BABSON DAVID L & CO INC
13F-HR, 2000-08-10
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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 [  ];  Amendment Number:
This Amendment (Check only one.): [ ]is a restatement
					    [ ]adds new holdings entries.
Institutional Investment Manager Filing this Report:

Name:	   David L. Babson and Company Incorporated
Address: One Memorial Drive
         Cambridge, MA 02142-1300

13F File Number 0028-00060

The institutional manger 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 it 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:	 Norman Flebotte
Title: Compliance Officer
Phone: (413) 744-5699

Signature, Place and Date of Signing:

/s/Norman Flebotte       Springfield, MA    August 10, 2000

Report Type (Check only one.):

[X] 	13F HOLDINGS REPORT.

[ ]	13F NOTICE.

[ ] 	13F COMBINATION REPORT.

List of Other Managers Reporting for this Manager: 0

FORM 13F SUMMARY PAGE

Report Summary:
Number of Other Included Mangers:	0

Form 13F Information Entry Total:  2566

Form 13F Information Table Value Total:  12459501

List of Other Included Mangers:
<PAGE>
Form 13F Information Table
<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 AAR CORP                       COM              000361105       35     2924 SH       SOLE                   2924        0        0
D ABC-NACO INC                   COM              000752105     3139   392400 SH       SOLE                 392400        0        0
D A C MOORE ARTS & CRAFTS INC    COM              00086T103       89    14000 SH       SOLE                  14000        0        0
D ADC TELECOMMUNICATIONS         COM              000886101      185     2200 SH       SOLE                   2200        0        0
D ADE CORP/MASS                  COM              00089C107     3071   160600 SH       SOLE                 160600        0        0
D ABM INDUSTRIES INC             COM              000957100    14782   642680 SH       SOLE                 642680        0        0
D ABM INDUSTRIES INC             COM              000957100      107     4670 SH       SOLE                      0        0     4670
D AFLAC INC                      COM              001055102       69     1500 SH       SOLE                   1500        0        0
D AGL RESOURCES INC              COM              001204106       19     1200 SH       SOLE                   1200        0        0
D AG SVCS AMER INC               COM              001250109      163    10700 SH       SOLE                  10700        0        0
D AES CORP                       COM              00130H105      212     4650 SH       SOLE                   4650        0        0
D AES CORP                       COM              00130H105       18      400 SH       SOLE                      0        0      400
D AMB PROPERTY CORP              COM              00163T109        7      300 SH       SOLE                    300        0        0
D AMFM INC                       COM              001693100       48      700 SH       SOLE                    700        0        0
D AMR CORP                       COM              001765106       40     1500 SH       SOLE                   1500        0        0
D AT&T                           COM              001957109     1230    38898 SH       SOLE                  38898        0        0
D AT&T                           COM              001957109      674    21301 SH       SOLE                      0        0    21301
D AT&T                           COM              001957109      372    11750 SH       SOLE                      0        0    11750
D AT&T                           COM              001957109       10      330 SH       SOLE                    330        0        0
D AT&T                           COM              001957109       40     1252 SH       SOLE                      0        0     1252
D AT&T                           COM              001957109       76     2400 SH       SOLE                   2400        0        0
D AT&T                           COM              001957109       80     2535 SH       SOLE                      0        0     2535
D AT&T                           COM              001957109        7      225 SH       SOLE                      0        0      225
D AT&T CORP-LIBERTY MEDIA GRP-A  COM              001957208     1450    59800 SH       SOLE                      0        0    59800
D AT&T CORP-LIBERTY MEDIA GRP-A  COM              001957208   199398  8222597 SH       SOLE                8222597        0        0
D AT&T CORP-LIBERTY MEDIA GRP-A  COM              001957208    10495   432800 SH       SOLE                      0        0   432800
D AVX CORP                       COM              002444105        9      400 SH       SOLE                    400        0        0
D AXA FINL INC                   COM              002451102       27      800 SH       SOLE                    800        0        0
D ABBOTT LABS                    COM              002824100    15666   351545 SH       SOLE                 351545        0        0
D ABBOTT LABS                    COM              002824100      943    21150 SH       SOLE                      0        0    21150
D ABBOTT LABS                    COM              002824100    15054   337823 SH       SOLE                      0        0   337823
D ABBOTT LABS                    COM              002824100      839    18820 SH       SOLE                  18820        0        0
D ABBOTT LABS                    COM              002824100     5055   113433 SH       SOLE                      0        0   113433
D ABBOTT LABS                    COM              002824100     1690    37918 SH       SOLE                  37918        0        0
D ABBOTT LABS                    COM              002824100     1189    26680 SH       SOLE                      0        0    26680
D ABBOTT LABS                    COM              002824100    20346   456568 SH       SOLE                      0        0   456568
D ABLEST INC                     COM              00371W100       23     4400 SH       SOLE                   4400        0        0
D ACETO CORP                     COM              004446100      155    14101 SH       SOLE                  14101        0        0
D ACKERLEY GROUP INC             COM              004527107     2952   251200 SH       SOLE                 251200        0        0
D ACNIELSEN CORP                 COM              004833109     4749   215880 SH       SOLE                 215880        0        0
D ACNIELSEN CORP                 COM              004833109       33     1500 SH       SOLE                      0        0     1500
D ACNIELSEN CORP                 COM              004833109        4      170 SH       SOLE                      0        0      170
D ACXIOM CORP                    COM              005125109        5      200 SH       SOLE                    200        0        0
D ADAMS RES & ENERGY INC         COM              006351308       87     6500 SH       SOLE                   6500        0        0
D ADAPTEC INC                    COM              00651F108       16      700 SH       SOLE                      0        0      700
D ADAPTEC INC                    COM              00651F108       20      900 SH       SOLE                    900        0        0
D ADAPTEC INC                    COM              00651F108        7      300 SH       SOLE                      0        0      300
D ADELPHIA COMMUNICATIONS CL A   COM              00684810         5      100 SH       SOLE                    100        0        0
D ADOBE SYSTEMS                  COM              00724F101     5785    44500 SH       SOLE                  44500        0        0
D ADVANCED MARKETING SVCS INC    COM              00753T105     4060   220200 SH       SOLE                 220200        0        0
D ADVANCED FIBRE COMMUNICATION   COM              00754A105       18      390 SH       SOLE                    390        0        0
D ADVANCED FIBRE COMMUNICATION   COM              00754A105       17      380 SH       SOLE                      0        0      380
D ADVO INC                       COM              007585102    65694  1564140 SH       SOLE                1564140        0        0
D ADVO INC                       COM              007585102       19      450 SH       SOLE                      0        0      450
D AEGIS RLTY INC                 COM              00760P104      163    16400 SH       SOLE                  16400        0        0
D ADVANCED MICRO DEV             COM              007903107     1329    17200 SH       SOLE                  17200        0        0
D AEGON N V                      COM              007924103      235     6596 SH       SOLE                   6596        0        0
D AEGON N V                      COM              007924103     1448    40652 SH       SOLE                      0        0    40652
D AEGON N V                      COM              007924103       85     2391 SH       SOLE                   2391        0        0
D AEGON N V                      COM              007924103       62     1748 SH       SOLE                      0        0     1748
D AETNA INC                      COM              008117103      950    14800 SH       SOLE                      0        0    14800
D AETNA INC                      COM              008117103    18757   292220 SH       SOLE                 292220        0        0
D AETNA INC                      COM              008117103     1340    20880 SH       SOLE                      0        0    20880
D AFFILIATED COMPUTER SVCS CL A  COM              008190100        7      200 SH       SOLE                    200        0        0
D AFFYMETRIX INC                 COM              00826T108       58      350 SH       SOLE                    350        0        0
D AGILENT TECHNOLOGIES INC.      COM              00846U101      109     1478 SH       SOLE                   1478        0        0
D AGILENT TECHNOLOGIES INC.      COM              00846U101      608     8240 SH       SOLE                      0        0     8240
D AGILENT TECHNOLOGIES INC.      COM              00846U101      955    12944 SH       SOLE                  12944        0        0
D AGILENT TECHNOLOGIES INC.      COM              00846U101       97     1314 SH       SOLE                      0        0     1314
D AGILENT TECHNOLOGIES INC.      COM              00846U101       56      762 SH       SOLE                    762        0        0
D AGILENT TECHNOLOGIES INC.      COM              00846U101     3514    47644 SH       SOLE                      0        0    47644
D AGILENT TECHNOLOGIES INC.      COM              00846U101       59      800 SH       SOLE                      0        0      800
D AGRIBRANDS INTL INC            COM              00849R105        1       20 SH       SOLE                      0        0       20
D AIR PRODUCTS & CHEMICALS       COM              009158106      619    20078 SH       SOLE                  20078        0        0
D AIR PRODUCTS & CHEMICALS       COM              009158106     3213   104273 SH       SOLE                      0        0   104273
D AIR PRODUCTS & CHEMICALS       COM              009158106     4317   140110 SH       SOLE                 140110        0        0
D AIR PRODUCTS & CHEMICALS       COM              009158106     7462   242168 SH       SOLE                      0        0   242168
D AIR PRODUCTS & CHEMICALS       COM              009158106     1392    45160 SH       SOLE                      0        0    45160
D AIR PRODUCTS & CHEMICALS       COM              009158106      320    10400 SH       SOLE                      0        0    10400
D AIR PRODUCTS & CHEMICALS       COM              009158106      123     4000 SH       SOLE                   4000        0        0
D AIRBORNE FREIGHT               COM              009266107       11      600 SH       SOLE                    600        0        0
D AIRBORNE FREIGHT               COM              009266107       19     1000 SH       SOLE                      0        0     1000
D AKAMAI TECHNOLOGIES            COM              00971T101      119     1000 SH       SOLE                   1000        0        0
D ALBANY INTERNATIONAL CORP CL A COM              012348108     2178   150214 SH       SOLE                 150214        0        0
D ALBERTO CULVER CL B            COM              013068101        3      100 SH       SOLE                    100        0        0
D ALBERTO CULVER CL A            COM              013068200    12739   485300 SH       SOLE                 485300        0        0
D ALBERTSONS                     COM              013104104     1623    48825 SH       SOLE                      0        0    48825
D ALBERTSONS                     COM              013104104   106325  3197742 SH       SOLE                3197742        0        0
D ALBERTSONS                     COM              013104104     1329    39970 SH       SOLE                      0        0    39970
D ALCAN ALUMINIUM LTD            COM              013716105       16      500 SH       SOLE                    500        0        0
D ALCOA                          COM              013817106       97     3348 SH       SOLE                   3348        0        0
D ALCATEL                        COM              013904305    70424  1059000 SH       SOLE                1059000        0        0
D ALLEGHENY ENERGY INC           COM              017361106       55     2000 SH       SOLE                   2000        0        0
D ALLEGHENY TECHNOLOGIES INC     COM              01741R100        7      400 SH       SOLE                    400        0        0
D ALLEGIANCE TELECOM INC         COM              01747T102        6      100 SH       SOLE                    100        0        0
D ALLEN ORGAN CO CLASS B         COM              017753104      123     2100 SH       SOLE                   2100        0        0
D ALLERGAN INC                   COM              018490102       37      500 SH       SOLE                    500        0        0
D ALLERGAN INC                   COM              018490102       56      752 SH       SOLE                      0        0      752
D ALLERGAN INC                   COM              018490102       37      500 SH       SOLE                    500        0        0
D ALLERGAN SPECIALTY THERAP      COM              018494104        0       19 SH       SOLE                      0        0       19
D ALLIANT ENERGY CORP            COM              018802108        8      300 SH       SOLE                    300        0        0
D ALLIED CAP CORP NEW            COM              01903Q108      102     6000 SH       SOLE                   6000        0        0
D ALLIED WASTE INDUSTRIES INC    COM              019589308        5      500 SH       SOLE                    500        0        0
D ALLMERICA FINANCIAL CORP.      COM              019754100       16      300 SH       SOLE                    300        0        0
D ALLMERICA FINANCIAL CORP.      COM              019754100      105     2000 SH       SOLE                      0        0     2000
D ALLSTATE CORP                  COM              020002101      777    34900 SH       SOLE                      0        0    34900
D ALLSTATE CORP                  COM              020002101    15617   701890 SH       SOLE                 701890        0        0
D ALLSTATE CORP                  COM              020002101     1063    47760 SH       SOLE                      0        0    47760
D ALLTEL CORP                    COM              020039103      161     2596 SH       SOLE                   2596        0        0
D ALLTEL CORP                    COM              020039103       46      740 SH       SOLE                      0        0      740
D ALLTEL CORP                    COM              020039103       89     1430 SH       SOLE                      0        0     1430
D ALLTRISTA CORP                 COM              020040101     5907   276350 SH       SOLE                 276350        0        0
D ALPHA TECHNOLOGIES GROUP INC   COM              020781100     1195   100600 SH       SOLE                 100600        0        0
D ALPHARMA INC                   COM              020813101       56      900 SH       SOLE                    900        0        0
D ALTERA                         COM              021441100     1254    12300 SH       SOLE                  12300        0        0
D ALZA CORP CL A                 COM              022615108      452     7640 SH       SOLE                   7640        0        0
D ALZA CORP CL A                 COM              022615108       88     1490 SH       SOLE                      0        0     1490
D AMBAC                          COM              023139108       44      800 SH       SOLE                    800        0        0
D AMERADA HESS                   COM              023551104      154     2500 SH       SOLE                      0        0     2500
D AMERADA HESS                   COM              023551104      537     8700 SH       SOLE                   8700        0        0
D AMERADA HESS                   COM              023551104        6      100 SH       SOLE                    100        0        0
D AMEREN CORP                    COM              023608102       53     1566 SH       SOLE                   1566        0        0
D AMERICA ONLINE INC             COM              02364J104    24230   459881 SH       SOLE                 459881        0        0
D AMERICA ONLINE INC             COM              02364J104     3171    60180 SH       SOLE                      0        0    60180
D AMERICA ONLINE INC             COM              02364J104      456     8664 SH       SOLE                      0        0     8664
D AMERICAN AXLE & MFG HLDGS IN   COM              024061103       14     1000 SH       SOLE                   1000        0        0
D AMERICAN BILTRITE INC          COM              024591109       93     7300 SH       SOLE                   7300        0        0
D AMERICAN BUSINESS FINL SVCS    COM              02476B106       79     6900 SH       SOLE                   6900        0        0
D AMERICAN CTRY HLDGS            WT EXP 083100    025278110       23   183117 SH       SOLE                      0        0        X
D AMERICAN CTRY HLDGS            COM              025278201      287   114897 SH       SOLE                 114987        0        0
D AMERICAN ELECTRIC POWER        COM              025537101      100     3391 SH       SOLE                      0        0     3391
D AMERICAN ELECTRIC POWER        COM              025537101       84     2850 SH       SOLE                   2850        0        0
D AMERICAN ELECTRIC POWER        COM              025537101       11      360 SH       SOLE                    360        0        0
D AMERICAN EXPRESS               COM              025816109     4993    95794 SH       SOLE                      0        0    95794
D AMERICAN EXPRESS               COM              025816109   163950  3145321 SH       SOLE                3145321        0        0
D AMERICAN EXPRESS               COM              025816109      657    12597 SH       SOLE                      0        0    12597
D AMERICAN EXPRESS               COM              025816109     3771    72347 SH       SOLE                      0        0    72347
D AMERICAN EXPRESS               COM              025816109     1554    29815 SH       SOLE                      0        0    29815
D AMERICAN EXPRESS               COM              025816109      199     3825 SH       SOLE                   3825        0        0
D AMERICAN EXPRESS               COM              025816109       16      300 SH       SOLE                      0        0      300
D AMERICAN FINANCIAL GRP HLDGS   COM              025932101        2      100 SH       SOLE                    100        0        0
D AMERICAN GENERAL CORP          COM              026351106       98     1600 SH       SOLE                      0        0     1600
D AMERICAN GENERAL CORP          COM              026351106   109495  1794998 SH       SOLE                1794998        0        0
D AMERICAN GENERAL CORP          COM              026351106      580     9500 SH       SOLE                      0        0     9500
D AMER GREETINGS A               COM              026375105        2      100 SH       SOLE                    100        0        0
D AMER HOME PRODS                COM              026609107   145494  2476488 SH       SOLE                2476488        0        0
D AMER HOME PRODS                COM              026609107     1694    28840 SH       SOLE                  28840        0        0
D AMER HOME PRODS                COM              026609107    12696   216095 SH       SOLE                      0        0   216095
D AMER HOME PRODS                COM              026609107    14042   239016 SH       SOLE                      0        0   239016
D AMER HOME PRODS                COM              026609107       24      400 SH       SOLE                    400        0        0
D AMER HOME PRODS                COM              026609107      746    12690 SH       SOLE                      0        0    12690
D AMER HOME PRODS                COM              026609107     2150    36600 SH       SOLE                      0        0    36600
D AMER HOME PRODS                COM              026609107       18      300 SH       SOLE                      0        0      300
D AMER INTL GROUP                COM              026874107    45543   387599 SH       SOLE                 387599        0        0
D AMER INTL GROUP                COM              026874107    16872   143589 SH       SOLE                      0        0   143589
D AMER INTL GROUP                COM              026874107     2397    20396 SH       SOLE                      0        0    20396
D AMER INTL GROUP                COM              026874107     1468    12492 SH       SOLE                  12492        0        0
D AMER INTL GROUP                COM              026874107     5516    46941 SH       SOLE                      0        0    46941
D AMER INTL GROUP                COM              026874107     1036     8816 SH       SOLE                      0        0     8816
D AMER INTL GROUP                COM              026874107       36      308 SH       SOLE                      0        0      308
D AMERICAN PACIFIC CORP          COM              028740108       86    15200 SH       SOLE                  15200        0        0
D AMERICAN POWER CONVERSION      COM              029066107       41     1000 SH       SOLE                   1000        0        0
D AMERICAN STD COS INC           COM              029712106       21      500 SH       SOLE                    500        0        0
D AMERICAN STS WTR CO            COM              029899101      419    14100 SH       SOLE                  14100        0        0
D AMERICAN TOWER CORP CL A       COM              029912201        4      100 SH       SOLE                    100        0        0
D AMERICAN TECH CERAMICS         COM              030137103      401    14400 SH       SOLE                  14400        0        0
D AMERICAN WATER WORKS INC       COM              030411102       10      400 SH       SOLE                    400        0        0
D AMERISOURCE HEALTH CORP        COM              03071P102       40     1300 SH       SOLE                   1300        0        0
D AMF BOWLING INC                DB CV ZERO       03113VAA7      903 27840000 PR       SOLE                      0        0       X
D AMGEN                          COM              031162100      141     2000 SH       SOLE                      0        0     2000
D AMGEN                          COM              031162100     5367    76400 SH       SOLE                      0        0    76400
D AMGEN                          COM              031162100     5702    81166 SH       SOLE                  81166        0        0
D AMGEN                          COM              031162100       98     1400 SH       SOLE                   1400        0        0
D AMGEN                          COM              031162100      843    12000 SH       SOLE                      0        0    12000
D AMGEN                          COM              031162100       84     1200 SH       SOLE                      0        0     1200
D AMGEN                          COM              031162100      464     6600 SH       SOLE                      0        0     6600
D AMGEN                          COM              031162100      358     5100 SH       SOLE                   5100        0        0
D AMKOR TECHNOLOGY INC           COM              031652100       18      500 SH       SOLE                    500        0        0
D AMPLICON INC                   COM              032101107      205    21600 SH       SOLE                  21600        0        0
D AMREP CORP                     COM              032159105       80    14200 SH       SOLE                  14200        0        0
D AMSOUTH BANCORP                COM              032165102     1018    64608 SH       SOLE                  64608        0        0
D AMSOUTH BANCORP                COM              032165102       59     3742 SH       SOLE                      0        0     3742
D AMWEST INSURANCE GROUP         COM              032345100       35     7370 SH       SOLE                   7370        0        0
D ANADARKO PETROLEUM             COM              032511107      459     9300 SH       SOLE                      0        0     9300
D ANADARKO PETROLEUM             COM              032511107       82     1660 SH       SOLE                   1660        0        0
D ANADARKO PETROLEUM             COM              032511107      170     3440 SH       SOLE                      0        0     3440
D ANALOG DEVICES                 COM              032654105    22506   296134 SH       SOLE                 296134        0        0
D ANALOG DEVICES                 COM              032654105      129     1700 SH       SOLE                      0        0     1700
D ANALYTICAL SURVEYS INC         COM              032683302       42    13500 SH       SOLE                  13500        0        0
D ANDERSONS INC                  COM              034164103      133    14000 SH       SOLE                  14000        0        0
D ANDREW CORP                    COM              034425108     1268    37784 SH       SOLE                      0        0    37784
D ANDREW CORP                    COM              034425108      204     6086 SH       SOLE                   6086        0        0
D ANDREW CORP                    COM              034425108      272     8100 SH       SOLE                      0        0     8100
D ANDREW CORP                    COM              034425108      155     4619 SH       SOLE                   4619        0        0
D ANDRX CORP                     COM              034551101        6      100 SH       SOLE                    100        0        0
D ANHEUSER BUSCH                 COM              035229103       30      400 SH       SOLE                      0        0      400
D ANHEUSER BUSCH                 COM              035229103     3425    45856 SH       SOLE                      0        0    45856
D ANHEUSER BUSCH                 COM              035229103     7883   105551 SH       SOLE                 105551        0        0
D ANHEUSER BUSCH                 COM              035229103      448     6000 SH       SOLE                      0        0     6000
D ANHEUSER BUSCH                 COM              035229103      545     7294 SH       SOLE                   7294        0        0
D ANHEUSER BUSCH                 COM              035229103     2405    32200 SH       SOLE                      0        0    32200
D ANHEUSER BUSCH                 COM              035229103       78     1048 SH       SOLE                      0        0     1048
D AON CORP                       COM              037389103       40     1300 SH       SOLE                   1300        0        0
D AON CORP                       COM              037389103      115     3712 SH       SOLE                   3712        0        0
D APACHE                         COM              037411105   114280  1943100 SH       SOLE                1943100        0        0
D APARTMENT INVT & MGMT CL A     COM              03748R101       17      400 SH       SOLE                    400        0        0
D APOLLO GROUP INC CL A          COM              037604105        3      100 SH       SOLE                    100        0        0
D APPLE COMPUTER                 COM              037833100      869    16600 SH       SOLE                      0        0    16600
D APPLE COMPUTER                 COM              037833100    15168   289600 SH       SOLE                 289600        0        0
D APPLE COMPUTER                 COM              037833100     1282    24480 SH       SOLE                      0        0    24480
D APPLIED EXTRUSION TECHNOLOGIES COM              038196101        5      900 SH       SOLE                      0        0      900
D APPLIED MATERIAL               COM              038222105    10080   111226 SH       SOLE                 111226        0        0
D APPLIED MATERIAL               COM              038222105        9      104 SH       SOLE                      0        0      104
D APPLIED MICRO CIRCUITS CORP    COM              03822W109       74      750 SH       SOLE                    750        0        0
D APPLIED MICRO CIRCUITS CORP    COM              03822W109       22      220 SH       SOLE                      0        0      220
D APPLIED SCIENCE & TECHNOLOGY   COM              038236105       52     2000 SH       SOLE                   2000        0        0
D APTARGROUP INC                 COM              038336103      932    34510 SH       SOLE                  34510        0        0
D APTARGROUP INC                 COM              038336103        5      180 SH       SOLE                      0        0      180
D APTARGROUP INC                 COM              038336103       25      930 SH       SOLE                      0        0      930
D ARCHER-DANIELS-MIDLD           COM              039483102      243    24799 SH       SOLE                      0        0    24799
D ARCHER-DANIELS-MIDLD           COM              039483102       37     3800 SH       SOLE                   3800        0        0
D ARCHSTONE COMMUNITIES TRUST    COM              039581103        6      300 SH       SOLE                    300        0        0
D AREA BANCSHARES CORP.          COM              039872106     1166    52254 SH       SOLE                      0        0    52254
D ARGOSY GAMING CO               COM              040228108       65     4500 SH       SOLE                   4500        0        0
D ARIBA INC                      COM              04033V104       88      900 SH       SOLE                    900        0        0
D ARROW ELECTRONICS              COM              042735100     1085    35000 SH       SOLE                  35000        0        0
D ARROW INTL INC                 COM              042764100       23      700 SH       SOLE                    700        0        0
D ASHLAND INC                    COM              044204105       25      700 SH       SOLE                    700        0        0
D ASHLAND INC                    COM              044204105       28      786 SH       SOLE                      0        0      786
D ASSOCIATED BANC CORP           COM              045487105        7      330 SH       SOLE                    330        0        0
D ASSOCIATED MATERIALS INC       COM              045709102      238    15700 SH       SOLE                  15700        0        0
D ASSOCIATED MATERIALS           COM              045709102     1991   132751 SH       SOLE                 132751        0       0
D AT HOME CORP  SER A            COM              045919107       10      500 SH       SOLE                    500        0        0
D ASSOCIATES FIRST CAPITAL CORP  COM              046008108       85     3800 SH       SOLE                   3800        0        0
D ASSOCIATES FIRST CAPITAL CORP  COM              046008108       19      864 SH       SOLE                      0        0      864
D ASTEC INDUSTRIES INC           COM              046224101       51     2000 SH       SOLE                      0        0     2000
D ASTRAZENECA PLC                COM              046353108       35      756 SH       SOLE                      0        0      756
D ASTRAZENECA PLC                COM              046353108       33      700 SH       SOLE                    700        0        0
D ASTRONICS CORP                 COM              046433108     1391   150410 SH       SOLE                 150410        0        0
D ATMEL CORP                     COM              049513104       22      600 SH       SOLE                    600        0        0
D ATRION CORP                    COM              049904105       50     4000 SH       SOLE                   4000        0        0
D AUTODESK INC                   COM              052769106       14      400 SH       SOLE                    400        0        0
D AUTOLIV INC                    COM              052800109        7      306 SH       SOLE                      0        0      306
D AUTOLIV INC                    COM              052800109       11      460 SH       SOLE                      0        0      460
D AUTOLIV INC                    COM              052800109       12      500 SH       SOLE                    500        0        0
D AUTOMATIC DATA PROCESSING      COM              053015103    22556   421120 SH       SOLE                 421120        0        0
D AUTOMATIC DATA PROCESSING      COM              053015103     7563   141191 SH       SOLE                      0        0   141191
D AUTOMATIC DATA PROCESSING      COM              053015103    12748   238000 SH       SOLE                      0        0   238000
D AUTOMATIC DATA PROCESSING      COM              053015103      522     9740 SH       SOLE                   9740        0        0
D AUTOMATIC DATA PROCESSING      COM              053015103     2726    50900 SH       SOLE                      0        0    50900
D AUTOMATIC DATA PROCESSING      COM              053015103      775    14477 SH       SOLE                  14477        0        0
D AUTOMATIC DATA PROCESSING      COM              053015103       58     1080 SH       SOLE                      0        0     1080
D AUTONATION INC                 COM              05329W102       11     1600 SH       SOLE                   1600        0        0
D AUTOZONE INC                   COM              053332102       13      600 SH       SOLE                    600        0        0
D AVALONBAY COMMUNITIES INC      COM              053484101        8      200 SH       SOLE                    200        0        0
D AVERY DENNISON CORP            COM              053611109    92539  1378600 SH       SOLE                1378600        0        0
D AVERY DENNISON CORP            COM              053611109       67     1000 SH       SOLE                      0        0     1000
D AVERY DENNISON CORP            COM              053611109       34      500 SH       SOLE                      0        0      500
D AVNET INC                      COM              053807103     1013    17100 SH       SOLE                  17100        0        0
D AVON PRODUCTS                  COM              054303102      105     2362 SH       SOLE                   2362        0        0
D AZTEC MANUFACTURING CO         COM              054825104     1718   105700 SH       SOLE                 105700        0        0
D BB&T CORP                      COM              054937107       53     2200 SH       SOLE                   2200        0        0
D BB&T CORP                      COM              054937107      100     4200 SH       SOLE                      0        0     4200
D BCE INC                        COM              05534B109      119     5000 SH       SOLE                      0        0     5000
D BEI TECHNOLOGIES INC           COM              05538P104      409    16000 SH       SOLE                  16000        0        0
D BHC COMMUNICATIONS CL A        COM              055448104       15      100 SH       SOLE                    100        0        0
