INC         COM              676255102      803    55864 SH      SHARED      01         55864
D OFFSHORE LOGISTICS INC         COM              676255102        0       35 SH      SHARED      04            35
D OGDEN CORP                     COM              676346109     1030   114452 SH      SHARED      01        114452
D OGDEN CORP                     COM              676346109       26     2988 SH      SHR/OTHR    01                            2988
D OGDEN CORP                     COM              676346109      109    12180 SH      SHARED      04         12180
D OGDEN CORP                     COM              676346109       58     6500 SH      SHARED      05          6500
D OHIO CAS CORP                  COM              677240103     1464   137867 SH      SHARED      01        137867
D OHIO CAS CORP                  COM              677240103     1900   178899 SH      SHARED      04        178899
D OHIO CAS CORP                  COM              677240103       83     7900 SH      SHARED      05          7900
D OILGEAR CO                     COM              678042102        1      150 SH      SHARED      01           150
D OLD GUARD GROUP INC            COM              679783100     1113    96273 SH      SHARED      04         96273
D OLD KENT FINL CORP             COM              679833103    25576   956114 SH      SHARED      01        956114
D OLD KENT FINL CORP             COM              679833103       32     1200 SH      SHR/OTHR    01                            1200
D OLD KENT FINL CORP             COM              679833103     1557    58227 SH      SHARED      04         58227
D OLD KENT FINL CORP             COM              679833103       73     2730 SH      SHARED      05          2730
D OLD NATL BANCORP IND           COM              680033107     1861    63500 SH      SHARED      01         57801              5699
D OLD NATL BANCORP IND           COM              680033107      668    22795 SH      SHARED      04         22795
D OLD REP INTL CORP              COM              680223104     2473   149904 SH      SHARED      01        149904
D OLD REP INTL CORP              COM              680223104     1955   118495 SH      SHARED      04        118495
D OLD REP INTL CORP              COM              680223104      257    15600 SH      SHARED      05         15600
D OLIN CORP                      COM PAR $1       680665205     1481    89761 SH      SHARED      01         89761
D OLIN CORP                      COM PAR $1       680665205       49     3000 SH      SHR/OTHR    01                            3000
D OLIN CORP                      COM PAR $1       680665205      709    42987 SH      SHARED      04         42987
D OLIN CORP                      COM PAR $1       680665205       75     4600 SH      SHARED      05          4600
D OLYMPIC CASCADE FINL CORP      COM              68158N106       80    13100 SH      SHARED      01         13100
D OMNICARE INC                   COM              681904108     1897   209397 SH      SHARED      01        209397
D OMNICARE INC                   COM              681904108      881    97250 SH      SHARED      04         97250
D OMNICARE INC                   COM              681904108      224    24800 SH      SHARED      05         24800
D OMNICOM GROUP INC              SB DB CV 4.25%07 681919AE6    24247  8577000 PRN     SHARED      04       8577000
D OMNICOM GROUP INC              COM              681919106        8      100 SH      SHR/OTHR    04                    100
D OMNICOM GROUP INC              COM              681919106   178440  2003553 SH      SHARED      01       1813827            189726
D OMNICOM GROUP INC              COM              681919106     8316    93378 SH      SHR/OTHR    01                  60595    32783
D OMNICOM GROUP INC              COM              681919106      496     5571 SH      SHARED      02           263              5308
D OMNICOM GROUP INC              COM              681919106     9857   110676 SH      SHARED      04        110331               345
D OMNICOM GROUP INC              COM              681919106       26      300 SH      SHARED      06           300
D OMEGA HEALTHCARE INVS INC      COM              681936100       20     4495 SH      SHARED      01          4495
D OMEGA HEALTHCARE INVS INC      COM              681936100        0      100 SH      SHARED      02           100
D OMEGA HEALTHCARE INVS INC      COM              681936100      320    71211 SH      SHARED      04         71211
D 1-800 CONTACTS INC             COM              681977104      220     4700 SH      SHARED      01          4700
D OMEGA FINL CORP                COM              682092101      298    11804 SH      SHARED      01         11804
D OMEGA FINL CORP                COM              682092101        0       14 SH      SHARED      04            14
D OMEGA WORLDWIDE INC            COM              68210B108        9     2490 SH      SHARED      01          2490
D OMEGA WORLDWIDE INC            COM              68210B108        0       26 SH      SHARED      02            26
D OMEGA PROTEIN CORP             COM              68210P107       34    17476 SH      SHARED      01         17476
D OMEGA PROTEIN CORP             COM              68210P107      182    91300 SH      SHARED      04         91300
D OMEGA RESEARCH INC             COM              68211E101       26     8792 SH      SHARED      04          8792
D OMNI NUTRACEUTICALS INC        COM              68212M102        8     2300 SH      SHARED      01          2300
D OMNOVA SOLUTIONS INC           COM              682129101      243    38903 SH      SHARED      01         38903
D ON ASSIGNMENT INC              COM              682159108     1476    48411 SH      SHARED      01         48411
D ON ASSIGNMENT INC              COM              682159108        1       34 SH      SHARED      04            34
D ON COMMAND CORP                COM              682160106      149    10503 SH      SHARED      01         10503
D ON COMMAND CORP                COM              682160106        6      460 SH      SHARED      04           460
D ON TECHNOLOGY CORP             COM              68219P108       22     7000 SH      SHARED      01          7000
D ONDISPLAY INC                  COM              68232L100      350     4300 SH      SHARED      01          4300
D ONDISPLAY INC                  COM              68232L100       40      500 SH      SHARED      02           300               200
D ONDISPLAY INC                  COM              68232L100        7       98 SH      SHARED      04            98
D ONE VALLEY BANCORP INC         COM              682419106     1815    58103 SH      SHARED      01         58103
D ONE VALLEY BANCORP INC         COM              682419106       56     1800 SH      SHR/OTHR    01                            1800
D ONE VALLEY BANCORP INC         COM              682419106      829    26546 SH      SHARED      04         26546
D ONE VALLEY BANCORP INC         COM              682419106        6      200 SH      SHARED      05           200
D ONEIDA LTD                     COM              682505102      891    50240 SH      SHARED      01         50240
D ONEMAIN COM INC                COM              68267P109      498    44336 SH      SHARED      01         44336
D ONEMAIN COM INC                COM              68267P109       19     1700 SH      SHARED      02           700              1000
D ONEMAIN COM INC                COM              68267P109      739    65702 SH      SHARED      04         65702
D ONEOK INC NEW                  COM              682680103     6954   268141 SH      SHARED      01        266941              1200
D ONEOK INC NEW                  COM              682680103     1166    44971 SH      SHARED      04         44971
D ONEOK INC NEW                  COM              682680103       18      700 SH      SHARED      05           700
D ONHEALTH NETWORK CO            COM              68272W107        0       50 SH      SHARED      01            50
D ONHEALTH NETWORK CO            COM              68272W107        9     4100 SH      SHARED      02                            4100
D ONHEALTH NETWORK CO            COM              68272W107       83    36280 SH      SHARED      04         36280
D ONI SYSTEMS CORP               COM              68273F103      234     2000 SH      SHARED      02                            2000
D ONI SYSTEMS CORP               COM              68273F103      386     3300 SH      SHARED      04          3300
D ONI SYSTEMS CORP               COM              68273F103      586     5000 SH      SHARED      05          5000
D ON2 COM INC                    COM              68338A107       12     2400 SH      SHARED      01          2400
D ONVIA COM INC                  COM              68338T106       46     5400 SH      SHARED      01          5400
D ONVIA COM INC                  COM              68338T106       38     4500 SH      SHARED      04                            4500
D ONYX SOFTWARE CORP             COM              683402101      895    30149 SH      SHARED      01         30149
D OPEN MKT INC                   COM              68370M100      923    66873 SH      SHARED      01         66873
D OPEN MKT INC                   COM              68370M100     3943   285500 SH      SHARED      02        285500
D OPEN MKT INC                   COM              68370M100        0        1 SH      SHARED      04             1
D OPEN JT STK CO-VIMPEL COMMUNIC SPONSORED ADR    68370R109     4588   207400 SH      SHARED      04        207400
D OPTELECOM INC                  COM PAR $0.03    683818207       26     5500 SH      SHARED      01          5500
D OPTELECOM INC                  COM PAR $0.03    683818207        2      499 SH      SHR/OTHR    01                             499
D OPTICAL CABLE CORP             COM              683827109      178     5902 SH      SHARED      01          5902
D OPTICAL CABLE CORP             COM              683827109        0        4 SH      SHARED      04             4
D OPTICARE HEALTH SYS INC        COM              68386P105        0        3 SH      SHARED      02             3
D OPTIMAL ROBOTICS CORP          CL A NEW         68388R208        3      100 SH      SHARED      04           100
D OPTIO SOFTWARE INC             COM              68389J106       28     4700 SH      SHARED      01          4700
D OPTIO SOFTWARE INC             COM              68389J106        1      200 SH      SHARED      02           200
D ORACLE CORP                    COM              68389X105  2010830 23920797 SH      SHARED      01      23835525             85272
D ORACLE CORP                    COM              68389X105    11785   140200 SH      SHR/OTHR    01                  84200    56000
D ORACLE CORP                    COM              68389X105   668142  7948213 SH      SHARED      02       7665328            282885
D ORACLE CORP                    COM              68389X105   135939  1617138 SH      SHARED      04       1616478               660
D ORACLE CORP                    COM              68389X105    75294   895700 SH      SHARED      06        895700
D OPPENHEIMER MULTI-SECTOR INCOM SH BEN INT       683933105      190    23500 SH      SHARED      01         23500
D OPPENHEIMER MULTI-SECTOR INCOM SH BEN INT       683933105      190    23500 SH      SHR/OTHR    01                           23500
D OPPENHEIMER MULTI-SECTOR INCOM SH BEN INT       683933105        8     1000 SH      SHARED      04          1000
D OPTIKA INC                     COM              683973101       25     4200 SH      SHARED      01          4200
D OPUS360 CORP                   COM              68400F109        1      290 SH      SHARED      01           290
D OPUS360 CORP                   COM              68400F109        0       33 SH      SHARED      02                              33
D OPUS360 CORP                   COM              68400F109        2      701 SH      SHARED      04           701
D ORATEC INTERVENTIONS INC       COM              68554M108       20      600 SH      SHARED      01           600
D ORBITAL SCIENCES CORP          COM              685564106      868    71305 SH      SHARED      01         71305
D ORBITAL SCIENCES CORP          COM              685564106        8      662 SH      SHARED      04           662
D ORCHID BIOSCIENCES INC         COM              68571P100      577    15200 SH      SHARED      01         15200
D ORGANOGENESIS INC              COM              685906109      872    76288 SH      SHARED      01         76288
D ORGANOGENESIS INC              COM              685906109      329    28800 SH      SHARED      04         28800
D OREGON STL MLS INC             COM              686079104       15     7988 SH      SHARED      01          7988
D OREGON STL MLS INC             COM              686079104       99    51371 SH      SHARED      04         51371
D O REILLY AUTOMOTIVE INC        COM              686091109     1129    81408 SH      SHARED      01         81408
D O REILLY AUTOMOTIVE INC        COM              686091109        0        8 SH      SHARED      04             8
D ORGANIC INC                    COM              68617E101       86     8860 SH      SHARED      01          8860
D ORGANIC INC                    COM              68617E101       30     3100 SH      SHARED      02          3000               100
D ORIENTAL FINL GROUP INC        COM              68618W100      352    24387 SH      SHARED      01         24387
D ORIENTAL FINL GROUP INC        COM              68618W100        0       18 SH      SHARED      04            18
D OROAMERICA INC                 COM              687027102       60     8700 SH      SHARED      01          8700
D ORPHAN MED INC                 COM              687303107        0       30 SH      SHARED      01            30
D ORTEC INTL INC                 COM              68749B108       49     5100 SH      SHARED      01          5100
D ORTHOLOGIC CORP                COM              68750J107      107    21700 SH      SHARED      01         21700
D ORTHODONTIC CTRS AMER INC      COM              68750P103     2080    91966 SH      SHARED      01         91966
D ORTHODONTIC CTRS AMER INC      COM              68750P103       54     2400 SH      SHARED      02           400              2000
D ORTHODONTIC CTRS AMER INC      COM              68750P103      276    12209 SH      SHARED      04         12209
D ORYX TECHNOLOGY CORP           COM              68763X101       11     6500 SH      SHARED      02          6500
D OSAGE SYSTEMS GROUP INC        COM              687735100       29    11700 SH      SHARED      01         11700
D OSHKOSH B GOSH INC             CL A             688222207      440    26912 SH      SHARED      01         26342               570
D OSHKOSH B GOSH INC             CL A             688222207       40     2448 SH      SHARED      04          2448
D OSHKOSH TRUCK CORP             COM              688239201     4389   122783 SH      SHARED      01        122783
D OSHKOSH TRUCK CORP             COM              688239201        0       22 SH      SHARED      04            22
D OSICOM TECHNOLOGIES INC        COM PAR $0.30    688271501      899    10633 SH      SHARED      01         10633
D OSICOM TECHNOLOGIES INC        COM PAR $0.30    688271501      110     1300 SH      SHARED      02          1300
D OSICOM TECHNOLOGIES INC        COM PAR $0.30    688271501      582     6889 SH      SHARED      04          6889
D OSMONICS INC                   COM              688350107        0       12 SH      SHARED      01            12
D OSTEOTECH INC                  COM              688582105       55     5300 SH      SHARED      01          5300
D OSTEOTECH INC                  COM              688582105      325    30987 SH      SHARED      04         30987
D OTTER TAIL PWR CO              COM              689648103      768    36606 SH      SHARED      01         36606
D OTTER TAIL PWR CO              COM              689648103       42     2000 SH      SHR/OTHR    01                            2000
D OTTER TAIL PWR CO              COM              689648103       58     2800 SH      SHARED      02                            2800
D OTTER TAIL PWR CO              COM              689648103        0       39 SH      SHARED      04            39
D OUTBACK STEAKHOUSE INC         COM              689899102     2955   101058 SH      SHARED      01        101058
D OUTBACK STEAKHOUSE INC         COM              689899102       29     1000 SH      SHARED      02                            1000
D OUTBACK STEAKHOUSE INC         COM              689899102     1151    39366 SH      SHARED      04         39366
D OUTBACK STEAKHOUSE INC         COM              689899102      353    12100 SH      SHARED      05         12100
D OVERSEAS SHIPHOLDING GROUP INC COM              690368105     1913    77723 SH      SHARED      01         77723
D OVERSEAS SHIPHOLDING GROUP INC COM              690368105      202     8238 SH      SHARED      04          8238
D OVERSEAS SHIPHOLDING GROUP INC COM              690368105      110     4500 SH      SHARED      05          4500
D OWENS CORNING                  COM              69073F103     4232   457577 SH      SHARED      01        457577
D OWENS CORNING                  COM              69073F103      589    63752 SH      SHARED      04         63752
D OWENS CORNING                  COM              69073F103      159    17200 SH      SHARED      05         17200
D OWENS & MINOR INC NEW          COM              690732102     1156    67271 SH      SHARED      01         67271
D OWENS & MINOR INC NEW          COM              690732102      367    21400 SH      SHARED      04         21400
D OWENS ILL INC                  COM NEW          690768403    13534  1158040 SH      SHARED      01       1158040
D OWENS ILL INC                  COM NEW          690768403       71     6100 SH      SHARED      02          2000              4100
D OWENS ILL INC                  COM NEW          690768403      965    82572 SH      SHARED      04         82572
D OWENS ILL INC                  COM NEW          690768403       40     3500 SH      SHARED      05          3500
D OWENS ILL INC                  PFD CONV $.01    690768502      436    19600 SH      SHARED      01         19600
D OWENS ILL INC                  PFD CONV $.01    690768502       15      700 SH      SHARED      02                             700
D OWENS ILL INC                  PFD CONV $.01    690768502     3379   151900 SH      SHARED      04        151900
D OXFORD HEALTH PLANS INC        COM              691471106     2896   121645 SH      SHARED      01        121645
D OXFORD HEALTH PLANS INC        COM              691471106       42     1800 SH      SHR/OTHR    01                   1800
D OXFORD HEALTH PLANS INC        COM              691471106      333    14000 SH      SHARED      02         10500              3500
D OXFORD HEALTH PLANS INC        COM              691471106     1126    47298 SH      SHARED      04         47298
D OXFORD HEALTH PLANS INC        COM              691471106      295    12400 SH      SHARED      05         12400
D OXFORD INDS INC                COM              691497309        5      300 SH      SHARED      01           300
D OXFORD INDS INC                COM              691497309      359    19961 SH      SHARED      04         19961
D OXFORD TAX EXEMPT FD L P       UNIT L P INT     69181P100      777    31900 SH      SHARED      04         31900
D PBOC HLDGS INC                 COM              69316G108        0      100 SH      SHARED      01           100
D PBOC HLDGS INC                 COM              69316G108       85    10000 SH      SHARED      04         10000
D P C CONNECTION                 COM              69318J100      966    16954 SH      SHARED      01         16954
D P C CONNECTION                 COM              69318J100       18      331 SH      SHARED      04           331
D PCC GROUP INC                  COM              693183105        0       13 SH      SHARED      02            13
D PC-TEL INC                     COM              69325Q105     4529   119200 SH      SHARED      01        119200
D PC-TEL INC                     COM              69325Q105       38     1000 SH      SHARED      02          1000
D PC SERVICE SOURCE INC          COM              693258105       12    16600 SH      SHARED      01         16600
D P-COM INC                      COM              693262107      902   158653 SH      SHARED      01        158653
D P-COM INC                      COM              693262107        5     1000 SH      SHARED      02                            1000
D P-COM INC                      COM              693262107      689   121271 SH      SHARED      04        121271
D PECO ENERGY CO                 COM              693304107    60595  1503158 SH      SHARED      01       1501158              2000
D PECO ENERGY CO                 COM              693304107       52     1300 SH      SHR/OTHR    01                   1300
D PECO ENERGY CO                 COM              693304107       85     2120 SH      SHARED      02                            2120
D PECO ENERGY CO                 COM              693304107    41089  1019289 SH      SHARED      04       1019289
D PECO ENERGY CO                 COM              693304107      411    10200 SH      SHARED      05         10200
D PECO ENERGY CO                 COM              693304107    25017   620600 SH      SHARED      06        620600
D PG&E CORP                      COM              69331C108    76261  3096930 SH      SHARED      01       3096930
D PG&E CORP                      COM              69331C108      130     5300 SH      SHR/OTHR    01                            5300
D PG&E CORP                      COM              69331C108       56     2302 SH      SHARED      02           692              1610
D PG&E CORP                      COM              69331C108    10497   426288 SH      SHARED      04        426288
D PG&E CORP                      COM              69331C108      169     6900 SH      SHARED      05          6900
D PFF BANCORP INC                COM              69331W104      335    18410 SH      SHARED      01         18410
D PFF BANCORP INC                COM              69331W104        0       22 SH      SHARED      04            22
D PE CORP                        COM PE BIO GRP   69332S102   109660  1664681 SH      SHARED      01       1655301              9380
D PE CORP                        COM PE BIO GRP   69332S102     2065    31361 SH      SHARED      02         18875             12486
D PE CORP                        COM PE BIO GRP   69332S102     4999    75894 SH      SHARED      04         75894
D PE CORP                        COM PE BIO GRP   69332S102      507     7700 SH      SHARED      05          7700
D PE CORP                        WT G EX 091103   69332S110        2       75 SH      SHARED      01            75
D PE CORP                        CELERA GEN GRP   69332S201    10038   109119 SH      SHARED      01         80599             28520
D PE CORP                        CELERA GEN GRP   69332S201       18      200 SH      SHR/OTHR    01                             200
D PE CORP                        CELERA GEN GRP   69332S201      355     3866 SH      SHARED      02          1500              2366
D PE CORP                        CELERA GEN GRP   69332S201     6915    75164 SH      SHARED      04         75164
D PE CORP                        CELERA GEN GRP   69332S201      101     1100 SH      SHARED      05          1100
D P F CHANGS CHINA BISTRO INC    COM              69333Y108      269     8441 SH      SHARED      01          8441
D P F CHANGS CHINA BISTRO INC    COM              69333Y108        9      303 SH      SHARED      04           303
D PICO HLDGS INC                 COM NEW          693366205      311    22141 SH      SHARED      01         22141
D PICO HLDGS INC                 COM NEW          693366205       35     2551 SH      SHARED      02           900              1651
D PLX TECHNOLOGY INC             COM              693417107     1395    33629 SH      SHARED      01         33629
D PLX TECHNOLOGY INC             COM              693417107       24      600 SH      SHARED      05           600
D PMA CAP CORP                   CL A             693419202      461    24304 SH      SHARED      01         24304
D PMA CAP CORP                   CL A             693419202        0       44 SH      SHARED      04            44
D PMC-SIERRA INC                 COM              69344F106    25897   145750 SH      SHARED      01        145750
D PMC-SIERRA INC                 COM              69344F106      664     3738 SH      SHARED      02          2808               930
D PMC-SIERRA INC                 COM              69344F106    10176    57272 SH      SHARED      04         57272
D PMC-SIERRA INC                 COM              69344F106      479     2700 SH      SHARED      05          2700
D PMI GROUP INC                  COM              69344M101     1781    37502 SH      SHARED      01         37502
D PMI GROUP INC                  COM              69344M101     2261    47603 SH      SHARED      04         47603
D PMI GROUP INC                  COM              69344M101      194     4100 SH      SHARED      05          4100
D PNC FINL SVCS GROUP INC        COM              693475105   108845  2322031 SH      SHARED      01       2321231               800
D PNC FINL SVCS GROUP INC        COM              693475105       14      300 SH      SHR/OTHR    01                    300
D PNC FINL SVCS GROUP INC        COM              693475105      323     6900 SH      SHARED      02           800              6100
D PNC FINL SVCS GROUP INC        COM              693475105     7543   160920 SH      SHARED      04        160920
D PNV INC                        COM              69348A103        0      338 SH      SHARED      02           338
D PPG INDS INC                   COM              693506107    62821  1417717 SH      SHARED      01       1417717
D PPG INDS INC                   COM              693506107      828    18700 SH      SHR/OTHR    01                   5700    13000
D PPG INDS INC                   COM              693506107      669    15100 SH      SHARED      02          3600             11500
D PPG INDS INC                   COM              693506107     5046   113877 SH      SHARED      04        113877
D PPG INDS INC                   COM              693506107      128     2900 SH      SHARED      05          2900
D PPL CORP                       COM              69351T106    24025  1095227 SH      SHARED      01       1095227
D PPL CORP                       COM              69351T106       21     1000 SH      SHARED      02                            1000
D PPL CORP                       COM              69351T106    13529   616745 SH      SHARED      04        616745
D PPL CORP                       COM              69351T106       41     1900 SH      SHARED      05          1900
D PRI AUTOMATION INC             COM              69357H106     2949    45108 SH      SHARED      01         45108
D PRI AUTOMATION INC             COM              69357H106       52      800 SH      SHR/OTHR    01                    800
D PRI AUTOMATION INC             COM              69357H106      826    12640 SH      SHARED      04         12640
D PRI AUTOMATION INC             COM              69357H106       65     1000 SH      SHARED      05          1000
D PS BUSINESS PKS INC CALIF      COM              69360J107      859    35805 SH      SHARED      01         35805
D PS BUSINESS PKS INC CALIF      COM              69360J107      101     4245 SH      SHARED      04          4245
D PSB BANCORP INC                COM              693604100       43    10000 SH      SHARED      04         10000
D PTI HLDG INC                   COM              69364P109        5     8500 SH      SHARED      01          8500
D P T PASIFIK SATELIT NUSANTARA  SPONSORED ADR    69365Q106        4      500 SH      SHARED      01           500
D PSS WORLD MED INC              COM              69366A100     1246   185474 SH      SHARED      01        185474
D PSS WORLD MED INC              COM              69366A100      234    34900 SH      SHARED      02         17050             17850
D PSS WORLD MED INC              COM              69366A100     2472   367950 SH      SHARED      03        367950
D PSS WORLD MED INC              COM              69366A100      117    17517 SH      SHARED      04         17517
D PSS WORLD MED INC              COM              69366A100       63     9400 SH      SHARED      05          9400
D PTEK HLDGS INC                 COM              69366M104       68    21062 SH      SHARED      01         21062
D PTEK HLDGS INC                 COM              69366M104       21     6700 SH      SHARED      02          3000              3700
D PTEK HLDGS INC                 COM              69366M104      304    93753 SH      SHARED      04         93753
D PAC-WEST TELECOM INC           COM              69371Y101    11607   580351 SH      SHARED      01        580351
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    23945   603358 SH      SHARED      01        603258               100
D PACCAR INC                     COM              693718108       79     2000 SH      SHR/OTHR    01                   2000
D PACCAR INC                     COM              693718108     1866    47034 SH      SHARED      04         47034
D PACHOLDER HIGH YIELD FD INC    COM              693742108        2      180 SH      SHARED      04           180
D PACIFIC CAP BANCORP NEW        COM              69404P101      874    34906 SH      SHARED      01         34906
D PACIFIC CAP BANCORP NEW        COM              69404P101        1       40 SH      SHARED      04            40
D PACIFIC CENTY FINL CORP        COM              694058108     1846   126232 SH      SHARED      01        126232
D PACIFIC CENTY FINL CORP        COM              694058108       21     1500 SH      SHR/OTHR    01                   1500
D PACIFIC CENTY FINL CORP        COM              694058108     1777   121558 SH      SHARED      04        121558
D PACIFIC CENTY FINL CORP        COM              694058108      153    10500 SH      SHARED      05         10500
D PACIFIC CREST CAP INC          COM              694166109      128     9820 SH      SHARED      01          9820
D PACIFIC GATEWAY EXCHANGE INC   COM              694327107        8     2500 SH      SHARED      01          2500
D PACIFIC GATEWAY EXCHANGE INC   COM              694327107        3     1050 SH      SHARED      02           350               700
D PACIFIC GATEWAY EXCHANGE INC   COM              694327107      465   136750 SH      SHARED      03        136750
D PACIFIC GATEWAY EXCHANGE INC   COM              694327107      852   250410 SH      SHARED      04        250410
D PACIFIC GATEWAY PPTYS INC MD   COM              694330101       27     2300 SH      SHARED      01          2300
D PACIFIC GULF PPTYS INC         COM              694396102     1037    41403 SH      SHARED      01         41403
D PACIFIC GULF PPTYS INC         COM              694396102      250    10000 SH      SHR/OTHR    01                  10000
D PACIFIC GULF PPTYS INC         COM              694396102      259    10350 SH      SHARED      02          6850              3500
D PACIFIC GULF PPTYS INC         COM              694396102        0       16 SH      SHARED      04            16
D PACIFIC SUNWEAR CALIF INC      COM              694873100     1137    60657 SH      SHARED      01         60657
D PACIFIC SUNWEAR CALIF INC      COM              694873100       10      562 SH      SHR/OTHR    01                             562
D PACIFIC SUNWEAR CALIF INC      COM              694873100      103     5500 SH      SHARED      02          5500
D PACIFIC SUNWEAR CALIF INC      COM              694873100       25     1364 SH      SHARED      04          1364
D PACIFICARE HEALTH SYS DEL      COM              695112102     3200    53174 SH      SHARED      01         53174
D PACIFICARE HEALTH SYS DEL      COM              695112102       15      250 SH      SHARED      02                             250
D PACIFICARE HEALTH SYS DEL      COM              695112102     1228    20418 SH      SHARED      04         20418
D PACIFICARE HEALTH SYS DEL      COM              695112102      650    10800 SH      SHARED      05         10800
D PACKAGING CORP AMER            COM              695156109      449    44367 SH      SHARED      01         44367
D PACKAGING CORP AMER            COM              695156109      591    58400 SH      SHARED      02         58400
D PACKARD BIOSCIENCE INC         COM              695172205       23     1400 SH      SHARED      01          1400
D PACKARD BIOSCIENCE INC         COM              695172205       13      800 SH      SHARED      04           800
D PACKETEER INC                  COM              695210104      221     7600 SH      SHARED      01          7600
D PACTIV CORP                    COM              695257105    11167  1418053 SH      SHARED      01       1417553               500
D PACTIV CORP                    COM              695257105       20     2547 SH      SHARED      02           500              2047
D PACTIV CORP                    COM              695257105     1417   179985 SH      SHARED      04        179985
D PACTIV CORP                    COM              695257105       29     3800 SH      SHARED      05          3800
D PAGING NETWORK INC             COM              695542100       28    40150 SH      SHARED      01         40150
D PAGING NETWORK INC             COM              695542100      120   167460 SH      SHARED      04        167460
D PAINE WEBBER GROUP INC         COM              695629105    50529  1110530 SH      SHARED      01       1110530
D PAINE WEBBER GROUP INC         COM              695629105      234     5150 SH      SHARED      02          1550              3600
D PAINE WEBBER GROUP INC         COM              695629105     9587   210717 SH      SHARED      04        210717
D PAINE WEBBER GROUP INC         COM              695629105      650    14300 SH      SHARED      05         14300
D PAKISTAN INVT FD INC           COM              695844100     1386   554600 SH      SHARED      04        554600
D PAIRGAIN TECHNOLOGIES INC      COM              695934109        0   164600 SH      SHARED      01        164600
D PAIRGAIN TECHNOLOGIES INC      COM              695934109        0   218600 SH      SHARED      04        218600
D PALATIN TECHNOLOGIES INC       COM NEW          696077304       14     2000 SH      SHARED      02          2000
D PALL CORP                      COM              696429307    18313   989914 SH      SHARED      01        988458              1456
D PALL CORP                      COM              696429307      604    32698 SH      SHR/OTHR    01                  19049    13649
D PALL CORP                      COM              696429307       14      800 SH      SHARED      02                             800
D PALL CORP                      COM              696429307     1744    94281 SH      SHARED      04         94281
D PALL CORP                      COM              696429307      123     6700 SH      SHARED      05          6700
D PALM HARBOR HOMES              COM              696639103      332    22910 SH      SHARED      01         22910
D PALM HARBOR HOMES              COM              696639103        0       30 SH      SHARED      04            30
D PALM INC                       COM              696642107      724    21700 SH      SHARED      01         16600              5100
D PALM INC                       COM              696642107       16      500 SH      SHR/OTHR    01                    100      400
D PALM INC                       COM              696642107      116     3500 SH      SHARED      02          1500              2000
D PALM INC                       COM              696642107       15      450 SH      SHARED      04           450
D PALM INC                       COM              696642107      707    21200 SH      SHARED      05         21200
D PAMRAPO BANCORP INC            COM              697738102        3      200 SH      SHARED      01           200
D PANAMSAT CORP NEW              COM              697933109     1769    40499 SH      SHARED      01         40299               200
D PANAMSAT CORP NEW              COM              697933109      603    13817 SH      SHARED      04         13817
D PAN PACIFIC RETAIL PPTYS INC   COM              69806L104      325    16185 SH      SHARED      01         16185
D PAN PACIFIC RETAIL PPTYS INC   COM              69806L104       44     2215 SH      SHARED      04          2215
D PANJA INC                      COM              698493103       89     7300 SH      SHARED      01          7300
D PANTRY INC                     COM              698657103       46     5000 SH      SHARED      02          5000
D PAPA JOHNS INTL INC            COM              698813102     1724    70390 SH      SHARED      01         70390
D PAPA JOHNS INTL INC            COM              698813102       63     2600 SH      SHARED      02          1000              1600
D PAPA JOHNS INTL INC            COM              698813102     2242    91525 SH      SHARED      03         91525
D PAPA JOHNS INTL INC            COM              698813102      163     6671 SH      SHARED      04          6671
D PAPA JOHNS INTL INC            COM              698813102       75     3100 SH      SHARED      05          3100
D PARADIGM GENETICS INC          COM              69900R106       48     4000 SH      SHARED      01          4000
D PARADIGM GENETICS INC          COM              69900R106       60     5000 SH      SHARED      02          5000
D PARADYNE NETWORKS INC          COM              69911G107      126     3900 SH      SHARED      01          3900
D PARADYNE NETWORKS INC          COM              69911G107        3      100 SH      SHARED      04           100
D PARAGON TECHNOLOGIES INC       COM              69912T108        3      525 SH      SHARED      01           525
D PARAMETRIC TECHNOLOGY CORP     COM              699173100    23871  2170139 SH      SHARED      01       2170139
D PARAMETRIC TECHNOLOGY CORP     COM              699173100      883    80309 SH      SHARED      02         10813             69496
D PARAMETRIC TECHNOLOGY CORP     COM              699173100     5482   498415 SH      SHARED      04        498415
D PARAMETRIC TECHNOLOGY CORP     COM              699173100       63     5800 SH      SHARED      05          5800
D PAREXEL INTL CORP              COM              699462107     1044   109260 SH      SHARED      01        109260
D PAREXEL INTL CORP              COM              699462107      198    20800 SH      SHARED      02           800             20000
D PAREXEL INTL CORP              COM              699462107        0       42 SH      SHARED      04            42
D PARK ELECTROCHEMICAL CORP      COM              700416209      686    19028 SH      SHARED      01         19028
D PARK ELECTROCHEMICAL CORP      COM              700416209      115     3214 SH      SHARED      04          3214
D PARK NATL CORP                 COM              700658107     1228    13538 SH      SHARED      01         13538
D PARK NATL CORP                 COM              700658107        1       15 SH      SHARED      04            15
D PARK OHIO HLDGS CORP           COM              700666100        2      300 SH      SHARED      01           300
D PARK PL ENTMT CORP             COM              700690100     6608   542220 SH      SHARED      01        542220
D PARK PL ENTMT CORP             COM              700690100       72     5925 SH      SHARED      02          2025              3900
D PARK PL ENTMT CORP             COM              700690100     7238   593916 SH      SHARED      04        593916
D PARK PL ENTMT CORP             COM              700690100      636    52200 SH      SHARED      05         52200
D PARKER DRILLING CO             SUB NT CV 5.5%04 701081AD3    21099 25731000 PRN     SHARED      04      25731000
D PARKER DRILLING CO             COM              701081101      849   137253 SH      SHARED      01        137253
D PARKER DRILLING CO             COM              701081101        0      103 SH      SHARED      04           103
D PARKER HANNIFIN CORP           COM              701094104    30984   904663 SH      SHARED      01        904513               150
D PARKER HANNIFIN CORP           COM              701094104        5      150 SH      SHARED      02           150
D PARKER HANNIFIN CORP           COM              701094104     4470   130511 SH      SHARED      04        130511
D PARKER HANNIFIN CORP           COM              701094104       34     1000 SH      SHARED      05          1000
D PARKERVISION INC               COM              701354102      598    11864 SH      SHARED      01         11864
D PARKVALE FINL CORP             COM              701492100        6      378 SH      SHARED      01           378
D PARKWAY PPTYS INC              COM              70159Q104      460    15103 SH      SHARED      01         15103
D PARKWAY PPTYS INC              COM              70159Q104      107     3519 SH      SHARED      04          3519
D PARLEX CORP                    COM              701630105      185     4400 SH      SHARED      01          4400
D PARTNER COMMUNICATIONS CO LTD  ADR              70211M109    13004  1368908 SH      SHARED      01       1368908
D PATHOGENESIS CORP              COM              70321E104      798    30706 SH      SHARED      01         30706
D PATHOGENESIS CORP              COM              70321E104        2      111 SH      SHARED      04           111
D PATINA OIL & GAS CORP          COM              703224105      349    16853 SH      SHARED      01         16853
D PATINA OIL & GAS CORP          COM              703224105      471    22700 SH      SHARED      02         22700
D PATINA OIL & GAS CORP          WT EXP  050201   703224113       32     3600 SH      SHARED      02          3600
D PATINA OIL & GAS CORP          WT EXP  050201   703224113      715    80082 SH      SHARED      04         80082
D PATRICK INDS INC               COM              703343103        5      900 SH      SHARED      01           900
D PATRIOT NATL BANCORP INC       COM              70336F104       63     7000 SH      SHARED      01          7000
D PATRIOT TRANSN HLDG INC        COM              70337B102        1      100 SH      SHARED      01           100
D PATTERSON DENTAL CO            COM              703412106     1404    27531 SH      SHARED      01         27531
D PATTERSON DENTAL CO            COM              703412106     1143    22419 SH      SHARED      04         22419
D PATTERSON ENERGY INC           COM              703414102     2100    73690 SH      SHARED      01         73690
D PATTERSON ENERGY INC           COM              703414102       14      500 SH      SHARED      02           500
D PATTERSON ENERGY INC           COM              703414102      595    20878 SH      SHARED      04         20878
D PAXAR CORP                     COM              704227107      879    73709 SH      SHARED      01         73709
D PAXAR CORP                     COM              704227107      143    12037 SH      SHARED      04         12037
D PAXSON COMMUNICATIONS CORP     COM              704231109      120    15000 SH      SHARED      04                           15000
D PAXSON COMMUNICATIONS CORP     COM              704231109      356    44506 SH      SHARED      01         44506
D PAYCHEX INC                    COM              704326107   125246  2982057 SH      SHARED      01       2972187              9870
D PAYCHEX INC                    COM              704326107      529    12609 SH      SHARED      02          4120              8489
D PAYCHEX INC                    COM              704326107     9192   218868 SH      SHARED      04        218868
D PAYCHEX INC                    COM              704326107      340     8100 SH      SHARED      05          8100
D PAYLESS SHOESOURCE INC         COM              704379106     3365    65672 SH      SHARED      01         65340               332
D PAYLESS SHOESOURCE INC         COM              704379106        0        5 SH      SHR/OTHR    01                      5
D PAYLESS SHOESOURCE INC         COM              704379106     2443    47687 SH      SHARED      04         47687
D PCORDER COM INC                CL A             70453H107       46     6000 SH      SHARED      01          6000
D PCORDER COM INC                CL A             70453H107       48     6246 SH      SHARED      04          6246
D PEAPOD INC                     COM              704718105        3     1200 SH      SHARED      02                            1200
D PECHINEY                       SPONSORED ADR    705151207       97     4700 SH      SHARED      04          4700
D PEDIATRIX MED GROUP            COM              705324101      128    11083 SH      SHARED      01         11083
D PEDIATRIX MED GROUP            COM              705324101      422    36329 SH      SHARED      04         36329
D PEGASYSTEMS INC                COM              705573103       16     3200 SH      SHARED      01          3200
D PEGASYSTEMS INC                COM              705573103      290    58197 SH      SHARED      04         58197
D PEGASUS COMMUNICATIONS CORP    CL A             705904100     1888    38500 SH      SHARED      01         38500
D PEGASUS COMMUNICATIONS CORP    CL A             705904100       19      400 SH      SHARED      02           400
D PEGASUS COMMUNICATIONS CORP    CL A             705904100     1127    22984 SH      SHARED      04         22984
D PEGASUS SOLUTIONS INC          COM              705906105     1074    98810 SH      SHARED      01         98810
D PENN ENGR & MFG CORP           COM NON VTG      707389300      147     4193 SH      SHARED      01          4193
D PENN ENGR & MFG CORP           COM NON VTG      707389300       39     1114 SH      SHARED      04          1114
D PENN NATL GAMING INC           COM              707569109       80     5898 SH      SHARED      01          5898
D PENN NATL GAMING INC           COM              707569109       29     2158 SH      SHARED      04          2158
D PENN TREATY AMERN CORP         COM              707874103        5      300 SH      SHARED      01           300
D PENN TREATY AMERN CORP         COM              707874103      288    16981 SH      SHARED      04         16981
D PENN VA CORP                   COM              707882106       98     4000 SH      SHARED      02          1200              2800
D PENNACO ENERGY INC             COM              708046107      395    24140 SH      SHARED      01         24140
D PENNACO ENERGY INC             COM              708046107       84     5130 SH      SHARED      04          5130
D PENNEY J C INC                 COM              708160106    36780  1994908 SH      SHARED      01       1994408               500
D PENNEY J C INC                 COM              708160106      433    23488 SH      SHR/OTHR    01                   9400    14088
D PENNEY J C INC                 COM              708160106       51     2792 SH      SHARED      02           300              2492
D PENNEY J C INC                 COM              708160106     2869   155626 SH      SHARED      04        155626
D PENNEY J C INC                 COM              708160106      101     5500 SH      SHARED      05          5500
D PENNSYLVANIA RL ESTATE INVT TR SH BEN INT       709102107      325    19003 SH      SHARED      01         19003
D PENNSYLVANIA RL ESTATE INVT TR SH BEN INT       709102107       59     3500 SH      SHR/OTHR    01                            3500
D PENNSYLVANIA RL ESTATE INVT TR SH BEN INT       709102107       25     1500 SH      SHARED      02                            1500
D PENNSYLVANIA RL ESTATE INVT TR SH BEN INT       709102107      166     9706 SH      SHARED      04          9706
D PENNZOIL-QUAKER STATE COMPANY  COM              709323109     2515   208506 SH      SHARED      01        208506
D PENNZOIL-QUAKER STATE COMPANY  COM              709323109      247    20516 SH      SHARED      04         20516
D PENNZOIL-QUAKER STATE COMPANY  COM              709323109      141    11700 SH      SHARED      05         11700
D PENTACON INC                   COM              709620108       21    10000 SH      SHARED      02         10000
D PENTAIR INC                    COM              709631105     2546    71739 SH      SHARED      01         71739
D PENTAIR INC                    COM              709631105     1550    43686 SH      SHARED      04         43686
D PENTAIR INC                    COM              709631105      262     7400 SH      SHARED      05          7400
D PENTON MEDIA INC               COM              709668107     1941    55457 SH      SHARED      01         55457
D PENTON MEDIA INC               COM              709668107      252     7200 SH      SHARED      04          7200
D PEOPLES BK BRIDGEPORT CONN     COM              710198102      784    42695 SH      SHARED      01         42695
D PEOPLES BK BRIDGEPORT CONN     COM              710198102      432    23555 SH      SHARED      04         23555
D PEOPLES BK N C                 COM              710577107        2      227 SH      SHARED      01           227
D PEOPLES ENERGY CORP            COM              711030106    11043   341108 SH      SHARED      01        341108
D PEOPLES ENERGY CORP            COM              711030106      216     6700 SH      SHR/OTHR    01                            6700
D PEOPLES ENERGY CORP            COM              711030106      124     3831 SH      SHARED      02           732              3099
D PEOPLES ENERGY CORP            COM              711030106    14529   448775 SH      SHARED      04        448775
D PEOPLES HLDG CO                COM              711148106        9      468 SH      SHARED      01           468
D PEOPLES HLDG CO                COM              711148106      249    12464 SH      SHARED      04         12464
D PEOPLESOFT INC                 COM              712713106    34978  2088240 SH      SHARED      01       2088240
D PEOPLESOFT INC                 COM              712713106        3      200 SH      SHR/OTHR    01                             200
D PEOPLESOFT INC                 COM              712713106      267    15987 SH      SHARED      02         15987
D PEOPLESOFT INC                 COM              712713106     5454   325662 SH      SHARED      04        325662
D PEOPLESOFT INC                 COM              712713106      100     6000 SH      SHARED      05          6000
D PEP BOYS MANNY MOE & JACK      SUB LYON ZERO 11 713278AJ8    29313 52818000 PRN     SHARED      04      52818000
D PEP BOYS MANNY MOE & JACK      COM              713278109      601   100270 SH      SHARED      01        100270
D PEP BOYS MANNY MOE & JACK      COM              713278109      114    19100 SH      SHARED      02           400             18700
D PEP BOYS MANNY MOE & JACK      COM              713278109        0       60 SH      SHARED      04            60
D PEPSI BOTTLING GROUP INC       COM              713409100     3204   109800 SH      SHARED      01        109800
D PEPSI BOTTLING GROUP INC       COM              713409100      634    21749 SH      SHARED      04         21749
D PEPSIAMERICAS INC              CL B             71343P101       26     8900 SH      SHARED      02           400              8500
D PEPSIAMERICAS INC              CL B             71343P101        2      842 SH      SHARED      04           842
D PEPSICO INC                    COM              713448108   573344 12902423 SH      SHARED      01      12703363            199060
D PEPSICO INC                    COM              713448108    31552   710044 SH      SHR/OTHR    01                 377504   332540
D PEPSICO INC                    COM              713448108     2181    49087 SH      SHARED      02         22167             26920
D PEPSICO INC                    COM              713448108   121755  2739955 SH      SHARED      04       2739955
D PEPSICO INC                    COM              713448108     2577    58000 SH      SHARED      05         58000
D PEPSICO INC                    COM              713448108    32772   737500 SH      SHARED      06        737500
D PER SE TECHNOLOGIES INC        COM NEW          713569309      518    55271 SH      SHARED      01         55271
D PER SE TECHNOLOGIES INC        COM NEW          713569309        1      115 SH      SHARED      02            15               100
D PEREGRINE SYSTEMS INC          COM              71366Q101     5215   150362 SH      SHARED      01        150362
D PEREGRINE SYSTEMS INC          COM              71366Q101        0        4 SH      SHR/OTHR    01                               4
D PEREGRINE SYSTEMS INC          COM              71366Q101    12091   348585 SH      SHARED      02        173403            175182
D PEREGRINE SYSTEMS INC          COM              71366Q101     3573   103010 SH      SHARED      04        103010
D PEREGRINE SYSTEMS INC          COM              71366Q101        3       93 SH      SHARED      05            93
D PERFORMANCE FOOD GROUP CO      COM              713755106     4923   153855 SH      SHARED      01        153855
D PERFORMANCE FOOD GROUP CO      COM              713755106        0       27 SH      SHARED      04            27
D PERFORMANCE TECHNOLOGIES INC   COM              71376K102       39     4650 SH      SHARED      01          4650
D PERICOM SEMICONDUCTOR CORP     COM              713831105      666     9800 SH      SHARED      01          9800
D PERICOM SEMICONDUCTOR CORP     COM              713831105      243     3583 SH      SHARED      04          3583
D PERKINELMER INC                COM              714046109    26484   400523 SH      SHARED      01        399123              1400
D PERKINELMER INC                COM              714046109      105     1600 SH      SHARED      02                            1600
D PERKINELMER INC                COM              714046109     4925    74481 SH      SHARED      04         74481
D PERKINELMER INC                COM              714046109       66     1000 SH      SHARED      05          1000
D PERLE SYS LTD                  COM              714152105        1      500 SH      SHARED      02                             500
D PERMANENT BANCORP INC          COM              714197100     1326    66300 SH      SHARED      04         66300
D PERMIAN BASIN RTY TR           UNIT BEN INT     714236106       19     4000 SH      SHARED      02          4000
D PEROT SYS CORP                 CL A             714265105      779    70894 SH      SHARED      01         70894
D PEROT SYS CORP                 CL A             714265105      193    17562 SH      SHARED      04         17562
D PERRIGO CO                     COM              714290103      953   151031 SH      SHARED      01        151031
D PERRIGO CO                     COM              714290103       25     4000 SH      SHARED      02          4000
D PERRIGO CO                     COM              714290103      113    18001 SH      SHARED      04         18001
D PERRIGO CO                     COM              714290103       61     9700 SH      SHARED      05          9700
D PERSISTENCE SOFTWARE INC       COM              715329108        5      300 SH      SHARED      02                             300
D PERSONNEL GROUP AMER INC       SB NT CV 5.75%04 715338AE9     2433  5850000 PRN     SHARED      04       5850000
D PERSONNEL GROUP AMER INC       COM              715338109       89    30600 SH      SHARED      01         30600
D PERSONNEL GROUP AMER INC       COM              715338109      193    65850 SH      SHARED      04         65850
D PERVASIVE SOFTWARE INC         COM              715710109       58    10450 SH      SHARED      01         10450
D PERVASIVE SOFTWARE INC         COM              715710109      204    36385 SH      SHARED      04         36385
D PETCO ANIMAL SUPPLIES          COM              716016100     1095    55838 SH      SHARED      01         55838
D PETCO ANIMAL SUPPLIES          COM              716016100     1547    78841 SH      SHARED      04         78841
D PETRO-CDA                      COM/VARIBL VTG   71644E102        7      400 SH      SHARED      04           400
D PETROLEUM & RES CORP           COM              716549100       11      300 SH      SHARED      02           300
D PETROLEUM & RES CORP           COM              716549100       58     1600 SH      SHARED      04          1600
D PETROLEUM GEO-SVCS A/S         SPONSORED ADR    716597109       34     2000 SH      SHARED      01          2000
D PETROLEUM GEO-SVCS A/S         SPONSORED ADR    716597109       51     3000 SH      SHARED      02          3000
D PETROLEUM GEO-SVCS A/S         SPONSORED ADR    716597109     1392    81620 SH      SHARED      04         81620
D PETROLEUM GEO-SVCS A/S         SPONSORED ADR    716597109      278    16300 SH      SHARED      05         16300
D PETS COM INC                   COM              71676K109        6     2960 SH      SHARED      01          2960
D PETSMART INC                   COM              716768106      842   249577 SH      SHARED      01        249577
D PETSMART INC                   COM              716768106        3     1000 SH      SHARED      02                            1000
D PETSMART INC                   COM              716768106       84    25175 SH      SHARED      04         25175
D PHARMACYCLICS INC              COM              716933106     1687    27656 SH      SHARED      01         27656
D PHARMACYCLICS INC              COM              716933106        7      124 SH      SHARED      04           124
D PFIZER INC                     COM              717081103       26      550 SH      SHR/OTHR    04                    550
D PFIZER INC                     COM              717081103  2784890 58018560 SH      SHARED      01      54043916           3974644
D PFIZER INC                     COM              717081103    89388  1862262 SH      SHR/OTHR    01                1171935   690327
D PFIZER INC                     COM              717081103    41680   868345 SH      SHARED      02         96430            771915
D PFIZER INC                     COM              717081103   263043  5480083 SH      SHARED      04       5479174               909
D PFIZER INC                     COM              717081103     7953   165700 SH      SHARED      05        165700
D PFIZER INC                     COM              717081103    78671  1638980 SH      SHARED      06       1638980
D PFSWEB INC                     COM              717098107       21     4600 SH      SHARED      01          4600
D PHARMACEUTICAL PROD DEV INC    COM              717124101      854    40700 SH      SHARED      01         40700
D PHARMACEUTICAL PROD DEV INC    COM              717124101        0       27 SH      SHARED      04            27
D PHARMACEUTICAL RES INC         COM              717125108       56    10821 SH      SHARED      01         10821
D PHARMACEUTICAL RES INC         COM              717125108      180    34349 SH      SHARED      04         34349
D PHARMACOPEIA INC               COM              71713B104      588    12700 SH      SHARED      01         12700
D PHARMACOPEIA INC               COM              71713B104      340     7346 SH      SHARED      04          7346
D PHARMACIA CORP                 COM              71713U102   537665 10402330 SH      SHARED      01      10346397             55933
D PHARMACIA CORP                 COM              71713U102     8204   158735 SH      SHR/OTHR    01                 115689    43046
D PHARMACIA CORP                 COM              71713U102      619    11989 SH      SHARED      02          3931              8058
D PHARMACIA CORP                 COM              71713U102   120224  2326002 SH      SHARED      04       2326002
D PHARMACIA CORP                 COM              71713U102     2082    40300 SH      SHARED      05         40300
D PHARMACIA CORP                 COM              71713U102      848    16409 SH      SHARED      06         16409
D PHARMOS CORP                   COM NEW          717139208       79    21100 SH      SHARED      01         21100
D PHELPS DODGE CORP              COM              717265102    22901   615859 SH      SHARED      01        615859
