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Taunus Corp · 13F-HR · For 9/30/00

Filed On 11/14/00 3:41pm ET · SEC File 28-04987 · Accession Number 9749-0-29

  As Of               Filer                 Filing     As/For/On Docs:Pgs              Issuer               Agent

11/14/00  Taunus Corp                       13F-HR      9/30/00    1:231                                    Bankers Trust Corp

Quarterly Holdings or Combination Report by an Institutional Money Manager · Form 13F
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      Quarterly Holdings or Combination Report by an       231± 1,049K 
                          Institutional Money Manager                            

13F-HR 1st "Page" of 3 TOC Top Previous Next Bottom Just 1st
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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: Sept 30, 2000                    

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

13F-HR 2nd "Page" of 3 TOC 1st Previous Next Bottom Just 2nd

Institutional Investment Manager Filing this Report:                            

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

13F File Number:                                                                

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

Person Signing this Report on Behalf of Reporting Manager:                      

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

Damian Reitemeyer       New York, New York      November 14, 2000     

Report Type (Check only one.):                                                  

{X}          13F HOLDINGS REPORT.                                               

{ }          13F NOTICE.                                                        

{ }          13F COMBINATION REPORT.                                            

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

13F-HR Last "Page" of 3 TOC 1st Previous Next Bottom Just 3rd

FORM 13F SUMMARY PAGE                                                           

Report Summary:                                                                 

Number of Other Included Managers:                  6                           

Form 13F Information Table Entry Total:         12363                           

Form 13F Information Table Value Total:     153813169                           

List of Other Included Managers:                                                

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

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

Confidential treatment has been requested under separate cover                  
for a portion of the Manager's securities positions held at                     
the end of this quarter.                                                        