D BISYS GROUP INC (THE)          COM              055472104        6      100 SH       SOLE                    100        0        0
D BJ SERVICES CO                 COM              055482103      588     9400 SH       SOLE                   9400        0        0
D BJ'S WHOLESALE CLUB INC.       COM              05548J106    70835  2146520 SH       SOLE                2146520        0        0
D BJ'S WHOLESALE CLUB INC.       COM              05548J106       13      400 SH       SOLE                      0        0      400
D BP AMOCO PLC -SPONS ADR        COM              055622104     5368    94896 SH       SOLE                      0        0    94896
D BP AMOCO PLC -SPONS ADR        COM              055622104   221229  3911195 SH       SOLE                3911195        0        0
D BP AMOCO PLC -SPONS ADR        COM              055622104     6272   110884 SH       SOLE                      0        0   110884
D BP AMOCO PLC -SPONS ADR        COM              055622104     1088    19240 SH       SOLE                      0        0    19240
D BP AMOCO PLC -SPONS ADR        COM              055622104     1298    22948 SH       SOLE                      0        0    22948
D BP AMOCO PLC -SPONS ADR        COM              055622104      643    11364 SH       SOLE                  11364        0        0
D BMC SOFTWARE INC               COM              055921100       40     1100 SH       SOLE                   1100        0        0
D BTU INTL INC                   COM              056032105     1925   160400 SH       SOLE                 160400        0        0
D BACOU USA INC                  COM              056439102     8570   428500 SH       SOLE                 428500        0        0
D BADGER METER INC               COM              056525108      189     7500 SH       SOLE                   7500        0        0
D BADGER PAPER MILLS             COM              056543101       18     4500 SH       SOLE                   4500        0        0
D BAKER MICHAEL CORP             COM              057149106       98    15000 SH       SOLE                  15000        0        0
D BAKER HUGHES INC               COM              057224107       73     2280 SH       SOLE                      0        0     2280
D BAKER HUGHES INC               COM              057224107       29      900 SH       SOLE                    900        0        0
D BALCHEM CORP CL B              COM              057665200     2142   190400 SH       SOLE                 190400        0        0
D BALL CORP                      COM              058498106        3      100 SH       SOLE                    100        0        0
D BALTEK CORP                    COM              058822107       33     4480 SH       SOLE                   4480        0        0
D BANCFIRST CORP                 COM              05945F103     6158   195500 SH       SOLE                 195500        0        0
D BANCINSURANCE CORP             COM              05945K102       44    10500 SH       SOLE                  10500        0        0
D BANCWEST CORP NEW              COM              059790105       25     1500 SH       SOLE                   1500        0        0
D BANGOR-HYDRO-ELECTRIC          COM              060077104     4254   181500 SH       SOLE                 181500        0        0
D BANK OF AMERICA CORP           COM              060505104     1975    45925 SH       SOLE                  45925        0        0
D BANK OF AMERICA CORP           COM              060505104      815    18950 SH       SOLE                      0        0    18950
D BANK OF AMERICA CORP           COM              060505104       11      250 SH       SOLE                    250        0        0
D BANK OF AMERICA CORP           COM              060505104      157     3644 SH       SOLE                   3644        0        0
D BANK OF AMERICA CORP           COM              060505104      463    10760 SH       SOLE                      0        0    10760
D BANK OF AMERICA CORP           COM              060505104      280     6507 SH       SOLE                      0        0     6507
D BANK OF AMERICA CORP           COM              060505104       22      522 SH       SOLE                      0        0      522
D BANK OF THE OZARKS, INC.       COM              063904106     2833   173000 SH       SOLE                 173000        0        0
D BANK OF NEW YORK               COM              064057102   174644  3755778 SH       SOLE                3755778        0        0
D BANK OF NEW YORK               COM              064057102      612    13160 SH       SOLE                      0        0    13160
D BANK OF NEW YORK               COM              064057102        7      140 SH       SOLE                      0        0      140
D BANK ONE CORP                  COM              06423A101     1344    50604 SH       SOLE                      0        0    50604
D BANK ONE CORP                  COM              06423A101      537    20202 SH       SOLE                  20202        0        0
D BANK ONE CORP                  COM              06423A101      106     4000 SH       SOLE                      0        0     4000
D BANK ONE CORP                  COM              06423A101      452    17000 SH       SOLE                      0        0    17000
D BANK ONE CORP                  COM              06423A101       68     2566 SH       SOLE                   2566        0        0
D BANK ONE CORP                  COM              06423A101      129     4846 SH       SOLE                      0        0     4846
D BANK UTD CORP                  COM              065412108       99     2800 SH       SOLE                   2800        0        0
D BANKNORTH GROUP INC (2000)     COM              06646R107     3553   232000 SH       SOLE                      0        0   232000
D BANKNORTH GROUP INC (2000)     COM              06646R107    11565   755209 SH       SOLE                 755209        0        0
D BARD C.R.                      COM              067383109       14      300 SH       SOLE                    300        0        0
D BARRICK GOLD CORP              COM              067901108       11      600 SH       SOLE                    600        0        0
D BAUSCH & LOMB                  COM              071707103       23      300 SH       SOLE                    300        0        0
D BAXTER INTERNATIONAL INC       COM              071813109      295     4200 SH       SOLE                   4200        0        0
D BAXTER INTERNATIONAL INC       COM              071813109       14      200 SH       SOLE                      0        0      200
D BAXTER INTERNATIONAL INC       COM              071813109      136     1932 SH       SOLE                      0        0     1932
D BEA SYSTEMS INC                COM              073325102       79     1600 SH       SOLE                   1600        0        0
D BEAR STEARNS COS INC           COM              073902108       37      900 SH       SOLE                    900        0        0
D BECKMAN COULTER INC            COM              075811109     1208    20700 SH       SOLE                  20700        0        0
D BECKMAN COULTER INC            COM              075811109        8      137 SH       SOLE                      0        0      137
D BECTON DICKINSON & CO          COM              075887109   102562  3575100 SH       SOLE                3575100        0        0
D BECTON DICKINSON & CO          COM              075887109      126     4400 SH       SOLE                      0        0     4400
D BED BATH & BEYOND INC          COM              075896100       22      600 SH       SOLE                    600        0        0
D BEL FUSE INC CL A              COM              077347201      491    18200 SH       SOLE                  18200        0        0
D BEL FUSE INC CL B              COM              077347300     1003    37500 SH       SOLE                  37500        0        0
D BELDEN INC                     COM              077459105     3867   150900 SH       SOLE                 150900        0        0
D BELDEN INC                     COM              077459105       19      750 SH       SOLE                    750        0        0
D BELDEN INC                     COM              077459105       15      600 SH       SOLE                      0        0      600
D BELDEN INC                     COM              077459105        5      210 SH       SOLE                      0        0      210
D BELL ATLANTIC CORP             COM              077853109       81     1600 SH       SOLE                      0        0     1600
D BELL ATLANTIC CORP             COM              077853109      166     3270 SH       SOLE                   3270        0        0
D BELL ATLANTIC CORP             COM              077853109      701    13790 SH       SOLE                      0        0    13790
D BELL ATLANTIC CORP             COM              077853109     1255    24707 SH       SOLE                  24707        0        0
D BELL ATLANTIC CORP             COM              077853109      527    10366 SH       SOLE                      0        0    10366
D BELL ATLANTIC CORP             COM              077853109       31      614 SH       SOLE                      0        0      614
D BELL ATLANTIC CORP             COM              077853109     4338    85372 SH       SOLE                      0        0    85372
D BELL MICROPRODUCTS INC         COM              078137106      347    18900 SH       SOLE                  18900        0        0
D BELLSOUTH CORP.                COM              079860102      331     7768 SH       SOLE                   7768        0        0
D BELLSOUTH CORP.                COM              079860102     1610    37768 SH       SOLE                      0        0    37768
D BELLSOUTH CORP.                COM              079860102    93579  2195405 SH       SOLE                2195405        0        0
D BELLSOUTH CORP.                COM              079860102     1479    34698 SH       SOLE                      0        0    34698
D BELLSOUTH CORP.                COM              079860102      290     6800 SH       SOLE                      0        0     6800
D BELLSOUTH CORP.                COM              079860102       26      600 SH       SOLE                      0        0      600
D BELO A H CORP                  COM              080555105        7      400 SH       SOLE                    400        0        0
D BEMIS CO.                      COM              081437105       10      300 SH       SOLE                    300        0        0
D BENCHMARK ELECTRONICS          COM              08160H101    40418  1105430 SH       SOLE                1105430        0        0
D BENCHMARK ELECTRONICS          COM              08160H101       15      400 SH       SOLE                      0        0      400
D BERKSHIRE ENERGY RES           COM              084644103      187     5000 SH       SOLE                   5000        0        0
D BERKSHIRE HATHAWAY CL A        COM              084670100       54        1 SH       SOLE                      0        0        1
D BERKSHIRE HATHAWAY CL A        COM              084670100      108        2 SH       SOLE                      2        0        0
D BERKSHIRE HATHAWAY CL B        COM              084670207     4175     2372 SH       SOLE                      0        0     2372
D BERKSHIRE HATHAWAY CL B        COM              084670207     4355     2474 SH       SOLE                   2474        0        0
D BERKSHIRE HATHAWAY CL B        COM              084670207      864      491 SH       SOLE                      0        0      491
D BERKSHIRE HATHAWAY CL B        COM              084670207      627      356 SH       SOLE                      0        0      356
D BERKSHIRE HATHAWAY CL B        COM              084670207     1153      655 SH       SOLE                      0        0      655
D BERKSHIRE HATHAWAY CL B        COM              084670207      301      171 SH       SOLE                    171        0        0
D BEST BUY COMPANY INC           COM              086516101     9370   148140 SH       SOLE                 148140        0        0
D BESTFOODS                      COM              08658U101      689     9950 SH       SOLE                   9950        0        0
D BESTFOODS                      COM              08658U101     3506    50625 SH       SOLE                      0        0    50625
D BESTFOODS                      COM              08658U101   109594  1582582 SH       SOLE                1582582        0        0
D BESTFOODS                      COM              08658U101      609     8800 SH       SOLE                      0        0     8800
D BESTFOODS                      COM              08658U101    11980   173000 SH       SOLE                      0        0   173000
D BESTFOODS                      COM              08658U101       42      600 SH       SOLE                      0        0      600
D BETHLEHEM STEEL                COM              087509105        1      200 SH       SOLE                    200        0        0
D BINDLEY WESTN INDS INC         COM              090324104     6533   247099 SH       SOLE                 247099        0        0
D BIOCHEM PHARMA INC             COM              09058T108       22      900 SH       SOLE                      0        0      900
D BIOGEN INC                     COM              090597105       71     1100 SH       SOLE                   1100        0        0
D BIOMET INC.                    COM              090613100     7553   196500 SH       SOLE                 196500        0        0
D BLACK & DECKER                 COM              091797100        8      200 SH       SOLE                    200        0        0
D BLACK HAWK GAMING & DEV INC    COM              092067107       50     8000 SH       SOLE                   8000        0        0
D BLOCK H & R INC                COM              093671105       13      400 SH       SOLE                    400        0        0
D BLONDER TONGUE LABS INC        COM              093698108      104    14000 SH       SOLE                  14000        0        0
D BOCA RESEARCH                  COM              096888102       22     4100 SH       SOLE                   4100        0        0
D BOEING                         COM              097023105     1777    42500 SH       SOLE                      0        0    42500
D BOEING                         COM              097023105   229528  5489386 SH       SOLE                5489386        0        0
D BOEING                         COM              097023105      295     7050 SH       SOLE                      0        0     7050
D BOEING                         COM              097023105     1134    27120 SH       SOLE                      0        0    27120
D BOEING                         COM              097023105       46     1100 SH       SOLE                   1100        0        0
D BOISE CASCADE                  COM              097383103       10      400 SH       SOLE                    400        0        0
D BOOKS-A-MILLION INC            COM              098570104      171    36900 SH       SOLE                  36900        0        0
D BOSTON SCIENTIFIC CORP         COM              101137107      706    32190 SH       SOLE                  32190        0        0
D BOSTON SCIENTIFIC CORP         COM              101137107      551    25100 SH       SOLE                      0        0    25100
D BOSTON SCIENTIFIC CORP         COM              101137107       26     1200 SH       SOLE                   1200        0        0
D BOSTON SCIENTIFIC CORP         COM              101137107       88     4000 SH       SOLE                      0        0     4000
D BOSTON SCIENTIFIC CORP         COM              101137107     1755    80000 SH       SOLE                      0        0    80000
D BOSTON SCIENTIFIC CORP         COM              101137107        5      220 SH       SOLE                      0        0      220
D BOWATER INC                    COM              102183100        9      200 SH       SOLE                    200        0        0
D BOWL AMERICA INC CL A          COM              102565108       91    11550 SH       SOLE                  11550        0        0
D BRIDGFORD FOODS CORP           COM              108763103     2656   221318 SH       SOLE                 221318        0        0
D BRIGGS & STRATTON              COM              109043109        3      100 SH       SOLE                    100        0        0
D BRINKER INTERNATIONAL          COM              109641100     1541    52700 SH       SOLE                  52700        0        0
D BRISTOL-MYERS SQUIBB CO        COM              110122108    16000   274678 SH       SOLE                 274678        0        0
D BRISTOL-MYERS SQUIBB CO        COM              110122108     3753    64436 SH       SOLE                      0        0    64436
D BRISTOL-MYERS SQUIBB CO        COM              110122108       87     1500 SH       SOLE                      0        0     1500
D BRISTOL-MYERS SQUIBB CO        COM              110122108      105     1810 SH       SOLE                      0        0     1810
D BRISTOL-MYERS SQUIBB CO        COM              110122108      463     7955 SH       SOLE                   7955        0        0
D BRISTOL-MYERS SQUIBB CO        COM              110122108     2225    38200 SH       SOLE                      0        0    38200
D BRISTOL-MYERS SQUIBB CO        COM              110122108       22      380 SH       SOLE                      0        0      380
D BROADCOM CORP CL A             COM              111320107       88      400 SH       SOLE                    400        0        0
D BROADVISION INC                COM              111412102       51     1000 SH       SOLE                   1000        0        0
D BROADVISION INC                COM              111412102        9      177 SH       SOLE                      0        0      177
D BROADWING INC                  COM              111620100       21      800 SH       SOLE                    800        0        0
D BROCADE COMMUNICATIONS SYSTEMS COM              111621108      110      600 SH       SOLE                    600        0        0
D BROWN & SHARPE MFG             COM              115223109     1813   659200 SH       SOLE                 659200        0        0
D BROWN FORMAN A                 COM              115637100      207     3926 SH       SOLE                      0        0     3926
D BROWN FORMAN B                 COM              115637209    83743  1558000 SH       SOLE                1558000        0        0
D BRUNSWICK CORP                 COM              117043109       15      900 SH       SOLE                    900        0        0
D BRUSH ENGINEERED MATERIALS INC COM              117421107     7708   493300 SH       SOLE                 493300        0        0
D BUCKEYE TECHNOLOGIES INC       COM              118255108       48     2200 SH       SOLE                   2200        0        0
D BUDGET GROUP INC               COM CL A         119003101     1966   476726 SH       SOLE                 476726        0       40
D BUILDING MATERIALS HLDG CORP   COM              120113105      211    23900 SH       SOLE                  23900        0        0
D BURLINGTON NORTHERN SANTA FE   COM              12189T104      333    14500 SH       SOLE                      0        0    14500
D BURLINGTON NORTHERN SANTA FE   COM              12189T104      108     4727 SH       SOLE                      0        0     4727
D BURLINGTON NORTHERN SANTA FE   COM              12189T104    67332  2935380 SH       SOLE                2935380        0        0
D BURLINGTON RESOURCES INC       COM              122014103      226     5900 SH       SOLE                      0        0     5900
D BURLINGTON RESOURCES INC       COM              122014103       99     2600 SH       SOLE                      0        0     2600
D BURLINGTON RESOURCES INC       COM              122014103    85466  2234400 SH       SOLE                2234400        0        0
D BURLINGTON RESOURCES INC       COM              122014103       47     1234 SH       SOLE                      0        0     1234
D BURR-BROWN                     COM              122574106    11339   130800 SH       SOLE                 130800        0        0
D CCB FINANCIAL CORP             COM              124875105     8107   219100 SH       SOLE                 219100        0        0
D S&P500 12/16/00 PUT 1300       COM              12488YXT1       37     1500 SH       SOLE                      0        0     1500
D CDI CORP                       COM              125071100     1466    71930 SH       SOLE                  71930        0        0
D CDW COMPUTER CTRS INC          COM              125129106       13      200 SH       SOLE                    200        0        0
D CEC ENTMT INC                  COM              125137109     2088    81500 SH       SOLE                  81500        0        0
D CE FRANKLIN LTD                COM              125151100     1682   226200 SH       SOLE                 226200        0        0
D CFS BANCORP                    COM              12525D102     1749   191000 SH       SOLE                 191000        0        0
D CH  ROBINSON WORLDWIDE INC.    COM              12541W100    18553   374800 SH       SOLE                 374800        0        0
D CIGNA CORP                     COM              125509109      196     2100 SH       SOLE                      0        0     2100
D CIGNA CORP                     COM              125509109      224     2400 SH       SOLE                   2400        0        0
D CIGNA CORP                     COM              125509109      126     1350 SH       SOLE                   1350        0        0
D CIGNA CORP                     COM              125509109     3780    40425 SH       SOLE                      0        0    40425
D CIGNA CORP                     COM              125509109      281     3000 SH       SOLE                      0        0     3000
D CIT GROUP INC CL A             COM              125577106        5      300 SH       SOLE                    300        0        0
D CLECO CORP                     COM              12561W105       10      300 SH       SOLE                    300        0        0
D CMGI INC                       COM              125750109       14      300 SH       SOLE                    300        0        0
D CMS ENERGY CORP                COM              125896100       13      600 SH       SOLE                    600        0        0
D CTG RESOURCES INC              COM              125957100        7      202 SH       SOLE                      0        0      202
D CTG RESOURCES INC              COM              125957100      514    14000 SH       SOLE                  14000        0        0
D CNA FINANCIAL CORP             COM              126117100        3      100 SH       SOLE                    100        0        0
D CNA SURETY CORP                COM              12612L108       27     2300 SH       SOLE                   2300        0        0
D CNF TRANSPORTATION INC         COM              12612W104       23     1000 SH       SOLE                   1000        0        0
D CPAC INC                       COM              126145101       95    12700 SH       SOLE                  12700        0        0
D CP&L ENERGY INC                COM              12614C106      166     5200 SH       SOLE                      0        0     5200
D CP&L ENERGY INC                COM              12614C106      176     5500 SH       SOLE                      0        0     5500
D CP&L ENERGY INC                COM              12614C106      138     4320 SH       SOLE                   4320        0        0
D CP&L ENERGY INC                COM              12614C106        6      200 SH       SOLE                    200        0        0
D CSG SYS INTL INC               COM              126349109        6      100 SH       SOLE                    100        0        0
D CSX CORP.                      COM              126408103      521    24600 SH       SOLE                      0        0    24600
D CSX CORP.                      COM              126408103     9933   468798 SH       SOLE                 468798        0        0
D CSX CORP.                      COM              126408103       24     1150 SH       SOLE                   1150        0        0
D CSX CORP.                      COM              126408103      525    24760 SH       SOLE                      0        0    24760
D CSX CORP.                      COM              126408103       17      800 SH       SOLE                      0        0      800
D CT COMMUNICATIONS INC          COM              126426402    19608   689500 SH       SOLE                 689500        0        0
D CUNO INC                       COM              126583103    45465  1966060 SH       SOLE                1966060        0        0
D CUNO INC                       COM              126583103       20      880 SH       SOLE                      0        0      880
D CVS CORP                       COM              126650100     1509    37730 SH       SOLE                  37730        0        0
D CVS CORP                       COM              126650100      237     5930 SH       SOLE                      0        0     5930
D CVS CORP                       COM              126650100     4408   110200 SH       SOLE                      0        0   110200
D CVS CORP                       COM              126650100      140     3500 SH       SOLE                      0        0     3500
D CVS CORP                       COM              126650100      145     3620 SH       SOLE                      0        0     3620
D CVS CORP                       COM              126650100       28      700 SH       SOLE                    700        0        0
D CVS CORP                       COM              126650100       22      540 SH       SOLE                      0        0      540
D CABLETRON SYSTEMS              COM              126920107       18      700 SH       SOLE                    700        0        0
D CABLE DESIGN TECHNOLOGIES CO   COM              126924109    24268   724420 SH       SOLE                 724420        0        0
D CABOT CORPORATION              COM              127055101      112     4110 SH       SOLE                   4110        0        0
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D CADENCE DESIGN SYS             COM              127387108       26     1280 SH       SOLE                   1280        0        0
D CAGLES INC CL A                COM              127703106       70     9300 SH       SOLE                   9300        0        0
D CALIFORNIA WATER SERVICE GROUP COM              130788102      110     4554 SH       SOLE                   4554        0        0
D CALPINE CORP                   COM              131347106    10711   162900 SH       SOLE                 162900        0        0
D CALPINE CORP                   COM              131347106       13      200 SH       SOLE                      0        0      200
D CAMPBELL SOUP                  COM              134429109       46     1566 SH       SOLE                   1566        0        0
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D CAPITAL CORP OF THE WEST       COM              140065103     4683   451335 SH       SOLE                 451335        0        0
D CAPITAL ONE FINANCIAL          COM              14040H105       40      900 SH       SOLE                    900        0        0
D CAPITOL TRANSAMERICA           COM              140640103      285    24100 SH       SOLE                  24100        0        0
D CARDINAL HEALTH INC            COM              14149Y108     2502    33816 SH       SOLE                  33816        0        0
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D CARDINAL HEALTH INC            COM              14149Y108       35      469 SH       SOLE                    469        0        0
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D CARDINAL HEALTH INC            COM              14149Y108       32      427 SH       SOLE                    427        0        0
D CAREMARK RX INC                COM              141705103        0       60 SH       SOLE                      0        0       60
D CAREMARK RX INC                COM              141705103        1       90 SH       SOLE                     90        0        0
D CAREY INTERNATIONAL INC        COM              141750109     1021    73600 SH       SOLE                  73600        0        0
D CARLISLE COMPANIES             COM              142339100    73580  1635100 SH       SOLE                1635100        0        0
D CARMIKE CINEMAS INC CL A       COM              143436103       74    19200 SH       SOLE                  19200        0        0
D CARNIVAL CORP                  COM              143658102       23     1200 SH       SOLE                   1200        0        0
D CARRAMERICA REALTY CORP        COM              144418100        5      200 SH       SOLE                    200        0        0
D CARTER WALLACE                 COM              146285101       20     1000 SH       SOLE                      0        0     1000
D CASCADE CORP                   COM              147195101      294    24600 SH       SOLE                  24600        0        0
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D ETOWN CORP                     COM              269242103     4724    71100 SH       SOLE                  71100        0        0
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D EDELBROCK CORP                 COM              279434104      105    10400 SH       SOLE                  10400        0        0
D EDISON INTERNATIONAL           COM              281020107      109     5300 SH       SOLE                   5300        0        0
D EDO CORP                       COM              281347104     3445   545750 SH       SOLE                 545750        0        0
D EDWARDS A G INC                COM              281760108       31      800 SH       SOLE                    800        0        0
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D EL PASO ELEC CO                COM              283677854     9270   828600 SH       SOLE                 828600        0        0
D EL PASO ENERGY CORP            COM              283905107      120     2350 SH       SOLE                   2350        0        0
D EL PASO ENERGY CORP            COM              283905107       20      400 SH       SOLE                      0        0      400
D EL PASO ENERGY CORP            COM              283905107       41      800 SH       SOLE                      0        0      800
D EL PASO ENERGY CORP            COM              283905107      101     1980 SH       SOLE                   1980        0        0
D ELANTEC SEMICONDUCTOR INC      COM              284155108     3057    43900 SH       SOLE                  43900        0        0
D ELCOR CORP                     COM              284443108    16406   713300 SH       SOLE                 713300        0        0
D ELECTRONIC ARTS                COM              285512109       15      200 SH       SOLE                    200        0        0
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D ELECTRONIC DATA SYSTEMS        COM              285661104       41     1000 SH       SOLE                      0        0     1000
D ELECTRONICS FOR IMAGING INC    COM              286082102        5      200 SH       SOLE                    200        0        0
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D EMCOR GROUP INC                SUB NT CV        29084QAC4     4381  4550000 PR       SOLE                      0        0        X
D EMERSON ELECTRIC               COM              291011104       36      600 SH       SOLE                      0        0      600
D EMERSON ELECTRIC               COM              291011104      526     8720 SH       SOLE                   8720        0        0
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D EMERSON ELECTRIC               COM              291011104     1267    20980 SH       SOLE                  20980        0        0
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D EMERSON ELECTRIC               COM              291011104     8169   135300 SH       SOLE                      0        0   135300
D ENCORE WIRE CORP               COM              292562105      162    30100 SH       SOLE                  30100        0        0
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D ENERGY EAST CORP               COM              29266M109      113     5912 SH       SOLE                      0        0     5912
D ENERGIZER HOLDINGS INC         COM              29266R108        4      200 SH       SOLE                      0        0      200
D ENERGIZER HOLDINGS INC         COM              29266R108        9      512 SH       SOLE                      0        0      512
D ENERGIZER HOLDINGS INC         COM              29266R108       17      915 SH       SOLE                      0        0      915
D ENERGIZER HOLDINGS INC         COM              29266R108       16      883 SH       SOLE                    883        0        0
D ENERGIZER HOLDINGS INC         COM              29266R108        5      250 SH       SOLE                    250        0        0
D ENGELHARD CORP                 COM              292845104       12      700 SH       SOLE                    700        0        0
D ENGINEERED SUPPORT SYS INC     COM              292866100     7271   528800 SH       SOLE                 528800        0        0
D ENGLE HOMES INC                COM              292896107      227    23700 SH       SOLE                  23700        0        0
D ENERGYNORTH INC                COM              292925104      356     6000 SH       SOLE                   6000        0        0
D ENESCO GROUP INC               COM              292973104     5905  1243100 SH       SOLE                1243100        0        0
D ENNIS BUSINESS FORMS           COM              293389102     6094   761800 SH       SOLE                 761800        0        0
D ENRON CORP                     COM              293561106      675    10458 SH       SOLE                  10458        0        0
D ENRON CORP                     COM              293561106     6760   104800 SH       SOLE                      0        0   104800
D ENRON CORP                     COM              293561106     4207    65232 SH       SOLE                      0        0    65232
D ENRON CORP                     COM              293561106       65     1000 SH       SOLE                      0        0     1000
D ENRON CORP                     COM              293561106      516     8000 SH       SOLE                      0        0     8000
D ENTERGY CORP                   COM              29364G103       35     1300 SH       SOLE                   1300        0        0
D EQUIFAX                        COM              294429105      108     4100 SH       SOLE                   4100        0        0
D EQUINOX SYS INC                COM              294436100       59     9750 SH       SOLE                   9750        0        0
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D EQUITABLE RESOURCES            COM              294549100       46      950 SH       SOLE                      0        0      950
D EQUITY INC FD/ATT              COM              294700703      372     2130 SH       SOLE                   2130        0        0
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D ERICSSON LM TEL SEK 10B ADR    COM              294821400      232    11595 SH       SOLE                  11595        0        0
D ERIE INDEMNITY CO CL A         COM              29530P102        9      300 SH       SOLE                    300        0        0
D ESCO TECHNOLOGIES INC          COM              296315104     8007   471000 SH       SOLE                 471000        0        0
D EXAR CORP                      COM              300645108    29286   335890 SH       SOLE                 335890        0        0
D EXCALIBER TECHNOLOGIES         COM              300651205     1797    45000 SH       SOLE                  45000        0        0
D EXFO ELECTRO OPTICAL ENGR IN   COM              302043104      347     7900 SH       SOLE                   7900        0        0