D PHELPS DODGE CORP              COM              717265102      141     3793 SH      SHARED      02          2215              1578
D PHELPS DODGE CORP              COM              717265102     4407   118520 SH      SHARED      04        118520
D PHELPS DODGE CORP              COM              717265102      457    12300 SH      SHARED      05         12300
D PHILADELPHIA CONS HLDG CORP    COM              717528103      356    21203 SH      SHARED      01         21203
D PHILADELPHIA SUBN CORP         COM PAR $0.50    718009608    10232   499162 SH      SHARED      01        499162
D PHILADELPHIA SUBN CORP         COM PAR $0.50    718009608      459    22396 SH      SHARED      04         22396
D PHILIP MORRIS COS INC          COM              718154107   564249 21242737 SH      SHARED      01      21090504            152233
D PHILIP MORRIS COS INC          COM              718154107    66288  2495629 SH      SHR/OTHR    01                  79715  2415914
D PHILIP MORRIS COS INC          COM              718154107      367    13853 SH      SHARED      02           812             13041
D PHILIP MORRIS COS INC          COM              718154107   134582  5066714 SH      SHARED      04       5066714
D PHILIP MORRIS COS INC          COM              718154107     1301    49000 SH      SHARED      05         49000
D PHILIP MORRIS COS INC          COM              718154107    17069   642610 SH      SHARED      06        642610
D PHILIP SVCS CORP DEL           COM              718193105        0        2 SH      SHARED      02             2
D PHILIPPINE LONG DISTANCE TEL   SPONSORED ADR    718252604       49     2800 SH      SHARED      04          2800
D PHILIPPINE LONG DISTANCE TEL   SPONSORED GDR    718252703    18992   529400 SH      SHARED      04        529400
D PHILIPS INTL RLTY CORP         COM              718333107       17     1000 SH      SHARED      01          1000
D PHILLIPS PETE CO               COM              718507106    97857  1930622 SH      SHARED      01       1930471               151
D PHILLIPS PETE CO               COM              718507106     1257    24809 SH      SHR/OTHR    01                           24809
D PHILLIPS PETE CO               COM              718507106      420     8300 SH      SHARED      02          3000              5300
D PHILLIPS PETE CO               COM              718507106    32914   649358 SH      SHARED      04        649358
D PHILLIPS PETE CO               COM              718507106     1165    23000 SH      SHARED      05         23000
D PHILLIPS VAN HEUSEN CORP       COM              718592108      402    42410 SH      SHARED      01         42410
D PHILLIPS VAN HEUSEN CORP       COM              718592108       57     6000 SH      SHARED      02          2000              4000
D PHOENIX INVT PARTNERS LTD      COM              719085102      722    68831 SH      SHARED      01         68831
D PHOENIX TECHNOLOGY LTD         COM              719153108      885    54279 SH      SHARED      01         54279
D PHOENIX TECHNOLOGY LTD         COM              719153108      368    22562 SH      SHARED      04         22562
D PHONE COM INC                  COM              71920Q100     2305    35405 SH      SHARED      01         35405
D PHONE COM INC                  COM              71920Q100     1009    15500 SH      SHARED      02         14700               800
D PHONE COM INC                  COM              71920Q100      240     3700 SH      SHARED      04          3700
D PHONE COM INC                  COM              71920Q100      182     2800 SH      SHARED      05          2800
D PHOSPHATE RESOURCE PARTNERS    DEPOSITARY UNT   719217101        0      112 SH      SHARED      02           112
D PHOTOGEN TECHNOLOGIES INC      COM              71932A101       53     6474 SH      SHARED      01          6474
D PHOTON DYNAMICS INC            COM              719364101     8258   110571 SH      SHARED      01        110571
D PHOTON DYNAMICS INC            COM              719364101      354     4749 SH      SHARED      04          4749
D PHOTOWORKS INC                 COM              71940B109        3     1012 SH      SHARED      01          1012
D PHYCOR INC                     SUB DB CV 4.5%03 71940FAB6       97   465000 PRN     SHARED      04        465000
D PHYCOR INC                     COM              71940F100        3     5611 SH      SHARED      01          5611
D PHYCOR INC                     COM              71940F100       37    60250 SH      SHARED      02         40000             20250
D PHYCOR INC                     COM              71940F100      128   205458 SH      SHARED      04        205458
D PHOTRONICS INC                 COM              719405102     1270    44776 SH      SHARED      01         44776
D PHOTRONICS INC                 COM              719405102        7      277 SH      SHARED      04           277
D PHOTRONICS INC                 COM              719405102      150     5300 SH      SHARED      05          5300
D PICTURETEL CORP                COM NEW          720035302        6     2350 SH      SHARED      01          2350
D PICTURETEL CORP                COM NEW          720035302      298   113622 SH      SHARED      04        113622
D PIEDMONT NAT GAS INC           COM              720186105     1531    57660 SH      SHARED      01         57660
D PIEDMONT NAT GAS INC           COM              720186105       47     1800 SH      SHR/OTHR    01                   1800
D PIEDMONT NAT GAS INC           COM              720186105       30     1151 SH      SHARED      04          1151
D PIER 1 IMPORTS INC             COM              720279108     1964   201493 SH      SHARED      01        201493
D PIER 1 IMPORTS INC             COM              720279108       76     7870 SH      SHARED      04          7870
D PILGRIM PRIME RATE TR NEW      SH BEN INT       72146W103       22     2500 SH      SHARED      02          2500
D PILGRIMS PRIDE CORP            CL B             721467108      123    17315 SH      SHARED      01         17315
D PILGRIMS PRIDE CORP            CL B             721467108        0       27 SH      SHARED      04            27
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    17637 SH      SHARED      04         17637
D PILOT NETWORK SVCS INC         COM              721596104      111     7500 SH      SHARED      01          7500
D PILOT NETWORK SVCS INC         COM              721596104       55     3750 SH      SHARED      02           350              3400
D PINNACLE BANCSHARES INC        COM              722903101       20     2300 SH      SHARED      01          2300
D PINNACLE ENTMT INC             COM              723456109      852    43875 SH      SHARED      01         43875
D PINNACLE ENTMT INC             COM              723456109      108     5578 SH      SHARED      04          5578
D PINNACLE HLDGS INC             COM              72346N101     2538    47000 SH      SHARED      01         47000
D PINNACLE HLDGS INC             COM              72346N101     4644    86000 SH      SHARED      02         55270             30730
D PINNACLE HLDGS INC             COM              72346N101     5554   102856 SH      SHARED      04        102856
D PINNACLE SYS INC               COM              723481107    16292   724629 SH      SHARED      01        724629
D PINNACLE WEST CAP CORP         COM              723484101    32820   968856 SH      SHARED      01        967106              1750
D PINNACLE WEST CAP CORP         COM              723484101      423    12500 SH      SHR/OTHR    01                           12500
D PINNACLE WEST CAP CORP         COM              723484101    39286  1159763 SH      SHARED      04       1159763
D PIONEER CORP JAPAN             SPONSORED ADR    723646105       60     1501 SH      SHARED      04          1501
D PIONEER GROUP INC              COM              723684106     2579    60863 SH      SHARED      01         60863
D PIONEER GROUP INC              COM              723684106    11307   266842 SH      SHARED      04        266842
D PIONEER NAT RES CO             COM              723787107     3307   259441 SH      SHARED      01        259441
D PIONEER NAT RES CO             COM              723787107      161    12688 SH      SHARED      02         12688
D PIONEER NAT RES CO             COM              723787107      312    24481 SH      SHARED      04         24481
D PIONEER NAT RES CO             COM              723787107      164    12900 SH      SHARED      05         12900
D PIONEER STD ELECTRS INC        COM              723877106      749    50831 SH      SHARED      01         50831
D PIONEER STD ELECTRS INC        COM              723877106        1      100 SH      SHARED      05           100
D PITNEY BOWES INC               COM              724479100    83824  2095611 SH      SHARED      01       2092611              3000
D PITNEY BOWES INC               COM              724479100     4336   108400 SH      SHR/OTHR    01                  92600    15800
D PITNEY BOWES INC               COM              724479100      312     7800 SH      SHARED      02           900              6900
D PITNEY BOWES INC               COM              724479100    40404  1010104 SH      SHARED      04       1010104
D PITNEY BOWES INC               COM              724479100      216     5400 SH      SHARED      05          5400
D PITT DESMOINES INC             COM              724508106        5      300 SH      SHARED      01           300
D PITT DESMOINES INC             COM              724508106      167     8824 SH      SHARED      04          8824
D PITTSTON CO                    COM BRINKS GRP   725701106     1734   126711 SH      SHARED      01        126510               201
D PITTSTON CO                    COM BRINKS GRP   725701106       36     2635 SH      SHARED      02          1129              1506
D PITTSTON CO                    COM BRINKS GRP   725701106      172    12600 SH      SHARED      04         12600
D PITTSTON CO                    COM BRINKS GRP   725701106       93     6800 SH      SHARED      05          6800
D PIXELWORKS INC                 COM              72581M107      311    13700 SH      SHARED      01         13700
D PIXELWORKS INC                 COM              72581M107     1012    44500 SH      SHARED      02         42900              1600
D PIVOTAL CORP                   COM              72581R106      282    12000 SH      SHARED      02         12000
D PIVOTAL CORP                   COM              72581R106        0       24 SH      SHARED      04            24
D PIXAR                          COM              725811103     1076    30550 SH      SHARED      01         28482              2068
D PIXAR                          COM              725811103       21      600 SH      SHARED      02           600
D PIXAR                          COM              725811103       73     2082 SH      SHARED      04          2082
D PJ AMER INC                    COM              72585Q104       73     7500 SH      SHARED      02                            7500
D PLACER DOME INC                COM              725906101    19508  2040186 SH      SHARED      01       2038800              1386
D PLACER DOME INC                COM              725906101     8306   868715 SH      SHARED      04        868715
D PLACER DOME INC                COM              725906101       67     7100 SH      SHARED      05          7100
D PLAINS ALL AMERN PIPELINE L P  UNIT LTD PARTN   726503105       41     2250 SH      SHR/OTHR    01                   2250
D PLAINS RES INC                 COM PAR $0.10    726540503      396    24806 SH      SHARED      01         24806
D PLAINS RES INC                 COM PAR $0.10    726540503       45     2822 SH      SHARED      04          2822
D PLANAR SYS INC                 COM              726900103      240    18600 SH      SHARED      04         18600
D PLANETRX COM INC               COM              727049108       33    22300 SH      SHARED      02         22300
D PLANTRONICS INC NEW            COM              727493108     3393    29379 SH      SHARED      01         29379
D PLANTRONICS INC NEW            COM              727493108       56      485 SH      SHARED      04           485
D PLATINUM ENTMT INC             COM              727909103        2     7700 SH      SHARED      01          7700
D PLAY BY PLAY TOYS & NOVELTIES  COM              72811K103       26    15800 SH      SHARED      01         15800
D PLAYBOY ENTERPRISES INC        CL A             728117201        8      700 SH      SHARED      01           700
D PLAYBOY ENTERPRISES INC        CL A             728117201      352    30000 SH      SHARED      04         30000
D PLAYBOY ENTERPRISES INC        CL B             728117300      397    30907 SH      SHARED      01         30907
D PLAYBOY ENTERPRISES INC        CL B             728117300       43     3416 SH      SHARED      04          3416
D PLAYTEX PRODS INC              COM              72813P100      649    57411 SH      SHARED      01         57411
D PLAYTEX PRODS INC              COM              72813P100       76     6750 SH      SHARED      02          5750              1000
D PLAYTEX PRODS INC              COM              72813P100        0       53 SH      SHARED      04            53
D PLEXUS CORP                    COM              729132100     6477    57320 SH      SHARED      01         57320
D PLEXUS CORP                    COM              729132100       68      610 SH      SHARED      04           610
D PLUG POWER INC                 COM              72919P103      712    11400 SH      SHARED      01         11400
D PLUG POWER INC                 COM              72919P103        6      100 SH      SHARED      04           100
D PLUM CREEK TIMBER CO INC       COM              729251108      770    29625 SH      SHARED      01         29625
D PLUM CREEK TIMBER CO INC       COM              729251108      102     3925 SH      SHR/OTHR    01                   3925
D PLUM CREEK TIMBER CO INC       COM              729251108      189     7300 SH      SHARED      02          1000              6300
D PLUM CREEK TIMBER CO INC       COM              729251108      366    14100 SH      SHARED      04         14100
D PLYMOUTH RUBR INC              CL A             730026101        0      100 SH      SHARED      01           100
D PLYMOUTH RUBR INC              CL B             730026200        0       36 SH      SHARED      01            36
D POCAHONTAS BANCORP INC         COM              730234101       73    11600 SH      SHARED      01         11600
D POGO PRODUCING CO              COM              730448107     1816    82108 SH      SHARED      01         82108
D POGO PRODUCING CO              COM              730448107       22     1000 SH      SHARED      02          1000
D POGO PRODUCING CO              COM              730448107      729    32966 SH      SHARED      04         32966
D POGO PRODUCING CO              COM              730448107       90     4100 SH      SHARED      05          4100
D POHANG IRON & STL LTD          SPONSORED ADR    730450103     6622   275939 SH      SHARED      01        275939
D POHANG IRON & STL LTD          SPONSORED ADR    730450103      132     5500 SH      SHARED      04          5500
D POLARIS INDS INC               COM              731068102     1403    43872 SH      SHARED      01         43872
D POLARIS INDS INC               COM              731068102       57     1803 SH      SHARED      02          1803
D POLARIS INDS INC               COM              731068102       83     2600 SH      SHARED      04          2600
D POLAROID CORP                  COM              731095105     6579   364260 SH      SHARED      01        364260
D POLAROID CORP                  COM              731095105      349    19325 SH      SHARED      04         19325
D POLAROID CORP                  COM              731095105       18     1000 SH      SHARED      05          1000
D POLICY MGMT SYS CORP           COM              731108106    13784   896533 SH      SHARED      01        896533
D POLICY MGMT SYS CORP           COM              731108106       33     2200 SH      SHR/OTHR    01                            2200
D POLICY MGMT SYS CORP           COM              731108106        7      500 SH      SHARED      02                             500
D POLICY MGMT SYS CORP           COM              731108106      213    13858 SH      SHARED      04         13858
D POLICY MGMT SYS CORP           COM              731108106       72     4700 SH      SHARED      05          4700
D POLO RALPH LAUREN CORP         CL A             731572103     1292    90682 SH      SHARED      01         90682
D POLO RALPH LAUREN CORP         CL A             731572103       10      750 SH      SHR/OTHR    01                             750
D POLO RALPH LAUREN CORP         CL A             731572103      230    16200 SH      SHARED      04         16200
D POLYCOM INC                    COM              73172K104     6652    70700 SH      SHARED      01         70700
D POLYCOM INC                    COM              73172K104     2721    28925 SH      SHARED      04         28925
D POLYCOM INC                    COM              73172K104      414     4400 SH      SHARED      05          4400
D POLYMEDICA CORP                COM              731738100      137     3187 SH      SHARED      04          3187
D POLYMER GROUP INC              COM              731745105      247    26783 SH      SHARED      01         26783
D POLYMER GROUP INC              COM              731745105       37     4100 SH      SHARED      02           500              3600
D POLYMER GROUP INC              COM              731745105        0       34 SH      SHARED      04            34
D POMEROY COMPUTER RES           COM              731822102        3      248 SH      SHARED      01           248
D PONTOTOC PRODTN INC            COM              732763107      261    27000 SH      SHARED      02         27000
D POPE & TALBOT INC              COM              732827100      322    20132 SH      SHARED      01         20132
D POPE & TALBOT INC              COM              732827100       29     1868 SH      SHARED      04          1868
D POPE RES DEL LTD PARTNERSHIP   DEPOSITRY RCPT   732857107        9      500 SH      SHARED      01           500
D POPE RES DEL LTD PARTNERSHIP   DEPOSITRY RCPT   732857107      181     9500 SH      SHARED      02          7500              2000
D POPULAR INC                    COM              733174106     2737   143604 SH      SHARED      01        143604
D POPULAR INC                    COM              733174106      304    16000 SH      SHR/OTHR    01                  10000     6000
D POPULAR INC                    COM              733174106      621    32592 SH      SHARED      04         32592
D PORTA SYS CORP                 COM NEW          735647307        0        9 SH      SHARED      01             9
D PORTAL SOFTWARE INC            COM              736126103    21704   339800 SH      SHARED      01        339800
D PORTAL SOFTWARE INC            COM              736126103      293     4600 SH      SHARED      02          4500               100
D PORTAL SOFTWARE INC            COM              736126103      108     1700 SH      SHARED      04          1700
D PORTUGAL TELECOM S A           SPONSORED ADR    737273102        7      705 SH      SHARED      01           705
D PORTUGAL TELECOM S A           SPONSORED ADR    737273102        4      400 SH      SHARED      02                             400
D PORTUGAL TELECOM S A           SPONSORED ADR    737273102       37     3300 SH      SHARED      04          3300
D PORTUGAL TELECOM S A           SPONSORED ADR    737273102      594    52800 SH      SHARED      05         52800
D POST PPTYS INC                 COM              737464107     1007    22907 SH      SHARED      01         22907
D POST PPTYS INC                 COM              737464107      390     8876 SH      SHARED      02          1515              7361
D POST PPTYS INC                 COM              737464107      631    14348 SH      SHARED      04         14348
D POTASH CORP SASK INC           COM              73755L107        6      125 SH      SHARED      01           125
D POTASH CORP SASK INC           COM              73755L107      325     5900 SH      SHARED      02          5900
D POTASH CORP SASK INC           COM              73755L107      463     8400 SH      SHARED      04          8400
D POTLATCH CORP                  COM              737628107     9340   281992 SH      SHARED      01        281992
D POTLATCH CORP                  COM              737628107      152     4600 SH      SHARED      02          1900              2700
D POTLATCH CORP                  COM              737628107     1063    32114 SH      SHARED      04         32114
D POTLATCH CORP                  COM              737628107       13      400 SH      SHARED      05           400
D POTOMAC ELEC PWR CO            COM              737679100     4372   174900 SH      SHARED      01        174900
D POTOMAC ELEC PWR CO            COM              737679100       57     2300 SH      SHR/OTHR    01                    800     1500
D POTOMAC ELEC PWR CO            COM              737679100      217     8716 SH      SHARED      02          5916              2800
D POTOMAC ELEC PWR CO            COM              737679100     1259    50367 SH      SHARED      04         50367
D POTOMAC ELEC PWR CO            COM              737679100      247     9900 SH      SHARED      05          9900
D POTTERS FINL CORP              COM              738140102       13     1430 SH      SHARED      01          1430
D POWER INTEGRATIONS INC         COM              739276103     1327    56358 SH      SHARED      01         56358
D POWER-ONE INC                  COM              739308104     3705    32525 SH      SHARED      01         32525
D POWER-ONE INC                  COM              739308104     1053     9250 SH      SHARED      02          9250
D POWER-ONE INC                  COM              739308104     2207    19372 SH      SHARED      04         19372
D POWERTEL INC                   COM              73936C109     2128    30000 SH      SHARED      01         30000
D POWERTEL INC                   COM              73936C109        1       26 SH      SHARED      02                              26
D POWERTEL INC                   COM              73936C109     1624    22900 SH      SHARED      04         22900
D POWERWAVE TECHNOLOGIES INC     COM              739363109     3414    77600 SH      SHARED      01         77600
D POWERWAVE TECHNOLOGIES INC     COM              739363109     1992    45275 SH      SHARED      02         13950             31325
D POWERWAVE TECHNOLOGIES INC     COM              739363109     2361    53679 SH      SHARED      04         53679
D POWERWAVE TECHNOLOGIES INC     COM              739363109      356     8100 SH      SHARED      05          8100
D PRAECIS PHARMACEUTICALS INC    COM              739421105      351    12600 SH      SHARED      01         12600
D PRAXAIR INC                    COM              74005P104    46952  1254175 SH      SHARED      01       1254175
D PRAXAIR INC                    COM              74005P104      187     5000 SH      SHR/OTHR    01                            5000
D PRAXAIR INC                    COM              74005P104       23      630 SH      SHARED      02           180               450
D PRAXAIR INC                    COM              74005P104     2719    72647 SH      SHARED      04         72647
D PRAXAIR INC                    COM              74005P104      235     6300 SH      SHARED      05          6300
D PRE PAID LEGAL SVCS INC        COM              740065107     2703    90491 SH      SHARED      01         90491
D PRE PAID LEGAL SVCS INC        COM              740065107      455    15237 SH      SHARED      04         15237
D PRECISION CASTPARTS CORP       COM              740189105     2338    51674 SH      SHARED      01         51674
D PRECISION CASTPARTS CORP       COM              740189105      576    12740 SH      SHARED      04         12740
D PRECISION CASTPARTS CORP       COM              740189105      144     3200 SH      SHARED      05          3200
D PRECISION DRILLING CORP        COM              74022D100        7      200 SH      SHARED      04           200
D PRECISION OPTICS INC MASS      COM              740294103      108     6500 SH      SHARED      01          6500
D PREFERRED INCOME OPPORTUNITY   COM              74037H104       28     3000 SH      SHARED      04          3000
D PREMIER FARNELL PLC            SPONSORED ADR    74050U107        5      361 SH      SHARED      01           361
D PREMIER FARNELL PLC            SP ADR PREF CV   74050U206       15      782 SH      SHARED      01           782
D PREMIER NATL BANCORP INC       COM              74053F107      291    22432 SH      SHARED      01         22432
D PREMIER NATL BANCORP INC       COM              74053F107        0       50 SH      SHARED      04            50
D PREMIER PKS INC                COM NEW          740540208     1995    87700 SH      SHARED      01         87700
D PREMIER PKS INC                COM NEW          740540208      873    38386 SH      SHARED      04         38386
D PREMIER PKS INC                COM NEW          740540208      229    10100 SH      SHARED      05         10100
D PRENTISS PPTYS TR              SH BEN INT       740706106     2563   106818 SH      SHARED      01        106593               225
D PRENTISS PPTYS TR              SH BEN INT       740706106       24     1000 SH      SHARED      02          1000
D PRENTISS PPTYS TR              SH BEN INT       740706106      350    14608 SH      SHARED      04         14608
D PRESIDENTIAL LIFE CORP         COM              740884101      463    33406 SH      SHARED      01         33406
D PRESIDENTIAL LIFE CORP         COM              740884101       19     1423 SH      SHARED      04          1423
D PRESSTEK INC                   COM              741113104      966    59228 SH      SHARED      01         59228
D PRESSTEK INC                   COM              741113104        0       33 SH      SHARED      04            33
D PREVIEW SYS INC                COM              741379101       24     1900 SH      SHARED      01          1900
D PRICE COMMUNICATIONS CORP      COM NEW          741437305     2371   100645 SH      SHARED      01         87650             12995
D PRICE COMMUNICATIONS CORP      COM NEW          741437305       18      800 SH      SHARED      02           400               400
D PRICE COMMUNICATIONS CORP      COM NEW          741437305      174     7407 SH      SHARED      04          7407
D PRICE T ROWE & ASSOCIATES      COM              741477103    44642  1050407 SH      SHARED      01       1048907              1500
D PRICE T ROWE & ASSOCIATES      COM              741477103     2252    53005 SH      SHR/OTHR    01                  23000    30005
D PRICE T ROWE & ASSOCIATES      COM              741477103     2354    55410 SH      SHARED      02         12750             42660
D PRICE T ROWE & ASSOCIATES      COM              741477103     5212   122637 SH      SHARED      04        122637
D PRICE T ROWE & ASSOCIATES      COM              741477103      161     3800 SH      SHARED      05          3800
D PRICE T ROWE & ASSOCIATES      COM              741477103    27785   653772 SH      SHARED      06        653772
D PRICELINE COM INC              COM              741503106     4702   123802 SH      SHARED      01        115750              8052
D PRICELINE COM INC              COM              741503106      288     7600 SH      SHARED      02          1400              6200
D PRICELINE COM INC              COM              741503106      584    15376 SH      SHARED      04         15376
D PRICELINE COM INC              COM              741503106       30      800 SH      SHARED      05           800
D PRICESMART INC                 COM              741511109        2       75 SH      SHARED      02            75
D PRIME MED SVCS INC NEW         COM              74156D108       34     4400 SH      SHARED      01          4400
D PRIMEDIA INC                   COM              74157K101     2979   130978 SH      SHARED      01        130978
D PRIMEDIA INC                   COM              74157K101       52     2300 SH      SHARED      02          2300
D PRIMEDIA INC                   COM              74157K101      588    25889 SH      SHARED      04         25889
D PRIMEDIA INC                   COM              74157K101       81     3600 SH      SHARED      05          3600
D PRIME RETAIL INC               COM              741570105        4     3827 SH      SHARED      01          3827
D PRIME RETAIL INC               COM              741570105        7     6261 SH      SHARED      02          6261
D PRIME RETAIL INC               COM              741570105      161   129079 SH      SHARED      04        129079
D PRIME RETAIL INC               PFD CONV SER B   741570303       12     1760 SH      SHARED      01          1760
D PRIME RETAIL INC               PFD CONV SER B   741570303      383    54819 SH      SHARED      04         54819
D PRIME GROUP REALTY TRUST       SH BEN INT       74158J103      192    12703 SH      SHARED      01         12703
D PRIME GROUP REALTY TRUST       SH BEN INT       74158J103       91     6000 SH      SHARED      02          6000
D PRIME GROUP REALTY TRUST       SH BEN INT       74158J103       74     4900 SH      SHARED      04          4900
D PRIMEX TECHNOLOGIES INC        COM              741597108      364    16561 SH      SHARED      01         16561
D PRIMEX TECHNOLOGIES INC        COM              741597108       13      600 SH      SHR/OTHR    01                             600
D PRIMIX SOLUTIONS INC           COM              741620108        3      933 SH      SHARED      02           933
D PRIMUS KNOWLEDGE SOLUTIONS INC COM              74163Q100      804    17873 SH      SHARED      01         17873
D PRIMUS KNOWLEDGE SOLUTIONS INC COM              74163Q100       20      450 SH      SHR/OTHR    01                    450
D PRIMA ENERGY CORP              COM PAR $0.015   741901201     1099    20546 SH      SHARED      01         20546
D PRIMA ENERGY CORP              COM PAR $0.015   741901201      108     2021 SH      SHARED      04          2021
D PRIMARK CORP                   COM              741903108    39228  1053112 SH      SHARED      01       1053112
D PRIMARK CORP                   COM              741903108      119     3200 SH      SHARED      02          1500              1700
D PRIMARK CORP                   COM              741903108    10648   285879 SH      SHARED      04        285879
D PRIME HOSPITALITY CORP         COM              741917108      897    95140 SH      SHARED      01         95140
D PRIME HOSPITALITY CORP         COM              741917108        1      182 SH      SHARED      04           182
D PRIME HOSPITALITY CORP         COM              741917108        0      100 SH      SHARED      05           100
D PRIMUS TELECOMMUNICATIONS GRP  COM              741929103     1323    53201 SH      SHARED      01         53201
D PRIMUS TELECOMMUNICATIONS GRP  COM              741929103      110     4456 SH      SHARED      04          4456
D PRIDE INTL INC                 SB DB CV ZRO  18 741932AB3    19356 47675000 PRN     SHARED      04      47675000
D PRIDE INTL INC                 COM              741932107     1739    70300 SH      SHARED      01         70300
D PRIDE INTL INC                 COM              741932107       49     2000 SH      SHARED      02          2000
D PRIDE INTL INC                 COM              741932107     2497   100928 SH      SHARED      04        100928
D PRIDE INTL INC                 COM              741932107      121     4900 SH      SHARED      05          4900
D PRINTRAK INTL INC              COM              742574106       26     3000 SH      SHR/OTHR    01                   3000
D PRINTRONIX INC                 COM              742578107        5      450 SH      SHARED      01           450
D PRINTRONIX INC                 COM              742578107        3      300 SH      SHARED      02           300
D PRISON RLTY TR                 COM              74264N105      693   226325 SH      SHARED      01        226325
D PRISON RLTY TR                 COM              74264N105      235    76867 SH      SHARED      04         76867
D PRIORITY HEALTHCARE CORP       CL B             74264T102    16387   220526 SH      SHARED      01        220526
D PRIORITY HEALTHCARE CORP       CL B             74264T102        7      100 SH      SHARED      04           100
D PRIVATE MEDIA GROUP INC        COM              74266R104      101    11016 SH      SHARED      01         11016
D PRIVATE MEDIA GROUP INC        COM              74266R104       37     4101 SH      SHARED      04          4101
D PRIVATE BUSINESS INC           COM              74267D104     1348   539300 SH      SHARED      02        539300
D PRIVATE BUSINESS INC           COM              74267D104       22     9029 SH      SHARED      04          9029
D PRIZE ENERGY CORP              COM              74267L106       14      616 SH      SHARED      04           616
D PROBUSINESS SERVICES INC       COM              742674104      661    24904 SH      SHARED      01         24904
D PROBUSINESS SERVICES INC       COM              742674104      132     5000 SH      SHARED      02          5000
D PROBUSINESS SERVICES INC       COM              742674104        0       24 SH      SHARED      04            24
D PROCOM TECHNOLOGY INC          COM              74270W107      227     4400 SH      SHARED      01          4400
D PROCOM TECHNOLOGY INC          COM              74270W107       46      900 SH      SHARED      02           300               600
D PROCOM TECHNOLOGY INC          COM              74270W107      173     3354 SH      SHARED      04          3354
D PROCTER & GAMBLE CO            COM              742718109   686658 11994027 SH      SHARED      01      11733453            260574
D PROCTER & GAMBLE CO            COM              742718109    24478   427576 SH      SHR/OTHR    01                 292512   135064
D PROCTER & GAMBLE CO            COM              742718109     2899    50650 SH      SHARED      02         10623             40027
D PROCTER & GAMBLE CO            COM              742718109   133169  2326113 SH      SHARED      04       2326113
D PROCTER & GAMBLE CO            COM              742718109     1540    26900 SH      SHARED      05         26900
D PROCTER & GAMBLE CO            COM              742718109     7486   130770 SH      SHARED      06        130770
D PRODIGY COMMUNICATIONS CORP    CL A             74283P206      565    53862 SH      SHARED      01         53862
D PRODIGY COMMUNICATIONS CORP    CL A             74283P206        1      140 SH      SHARED      02                             140
D PRODIGY COMMUNICATIONS CORP    CL A             74283P206      206    19675 SH      SHARED      04         19675
D PROFESSIONALS GROUP INC        COM              742954100     4644   190075 SH      SHARED      04        190075
D PROFESSIONAL BANCORP           COM              743112104        7     2200 SH      SHARED      01          2200
D PROFESSIONAL DETAILING INC     COM              74312N107      509    14953 SH      SHARED      01         14953
D PROFIT RECOVERY GROUP INTL INC COM              743168106     1404    84510 SH      SHARED      01         84510
D PROGENICS PHARMACEUTICALS INC  COM              743187106       42     3000 SH      SHARED      01          3000
D PROGRESS SOFTWARE CORP         COM              743312100     1803   100559 SH      SHARED      01        100559
D PROGRESS SOFTWARE CORP         COM              743312100       17     1000 SH      SHARED      02          1000
D PROGRESSIVE CORP OHIO          COM              743315103    38309   517702 SH      SHARED      01        517702
D PROGRESSIVE CORP OHIO          COM              743315103        4       63 SH      SHARED      02                              63
D PROGRESSIVE CORP OHIO          COM              743315103     5195    70209 SH      SHARED      04         70209
D PROGRESSIVE CORP OHIO          COM              743315103      118     1600 SH      SHARED      05          1600
D PROJECT SOFTWARE & DEV INC     COM              74339P101      378    21026 SH      SHARED      01         21026
D PROJECT SOFTWARE & DEV INC     COM              74339P101        0       16 SH      SHARED      04            16
D PROMOTIONS COM INC             COM              74341U106       26     5200 SH      SHARED      01          5200
D PROLOGIS TR                    SH BEN INT       743410102     3018   141630 SH      SHARED      01        141630
D PROLOGIS TR                    SH BEN INT       743410102       83     3910 SH      SHARED      02          3750               160
D PROLOGIS TR                    SH BEN INT       743410102      821    38551 SH      SHARED      04         38551
D PROLOGIS TR                    PFD CV SBI B     743410300     5567   204300 SH      SHARED      04        204300
D PROSOFTTRAINING COM INC        COM              743477101      174    10400 SH      SHARED      01         10400
D PROSOFTTRAINING COM INC        COM              743477101      455    27097 SH      SHARED      04         27097
D PROTECTION ONE INC             COM              743663304       11     5200 SH      SHARED      01          5200
D PROTECTION ONE INC             COM              743663304        0       28 SH      SHARED      04            28
D PROTECTIVE LIFE CORP           COM              743674103     1784    67005 SH      SHARED      01         67005
D PROTECTIVE LIFE CORP           COM              743674103      117     4400 SH      SHARED      02                            4400
D PROTECTIVE LIFE CORP           COM              743674103     2282    85729 SH      SHARED      04         85729
D PROTECTIVE LIFE CORP           COM              743674103      276    10400 SH      SHARED      05         10400
D PROTEIN DESIGN LABS INC        SB NT CV 144A 07 74369LAA1     2502  2000000 PRN     SHARED      01       2000000
D PROTEIN DESIGN LABS INC        SB NT CV 144A 07 74369LAA1    38534 30803000 PRN     SHARED      04      30803000
D PROTEIN DESIGN LABS INC        COM              74369L103     3694    22400 SH      SHARED      01         22400
D PROTEIN DESIGN LABS INC        COM              74369L103     5051    30625 SH      SHARED      04         30625
D PROVANT INC                    COM              743724106        0      100 SH      SHARED      02                             100
D PROVANT INC                    COM              743724106      103    18390 SH      SHARED      04         18390
D PROVANTAGE HEALTH SVCS INC     COM              743725103        0     1700 SH      SHARED      04          1700
D PROVIDENCE ENERGY CORP         COM              743743106      199     4936 SH      SHARED      01          4936
D PROVIDENT BANKSHARES CORP      COM              743859100      736    54584 SH      SHARED      01         54584
D PROVIDENT BANKSHARES CORP      COM              743859100       44     3330 SH      SHARED      02          1143              2187
D PROVIDENT FINL GROUP INC       COM              743866105     1613    67762 SH      SHARED      01         67762
D PROVIDENT FINL GROUP INC       COM              743866105      566    23800 SH      SHARED      04         23800
D PROVIDENT FINL GROUP INC       COM              743866105      152     6400 SH      SHARED      05          6400
D PROVINCE HEALTHCARE CO         COM              743977100    20136   557420 SH      SHARED      01        557420
D PROVINCE HEALTHCARE CO         COM              743977100       68     1900 SH      SHARED      02          1900
D PROVINCE HEALTHCARE CO         COM              743977100       58     1617 SH      SHARED      04          1617
D PROVIDIAN FINL CORP            COM              74406A102    96734  1074832 SH      SHARED      01       1074432               400
D PROVIDIAN FINL CORP            COM              74406A102      526     5847 SH      SHARED      02           450              5397
D PROVIDIAN FINL CORP            COM              74406A102    10692   118807 SH      SHARED      04        118807
D PROXICOM INC                   COM              744282104     1354    28300 SH      SHARED      01         28300
D PROXICOM INC                   COM              744282104       54     1130 SH      SHARED      02          1130
D PROXICOM INC                   COM              744282104     1077    22510 SH      SHARED      04         22510
D PROXIM INC                     COM              744284100     2326    23504 SH      SHARED      01         23504
D PROXIM INC                     COM              744284100       19      200 SH      SHARED      02                             200
D PROXIM INC                     COM              744284100      732     7400 SH      SHARED      04          7400
D PROXYMED PHARMACY INC          COM              744290107       66    39341 SH      SHARED      04         39341
D PSINET INC                     COM              74437C101    21766   866336 SH      SHARED      01        650210            216126
D PSINET INC                     COM              74437C101      745    29653 SH      SHR/OTHR    01                  12200    17453
D PSINET INC                     COM              74437C101     2926   116462 SH      SHARED      02        108630              7832
D PSINET INC                     COM              74437C101     5408   215264 SH      SHARED      04        215014               250
D PUBLIC SVC CO N MEX            COM              744499104     1425    92315 SH      SHARED      01         92315
D PUBLIC SVC CO N MEX            COM              744499104    23417  1516993 SH      SHARED      04       1516993
D PUBLIC SVC CO N MEX            COM              744499104       80     5200 SH      SHARED      05          5200
D PUBLIC SVC ENTERPRISE GROUP    COM              744573106    63305  1828330 SH      SHARED      01       1827330              1000
D PUBLIC SVC ENTERPRISE GROUP    COM              744573106       77     2250 SH      SHR/OTHR    01                   1500      750
D PUBLIC SVC ENTERPRISE GROUP    COM              744573106      135     3905 SH      SHARED      02                            3905
D PUBLIC SVC ENTERPRISE GROUP    COM              744573106    23327   673730 SH      SHARED      04        673730
D PUBLIC SVC ENTERPRISE GROUP    COM              744573106      162     4700 SH      SHARED      05          4700
D PUBLIC STORAGE INC             COM              74460D109     2214    94500 SH      SHARED      01         92500              2000
D PUBLIC STORAGE INC             COM              74460D109      582    24843 SH      SHARED      02         19966              4877
D PUBLIC STORAGE INC             COM              74460D109      410    17500 SH      SHARED      04         17500
D PUBLIC STORAGE INC             COM A DP1/1000   74460D729      103     5000 SH      SHR/OTHR    01                   5000
D PUBLIC STORAGE INC             COM A DP1/1000   74460D729       85     4122 SH      SHARED      02          4029                93
D PUBLICARD INC                  COM              744627100        0       50 SH      SHARED      01                              50
D PUBLICARD INC                  COM              744627100      151    46253 SH      SHARED      04         46253
D PUERTO RICAN CEM INC           COM              745075101        5      200 SH      SHARED      01           200
D PUERTO RICAN CEM INC           COM              745075101       13      500 SH      SHARED      02                             500
D PUGET SOUND ENERGY INC         COM              745332106     2409   113075 SH      SHARED      01        113075
D PUGET SOUND ENERGY INC         COM              745332106       13      645 SH      SHR/OTHR    01                             645
D PUGET SOUND ENERGY INC         COM              745332106      119     5610 SH      SHARED      02          1500              4110
D PUGET SOUND ENERGY INC         COM              745332106     1197    56172 SH      SHARED      04         56172
D PUGET SOUND ENERGY INC         COM              745332106      223    10500 SH      SHARED      05         10500
D PULASKI FINL CORP              COM              745548107      121    10000 SH      SHARED      04         10000
D PULITZER INC                   COM              745769109      494    11733 SH      SHARED      01         11733
D PULTE CORP                     COM              745867101     7212   333537 SH      SHARED      01        332237              1300
D PULTE CORP                     COM              745867101      509    23581 SH      SHARED      04         23581
D PULTE CORP                     COM              745867101       19      900 SH      SHARED      05           900
D PUMA TECHNOLOGY INC            COM              745887109      442    16500 SH      SHARED      01         16500
D PUMA TECHNOLOGY INC            COM              745887109     2557    95400 SH      SHARED      02         95400
D PUMA TECHNOLOGY INC            COM              745887109      451    16850 SH      SHARED      04         16850
D PUMA TECHNOLOGY INC            COM              745887109      249     9300 SH      SHARED      05          9300
D PURCHASEPRO COM                COM              746144104      348     8500 SH      SHARED      01          8500
D PURCHASEPRO COM                COM              746144104       12      300 SH      SHARED      02           300
D PURCHASEPRO COM                COM              746144104       12      300 SH      SHARED      04           300
D PURCHASEPRO COM                COM              746144104       57     1400 SH      SHARED      05          1400
D PURE WORLD INC                 COM              74622C106       20     7040 SH      SHARED      01          7040
D PURE RES INC                   COM              74622E102     1234    69080 SH      SHARED      01         69080
D PURE RES INC                   COM              74622E102      625    34974 SH      SHARED      04         34974
D PUTNAM HIGH INCOME CONV&BD FD  SH BEN INT       746779107       37     5000 SH      SHR/OTHR    01                   5000
D PUTNAM MASTER INCOME TR        SH BEN INT       74683K104       58     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      647    99600 SH      SHARED      04         99600
D PUTNAM PREMIER INCOME TR       SH BEN INT       746853100       28     4463 SH      SHARED      02                            4463
D PUTNAM PREMIER INCOME TR       SH BEN INT       746853100      439    69600 SH      SHARED      04         69600
D PUTNAM MASTER INTER INCOME TR  SH BEN INT       746909100        0      100 SH      SHARED      04           100
D PUTNAM MUN OPPORTUNITIES TR    SH BEN INT       746922103       80     6650 SH      SHARED      02          6650
D QLT INC                        COM              746927102        7      100 SH      SHARED      04           100
D QRS CORP                       COM              74726X105      600    24434 SH      SHARED      01         24434
D QRS CORP                       COM              74726X105     4649   189290 SH      SHARED      02         69345            119945
D QRS CORP                       COM              74726X105     4402   179250 SH      SHARED      03        179250
D QRS CORP                       COM              74726X105      320    13056 SH      SHARED      04         13056
D QAD INC                        COM              74727D108       46    12500 SH      SHARED      04         12500
D Q E P INC                      COM              74727K102        0      100 SH      SHARED      01           100
D QLOGIC CORP                    COM              747277101    14484   219250 SH      SHARED      01        219250
D QLOGIC CORP                    COM              747277101       26      400 SH      SHR/OTHR    01                    400
D QLOGIC CORP                    COM              747277101     3223    48800 SH      SHARED      02         48800
D QLOGIC CORP                    COM              747277101     8285   125416 SH      SHARED      04        125416
D QLOGIC CORP                    COM              747277101      673    10200 SH      SHARED      05         10200
D QUADRAMED CORP                 SB DB CV 5.25%05 74730WAC5     2490  7525000 PRN     SHARED      04       7525000
D QUADRAMED CORP                 COM              74730W101       10     4125 SH      SHARED      01          4125
D QUADRAMED CORP                 COM              74730W101       21     8500 SH      SHARED      02                            8500
D QUADRAMED CORP                 COM              74730W101      127    50943 SH      SHARED      04         50943
D QUAKER CHEM CORP               COM              747316107       34     2000 SH      SHARED      02                            2000
D QUAKER CHEM CORP               COM              747316107       43     2500 SH      SHARED      04          2500
D QUAKER OATS CO                 COM              747402105    83425  1110492 SH      SHARED      01       1107292              3200
D QUAKER OATS CO                 COM              747402105     1735    23100 SH      SHR/OTHR    01                  19300     3800
D QUAKER OATS CO                 COM              747402105      124     1660 SH      SHARED      02           860               800
D QUAKER OATS CO                 COM              747402105     5875    78213 SH      SHARED      04         78213
D QUAKER OATS CO                 COM              747402105     2261    30100 SH      SHARED      05         30100
D QUALCOMM INC                   COM              747525103       12      200 SH      SHR/OTHR    05                    200
D QUALCOMM INC                   COM              747525103   403814  6730243 SH      SHARED      01       6408933       85   321225
D QUALCOMM INC                   COM              747525103     5640    94002 SH      SHR/OTHR    01                  50356    43646
D QUALCOMM INC                   COM              747525103    47463   791063 SH      SHARED      02        380581            410482
D QUALCOMM INC                   COM              747525103    34690   578171 SH      SHARED      04        578021               150
D QUALCOMM INC                   COM              747525103      564     9400 SH      SHARED      05          9400
D QUALITY DINING INC             COM              74756P105       51    15800 SH      SHARED      04         15800
D QUALMARK CORP                  COM              747587103        2      922 SH      SHARED      02                             922
D QUANTA SVCS INC                COM              74762E102     2981    54200 SH      SHARED      01         54200
D QUANTA SVCS INC                COM              74762E102      158     2875 SH      SHARED      02          1750              1125
D QUANTA SVCS INC                COM              74762E102     3532    64233 SH      SHARED      04         64233
D QUANTA SVCS INC                COM              74762E102      396     7200 SH      SHARED      05          7200
D QUANEX CORP                    COM              747620102      534    35910 SH      SHARED      01         35910
D QUANEX CORP                    COM              747620102        0       24 SH      SHARED      04            24
D QUANTUM EFFECT DEVICES INC     COM              74764T107      182     3210 SH      SHARED      01          3210
D QUANTUM CORP                   SUB NT CONV 7%04 747906AC9       58    75000 PRN     SHR/OTHR    01                  75000
D QUANTUM CORP                   COM DSSG         747906204     2112   218024 SH      SHARED      01        218024
D QUANTUM CORP                   COM DSSG         747906204        9     1000 SH      SHR/OTHR    01                   1000
D QUANTUM CORP                   COM DSSG         747906204       17     1820 SH      SHARED      02          1820
D QUANTUM CORP                   COM DSSG         747906204      546    56421 SH      SHARED      04         56421
D QUANTUM CORP                   COM DSSG         747906204      283    29300 SH      SHARED      05         29300
D QUANTUM CORP                   COM HDDG         747906303     1923   173889 SH      SHARED      01        173889
D QUANTUM CORP                   COM HDDG         747906303        5      500 SH      SHR/OTHR    01                    500
D QUANTUM CORP                   COM HDDG         747906303       55     5000 SH      SHARED      02          5000
D QUANTUM CORP                   COM HDDG         747906303      425    38450 SH      SHARED      04         38450
D QUEENS CNTY BANCORP INC        COM              748242104      888    48198 SH      SHARED      01         48198
D QUEENS CNTY BANCORP INC        COM              748242104      188    10232 SH      SHARED      04         10232
D QUEST DIAGNOSTICS INC          COM              74834L100     5005    66963 SH      SHARED      01         66589               374
D QUEST DIAGNOSTICS INC          COM              74834L100       29      400 SH      SHR/OTHR    01                             400
D QUEST DIAGNOSTICS INC          COM              74834L100      138     1850 SH      SHARED      02           400              1450
D QUEST DIAGNOSTICS INC          COM              74834L100     5490    73456 SH      SHARED      04         73456
D QUEST DIAGNOSTICS INC          COM              74834L100      441     5900 SH      SHARED      05          5900
D QUEST SOFTWARE INC             COM              74834T103      753    13600 SH      SHARED      01         13600
D QUEST SOFTWARE INC             COM              74834T103        5      100 SH      SHARED      04           100
D QUESTAR CORP                   COM              748356102     2426   125250 SH      SHARED      01        125250
D QUESTAR CORP                   COM              748356102       62     3200 SH      SHR/OTHR    01                            3200
D QUESTAR CORP                   COM              748356102      310    16000 SH      SHARED      02          4000             12000
D QUESTAR CORP                   COM              748356102     1113    57445 SH      SHARED      04         57445
D QUESTAR CORP                   COM              748356102      205    10600 SH      SHARED      05         10600
D QUICKLOGIC CORP                COM              74837P108      541    24317 SH      SHARED      01         24317
D QUICKLOGIC CORP                COM              74837P108      438    19700 SH      SHARED      04         19700
D QUICKLOGIC CORP                COM              74837P108        2      100 SH      SHARED      05           100
D QUIKSILVER INC                 COM              74838C106      714    45906 SH      SHARED      01         45906
D QUIKSILVER INC                 COM              74838C106      459    29503 SH      SHARED      04         29503
D QUIDEL CORP                    COM              74838J101       15     3000 SH      SHARED      02          3000
D QUIDEL CORP                    WT EXP  043002   74838J119        0      245 SH      SHARED      02           245
D QUINTILES TRANSNATIONAL CORP   COM              748767100    12079   855155 SH      SHARED      01        855155
D QUINTILES TRANSNATIONAL CORP   COM              748767100       14     1000 SH      SHARED      02                            1000
D QUINTILES TRANSNATIONAL CORP   COM              748767100      881    62408 SH      SHARED      04         62408
D QUINTILES TRANSNATIONAL CORP   COM              748767100       35     2500 SH      SHARED      05          2500
D QUINTUS CORP                   COM              748798105      339    17106 SH      SHARED      01         17106
D QUINTUS CORP                   COM              748798105       19     1000 SH      SHARED      02          1000
D QUIXOTE CORP                   COM              749056107       66     4400 SH      SHARED      02                            4400
D QUOKKA SPORTS INC              COM              749077103        8     1000 SH      SHARED      02          1000
D QUORUM HEALTH GROUP INC        COM              749084109     1407   136472 SH      SHARED      01        136472
D QUORUM HEALTH GROUP INC        COM              749084109      300    29134 SH      SHARED      04         29134
D QUORUM HEALTH GROUP INC        COM              749084109       93     9100 SH      SHARED      05          9100
D R & B FALCON CORP              COM              74912E101     3882   164777 SH      SHARED      01        164777
D R & B FALCON CORP              COM              74912E101      162     6910 SH      SHARED      02          5100              1810
D R & B FALCON CORP              COM              74912E101     4818   204515 SH      SHARED      04        204515
D QWEST COMMUNICATIONS INTL INC  COM              749121109       24      500 SH      SHR/OTHR    04                    500
D QWEST COMMUNICATIONS INTL INC  COM              749121109    73902  1487361 SH      SHARED      01       1442103             45258
D QWEST COMMUNICATIONS INTL INC  COM              749121109      956    19250 SH      SHR/OTHR    01                  12825     6425
D QWEST COMMUNICATIONS INTL INC  COM              749121109      887    17866 SH      SHARED      02         10670              7196
D QWEST COMMUNICATIONS INTL INC  COM              749121109    61558  1238932 SH      SHARED      04       1238932
D QWEST COMMUNICATIONS INTL INC  COM              749121109      501    10100 SH      SHARED      05         10100
D QWEST COMMUNICATIONS INTL INC  COM              749121109    22061   444000 SH      SHARED      06        444000
D R & G FINANCIAL CORP           CL B             749136107       69     8800 SH      SHARED      01          8800
D R & G FINANCIAL CORP           CL B             749136107        0       17 SH      SHARED      04            17
D RCM TECHNOLOGIES INC           COM NEW          749360400        1      150 SH      SHARED      02                             150
D RCN CORP                       COM              749361101     1322    52100 SH      SHARED      01         52100
D RCN CORP                       COM              749361101        7      300 SH      SHR/OTHR    01                             300
D RCN CORP                       COM              749361101       25     1000 SH      SHARED      02          1000
D RCN CORP                       COM              749361101      138     5440 SH      SHARED      04          5440
D RCN CORP                       COM              749361101      540    21300 SH      SHARED      05         21300
D RFS HOTEL INVS INC             COM              74955J108      749    63807 SH      SHARED      01         59307              4500
D RFS HOTEL INVS INC             COM              74955J108        0       56 SH      SHARED      04            56
D R H DONNELLEY CORP             COM NEW          74955W307     2297   118585 SH      SHARED      01        117785               800
D R H DONNELLEY CORP             COM NEW          74955W307       97     5042 SH      SHR/OTHR    01                   1080     3962
D R H DONNELLEY CORP             COM NEW          74955W307        1      100 SH      SHARED      02                             100
D R H DONNELLEY CORP             COM NEW          74955W307       11      600 SH      SHARED      04           600
D R G S ENERGY GROUP INC         COM              74956K104     1418    63770 SH      SHARED      01         63770
D R G S ENERGY GROUP INC         COM              74956K104        6      308 SH      SHARED      02                             308
D R G S ENERGY GROUP INC         COM              74956K104      302    13584 SH      SHARED      04         13584
D R H PHILLIPS INC               COM              749573101        2     1000 SH      SHARED      02                            1000
D RLI CORP                       COM              749607107      488    14053 SH      SHARED      01         14053
D RLI CORP                       COM              749607107        7      215 SH      SHARED      04           215
D R O C TAIWAN FD                SH BEN INT       749651105      173    20000 SH      SHARED      04         20000
D RPC INC                        COM              749660106      651    61696 SH      SHARED      01         24606             37090
D RPC INC                        COM              749660106        0       24 SH      SHARED      04            24