                                                        [Enlarge/Download 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
                                                                                                                                    
D ICOS VISION SYS CORP N V       ORD              B49233107      311    10267 SH      SHARED                 10267                  
D CELANESE AG                    ORD              D1497A101       14      850 SH      SHARED      04           850                  
D DAIMLERCHRYSLER AG             ORD              D1668R123      834    18800 SH      SHARED                 18800                  
D DAIMLERCHRYSLER AG             ORD              D1668R123       87     1974 SH      SHARED      02                            1974
D DAIMLERCHRYSLER AG             ORD              D1668R123     9406   211900 SH      SHARED      04        211900                  
D TOTAL FINA ELF S A             WT EXP  080503   F9212D142     9026   290000 SH      SHARED                290000                  
D ACE LTD                        ORD              G0070K103     3443    87722 SH      SHARED                 87722                  
D ACE LTD                        ORD              G0070K103     1503    38307 SH      SHARED      02         11300             27007
D ACE LTD                        ORD              G0070K103       74     1900 SH      SHARED      04          1900                  
D AMDOCS LTD                     ORD              G02602103      973    15600 SH      SHARED                 15600                  
D AMDOCS LTD                     ORD              G02602103       68     1100 SH      SHARED      02           600               500
D AMDOCS LTD                     ORD              G02602103      605     9700 SH      SHARED      04          9700                  
D AMDOCS LTD                     ORD              G02602103      174     2800 SH      SHARED      05          2800                  
D ANNUITY AND LIFE RE HLDGS      ORD              G03910109       14      600 SH      SHARED      02           500               100
D APEX SILVER MINES LTD          ORD              G04074103      106    10500 SH      SHARED      02         10500                  
D APEX SILVER MINES LTD          WT EXP  110402   G04074111      140   112000 SH      SHARED      04        112000                  
D CHINADOTCOM CORP               CL A             G2108N109       82     6218 SH      SHARED      02          6000               218
D CORECOMM LTD                   ORD              G2422R109      467    58900 SH      SHARED                 58900                  
D XCELERA COM INC                COM              G31611109      598    31500 SH      SHARED                 31500                  
D XCELERA COM INC                COM              G31611109      742    39065 SH      SHARED      02         39065                  
D XCELERA COM INC                COM              G31611109       26     1400 SH      SHARED      04          1400                  
D EVEREST RE GROUP LTD           COM              G3223R108     1296    26200 SH      SHARED                 26200                  
D EVEREST RE GROUP LTD           COM              G3223R108      123     2500 SH      SHARED      01          2500                  
D EVEREST RE GROUP LTD           COM              G3223R108      846    17100 SH      SHARED      04         17100                  
D EVEREST RE GROUP LTD           COM              G3223R108      712    14400 SH      SHARED      05         14400                  
D FLAG TELECOM HOLDINGS LTD      ORD              G3529L102       55     5000 SH      SHARED      02          2000              3000
D FLAG TELECOM HOLDINGS LTD      ORD              G3529L102      203    18500 SH      SHARED      04         18500                  
D FRESH DEL MONTE PRODUCE INC    ORD              G36738105       65    10000 SH      SHARED      04         10000                  
D GLOBAL CROSSING LTD            COM              G3921A100     3447   111200 SH      SHARED                111200                  
D GLOBAL CROSSING LTD            COM              G3921A100     4682   151040 SH      SHARED      02         86885             64155
D GLOBAL CROSSING LTD            COM              G3921A100    50107  1616359 SH      SHARED      04       1616359                  
D GLOBAL CROSSING LTD            COM              G3921A100      576    18600 SH      SHARED      05         18600                  
D GLOBAL CROSSING LTD            PFD CV 6.375%    G3921A126     7773    90000 SH      SHARED                 90000                  
D GLOBAL CROSSING LTD            PFD CV 6.375%    G3921A126       69      800 SH      SHR/OTHR    01                    800         
D GLOBAL CROSSING LTD            PFD CV 6.75%     G3921A134    54615   220000 SH      SHARED                220000                  
D GLOBALSTAR TELECOMMUNICTNS LTD COM              G3930H104     1953   226435 SH      SHARED      02        208735             17700
D KNIGHTSBRIDGE TANKERS LTD      ORD              G5299G106       37     1700 SH      SHARED      02                            1700
D LASALLE RE HLDGS LTD           ORD              G5383Q101        0     1000 SH      SHARED      05          1000                  
D LEISUREPLANET HLDGS LTD        ORD              G54467108        7     7000 SH      SHARED      02          7000                  
D LORAL SPACE & COMMUNICATIONS   COM              G56462107       67    11100 SH      SHARED                 11100                  
D LORAL SPACE & COMMUNICATIONS   COM              G56462107      285    46600 SH      SHARED      02         38650              7950
D MIH LTD                        CL A             G6116R101      194     6500 SH      SHARED      04          6500                  
D NORDIC AMERICAN TANKER SHIPPNG COM              G65773106    10239   473500 SH      SHARED                473500                  
D OPENTV CORP                    CL A             G67543101       44     1350 SH      SHARED      02          1350                  
D PARTNERRE LTD                  COM              G6852T105     1536    32400 SH      SHARED                 32400                  
D PARTNERRE LTD                  COM              G6852T105      294     6200 SH      SHARED      04          6200                  
D RENAISSANCE RE HLDGS LTD       COM              G7496G103       12      200 SH      SHARED      02                             200
D RENAISSANCE RE HLDGS LTD       COM              G7496G103      134     2100 SH      SHARED      05          2100                  
D SANTA FE INTL CORP             ORD              G7805C108     2636    58500 SH      SHARED      01         58500                  
D SANTA FE INTL CORP             ORD              G7805C108       45     1000 SH      SHARED      02          1000                  
D SANTA FE INTL CORP             ORD              G7805C108       54     1200 SH      SHARED      04          1200                  
D SANTA FE INTL CORP             ORD              G7805C108       90     2000 SH      SHARED      05          2000                  
D HILFIGER TOMMY CORP            ORD              G8915Z102       26     2800 SH      SHARED      02                            2800
D TRANSOCEAN SEDCO FOREX INC     ORD              G90078109      545     9300 SH      SHARED                  9300                  
D TRANSOCEAN SEDCO FOREX INC     ORD              G90078109      508     8669 SH      SHARED      02          1918              6751
D TRANSOCEAN SEDCO FOREX INC     ORD              G90078109     6595   112500 SH      SHARED      04        112500                  
D TRANSOCEAN SEDCO FOREX INC     ORD              G90078109     1448    24700 SH      SHARED      05         24700                  
D TRITON ENERGY LTD              ORD              G90751101      623    15997 SH      SHARED                 15997                  
D TRITON ENERGY LTD              ORD              G90751101      117     3000 SH      SHARED      02                            3000
D TRITON ENERGY LTD              ORD              G90751101      191     4900 SH      SHARED      04          4900                  
D TYCOM LTD                      COM              G9144B106      257     6700 SH      SHARED      05          6700                  
D WHITE MTNS INS GROUP LTD       COM              G9618E107       81      300 SH      SHARED                   300                  
D XOMA LTD                       ORD              G9825R107       72     5000 SH      SHARED      05          5000                  
D XL CAP LTD                     CL A             G98255105      102     1400 SH      SHARED                  1400                  
D XL CAP LTD                     CL A             G98255105       58      800 SH      SHARED      02                             800
D XL CAP LTD                     CL A             G98255105       88     1200 SH      SHARED      04          1200                  
D XL CAP LTD                     CL A             G98255105     1051    14300 SH      SHARED      05         14300                  
D UBS AG                         ORD              H8920G155    60460   446400 SH      SHARED                446400                  
D MILLICOM INTL CELLULAR S A     ORD              L6388F102      402    11322 SH      SHARED                 11322                  
D MILLICOM INTL CELLULAR S A     ORD              L6388F102       14      400 SH      SHARED      02           400                  
D MILLICOM INTL CELLULAR S A     ORD              L6388F102      103     2900 SH      SHARED      04          2900                  
D SBS BROADCASTING SA            ORD              L8137F102      183     4600 SH      SHARED                  4600                  
D STOLT OFFSHORE S A             COM              L8873E103       70     4750 SH      SHARED      02          4750                  
D ALADDIN KNOWLEDGE SYS LTD      ORD              M0392N101        7      996 SH      SHARED      02           996                  
D BACKWEB TECHNOLOGIES LTD       ORD              M15633106       16     1600 SH      SHARED      02           600              1000
D CAMTEK LTD                     ORD              M20791105       39     4700 SH      SHARED      04          4700                  
D CHECK POINT SOFTWARE TECH LTD  ORD              M22465104     1401     8900 SH      SHARED                  8900                  
D CHECK POINT SOFTWARE TECH LTD  ORD              M22465104      371     2360 SH      SHARED      02           400              1960
D CHECK POINT SOFTWARE TECH LTD  ORD              M22465104       31      200 SH      SHARED      04           200                  
D CHECK POINT SOFTWARE TECH LTD  ORD              M22465104       78      500 SH      SHARED      05           500                  
D E SIM LTD                      ORD              M40990109      213    30182 SH      SHARED      02         30182                  
D FUNDTECH LTD                   ORD              M47095100       16      700 SH      SHARED                   700                  
D GALILEO TECHNOLOGY LTD         ORD              M47298100    21913   690175 SH      SHARED      02        667800             22375
D GALILEO TECHNOLOGY LTD         ORD              M47298100        9      286 SH      SHARED      04           286                  
D ISG INTL SOFTWARE GROUP LTD    ORD              M5733B104        0        5 SH      SHARED      02             5                  
D JACADA LTD                     ORD              M6184R101       94    11000 SH      SHARED      02         11000                  
D METALINK LTD                   ORD              M69897102        4      240 SH      SHARED      02                             240
D M SYS FLASH DISK PIONEERS LTD  ORD              M7061C100      225     5900 SH      SHARED      05          5900                  
D ORBOTECH LTD                   ORD              M75253100     1763    32250 SH      SHARED                 32250                  
D ORCKIT COMMUNICATIONS LTD      COM              M7531S107        8     1050 SH      SHARED      02           300               750
D TARO PHARMACEUTICAL INDS LTD   ORD              M8737E108       35     2000 SH      SHARED      01                            2000
D TIOGA TECHNOLOGIES LTD         ORD              M8789G100        8     1050 SH      SHARED      02           300               750
D ASM INTL N V                   COM              N07045102     1415    80895 SH      SHARED                 80895                  
D ASM LITHOGRAPHY HLDG N V       N Y SHS          N07059111     1938    60000 SH      SHARED      01         60000                  
D BAAN CO NV                     COM              N08044104       10     5000 SH      SHARED      02                            5000
D CNH GLOBAL N V                 ORD              N20935107       10     1000 SH      SHARED      02                            1000
D CNH GLOBAL N V                 ORD              N20935107      118    11800 SH      SHARED      05         11800                  
D CORE LABORATORIES N V          COM              N22717107      105     4300 SH      SHARED      02           300              4000
D KPNQWEST N V                   CL C             N50919104      261     9000 SH      SHARED      04          9000                  
D ORTHOFIX INTL N V              COM              N6748L102       24     1000 SH      SHARED      02                            1000
D QIAGEN N V                     ORD              N72482107       76     1624 SH      SHARED      04          1624                  
D BANCO LATINOAMERICANO DE EXPO  CL E             P16994132      144     5200 SH      SHARED                  5200                  
D PANAMERICAN BEVERAGES INC      CL A             P74823108       54     3200 SH      SHARED                  3200                  
D PANAMERICAN BEVERAGES INC      CL A             P74823108       42     2500 SH      SHARED      04          2500                  
D SUN INTL HOTELS LTD            ORD              P8797T133      211    10971 SH      SHARED                 10971                  
D SUN INTL HOTELS LTD            ORD              P8797T133       57     3000 SH      SHARED      05          3000                  
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103      167     6500 SH      SHARED                  6500                  
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103       20      800 SH      SHARED      02                             800
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103       54     2100 SH      SHARED      04          2100                  
D ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103      326    12700 SH      SHARED      05         12700                  
D ASE TEST LTD                   ORD              Y02516105       44     2100 SH      SHARED      05          2100                  
D CREATIVE TECHNOLOGY LTD        ORD              Y1775U107     1039    50100 SH      SHARED      04         50100                  
D FLEXTRONICS INTL LTD           ORD              Y2573F102     2730    33250 SH      SHARED                 33250                  
D FLEXTRONICS INTL LTD           ORD              Y2573F102      205     2500 SH      SHR/OTHR    01                            2500
D FLEXTRONICS INTL LTD           ORD              Y2573F102     1126    13720 SH      SHARED      02         12446              1274
D FLEXTRONICS INTL LTD           ORD              Y2573F102     1231    15000 SH      SHARED      04         15000                  
D FLEXTRONICS INTL LTD           ORD              Y2573F102      829    10100 SH      SHARED      05         10100                  
D KOREA THRUNET CO LTD           CL A             Y49975108       17     3000 SH      SHARED      02          3000                  
D PACIFIC INTERNET LTD           ORD              Y66183107       22     2250 SH      SHARED      02          2250                  
D TEEKAY SHIPPING MARSHALL ISLND COM              Y8564W103      924    19700 SH      SHARED                 19700                  
D AAR CORP                       COM              000361105       28     2451 SH      SHARED                  2451                  
D AAR CORP                       COM              000361105      606    53049 SH      SHARED      01         53049                  
D ABC-NACO INC                   COM              000752105       31     6000 SH      SHARED      02          6000                  
D A C MOORE ARTS & CRAFTS INC    COM              00086T103        0       25 SH      SHARED      04            25                  
D ACTV INC                       COM              00088E104     1122    81601 SH      SHARED      01         81601                  
D ACTV INC                       COM              00088E104     5031   365900 SH      SHARED      02        365800               100
D A D C TELECOMMUNICATIONS       COM              000886101    32127  1194721 SH      SHARED               1194721                  
D A D C TELECOMMUNICATIONS       COM              000886101   131535  4891444 SH      SHARED      01       4890644               800
D A D C TELECOMMUNICATIONS       COM              000886101     3189   118598 SH      SHARED      02         87234             31364
D A D C TELECOMMUNICATIONS       COM              000886101    18895   702656 SH      SHARED      04        702656                  
D A D C TELECOMMUNICATIONS       COM              000886101      424    15800 SH      SHARED      05         15800                  
D ADE CORP MASS                  COM              00089C107      187     9139 SH      SHARED      01          9139                  
D ABN AMRO HLDG NV               SPONSORED ADR    000937102      152     6600 SH      SHARED                  6600                  
D ABN AMRO HLDG NV               SPONSORED ADR    000937102       99     4300 SH      SHARED      01          4300                  
D ABN AMRO HLDG NV               SPONSORED ADR    000937102       17      770 SH      SHARED      02           770                  
D ABM INDS INC                   COM              000957100       57     2100 SH      SHARED                  2100                  
D ABM INDS INC                   COM              000957100     1548    56950 SH      SHARED      01         56950                  
D ABM INDS INC                   COM              000957100      247     9100 SH      SHARED      02          1500              7600