D EXIDE CORP                     COM              302051107    12863  1607900 SH       SOLE                1607900        0        0
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D EXPONET INC                    COM              30214U102      124    14800 SH       SOLE                  14800        0        0
D EXPRESS SCRIPTS INC            COM              302182100        6      100 SH       SOLE                    100        0        0
D EXTREME NETWORKS INC           COM              30226D106      205     1945 SH       SOLE                   1945        0        0
D EXXON MOBIL CORPORATION        COM              30231G102   198456  2528104 SH       SOLE                2528104        0        0
D EXXON MOBIL CORPORATION        COM              30231G102      311     3962 SH       SOLE                      0        0     3962
D EXXON MOBIL CORPORATION        COM              30231G102     2721    34662 SH       SOLE                  34662        0        0
D EXXON MOBIL CORPORATION        COM              30231G102    13819   176037 SH       SOLE                      0        0   176037
D EXXON MOBIL CORPORATION        COM              30231G102    21903   279017 SH       SOLE                      0        0   279017
D EXXON MOBIL CORPORATION        COM              30231G102     5004    63751 SH       SOLE                      0        0    63751
D EXXON MOBIL CORPORATION        COM              30231G102      198     2528 SH       SOLE                      0        0     2528
D EXXON MOBIL CORPORATION        COM              30231G102      440     5600 SH       SOLE                   5600        0        0
D FMC                            COM              302491303      394     6800 SH       SOLE                   6800        0        0
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D FEDERATED DEPARTMENT STORES    COM              31410H101      678    20100 SH       SOLE                  20100        0        0
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D FINANCIAL INSTITUTIONS INC     COM              317585404     2090   149300 SH       SOLE                 149300        0        0
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D FINISAR CORPORATION            COM              31787A101       19      730 SH       SOLE                    730        0        0
D FINISAR CORPORATION            COM              31787A101       16      630 SH       SOLE                      0        0      630
D FIRST ALBANY COS INC           COM              318465101      344    16391 SH       SOLE                  16391        0        0
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D FIRST DATA CORP                COM              319963104      412     8300 SH       SOLE                      0        0     8300
D FIRST DATA CORP                COM              319963104      589    11870 SH       SOLE                  11870        0        0
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D FIRST INTL BANCORP INC         COM              32054Q100      132    16200 SH       SOLE                  16200        0        0
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D FIRST SECURITY CORP            COM              336294103       80     5874 SH       SOLE                   5874        0        0
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D FIRST UNION CORP               COM              337358105      206     8298 SH       SOLE                      0        0     8298
D FIRST UNION CORP               COM              337358105       25     1000 SH       SOLE                      0        0     1000
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D FIRSTAR CORPORATION            COM              33763V109      337    15996 SH       SOLE                  15996        0        0
D FISERV INC                     COM              337738108     4266    98630 SH       SOLE                  98630        0        0
D FISERV INC                     COM              337738108     4427   102360 SH       SOLE                      0        0   102360
D FISERV INC                     COM              337738108      476    11000 SH       SOLE                      0        0    11000
D FISERV INC                     COM              337738108      159     3675 SH       SOLE                   3675        0        0
D FISERV INC                     COM              337738108      307     7100 SH       SOLE                      0        0     7100
D FISERV INC                     COM              337738108      108     2500 SH       SOLE                      0        0     2500
D FIRSTMERIT CORP                COM              337915102        9      400 SH       SOLE                    400        0        0
D FIRSTENERGY CORP               COM              337932107       33     1400 SH       SOLE                   1400        0        0
D FLEET BOSTON FINANCIAL CORP    COM              339030108     7608   223775 SH       SOLE                      0        0   223775
D FLEET BOSTON FINANCIAL CORP    COM              339030108      286     8406 SH       SOLE                      0        0     8406
D FLEET BOSTON FINANCIAL CORP    COM              339030108      850    25014 SH       SOLE                      0        0    25014
D FLEET BOSTON FINANCIAL CORP    COM              339030108    58631  1724437 SH       SOLE                1724437        0        0
D FLORIDA PROGRESS               COM              341109106       28      600 SH       SOLE                      0        0      600
D FLORIDA PROGRESS               COM              341109106       38      800 SH       SOLE                    800        0        0
D FLORIDA PUBLIC UTILITIES       COM              341135101       94     6000 SH       SOLE                   6000        0        0
D FLUOR CORP.                    COM              343861100       16      500 SH       SOLE                    500        0        0
D FLUSHING FINL CORP             COM              343873105     1800   118000 SH       SOLE                 118000        0        0
D FOODARAMA SUPERMARKETS         COM              344820105       41     1700 SH       SOLE                   1700        0        0
D FOOTSTAR                       COM              344912100       17      500 SH       SOLE                    500        0        0
D FORD MOTOR                     COM              345370100    63490  1476503 SH       SOLE                1476503        0        0
D FORD MOTOR                     COM              345370100       69     1600 SH       SOLE                      0        0     1600
D FOREST LABS                    COM              345838106       30      300 SH       SOLE                    300        0        0
D FORT JAMES CORP                COM              347471104        7      300 SH       SOLE                      0        0      300
D FORT JAMES CORP                COM              347471104       28     1200 SH       SOLE                   1200        0        0
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D FORTUNE BRANDS                 COM              349631100     1041    45150 SH       SOLE                      0        0    45150
D FORWARD AIR CORP               COM              349853101     2820    70500 SH       SOLE                  70500        0        0
D FOSTER WHEELER CORP            COM              350244109     1948   225900 SH       SOLE                 225900        0        0
D FOUNDRY NETWORKS INC           COM              35063R100       22      200 SH       SOLE                    200        0        0
D FOX ENTMT GROUP INC CL A       COM              35138T107       12      400 SH       SOLE                    400        0        0
D FRANKLIN ELECTRONIC PUBLISH    COM              353515109      130    14700 SH       SOLE                  14700        0        0
D FRANKLIN RESOURCES INC         COM              354613101       27      900 SH       SOLE                    900        0        0
D FREDS INC CLASS A              COM              356108100     6302   350100 SH       SOLE                 350100        0        0
D FREEPORT MCMORAN COPPER B      COM              35671D857        3      300 SH       SOLE                    300        0        0
D FRIEDE GOLDMAN HALTER INC      COM              358430106        0        1 SH       SOLE                      1        0        0
D FRITZ COS INC                  COM              358846103     3116   302150 SH       SOLE                 302150        0        0
D GATX                           COM              361448103        7      200 SH       SOLE                    200        0        0
D GBC BANCORP CALIF              COM              361475106       41     1400 SH       SOLE                   1400        0        0
D GP STRATEGIES CORP             COM              36225V104       90    18900 SH       SOLE                  18900        0        0
D GPU INC                        COM              36225X100       22      800 SH       SOLE                    800        0        0
D GTE CORP                       COM              362320103   162055  2603291 SH       SOLE                2603291        0        0
D GTE CORP                       COM              362320103      939    15090 SH       SOLE                      0        0    15090
D GTE CORP                       COM              362320103      951    15272 SH       SOLE                      0        0    15272
D GTE CORP                       COM              362320103       63     1010 SH       SOLE                   1010        0        0
D GALILEO INTL INC               COM              363547100     5018   240400 SH       SOLE                 240400        0        0
D GALLAHER GROUP PLC             COM              363595109       21     1000 SH       SOLE                   1000        0        0
D GANNETT CO INC                 COM              364730101      158     2641 SH       SOLE                   2641        0        0
D GAP INC                        COM              364760108       75     2400 SH       SOLE                   2400        0        0
D GARDNER DENVER INC             COM              365558105    14634   818700 SH       SOLE                 818700        0        0
D GART SPORTS CO                 COM              366630101       79    13100 SH       SOLE                  13100        0        0
D GARTNER GROUP INC CL B         COM              366651206        1      104 SH       SOLE                    104        0        0
D GASONICS INTL CORP             COM              367278108     3356    85100 SH       SOLE                  85100        0        0
D GATEWAY INC                    COM              367626108       79     1400 SH       SOLE                   1400        0        0
D GEERLINGS & WADE INC           COM              368473104        9     3000 SH       SOLE                   3000        0        0
D GEHL CO                        COM              368483103      164    11500 SH       SOLE                  11500        0        0
D GEMSTAR - TV GUIDE INTL INC    COM              36866W106       22      360 SH       SOLE                    360        0        0
D GEMSTAR - TV GUIDE INTL INC    COM              36866W106       20      320 SH       SOLE                      0        0      320
D GENENTECH INC                  COM              368710406       69      400 SH       SOLE                    400        0        0
D GENERAL CHEMICAL GROUP         COM              369332101      159   230750 SH       SOLE                 230750        0        0
D GENERAL DYNAMICS               COM              369550108       42      800 SH       SOLE                    800        0        0
D GENERAL ELECTRIC               COM              369604103     1749    33000 SH       SOLE                      0        0    33000
D GENERAL ELECTRIC               COM              369604103     1405    26500 SH       SOLE                      0        0    26500
D GENERAL ELECTRIC               COM              369604103     5888   111091 SH       SOLE                 111091        0        0
D GENERAL ELECTRIC               COM              369604103    39337   742214 SH       SOLE                      0        0   742214
D GENERAL ELECTRIC               COM              369604103   354141  6681899 SH       SOLE                6681899        0        0
D GENERAL ELECTRIC               COM              369604103    52095   982920 SH       SOLE                      0        0   982920
D GENERAL ELECTRIC               COM              369604103     7245   136704 SH       SOLE                      0        0   136704
D GENERAL ELECTRIC               COM              369604103      254     4800 SH       SOLE                   4800        0        0
D GENERAL GROWTH PROPERTIES INC  COM              370021107       10      300 SH       SOLE                    300        0        0
D GENERAL MILLS                  COM              370334104    91700  2397386 SH       SOLE                2397386        0        0
D GENERAL MILLS                  COM              370334104       31      800 SH       SOLE                    800        0        0
D GENERAL MILLS                  COM              370334104       49     1280 SH       SOLE                      0        0     1280
D GENERAL MILLS                  COM              370334104      306     8000 SH       SOLE                      0        0     8000
D GENERAL MOTORS                 COM              370442105       48      832 SH       SOLE                      0        0      832
D GENERAL MOTORS                 COM              370442105    83232  1433480 SH       SOLE                1433480        0        0
D GENERAL MOTORS                 COM              370442105       58     1000 SH       SOLE                      0        0     1000
D GENERAL MOTORS CL H            COM              370442832     4062    46289 SH       SOLE                      0        0    46289
D GENERAL MOTORS CL H            COM              370442832     2034    23182 SH       SOLE                  23182        0        0
D GENERAL MOTORS CL H            COM              370442832      122     1390 SH       SOLE                      0        0     1390
D GENERAL MOTORS CL H            COM              370442832       14      160 SH       SOLE                    160        0        0
D GENERAL MOTORS CL H            COM              370442832      132     1500 SH       SOLE                      0        0     1500
D GENERAL MOTORS CL H            COM              370442832      237     2700 SH       SOLE                   2700        0        0
D GENERAL SEMICONDUCTOR INC      SB NT CV         370787AA1     3837  3330000 PR       SOLE                      0        0        X
D GENESEE CORP CL B              COM              371601204     1848    99200 SH       SOLE                  99200        0        0
D GENTEX CORP                    COM              371901109       55     2200 SH       SOLE                   2200        0        0
D GENESIS HEALTH VENTURES INC    COM              371912106        0     1900 SH       SOLE                   1900        0        0
D GENTEK INC                     COM              37245X104     2323   207700 SH       SOLE                 207700        0        0
D GENUINE PARTS                  COM              372460105       29     1450 SH       SOLE                   1450        0        0
D GENUINE PARTS                  COM              372460105      225    11250 SH       SOLE                      0        0    11250
D GENUINE PARTS                  COM              372460105      300    15000 SH       SOLE                      0        0    15000
D GENZYME CORP                   COM              372917104     1016    17100 SH       SOLE                  17100        0        0
D GEORGIA GULF CORP              COM              373200203       87     4200 SH       SOLE                   4200        0        0
D GEORGIA PACIFIC                COM              373298108      106     4050 SH       SOLE                   4050        0        0
D GEORGIA PACIFIC                COM              373298108       35     1348 SH       SOLE                      0        0     1348
D GEORGIA PACIFIC                COM              373298108       12      460 SH       SOLE                    460        0        0
D GEORGIA PAC CORP               COM              373298702        9      400 SH       SOLE                    400        0        0
D GEORGIA PAC CORP               COM              373298702       11      500 SH       SOLE                      0        0      500
D GEORGIA PAC CORP               COM              373298702        5      230 SH       SOLE                    230        0        0
D GERBER SCIENTIFIC INC          COM              373730100    26534  2307280 SH       SOLE                2307280        0        0
D GERBER SCIENTIFIC INC          COM              373730100        7      650 SH       SOLE                      0        0      650
D GETTY IMAGES INC               SB NT CV         374276AD5     7970 10000000 PR       SOLE                      0        0        X
D GILLETTE                       COM              375766102      535    15320 SH       SOLE                  15320        0        0
D GILLETTE                       COM              375766102     3494   100002 SH       SOLE                      0        0   100002
D GILLETTE                       COM              375766102     8249   236113 SH       SOLE                 236113        0        0
D GILLETTE                       COM              375766102     1045    29900 SH       SOLE                      0        0    29900
D GILLETTE                       COM              375766102       31      900 SH       SOLE                      0        0      900
D GILLETTE                       COM              375766102      192     5500 SH       SOLE                      0        0     5500
D GLAXO WELCOME PLC              COM              37733W105       19      325 SH       SOLE                    325        0        0
D GLAXO WELCOME PLC              COM              37733W105       46      800 SH       SOLE                      0        0      800
D GLIMCHER REALTY TRUST          COM              379302102       40     2800 SH       SOLE                   2800        0        0
D GLOBAL INDUSTRIAL TECHNOLOGIES COM              379335102        4      320 SH       SOLE                      0        0      320
D GLOBAL MARINE                  COM              379352404       14      500 SH       SOLE                    500        0        0
D GLOBE BUSINESS RES INC         COM              379395106      109     8400 SH       SOLE                   8400        0        0
D GOLDEN STATE BANCORP           COM              381197103    42554  2364090 SH       SOLE                2364090        0        0
D GOLDEN ST BANCORP WTS          COM              381197136      361   320630 SH       SOLE                 320630        0        0
D GOLDEN WEST FINANCIAL          COM              381317106       49     1200 SH       SOLE                   1200        0        0
D GOLDMAN SACHS GROUP INC        COM              38141G104      109     1145 SH       SOLE                      0        0     1145
D GOLDMAN SACHS GROUP INC        COM              38141G104      109     1150 SH       SOLE                   1150        0        0
D GOODRICH B F CO                COM              382388106       20      600 SH       SOLE                    600        0        0
D GOODYEAR TIRE & RUBBER         COM              382550101       28     1392 SH       SOLE                      0        0     1392
D GOODYEAR TIRE & RUBBER         COM              382550101       11      530 SH       SOLE                    530        0        0
D GOTTSCHALKS INC                COM              383485109     5166   818300 SH       SOLE                 818300        0        0
D GRACE W R & CO                 COM              38388F108        2      200 SH       SOLE                    200        0        0
D GRAHAM CORP                    COM              384556106       24     3150 SH       SOLE                   3150        0        0
D GRAINGER W W                   COM              384802104       18      600 SH       SOLE                      0        0      600
D GRAINGER W W                   COM              384802104     1297    42100 SH       SOLE                      0        0    42100
D GRAINGER W W                   COM              384802104      226     7320 SH       SOLE                   7320        0        0
D GRAINGER W W                   COM              384802104      200     6500 SH       SOLE                   6500        0        0
D GRAINGER W W                   COM              384802104       68     2200 SH       SOLE                      0        0     2200
D GRAINGER W W                   COM              384802104      129     4200 SH       SOLE                      0        0     4200
D GRAY COMMUNICATIONS CL B       COM              389190208      375    38450 SH       SOLE                  38450        0        0
D GREAT ATL & PAC TEA            COM              390064103        2      100 SH       SOLE                    100        0        0
D GREAT LAKES CHEMICAL           COM              390568103       34     1075 SH       SOLE                   1075        0        0
D GREAT LAKES CHEMICAL           COM              390568103        9      300 SH       SOLE                    300        0        0
D GREEN MOUNTAIN POWER CO        COM              393154109       80     9700 SH       SOLE                   9700        0        0
D GREENPOINT FINL CORP           COM              395384100        8      400 SH       SOLE                    400        0        0
D GUIDANT CORP                   COM              401698105      405     8180 SH       SOLE                      0        0     8180
D GUIDANT CORP                   COM              401698105       46      932 SH       SOLE                      0        0      932
D GUIDANT CORP                   COM              401698105      131     2654 SH       SOLE                      0        0     2654
D GUIDANT CORP                   COM              401698105    22297   450440 SH       SOLE                 450440        0        0
D GUIDANT CORP                   COM              401698105    12430   251120 SH       SOLE                      0        0   251120
D GULFMARK OFFSHORE INC          COM              402629109     2239    91400 SH       SOLE                  91400        0        0
D HCA - THE HEALTHCARE COMPANY   COM              404119109      106     3500 SH       SOLE                   3500        0        0
D HCC HOLDINGS INC               COM              404132102    15373   814440 SH       SOLE                 814440        0        0
D HCC HOLDINGS INC               COM              404132102       13      680 SH       SOLE                      0        0      680
D HSB GROUP, INC                 COM              40428N104     3927   126180 SH       SOLE                 126180        0        0
D HS RESOURCES INC               COM              404297103      885    29503 SH       SOLE                  29503        0        0
D HALLIBURTON                    COM              406216101      655    13890 SH       SOLE                  13890        0        0
D HALLIBURTON                    COM              406216101      412     8740 SH       SOLE                      0        0     8740
D HALLIBURTON                    COM              406216101      359     7600 SH       SOLE                      0        0     7600
D HALLIBURTON                    COM              406216101     1019    21600 SH       SOLE                      0        0    21600
D HALLIBURTON                    COM              406216101       52     1100 SH       SOLE                   1100        0        0
D HALLIBURTON                    COM              406216101      113     2400 SH       SOLE                      0        0     2400
D JOHN HANCOCK FINANCIAL SRVCS   COM              41014S106       71     3000 SH       SOLE                   3000        0        0
D HANNAFORD BROS                 COM              410550107      158     2200 SH       SOLE                      0        0     2200
D HANNAFORD BROS                 COM              410550107       86     1200 SH       SOLE                   1200        0        0
D HANSON PLC SPONSORED ADR       COM              411352404       14      400 SH       SOLE                      0        0      400
D HANSON PLC SPONSORED ADR       COM              411352404      204     5800 SH       SOLE                      0        0     5800
D HANSON PLC SPONSORED ADR       COM              411352404     8321   236062 SH       SOLE                 236062        0        0
D HANSON PLC SPONSORED ADR       COM              411352404      500    14183 SH       SOLE                      0        0    14183
D HANSON PLC SPONSORED ADR       COM              411352404        7      200 SH       SOLE                      0        0      200
D HARCOURT GENERAL               COM              41163G101     1180    21700 SH       SOLE                      0        0    21700
D HARCOURT GENERAL               COM              41163G101    18553   341210 SH       SOLE                 341210        0        0
D HARCOURT GENERAL               COM              41163G101     1419    26090 SH       SOLE                      0        0    26090
D HARCOURT GENERAL               COM              41163G101       16      300 SH       SOLE                    300        0        0
D HARDINGE INC                   COM              412324303     5842   559650 SH       SOLE                 559650        0        0
D HARLEY DAVIDSON INC            COM              412822108       50     1300 SH       SOLE                   1300        0        0
D HARRAH'S ENTERTAINMENT         COM              413619107       17      800 SH       SOLE                    800        0        0
D HARRIS CORP                    COM              413875105       10      300 SH       SOLE                    300        0        0
D HARSCO CORP                    COM              415864107     2976   116700 SH       SOLE                 116700        0        0
D HARTE HANKS COMMUN INC         COM              416196103    10323   412900 SH       SOLE                 412900        0        0
D HARTFORD FINL SRVCS GRP        COM              416515104   118896  2125500 SH       SOLE                2125500        0        0
D HARTFORD FINL SRVCS GRP        COM              416515104       45      800 SH       SOLE                      0        0      800
D HARTFORD LIFE CL A             COM              416592103       10      200 SH       SOLE                    200        0        0
D HASBRO INC                     COM              418056107       18     1200 SH       SOLE                   1200        0        0
D HAVEN BANCORP INC              COM              419352109    13668   736300 SH       SOLE                 736300        0        0
D HAWAIIAN ELECTRIC INDS         COM              419870100       56     1700 SH       SOLE                   1700        0        0
D HEALTHSOUTH CORP               COM              421924101       12     1700 SH       SOLE                   1700        0        0
D HEALTHSOUTH CORP               SB NT CV         421924AD3    11721 14750000 PR       SOLE                      0        0        X
D HEALTHSOUTH CORP               SB NT CV         421924AF8     1194  1500000 PR       SOLE                      0        0        X
D HEALTH MANAGEMENT ASSOC        COM              421933105    11400   872700 SH       SOLE                 872700        0        0
D HEALTHCARE RLTY TR             COM              421946104      671    39310 SH       SOLE                  39310        0        0
D HEALTHCARE RLTY TR             COM              421946104     1273    74630 SH       SOLE                      0        0    74630
D HEALTHCARE RLTY TR             COM              421946104       34     2000 SH       SOLE                      0        0     2000
D HEALTHCARE RLTY TR             COM              421946104        4      230 SH       SOLE                      0        0      230
D HEALTHCARE RLTY TR             COM              421946104       48     2800 SH       SOLE                   2800        0        0
D HEALTHCARE RLTY TR             COM              421946104        9      500 SH       SOLE                      0        0      500
D HEALTHPLAN SERVICES            COM              421959107      309   133375 SH       SOLE                 133375        0        0
D HEARST-ARGYLE TELEVISION INC   COM              422317107        2      100 SH       SOLE                    100        0        0
D HEINZ                          COM              423074103      173     3955 SH       SOLE                   3955        0        0
D HEINZ                          COM              423074103      245     5600 SH       SOLE                      0        0     5600
D HEINZ                          COM              423074103       79     1800 SH       SOLE                   1800        0        0
D HELIX TECHNOLOGY CORP          COM              423319102    14645   375500 SH       SOLE                 375500        0        0
D HELLER FINANCIAL INC           COM              423328103        4      200 SH       SOLE                    200        0        0
D HENRY JACK & ASSOC INC         COM              426281101       15      300 SH       SOLE                    300        0        0
D HERCULES                       COM              427056106        3      207 SH       SOLE                    207        0        0
D HERSHEY FOODS                  COM              427866108       24      500 SH       SOLE                    500        0        0
D HERTZ CORP                     COM              428040109        3      100 SH       SOLE                    100        0        0
D HEWLETT PACKARD CO             COM              428236103      463     3710 SH       SOLE                   3710        0        0
D HEWLETT PACKARD CO             COM              428236103     2774    22213 SH       SOLE                      0        0    22213
D HEWLETT PACKARD CO             COM              428236103     2988    23930 SH       SOLE                  23930        0        0
D HEWLETT PACKARD CO             COM              428236103      431     3450 SH       SOLE                      0        0     3450
D HEWLETT PACKARD CO             COM              428236103      250     2000 SH       SOLE                   2000        0        0
D HEWLETT PACKARD CO             COM              428236103    15599   124920 SH       SOLE                      0        0   124920
D HEWLETT PACKARD CO             COM              428236103      236     1890 SH       SOLE                      0        0     1890
D HIBERNIA CORP CL A             COM              428656102       11     1000 SH       SOLE                   1000        0        0
D HIGHLANDS INSURANCE GROUP      COM              431032101     7950   848000 SH       SOLE                 848000        0        0
D HIGHLANDS INSURANCE GROUP      COM              431032101        0       20 SH       SOLE                      0        0       20
D HILLENBRAND INDUSTRIES         COM              431573104       38     1200 SH       SOLE                   1200        0        0
D HILTON HOTELS CORP             COM              432848109        5      500 SH       SOLE                    500        0        0
D HILTON HOTELS CORP             SB NT CV         432848AL3     9661 12190000 PR       SOLE                      0        0        X
D HISPANIC BROADCASTING CORP     COM              43357B104        7      200 SH       SOLE                    200        0        0
D HOENIG GROUP INC               COM              434396107      152    15500 SH       SOLE                  15500        0        0
D HOLLINGER INTERNATIONAL        COM              435569108     1810   132830 SH       SOLE                 132830        0        0
D HOLLINGER INTERNATIONAL        COM              435569108       13      950 SH       SOLE                      0        0      950
D HOME DEPOT                     COM              437076102    17657   353571 SH       SOLE                 353571        0        0
D HOME DEPOT                     COM              437076102      646    12937 SH       SOLE                      0        0    12937
D HOME DEPOT                     COM              437076102       80     1611 SH       SOLE                      0        0     1611
D HOME DEPOT                     COM              437076102       85     1700 SH       SOLE                   1700        0        0
D HOME DEPOT                     COM              437076102      644    12900 SH       SOLE                      0        0    12900
D HOME DEPOT                     COM              437076102       16      330 SH       SOLE                      0        0      330
D HOME DEPOT                     COM              437076102      100     2000 SH       SOLE                      0        0     2000
D HOMESTAKE MINING               COM              437614100        6      800 SH       SOLE                    800        0        0
D HONEYWELL INTL INC             COM              438516106   125433  3723376 SH       SOLE                3723376        0        0
D HONEYWELL INTL INC             COM              438516106       48     1417 SH       SOLE                   1417        0        0
D HONEYWELL INTL INC             COM              438516106       62     1845 SH       SOLE                      0        0     1845
D HONEYWELL INTL INC             COM              438516106       11      330 SH       SOLE                      0        0      330
D HONEYWELL INTL INC             COM              438516106       29      875 SH       SOLE                      0        0      875
D HONEYWELL INTL INC             COM              438516106       37     1108 SH       SOLE                      0        0     1108
D HORMEL FOODS CORP              COM              440452100        7      400 SH       SOLE                    400        0        0
D HOST MARRIOTT CORP             COM              44107P104       10     1100 SH       SOLE                   1100        0        0
D HOUGHTON MIFFLIN               COM              441560109       47     1000 SH       SOLE                      0        0     1000
D HOUGHTON MIFFLIN               COM              441560109     9496   203400 SH       SOLE                 203400        0        0
D HOUSEHOLD INTERNATL            COM              441815107       25      600 SH       SOLE                      0        0      600
D HOUSEHOLD INTERNATL            COM              441815107       64     1533 SH       SOLE                      0        0     1533
D HOUSEHOLD INTERNATL            COM              441815107      382     9200 SH       SOLE                   9200        0        0
D HOUSEHOLD INTERNATL            COM              441815107       76     1839 SH       SOLE                      0        0     1839
D HOUSEHOLD INTERNATL            COM              441815107       25      600 SH       SOLE                    600        0        0
D HOWMET INTERNATIONAL           COM              443208103        2      100 SH       SOLE                    100        0        0
D HUB GROUP INC  -CL A           COM              443320106     4603   308160 SH       SOLE                 308160        0        0
D HUBBELL INC CLASS B            COM              443510201       31     1220 SH       SOLE                   1220        0        0
D HUDSON CITY BANK               COM              443683107     4312   252700 SH       SOLE                 252700        0        0
D HUFFY CORP                     COM              444356109     5118  1186600 SH       SOLE                1186600        0        0
D HUGHES SUPPLY INC              COM              444482103       69     3500 SH       SOLE                   3500        0        0
D HUMAN GENOME SCIENCES INC      COM              444903108       27      200 SH       SOLE                    200        0        0
D HUNTINGTON BANCSHARES          COM              446150104       21     1300 SH       SOLE                   1300        0        0
D IBP INC                        COM              449223106        6      400 SH       SOLE                    400        0        0