D RPM INC OHIO                   COM              749685103     2098   207227 SH      SHARED      01        207227
D RPM INC OHIO                   COM              749685103      949    93812 SH      SHARED      04         93812
D RPM INC OHIO                   COM              749685103      140    13900 SH      SHARED      05         13900
D RSA SEC INC                    COM              749719100     2409    34797 SH      SHARED      01         34797
D RSA SEC INC                    COM              749719100    12202   176216 SH      SHARED      02         55260            120956
D RSA SEC INC                    COM              749719100    15421   222700 SH      SHARED      03        222700
D RSA SEC INC                    COM              749719100    72406  1045583 SH      SHARED      04       1045583
D RTI INTL METALS INC            COM              74973W107      241    21204 SH      SHARED      01         21204
D RWD TECHNOLOGIES INC           COM              74975B101       52     9106 SH      SHARED      04          9106
D RMH TELESERVICES INC           COM              749938106      182    12400 SH      SHARED      01         12400
D RF MICRODEVICES INC            COM              749941100     9800   111850 SH      SHARED      01        111850
D RF MICRODEVICES INC            COM              749941100        8      100 SH      SHR/OTHR    01                             100
D RF MICRODEVICES INC            COM              749941100     4716    53825 SH      SHARED      02         14450             39375
D RF MICRODEVICES INC            COM              749941100     2999    34229 SH      SHARED      04         34229
D RF MICRODEVICES INC            COM              749941100      131     1500 SH      SHARED      05          1500
D RACING CHAMPIONS CORP          COM              750069106        8     5000 SH      SHARED      02          5000
D RACING CHAMPIONS CORP          COM              750069106       35    20747 SH      SHARED      04         20747
D RADIAN GROUP INC               COM              750236101     2266    43798 SH      SHARED      01         43798
D RADIAN GROUP INC               COM              750236101     5040    97407 SH      SHARED      04         97407
D RADIAN GROUP INC               COM              750236101       72     1400 SH      SHARED      05          1400
D RADIANT SYSTEMS INC            COM              75025N102      621    25880 SH      SHARED      01         25880
D RADIANT SYSTEMS INC            COM              75025N102       10      448 SH      SHARED      04           448
D RADIO ONE INC                  CL A             75040P108      283     9600 SH      SHARED      01          9600
D RADIO ONE INC                  CL A             75040P108       97     3300 SH      SHARED      02          3100               200
D RADIO ONE INC                  CL A             75040P108     1215    41109 SH      SHARED      04         41109
D RADIO ONE INC                  CL D NON VTG     75040P405     1114    50528 SH      SHARED      01         50528
D RADIO ONE INC                  CL D NON VTG     75040P405      105     4800 SH      SHARED      02          4400               400
D RADIO ONE INC                  CL D NON VTG     75040P405       73     3353 SH      SHARED      04          3353
D RADIOSHACK CORP                COM              750438103    71563  1510577 SH      SHARED      01       1510177               400
D RADIOSHACK CORP                COM              750438103      569    12025 SH      SHARED      02          4300              7725
D RADIOSHACK CORP                COM              750438103     3552    74994 SH      SHARED      04         74994
D RADIOSHACK CORP                COM              750438103        9      200 SH      SHARED      05           200
D RADIOSHACK CORP                COM              750438103    26487   559100 SH      SHARED      06        559100
D RADISYS CORP                   COM              750459109     1352    23828 SH      SHARED      01         23828
D RADISYS CORP                   COM              750459109       22      400 SH      SHARED      02                             400
D RADISYS CORP                   COM              750459109        5      100 SH      SHARED      04           100
D RAILWORKS CORP                 COM              750789109      823   101300 SH      SHARED      02         97300              4000
D RAILWORKS CORP                 COM              750789109      477    58750 SH      SHARED      03         58750
D RAILWORKS CORP                 COM              750789109        0       29 SH      SHARED      04            29
D RAINFOREST CAFE INC            COM              75086K104       17     5925 SH      SHARED      01          5925
D RAINFOREST CAFE INC            COM              75086K104      215    72500 SH      SHARED      04         72500
D RAINBOW TECHNOLOGIES INC       COM              750862104     1799    37017 SH      SHARED      01         37017
D RAINBOW TECHNOLOGIES INC       COM              750862104      753    15500 SH      SHR/OTHR    01                  15500
D RAINBOW TECHNOLOGIES INC       COM              750862104      123     2550 SH      SHARED      02          2400               150
D RAINBOW TECHNOLOGIES INC       COM              750862104       96     1987 SH      SHARED      04          1987
D RAMBUS INC DEL                 COM              750917106     8775    85200 SH      SHARED      01         85100               100
D RAMBUS INC DEL                 COM              750917106      212     2060 SH      SHARED      02          2060
D RAMBUS INC DEL                 COM              750917106      896     8700 SH      SHARED      04          8700
D RALCORP HLDGS INC NEW          COM              751028101      931    76033 SH      SHARED      01         75948                85
D RALCORP HLDGS INC NEW          COM              751028101      861    70348 SH      SHARED      04         70348
D RALCORP HLDGS INC NEW          COM              751028101       20     1700 SH      SHARED      05          1700
D RALSTON PURINA CO              COM RAL-PUR GP   751277302    48421  2428707 SH      SHARED      01       2428707
D RALSTON PURINA CO              COM RAL-PUR GP   751277302      210    10561 SH      SHR/OTHR    01                   3981     6580
D RALSTON PURINA CO              COM RAL-PUR GP   751277302      151     7595 SH      SHARED      02          7595
D RALSTON PURINA CO              COM RAL-PUR GP   751277302     3782   189744 SH      SHARED      04        189744
D RALSTON PURINA CO              COM RAL-PUR GP   751277302      943    47300 SH      SHARED      05         47300
D RAMP NETWORKS INC              COM              751567108      123    10400 SH      SHARED      01         10400
D RAMP NETWORKS INC              COM              751567108        5      500 SH      SHARED      02                             500
D RAMTRON INTL CORP              COM NEW          751907304      173     8840 SH      SHARED      01          8840
D RAMTRON INTL CORP              COM NEW          751907304      418    21350 SH      SHARED      02         21350
D RANGE RES CORP                 COM              75281A109        0       14 SH      SHARED      01            14
D RANK GROUP PLC                 SPONSORED ADR    753037100        2      600 SH      SHARED      04           600
D RARE MEDIUM GROUP INC          COM              75382N109     1280    80965 SH      SHARED      01         80965
D RARE MEDIUM GROUP INC          COM              75382N109       61     3888 SH      SHARED      02          2700              1188
D RARE MEDIUM GROUP INC          COM              75382N109       59     3743 SH      SHARED      04          3743
D RARE MEDIUM GROUP INC          COM              75382N109       69     4400 SH      SHARED      05          4400
D RARE HOSPITALITY INTL INC      COM              753820109      559    19803 SH      SHARED      01         19803
D RARE HOSPITALITY INTL INC      COM              753820109      285    10121 SH      SHARED      04         10121
D RATIONAL SOFTWARE CORP         SUB NT CV 144A07 75409PAA1   139462 95653000 PRN     SHARED      04      95653000
D RATIONAL SOFTWARE CORP         COM NEW          75409P202    12047   129630 SH      SHARED      01        129630
D RATIONAL SOFTWARE CORP         COM NEW          75409P202      456     4916 SH      SHARED      02          3261              1655
D RATIONAL SOFTWARE CORP         COM NEW          75409P202     3377    36343 SH      SHARED      04         36343
D RATIONAL SOFTWARE CORP         COM NEW          75409P202     1040    11200 SH      SHARED      05         11200
D RAVENSWOOD WINERY INC          COM              754438109        2      200 SH      SHARED      02           200
D RAVISENT TECHNOLOGIES INC      COM              754440105       64     9100 SH      SHARED      01          9100
D RAYMOND JAMES FINANCIAL INC    COM              754730109     1304    57985 SH      SHARED      01         56973              1012
D RAYMOND JAMES FINANCIAL INC    COM              754730109      803    35700 SH      SHARED      04         35700
D RAYONIER INC                   COM              754907103     6795   189424 SH      SHARED      01        189424
D RAYONIER INC                   COM              754907103      211     5886 SH      SHARED      02          2211              3675
D RAYONIER INC                   COM              754907103     1088    30351 SH      SHARED      04         30351
D RAYONIER INC                   COM              754907103      125     3500 SH      SHARED      05          3500
D RAYOVAC CORP                   COM              755081106      975    43614 SH      SHARED      01         43614
D RAYOVAC CORP                   COM              755081106        0       44 SH      SHARED      04            44
D RAYTHEON CO                    CL A             755111309     1120    57633 SH      SHARED      01         57390               243
D RAYTHEON CO                    CL A             755111309       14      762 SH      SHR/OTHR    01                     75      687
D RAYTHEON CO                    CL A             755111309        1       78 SH      SHARED      02            18                60
D RAYTHEON CO                    CL B             755111408    51175  2658472 SH      SHARED      01       2657122              1350
D RAYTHEON CO                    CL B             755111408      417    21665 SH      SHR/OTHR    01                  16760     4905
D RAYTHEON CO                    CL B             755111408       43     2250 SH      SHARED      02          1250              1000
D RAYTHEON CO                    CL B             755111408     7790   404725 SH      SHARED      04        404725
D RAZORFISH INC                  CL A             755236106      492    30677 SH      SHARED      01         30677
D RAZORFISH INC                  CL A             755236106       27     1700 SH      SHARED      02          1700
D RAZORFISH INC                  CL A             755236106       27     1730 SH      SHARED      04          1730
D READ-RITE CORP                 SUB NT CONV10%04 755246AB1    12103 20761000 PRN     SHARED      04      20761000
D READ-RITE CORP                 COM              755246105       94    42489 SH      SHARED      01         42489
D READ-RITE CORP                 COM              755246105      299   135000 SH      SHARED      02        135000
D READ-RITE CORP                 COM              755246105      231   104349 SH      SHARED      04        104349
D READERS DIGEST ASSN INC        CL A NON VTG     755267101     6679   168045 SH      SHARED      01        168045
D READERS DIGEST ASSN INC        CL A NON VTG     755267101       75     1900 SH      SHR/OTHR    01                            1900
D READERS DIGEST ASSN INC        CL A NON VTG     755267101       91     2300 SH      SHARED      02                            2300
D READERS DIGEST ASSN INC        CL A NON VTG     755267101     2577    64831 SH      SHARED      04         64831
D READERS DIGEST ASSN INC        CL A NON VTG     755267101      576    14500 SH      SHARED      05         14500
D READERS DIGEST ASSN INC        CL B             755267200     1262    34520 SH      SHARED      04         34520
D REALNETWORKS INC               COM              75605L104     4484    88700 SH      SHARED      01         88700
D REALNETWORKS INC               COM              75605L104     1052    20824 SH      SHARED      02         17200              3624
D REALNETWORKS INC               COM              75605L104     1574    31146 SH      SHARED      04         31146
D REALNETWORKS INC               COM              75605L104      738    14600 SH      SHARED      05         14600
D REALTY INCOME CORP             COM              756109104      916    38910 SH      SHARED      01         38910
D REALTY INCOME CORP             COM              756109104       24     1048 SH      SHARED      04          1048
D RECKSON ASSOCS RLTY CORP       COM              75621K106     1612    67912 SH      SHARED      01         67912
D RECKSON ASSOCS RLTY CORP       COM              75621K106      735    30949 SH      SHARED      02         24400              6549
D RECKSON ASSOCS RLTY CORP       COM              75621K106       34     1451 SH      SHARED      04          1451
D RECKSON ASSOCS RLTY CORP       PFD CV SER A%    75621K205     4370   197000 SH      SHARED      04        197000
D RECKSON ASSOCS RLTY CORP       CL B             75621K304     6901   271307 SH      SHARED      04        271307
D RECOTON CORP                   COM              756268108      107    10265 SH      SHARED      01         10265
D RECOTON CORP                   COM              756268108        4      400 SH      SHARED      04           400
D RED HAT INC                    COM              756577102     1339    49500 SH      SHARED      01         49500
D RED HAT INC                    COM              756577102      147     5440 SH      SHARED      02          4360              1080
D RED HAT INC                    COM              756577102      105     3900 SH      SHARED      04          3900
D RED HAT INC                    COM              756577102      194     7200 SH      SHARED      05          7200
D REDBACK NETWORKS INC           SB NT CV 144A 07 757209AA9    81210 71868000 PRN     SHARED      04      71868000
D REDBACK NETWORKS INC           COM              757209101    28982   161800 SH      SHARED      01        161800
D REDBACK NETWORKS INC           COM              757209101       17      100 SH      SHR/OTHR    01                             100
D REDBACK NETWORKS INC           COM              757209101     1186     6625 SH      SHARED      02          6425               200
D REDBACK NETWORKS INC           COM              757209101     2794    15600 SH      SHARED      04         15600
D REDWOOD EMPIRE BANCORP         COM              757897103        0        3 SH      SHARED      01             3
D REDWOOD TR INC                 COM              758075402       62     4453 SH      SHARED      01          4453
D REDWOOD TR INC                 COM              758075402      211    15106 SH      SHARED      04         15106
D REEBOK INTL LTD                COM              758110100     7931   497679 SH      SHARED      01        497679
D REEBOK INTL LTD                COM              758110100      476    29927 SH      SHARED      04         29927
D REEBOK INTL LTD                COM              758110100       20     1300 SH      SHARED      05          1300
D REEDS JEWELERS INC             COM              758341101        0      117 SH      SHARED      01           117
D REFAC                          COM              758653109       18     5300 SH      SHARED      01          5300
D REGAL BELOIT CORP              COM              758750103      850    52956 SH      SHARED      01         52956
D REGAL BELOIT CORP              COM              758750103      190    11835 SH      SHARED      04         11835
D REGENERON PHARMACEUTICALS      COM              75886F107      978    32806 SH      SHARED      01         32806
D REGENERON PHARMACEUTICALS      COM              75886F107       29     1000 SH      SHARED      02                            1000
D REGENERON PHARMACEUTICALS      COM              75886F107      130     4372 SH      SHARED      04          4372
D REGENERON PHARMACEUTICALS      COM              75886F107       17      600 SH      SHARED      05           600
D REGENT COMMUNICATIONS INC DEL  COM              758865109      115    13400 SH      SHARED      01         13400
D REGENT COMMUNICATIONS INC DEL  COM              758865109        1      200 SH      SHARED      02           200
D REGIS CORP MINN                COM              758932107      850    68011 SH      SHARED      01         68011
D REGIS CORP MINN                COM              758932107       91     7350 SH      SHARED      04          7350
D REGENCY RLTY CORP              COM              758939102     1178    49618 SH      SHARED      01         49618
D REGENCY RLTY CORP              COM              758939102       75     3167 SH      SHARED      04          3167
D REGIONS FINL CORP              COM              758940100    31974  1608759 SH      SHARED      01       1607739              1020
D REGIONS FINL CORP              COM              758940100      162     8195 SH      SHARED      02          7341               854
D REGIONS FINL CORP              COM              758940100     2136   107497 SH      SHARED      04        107497
D REGIONS FINL CORP              COM              758940100       21     1100 SH      SHARED      05          1100
D REGISTER COM INC               COM              75914G101       94     3100 SH      SHARED      01          3100
D REGISTER COM INC               COM              75914G101      231     7590 SH      SHARED      02          3300              4290
D REGISTER COM INC               COM              75914G101        4      135 SH      SHARED      04           135
D REHABCARE GROUP INC            COM              759148109       84     3100 SH      SHARED      01          3100
D REHABCARE GROUP INC            COM              759148109      268     9852 SH      SHARED      02          2052              7800
D REHABCARE GROUP INC            COM              759148109       90     3316 SH      SHARED      04          3316
D REINSURANCE GROUP AMER INC     COM              759351109      321    10676 SH      SHARED      01         10676
D REINSURANCE GROUP AMER INC     COM              759351109     1466    48692 SH      SHARED      04         48692
D RELIANCE GROUP HOLDINGS INC    COM              759464100       90   120536 SH      SHARED      01        120536
D RELIANCE GROUP HOLDINGS INC    COM              759464100        0       56 SH      SHARED      04            56
D RELIANCE STEEL & ALUMINUM CO   COM              759509102      467    24429 SH      SHARED      01         24429
D RELIANCE STEEL & ALUMINUM CO   COM              759509102      147     7700 SH      SHARED      04          7700
D RELIANT ENERGY INC             COM              75952J108    70073  2370395 SH      SHARED      01       2369209              1186
D RELIANT ENERGY INC             COM              75952J108      166     5648 SH      SHR/OTHR    01                   2648     3000
D RELIANT ENERGY INC             COM              75952J108      273     9243 SH      SHARED      02          4149              5094
D RELIANT ENERGY INC             COM              75952J108     3283   111069 SH      SHARED      04        111069
D RELIANT ENERGY INC             COM              75952J108      112     3800 SH      SHARED      05          3800
D RELIASTAR FINL CORP            COM              75952U103     6949   132526 SH      SHARED      01        132526
D RELIASTAR FINL CORP            COM              75952U103    13998   266949 SH      SHARED      04        266949
D RELIASTAR FINL CORP            COM              75952U103      618    11799 SH      SHARED      05         11799
D REMEC INC                      COM              759543101     1490    35590 SH      SHARED      01         35590
D REMEDY CORP                    COM              759548100     3404    61059 SH      SHARED      01         61059
D REMEDY CORP                    COM              759548100       66     1200 SH      SHARED      02          1200
D REMEDY CORP                    COM              759548100        1       18 SH      SHARED      04            18
D RENAISSANCE CAP GRWTH INCM III COM              75966V105       57     4400 SH      SHARED      04          4400
D RENAISSANCE WORLDWIDE INC      COM              75968A109        9     5880 SH      SHARED      01          5880
D RENAISSANCE WORLDWIDE INC      COM              75968A109      113    72971 SH      SHARED      04         72971
D REPLIGEN CORP                  COM              759916109      104    16600 SH      SHARED      01         16600
D REPUBLIC BANCSHARES INC        COM              759929102      220    18412 SH      SHARED      04         18412
D RENAL CARE GROUP INC           COM              759930100     2152    88040 SH      SHARED      01         88040
D RENAL CARE GROUP INC           COM              759930100      417    17063 SH      SHARED      04         17063
D RENT A CTR INC NEW             COM              76009N100     1429    63511 SH      SHARED      01         61211              2300
D RENT A CTR INC NEW             COM              76009N100        0       37 SH      SHARED      04            37
D RENT WAY INC                   COM              76009U104     1190    40774 SH      SHARED      01         40774
D RENT WAY INC                   COM              76009U104      127     4376 SH      SHARED      04          4376
D REPSOL S A                     SPONSORED ADR    76026T205       47     2400 SH      SHR/OTHR    01                   2400
D REPSOL S A                     SPONSORED ADR    76026T205       49     2500 SH      SHARED      02                            2500
D REPSOL S A                     SPONSORED ADR    76026T205      994    50200 SH      SHARED      04         50200
D REPTRON ELECTRONICS INC        COM              76026W109       46     4000 SH      SHARED      02                            4000
D REPUBLIC BANCORP KY            CL A             760281204      118    11756 SH      SHARED      04         11756
D REPUBLIC BANCORP INC           COM              760282103      597    66878 SH      SHARED      01         66878
D REPUBLIC GROUP INC             COM              760473108       11     1320 SH      SHARED      01          1320
D REPUBLIC GROUP INC             COM              760473108      171    19078 SH      SHARED      04         19078
D REPUBLIC SECURITY FINL CORP    COM              760758102      392    78572 SH      SHARED      01         78572
D REPUBLIC SECURITY FINL CORP    COM              760758102       70    14000 SH      SHARED      02                           14000
D REPUBLIC SECURITY FINL CORP    COM              760758102        0       95 SH      SHARED      04            95
D REPUBLIC SVCS INC              COM              760759100     1641   102600 SH      SHARED      01        102600
D REPUBLIC SVCS INC              COM              760759100     3596   224800 SH      SHARED      04        224800
D RESEARCH FRONTIERS INC         COM              760911107      415    13861 SH      SHARED      01         13861
D RESEARCH FRONTIERS INC         COM              760911107      110     3695 SH      SHARED      04          3695
D RES-CARE INC                   SR NT CONV  6%04 760943AC4     7079 15390000 PRN     SHARED      04      15390000
D RES-CARE INC                   COM              760943100      256    47782 SH      SHARED      01         47782
D RES-CARE INC                   COM              760943100        0       30 SH      SHARED      04            30
D RESTORATION HARDWARE INC DEL   COM              760981100      168    30631 SH      SHARED      04         30631
D RESMED INC                     COM              761152107    15581   582488 SH      SHARED      01        582488
D RESMED INC                     COM              761152107       39     1490 SH      SHARED      04          1490
D RESOURCE AMERICA INC           CL A             761195205       46     7090 SH      SHARED      01          6540               550
D RESOURCE AMERICA INC           CL A             761195205      304    46660 SH      SHARED      04         46660
D RESOURCE ASSET INVESTMENT TR   COM              761196104        9      900 SH      SHARED      01           900
D RESOURCE BANCSHARES MTG GROUP  COM              761197102        8     2145 SH      SHARED      01          2145
D RESOURCE BANCSHARES MTG GROUP  COM              761197102       56    13500 SH      SHARED      02                           13500
D RESOURCE BANCSHARES MTG GROUP  COM              761197102      156    37312 SH      SHARED      04         37312
D RESPIRONICS INC                COM              761230101     1171    65090 SH      SHARED      01         65090
D RESPIRONICS INC                COM              761230101        0       54 SH      SHARED      04            54
D RETEK INC                      COM              76128Q109      176     5500 SH      SHARED      01          5500
D RETEK INC                      COM              76128Q109       76     2400 SH      SHARED      02          2400
D RETEK INC                      COM              76128Q109       41     1300 SH      SHARED      05          1300
D REUNION INDS INC               COM              761312107        0       90 SH      SHR/OTHR    01                              90
D REUTERS GROUP PLC              SPONSORED ADR    76132M102     2081    20825 SH      SHARED      01         14258              6567
D REUTERS GROUP PLC              SPONSORED ADR    76132M102      711     7119 SH      SHR/OTHR    01                   6313      806
D REUTERS GROUP PLC              SPONSORED ADR    76132M102      375     3755 SH      SHARED      02          1820              1935
D REVLON INC                     CL A             761525500       92    14682 SH      SHARED      01         14682
D REVLON INC                     CL A             761525500        1      200 SH      SHARED      02           200
D REVLON INC                     CL A             761525500       45     7193 SH      SHARED      04          7193
D REXALL SUNDOWN INC             COM              761648104      108     4500 SH      SHARED      01          4500
D REXALL SUNDOWN INC             COM              761648104        7      300 SH      SHARED      04           300
D REXALL SUNDOWN INC             COM              761648104        2      100 SH      SHARED      05           100
D REYNOLDS & REYNOLDS CO         CL A             761695105     2143   117431 SH      SHARED      01        117431
D REYNOLDS & REYNOLDS CO         CL A             761695105     1738    95234 SH      SHARED      04         95234
D REYNOLDS & REYNOLDS CO         CL A             761695105      184    10100 SH      SHARED      05         10100
D REYNOLDS R J TOB HLDGS INC     COM              76182K105     4135   148013 SH      SHARED      01        148013
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       26      956 SH      SHARED      02           897                59
D REYNOLDS R J TOB HLDGS INC     COM              76182K105     1893    67786 SH      SHARED      04         67786
D REYNOLDS R J TOB HLDGS INC     COM              76182K105      528    18900 SH      SHARED      05         18900
D RHYTHMS NETCONNECTIONS INC     COM              762430205      792    63050 SH      SHARED      01         63050
D RHYTHMS NETCONNECTIONS INC     COM              762430205      151    12064 SH      SHARED      02         11464               600
D RHYTHMS NETCONNECTIONS INC     COM              762430205      366    29207 SH      SHARED      04         29207
D RIBOZYME PHARMACEUTICALS INC   COM              762567105      209     8100 SH      SHARED      01          8100
D RIBOZYME PHARMACEUTICALS INC   COM              762567105       25     1000 SH      SHR/OTHR    01                            1000
D RIBOZYME PHARMACEUTICALS INC   COM              762567105      165     6428 SH      SHARED      04          6428
D RICA FOODS INC                 COM NEW          762582203      167     7272 SH      SHARED      01          7272
D RICA FOODS INC                 COM NEW          762582203       54     2383 SH      SHARED      04          2383
D RICHARDSON ELECTRS LTD         COM              763165107       96     6000 SH      SHARED      02          4000              2000
D RICHMOND CNTY FINL CORP        COM              764556106     1020    53345 SH      SHARED      01         53345
D RICHMOND CNTY FINL CORP        COM              764556106        0       51 SH      SHARED      04            51
D RIGHTCHOICE MANAGED CARE INC   CL A             76657K101       40     2600 SH      SHARED      01          2600
D RIGGS NATL CORP WASH DC        COM              766570105      837    66338 SH      SHARED      01         66338
D RIGHT MGMT CONSULTANTS INC     COM              766573109        2      225 SH      SHARED      01           225
D RITE AID CORP                  COM              767754104    13856  2111581 SH      SHARED      01       2111581
D RITE AID CORP                  COM              767754104       33     5100 SH      SHARED      02          5100
D RITE AID CORP                  COM              767754104      813   123977 SH      SHARED      04        123977
D RITE AID CORP                  COM              767754104       41     6300 SH      SHARED      05          6300
D RIVIANA FOODS INC              COM              769536103      134     7706 SH      SHARED      01          7706
D RIVIANA FOODS INC              COM              769536103       31     1800 SH      SHR/OTHR    01                            1800
D RIVIERA TOOL CO                COM              769648106       36    10694 SH      SHARED      01         10694
D ROADWAY EXPRESS INC DEL        COM              769742107      813    34717 SH      SHARED      01         34717
D ROADWAY EXPRESS INC DEL        COM              769742107       35     1500 SH      SHR/OTHR    01                            1500
D ROADWAY EXPRESS INC DEL        COM              769742107     1071    45736 SH      SHARED      04         45736
D ROANOKE ELEC STL CORP          COM              769841107        5      450 SH      SHARED      01           450
D ROBBINS & MYERS INC            COM              770196103      302    13252 SH      SHARED      01         13252
D ROBBINS & MYERS INC            COM              770196103       39     1714 SH      SHARED      04          1714
D ROBERT HALF INTL INC           COM              770323103     8992   315510 SH      SHARED      01        315510
D ROBERT HALF INTL INC           COM              770323103     3335   117027 SH      SHARED      04        117027
D ROBERT HALF INTL INC           COM              770323103      666    23400 SH      SHARED      05         23400
D ROBERTSON CECO CORP            COM PAR $0.01    770539203        0     1900 SH      SHARED      04          1900
D ROBOTIC VISION SYS INC         COM              771074101     1487    82631 SH      SHARED      01         82631
D ROBOTIC VISION SYS INC         COM              771074101        0        2 SH      SHARED      02             2
D ROBOTIC VISION SYS INC         COM              771074101      231    12852 SH      SHARED      04         12852
D ROCK-TENN CO                   CL A             772739207      178    20813 SH      SHARED      01         20813
D ROCK-TENN CO                   CL A             772739207       42     5000 SH      SHARED      02          2000              3000
D ROCK-TENN CO                   CL A             772739207        0       18 SH      SHARED      04            18
D ROCKWELL INTL CORP NEW         COM              773903109    46202  1466756 SH      SHARED      01       1466756
D ROCKWELL INTL CORP NEW         COM              773903109       25      800 SH      SHR/OTHR    01                             800
D ROCKWELL INTL CORP NEW         COM              773903109     1032    32762 SH      SHARED      02          8460             24302
D ROCKWELL INTL CORP NEW         COM              773903109     3705   117643 SH      SHARED      04        117643
D ROGERS CANTEL MOBILE COMMN     CL B RSTRG VTG   775102205        6      200 SH      SHARED      04           200
D ROGERS CANTEL MOBILE COMMN     CL B RSTRG VTG   775102205       33     1000 SH      SHARED      05          1000
D ROGERS COMMUNICATIONS INC      CL B             775109200     6456   226530 SH      SHARED      04        226530
D ROGERS CORP                    COM              775133101      752    21506 SH      SHARED      01         21506
D ROGERS CORP                    COM              775133101       46     1325 SH      SHARED      04          1325
D ROGUE WAVE SOFTWARE INC        COM              775369101       19     4000 SH      SHARED      02                            4000
D ROHM & HAAS CO                 COM              775371107    56480  1637102 SH      SHARED      01       1636002              1100
D ROHM & HAAS CO                 COM              775371107       44     1304 SH      SHR/OTHR    01                   1047      257
D ROHM & HAAS CO                 COM              775371107      434    12583 SH      SHARED      02          3141              9442
D ROHM & HAAS CO                 COM              775371107     2701    78309 SH      SHARED      04         78309
D ROHN INDS INC                  COM              775381106       43    10200 SH      SHARED      01         10200
D ROLLINS INC                    COM              775711104     1291    86791 SH      SHARED      01         86791
D ROLLINS INC                    COM              775711104      108     7327 SH      SHARED      04          7327
D ROLLINS INC                    COM              775711104       59     4000 SH      SHARED      05          4000
D ROLLINS TRUCK LEASING CORP     COM              775741101      610    88026 SH      SHARED      01         88026
D ROLLINS TRUCK LEASING CORP     COM              775741101     1928   277937 SH      SHARED      02         22250            255687
D ROLLINS TRUCK LEASING CORP     COM              775741101        0       52 SH      SHARED      04            52
D ROPER INDS INC NEW             COM              776696106     2181    85135 SH      SHARED      01         85135
D ROPER INDS INC NEW             COM              776696106       51     2000 SH      SHR/OTHR    01                            2000
D ROPER INDS INC NEW             COM              776696106       90     3532 SH      SHARED      04          3532
D ROPER INDS INC NEW             COM              776696106      143     5600 SH      SHARED      05          5600
D ROSLYN BANCORP INC             COM              778162107     2462   148251 SH      SHARED      01        148151               100
D ROSLYN BANCORP INC             COM              778162107     1425    85829 SH      SHARED      04         85829
D ROSS STORES INC                COM              778296103     2066   121138 SH      SHARED      01        121138
D ROSS STORES INC                COM              778296103      703    41243 SH      SHARED      04         41243
D ROSS STORES INC                COM              778296103      138     8100 SH      SHARED      05          8100
D ROSTELECOM OPEN JT STK LNG DST SPONSORED ADR    778529107      992    72865 SH      SHARED      01         72865
D ROSTELECOM OPEN JT STK LNG DST SPONSORED ADR    778529107        8      600 SH      SHARED      05           600
D ROUGE INDS INC DEL             CL A             779088103       27     9189 SH      SHARED      01          9189
D ROUGE INDS INC DEL             CL A             779088103       51    17307 SH      SHARED      04         17307
D ROUSE CO                       COM              779273101     1833    74100 SH      SHARED      01         74100
D ROUSE CO                       COM              779273101       12      500 SH      SHR/OTHR    01                    500
D ROUSE CO                       COM              779273101     3724   150466 SH      SHARED      02         42957            107509
D ROUSE CO                       COM              779273101     1066    43073 SH      SHARED      04         43073
D ROUSE CO                       PFD CONV SER B   779273309       10      300 SH      SHARED      02           300
D ROUSE CO                       PFD CONV SER B   779273309    12516   350112 SH      SHARED      04        350112
D ROWAN COS INC                  COM              779382100    20794   684586 SH      SHARED      01        684186               400
D ROWAN COS INC                  COM              779382100       60     2000 SH      SHARED      02                            2000
D ROWAN COS INC                  COM              779382100    34879  1148294 SH      SHARED      04       1148294
D ROWAN COS INC                  COM              779382100      443    14600 SH      SHARED      05         14600
D ROWE COS                       COM              779528108        2      555 SH      SHARED      01           555
D ROWECOM INC                    COM              77957X108       39     7900 SH      SHARED      01          7900
D ROYAL GROUP TECHNOLOGIES LTD   SUB VTG SH       779915107      303    12700 SH      SHARED      01         12700
D ROYAL GROUP TECHNOLOGIES LTD   SUB VTG SH       779915107       54     2300 SH      SHARED      04          2300
D ROYAL APPLIANCE MFG CO         COM              780076105        5     1000 SH      SHARED      02                            1000
D ROYAL BANCSHARES PA INC        CL A             780081105        7      420 SH      SHARED      01           420
D ROYAL BANCSHARES PA INC        CL A             780081105        0        1 SH      SHARED      02             1
D ROYAL BK CDA MONTREAL QUE      COM              780087102       58     1141 SH      SHARED      04          1141
D ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF C    780097408       24     1000 SH      SHR/OTHR    01                   1000
D ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF C    780097408       24     1000 SH      SHARED      02                            1000
D ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF D    780097606       23     1000 SH      SHR/OTHR    01                   1000
D ROYAL BK SCOTLAND GROUP PLC    SP ADR I PRF I   780097861       67     3000 SH      SHARED      02          3000
D ROYAL BK SCOTLAND GROUP PLC    SPON ADR PRF G   780097887       41     2000 SH      SHARED      02                            2000
D ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804  1043007 16942392 SH      SHARED      01      16373441            568951
D ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804    39026   633931 SH      SHR/OTHR    01                 362787   271144
D ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804     2526    41041 SH      SHARED      02         10478             30563
D ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   164160  2666592 SH      SHARED      04       2666592
D ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804    10908   177200 SH      SHARED      05        177200
D ROYAL PTT NEDERLAND N V        SPONSORED ADR    780641205       17      400 SH      SHARED      04           400
D ROYCE VALUE TR INC             COM              780910105      103     7635 SH      SHARED      01          7635
D ROYCE VALUE TR INC             COM              780910105      114     8444 SH      SHR/OTHR    01                            8444
D ROYCE VALUE TR INC             COM              780910105       30     2284 SH      SHARED      02            20              2264
D ROYCE MICRO-CAP TR INC         COM              780915104      220    21960 SH      SHARED      02         19502              2458
D RUBY TUESDAY INC               COM              781182100     1804   143658 SH      SHARED      01        143658
D RUBY TUESDAY INC               COM              781182100       12     1000 SH      SHARED      02                            1000
D RUBY TUESDAY INC               COM              781182100     5792   461118 SH      SHARED      04        461118
D RUDDICK CORP                   COM              781258108      764    64747 SH      SHARED      01         64747
D RUDDICK CORP                   COM              781258108       47     4000 SH      SHARED      02          4000
D RUDDICK CORP                   COM              781258108     1309   110845 SH      SHARED      04        110845
D RUDDICK CORP                   COM              781258108       72     6100 SH      SHARED      05          6100
D RUDOLPH TECHNOLOGIES INC       COM              781270103      178     4600 SH      SHARED      01          4600
D RURAL / METRO CORP             COM              781748108       21    13467 SH      SHARED      01         13467
D RURAL CELLULAR CORP            CL A             781904107     1271    16605 SH      SHARED      01         16605
D RURAL CELLULAR CORP            CL A             781904107      329     4308 SH      SHARED      04          4308
D RUSS BERRIE & CO               COM              782233100      371    19303 SH      SHARED      01         19303
D RUSS BERRIE & CO               COM              782233100       40     2118 SH      SHARED      04          2118
D RUSSELL CORP                   COM              782352108     5852   292614 SH      SHARED      01        292614
D RUSSELL CORP                   COM              782352108        6      300 SH      SHARED      02           300
D RUSSELL CORP                   COM              782352108      260    13001 SH      SHARED      04         13001
D RUSSELL CORP                   COM              782352108       16      800 SH      SHARED      05           800
D RYANS FAMILY STEAK HOUSE INC   COM              783519101      747    88555 SH      SHARED      01         88555
D RYDER SYS INC                  COM              783549108    11470   605703 SH      SHARED      01        603303              2400
D RYDER SYS INC                  COM              783549108        7      400 SH      SHARED      02           200               200
D RYDER SYS INC                  COM              783549108     2163   114245 SH      SHARED      04        114245
D RYDER SYS INC                  COM              783549108       32     1700 SH      SHARED      05          1700
D RYERSON TULL INC NEW           COM              78375P107      831    80165 SH      SHARED      01         80165
D RYERSON TULL INC NEW           COM              78375P107       63     6100 SH      SHARED      04          6100
D RYERSON TULL INC NEW           COM              78375P107       34     3300 SH      SHARED      05          3300
D RYLAND GROUP INC               COM              783764103      569    25722 SH      SHARED      01         25722
D RYLAND GROUP INC               COM              783764103       44     2024 SH      SHARED      04          2024
D S & T BANCORP INC              COM              783859101      799    43813 SH      SHARED      01         43813
D S & T BANCORP INC              COM              783859101        0       42 SH      SHARED      04            42
D SBC COMMUNICATIONS INC         COM              78387G103  1261616 29170335 SH      SHARED      01      28963778            206557
D SBC COMMUNICATIONS INC         COM              78387G103    26643   616028 SH      SHR/OTHR    01                 373653   242375
D SBC COMMUNICATIONS INC         COM              78387G103     5537   128036 SH      SHARED      02         14802            113234
D SBC COMMUNICATIONS INC         COM              78387G103   221562  5122830 SH      SHARED      04       5122830
D SBC COMMUNICATIONS INC         COM              78387G103    48435  1119900 SH      SHARED      06       1119900
D SBS TECHNOLOGIES INC           COM              78387P103      227     6146 SH      SHARED      01          6146
D SBS TECHNOLOGIES INC           COM              78387P103       60     1625 SH      SHARED      04          1625
D SBE INC                        COM NEW          783873201      118     5700 SH      SHARED      01          5700
D SBA COMMUNICATIONS CORP        COM              78388J106    10221   196815 SH      SHARED      01        196815
D SBA COMMUNICATIONS CORP        COM              78388J106     3676    70785 SH      SHARED      02         38114             32671
D SCG HLDG CORP                  COM              783884109       52     2400 SH      SHARED      01          2400
D SCG HLDG CORP                  COM              783884109      144     6600 SH      SHARED      02          6600
D SCI SYS INC                    SUB NT CONV 3%07 783890AF3      860  1000000 PRN     SHARED      04       1000000
D SCI SYS INC                    COM              783890106     8225   209916 SH      SHARED      01        209916
D SCI SYS INC                    COM              783890106      313     8000 SH      SHARED      02          5500              2500
D SCI SYS INC                    COM              783890106     4058   103579 SH      SHARED      04        103579
D SCI SYS INC                    COM              783890106      168     4300 SH      SHARED      05          4300
D SCM MICROSYSTEMS INC           COM              784018103     1914    31615 SH      SHARED      01         31615
D SCM MICROSYSTEMS INC           COM              784018103       68     1139 SH      SHARED      04          1139
D SCPIE HLDGS INC                COM              78402P104      328    16013 SH      SHARED      01         16013
D SCPIE HLDGS INC                COM              78402P104       75     3702 SH      SHARED      04          3702
D SCP POOL CORP                  COM              784028102      555    23659 SH      SHARED      01         23659
D SCP POOL CORP                  COM              784028102      166     7083 SH      SHARED      04          7083
D SDL INC                        COM              784076101    34493   120950 SH      SHARED      01        120950
D SDL INC                        COM              784076101      242      850 SH      SHARED      02           350               500
D SDL INC                        COM              784076101     6270    21989 SH      SHARED      04         21989
D SEI INVESTMENTS CO             COM              784117103     5072   127418 SH      SHARED      01         99059             28359
D SEI INVESTMENTS CO             COM              784117103      506    12718 SH      SHARED      04         12718
D SEMCO ENERGY INC               COM              78412D109      335    25821 SH      SHARED      01         25821
D SEMCO ENERGY INC               COM              78412D109        0       26 SH      SHARED      04            26
D SFX ENTMT INC                  CL A             784178105     2654    58587 SH      SHARED      01         58587
D SFX ENTMT INC                  CL A             784178105    36752   811096 SH      SHARED      04        811096
D SJW CORP                       COM              784305104      332     2800 SH      SHARED      01          2800
D SK TELECOM LTD                 SPONSORED ADR    78440P108    19042   524420 SH      SHARED      01        524420
D SK TELECOM LTD                 SPONSORED ADR    78440P108     1144    31510 SH      SHARED      04         31510
D SL GREEN RLTY CORP             COM              78440X101      838    31333 SH      SHARED      01         31333
D SL GREEN RLTY CORP             COM              78440X101      177     6635 SH      SHARED      04          6635
D S L INDS INC                   COM              784413106        5      597 SH      SHARED      01           597
D SLM HLDG CORP                  COM              78442A109    46206  1234257 SH      SHARED      01       1234257
D SLM HLDG CORP                  COM              78442A109     1118    29879 SH      SHR/OTHR    01                  28087     1792
D SLM HLDG CORP                  COM              78442A109      627    16750 SH      SHARED      02           850             15900
D SLM HLDG CORP                  COM              78442A109    33701   900227 SH      SHARED      04        900227
D SLM HLDG CORP                  COM              78442A109      112     3000 SH      SHARED      05          3000
D SLI INC                        COM              78442T108      405    33461 SH      SHARED      01         33461
D SLI INC                        COM              78442T108        0       62 SH      SHARED      04            62
D SLI INC                        COM              78442T108       12     1000 SH      SHARED      05          1000
D SPDR TR                        UNIT SER 1       78462F103    10529    72474 SH      SHARED      01         72474
D SPDR TR                        UNIT SER 1       78462F103     1378     9491 SH      SHARED      02          2955              6536
D SPDR TR                        UNIT SER 1       78462F103    10896    75000 SH      SHARED      04         75000
D SPDR TR                        UNIT SER 1       78462F103      842     5800 SH      SHARED      05          5800
D SPSS INC                       COM              78462K102      352    12104 SH      SHARED      01         12104
D SPS TECHNOLOGIES INC           COM              784626103      714    17403 SH      SHARED      01         17403
D SPS TECHNOLOGIES INC           COM              784626103        0       20 SH      SHARED      04            20
D S1 CORPORATION                 COM              78463B101      816    35038 SH      SHARED      01         35038
D S1 CORPORATION                 COM              78463B101     1107    47514 SH      SHARED      04         47514
D SPX CORP                       COM              784635104    16518   136589 SH      SHARED      01        136319               270
D SPX CORP                       COM              784635104     1436    11880 SH      SHARED      04         11880
D SPX CORP                       COM              784635104      507     4200 SH      SHARED      05          4200
D SRS LABS INC                   COM              78464M106       28     3100 SH      SHARED      01          3100
D S3 INC                         COM              784849101     3134   212500 SH      SHARED      01        212500
D S3 INC                         COM              784849101       15     1040 SH      SHARED      02          1040
D S3 INC                         COM              784849101      255    17304 SH      SHARED      04         17304
D SVI HLDGS INC                  COM              784872103      207    40506 SH      SHARED      01         40506
D SVI HLDGS INC                  COM              784872103       13     2569 SH      SHARED      04          2569
D SABA SOFTWARE INC              COM              784932105       21     1000 SH      SHARED      01          1000
D SYNC RESH INC                  COM NEW          785065202        0      203 SH      SHARED      02           203
D SAATCHI & SAATCHI PLC NEW      SPONSORED ADR    785144205       44     1400 SH      SHARED      04          1400
D SABINE ROYALTY TR              UNIT BEN INT     785688102       96     6000 SH      SHARED      01          3000              3000
D SABRE HLDGS CORP               CL A             785905100    25323   888551 SH      SHARED      01        888551
D SABRE HLDGS CORP               CL A             785905100       75     2641 SH      SHR/OTHR    01                    310     2331
D SABRE HLDGS CORP               CL A             785905100      223     7828 SH      SHARED      02          2372              5456
D SABRE HLDGS CORP               CL A             785905100     1863    65374 SH      SHARED      04         65230               144
D SABRE HLDGS CORP               CL A             785905100       59     2100 SH      SHARED      05          2100
D SABRE HLDGS CORP               CL A             785905100     6284   220493 SH      SHARED      06        220493
D SAF T LOK INC                  COM              78636P102       20    16100 SH      SHARED      01         16100
D SAFECO CORP                    COM              786429100    21739  1093796 SH      SHARED      01       1093796
D SAFECO CORP                    COM              786429100     2365   119023 SH      SHARED      04        119023
D SAFECO CORP                    COM              786429100      127     6400 SH      SHARED      05          6400
D SAFEGUARD SCIENTIFICS INC      SB NT CV 144A 06 786449AD0    16808 11000000 PRN     SHARED      04      11000000
D SAFEGUARD SCIENTIFICS INC      COM              786449108     4895   152700 SH      SHARED      01        147300              5400
D SAFEGUARD SCIENTIFICS INC      COM              786449108       48     1500 SH      SHR/OTHR    01                   1500
D SAFEGUARD SCIENTIFICS INC      COM              786449108      115     3600 SH      SHARED      02          2700               900
D SAFEGUARD SCIENTIFICS INC      COM              786449108      568    17744 SH      SHARED      04         17744
D SAFEGUARD SCIENTIFICS INC      COM              786449108      166     5200 SH      SHARED      05          5200
D SAFESCIENCE INC                COM              786452102       10     2000 SH      SHARED      01          1000              1000
D SAFESCIENCE INC                COM              786452102       99    18862 SH      SHARED      04         18862
D SAFETY 1ST INC                 COM              786475103     8479   619518 SH      SHARED      04                          619518
D SAFETY-KLEEN CORP NEW          COM NEW          78648R203       44    71209 SH      SHARED      01         65685              5524
D SAFETY-KLEEN CORP NEW          COM NEW          78648R203       43    70000 SH      SHARED      02                           70000
D SAFETY-KLEEN CORP NEW          COM NEW          78648R203        2     4664 SH      SHARED      04          4664
D SAFEWAY INC                    COM NEW          786514208   174513  3878069 SH      SHARED      01       3857709             20360
D SAFEWAY INC                    COM NEW          786514208      659    14650 SH      SHR/OTHR    01                   8850     5800
D SAFEWAY INC                    COM NEW          786514208     1073    23850 SH      SHARED      02         12000             11850
D SAFEWAY INC                    COM NEW          786514208    22836   507483 SH      SHARED      04        507483
D SAFEWAY INC                    COM NEW          786514208     1426    31700 SH      SHARED      05         31700
D SAFEWAY INC                    COM NEW          786514208    10260   228000 SH      SHARED      06        228000
D SAGA COMMUNICATIONS            CL A             786598102      280    12738 SH      SHARED      01         12738
D SAGA COMMUNICATIONS            CL A             786598102        6      307 SH      SHARED      02           307
D SAGA COMMUNICATIONS            CL A             786598102       10      457 SH      SHARED      04           457
D SAGA SYS INC                   COM              786610105     5080   408470 SH      SHARED      01        408470
D SAGA SYS INC                   COM              786610105      281    22633 SH      SHARED      04         22633
D SAGE INC                       COM              786632109       55     4300 SH      SHARED      01          4300
D SAGENT TECHNOLOGY INC          COM              786693101      874    61369 SH      SHARED      01         61369
D SAGENT TECHNOLOGY INC          COM              786693101      256    18000 SH      SHARED      02          1500             16500
D ST FRANCIS CAP CORP            COM              789374105      253    16749 SH      SHARED      04         16749
D ST JOE CO                      COM              790148100     1327    44250 SH      SHARED      01         44250
D ST JOE CO                      COM              790148100      747    24900 SH      SHR/OTHR    01                           24900
D ST JOE CO                      COM              790148100      174     5800 SH      SHARED      02          2500              3300
D ST JOE CO                      COM              790148100      318    10614 SH      SHARED      04         10614
D ST JOSEPH LT & PWR CO          COM              790654107       68     3254 SH      SHARED      01          3254
D ST JOSEPH LT & PWR CO          COM              790654107      116     5554 SH      SHR/OTHR    01                            5554
D ST JUDE MED INC                COM              790849103    29174   635946 SH      SHARED      01        635946
D ST JUDE MED INC                COM              790849103       59     1300 SH      SHARED      02                            1300
D ST JUDE MED INC                COM              790849103     1839    40099 SH      SHARED      04         40099
D ST MARY LD & EXPL CO           COM              792228108      980    23304 SH      SHARED      01         23304
D ST MARY LD & EXPL CO           COM              792228108      134     3200 SH      SHARED      02          3200
D ST MARY LD & EXPL CO           COM              792228108        8      200 SH      SHARED      04           200
D ST PAUL COS INC                COM              792860108    60060  1760024 SH      SHARED      01       1759968                56
D ST PAUL COS INC                COM              792860108       17      500 SH      SHR/OTHR    01                             500
D ST PAUL COS INC                COM              792860108      120     3540 SH      SHARED      02            50              3490
D ST PAUL COS INC                COM              792860108     3899   114259 SH      SHARED      04        114259
D ST PAUL COS INC                COM              792860108      563    16500 SH      SHARED      05         16500
D SAKS INC                       COM              79377W108     2099   199982 SH      SHARED      01        199982
D SAKS INC                       COM              79377W108        1      100 SH      SHARED      02           100
D SAKS INC                       COM              79377W108     1007    95995 SH      SHARED      04         95995
D SAKS INC                       COM              79377W108      195    18600 SH      SHARED      05         18600
D SALEM COMMUNICATIONS CORP DEL  CL A             794093104      311    33552 SH      SHARED      01         33552
D SALEM COMMUNICATIONS CORP DEL  CL A             794093104     2837   305734 SH      SHARED      02        299634              6100
D SALEM COMMUNICATIONS CORP DEL  CL A             794093104        4      463 SH      SHARED      04           463
D SALOMON BROTHERS FD INC        COM              795477108       34     1974 SH      SHARED      01          1974
D SALOMON BROTHERS FD INC        COM              795477108       26     1500 SH      SHARED      02          1500
D SALOMON BROTHERS FD INC        COM              795477108      479    27300 SH      SHARED      04         27300
D SALOMON BROS WORLDWIDE INCOME  COM              79548T109       56     4800 SH      SHARED      04          4800
D SALTON INC                     COM              795757103      945    25636 SH      SHARED      01         25636
D SALTON INC                     COM              795757103      123     3350 SH      SHARED      02                            3350
D SALTON INC                     COM              795757103       18      500 SH      SHARED      04           500
D SAMSONITE CORP NEW             COM              79604V105        7     1698 SH      SHARED      01          1698
D SAN PAOLO-IMI S P A            SPONSORED ADR    799175104        3      100 SH      SHARED      02                             100
D SANCHEZ COMPUTER ASSOCS INC    COM              799702105      709    29872 SH      SHARED      01         29872
D SANCHEZ COMPUTER ASSOCS INC    COM              799702105        2      100 SH      SHR/OTHR    01                    100
D SANCHEZ COMPUTER ASSOCS INC    COM              799702105        0       17 SH      SHARED      04            17
D SANDERSON FARMS INC            COM              800013104      102    12818 SH      SHARED      04         12818
D SANDISK CORP                   COM              80004C101     3438    56200 SH      SHARED      01         56200