D ACT MFG INC                    SB NT CV144A7%07 000973AA5    13917 10100000 PRN     SHARED              10100000                  
D ACT MFG INC                    COM              000973107      649    12310 SH      SHARED                 12310                  
D ACT MFG INC                    COM              000973107     1614    30600 SH      SHARED      01         30600                  
D ACT MFG INC                    COM              000973107       68     1300 SH      SHARED      05          1300                  
D AEP INDS INC                   COM              001031103       20      600 SH      SHARED      01           600                  
D AFLAC INC                      COM              001055102     2594    40500 SH      SHARED                 40500                  
D AFLAC INC                      COM              001055102   128102  1999661 SH      SHARED      01       1994561              5100
D AFLAC INC                      COM              001055102       19      300 SH      SHR/OTHR    01                             300
D AFLAC INC                      COM              001055102     1801    28128 SH      SHARED      02          2400             25728
D AFLAC INC                      COM              001055102     8001   124907 SH      SHARED      04        124907                  
D AGCO CORP                      COM              001084102     1586   133600 SH      SHARED      01        133600                  
D AGCO CORP                      COM              001084102       19     1600 SH      SHR/OTHR    01                            1600
D AGCO CORP                      COM              001084102       37     3150 SH      SHARED      02                            3150
D AGCO CORP                      COM              001084102      241    20300 SH      SHARED      04         20300                  
D AGCO CORP                      COM              001084102      157    13300 SH      SHARED      05         13300                  
D AGL RES INC                    COM              001204106      794    39600 SH      SHARED                 39600                  
D AGL RES INC                    COM              001204106     2191   109261 SH      SHARED      01        109261                  
D AGL RES INC                    COM              001204106       28     1400 SH      SHR/OTHR    01                   1400         
D AGL RES INC                    COM              001204106      371    18500 SH      SHARED      04         18500                  
D AGL RES INC                    COM              001204106      144     7200 SH      SHARED      05          7200                  
D AHL SVCS INC                   COM              001296102        8     1000 SH      SHARED      01          1000                  
D AHL SVCS INC                   COM              001296102       70     8150 SH      SHARED      02          1650              6500
D AHL SVCS INC                   COM              001296102     1148   133200 SH      SHARED      03        133200                  
D AHL SVCS INC                   COM              001296102        0       55 SH      SHARED      04            55                  
D AES CORP                       COM              00130H105   221276  3230311 SH      SHARED      01       3227011              3300
D AES CORP                       COM              00130H105     4380    63950 SH      SHARED      02         15800             48150
D AES CORP                       COM              00130H105    13923   203260 SH      SHARED      04        203260                  
D AES CORP                       COM              00130H105      267     3900 SH      SHARED      05          3900                  
D AHT CORP                       COM              00130R103        3     7200 SH      SHARED      01          7200                  
D AK STL HLDG CORP               COM              001547108       35     3800 SH      SHARED                  3800                  
D AK STL HLDG CORP               COM              001547108     1708   182272 SH      SHARED      01        182271                 1
D AK STL HLDG CORP               COM              001547108       31     3365 SH      SHARED      02           485              2880
D AK STL HLDG CORP               COM              001547108      350    37400 SH      SHARED      04         37400                  
D AK STL HLDG CORP               COM              001547108      137    14700 SH      SHARED      05         14700                  
D AMB PROPERTY CORP              COM              00163T109     1616    65800 SH      SHARED      01         65800                  
D AMB PROPERTY CORP              COM              00163T109      651    26540 SH      SHARED      02         23490              3050
D AMB PROPERTY CORP              COM              00163T109      300    12250 SH      SHARED      04         12250                  
D AMLI RESIDENTIAL PPTYS TR      SH BEN INT       001735109      153     6400 SH      SHARED                  6400                  
D AMLI RESIDENTIAL PPTYS TR      SH BEN INT       001735109      547    22800 SH      SHARED      01         22800                  
D AMR CORP                       COM              001765106     1536    47000 SH      SHARED                 47000                  
D AMR CORP                       COM              001765106    38500  1177843 SH      SHARED      01       1175823              2020
D AMR CORP                       COM              001765106       65     2000 SH      SHR/OTHR    01                            2000
D AMR CORP                       COM              001765106       34     1068 SH      SHARED      02          1000                68
D AMR CORP                       COM              001765106     2323    71092 SH      SHARED      04         71092                  
D AMR CORP                       COM              001765106    13555   414700 SH      SHARED      06        414700                  
D ANC RENTAL CORP                COM              001813104      235    40953 SH      SHARED      01         38355              2598
D ANC RENTAL CORP                COM              001813104       19     3371 SH      SHARED      04          3371                  
D APAC CUSTOMER SERVICES INC     COM              00185E106      187    35367 SH      SHARED      01         35367                  
D ATI TECHNOLOGIES INC           COM              001941103       49     6100 SH      SHARED                  6100                  
D ATI TECHNOLOGIES INC           COM              001941103        8     1000 SH      SHARED      05          1000                  
D AT&T CORP                      COM              001957109        8      300 SH      SHR/OTHR    05                    300         
D AT&T CORP                      COM              001957109    50996  1736066 SH      SHARED               1736066                  
D AT&T CORP                      COM              001957109   869434 29597766 SH      SHARED      01      29259886            337880
D AT&T CORP                      COM              001957109    11194   381082 SH      SHR/OTHR    01                 253918   127164
D AT&T CORP                      COM              001957109     5751   195779 SH      SHARED      02         72617            123162
D AT&T CORP                      COM              001957109   101912  3469348 SH      SHARED      04       3469348                  
D AT&T CORP                      COM              001957109     2720    92600 SH      SHARED      05         92600                  
D AT&T CORP                      COM              001957109    22675   771936 SH      SHARED      06        771936                  
D AT&T CORP                      COM LIB GRP A    001957208        9      500 SH      SHARED                   500                  
D AT&T CORP                      COM LIB GRP A    001957208    64969  3609435 SH      SHARED      01       3553278             56157
D AT&T CORP                      COM LIB GRP A    001957208      849    47180 SH      SHR/OTHR    01                  33200    13980
D AT&T CORP                      COM LIB GRP A    001957208     1094    60790 SH      SHARED      02         32024             28766
D AT&T CORP                      COM LIB GRP A    001957208     3897   216516 SH      SHARED      04        216516                  
D AT&T CORP                      COM LIB GRP A    001957208     2543   141300 SH      SHARED      05        141300                  
D AT&T CORP                      COM LIB GRP B    001957307       36     1948 SH      SHARED      01          1948                  
D AT&T CORP                      COM WIRLES GRP   001957406     2298   110100 SH      SHARED                110100                  
D AT&T CORP                      COM WIRLES GRP   001957406     9656   462600 SH      SHARED      01        459500              3100
D AT&T CORP                      COM WIRLES GRP   001957406      710    34050 SH      SHARED      02         32050              2000
D AT&T CORP                      COM WIRLES GRP   001957406     3530   169138 SH      SHARED      04        169138                  
D A S V INC                      COM              001963107        5      450 SH      SHARED      01           450                  
D APP FIN VI MAURITIUS LTD       LYONS NT ZERO 12 00202NAA3     2130 15000000 PRN     SHARED              15000000                  
D APT SATELLITE HOLDINGS LTD     SPONSORED ADR    00203R105      858   211300 SH      SHARED      04        211300                  
D ASA LTD                        COM              002050102        1      100 SH      SHARED      01           100                  
D ASA LTD                        COM              002050102        1      100 SH      SHR/OTHR    01                             100
D ASA LTD                        COM              002050102        7      450 SH      SHARED      02                             450
D ATEC GROUP INC                 COM NEW          00206X604       12     6200 SH      SHARED      01          6200                  
D AT & T CDA INC                 DEPS RCPT CL B   00207Q202     7691   252191 SH      SHARED                252191                  
D AT & T CDA INC                 DEPS RCPT CL B   00207Q202       76     2500 SH      SHARED      04          2500                  
D ATMI INC                       COM              00207R101      734    31425 SH      SHARED                 31425                  
D ATMI INC                       COM              00207R101     5822   249106 SH      SHARED      01        249106                  
D ATMI INC                       COM              00207R101        4      200 SH      SHARED      02           200                  
D ATMI INC                       COM              00207R101     2730   116800 SH      SHARED      03        116800                  
D ATMI INC                       COM              00207R101        1       61 SH      SHARED      04            61                  
D ATMI INC                       COM              00207R101       95     4100 SH      SHARED      05          4100                  
D ATS MED INC                    COM              002083103      453    30114 SH      SHARED      01         30114                  
D AVI BIOPHARMA INC              COM              002346104       49     6300 SH      SHARED      01          6300                  
D AVT CORP                       COM              002420107       18     3400 SH      SHARED                  3400                  
D AVT CORP                       COM              002420107      388    69766 SH      SHARED      01         69766                  
D AVX CORP NEW                   COM              002444107     1041    39946 SH      SHARED                 39946                  
D AVX CORP NEW                   COM              002444107     1101    42258 SH      SHARED      01         42258                  
D AVX CORP NEW                   COM              002444107      160     6172 SH      SHARED      04          6172                  
D AVX CORP NEW                   COM              002444107      101     3900 SH      SHARED      05          3900                  
D AXA FINL INC                   COM              002451102    40912   803192 SH      SHARED                803192                  
D AXA FINL INC                   COM              002451102    23071   452934 SH      SHARED      01        380369             72565
D AXA FINL INC                   COM              002451102     1745    34270 SH      SHR/OTHR    01                  12488    21782
D AXA FINL INC                   COM              002451102       51     1015 SH      SHARED      02                            1015
D AXA FINL INC                   COM              002451102     1638    32170 SH      SHARED      04         32170                  
D AXA FINL INC                   COM              002451102     1762    34600 SH      SHARED      06         34600                  
D AXT INC                        COM              00246W103     1841    44033 SH      SHARED      01         44033                  
D AXT INC                        COM              00246W103       41     1000 SH      SHARED      02                            1000
D AXT INC                        COM              00246W103       79     1900 SH      SHARED      05          1900                  
D AAMES FINL CORP                COM NEW          00253A309        1      945 SH      SHARED      01           945                  
D AASTROM BIOSCIENCES INC        COM              00253U107       83    29700 SH      SHARED      01         29700                  
D AARON RENTS INC                COM              002535201       60     4700 SH      SHARED                  4700                  
D AARON RENTS INC                COM              002535201      284    22100 SH      SHARED      01         22100                  
D AARON RENTS INC                COM              002535201       13     1050 SH      SHARED      02                            1050
D AARON RENTS INC                CL A             002535300        2      200 SH      SHARED      01           200                  
D AARON RENTS INC                CL A             002535300        2      200 SH      SHARED      02                             200
D ABBOTT LABS                    COM              002824100     8654   181960 SH      SHARED                181960                  
D ABBOTT LABS                    COM              002824100   665351 13989144 SH      SHARED      01      13793049            196095
D ABBOTT LABS                    COM              002824100    36528   768012 SH      SHR/OTHR    01                 420732   347280
D ABBOTT LABS                    COM              002824100    11002   231326 SH      SHARED      02         88093            143233
D ABBOTT LABS                    COM              002824100    54428  1144359 SH      SHARED      04       1144359                  
D ABBOTT LABS                    COM              002824100      204     4300 SH      SHARED      05          4300                  
D ABBOTT LABS                    COM              002824100    30296   637000 SH      SHARED      06        637000                  
D ABERCROMBIE & FITCH CO         CL A             002896207     3074   161300 SH      SHARED                161300                  
D ABERCROMBIE & FITCH CO         CL A             002896207     4324   226879 SH      SHARED      01        226804                75
D ABERCROMBIE & FITCH CO         CL A             002896207       72     3802 SH      SHARED      02          3002               800
D ABERCROMBIE & FITCH CO         CL A             002896207      655    34400 SH      SHARED      04         34400                  
D ABERCROMBIE & FITCH CO         CL A             002896207      291    15300 SH      SHARED      05         15300                  
D ABGENIX INC                    COM              00339B107     5963    73800 SH      SHARED      01         73600               200
D ABGENIX INC                    COM              00339B107       24      300 SH      SHR/OTHR    01                             300
D ABGENIX INC                    COM              00339B107      193     2400 SH      SHARED      02                            2400
D ABGENIX INC                    COM              00339B107      448     5553 SH      SHARED      04          5553                  
D ABIGAIL ADAMS NATL BANCORP INC COM              003390101       77     8575 SH      SHARED      01          8575                  
D ABINGTON BANCORP INC NEW       COM              00350P100       12     1200 SH      SHARED      01          1200                  
D ABIOMED INC                    COM              003654100      736    10817 SH      SHARED      01         10817                  
D ABLE TELCOM HLDG CORP          COM NEW          003712304       17     5700 SH      SHARED      01          5700                  
D ABOUT COM INC                  COM              003736105      995    30750 SH      SHARED      01         27479              3271
D ABOUT COM INC                  COM              003736105      178     5500 SH      SHARED      02          5500                  
D ACACIA RESH CORP               COM              003881109     1104    31664 SH      SHARED      01         31396               268
D ABITIBI-CONSOLIDATED INC       COM              003924107      265    28300 SH      SHARED                 28300                  
D ABITIBI-CONSOLIDATED INC       COM              003924107      131    14000 SH      SHARED      04         14000                  
D ABITIBI-CONSOLIDATED INC       COM              003924107       45     4800 SH      SHARED      05          4800                  
D ACADIA RLTY TR                 COM SH BEN INT   004239109        5      900 SH      SHARED      01           900                  
D ACCELERATED NETWORKS INC       COM              00429P107       47     2800 SH      SHARED                  2800                  
D ACCELERATED NETWORKS INC       COM              00429P107       92     5500 SH      SHARED      01          5500                  
D ACCESS ANYTIME BANCORP         COM              00431F105       21     3500 SH      SHARED      01          3500                  
D ACCLAIM ENTMT INC              COM PAR $0.02    004325205        8     5100 SH      SHARED      01          5100                  