D ICU MED INC                    COM              44930G107     2276    84300 SH       SOLE                  84300        0        0
D IMC GLOBAL INC                 COM              449669100        5      400 SH       SOLE                    400        0        0
D IMS HEALTH INC                 COM              449934108      108     6000 SH       SOLE                      0        0     6000
D IMS HEALTH INC                 COM              449934108       50     2800 SH       SOLE                      0        0     2800
D IMS HEALTH INC                 COM              449934108       41     2300 SH       SOLE                   2300        0        0
D ITC\DELTCOMINC                 COM              45031T104       17     8037 SH       SOLE                   8037        0        0
D ITT INDUSTRIES INC             COM              450911102       15      500 SH       SOLE                    500        0        0
D IDACORP INC                    COM              451107106      113     3500 SH       SOLE                   3500        0        0
D IKON OFFICE SOLUTIONS INC      COM              451713101        1      200 SH       SOLE                    200        0        0
D ILLINOIS TOOL WORKS            COM              452308109    76546  1342909 SH       SOLE                1342909        0        0
D ILLINOIS TOOL WORKS            COM              452308109      556     9750 SH       SOLE                      0        0     9750
D ILLINOIS TOOL WORKS            COM              452308109       23      400 SH       SOLE                    400        0        0
D ILLINOIS TOOL WORKS            COM              452308109       30      520 SH       SOLE                      0        0      520
D IMATION CORP                   COM              45245A107        1       32 SH       SOLE                      0        0       32
D IMATION CORP                   COM              45245A107        1       40 SH       SOLE                      0        0       40
D IMATION CORP                   COM              45245A107        4      146 SH       SOLE                    146        0        0
D IMATION CORP                   COM              45245A107       16      540 SH       SOLE                      0        0      540
D IMATION CORP                   COM              45245A107        0       12 SH       SOLE                      0        0       12
D IMMUNEX CORP                   COM              452528102      163     3300 SH       SOLE                      0        0     3300
D IMMUNEX CORP                   COM              452528102       44      900 SH       SOLE                    900        0        0
D INCO LTD                       COM              453258402        8      500 SH       SOLE                    500        0        0
D INFINITY BROADCASTING CORP A   COM              45662S102    16685   457905 SH       SOLE                 457905        0        0
D INET TECHNOLOGIES INC          COM              45662V105     9260   170700 SH       SOLE                 170700        0        0
D INFORMIX                       COM              456779107       29     3850 SH       SOLE                      0        0     3850
D INFOSPACE.COM INC              COM              45678T102       22      400 SH       SOLE                    400        0        0
D INFOSPACE.COM INC              COM              45678T102        6      100 SH       SOLE                      0        0      100
D INGERSOLL RAND                 COM              456866102       40     1000 SH       SOLE                   1000        0        0
D INFORMATION RES INC            COM              456905108     6369  1617200 SH       SOLE                1617200        0        0
D INGLES MARKETS INC CL A        COM              457030104      505    48400 SH       SOLE                  48400        0        0
D INKTOMI CORP                   COM              457277101       54      460 SH       SOLE                    460        0        0
D INKTOMI CORP                   COM              457277101       15      130 SH       SOLE                      0        0      130
D INNOVATIVE CLINICAL SOLUTN L   COM              45767E107        0      750 SH       SOLE                    750        0        0
D INNKEEPERS USA TR              COM              4576J0104       21     2300 SH       SOLE                   2300        0        0
D INTEGRATED MEASUREMENT SYS I   COM              457923100      265    16800 SH       SOLE                  16800        0        0
D INTEGRATED DEVICE TECH         COM              458118106       24      400 SH       SOLE                    400        0        0
D INTEL CORPORATION              COM              458140100    10192    76237 SH       SOLE                      0        0    76237
D INTEL CORPORATION              COM              458140100    61015   456402 SH       SOLE                 456402        0        0
D INTEL CORPORATION              COM              458140100      107      800 SH       SOLE                    800        0        0
D INTEL CORPORATION              COM              458140100     2874    21500 SH       SOLE                      0        0    21500
D INTEL CORPORATION              COM              458140100     1244     9305 SH       SOLE                   9305        0        0
D INTEL CORPORATION              COM              458140100    13720   102630 SH       SOLE                      0        0   102630
D INTEL CORPORATION              COM              458140100     1930    14438 SH       SOLE                      0        0    14438
D INTEL CORPORATION              COM              458140100       41      310 SH       SOLE                      0        0      310
D INTERFACE INC CL A             COM              458665106     8320  2182100 SH       SOLE                2182100        0        0
D INTERIM SVCS                   SUB NT CV        45868PAA8     6229  8050000 PR       SOLE                      0        0        X
D INTERMAGNETICS GEN CORP        COM              458771102      525    27706 SH       SOLE                  27706        0        0
D INTERNATIONAL BUSINESS MACHINE COM              459200101     2214    20210 SH       SOLE                      0        0    20210
D INTERNATIONAL BUSINESS MACHINE COM              459200101       90      820 SH       SOLE                      0        0      820
D INTERNATIONAL BUSINESS MACHINE COM              459200101     2231    20359 SH       SOLE                      0        0    20359
D INTERNATIONAL BUSINESS MACHINE COM              459200101   107320   979528 SH       SOLE                 979528        0        0
D INTERNATIONAL BUSINESS MACHINE COM              459200101       22      200 SH       SOLE                    200        0        0
D INTERNATIONAL BUSINESS MACHINE COM              459200101      811     7400 SH       SOLE                      0        0     7400
D INTERNATIONAL BUSINESS MACHINE COM              459200101      129     1178 SH       SOLE                   1178        0        0
D INTERNATIONAL BUSINESS MACHINE COM              459200101      813     7420 SH       SOLE                      0        0     7420
D INTERNATL FLAVORS & FRAGRANCES COM              459506101       80     2650 SH       SOLE                      0        0     2650
D INTERNATL FLAVORS & FRAGRANCES COM              459506101       88     2900 SH       SOLE                   2900        0        0
D INTERNATIONAL HOME FOODS INC.  COM              459655106     9293   443850 SH       SOLE                 443850        0        0
D INTERNATIONAL GAMES TECH       COM              459902102        8      300 SH       SOLE                    300        0        0
D INTL MULTIFOODS                COM              460043102       36     2100 SH       SOLE                   2100        0        0
D INTERNATIONAL PAPER            COM              460146103      299    10033 SH       SOLE                  10033        0        0
D INTERNATIONAL SHIPHOLDING      COM              460321201      105    12000 SH       SOLE                  12000        0        0
D INTERNATIONAL SPEEDWAY CL A    COM              460335201        4      100 SH       SOLE                    100        0        0
D INTERPHASE CORP                COM              460593106      252    11000 SH       SOLE                  11000        0        0
D INTERNET CAPITAL GROUP INC     COM              46059C106       43     1160 SH       SOLE                   1160        0        0
D INTERNET CAPITAL GROUP INC     COM              46059C106        8      220 SH       SOLE                      0        0      220
D INTERPUBLIC GROUP COS.         COM              460690100      361     8400 SH       SOLE                      0        0     8400
D INTERPUBLIC GROUP COS.         COM              460690100       56     1300 SH       SOLE                   1300        0        0
D INTIMATE BRANDS INC            COM              461156101        4      200 SH       SOLE                    200        0        0
D INTUIT                         COM              461202103     1514    36600 SH       SOLE                  36600        0        0
D INVACARE CORP                  COM              461203101     8639   329100 SH       SOLE                 329100        0        0
D INVESTORS TITLE CO             COM              461804106       56     5300 SH       SOLE                   5300        0        0
D IPALCO ENTERPRIZES INC         COM              462613100       30     1508 SH       SOLE                   1508        0        0
D ISHARES TR S&P SMLCAP 600      COM              464287804     7016    66600 SH       SOLE                  66600        0        0
D I2 TECHNOLOGIES INC            COM              465754109       60      580 SH       SOLE                    580        0        0
D I2 TECHNOLOGIES INC            COM              465754109       16      150 SH       SOLE                      0        0      150
D IVAX CORP                      COM              465823102       12      300 SH       SOLE                    300        0        0
D J & J SNACK FOODS CORP         COM              466032109     7642   427500 SH       SOLE                 427500        0        0
D JDS UNIPHASE CORP              COM              46612J101     8074    67356 SH       SOLE                  67356        0        0
D JDS UNIPHASE CORP              COM              46612J101       41      342 SH       SOLE                      0        0      342
D JLM INDUSTRIES INC             COM              46621D103       46    13100 SH       SOLE                  13100        0        0
D JABIL CIRCUIT INC              COM              466313103    75574  1522900 SH       SOLE                1522900        0        0
D JACOBSON STORES                COM              469834105     2635   527000 SH       SOLE                 527000        0        0
D JASON INC                      COM              471171108     6893   716133 SH       SOLE                 716133        0        0
D JEFFERSON PILOT                COM              475070108       40      700 SH       SOLE                    700        0        0
D JOHNS MANVILLE CORP            COM              478129109        3      200 SH       SOLE                    200        0        0
D JOHNSON & JOHNSON              COM              478160104     8681    85217 SH       SOLE                  85217        0        0
D JOHNSON & JOHNSON              COM              478160104      110     1075 SH       SOLE                      0        0     1075
D JOHNSON & JOHNSON              COM              478160104    10257   100685 SH       SOLE                      0        0   100685
D JOHNSON & JOHNSON              COM              478160104     3056    30000 SH       SOLE                      0        0    30000
D JOHNSON & JOHNSON              COM              478160104       43      420 SH       SOLE                    420        0        0
D JOHNSON & JOHNSON              COM              478160104      245     2400 SH       SOLE                      0        0     2400
D JOHNSON & JOHNSON              COM              478160104     1187    11647 SH       SOLE                  11647        0        0
D JOHNSON & JOHNSON              COM              478160104      445     4370 SH       SOLE                      0        0     4370
D JOHNSON CTLS INC               COM              478366107       72     1412 SH       SOLE                   1412        0        0
D JONES APPAREL GROUP INC        COM              480074103     1114    47400 SH       SOLE                  47400        0        0
D JONES LANG LASALLE INC         COM              48020Q107        7      500 SH       SOLE                      0        0      500
D JUNIPER NETWORKS INC           COM              48203R104      109      750 SH       SOLE                    750        0        0
D JUNIPER NETWORKS INC           COM              48203R104       32      220 SH       SOLE                      0        0      220
D JWGENESIS FINL CORP            COM              482227105      155    18197 SH       SOLE                  18197        0        0
D KBK CAPITAL CORP               COM              482412103       26     6000 SH       SOLE                   6000        0        0
D KLA TENCOR CORP                COM              482480100     1815    31000 SH       SOLE                      0        0    31000
D KLA TENCOR CORP                COM              482480100     3376    57650 SH       SOLE                  57650        0        0
D KLLM TRANS SVCS INC            COM              482498102       64     8066 SH       SOLE                   8066        0        0
D KLM ROYAL DUTCH AIR            COM              482516309      535    20150 SH       SOLE                      0        0    20150
D KLM ROYAL DUTCH AIR            COM              482516309    17630   663705 SH       SOLE                 663705        0        0
D KLM ROYAL DUTCH AIR            COM              482516309     1354    50963 SH       SOLE                      0        0    50963
D K MART                         COM              482584109        2      300 SH       SOLE                      0        0      300
D K MART                         COM              482584109       22     3300 SH       SOLE                      0        0     3300
D K MART                         COM              482584109        8     1200 SH       SOLE                   1200        0        0
D K MART                         COM              482584109       23     3380 SH       SOLE                      0        0     3380
D K TRON INTERNATIONAL INC       COM              482730108     4595   292330 SH       SOLE                 292330        0        0
D KAMAN CORP CL A                COM              483548103    18170  1700000 SH       SOLE                1700000        0        0
D KANEB SERVICES INC             COM              484170105     5700  1425000 SH       SOLE                1425000        0        0
D KANSAS CITY LIFE INS CO        COM              484836101        6      206 SH       SOLE                    206        0        0
D KANSAS CITY SOUTHERN INDS      COM              485170302       80      900 SH       SOLE                    900        0        0
D KAUFMAN & BROAD HOME           COM              486168107        2      100 SH       SOLE                    100        0        0
D KAYE GROUP INC                 COM              486589104       87    15000 SH       SOLE                  15000        0        0
D KEANE INC                      COM              486665102        2      100 SH       SOLE                    100        0        0
D KEEBLER FOODS                  COM              487256109      687    18500 SH       SOLE                  18500        0        0
D KELLOGG                        COM              487836108      226     7600 SH       SOLE                      0        0     7600
D KELLOGG                        COM              487836108       42     1400 SH       SOLE                   1400        0        0
D KELLOGG                        COM              487836108       27      900 SH       SOLE                    900        0        0
D KELLSTROM INDS INC             SB NT CV         488035AE6     8278 19250000 PR       SOLE                      0        0        X
D KELLWOOD CO                    COM              488044108       13      600 SH       SOLE                    600        0        0
D KEMET CORP                     COM              488360108       15      600 SH       SOLE                    600        0        0
D KENAN TRANS CO                 COM              488539107       83     4000 SH       SOLE                   4000        0        0
D KENNEDY-WILSON INC             COM              489399204       95    17800 SH       SOLE                  17800        0        0
D KERR MCGEE                     COM              492386107       59     1000 SH       SOLE                   1000        0        0
D KEWAUNEE SCIENTIFIC CORP       COM              492854104       61     4700 SH       SOLE                   4700        0        0
D KEY ENERGY SERVICES            SB NT CV         492914AF3     2413  3065000 PR       SOLE                      0        0        X
D KEY PRODUCTION COMP            COM              493138101      436    24900 SH       SOLE                  24900        0        0
D KEYCORP                        COM              493267108      619    35116 SH       SOLE                      0        0    35116
D KEYCORP                        COM              493267108       93     5302 SH       SOLE                   5302        0        0
D KEYCORP                        COM              493267108      183    10374 SH       SOLE                      0        0    10374
D KEYCORP                        COM              493267108       21     1204 SH       SOLE                      0        0     1204
D KEYCORP                        COM              493267108       71     4000 SH       SOLE                      0        0     4000
D KEYSPAN CORP                   COM              49337W100       65     2100 SH       SOLE                      0        0     2100
D KEYSPAN CORP                   COM              49337W100       28      900 SH       SOLE                    900        0        0
D KIMBERLY CLARK                 COM              494368103   155938  2717878 SH       SOLE                2717878        0        0
D KIMBERLY CLARK                 COM              494368103     1073    18701 SH       SOLE                      0        0    18701
D KIMBERLY CLARK                 COM              494368103     6543   114040 SH       SOLE                      0        0   114040
D KIMBERLY CLARK                 COM              494368103      172     3004 SH       SOLE                   3004        0        0
D KIMBERLY CLARK                 COM              494368103       36      627 SH       SOLE                      0        0      627
D KIMBERLY CLARK                 COM              494368103      229     3996 SH       SOLE                      0        0     3996
D KIMCO REALTY CORP              COM              49446R109        8      200 SH       SOLE                    200        0        0
D KINDER MORGAN INC KANS         COM              49455P101       17      500 SH       SOLE                    500        0        0
D KINDER MORGAN INC KANS         COM              49455P101       47     1350 SH       SOLE                      0        0     1350
D KITTY HAWK INC                 COM              498326107       12    30000 SH       SOLE                  30000        0        0
D KNAPE - VOGT                   COM              498782101      150     9807 SH       SOLE                   9807        0        0
D KNIGHT RIDDER                  COM              499040103       21      400 SH       SOLE                    400        0        0
D KNIGHT RIDDER                  COM              499040103      106     2000 SH       SOLE                      0        0     2000
D KNIGHT TRADING GROUP INC       COM              499063105        9      300 SH       SOLE                    300        0        0
D KOHLS CORP                     COM              500255104       78     1400 SH       SOLE                   1400        0        0
D KONINKLIJKE PHILIPS ELECTRONIC COM              500472204       57     1200 SH       SOLE                   1200        0        0
D KOSS CORP                      COM              500692108       87     5500 SH       SOLE                   5500        0        0
D KROGER                         COM              501044101      119     5400 SH       SOLE                   5400        0        0
D KULICKE & SOFFA INDS INC       COM              501242101      101     1700 SH       SOLE                   1700        0        0
D LG&E ENERGY CORP               COM              501917108       12      500 SH       SOLE                    500        0        0
D LG&E ENERGY CORP               COM              501917108       24     1020 SH       SOLE                      0        0     1020
D LHS GROUP INC                  COM              501938104        3      100 SH       SOLE                    100        0        0
D LSI LOGIC CORP                 COM              502161102       97     1800 SH       SOLE                   1800        0        0
D LSI LOGIC CORP                 COM              502161102      108     2000 SH       SOLE                      0        0     2000
D L S I LOGIC CORP               SUB NT CV        502161AE2    14850 14000000 PR       SOLE                      0        0        X
D L-3 COMMUNICATIONS HLDGS INC   COM              502424104        6      100 SH       SOLE                    100        0        0
D LA Z BOY INC                   COM              505336107    33300  2378600 SH       SOLE                2378600        0        0
D LACROSSE FOOTWEAR INC          COM              505688101       50    10000 SH       SOLE                  10000        0        0
D LAFARGE CORP                   COM              505862102        4      200 SH       SOLE                    200        0        0
D LAM RESEARCH CORP              COM              512807108       34      900 SH       SOLE                    900        0        0
D LAMAR ADVERTISING CO           COM              512815101        9      200 SH       SOLE                    200        0        0
D LAMSON & SESSIONS CO           COM              513696104    14553   950400 SH       SOLE                 950400        0        0
D LANDAUER INC                   COM              51476K103     5519   354600 SH       SOLE                 354600        0        0
D LANDSTAR SYSTEMS INC           COM              515098101       42      700 SH       SOLE                    700        0        0
D LATTICE SEMICONDUCTOR CORP     COM              518415104    13134   190000 SH       SOLE                 190000        0        0
D LAUDER ESTEE COS INC CL A      COM              518439104       10      200 SH       SOLE                    200        0        0
D LAWRENCE SAVINGS BANK          COM              520341108      825   117800 SH       SOLE                 117800        0        0
D LEAR CORP                      COM              521865105      142     7100 SH       SOLE                   7100        0        0
D LEE ENTERPRISES                COM              523768109       20      850 SH       SOLE                    850        0        0
D LEGATO SYSTEMS INC             COM              524651106       30     2000 SH       SOLE                      0        0     2000
D LEGATO SYSTEMS INC             COM              524651106        9      600 SH       SOLE                      0        0      600
D LEGATO SYSTEMS INC             COM              524651106       19     1276 SH       SOLE                   1276        0        0
D LEGGETT & PLATT                COM              524660107     1056    64000 SH       SOLE                      0        0    64000
D LEGGETT & PLATT                COM              524660107       12      700 SH       SOLE                    700        0        0
D LEGG MASON INC                 COM              524901105       15      300 SH       SOLE                    300        0        0
D LEHMAN BRSOLE S HOLDINGS       COM              524908100       17      180 SH       SOLE                      0        0      180
D LEHMAN BRSOLE S HOLDINGS       COM              524908100     1239    13100 SH       SOLE                  13100        0        0
D LEHMAN BRSOLE S HOLDINGS       COM              524908100       49      520 SH       SOLE                      0        0      520
D LEHMAN BRSOLE S HOLDINGS       COM              524908100        4       40 SH       SOLE                     40        0        0
D LEHMAN BRSOLE S HOLDINGS       COM              524908100       38      400 SH       SOLE                      0        0      400
D STOCK                          COM              527288104       32     1400 SH       SOLE                   1400        0        0
D LEVEL 3 COMMUNICATIONS INC     COM              52729N100       18      200 SH       SOLE                    200        0        0
D LEXMARK INTERNATIONAL CL A     COM              529771107       47      700 SH       SOLE                    700        0        0
D LIBERTY DIGITAL INC CL A       COM              530436104       25      840 SH       SOLE                    840        0        0
D LIBERTY DIGITAL INC CL A       COM              530436104       20      650 SH       SOLE                      0        0      650
D LIBERTY HOMES INC CL A         COM              530582204       47     7600 SH       SOLE                   7600        0        0
D LIBERTY LIVEWIRE CORP CL A     COM              530709104      506     7200 SH       SOLE                   7200        0        0
D LIBERTY PROPERTY TRUST         COM              531172104       10      400 SH       SOLE                    400        0        0
D LIFELINE SYSTEMS INC           COM              532192101     4595   328200 SH       SOLE                 328200        0        0
D LILLY, ELI & CO                COM              532457108      605     6060 SH       SOLE                      0        0     6060
D LILLY, ELI & CO                COM              532457108      548     5482 SH       SOLE                      0        0     5482
D LILLY, ELI & CO                COM              532457108     1355    13570 SH       SOLE                  13570        0        0
D LILLY, ELI & CO                COM              532457108     5733    57399 SH       SOLE                      0        0    57399
D LILLY, ELI & CO                COM              532457108    10464   104772 SH       SOLE                      0        0   104772
D LILLY, ELI & CO                COM              532457108     4670    46755 SH       SOLE                  46755        0        0
D LILLY, ELI & CO                COM              532457108     1214    12160 SH       SOLE                      0        0    12160
D LILLY, ELI & CO                COM              532457108      320     3200 SH       SOLE                   3200        0        0
D LIMITED INC                    COM              532716107      848    39200 SH       SOLE                      0        0    39200
D LIMITED INC                    COM              532716107    18007   832680 SH       SOLE                 832680        0        0
D LIMITED INC                    COM              532716107      986    45580 SH       SOLE                      0        0    45580
D LINCARE HOLDINGS INC           COM              532791100      332    13500 SH       SOLE                  13500        0        0
D LINCOLN NATL CORP              COM              534187109      397    11000 SH       SOLE                  11000        0        0
D LINCOLN NATL CORP              COM              534187109      217     6000 SH       SOLE                      0        0     6000
D LINEAR TECH CORP               COM              535678106    11346   177456 SH       SOLE                 177456        0        0
D LINEAR TECH CORP               COM              535678106     6899   107900 SH       SOLE                      0        0   107900
D LINEAR TECH CORP               COM              535678106       26      400 SH       SOLE                    400        0        0
D LINEAR TECH CORP               COM              535678106     1509    23600 SH       SOLE                      0        0    23600
D LINEAR TECH CORP               COM              535678106      409     6400 SH       SOLE                   6400        0        0
D LINEAR TECH CORP               COM              535678106    34942   546500 SH       SOLE                      0        0   546500
D LINEAR TECH CORP               COM              535678106        6      100 SH       SOLE                      0        0      100
D LITTON IND                     COM              538021106        4      100 SH       SOLE                    100        0        0
D LIZ CLAIBORNE                  COM              539320101     1223    34700 SH       SOLE                  34700        0        0
D LOCKHEED MARTIN CORP           COM              539830109      754    30400 SH       SOLE                      0        0    30400
D LOCKHEED MARTIN CORP           COM              539830109    12478   502862 SH       SOLE                 502862        0        0
D LOCKHEED MARTIN CORP           COM              539830109      868    34988 SH       SOLE                      0        0    34988
D LOCKHEED MARTIN CORP           COM              539830109       35     1400 SH       SOLE                   1400        0        0
D LOEWS CORP                     COM              540424108      510     8500 SH       SOLE                   8500        0        0
D LOUIS DREYFUS NATURAL GAS      COM              546011107    13555   480752 SH       SOLE                 480752        0        0
D LOUISIANA PACIFIC              COM              546347105        2      200 SH       SOLE                    200        0        0
D LOUISIANA PACIFIC              COM              546347105       13     1200 SH       SOLE                      0        0     1200
D LOWES COMPANIES                COM              548661107      493    12000 SH       SOLE                      0        0    12000
D LOWES COMPANIES                COM              548661107      115     2800 SH       SOLE                   2800        0        0
D LUBYS INC                      COM              549282101       14     1700 SH       SOLE                   1700        0        0
D LUCENT TECHNOLOGIES            COM              549463107    33109   558804 SH       SOLE                 558804        0        0
D LUCENT TECHNOLOGIES            COM              549463107      657    11095 SH       SOLE                  11095        0        0
D LUCENT TECHNOLOGIES            COM              549463107     8007   135132 SH       SOLE                      0        0   135132
D LUCENT TECHNOLOGIES            COM              549463107    13409   226314 SH       SOLE                      0        0   226314
D LUCENT TECHNOLOGIES            COM              549463107       30      500 SH       SOLE                    500        0        0
D LUCENT TECHNOLOGIES            COM              549463107     1281    21612 SH       SOLE                      0        0    21612
D LUCENT TECHNOLOGIES            COM              549463107      431     7280 SH       SOLE                      0        0     7280
D LUND INTERNATIONAL HLDGS       COM              550368104     1600   285714 SH       SOLE                 285714        0        0
D LYCOS INC                      COM              550818108       22      400 SH       SOLE                    400        0        0
D LYONDELL CHEMICAL CO           COM              552078107        7      400 SH       SOLE                    400        0        0
D M & T BANK CORP                COM              55261F104       45      100 SH       SOLE                    100        0        0
D MBIA                           COM              55262C100      114     2365 SH       SOLE                   2365        0        0
D MBIA                           COM              55262C100      117     2430 SH       SOLE                      0        0     2430
D MBIA                           COM              55262C100       53     1090 SH       SOLE                      0        0     1090
D MBNA CORP                      COM              55262L100      295    10882 SH       SOLE                      0        0    10882
D MBNA CORP                      COM              55262L100      122     4510 SH       SOLE                   4510        0        0
D MCN ENERGY GROUP INC           COM              55267J100        9      400 SH       SOLE                    400        0        0
D MGIC INVESTMENT                COM              552848103       50     1100 SH       SOLE                   1100        0        0
D MGM MIRAGE                     COM              552953101       10      300 SH       SOLE                    300        0        0
D M I SCHOTTENSTEIN HOMES        COM              55305B101      238    15100 SH       SOLE                  15100        0        0
D MSC INDL DIRECT INC            COM              553530106       84     4000 SH       SOLE                      0        0     4000
D MSC.SOFTWARE CORP.             COM              553531104     7000   751600 SH       SOLE                 751600        0        0
D M S CARRIERS INC               COM              553533100    10193   578300 SH       SOLE                 578300        0        0
D MTS SYSTEMS                    COM              553777103     1111   177800 SH       SOLE                 177800        0        0
D MACERICH COMPANY               COM              554382101       22     1000 SH       SOLE                   1000        0        0
D MACK CALI REALTY CORPORATION   COM              554489104        5      200 SH       SOLE                    200        0        0
D MACROMEDIA INC                 COM              556100105       19      200 SH       SOLE                    200        0        0
D MAGNA INTL INC                 SB NT CV         559222AG9    19618 21735000 PR       SOLE                      0        0        X
D MAGNETEK INC                   COM              559424106    14621  1827600 SH       SOLE                1827600        0        0
D MAINE PUBLIC SERVICE CO        COM              560483109       51     2500 SH       SOLE                   2500        0        0
D MALLINCKRODT INC               COM              561232109       26      600 SH       SOLE                    600        0        0
D MANDALAY RESORT GROUP          COM              562567107      432    21600 SH       SOLE                  21600        0        0
D MANITOWOC COMPANY INC          COM              563571108        8      300 SH       SOLE                    300        0        0
D MANPOWER INC                   COM              56418H100      400    12500 SH       SOLE                  12500        0        0
D MARCHFIRST INC                 COM              566244109        9      500 SH       SOLE                    500        0        0
D MARSH & MCLENNAN               COM              571748102     1326    12700 SH       SOLE                      0        0    12700
D MARSH & MCLENNAN               COM              571748102   210828  2018695 SH       SOLE                2018695        0        0
D MARSH & MCLENNAN               COM              571748102      157     1500 SH       SOLE                      0        0     1500
D MARSH & MCLENNAN               COM              571748102       38      360 SH       SOLE                    360        0        0
D MARSH & MCLENNAN               COM              571748102      125     1200 SH       SOLE                      0        0     1200
D MARSH SUPERMARKETS CL B        COM              571783208     2373   237275 SH       SOLE                 237275        0        0
D MARSH SUPERMARKETS CL A        COM              571783307     1710   110775 SH       SOLE                 110775        0        0
D MARSHALL & ILSLEY CORP         COM              571834100       17      400 SH       SOLE                    400        0        0
D MARRIOTT INTL INC CL A         COM              571903202       40     1100 SH       SOLE                   1100        0        0