D SANDISK CORP                   COM              80004C101        6      100 SH      SHR/OTHR    01                             100
D SANDISK CORP                   COM              80004C101      116     1900 SH      SHARED      02          1900
D SANDISK CORP                   COM              80004C101     2774    45348 SH      SHARED      04         45348
D SANDISK CORP                   COM              80004C101      104     1700 SH      SHARED      05          1700
D SANDY SPRING BANCORP INC       COM              800363103      214    10503 SH      SHARED      01         10503
D SANDY SPRING BANCORP INC       COM              800363103        0       17 SH      SHARED      04            17
D SANMINA CORP                   SB DB CV 144A 04 800907AA5      100    50000 PRN     SHARED      04         50000
D SANMINA CORP                   SUB NTCV 4.25%04 800907AB3    20130 10000000 PRN     SHARED      04      10000000
D SANMINA CORP                   COM              800907107    94925  1110245 SH      SHARED      01       1110245
D SANMINA CORP                   COM              800907107      726     8500 SH      SHR/OTHR    01                   8500
D SANMINA CORP                   COM              800907107    70857   828739 SH      SHARED      04        828739
D SANGSTAT MED CORP              COM              801003104      807    27969 SH      SHARED      01         27969
D SANGSTAT MED CORP              COM              801003104        0        9 SH      SHARED      04             9
D SANTA BARBARA RESTAURANT GP    COM              801378100       12    12864 SH      SHARED      01         12864
D SANTA CRUZ OPERATION INC       COM              801833104       44     7000 SH      SHARED      01          7000
D SANTA CRUZ OPERATION INC       COM              801833104     2431   381345 SH      SHARED      02        381345
D SANTA CRUZ OPERATION INC       COM              801833104      231    36355 SH      SHARED      04         36355
D SANTA FE SNYDER CORP           COM              80218K105     9898   870222 SH      SHARED      01        870222
D SANTA FE SNYDER CORP           COM              80218K105       91     8000 SH      SHARED      02          2000              6000
D SANTA FE SNYDER CORP           COM              80218K105     6944   610527 SH      SHARED      04        610527
D SANTA FE SNYDER CORP           COM              80218K105      271    23900 SH      SHARED      05         23900
D SANTA ISABEL S A               SPONSORED ADR    802233106       86    11500 SH      SHARED      04         11500
D SANTANDER BANCORP              COM              802809103       69     5472 SH      SHARED      01          5472
D SANTANDER BANCORP              COM              802809103        0        8 SH      SHARED      04             8
D SAP AKTIENGESELLSCHAFT         SPONSORED ADR    803054204       93     2000 SH      SHARED      01          2000
D SAP AKTIENGESELLSCHAFT         SPONSORED ADR    803054204       13      285 SH      SHARED      02           250                35
D SAP AKTIENGESELLSCHAFT         SPONSORED ADR    803054204     4482    95500 SH      SHARED      04         94900               600
D SAPIENT CORP                   COM              803062108    44130   412674 SH      SHARED      01        411040              1634
D SAPIENT CORP                   COM              803062108      292     2732 SH      SHARED      02          1992               740
D SAPIENT CORP                   COM              803062108     8203    76713 SH      SHARED      04         76713
D SARA LEE CORP                  COM              803111103   139949  7246780 SH      SHARED      01       7230224             16556
D SARA LEE CORP                  COM              803111103     2295   118868 SH      SHR/OTHR    01                  69900    48968
D SARA LEE CORP                  COM              803111103      599    31030 SH      SHARED      02         10600             20430
D SARA LEE CORP                  COM              803111103    26503  1372362 SH      SHARED      04       1372362
D SARA LEE CORP                  COM              803111103      656    34000 SH      SHARED      05         34000
D SATCON TECHNOLOGY CORP         COM              803893106      483    18914 SH      SHARED      01         18914
D SATCON TECHNOLOGY CORP         COM              803893106       63     2470 SH      SHARED      04          2470
D SATYAM INFOWAY LTD             SPONSORED ADR    804099109      149     6700 SH      SHARED      02          2500              4200
D SAUCONY INC                    CL B             804120202       14     1500 SH      SHARED      01          1500
D SAUER-DANFOSS INC              COM              804137107      210    21307 SH      SHARED      01         21307
D SAUL CTRS INC                  COM              804395101      322    20000 SH      SHARED      01         20000
D SAUL CTRS INC                  COM              804395101      161    10000 SH      SHR/OTHR    01                           10000
D SAUL CTRS INC                  COM              804395101       27     1700 SH      SHARED      02                            1700
D SAUL CTRS INC                  COM              804395101       22     1400 SH      SHARED      04          1400
D SAVOIR TECHNOLOGY GROUP INC    COM              80533W107       60     8500 SH      SHARED      01          8500
D SAVOIR TECHNOLOGY GROUP INC    COM              80533W107     1801   255067 SH      SHARED      04        255067
D SAVVIS COMMUNICATIONS CORP     COM              805423100      158    12100 SH      SHARED      01         12100
D SAWTEK INC                     COM              805468105     2158    37500 SH      SHARED      01         37500
D SAWTEK INC                     COM              805468105     1843    32018 SH      SHARED      04         32018
D SAWTEK INC                     COM              805468105      322     5600 SH      SHARED      05          5600
D SCANA CORP NEW                 COM              80589M102     2915   120868 SH      SHARED      01        118668              2200
D SCANA CORP NEW                 COM              80589M102      421    17470 SH      SHR/OTHR    01                   4800    12670
D SCANA CORP NEW                 COM              80589M102       91     3800 SH      SHARED      02                            3800
D SCANA CORP NEW                 COM              80589M102     2990   123971 SH      SHARED      04        123971
D SCANA CORP NEW                 COM              80589M102      349    14500 SH      SHARED      05         14500
D SCAN OPTICS INC                COM              805894102        6     8500 SH      SHARED      01          8500
D SCANSOFT INC                   COM              80603P107       52    18628 SH      SHARED      01         18628
D SCANSOFT INC                   COM              80603P107       18     6706 SH      SHARED      02          2874              3832
D SCANSOURCE INC                 COM              806037107       15      400 SH      SHARED      01           400
D SCHAWK INC                     CL A             806373106      170    18138 SH      SHARED      04         18138
D SCHEIN HENRY INC               COM              806407102      672    38977 SH      SHARED      01         38977
D SCHEIN HENRY INC               COM              806407102       11      680 SH      SHARED      04           680
D SCHEIN PHARMACEUTICAL INC      COM              806416103      408    18904 SH      SHARED      01         18904
D SCHEIN PHARMACEUTICAL INC      COM              806416103        2      118 SH      SHARED      04           118
D SCHERING PLOUGH CORP           COM              806605101   579046 11466265 SH      SHARED      01      11422615             43650
D SCHERING PLOUGH CORP           COM              806605101     9213   182450 SH      SHR/OTHR    01                 148650    33800
D SCHERING PLOUGH CORP           COM              806605101     5820   115258 SH      SHARED      02         31784             83474
D SCHERING PLOUGH CORP           COM              806605101   114918  2275617 SH      SHARED      04       2275617
D SCHERING PLOUGH CORP           COM              806605101     3343    66200 SH      SHARED      05         66200
D SCHERING PLOUGH CORP           COM              806605101     1819    36030 SH      SHARED      06         36030
D SCHLUMBERGER LTD               COM              806857108   359850  4822122 SH      SHARED      01       4811222             10900
D SCHLUMBERGER LTD               COM              806857108     7181    96229 SH      SHARED      02         22169             74060
D SCHLUMBERGER LTD               COM              806857108    50888   681917 SH      SHARED      04        681917
D SCHLUMBERGER LTD               COM              806857108     5067    67900 SH      SHARED      05         67900
D SCHNITZER STL INDS             CL A             806882106       71     4500 SH      SHARED      02          4500
D SCHOLASTIC CORP                COM              807066105     1741    28489 SH      SHARED      01         28489
D SCHOLASTIC CORP                COM              807066105      155     2550 SH      SHARED      02           900              1650
D SCHOLASTIC CORP                COM              807066105      314     5140 SH      SHARED      04          5140
D SCHOLASTIC CORP                COM              807066105       85     1400 SH      SHARED      05          1400
D SCHOOL SPECIALTY INC           COM              807863105      649    34968 SH      SHARED      01         34968
D SCHOOL SPECIALTY INC           COM              807863105        1       61 SH      SHR/OTHR    01                              61
D SCHOOL SPECIALTY INC           COM              807863105        4      248 SH      SHARED      02           124               124
D SCHOOL SPECIALTY INC           COM              807863105        0       29 SH      SHARED      04            29
D SCHULER HOMES INC              COM              808188106       10     1700 SH      SHARED      01          1700
D SCHULMAN A INC                 COM              808194104      899    74536 SH      SHARED      01         74536
D SCHULMAN A INC                 COM              808194104       88     7375 SH      SHARED      04          7375
D SCHULMAN A INC                 COM              808194104       48     4000 SH      SHARED      05          4000
D SCHULTZ SAV O STORES INC       COM              808196109        3      300 SH      SHARED      01           300
D SCHWAB CHARLES CORP NEW        COM              808513105   358466 10660702 SH      SHARED      01      10548586     5130   106986
D SCHWAB CHARLES CORP NEW        COM              808513105      118     3525 SH      SHR/OTHR    01                   2625      900
D SCHWAB CHARLES CORP NEW        COM              808513105      382    11373 SH      SHARED      02           525             10848
D SCHWAB CHARLES CORP NEW        COM              808513105    66435  1975777 SH      SHARED      04       1975777
D SCHWEITZER-MAUDUIT INTL INC    COM              808541106      488    39092 SH      SHARED      01         39092
D SCHWEITZER-MAUDUIT INTL INC    COM              808541106       21     1736 SH      SHR/OTHR    01                    916      820
D SCHWEITZER-MAUDUIT INTL INC    COM              808541106        2      180 SH      SHARED      02            60               120
D SCICLONE PHARMACEUTICALS INC   COM              80862K104     1039    80324 SH      SHARED      01         80324
D SCICLONE PHARMACEUTICALS INC   COM              80862K104      218    16874 SH      SHARED      04         16874
D SCIENT CORP                    COM              80864H109     1195    27100 SH      SHARED      01         27100
D SCIENT CORP                    COM              80864H109       39      900 SH      SHARED      02           500               400
D SCIENT CORP                    COM              80864H109       23      527 SH      SHARED      04           527
D SCIENTIFIC ATLANTA INC         COM              808655104   102203  1371864 SH      SHARED      01       1370164              1700
D SCIENTIFIC ATLANTA INC         COM              808655104     2051    27540 SH      SHARED      02         10000             17540
D SCIENTIFIC ATLANTA INC         COM              808655104    55079   739317 SH      SHARED      04        739317
D SCIENTIFIC ATLANTA INC         COM              808655104      394     5300 SH      SHARED      05          5300
D SCIENTIFIC GAMES HLDGS CORP    COM              808747109      555    22605 SH      SHARED      01         22605
D SCIENTIFIC GAMES HLDGS CORP    COM              808747109        0       27 SH      SHARED      04            27
D SCIOS INC                      COM              808905103       32     5800 SH      SHARED      01          5800
D SCIOS INC                      COM              808905103        2      500 SH      SHARED      02           100               400
D SCIOS INC                      COM              808905103        0       88 SH      SHARED      04            88
D SCIQUEST COM INC               COM              80908Q107      233    20400 SH      SHARED      01         20400
D SCIQUEST COM INC               COM              80908Q107     4798   419600 SH      SHARED      02        417100              2500
D SCIQUEST COM INC               COM              80908Q107        1       95 SH      SHARED      04            95
D SCIQUEST COM INC               COM              80908Q107        1      100 SH      SHARED      05           100
D SCITEX LTD                     ORD              809090103       30     2780 SH      SHARED      04          2780
D SCOOT COM PLC                  SPONSORED ADR    809141104        4      100 SH      SHARED      02                             100
D SCOTT TECHNOLOGIES INC         COM              810022301      608    35426 SH      SHARED      01         35426
D SCOTT TECHNOLOGIES INC         COM              810022301      499    29075 SH      SHARED      04         29075
D SCOTTISH PWR PLC               SPON ADR FINAL   81013T705       42     1276 SH      SHARED      01          1276
D SCOTTISH PWR PLC               SPON ADR FINAL   81013T705       73     2204 SH      SHARED      02                            2204
D SCOTTISH PWR PLC               SPON ADR FINAL   81013T705       79     2388 SH      SHARED      04          2388
D SCOTTS CO                      CL A             810186106     1693    46385 SH      SHARED      01         46385
D SCOTTS CO                      CL A             810186106      646    17720 SH      SHARED      04         17720
D SCRIPPS E W CO OHIO            CL A             811054204     1848    37538 SH      SHARED      01         37538
D SCRIPPS E W CO OHIO            CL A             811054204      657    13349 SH      SHARED      04         13349
D SCRIPPS E W CO OHIO            CL A             811054204       93     1900 SH      SHARED      05          1900
D SCUDDER NEW ASIA FD INC        COM              811183102      146    10000 SH      SHR/OTHR    01                           10000
D SCUDDER NEW ASIA FD INC        COM              811183102       36     2500 SH      SHARED      02          2500
D SCUDDER NEW ASIA FD INC        COM              811183102     1392    94825 SH      SHARED      04         94825
D SEA CONTAINERS LTD             CL A             811371707       63     3000 SH      SHARED      01          3000
D SEABOARD CORP                  COM              811543107      103      601 SH      SHARED      01           601
D SEABOARD CORP                  COM              811543107        0        1 SH      SHARED      04             1
D SEACHANGE INTL INC             COM              811699107      330    11450 SH      SHARED      01         11450
D SEACHANGE INTL INC             COM              811699107      204     7087 SH      SHARED      04          7087
D SEACOAST FINL SVCS CORP        COM              81170Q106      388    40906 SH      SHARED      01         39088              1818
D SEACOAST BKG CORP FLA          CL A             811707108       27     1000 SH      SHARED      01          1000
D SEACOAST BKG CORP FLA          CL A             811707108       16      600 SH      SHR/OTHR    01                             600
D SEAGATE TECHNOLOGY             COM              811804103    96048  1746329 SH      SHARED      01       1746329
D SEAGATE TECHNOLOGY             COM              811804103       33      600 SH      SHR/OTHR    01                             600
D SEAGATE TECHNOLOGY             COM              811804103      242     4400 SH      SHARED      02          2700              1700
D SEAGATE TECHNOLOGY             COM              811804103   175616  3193020 SH      SHARED      04       3193020
D SEAGATE TECHNOLOGY             COM              811804103     1017    18500 SH      SHARED      05         18500
D SEAGRAM LTD                    COM              811850106   166959  2878608 SH      SHARED      01       2877008              1600
D SEAGRAM LTD                    COM              811850106      971    16750 SH      SHARED      02         12100              4650
D SEAGRAM LTD                    COM              811850106    45065   776990 SH      SHARED      04        776990
D SEAGRAM LTD                    COM              811850106     1972    34000 SH      SHARED      05         34000
D SEAGRAM LTD                    PFD ADJ CV SEC   811850205    34265   637500 SH      SHARED      04        637500
D SEACOR SMIT INC                SUBNTCV 5.375%06 811904AE1     2020  2000000 PRN     SHARED      01       2000000
D SEACOR SMIT INC                COM              811904101     1741    45006 SH      SHARED      01         45006
D SEACOR SMIT INC                COM              811904101      941    24327 SH      SHARED      04         24327
D SEALED AIR CORP NEW            COM              81211K100    36150   690232 SH      SHARED      01        690232
D SEALED AIR CORP NEW            COM              81211K100      222     4241 SH      SHR/OTHR    01                            4241
D SEALED AIR CORP NEW            COM              81211K100      139     2666 SH      SHARED      02           428              2238
D SEALED AIR CORP NEW            COM              81211K100     1364    26045 SH      SHARED      04         26045
D SEALED AIR CORP NEW            COM              81211K100       31      600 SH      SHARED      05           600
D SEALED AIR CORP NEW            PFD CV A $2      81211K209     3411    67389 SH      SHARED      01         65874              1515
D SEALED AIR CORP NEW            PFD CV A $2      81211K209      160     3163 SH      SHR/OTHR    01                    950     2213
D SEALED AIR CORP NEW            PFD CV A $2      81211K209      114     2270 SH      SHARED      02           380              1890
D SEALED AIR CORP NEW            PFD CV A $2      81211K209   165497  3269077 SH      SHARED      04       3269077
D SEARS ROEBUCK & CO             COM              812387108    90892  2785983 SH      SHARED      01       2785883               100
D SEARS ROEBUCK & CO             COM              812387108      391    12000 SH      SHR/OTHR    01                    500    11500
D SEARS ROEBUCK & CO             COM              812387108       91     2812 SH      SHARED      02                            2812
D SEARS ROEBUCK & CO             COM              812387108     7615   233440 SH      SHARED      04        233440
D SECOND BANCORP INC             COM              813114105        4      300 SH      SHARED      01           300
D SECOND BANCORP INC             COM              813114105      313    20675 SH      SHARED      04         20675
D SECTOR SPDR TR                 SBI INT-ENERGY   81369Y506      837    27585 SH      SHARED      02         27500                85
D SECTOR SPDR TR                 SBI INT-FINL     81369Y605       68     2900 SH      SHARED      02          1600              1300
D SECTOR SPDR TR                 SBI INT-TECH     81369Y803       59     1100 SH      SHARED      02           600               500
D SECTOR SPDR TR                 SBI INT-TECH     81369Y803     5001    92300 SH      SHARED      04         92300
D SECURE COMPUTING CORP          COM              813705100      711    37828 SH      SHARED      01         37828
D SECURE COMPUTING CORP          COM              813705100      256    13647 SH      SHARED      04         13647
D SECURITY CAP GROUP INC         CL B             81413P204     1103    64911 SH      SHARED      01         64911
D SECURITY CAP GROUP INC         CL B             81413P204       22     1304 SH      SHARED      04          1304
D SECURITY CAP CORP DEL          CL A NEW         814131405        0       25 SH      SHARED      02            25
D SECURITY PA FINL CORP          COM              814847109     2199   131300 SH      SHARED      04        131300
D SEDONA CORP PA                 COM              815677109       48    13500 SH      SHARED      01         13500
D SEGUE SOFTWARE INC             COM              815807102        0      100 SH      SHARED      02                             100
D SEIBELS BRUCE GROUP INC        COM NEW          816006209       17    15300 SH      SHARED      01         15300
D SEITEL INC                     COM NEW          816074306      342    42118 SH      SHARED      01         42118
D SEITEL INC                     COM NEW          816074306       11     1423 SH      SHARED      04          1423
D SELECT COMFORT CORP            COM              81616X103      113    35519 SH      SHARED      04         35519
D SELECTICA INC                  COM              816288104      224     3200 SH      SHARED      01          3200
D SELECTIVE INS GROUP INC        COM              816300107      884    46558 SH      SHARED      01         46558
D SELECTIVE INS GROUP INC        COM              816300107        1       63 SH      SHARED      04            63
D SEMELE GROUP INC               COM NEW          816618201        0      200 SH      SHARED      02                             200
D SEMELE GROUP INC               COM NEW          816618201        2      500 SH      SHARED      04           500
D SEMTECH CORP                   SB NT CV 144A 07 816850AB7    86282 79377000 PRN     SHARED      04      79377000
D SEMTECH CORP                   COM              816850101     3242    42400 SH      SHARED      01         42400
D SEMTECH CORP                   COM              816850101     2804    36674 SH      SHARED      04         36674
D SEMTECH CORP                   COM              816850101      367     4800 SH      SHARED      05          4800
D SEMPRA ENERGY                  COM              816851109    35736  2102164 SH      SHARED      01       2099164              3000
D SEMPRA ENERGY                  COM              816851109       66     3884 SH      SHR/OTHR    01                   3133      751
D SEMPRA ENERGY                  COM              816851109       91     5404 SH      SHARED      02           901              4503
D SEMPRA ENERGY                  COM              816851109     2857   168059 SH      SHARED      04        168059
D SEMPRA ENERGY                  COM              816851109       73     4300 SH      SHARED      05          4300
D SEMITOOL INC                   COM              816909105       53     3100 SH      SHARED      01          3100
D SEMITOOL INC                   COM              816909105      268    15538 SH      SHARED      04         15538
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      171    23453 SH      SHARED      01         21488              1965
D SENIOR HSG PPTYS TR            SH BEN INT       81721M109        3      500 SH      SHR/OTHR    01                    120      380
D SENIOR HSG PPTYS TR            SH BEN INT       81721M109      223    30552 SH      SHARED      04         30552
D SENSAR CORP                    COM              817253107       83     3500 SH      SHARED      01          3500
D SENSORMATIC ELECTRS CORP       COM              817265101     2455   155303 SH      SHARED      01        155303
D SENSORMATIC ELECTRS CORP       COM              817265101      322    20408 SH      SHARED      04         20408
D SENSORMATIC ELECTRS CORP       COM              817265101      161    10200 SH      SHARED      05         10200
D SENSORMATIC ELECTRS CORP       PFD 1/10CV6.5%   817265200    47419  1986176 SH      SHARED      04       1986176
D SEPRACOR INC                   SB DB CV 6.25%05 817315AE4    22830  4410000 PRN     SHARED      04       4410000
D SEPRACOR INC                   SB DB CV144A7%05 817315AF1    16280  8000000 PRN     SHARED      04       8000000
D SEPRACOR INC                   SUB DB CONV 7%05 817315AH7     5698  2800000 PRN     SHARED      01       2800000
D SEPRACOR INC                   SUB DB CONV 7%05 817315AH7     7492  3682000 PRN     SHARED      04       3682000
D SEPRACOR INC                   SB DB CV 144A 07 817315AJ3     2926  2000000 PRN     SHARED      01       2000000
D SEPRACOR INC                   SB DB CV 144A 07 817315AJ3   194088132665000 PRN     SHARED      04     132665000
D SEPRACOR INC                   COM              817315104    11905    98700 SH      SHARED      01         97400              1300
D SEPRACOR INC                   COM              817315104      120     1000 SH      SHARED      02                            1000
D SEPRACOR INC                   COM              817315104    34910   289410 SH      SHARED      04        289410
D SEPRACOR INC                   COM              817315104     1013     8400 SH      SHARED      05          8400
D SEQUA CORPORATION              CL A             817320104      586    15354 SH      SHARED      01         15354
D SEQUA CORPORATION              CL A             817320104      139     3649 SH      SHARED      04          3649
D SEQUA CORPORATION              CL A             817320104       34      900 SH      SHARED      05           900
D SEQUA CORPORATION              PFD CONV $5      817320302     3885    49500 SH      SHARED      04         49500
D SEQUENOM INC                   COM              817337108      464    10230 SH      SHARED      01         10230
D SEQUOIA SOFTWARE CORP          COM              817439102      309    18900 SH      SHARED      01         18900
D SEQUOIA SOFTWARE CORP          COM              817439102      384    23500 SH      SHARED      02         23500
D SERENA SOFTWARE INC            COM              817492101     1653    36407 SH      SHARED      01         36407
D SERENA SOFTWARE INC            COM              817492101      724    15950 SH      SHARED      04         15950
D SEROLOGICALS CORP              COM              817523103      199    39854 SH      SHARED      04         39854
D SERVICE CORP INTL              COM              817565104     1772   556285 SH      SHARED      01        555285              1000
D SERVICE CORP INTL              COM              817565104       20     6309 SH      SHR/OTHR    01                            6309
D SERVICE CORP INTL              COM              817565104        3     1000 SH      SHARED      02                            1000
D SERVICE CORP INTL              COM              817565104      351   110144 SH      SHARED      04        110144
D SERVICEMASTER CO               COM              81760N109     7780   683958 SH      SHARED      01        657793             26165
D SERVICEMASTER CO               COM              81760N109     1289   113368 SH      SHR/OTHR    01                  95486    17882
D SERVICEMASTER CO               COM              81760N109      534    47003 SH      SHARED      02          1500             45503
D SERVICEMASTER CO               COM              81760N109     1191   104717 SH      SHARED      04        104717
D 7-ELEVEN INC                   COM NEW          817826209      631    45907 SH      SHARED      01         45907
D 7-ELEVEN INC                   COM NEW          817826209      398    29005 SH      SHARED      04         29005
D 724 SOLUTIONS INC              COM              81788Q100      122     2800 SH      SHARED      05          2800
D SEVEN SEAS PETE INC            COM              817917107        3     3100 SH      SHARED      01          3100
D SEVENSON ENVIRONMENTAL SVCS    COM              818063109        3      320 SH      SHARED      01           320
D SHARED MED SYS CORP            COM              819486101    64260   881044 SH      SHARED      01        881044
D SHARED MED SYS CORP            COM              819486101      116     1600 SH      SHR/OTHR    01                            1600
D SHARED MED SYS CORP            COM              819486101       29      400 SH      SHARED      02           400
D SHARED MED SYS CORP            COM              819486101    23152   317431 SH      SHARED      04        317431
D SHAW COMMUNICATIONS INC        CL B CONV        82028K200       61     2500 SH      SHARED      04          2500
D SHAW GROUP INC                 COM              820280105      334     7100 SH      SHARED      01          7100
D SHAW GROUP INC                 COM              820280105      197     4195 SH      SHARED      04          4195
D SHAW INDS INC                  COM              820286102     2516   201345 SH      SHARED      01        201345
D SHAW INDS INC                  COM              820286102       25     2000 SH      SHARED      02           500              1500
D SHAW INDS INC                  COM              820286102      921    73737 SH      SHARED      04         73737
D SHAW INDS INC                  COM              820286102      215    17200 SH      SHARED      05         17200
D SHELDAHL CO                    COM              822440103        1      300 SH      SHARED      01           300
D SHELL TRANS & TRADING PLC      NEW YRK SH NEW   822703609      680    13626 SH      SHARED      01         13626
D SHELL TRANS & TRADING PLC      NEW YRK SH NEW   822703609      209     4200 SH      SHR/OTHR    01                   4200
D SHELL TRANS & TRADING PLC      NEW YRK SH NEW   822703609      609    12204 SH      SHARED      02          4200              8004
D SHELL TRANS & TRADING PLC      NEW YRK SH NEW   822703609     1234    24730 SH      SHARED      04         24730
D SHELLS SEAFOOD RESTAURANTS INC COM              822809109       24    12000 SH      SHARED      01         12000
D SHERWIN WILLIAMS CO            COM              824348106    27089  1278595 SH      SHARED      01       1278195               400
D SHERWIN WILLIAMS CO            COM              824348106       31     1500 SH      SHR/OTHR    01                            1500
D SHERWIN WILLIAMS CO            COM              824348106      250    11800 SH      SHARED      02           800             11000
D SHERWIN WILLIAMS CO            COM              824348106     2603   122865 SH      SHARED      04        122865
D SHERWIN WILLIAMS CO            COM              824348106      110     5200 SH      SHARED      05          5200
D SHILOH INDS INC                COM              824543102        2      300 SH      SHARED      01           300
D SHIRE PHARMACEUTICALS GRP PLC  SPONSORED ADR    82481R106        5      104 SH      SHARED      02           104
D SHIRE PHARMACEUTICALS GRP PLC  SPONSORED ADR    82481R106       19      375 SH      SHARED      04           375
D SHOE CARNIVAL INC              COM              824889109        3      500 SH      SHARED      01           500
D SHOE CARNIVAL INC              COM              824889109      110    17674 SH      SHARED      04         17674
D SHOPKO STORES INC              COM              824911101      699    45503 SH      SHARED      01         45503
D SHOPKO STORES INC              COM              824911101       45     2975 SH      SHARED      04          2975
D SHONEYS INC                    COM              825039100        9     7301 SH      SHARED      01          7301
D SHONEYS INC                    COM              825039100       17    13852 SH      SHARED      02                           13852
D SHOP AT HOME INC               COM NEW          825066301       53    11400 SH      SHARED      01         11400
D SHOP AT HOME INC               COM NEW          825066301       23     5000 SH      SHARED      02          5000
D SHOP AT HOME INC               COM NEW          825066301      247    52992 SH      SHARED      04         52992
D SHORELINE FINL CORP            COM              825190101        8      696 SH      SHARED      01           696
D SHORELINE FINL CORP            COM              825190101      229    19331 SH      SHARED      04         19331
D SHOWCASE CORP                  COM              82539P102       60    10400 SH      SHARED      01         10400
D SHURGARD STORAGE CTRS INC      COM              82567D104     1337    59461 SH      SHARED      01         48648             10813
D SHURGARD STORAGE CTRS INC      COM              82567D104       24     1102 SH      SHARED      02          1102
D SHURGARD STORAGE CTRS INC      COM              82567D104      214     9544 SH      SHARED      04          9544
D SICOR INC                      COM              825846108     1073   134200 SH      SHARED      01        118894             15306
D SICOR INC                      COM              825846108      263    32999 SH      SHARED      04         32999
D SIEBEL SYS INC                 SB NT CV 144A 06 826170AA0     5407  1500000 PRN     SHARED      01       1500000
D SIEBEL SYS INC                 SB NT CV 144A 06 826170AA0    12790  3548000 PRN     SHARED      04       3548000
D SIEBEL SYS INC                 SB NT CV  5.5%06 826170AC6      360   100000 PRN     SHARED      01        100000
D SIEBEL SYS INC                 COM              826170102   239887  1466643 SH      SHARED      01       1466443               200
D SIEBEL SYS INC                 COM              826170102    13604    83175 SH      SHARED      02         44545             38630
D SIEBEL SYS INC                 COM              826170102    19931   121860 SH      SHARED      04        121595               265
D SIEBEL SYS INC                 COM              826170102     1079     6600 SH      SHARED      05          6600
D SIEBERT FINL CORP              COM              826176109        0       50 SH      SHARED      01            50
D SIEBERT FINL CORP              COM              826176109        0      100 SH      SHARED      02           100
D SIEBERT FINL CORP              COM              826176109       33     4746 SH      SHARED      04          4746
D SIERRA HEALTH SVCS INC         COM              826322109       27     8573 SH      SHARED      01          8573
D SIERRA HEALTH SVCS INC         COM              826322109      184    58018 SH      SHARED      04         58018
D SIERRA PAC RES NEW             COM              826428104     2132   169723 SH      SHARED      01        169723
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      246    19609 SH      SHARED      04         19609
D SIERRA PAC RES NEW             COM              826428104      126    10100 SH      SHARED      05         10100
D SIERRACITIES COM INC           COM              826521106       16     4500 SH      SHARED      01          4500
D SIERRACITIES COM INC           COM              826521106      123    32986 SH      SHARED      04         32986
D SIGMA ALDRICH CORP             COM              826552101    21418   732269 SH      SHARED      01        732069               200
D SIGMA ALDRICH CORP             COM              826552101     1716    58700 SH      SHARED      02          3500             55200
D SIGMA ALDRICH CORP             COM              826552101     1424    48685 SH      SHARED      04         48685
D SIGMA ALDRICH CORP             COM              826552101       67     2300 SH      SHARED      05          2300
D SILICON LABORATORIES INC       COM              826919102      143     2700 SH      SHARED      01          2700
D SILGAN HOLDINGS INC            COM              827048109      214    21907 SH      SHARED      04         21907
D SILICON IMAGE INC              COM              82705T102      493     9900 SH      SHARED      01          9900
D SILICON GRAPHICS INC           SR NT CV 5.25%04 827056AC6    38735 63500000 PRN     SHARED      04      63500000
D SILICON GRAPHICS INC           COM              827056102     1276   340412 SH      SHARED      01        340412
D SILICON GRAPHICS INC           COM              827056102      310    82703 SH      SHARED      02         82703
D SILICON GRAPHICS INC           COM              827056102     4177  1114115 SH      SHARED      04       1114115
D SILICON STORAGE TECHNOLOGY INC COM              827057100     1616    18300 SH      SHARED      01         18300
D SILICON STORAGE TECHNOLOGY INC COM              827057100      432     4900 SH      SHARED      05          4900
D SILICON VY BANCSHARES          COM              827064106     4172    97884 SH      SHARED      01         97884
D SILICON VY BANCSHARES          COM              827064106      238     5600 SH      SHARED      02          1600              4000
D SILICON VY BANCSHARES          COM              827064106        2       49 SH      SHARED      04            49
D SILICON VY BANCSHARES          COM              827064106        4      100 SH      SHARED      05           100
D SILICON VY GROUP INC           COM              827066101     2420    93534 SH      SHARED      01         93534
D SILICON VY GROUP INC           COM              827066101       14      555 SH      SHARED      04           555
D SILICONIX INC                  COM NEW          827079203      631     9350 SH      SHARED      01          9350
D SILICONIX INC                  COM NEW          827079203      343     5084 SH      SHARED      04          5084
D SILVERSTREAM SOFTWARE INC      COM              827907106      363     6300 SH      SHARED      01          6300
D SIMMONS 1ST NATL CORP          CL A $5 PAR      828730200      328    14667 SH      SHARED      04         14667
D SIMON PPTY GROUP INC NEW       COM              828806109     4373   197122 SH      SHARED      01        197122
D SIMON PPTY GROUP INC NEW       COM              828806109       35     1600 SH      SHR/OTHR    01                   1600
D SIMON PPTY GROUP INC NEW       COM              828806109      223    10070 SH      SHARED      02          9900               170
D SIMON PPTY GROUP INC NEW       COM              828806109     2847   128362 SH      SHARED      04        128362
D SIMON TRANSN SVCS INC          CL A             828813105      699   117850 SH      SHARED      02        117850
D SIMPSON INDS INC               COM              829060102        0       75 SH      SHARED      01            75
D SIMPSON INDS INC               COM              829060102      349    46369 SH      SHARED      04         46369
D SIMPSON MANUFACTURING CO INC   COM              829073105      627    13118 SH      SHARED      01         13118
D SIMPSON MANUFACTURING CO INC   COM              829073105        0       13 SH      SHARED      04            13
D SIMULA INC                     SR SB NT CV 8%04 829206AB7       17    50000 PRN     SHR/OTHR    01                  50000
D SIMULA INC                     SR SB NT CV 8%04 829206AB7      140   400000 PRN     SHARED      04        400000
D SIMULA INC                     COM              829206101        0      300 SH      SHARED      01           300
D SINCLAIR BROADCAST GROUP INC   CL A             829226109      885    80510 SH      SHARED      01         80510
D SINCLAIR BROADCAST GROUP INC   CL A             829226109      174    15900 SH      SHARED      02         15900
D SINCLAIR BROADCAST GROUP INC   CL A             829226109       14     1300 SH      SHARED      04          1300
D SINCLAIR BROADCAST GROUP INC   PFD CV EXCH D    829226505     3831   123606 SH      SHARED      04        123606
D SINGAPORE FD INC               COM              82929L109        1      200 SH      SHARED      01           200
D SINGAPORE FD INC               COM              82929L109      171    25000 SH      SHARED      04         25000
D SIRIUS SATELLITE RADIO INC     COM              82966U103     2593    58521 SH      SHARED      01         58521
D SIRIUS SATELLITE RADIO INC     COM              82966U103      296     6700 SH      SHARED      02          5200              1500
D SIRIUS SATELLITE RADIO INC     COM              82966U103        4      100 SH      SHARED      04           100
D SITEL CORP                     COM              82980K107      511   103671 SH      SHARED      01        103151               520
D SITEL CORP                     COM              82980K107      104    21200 SH      SHARED      02         14000              7200
D SITEL CORP                     COM              82980K107        0        5 SH      SHARED      04             5
D SIPEX CORP                     COM              829909100     5352   193316 SH      SHARED      01        193316
D SIPEX CORP                     COM              829909100      537    19400 SH      SHARED      02          6500             12900
D SIPEX CORP                     COM              829909100     6383   230550 SH      SHARED      03        230550
D SIPEX CORP                     COM              829909100      251     9100 SH      SHARED      05          9100
D SIZELER PPTY INVS INC          SUB DB CONV 8%03 830137AA3      891  1000000 PRN     SHARED      04       1000000
D SKECHERS U S A INC             CL A             830566105      371    23471 SH      SHARED      01         23471
D SKILLSOFT CORP                 COM              83066P101       19     1410 SH      SHARED      01          1410
D SKY FINL GROUP INC             COM              83080P103     1637   102735 SH      SHARED      01        102735
D SKYEPHARMA PLC                 SPONSORED ADR    830808101        4      361 SH      SHARED      02           361
D SKYLINE CORP                   COM              830830105      337    15692 SH      SHARED      01         15692
D SKYLINE CORP                   COM              830830105       47     2232 SH      SHARED      02           700              1532
D SKYLINE CORP                   COM              830830105      343    15992 SH      SHARED      04         15992
D SKYWEST INC                    COM              830879102     1857    50126 SH      SHARED      01         50126
D SKYWEST INC                    COM              830879102       15      414 SH      SHARED      04           414
D SKYWEST INC                    COM              830879102        7      200 SH      SHARED      05           200
D SMALLWORLD PLC                 SPONSORED ADR    83168P108       95     7600 SH      SHARED      02          7600
D SMART & FINAL INC              COM              831683107       82    10709 SH      SHARED      01         10709
D SMARTERKIDS COM                COM              83169C106       16     8800 SH      SHARED      01          8800
D SMARTSERV ONLINE INC           WT EXP  032001   83169M112      135     5000 SH      SHARED      02          5000
D SMARTSERV ONLINE INC           COM NE           83169M203      345     4900 SH      SHARED      01          4900
D SMARTSERV ONLINE INC           COM NE           83169M203      308     4379 SH      SHARED      04          4379
D SMARTDISK CORP                 COM              83169Q105       19      700 SH      SHARED      01           700
D SMARTDISK CORP                 COM              83169Q105        5      200 SH      SHR/OTHR    01                             200
D SMARTDISK CORP                 COM              83169Q105        2      100 SH      SHARED      04           100
D SMARTFORCE PUB LTD CO          SPONSORED ADR    83170A206     9080   189168 SH      SHARED      02         60400            128768
D SMITH A O                      CL A             831865100       12      600 SH      SHARED      01           600
D SMITH A O                      COM              831865209      848    40522 SH      SHARED      01         40522
D SMITH A O                      COM              831865209        2      137 SH      SHARED      04           137
D SMITH-GARDNER & ASSOCS         COM              832059109     5068  1053350 SH      SHARED      02       1047300              6050
D SMITH-GARDNER & ASSOCS         COM              832059109        6     1420 SH      SHARED      04          1420
D SMITH INTL INC                 COM              832110100    26894   369365 SH      SHARED      01        369365
D SMITH INTL INC                 COM              832110100       36      500 SH      SHARED      02           200               300
D SMITH INTL INC                 COM              832110100    10287   141283 SH      SHARED      04        141283
D SMITH INTL INC                 COM              832110100     3349    46000 SH      SHARED      05         46000
D SMITH MICRO SOFTWARE INC       COM              832154108       37     5900 SH      SHARED      01          5900
D SMITH MICRO SOFTWARE INC       COM              832154108      130    20600 SH      SHARED      04         20600
D SMITH CHARLES E RESDNTL RLTY   COM              832197107     1209    31822 SH      SHARED      01         31822
D SMITH CHARLES E RESDNTL RLTY   COM              832197107       22      586 SH      SHARED      02           586
D SMITHFIELD COS INC             COM              832245104        1      160 SH      SHARED      01           160
D SMITHFIELD FOODS INC           COM              832248108     3232   115199 SH      SHARED      01        115199
D SMITHFIELD FOODS INC           COM              832248108        8      300 SH      SHARED      04           300
D SMITHFIELD FOODS INC           COM              832248108        2      100 SH      SHARED      05           100
D SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301     9841   150980 SH      SHARED      01        134783             16197
D SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301     7032   107888 SH      SHR/OTHR    01                 105088     2800
D SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301     1285    19721 SH      SHARED      02          5800             13921
D SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301     4895    75100 SH      SHARED      04         75100
D SMUCKER J M CO                 CL A             832696108     1038    53932 SH      SHARED      01         53932
D SMUCKER J M CO                 CL A             832696108       38     2000 SH      SHR/OTHR    01                   2000
D SMUCKER J M CO                 CL A             832696108      133     6950 SH      SHARED      04          6950
D SMUCKER J M CO                 CL A             832696108       71     3700 SH      SHARED      05          3700
D SMUCKER J M CO                 CL B             832696207       99     5300 SH      SHARED      01          5300
D SMUCKER J M CO                 CL B             832696207       99     5300 SH      SHR/OTHR    01                   5300
D SMURFIT-STONE CONTAINER CORP   COM              832727101     2213   171894 SH      SHARED      01        171894
D SMURFIT-STONE CONTAINER CORP   COM              832727101       84     6536 SH      SHARED      02                            6536
D SMURFIT-STONE CONTAINER CORP   COM              832727101      269    20921 SH      SHARED      04         20921
D SNYDER COMMUNICATIONS INC      COM SNC          832914105     1447    60952 SH      SHARED      01         60952
D SNYDER COMMUNICATIONS INC      COM SNC          832914105       59     2500 SH      SHARED      02          2500
D SNYDER COMMUNICATIONS INC      COM SNC          832914105     2584   108822 SH      SHARED      04        108822
D SNYDER COMMUNICATIONS INC      COM CIRCLE COM   832914204       29     7944 SH      SHARED      01          7919                25
D SNYDER COMMUNICATIONS INC      COM CIRCLE COM   832914204       11     3125 SH      SHARED      02           625              2500
D SNYDER COMMUNICATIONS INC      COM CIRCLE COM   832914204       36     9863 SH      SHARED      04          9863
D SNAP ON INC                    COM              833034101    13828   519398 SH      SHARED      01        519398
D SNAP ON INC                    COM              833034101        5      200 SH      SHARED      02                             200
D SNAP ON INC                    COM              833034101     2287    85912 SH      SHARED      04         85912
D SNOWBALL COM INC               COM              83335R102      175    36000 SH      SHARED      02         36000
D SOBIESKI BANCORP INC           COM              833582109       17     1600 SH      SHARED      01          1600
D SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B   833635105       11      500 SH      SHARED      01           500
D SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B   833635105      200     9000 SH      SHARED      04          9000
D SODEXHO MARRIOTT SVCS INC      COM              833793102     4289   268114 SH      SHARED      01         70682            197432
D SODEXHO MARRIOTT SVCS INC      COM              833793102      180    11271 SH      SHR/OTHR    01                           11271
D SODEXHO MARRIOTT SVCS INC      COM              833793102        0       50 SH      SHARED      02                              50
D SODEXHO MARRIOTT SVCS INC      COM              833793102       97     6100 SH      SHARED      04          6100
D SOFTNET SYS INC                COM              833964109      542    56410 SH      SHARED      01         56410
D SOFTNET SYS INC                COM              833964109        9     1000 SH      SHR/OTHR    01                            1000
D SOFTNET SYS INC                COM              833964109      139    14500 SH      SHARED      02         14500
D SOFTNET SYS INC                COM              833964109        1      130 SH      SHARED      04           130
D SOFTWARE COM INC               COM              83402P104    16049   123580 SH      SHARED      01         25000             98580
D SOFTWARE COM INC               COM              83402P104       12      100 SH      SHARED      02                             100
D SOFTWARE COM INC               COM              83402P104       12      100 SH      SHARED      04           100
D SOFTECH INC                    COM              834021107       13    13000 SH      SHARED      01         13000
D SOLA INTL INC                  COM              834092108        9     2050 SH      SHARED      01          2050
D SOLA INTL INC                  COM              834092108      241    49536 SH      SHARED      04         49536
D SOLECTRON CORP                 COM              834182107   199840  4772299 SH      SHARED      01       4672399             99900
D SOLECTRON CORP                 COM              834182107     1465    34986 SH      SHR/OTHR    01                  15586    19400
D SOLECTRON CORP                 COM              834182107     2932    70040 SH      SHARED      02          6937             63103
D SOLECTRON CORP                 COM              834182107    14863   354960 SH      SHARED      04        354960
D SOLECTRON CORP                 COM              834182107      184     4400 SH      SHARED      05          4400
D SOLECTRON CORP                 COM              834182107       16      400 SH      SHARED      06           400
D SOLUTIA INC                    COM              834376105     3620   263289 SH      SHARED      01        262689               600
D SOLUTIA INC                    COM              834376105       47     3470 SH      SHR/OTHR    01                    690     2780
D SOLUTIA INC                    COM              834376105       34     2497 SH      SHARED      02           977              1520
D SOLUTIA INC                    COM              834376105     1604   116698 SH      SHARED      04        116698
D SOLUTIA INC                    COM              834376105       59     4300 SH      SHARED      05          4300
D SOMERA COMMUNICATION           COM              834458101      470    34535 SH      SHARED      01         34535
D SOMERSET GROUP INC             COM              834706103        3      156 SH      SHARED      01           156
D SONERA GROUP PLC               SPONSORED ADR    835433202       63     1380 SH      SHARED      02           100              1280
D SONERA GROUP PLC               SPONSORED ADR    835433202       50     1100 SH      SHARED      04          1100
D SONERA GROUP PLC               SPONSORED ADR    835433202      391     8500 SH      SHARED      05          8500
D SONIC AUTOMOTIVE INC           CL A             83545G102      123    11572 SH      SHARED      01         11572
D SONIC INNOVATIONS INC          COM              83545M109       24     1300 SH      SHARED      01          1300
D SONIC INNOVATIONS INC          COM              83545M109        3      200 SH      SHARED      02           200
D SONIC INNOVATIONS INC          COM              83545M109        5      303 SH      SHARED      04           303
D SONIC FDRY INC                 COM              83545R108       69     3300 SH      SHARED      01          3300
D SONIC FDRY INC                 COM              83545R108      295    14084 SH      SHARED      04         14084
D SONIC CORP                     COM              835451105     1233    41976 SH      SHARED      01         41976
D SONIC CORP                     COM              835451105        3      109 SH      SHARED      04           109
D SONIC SOLUTIONS                COM              835460106       52    13700 SH      SHARED      01         13700
D SONICWALL INC                  COM              835470105      827     9400 SH      SHARED      01          9400
D SONOCO PRODS CO                COM              835495102     2732   132905 SH      SHARED      01        132905
D SONOCO PRODS CO                COM              835495102      171     8327 SH      SHARED      02           685              7642
D SONOCO PRODS CO                COM              835495102     1159    56376 SH      SHARED      04         56376
D SONOCO PRODS CO                COM              835495102      215    10500 SH      SHARED      05         10500
D SONOSITE INC                   COM              83568G104     5610   194731 SH      SHARED      01        194731
D SONOSITE INC                   COM              83568G104      106     3700 SH      SHARED      02           900              2800
D SONOSITE INC                   COM              83568G104       81     2816 SH      SHARED      04          2816
D SONUS CORP                     COM              835691106        0      100 SH      SHARED      01           100
D SONUS PHARMACEUTICALS INC      COM              835692104        9     2700 SH      SHARED      01          2700
D SONY CORP                      ADR NEW          835699307     1803    19124 SH      SHARED      01         18220               904
D SONY CORP                      ADR NEW          835699307      454     4820 SH      SHR/OTHR    01                            4820
D SONY CORP                      ADR NEW          835699307      273     2900 SH      SHARED      02           400              2500
D SONY CORP                      ADR NEW          835699307      716     7600 SH      SHARED      04          7600
D SONY CORP                      ADR NEW          835699307      348     3700 SH      SHARED      05          3700
D SOTHEBYS HLDGS INC             CL A             835898107     1604    91693 SH      SHARED      01         90693              1000
D SOTHEBYS HLDGS INC             CL A             835898107      458    26191 SH      SHARED      04         26191
D SOTHEBYS HLDGS INC             CL A             835898107      182    10400 SH      SHARED      05         10400
D SONUS NETWORKS INC             COM              835916107      457     2900 SH      SHARED      01          2900
D SOUND FED BANCORP              COM              83607T109      113    13500 SH      SHARED      04         13500
D SOURCE INFORMATION MGMT CO     COM NEW          836151209      661    43360 SH      SHARED      01         43360
D SOURCE INFORMATION MGMT CO     COM NEW          836151209        0        6 SH      SHARED      04             6
D SOURCE MEDIA INC               COM NEW          836153304       22     5800 SH      SHARED      01          5800
D SOURCE MEDIA INC               COM NEW          836153304      125    32206 SH      SHARED      04         32206
D SOUTH ALA BANCORPORATION       COM              836234104        1      150 SH      SHARED      01           150
D SOUTH FINL GROUP INC           COM              837841105      921    63543 SH      SHARED      01         63543
D SOUTH FINL GROUP INC           COM              837841105        1       70 SH      SHARED      04            70
D SOUTH JERSEY FINL CORP INC     COM              838493104     1732    88400 SH      SHARED      04         88400
D SOUTH JERSEY INDS INC          COM              838518108      448    17258 SH      SHARED      01         17121               137
D SOUTHDOWN INC                  COM              841297104     5055    87545 SH      SHARED      01         87545
D SOUTHDOWN INC                  COM              841297104      121     2100 SH      SHARED      02          1200               900
D SOUTHDOWN INC                  COM              841297104     1716    29723 SH      SHARED      04         29723
D SOUTHDOWN INC                  COM              841297104      155     2700 SH      SHARED      05          2700
D SOUTHEASTERN THRIFT&BK FD INC  COM              841901101        2      200 SH      SHARED      01           200
D SOUTHERN AFRICA FD INC         COM              842157109     1580   120388 SH      SHARED      04        120388
D SOUTHERN CO                    COM              842587107   123994  5318892 SH      SHARED      01       5316860              2032
D SOUTHERN CO                    COM              842587107      149     6400 SH      SHR/OTHR    01                   5000     1400
D SOUTHERN CO                    COM              842587107      207     8900 SH      SHARED      02           400              8500
D SOUTHERN CO                    COM              842587107    24901  1068204 SH      SHARED      04       1068204
D SOUTHERN CO                    COM              842587107      386    16600 SH      SHARED      05         16600
D SOUTHERN PERU COPPER CORP      COM              843611104      443    36390 SH      SHARED      01         36390
D SOUTHERN PERU COPPER CORP      COM              843611104       49     4040 SH      SHARED      04          4040
D SOUTHERN UN CO NEW             COM              844030106      753    47637 SH      SHARED      01         47637
D SOUTHERN UN CO NEW             COM              844030106        6      420 SH      SHARED      02           420
D SOUTHERN UN CO NEW             COM              844030106       23     1463 SH      SHARED      04          1463
D SOUTHTRUST CORP                COM              844730101    33123  1464031 SH      SHARED      01       1363048            100983
D SOUTHTRUST CORP                COM              844730101       29     1300 SH      SHARED      02          1000               300
D SOUTHTRUST CORP                COM              844730101     3291   145499 SH      SHARED      04        145499
D SOUTHTRUST CORP                COM              844730101       45     2000 SH      SHARED      05          2000
D SOUTHWEST AIRLS CO             COM              844741108    74878  3954102 SH      SHARED      01       3954102
D SOUTHWEST AIRLS CO             COM              844741108      275    14527 SH      SHARED      02         10315              4212
D SOUTHWEST AIRLS CO             COM              844741108     4588   242282 SH      SHARED      04        242282
D SOUTHWEST AIRLS CO             COM              844741108      382    20200 SH      SHARED      05         20200
D SOUTHWEST BANCORPORATION TEX   COM              84476R109     1081    52116 SH      SHARED      01         52116
D SOUTHWEST GAS CORP             COM              844895102      935    53455 SH      SHARED      01         53455
D SOUTHWEST GAS CORP             COM              844895102      602    34425 SH      SHARED      04         34425
D SOUTHWEST SECS GROUP INC       COM              845224104     5248   140892 SH      SHARED      01         27106            113786
D SOUTHWEST SECS GROUP INC       COM              845224104       11      300 SH      SHARED      04           300