D ACCLAIM ENTMT INC              COM PAR $0.02    004325205       61    35200 SH      SHARED      02         30200              5000
D ACCREDO HEALTH INC             COM              00437V104    20749   424550 SH      SHARED      01        424550                  
D ACCREDO HEALTH INC             COM              00437V104       24      500 SH      SHARED      04           500                  
D ACCRUE SOFTWARE INC            COM              00437W102      460    38600 SH      SHARED      01         38600                  
D ACETO CORP                     COM              004446100        4      418 SH      SHARED      01           418                  
D ACKERLEY GROUP INC             COM              004527107      260    26000 SH      SHARED      01         26000                  
D ACLARA BIOSCIENCES INC         COM              00461P106      574    18900 SH      SHARED      01         18900                  
D ACLARA BIOSCIENCES INC         COM              00461P106       69     2300 SH      SHARED      02          1400               900
D ACLARA BIOSCIENCES INC         COM              00461P106       16      542 SH      SHARED      04           542                  
D ACME COMMUNICATION INC         COM              004631107      121    13541 SH      SHARED      01         13541                  
D ACME COMMUNICATION INC         COM              004631107        9     1100 SH      SHARED      02          1100                  
D ACME COMMUNICATION INC         COM              004631107        7      838 SH      SHARED      04           838                  
D ACNIELSEN CORP                 COM              004833109      133     5600 SH      SHARED                  5600                  
D ACNIELSEN CORP                 COM              004833109     3689   154938 SH      SHARED      01        154437               501
D ACNIELSEN CORP                 COM              004833109      126     5318 SH      SHR/OTHR    01                    133     5185
D ACNIELSEN CORP                 COM              004833109        3      166 SH      SHARED      02                             166
D ACNIELSEN CORP                 COM              004833109      469    19700 SH      SHARED      04         19700                  
D ACNIELSEN CORP                 COM              004833109      178     7500 SH      SHARED      05          7500                  
D ACTIVISION INC NEW             COM NEW          004930202        0        1 SH      SHARED      02             1                  
D ACTION PERFORMANCE COS INC     COM              004933107       36    10600 SH      SHARED      01         10600                  
D ACTEL CORP                     COM              004934105     2144    59674 SH      SHARED      01         58871               803
D ACTEL CORP                     COM              004934105      176     4900 SH      SHARED      05          4900                  
D ACRES GAMING INC               COM              004936100       23    13700 SH      SHARED      01         13700                  
D ACTIVE VOICE CORP              COM              004938106      152    13000 SH      SHARED      02         11000              2000
D ACTIONPOINT INC                COM              00504A108       21     4600 SH      SHARED      01          4600                  
D ACTIVE APPAREL GROUP INC       COM              00504P105        1      500 SH      SHARED      01           500                  
D ACTIVE POWER INC               COM              00504W100      260     4200 SH      SHARED      01          4200                  
D ACTRADE FINL TECHNOLOGIES LTD  COM              00507P102       18      600 SH      SHARED      01           600                  
D ACTRADE FINL TECHNOLOGIES LTD  COM              00507P102       39     1300 SH      SHARED      04          1300                  
D ACTUATE CORP                   COM              00508B102    63911  1850000 SH      SHARED               1850000                  
D ACTUATE CORP                   COM              00508B102     4936   142902 SH      SHARED      01        142902                  
D ACTUATE CORP                   COM              00508B102       34     1000 SH      SHARED      05          1000                  
D ACTUANT CORP                   CL A             00508X104      337    85751 SH      SHARED      01         85751                  
D ACUSON CORP                    COM              005113105      996    43800 SH      SHARED                 43800                  
D ACUSON CORP                    COM              005113105    21051   925353 SH      SHARED      01        925353                  
D ACUSON CORP                    COM              005113105      213     9400 SH      SHARED      04          9400                  
D ACUSON CORP                    COM              005113105       81     3600 SH      SHARED      05          3600                  
D ACXIOM CORP                    COM              005125109    23571   742400 SH      SHARED                742400                  
D ACXIOM CORP                    COM              005125109     4108   129410 SH      SHARED      01        129410                  
D ACXIOM CORP                    COM              005125109     1277    40251 SH      SHARED      04         40251                  
D ACXIOM CORP                    COM              005125109      352    11100 SH      SHARED      05         11100                  
D ADAC LABS                      COM NEW          005313200       24     1166 SH      SHARED                  1166                  
D ADAC LABS                      COM NEW          005313200     1032    49600 SH      SHARED      01         49600                  
D ADAM COM INC                   COM              00547M101        2      700 SH      SHARED      01           700                  
D ADAMS EXPRESS CO               COM              006212104      139     3600 SH      SHARED                  3600                  
D ADAMS EXPRESS CO               COM              006212104       21      566 SH      SHARED      01                             566
D ADAMS RES & ENERGY INC         COM NEW          006351308       29     2000 SH      SHARED      02                            2000
D ADAPTIVE BROADBAND CORP        COM              00650M104      479    24587 SH      SHARED                 24587                  
D ADAPTIVE BROADBAND CORP        COM              00650M104     1506    77234 SH      SHARED      01         77234                  
D ADAPTIVE BROADBAND CORP        COM              00650M104       27     1400 SH      SHARED      02          1200               200
D ADAPTIVE BROADBAND CORP        COM              00650M104       70     3600 SH      SHARED      04          3600                  
D ADAPTIVE BROADBAND CORP        COM              00650M104       21     1100 SH      SHARED      05          1100                  
D ADAPTEC INC                    COM              00651F108      492    24626 SH      SHARED                 24626                  
D ADAPTEC INC                    COM              00651F108    15315   765752 SH      SHARED      01        765752                  
D ADAPTEC INC                    COM              00651F108      552    27620 SH      SHARED      02          1620             26000
D ADAPTEC INC                    COM              00651F108     3264   163208 SH      SHARED      04        163208                  
D ADAPTEC INC                    COM              00651F108       44     2200 SH      SHARED      05          2200                  
D ADECCO SA                      SPONSORED ADR    006754105       40      493 SH      SHARED      01           493                  
D ADELPHIA BUSINESS SOLUTIONS    CL A             006847107      262    22220 SH      SHARED                 22220                  
D ADELPHIA BUSINESS SOLUTIONS    CL A             006847107      777    65850 SH      SHARED      01         65850                  
D ADELPHIA COMMUNICATIONS CORP   CL A             006848105      129     4700 SH      SHARED                  4700                  
D ADELPHIA COMMUNICATIONS CORP   CL A             006848105     1700    61692 SH      SHARED      01         61692                  
D ADELPHIA COMMUNICATIONS CORP   CL A             006848105       23      850 SH      SHARED      02           700               150
D ADELPHIA COMMUNICATIONS CORP   CL A             006848105      649    23552 SH      SHARED      04         23552                  
D ADELPHIA COMMUNICATIONS CORP   CL A             006848105     2384    86500 SH      SHARED      05         86500                  
D ADEPT TECHNOLOGY INC           COM              006854103     1193    22700 SH      SHARED      01         22700                  
D ADMINISTAFF INC                COM              007094105      560     7400 SH      SHARED                  7400                  
D ADMINISTAFF INC                COM              007094105     1703    22500 SH      SHARED      01         22500                  
D ADOBE SYS INC                  COM              00724F101     1849    11912 SH      SHARED                 11912                  
D ADOBE SYS INC                  COM              00724F101   142344   916875 SH      SHARED      01        916875                  
D ADOBE SYS INC                  COM              00724F101      481     3100 SH      SHR/OTHR    01                   1750     1350
D ADOBE SYS INC                  COM              00724F101     1333     8590 SH      SHARED      02          1290              7300
D ADOBE SYS INC                  COM              00724F101    40536   261106 SH      SHARED      04        261106                  
D ADOBE SYS INC                  COM              00724F101      232     1500 SH      SHARED      05          1500                  
D ADTRAN INC                     COM              00738A106      655    15415 SH      SHARED                 15415                  
D ADTRAN INC                     COM              00738A106    11577   272100 SH      SHARED      01        272100                  
D ADTRAN INC                     COM              00738A106       28      680 SH      SHARED      02           180               500
D ADTRAN INC                     COM              00738A106      633    14886 SH      SHARED      04         14886                  
D ADTRAN INC                     COM              00738A106      216     5100 SH      SHARED      05          5100                  
D ADVANCE PARADIGM INC           COM              007491103     1660    39351 SH      SHARED      01         39351                  
D ADVANCED AERODYNAMICS&STRUCTUR CL A             00750B107       25    12400 SH      SHARED      01         12400                  
D ADVANCED DIGITAL INFORMATION   COM              007525108       92     6082 SH      SHARED                  6082                  
D ADVANCED DIGITAL INFORMATION   COM              007525108     1880   123822 SH      SHARED      01        123822                  
D ADVANCED DIGITAL INFORMATION   COM              007525108        7      500 SH      SHARED      02           500                  
D ADVANCED LTG TECHNOLOGIES      COM              00753C102      360    29100 SH      SHARED                 29100                  
D ADVANCED LTG TECHNOLOGIES      COM              00753C102      402    32498 SH      SHARED      01         32498                  
D ADVANCED LTG TECHNOLOGIES      COM              00753C102     2350   189900 SH      SHARED      03        189900                  
D ADVANCED MARKETING SVCS INC    COM              00753T105       38     2200 SH      SHARED                  2200                  
D ADVANCED MARKETING SVCS INC    COM              00753T105      165     9400 SH      SHARED      01          9400                  
D ADVANCED FIBRE COMMUNICATIONS  COM              00754A105     1056    27888 SH      SHARED                 27888                  
D ADVANCED FIBRE COMMUNICATIONS  COM              00754A105     2740    72350 SH      SHARED      01         72350                  
D ADVANCED FIBRE COMMUNICATIONS  COM              00754A105      923    24395 SH      SHARED      02         23900               495
D ADVANCED FIBRE COMMUNICATIONS  COM              00754A105      234     6186 SH      SHARED      04          6186                  
D ADVANCED PHOTONIX INC          CL A             00754E107       44    21000 SH      SHARED      01         21000                  
D ADVANCED RADIO TELECOM CORP    COM              00754U101      221    26000 SH      SHARED                 26000                  
D ADVANCED RADIO TELECOM CORP    COM              00754U101      600    70590 SH      SHARED      01         70590                  
D ADVANCED RADIO TELECOM CORP    COM              00754U101       38     4500 SH      SHARED      02                            4500
D ADVANCED RADIO TELECOM CORP    COM              00754U101        0       27 SH      SHARED      04            27                  
D ADVANCED TISSUE SCIENCES INC   COM              00755F103      769   103417 SH      SHARED      01        103417                  
D ADVANCED TISSUE SCIENCES INC   COM              00755F103       29     4000 SH      SHARED      02          4000                  
D ADVEST GROUP INC               COM              007566102       34     1100 SH      SHARED      01          1100                  
D ADVANTAGE LEARNING SYSTEMS     COM              00757K100      494    14100 SH      SHARED      01         14100                  
D ADVANCED NEUROMODULATION SYS   COM              00757T101        1      100 SH      SHARED      01           100                  
D ADVO INC                       COM              007585102     3524   106801 SH      SHARED                106801                  
D ADVO INC                       COM              007585102     1616    48975 SH      SHARED      01         48975                  
D ADVO INC                       COM              007585102      132     4000 SH      SHARED      04          4000                  
D ADVANCED POWER TECHNOLOGY INC  COM              00761E108      662    20000 SH      SHARED      02         20000                  
D AEROFLEX INC                   COM              007768104     2915    59949 SH      SHARED      01         59949                  
D ADVANCED MICRO DEVICES INC     COM              007903107     2507   106148 SH      SHARED                106148                  
D ADVANCED MICRO DEVICES INC     COM              007903107    60707  2569620 SH      SHARED      01       2541820             27800
D ADVANCED MICRO DEVICES INC     COM              007903107       99     4200 SH      SHR/OTHR    01                   2200     2000
D ADVANCED MICRO DEVICES INC     COM              007903107      160     6800 SH      SHARED      02          2000              4800
D ADVANCED MICRO DEVICES INC     COM              007903107    13363   565665 SH      SHARED      04        565665                  
D AEGON N V                      ORD AMER REG     007924103     1878    50600 SH      SHARED                 50600                  
D AEGON N V                      ORD AMER REG     007924103     2937    79129 SH      SHARED      01         73067              6062
D AEGON N V                      ORD AMER REG     007924103     1136    30623 SH      SHR/OTHR    01                  27732     2891
D AEGON N V                      ORD AMER REG     007924103       52     1417 SH      SHARED      02                            1417
D AEGON N V                      ORD AMER REG     007924103      103     2800 SH      SHARED      04          2800                  
D ADVANTA CORP                   CL A             007942105      498    44312 SH      SHARED      01         44312                  
D ADVANTA CORP                   CL B             007942204     6110   750570 SH      SHARED                750570                  
D ADVANTA CORP                   CL B             007942204        2      353 SH      SHARED      01           353                  
D ADVANTA CORP                   CL B             007942204       62     7620 SH      SHARED      04          7620                  
D ADVANCED ENERGY INDS           SUB NT CV5.25%06 007973AA8     1157  1250000 PRN     SHARED      01       1250000                  
D ADVANCED ENERGY INDS           COM              007973100       21      650 SH      SHARED                   650                  
D ADVANCED ENERGY INDS           COM              007973100      735    22290 SH      SHARED      01         22290                  
D ADVANCED ENERGY INDS           COM              007973100      907    27500 SH      SHARED      04         27500                  
D ADVENT SOFTWARE INC            COM              007974108     4047    57930 SH      SHARED      01         57930                  
D ADVENT SOFTWARE INC            COM              007974108       27      400 SH      SHARED      04           400                  
D AETHER SYS INC                 SUB NT CV   6%05 00808VAA3     1678  2200000 PRN     SHARED               2200000                  
D AETHER SYS INC                 SUB NT CV   6%05 00808VAA3     1526  2000000 PRN     SHARED      01       2000000                  
D AETHER SYS INC                 COM              00808V105    11111   105320 SH      SHARED                105320                  
D AETHER SYS INC                 COM              00808V105     2963    28088 SH      SHARED      01         28088                  
D AETHER SYS INC                 COM              00808V105     1135    10760 SH      SHARED      02          8810              1950
D AETHER SYS INC                 COM              00808V105      272     2586 SH      SHARED      04          2586                  
D AETHER SYS INC                 COM              00808V105       84      800 SH      SHARED      05           800                  
D AETNA INC                      COM              008117103      441     7600 SH      SHARED                  7600                  
D AETNA INC                      COM              008117103    61596  1060880 SH      SHARED      01       1060880                  
D AETNA INC                      COM              008117103      247     4255 SH      SHR/OTHR    01                   2855     1400
D AETNA INC                      COM              008117103      138     2378 SH      SHARED      02          1205              1173