D MARTEN TRANSPORT LTD           COM              573075108      117     9000 SH       SOLE                   9000        0        0
D MARTIN MARIETTA MATERIALS      COM              573284106     6689   165420 SH       SOLE                 165420        0        0
D MARTIN MARIETTA MATERIALS      COM              573284106      146     3600 SH       SOLE                      0        0     3600
D MARTIN MARIETTA MATERIALS      COM              573284106       16      400 SH       SOLE                    400        0        0
D MARTIN MARIETTA MATERIALS      COM              573284106      171     4233 SH       SOLE                      0        0     4233
D MASCO                          COM              574599106       14      800 SH       SOLE                    800        0        0
D MASCOTECH INC                  SB NT CV         574670AB1     5592  7450000 PR       SOLE                      0        0        X
D MASS HEALTH & ED TAX EXEMPT    COM              575672100       25     2000 SH       SOLE                   2000        0        0
D MASSMUTUAL PARTICIPATION INV   SH BEN INT       576299101      155    16407 SH       SOLE                  16407        0        0
D MATRIX SVC CO                  COM              576853105     3852   832900 SH       SOLE                 832900        0        0
D MATTEL INC.                    COM              577081102       40     3035 SH       SOLE                      0        0     3035
D MATTEL INC.                    COM              577081102       12      900 SH       SOLE                    900        0        0
D MATTHEWS INTL CORP CL A        COM              577128101     7891   272100 SH       SOLE                 272100        0        0
D MAXIM INTEGRATED PRODUCTS      COM              57772K101     1208    17780 SH       SOLE                      0        0    17780
D MAXIM INTEGRATED PRODUCTS      COM              57772K101     5426    79861 SH       SOLE                  79861        0        0
D MAXWELL SHOE INC CL A          COM              577766108      178    18000 SH       SOLE                  18000        0        0
D MAY DEPARTMENT STORE           COM              577778103      725    30199 SH       SOLE                  30199        0        0
D MAY DEPARTMENT STORE           COM              577778103      283    11777 SH       SOLE                  11777        0        0
D MAY DEPARTMENT STORE           COM              577778103      220     9150 SH       SOLE                      0        0     9150
D MAY DEPARTMENT STORE           COM              577778103      360    15000 SH       SOLE                      0        0    15000
D MAX & ERMAS RESTAURANTS INC    COM              577903107       43     5000 SH       SOLE                   5000        0        0
D MAYNARD OIL CO                 COM              578444101      146     9100 SH       SOLE                   9100        0        0
D MAYTAG CORP                    COM              578592107        7      200 SH       SOLE                    200        0        0
D MAZEL STORES INC               COM              578792103      136    16000 SH       SOLE                  16000        0        0
D MCCLATCHY COMPANY CL A         COM              579489105     7137   215450 SH       SOLE                 215450        0        0
D MCCORMICK & CO.                COM              579780206       13      400 SH       SOLE                    400        0        0
D MCDONALDS CORP                 COM              580135101   106564  3235286 SH       SOLE                3235286        0        0
D MCDONALDS CORP                 COM              580135101     3935   119461 SH       SOLE                      0        0   119461
D MCDONALDS CORP                 COM              580135101     8156   247620 SH       SOLE                      0        0   247620
D MCDONALDS CORP                 COM              580135101      853    25910 SH       SOLE                  25910        0        0
D MCDONALDS CORP                 COM              580135101      792    24050 SH       SOLE                      0        0    24050
D MCDONALDS CORP                 COM              580135101     1732    52592 SH       SOLE                      0        0    52592
D MCDONALDS CORP                 COM              580135101      412    12500 SH       SOLE                      0        0    12500
D MCGRAW HILL COMPANIES INC      COM              580645109   153446  2841600 SH       SOLE                2841600        0        0
D MCGRAW HILL COMPANIES INC      COM              580645109       70     1300 SH       SOLE                      0        0     1300
D MCLEODUSA INC CL A             COM              582266102       41     2000 SH       SOLE                   2000        0        0
D MCRAE INDUSTRIES INC           COM              582757209       19     4500 SH       SOLE                   4500        0        0
D MEAD CORPORATION               COM              582834107       33     1300 SH       SOLE                   1300        0        0
D MEAD CORPORATION               COM              582834107       96     3800 SH       SOLE                      0        0     3800
D MEAD CORPORATION               COM              582834107      336    13320 SH       SOLE                  13320        0        0
D MEAD CORPORATION               COM              582834107       51     2000 SH       SOLE                      0        0     2000
D MEAD CORPORATION               COM              582834107       51     2000 SH       SOLE                      0        0     2000
D MEDIAONE GROUP INC             COM              58440J104      110     1660 SH       SOLE                      0        0     1660
D MEDIAONE GROUP INC             COM              58440J104      963    14560 SH       SOLE                  14560        0        0
D MEDIAONE GROUP INC             COM              58440J104       26      400 SH       SOLE                      0        0      400
D MEDIAONE GROUP INC             COM              58440J104       45      678 SH       SOLE                    678        0        0
D MEDIAONE GROUP INC             COM              58440J104       13      200 SH       SOLE                      0        0      200
D MEDIAONE GROUP INC             COM              58440J104      159     2400 SH       SOLE                      0        0     2400
D MEDICIS PHARMACEUTICAL         COM              584690309       43      750 SH       SOLE                      0        0      750
D MEDIMMUNE INC                  COM              584699102       96     1300 SH       SOLE                   1300        0        0
D MEDTRONIC                      COM              585055106    17417   349647 SH       SOLE                 349647        0        0
D MEDTRONIC                      COM              585055106     1251    25104 SH       SOLE                      0        0    25104
D MEDTRONIC                      COM              585055106        4       75 SH       SOLE                     75        0        0
D MEDTRONIC                      COM              585055106       50     1000 SH       SOLE                      0        0     1000
D MEDTRONIC                      COM              585055106      628    12600 SH       SOLE                      0        0    12600
D MELLON FINANCIAL CORPORATION   COM              58551A108     2292    62900 SH       SOLE                      0        0    62900
D MELLON FINANCIAL CORPORATION   COM              58551A108     1232    33810 SH       SOLE                  33810        0        0
D MELLON FINANCIAL CORPORATION   COM              58551A108      306     8400 SH       SOLE                      0        0     8400
D MELLON FINANCIAL CORPORATION   COM              58551A108      326     8948 SH       SOLE                   8948        0        0
D MELLON FINANCIAL CORPORATION   COM              58551A108     4850   133100 SH       SOLE                      0        0   133100
D MEMBERWORKS INC                COM              586002107       17      500 SH       SOLE                    500        0        0
D MERCANTILE BANKSHARES CORP     COM              587405101        9      300 SH       SOLE                    300        0        0
D MERCHANTS GROUP                COM              588539106       83     5000 SH       SOLE                   5000        0        0
D MERCK & CO INC                 COM              589331107   161849  2112217 SH       SOLE                2112217        0        0
D MERCK & CO INC                 COM              589331107     1675    21866 SH       SOLE                  21866        0        0
D MERCK & CO INC                 COM              589331107    16119   210365 SH       SOLE                      0        0   210365
D MERCK & CO INC                 COM              589331107    26600   347148 SH       SOLE                      0        0   347148
D MERCK & CO INC                 COM              589331107      866    11300 SH       SOLE                  11300        0        0
D MERCK & CO INC                 COM              589331107     3886    50720 SH       SOLE                      0        0    50720
D MERCK & CO INC                 COM              589331107      449     5860 SH       SOLE                      0        0     5860
D MERCK & CO INC                 COM              589331107       23      300 SH       SOLE                      0        0      300
D MERCURY INTERACTIVE CORP       COM              589405109       39      400 SH       SOLE                    400        0        0
D MERIDIAN DIAGNOSTICS INC       COM              589602101     2784   356300 SH       SOLE                 356300        0        0
D MERIDIAN INSURANCE GROUP       COM              589644103      179    14883 SH       SOLE                  14883        0        0
D MERIT MED SYS INC              COM              589889104       89    13700 SH       SOLE                  13700        0        0
D MERRILL LYNCH & CO             COM              590188108      253     2200 SH       SOLE                   2200        0        0
D MESABA HOLDINGS                COM              59066B102      607    63500 SH       SOLE                  63500        0        0
D MESTEK INC                     COM              590829107      319    18100 SH       SOLE                  18100        0        0
D MET PRO CORP                   COM              590876306      127    14112 SH       SOLE                  14112        0        0
D META GROUP INC                 COM              591002100     1542    80100 SH       SOLE                  80100        0        0
D METALS USA INC                 COM              591324108     8930  1904800 SH       SOLE                1904800        0        0
D METLIFE INC                    COM              59156R108       21     1000 SH       SOLE                   1000        0        0
D METRIS COMPANIES INC           COM              591598107       94     3750 SH       SOLE                   3750        0        0
D METRO GOLDWYN MAYER INC        COM              591610100        3      100 SH       SOLE                    100        0        0
D METROMEDIA FIBER NETWORK INC   COM              591689104       52     1300 SH       SOLE                   1300        0        0
D E.BISCOM  SPA                  COM              59353566       308     2000 SH       SOLE                   2000        0        0
D MICREL INC                     COM              594793101    14165   326100 SH       SOLE                 326100        0        0
D MICROSOFT                      COM              594918104    30740   384254 SH       SOLE                 384254        0        0
D MICROSOFT                      COM              594918104       18      220 SH       SOLE                    220        0        0
D MICROSOFT                      COM              594918104     1508    18850 SH       SOLE                      0        0    18850
D MICROSOFT                      COM              594918104      927    11590 SH       SOLE                      0        0    11590
D MICROSOFT                      COM              594918104       32      400 SH       SOLE                      0        0      400
D MICROSOFT                      COM              594918104       36      450 SH       SOLE                    450        0        0
D MICROSOFT                      COM              594918104       32      400 SH       SOLE                      0        0      400
D MICROCHIP TECHNOLOGY           COM              595017104     8952   153646 SH       SOLE                 153646        0        0
D MICROCHIP TECHNOLOGY           COM              595017104     2092    35900 SH       SOLE                      0        0    35900
D MICROCHIP TECHNOLOGY           COM              595017104      105     1800 SH       SOLE                   1800        0        0
D MICROCHIP TECHNOLOGY           COM              595017104      175     3000 SH       SOLE                   3000        0        0
D MICROCHIP TECHNOLOGY           COM              595017104     6371   109350 SH       SOLE                      0        0   109350
D MICROCHIP TECHNOLOGY           COM              595017104       16      275 SH       SOLE                      0        0      275
D MICRON TECHNOLOGY INC          COM              595112103    88178  1001310 SH       SOLE                1001310        0        0
D MICRON TECHNOLOGY INC          COM              595112103       37      420 SH       SOLE                      0        0      420
D MID-ATLANTIC REALTY TRUST      COM              595232109     8755   875500 SH       SOLE                 875500        0        0
D MID ATLANTIC MED SVCS INC      COM              59523C107       46     3400 SH       SOLE                   3400        0        0
D MIDDLESEX WATER                COM              596680108      292    10200 SH       SOLE                  10200        0        0
D MIDLAND CO                     COM              597486109      426    17400 SH       SOLE                  17400        0        0
D MILACRON INC                   COM              598709103        1      100 SH       SOLE                    100        0        0
D MILLENNIUM PHARMACEUTICALS I   COM              599902103       34      300 SH       SOLE                    300        0        0
D MILLENNIUM CHEMICALS           COM              599903101        7      400 SH       SOLE                      0        0      400
D MILLENNIUM CHEMICALS           COM              599903101      349    20500 SH       SOLE                      0        0    20500
D MILLENNIUM CHEMICALS           COM              599903101     8181   481230 SH       SOLE                 481230        0        0
D MILLENNIUM CHEMICALS           COM              599903101      466    27385 SH       SOLE                      0        0    27385
D MILLENNIUM CHEMICALS           COM              599903101        3      200 SH       SOLE                      0        0      200
D MILLER HERMAN INC              COM              600544100    42431  1639850 SH       SOLE                1639850        0        0
D MILLIPORE                      COM              601073109       23      300 SH       SOLE                    300        0        0
D MINIMED INC                    COM              60365K108       12      100 SH       SOLE                    100        0        0
D MINNESOTA MNG & MFG CO         COM              604059105     4956    60074 SH       SOLE                  60074        0        0
D MINNESOTA MNG & MFG CO         COM              604059105      604     7320 SH       SOLE                      0        0     7320
D MINNESOTA MNG & MFG CO         COM              604059105       33      400 SH       SOLE                      0        0      400
D MINNESOTA MNG & MFG CO         COM              604059105      851    10316 SH       SOLE                  10316        0        0
D MINNESOTA MNG & MFG CO         COM              604059105     5500    66661 SH       SOLE                      0        0    66661
D MINNESOTA MNG & MFG CO         COM              604059105     1352    16392 SH       SOLE                      0        0    16392
D MINNESOTA MNG & MFG CO         COM              604059105     8102    98200 SH       SOLE                      0        0    98200
D MINNESOTA MNG & MFG CO         COM              604059105      124     1500 SH       SOLE                   1500        0        0
D MINUTEMAN INTERNATIONAL        COM              604540104       50     6100 SH       SOLE                   6100        0        0
D MOLEX INC                      COM              608554101      800    16625 SH       SOLE                      0        0    16625
D MOLEX INC                      COM              608554101     1737    36093 SH       SOLE                  36093        0        0
D MOLEX INC                      COM              608554101      117     2438 SH       SOLE                   2438        0        0
D MOLEX INC                      COM              608554101      241     5000 SH       SOLE                      0        0     5000
D MOLEX INC CL A                 COM              608554200     3494    99820 SH       SOLE                  99820        0        0
D MOLEX INC CL A                 COM              608554200     4466   127612 SH       SOLE                      0        0   127612
D MOLEX INC CL A                 COM              608554200      767    21900 SH       SOLE                      0        0    21900
D MOLEX INC CL A                 COM              608554200      337     9625 SH       SOLE                      0        0     9625
D MOLEX INC CL A                 COM              608554200       88     2512 SH       SOLE                      0        0     2512
D MOLEX INC CL A                 COM              608554200      103     2950 SH       SOLE                   2950        0        0
D MONTANA POWER                  COM              612085100       18      500 SH       SOLE                    500        0        0
D MORGAN J P                     COM              616880100      176     1600 SH       SOLE                      0        0     1600
D MORGAN J P                     COM              616880100      650     5900 SH       SOLE                   5900        0        0
D MORGAN J P                     COM              616880100      195     1768 SH       SOLE                   1768        0        0
D MORGAN J P                     COM              616880100     5771    52400 SH       SOLE                      0        0    52400
D MORGAN J P                     COM              616880100      213     1936 SH       SOLE                      0        0     1936
D M STANLEY D WITTER & CO        COM              617446441      441     5300 SH       SOLE                      0        0     5300
D M STANLEY D WITTER & CO        COM              617446441      624     7500 SH       SOLE                   7500        0        0
D MORRISON MANAGEMENT SPECIALIST COM              618459101    18792   666680 SH       SOLE                 666680        0        0
D MOTORCAR PARTS & ACCESSORIES   COM              620071100       12    12000 SH       SOLE                  12000        0        0
D MOTOROLA                       COM              620076109     1109    38175 SH       SOLE                      0        0    38175
D MOTOROLA                       COM              620076109     1188    40873 SH       SOLE                  40873        0        0
D MOTOROLA                       COM              620076109       80     2760 SH       SOLE                      0        0     2760
D MOTOROLA                       COM              620076109      187     6450 SH       SOLE                      0        0     6450
D MULTEXCOMINC                   COM              625367107       63    25000 SH       SOLE                  25000        0        0
D MUNICIPAL MTG & EQUITY L L C   COM              62624B101       77     3810 SH       SOLE                      0        0     3810
D MURPHY OIL                     COM              626717102       18      300 SH       SOLE                    300        0        0
D MUTUAL RISK MANAGEMENT         COM              628351108      104     6000 SH       SOLE                      0        0     6000
D MYERS INDUSTRIES INC           COM              628464109     1544   143594 SH       SOLE                 143594        0        0
D MYLAN LABS                     COM              628530107        2      100 SH       SOLE                    100        0        0
D NCR CORP                       COM              62886E108        1       15 SH       SOLE                      0        0       15
D NCR CORP                       COM              62886E108        1       18 SH       SOLE                     18        0        0
D NCR CORP                       COM              62886E108       19      500 SH       SOLE                    500        0        0
D NCR CORP                       COM              62886E108        3       68 SH       SOLE                      0        0       68
D NL INDUSTRIES                  COM              629156407        8      500 SH       SOLE                    500        0        0
D NN INC                         COM              629337106     4253   405000 SH       SOLE                 405000        0        0
D NTL INC                        COM              629407107       36      600 SH       SOLE                    600        0        0
D NUI CORP                       COM              629430109      586    21700 SH       SOLE                  21700        0        0
D NVR INC                        COM              62944T105       34      600 SH       SOLE                    600        0        0
D NABISCO HOLDINGS CLASS A       COM              629526104       11      200 SH       SOLE                    200        0        0
D NABORS INDUSTRIES              COM              629568106    48699  1171690 SH       SOLE                1171690        0        0
D NABORS INDUSTRIES              COM              629568106       39      950 SH       SOLE                      0        0      950
D NACCO INDUSTRIES CL A          COM              629579103        4      100 SH       SOLE                    100        0        0
D NASDAQ 100 TRUST               COM              631100104       37      400 SH       SOLE                      0        0      400
D NASHUA CORP                    COM              631226107     2358   285800 SH       SOLE                 285800        0        0
D NATIONAL CITY CORP             COM              635405103     1014    59420 SH       SOLE                      0        0    59420
D NATIONAL CITY CORP             COM              635405103    17457  1023118 SH       SOLE                1023118        0        0
D NATIONAL CITY CORP             COM              635405103     1214    71150 SH       SOLE                      0        0    71150
D NATIONAL CITY CORP             COM              635405103      198    11600 SH       SOLE                      0        0    11600
D NATIONAL CITY CORP             COM              635405103       66     3848 SH       SOLE                   3848        0        0
D NATIONAL COMMERCE BANCORP      COM              635449101        5      300 SH       SOLE                    300        0        0
D NATIONAL COMPUTER SYS INC      COM              635519101       69     1400 SH       SOLE                   1400        0        0
D NATIONAL FUEL GAS              COM              636180101      113     2320 SH       SOLE                   2320        0        0
D NATIONAL SECURITY GROUP INC    COM              637546102       38     3250 SH       SOLE                   3250        0        0
D NATIONAL SEMICONDUCTOR         COM              637640103       62     1100 SH       SOLE                   1100        0        0
D NATIONAL SERVICE INDUSTRIES    COM              637657107       62     3100 SH       SOLE                   3100        0        0
D NATIONAL SERVICE INDUSTRIES    COM              637657107       14      680 SH       SOLE                    680        0        0
D NATIONAL SERVICE INDUSTRIES    COM              637657107       34     1700 SH       SOLE                      0        0     1700
D NATIONAL SERVICE INDUSTRIES    COM              637657107       40     2000 SH       SOLE                      0        0     2000
D NATIONAL WESTERN LIFE          COM              638522102      432     6000 SH       SOLE                   6000        0        0
D NATIONWIDE FINANCIAL SVCS      COM              638612101        3      100 SH       SOLE                    100        0        0
D NAVIGATORS GROUP INC           COM              638904102      139    15400 SH       SOLE                  15400        0        0
D NAVISTAR INTL CORP             COM              63934E108       22      700 SH       SOLE                    700        0        0
D NAVIGANT INTERNATIONAL INC     COM              63935R108      270    28100 SH       SOLE                  28100        0        0
D NEIMAN MARCUS GROUP CL B       COM              640204301      324    11689 SH       SOLE                  11689        0        0
D NEIMAN MARCUS GROUP CL B       COM              640204301       88     3163 SH       SOLE                      0        0     3163
D NEIMAN MARCUS GROUP CL B       COM              640204301      201     7253 SH       SOLE                      0        0     7253
D NEIMAN MARCUS GROUP CL B       COM              640204301        2       90 SH       SOLE                     90        0        0
D NETWORKS ASSOCS INC            COM              640938106       20     1000 SH       SOLE                   1000        0        0
D NETWORKS ASSOCIATES INC        SB DB CV         640938AB2    12081 34500000 PR       SOLE                      0        0        X
D NESTLE S A REP RG SH ADR       COM              641069406      100     1000 SH       SOLE                   1000        0        0
D NETWORK APPLIANCE INC          COM              64120L104      169     2100 SH       SOLE                   2100        0        0
D NEW CENTURY ENERGIES INC       COM              64352U103       21      700 SH       SOLE                    700        0        0
D NEW ENGLAND BUS SVC            COM              643872104    15507   954300 SH       SOLE                 954300        0        0
D NEW YORK TIMES CL A            COM              650111107       59     1500 SH       SOLE                   1500        0        0
D NEW YORK TIMES CL A            COM              650111107       96     2424 SH       SOLE                      0        0     2424
D NEWELL RUBBERMAID              COM              651229106     1803    70005 SH       SOLE                  70005        0        0
D NEWELL RUBBERMAID              COM              651229106      928    36040 SH       SOLE                      0        0    36040
D NEWELL RUBBERMAID              COM              651229106      299    11600 SH       SOLE                      0        0    11600
D NEWELL RUBBERMAID              COM              651229106      118     4600 SH       SOLE                   4600        0        0
D NEWELL RUBBERMAID              COM              651229106       91     3550 SH       SOLE                      0        0     3550
D NEWELL RUBBERMAID              COM              651229106       88     3404 SH       SOLE                      0        0     3404
D NEWFIELD EXPL CO               COM              651290108     8917   227900 SH       SOLE                 227900        0        0
D NEWMARK HOMES CORP.            COM              651578106      144    22300 SH       SOLE                  22300        0        0
D NEWMONT MINING CORP            COM              651639106       22     1000 SH       SOLE                   1000        0        0
D NEWPARK RESOURCES INC          COM              651718504     5431   575400 SH       SOLE                 575400        0        0
D NEWPORT NEWS SHIPBUILDING      COM              652228107    24115   656200 SH       SOLE                 656200        0        0
D NEWS CORP LTD                  COM              652487703    81570  1496700 SH       SOLE                1496700        0        0
D NEXTEL COMMUNICATIONS CL A     COM              65332V103      257     4200 SH       SOLE                   4200        0        0
D NEXTEL PARTNERS INC CLASS A    COM              65333F107       36     1100 SH       SOLE                   1100        0        0
D NEXTEL PARTNERS INC            COMCL  A         65333F107       35    12200 SH       SOLE                  12200        0        0
D NEXTLINK COMMUNICATIONS-A      COM              65333H707       38     1000 SH       SOLE                   1000        0        0
D NEXT LEVEL COMMUNICATION INC   COM              65333U104      163     1905 SH       SOLE                   1905        0        0
D NEXT LEVEL COMMUNICATION INC   COM              65333U104       13      150 SH       SOLE                      0        0      150
D NIAGARA MOHAWK HOLDINGS INC    COM              653520106        8      600 SH       SOLE                    600        0        0
D NICOR INC                      COM              654086107       10      300 SH       SOLE                    300        0        0
D NIKE                           COM              654106103       28      700 SH       SOLE                    700        0        0
D NISOURCE INC                   COM              65473P105        9      500 SH       SOLE                    500        0        0
D NOBEL LEARNING CMNTYS INC      COM              654889104       95    12000 SH       SOLE                  12000        0        0
D NOBILITY HOMES INC             COM              654892108       47     9300 SH       SOLE                   9300        0        0
D NOBLE AFFILIATES INC           COM              654894104       93     2500 SH       SOLE                      0        0     2500
D NOBLE AFFILIATES INC           COM              654894104        7      200 SH       SOLE                    200        0        0
D NOKIA CORP ADR                 COM              654902204    24149   483584 SH       SOLE                 483584        0        0
D NOKIA CORP ADR                 COM              654902204     1184    23700 SH       SOLE                      0        0    23700
D NOKIA CORP ADR                 COM              654902204      365     7300 SH       SOLE                      0        0     7300
D NOKIA CORP ADR                 COM              654902204       54     1075 SH       SOLE                   1075        0        0
D NOKIA CORP ADR                 COM              654902204     3131    62700 SH       SOLE                      0        0    62700
D NOKIA CORP ADR                 COM              654902204      195     3900 SH       SOLE                      0        0     3900
D NOBLE DRILLING CORP            COM              655042109       22      525 SH       SOLE                      0        0      525
D NOBLE DRILLING CORP            COM              655042109       25      600 SH       SOLE                    600        0        0
D NOLAND CO                      COM              655286102      109     6300 SH       SOLE                   6300        0        0
D NORDSON                        COM              655663102       23      450 SH       SOLE                      0        0      450
D NORDSTROM                      COM              655664100       14      600 SH       SOLE                    600        0        0
D NORFOLK SOUTHERN               COM              655844108      292    19600 SH       SOLE                      0        0    19600
D NORFOLK SOUTHERN               COM              655844108    35462  2384013 SH       SOLE                2384013        0        0
D NORFOLK SOUTHERN               COM              655844108       51     3444 SH       SOLE                      0        0     3444
D NORFOLK SOUTHERN               COM              655844108       76     5100 SH       SOLE                      0        0     5100
D NORFOLK SOUTHERN               COM              655844108      440    29580 SH       SOLE                      0        0    29580
D NORFOLK SOUTHERN               COM              655844108       66     4470 SH       SOLE                   4470        0        0
D NORSTAN INC                    COM              656535101     1828   457100 SH       SOLE                 457100        0        0
D NORTEL NETWORKS CORP           COM              656568102      536     7851 SH       SOLE                      0        0     7851
D NORTEL NETWORKS CORP           COM              656568102      993    14550 SH       SOLE                  14550        0        0
D NORTEL NETWORKS CORP           COM              656568102        7      100 SH       SOLE                      0        0      100
D NORTH FORK BANCORP             COM              659424105       11      700 SH       SOLE                    700        0        0
D NORTHEAST UTILITIES            COM              664397106       30     1400 SH       SOLE                      0        0     1400
D NORTHEAST UTILITIES            COM              664397106       22     1000 SH       SOLE                   1000        0        0
D NORTHERN ST POWER              COM              665772109       18      900 SH       SOLE                    900        0        0
D NORTHERN TRUST CORP            COM              665859104       72     1100 SH       SOLE                   1100        0        0
D NORTHGATE EXPL LTD             COM              666416102        3     5000 SH       SOLE                      0        0     5000
D NORTHLAND CRANBERRIES A        COM              666499108     2163   558250 SH       SOLE                 558250        0        0
D NORTHROP GRUMMAN CORP          COM              666807102     1106    16700 SH       SOLE                  16700        0        0
D NORTHWEST AIRLINES CORP- CL A  COM              667280101        3      100 SH       SOLE                    100        0        0
D NORTHWEST NAT GAS CO           COM              667655104       11      500 SH       SOLE                    500        0        0
D NORTHWEST PIPE CO              COM              667746101      143    12000 SH       SOLE                  12000        0        0
D NOVA CORP GA                   COM              669784100        6      200 SH       SOLE                    200        0        0
D NOVAMETRIX MED SYS INC         COM              669870107     1044   174000 SH       SOLE                 174000        0        0
D NOVELL                         COM              670006105       18     1900 SH       SOLE                   1900        0        0
D NOVELLUS SYS INC               COM              670008101      922    16300 SH       SOLE                  16300        0        0
D NOVELLUS SYS INC               COM              670008101      679    12000 SH       SOLE                      0        0    12000
D NSTAR                          COM              67019E107       12      300 SH       SOLE                    300        0        0
D NUCOR CORP.                    COM              670346105       20      600 SH       SOLE                    600        0        0
D OM GROUP INC                   COM              670872100    16060   365000 SH       SOLE                 365000        0        0
D OCCIDENTAL PETROLEUM           COM              674599105       93     4400 SH       SOLE                   4400        0        0
D OCCIDENTAL PETROLEUM           COM              674599105        0        1 SH       SOLE                      0        0        1
D OCEAN ENERGY INC               COM              67481E106       21     1500 SH       SOLE                   1500        0        0
D OFFICE DEPOT INC               COM              676220106       18     2900 SH       SOLE                   2900        0        0
D OFFICE DEPOT INC               COM              676220106        8     1350 SH       SOLE                      0        0     1350
D OILGEAR CO                     COM              678042102       26     3000 SH       SOLE                   3000        0        0
D OLD DOMINION FGHT LINES INC    COM              679580100      151    15500 SH       SOLE                  15500        0        0
D OLD KENT FINANCIAL CORP        COM              679833103       17      630 SH       SOLE                    630        0        0