D SOUTHWESTERN ENERGY CO         COM              845467109      335    53707 SH      SHARED      01         53707
D SOUTHWESTERN ENERGY CO         COM              845467109       28     4500 SH      SHARED      02          4500
D SOUTHWESTERN ENERGY CO         COM              845467109        0       37 SH      SHARED      04            37
D SOVEREIGN BANCORP INC          COM              845905108     8014  1139831 SH      SHARED      01       1139831
D SOVEREIGN BANCORP INC          COM              845905108       49     7000 SH      SHARED      02          5000              2000
D SOVEREIGN BANCORP INC          COM              845905108     2836   403460 SH      SHARED      04        403460
D SOVEREIGN BANCORP INC          COM              845905108      209    29800 SH      SHARED      05         29800
D SOVEREIGN BANCORP INC          UNIT EX 111229   845905306    12994   265200 SH      SHARED      04        265200
D SOVRAN SELF STORAGE INC        COM              84610H108      373    17405 SH      SHARED      01         17405
D SOVRAN SELF STORAGE INC        COM              84610H108      163     7631 SH      SHARED      04          7631
D SPACELABS MED INC              COM              846247104       27     2400 SH      SHARED      02           800              1600
D SPANISH BROADCASTING SYS INC   CL A             846425882     6133   298278 SH      SHARED      01        298278
D SPANISH BROADCASTING SYS INC   CL A             846425882       10      500 SH      SHARED      02           500
D SPARTECH CORP                  COM NEW          847220209      734    27204 SH      SHARED      01         27204
D SPARTECH CORP                  COM NEW          847220209       24      900 SH      SHARED      04           900
D SPATIAL TECHNOLOGY INC         COM              847246105       62    15800 SH      SHARED      01         15800
D SPECIALTY EQUIP COS INC        COM NEW          847497203      735    27106 SH      SHARED      01         27106
D SPECIALTY EQUIP COS INC        COM NEW          847497203        6      239 SH      SHARED      04           239
D SPECTRA-PHYSICS LASERS INC     COM              847568102       20      300 SH      SHARED      01           300
D SPECTRA-PHYSICS LASERS INC     COM              847568102       83     1193 SH      SHARED      04          1193
D SPECTRALINK CORP               COM              847580107      140     9600 SH      SHARED      01          9600
D SPECTRALINK CORP               COM              847580107       66     4567 SH      SHARED      04          4567
D SPECTRASITE HLDGS INC          COM              84760T100      397    14000 SH      SHARED      01         14000
D SPECTRASITE HLDGS INC          COM              84760T100      175     6200 SH      SHARED      02          1200              5000
D SPECTRASITE HLDGS INC          COM              84760T100     7021   247436 SH      SHARED      04        247436
D SPECTRASITE HLDGS INC          COM              84760T100       42     1500 SH      SHARED      05          1500
D SPECTRIAN CORP                 COM              847608106      116     7000 SH      SHARED      01          7000
D SPECTRIAN CORP                 COM              847608106        6      400 SH      SHR/OTHR    01                             400
D SPEEDFAM-IPEC INC              COM              847705100      868    47777 SH      SHARED      01         47777
D SPEEDFAM-IPEC INC              COM              847705100      190    10500 SH      SHARED      02          3000              7500
D SPEEDFAM-IPEC INC              COM              847705100        0       35 SH      SHARED      04            35
D SPEEDUS COM                    COM              847723103       72    12200 SH      SHARED      01         12200
D SPEEDWAY MOTORSPORTS INC       COM              847788106      294    12796 SH      SHARED      01         12796
D SPEEDWAY MOTORSPORTS INC       COM              847788106        2      100 SH      SHARED      02                             100
D SPEEDWAY MOTORSPORTS INC       COM              847788106       49     2157 SH      SHARED      04          2157
D SPIEGEL INC                    CL A             848457107      530    62434 SH      SHARED      01         62434
D SPIEGEL INC                    CL A             848457107       14     1663 SH      SHARED      04          1663
D SPIEKER PPTYS INC              COM              848497103    14568   316700 SH      SHARED      01        316700
D SPIEKER PPTYS INC              COM              848497103      564    12280 SH      SHARED      02         10750              1530
D SPIEKER PPTYS INC              COM              848497103     3115    67739 SH      SHARED      04         67739
D SPINNAKER EXPL CO              COM              84855W109      200     7823 SH      SHARED      01          7823
D SPIRE CORP                     COM              848565107       22     3800 SH      SHARED      01          3800
D SPIRE CORP                     COM              848565107       11     2000 SH      SHR/OTHR    01                            2000
D SPLASH TECHNOLOGY HLDGS INC    COM              848623104      236    30000 SH      SHARED      02         30000
D SPLASH TECHNOLOGY HLDGS INC    COM              848623104       81    10400 SH      SHARED      04         10400
D SPORT-HALEY INC                COM              848925103       39     9500 SH      SHARED      01          9500
D SPORTSLINE COM INC             COM              848934105      854    50083 SH      SHARED      01         50083
D SPORTSLINE COM INC             COM              848934105        2      150 SH      SHARED      02           150
D SPORTSLINE COM INC             COM              848934105        0       31 SH      SHARED      04            31
D SPORTS AUTH INC                COM              849176102       12    10800 SH      SHARED      01         10800
D SPORTS AUTH INC                COM              849176102       28    25000 SH      SHARED      04         25000
D SPRINGS INDS INC               CL A             851783100     4033   126034 SH      SHARED      01        124534              1500
D SPRINGS INDS INC               CL A             851783100     1360    42507 SH      SHARED      04         42507
D SPRINGS INDS INC               CL A             851783100       12      400 SH      SHARED      05           400
D SPRINT CORP                    COM FON GROUP    852061100   336427  6596622 SH      SHARED      01       6579252             17370
D SPRINT CORP                    COM FON GROUP    852061100     1404    27546 SH      SHR/OTHR    01                  23546     4000
D SPRINT CORP                    COM FON GROUP    852061100     1646    32282 SH      SHARED      02         12141             20141
D SPRINT CORP                    COM FON GROUP    852061100    89992  1764551 SH      SHARED      04       1764551
D SPRINT CORP                    COM FON GROUP    852061100     1065    20900 SH      SHARED      05         20900
D SPRINT CORP                    COM FON GROUP    852061100      224     4400 SH      SHARED      06          4400
D SPRINT CORP                    PCS COM SER 1    852061506   394178  6624851 SH      SHARED      01       6604146             20705
D SPRINT CORP                    PCS COM SER 1    852061506      675    11356 SH      SHR/OTHR    01                   8346     3010
D SPRINT CORP                    PCS COM SER 1    852061506     1214    20406 SH      SHARED      02          8384             12022
D SPRINT CORP                    PCS COM SER 1    852061506    15892   267104 SH      SHARED      04        267104
D SPRINT CORP                    PCS COM SER 1    852061506     1642    27600 SH      SHARED      05         27600
D SPRINT CORP                    PCS COM SER 1    852061506    17415   292700 SH      SHARED      06        292700
D SPYGLASS INC                   COM              852192103     1209    38641 SH      SHARED      01         35341              3300
D SPYGLASS INC                   COM              852192103     2506    80043 SH      SHARED      04         80043
D ST ASSEMBLY TEST SVSC LTD      ADR              85227G102     1124    43670 SH      SHARED      01         43670
D SS&C TECHNOLOGIES INC          COM              85227Q100      235    55500 SH      SHARED      02         54500              1000
D SS&C TECHNOLOGIES INC          COM              85227Q100       91    21502 SH      SHARED      04         21502
D STAAR SURGICAL CO              COM PAR $0.01    852312305       42     3800 SH      SHARED      01          3800
D STAAR SURGICAL CO              COM PAR $0.01    852312305       32     2941 SH      SHARED      04          2941
D STAFF LEASING INC              COM              852381102      798   224224 SH      SHARED      01        224224
D STAFF LEASING INC              COM              852381102      773   217224 SH      SHR/OTHR    01                          217224
D STAFF LEASING INC              COM              852381102      121    34144 SH      SHARED      04         34144
D STAFFMARK INC                  COM              852389105        7     1100 SH      SHARED      01          1100
D STAFFMARK INC                  COM              852389105      393    58843 SH      SHARED      04         58843
D STAMPS COM INC                 COM              852857101      323    44200 SH      SHARED      01         44200
D STAMPS COM INC                 COM              852857101        0      100 SH      SHARED      02           100
D STAMPS COM INC                 COM              852857101        2      300 SH      SHARED      05           300
D STANCORP FINL GROUP INC        COM              852891100     1280    39861 SH      SHARED      01         39861
D STANCORP FINL GROUP INC        COM              852891100       32     1000 SH      SHR/OTHR    01                            1000
D STANDARD AUTOMOTIVE CORP       PFD SR CV8.50%   853097202      320    33300 SH      SHARED      04         33300
D STANDARD COML CORP             COM              853258101        0       12 SH      SHARED      02                              12
D STANDARD MICROSYSTEMS CORP     COM              853626109      215    14009 SH      SHARED      01         14009
D STANDARD MICROSYSTEMS CORP     COM              853626109       41     2677 SH      SHARED      04          2677
D STANDARD MTR PRODS INC         SB DB CV 6.75%09 853666AB1     2585  5000000 PRN     SHARED      04       5000000
D STANDARD MTR PRODS INC         COM              853666105        3      400 SH      SHARED      01           400
D STANDARD MTR PRODS INC         COM              853666105        9     1100 SH      SHARED      02                            1100
D STANDARD MTR PRODS INC         COM              853666105      181    21362 SH      SHARED      04         21362
D STANDARD PAC CORP NEW          COM              85375C101      809    80987 SH      SHARED      01         80987
D STANDARD PAC CORP NEW          COM              85375C101       50     5013 SH      SHARED      04          5013
D STANDARD PAC CORP NEW          COM              85375C101       49     4900 SH      SHARED      05          4900
D STANDARD REGISTER CO           COM              853887107      505    35477 SH      SHARED      01         35477
D STANDARD REGISTER CO           COM              853887107       95     6700 SH      SHARED      04          6700
D STANDARD REGISTER CO           COM              853887107       44     3100 SH      SHARED      05          3100
D STANDEX INTL CORP              COM              854231107      333    21004 SH      SHARED      01         21004
D STANDEX INTL CORP              COM              854231107        2      127 SH      SHARED      04           127
D STANFORD MICRODEVICES INC      COM              854399102       99     2300 SH      SHARED      01          2300
D STANFORD MICRODEVICES INC      COM              854399102      186     4300 SH      SHARED      02          3250              1050
D STANFORD MICRODEVICES INC      COM              854399102       69     1610 SH      SHARED      04          1610
D STANLEY WKS                    COM              854616109    16713   703730 SH      SHARED      01        702330              1400
D STANLEY WKS                    COM              854616109       45     1900 SH      SHR/OTHR    01                            1900
D STANLEY WKS                    COM              854616109      617    26000 SH      SHARED      02           400             25600
D STANLEY WKS                    COM              854616109     1744    73438 SH      SHARED      04         73438
D STARBASE CORP                  COM NEW          854910205     1051    98932 SH      SHARED      01         98932
D STARBASE CORP                  COM NEW          854910205      358    33777 SH      SHARED      04         33777
D STAR TELECOMMUNICATIONS INC    COM              854923109       68    27025 SH      SHARED      02         27025
D STAR TELECOMMUNICATIONS INC    COM              854923109      182    72194 SH      SHARED      04         72194
D STAPLES INC                    COM              855030102    61126  3975720 SH      SHARED      01       3971827              3893
D STAPLES INC                    COM              855030102       18     1200 SH      SHR/OTHR    01                   1200
D STAPLES INC                    COM              855030102     1585   103110 SH      SHARED      02         55853             47257
D STAPLES INC                    COM              855030102     2970   193220 SH      SHARED      04        193220
D STAR SCIENTIFIC INC            COM              85517P101       13     3902 SH      SHARED      04          3902
D STARBUCKS CORP                 COM              855244109    52923  1385909 SH      SHARED      01       1381909              4000
D STARBUCKS CORP                 COM              855244109     2285    59839 SH      SHARED      02         16150             43689
D STARBUCKS CORP                 COM              855244109     4406   115400 SH      SHARED      03        115400
D STARBUCKS CORP                 COM              855244109    10467   274104 SH      SHARED      04        274104
D STARBUCKS CORP                 COM              855244109      126     3300 SH      SHARED      05          3300
D STARMEDIA NETWORK INC          COM              855546107     1225    64939 SH      SHARED      01         62939              2000
D STARMEDIA NETWORK INC          COM              855546107       14      750 SH      SHARED      02           750
D STARMEDIA NETWORK INC          COM              855546107      755    40019 SH      SHARED      04         40019
D STARRETT L S CO                CL A             855668109      230    13161 SH      SHARED      04         13161
D STARTER CORP                   COM              855684106        0     1000 SH      SHARED      02          1000
D STARTEK INC                    COM              85569C107      762    15127 SH      SHARED      01         15127
D STARTEK INC                    COM              85569C107      660    13112 SH      SHARED      04         13112
D STARTEC GLOBAL COMM CORP       COM              85569E103       34     3200 SH      SHARED      04          3200
D STATE AUTO FINL CORP           COM              855707105      262    22100 SH      SHARED      01         22100
D STATE AUTO FINL CORP           COM              855707105      961    80932 SH      SHARED      04         80932
D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203     9802   301026 SH      SHARED      01        301026
D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203       46     1418 SH      SHR/OTHR    01                            1418
D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203      248     7642 SH      SHARED      02          2516              5126
D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203     1951    59936 SH      SHARED      04         59936
D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203      511    15700 SH      SHARED      05         15700
D STATE FINL SVCS CORP           CL A             856855101        1      172 SH      SHARED      01           172
D STATE STR CORP                 COM              857477103   141818  1337124 SH      SHARED      01       1321024             16100
D STATE STR CORP                 COM              857477103      936     8832 SH      SHR/OTHR    01                   3332     5500
D STATE STR CORP                 COM              857477103     1614    15222 SH      SHARED      02          3100             12122
D STATE STR CORP                 COM              857477103    11438   107845 SH      SHARED      04        107845
D STATEFED FINL CORP             COM              857549109       19     2100 SH      SHARED      01          2100
D STATEN IS BANCORP INC          COM              857550107     1160    65863 SH      SHARED      01         65863
D STATEN IS BANCORP INC          COM              857550107        2      151 SH      SHARED      04           151
D STATION CASINOS INC            COM              857689103     1052    42093 SH      SHARED      01         42093
D STATION CASINOS INC            COM              857689103      230     9222 SH      SHARED      04          9222
D STATION CASINOS INC            COM              857689103        2      100 SH      SHARED      05           100
D STEEL DYNAMICS INC             COM              858119100      642    70952 SH      SHARED      01         70952
D STEEL DYNAMICS INC             COM              858119100        0       69 SH      SHARED      04            69
D STEELCASE INC                  CL A             858155203      618    36400 SH      SHARED      01         36400
D STEELCASE INC                  CL A             858155203       73     4300 SH      SHARED      04          4300
D STEIN MART INC                 COM              858375108      652    63635 SH      SHARED      01         63635
D STEIN MART INC                 COM              858375108        0       87 SH      SHARED      04            87
D STEINWAY MUSICAL INSTRS INC    COM ORD          858495104        3      200 SH      SHARED      01           200
D STEINWAY MUSICAL INSTRS INC    COM ORD          858495104      278    16852 SH      SHARED      04         16852
D STEMCELLS INC                  COM              85857R105      121    22900 SH      SHARED      01         15200              7700
D STEPAN CO                      COM              858586100      225     9704 SH      SHARED      01          9704
D STEPAN CO                      COM              858586100        0       16 SH      SHARED      04            16
D STERLING BANCSHARES INC        COM              858907108      510    47206 SH      SHARED      01         47206
D STERLING BANCSHARES INC        COM              858907108        5      500 SH      SHARED      02           500
D STERLING BANCSHARES INC        COM              858907108        0       41 SH      SHARED      04            41
D STERICYCLE INC                 COM              858912108     1060    44174 SH      SHARED      01         41935              2239
D STERICYCLE INC                 COM              858912108        0       19 SH      SHARED      04            19
D STERIS CORP                    COM              859152100     1341   151114 SH      SHARED      01        151114
D STERIS CORP                    COM              859152100      294    33210 SH      SHARED      04         33210
D STERIS CORP                    COM              859152100       77     8700 SH      SHARED      05          8700
D STERLING FINL CORP             COM              859317109      310    15678 SH      SHARED      04         15678
D STET HELLAS COMMUNICATIONS S A ADR              859823106     1186    59700 SH      SHARED      04         59700
D STEWART & STEVENSON SVCS INC   COM              860342104     1042    69201 SH      SHARED      01         69201
D STEWART & STEVENSON SVCS INC   COM              860342104      832    55300 SH      SHARED      04         55300
D STEWART & STEVENSON SVCS INC   COM              860342104       43     2900 SH      SHARED      05          2900
D STEWART ENTERPRISES INC        CL A             860370105      689   195254 SH      SHARED      01        195254
D STEWART ENTERPRISES INC        CL A             860370105      214    60809 SH      SHARED      04         60809
D STEWART ENTERPRISES INC        CL A             860370105       48    13700 SH      SHARED      05         13700
D STEWART INFORMATION SVCS CORP  COM              860372101      370    25308 SH      SHARED      01         25308
D STEWART INFORMATION SVCS CORP  COM              860372101        6      460 SH      SHARED      04           460
D STIFEL FINL CORP               COM              860630102        1      139 SH      SHARED      01           139
D STILLWATER MNG CO              COM              86074Q102     1806    64790 SH      SHARED      01         64790
D STILLWATER MNG CO              COM              86074Q102      167     6000 SH      SHARED      02          6000
D STILLWATER MNG CO              COM              86074Q102      163     5850 SH      SHARED      04          5850
D STMICROELECTRONICS N V         SUB LYON ZERO 08 861012AA0       38    12000 PRN     SHARED      04         12000
D STMICROELECTRONICS N V         SUB LYON ZERO 09 861012AB8     3219  2205000 PRN     SHARED      01       2205000
D STMICROELECTRONICS N V         SUB LYON ZERO 09 861012AB8    29200 20000000 PRN     SHARED      04      20000000
D STMICROELECTRONICS N V         COM              861012102     4697    73180 SH      SHARED      01         73180
D STMICROELECTRONICS N V         COM              861012102      782    12190 SH      SHARED      02         12190
D STMICROELECTRONICS N V         COM              861012102     4698    73200 SH      SHARED      04         73200
D STONE ENERGY CORP              COM              861642106     1986    33252 SH      SHARED      01         33252
D STONE ENERGY CORP              COM              861642106      700    11724 SH      SHARED      04         11724
D STONE ENERGY CORP              COM              861642106        5      100 SH      SHARED      05           100
D STONERIDGE INC                 COM              86183P102      150    17203 SH      SHARED      01         17203
D STONERIDGE INC                 COM              86183P102        0        4 SH      SHARED      04             4
D STORAGE USA INC                COM              861907103     2026    68708 SH      SHARED      01         49708             19000
D STORAGE USA INC                COM              861907103       35     1190 SH      SHARED      02          1000               190
D STORAGE USA INC                COM              861907103       28      957 SH      SHARED      04           957
D STORAGE TECHNOLOGY CORP        COM PAR $0.10    862111200     2133   195093 SH      SHARED      01        195093
D STORAGE TECHNOLOGY CORP        COM PAR $0.10    862111200        8      800 SH      SHARED      02                             800
D STORAGE TECHNOLOGY CORP        COM PAR $0.10    862111200      832    76100 SH      SHARED      04         76100
D STORAGE TECHNOLOGY CORP        COM PAR $0.10    862111200      141    12900 SH      SHARED      05         12900
D STRATASYS INC                  COM              862685104       60     9000 SH      SHARED      01          9000
D STRATEGIC DIAGNOSTICS INC      COM              862700101      375    67500 SH      SHARED      02         50000             17500
D STRATEGIC DISTR INC            COM              862701208        3     2060 SH      SHARED      02          2060
D STRATEGIC GLOBAL INCOME FD     COM              862719101       94     9000 SH      SHR/OTHR    01                   9000
D STRATEGIC GLOBAL INCOME FD     COM              862719101     1723   164100 SH      SHARED      04        164100
D STRATTEC SEC CORP              COM              863111100       39     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      494    20615 SH      SHARED      01         20615
D STRAYER ED INC                 COM              863236105       37     1580 SH      SHARED      04          1580
D STREAMLINE COM INC             COM              863239109        5     1750 SH      SHARED      02          1750
D STRIDE RITE CORP               COM              863314100      758   123763 SH      SHARED      01        123763
D STRIDE RITE CORP               COM              863314100        0      160 SH      SHARED      04           160
D STRUCTURAL DYNAMICS RESH CORP  COM              863555108     1409    93566 SH      SHARED      01         93566
D STRUCTURAL DYNAMICS RESH CORP  COM              863555108        0       29 SH      SHARED      02                              29
D STRUCTURAL DYNAMICS RESH CORP  COM              863555108      134     8950 SH      SHARED      04          8950
D STRUCTURAL DYNAMICS RESH CORP  COM              863555108       72     4800 SH      SHARED      05          4800
D STRYKER CORP                   COM              863667101     9723   222240 SH      SHARED      01        222240
D STRYKER CORP                   COM              863667101      397     9090 SH      SHARED      02           190              8900
D STRYKER CORP                   COM              863667101     2850    65143 SH      SHARED      04         65143
D STRYKER CORP                   COM              863667101     1273    29100 SH      SHARED      05         29100
D STUDENT LN CORP                COM              863902102      302     7203 SH      SHARED      01          7203
D STUDENT LN CORP                COM              863902102        0        7 SH      SHARED      04             7
D STURM RUGER & CO INC           COM              864159108      388    43785 SH      SHARED      01         43785
D STURM RUGER & CO INC           COM              864159108        0       32 SH      SHARED      04            32
D STYLECLICK COM INC             COM              864221106       38     3800 SH      SHARED      01          3800
D SUBURBAN PROPANE PARTNERS L P  UNIT LTD PARTN   864482104      103     5160 SH      SHARED      02          4560               600
D SUBURBAN PROPANE PARTNERS L P  UNIT LTD PARTN   864482104      114     5700 SH      SHARED      04          5700
D SUFFOLK BANCORP                COM              864739107     1013    38804 SH      SHARED      01         38804
D SUIZA FOODS CORP               COM              865077101     7518   153832 SH      SHARED      01        153832
D SUIZA FOODS CORP               COM              865077101     2045    41853 SH      SHARED      04         41853
D SUIZA FOODS CORP               COM              865077101      141     2900 SH      SHARED      05          2900
D SUMMIT BANCORP                 COM              866005101    33231  1349491 SH      SHARED      01       1347491              2000
D SUMMIT BANCORP                 COM              866005101       74     3039 SH      SHR/OTHR    01                   3039
D SUMMIT BANCORP                 COM              866005101      164     6700 SH      SHARED      02                            6700
D SUMMIT BANCORP                 COM              866005101     3405   138281 SH      SHARED      04        138281
D SUMMIT BANCORP                 COM              866005101       66     2700 SH      SHARED      05          2700
D SUMMIT FINL CORP               COM              866057102        5      554 SH      SHARED      01           554
D SUMMIT PPTYS INC               COM              866239106      691    32914 SH      SHARED      01         32914
D SUMMIT PPTYS INC               COM              866239106      277    13200 SH      SHARED      04         13200
D SUMMIT TECHNOLOGY INC          COM              86627E101    25453  1348551 SH      SHARED      01       1348551
D SUMMIT TECHNOLOGY INC          COM              86627E101        6      369 SH      SHARED      04           369
D SUN COMMUNITIES INC            COM              866674104      849    25404 SH      SHARED      01         25404
D SUN COMMUNITIES INC            COM              866674104      386    11564 SH      SHARED      02          9314              2250
D SUN COMMUNITIES INC            COM              866674104      134     4027 SH      SHARED      04          4027
D SUN LIFE FINL SVCS CDA INC     COM              866796105       17     1058 SH      SHARED      02          1058
D SUN MICROSYSTEMS INC           COM              866810104       72      800 SH      SHR/OTHR    02                    300      500
D SUN MICROSYSTEMS INC           COM              866810104  1309678 14402043 SH      SHARED      01      13671346      100   730597
D SUN MICROSYSTEMS INC           COM              866810104    27914   306968 SH      SHR/OTHR    01                 171425   135543
D SUN MICROSYSTEMS INC           COM              866810104    15164   166762 SH      SHARED      02         48149            118613
D SUN MICROSYSTEMS INC           COM              866810104   125998  1385556 SH      SHARED      04       1385306               250
D SUN MICROSYSTEMS INC           COM              866810104     7165    78800 SH      SHARED      05         78800
D SUN HYDRAULICS CORP            COM              866942105       10     1300 SH      SHARED      01          1300
D SUNBURST HOSPITALITY CORP      COM              866948102        0        4 SH      SHARED      01             4
D SUNBEAM CORP                   SRSDCV ZRO144A18 867071AA0    15565 99144281 PRN     SHARED      04      99144281
D SUNBEAM CORP                   SR SD CV ZERO 18 867071AD4     3420 21789719 PRN     SHARED      04      21789719
D SUNBEAM CORP                   COM              867071102      512   149034 SH      SHARED      01        149034
D SUNBEAM CORP                   COM              867071102        6     2000 SH      SHARED      02                            2000
D SUNBEAM CORP                   COM              867071102        2      623 SH      SHARED      04           623
D SUNDAY COMMUNICATION LTD       SPONSORED ADR    867270100        5     1500 SH      SHARED      02           300              1200
D SUNGLASS HUT INTL INC          COM              86736F106      734    89349 SH      SHARED      01         89349
D SUNGLASS HUT INTL INC          COM              86736F106      147    18000 SH      SHARED      02         18000
D SUNGLASS HUT INTL INC          COM              86736F106        1      137 SH      SHARED      04           137
D SUNGARD DATA SYS INC           COM              867363103    18765   605349 SH      SHARED      01        415525            189824
D SUNGARD DATA SYS INC           COM              867363103     1057    34115 SH      SHARED      02          1500             32615
D SUNGARD DATA SYS INC           COM              867363103     2514    81100 SH      SHARED      04         81100
D SUNGARD DATA SYS INC           COM              867363103      539    17400 SH      SHARED      05         17400
D SUNOCO INC                     COM              86764P109    24885   845380 SH      SHARED      01        845380
D SUNOCO INC                     COM              86764P109        6      205 SH      SHR/OTHR    01                    205
D SUNOCO INC                     COM              86764P109       94     3208 SH      SHARED      02           700              2508
D SUNOCO INC                     COM              86764P109     1811    61549 SH      SHARED      04         61549
D SUNOCO INC                     COM              86764P109       47     1600 SH      SHARED      05          1600
D SUNQUEST INFORMATION SYS INC   COM              867654105      104     9740 SH      SHARED      04          9740
D SUNRISE ASSISTED LIVING INC    COM              86768K106      608    32868 SH      SHARED      01         32868
D SUNRISE ASSISTED LIVING INC    COM              86768K106      148     8000 SH      SHARED      02          7000              1000
D SUNRISE ASSISTED LIVING INC    COM              86768K106     5164   279150 SH      SHARED      03        279150
D SUNRISE ASSISTED LIVING INC    COM              86768K106        0       23 SH      SHARED      04            23
D SUNRISE TECHNOLOGIES INTL INC  COM              86769L103      982    98248 SH      SHARED      01         98248
D SUNRISE TECHNOLOGIES INTL INC  COM              86769L103        0       67 SH      SHARED      04            67
D SUNSHINE MNG & REFINING CO     COM NEW          867833501        1     4552 SH      SHARED      02                            4552
D SUNRISE MED INC                COM              867910101      216    44463 SH      SHARED      04         44463
D SUNTRUST BKS INC               COM              867914103   111558  2441810 SH      SHARED      01       2440034              1776
D SUNTRUST BKS INC               COM              867914103      958    20980 SH      SHR/OTHR    01                    660    20320
D SUNTRUST BKS INC               COM              867914103      564    12345 SH      SHARED      02          1328             11017
D SUNTRUST BKS INC               COM              867914103    14051   307554 SH      SHARED      04        307554
D SUNTRUST BKS INC               COM              867914103       27      600 SH      SHARED      05           600
D SUPERCONDUCTOR TECHNOLOGIES    COM              867931107      467    11900 SH      SHARED      01         11900
D SUPERCONDUCTOR TECHNOLOGIES    COM              867931107      431    10968 SH      SHARED      04         10968
D SUPERGEN INC                   COM              868059106     1355    37393 SH      SHARED      01         37393
D SUPERGEN INC                   COM              868059106        3      100 SH      SHARED      04           100
D SUPERIOR CONSULTANT HLDGS CORP COM              868146101       81    17113 SH      SHARED      04         17113
D SUPERIOR ENERGY SVCS INC       COM              868157108      734    70832 SH      SHARED      01         70832
D SUPERIOR ENERGY SVCS INC       COM              868157108      149    14448 SH      SHARED      04         14448
D SUPERIOR INDS INTL INC         COM              868168105     1194    46403 SH      SHARED      01         46403
D SUPERIOR INDS INTL INC         COM              868168105      519    20168 SH      SHARED      04         20168
D SUPERIOR INDS INTL INC         COM              868168105       82     3200 SH      SHARED      05          3200
D SUPERIOR TR I                  PFD CV 8.50%     86836P202        5      188 SH      SHARED      01           188
D SUPERIOR TELECOM INC           COM              868365107      168    16916 SH      SHARED      01         16916
D SUPERIOR TELECOM INC           COM              868365107        2      244 SH      SHARED      04           244
D SUPERTEX INC                   COM              868532102     1005    20012 SH      SHARED      01         20012
D SUPERTEX INC                   COM              868532102      133     2666 SH      SHARED      04          2666
D SUPERVALU INC                  COM              868536103    20984  1100866 SH      SHARED      01       1100866
D SUPERVALU INC                  COM              868536103       15      801 SH      SHARED      02                             801
D SUPERVALU INC                  COM              868536103     2636   138293 SH      SHARED      04        138293
D SUPERVALU INC                  COM              868536103      188     9900 SH      SHARED      05          9900
D SUPREME INDS INC               CL A             868607102        0      122 SH      SHARED      01           122
D SURMODICS INC                  COM              868873100      128     4961 SH      SHARED      01          4961
D SURMODICS INC                  COM              868873100       44     1720 SH      SHARED      04          1720
D SURGE COMPONENTS INC N Y       COM              868908104       47    10000 SH      SHARED      01                           10000
D SUSQUEHANNA BANCSHARES INC PA  COM              869099101      832    58451 SH      SHARED      01         58451
D SWEDISH MATCH AB               SPONSORED ADR    870309507        1       60 SH      SHARED      02            60
D SWIFT ENERGY CO                COM              870738101      803    28314 SH      SHARED      01         28314
D SWIFT ENERGY CO                COM              870738101      900    31745 SH      SHARED      04         31745
D SWIFT TRANSN CO                COM              870756103     1186    84736 SH      SHARED      01         84736
D SWIFT TRANSN CO                COM              870756103    48799  3485679 SH      SHARED      02       3485679
D SWIFT TRANSN CO                COM              870756103      220    15753 SH      SHARED      04         15753
D SWIFT TRANSN CO                COM              870756103      116     8300 SH      SHARED      05          8300
D SWISS ARMY BRANDS INC          COM              870827102        5     1000 SH      SHARED      02                            1000
D SWISS HELVETIA FD INC          COM              870875101       12      858 SH      SHARED      01                             858
D SWISS HELVETIA FD INC          COM              870875101       79     5362 SH      SHR/OTHR    01                            5362
D SWISS HELVETIA FD INC          COM              870875101      177    12001 SH      SHARED      02          3168              8833
D SWISSCOM AG                    SPONSORED ADR    871013108       24      700 SH      SHARED      04           700
D SWISSCOM AG                    SPONSORED ADR    871013108      148     4200 SH      SHARED      05          4200
D SWITCHBOARD INC                COM              871045100      115    11584 SH      SHARED      01         11584
D SYBASE INC                     COM              871130100     2800   121776 SH      SHARED      01        121776
D SYBASE INC                     COM              871130100       69     3000 SH      SHARED      02          3000
D SYBASE INC                     COM              871130100     3718   161669 SH      SHARED      04        161669
D SYBASE INC                     COM              871130100      593    25800 SH      SHARED      05         25800
D SYBRON INTL CORP               COM              87114F106     3028   152842 SH      SHARED      01        152842
D SYBRON INTL CORP               COM              87114F106     1155    58328 SH      SHARED      04         58328
D SYBRON INTL CORP               COM              87114F106      273    13800 SH      SHARED      05         13800
D SYCAMORE NETWORKS INC          COM              871206108     8812    79840 SH      SHARED      01         79840
D SYCAMORE NETWORKS INC          COM              871206108       37      340 SH      SHR/OTHR    01                     40      300
D SYCAMORE NETWORKS INC          COM              871206108     2609    23640 SH      SHARED      02         11350             12290
D SYCAMORE NETWORKS INC          COM              871206108      158     1432 SH      SHARED      04          1432
D SYCAMORE NETWORKS INC          COM              871206108       88      800 SH      SHARED      05           800
D SYKES ENTERPRISES INC          COM              871237103      807    62707 SH      SHARED      01         62707
D SYKES ENTERPRISES INC          COM              871237103       10      800 SH      SHARED      02                             800
D SYKES ENTERPRISES INC          COM              871237103      135    10500 SH      SHARED      04         10500
D SYKES ENTERPRISES INC          COM              871237103       72     5600 SH      SHARED      05          5600
D SYLVAN INC                     COM              871371100        0       13 SH      SHARED      01            13
D SYLVAN LEARNING SYS INC        COM              871399101     1426   103726 SH      SHARED      01        103726
D SYLVAN LEARNING SYS INC        COM              871399101      316    23011 SH      SHARED      02         11111             11900
D SYLVAN LEARNING SYS INC        COM              871399101     3382   246025 SH      SHARED      03        246025
D SYLVAN LEARNING SYS INC        COM              871399101      468    34102 SH      SHARED      04         34102
D SYLVAN LEARNING SYS INC        COM              871399101       74     5400 SH      SHARED      05          5400
D SYMANTEC CORP                  COM              871503108     4277    79307 SH      SHARED      01         79307
D SYMANTEC CORP                  COM              871503108     2179    40415 SH      SHARED      04         40415
D SYMANTEC CORP                  COM              871503108      339     6300 SH      SHARED      05          6300
D SYMBOL TECHNOLOGIES INC        COM              871508107    11544   213784 SH      SHARED      01        213784
D SYMBOL TECHNOLOGIES INC        COM              871508107      247     4575 SH      SHR/OTHR    01                   2250     2325
D SYMBOL TECHNOLOGIES INC        COM              871508107       81     1500 SH      SHARED      02          1500
D SYMBOL TECHNOLOGIES INC        COM              871508107     7572   140240 SH      SHARED      04        139895               345
D SYMBOL TECHNOLOGIES INC        COM              871508107      972    18000 SH      SHARED      05         18000
D SYMMETRICOM INC                COM              871543104      781    30969 SH      SHARED      01         30969
D SYMMETRICOM INC                COM              871543104      109     4339 SH      SHARED      04          4339
D SYMYX TECHNOLOGIES             COM              87155S108     1218    28599 SH      SHARED      01         28599
D SYNAGRO TECHNOLOGIES INC       COM NEW          871562203       35     9600 SH      SHARED      01          9600
D SYNALLOY CP DEL                COM              871565107        3      450 SH      SHARED      02                             450
D SYNCOR INTL CORP DEL           COM              87157J106     1761    24466 SH      SHARED      01         24466
D SYNCOR INTL CORP DEL           COM              87157J106        1       25 SH      SHARED      04            25
D SYNOPSYS INC                   COM              871607107     3636   105230 SH      SHARED      01        105230
D SYNOPSYS INC                   COM              871607107       96     2800 SH      SHR/OTHR    01                   2200      600
D SYNOPSYS INC                   COM              871607107     3878   112212 SH      SHARED      02        109262              2950
D SYNOPSYS INC                   COM              871607107     4093   118446 SH      SHARED      03        118446
D SYNOPSYS INC                   COM              871607107     5993   173410 SH      SHARED      04        173410
D SYNOVUS FINL CORP              COM              87161C105    34961  1983609 SH      SHARED      01       1981584              2025
D SYNOVUS FINL CORP              COM              87161C105       19     1100 SH      SHARED      02                            1100
D SYNOVUS FINL CORP              COM              87161C105     1750    99325 SH      SHARED      04         99325
D SYNOVUS FINL CORP              COM              87161C105      103     5900 SH      SHARED      05          5900
D SYNTEL INC                     COM              87162H103       53     5306 SH      SHARED      01          5306
D SYNTEL INC                     COM              87162H103        0        8 SH      SHARED      04             8
D SYNTROLEUM CORP                COM              871630109     1682    98227 SH      SHARED      01         98227
D SYNTROLEUM CORP                COM              871630109       34     2000 SH      SHARED      02          2000
D SYNTROLEUM CORP                COM              871630109     1617    94438 SH      SHARED      04         94438
D SYSCO CORP                     COM              871829107   112141  2662119 SH      SHARED      01       2644319             17800
D SYSCO CORP                     COM              871829107      775    18400 SH      SHR/OTHR    01                   1400    17000
D SYSCO CORP                     COM              871829107     1882    44700 SH      SHARED      02          3900             40800
D SYSCO CORP                     COM              871829107     7097   168495 SH      SHARED      04        168495
D SYSCO CORP                     COM              871829107      568    13500 SH      SHARED      05         13500
D SYSTEMAX INC                   COM              871851101      133    34377 SH      SHARED      01         34377
D SYSTEMAX INC                   COM              871851101       23     6048 SH      SHARED      04          6048
D SYSTEMS & COMPUTER TECHNOLOGY  COM              871873105     1320    66032 SH      SHARED      01         66032
D SYSTEMS & COMPUTER TECHNOLOGY  COM              871873105      106     5300 SH      SHARED      02                            5300
D SYSTEMS & COMPUTER TECHNOLOGY  COM              871873105        0       44 SH      SHARED      04            44
D SYMPHONIX DEVICES              COM              871951109       74    15000 SH      SHARED      02         15000
D TCF FINL CORP                  COM              872275102     3663   142619 SH      SHARED      01        142619
D TCF FINL CORP                  COM              872275102       24      950 SH      SHR/OTHR    01                             950
D TCF FINL CORP                  COM              872275102      890    34659 SH      SHARED      04         34659
D TCF FINL CORP                  COM              872275102      223     8700 SH      SHARED      05          8700
D TC PIPELINES LP                UT COM LTD PRT   87233Q108       33     2000 SH      SHARED      01                            2000
D TCSI CORP                      COM              87233R106       31    15500 SH      SHARED      02         15500
D TCW CONV SECS FD INC           COM              872340104       55     5280 SH      SHARED      01                            5280
D TCW CONV SECS FD INC           COM              872340104      147    14000 SH      SHR/OTHR    01                  14000
D TD WATERHOUSE GRP INC          COM              872362108       58     3400 SH      SHARED      01          3400
D TD WATERHOUSE GRP INC          COM              872362108      185    10700 SH      SHARED      04         10700
D TECO ENERGY INC                COM              872375100     3863   192589 SH      SHARED      01        192589
D TECO ENERGY INC                COM              872375100      208    10400 SH      SHR/OTHR    01                   2400     8000
D TECO ENERGY INC                COM              872375100       21     1088 SH      SHARED      02                            1088
D TECO ENERGY INC                COM              872375100     1279    63777 SH      SHARED      04         63777
D TECO ENERGY INC                COM              872375100      306    15300 SH      SHARED      05         15300
D TEPPCO PARTNERS L P            UT LTD PARTNER   872384102       42     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      102     4325 SH      SHARED      02          4325
D TESSCO TECHNOLOGIES INC        COM              872386107        1       40 SH      SHARED      04            40
D THQ INC                        COM NEW          872443403      949    77875 SH      SHARED      01         77875
D TJX COS INC NEW                COM              872540109    42964  2291421 SH      SHARED      01       2281421             10000
D TJX COS INC NEW                COM              872540109       99     5300 SH      SHARED      02          2000              3300
D TJX COS INC NEW                COM              872540109     2713   144700 SH      SHARED      04        144700
D TJX COS INC NEW                COM              872540109       91     4900 SH      SHARED      05          4900
D T-NETIX INC                    COM              872597109        8     2000 SH      SHARED      02          2000
D TRW INC                        COM              872649108    41839   964605 SH      SHARED      01        964605
D TRW INC                        COM              872649108      425     9800 SH      SHR/OTHR    01                   9800
D TRW INC                        COM              872649108      191     4406 SH      SHARED      02          1406              3000
D TRW INC                        COM              872649108     3446    79469 SH      SHARED      04         79469
D TSR INC                        COM              872885108       23     4200 SH      SHARED      01          4200
D TMP WORLDWIDE INC              COM              872941109     3520    47700 SH      SHARED      01         47700
D TMP WORLDWIDE INC              COM              872941109      346     4700 SH      SHARED      02          3900               800
D TMP WORLDWIDE INC              COM              872941109      310     4200 SH      SHARED      04          4200
D TMP WORLDWIDE INC              COM              872941109       14      200 SH      SHARED      05           200
D TV GUIDE INC                   CL A             87307Q109      887    25900 SH      SHARED      01         25900
D TV GUIDE INC                   CL A             87307Q109       41     1200 SH      SHARED      02          1200
D TV GUIDE INC                   CL A             87307Q109      340     9955 SH      SHARED      04          9955
D TXU CORP                       COM              873168108    77773  2636386 SH      SHARED      01       2635386              1000
D TXU CORP                       COM              873168108      415    14074 SH      SHR/OTHR    01                   7400     6674
D TXU CORP                       COM              873168108      185     6300 SH      SHARED      02           300              6000
D TXU CORP                       COM              873168108    14724   499120 SH      SHARED      04        499120
D TXU CORP                       COM              873168108      174     5900 SH      SHARED      05          5900
D TAIWAN FD INC                  COM              874036106       34     1788 SH      SHARED      04          1788
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100      179     4637 SH      SHARED      01          4637
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100       38     1000 SH      SHARED      02          1000
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100      640    16516 SH      SHARED      04         16516
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100     2425    62600 SH      SHARED      05         62600
D TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039209       91     2350 SH      SHARED      02          2350
D TAKE-TWO INTERACTIVE SOFTWARE  COM              874054109      459    37900 SH      SHARED      01         37900
D TAKE-TWO INTERACTIVE SOFTWARE  COM              874054109      203    16767 SH      SHARED      04         16767
D TALBOTS INC                    COM              874161102      417     7600 SH      SHARED      01          7600
D TALBOTS INC                    COM              874161102     1177    21439 SH      SHARED      04         21439
D TALBOTS INC                    COM              874161102      571    10400 SH      SHARED      05         10400
D TALK COM INC                   COM              874264104      512    88260 SH      SHARED      01         88260
D TALK COM INC                   COM              874264104       11     2000 SH      SHARED      02          2000
D TALK COM INC                   COM              874264104        0       20 SH      SHARED      04            20
D TANGER FACTORY OUTLET CTRS INC COM              875465106      188     8002 SH      SHARED      01          8002
D TANGER FACTORY OUTLET CTRS INC COM              875465106       83     3550 SH      SHARED      02                            3550
D TANGER FACTORY OUTLET CTRS INC COM              875465106       84     3611 SH      SHARED      04          3611
D TANNING TECHNOLOGY CORP        COM              87588P101       26     1400 SH      SHARED      01          1400
D TANNING TECHNOLOGY CORP        COM              87588P101        1      100 SH      SHARED      02           100
D TARGET CORP                    COM              87612E106   223010  3845007 SH      SHARED      01       3814107             30900
D TARGET CORP                    COM              87612E106     6619   114122 SH      SHR/OTHR    01                  63596    50526
D TARGET CORP                    COM              87612E106      861    14850 SH      SHARED      02          3850             11000
D TARGET CORP                    COM              87612E106    47049   811192 SH      SHARED      04        811192
D TARGET CORP                    COM              87612E106      237     4100 SH      SHARED      05          4100
D TARGET CORP                    COM              87612E106     1697    29260 SH      SHARED      06         29260
D TARGETED GENETICS CORP         COM              87612M108     1037    69732 SH      SHARED      01         54732             15000
D TARGETED GENETICS CORP         COM              87612M108       14     1000 SH      SHARED      02          1000
D TARGETED GENETICS CORP         COM              87612M108      222    14988 SH      SHARED      04         14988
D TARGETED GENETICS CORP         COM              87612M108       63     4300 SH      SHARED      05          4300
D TARAGON RLTY INVS INC          COM              876287103        2      197 SH      SHARED      01           197
D TARRANT APPAREL GROUP          COM              876289109       97    10870 SH      SHARED      04         10870
D TAUBMAN CTRS INC               COM              876664103      562    51110 SH      SHARED      01         51110
D TAUBMAN CTRS INC               COM              876664103      157    14338 SH      SHARED      02          8638              5700
D TAUBMAN CTRS INC               COM              876664103        0       67 SH      SHARED      04            67
D TEAM COMMUNICATIONS GROUP      COM              87815F108       51     6400 SH      SHARED      01          6400
D TEAMSTAFF INC                  COM NEW          87815U204       31     8285 SH      SHARED      01          8285
D TECH DATA CORP                 COM              878237106    28184   646992 SH      SHARED      01        646992
D TECH DATA CORP                 COM              878237106        4      100 SH      SHARED      02                             100
D TECH DATA CORP                 COM              878237106      877    20134 SH      SHARED      04         20134
D TECH DATA CORP                 COM              878237106      300     6900 SH      SHARED      05          6900
D TECH OPS SEVCON INC            COM              878293109        1      200 SH      SHARED      01           200
D TECH OPS SEVCON INC            COM              878293109      218    25000 SH      SHARED      02                           25000
D TECH SYM CORP                  COM              878308105        5      200 SH      SHARED      01           200
D TECHNE CORP                    COM              878377100    14850   114236 SH      SHARED      01        114236
D TECHNE CORP                    COM              878377100     3411    26241 SH      SHARED      04         26241
D TECHNICLONE CORP               COM NEW          878517309      169    43700 SH      SHARED      01         43700
D TECHNICLONE CORP               COM NEW          878517309      204    52693 SH      SHARED      04         52693
D TECHNITROL INC                 COM              878555101     1937    20004 SH      SHARED      01         20004
D TECHNITROL INC                 COM              878555101        1       17 SH      SHARED      04            17
D TECHNOLOGY SOLUTIONS CO        COM              87872T108      726   117417 SH      SHARED      01        117417
D TECHNOLOGY SOLUTIONS CO        COM              87872T108      123    20000 SH      SHARED      02                           20000
D TECHNOLOGY SOLUTIONS CO        COM              87872T108        0       56 SH      SHARED      04            56
D TECUMSEH PRODS CO              CL B             878895101        8      200 SH      SHARED      01           200
D TECUMSEH PRODS CO              CL B             878895101     1029    25000 SH      SHARED      04         25000
D TECUMSEH PRODS CO              CL A             878895200     1544    40445 SH      SHARED      01         40445
D TECUMSEH PRODS CO              CL A             878895200      183     4800 SH      SHARED      04          4800
D TECUMSEH PRODS CO              CL A             878895200       99     2600 SH      SHARED      05          2600
D TEGAL CORP                     COM              879008100       75    11400 SH      SHARED      01         11400
D TEJON RANCH CO DEL             COM              879080109      270    12001 SH      SHARED      01         12001
D TEJON RANCH CO DEL             COM              879080109        0       17 SH      SHARED      04            17
D TEKELEC                        SB DSC CV 144A04 879101AA1   119481 43511000 PRN     SHARED      04      43511000
D TEKELEC                        COM              879101103     2917    60550 SH      SHARED      01         60550
D TEKELEC                        COM              879101103     4184    86846 SH      SHARED      02         72300             14546
D TEKELEC                        COM              879101103     1606    33336 SH      SHARED      04         33336
D TEKELEC                        COM              879101103        4      100 SH      SHARED      05           100
D TEKTRONIX INC                  COM              879131100    25176   340220 SH      SHARED      01        339920               300
D TEKTRONIX INC                  COM              879131100     7668   103626 SH      SHARED      04        103626
D TEKTRONIX INC                  COM              879131100       66      900 SH      SHARED      05           900
D TELAXIS COMMUNICATIONS CORP    COM              879202109      250     8020 SH      SHARED      01          8020
D TELAXIS COMMUNICATIONS CORP    COM              879202109       33     1070 SH      SHARED      04                            1070
D TELCOM SEMICONDUCTOR INC       COM              87921P107      552    13800 SH      SHARED      01         13800
D TELCOM SEMICONDUCTOR INC       COM              87921P107      228     5705 SH      SHARED      04          5705
D TELCOM SEMICONDUCTOR INC       COM              87921P107      168     4200 SH      SHARED      05          4200
D TELE CENTRO SUL PART S A       SPON ADR PFD     879239101       43      600 SH      SHARED      01           600
D TELE DANMARK A/S               SPON ADR CL B    879242105       27      800 SH      SHARED      01                             800
D TELE DANMARK A/S               SPON ADR CL B    879242105      289     8500 SH      SHARED      04          8500
D TELE DANMARK A/S               SPON ADR CL B    879242105       74     2200 SH      SHARED      05          2200
D TELE NORTE LESTE PART S A      SPON ADR PFD     879246106    14284   604627 SH      SHARED      01        604627
D TELE NORTE LESTE PART S A      SPON ADR PFD     879246106        3      163 SH      SHARED      02           163
D TELE NORTE LESTE PART S A      SPON ADR PFD     879246106        3      159 SH      SHARED      04           159
D TELE NORTE LESTE PART S A      SPON ADR PFD     879246106       11      500 SH      SHARED      05           500
D TELE SUDESTE CELULAR PART S A  SPON ADR PFD     879252104      136     4474 SH      SHARED      01          4474
D TELE SUDESTE CELULAR PART S A  SPON ADR PFD     879252104      170     5600 SH      SHARED      04          5600
D TELECOM ITALIA SPA             SPON ADR ORD     87927W106       13      100 SH      SHARED      02                             100
D TELECOM ITALIA SPA             SPON ADR ORD     87927W106      591     4300 SH      SHARED      04          4300
D TELECOMM ARGENTINA STET-FRANCE SPON ADR REP B   879273209      577    21000 SH      SHARED      04         21000
D TELECOM CORP NEW ZEALAND LTD   SPONSORED ADR    879278208       14      500 SH      SHARED      05           500
D TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287308    26953   277510 SH      SHARED      01        277510
D TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287308      136     1406 SH      SHARED      02          1406
D TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287308     1194    12300 SH      SHARED      05         12300