D AETNA INC                      COM              008117103     3895    67098 SH      SHARED      04         67098                  
D AETNA INC                      COM              008117103     1161    20000 SH      SHARED      05         20000                  
D AETNA INC                      COM              008117103    10376   178710 SH      SHARED      06        178710                  
D AFFILIATED COMPUTER SERVICES   SB NT CV    4%05 008190AD2     6119  4740000 PRN     SHARED      01       4740000                  
D AFFILIATED COMPUTER SERVICES   SB NT CV    4%05 008190AD2        3     3000 PRN     SHARED      04          3000                  
D AFFILIATED COMPUTER SERVICES   CL A             008190100     3972    79655 SH      SHARED      01         79655                  
D AFFILIATED COMPUTER SERVICES   CL A             008190100      986    19775 SH      SHARED      04         19775                  
D AFFILIATED COMPUTER SERVICES   CL A             008190100      319     6400 SH      SHARED      05          6400                  
D AFFILIATED MANAGERS GROUP      COM              008252108     2106    37000 SH      SHARED                 37000                  
D AFFILIATED MANAGERS GROUP      COM              008252108     2502    43950 SH      SHARED      01         43950                  
D AFFILIATED MANAGERS GROUP      COM              008252108       28      500 SH      SHR/OTHR    01                             500
D AFFILIATED MANAGERS GROUP      COM              008252108       62     1100 SH      SHARED      04          1100                  
D AFFINITY TECHNOLOGY GROUP INC  COM              00826M103       21    28500 SH      SHARED      01         28500                  
D AFFYMETRIX INC                 SB NT CV    5%06 00826TAB4     1339  1350000 PRN     SHARED      01       1350000                  
D AFFYMETRIX INC                 COM              00826T108     1556    31200 SH      SHARED                 31200                  
D AFFYMETRIX INC                 COM              00826T108     2698    54100 SH      SHARED      01         42100             12000
D AFFYMETRIX INC                 COM              00826T108       24      500 SH      SHR/OTHR    01                             500
D AFFYMETRIX INC                 COM              00826T108      219     4400 SH      SHARED      02          2200              2200
D AFFYMETRIX INC                 COM              00826T108      193     3873 SH      SHARED      04          3873                  
D AFTERMARKET TECHNOLOGY CORP    COM              008318107       52     8671 SH      SHARED      01          8671                  
D AGENCY COM LTD                 COM              008447104      253    17000 SH      SHARED      01         17000                  
D AGILENT TECHNOLOGIES INC       COM              00846U101    25956   530400 SH      SHARED                530400                  
D AGILENT TECHNOLOGIES INC       COM              00846U101   186509  3811207 SH      SHARED      01       3777313      152    33742
D AGILENT TECHNOLOGIES INC       COM              00846U101     6983   142706 SH      SHR/OTHR    01                  89721    52985
D AGILENT TECHNOLOGIES INC       COM              00846U101    16192   330894 SH      SHARED      02        314024             16870
D AGILENT TECHNOLOGIES INC       COM              00846U101     9976   203870 SH      SHARED      04        203870                  
D AGILENT TECHNOLOGIES INC       COM              00846U101      582    11900 SH      SHARED      05         11900                  
D AGILE SOFTWARE CORP DEL        COM              00846X105     2338    26000 SH      SHARED      01         26000                  
D AGILE SOFTWARE CORP DEL        COM              00846X105      441     4906 SH      SHARED      02          4356               550
D AGILE SOFTWARE CORP DEL        COM              00846X105      196     2182 SH      SHARED      04          2182                  
D AGILE SOFTWARE CORP DEL        COM              00846X105      332     3700 SH      SHARED      05          3700                  
D AGNICO EAGLE MINES LTD         COM              008474108      204    35100 SH      SHARED      04         35100                  
D AGRIBRANDS INTL INC            COM              00849R105      104     2400 SH      SHARED                  2400                  
D AGRIBRANDS INTL INC            COM              00849R105      900    20646 SH      SHARED      01         20646                  
D AGRIBRANDS INTL INC            COM              00849R105        7      162 SH      SHR/OTHR    01                    132       30
D AGRIBRANDS INTL INC            COM              00849R105        1       36 SH      SHARED      02            36                  
D AGREE REALTY CORP              COM              008492100       55     3700 SH      SHARED                  3700                  
D AGRITOPE INC DEL               COM              00855D107        9      940 SH      SHARED      04           940                  
D AIR CDA INC                    CL A NON VTG     008911307        0        1 SH      SHARED                     1                  
D AIR CDA INC                    CL A NON VTG     008911307      113    13000 SH      SHARED      04         13000                  
D AGRIUM INC                     COM              008916108       30     3000 SH      SHARED                  3000                  
D AIMGLOBAL TECHNOLOGIES INC     COM              00900N100       37     5000 SH      SHARED                  5000                  
D AIR PRODS & CHEMS INC          COM              009158106       90     2527 SH      SHARED                  2527                  
D AIR PRODS & CHEMS INC          COM              009158106    66466  1846284 SH      SHARED      01       1838554     1600     6130
D AIR PRODS & CHEMS INC          COM              009158106      788    21916 SH      SHR/OTHR    01                  15416     6500
D AIR PRODS & CHEMS INC          COM              009158106      448    12471 SH      SHARED      02          1002             11469
D AIR PRODS & CHEMS INC          COM              009158106     5577   154933 SH      SHARED      04        154933                  
D AIRBORNE FGHT CORP             COM              009266107     1904   187000 SH      SHARED                187000                  
D AIRBORNE FGHT CORP             COM              009266107     1003    98472 SH      SHARED      01         98472                  
D AIRBORNE FGHT CORP             COM              009266107       20     2000 SH      SHARED      02           500              1500
D AIRBORNE FGHT CORP             COM              009266107      170    16700 SH      SHARED      04         16700                  
D AIRBORNE FGHT CORP             COM              009266107       43     4300 SH      SHARED      05          4300                  
D AIRGAS INC                     COM              009363102      715   104980 SH      SHARED      01        104980                  
D AIRGAS INC                     COM              009363102       34     5000 SH      SHARED      02          5000                  
D AIRGAS INC                     COM              009363102      153    22600 SH      SHARED      04         22600                  
D AIRGAS INC                     COM              009363102       62     9200 SH      SHARED      05          9200                  
D AIRGATE PCS INC                COM              009367103     1000    22300 SH      SHARED      01         22300                  
D AIRNET COMMUNICATIONS CORP     COM              00941P106      524    23500 SH      SHARED      01         23500                  
D AIRNET COMMUNICATIONS CORP     COM              00941P106       11      500 SH      SHARED      02                             500
D AIRTRAN HLDGS INC              COM              00949P108      711   160250 SH      SHARED      01        152170              8080
D AIRTRAN HLDGS INC              COM              00949P108        8     2000 SH      SHARED      02                            2000
D AIRSPAN NETWORKS INC           COM              00950H102      116    10100 SH      SHARED      02         10100                  
D AKAMAI TECHNOLOGIES INC        SB NT CV 144A 07 00971TAA9    29136 40750000 PRN     SHARED              40750000                  
D AKAMAI TECHNOLOGIES INC        COM              00971T101    10439   198795 SH      SHARED      01        198745                50
D AKAMAI TECHNOLOGIES INC        COM              00971T101        1       25 SH      SHR/OTHR    01                     25         
D AKAMAI TECHNOLOGIES INC        COM              00971T101      140     2675 SH      SHARED      02          1025              1650
D AKAMAI TECHNOLOGIES INC        COM              00971T101      182     3471 SH      SHARED      04          3471                  
D AKORN INC                      COM              009728106       24     2200 SH      SHARED      02          2200                  
D AKSYS LTD                      COM              010196103       44     3229 SH      SHARED      02          3229                  
D AKZO NOBEL NV                  SPONSORED ADR    010199305      699    16608 SH      SHARED      01         12608              4000
D AKZO NOBEL NV                  SPONSORED ADR    010199305       42     1000 SH      SHR/OTHR    01                            1000
D AKZO NOBEL NV                  SPONSORED ADR    010199305      326     7748 SH      SHARED      02                            7748
D ALABAMA NATL BANCORP DELA      COM              010317105      229    10600 SH      SHARED      01         10600                  
D ALAMOSA PCS HOLDINGS           COM              011593100     5541   342350 SH      SHARED      01        342350                  
D ALAMOSA PCS HOLDINGS           COM              011593100        4      300 SH      SHARED      02           300                  
D ALAMOSA PCS HOLDINGS           COM              011593100        0       38 SH      SHARED      04            38                  
D ALARIS MED INC                 COM              011637105       48    38500 SH      SHARED      01         36900              1600
D ALASKA AIR GROUP INC           COM              011659109     1411    58800 SH      SHARED                 58800                  
D ALASKA AIR GROUP INC           COM              011659109     1377    57381 SH      SHARED      01         57381                  
D ALASKA AIR GROUP INC           COM              011659109       14      600 SH      SHARED      02                             600
D ALASKA AIR GROUP INC           COM              011659109      216     9000 SH      SHARED      04          9000                  
D ALASKA AIR GROUP INC           COM              011659109       84     3500 SH      SHARED      05          3500                  
D ALASKA COMMUNICATIONS SYS GRP  COM              01167P101       61     9700 SH      SHARED      01          9700                  
D ALASKA COMMUNICATIONS SYS GRP  COM              01167P101       63    10000 SH      SHARED      02          2000              8000
D ALBANY INTL CORP               CL A             012348108       21     1800 SH      SHARED                  1800                  
D ALBANY INTL CORP               CL A             012348108      672    56016 SH      SHARED      01         56016                  
D ALBANY INTL CORP               CL A             012348108      126    10500 SH      SHARED      04         10500                  
D ALBANY INTL CORP               CL A             012348108       48     4000 SH      SHARED      05          4000                  
D ALBANY MOLECULAR RESH INC      COM              012423109     2876    51200 SH      SHARED      01         51200                  
D ALBANY MOLECULAR RESH INC      COM              012423109      101     1800 SH      SHARED      02                            1800
D ALBANY MOLECULAR RESH INC      COM              012423109       28      500 SH      SHARED      04           500                  
D ALBEMARLE CORP                 COM              012653101     1477    73200 SH      SHARED                 73200                  
D ALBEMARLE CORP                 COM              012653101     1379    68358 SH      SHARED      01         68358                  
D ALBEMARLE CORP                 COM              012653101       10      500 SH      SHARED      02           200               300
D ALBEMARLE CORP                 COM              012653101      314    15600 SH      SHARED      04         15600                  
D ALBEMARLE CORP                 COM              012653101      121     6000 SH      SHARED      05          6000                  
D ALBERTA ENERGY LTD             COM              012873105     1656    39800 SH      SHARED                 39800                  
D ALBERTO CULVER CO              CL B CONV        013068101      316    11000 SH      SHARED                 11000                  
D ALBERTO CULVER CO              CL B CONV        013068101    10752   373186 SH      SHARED      01        372286               900
D ALBERTO CULVER CO              CL B CONV        013068101       25      900 SH      SHR/OTHR    01                             900
D ALBERTO CULVER CO              CL B CONV        013068101      619    21500 SH      SHARED      04         21500                  
D ALBERTO CULVER CO              CL B CONV        013068101       37     1300 SH      SHARED      05          1300                  
D ALBERTO CULVER CO              CL A             013068200     2857   114000 SH      SHARED                114000                  
D ALBERTO CULVER CO              CL A             013068200       22      900 SH      SHARED      01           900                  
D ALBERTO CULVER CO              CL A             013068200        7      300 SH      SHR/OTHR    01                             300
D ALBERTSONS INC                 COM              013104104     1231    58633 SH      SHARED                 58633                  
D ALBERTSONS INC                 COM              013104104    63767  3036536 SH      SHARED      01       3032336              4200
D ALBERTSONS INC                 COM              013104104      168     8000 SH      SHR/OTHR    01                            8000
D ALBERTSONS INC                 COM              013104104      226    10800 SH      SHARED      02           700             10100
D ALBERTSONS INC                 COM              013104104     4241   201989 SH      SHARED      04        201989                  
D ALBERTSONS INC                 COM              013104104     1423    67800 SH      SHARED      05         67800                  
D ALCAN ALUMINIUM LTD NEW        COM              013716105     1603    55400 SH      SHARED                 55400                  
D ALCAN ALUMINIUM LTD NEW        COM              013716105    40000  1382320 SH      SHARED      01       1381120              1200
D ALCAN ALUMINIUM LTD NEW        COM              013716105      115     4000 SH      SHARED      02           900              3100
D ALCAN ALUMINIUM LTD NEW        COM              013716105     4372   151100 SH      SHARED      04        151100                  
D ALCAN ALUMINIUM LTD NEW        COM              013716105       72     2500 SH      SHARED      05          2500                  
D ALCIDE CORP                    COM NEW          013742507        2      100 SH      SHARED      01           100                  
D ALCOA INC                      COM              013817101    38664  1527500 SH      SHARED               1527500                  
D ALCOA INC                      COM              013817101   174809  6906182 SH      SHARED      01       6905082              1100
D ALCOA INC                      COM              013817101      951    37600 SH      SHR/OTHR    01                  22600    15000
D ALCOA INC                      COM              013817101      245     9692 SH      SHARED      02          3120              6572
D ALCOA INC                      COM              013817101    25903  1023369 SH      SHARED      04       1023369                  
D ALCOA INC                      COM              013817101     9013   356100 SH      SHARED      05        356100                  
D ALCOA INC                      COM              013817101    32428  1281152 SH      SHARED      06       1281152                  
D ALCATEL                        SPONSORED ADR    013904305     1762    28039 SH      SHARED                 28039                  
D ALCATEL                        SPONSORED ADR    013904305     1862    29615 SH      SHARED      01         29615                  
D ALCATEL                        SPONSORED ADR    013904305      905    14398 SH      SHARED      02          1946             12452
D ALCATEL                        SPONSORED ADR    013904305      628    10000 SH      SHARED      04         10000                  
D ALCATEL                        SPONSORED ADR    013904305      697    11100 SH      SHARED      05         11100                  
D ALEXANDER & BALDWIN INC        COM              014482103     2299    88452 SH      SHARED      01         88452                  
D ALEXANDER & BALDWIN INC        COM              014482103       42     1620 SH      SHARED      02           950               670
D ALEXANDER & BALDWIN INC        COM              014482103      358    13800 SH      SHARED      04         13800                  
D ALEXANDER & BALDWIN INC        COM              014482103      143     5500 SH      SHARED      05          5500                  
D ALEXANDERS INC                 COM              014752109      588     7200 SH      SHARED      01          7200                  
D ALEXANDERS INC                 COM              014752109        0        2 SH      SHARED      02             2                  
D ALEXANDRIA REAL ESTATE EQ INC  COM              015271109      401    11700 SH      SHARED                 11700                  
D ALEXANDRIA REAL ESTATE EQ INC  COM              015271109      617    18000 SH      SHARED      01         18000                  
D ALEXION PHARMACEUTICALS INC    SB NT CV 144A 07 015351AA7    10393  8450000 PRN     SHARED               8450000                  
D ALEXION PHARMACEUTICALS INC    COM              015351109     3107    27255 SH      SHARED      01         27255                  
D ALEXION PHARMACEUTICALS INC    COM              015351109       11      100 SH      SHR/OTHR    01                             100