D OLD NATIONAL BANCORP           COM              680033107        6      200 SH       SOLE                    200        0        0
D OLD REPUBLIC INTL. CORP.       COM              680223104       10      600 SH       SOLE                    600        0        0
D OLIN CORP                      COM              680665205    15030   910900 SH       SOLE                 910900        0        0
D OMNICOM GROUP                  COM              681919106      178     2000 SH       SOLE                   2000        0        0
D ONEIDA LTD                     COM              682505102     7536   424550 SH       SOLE                 424550        0        0
D ONEOK INC                      COM              682680103      664    25586 SH       SOLE                  25586        0        0
D ONEOK INC                      COM              682680103      195     7500 SH       SOLE                      0        0     7500
D ONEOK INC                      COM              682680103       16      600 SH       SOLE                      0        0      600
D ONEOK INC                      COM              682680103       78     3000 SH       SOLE                      0        0     3000
D ONEOK INC                      COM              682680103       43     1657 SH       SOLE                   1657        0        0
D ONTRACK DATA INTL INC          COM              683372106      160    20500 SH       SOLE                  20500        0        0
D ORACLE SYSTEMS                 COM              68389X105     3324    39538 SH       SOLE                  39538        0        0
D ORACLE SYSTEMS                 COM              68389X105      328     3900 SH       SOLE                      0        0     3900
D OROAMERICA INC                 COM              687027102       76    11000 SH       SOLE                  11000        0        0
D OSCA INC                       COM              687836106     4497   266500 SH       SOLE                 266500        0        0
D OUTBACK STEAKHOUSE INC         COM              689899102        6      200 SH       SOLE                    200        0        0
D OVERSEAS SHIPHOLDING           COM              690368105       14      560 SH       SOLE                      0        0      560
D OVERSEAS SHIPHOLDING           COM              690368105      143     5800 SH       SOLE                   5800        0        0
D OVERSEAS SHIPHOLDING           COM              690368105        6      230 SH       SOLE                      0        0      230
D OWENS CORNING                  COM              69073F103        1      100 SH       SOLE                    100        0        0
D OWENS ILLINOIS INC             COM              690768403       11      900 SH       SOLE                    900        0        0
D OXFORD HEALTH PLANS INC        COM              691471106      348    14600 SH       SOLE                  14600        0        0
D P & F INDUSTRIES CL A          COM              692830508       43     5000 SH       SOLE                   5000        0        0
D P A M TRANSN SVCS INC          COM              693149106      172    18100 SH       SOLE                  18100        0        0
D PCD INC                        COM              69318P106      787   101300 SH       SOLE                 101300        0        0
D PECO ENERGY CO                 COM              693304107      149     3700 SH       SOLE                   3700        0        0
D PACIFIC GAS & ELECTRIC         COM              69331C108       66     2700 SH       SOLE                   2700        0        0
D PACIFIC GAS & ELECTRIC         COM              69331C108       22      900 SH       SOLE                    900        0        0
D PE CORP-PE BIOSYSTEMS GROUP    COM              69332S102       79     1200 SH       SOLE                   1200        0        0
D PLM INTL INC                   COM              69341L206      101    15000 SH       SOLE                  15000        0        0
D PMC CAP INC                    COM              693430100      224    23000 SH       SOLE                  23000        0        0
D PMC-SIERRA INC                 COM              69344F106      124      700 SH       SOLE                    700        0        0
D PMC-SIERRA INC                 COM              69344F106        7       42 SH       SOLE                      0        0       42
D PMI GROUP INC                  COM              69344M101      247     5200 SH       SOLE                   5200        0        0
D PNC FINANCIAL SERV GROUP       COM              693475105     6263   133616 SH       SOLE                      0        0   133616
D PNC FINANCIAL SERV GROUP       COM              693475105       84     1800 SH       SOLE                   1800        0        0
D PPG INDUSTRIES                 COM              693506107       53     1200 SH       SOLE                   1200        0        0
D PPG INDUSTRIES                 COM              693506107       18      400 SH       SOLE                    400        0        0
D PPL CORPORATION                COM              69351T106       24     1100 SH       SOLE                   1100        0        0
D PRI AUTOMATION INC             COM              69357H106      721    11020 SH       SOLE                  11020        0        0
D PRI AUTOMATION INC             COM              69357H106       37      570 SH       SOLE                      0        0      570
D PSS WORLD MEDICAL INC          COM              69366A107    20169  3001825 SH       SOLE                3001825        0        0
D PACCAR INC                     COM              693718108       20      500 SH       SOLE                    500        0        0
D PACIFIC CENTURY FINANCIAL CORP COM              694058108      106     7250 SH       SOLE                   7250        0        0
D PACIFIC CENTURY FINANCIAL CORP COM              694058108       11      750 SH       SOLE                      0        0      750
D PACIFIC CREST CAPITAL INC.     COM              694166109     1685   128400 SH       SOLE                 128400        0        0
D PACIFICARE HEALTH SYSTEMS INC  COM              695112102      283     4700 SH       SOLE                   4700        0        0
D PACTIV CORP                    COM              695257105        3      400 SH       SOLE                    400        0        0
D PAINE WEBBER GROUP INC         COM              695629105       41      900 SH       SOLE                    900        0        0
D PALL CORP                      COM              696429307       22     1200 SH       SOLE                   1200        0        0
D PALL CORP                      COM              696429307      185    10000 SH       SOLE                      0        0    10000
D PALL CORP                      COM              696429307       67     3600 SH       SOLE                      0        0     3600
D PANAMSAT CORP                  COM              697933109        9      200 SH       SOLE                    200        0        0
D PARK PLACE ENTERTAINMENT       COM              700690100       21     1700 SH       SOLE                   1700        0        0
D PARKER HANNIFIN                COM              701094104       65     1900 SH       SOLE                   1900        0        0
D PARKER HANNIFIN                COM              701094104       58     1700 SH       SOLE                      0        0     1700
D PATHWAYS GROUP INC             COM              70321D106       35    35075 SH       SOLE                  35075        0        0
D PAXAR CORP                     COM              704227107        6      500 SH       SOLE                      0        0      500
D PAYCHEX                        COM              704326107    28276   673247 SH       SOLE                 673247        0        0
D PAYCHEX                        COM              704326107      164     3900 SH       SOLE                      0        0     3900
D PAYCHEX                        COM              704326107        9      225 SH       SOLE                      0        0      225
D PAYLESS SHOESOURCE             COM              704379106        7      144 SH       SOLE                    144        0        0
D PAYLESS SHOESOURCE             COM              704379106       12      240 SH       SOLE                    240        0        0
D PENFORD CORP                   COM              707051108    13591   632150 SH       SOLE                 632150        0        0
D PENN AMERICA GROUP INC         COM              707247102      130    16500 SH       SOLE                  16500        0        0
D PENN ENG & MFG CORP A          COM              707389102      103     3200 SH       SOLE                   3200        0        0
D PENN ENGINEERING & MFG CORP    COM              707389300      419    11900 SH       SOLE                  11900        0        0
D PENN TREATY AMERICAN CP        COM              707874103      286    16800 SH       SOLE                  16800        0        0
D PENNEY J C                     COM              708160106       18     1000 SH       SOLE                      0        0     1000
D PENNEY J C                     COM              708160106        7      400 SH       SOLE                    400        0        0
D PENTAIR INC                    COM              709631105        4      100 SH       SOLE                    100        0        0
D PENTON MEDIA INC               COM              709668107    28186   805300 SH       SOLE                 805300        0        0
D PENWEST PHARMACEUTICALS CO     COM              709754105     4506   447825 SH       SOLE                 447825        0        0
D PEOPLES BANK BRIDGEPORT CT     COM              710198102       28     1500 SH       SOLE                      0        0     1500
D PEOPLES BANK BRIDGEPORT CT     COM              710198102       11      600 SH       SOLE                    600        0        0
D PEOPLES ENERGY                 COM              711030106        3      100 SH       SOLE                    100        0        0
D PEOPLESOFT INC                 COM              712713106       20     1200 SH       SOLE                   1200        0        0
D PEPSI BOTTLING GROUP INC       COM              713409100        6      200 SH       SOLE                    200        0        0
D PEPSIAMERICAS INC              COMCL  B         71343P101      666  2215371 SH       SOLE                2215371        0        0
D PEPSICO                        COM              713448108    11197   251970 SH       SOLE                 251970        0        0
D PEPSICO                        COM              713448108       36      800 SH       SOLE                      0        0      800
D PEPSICO                        COM              713448108     1097    24681 SH       SOLE                  24681        0        0
D PEPSICO                        COM              713448108     8982   202119 SH       SOLE                      0        0   202119
D PEPSICO                        COM              713448108    27458   617900 SH       SOLE                      0        0   617900
D PEPSICO                        COM              713448108     2023    45516 SH       SOLE                      0        0    45516
D PEPSICO                        COM              713448108      733    16500 SH       SOLE                      0        0    16500
D PERFORMANCE FOOD GROUP         COM              713755106     4198   131200 SH       SOLE                 131200        0        0
D PERKINELMER INC                COM              714046109     7331   110870 SH       SOLE                 110870        0        0
D PERKINELMER INC                COM              714046109       46      700 SH       SOLE                    700        0        0
D PERKINELMER INC                COM              714046109      622     9400 SH       SOLE                      0        0     9400
D PETCO ANIMAL SUPPLIES INC      COM              716016100    39323  2003700 SH       SOLE                2003700        0        0
D PETROLEUM HELICOPTER VTG       COM              716604103     1656   174300 SH       SOLE                 174300        0        0
D PETROLEUM HELICOPTER NON VTG   COM              716604202     2000   207800 SH       SOLE                 207800        0        0
D PFIZER                         COM              717081103    56420  1175408 SH       SOLE                1175408        0        0
D PFIZER                         COM              717081103     1454    30300 SH       SOLE                      0        0    30300
D PFIZER                         COM              717081103     7380   153748 SH       SOLE                      0        0   153748
D PFIZER                         COM              717081103    22918   477455 SH       SOLE                      0        0   477455
D PFIZER                         COM              717081103     4480    93334 SH       SOLE                      0        0    93334
D PFIZER                         COM              717081103     1393    29025 SH       SOLE                  29025        0        0
D PFIZER                         COM              717081103      200     4159 SH       SOLE                      0        0     4159
D PHARMACIA CORPORATION          COM              71713U102   155893  3016047 SH       SOLE                3016047        0        0
D PHARMACIA CORPORATION          COM              71713U102     1712    33125 SH       SOLE                      0        0    33125
D PHARMACIA CORPORATION          COM              71713U102      141     2720 SH       SOLE                      0        0     2720
D PHARMACIA CORPORATION          COM              71713U102      133     2576 SH       SOLE                   2576        0        0
D PHARMACIA CORPORATION          COM              71713U102     1070    20710 SH       SOLE                      0        0    20710
D PHILADELPHIA SUBURBAN CP       COM              718009608       21     1000 SH       SOLE                   1000        0        0
D PHILIP MORRIS                  COM              718154107      590    22207 SH       SOLE                  22207        0        0
D PHILIP MORRIS                  COM              718154107     1288    48500 SH       SOLE                      0        0    48500
D PHILIP MORRIS                  COM              718154107      131     4950 SH       SOLE                      0        0     4950
D PHILIP MORRIS                  COM              718154107       74     2800 SH       SOLE                   2800        0        0
D PHILLIPS PETROLEUM             COM              718507106      112     2200 SH       SOLE                   2200        0        0
D PINNACLE WEST CAPITAL          COM              723484101      274     8100 SH       SOLE                   8100        0        0
D PINNACLE WEST CAPITAL          COM              723484101       41     1200 SH       SOLE                      0        0     1200
D PITNEY BOWES                   COM              724479100       64     1600 SH       SOLE                      0        0     1600
D PITNEY BOWES                   COM              724479100      248     6200 SH       SOLE                   6200        0        0
D PITT DES MOINES                COM              724508106      300    15800 SH       SOLE                  15800        0        0
D PIXAR INC                      COM              725811103        4      100 SH       SOLE                    100        0        0
D PLACER DOME INC                COM              725906101        5      500 SH       SOLE                    500        0        0
D PLANTRONICS INC NEW            COM              727493108       35      300 SH       SOLE                    300        0        0
D PLEXUS CORP                    COM              729132100      136     1200 SH       SOLE                   1200        0        0
D PLUM CREEK TIMBER CO           COM              729251108      133     5100 SH       SOLE                   5100        0        0
D POLAROID                       COM              731095105        2      100 SH       SOLE                    100        0        0
D POPULAR INC                    COM              733174106       11      600 SH       SOLE                    600        0        0
D PORTAL SOFTWARE                COM              736126103        6      100 SH       SOLE                    100        0        0
D POST PPTYS INC                 COM              737464107        9      200 SH       SOLE                    200        0        0
D POTLATCH CORP                  COM              737628107      610    18400 SH       SOLE                      0        0    18400
D POTLATCH CORP                  COM              737628107    12670   382490 SH       SOLE                 382490        0        0
D POTLATCH CORP                  COM              737628107      707    21340 SH       SOLE                      0        0    21340
D POTOMAC ELECTRIC               COM              737679100       34     1375 SH       SOLE                   1375        0        0
D POTOMAC ELECTRIC               COM              737679100      500    20000 SH       SOLE                      0        0    20000
D POWELL INDUSTRIES INC          COM              739128106      212    21700 SH       SOLE                  21700        0        0
D PRAXAIR INC                    COM              74005P104       34      900 SH       SOLE                      0        0      900
D PRAXAIR INC                    COM              74005P104       37     1000 SH       SOLE                   1000        0        0
D PRECISION CASTPARTS            COM              740189105      118     2600 SH       SOLE                   2600        0        0
D PRECISION DRILLING CORP        COM              74022D100    16813   435300 SH       SOLE                 435300        0        0
D PRENTISS PPTYS TR              COM              740706106     5641   235060 SH       SOLE                 235060        0        0
D PRENTISS PPTYS TR              COM              740706106       22      900 SH       SOLE                      0        0      900
D PRICE T ROWE & ASSOCIATES      COM              741477103       21      500 SH       SOLE                    500        0        0
D PRICELINE.COM INC              COM              741503106        4      100 SH       SOLE                    100        0        0
D PRIME MED SVCS INC NEW         COM              74156D108       64     8309 SH       SOLE                      0        0     8309
D PRIMESOURCE CORP               COM              741593107       54    10600 SH       SOLE                  10600        0        0
D PRIMA ENERGY CORP              COM              741901201      819    15300 SH       SOLE                  15300        0        0
D PROCTER & GAMBLE               COM              742718109     2669    46625 SH       SOLE                  46625        0        0
D PROCTER & GAMBLE               COM              742718109      897    15660 SH       SOLE                      0        0    15660
D PROCTER & GAMBLE               COM              742718109     1802    31480 SH       SOLE                      0        0    31480
D PROCTER & GAMBLE               COM              742718109      444     7750 SH       SOLE                   7750        0        0
D PROCTER & GAMBLE               COM              742718109     4109    71766 SH       SOLE                      0        0    71766
D PROCTER & GAMBLE               COM              742718109       68     1190 SH       SOLE                      0        0     1190
D PROCTER & GAMBLE               COM              742718109      133     2324 SH       SOLE                   2324        0        0
D PROFESSIONALS GROUP INC        COM              742954100      455    18630 SH       SOLE                  18630        0        0
D PROGRAMMER'S PARADISE          COM              743205106       35     8900 SH       SOLE                   8900        0        0
D PROGRAMMING & SYS INC          COM              743209108        0     4500 SH       SOLE                   4500        0        0
D PROLOGIS TR                    COM              743410102        9      400 SH       SOLE                    400        0        0
D PROPHET 21 INC                 COM              743459109      107     7400 SH       SOLE                   7400        0        0
D PROTECTIVE LIFE CORP           COM              743674103        5      200 SH       SOLE                    200        0        0
D PROVIDENCE ENERGY              COM              743743106      437    10800 SH       SOLE                  10800        0        0
D PROVIDENT FINL GROUP INC       COM              743866105       40     1695 SH       SOLE                   1695        0        0
D PROVIDIAN FINANCIAL CORP       COM              74406A102      504     5600 SH       SOLE                   5600        0        0
D PROVIDIAN FINANCIAL CORP       COM              74406A102     2140    23783 SH       SOLE                      0        0    23783
D PROVIDIAN FINANCIAL CORP       COM              74406A102      594     6600 SH       SOLE                   6600        0        0
D PROVIDIAN FINANCIAL CORP       COM              74406A102      135     1500 SH       SOLE                      0        0     1500
D PUBLIC SERVICE ENTERPRISE GROU COM              744573106      641    18500 SH       SOLE                  18500        0        0
D PUBLIC STORAGE INC             COM              74460D109        7      300 SH       SOLE                    300        0        0
D PUERTO RICAN CEMENT CO         COM              745075101      295    10600 SH       SOLE                  10600        0        0
D PUGET SOUND ENERGY INC         COM              745332106        6      300 SH       SOLE                    300        0        0
D PULTE CORP                     COM              745867101      102     4700 SH       SOLE                   4700        0        0
D PUTNAM MASTER INCOME TRUST     COM              74683K104        1      200 SH       SOLE                      0        0      200
D QLOGIC CORP                    COM              747277101       13      200 SH       SOLE                    200        0        0
D Q E P INC                      COM              74727K102       45     5300 SH       SOLE                   5300        0        0
D QUAKER FABRIC CORP             COM              747399103      171    33700 SH       SOLE                  33700        0        0
D QUAKER OATS                    COM              747402105      421     5600 SH       SOLE                      0        0     5600
D QUAKER OATS                    COM              747402105       53      700 SH       SOLE                    700        0        0
D QUALCOMM INC                   COM              747525103     4577    76291 SH       SOLE                  76291        0        0
D QUALCOMM INC                   COM              747525103       37      610 SH       SOLE                      0        0      610
D QUANEX CORP                    COM              747620102       30     2000 SH       SOLE                   2000        0        0
D QUANTA SVCS INC                COM              74762E102       91     1650 SH       SOLE                   1650        0        0
D QUANTUM CORP-DLT & STORAGE     COM              747906204        9      900 SH       SOLE                    900        0        0
D QUEST DIAGNOSTICS              COM              74834L100        6       75 SH       SOLE                      0        0       75
D QUEST DIAGNOSTICS              COM              74834L100       15      200 SH       SOLE                    200        0        0
D QUEST DIAGNOSTICS              COM              74834L100       11      150 SH       SOLE                      0        0      150
D QUESTAR CORP                   COM              748356102       10      500 SH       SOLE                    500        0        0
D QUINTILES TRANSNATIONAL        COM              748767100        1      100 SH       SOLE                    100        0        0
D QUIPP INC                      COM              748802105       55     2900 SH       SOLE                   2900        0        0
D QUIXOTE CORP                   COM              749056107      984    65600 SH       SOLE                  65600        0        0
D QWEST COMMUNICATIONS INTL INC  COM              749121109    17450   351185 SH       SOLE                 351185        0        0
D QWEST COMMUNICATIONS INTL INC  COM              749121109       47      950 SH       SOLE                      0        0      950
D QWEST COMMUNICATIONS INTL INC  COM              749121109      492     9900 SH       SOLE                      0        0     9900
D R & B FALCON CORP              COM              74912E101       12      500 SH       SOLE                    500        0        0
D RGC RESOURCES INC              COM              74955L101       51     2900 SH       SOLE                   2900        0        0
D RGS ENERGY GROUP               COM              74956K104      105     4700 SH       SOLE                   4700        0        0
D RPC INC                        COM              749660106     3125   295800 SH       SOLE                 295800        0        0
D RWD TECHNOLOGIES, INC          COM              74975B101      173    29700 SH       SOLE                  29700        0        0
D RF MICRO DEVICES INC           COM              749941100       18      200 SH       SOLE                    200        0        0
D RADIAN GROUP INC               COM              750236101      114     2200 SH       SOLE                   2200        0        0
D RADIOSHACK CORP                COM              750438103    75852  1601100 SH       SOLE                1601100        0        0
D RAMBUS INC                     COM              750917106       10      100 SH       SOLE                    100        0        0
D RALCORP HOLDINGS INC           COM              751028101     1248   101850 SH       SOLE                 101850        0        0
D RALCORP HOLDINGS INC           COM              751028101       13     1100 SH       SOLE                      0        0     1100
D RALSTON-RALSTON PURINA GROUP   COM              751277302       12      600 SH       SOLE                      0        0      600
D RALSTON-RALSTON PURINA GROUP   COM              751277302       31     1536 SH       SOLE                      0        0     1536
D RALSTON-RALSTON PURINA GROUP   COM              751277302       55     2745 SH       SOLE                      0        0     2745
D RALSTON-RALSTON PURINA GROUP   COM              751277302       77     3850 SH       SOLE                   3850        0        0
D RATIONAL SOFTWARE CORP         COM              75409P202       28      300 SH       SOLE                    300        0        0
D RATIONAL SOFTWARE CORP         SUB NT CV        75409PAA1    12523  8500000 PR       SOLE                      0        0        X
D RAYOVAC CORP                   COM              755081106    21192   947130 SH       SOLE                 947130        0        0
D RAYOVAC CORP                   COM              755081106       13      570 SH       SOLE                      0        0      570
D RAYTHEON CO CL A               COM              755111309       55     2812 SH       SOLE                      0        0     2812
D RAYTHEON CO CL A               COM              755111309        1       76 SH       SOLE                      0        0       76
D RAYTHEON CO CL A               COM              755111309        2      112 SH       SOLE                    112        0        0
D RAYTHEON CO CL A               COM              755111309        1       63 SH       SOLE                      0        0       63
D RAYTHEON CO CLASS B            COM              755111408      749    38900 SH       SOLE                      0        0    38900
D RAYTHEON CO CLASS B            COM              755111408    15807   821160 SH       SOLE                 821160        0        0
D RAYTHEON CO CLASS B            COM              755111408      835    43360 SH       SOLE                      0        0    43360
D READERS DIGEST ASSN INC CLASS  COM              755267101       19      475 SH       SOLE                    475        0        0
D READERS DIGEST ASSN INC CLASS  COM              755267101       60     1500 SH       SOLE                      0        0     1500
D READING ENTERTAINMENT INC      COM              755358108       79    13700 SH       SOLE                  13700        0        0
D REALNETWORKS INC               COM              75605L104       15      300 SH       SOLE                    300        0        0
D RED HAT INC                    COM              756577102      672    24840 SH       SOLE                  24840        0        0
D RED HAT INC                    COM              756577102       66     2440 SH       SOLE                      0        0     2440
D REDBACK NETWORKS               COM              757209101       72      400 SH       SOLE                    400        0        0
D REEBOK INTERNATIONAL           COM              758110100        2      100 SH       SOLE                    100        0        0
D REFAC                          COM              758653109       28     8000 SH       SOLE                   8000        0        0
D REGAL BELIOT CORP              COM              758750103     5192   323250 SH       SOLE                 323250        0        0
D REGIONS FINANCIAL CORP         COM              758940100       30     1500 SH       SOLE                   1500        0        0
D REINSURANCE GROUP AMER INC     COM              759351109        3      100 SH       SOLE                    100        0        0
D RELIANCE STEEL & ALUMINUM CO   COM              759509102    14237   744400 SH       SOLE                 744400        0        0
D RELIANT ENERGY INC             COM              75952J108       62     2100 SH       SOLE                   2100        0        0
D RELIANT ENERGY INC             COM              75952J108       30     1000 SH       SOLE                   1000        0        0
D RELIANT ENERGY INC             COM              75952J108       18      600 SH       SOLE                      0        0      600
D RELIASTAR FINANCIAL            COM              75952U103       21      400 SH       SOLE                    400        0        0
D RENT WAY INC                   COM              76009U104    11728   401800 SH       SOLE                 401800        0        0
D RENT-WAY INC                   COM              76009U104    17980   616000 SH       SOLE                 616000        0        0
D REPUBLIC BANCORP INC           COM              760282103       49     5500 SH       SOLE                   5500        0        0
D REPUBLIC SVCS INC              COM              760759100        2      100 SH       SOLE                    100        0        0
D RESPIRONICS INC                COM              761230101    15836   879800 SH       SOLE                 879800        0        0
D REUTERS GROUP PLC SPONS ADR    COM              76132M102      129     1288 SH       SOLE                   1288        0        0
D REUTERS GROUP PLC SPONS ADR    COM              76132M102      130     1300 SH       SOLE                      0        0     1300
D REX STORES CORP                COM              761624105      326    14000 SH       SOLE                  14000        0        0
D REYNOLDS & REYNOLDS CL A       COM              761695105      110     6000 SH       SOLE                      0        0     6000
D REYNOLDS & REYNOLDS CL A       COM              761695105       37     2000 SH       SOLE                      0        0     2000
D REYNOLDS & REYNOLDS CL A       COM              761695105       42     2300 SH       SOLE                   2300        0        0
D REYNOLDS & REYNOLDS CL A       COM              761695105      175     9600 SH       SOLE                      0        0     9600
D REYNOLDS R J TOB HLDGS INC     COM              76182K105       14      500 SH       SOLE                    500        0        0
D ROADWAY EXPRESS INC            COM              769742107       52     2200 SH       SOLE                   2200        0        0
D ROANOKE ELEC STEEL CORP        COM              769841107      281    22500 SH       SOLE                  22500        0        0
D ROBBINS & MYERS INC            COM              770196103     2610   114400 SH       SOLE                 114400        0        0
D ROBERT HALF INTL INC           COM              770323103       11      400 SH       SOLE                    400        0        0
D ROBOTIC VISION SYS INC         COM              771074101    26407  1467040 SH       SOLE                1467040        0        0
D ROBOTIC VISION SYS INC         COM              771074101       18     1000 SH       SOLE                      0        0     1000
D ROCKWELL INTERNATIOAL CORP     COM              773903109       41     1300 SH       SOLE                   1300        0        0
D ROCKY SHOES & BOOTS INC        COM              774830103       51    10100 SH       SOLE                  10100        0        0
D ROHM & HAAS                    COM              775371107       11      331 SH       SOLE                      0        0      331
D ROHM & HAAS                    COM              775371107       17      497 SH       SOLE                      0        0      497
D ROHM & HAAS                    COM              775371107      932    27000 SH       SOLE                      0        0    27000
D ROHM & HAAS                    COM              775371107   134949  3911555 SH       SOLE                3911555        0        0
D ROHM & HAAS                    COM              775371107        5      147 SH       SOLE                    147        0        0
D ROPER INDUSTRIES INC/DE        COM              776696106    41250  1609760 SH       SOLE                1609760        0        0
D ROPER INDUSTRIES INC/DE        COM              776696106       11      420 SH       SOLE                      0        0      420
D ROSS STORES INC                COM              778296103        7      400 SH       SOLE                    400        0        0
D ROUSE CO.                      COM              779273101       10      400 SH       SOLE                    400        0        0
D ROWAN COS. INC.                COM              779382100       15      500 SH       SOLE                    500        0        0
D ROYAL BANK OF SCOTLAND         SP ADR B PREF    780097309    15263   600000 SH       SOLE                      0        0        X
D ROYAL DUTCH PETE NY SHARES     COM              780257805       49      800 SH       SOLE                      0        0      800
D ROYAL DUTCH PETE NY SHARES     COM              780257805     9004   146257 SH       SOLE                      0        0   146257
D ROYAL DUTCH PETE NY SHARES     COM              780257805    26548   431237 SH       SOLE                 431237        0        0
D ROYAL DUTCH PETE NY SHARES     COM              780257805     3761    61100 SH       SOLE                      0        0    61100
D ROYAL DUTCH PETE NY SHARES     COM              780257805      772    12536 SH       SOLE                  12536        0        0
D ROYAL DUTCH PETE NY SHARES     COM              780257805     1582    25695 SH       SOLE                      0        0    25695
D ROYAL DUTCH PETE NY SHARES     COM              780257805      283     4600 SH       SOLE                      0        0     4600
D RUSSELL CORP                   COM              782352108       88     4400 SH       SOLE                   4400        0        0
D RYDER SYSTEM                   COM              783549108        2      100 SH       SOLE                    100        0        0
D RYERSON TULL INC NEW           COM              78375P107     1954   188310 SH       SOLE                 188310        0        0
D S & K FAMOUS BRANDS INC        COM              783774102       60     8400 SH       SOLE                   8400        0        0
D SBC COMMUNICATIONS INC.        COM              78387G103   169679  3923223 SH       SOLE                3923223        0        0
D SBC COMMUNICATIONS INC.        COM              78387G103      146     3384 SH       SOLE                      0        0     3384