D TELECOMUNICACOES DE SAO PAULO  SPON ADR PFD     87929A102      413    22370 SH      SHARED      01         22370
D TELECOMUNICACOES DE SAO PAULO  SPON ADR PFD     87929A102     1047    56600 SH      SHARED      04         56600
D TELECORP PCS INC               CL A             879299105       92     2300 SH      SHARED      01          2300
D TELECORP PCS INC               CL A             879299105       48     1200 SH      SHARED      02           800               400
D TELEDYNE TECHNOLOGIES INC      COM              879360105      811    48438 SH      SHARED      01         48299               139
D TELEDYNE TECHNOLOGIES INC      COM              879360105      304    18206 SH      SHARED      04         18206
D TELEFLEX INC                   COM              879369106     2779    77752 SH      SHARED      01         77752
D TELEFLEX INC                   COM              879369106      750    20990 SH      SHARED      02          5500             15490
D TELEFLEX INC                   COM              879369106      761    21288 SH      SHARED      04         21288
D TELEFLEX INC                   COM              879369106      178     5000 SH      SHARED      05          5000
D TELEFONICA DE ARGENTINA S A    SPON ADR CL B    879378206      911    28700 SH      SHARED      01         28700
D TELEFONICA DE ARGENTINA S A    SPON ADR CL B    879378206     1062    33476 SH      SHARED      04         33476
D TELEFONICA S A                 SPONSORED ADR    879382208      173     2704 SH      SHARED      01                            2704
D TELEFONICA S A                 SPONSORED ADR    879382208      287     4485 SH      SHARED      02          3182              1303
D TELEFONICA S A                 SPONSORED ADR    879382208      217     3400 SH      SHARED      05          3400
D TELEFONICA DEL PERU S A        SPON ADR CL B    879384105      506    44535 SH      SHARED      01         44535
D TELEFONICA DEL PERU S A        SPON ADR CL B    879384105     5513   484700 SH      SHARED      04        484700
D TELEFONOS DE MEXICO S A        SR DB CV 4.25%04 879403AD5     5180  4000000 PRN     SHARED      01       4000000
D TELEFONOS DE MEXICO S A        SR DB CV 4.25%04 879403AD5    37720 29128001 PRN     SHARED      04      29128001
D TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780    19114   334616 SH      SHARED      01        334216               400
D TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780      103     1807 SH      SHR/OTHR    01                   1807
D TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780      366     6420 SH      SHARED      02           500              5920
D TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780     1513    26500 SH      SHARED      04         26500
D TELEPHONE & DATA SYS INC       COM              879433100     8610    85889 SH      SHARED      01         85889
D TELEPHONE & DATA SYS INC       COM              879433100      813     8115 SH      SHARED      02          3365              4750
D TELEPHONE & DATA SYS INC       COM              879433100    23780   237208 SH      SHARED      04        237208
D TELEPHONE & DATA SYS INC       COM              879433100      711     7100 SH      SHARED      05          7100
D TELE1 EUROPE HLDG AB           SPONSORED ADR    87944T201      150    12500 SH      SHARED      04         12500
D TELESPECTRUM WORLDWIDE INC     COM              87951U109       77    17000 SH      SHARED      01         17000
D TELESCAN INC                   COM              879516102       51     7000 SH      SHARED      01          7000
D TELESCAN INC                   COM              879516102      212    29051 SH      SHARED      04         29051
D TELESP CELULAR PART S A        SPON ADR PFD     87952L108       17      400 SH      SHARED      01           400
D TELESP CELULAR PART S A        SPON ADR PFD     87952L108     1050    23400 SH      SHARED      04         23400
D TELEWEST COMMUNICATIONS PLC    SPONSORED ADR    87956P105       96     2600 SH      SHARED      04          2600
D TELEWEST COMMUNICATIONS PLC    SPONSORED ADR    87956P105       11      300 SH      SHARED      05           300
D TELIGENT INC                   CL A             87959Y103     1020    43200 SH      SHARED      01         43200
D TELIGENT INC                   CL A             87959Y103       28     1200 SH      SHR/OTHR    01                            1200
D TELIGENT INC                   CL A             87959Y103      199     8450 SH      SHARED      02          6150              2300
D TELIGENT INC                   CL A             87959Y103      273    11585 SH      SHARED      04         11585
D TELIGENT INC                   CL A             87959Y103       47     2000 SH      SHARED      05          2000
D TELLABS INC                    COM              879664100   237392  3468772 SH      SHARED      01       3445864             22908
D TELLABS INC                    COM              879664100       88     1290 SH      SHR/OTHR    01                    920      370
D TELLABS INC                    COM              879664100     1684    24621 SH      SHARED      02          5400             19221
D TELLABS INC                    COM              879664100    29358   428979 SH      SHARED      04        428854               125
D TELLABS INC                    COM              879664100      602     8800 SH      SHARED      05          8800
D TELTRONICS INC                 COM NEW          879698306       49    14500 SH      SHARED      01         14500
D TELTRONICS INC                 COM NEW          879698306       68    20000 SH      SHARED      02         20000
D TELULAR CORP                   COM NEW          87970T208       97     8100 SH      SHARED      01          8100
D TELULAR CORP                   COM NEW          87970T208       20     1700 SH      SHARED      02          1500               200
D TELULAR CORP                   COM NEW          87970T208        4      400 SH      SHARED      04           400
D TELXON CORP                    SUB DB CV 7.5%12 879700AA0        8    10000 PRN     SHR/OTHR    01                  10000
D TELXON CORP                    COM              879700102      539    30167 SH      SHARED      01         30167
D TELXON CORP                    COM              879700102       35     2000 SH      SHARED      02          2000
D TELXON CORP                    COM              879700102      136     7644 SH      SHARED      04          7644
D TELOCITY INC                   COM              87971D103     2984   654200 SH      SHARED      02        654200
D TELSCAPE INTL INC NEW          COM              87971Q104      153    22783 SH      SHARED      04         22783
D TEMPLE INLAND INC              COM              879868107    18979   451891 SH      SHARED      01        451891
D TEMPLE INLAND INC              COM              879868107      332     7920 SH      SHR/OTHR    01                            7920
D TEMPLE INLAND INC              COM              879868107     4056    96590 SH      SHARED      04         96590
D TEMPLE INLAND INC              COM              879868107      546    13000 SH      SHARED      05         13000
D TELETECH HOLDINGS INC          COM              879939106      787    25351 SH      SHARED      01         25351
D TELETECH HOLDINGS INC          COM              879939106      657    21183 SH      SHARED      04         21183
D TEMPLETON DRAGON FD INC        COM              88018T101       56     6500 SH      SHARED      02          6000               500
D TEMPLETON DRAGON FD INC        COM              88018T101     6665   772800 SH      SHARED      04        772800
D TEMPLETON CHINA WORLD FD INC   COM              88018X102     2923   380300 SH      SHARED      04        380300
D TEMPLETON EMERG MKT APPRECN FD COM              880190103       88     9000 SH      SHARED      04          9000
D TEMPLETON EMERGING MKTS FD INC COM              880191101        0      100 SH      SHARED      01           100
D TEMPLETON EMERG MKTS INCOME FD COM              880192109     1000   100000 SH      SHR/OTHR    01                 100000
D TEMPLETON EMERG MKTS INCOME FD COM              880192109      105    10525 SH      SHARED      02          7025              3500
D TEMPLETON GLOBAL INCOME FD INC COM              880198106       30     5000 SH      SHR/OTHR    01                   5000
D TEMPLETON RUSSIA FD INC        COM              88022F105       31     2000 SH      SHARED      02          2000
D TEMPLETON VIETNAM S-E ASIA FD  COM              88022J107      173    24500 SH      SHARED      04         24500
D TENFOLD CORP                   COM              88033A103      172    10501 SH      SHARED      01         10501
D TENFOLD CORP                   COM              88033A103       39     2400 SH      SHARED      02          1700               700
D TENET HEALTHCARE CORP          COM              88033G100    68929  2552935 SH      SHARED      01       2538035             14900
D TENET HEALTHCARE CORP          COM              88033G100       94     3500 SH      SHR/OTHR    01                   3500
D TENET HEALTHCARE CORP          COM              88033G100        2      100 SH      SHARED      02           100
D TENET HEALTHCARE CORP          COM              88033G100    16705   618735 SH      SHARED      04        618735
D TENET HEALTHCARE CORP          COM              88033G100       67     2500 SH      SHARED      05          2500
D TENGASCO INC                   COM NEW          88033R205       73     8000 SH      SHARED      02          8000
D TENNANT CO                     COM              880345103      810    21604 SH      SHARED      01         21604
D TENNECO AUTOMOTIVE INC         COM              880349105      335    63910 SH      SHARED      01         63910
D TENNECO AUTOMOTIVE INC         COM              880349105        0      120 SH      SHARED      02                             120
D TENNECO AUTOMOTIVE INC         COM              880349105       44     8494 SH      SHARED      04          8494
D TERADYNE INC                   COM              880770102   108055  1470148 SH      SHARED      01       1470148
D TERADYNE INC                   COM              880770102       11      150 SH      SHARED      02           150
D TERADYNE INC                   COM              880770102    25888   352220 SH      SHARED      04        352220
D TERAYON COMMUNICATION SYS      COM              880775101     4258    66300 SH      SHARED      01         66300
D TERAYON COMMUNICATION SYS      COM              880775101     5044    78530 SH      SHARED      02         34790             43740
D TERAYON COMMUNICATION SYS      COM              880775101     2123    33063 SH      SHARED      04         33063
D TEREX CORP NEW                 COM              880779103      631    44706 SH      SHARED      01         44706
D TEREX CORP NEW                 COM              880779103        0        5 SH      SHARED      04             5
D TERRA INDS INC                 COM              880915103       21    20050 SH      SHARED      01         10050             10000
D TERRA INDS INC                 COM              880915103        7     6700 SH      SHARED      02          2100              4600
D TERRA INDS INC                 COM              880915103       69    65117 SH      SHARED      04         65117
D TERRA NETWORKS S A             SPONSORED ADR    88100W103      802    22000 SH      SHARED      04         22000
D TERRA NITROGEN CO L P          COM UNIT         881005201        2      500 SH      SHARED      05           500
D TERREMARK WORLDWIDE INC        COM              881448104      820   166149 SH      SHARED      01        156149             10000
D TERREMARK WORLDWIDE INC        COM              881448104      440    89212 SH      SHARED      04         89212
D TESCO CORP                     COM              88157K101       21     2100 SH      SHARED      04          2100
D TESORO PETE CORP               COM              881609101      618    61127 SH      SHARED      01         61127
D TESORO PETE CORP               COM              881609101        0       63 SH      SHARED      04            63
D TESORO PETE CORP               PIES CV 1/100S   881609408      435    40000 SH      SHARED      01         40000
D TESORO PETE CORP               PIES CV 1/100S   881609408     2908   267408 SH      SHARED      04        267408
D TETRA TECHNOLOGIES INC DEL     COM              88162F105        8      600 SH      SHARED      01           600
D TETRA TECH INC NEW             COM              88162G103     1568    68576 SH      SHARED      01         68576
D TETRA TECH INC NEW             COM              88162G103       32     1410 SH      SHARED      04          1410
D TEVA PHARMACEUTICAL INDS LTD   ADR              881624209       55     1000 SH      SHARED      02          1000
D TEVA PHARMACEUTICAL INDS LTD   ADR              881624209      133     2400 SH      SHARED      04          2400
D TEVA PHARMACEUTICAL INDS LTD   ADR              881624209      199     3600 SH      SHARED      05          3600
D TEXACO INC                     COM              881694103   241396  4533271 SH      SHARED      01       4470955             62316
D TEXACO INC                     COM              881694103     3531    66310 SH      SHR/OTHR    01                  21584    44726
D TEXACO INC                     COM              881694103     1226    23030 SH      SHARED      02          8719             14311
D TEXACO INC                     COM              881694103    61879  1162047 SH      SHARED      04       1162047
D TEXACO INC                     COM              881694103     2305    43300 SH      SHARED      05         43300
D TEXACO INC                     COM              881694103      951    17870 SH      SHARED      06         17870
D TEXARKANA FIRST FINL CORP      COM              881801104     1129    50350 SH      SHARED      04         50350
D TEXAS BIOTECHNOLOGY CORP       COM              88221T104     1139    59976 SH      SHARED      01         59976
D TEXAS BIOTECHNOLOGY CORP       COM              88221T104      457    24056 SH      SHARED      04         24056
D TEXAS INDS INC                 COM              882491103     1090    37751 SH      SHARED      01         37751
D TEXAS INDS INC                 COM              882491103      942    32633 SH      SHARED      04         32633
D TEXAS INSTRS INC               COM              882508104       10      150 SH      SHR/OTHR    04                    150
D TEXAS INSTRS INC               COM              882508104   923042 13438394 SH      SHARED      01      13190191            248203
D TEXAS INSTRS INC               COM              882508104     4937    71885 SH      SHR/OTHR    01                  42753    29132
D TEXAS INSTRS INC               COM              882508104     5364    78094 SH      SHARED      02         26045             52049
D TEXAS INSTRS INC               COM              882508104   208876  3040990 SH      SHARED      04       3040620               370
D TEXAS INSTRS INC               COM              882508104     4464    65000 SH      SHARED      05         65000
D TEXAS INSTRS INC               COM              882508104    53720   782100 SH      SHARED      06        782100
D TEXAS PAC LD TR                SUB CTF PROP I T 882610108     3531    80500 SH      SHARED      02         28900             51600
D TEXAS REGL BANCSHARES INC      CL A VTG         882673106      664    26206 SH      SHARED      01         26206
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        1       65 SH      SHARED      04            65
D THAI CAP FD INC                COM              882905102        6     2000 SH      SHARED      04          2000
D TEXTRON INC                    COM              883203101    71315  1313073 SH      SHARED      01       1298758             14315
D TEXTRON INC                    COM              883203101      412     7600 SH      SHR/OTHR    01                            7600
D TEXTRON INC                    COM              883203101       69     1272 SH      SHARED      02                            1272
D TEXTRON INC                    COM              883203101     4349    80086 SH      SHARED      04         80086
D TEXTRON INC                    COM              883203101      548    10100 SH      SHARED      05         10100
D TEXTRON INC                    PFD CONV $2.08   883203200      280     1335 SH      SHARED      02           300              1035
D THEGLOBE COM INC               COM              88335R101        0      100 SH      SHARED      01           100
D THEGLOBE COM INC               COM              88335R101       43    25559 SH      SHARED      04         25559
D THERAGENICS CORP               COM              883375107      483    56521 SH      SHARED      01         56521
D THERAGENICS CORP               COM              883375107        8     1000 SH      SHR/OTHR    01                   1000
D THERAGENICS CORP               COM              883375107       17     2000 SH      SHARED      02                            2000
D THERAGENICS CORP               COM              883375107        0       43 SH      SHARED      04            43
D THERMA-WAVE INC                COM              88343A108      146     6550 SH      SHARED      01          6550
D THERMO CARDIOSYSTEMS INC       COM NONREDEEM    88355K200      315    31504 SH      SHARED      01         31504
D THERMO CARDIOSYSTEMS INC       COM NONREDEEM    88355K200        0       31 SH      SHARED      04            31
D THERMO ECOTEK CORP             COM              88355R106       23     2510 SH      SHARED      01          2510
D THERMO ECOTEK CORP             COM              88355R106        0        4 SH      SHARED      04             4
D THERMO FIBERTEK INC            COM              88355W105       30     6511 SH      SHARED      01          6511
D THERMO FIBERTEK INC            COM              88355W105        4      900 SH      SHARED      02           225               675
D THERMO FIBERTEK INC            COM              88355W105        0       10 SH      SHARED      04            10
D THERMO ELECTRON CORP           SUBDB CV 144A 03 883556AF9      945  1030000 PRN     SHARED      01       1030000
D THERMO ELECTRON CORP           SUBDB CV 144A 03 883556AF9    11245 12250000 PRN     SHARED      04      12250000
D THERMO ELECTRON CORP           COM              883556102    24450  1160884 SH      SHARED      01       1158609              2275
D THERMO ELECTRON CORP           COM              883556102      193     9169 SH      SHR/OTHR    01                            9169
D THERMO ELECTRON CORP           COM              883556102      370    17586 SH      SHARED      02          1012             16574
D THERMO ELECTRON CORP           COM              883556102     1951    92655 SH      SHARED      04         92655
D THERMO INSTR SYS INC           COM              883559106      360    19250 SH      SHARED      01         19250
D THERMO INSTR SYS INC           COM              883559106      223    11931 SH      SHARED      04         11931
D THERMO OPPORTUNITY FD INC      COM              883580102     1701   128400 SH      SHARED      04        128400
D THESTREET COM                  COM              88368Q103       60    10400 SH      SHARED      01         10400
D THESTREET COM                  COM              88368Q103       68    11734 SH      SHARED      04         11734
D THERMEDICS INC                 COM              883901100      361    36362 SH      SHARED      01         36362
D THERMEDICS INC                 COM              883901100        0       27 SH      SHARED      04            27
D THISTLE GROUP HLDGS CO         COM              88431E103     1040   150000 SH      SHARED      04        150000
D THOMAS & BETTS CORP            COM              884315102    19447  1016851 SH      SHARED      01        866851            150000
D THOMAS & BETTS CORP            COM              884315102      202    10600 SH      SHR/OTHR    01                   6000     4600
D THOMAS & BETTS CORP            COM              884315102      488    25525 SH      SHARED      04         25525
D THOMAS & BETTS CORP            COM              884315102      153     8000 SH      SHARED      05          8000
D THOMAS GROUP INC               COM              884402108        0      100 SH      SHARED      01           100
D THOMAS INDS INC                COM              884425109      433    24514 SH      SHARED      01         24514
D THOMAS INDS INC                COM              884425109       35     2000 SH      SHARED      02          2000
D THOMAS INDS INC                COM              884425109       28     1600 SH      SHARED      04          1600
D THOR INDS INC                  COM              885160101      381    18190 SH      SHARED      01         16077              2113
D THOR INDS INC                  COM              885160101       68     3268 SH      SHARED      04          3268
D THOR INDS INC                  COM              885160101        2      100 SH      SHARED      05           100
D THORATEC LABS CORP             COM NEW          885175307      256    15821 SH      SHARED      01         15821
D THORATEC LABS CORP             COM NEW          885175307        1       66 SH      SHARED      02            66
D THORATEC LABS CORP             COM NEW          885175307       76     4745 SH      SHARED      04          4745
D THORNBURG MTG INC              COM              885218107       49     6818 SH      SHARED      01          6818
D THORNBURG MTG INC              COM              885218107      477    66480 SH      SHARED      04         66480
D 3DO CO                         COM              88553W105       44     5700 SH      SHARED      01          5700
D 3DO CO                         COM              88553W105       11     1500 SH      SHARED      02          1500
D 3DO CO                         COM              88553W105       72     9224 SH      SHARED      04          9224
D 3DFX INTERACTIVE INC           COM              88553X103      418    53801 SH      SHARED      01         53801
D 3DFX INTERACTIVE INC           COM              88553X103        0       19 SH      SHARED      04            19
D 3COM CORP                      COM              885535104   153065  2656227 SH      SHARED      01       2655127              1100
D 3COM CORP                      COM              885535104       11      200 SH      SHR/OTHR    01                             200
D 3COM CORP                      COM              885535104    23407   406202 SH      SHARED      02        402845              3357
D 3COM CORP                      COM              885535104   101853  1767516 SH      SHARED      04       1767516
D 3COM CORP                      COM              885535104      420     7300 SH      SHARED      05          7300
D 3-D SYS CORP DEL               COM NEW          88554D205      271    14300 SH      SHARED      04         14300
D THREE FIVE SYS INC             COM              88554L108      454     7698 SH      SHARED      01          7698
D THREE FIVE SYS INC             COM              88554L108      776    13155 SH      SHARED      04         13155
D THREE RIVS BANCORP INC         COM              88562Q107       87    13300 SH      SHARED      01         13300
D THREE RIVS BANCORP INC         COM              88562Q107        0      102 SH      SHARED      04           102
D 3DSHOPPING COM                 WT EXP  071604   885793117      163    79500 SH      SHARED      04         79500
D TIBCO SOFTWARE INC             COM              88632Q103    10358    96600 SH      SHARED      01         96600
D TIBCO SOFTWARE INC             COM              88632Q103    15084   140670 SH      SHARED      02        100475             40195
D TIBCO SOFTWARE INC             COM              88632Q103      327     3055 SH      SHARED      04          3055
D TICKETS COM INC                COM              88633M101        2      700 SH      SHARED      01           700
D TICKETMASTER ONLINE-CITYSEARCH CL B             88633P203      643    40400 SH      SHARED      01         40400
D TICKETMASTER ONLINE-CITYSEARCH CL B             88633P203      159    10000 SH      SHARED      02         10000
D TICKETMASTER ONLINE-CITYSEARCH CL B             88633P203      130     8213 SH      SHARED      04          8213
D TIDEL TECHNOLOGIES INC         COM              886368109        7      800 SH      SHARED      01           800
D TIDEWATER INC                  COM              886423102    19157   532155 SH      SHARED      01        532155
D TIDEWATER INC                  COM              886423102       79     2200 SH      SHR/OTHR    01                            2200
D TIDEWATER INC                  COM              886423102        3      100 SH      SHARED      02                             100
D TIDEWATER INC                  COM              886423102     8905   247365 SH      SHARED      04        247365
D TIDEWATER INC                  COM              886423102        7      200 SH      SHARED      05           200
D TIFFANY & CO NEW               COM              886547108    35844   531027 SH      SHARED      01        531027
D TIFFANY & CO NEW               COM              886547108      214     3180 SH      SHR/OTHR    01                   2800      380
D TIFFANY & CO NEW               COM              886547108      132     1970 SH      SHARED      02                            1970
D TIFFANY & CO NEW               COM              886547108     1837    27228 SH      SHARED      04         27228
D TIFFANY & CO NEW               COM              886547108      513     7600 SH      SHARED      05          7600
D TIFFANY & CO NEW               COM              886547108     5798    85900 SH      SHARED      06         85900
D TIMBERLAND CO                  CL A             887100105     1575    22255 SH      SHARED      01         22255
D TIMBERLAND CO                  CL A             887100105     2685    37921 SH      SHARED      04         37921
D TIMBERLINE SOFTWARE CORP       COM              887134104       69     9564 SH      SHARED      01          9564
D TIME WARNER INC                COM              887315109       22      300 SH      SHR/OTHR    01                             300
D TIME WARNER INC                COM              887315109   869617 11442330 SH      SHARED      01      11103477            338853
D TIME WARNER INC                COM              887315109    23816   313374 SH      SHR/OTHR    01                 129942   183432
D TIME WARNER INC                COM              887315109     4722    62143 SH      SHARED      02         13552             48591
D TIME WARNER INC                COM              887315109    87251  1148047 SH      SHARED      04       1147932               115
D TIME WARNER INC                COM              887315109     2485    32700 SH      SHARED      05         32700
D TIME WARNER INC                COM              887315109    15056   198110 SH      SHARED      06        198110
D TIME WARNER TELECOM INC        CL A             887319101     2974    46200 SH      SHARED      01         46200
D TIME WARNER TELECOM INC        CL A             887319101      360     5600 SH      SHARED      02          4600              1000
D TIME WARNER TELECOM INC        CL A             887319101       90     1400 SH      SHARED      04          1400
D TIMKEN CO                      COM              887389104    10912   585888 SH      SHARED      01        585888
D TIMKEN CO                      COM              887389104       40     2200 SH      SHARED      02                            2200
D TIMKEN CO                      COM              887389104      470    25266 SH      SHARED      04         25266
D TITAN CORP                     COM              888266103    13976   312316 SH      SHARED      01        312316
D TITAN CORP                     COM              888266103     2631    58799 SH      SHARED      04         58799
D TITAN CORP                     COM              888266103      277     6200 SH      SHARED      05          6200
D TITAN INTL INC ILL             COM              88830M102       16     3100 SH      SHARED      01          3100
D TITAN INTL INC ILL             COM              88830M102      169    31836 SH      SHARED      04         31836
D TITAN PHARMACEUTICALS INC DEL  COM              888314101     1920    44652 SH      SHARED      01         44652
D TITAN PHARMACEUTICALS INC DEL  COM              888314101       86     2000 SH      SHARED      02          1500               500
D TITAN PHARMACEUTICALS INC DEL  COM              888314101      683    15901 SH      SHARED      04         15901
D TITANIUM METALS CORP           COM              888339108       23     5000 SH      SHARED      01          5000
D TITANIUM METALS CORP           COM              888339108      165    35407 SH      SHARED      04         35407
D TIVO INC                       COM              888706108      276     7900 SH      SHARED      01          7900
D TNT POST GROEP N V             SPONSORED ADR    888742103        0       13 SH      SHARED      04            13
D TODHUNTER INTL INC DEL         COM              889050100      157    20000 SH      SHARED      02                           20000
D TOKIO MARINE & FIRE INS LTD    ADR NEW          889090403      261     4400 SH      SHARED      01          4400
D TOKIO MARINE & FIRE INS LTD    ADR NEW          889090403      261     4400 SH      SHR/OTHR    01                   4400
D TOKIO MARINE & FIRE INS LTD    ADR NEW          889090403       29      500 SH      SHARED      02                             500
D TOLL BROTHERS INC              COM              889478103     1222    59634 SH      SHARED      01         59634
D TOLL BROTHERS INC              COM              889478103      275    13420 SH      SHARED      04         13420
D TOLLGRADE COMMUNICATIONS INC   COM              889542106     1126     8500 SH      SHARED      01          8500
D TOLLGRADE COMMUNICATIONS INC   COM              889542106      672     5075 SH      SHARED      02                            5075
D TOLLGRADE COMMUNICATIONS INC   COM              889542106      801     6047 SH      SHARED      04          6047
D TOMPKINSTRUSTCO INC            COM              890110109        4      181 SH      SHARED      01           181
D TOO INC                        COM              890333107     4298   168973 SH      SHARED      01        168773               200
D TOO INC                        COM              890333107        0       17 SH      SHARED      02            17
D TOO INC                        COM              890333107      350    13793 SH      SHARED      04         13793
D TOOTSIE ROLL INDS INC          COM              890516107     1379    39403 SH      SHARED      01         39403
D TOOTSIE ROLL INDS INC          COM              890516107      245     7004 SH      SHR/OTHR    01                   7004
D TOOTSIE ROLL INDS INC          COM              890516107      207     5926 SH      SHARED      02                            5926
D TOOTSIE ROLL INDS INC          COM              890516107      570    16312 SH      SHARED      04         16312
D TOPPS INC                      COM              890786106     1209   105169 SH      SHARED      01        105169
D TOPPS INC                      COM              890786106      874    76000 SH      SHARED      02         41500             34500
D TOPPS INC                      COM              890786106       56     4954 SH      SHARED      04          4954
D TORCH ENERGY ROYALTY TRUST     UNIT BEN INT     891013104       52    10000 SH      SHARED      04         10000
D TORCHMARK CORP                 COM              891027104    23791   963728 SH      SHARED      01        963728
D TORCHMARK CORP                 COM              891027104     3304   133857 SH      SHARED      04        133857
D TORCHMARK CORP                 COM              891027104      217     8800 SH      SHARED      05          8800
D TORO CO                        COM              891092108      864    26253 SH      SHARED      01         26253
D TORO CO                        COM              891092108      290     8822 SH      SHARED      04          8822
D TORONTO DOMINION BK ONT        COM NEW          891160509       65     2684 SH      SHARED      01          2684
D TOSCO CORP                     COM NEW          891490302    31560  1114737 SH      SHARED      01       1114737
D TOSCO CORP                     COM NEW          891490302        4      163 SH      SHARED      02           100                63
D TOSCO CORP                     COM NEW          891490302     3447   121753 SH      SHARED      04        121753
D TOSCO CORP                     COM NEW          891490302      260     9200 SH      SHARED      05          9200
D TOTAL RENAL CARE HLDGS INC     SB NT CV144A7%09 89151AAA5     3365  5000000 PRN     SHARED      04       5000000
D TOTAL RENAL CARE HLDGS INC     SUB NT CONV 7%09 89151AAC1     1346  2000000 PRN     SHARED      04       2000000
D TOTAL RENAL CARE HLDGS INC     COM              89151A107     1180   196799 SH      SHARED      01        196799
D TOTAL RENAL CARE HLDGS INC     COM              89151A107        3      582 SH      SHARED      04           582
D TOTAL FINA ELF S A             SPONSORED ADR    89151E109      763     9935 SH      SHARED      01          7985              1950
D TOTAL FINA ELF S A             SPONSORED ADR    89151E109       53      700 SH      SHR/OTHR    01                    300      400
D TOTAL FINA ELF S A             SPONSORED ADR    89151E109       42      551 SH      SHARED      02           304               247
D TOTAL FINA ELF S A             SPONSORED ADR    89151E109     3333    43400 SH      SHARED      04         43400
D TOTAL-TEL USA COMMUNICATIONS   COM              89151T106        8      880 SH      SHARED      01           880
D TOWER AUTOMOTIVE INC           SB NT CV    5%04 891707AE1     2837  3700000 PRN     SHARED      04       3700000
D TOWER AUTOMOTIVE INC           COM              891707101      891    71309 SH      SHARED      01         71309
D TOWER AUTOMOTIVE INC           COM              891707101     1575   126000 SH      SHARED      02        126000
D TOWER AUTOMOTIVE INC           COM              891707101        0       62 SH      SHARED      04            62
D TOTAL SYS SVCS INC             COM              891906109      624    39334 SH      SHARED      01         39334
D TOTAL SYS SVCS INC             COM              891906109      179    11312 SH      SHARED      04         11312
D TRACK DATA CORP                COM              891918104       32    25437 SH      SHARED      04         25437
D TOWN & CTRY TR                 SH BEN INT       892081100      759    44204 SH      SHARED      01         44204
D TOWN & CTRY TR                 SH BEN INT       892081100      240    14000 SH      SHR/OTHR    01                           14000
D TOWN & CTRY TR                 SH BEN INT       892081100      136     7950 SH      SHARED      02                            7950
D TOWNE SERVICES INC             COM              892148107       23    24646 SH      SHARED      01         24646
D TOWNE SERVICES INC             COM              892148107       26    28789 SH      SHARED      04         28789
D TOYOTA MOTOR CORP              SP ADR REP2COM   892331307      167     1800 SH      SHARED      04          1800
D TOYS R US INC                  COM              892335100    26630  1828769 SH      SHARED      01       1828769
D TOYS R US INC                  COM              892335100       51     3531 SH      SHR/OTHR    01                   1000     2531
D TOYS R US INC                  COM              892335100       24     1700 SH      SHARED      02           300              1400
D TOYS R US INC                  COM              892335100     1574   108106 SH      SHARED      04        108106
D TOYS R US INC                  COM              892335100       36     2500 SH      SHARED      05          2500
D TRACTOR SUPPLY CO              COM              892356106      222    13419 SH      SHARED      04         13419
D TRADER COM NV                  NY REGSTR CL A   89254T102        5      400 SH      SHARED      02           400
D TRADER COM NV                  NY REGSTR CL A   89254T102       21     1500 SH      SHARED      04                            1500
D TRAMMELL CROW CO               COM              89288R106      362    33706 SH      SHARED      01         33706
D TRAMMELL CROW CO               COM              89288R106        0       24 SH      SHARED      04            24
D TRANSACT TECHNOLOGIES INC      COM              892918103        1      100 SH      SHARED      01           100
D TRANS LUX CORP                 COM              893247106        0      100 SH      SHARED      01           100
D TRANS WORLD AIRLS INC          WT EXP  082302   893349134        0      150 SH      SHARED      01                             150
D TRANS WORLD AIRLS INC          WT EXP  082302   893349134        0       21 SH      SHARED      02            21
D TRANS WORLD AIRLS INC          COM PAR$.01NEW   893349837       20     9231 SH      SHARED      01          8000              1231
D TRANS WORLD AIRLS INC          COM PAR$.01NEW   893349837        3     1607 SH      SHARED      02          1607
D TRANS WORLD AIRLS INC          COM PAR$.01NEW   893349837     1284   587311 SH      SHARED      04        587311
D TRANS WORLD ENTMT CORP         COM              89336Q100      826    68182 SH      SHARED      01         68182
D TRANS WORLD ENTMT CORP         COM              89336Q100       45     3777 SH      SHARED      04          3777
D TRANSACTION SYS ARCHITECTS     CL A             893416107     1639    95725 SH      SHARED      01         95725
D TRANSACTION SYS ARCHITECTS     CL A             893416107      260    15190 SH      SHARED      02         13490              1700
D TRANSACTION SYS ARCHITECTS     CL A             893416107      137     8043 SH      SHARED      04          8043
D TRANSACTION SYS ARCHITECTS     CL A             893416107       75     4400 SH      SHARED      05          4400
D TRANSATLANTIC HLDGS INC        COM              893521104     1147    13700 SH      SHARED      01         13700
D TRANSATLANTIC HLDGS INC        COM              893521104        6       82 SH      SHARED      02                              82
D TRANSATLANTIC HLDGS INC        COM              893521104      843    10066 SH      SHARED      04         10066
D TRANSCANADA PIPELINES LTD      COM              893526103        2      333 SH      SHARED      01           333
D TRANSCANADA PIPELINES LTD      COM              893526103      394    51700 SH      SHARED      04         51700
D TRANSCONTINENTAL RLTY INVS     COM NEW          893617209       21     1727 SH      SHARED      01          1727
D TRANSCONTINENTAL RLTY INVS     COM NEW          893617209       36     3000 SH      SHARED      04          3000
D TRANSKARYOTIC THERAPIES INC    COM              893735100     1560    42454 SH      SHARED      01         42454
D TRANSKARYOTIC THERAPIES INC    COM              893735100       89     2431 SH      SHARED      04          2431
D TRANSPORT CORP OF AMER INC     COM              89385P102        2      400 SH      SHARED      04           400
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      179    29311 SH      SHARED      01         29311
D TRANSMONTAIGNE INC             COM              893934109        0       42 SH      SHARED      04            42
D TRAVELOCITY COM INC            COM              893953109      659    40258 SH      SHARED      01         40258
D TRAVELOCITY COM INC            COM              893953109        0       41 SH      SHARED      02            41
D TRANSWITCH CORP                COM              894065101     4609    59725 SH      SHARED      01         59725
D TRANSWITCH CORP                COM              894065101        1       20 SH      SHARED      02                              20
D TRANSWITCH CORP                COM              894065101     3617    46862 SH      SHARED      04         46862
D TRANSWITCH CORP                COM              894065101      617     8000 SH      SHARED      05          8000
D TRANSWORLD HEALTHCARE INC      COM              894081108        0        1 SH      SHARED      02             1
D TRAVELERS CORPORATE LN FD INC  COM              894185107       13     1000 SH      SHARED      02          1000
D TREDEGAR CORP                  COM              894650100      676    35599 SH      SHARED      01         35599
D TREDEGAR CORP                  COM              894650100      423    22300 SH      SHARED      04         22300
D TREEV INC                      COM NEW          894692300      202    31169 SH      SHARED      02         31169
D TREMONT CORP                   COM PAR $1.00    894745207       17      794 SH      SHARED      01           794
D TRENDWEST RESORTS INC          COM              894917103      111     6902 SH      SHARED      01          6902
D TRENDWEST RESORTS INC          COM              894917103        0        8 SH      SHARED      04             8
D TRENWICK GROUP INC             COM              895290104      503    34555 SH      SHARED      01         34555
D TRENWICK GROUP INC             COM              895290104       72     5000 SH      SHARED      04          5000
D TREX INC                       COM              89531P105    11790   235800 SH      SHARED      01        235800
D TREX INC                       COM              89531P105     1882    37650 SH      SHARED      03         37650
D TREX MED CORP                  COM              89531R101        0      200 SH      SHARED      01           100               100
D TREX MED CORP                  COM              89531R101       34    17088 SH      SHARED      04         17088
D TRI CONTL CORP                 COM              895436103     1600    63386 SH      SHARED      01         62604               782
D TRI CONTL CORP                 COM              895436103      621    24596 SH      SHR/OTHR    01                           24596
D TRI CONTL CORP                 COM              895436103      189     7521 SH      SHARED      02          1330              6191
D TRI CONTL CORP                 COM              895436103       30     1200 SH      SHARED      04          1200
D TRIAD HOSPITALS INC            COM              89579K109     2214    91550 SH      SHARED      01         91549                 1
D TRIAD HOSPITALS INC            COM              89579K109        1       61 SH      SHARED      02            25                36
D TRIAD HOSPITALS INC            COM              89579K109        8      352 SH      SHARED      04           352
D TRIANGLE PHARMACEUTICALS INC   COM              89589H104      474    52311 SH      SHARED      01         52311
D TRIANGLE PHARMACEUTICALS INC   COM              89589H104        0       51 SH      SHARED      04            51
D TRIDENT MICROSYSTEMS INC       COM              895919108      109    12200 SH      SHARED      02         12200
D TRIDENT MICROSYSTEMS INC       COM              895919108        0       68 SH      SHARED      04            68
D TRIAD GTY INC                  COM              895925105      445    19401 SH      SHARED      01         19401
D TRIAD GTY INC                  COM              895925105      182     7950 SH      SHARED      02          4000              3950
D TRIARC COS INC                 SB DB CV ZRO  18 895927AB7     7564 30500000 PRN     SHARED      04      30500000
D TRIARC COS INC                 CL A             895927101      835    40771 SH      SHARED      01         40771
D TRIARC COS INC                 CL A             895927101       45     2195 SH      SHARED      04          2195
D TRICON GLOBAL RESTAURANTS      COM              895953107    32032  1133888 SH      SHARED      01       1132820              1068
D TRICON GLOBAL RESTAURANTS      COM              895953107      450    15934 SH      SHR/OTHR    01                   5918    10016
D TRICON GLOBAL RESTAURANTS      COM              895953107      143     5074 SH      SHARED      02          3125              1949
D TRICON GLOBAL RESTAURANTS      COM              895953107     2188    77452 SH      SHARED      04         77452
D TRICON GLOBAL RESTAURANTS      COM              895953107       73     2600 SH      SHARED      05          2600
D TRICON GLOBAL RESTAURANTS      COM              895953107     5859   207400 SH      SHARED      06        207400
D TRIBUNE CO NEW                 COM              896047107   157091  4488341 SH      SHARED      01       3194301           1294040
D TRIBUNE CO NEW                 COM              896047107      175     5000 SH      SHR/OTHR    01                   5000
D TRIBUNE CO NEW                 COM              896047107      158     4515 SH      SHARED      02           500              4015
D TRIBUNE CO NEW                 COM              896047107     6422   183512 SH      SHARED      04        183512
D TRIBUNE CO NEW                 COM              896047107      380    10857 SH      SHARED      05         10857
D TRICO BANCSHARES               COM              896095106       33     2000 SH      SHARED      02          2000
D TRICO MARINE SERVICES INC      COM              896106101      669    52514 SH      SHARED      01         52514
D TRICO MARINE SERVICES INC      COM              896106101       90     7117 SH      SHARED      04          7117
D TRICORD SYSTEMS INC            COM              896121100      545    30226 SH      SHARED      01         30226
D TRICORD SYSTEMS INC            COM              896121100       48     2700 SH      SHARED      02          2700
D TRICORD SYSTEMS INC            COM              896121100      207    11484 SH      SHARED      04         11484
D TRIGON HEALTHCARE INC          COM              89618L100    32525   630800 SH      SHARED      01        630800
D TRIGON HEALTHCARE INC          COM              89618L100       64     1250 SH      SHARED      02           400               850
D TRIGON HEALTHCARE INC          COM              89618L100     1009    19572 SH      SHARED      04         19572
D TRIGON HEALTHCARE INC          COM              89618L100      226     4400 SH      SHARED      05          4400
D TRIKON TECHNOLOGIES INC        COM NEW          896187408       85     4500 SH      SHARED      01          4500
D TRIMBLE NAVIGATION LTD         COM              896239100     2905    59516 SH      SHARED      01         59516
D TRIMBLE NAVIGATION LTD         COM              896239100      873    17900 SH      SHARED      04         17900
D TRIMERIS INC                   COM              896263100     2446    34976 SH      SHARED      01         34976
D TRIMERIS INC                   COM              896263100     1566    22400 SH      SHARED      02         20050              2350
D TRIMERIS INC                   COM              896263100      590     8450 SH      SHARED      04          8450
D TRINITY INDS INC               COM              896522109     1757    95007 SH      SHARED      01         95007
D TRINITY INDS INC               COM              896522109      630    34100 SH      SHARED      04         34100
D TRINITY INDS INC               COM              896522109       77     4200 SH      SHARED      05          4200
D TRINTECH GROUP PLC             SPONSORED ADR    896682101       61     3100 SH      SHARED      02          2500               600
D TRIQUINT SEMICONDUCTOR INC     SB NT CV 144A 07 89674KAA1    51665 56900000 PRN     SHARED      04      56900000
D TRIQUINT SEMICONDUCTOR INC     SUB NT CV   4%07 89674KAB9     1816  2000000 PRN     SHARED      01       2000000
D TRIQUINT SEMICONDUCTOR INC     COM              89674K103     7884    82400 SH      SHARED      01         82400
D TRIQUINT SEMICONDUCTOR INC     COM              89674K103      956    10000 SH      SHR/OTHR    01                           10000
D TRIQUINT SEMICONDUCTOR INC     COM              89674K103      239     2500 SH      SHARED      02           710              1790
D TRIQUINT SEMICONDUCTOR INC     COM              89674K103    14242   148840 SH      SHARED      04        148840
D TRIQUINT SEMICONDUCTOR INC     COM              89674K103      153     1600 SH      SHARED      05          1600
D TRISTAR CORP                   COM              89674U101        2      500 SH      SHARED      01           500
D TRITEL INC                     CL A             89675X104      270     9100 SH      SHARED      01          9100
D TRITEL INC                     CL A             89675X104       11      400 SH      SHARED      02           400
D TRITEL INC                     CL A             89675X104     3024   101880 SH      SHARED      04        101880
D TRITON PCS HLDGS INC           CL A             89677M106     1137    19700 SH      SHARED      01         19700
D TRIUMPH GROUP INC NEW          COM              896818101      354    12705 SH      SHARED      01         12705
D TRIUMPH GROUP INC NEW          COM              896818101       83     3000 SH      SHARED      02          3000
D TRIUMPH GROUP INC NEW          COM              896818101       20      719 SH      SHARED      04           719
D TRIZETTO GROUP INC             COM              896882107       42     2600 SH      SHARED      01          2600
D TRIZETTO GROUP INC             COM              896882107        2      150 SH      SHARED      02                             150
D TRIPOS INC                     COM              896928108        1      100 SH      SHARED      01           100
D TRIZEC HAHN CORP               SUB VTG          896938107      175     9800 SH      SHARED      04          9800
D TRIPATH IMAGING INC            COM              896942109        9     1580 SH      SHARED      01          1580
D TROPICAL SPORTSWEAR INTL CORP  COM              89708P102      158     9049 SH      SHARED      04          9049
D TROY FINL CORP                 COM              897329108      523    53000 SH      SHARED      04         53000
D TRUE NORTH COMMUNICATIONS INC  COM              897844106     2369    53850 SH      SHARED      01         53850
D TRUE NORTH COMMUNICATIONS INC  COM              897844106     2970    67507 SH      SHARED      04         67507
D TRUE NORTH COMMUNICATIONS INC  COM              897844106      646    14700 SH      SHARED      05         14700
D TRUST CO NJ JERSEY CITY NEW    COM              898304100      326    17905 SH      SHARED      01         17905
D TRUST CO NJ JERSEY CITY NEW    COM              898304100        0       26 SH      SHARED      04            26
D TRUSTCO BK CORP N Y            COM              898349105     1190    95250 SH      SHARED      01         95250
D TRUSTCO BK CORP N Y            COM              898349105        1       88 SH      SHARED      04            88
D TRUSTMARK CORP                 COM              898402102     1690    96932 SH      SHARED      01         96932
D TRUSTMARK CORP                 COM              898402102       64     3680 SH      SHARED      04          3680
D TUCKER ANTHONY SUTRO           COM              898647102      397    22103 SH      SHARED      01         22103
D TUCKER ANTHONY SUTRO           COM              898647102        1      100 SH      SHARED      04           100
D TUESDAY MORNING CORP           COM NEW          899035505      225    21500 SH      SHARED      01         21500
D TUESDAY MORNING CORP           COM NEW          899035505       12     1183 SH      SHARED      04          1183
D TULARIK INC                    COM              899165104      112     3800 SH      SHARED      01          3800
D TULARIK INC                    COM              899165104        5      200 SH      SHARED      04           200
D TUMBLEWEED COMMUNICATIONS CORP COM              899690101      223     4400 SH      SHARED      01          4400
D TUPPERWARE CORP                COM              899896104    12059   548172 SH      SHARED      01        548172
D TUPPERWARE CORP                COM              899896104      407    18500 SH      SHARED      02          1000             17500
D TUPPERWARE CORP                COM              899896104      645    29359 SH      SHARED      04         29359
D TUPPERWARE CORP                COM              899896104      173     7900 SH      SHARED      05          7900
D TURBOCHEF TECHNOLOGIES INC     COM              900006107       28     6300 SH      SHARED      01          6300
D TURNSTONE SYSTEMS INC          COM              900423104     1043     6300 SH      SHARED      01          6300
D TUSCARORA INC                  COM              900902107        4      300 SH      SHARED      01           300
D TUT SYSTEMS                    COM              901103101     2241    39059 SH      SHARED      01         39059
D TV AZTECA S A DE C V           SPONSORED ADR    901145102       29     2200 SH      SHARED      04          2200
D TWEETER HOME ENTMT GROUP INC   COM              901167106      621    20472 SH      SHARED      01         20472
D TWEETER HOME ENTMT GROUP INC   COM              901167106      308    10168 SH      SHARED      02          3268              6900
D TWEETER HOME ENTMT GROUP INC   COM              901167106      191     6316 SH      SHARED      04          6316
D 21ST CENTY INS GROUP           COM              90130N103      947    60150 SH      SHARED      01         60150
D 21ST CENTY INS GROUP           COM              90130N103     1511    95970 SH      SHARED      04         95970
D 24 / 7 MEDIA INC               COM              901314104      728    46606 SH      SHARED      01         46606
D 24 / 7 MEDIA INC               COM              901314104       15     1000 SH      SHARED      04          1000
D TWINLAB CORP                   COM              901774109      207    32612 SH      SHARED      01         32612
D TWINLAB CORP                   COM              901774109      127    20000 SH      SHARED      02                           20000
D TWINLAB CORP                   COM              901774109        0       81 SH      SHARED      04            81
D II VI INC                      COM              902104108      261     5400 SH      SHARED      01          5400
D II VI INC                      COM              902104108       80     1661 SH      SHARED      04          1661
D TYCO INTL LTD NEW              COM              902124106   637871 13464304 SH      SHARED      01      12967134            497170
D TYCO INTL LTD NEW              COM              902124106    12224   258028 SH      SHR/OTHR    01                 163208    94820
D TYCO INTL LTD NEW              COM              902124106     5977   126169 SH      SHARED      02         30842             95327
D TYCO INTL LTD NEW              COM              902124106    99292  2095890 SH      SHARED      04       2095640               250
D TYCO INTL LTD NEW              COM              902124106      630    13300 SH      SHARED      05         13300
D TYLER TECHNOLOGIES INC         COM              902252105      221    86365 SH      SHARED      04         86365
D TYSON FOODS INC                CL A             902494103     2014   230177 SH      SHARED      01        230177
D TYSON FOODS INC                CL A             902494103      683    78083 SH      SHARED      04         78083
D TYSON FOODS INC                CL A             902494103      406    46500 SH      SHARED      05         46500
D UAL CORP                       COM PAR $0.01    902549500     3052    52464 SH      SHARED      01         52464
D UAL CORP                       COM PAR $0.01    902549500      364     6265 SH      SHARED      02          5965               300
D UAL CORP                       COM PAR $0.01    902549500      128     2200 SH      SHARED      04          2200
D UAL CORP                       COM PAR $0.01    902549500     1204    20700 SH      SHARED      05         20700
D UCAR INTL INC                  COM              90262K109     1578   120822 SH      SHARED      01        120822
D UCAR INTL INC                  COM              90262K109       84     6500 SH      SHARED      02          6500
D UCAR INTL INC                  COM              90262K109      143    11003 SH      SHARED      04         11003
D UCAR INTL INC                  COM              90262K109       78     6000 SH      SHARED      05          6000
D UCBH HOLDINGS INC              COM              90262T308      347    13020 SH      SHARED      01         13020
D UCBH HOLDINGS INC              COM              90262T308       53     2016 SH      SHARED      04          2016
D UGI CORP NEW                   COM              902681105     1132    55266 SH      SHARED      01         55266
D UGI CORP NEW                   COM              902681105       61     2991 SH      SHARED      04          2991
D UICI                           COM              902737105      587    89463 SH      SHARED      01         78613             10850
D UICI                           COM              902737105        1      285 SH      SHARED      04           285
D UMB FINL CORP                  COM              902788108      901    27470 SH      SHARED      01         27470
D USX MARATHON GROUP             PFD CONV 6.50%   902905819       11      300 SH      SHR/OTHR    01                             300
D USX MARATHON GROUP             COM NEW          902905827    59894  2389858 SH      SHARED      01       2389258               600
D USX MARATHON GROUP             COM NEW          902905827      250    10001 SH      SHR/OTHR    01                   6506     3495
D USX MARATHON GROUP             COM NEW          902905827      668    26686 SH      SHARED      02         11700             14986
D USX MARATHON GROUP             COM NEW          902905827    10447   416882 SH      SHARED      04        416882
D U S B HLDG INC                 COM              902910108      248    17594 SH      SHARED      01         17594
D U S B HLDG INC                 COM              902910108        0       33 SH      SHARED      04            33
D UST INC                        COM              902911106    18938  1289488 SH      SHARED      01       1289488
D UST INC                        COM              902911106       79     5400 SH      SHR/OTHR    01                            5400
D UST INC                        COM              902911106       13      950 SH      SHARED      02           950
D UST INC                        COM              902911106     1563   106460 SH      SHARED      04        106460
D UST INC                        COM              902911106       55     3800 SH      SHARED      05          3800
D U S HOME & GARDEN INC          COM              902939107       50    15400 SH      SHARED      01         15400
D U S HOME & GARDEN INC          COM              902939107       13     4000 SH      SHARED      02          4000
D U S PLASTIC LMBR CORP          COM              902948108      309    70298 SH      SHARED      04         70298
D U S FRANCHISE SYS INC          CL A NEW         902956309        8     1800 SH      SHARED      01          1800
D U S FRANCHISE SYS INC          CL A NEW         902956309      129    26990 SH      SHARED      04         26990
D U S RESTAURANT PPTYS INC       COM              902971100       29     3350 SH      SHARED      01          3300                50
D U S RESTAURANT PPTYS INC       COM              902971100       26     3000 SH      SHR/OTHR    01                   3000
D U S RESTAURANT PPTYS INC       COM              902971100      427    47810 SH      SHARED      04         47810
D U S RESTAURANT PPTYS INC       PFD CV SER A     902971209     1174   118200 SH      SHARED      04        118200
D US BANCORP DEL                 COM              902973106   112493  5843804 SH      SHARED      01       5840804              3000
D US BANCORP DEL                 COM              902973106       47     2493 SH      SHR/OTHR    01                            2493
D US BANCORP DEL                 COM              902973106      105     5457 SH      SHARED      02                            5457
D US BANCORP DEL                 COM              902973106     8159   423885 SH      SHARED      04        423885
D US BANCORP DEL                 COM              902973106      269    14000 SH      SHARED      05         14000