D ALEXION PHARMACEUTICALS INC    COM              015351109       22      200 SH      SHARED      04           200                  
D ALFA CORP                      COM              015385107       15      900 SH      SHARED                   900                  
D ALFA CORP                      COM              015385107      959    55000 SH      SHARED      01         55000                  
D ALKERMES INC                   SUB NT CV3.75%07 01642TAB4    16610 22000000 PRN     SHARED              22000000                  
D ALKERMES INC                   COM              01642T108      926    23989 SH      SHARED                 23989                  
D ALKERMES INC                   COM              01642T108    10961   283800 SH      SHARED      01        283800                  
D ALKERMES INC                   COM              01642T108        3       98 SH      SHARED      02            98                  
D ALKERMES INC                   COM              01642T108      184     4764 SH      SHARED      04          4764                  
D ALKERMES INC                   PFD CV EX$3.25   01642T405    36824   312073 SH      SHARED                312073                  
D ALL AMERICAN SEMICONDUCTOR INC COM NEW          016557407      195     9700 SH      SHARED      01          9700                  
D ALLAIRE CORP                   COM              016714107      479    56400 SH      SHARED                 56400                  
D ALLAIRE CORP                   COM              016714107      413    48600 SH      SHARED      01         48600                  
D ALLEGHANY CORP DEL             COM              017175100     2478    12643 SH      SHARED      01         12643                  
D ALLEGHENY ENERGY INC           COM              017361106     2199    57600 SH      SHARED                 57600                  
D ALLEGHENY ENERGY INC           COM              017361106     6369   166802 SH      SHARED      01        164086              2716
D ALLEGHENY ENERGY INC           COM              017361106      106     2790 SH      SHR/OTHR    01                   2790         
D ALLEGHENY ENERGY INC           COM              017361106       21      575 SH      SHARED      02                             575
D ALLEGHENY ENERGY INC           COM              017361106     1917    50220 SH      SHARED      04         50220                  
D ALLEGHENY ENERGY INC           COM              017361106     1099    28800 SH      SHARED      05         28800                  
D ALLEGHENY TECHNOLOGIES INC     COM              01741R102       76     4200 SH      SHARED                  4200                  
D ALLEGHENY TECHNOLOGIES INC     COM              01741R102    11238   620079 SH      SHARED      01        620079                  
D ALLEGHENY TECHNOLOGIES INC     COM              01741R102       82     4550 SH      SHR/OTHR    01                            4550
D ALLEGHENY TECHNOLOGIES INC     COM              01741R102      720    39747 SH      SHARED      04         39747                  
D ALLEGHENY TECHNOLOGIES INC     COM              01741R102       36     2000 SH      SHARED      05          2000                  
D ALLEGIANCE TELECOM INC         COM              01747T102     9977   267850 SH      SHARED      01        267025               825
D ALLEGIANCE TELECOM INC         COM              01747T102      395    10621 SH      SHARED      04         10621                  
D ALLEN ORGAN CO                 CL B             017753104        6      100 SH      SHARED      01           100                  
D ALLEN TELECOM INC              COM              018091108      261    15410 SH      SHARED                 15410                  
D ALLEN TELECOM INC              COM              018091108     1132    66880 SH      SHARED      01         66880                  
D ALLERGAN INC                   COM              018490102     1106    13100 SH      SHARED                 13100                  
D ALLERGAN INC                   COM              018490102    80458   952883 SH      SHARED      01        951703              1180
D ALLERGAN INC                   COM              018490102       50      600 SH      SHR/OTHR    01                             600
D ALLERGAN INC                   COM              018490102      135     1600 SH      SHARED      02          1000               600
D ALLERGAN INC                   COM              018490102     5142    60905 SH      SHARED      04         60905                  
D ALLERGAN INC                   COM              018490102      743     8800 SH      SHARED      05          8800                  
D ALLERGAN INC                   COM              018490102    16693   197700 SH      SHARED      06        197700                  
D ALLERGAN SPECIALTY THERAP      CL A             018494104      112     5009 SH      SHARED      01          4944                65
D ALLERGAN SPECIALTY THERAP      CL A             018494104        0       15 SH      SHR/OTHR    01                              15
D ALLERGAN SPECIALTY THERAP      CL A             018494104        0       41 SH      SHARED      02            25                16
D ALLIANCE BANCORP               COM              01852J105        9      502 SH      SHARED      01           502                  
D ALLIANCE BANCORP NEW ENG INC   COM              01852Q109       40     4399 SH      SHARED      01          4399                  
D ALLETE                         COM              018522102      522    23600 SH      SHARED                 23600                  
D ALLETE                         COM              018522102     3344   151144 SH      SHARED      01        151144                  
D ALLETE                         COM              018522102      561    25400 SH      SHARED      04         25400                  
D ALLETE                         COM              018522102      216     9800 SH      SHARED      05          9800                  
D ALLIANCE CAP MGMT HLDG L P     UNIT LTD PARTN   01855A101       48      963 SH      SHARED                   963                  
D ALLIANCE CAP MGMT HLDG L P     UNIT LTD PARTN   01855A101     1213    24200 SH      SHARED      01         24200                  
D ALLIANCE CAP MGMT HLDG L P     UNIT LTD PARTN   01855A101      300     6000 SH      SHR/OTHR    01                   6000         
D ALLIANCE CAP MGMT HLDG L P     UNIT LTD PARTN   01855A101      576    11500 SH      SHARED      02                           11500
D ALLIANCE CAP MGMT HLDG L P     UNIT LTD PARTN   01855A101      125     2500 SH      SHARED      05          2500                  
D ALLIANCE SEMICONDUCTOR CORP    COM              01877H100      304    15300 SH      SHARED                 15300                  
D ALLIANCE SEMICONDUCTOR CORP    COM              01877H100     1456    73269 SH      SHARED      01         73269                  
D ALLIANCE SEMICONDUCTOR CORP    COM              01877H100     1116    56200 SH      SHARED      02         56200                  
D ALLIANCE SEMICONDUCTOR CORP    COM              01877H100      258    13000 SH      SHARED      04         13000                  
D ALLIANCE PHARMACEUTICAL CORP   COM              018773101      312    20475 SH      SHARED                 20475                  
D ALLIANCE PHARMACEUTICAL CORP   COM              018773101     1816   119107 SH      SHARED      01        119097                10
D ALLIANCE WORLD DLR GV FD II    COM              01879R106      113    12500 SH      SHARED      02         12500                  
D ALLIANCE WORLD DLR GV FD II    COM              01879R106      132    14600 SH      SHARED      04         14600                  
D ALLIANCE WORLD DLR GV FD INC   COM              018796102       75     6700 SH      SHARED      02          6700                  
D ALLIANT CORP                   COM              018802108      631    21500 SH      SHARED                 21500                  
D ALLIANT CORP                   COM              018802108     2938   100033 SH      SHARED      01        100033                  
D ALLIANT CORP                   COM              018802108       23      806 SH      SHR/OTHR    01                    806         
D ALLIANT CORP                   COM              018802108       95     3256 SH      SHARED      02           456              2800
D ALLIANT CORP                   COM              018802108     1085    36943 SH      SHARED      04         36943                  
D ALLIANT CORP                   COM              018802108      308    10500 SH      SHARED      05         10500                  
D ALLIANT TECHSYSTEMS INC        COM              018804104     3038    37000 SH      SHARED                 37000                  
D ALLIANT TECHSYSTEMS INC        COM              018804104     2112    25725 SH      SHARED      01         25725                  
D ALLIED CAP CORP NEW            COM              01903Q108     2629   126728 SH      SHARED      01        126728                  
D ALLIED CAP CORP NEW            COM              01903Q108       31     1500 SH      SHR/OTHR    01                            1500
D ALLIED CAP CORP NEW            COM              01903Q108      116     5600 SH      SHARED      04          5600                  
D ALLIED HLDGS INC               COM              019223106       19     3500 SH      SHARED      02                            3500
D ALLIED IRISH BKS P L C         SPON ADR ORD     019228402       17      800 SH      SHARED                   800                  
D ALLIED PRODS CORP DEL          COM              019411107        2     4350 SH      SHARED      01          4350                  
D ALLIED RISER COMMUNICATIONS CP SB NT CV 144A 07 019496AA6    17404 29600000 PRN     SHARED              29600000                  
D ALLIED RISER COMMUNICATIONS CP COM              019496108      631    95370 SH      SHARED      01         95370                  
D ALLIED RISER COMMUNICATIONS CP COM              019496108       19     3000 SH      SHR/OTHR    01                            3000
D ALLIED RISER COMMUNICATIONS CP COM              019496108        6     1000 SH      SHARED      02          1000                  
D ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308       91    10000 SH      SHARED                 10000                  
D ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308    12323  1341370 SH      SHARED      01       1341370                  
D ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308      873    95057 SH      SHARED      04         95057                  
D ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308       37     4100 SH      SHARED      05          4100                  
D ALLMERICA FINL CORP            COM              019754100     1886    29500 SH      SHARED                 29500                  
D ALLMERICA FINL CORP            COM              019754100     4348    68017 SH      SHARED      01         68017                  
D ALLMERICA FINL CORP            COM              019754100      536     8385 SH      SHARED      02                            8385
D ALLMERICA FINL CORP            COM              019754100     1525    23863 SH      SHARED      04         23863                  
D ALLMERICA FINL CORP            COM              019754100     1061    16600 SH      SHARED      05         16600                  
D ALLOS THERAPEUTICS INC         COM              019777101        2      300 SH      SHARED      01           300                  
D ALLOS THERAPEUTICS INC         COM              019777101        3      350 SH      SHARED      02           350                  
D ALLOU HEALTH & BEAUTY CARE INC CL A             019782101        5     1000 SH      SHARED      01          1000                  
D ALLOY ONLINE INC               COM              019855105       50     5900 SH      SHARED      01          5900                  
D ALLSCRIPTS INC                 COM              019886100      467    33100 SH      SHARED      01         33100                  
D ALLMERICA SECS TR              SH BEN INT       019921105        6      700 SH      SHARED      02                             700
D ALLSTATE CORP                  COM              020002101     1734    49900 SH      SHARED                 49900                  
D ALLSTATE CORP                  COM              020002101   197097  5671874 SH      SHARED      01       5671874                  
D ALLSTATE CORP                  COM              020002101     1114    32074 SH      SHR/OTHR    01                   4168    27906
D ALLSTATE CORP                  COM              020002101     1211    34850 SH      SHARED      02         19956             14894
D ALLSTATE CORP                  COM              020002101    12401   356864 SH      SHARED      04        356864                  
D ALLSTATE CORP                  COM              020002101     1369    39400 SH      SHARED      05         39400                  
D ALLSTATE CORP                  COM              020002101       34      980 SH      SHARED      06           980                  
D ALLTEL CORP                    COM              020039103       26      500 SH      SHR/OTHR    06                             500
D ALLTEL CORP                    COM              020039103      574    11000 SH      SHARED                 11000                  
D ALLTEL CORP                    COM              020039103   186920  3581741 SH      SHARED      01       3247464            334277
D ALLTEL CORP                    COM              020039103     8767   168003 SH      SHR/OTHR    01                 116690    51313
D ALLTEL CORP                    COM              020039103     1422    27260 SH      SHARED      02          7634             19626
D ALLTEL CORP                    COM              020039103     7988   153070 SH      SHARED      04        153070                  
D ALLTEL CORP                    COM              020039103      245     4700 SH      SHARED      05          4700                  
D ALLTRISTA CORP                 COM              020040101        7      340 SH      SHARED      01           315                25
D ALPHA INDS INC                 COM              020753109      903    26528 SH      SHARED                 26528                  
D ALPHA INDS INC                 COM              020753109     1689    49600 SH      SHARED      01         49600                  
D ALPHA INDS INC                 COM              020753109      101     2974 SH      SHARED      04          2974                  
D ALPHANET SOLUTIONS INC         COM              020787107        2      800 SH      SHARED      01           800                  
D ALPHARMA INC                   SR SB CV 144A 06 020813AC5     5925  3000000 PRN     SHARED               3000000                  
D ALPHARMA INC                   SR SB NT CV 3%06 020813AD3     5925  3000000 PRN     SHARED      01       3000000                  
D ALPHARMA INC                   CL A             020813101      972    15912 SH      SHARED                 15912                  
D ALPHARMA INC                   CL A             020813101    15506   253690 SH      SHARED      01        253690                  
D ALPHARMA INC                   CL A             020813101       36      600 SH      SHARED      04           600                  
D ALPHARMA INC                   CL A             020813101      562     9200 SH      SHARED      05          9200                  
D ALPINE GROUP INC               COM              020825105        7     1700 SH      SHARED      01          1700                  
D ALPNET INC                     COM              021089107       28    16100 SH      SHARED      01         16100                  
D ALTERA CORP                    COM              021441100    32498   680600 SH      SHARED                680600                  
D ALTERA CORP                    COM              021441100   169596  3551766 SH      SHARED      01       3529791             21975
D ALTERA CORP                    COM              021441100       95     2000 SH      SHR/OTHR    01                   2000         
D ALTERA CORP                    COM              021441100     5744   120300 SH      SHARED      02        115000              5300
D ALTERA CORP                    COM              021441100    12782   267695 SH      SHARED      04        267695                  
D ALTERA CORP                    COM              021441100     3428    71800 SH      SHARED      05         71800                  
D ALTEON WEBSYSTEMS INC          COM              02145A109    43898   405000 SH      SHARED                405000                  
D ALTEON WEBSYSTEMS INC          COM              02145A109    36678   338386 SH      SHARED      01        335800              2586
D ALTEON WEBSYSTEMS INC          COM              02145A109        8       75 SH      SHARED      02            75                  
D ALTEON WEBSYSTEMS INC          COM              02145A109     1547    14278 SH      SHARED      04         14278                  
D ALTERNATIVE RESOURCES CORP     COM              02145R102        2     4600 SH      SHARED      01          4600                  
D ALTERRA HEALTHCARE CORP        COM              02146C104        5     2500 SH      SHARED      01          2500                  
D ALTERRA HEALTHCARE CORP        COM              02146C104        1      500 SH      SHARED      02           500                  
D ALZA CORP DEL                  SUB LYON ZERO 14 022615AC2     6167  5482000 PRN     SHARED      04       5482000                  
D ALZA CORP DEL                  COM              022615108     2102    24305 SH      SHARED                 24305                  
D ALZA CORP DEL                  COM              022615108    65393   755994 SH      SHARED      01        755994                  
D ALZA CORP DEL                  COM              022615108      834     9644 SH      SHR/OTHR    01                   2700     6944
D ALZA CORP DEL                  COM              022615108      412     4770 SH      SHARED      02          1770              3000
D ALZA CORP DEL                  COM              022615108    11135   128739 SH      SHARED      04        128739                  
D ALZA CORP DEL                  COM              022615108     1600    18500 SH      SHARED      05         18500                  