D SBC COMMUNICATIONS INC.        COM              78387G103      745    17234 SH       SOLE                  17234        0        0
D SBC COMMUNICATIONS INC.        COM              78387G103     3532    81662 SH       SOLE                      0        0    81662
D SBC COMMUNICATIONS INC.        COM              78387G103    13327   308132 SH       SOLE                      0        0   308132
D SBC COMMUNICATIONS INC.        COM              78387G103      968    22392 SH       SOLE                      0        0    22392
D SBC COMMUNICATIONS INC.        COM              78387G103       19      440 SH       SOLE                      0        0      440
D SBS TECHNOLOGIES INC           COM              78387P103     1463    39600 SH       SOLE                  39600        0        0
D SCI SYSTEMS INC                COM              783890106    39611  1010800 SH       SOLE                1010800        0        0
D SDL INC                        COM              784076101       86      300 SH       SOLE                    300        0        0
D SEI INVESTMENTS CO             COM              784117103       12      300 SH       SOLE                    300        0        0
D SFX ENTMT INC CL A             COM              784178105      816    18000 SH       SOLE                  18000        0        0
D S J W CORP                     COM              784305104      571     4800 SH       SOLE                   4800        0        0
D SL GREEN RLTY CORP             COM              78440X101    30137  1126600 SH       SOLE                1126600        0        0
D S L INDUSTRIES INC             COM              784413106       94     9600 SH       SOLE                   9600        0        0
D SLM HOLDING CORP               COM              78442A105      908    24250 SH       SOLE                      0        0    24250
D SLM HOLDING CORP               COM              78442A105    18562   495810 SH       SOLE                 495810        0        0
D SLM HOLDING CORP               COM              78442A105     1378    36805 SH       SOLE                      0        0    36805
D SPX CORP                       COM              784635104       12      100 SH       SOLE                    100        0        0
D SABRE HLDGS CORP               COM              785905100       31     1100 SH       SOLE                   1100        0        0
D SAFEGUARD SCIENTIFICS          COM              786449108       22      700 SH       SOLE                    700        0        0
D SAFETY-KLEEN                   COM              78648R205        0      600 SH       SOLE                    600        0        0
D SAFEWAY INC                    COM              786514208    13896   308804 SH       SOLE                 308804        0        0
D SAFEWAY INC                    COM              786514208     5887   130814 SH       SOLE                      0        0   130814
D SAFEWAY INC                    COM              786514208      911    20244 SH       SOLE                      0        0    20244
D SAFEWAY INC                    COM              786514208        7      150 SH       SOLE                      0        0      150
D SAGA COMMUNICATIONS INC -CL A  COM              786598102     3333   151500 SH       SOLE                 151500        0        0
D ST JOE COMPANY                 COM              790148100        3      100 SH       SOLE                    100        0        0
D ST. JOSEPH LIGHT & POWER CO.   COM              790654107      357    17000 SH       SOLE                  17000        0        0
D SAINT JUDE MEDICAL             COM              790849103      427     9300 SH       SOLE                   9300        0        0
D ST PAUL COS.                   COM              792860108       41     1200 SH       SOLE                      0        0     1200
D ST PAUL COS.                   COM              792860108       17      506 SH       SOLE                      0        0      506
D ST PAUL COS.                   COM              792860108       51     1500 SH       SOLE                   1500        0        0
D SAKS INCORPORATED              COM              79377W108        5      500 SH       SOLE                    500        0        0
D SALTON INC                     COM              795757103       33      900 SH       SOLE                    900        0        0
D SAMES CORP                     COM              79587E104       90     5727 SH       SOLE                   5727        0        0
D SANDERSON FARMS INC            COM              800013104      237    29650 SH       SOLE                  29650        0        0
D SANMINA CORP                   COM              800907107     1163    13600 SH       SOLE                  13600        0        0
D SANTA FE SNYDER CORP           COM              80218K105       18     1600 SH       SOLE                   1600        0        0
D SAPIENT CORP                   COM              803062108       32      300 SH       SOLE                    300        0        0
D SARA LEE CORP                  COM              803111103      429    22200 SH       SOLE                  22200        0        0
D SARA LEE CORP                  COM              803111103       12      600 SH       SOLE                      0        0      600
D SARA LEE CORP                  COM              803111103       50     2600 SH       SOLE                      0        0     2600
D SARA LEE CORP                  COM              803111103      139     7200 SH       SOLE                      0        0     7200
D SARA LEE CORP                  COM              803111103       19     1000 SH       SOLE                   1000        0        0
D SCANA CORP                     COM              80589M103       10      400 SH       SOLE                    400        0        0
D SCANSOURCE INC                 COM              806037107     2678    68900 SH       SOLE                  68900        0        0
D SCHAWK INC                     COM              806373106     3877   413500 SH       SOLE                 413500        0        0
D SCHERING PLOUGH                COM              806605101      568    11250 SH       SOLE                      0        0    11250
D SCHERING PLOUGH                COM              806605101   149132  2953100 SH       SOLE                2953100        0        0
D SCHERING PLOUGH                COM              806605101     1236    24480 SH       SOLE                  24480        0        0
D SCHLUMBERGER LTD               COM              806857108      746    10000 SH       SOLE                      0        0    10000
D SCHLUMBERGER LTD               COM              806857108     5907    79156 SH       SOLE                      0        0    79156
D SCHLUMBERGER LTD               COM              806857108     4859    65118 SH       SOLE                  65118        0        0
D SCHLUMBERGER LTD               COM              806857108      182     2444 SH       SOLE                   2444        0        0
D SCHLUMBERGER LTD               COM              806857108      387     5189 SH       SOLE                      0        0     5189
D SCHLUMBERGER LTD               COM              806857108      459     6146 SH       SOLE                   6146        0        0
D SCHLUMBERGER LTD               COM              806857108     5761    77202 SH       SOLE                      0        0    77202
D SCHNITZER STL INDS CL A        COM              806882106     3178   200200 SH       SOLE                 200200        0        0
D SCHULMAN                       COM              808194104       72     6000 SH       SOLE                   6000        0        0
D SCHWAB CHARLES CORP            COM              808513105      524    15570 SH       SOLE                      0        0    15570
D SCHWAB CHARLES CORP            COM              808513105      197     5864 SH       SOLE                   5864        0        0
D SCHWEITZER-MAUDUIT INTL        COM              808541106       21     1700 SH       SOLE                   1700        0        0
D SCHWEITZER-MAUDUIT INTL        COM              808541106        1      100 SH       SOLE                      0        0      100
D SCIENT CORP                    COM              80864H109        4      100 SH       SOLE                    100        0        0
D SCIENTIFIC ATLANTA             COM              808655104       97     1300 SH       SOLE                   1300        0        0
D SCIOS INC                      COM              808905103        6     1000 SH       SOLE                      0        0     1000
D SCITEX                         COM              809090103     1967   177800 SH       SOLE                 177800        0        0
D SCITEX                         COM              809090103       14     1300 SH       SOLE                      0        0     1300
D SCOPE INDUSTRIES               COM              809163108       76     1700 SH       SOLE                   1700        0        0
D SCOTT TECHNOLOGIES INC         COM              810022301     8589   499700 SH       SOLE                 499700        0        0
D SCOTTISH PWR PLC-ADR           COM              81013T705       28      843 SH       SOLE                    843        0        0
D SCRIPPS E W CO CL A            COM              811054204        5      100 SH       SOLE                    100        0        0
D SEA CONTAINERS CL B            COM              811371103     1604    67700 SH       SOLE                  67700        0        0
D SEA CONTAINERS LTD CL A        COM              811371707    29976  1419000 SH       SOLE                1419000        0        0
D SEAGATE TECHNOLOGY             COM              811804103       66     1200 SH       SOLE                      0        0     1200
D SEAGATE TECHNOLOGY             COM              811804103        6      100 SH       SOLE                    100        0        0
D SEAGATE TECHNOLOGY             COM              811804103       11      200 SH       SOLE                      0        0      200
D SEAGATE TECHNOLOGY             COM              811804103      116     2100 SH       SOLE                   2100        0        0
D SEAGRAMS CO LTD                COM              811850106      139     2400 SH       SOLE                   2400        0        0
D SEALED AIR CORP                COM              81211K100    83753  1599100 SH       SOLE                1599100        0        0
D SEARS ROEBUCK & CO             COM              812387108      816    25000 SH       SOLE                      0        0    25000
D SEARS ROEBUCK & CO             COM              812387108    16539   506950 SH       SOLE                 506950        0        0
D SEARS ROEBUCK & CO             COM              812387108     1047    32100 SH       SOLE                      0        0    32100
D SEAWAY FOOD TOWN               COM              812744100      240    14300 SH       SOLE                  14300        0        0
D SECTOR SPDR TFUND - TECH       COM              81369Y803     2872    53000 SH       SOLE                  53000        0        0
D SECURITY CAP US RLTY           SP ADR           814136206     6663   371473 SH       SOLE                      0        0        X
D SELAS CORP AMER                COM              816119101       74    10000 SH       SOLE                  10000        0        0
D SEMTECH CORP                   SB NT CV         816850AB7     7723  7400000 PR       SOLE                      0        0        X
D SEMPRA ENERGY                  COM              816851109       27     1600 SH       SOLE                   1600        0        0
D SEMPRA ENERGY                  COM              816851109        9      500 SH       SOLE                      0        0      500
D SEMITOOL INC                   COM              816909105      381    22000 SH       SOLE                  22000        0        0
D SEPRACOR INC                   COM              817315104       24      200 SH       SOLE                    200        0        0
D SERVICE CORP INTL              COM              817565104        1      300 SH       SOLE                    300        0        0
D SERVICEMASTER COMPANY          COM              81760N109     1138   100023 SH       SOLE                 100023        0        0
D SERVICEMASTER COMPANY          COM              81760N109      758    66680 SH       SOLE                      0        0    66680
D SERVICEMASTER COMPANY          COM              81760N109       13     1125 SH       SOLE                   1125        0        0
D SERVICEMASTER COMPANY          COM              81760N109       33     2890 SH       SOLE                      0        0     2890
D SERVICEMASTER COMPANY          COM              81760N109      622    54700 SH       SOLE                      0        0    54700
D SHAW INDUSTRIES INC            COM              820286102        8      600 SH       SOLE                    600        0        0
D SHELL TRANSP/TRAD ADR          COM              822703609       15      300 SH       SOLE                      0        0      300
D SHERWIN WILLIAMS CO            COM              824348106       21     1000 SH       SOLE                   1000        0        0
D SHERWIN WILLIAMS CO            COM              824348106       34     1600 SH       SOLE                      0        0     1600
D SHUFFLE MASTER INC             COM              825549108     2957   205700 SH       SOLE                 205700        0        0
D SIEBEL SYSTEMS INC             COM              826170102     4817    29452 SH       SOLE                  29452        0        0
D SIFCO INDUSTRIES               COM              826546103       69    11000 SH       SOLE                  11000        0        0
D SIGMA-ALDRICH                  COM              826552101     1267    43300 SH       SOLE                      0        0    43300
D SIGMA-ALDRICH                  COM              826552101      185     6340 SH       SOLE                   6340        0        0
D SIGMA-ALDRICH                  COM              826552101       38     1300 SH       SOLE                      0        0     1300
D SIGMA-ALDRICH                  COM              826552101      129     4400 SH       SOLE                      0        0     4400
D SIGMA-ALDRICH                  COM              826552101       44     1500 SH       SOLE                   1500        0        0
D SIGNAL TECHNOLOGY CORP         COM              826675100     4350   174000 SH       SOLE                 174000        0        0
D SIMIONE CENTRAL HOLDINGS INC   COM              828654301        7     2368 SH       SOLE                   2368        0        0
D SIMON PROPERTY GROUP           COM              828806109       11      500 SH       SOLE                    500        0        0
D SIZELER PROPERTIES INVESTORS   COM              830137105      116    15500 SH       SOLE                  15500        0        0
D SKY FINL GROUP INC             COM              83080P103     1491    93558 SH       SOLE                      0        0    93558
D SKY FINL GROUP INC             COM              83080P103      400    25096 SH       SOLE                      0        0    25096
D SKYWEST INC                    COM              830879102      256     6900 SH       SOLE                   6900        0        0
D SMITH INTERNATIONAL            COM              832110100       15      200 SH       SOLE                    200        0        0
D SMITHKLINE BEECHAM ORD A       COM              832378301      287     4400 SH       SOLE                      0        0     4400
D SMITHKLINE BEECHAM ORD A       COM              832378301      115     1760 SH       SOLE                      0        0     1760
D SMITHKLINE BEECHAM ORD A       COM              832378301     1308    20060 SH       SOLE                  20060        0        0
D SMITHKLINE BEECHAM ORD A       COM              832378301     1757    26959 SH       SOLE                      0        0    26959
D SMITHKLINE BEECHAM ORD A       COM              832378301     4069    62416 SH       SOLE                      0        0    62416
D SMITHKLINE BEECHAM ORD A       COM              832378301      659    10112 SH       SOLE                      0        0    10112
D SMITHKLINE BEECHAM ORD A       COM              832378301      215     3300 SH       SOLE                   3300        0        0
D SMURFIT-STONE CONTAINER CORP   COM              832727101        5      400 SH       SOLE                    400        0        0
D SNYDER COMMUNICATIONS INC      COM              832914105        2      100 SH       SOLE                    100        0        0
D SNAP-ON INC                    COM              833034101      134     5050 SH       SOLE                      0        0     5050
D SNAP-ON INC                    COM              833034101     3213   120690 SH       SOLE                 120690        0        0
D SOFTWARE.COM INC               COM              83402P104       26      200 SH       SOLE                    200        0        0
D SOLECTRON CORP                 COM              834182107    30004   716514 SH       SOLE                 716514        0        0
D SOLECTRON CORP                 COM              834182107     4917   117420 SH       SOLE                      0        0   117420
D SOLECTRON CORP                 COM              834182107       19      450 SH       SOLE                    450        0        0
D SOLECTRON CORP                 COM              834182107      272     6500 SH       SOLE                      0        0     6500
D SOLECTRON CORP                 COM              834182107      251     5990 SH       SOLE                      0        0     5990
D SOLECTRON CORP                 COM              834182107    12073   288300 SH       SOLE                      0        0   288300
D SOLECTRON CORP                 COM              834182107      180     4300 SH       SOLE                   4300        0        0
D SOLECTRON CORP                 COM              834182107       15      350 SH       SOLE                      0        0      350
D SOLUTIA INC                    COM              834376105       11      800 SH       SOLE                    800        0        0
D SOLUTIA INC                    COM              834376105        7      504 SH       SOLE                      0        0      504
D SOMERSET GROUP INC             COM              834706103      109     5000 SH       SOLE                   5000        0        0
D SONOCO PRODUCTS                COM              835495102       10      500 SH       SOLE                    500        0        0
D SONOCO PRODUCTS                COM              835495102       14      693 SH       SOLE                      0        0      693
D SONOCO PRODUCTS                COM              835495102      122     5957 SH       SOLE                      0        0     5957
D SOTHEBYS HOLDINGS CL A         COM              835898107       18     1000 SH       SOLE                      0        0     1000
D SOUTH JERSEY INDUSTRIES        COM              838518108      447    17200 SH       SOLE                  17200        0        0
D SOUTHDOWN INC                  COM              841297104       12      200 SH       SOLE                    200        0        0
D SOUTHERN CO.                   COM              842587107      178     7620 SH       SOLE                   7620        0        0
D SOUTHERN CO.                   COM              842587107       14      620 SH       SOLE                      0        0      620
D SOUTHTRUST CORP                COM              844730101       23     1000 SH       SOLE                   1000        0        0
D SOUTHWEST AIRLINES             COM              844741108       49     2600 SH       SOLE                   2600        0        0
D SOUTHWEST WATER CO             COM              845331107      180    13839 SH       SOLE                  13839        0        0
D SOVEREIGN BANCORP              COM              845905108     3729   530396 SH       SOLE                 530396        0        0
D SPARTAN MOTORS                 COM              846819100     2592   618850 SH       SOLE                 618850        0        0
D SPARTECH CORP                  COM              847220209    11467   424700 SH       SOLE                 424700        0        0
D SPECTRUM CONTROL INC           COM              847615101    10677   783600 SH       SOLE                 783600        0        0
D SPIEKER PPTYS INC              COM              848497103       14      300 SH       SOLE                    300        0        0
D SPRINGS INDUSTRIES             COM              851783100       77     2400 SH       SOLE                   2400        0        0
D SPRINT CORP (FON GROUP)        COM              852061100      407     7978 SH       SOLE                   7978        0        0
D SPRINT CORP (FON GROUP)        COM              852061100       10      200 SH       SOLE                      0        0      200
D SPRINT CORP (FON GROUP)        COM              852061100      306     6000 SH       SOLE                      0        0     6000
D SPRINT CORP                    COM              852061506      460     7738 SH       SOLE                   7738        0        0
D SPRINT CORP                    COM              852061506        6      100 SH       SOLE                      0        0      100
D SPRINT CORP                    COM              852061506      179     3000 SH       SOLE                      0        0     3000
D STANDARD MANAGEMENT CORP       COM              853612109       50    14000 SH       SOLE                  14000        0        0
D STANDARD REGISTER CO           COM              853887107      214    15000 SH       SOLE                      0        0    15000
D STANLEY WORKS                  COM              854616109       14      600 SH       SOLE                    600        0        0
D STANLEY WORKS                  COM              854616109       39     1650 SH       SOLE                      0        0     1650
D STANLEY WORKS                  COM              854616109       69     2900 SH       SOLE                   2900        0        0
D STAPLES INC                    COM              855030102       43     2800 SH       SOLE                   2800        0        0
D STARBUCKS CORP                 COM              855244109       23      600 SH       SOLE                    600        0        0
D STATE AUTO FINANICAL           COM              855707105       36     3000 SH       SOLE                   3000        0        0
D STARWOOD HOTELS/RESORTS WORLD  COM              85590A204       16      500 SH       SOLE                    500        0        0
D STATE STREET CORP              COM              857477102      371     3500 SH       SOLE                   3500        0        0
D STATE STREET CORP              COM              857477102       53      500 SH       SOLE                      0        0      500
D STATE STREET CORP              COM              857477102      392     3700 SH       SOLE                      0        0     3700
D STATE STREET CORP              COM              857477102       16      150 SH       SOLE                      0        0      150
D STEELCASE INC CL A             COM              858155203        5      300 SH       SOLE                    300        0        0
D STEIN MART INC                 COM              858375108    21214  2069700 SH       SOLE                2069700        0        0
D STEINWAY MUSICAL INSTRS INC    COM              858495104       10      600 SH       SOLE                    600        0        0
D STEPHAN CO                     COM              858603103       38     8500 SH       SOLE                   8500        0        0
D STERLING FINL CORP/SPOKANE     COM              859319105     4862   422750 SH       SOLE                 422750        0        0
D STEWART INFORMATION SVCS       COM              860372101     1271    86900 SH       SOLE                  86900        0        0
D STONE ENERGY CORP              COM              861642106    12195   204100 SH       SOLE                 204100        0        0
D STORAGENETWORKS INC            COM              86211E103      451     5000 SH       SOLE                      0        0     5000
D STORAGENETWORKS INC            COM              86211E103       36      400 SH       SOLE                      0        0      400
D STORAGENETWORKS INC            COM              86211E103      632     7000 SH       SOLE                   7000        0        0
D STORAGENETWORKS INC            COM              86211E103        9      100 SH       SOLE                    100        0        0
D STRATOS LIGHTWAVE INC          COM              863100103       22      800 SH       SOLE                    800        0        0
D STRIDE RITE                    COM              863314100    11383  1858410 SH       SOLE                1858410        0        0
D STRYKER CORP                   COM              863667101       18      400 SH       SOLE                    400        0        0
D STUDENT LOAN CORP              COM              863902102    27794   661750 SH       SOLE                 661750        0        0
D STUDENT LOAN CORP              COM              863902102      143     3400 SH       SOLE                      0        0     3400
D STUDENT LOAN CORP              COM              863902102      514    12230 SH       SOLE                      0        0    12230
D STURM RUGER                    COM              864159108     8335   939100 SH       SOLE                 939100        0        0
D SUMMA INDS                     COM              86562T105      101     8500 SH       SOLE                   8500        0        0
D SUMMIT BANCORP                 COM              866005101       38     1550 SH       SOLE                   1550        0        0
D SUN LIFE FINL SERVICES CANADA  COM              866796105       38     2238 SH       SOLE                   2238        0        0
D SUN MICROSYSTEMS               COM              866810104    21196   233080 SH       SOLE                 233080        0        0
D SUN MICROSYSTEMS               COM              866810104      265     2915 SH       SOLE                      0        0     2915
D SUN MICROSYSTEMS               COM              866810104        5       50 SH       SOLE                     50        0        0
D SUN MICROSYSTEMS               COM              866810104       73      800 SH       SOLE                      0        0      800
D SUN HYDRAULICS CORP            COM              866942105      101    12000 SH       SOLE                  12000        0        0
D SUNGARD DATA SYSTEMS           COM              867363103       12      400 SH       SOLE                    400        0        0
D SUNGLASS HUT INTL INC          SB NT CV         86736FAA4     2309  3280000 PR       SOLE                      0        0        X
D SUNOCO INC                     COM              86764P107       29     1000 SH       SOLE                   1000        0        0
D SUNSTATES CORP PFD             COM              86787R306        0        9 SH       SOLE                      9        0        0
D SUNTRUST BANKS                 COM              867914103      219     4800 SH       SOLE                   4800        0        0
D SUNTRUST BANKS                 COM              867914103       46     1000 SH       SOLE                      0        0     1000
D SUPERVALU INC                  COM              868536103       21     1100 SH       SOLE                   1100        0        0
D SUPREME INDUSTRIES CLASS A     COM              868607102      111    24639 SH       SOLE                  24639        0        0
D SUPREME INDUSTRIES INC         COMCL  A         868607102      101   254589 SH       SOLE                 254589        0        0
D SWISS ARMY BRANDS              COM              870827102      922   180000 SH       SOLE                 180000        0        0
D SWISS ARMY BRANDS              COM              870827102     1626   317350 SH       SOLE                 317350        0        0
D SYBASE INC                     COM              871130100       28     1200 SH       SOLE                   1200        0        0
D SYBRON INTL CORP-WISCONSIN     COM              87114F106        6      300 SH       SOLE                    300        0        0
D SYCAMORE NETWORKS INC          COM              871206108      329     2980 SH       SOLE                   2980        0        0
D SYMANTEC CORP                  COM              871503108       11      200 SH       SOLE                    200        0        0
D SYMBOL TECHNOLOGIES            COM              871508107       22      400 SH       SOLE                    400        0        0
D SYMMETRICOM INC                COM              871543104      679    26900 SH       SOLE                  26900        0        0
D SYNOPSYS INC                   COM              871607107       10      300 SH       SOLE                    300        0        0
D SYNOVUS FINANCIAL CORP         COM              87161C105       23     1300 SH       SOLE                   1300        0        0
D SYSCO CORP                     COM              871829107       42     1000 SH       SOLE                      0        0     1000
D SYSCO CORP                     COM              871829107       97     2300 SH       SOLE                   2300        0        0
D TCF FINANCIAL CORP             COM              872275102      308    12000 SH       SOLE                      0        0    12000
D TCF FINANCIAL CORP             COM              872275102       10      400 SH       SOLE                    400        0        0
D TD WATERHOUSE GRP INC          COM              872362108       14      800 SH       SOLE                    800        0        0
D TECO ENERGY                    COM              872375100    52733  2628390 SH       SOLE                2628390        0        0
D TECO ENERGY                    COM              872375100      116     5800 SH       SOLE                      0        0     5800
D TECO ENERGY                    COM              872375100       26     1300 SH       SOLE                      0        0     1300
D TECO ENERGY                    COM              872375100       10      500 SH       SOLE                    500        0        0
D T G C INDUSTRIES INC           COM              872417308       11    12721 SH       SOLE                  12721        0        0
D TJX COMPANIES INC              COM              872540109       39     2100 SH       SOLE                   2100        0        0
D TRM CORPORATION                COM              872636105       65    12000 SH       SOLE                  12000        0        0
D TRW                            COM              872649108    82662  1905752 SH       SOLE                1905752        0        0
D TRW                            COM              872649108      130     3000 SH       SOLE                      0        0     3000
D T S R INC                      COM              872885108      847   154000 SH       SOLE                 154000        0        0
D TMP WORLDWIDE INC              COM              872941109       15      200 SH       SOLE                    200        0        0
D TXU CORPORATION                COM              873168108       38     1300 SH       SOLE                      0        0     1300
D TXU CORPORATION                COM              873168108       56     1900 SH       SOLE                   1900        0        0
D TXU CORPORATION                COM              873168108       12      400 SH       SOLE                      0        0      400
D TXU CORPORATION                COM              873168108       62     2100 SH       SOLE                      0        0     2100
D TAIWAN SEMICONDUCTOR SP ADR    COM              874039100       23      582 SH       SOLE                    582        0        0
D TAIWAN SEMICONDUCTOR SP ADR    COM              874039100       22      563 SH       SOLE                      0        0      563
D TALBOTS INC                    COM              874161102       49      900 SH       SOLE                    900        0        0
D TANGER FACTORY OUTLET CTRS I   COM              875465106       24     1000 SH       SOLE                   1000        0        0
D TARGET CORP                    COM              87612E106    71795  1237846 SH       SOLE                1237846        0        0
D TARGET CORP                    COM              87612E106      117     2018 SH       SOLE                      0        0     2018
D TARGET CORP                    COM              87612E106      290     5000 SH       SOLE                      0        0     5000
D TARGET CORP                    COM              87612E106      122     2100 SH       SOLE                   2100        0        0
D TARRANT APPAREL GROUP          COM              876289109      277    31000 SH       SOLE                  31000        0        0
D TECH DATA CORP                 COM              878237106        9      200 SH       SOLE                    200        0        0
D TECUMSEH PRODUCTS CL B         COM              878895101        1       30 SH       SOLE                      0        0       30
D TECUMSEH PRODUCTS CL A         COM              878895200        3       90 SH       SOLE                      0        0       90
D TEKTRONIX                      COM              879131100      104     1400 SH       SOLE                      0        0     1400
D TEKTRONIX                      COM              879131100       30      400 SH       SOLE                    400        0        0
D TELECOM CORP NEW ZEALAND ADR   COM              879278208       17      600 SH       SOLE                    600        0        0
D TELEBRAS-SPONSORED ADR         COM              879287100        0      100 SH       SOLE                    100        0        0
D TELECOMUNICACOES BRASILEIRAS   COM              87928R106       51      400 SH       SOLE                    400        0        0
D TELEFLEX INC                   COM              879369106     9638   269600 SH       SOLE                 269600        0        0
D TELEPHONE & DATA SYS INC       COM              879433100       30      300 SH       SOLE                    300        0        0
D TEMPLE INLAND INC              COM              879868107    45225  1076790 SH       SOLE                1076790        0        0
D TENET HEALTHCARE CORP          COM              88033G100      902    33400 SH       SOLE                      0        0    33400
D TENET HEALTHCARE CORP          COM              88033G100    20400   755550 SH       SOLE                 755550        0        0
D TENET HEALTHCARE CORP          COM              88033G100     1174    43480 SH       SOLE                      0        0    43480
D TENNANT CO                     COM              880345103     8543   227800 SH       SOLE                 227800        0        0
D TERADYNE INC                   COM              880770102     1051    14300 SH       SOLE                  14300        0        0
D TEREX CORP                     COM              880779103     1661   117600 SH       SOLE                 117600        0        0
D TETRA TECHNOLOGIES INC         COM              88162F105     6942   489300 SH       SOLE                 489300        0        0
D TEXACO                         COM              881694103      342     6425 SH       SOLE                   6425        0        0
D TEXACO                         COM              881694103      138     2600 SH       SOLE                      0        0     2600
D TEXACO                         COM              881694103       29      540 SH       SOLE                      0        0      540
D TEXACO                         COM              881694103       21      400 SH       SOLE                      0        0      400
D TEXACO                         COM              881694103       16      300 SH       SOLE                    300        0        0
D TEXAS INSTRUMENTS              COM              882508104    18266   265925 SH       SOLE                 265925        0        0
D TEXAS INSTRUMENTS              COM              882508104      119     1730 SH       SOLE                      0        0     1730