D U S LIQUIDS INC                COM              902974104        0       50 SH      SHARED      01            50
D U S LIQUIDS INC                COM              902974104      143    26002 SH      SHARED      04         26002
D U S TIMBERLANDS CO L P         COM UNITS        902977107      702    72100 SH      SHARED      04         72100
D USA NETWORKS INC               COM              902984103    11842   547644 SH      SHARED      01        547644
D USA NETWORKS INC               COM              902984103       21     1000 SH      SHR/OTHR    01                   1000
D USA NETWORKS INC               COM              902984103       22     1040 SH      SHARED      02          1040
D USA NETWORKS INC               COM              902984103      729    33738 SH      SHARED      04         33738
D URS CORP NEW                   COM              903236107      321    21103 SH      SHARED      01         21103
D URS CORP NEW                   COM              903236107        0       17 SH      SHARED      04            17
D USANA INC                      COM              90328M107        1      500 SH      SHARED      01           500
D U S DIAGNOSTIC INC             COM              90328Q108       15    20000 SH      SHARED      02         20000
D U S CAN CORP                   COM              90328W105      276    15901 SH      SHARED      01         15901
D U S CAN CORP                   COM              90328W105      312    18000 SH      SHARED      02         18000
D U S CAN CORP                   COM              90328W105        4      230 SH      SHARED      04           230
D U S G CORP                     COM NEW          903293405     2450    80678 SH      SHARED      01         80678
D U S G CORP                     COM NEW          903293405       65     2164 SH      SHARED      02          1438               726
D U S G CORP                     COM NEW          903293405     1064    35045 SH      SHARED      04         35045
D U S G CORP                     COM NEW          903293405     5042   166000 SH      SHARED      06        166000
D US LEC CORP                    CL A             90331S109      271    15964 SH      SHARED      01         15964
D US LEC CORP                    CL A             90331S109        3      234 SH      SHARED      04           234
D U S A FLORAL PRODS INC         COM              90331T107        5     9200 SH      SHARED      01          9200
D U S AUTOMOTIVE MFG INC         COM NEW          90332B204        1     1853 SH      SHARED      01          1853
D USEC INC                       COM              90333E108     6901  1492197 SH      SHARED      01       1492197
D USEC INC                       COM              90333E108       69    15000 SH      SHARED      02                           15000
D USEC INC                       COM              90333E108      435    94192 SH      SHARED      04         94192
D U S CONCRETE INC               COM              90333L102     2571   321400 SH      SHARED      04        321400
D U S AGGREGATES INC             COM              90334D109       59     3255 SH      SHARED      01          3255
D U S AGGREGATES INC             COM              90334D109      233    12900 SH      SHARED      02          2400             10500
D U S INTERACTIVE INC            COM              90334M109       99     7725 SH      SHARED      01          7725
D U S INTERACTIVE INC            COM              90334M109        0       25 SH      SHR/OTHR    01                     25
D U S INTERACTIVE INC            COM              90334M109       19     1507 SH      SHARED      02          1500                 7
D U S INTERACTIVE INC            COM              90334M109        1      127 SH      SHARED      04           127
D USX-U S STL                    COM              90337T101    21579  1162578 SH      SHARED      01       1162578
D USX-U S STL                    COM              90337T101       30     1650 SH      SHR/OTHR    01                    701      949
D USX-U S STL                    COM              90337T101       43     2320 SH      SHARED      02           423              1897
D USX-U S STL                    COM              90337T101     1289    69480 SH      SHARED      04         69480
D USX-U S STL                    COM              90337T101       37     2000 SH      SHARED      05          2000
D USP REAL ESTATE INVT TR        SH BEN INT       903370104        0     7600 SH      SHARED      01          7600
D USP REAL ESTATE INVT TR        SH BEN INT       903370104        0     2000 SH      SHARED      04          2000
D U S XPRESS ENTERPRISES INC     CL A             90338N103      107    13309 SH      SHARED      01         13309
D U S XPRESS ENTERPRISES INC     CL A             90338N103       96    11914 SH      SHARED      04         11914
D US UNWIRED INC                 CL A             90338R104     5486   422000 SH      SHARED      01        422000
D US ONCOLOGY INC                COM              90338W103      711   142292 SH      SHARED      01        142292
D US ONCOLOGY INC                COM              90338W103       65    13000 SH      SHARED      02                           13000
D US ONCOLOGY INC                COM              90338W103     2366   473300 SH      SHARED      03        473300
D US ONCOLOGY INC                COM              90338W103        9     1970 SH      SHARED      04          1970
D USOL HLDGS INC                 COM              90338Y109       68     7800 SH      SHARED      02          7800
D UTI ENERGY CORP                COM              903387108      882    22005 SH      SHARED      01         22005
D UTI ENERGY CORP                COM              903387108        1       27 SH      SHARED      04            27
D U S WIRELESS CORP              COM              90339C106       40     1900 SH      SHARED      01          1900
D ULTIMATE ELECTRS INC           COM              903849107       48     1800 SH      SHARED      01          1800
D ULTIMATE ELECTRS INC           COM              903849107       68     2545 SH      SHARED      04          2545
D ULTRALIFE BATTERIES INC        COM              903899102       11     1000 SH      SHARED      02                            1000
D ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106     2943   118651 SH      SHARED      01        118651
D ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106       86     3501 SH      SHARED      02           510              2991
D ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106     2077    83714 SH      SHARED      04         83714
D ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106      650    26200 SH      SHARED      05         26200
D ULTRATECH STEPPER INC          COM              904034105      722    48590 SH      SHARED      01         48590
D ULTRATECH STEPPER INC          COM              904034105       89     6000 SH      SHARED      02          6000
D ULTRATECH STEPPER INC          COM              904034105        0       34 SH      SHARED      04            34
D UNIBANCO-UNIAO DE BANCOS BRASL GDR REP PFD UT   90458E107       20      700 SH      SHARED      01           700
D UNIBANCO-UNIAO DE BANCOS BRASL GDR REP PFD UT   90458E107      178     6200 SH      SHARED      04          6200
D UNIBANCO-UNIAO DE BANCOS BRASL GDR REP PFD UT   90458E107       20      700 SH      SHARED      05           700
D UNICAPITAL CORP NEW            COM              90459D108       12    25100 SH      SHARED      01         25100
D UNICAPITAL CORP NEW            COM              90459D108       56   113403 SH      SHARED      04        113403
D UNICOMP INC                    COM PAR$.01NEW   90465L409       17     8600 SH      SHARED      01          8600
D UNIFAB INTERNATIONAL INC       COM              90467L100       45     5500 SH      SHARED      02          5500
D UNIFAB INTERNATIONAL INC       COM              90467L100      557    67600 SH      SHARED      04         67600
D UNIFI INC                      COM              904677101     1890   152766 SH      SHARED      01        152766
D UNIFI INC                      COM              904677101      174    14069 SH      SHARED      04         14069
D UNIFI INC                      COM              904677101       92     7500 SH      SHARED      05          7500
D UNIFIRST CORP MASS             COM              904708104        5      650 SH      SHARED      01           650
D UNIFIRST CORP MASS             COM              904708104      167    21306 SH      SHARED      04         21306
D UNIFY CORP                     COM              904743101       68     8000 SH      SHARED      01          8000
D UNIFY CORP                     COM              904743101       41     4806 SH      SHARED      04          4806
D UNILEVER PLC                   SPON ADR NEW     904767704        8      357 SH      SHARED      01                             357
D UNILEVER PLC                   SPON ADR NEW     904767704       44     1785 SH      SHR/OTHR    01                            1785
D UNILEVER PLC                   SPON ADR NEW     904767704      125     4998 SH      SHARED      02          1428              3570
D UNILEVER PLC                   SPON ADR NEW     904767704      537    21400 SH      SHARED      04         21400
D UNILEVER PLC                   SPON ADR NEW     904767704      376    15000 SH      SHARED      05         15000
D UNILEVER N V                   N Y SHS NEW      904784709   161583  3757759 SH      SHARED      01       3741337             16422
D UNILEVER N V                   N Y SHS NEW      904784709      779    18118 SH      SHR/OTHR    01                  11157     6961
D UNILEVER N V                   N Y SHS NEW      904784709        8      200 SH      SHARED      02                             200
D UNILEVER N V                   N Y SHS NEW      904784709    34436   800858 SH      SHARED      04        800858
D UNIMARK GROUP INC              COM              904789104       11    17600 SH      SHARED      01         17600
D UNICOM CORP                    COM              904911104    54944  1420241 SH      SHARED      01       1420241
D UNICOM CORP                    COM              904911104      113     2929 SH      SHR/OTHR    01                   1700     1229
D UNICOM CORP                    COM              904911104       11      300 SH      SHARED      02           300
D UNICOM CORP                    COM              904911104    54033  1396677 SH      SHARED      04       1396677
D UNICOM CORP                    COM              904911104      143     3700 SH      SHARED      05          3700
D UNIGRAPHICS SOLUTIONS INC      CL A             904928108      234    12003 SH      SHARED      01         12003
D UNIGRAPHICS SOLUTIONS INC      CL A             904928108      125     6418 SH      SHARED      04          6418
D UNION CARBIDE CORP             COM              905581104    60027  1212676 SH      SHARED      01       1212676
D UNION CARBIDE CORP             COM              905581104      264     5350 SH      SHR/OTHR    01                    550     4800
D UNION CARBIDE CORP             COM              905581104       22      450 SH      SHARED      02                             450
D UNION CARBIDE CORP             COM              905581104    61351  1239417 SH      SHARED      04       1239417
D UNION CARBIDE CORP             COM              905581104      311     6300 SH      SHARED      05          6300
D UNION PAC CORP                 COM              907818108    75342  2026043 SH      SHARED      01       2025443               600
D UNION PAC CORP                 COM              907818108     2127    57209 SH      SHR/OTHR    01                  29306    27903
D UNION PAC CORP                 COM              907818108     1043    28069 SH      SHARED      02          6550             21519
D UNION PAC CORP                 COM              907818108     5973   160644 SH      SHARED      04        160644
D UNION PAC CORP                 COM              907818108      855    23000 SH      SHARED      06         23000
D UNION PAC RES GROUP INC        COM              907834105    42271  1921429 SH      SHARED      01       1921428                 1
D UNION PAC RES GROUP INC        COM              907834105      567    25783 SH      SHR/OTHR    01                   9616    16167
D UNION PAC RES GROUP INC        COM              907834105      774    35213 SH      SHARED      02          8800             26413
D UNION PAC RES GROUP INC        COM              907834105   146471  6657793 SH      SHARED      04       6657793
D UNION PAC RES GROUP INC        COM              907834105       81     3700 SH      SHARED      05          3700
D UNION PLANTERS CORP            COM              908068109    29273  1047839 SH      SHARED      01       1047839
D UNION PLANTERS CORP            COM              908068109     3265   116882 SH      SHARED      04        116882
D UNION PLANTERS CORP            PFD CONV CL E    908068307       14      400 SH      SHARED      02                             400
D UNIONBANCAL CORP               COM              908906100      998    53800 SH      SHARED      01         53800
D UNIONBANCAL CORP               COM              908906100      907    48900 SH      SHARED      04         48900
D UNIONBANCAL CORP               COM              908906100        3      200 SH      SHARED      05           200
D UNIROYAL TECHNOLOGY CORP       COM              909163107      143    13000 SH      SHARED      01         13000
D UNIROYAL TECHNOLOGY CORP       COM              909163107      221    20031 SH      SHARED      04         20031
D UNISOURCE ENERGY CORP          COM              909205106     1129    75325 SH      SHARED      01         75325
D UNISOURCE ENERGY CORP          COM              909205106    20935  1395708 SH      SHARED      04       1395708
D UNISYS CORP                    COM              909214108    34111  2342532 SH      SHARED      01       2340532              2000
D UNISYS CORP                    COM              909214108       51     3507 SH      SHARED      02          1831              1676
D UNISYS CORP                    COM              909214108    36423  2501290 SH      SHARED      04       2501290
D UNISYS CORP                    COM              909214108      310    21300 SH      SHARED      05         21300
D UNISYS CORP                    COM              909214108      733    50400 SH      SHARED      06         50400
D UNIT CORP                      COM              909218109      406    30131 SH      SHARED      01         30131
D UNIT CORP                      COM              909218109       13     1000 SH      SHARED      02          1000
D UNIT CORP                      COM              909218109      124     9227 SH      SHARED      04          9227
D UNITED ASSET MGMT CORP         COM              909420101     1949    83406 SH      SHARED      01         83406
D UNITED ASSET MGMT CORP         COM              909420101     1293    55356 SH      SHARED      04         55356
D UNITED ASSET MGMT CORP         COM              909420101       32     1400 SH      SHARED      05          1400
D UNITED AUTO GROUP INC          COM              909440109      153    16804 SH      SHARED      01         16804
D UNITED AUTO GROUP INC          COM              909440109       33     3701 SH      SHARED      04          3701
D UNITED CMNTY FINL CORP OHIO    COM              909839102      277    41645 SH      SHARED      01         41645
D UNITED CMNTY FINL CORP OHIO    COM              909839102        7     1056 SH      SHARED      04          1056
D UNITED BANKSHARES INC WEST VA  COM              909907107     1910   105059 SH      SHARED      01        103379              1680
D UNITED CAPITAL CORP            COM              909912107        6      500 SH      SHARED      01           500
D UNITED DOMINION INDS LTD       COM              909914103      159     9400 SH      SHARED      01          9400
D UNITED DOMINION INDS LTD       COM              909914103       74     4400 SH      SHARED      04          4400
D UNITED DOMINION REALTY TR INC  COM              910197102     2340   212805 SH      SHARED      01        212805
D UNITED DOMINION REALTY TR INC  COM              910197102     1319   119977 SH      SHARED      02         38027             81950
D UNITED DOMINION REALTY TR INC  COM              910197102       23     2167 SH      SHARED      04          2167
D UNITED FIRE & CAS CO           COM              910331107        3      225 SH      SHARED      01           225
D UNITED FIRE & CAS CO           COM              910331107      211    13632 SH      SHARED      04         13632
D UNITED HERITAGE CORP           COM NEW          91058F304        0      200 SH      SHARED      02           200
D UNITED ILLUM CO                COM              910637107     1157    26459 SH      SHARED      01         26459
D UNITED ILLUM CO                COM              910637107     2976    68025 SH      SHARED      04         68025
D UNITED INDL CORP               COM              910671106       77     8500 SH      SHARED      02           400              8100
D UNITED NATL BANCORP N J        COM              910909100      385    21002 SH      SHARED      01         21002
D UNITED NATL BANCORP N J        COM              910909100        0       26 SH      SHARED      04            26
D UNITED MOBILE HOMES INC        COM              911024107        2      300 SH      SHARED      01           300
D UNITED NAT FOODS INC           COM              911163103      250    18207 SH      SHARED      01         18207
D UNITED NAT FOODS INC           COM              911163103        5      400 SH      SHARED      02                             400
D UNITED NAT FOODS INC           COM              911163103        0       17 SH      SHARED      04            17
D UNITED PAN-EUROPE COMMUNCTN NV SPON ADR A SHS   911300200       54     2000 SH      SHARED      04          2000
D UNITED PAN-EUROPE COMMUNCTN NV SPON ADR A SHS   911300200        8      300 SH      SHARED      05           300
D UNITED PANAM FINANCIAL CP      COM              911301109       46    46900 SH      SHARED      04         46900
D UNITED PARCEL SERVICE INC      CL B             911312106     3964    67200 SH      SHARED      01         51300             15900
D UNITED PARCEL SERVICE INC      CL B             911312106     1138    19300 SH      SHR/OTHR    01                   6100    13200
D UNITED PARCEL SERVICE INC      CL B             911312106     1714    29053 SH      SHARED      02         21450              7603
D UNITED PARCEL SERVICE INC      CL B             911312106      342     5800 SH      SHARED      04          5800
D UNITED PARK CITY MINES CO      COM NEW          911315208       55     2500 SH      SHARED      01          2500
D UNITED RENTALS INC             COM              911363109      994    58080 SH      SHARED      01         58080
D UNITED RENTALS INC             COM              911363109      428    25000 SH      SHARED      02         25000
D UNITED RENTALS INC             COM              911363109      138     8080 SH      SHARED      04          8080
D UNITED RETAIL GROUP INC        COM              911380103      225    26503 SH      SHARED      04         26503
D UNITED SHIPPING & TECHNOLOGY   COM              911498103        8     1100 SH      SHARED      04          1100
D UNITED STATES CELLULAR CORP    LYON ZERO     15 911684AA6    45863 83388000 PRN     SHARED      04      83388000
D UNITED STATES CELLULAR CORP    COM              911684108     1561    24782 SH      SHARED      01         24782
D UNITED STATES CELLULAR CORP    COM              911684108      501     7960 SH      SHARED      04          7960
D U S ENERGY CORP WYO            COM              911805109       29    11800 SH      SHARED      01         11800
D US AIRWAYS GROUP INC           COM              911905107    21266   545282 SH      SHARED      01        545282
D US AIRWAYS GROUP INC           COM              911905107       19      500 SH      SHR/OTHR    01                             500
D US AIRWAYS GROUP INC           COM              911905107        3      100 SH      SHARED      02                             100
D US AIRWAYS GROUP INC           COM              911905107   104132  2670063 SH      SHARED      04       2670063
D US AIRWAYS GROUP INC           COM              911905107      351     9000 SH      SHARED      05          9000
D U S INDS INC NEW               COM              912080108     1505   124131 SH      SHARED      01        124106                25
D U S INDS INC NEW               COM              912080108       47     3900 SH      SHARED      02          3800               100
D U S INDS INC NEW               COM              912080108      924    76254 SH      SHARED      04         76254
D U S OFFICE PRODS CO            COM NEW          912325305       23    62180 SH      SHARED      01         62180
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        0      548 SH      SHARED      02           274               274
D U S OFFICE PRODS CO            COM NEW          912325305        3     8983 SH      SHARED      04          8983
D U S WEST INC NEW               COM              91273H101   374705  4369748 SH      SHARED      01       4350479             19269
D U S WEST INC NEW               COM              91273H101    10034   117026 SH      SHR/OTHR    01                  66855    50171
D U S WEST INC NEW               COM              91273H101      610     7121 SH      SHARED      02           939              6182
D U S WEST INC NEW               COM              91273H101   222353  2593039 SH      SHARED      04       2593039
D U S WEST INC NEW               COM              91273H101     1140    13300 SH      SHARED      05         13300
D UNITED STATIONERS INC          COM              913004107     2108    65133 SH      SHARED      01         65133
D UNITED STATIONERS INC          COM              913004107       20      636 SH      SHARED      02           636
D UNITED STATIONERS INC          COM              913004107       32      993 SH      SHARED      04           993
D UNITED TECHNOLOGIES CORP       COM              913017109   226435  3846039 SH      SHARED      01       3839543              6496
D UNITED TECHNOLOGIES CORP       COM              913017109      918    15594 SH      SHR/OTHR    01                   8000     7594
D UNITED TECHNOLOGIES CORP       COM              913017109      652    11088 SH      SHARED      02          1800              9288
D UNITED TECHNOLOGIES CORP       COM              913017109    46172   784251 SH      SHARED      04        784201                50
D UNITED TECHNOLOGIES CORP       COM              913017109     1265    21500 SH      SHARED      05         21500
D UNITED TECHNOLOGIES CORP       COM              913017109     8154   138500 SH      SHARED      06        138500
D UNITED TELEVISION INC          COM              913066106      878     6826 SH      SHARED      01          6826
D UNITED TELEVISION INC          COM              913066106        0        4 SH      SHARED      04             4
D UNITED THERAPEUTICS CORP DEL   COM              91307C102     2819    26014 SH      SHARED      01         26014
D UNITED THERAPEUTICS CORP DEL   COM              91307C102     1853    17100 SH      SHARED      02         12900              4200
D UNITED THERAPEUTICS CORP DEL   COM              91307C102       81      748 SH      SHARED      04           748
D UNITED WTR RES INC             COM              913190104    28585   819653 SH      SHARED      01        819653
D UNITED WTR RES INC             COM              913190104      170     4900 SH      SHARED      02           800              4100
D UNITED WTR RES INC             COM              913190104     2755    79004 SH      SHARED      04         79004
D UNITEDHEALTH GROUP INC         COM              91324P102   125208  1460163 SH      SHARED      01       1459963               200
D UNITEDHEALTH GROUP INC         COM              91324P102     1453    16951 SH      SHARED      02          3450             13501
D UNITEDHEALTH GROUP INC         COM              91324P102    22412   261375 SH      SHARED      04        261375
D UNITEDHEALTH GROUP INC         COM              91324P102      694     8100 SH      SHARED      05          8100
D UNITEDGLOBALCOM                CV PFD 1/20      913247102    31565   525000 SH      SHARED      04        525000
D UNITEDGLOBALCOM                CV PFD 1/20DSR   913247201    78162  1300000 SH      SHARED      04       1300000
D UNITEDGLOBALCOM                CL A             913247508    37534   802887 SH      SHARED      01        802887
D UNITEDGLOBALCOM                CL A             913247508     3169    67806 SH      SHARED      04         67806
D UNITEDGLOBALCOM                CL A             913247508       42      900 SH      SHARED      05           900
D UNITEDGLOBALCOM                PFD D DEP1/20    913247805    15886   357000 SH      SHARED      04        357000
D UNITIL CORP                    COM              913259107        8      334 SH      SHARED      01           334
D UNITIL CORP                    COM              913259107        3      134 SH      SHR/OTHR    01                    134
D UNITIL CORP                    COM              913259107     1321    49500 SH      SHARED      04         49500
D UNITRIN INC                    COM              913275103     2733    93050 SH      SHARED      01         93050
D UNITRIN INC                    COM              913275103      168     5750 SH      SHARED      02           400              5350
D UNITRIN INC                    COM              913275103     2221    75637 SH      SHARED      04         75637
D UNITRIN INC                    COM              913275103      270     9200 SH      SHARED      05          9200
D UNIVERSAL ACCESS INC           COM              913363107      232     9500 SH      SHARED      01          7800              1700
D UNIVERSAL COMPRESSION HLDGS    COM              913431102      231     6900 SH      SHARED      01          6900
D UNIVERSAL COMPRESSION HLDGS    COM              913431102       43     1300 SH      SHARED      02          1300
D UNIVERSAL CORP VA              COM              913456109     1463    69261 SH      SHARED      01         69261
D UNIVERSAL CORP VA              COM              913456109      184     8735 SH      SHARED      04          8735
D UNIVERSAL CORP VA              COM              913456109       73     3500 SH      SHARED      05          3500
D UNIVERSAL DISPLAY CORP         COM              91347P105      803    27070 SH      SHARED      01         27070
D UNIVERSAL DISPLAY CORP         COM              91347P105      172     5820 SH      SHARED      04          5820
D UNIVERSAL ELECTRS INC          COM              913483103      526    21431 SH      SHARED      01         21431
D UNIVERSAL ELECTRS INC          COM              913483103      368    15000 SH      SHARED      02         15000
D UNIVERSAL ELECTRS INC          COM              913483103      107     4382 SH      SHARED      04          4382
D UNIVERSAL FOODS CORP           COM              913538104     2202   119037 SH      SHARED      01        119037
D UNIVERSAL FOODS CORP           COM              913538104       35     1938 SH      SHR/OTHR    01                            1938
D UNIVERSAL FOODS CORP           COM              913538104      938    50712 SH      SHARED      04         50712
D UNIVERSAL FOODS CORP           COM              913538104      122     6600 SH      SHARED      05          6600
D UNIVERSAL FST PRODS INC        COM              913543104      279    20304 SH      SHARED      01         20304
D UNIVERSAL FST PRODS INC        COM              913543104       12      938 SH      SHARED      04           938
D UNIVERSAL HEALTH RLTY INCM TR  SH BEN INT       91359E105       90     4800 SH      SHARED      01          4800
D UNIVERSAL HEALTH RLTY INCM TR  SH BEN INT       91359E105       90     4800 SH      SHR/OTHR    01                            4800
D UNIVERSAL HLTH SVCS INC        CL B             913903100     2042    31179 SH      SHARED      01         31179
D UNIVERSAL HLTH SVCS INC        CL B             913903100     1524    23278 SH      SHARED      04         23278
D UNO RESTAURANT CORP            COM              914900105        2      275 SH      SHARED      01           275
D UNIVISION COMMUNICATIONS INC   CL A             914906102    29391   283979 SH      SHARED      01        283979
D UNIVISION COMMUNICATIONS INC   CL A             914906102       93      900 SH      SHR/OTHR    01                             900
D UNIVISION COMMUNICATIONS INC   CL A             914906102      134     1300 SH      SHARED      02          1300
D UNIVISION COMMUNICATIONS INC   CL A             914906102     4535    43826 SH      SHARED      04         43826
D UNIVISION COMMUNICATIONS INC   CL A             914906102     2225    21500 SH      SHARED      05         21500
D UNOCAL CORP                    COM              915289102    65855  1988084 SH      SHARED      01       1984634              3450
D UNOCAL CORP                    COM              915289102      192     5820 SH      SHR/OTHR    01                    280     5540
D UNOCAL CORP                    COM              915289102     2206    66621 SH      SHARED      02         34565             32056
D UNOCAL CORP                    COM              915289102    27710   836534 SH      SHARED      04        836534
D UNOCAL CORP                    COM              915289102      980    29600 SH      SHARED      05         29600
D UNOVA INC                      COM              91529B106      867   118608 SH      SHARED      01        117908               700
D UNOVA INC                      COM              91529B106       10     1400 SH      SHR/OTHR    01                            1400
D UNOVA INC                      COM              91529B106        0       60 SH      SHARED      04            60
D UNUMPROVIDENT CORP             COM              91529Y106    35821  1785516 SH      SHARED      01       1785516
D UNUMPROVIDENT CORP             COM              91529Y106       50     2497 SH      SHARED      02          1277              1220
D UNUMPROVIDENT CORP             COM              91529Y106     2162   107791 SH      SHARED      04        107791
D USFREIGHTWAYS CORP             COM              916906100     9427   383811 SH      SHARED      01        383811
D USFREIGHTWAYS CORP             COM              916906100      477    19440 SH      SHARED      04         19440
D URBAN OUTFITTERS INC           COM              917047102      174    19784 SH      SHARED      04         19784
D URBAN OUTFITTERS INC           COM              917047102        0      100 SH      SHARED      05           100
D URBAN SHOPPING CTRS INC        COM              917060105      505    15006 SH      SHARED      01         15006
D URBAN SHOPPING CTRS INC        COM              917060105     1041    30915 SH      SHARED      04         30915
D UROLOGIX INC                   COM              917273104       19     4800 SH      SHARED      01          4800
D USABANCSHARES COM INC          COM              917289100       30     7714 SH      SHARED      01          7714
D USBANCORP INC PA               COM              917292104        2      600 SH      SHARED      01           600
D USBANCORP INC PA               COM              917292104      208    58564 SH      SHARED      04         58564
D USINTERNETWORKING INC          SUB NT CV   7%04 917311AH5      700   500000 PRN     SHARED      01        500000
D USINTERNETWORKING INC          SUB NT CV   7%04 917311AH5     5600  4000000 PRN     SHARED      04       4000000
D USINTERNETWORKING INC          COM              917311805      935    45763 SH      SHARED      01         45763
D USINTERNETWORKING INC          COM              917311805        4      225 SH      SHR/OTHR    01                    225
D USINTERNETWORKING INC          COM              917311805     1739    85120 SH      SHARED      02         85087                33
D USINTERNETWORKING INC          COM              917311805      415    20338 SH      SHARED      04         20338
D USLIFE INCOME FD INC           COM              917324105        2      300 SH      SHARED      02                             300
D UTILICORP UTD INC              COM              918005109     2241   112781 SH      SHARED      01        112781
D UTILICORP UTD INC              COM              918005109       31     1563 SH      SHARED      02                            1563
D UTILICORP UTD INC              COM              918005109     1476    74288 SH      SHARED      04         74288
D UTILICORP UTD INC              COM              918005109      238    12000 SH      SHARED      05         12000
D UTSTARCOM INC                  COM              918076100       36     1210 SH      SHARED      01          1210
D UTSTARCOM INC                  COM              918076100     1476    48625 SH      SHARED      02         48625
D VA LINUX SYSTEMS INC           COM              91819B105      592    13786 SH      SHARED      01         13372               414
D VA LINUX SYSTEMS INC           COM              91819B105     2690    62560 SH      SHARED      02         62360               200
D VA LINUX SYSTEMS INC           COM              91819B105       20      480 SH      SHARED      04           480
D VA LINUX SYSTEMS INC           COM              91819B105        4      100 SH      SHARED      05           100
D V F CORP                       COM              918204108    20908   878059 SH      SHARED      01        878059
D V F CORP                       COM              918204108     1555    65315 SH      SHARED      04         65315
D V F CORP                       COM              918204108      209     8800 SH      SHARED      05          8800
D VIB CORP                       COM              91823H106        1      279 SH      SHARED      02           279
D V-ONE CORP                     COM              918278102       65    13100 SH      SHARED      01         13100
D VSE CORP                       COM              918284100        3      500 SH      SHARED      01           500
D VTEL CORP                      COM              918333105       61    16400 SH      SHARED      01         16400
D VYYO INC                       COM              918458100       97     3600 SH      SHARED      01          3600
D VAIL RESORTS INC               COM              91879Q109      675    41407 SH      SHARED      01         41407
D VAIL RESORTS INC               COM              91879Q109       80     4953 SH      SHARED      04          4953
D VALASSIS COMMUNICATIONS INC    COM              918866104     3644    95600 SH      SHARED      01         94800               800
D VALASSIS COMMUNICATIONS INC    COM              918866104      114     3000 SH      SHR/OTHR    01                   3000
D VALASSIS COMMUNICATIONS INC    COM              918866104        2       75 SH      SHARED      02            75
D VALASSIS COMMUNICATIONS INC    COM              918866104     1709    44848 SH      SHARED      04         44848
D VALASSIS COMMUNICATIONS INC    COM              918866104      274     7200 SH      SHARED      05          7200
D VALHI INC NEW                  COM              918905100      167    16098 SH      SHARED      01         16098
D VALENCE TECHNOLOGY INC         COM              918914102      820    44493 SH      SHARED      01         44493
D VALENTIS INC                   COM              91913E104      523    44582 SH      SHARED      01         44582
D VALENTIS INC                   COM              91913E104        0        4 SH      SHARED      02             4
D VALENTIS INC                   COM              91913E104      150    12815 SH      SHARED      04         12815
D VALERO ENERGY CORP NEW         COM              91913Y100     2860    90091 SH      SHARED      01         90091
D VALERO ENERGY CORP NEW         COM              91913Y100       95     3000 SH      SHR/OTHR    01                            3000
D VALERO ENERGY CORP NEW         COM              91913Y100       53     1700 SH      SHARED      02           800               900
D VALERO ENERGY CORP NEW         COM              91913Y100    18623   586576 SH      SHARED      04        586576
D VALLEY MEDIA INC               COM              91972C106        3     1000 SH      SHARED      02          1000
D VALLEY MEDIA INC               COM              91972C106       24     7038 SH      SHARED      04          7038
D VALLEY NATL BANCORP            COM              919794107      996    41006 SH      SHARED      01         41006
D VALLEY NATL BANCORP            COM              919794107       11      468 SH      SHARED      02           468
D VALLEY NATL BANCORP            COM              919794107      681    28030 SH      SHARED      04         28030
D VALLEY RES INC                 COM              920062106      195     8100 SH      SHARED      04          8100
D VALMONT INDS INC               COM              920253101      558    28105 SH      SHARED      01         28105
D VALMONT INDS INC               COM              920253101       14      724 SH      SHARED      04           724
D VALSPAR CORP                   COM              920355104     2678    79349 SH      SHARED      01         79349
D VALSPAR CORP                   COM              920355104      655    19416 SH      SHARED      04         19416
D VALSPAR CORP                   COM              920355104      189     5600 SH      SHARED      05          5600
D VALUE AMER INC                 COM              92038N102       44    40800 SH      SHARED      01         40300               500
D VALUE AMER INC                 COM              92038N102       22    20219 SH      SHARED      04         20219
D VALUE-ADDED COMMUNICATIONS INC COM              920383106        0      249 SH      SHARED      02           249
D VALUE CITY DEPT STORES INC     COM              920387107      177    18701 SH      SHARED      01         18701
D VALUE CITY DEPT STORES INC     COM              920387107       23     2500 SH      SHARED      04          2500
D VALUE LINE INC                 COM              920437100      161     4201 SH      SHARED      01          4201
D VALUE LINE INC                 COM              920437100        0        3 SH      SHARED      04             3
D VALUEVISION INTL INC           CL A             92047K107     1848    77015 SH      SHARED      01         71462              5553
D VALUEVISION INTL INC           CL A             92047K107       10      427 SH      SHARED      04           427
D VAN KAMPEN MUN TR              SH BEN INT       920919107       13     1000 SH      SHARED      02          1000
D VAN KAMPEN TR INVT GRADE MUNS  COM              920929106       10      750 SH      SHARED      02           750
D VAN KAMPEN TR INVT GRADE CALIF COM              920930104      107     7000 SH      SHR/OTHR    01                   7000
D VAN KAMPEN MUN OPPORTUNITY II  COM              920944105       10      900 SH      SHARED      02           900
D VAN KAMPEN BD FD               COM              920955101        2      150 SH      SHARED      02                             150
D VAN KAMPEN CONV SECS FD        COM              920956109     6247   185800 SH      SHARED      04        185800
D VAN KAMPEN MASS VALUE MUN INCM COM SH BEN INT   92112R102       20     1500 SH      SHARED      02                            1500
D VANS INC                       COM              921930103      518    35422 SH      SHARED      04         35422
D VARCO INTL INC DEL             COM              922122106     2616   112536 SH      SHARED      01        112536
D VARCO INTL INC DEL             COM              922122106     4090   175931 SH      SHARED      04        175931
D VARCO INTL INC DEL             COM              922122106      197     8500 SH      SHARED      05          8500
D VARI-L CO INC                  COM              922150107       39     3400 SH      SHARED      01          3400
D VARIAN MED SYS INC             COM              92220P105     2398    61294 SH      SHARED      01         61294
D VARIAN MED SYS INC             COM              92220P105       39     1000 SH      SHR/OTHR    01                   1000
D VARIAN MED SYS INC             COM              92220P105     3063    78291 SH      SHARED      04         78291
D VARIAN MED SYS INC             COM              92220P105      148     3800 SH      SHARED      05          3800
D VARIAN INC                     COM              922206107     3458    74975 SH      SHARED      01         74975
D VARIAN INC                     COM              922206107        0       21 SH      SHARED      04            21
D VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105     4478    71300 SH      SHARED      01         71300
D VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105        3       51 SH      SHARED      04            51
D VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105        6      100 SH      SHARED      05           100
D VASCO DATA SEC INTL INC        COM              92230Y104      108     7905 SH      SHARED      01          7905
D VASCO DATA SEC INTL INC        COM              92230Y104      107     7846 SH      SHARED      04          7846
D VASOGEN INC                    COM              92232F103        1      160 SH      SHARED      02                             160
D VASOMEDICAL INC                COM              922321104     1337   283400 SH      SHARED      01        157900            125500
D VASOMEDICAL INC                COM              922321104      146    31085 SH      SHARED      04         31085
D VASTAR RES INC                 COM              922380100     1519    18500 SH      SHARED      01         18500
D VASTAR RES INC                 COM              922380100    55828   679797 SH      SHARED      04        679797
D VECTREN CORP                   COM              92240G101     2179   126319 SH      SHARED      01        126319
D VECTREN CORP                   COM              92240G101      260    15099 SH      SHARED      04         15099
D VECTREN CORP                   COM              92240G101      139     8100 SH      SHARED      05          8100
D VECTOR GROUP LTD               COM              92240M108      345    23435 SH      SHARED      01         23435
D VECTOR GROUP LTD               COM              92240M108       31     2120 SH      SHARED      04          2120
D VEECO INSTRS INC DEL           COM              922417100     2183    29803 SH      SHARED      01         29803
D VEECO INSTRS INC DEL           COM              922417100      146     2000 SH      SHR/OTHR    01                   2000
D VEECO INSTRS INC DEL           COM              922417100      271     3700 SH      SHARED      02          3700
D VEECO INSTRS INC DEL           COM              922417100      122     1669 SH      SHARED      04          1669
D VENTAS INC                     COM              92276F100      300    94392 SH      SHARED      01         94392
D VENTAS INC                     COM              92276F100        0      300 SH      SHARED      02           300
D VENTAS INC                     COM              92276F100       26     8317 SH      SHARED      04          8317
D VENTANA MED SYS INC            COM              92276H106      607    25853 SH      SHARED      01         25853
D VENTANA MED SYS INC            COM              92276H106       29     1257 SH      SHARED      04          1257
D VENTIV HEALTH INC              COM              922793104      251    22616 SH      SHARED      01         22616
D VENTIV HEALTH INC              COM              922793104        9      833 SH      SHARED      02           833
D VENTIV HEALTH INC              COM              922793104      447    40217 SH      SHARED      04         40217
D VENTRO CORP                    SUB NT CONV 6%07 922815AA3      970  2500000 PRN     SHARED      01       2500000
D VENTRO CORP                    SUB NT CONV 6%07 922815AA3     3181  8200000 PRN     SHARED      04       8200000
D VENTRO CORP                    COM              922815105      406    21550 SH      SHARED      01         19550              2000
D VENTRO CORP                    COM              922815105       37     2000 SH      SHARED      02          2000
D VENTRO CORP                    COM              922815105       16      900 SH      SHARED      04           900
D VENTRO CORP                    COM              922815105       11      600 SH      SHARED      05           600
D VENATOR GROUP INC              COM              922944103     2939   286740 SH      SHARED      01        286740
D VENATOR GROUP INC              COM              922944103       32     3200 SH      SHR/OTHR    01                            3200
D VENATOR GROUP INC              COM              922944103     1479   144300 SH      SHARED      04        144300
D VERITY INC                     COM              92343C106     2366    62278 SH      SHARED      01         62278
D VERITY INC                     COM              92343C106       38     1000 SH      SHARED      02          1000
D VERITY INC                     COM              92343C106       36      969 SH      SHARED      04           969
D VERISIGN INC                   COM              92343E102    38715   219350 SH      SHARED      01        217775              1575
D VERISIGN INC                   COM              92343E102       17      100 SH      SHR/OTHR    01                             100
D VERISIGN INC                   COM              92343E102     1855    10515 SH      SHARED      02          5675              4840
D VERISIGN INC                   COM              92343E102     4266    24170 SH      SHARED      04         24170
D VERISIGN INC                   COM              92343E102       35      200 SH      SHARED      05           200
D VERITAS DGC INC                COM              92343P107     1165    44812 SH      SHARED      01         44812
D VERITAS DGC INC                COM              92343P107       47     1839 SH      SHARED      04          1839
D VERITAS DGC INC                COM              92343P107      195     7500 SH      SHARED      05          7500
D VERILINK CORP                  COM              923432108       59     6100 SH      SHARED      01          6100
D VERILINK CORP                  COM              923432108      174    18000 SH      SHARED      02                           18000
D VERIO INC                      COM              923433106    46172   832170 SH      SHARED      01        831170              1000
D VERIO INC                      COM              923433106        8      150 SH      SHR/OTHR    01                             150
D VERIO INC                      COM              923433106       72     1300 SH      SHARED      02          1000               300
D VERIO INC                      COM              923433106    17442   314367 SH      SHARED      04        314367
D VERIO INC                      COM              923433106      110     2000 SH      SHARED      05          2000
D VERITAS SOFTWARE CO            SB NT CV 5.25%04 923436AB5     1892   160000 PRN     SHARED      04        160000
D VERITAS SOFTWARE CO            COM              923436109   335606  2969550 SH      SHARED      01       2968635               915
D VERITAS SOFTWARE CO            COM              923436109      161     1426 SH      SHR/OTHR    01                            1426
D VERITAS SOFTWARE CO            COM              923436109    14113   124883 SH      SHARED      02        121493              3390
D VERITAS SOFTWARE CO            COM              923436109    42014   371755 SH      SHARED      04        371680                75
D VERITAS SOFTWARE CO            COM              923436109      881     7800 SH      SHARED      05          7800
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      385    22000 SH      SHARED      01         22000
D VERTEL CORP                    COM              924907108      331    18960 SH      SHARED      04         18960
D VERSANT CORP                   COM              925284101       35     7300 SH      SHARED      01          7300
D VERSATA INC                    COM              925298101      133     3300 SH      SHARED      01          3300
D VERSATA INC                    COM              925298101       75     1875 SH      SHARED      02          1875
D VERTEX PHARMACEUTICALS INC     SUB NT CV 144A07 92532FAA8     2856  2000000 PRN     SHARED      01       2000000
D VERTEX PHARMACEUTICALS INC     SUB NT CV 144A07 92532FAA8     3427  2400000 PRN     SHARED      04       2400000
D VERTEX PHARMACEUTICALS INC     COM              92532F100     3688    35000 SH      SHARED      01         35000
D VERTEX PHARMACEUTICALS INC     COM              92532F100       63      600 SH      SHR/OTHR    01                             600
D VERTEX PHARMACEUTICALS INC     COM              92532F100      126     1200 SH      SHARED      02          1000               200
D VERTEX PHARMACEUTICALS INC     COM              92532F100     3682    34943 SH      SHARED      04         34943
D VERTICALNET INC                COM              92532L107     3239    87700 SH      SHARED      01         87700
D VERTICALNET INC                COM              92532L107      397    10750 SH      SHARED      02          9450              1300
D VERTICALNET INC                COM              92532L107     2655    71893 SH      SHARED      04         71893
D VERTICALNET INC                COM              92532L107      144     3900 SH      SHARED      05          3900
D VERTEX INTERACTIVE INC         COM              925322109       96     9502 SH      SHARED      01          9502
D VERTEX INTERACTIVE INC         COM              925322109       50     4945 SH      SHARED      04          4945
D VETERINARY CTRS AMER INC       COM              925514101      805    58562 SH      SHARED      01         58562
D VETERINARY CTRS AMER INC       COM              925514101     1035    75324 SH      SHARED      04         75324
D VIALINK CO                     COM              92552Q101       53     5200 SH      SHARED      01          5200
D VIALINK CO                     COM              92552Q101      156    15184 SH      SHARED      04         15184
D VIAD CORP                      COM              92552R109     3803   139564 SH      SHARED      01        139564
D VIAD CORP                      COM              92552R109       54     2000 SH      SHR/OTHR    01                            2000
D VIAD CORP                      COM              92552R109        5      200 SH      SHARED      02                             200
D VIAD CORP                      COM              92552R109     1360    49910 SH      SHARED      04         49910
D VIAD CORP                      COM              92552R109      316    11600 SH      SHARED      05         11600
D VIASAT INC                     COM              92552V100       43      800 SH      SHARED      01           800
D VIASAT INC                     COM              92552V100      166     3064 SH      SHARED      04          3064
D VIACOM INC                     CL A             925524100      151     2222 SH      SHARED      01          2078               144
D VIACOM INC                     CL A             925524100      465     6805 SH      SHARED      02          6000               805
D VIACOM INC                     CL A             925524100       68     1000 SH      SHARED      04          1000
D VIACOM INC                     CL B             925524308   839785 12315920 SH      SHARED      01      12249339             66581
D VIACOM INC                     CL B             925524308     3609    52931 SH      SHR/OTHR    01                  19375    33556
D VIACOM INC                     CL B             925524308     6658    97647 SH      SHARED      02         39851             57796
D VIACOM INC                     CL B             925524308   161842  2373506 SH      SHARED      04       2373506
D VIACOM INC                     CL B             925524308     1002    14700 SH      SHARED      05         14700
D VIACOM INC                     CL B             925524308     1155    16950 SH      SHARED      06         16950
D VIATEL INC                     COM              925529208     3918   137202 SH      SHARED      01        137202
D VIATEL INC                     COM              925529208       25      900 SH      SHR/OTHR    01                    900
D VIATEL INC                     COM              925529208      182     6400 SH      SHARED      02          6400
D VIATEL INC                     COM              925529208      913    32000 SH      SHARED      04         32000
D VIASYSTEMS GROUP INC           COM              92553H100      278    17200 SH      SHARED      01         17200
D VIASYSTEMS GROUP INC           COM              92553H100      176    10900 SH      SHARED      02         10100               800
D VIASYSTEMS GROUP INC           COM              92553H100      254    15700 SH      SHARED      04         15700
D VIANT CORP                     COM              92553N107      696    23500 SH      SHARED      01         23500
D VIANT CORP                     COM              92553N107       23      800 SH      SHARED      05           800
D VIADOR INC                     COM              92553R108      467    29428 SH      SHARED      01         29428
D VICAL INC                      COM              925602104      680    35368 SH      SHARED      01         35368
D VICAL INC                      COM              925602104       55     2875 SH      SHARED      02          1200              1675
D VICINITY CORP                  COM              925653107      209    10685 SH      SHARED      01         10685
D VICOR CORP                     COM              925815102     1242    35683 SH      SHARED      01         35683
D VICOR CORP                     COM              925815102      104     3000 SH      SHARED      02          1000              2000
D VICOR CORP                     COM              925815102       35     1009 SH      SHARED      04          1009
D VICORP RESTAURANTS INC         COM              925817108       36     1974 SH      SHARED      04          1974
D VIA NET WRKS INC               COM              925912107      353    22914 SH      SHARED      01         22914
D VIDAMED INC                    COM              926530106       97    47400 SH      SHARED      02         47400
D VIGNETTE CORP                  COM              926734104     9232   177491 SH      SHARED      01        175250              2241
D VIGNETTE CORP                  COM              926734104     3496    67224 SH      SHARED      02         65974              1250
D VIGNETTE CORP                  COM              926734104      517     9940 SH      SHARED      04          9400               540
D VIGNETTE CORP                  COM              926734104       41      800 SH      SHARED      05           800
D VINA CONCHA Y TORO S A         SPONSORED ADR    927191106       14      400 SH      SHARED      01           400
D VINTAGE PETE INC               COM              927460105     1877    83205 SH      SHARED      01         83205
D VINTAGE PETE INC               COM              927460105       85     3800 SH      SHARED      02          3800
D VINTAGE PETE INC               COM              927460105      184     8185 SH      SHARED      04          8185
D VION PHARMACEUTICALS INC       COM              927624106       67     9000 SH      SHARED      01          9000
D VION PHARMACEUTICALS INC       COM              927624106       37     5000 SH      SHARED      02          2000              3000
D VIRAGEN INC                    COM              927638106       85    37800 SH      SHARED      01         37800
D VIRATA CORP                    COM              927646109     1222    20500 SH      SHARED      01         20500
D VIRATA CORP                    COM              927646109       74     1250 SH      SHARED      04                            1250
D VIRATA CORP                    COM              927646109      107     1800 SH      SHARED      05          1800
D VIRCO MFG CO                   COM              927651109       11      766 SH      SHARED      01           766
D VIRCO MFG CO                   COM              927651109      163    11059 SH      SHARED      04         11059
D VIROPHARMA INC                 SB NT CV 144A 07 928241AA6     5101 13900000 PRN     SHARED      04      13900000
D VIROPHARMA INC                 COM              928241108      120     7700 SH      SHARED      01          7700
D VIROPHARMA INC                 COM              928241108        0       56 SH      SHARED      04            56
D VIRTUAL CMNTYS INC             COM              92825D101        2     1000 SH      SHARED      01          1000
D VISHAY INTERTECHNOLOGY INC     COM              928298108     7571   199587 SH      SHARED      01        185887             13700
D VISHAY INTERTECHNOLOGY INC     COM              928298108     4512   118952 SH      SHARED      04        118952
D VISHAY INTERTECHNOLOGY INC     COM              928298108     1369    36100 SH      SHARED      05         36100
D VISIONAMERICA INC              COM              92832C104        6    13600 SH      SHARED      01         13600
D VISTA INFORMATION SOLUTIONS    COM NEW          928365204       15     7150 SH      SHARED      01          7150
D VISTEON CORP                   COM              92839U107    16200  1336158 SH      SHARED      01       1336158
D VISTEON CORP                   COM              92839U107       70     5822 SH      SHARED      02          3089              2733
D VISTEON CORP                   COM              92839U107     4713   388768 SH      SHARED      04        388768
D VISTEON CORP                   COM              92839U107      133    11000 SH      SHARED      05         11000
D VISUAL DATA CORP               COM NEW          928428200       18     5200 SH      SHARED      01          5200
D VISX INC DEL                   COM              92844S105     2971   105900 SH      SHARED      01        105900
D VISX INC DEL                   COM              92844S105       21      750 SH      SHR/OTHR    01                             750
D VISX INC DEL                   COM              92844S105       90     3215 SH      SHARED      02           265              2950
D VISX INC DEL                   COM              92844S105     1286    45840 SH      SHARED      04         45840
D VISX INC DEL                   COM              92844S105      224     8000 SH      SHARED      05          8000
D VISUAL NETWORKS INC            COM              928444108     1610    56520 SH      SHARED      01         56520
D VISUAL NETWORKS INC            COM              928444108       13      467 SH      SHARED      02           467
D VISUAL NETWORKS INC            COM              928444108        0       33 SH      SHARED      04            33
D VISUAL NETWORKS INC            COM              928444108       28     1000 SH      SHARED      05          1000
D VITAL SIGNS INC                COM              928469105      163     9000 SH      SHARED      01          9000
D VITAL SIGNS INC                COM              928469105        4      238 SH      SHARED      04           238
D VITRIA TECHNOLOGY              COM              92849Q104     3099    50700 SH      SHARED      01         50700
D VITRIA TECHNOLOGY              COM              92849Q104       31      520 SH      SHARED      02           520
D VITRIA TECHNOLOGY              COM              92849Q104        6      100 SH      SHARED      04           100
D VITESSE SEMICONDUCTOR CORP     SB DB CV 144A 05 928497AA4     1844  2000000 PRN     SHARED      01       2000000
D VITESSE SEMICONDUCTOR CORP     SB DB CV 144A 05 928497AA4   130351141379000 PRN     SHARED      04     141379000
D VITESSE SEMICONDUCTOR CORP     COM              928497106    24358   331126 SH      SHARED      01        325326              5800
D VITESSE SEMICONDUCTOR CORP     COM              928497106       96     1314 SH      SHARED      02          1000               314
D VITESSE SEMICONDUCTOR CORP     COM              928497106     5681    77233 SH      SHARED      04         77233