D AMAZON COM INC                 COM              023135106    13685   356062 SH      SHARED      01        356062                  
D AMAZON COM INC                 COM              023135106        3      100 SH      SHR/OTHR    01                             100
D AMAZON COM INC                 COM              023135106     9178   238796 SH      SHARED      02        236346              2450
D AMAZON COM INC                 COM              023135106     6122   159288 SH      SHARED      04        159288                  
D AMAZON COM INC                 COM              023135106       46     1200 SH      SHARED      05          1200                  
D AMBAC FINL GROUP INC           COM              023139108    19583   267350 SH      SHARED      01        267350                  
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D AMEREN CORP                    COM              023608102    40989   978860 SH      SHARED      01        978660               200
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D AMEREN CORP                    COM              023608102       23      559 SH      SHARED      02                             559
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D AMEREN CORP                    COM              023608102      167     4000 SH      SHARED      05          4000                  
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D AMERICA ONLINE INC DEL         SUB NT CONV 4%02 02364JAB0     6173   750000 PRN     SHARED      01        750000                  
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D AMERICA ONLINE INC DEL         SUB NT CV ZRO 19 02364JAC8      877  1711000 PRN     SHARED      04       1711000                  
D AMERICA ONLINE INC DEL         COM              02364J104   144645  2691086 SH      SHARED               2691086                  
D AMERICA ONLINE INC DEL         COM              02364J104   941427 17514926 SH      SHARED      01      17429831             85095
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D AMERICA ONLINE INC DEL         COM              02364J104    24757   460600 SH      SHARED      06        460600                  
D AMERICA SVC GROUP INC          COM              02364L109      202     7800 SH      SHARED      01          7800                  
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D AMCORE FINL INC                COM              023912108      824    42014 SH      SHARED      01         42014                  
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D AMERICAN ELEC PWR INC          COM              025537101     4975   127163 SH      SHARED                127163                  
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D AMERICAN EXPRESS CO            COM              025816109   723212 11904734 SH      SHARED      01      11371401            533333
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D AMERICAN FINL GROUP INC OHIO   COM              025932104     1124    48500 SH      SHARED                 48500                  
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D AMERICAN FINL GROUP INC OHIO   COM              025932104      178     7700 SH      SHARED      05          7700                  
D AMERICAN FINL HLDGS INC        COM              026075101      352    20000 SH      SHARED                 20000                  
D AMERICAN FINL HLDGS INC        COM              026075101      661    37520 SH      SHARED      01         37520                  
D AMERICAN FREIGHTWAYS CORP      COM              02629V108       39     2498 SH      SHARED                  2498                  
D AMERICAN FREIGHTWAYS CORP      COM              02629V108      531    33500 SH      SHARED      01         33500                  
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D AMERICAN GREETINGS CORP        CL A             026375105       28     1600 SH      SHARED      05          1600                  
D AMERICAN HEALTHWAYS INC        COM              02649V104       28     3500 SH      SHARED      01          3500                  
D AMERICAN HOME PRODS CORP       COM              026609107   110640  1956100 SH      SHARED               1956100                  
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D AMERICAN HOME PRODS CORP       COM              026609107    36739   649544 SH      SHR/OTHR    01                 407394   242150
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D AMERICAN INSD MTG INVS         DEPOST UNIT LP   026862102        3     1300 SH      SHARED      04          1300                  
D AMERICAN INTL GROUP INC        COM              026874107       50      525 SH      SHR/OTHR    04                    150      375
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D AMERICAN INTL GROUP INC        COM              026874107  2010178 21007853 SH      SHARED      01      20268691            739162
D AMERICAN INTL GROUP INC        COM              026874107    83250   870034 SH      SHR/OTHR    01                 462029   408005
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D AMERICAN INTL GROUP INC        COM              026874107   106886  1117042 SH      SHARED      04       1117042                  
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D AMERICAN ITALIAN PASTA CO      CL A             027070101      649    33860 SH      SHARED      01         33860                  
D AMERICAN LD LEASE INC          COM              027118108        6      600 SH      SHARED      02                             600
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D AMERICAN RETIREMENT CORP       COM              028913101       31     6201 SH      SHARED      01          6201                  
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D AMERICAN PWR CONVERSION CORP   COM              029066107     2407   125485 SH      SHARED      04        125485                  
D AMERICAN PWR CONVERSION CORP   COM              029066107       76     4000 SH      SHARED      05          4000                  
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D AMERICAN RLTY INVS INC         COM              029174109       25     1500 SH      SHARED      01          1500                  
D AMERICAN RLTY INVS INC         COM              029174109        6      376 SH      SHARED      02           152               224
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D AMERICAN SKIING CO             COM              029654308     1502   686900 SH      SHARED                686900                  
D AMERICAN SOFTWARE INC          CL A             029683109       30     8900 SH      SHARED      01          8900                  
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D AMERICAN STD COS INC DEL       COM              029712106      678    15266 SH      SHARED                 15266                  
D AMERICAN STD COS INC DEL       COM              029712106     4648   104600 SH      SHARED      01        104600                  
D AMERICAN STD COS INC DEL       COM              029712106       10      225 SH      SHARED      02            75               150
D AMERICAN STD COS INC DEL       COM              029712106     1357    30550 SH      SHARED      04         30550                  
D AMERICAN STS WTR CO            COM              029899101      414    13700 SH      SHARED      01         13700                  
D AMERICAN TOWER CORP            NT CV    6.25%09 029912AB8     6581  3915000 PRN     SHARED               3915000                  
D AMERICAN TOWER CORP            NT CV    6.25%09 029912AB8     2521  1500000 PRN     SHARED      01       1500000                  
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D AMERICAN TOWER CORP            CL A             029912201     5269   139830 SH      SHARED      01        139830                  
D AMERICAN TOWER CORP            CL A             029912201     6699   177754 SH      SHARED      02         27390            150364
D AMERICAN TOWER CORP            CL A             029912201     4831   128198 SH      SHARED      04        128198                  
D AMERICAN TOWER CORP            CL A             029912201       79     2100 SH      SHARED      05          2100                  
D AMERICAN SUPERCONDUCTOR CORP   COM              030111108      476     9700 SH      SHARED                  9700                  
D AMERICAN SUPERCONDUCTOR CORP   COM              030111108     2402    48883 SH      SHARED      01         47883              1000
D AMERICAN SUPERCONDUCTOR CORP   COM              030111108       49     1000 SH      SHARED      02                            1000
D AMERICAN TECHNICNAL CERAMICS   COM              030137103      191    12300 SH      SHARED      01         12300                  
D AMERICAN TECHNICNAL CERAMICS   COM              030137103       15     1000 SH      SHARED      02          1000                  
D AMERICAN TELESOURCE INTL INC   COM              03018P108      199    86501 SH      SHARED      01         86501                  
D AMERICAN WTR WKS INC           COM              030411102     3526   127950 SH      SHARED      01        127950                  
D AMERICAN WTR WKS INC           COM              030411102      183     6650 SH      SHARED      02          1500              5150
D AMERICAN WTR WKS INC           COM              030411102     1147    41629 SH      SHARED      04         41629                  
D AMERICAN WTR WKS INC           COM              030411102      355    12900 SH      SHARED      05         12900                  
D AMERICREDIT CORP               COM              03060R101       51     1800 SH      SHARED                  1800                  
D AMERICREDIT CORP               COM              03060R101     4687   162700 SH      SHARED      01        162700                  
D AMERICREDIT CORP               COM              03060R101       66     2300 SH      SHARED      04          2300                  
D AMERIPATH INC                  COM              03071D109      594    41000 SH      SHARED      01         41000                  
D AMERISOURCE HEALTH CORP        CL A             03071P102      116     2489 SH      SHARED                  2489                  
D AMERISOURCE HEALTH CORP        CL A             03071P102     6374   135625 SH      SHARED      01        135625                  
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D AMERON INTL INC                COM              030710107       14      400 SH      SHARED      01           400                  
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D AMERITRADE HLDG CORP           CL A             03072H109     1470    82850 SH      SHARED      01         82850                  
D AMERITRADE HLDG CORP           CL A             03072H109      393    22162 SH      SHARED      04         22162                  
D AMERITRADE HLDG CORP           CL A             03072H109      307    17300 SH      SHARED      05         17300                  
D AMERUS LIFE HLDGS INC          COM              030732101       77     3000 SH      SHARED                  3000                  
D AMERUS LIFE HLDGS INC          COM              030732101        3      134 SH      SHARED      01           134                  
D AMERUS LIFE HLDGS INC          COM              030732101        7      300 SH      SHARED      05           300                  
D AMES DEPT STORES INC           COM NEW          030789507      396    68583 SH      SHARED      01         68583                  
D AMES DEPT STORES INC           COM NEW          030789507        2      500 SH      SHR/OTHR    01                             500
D AMERIGAS PARTNERS L P          UNIT L P INT     030975106       38     2000 SH      SHARED      02          2000                  
D AMERIGAS PARTNERS L P          UNIT L P INT     030975106       81     4300 SH      SHARED      04          4300                  
D AMETEK INC NEW                 COM              031100100      205     9700 SH      SHARED                  9700                  
D AMETEK INC NEW                 COM              031100100     1970    93003 SH      SHARED      01         93003                  
D AMETEK INC NEW                 COM              031100100      289    13660 SH      SHR/OTHR    01                           13660
D AMETEK INC NEW                 COM              031100100       12      600 SH      SHARED      02                             600
D AMETEK INC NEW                 COM              031100100      230    10900 SH      SHARED      04         10900                  
D AMETEK INC NEW                 COM              031100100       88     4200 SH      SHARED      05          4200                  
D AMF BOWLING INC                DBCV ZERO 144A18 03113VAA7       93  6237000 PRN     SHARED               6237000                  
D AMF BOWLING INC                DEB CV ZERO   18 03113VAB5       28  1920000 PRN     SHARED      01       1920000                  
D AMGEN INC                      COM              031162100    96781  1386000 SH      SHARED               1386000                  
D AMGEN INC                      COM              031162100   598946  8577451 SH      SHARED      01       8306321            271130
D AMGEN INC                      COM              031162100     6645    95164 SH      SHR/OTHR    01                  34205    60959
D AMGEN INC                      COM              031162100    11007   157639 SH      SHARED      02         57414            100225
D AMGEN INC                      COM              031162100    54187   776011 SH      SHARED      04        776011                  
D AMGEN INC                      COM              031162100    44375   635500 SH      SHARED      06        635500                  
D AMKOR TECHNOLOGY INC           SB NT CV 5.75%03 031652AA8     8434  4290000 PRN     SHARED               4290000                  
D AMKOR TECHNOLOGY INC           SB NT CV 5.75%03 031652AA8      491   250000 PRN     SHARED      04        250000                  
D AMKOR TECHNOLOGY INC           COM              031652100      188     7230 SH      SHARED                  7230                  
D AMKOR TECHNOLOGY INC           COM              031652100     2922   111850 SH      SHARED      01        111850                  
D AMKOR TECHNOLOGY INC           COM              031652100      797    30510 SH      SHARED      02         18650             11860
D AMKOR TECHNOLOGY INC           COM              031652100      233     8920 SH      SHARED      04          8920                  
D AMKOR TECHNOLOGY INC           COM              031652100       18      700 SH      SHARED      05           700                  
D AMRESCO INC                    COM NEW          031909203        4     1560 SH      SHARED      01          1560                  
D AMRESCO CAP TR                 COM SH BEN INT   031919103     4160   387000 SH      SHARED      04        387000                  
D AMPAL AMERN ISRAEL CORP        CL A             032015109      269    20500 SH      SHARED                 20500                  
D AMPAL AMERN ISRAEL CORP        CL A             032015109      401    30600 SH      SHARED      01         27900              2700
D AMPAL AMERN ISRAEL CORP        CL A             032015109       93     7100 SH      SHARED      04          7100                  
D AMPAL AMERN ISRAEL CORP        PFD CV 6.50%     032015307       16      396 SH      SHARED      01                             396
D AMPCO-PITTSBURGH CORP          COM              032037103        5      500 SH      SHARED      01           500                  
D AMPHENOL CORP NEW              CL A             032095101     1098    19300 SH      SHARED                 19300                  
D AMPHENOL CORP NEW              CL A             032095101     7248   127300 SH      SHARED      01        123700              3600
D AMPHENOL CORP NEW              CL A             032095101      174     3073 SH      SHARED      04          3073                  
D AMPHENOL CORP NEW              CL A             032095101       22      400 SH      SHARED      05           400                  
D AMPLICON INC                   COM              032101107        5      400 SH      SHARED      01           400                  
D AMPLIDYNE INC                  COM              032103103       22     6000 SH      SHARED      01          6000                  
D AMSOUTH BANCORPORATION         COM              032165102     3127   250200 SH      SHARED                250200                  
D AMSOUTH BANCORPORATION         COM              032165102    33997  2719830 SH      SHARED      01       2719830                  
D AMSOUTH BANCORPORATION         COM              032165102        0        9 SH      SHARED      02             9                  
D AMSOUTH BANCORPORATION         COM              032165102     2322   185826 SH      SHARED      04        185826                  
D AMSOUTH BANCORPORATION         COM              032165102       67     5400 SH      SHARED      05          5400                  
D AMWEST INS GROUP INC DEL       COM              032345100        6     1210 SH      SHARED      01          1210                  
D AMYLIN PHARMACEUTICALS INC     COM              032346108      247    23000 SH      SHARED                 23000                  
D AMYLIN PHARMACEUTICALS INC     COM              032346108      864    80408 SH      SHARED      01         80408                  
D AMVESCAP PLC                   SPONSORED ADR    03235E100      266     2400 SH      SHARED                  2400                  
D ANADARKO PETE CORP             COM              032511107      453     6829 SH      SHARED                  6829                  
D ANADARKO PETE CORP             COM              032511107   124119  1867577 SH      SHARED      01       1843516             24061
D ANADARKO PETE CORP             COM              032511107      822    12370 SH      SHR/OTHR    01                   4370     8000
D ANADARKO PETE CORP             COM              032511107     5864    88243 SH      SHARED      02         25012             63231
D ANADARKO PETE CORP             COM              032511107     7795   117297 SH      SHARED      04        117297                  
D ANADARKO PETE CORP             COM              032511107     4486    67500 SH      SHARED      05         67500                  
D ANADIGICS INC                  COM              032515108      616    27860 SH      SHARED                 27860                  