D TEXAS INSTRUMENTS              COM              882508104      330     4800 SH       SOLE                      0        0     4800
D TEXAS INSTRUMENTS              COM              882508104     2404    35000 SH       SOLE                      0        0    35000
D TEXAS INSTRUMENTS              COM              882508104       82     1200 SH       SOLE                      0        0     1200
D TEXTRON                        COM              883203101       92     1700 SH       SOLE                   1700        0        0
D THERMO ELECTRON CORP           COM              883556102       10      485 SH       SOLE                    485        0        0
D THERMO INSTRUMENT SYSTEMS      COM              883559106        2      100 SH       SOLE                    100        0        0
D THOMAS & BETTS                 COM              884315102       38     2000 SH       SOLE                      0        0     2000
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D 3 COM CORP                     COM              885535104       58     1000 SH       SOLE                      0        0     1000
D 3 COM CORP                     COM              885535104      104     1800 SH       SOLE                   1800        0        0
D TIBCO SOFTWARE INC             COM              88632Q103       54      500 SH       SOLE                    500        0        0
D TIDEWATER INC                  COM              886423102        7      200 SH       SOLE                    200        0        0
D TIFFANY & CO                   COM              886547108     1499    22200 SH       SOLE                  22200        0        0
D TIME WARNER INC                COM              887315109      312     4100 SH       SOLE                   4100        0        0
D TIME WARNER TELECOM INC CL A   COM              887319101        6      100 SH       SOLE                    100        0        0
D TIMES MIRROR A                 COM              887364107        5       56 SH       SOLE                     56        0        0
D TIMKEN                         COM              887389104        2      100 SH       SOLE                    100        0        0
D TITAN CORP                     COM              888266103    31826   711200 SH       SOLE                 711200        0        0
D TOO INC                        COM              890333107       40     1571 SH       SOLE                      0        0     1571
D TOO INC                        COM              890333107      144     5674 SH       SOLE                   5674        0        0
D TOO INC                        COM              890333107       96     3787 SH       SOLE                      0        0     3787
D TORCHMARK                      COM              891027104       20      800 SH       SOLE                    800        0        0
D TOSCO CORP                     COM              891490302       40     1400 SH       SOLE                   1400        0        0
D TOTAL FINA ELF S A             COM              89151E109     2905    37819 SH       SOLE                      0        0    37819
D TOTAL FINA ELF S A             COM              89151E109    50869   662250 SH       SOLE                 662250        0        0
D TOTAL FINA ELF S A             COM              89151E109      215     2800 SH       SOLE                      0        0     2800
D TOWER AUTOMOTIVE INC           COM              891707101       30     2400 SH       SOLE                   2400        0        0
D TOWER AUTOMOTIVE INC           SB NT CV         891707AE1     2908  3730000 PR       SOLE                      0        0        X
D TOTAL SYS SVCS INC             COM              891906109        2      100 SH       SOLE                    100        0        0
D TOYS R US INC                  COM              892335100       16     1100 SH       SOLE                   1100        0        0
D TRANSATLANTIC HLDGS            COM              893521104        8      100 SH       SOLE                    100        0        0
D TRANSPORT CORP OF AMER INC     COM              89385P102       78    12000 SH       SOLE                  12000        0        0
D TRANSTECHNOLOGY CORP DEL       COM              893889105     5803   527500 SH       SOLE                 527500        0        0
D TRANSMONTAIGNE INC             COM              893934109     1603   261846 SH       SOLE                 261846        0        0
D TRENWICK GROUP INC             COM              895290104      198    13612 SH       SOLE                  13612        0        0
D TRI-CONTINENTAL CORP           COM              895436103       18      732 SH       SOLE                    732        0        0
D TRIDEX CORP                    COM              895906105       89   285714 SH       SOLE                 285714        0        0
D TRICON GLOBAL RESTAURANTS      COM              895953107        2       80 SH       SOLE                      0        0       80
D TRICON GLOBAL RESTAURANTS      COM              895953107     1586    56154 SH       SOLE                      0        0    56154
D TRICON GLOBAL RESTAURANTS      COM              895953107       22      780 SH       SOLE                    780        0        0
D TRICON GLOBAL RESTAURANTS      COM              895953107        5      170 SH       SOLE                    170        0        0
D TRICON GLOBAL RESTAURANTS      COM              895953107       17      600 SH       SOLE                      0        0      600
D TRIBUNE CO                     COM              896047107       54     1540 SH       SOLE                   1540        0        0
D TRIGON HEALTHCARE              COM              89618L100       10      200 SH       SOLE                    200        0        0
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D TRINITY INDUSTRIES             COM              896522109       20     1100 SH       SOLE                      0        0     1100
D TRIQUINT SEMICONDUCTOR INC     SB NT CV         89674KAA1     7153  8000000 PR       SOLE                      0        0        X
D TRIPLE S PLASTICS INC          COM              896926102      170     7000 SH       SOLE                   7000        0        0
D TRUE NORTH COMM                COM              897844106    67126  1525580 SH       SOLE                1525580        0        0
D TRUE NORTH COMM                COM              897844106       35      800 SH       SOLE                      0        0      800
D TUPPERWARE CORP                COM              899896104     3047   138500 SH       SOLE                 138500        0        0
D TUSCARORA INC                  COM              900902107      273    17500 SH       SOLE                  17500        0        0
D 21TH CENTURY INSURANCE GROUP   COM              90130N103        5      300 SH       SOLE                    300        0        0
D II VI INC                      COM              902104108     2685    55500 SH       SOLE                  55500        0        0
D TYCO INTERNATIONAL LTD         COM              902124104    80682  1703049 SH       SOLE                1703049        0        0
D TYCO INTERNATIONAL LTD         COM              902124104       21      450 SH       SOLE                      0        0      450
D TYCO INTERNATIONAL LTD         COM              902124104     6128   129342 SH       SOLE                      0        0   129342
D TYCO INTERNATIONAL LTD         COM              902124104      436     9202 SH       SOLE                      0        0     9202
D TYCO INTERNATIONAL LTD         COM              902124104       88     1860 SH       SOLE                   1860        0        0
D TYCO INTERNATIONAL LTD         COM              902124104     1900    40106 SH       SOLE                      0        0    40106
D TYCO INTERNATIONAL LTD         COM              902124104       60     1270 SH       SOLE                      0        0     1270
D UAL CORP (NEW)                 COM              902549500       12      200 SH       SOLE                    200        0        0
D UCAR INTERNATIONAL             COM              90262K109     2136   163500 SH       SOLE                 163500        0        0
D UCBH HOLDINGS INC              COM              90262T308     6499   243500 SH       SOLE                 243500        0        0
D UIL HOLDINGS CORPORATION       COM              902748102       44     1000 SH       SOLE                   1000        0        0
D USX - MARATHON GROUP           COM              902905827    11037   440388 SH       SOLE                 440388        0        0
D USX - MARATHON GROUP           COM              902905827      754    30100 SH       SOLE                      0        0    30100
D USX - MARATHON GROUP           COM              902905827      964    38470 SH       SOLE                      0        0    38470
D UST INC                        COM              902911106       21     1400 SH       SOLE                   1400        0        0
D USA TRUCK INC                  COM              902925106      100    17000 SH       SOLE                  17000        0        0
D U S BANCORP                    COM              902973106      680    35300 SH       SOLE                      0        0    35300
D U S BANCORP                    COM              902973106    15309   795259 SH       SOLE                 795259        0        0
D U S BANCORP                    COM              902973106      919    47720 SH       SOLE                      0        0    47720
D U S BANCORP                    COM              902973106      111     5758 SH       SOLE                   5758        0        0
D USA NETWORKS INC               COM              902984103        9      400 SH       SOLE                    400        0        0
D URS CORP                       COM              903236107      392    25700 SH       SOLE                  25700        0        0
D U S CAN                        COM              90328W105     9355   538400 SH       SOLE                 538400        0        0
D USG CORP                       COM              903293405        6      200 SH       SOLE                    200        0        0
D USX - U S STEEL GROUP          COM              90337T101      605    32600 SH       SOLE                      0        0    32600
D USX - U S STEEL GROUP          COM              90337T101    13871   747230 SH       SOLE                 747230        0        0
D USX - U S STEEL GROUP          COM              90337T101      835    44990 SH       SOLE                      0        0    44990
D ULTIMATE ELECTRS INC           COM              903849107     5944   221800 SH       SOLE                 221800        0        0
D ULTRAMAR DIAMOND SHAMROCK CO   COM              904000106       15      600 SH       SOLE                    600        0        0
D UNIFI INC                      COM              904677101     4063   328350 SH       SOLE                 328350        0        0
D UNILEVER NV                    COM              904784701      350     8142 SH       SOLE                      0        0     8142
D UNILEVER NV                    COM              904784701       46     1071 SH       SOLE                   1071        0        0
D UNICOM CORP                    COM              904911104       50     1300 SH       SOLE                   1300        0        0
D UNION CARBIDE                  COM              905581104       89     1800 SH       SOLE                      0        0     1800
D UNION CARBIDE                  COM              905581104       54     1100 SH       SOLE                   1100        0        0
D UNION PACIFIC CORP             COM              907818108      141     3800 SH       SOLE                   3800        0        0
D UNION PACIFIC CORP             COM              907818108       80     2154 SH       SOLE                      0        0     2154
D UNION PACIFIC CORP             COM              907818108       11      300 SH       SOLE                    300        0        0
D UNION PACIFIC RESOURCES        COM              907834105       84     3818 SH       SOLE                   3818        0        0
D UNION PACIFIC RESOURCES        COM              907834105       40     1824 SH       SOLE                      0        0     1824
D UNION PLANTERS CORP            COM              908068109       22      800 SH       SOLE                    800        0        0
D UNIONBANCAL CORP               COM              908906100        4      200 SH       SOLE                    200        0        0
D UNISYS                         COM              909214108        7      500 SH       SOLE                    500        0        0
D UNITED ASSET MANAGEMENT CORP   COM              909420101       14      600 SH       SOLE                      0        0      600
D UNITED AUTO GROUP              COM              909440109     3897   427100 SH       SOLE                 427100        0        0
D UNITED DOMINION REALTY TR      COM              910197102       99     9000 SH       SOLE                   9000        0        0
D UNITED NATURAL FOODS INC       COM              911163103     8140   592000 SH       SOLE                 592000        0        0
D UNITED PARCEL SERVICE CLASS B  COM              911312106      254     4300 SH       SOLE                   4300        0        0
D UNITED PARCEL SERVICE CLASS B  COM              911312106       59     1000 SH       SOLE                      0        0     1000
D US CELLULAR CORP               COM              911684108       13      200 SH       SOLE                    200        0        0
D U S AIR GROUP INC.             COM              911905107       12      300 SH       SOLE                    300        0        0
D UNITED STATES LIME & MINERAL   COM              911922102       53     7700 SH       SOLE                   7700        0        0
D U S INDUSTRIES INC             COM              912080108        2      150 SH       SOLE                      0        0      150
D U S WEST INC                   COM              91273H101       97     1136 SH       SOLE                   1136        0        0
D U S WEST INC                   COM              91273H101     1591    18549 SH       SOLE                  18549        0        0
D U S WEST INC                   COM              91273H101       89     1036 SH       SOLE                      0        0     1036
D U S WEST INC                   COM              91273H101       35      410 SH       SOLE                      0        0      410
D U S WEST INC                   COM              91273H101       18      205 SH       SOLE                      0        0      205
D U S WEST INC                   COM              91273H101      211     2465 SH       SOLE                      0        0     2465
D UNITED STATIONERS INC          COM              913004107       58     1800 SH       SOLE                   1800        0        0
D UNITED TECHNOLOGIES CORP       COM              913017109     2384    40500 SH       SOLE                      0        0    40500
D UNITED TECHNOLOGIES CORP       COM              913017109     1081    18360 SH       SOLE                  18360        0        0
D UNITED TECHNOLOGIES CORP       COM              913017109      942    16000 SH       SOLE                      0        0    16000
D UNITED TECHNOLOGIES CORP       COM              913017109       47      800 SH       SOLE                      0        0      800
D UNITED TECHNOLOGIES CORP       COM              913017109       94     1600 SH       SOLE                      0        0     1600
D UNITED TECHNOLOGIES CORP       COM              913017109      142     2420 SH       SOLE                   2420        0        0
D UNITEDGLOBALCOM CL A           COM              913247508        9      200 SH       SOLE                    200        0        0
D UNITEDHEALTH GROUP             COM              91324P102      892    10400 SH       SOLE                      0        0    10400
D UNITEDHEALTH GROUP             COM              91324P102    18603   216950 SH       SOLE                 216950        0        0
D UNITEDHEALTH GROUP             COM              91324P102     1285    14990 SH       SOLE                      0        0    14990
D UNITIL CORP                    COM              913259107      245     9176 SH       SOLE                   9176        0        0
D UNITRIN INC                    COM              913275103        6      200 SH       SOLE                    200        0        0
D UNITRIN INC                    COM              913275103       91     3090 SH       SOLE                      0        0     3090
D UNIVERSAL CORP (VA)            COM              913456109       85     4016 SH       SOLE                      0        0     4016
D UNIVERSAL FOODS                COM              913538104       60     3250 SH       SOLE                   3250        0        0
D UNIVERSAL FOODS                COM              913538104        8      450 SH       SOLE                    450        0        0
D UNIVISION COMMUNICATIONS INC   COM              914906102       21      200 SH       SOLE                    200        0        0
D UNOCAL CORP.                   COM              915289102       76     2294 SH       SOLE                   2294        0        0
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D UNUMPROVIDENT CORP             COM              91529Y106      902    44968 SH       SOLE                      0        0    44968
D URBAN SHOPPING CTRS INC        COM              917060105    14968   444300 SH       SOLE                 444300        0        0
D UTILICORP UNITED INC           COM              918005109        8      400 SH       SOLE                    400        0        0
D V F CORP                       COM              918204108       12      500 SH       SOLE                    500        0        0
D V S E CORP                     COM              918284100       22     3350 SH       SOLE                   3350        0        0
D VALASSIS COMMUNICATIONS        COM              918866104        8      200 SH       SOLE                    200        0        0
D VARIAN MEDICAL SYSTEMS INC     COM              92220P105       43     1100 SH       SOLE                   1100        0        0
D VASTAR RESOURCES INC           COM              922380100        8      100 SH       SOLE                    100        0        0
D VERITAS SOFTWARE CORP          COM              923436109     6475    57295 SH       SOLE                  57295        0        0
D VERITAS SOFTWARE CORP          COM              923436109       21      190 SH       SOLE                      0        0      190
D VERISIGN, INC                  COM              92343E102       72      407 SH       SOLE                    407        0        0
D VIACOM INC CL A                COM              925524100       55      800 SH       SOLE                      0        0      800
D VIACOM INC CL B                COM              925524308       59      868 SH       SOLE                      0        0      868
D VIACOM INC CL B                COM              925524308      764    11199 SH       SOLE                  11199        0        0
D VIACOM INC CL B                COM              925524308       55      800 SH       SOLE                      0        0      800
D VIAD CORP                      COM              92552R109        5      200 SH       SOLE                    200        0        0
D VIGNETTE CORPORATION           COM              926734104       52     1000 SH       SOLE                   1000        0        0
D VINTAGE PETROLEUM INC          COM              927460105       52     2300 SH       SOLE                   2300        0        0
D VIROPHARMA INC                 SB NT CV         928241AA6     2596  7000000 PR       SOLE                      0        0        X
D VITESSE SEMICONDUCTOR          SB NT CV         928497AA4     8303  9000000 PR       SOLE                      0        0        X
D VISHAY INTERTECHNOLOGY         COM              928298108      998    26300 SH       SOLE                  26300        0        0
D VISTEON CORP                   COM              92839U107     2350   193787 SH       SOLE                 193787        0        0
D VISTEON CORP                   COM              92839U107        3      209 SH       SOLE                      0        0      209
D VITESSE SEMICONDUCTOR CORP     COM              928497106    21534   292727 SH       SOLE                 292727        0        0
D VODAFONE GROUP PLC ADR         COM              92857W100       62     1500 SH       SOLE                      0        0     1500
D VODAFONE GROUP PLC ADR         COM              92857W100     1286    31040 SH       SOLE                  31040        0        0
D VODAFONE GROUP PLC ADR         COM              92857W100     3986    96200 SH       SOLE                      0        0    96200
D VODAFONE GROUP PLC ADR         COM              92857W100    27809   671100 SH       SOLE                      0        0   671100
D VODAFONE GROUP PLC ADR         COM              92857W100     7078   170805 SH       SOLE                 170805        0        0
D VODAFONE GROUP PLC ADR         COM              92857W100      750    18090 SH       SOLE                      0        0    18090
D VOICESTREAM WIRELESS CORP      COM              928615103       93      800 SH       SOLE                    800        0        0
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D VULCAN MATERIALS CO            COM              929160109        4      100 SH       SOLE                    100        0        0
D WACHOVIA CORP                  COM              929771103    83244  1534460 SH       SOLE                1534460        0        0
D WACHOVIA CORP                  COM              929771103       16      300 SH       SOLE                      0        0      300
D WACHOVIA CORP                  COM              929771103      229     4225 SH       SOLE                      0        0     4225
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D WAL MART STORES INC            COM              931142103     3966    68825 SH       SOLE                      0        0    68825
D WAL MART STORES INC            COM              931142103     3094    53695 SH       SOLE                  53695        0        0
D WAL MART STORES INC            COM              931142103       84     1450 SH       SOLE                   1450        0        0
D WAL MART STORES INC            COM              931142103       31      530 SH       SOLE                      0        0      530
D WAL MART STORES INC            COM              931142103      385     6680 SH       SOLE                      0        0     6680
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D WALGREEN                       COM              931422109      966    30000 SH       SOLE                      0        0    30000
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D WALGREEN                       COM              931422109       39     1200 SH       SOLE                      0        0     1200
D WALLACE COMPUTER               COM              932270101      637    64500 SH       SOLE                      0        0    64500
D WALLACE COMPUTER               COM              932270101    16952  1716690 SH       SOLE                1716690        0        0
D WALLACE COMPUTER               COM              932270101      943    95510 SH       SOLE                      0        0    95510
D WALLACE COMPUTER               COM              932270101        6      600 SH       SOLE                      0        0      600
D WALLACE COMPUTER               COM              932270101       23     2300 SH       SOLE                   2300        0        0
D WASHINGTON MUTUAL INC          COM              939322103      110     3800 SH       SOLE                   3800        0        0
D WASHINGTON POST B              COM              939640108       48      100 SH       SOLE                    100        0        0
D WATERS CORP                    COM              941848103       37      300 SH       SOLE                    300        0        0
D WATSON PHARMACEUTICALS         COM              942683103       16      300 SH       SOLE                    300        0        0
D WAUSAU-MOSINEE PAPER CORP      COM              943315101     4739   553414 SH       SOLE                 553414        0        0
D WEATHERFORD INTL INC           COM              947074100        4      100 SH       SOLE                    100        0        0
D WEBSTER FINL CORP              COM              947890109    16384   738416 SH       SOLE                 738416        0        0
D WELLPOINT HEALTH NETWK         COM              94973H108       29      400 SH       SOLE                    400        0        0
D WELLS FARGO & CO               COM              949746101     1621    41820 SH       SOLE                      0        0    41820
D WELLS FARGO & CO               COM              949746101     1115    28765 SH       SOLE                  28765        0        0
D WELLS FARGO & CO               COM              949746101     4794   123720 SH       SOLE                      0        0   123720
D WELLS FARGO & CO               COM              949746101   112956  2915006 SH       SOLE                2915006        0        0
D WELLS FARGO & CO               COM              949746101      930    24000 SH       SOLE                      0        0    24000
D WELLS FARGO & CO               COM              949746101      329     8500 SH       SOLE                      0        0     8500
D WENDYS INTERNATL INC           COM              950590109       11      600 SH       SOLE                    600        0        0
D WESCO FINL CORP                COM              950817106      492     2400 SH       SOLE                   2400        0        0
D WESTERN WIRELESS CORP          COM              95988E204        5      100 SH       SOLE                    100        0        0
D WESTVACO                       COM              961548104       22      900 SH       SOLE                    900        0        0
D WESTWOOD ONE INC               COM              961815107       14      400 SH       SOLE                    400        0        0
D WEYCO GROUP INC                COM              962149100      179     7000 SH       SOLE                   7000        0        0
D WEYERHAEUSER                   COM              962166104    72644  1689400 SH       SOLE                1689400        0        0
D WEYERHAEUSER                   COM              962166104      662    15400 SH       SOLE                      0        0    15400
D WEYERHAEUSER                   COM              962166104      830    19300 SH       SOLE                      0        0    19300
D WHIRLPOOL CORP                 COM              963320106       75     1600 SH       SOLE                   1600        0        0
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D WHITNEY HOLDING CORP           COM              966612103       27      800 SH       SOLE                    800        0        0
D WHOLE FOODS MKT INC            COM              966837106       12      300 SH       SOLE                      0        0      300
D WILLAMETTE IND                 COM              969133107      621    22800 SH       SOLE                      0        0    22800
D WILLAMETTE IND                 COM              969133107    12179   446950 SH       SOLE                 446950        0        0
D WILLAMETTE IND                 COM              969133107      763    27990 SH       SOLE                      0        0    27990
D WILLAMETTE IND                 COM              969133107      436    16000 SH       SOLE                      0        0    16000
D WILLAMETTE IND                 COM              969133107       40     1482 SH       SOLE                   1482        0        0
D WILLAMETTE IND                 COM              969133107      109     4000 SH       SOLE                      0        0     4000
D WILLIAMS COS.                  COM              969457100      409     9800 SH       SOLE                   9800        0        0
D WILLIAMS SONOMA INC            COM              969904101        3      100 SH       SOLE                    100        0        0
D WILMINGTON TRUST CORP          COM              971807102        4      100 SH       SOLE                    100        0        0
D WISCONSIN ENERGY               COM              976657106      149     7500 SH       SOLE                      0        0     7500
D WISCONSIN ENERGY               COM              976657106       24     1200 SH       SOLE                   1200        0        0
D WISCONSIN ENERGY               COM              976657106       15      750 SH       SOLE                    750        0        0
D WOLOHAN LUMBER CO              COM              977865104      111    10828 SH       SOLE                  10828        0        0
D WOODHEAD INDUSTRIES            COM              979438108     3860   211500 SH       SOLE                 211500        0        0
D WORKFLOW MANAGEMENT INC        COM              98137N109      325    27400 SH       SOLE                  27400        0        0
D WORLDCOM INC                   COM              98157D106    21026   458339 SH       SOLE                 458339        0        0
D WORLDCOM INC                   COM              98157D106     7971   173745 SH       SOLE                      0        0   173745
D WORLDCOM INC                   COM              98157D106       22      480 SH       SOLE                    480        0        0
D WORLDCOM INC                   COM              98157D106      830    18102 SH       SOLE                      0        0    18102
D WORLDCOM INC                   COM              98157D106      265     5783 SH       SOLE                   5783        0        0
D WORLDCOM INC                   COM              98157D106    15161   330487 SH       SOLE                      0        0   330487
D WORLDCOM INC                   COM              98157D106      265     5770 SH       SOLE                      0        0     5770
D WORLDCOM INC                   COM              98157D106       28      610 SH       SOLE                      0        0      610
D WORTHINGTON INDUSTRIES         COM              981811102        2      200 SH       SOLE                    200        0        0
D WRIGLEY WM. JR. CO.            COM              982526105       40      500 SH       SOLE                    500        0        0
D XILINX INC                     COM              983919101      173     2100 SH       SOLE                   2100        0        0
D XIRCOM INC                     COM              983922105    27431   577500 SH       SOLE                 577500        0        0
D XEROX                          COM              984121103    15515   747725 SH       SOLE                 747725        0        0
D XEROX                          COM              984121103      718    34600 SH       SOLE                      0        0    34600
D XEROX                          COM              984121103      968    46650 SH       SOLE                      0        0    46650
D YPF SOCIODAD ANONIMA ADR       COM              984245100       16      400 SH       SOLE                      0        0      400
D YAHOO INC                      COM              984332106      347     2800 SH       SOLE                   2800        0        0
D YAHOO INC                      COM              984332106        9       72 SH       SOLE                      0        0       72
D YELLOW CORP                    COM              985509108      109     7400 SH       SOLE                   7400        0        0
D YOUNG & RUBICAM INC            COM              987425105       11      200 SH       SOLE                    200        0        0
D YOUNG INNOVATIONS INC.         COM              987520103     6498   363500 SH       SOLE                 363500        0        0
D ZIEGLER CO                     COM              989506100       72     4600 SH       SOLE                   4600        0        0
D ZIONS BANCORPORATION           COM              989701107       14      300 SH       SOLE                    300        0        0
D ZYGO CORP                      COM              989855101    20769   228700 SH       SOLE                 228700        0        0
D GLOBAL CROSSING LTD            COM              G3921A100       45     1705 SH       SOLE                   1705        0        0
D GLOBAL CROSSING LTD            COM              G3921A100      361    13735 SH       SOLE                      0        0    13735
D HELEN OF TROY LTD              COM              G4388N106     2542   454500 SH       SOLE                 454500        0        0
D PXRE GROUP LTD                 COM              G73018106      308    22800 SH       SOLE                  22800        0        0
D SANTA FE INTL CORP             COM              G7805C108       35     1000 SH       SOLE                      0        0     1000
D TRANSOCEAN SEDCO FOREX INC     COM              G90078109       68     1275 SH       SOLE                      0        0     1275
D TRANSOCEAN SEDCO FOREX INC     COM              G90078109      153     2857 SH       SOLE                      0        0     2857
D TRANSOCEAN SEDCO FOREX INC     COM              G90078109      122     2275 SH       SOLE                   2275        0        0
D TRANSOCEAN SEDCO FOREX INC     COM              G90078109       31      583 SH       SOLE                      0        0      583
D TRANSOCEAN SEDCO FOREX INC     COM              G90078109       26      482 SH       SOLE                      0        0      482
D TRANSOCEAN SEDCO FOREX INC     COM              G90078109       21      391 SH       SOLE                    391        0        0
D TRANSOCEAN SEDCO FOREX INC     COM              G90078109       23      425 SH       SOLE                    425        0        0
D WHITE MOUNTAINS INSURANCE GRP  COM              G9618E107     8976    56100 SH       SOLE                  56100        0        0
D STOLT COMEX SEAWAY SA          COM              L8873E103    20344  1440270 SH       SOLE                1440270        0        0
D BACKWEB TECHNOLOGIES LTD       COM              M15633106        6      279 SH       SOLE                    279        0        0
D ELSAG BAILEY PROCESS AUTO      COM              N2925S101       73     1850 SH       SOLE                   1850        0        0
D IFCO SYSTEMS N V               COM              N43961106       17      669 SH       SOLE                    669        0        0
D INTERNATIONAL NESMONT IND      COM              XXINTLN0         0   195000 SH       SOLE                 195000        0        0
D FLEXTRONICS INTL LTD           COM              Y2573F102    16741   243725 SH       SOLE                 243725        0        0
D FLEXTRONICS INTL LTD           COM              Y2573F102       16      230 SH       SOLE                      0        0      230
S REPORT SUMMARY               2566 DATA RECORDS            12459501



August 10, 2000


Document Control-Filing Desk
Securities & Exchange Commission
450 Fifth Street, N.W.
Washington D.C. 20549-0104

Dear Sir or Madam:

Pursuant to Section 13(f) of the Securities Exchange Act of 1934,
I am filing electronically on behalf of David L. Babson & Company Inc.
("Babson") Form 13F for the quarter ending June 30, 2000.

On January 1, 2000 Massachusetts Mutual Life Insurance Company
("MassMutual") transferred its investment management division and
its investment advisory business to its investment advisory subsidiary,
David L. Babson & Company Inc.  This report includes securities
holdings previously reported by MassMutual.

Babson has indicated that it exercises "sole" investment discretion with
respect to the securities positions reported in its Form 13F.  Nevertheless,
such positions shall also be deemed reported on behalf of MassMutual to the
extent that MassMutual may be deemed to "share" investment discretion over
the positions as a result of its ownership interest in Babson.

If you should have any questions or comments regarding this matter please
call me at (413) 744-5699.


Sincerely,


Norman Flebotte
Compliance Officer

cc: 	David E. Fusco (MassMutual)




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