D VITESSE SEMICONDUCTOR CORP     COM              928497106     1338    18200 SH      SHARED      05         18200
D VIVUS INC                      COM              928551100      296    42699 SH      SHARED      01         42699
D VIVUS INC                      COM              928551100      143    20617 SH      SHARED      04         20617
D VIXEL CORP DEL                 COM              928552108       99    12100 SH      SHARED      01         12100
D VIXEL CORP DEL                 COM              928552108       49     6000 SH      SHARED      02          6000
D VIXEL CORP DEL                 COM              928552108       19     2400 SH      SHARED      05          2400
D VLASIC FOODS INTL INC          COM              928559103      107    66091 SH      SHARED      01         65831               260
D VLASIC FOODS INTL INC          COM              928559103        0       30 SH      SHR/OTHR    01                              30
D VLASIC FOODS INTL INC          COM              928559103       92    56869 SH      SHARED      04         56869
D VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107    46441  1120774 SH      SHARED      01        953509            167265
D VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107     7400   178605 SH      SHR/OTHR    01                  89800    88805
D VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107     1996    48178 SH      SHARED      02         22818             25360
D VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107     7454   179890 SH      SHARED      04        179890
D VOICESTREAM WIRELESS CORP      COM              928615103    38505   331100 SH      SHARED      01        331030                70
D VOICESTREAM WIRELESS CORP      COM              928615103      476     4100 SH      SHR/OTHR    01                   4100
D VOICESTREAM WIRELESS CORP      COM              928615103      210     1812 SH      SHARED      02                            1812
D VOICESTREAM WIRELESS CORP      COM              928615103     7136    61362 SH      SHARED      04         61362
D VOICESTREAM WIRELESS CORP      COM              928615103       46      400 SH      SHARED      05           400
D VOLT INFORMATION SCIENCES INC  COM              928703107      596    18102 SH      SHARED      01         18102
D VOLT INFORMATION SCIENCES INC  COM              928703107       73     2230 SH      SHARED      04          2230
D VOLVO AKTIEBOLAGET             RT               928856129        0      500 SH      SHARED      02                             500
D VOLVO AKTIEBOLAGET             ADR B            928856400       10      500 SH      SHARED      02                             500
D VOYAGEUR FLA INSD MUN INCOME   SH BEN INT       928926104        1      100 SH      SHARED      04           100
D VORNADO OPERATING CO           COM              92904N103        3      515 SH      SHARED      01           515
D VORNADO OPERATING CO           COM              92904N103        0       85 SH      SHR/OTHR    01                              85
D VORNADO RLTY TR                SH BEN INT       929042109    13241   381049 SH      SHARED      01        381049
D VORNADO RLTY TR                SH BEN INT       929042109       59     1700 SH      SHR/OTHR    01                            1700
D VORNADO RLTY TR                SH BEN INT       929042109      337     9700 SH      SHARED      02          1600              8100
D VORNADO RLTY TR                SH BEN INT       929042109     3533   101676 SH      SHARED      04        101676
D VOXWARE INC                    COM              92906L105       61    14300 SH      SHARED      01         14300
D VULCAN MATLS CO                COM              929160109    36887   864133 SH      SHARED      01        864133
D VULCAN MATLS CO                COM              929160109      486    11400 SH      SHR/OTHR    01                  11400
D VULCAN MATLS CO                COM              929160109       22      525 SH      SHARED      02                             525
D VULCAN MATLS CO                COM              929160109     3171    74302 SH      SHARED      04         74302
D VULCAN MATLS CO                COM              929160109       34      800 SH      SHARED      05           800
D WFS FINL INC                   COM              92923B106      159     9229 SH      SHARED      01          9229
D WD-40 CO                       COM              929236107     1245    60003 SH      SHARED      01         60003
D WD-40 CO                       COM              929236107       91     4400 SH      SHR/OTHR    01                            4400
D WD-40 CO                       COM              929236107       12      600 SH      SHARED      02                             600
D WD-40 CO                       COM              929236107        4      240 SH      SHARED      04           240
D WHX CORP                       COM              929248102        3      700 SH      SHARED      01           700
D WHX CORP                       COM              929248102      850   154697 SH      SHARED      04        154697
D WHX CORP                       PFD CV SER A     929248201     8740   404197 SH      SHARED      04        404197
D WHX CORP                       PFD CV SER B     929248300    14328   830643 SH      SHARED      04        830643
D W HLDG CO INC                  COM              929251106      344    41714 SH      SHARED      01         41714
D W HLDG CO INC                  COM              929251106       29     3515 SH      SHARED      04          3515
D WMX TECHNOLOGIES INC           SUB NTS CV  2%05 92929QAF4        1     1000 PRN     SHARED      02                            1000
D WMS INDS INC                   COM              929297109     1322    85656 SH      SHARED      01         85656
D WMS INDS INC                   COM              929297109        9      600 SH      SHARED      02           100               500
D WMS INDS INC                   COM              929297109        0       44 SH      SHARED      04            44
D WPP GROUP PLC                  SPON ADR NEW     929309300      145     2000 SH      SHARED      05          2000
D WPS RESOURCES CORP             COM              92931B106     1322    44008 SH      SHARED      01         44008
D WPS RESOURCES CORP             COM              92931B106       12      400 SH      SHARED      02                             400
D WPS RESOURCES CORP             COM              92931B106        1       54 SH      SHARED      04            54
D WVS FINL CORP                  COM              929358109        6      600 SH      SHARED      01           600
D WABASH NATL CORP               COM              929566107      578    48456 SH      SHARED      01         48456
D WABASH NATL CORP               COM              929566107      587    49200 SH      SHARED      02         22200             27000
D WABASH NATL CORP               COM              929566107        0       25 SH      SHARED      04            25
D WABTEC CORP                    COM              929740108      588    56699 SH      SHARED      01         56699
D WABTEC CORP                    COM              929740108        3      326 SH      SHARED      02                             326
D WABTEC CORP                    COM              929740108       36     3520 SH      SHARED      04          3520
D WACHOVIA CORP                  COM              929771103    89414  1648192 SH      SHARED      01       1645720              2472
D WACHOVIA CORP                  COM              929771103     1133    20896 SH      SHR/OTHR    01                   9420    11476
D WACHOVIA CORP                  COM              929771103      544    10036 SH      SHARED      02          2989              7047
D WACHOVIA CORP                  COM              929771103     6412   118205 SH      SHARED      04        118205
D WACKENHUT CORP                 COM SER A        929794105      423    32754 SH      SHARED      01         24804              7950
D WACKENHUT CORP                 COM SER A        929794105       12      942 SH      SHARED      04           942
D WACKENHUT CORP                 COM SER B        929794303        1      200 SH      SHARED      01           200
D WACKENHUT CORRECTIONS CORP     COM              929798106        5      700 SH      SHARED      01           700
D WACKENHUT CORRECTIONS CORP     COM              929798106      152    20321 SH      SHARED      04         20321
D WADDELL & REED FINL INC        CL A             930059100     2997    91356 SH      SHARED      01         91094               262
D WADDELL & REED FINL INC        CL A             930059100       42     1300 SH      SHR/OTHR    01                            1300
D WADDELL & REED FINL INC        CL A             930059100     2989    91097 SH      SHARED      04         91097
D WADDELL & REED FINL INC        CL A             930059100      347    10600 SH      SHARED      05         10600
D WADDELL & REED FINL INC        CL B             930059209      249     8582 SH      SHARED      01          7695               887
D WADDELL & REED FINL INC        CL B             930059209    29468  1014000 SH      SHARED      04       1014000
D WAL MART STORES INC            COM              931142103       43      750 SH      SHR/OTHR    04                    400      350
D WAL MART STORES INC            COM              931142103  2129821 36960025 SH      SHARED      01      36414061            545964
D WAL MART STORES INC            COM              931142103    33013   572904 SH      SHR/OTHR    01                 289304   283600
D WAL MART STORES INC            COM              931142103     4194    72781 SH      SHARED      02         16704             56077
D WAL MART STORES INC            COM              931142103   263808  4578024 SH      SHARED      04       4577054               970
D WAL MART STORES INC            COM              931142103     3924    68100 SH      SHARED      05         68100
D WAL MART STORES INC            COM              931142103    62355  1082090 SH      SHARED      06       1082090
D WALGREEN CO                    COM              931422109   282617  8780490 SH      SHARED      01       8647222            133268
D WALGREEN CO                    COM              931422109     8862   275338 SH      SHR/OTHR    01                 225742    49596
D WALGREEN CO                    COM              931422109      579    18010 SH      SHARED      02         10750              7260
D WALGREEN CO                    COM              931422109    51412  1597304 SH      SHARED      04       1597304
D WALGREEN CO                    COM              931422109     1496    46500 SH      SHARED      06         46500
D WALKER INTERACTIVE SYS INC     COM              931664106      174    48000 SH      SHARED      04         48000
D WALLACE COMPUTER SERVICES INC  COM              932270101     1044   105810 SH      SHARED      01        105810
D WALLACE COMPUTER SERVICES INC  COM              932270101      125    12683 SH      SHARED      04         12683
D WALLACE COMPUTER SERVICES INC  COM              932270101       52     5300 SH      SHARED      05          5300
D WALTER INDS INC                COM              93317Q105      687    60111 SH      SHARED      01         60111
D WALTER INDS INC                COM              93317Q105       20     1750 SH      SHARED      04          1750
D WARNACO GROUP INC              CL A             934390105      904   116687 SH      SHARED      01        116687
D WARNACO GROUP INC              CL A             934390105        3      500 SH      SHARED      02                             500
D WARNACO GROUP INC              CL A             934390105      412    53200 SH      SHARED      04         53200
D WARNACO GROUP INC              CL A             934390105       54     7000 SH      SHARED      05          7000
D WARNER CHILCOTT PLC            SPONSORED ADR    934435207       55     2500 SH      SHARED      02                            2500
D WARNER LAMBERT CO              COM              934488107        0      300 SH      SHARED      01           300
D WARNER LAMBERT CO              COM              934488107        0     4440 SH      SHARED      06          4440
D WARREN BANCORP INC             COM              934710104        1      200 SH      SHARED      01           200
D WASHINGTON FED INC             COM              938824109     2070   113435 SH      SHARED      01        112375              1060
D WASHINGTON FED INC             COM              938824109        1       89 SH      SHARED      04            89
D WASHINGTON GAS LT CO           COM              938837101     2389    99326 SH      SHARED      01         99326
D WASHINGTON GAS LT CO           COM              938837101      178     7400 SH      SHARED      02          6600               800
D WASHINGTON GAS LT CO           COM              938837101     8320   345776 SH      SHARED      04        345776
D WASHINGTON GAS LT CO           COM              938837101      146     6100 SH      SHARED      05          6100
D WASHINGTON HOMES INC NEW       COM              938864105        9     1500 SH      SHARED      01          1500
D WASHINGTON MUT INC             COM              939322103   125773  4355782 SH      SHARED      01       4355512               270
D WASHINGTON MUT INC             COM              939322103      106     3700 SH      SHR/OTHR    01                            3700
D WASHINGTON MUT INC             COM              939322103      202     7001 SH      SHARED      02          1033              5968
D WASHINGTON MUT INC             COM              939322103    13959   483435 SH      SHARED      04        483435
D WASHINGTON POST CO             CL B             939640108     4365     9132 SH      SHARED      01          9132
D WASHINGTON POST CO             CL B             939640108      291      610 SH      SHARED      02           200               410
D WASHINGTON POST CO             CL B             939640108     2151     4500 SH      SHARED      04          4500
D WASHINGTON POST CO             CL B             939640108      430      900 SH      SHARED      05           900
D WASHINGTON REAL ESTATE INVT TR SH BEN INT       939653101     1168    65385 SH      SHARED      01         64185              1200
D WASHINGTON REAL ESTATE INVT TR SH BEN INT       939653101      189    10625 SH      SHARED      02          3026              7599
D WASHINGTON TR BANCORP          COM              940610108       14     1000 SH      SHARED      02          1000
D WASTE CONNECTIONS INC          COM              941053100      675    34208 SH      SHARED      01         34208
D WASTE CONNECTIONS INC          COM              941053100       59     3000 SH      SHARED      02          3000
D WASTE CONNECTIONS INC          COM              941053100        0        1 SH      SHARED      04             1
D WASTE INDUSTRIES INC           COM              941058109        5      500 SH      SHARED      02           500
D WASTE INDUSTRIES INC           COM              941058109       64     5987 SH      SHARED      04          5987
D WASTE MGMT INC DEL             SUB NT CONV 4%02 94106LAA7     1854  2000000 PRN     SHARED      01       2000000
D WASTE MGMT INC DEL             SUB NT CONV 4%02 94106LAA7    18540 20000000 PRN     SHARED      04      20000000
D WASTE MGMT INC DEL             COM              94106L109    92907  4889863 SH      SHARED      01       4889863
D WASTE MGMT INC DEL             COM              94106L109      166     8758 SH      SHR/OTHR    01                   2450     6308
D WASTE MGMT INC DEL             COM              94106L109      122     6463 SH      SHARED      02          4463              2000
D WASTE MGMT INC DEL             COM              94106L109     5958   313599 SH      SHARED      04        313599
D WASTE MGMT INC DEL             COM              94106L109      241    12700 SH      SHARED      05         12700
D WATCHGUARD TECHNOLOGIES INC    COM              941105108      532     9700 SH      SHARED      01          9700
D WATER PIK TECHNOLOGIES INC     COM              94113U100        7     1254 SH      SHARED      01          1204                50
D WATERS CORP                    COM              941848103    10821    86700 SH      SHARED      01         86700
D WATERS CORP                    COM              941848103      712     5709 SH      SHARED      02          4309              1400
D WATERS CORP                    COM              941848103     2755    22080 SH      SHARED      04         22080
D WATERS CORP                    COM              941848103     1048     8400 SH      SHARED      05          8400
D WATSCO INC                     CL B             942622101        8      675 SH      SHARED      01           675
D WATSCO INC                     COM              942622200      424    33933 SH      SHARED      01         33933
D WATSCO INC                     COM              942622200       33     2700 SH      SHARED      04          2700
D WATSON PHARMACEUTICALS INC     COM              942683103    39451   733980 SH      SHARED      01        733980
D WATSON PHARMACEUTICALS INC     COM              942683103       17      325 SH      SHARED      02                             325
D WATSON PHARMACEUTICALS INC     COM              942683103     5437   101166 SH      SHARED      04        101166
D WATSON PHARMACEUTICALS INC     COM              942683103      209     3900 SH      SHARED      05          3900
D WATTS INDS INC                 CL A             942749102      878    69582 SH      SHARED      01         69582
D WAUSAU-MOSINEE PAPER CORP      COM              943315101      895   104614 SH      SHARED      01        104614
D WAUSAU-MOSINEE PAPER CORP      COM              943315101      108    12685 SH      SHARED      04         12685
D WAUSAU-MOSINEE PAPER CORP      COM              943315101       71     8300 SH      SHARED      05          8300
D WAVE SYSTEMS CORP              CL A             943526103     1600   101224 SH      SHARED      01        101224
D WAVECOM S A                    SPONSORED ADR    943531103       46      425 SH      SHARED      04                             425
D WAVERIDER COMMUNICATIONS INC   COM              943570101       13     2000 SH      SHARED      02                            2000
D WAVO CORP                      COM              944027101        3     5000 SH      SHARED      02                            5000
D WAVO CORP                      COM              944027101       32    43186 SH      SHARED      04         43186
D WEATHERFORD INTL INC           COM              947074100     5952   149523 SH      SHARED      01        149523
D WEATHERFORD INTL INC           COM              947074100       22      565 SH      SHARED      02           190               375
D WEATHERFORD INTL INC           COM              947074100   117488  2951083 SH      SHARED      04       2951083
D WEB STREET INC                 COM              947336103       26    10400 SH      SHARED      01         10400
D WEBB DEL CORP                  COM              947423109      939    61327 SH      SHARED      01         61327
D WEBB DEL CORP                  COM              947423109      326    21300 SH      SHARED      04         21300
D WEBB INTERACTIVE SVCS INC      COM              94748P104       82     6400 SH      SHARED      01          6400
D WEBFINANCIAL CORP              WT EXP  042802   94767P118        0      137 SH      SHARED      02            91                46
D WEBMETHODS INC                 COM              94768C108     1332     8480 SH      SHARED      01          8480
D WEBMETHODS INC                 COM              94768C108      129      825 SH      SHARED      02           725               100
D WEBMETHODS INC                 COM              94768C108       62      395 SH      SHARED      04           395
D WEBLINK WIRELESS INC           CL A             94769A101     1195    90218 SH      SHARED      01         90218
D WEBLINK WIRELESS INC           CL A             94769A101      132    10000 SH      SHARED      02                           10000
D WEBSTER FINL CORP CONN         COM              947890109     2334   105212 SH      SHARED      01        105212
D WEBSTER FINL CORP CONN         COM              947890109     1348    60800 SH      SHARED      04         60800
D WEBSTER FINL CORP CONN         COM              947890109      133     6000 SH      SHARED      05          6000
D WEBTRENDS CORP                 COM              94844D104     1311    33905 SH      SHARED      01         33905
D WEBTRENDS CORP                 COM              94844D104        8      229 SH      SHARED      04           229
D WEBVAN GROUP INC               COM              94845V103      182    25000 SH      SHARED      01         22655              2345
D WEBVAN GROUP INC               COM              94845V103     1959   269150 SH      SHARED      02        268250               900
D WEBVAN GROUP INC               COM              94845V103       35     4890 SH      SHARED      04          4890
D WEINGARTEN RLTY INVS           SH BEN INT       948741103     2422    60001 SH      SHARED      01         59701               300
D WEINGARTEN RLTY INVS           SH BEN INT       948741103       83     2080 SH      SHR/OTHR    01                   1550      530
D WEINGARTEN RLTY INVS           SH BEN INT       948741103      368     9127 SH      SHARED      02          4230              4897
D WEINGARTEN RLTY INVS           SH BEN INT       948741103       25      642 SH      SHARED      04           642
D WEINGARTEN RLTY INVS           SH BEN INT       948741103       16      400 SH      SHARED      05           400
D WEIRTON STL CORP               COM              948774104       90    27714 SH      SHARED      01         27714
D WEIRTON STL CORP               COM              948774104       16     5000 SH      SHARED      02          5000
D WEIRTON STL CORP               COM              948774104      228    70236 SH      SHARED      04         70236
D WEIS MKTS INC                  COM              948849104      502    15332 SH      SHARED      01         15332
D WEIS MKTS INC                  COM              948849104      241     7378 SH      SHARED      04          7378
D WELLMAN INC                    COM              949702104     1206    74548 SH      SHARED      01         74548
D WELLMAN INC                    COM              949702104      196    12129 SH      SHARED      04         12129
D WELLMAN INC                    COM              949702104       63     3900 SH      SHARED      05          3900
D WELLPOINT HEALTH NETWORK NEW   SB DB CV ZRO  19 94973HAA6       41    60001 PRN     SHARED      04         60001
D WELLPOINT HEALTH NETWORK NEW   COM              94973H108    34790   480292 SH      SHARED      01        480292
D WELLPOINT HEALTH NETWORK NEW   COM              94973H108      974    13450 SH      SHARED      02         13450
D WELLPOINT HEALTH NETWORK NEW   COM              94973H108     2872    39652 SH      SHARED      04         39652
D WELLPOINT HEALTH NETWORK NEW   COM              94973H108     1173    16200 SH      SHARED      05         16200
D WELLS FARGO & CO NEW           COM              949746101   533559 13769276 SH      SHARED      01      13589996            179280
D WELLS FARGO & CO NEW           COM              949746101     8750   225824 SH      SHR/OTHR    01                 112994   112830
D WELLS FARGO & CO NEW           COM              949746101     1729    44641 SH      SHARED      02         15945             28696
D WELLS FARGO & CO NEW           COM              949746101    29876   771004 SH      SHARED      04        771004
D WELLS FARGO & CO NEW           COM              949746101     2821    72800 SH      SHARED      05         72800
D WELLS FARGO & CO NEW           COM              949746101    36231   935000 SH      SHARED      06        935000
D WELLSFORD REAL PPTYS INC       COM NEW          950240200        8      550 SH      SHARED      01           550
D WELLSFORD REAL PPTYS INC       COM NEW          950240200      252    16704 SH      SHARED      04         16704
D WENDYS INTL INC                COM              950590109    14799   830890 SH      SHARED      01        830890
D WENDYS INTL INC                COM              950590109        8      500 SH      SHARED      02           500
D WENDYS INTL INC                COM              950590109     1311    73617 SH      SHARED      04         73617
D WERNER ENTERPRISES INC         COM              950755108      681    58970 SH      SHARED      01         58970
D WERNER ENTERPRISES INC         COM              950755108      386    33454 SH      SHARED      04         33454
D WESBANCO INC                   COM              950810101      620    25576 SH      SHARED      01         25576
D WESBANCO INC                   COM              950810101        1       49 SH      SHARED      04            49
D WESCO FINL CORP                COM              950817106      225     1100 SH      SHARED      01          1100
D WESCO FINL CORP                COM              950817106      180      882 SH      SHARED      04           882
D WESCO INTL INC                 COM              95082P105      226    23683 SH      SHARED      01         23683
D WESCO INTL INC                 COM              95082P105       53     5586 SH      SHARED      04          5586
D WESLEY JESSEN VISIONCARE INC   COM              951018100     1663    44283 SH      SHARED      01         44283
D WESLEY JESSEN VISIONCARE INC   COM              951018100     3979   105936 SH      SHARED      04        105936
D WEST COAST BANCORP ORE NEW     COM              952145100        1      114 SH      SHARED      01           114
D WEST COAST BANCORP ORE NEW     COM              952145100      306    30607 SH      SHARED      04         30607
D WEST ESSEX BANCORP             COM              952698108      229    25000 SH      SHARED      04         25000
D WEST MARINE INC                COM              954235107       33     4900 SH      SHARED      01          4900
D WEST MARINE INC                COM              954235107      110    16148 SH      SHARED      04         16148
D WEST PHARMACEUTICAL SVSC INC   COM              955306105      479    22187 SH      SHARED      01         22187
D WEST PHARMACEUTICAL SVSC INC   COM              955306105       10      488 SH      SHARED      04           488
D WEST TELESERVICES CORP         COM              956188106       17      700 SH      SHARED      01           700
D WEST TELESERVICES CORP         COM              956188106      215     8512 SH      SHARED      04          8512
D WESTAIM CORP                   COM              956909105      245    20000 SH      SHARED      04         20000
D WESTAMERICA BANCORPORATION     COM              957090103     3002   114924 SH      SHARED      01        114924
D WESTAMERICA BANCORPORATION     COM              957090103      256     9800 SH      SHARED      04          9800
D WESTAMERICA BANCORPORATION     COM              957090103      107     4100 SH      SHARED      05          4100
D WESTELL TECHNOLOGIES INC       CL A             957541105      802    53507 SH      SHARED      01         53507
D WESTELL TECHNOLOGIES INC       CL A             957541105      284    18951 SH      SHARED      04         18951
D WESTCORP INC                   COM              957907108      220    18473 SH      SHARED      01         18473
D WESTCORP INC                   COM              957907108        2      238 SH      SHARED      04           238
D WESTCORP INC                   RT               957907116        0     2300 SH      SHARED      04          2300
D WESTERN DIGITAL CORP           COM              958102105     1362   272446 SH      SHARED      01        272446
D WESTERN DIGITAL CORP           COM              958102105       79    15800 SH      SHARED      02         15200               600
D WESTERN DIGITAL CORP           COM              958102105        7     1500 SH      SHARED      04          1500
D WESTERN GAS RES INC            COM              958259103      611    29104 SH      SHARED      01         29104
D WESTERN GAS RES INC            COM              958259103     2801   133400 SH      SHARED      04        133400
D WESTERN GAS RES INC            PFD CONV $2.625  958259301     6900   202600 SH      SHARED      04        202600
D WESTERN PPTYS TR               SH BEN INT       959261108      300    25305 SH      SHARED      01         25305
D WESTERN RES INC                COM              959425109     1999   129026 SH      SHARED      01        129026
D WESTERN RES INC                COM              959425109       29     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     4006   258500 SH      SHARED      04        258500
D WESTERN WIRELESS CORP          CL A             95988E204     9285   170380 SH      SHARED      01        170290                90
D WESTERN WIRELESS CORP          CL A             95988E204      136     2500 SH      SHARED      02          2000               500
D WESTERN WIRELESS CORP          CL A             95988E204      591    10850 SH      SHARED      04         10850
D WESTFIELD AMER INC             COM              959910100      540    40204 SH      SHARED      01         40204
D WESTFIELD AMER INC             COM              959910100       17     1300 SH      SHARED      02                            1300
D WESTFIELD AMER INC             COM              959910100     1856   138148 SH      SHARED      04        138148
D WESTMINSTER CAP INC            COM              960631109        0      200 SH      SHARED      02           200
D WESTPOINT STEVENS INC          COM              961238102     1183   106412 SH      SHARED      01        106412
D WESTPOINT STEVENS INC          COM              961238102      330    29700 SH      SHARED      02          8500             21200
D WESTPOINT STEVENS INC          COM              961238102      379    34100 SH      SHARED      04         34100
D WESTPOINT STEVENS INC          COM              961238102       72     6500 SH      SHARED      05          6500
D WESTVACO CORP                  COM              961548104    19092   769502 SH      SHARED      01        769502
D WESTVACO CORP                  COM              961548104       27     1125 SH      SHR/OTHR    01                   1125
D WESTVACO CORP                  COM              961548104        9      379 SH      SHARED      02           379
D WESTVACO CORP                  COM              961548104     2317    93414 SH      SHARED      04         93414
D WESTVACO CORP                  COM              961548104      156     6300 SH      SHARED      05          6300
D WESTWOOD ONE INC               COM              961815107     3661   107300 SH      SHARED      01        107300
D WESTWOOD ONE INC               COM              961815107      269     7900 SH      SHARED      02                            7900
D WESTWOOD ONE INC               COM              961815107     3453   101208 SH      SHARED      04        101208
D WESTWOOD ONE INC               COM              961815107      487    14300 SH      SHARED      05         14300
D WET SEAL INC                   CL A             961840105       71     5465 SH      SHARED      01          5465
D WET SEAL INC                   CL A             961840105      285    21731 SH      SHARED      04         21731
D WEYERHAEUSER CO                COM              962166104    79289  1843938 SH      SHARED      01       1840038              3900
D WEYERHAEUSER CO                COM              962166104       66     1544 SH      SHR/OTHR    01                            1544
D WEYERHAEUSER CO                COM              962166104      521    12117 SH      SHARED      02          2819              9298
D WEYERHAEUSER CO                COM              962166104     3674    85445 SH      SHARED      04         85445
D WEYERHAEUSER CO                COM              962166104      417     9700 SH      SHARED      05          9700
D WHIRLPOOL CORP                 COM              963320106    27507   589981 SH      SHARED      01        589981
D WHIRLPOOL CORP                 COM              963320106      400     8600 SH      SHARED      02           100              8500
D WHIRLPOOL CORP                 COM              963320106     3102    66547 SH      SHARED      04         66547
D WHITE ELECTR DESIGNS CORP      COM              963801105       25     2000 SH      SHARED      01                            2000
D WHITE ELECTR DESIGNS CORP      COM              963801105       37     2956 SH      SHARED      04          2956
D WHITEHALL JEWELLERS INC        COM              965063100      509    27363 SH      SHARED      01         27363
D WHITEHALL JEWELLERS INC        COM              965063100      102     5494 SH      SHARED      04          5494
D WHITMAN CORP NEW               COM              96647R107     2135   172587 SH      SHARED      01        172587
D WHITMAN CORP NEW               COM              96647R107       10      880 SH      SHR/OTHR    01                             880
D WHITMAN CORP NEW               COM              96647R107       29     2400 SH      SHARED      02           800              1600
D WHITMAN CORP NEW               COM              96647R107      565    45714 SH      SHARED      04         45714
D WHITMAN CORP NEW               COM              96647R107      225    18200 SH      SHARED      05         18200
D WHITNEY HLDG CORP              COM              966612103     1151    33686 SH      SHARED      01         33686
D WHOLE FOODS MKT INC            SB DB CV ZRO  18 966837AC0      297   856000 PRN     SHARED      04        856000
D WHOLE FOODS MKT INC            COM              966837106     2785    67429 SH      SHARED      01         67429
D WHOLE FOODS MKT INC            COM              966837106       45     1100 SH      SHR/OTHR    01                            1100
D WHOLE FOODS MKT INC            COM              966837106      301     7300 SH      SHARED      02           300              7000
D WHOLE FOODS MKT INC            COM              966837106       14      351 SH      SHARED      04           351
D WICKES INC                     COM              967446105       64    10900 SH      SHARED      01         10900
D WILD OATS MARKETS INC          COM              96808B107      608    48471 SH      SHARED      01         48471
D WILD OATS MARKETS INC          COM              96808B107       40     3198 SH      SHARED      04          3198
D WILEY JOHN & SONS INC          CL A             968223206     1805    80246 SH      SHARED      01         80246
D WILEY JOHN & SONS INC          CL A             968223206      182     8100 SH      SHARED      04          8100
D WILLAMETTE INDS INC            COM              969133107    21684   795747 SH      SHARED      01        795747
D WILLAMETTE INDS INC            COM              969133107       16      600 SH      SHR/OTHR    01                             600
D WILLAMETTE INDS INC            COM              969133107     2798   102702 SH      SHARED      04        102702
D WILLAMETTE INDS INC            COM              969133107      160     5900 SH      SHARED      05          5900
D WILLIAMS COMMUNICATIONS GROUP  CL A             969455104      112     3400 SH      SHARED      01          3400
D WILLIAMS COMMUNICATIONS GROUP  CL A             969455104       26      800 SH      SHARED      04           800
D WILLIAMS COS INC DEL           COM              969457100   152291  3653214 SH      SHARED      01       3639066             14148
D WILLIAMS COS INC DEL           COM              969457100      744    17850 SH      SHR/OTHR    01                  10850     7000
D WILLIAMS COS INC DEL           COM              969457100     1392    33404 SH      SHARED      02         11639             21765
D WILLIAMS COS INC DEL           COM              969457100    81884  1964276 SH      SHARED      04       1964276
D WILLIAMS COS INC DEL           COM              969457100      775    18600 SH      SHARED      05         18600
D WILLIAMS CTLS INC              COM              969465103       58    31400 SH      SHARED      01         31400
D WILLIAMS CLAYTON ENERGY INC    COM              969490101       35     1100 SH      SHARED      01          1100
D WILLIAMS SONOMA INC            COM              969904101     2677    82547 SH      SHARED      01         82547
D WILLIAMS SONOMA INC            COM              969904101      134     4150 SH      SHR/OTHR    01                            4150
D WILLIAMS SONOMA INC            COM              969904101      103     3200 SH      SHARED      02          1000              2200
D WILLIAMS SONOMA INC            COM              969904101     1937    59721 SH      SHARED      04         59721
D WILMINGTON TRUST CORP          COM              971807102     1586    37103 SH      SHARED      01         37103
D WILMINGTON TRUST CORP          COM              971807102       17      400 SH      SHR/OTHR    01                    400
D WILMINGTON TRUST CORP          COM              971807102      149     3500 SH      SHARED      02                            3500
D WILMINGTON TRUST CORP          COM              971807102     2005    46917 SH      SHARED      04         46917
D WILMINGTON TRUST CORP          COM              971807102      205     4800 SH      SHARED      05          4800
D WILSHIRE REAL ESTATE INVT      COM              971892104        3     1500 SH      SHARED      04          1500
D WILSONS THE LEATHER EXPERTS    COM              972463103      120     8184 SH      SHARED      01          8184
D WILSONS THE LEATHER EXPERTS    COM              972463103       44     2999 SH      SHARED      04          2999
D WIND RIVER SYSTEMS INC         SB NT CV 144A 02 973149AA5       94    75000 PRN     SHARED      04         75000
D WIND RIVER SYSTEMS INC         SUB NT CONV 5%02 973149AC1     2211  1751000 PRN     SHARED      04       1751000
D WIND RIVER SYSTEMS INC         COM              973149107     2415    63779 SH      SHARED      01         63779
D WIND RIVER SYSTEMS INC         COM              973149107        3      100 SH      SHR/OTHR    01                             100
D WIND RIVER SYSTEMS INC         COM              973149107       82     2175 SH      SHARED      02          1675               500
D WIND RIVER SYSTEMS INC         COM              973149107     1934    51071 SH      SHARED      04         51071
D WINFIELD CAP CORP              COM              973859101       37     3100 SH      SHARED      01          3100
D WINK COMMUNICATIONS            COM              974168106      189     6200 SH      SHARED      01          6200
D WINK COMMUNICATIONS            COM              974168106       41     1350 SH      SHARED      02                            1350
D WINN DIXIE STORES INC          COM              974280109    14071   983194 SH      SHARED      01        983194
D WINN DIXIE STORES INC          COM              974280109       57     4000 SH      SHR/OTHR    01                            4000
D WINN DIXIE STORES INC          COM              974280109       11      800 SH      SHARED      02           800
D WINN DIXIE STORES INC          COM              974280109      997    69685 SH      SHARED      04         69685
D WINN DIXIE STORES INC          COM              974280109       85     6000 SH      SHARED      05          6000
D WINNEBAGO INDS INC             COM              974637100      230    17657 SH      SHARED      01         17657
D WINNEBAGO INDS INC             COM              974637100       97     7471 SH      SHARED      04          7471
D WINSTAR COMMUNICATIONS INC     COM              975515107    10557   311675 SH      SHARED      01        311675
D WINSTAR COMMUNICATIONS INC     COM              975515107     3187    94110 SH      SHARED      02         84600              9510
D WINSTAR COMMUNICATIONS INC     COM              975515107     1190    35153 SH      SHARED      04         35153
D WINSTON HOTELS INC             COM              97563A102       96    12800 SH      SHARED      01         12800
D WINSTON HOTELS INC             COM              97563A102        0      100 SH      SHARED      05           100
D WIRELESS FACILITIES INC        COM              97653A103      326     6400 SH      SHARED      01          6400
D WIRELESS FACILITIES INC        COM              97653A103       30      600 SH      SHARED      02                             600
D WIRELESS FACILITIES INC        COM              97653A103       40      800 SH      SHARED      05           800
D WISCONSIN CENT TRANSN CORP     COM              976592105     1660   127751 SH      SHARED      01        127751
D WISCONSIN CENT TRANSN CORP     COM              976592105       57     4400 SH      SHARED      02          4400
D WISCONSIN CENT TRANSN CORP     COM              976592105      418    32185 SH      SHARED      04         32185
D WISCONSIN CENT TRANSN CORP     COM              976592105       84     6500 SH      SHARED      05          6500
D WISCONSIN ENERGY CORP          COM              976657106     3435   173402 SH      SHARED      01        173402
D WISCONSIN ENERGY CORP          COM              976657106      180     9125 SH      SHR/OTHR    01                    800     8325
D WISCONSIN ENERGY CORP          COM              976657106    10653   537715 SH      SHARED      04        537715
D WISCONSIN ENERGY CORP          COM              976657106      285    14400 SH      SHARED      05         14400
D WIT SOUNDVIEW GROUP INC        COM              977383108     1107   103189 SH      SHARED      01        103189
D WIT SOUNDVIEW GROUP INC        COM              977383108      257    24000 SH      SHARED      02         24000
D WIT SOUNDVIEW GROUP INC        COM              977383108       22     2100 SH      SHARED      04          2100
D WITNESS SYS INC                COM              977424100       58     2390 SH      SHARED      01          2390
D WITNESS SYS INC                COM              977424100       32     1350 SH      SHARED      02          1350
D WOLVERINE TUBE INC             COM              978093102      441    25954 SH      SHARED      01         25954
D WOLVERINE TUBE INC             COM              978093102       16      956 SH      SHARED      04           956
D WOLVERINE TUBE INC             COM              978093102        8      500 SH      SHARED      05           500
D WOLVERINE WORLD WIDE INC       COM              978097103      952    96442 SH      SHARED      01         96192               250
D WOLVERINE WORLD WIDE INC       COM              978097103       74     7500 SH      SHARED      02          7500
D WOLVERINE WORLD WIDE INC       COM              978097103        0       58 SH      SHARED      04            58
D WOMEN COM NETWORKS INC         COM              978149102       21    10390 SH      SHARED      02         10390
D WOMEN COM NETWORKS INC         COM              978149102        0       13 SH      SHARED      04            13
D WOODHEAD INDS INC              COM              979438108      181     9966 SH      SHARED      01          9966
D WOODHEAD INDS INC              COM              979438108       48     2655 SH      SHARED      04          2655
D WOODWARD GOVERNOR CO           COM              980745103      322    11403 SH      SHARED      01         11403
D WORKGROUP TECHNOLOGY CORP      COM              980903108        9    13300 SH      SHARED      01         13300
D WORKGROUP TECHNOLOGY CORP      COM              980903108        8    11800 SH      SHARED      02         11800
D WORKFLOW MGMT INC              COM              98137N109       53     4546 SH      SHARED      01          4546
D WORKFLOW MGMT INC              COM              98137N109        0       73 SH      SHR/OTHR    01                              73
D WORKFLOW MGMT INC              COM              98137N109       15     1296 SH      SHARED      02          1148               148
D WORLD ACCESS INC               SB NT CV  4.5%02 98141AAC5     7270 10000000 PRN     SHARED      04      10000000
D WORLD ACCESS INC               COM              98141A101     1047    94724 SH      SHARED      01         94724
D WORLD ACCESS INC               COM              98141A101        5      500 SH      SHARED      02                             500
D WORLD ACCESS INC               COM              98141A101        0       13 SH      SHARED      04            13
D WORLD FUEL SVCS CORP           COM              981475106       10     1188 SH      SHARED      01          1188
D WORLDGATE COMMUNICATIONS INC   COM              98156L307      697    39304 SH      SHARED      01         39304
D WORLDGATE COMMUNICATIONS INC   COM              98156L307       51     2900 SH      SHARED      02          2900
D WORLDGATE COMMUNICATIONS INC   COM              98156L307     1024    57700 SH      SHARED      04         57700
D WORLD WRESTLING FEDN ENTMT INC CL A             98156Q108      418    20124 SH      SHARED      01         20124
D WORLD WRESTLING FEDN ENTMT INC CL A             98156Q108        6      300 SH      SHARED      04           300
D WORLDQUEST NETWORKS            COM              98156W105        4      640 SH      SHARED      01           640
D WORLDWIDE DOLLARVEST FD INC    COM              981564107     2561   422500 SH      SHARED      04        422500
D WORLDCOM INC GA NEW            COM              98157D106       32      700 SH      SHR/OTHR    04                    250      450
D WORLDCOM INC GA NEW            COM              98157D106  1173943 25590053 SH      SHARED      01      24841551            748502
D WORLDCOM INC GA NEW            COM              98157D106    17891   390001 SH      SHR/OTHR    01                 172270   217731
D WORLDCOM INC GA NEW            COM              98157D106    10863   236815 SH      SHARED      02         63557            173258
D WORLDCOM INC GA NEW            COM              98157D106   105625  2302456 SH      SHARED      04       2301694               762
D WORLDCOM INC GA NEW            COM              98157D106      619    13500 SH      SHARED      05         13500
D WORLDCOM INC GA NEW            COM              98157D106    68922  1502405 SH      SHARED      06       1502405
D WORONOCO BANCORP INC           COM              981630106     1700   160000 SH      SHARED      04        160000
D WORTHINGTON INDS INC           COM              981811102     8371   797274 SH      SHARED      01        797274
D WORTHINGTON INDS INC           COM              981811102      965    91978 SH      SHARED      04         91978
D WORTHINGTON INDS INC           COM              981811102       23     2200 SH      SHARED      05          2200
D WORLDPAGES COM INC             COM              981922107      260    43404 SH      SHARED      01         43404
D WRIGLEY WM JR CO               COM              982526105    66257   826283 SH      SHARED      01        821783              4500
D WRIGLEY WM JR CO               COM              982526105      665     8300 SH      SHR/OTHR    01                            8300
D WRIGLEY WM JR CO               COM              982526105      405     5056 SH      SHARED      02           100              4956
D WRIGLEY WM JR CO               COM              982526105     6716    83766 SH      SHARED      04         83766
D WRIGLEY WM JR CO               COM              982526105      216     2700 SH      SHARED      05          2700
D WYNDHAM INTL INC               CL A             983101106      640   256245 SH      SHARED      01        255843               402
D WYNDHAM INTL INC               CL A             983101106        1      536 SH      SHR/OTHR    01                             536
D WYNDHAM INTL INC               CL A             983101106      125    50000 SH      SHARED      02         50000
D WYNDHAM INTL INC               CL A             983101106       75    30000 SH      SHARED      04         30000
D WYNNS INTL INC                 COM              983195108      755    33308 SH      SHARED      01         33308
D WYNNS INTL INC                 COM              983195108       34     1518 SH      SHARED      02                            1518
D WYNNS INTL INC                 COM              983195108        0       29 SH      SHARED      04            29
D XM SATELLITE RADIO HLDGS INC   CL A             983759101      363     9700 SH      SHARED      01          9700
D XM SATELLITE RADIO HLDGS INC   CL A             983759101       56     1500 SH      SHARED      02                            1500
D XM SATELLITE RADIO HLDGS INC   CL A             983759101        7      200 SH      SHARED      04           200
D X-RITE INC                     COM              983857103      166    18192 SH      SHARED      01         18192
D X-RITE INC                     COM              983857103       38     4186 SH      SHARED      04          4186
D XCEED INC                      COM              98388N105      291    31966 SH      SHARED      01         31966
D XCARE NET INC                  COM              98388Y101        9     1730 SH      SHARED      01          1730
D XETA TECHNOLOGIES INC          COM              983909102      109     3500 SH      SHARED      01          3500
D XILINX INC                     COM              983919101   229785  2783190 SH      SHARED      01       2768910             14280
D XILINX INC                     COM              983919101     9758   118195 SH      SHARED      02        111280              6915
D XILINX INC                     COM              983919101    18475   223773 SH      SHARED      04        223773
D XILINX INC                     COM              983919101     4400    53300 SH      SHARED      05         53300
D XIRCOM INC                     COM              983922105     3090    65060 SH      SHARED      01         65060
D XIRCOM INC                     COM              983922105       95     2000 SH      SHARED      02          2000
D XIRCOM INC                     COM              983922105        2       43 SH      SHARED      04            43
D XEIKON N V                     SPONSORED ADR    984003103     3639   236731 SH      SHARED      02         94400            142331
D XEIKON N V                     SPONSORED ADR    984003103      165    10750 SH      SHARED      04         10750
D XEROX CORP                     COM              984121103   124739  6011528 SH      SHARED      01       6002393              9135
D XEROX CORP                     COM              984121103     6222   299886 SH      SHR/OTHR    01                 285032    14854
D XEROX CORP                     COM              984121103      837    40356 SH      SHARED      02          8850             31506
D XEROX CORP                     COM              984121103    11753   566456 SH      SHARED      04        566456
D XEROX CORP                     COM              984121103      323    15600 SH      SHARED      05         15600
D XPEDIOR INC                    COM              98413B100      286    20768 SH      SHARED      01         20768
D XTRA CORP                      COM              984138107     1067    27058 SH      SHARED      01         27058
D XTRA CORP                      COM              984138107      104     2648 SH      SHARED      04          2648
D XYBERNAUT CORP                 COM              984149104      294    26300 SH      SHARED      01         26300
D XYBERNAUT CORP                 COM              984149104        4      400 SH      SHARED      02           300               100
D XYBERNAUT CORP                 COM              984149104      229    20556 SH      SHARED      04         20556
D YPF SOCIEDAD ANONIMA           SPON ADR CL D    984245100      718    18500 SH      SHARED      01         18500
D YPF SOCIEDAD ANONIMA           SPON ADR CL D    984245100      166     4278 SH      SHARED      04          4278
D YADKIN VY BK&TR CO ELKIN N C   COM              984308106        2      192 SH      SHARED      02                             192
D YAHOO INC                      COM              984332106       18      150 SH      SHR/OTHR    02                    150
D YAHOO INC                      COM              984332106   543487  4387383 SH      SHARED      01       4264073            123310
D YAHOO INC                      COM              984332106     2145    17317 SH      SHR/OTHR    01                   4385    12932
D YAHOO INC                      COM              984332106    23474   189500 SH      SHARED      02        180098              9402
D YAHOO INC                      COM              984332106    47605   384305 SH      SHARED      04        383475               830
D YAHOO INC                      COM              984332106      324     2620 SH      SHARED      06          2620
D YANKEE CANDLE INC              COM              984757104      329    15222 SH      SHARED      01         15222
D YANKEE CANDLE INC              COM              984757104      609    28175 SH      SHARED      04         28175
D XICOR INC                      COM              984903104       60     9100 SH      SHARED      01          9100
D XICOR INC                      COM              984903104        6     1000 SH      SHARED      02                            1000
D YELLOW CORP                    COM              985509108      949    64389 SH      SHARED      01         64389
D YELLOW CORP                    COM              985509108      647    43884 SH      SHARED      04         43884
D YORK FINL CORP                 COM              986630101        5      421 SH      SHARED      01           421
D YORK INTL CORP NEW             COM              986670107     2205    87341 SH      SHARED      01         87341
D YORK INTL CORP NEW             COM              986670107       10      400 SH      SHARED      02                             400
D YORK INTL CORP NEW             COM              986670107     1123    44500 SH      SHARED      04         44500
D YOUNG & RUBICAM INC            SUB NT CV 144A05 987425AA3     2026  2000000 PRN     SHARED      01       2000000
D YOUNG & RUBICAM INC            SUB NT CV 144A05 987425AA3     5065  5000000 PRN     SHARED      04       5000000
D YOUNG & RUBICAM INC            COM              987425105    29177   510210 SH      SHARED      01        509010              1200
D YOUNG & RUBICAM INC            COM              987425105      144     2520 SH      SHARED      02          2500                20
D YOUNG & RUBICAM INC            COM              987425105    15435   269920 SH      SHARED      04        269920
D YOUNG BROADCASTING INC         CL A             987434107      893    34766 SH      SHARED      01         34766
D YOUNG BROADCASTING INC         CL A             987434107        0        4 SH      SHARED      04             4
D YOUNG INNOVATIONS INC          COM              987520103        1      100 SH      SHARED      01           100
D YOUTHSTREAM MEDIA NETWORKS INC COM              987819109      190    32123 SH      SHARED      04         32123
D Z SEVEN FD INC                 COM              988789103        1      200 SH      SHARED      01           200
D Z TEL TECHNOLOGIES INC         COM              988792107      141    11800 SH      SHARED      01         11800
D ZALE CORP NEW                  COM              988858106    14806   405669 SH      SHARED      01        405669
D ZALE CORP NEW                  COM              988858106      877    24043 SH      SHARED      04         24043
D ZALE CORP NEW                  COM              988858106      116     3200 SH      SHARED      05          3200
D ZAMBA CORP                     COM              988881108       40     7400 SH      SHARED      01          7400
D ZEMEX CDA CORP                 COM              988910105        0        6 SH      SHARED      01             6
D ZANY BRAINY INC                COM              98906Q101        7     2800 SH      SHARED      02          2800
D ZAPATA CORP                    COM NEW          989070503      102    32865 SH      SHARED      04         32865
D ZAPME CORP                     COM              98912E100       36    13100 SH      SHARED      01         13100
D ZAPME CORP                     COM              98912E100        7     2625 SH      SHARED      02          2625
D ZARING NATL CORP               COM              989136106       13     3900 SH      SHARED      01          3900
D ZEBRA TECHNOLOGIES CORP        CL A             989207105     3032    68441 SH      SHARED      01         68441
D ZEBRA TECHNOLOGIES CORP        CL A             989207105       12      275 SH      SHR/OTHR    01                             275
D ZEBRA TECHNOLOGIES CORP        CL A             989207105        4      100 SH      SHARED      02           100
D ZEBRA TECHNOLOGIES CORP        CL A             989207105        4      112 SH      SHARED      04           112
D ZENITH NATL INS CORP           COM              989390109      320    15101 SH      SHARED      01         15101
D ZENITH NATL INS CORP           COM              989390109       15      723 SH      SHARED      04           723
D ZEROPLUS COM INC               COM              98949Y103       17     5700 SH      SHARED      01          5700
D ZIEGLER INC                    COM              989506100        1      100 SH      SHARED      01           100
D ZIFF-DAVIS INC                 COM ZD           989511100      354    39410 SH      SHARED      01         39410
D ZIFF-DAVIS INC                 COM ZD           989511100      723    80400 SH      SHARED      04         80400
D ZIFF-DAVIS INC                 COM ZDNET        989511209       25     2800 SH      SHARED      01          2800
D ZIFF-DAVIS INC                 COM ZDNET        989511209      247    27541 SH      SHARED      04         27541
D ZILA INC                       COM PAR $0.01    989513205       49    13000 SH      SHARED      01          6500              6500
D ZILA INC                       COM PAR $0.01    989513205        3     1000 SH      SHARED      02          1000
D ZIONS BANCORPORATION           COM              989701107     6144   133897 SH      SHARED      01        133797               100
D ZIONS BANCORPORATION           COM              989701107       45     1000 SH      SHR/OTHR    01                            1000
D ZIONS BANCORPORATION           COM              989701107      423     9221 SH      SHARED      02          9221
D ZIONS BANCORPORATION           COM              989701107     1726    37617 SH      SHARED      04         37617
D ZIONS BANCORPORATION           COM              989701107      504    11000 SH      SHARED      05         11000
D ZIXIT CORP                     COM              98974P100     1769    38416 SH      SHARED      01         38416
D ZIXIT CORP                     COM              98974P100      211     4600 SH      SHARED      02          3600              1000
D ZORAN CORP                     COM              98975F101     9870   149700 SH      SHARED      01        149700
D ZORAN CORP                     COM              98975F101      309     4700 SH      SHARED      02          4700
D ZORAN CORP                     COM              98975F101      242     3672 SH      SHARED      04          3672
D ZONAGEN INC                    COM              98975L108       16     5100 SH      SHARED      01          5100
D ZOLTEK COS INC                 COM              98975W104       25     3000 SH      SHARED      01          3000
D ZWEIG FD                       COM              989834106       25     2500 SH      SHARED      02          2500
D ZYGO CORP                      COM              989855101     2681    29526 SH      SHARED      01         29526
D ZYGO CORP                      COM              989855101     2769    30500 SH      SHARED      02          4500             26000
D ZOLL MED CORP                  COM              989922109      421     8600 SH      SHARED      01          8600
D ZOLL MED CORP                  COM              989922109      212     4346 SH      SHARED      04          4346
D ZOMAX INC MINN                 COM              989929104      659    50266 SH      SHARED      01         50266
S REPORT SUMMARY              12110 DATA RECORDS           151685892            0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
<S>
</TABLE>


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