D ANADIGICS INC                  COM              032515108     1538    69524 SH      SHARED      01         68958               566
D ANALOG DEVICES INC             COM              032654105   200274  2425752 SH      SHARED               2425752                  
D ANALOG DEVICES INC             COM              032654105   256587  3107813 SH      SHARED      01       3096591             11222
D ANALOG DEVICES INC             COM              032654105     1613    19545 SH      SHARED      02          7520             12025
D ANALOG DEVICES INC             COM              032654105    43777   530241 SH      SHARED      04        530241                  
D ANALOGIC CORP                  COM PAR $0.05    032657207       99     2600 SH      SHARED                  2600                  
D ANALOGIC CORP                  COM PAR $0.05    032657207      614    15990 SH      SHARED      01         15990                  
D ANALYSTS INTL CORP             COM              032681108      309    42861 SH      SHARED      01         42861                  
D ANALYTICAL SURVEYS INC         COM NEW          032683302        7     3900 SH      SHARED      01          3900                  
D ANAREN MICROWAVE INC           COM              032744104       27      201 SH      SHARED                   201                  
D ANAREN MICROWAVE INC           COM              032744104     3472    25600 SH      SHARED      01         25600                  
D ANCHOR BANCORP WIS INC         COM              032839102      175    11200 SH      SHARED                 11200                  
D ANCHOR BANCORP WIS INC         COM              032839102      672    42850 SH      SHARED      01         42850                  
D ANCHOR GAMING                  COM              033037102     1460    18360 SH      SHARED      01         18360                  
D ANCHOR GAMING                  COM              033037102        1       15 SH      SHARED      04            15                  
D ANDOVER BANCORP INC DEL        COM              034258103      340    11150 SH      SHARED      01          9509              1641
D ANDREA ELECTRONICS CORP        COM              034393108       42     5600 SH      SHARED      01          5600                  
D ANDREW CORP                    COM              034425108      107     4100 SH      SHARED                  4100                  
D ANDREW CORP                    COM              034425108    17630   673256 SH      SHARED      01        673256                  
D ANDREW CORP                    COM              034425108        0       24 SH      SHARED      02                              24
D ANDREW CORP                    COM              034425108     1353    51692 SH      SHARED      04         51692                  
D ANDREW CORP                    COM              034425108       54     2100 SH      SHARED      05          2100                  
D ANDRX CORP DEL                 COM ANDRX GRP    034553107     4813    51550 SH      SHARED      01         51550                  
D ANDRX CORP DEL                 COM ANDRX GRP    034553107      172     1850 SH      SHARED      02          1500               350
D ANDRX CORP DEL                 COM ANDRX GRP    034553107      613     6573 SH      SHARED      04          6573                  
D ANDRX CORP DEL                 COM ANDRX GRP    034553107       28      300 SH      SHARED      05           300                  
D ANESTA CORP                    COM              034603100      119     5200 SH      SHARED                  5200                  
D ANESTA CORP                    COM              034603100      922    40125 SH      SHARED      01         37029              3096
D ANESTA CORP                    COM              034603100      363    15800 SH      SHARED      04         15800                  
D ANGLO AMERN PLC                ADR              03485P102      391     7500 SH      SHARED                  7500                  
D ANGIOTECH PHARMACEUTICALS INC  COM              034918102        2       55 SH      SHARED      04            55                  
D ANGLOGOLD LTD                  SPONSORED ADR    035128206       51     2800 SH      SHARED                  2800                  
D ANGLOGOLD LTD                  SPONSORED ADR    035128206        1       86 SH      SHARED      02            86                  
D ANGLOGOLD LTD                  SPONSORED ADR    035128206      246    13400 SH      SHARED      04         13400                  
D ANHEUSER BUSCH COS INC         COM              035229103    44300  1047000 SH      SHARED               1047000                  
D ANHEUSER BUSCH COS INC         COM              035229103   309277  7309445 SH      SHARED      01       7248313             61132
D ANHEUSER BUSCH COS INC         COM              035229103     5932   140198 SH      SHR/OTHR    01                  89700    50498
D ANHEUSER BUSCH COS INC         COM              035229103      425    10047 SH      SHARED      02          1400              8647
D ANHEUSER BUSCH COS INC         COM              035229103    32556   769439 SH      SHARED      04        769439                  
D ANHEUSER BUSCH COS INC         COM              035229103    36938   873000 SH      SHARED      06        873000                  
D ANICOM INC                     COM              035250109       58    15120 SH      SHARED      04         15120                  
D ANIKA THERAPEUTICS INC         COM              035255108       11     7600 SH      SHARED      01          7600                  
D ANIXTER INTL INC               LYON ZERO CPN 20 035290AC9        0101875000 PRN     SHARED      04     101875000                  
D ANIXTER INTL INC               COM              035290105     2443    83900 SH      SHARED                 83900                  
D ANIXTER INTL INC               COM              035290105     1747    60000 SH      SHARED      01         60000                  
D ANNALY MTG MGMT INC            COM              035710409       12     1400 SH      SHARED      01          1400                  
D ANNTAYLOR STORES CORP          GTD SB DB CV  19 036115AC7     2252  4000000 PRN     SHARED               4000000                  
D ANNTAYLOR STORES CORP          COM              036115103     1333    34700 SH      SHARED                 34700                  
D ANNTAYLOR STORES CORP          COM              036115103     2047    53260 SH      SHARED      01         53260                  
D ANNTAYLOR STORES CORP          COM              036115103      219     5700 SH      SHARED      02          2000              3700
D ANSOFT CORP                    COM              036384105     2457   185500 SH      SHARED      01        185500                  
D ANTEC CORP                     SUB NT CV 4.5%03 03664PAB1     3439  2600000 PRN     SHARED      01       2600000                  
D ANTEC CORP                     COM              03664P105     1286    43600 SH      SHARED      01         43600                  
D ANTEC CORP                     COM              03664P105      436    14785 SH      SHARED      04         14785                  
D ANTEC CORP                     COM              03664P105      118     4000 SH      SHARED      05          4000                  
D ANTEX BIOLOGICS INC            COM NEW          03672W308        3     1000 SH      SHARED      02          1000                  
D ANSWERTHINK INC                COM              036916104     1031    63455 SH      SHARED      01         63455                  
D ANTIGENICS INC DEL             COM              037032109       53     3660 SH      SHARED      01          3660                  
D AO TATNEFT                     SPON ADR REG S   03737P306       42     4300 SH      SHARED                  4300                  
D AO TATNEFT                     SPON ADR REG S   03737P306      823    82900 SH      SHARED      01         82900                  
D AON CORP                       COM              037389103     2250    57344 SH      SHARED                 57344                  
D AON CORP                       COM              037389103    73639  1876174 SH      SHARED      01       1876174                  
D AON CORP                       COM              037389103      445    11350 SH      SHARED      02                           11350
D AON CORP                       COM              037389103     5054   128787 SH      SHARED      04        128787                  
D AON CORP                       COM              037389103      298     7600 SH      SHARED      05          7600                  
D APACHE CORP                    COM              037411105     2380    40257 SH      SHARED                 40257                  
D APACHE CORP                    COM              037411105    54601   923496 SH      SHARED      01        905596             17900
D APACHE CORP                    COM              037411105      254     4300 SH      SHR/OTHR    01                            4300
D APACHE CORP                    COM              037411105      245     4150 SH      SHARED      02          2000              2150
D APACHE CORP                    COM              037411105     3519    59519 SH      SHARED      04         59519                  
D APACHE CORP                    COM              037411105     1442    24400 SH      SHARED      05         24400                  
D APACHE CORP                    ACES C DP 1/50   037411600       35      700 SH      SHARED                   700                  
D APARTMENT INVT & MGMT CO       CL A             03748R101     5550   120491 SH      SHARED      01        120491                  
D APARTMENT INVT & MGMT CO       CL A             03748R101     2006    43564 SH      SHARED      02         26432             17132
D APARTMENT INVT & MGMT CO       CL A             03748R101      251     5451 SH      SHARED      04          5451                  
D APARTMENT INVT & MGMT CO       PFD CONV CL K    03748R705     8419   306150 SH      SHARED                306150                  
D APERIAN INC                    COM              037531100      128    20217 SH      SHARED      01         17077              3140
D APHTON CORP                    COM              03759P101       12      425 SH      SHARED                   425                  
D APHTON CORP                    COM              03759P101      581    20229 SH      SHARED      01         20229                  
D APOGEE ENTERPRISES INC         COM              037598109       43     7600 SH      SHARED      01          7600                  
D APOLLO GROUP INC               CL A             037604105      216     5419 SH      SHARED                  5419                  
D APOLLO GROUP INC               CL A             037604105    10664   267444 SH      SHARED      01        267444                  
D APOLLO GROUP INC               CL A             037604105     1073    26918 SH      SHARED      02          2300             24618
D APOLLO GROUP INC               CL A             037604105     8431   211437 SH      SHARED      03        211437                  
D APOLLO GROUP INC               CL A             037604105     1629    40857 SH      SHARED      04         40857                  
D APOLLO GROUP INC               CL A             037604105      398    10000 SH      SHARED      05         10000                  
D APPLE COMPUTER INC             COM              037833100      720    27978 SH      SHARED                 27978                  
D APPLE COMPUTER INC             COM              037833100    65928  2560319 SH      SHARED      01       2557819              2500
D APPLE COMPUTER INC             COM              037833100       70     2738 SH      SHARED      02                            2738
D APPLE COMPUTER INC             COM              037833100    11403   442863 SH      SHARED      04        442863                  
D APPLE COMPUTER INC             COM              037833100      481    18700 SH      SHARED      05         18700                  
D APPLEBEES INTL INC             COM              037899101      587    25525 SH      SHARED                 25525                  
D APPLEBEES INTL INC             COM              037899101     1453    63178 SH      SHARED      01         63178                  
D APPLEBEES INTL INC             COM              037899101       11      500 SH      SHARED      02           500                  
D APPLEBEES INTL INC             COM              037899101       48     2100 SH      SHARED      04          2100                  
D APPLIED INNOVATION INC         COM              037916103      354    22893 SH      SHARED                 22893                  
D APPLIED INNOVATION INC         COM              037916103        7      500 SH      SHARED      02           500                  
D APRIA HEALTHCARE GROUP INC     COM              037933108     1550   111277 SH      SHARED                111277                  
D APRIA HEALTHCARE GROUP INC     COM              037933108     1629   116930 SH      SHARED      01        106930             10000
D APRIA HEALTHCARE GROUP INC     COM              037933108        0        3 SH      SHARED      02             3                  
D APRIA HEALTHCARE GROUP INC     COM              037933108      249    17900 SH      SHARED      04         17900                  
D APRIA HEALTHCARE GROUP INC     COM              037933108       96     6900 SH      SHARED      05          6900                  
D APPLIED GRAPHICS TECHNOLOGIES  COM              037937109       62    16900 SH      SHARED      01         16900                  
D APPLIED ANALYTICAL INDS INC    COM              037939105        4      600 SH      SHARED      01           600                  
D APPLIED ANALYTICAL INDS INC    COM              037939105       31     4000 SH      SHARED      02          4000                  
D APPLICA INC                    COM              03815A106      362    58608 SH      SHARED      01         58608                  
D APPLIED DIGITAL SOLUTIONS      COM              038188108       80    21400 SH      SHARED      01         21400                  
D APPLIED FILMS CORP             COM              038197109     3686   135900 SH      SHARED      01        135900                  
D APPLIED INDL TECHNOLOGIES INC  COM              03820C105      308    17800 SH      SHARED                 17800                  
D APPLIED INDL TECHNOLOGIES INC  COM              03820C105      739    42718 SH      SHARED      01         42718                  
D APPLIED IMAGING CORP           COM              03820G106       23     5000 SH      SHARED      02          5000                  
D APPLIED MICRO CIRCUITS CORP    COM              03822W109     2629    12700 SH      SHARED                 12700                  
D APPLIED MICRO CIRCUITS CORP    COM              03822W109    26585   128395 SH      SHARED      01        128395                  
D APPLIED MICRO CIRCUITS CORP    COM              03822W109       82      400 SH      SHR/OTHR    01                    400         
D APPLIED MICRO CIRCUITS CORP    COM              03822W109     1511     7300 SH      SHARED      02           420              6880
D APPLIED MICRO CIRCUITS CORP    COM              03822W109    16251    78484 SH      SHARED      04         78484                  
D APPLIED MICRO CIRCUITS CORP    COM              03822W109      724     3500 SH      SHARED      05          3500                  
D APPLIED MATLS INC              COM              038222105    72577  1223658 SH      SHARED               1223658                  
D APPLIED MATLS INC              COM              038222105   411736  6941879 SH      SHARED      01       6879796             62083
D APPLIED MATLS INC              COM              038222105     7997   134832 SH      SHR/OTHR    01                  86396    48436
D APPLIED MATLS INC              COM              038222105     1784    30080 SH      SHARED      02         24845              5235
D APPLIED MATLS INC              COM              038222105    62878  1060126 SH      SHARED      04       1060126                  
D APPLIED SCIENCE & TECHNOLOGY   COM              038236105      466    31600 SH      SHARED                 31600                  
D APPLIED SCIENCE & TECHNOLOGY   COM              038236105      828    56200 SH      SHARED      01         56200                  
D APPLIED SCIENCE & TECHNOLOGY   COM              038236105       22     1500 SH      SHR/OTHR    01                   1500         
D APPLIED SCIENCE & TECHNOLOGY   COM              038236105       10      700 SH      SHARED      02           700                  
D APPLIED SCIENCE & TECHNOLOGY   COM              038236105        7      500 SH      SHARED      05           500                  
D APPLIED SIGNAL TECHNOLOGY INC  COM              038237103       68     9600 SH      SHARED      01          9600                  
D APPLIEDTHEORY CORP             COM              03828R104      102    16700 SH      SHARED      01         16700                  
D APPLIEDTHEORY CORP             COM              03828R104        3      530 SH      SHARED      02           530                  
D APPLIX INC                     COM              038316105       16     5400 SH      SHARED      01          5400                  
D APROPOS TECHNOLOGY INC         COM              038334108       59     6640 SH      SHARED      01          6640                  
D APROPOS TECHNOLOGY INC         COM              038334108      110    12300 SH      SHARED      02         12300                  
D APTARGROUP INC                 COM              038336103       38     1611 SH      SHARED                  1611                  
D APTARGROUP INC                 COM              038336103     1652    69015 SH      SHARED      01         69015                  
D APTARGROUP INC                 COM              038336103       25     1050 SH      SHR/OTHR    01                            1050
D AQUILA BIOPHARM INC            COM              03839F107        0       99 SH      SHARED      01            99                  
D ARADIGM CORP                   COM              038505103     2651   115600 SH      SHARED      01        109540              6060
D ARADIGM CORP                   COM              038505103      490    21400 SH      SHARED      04         21400                  
D ARCH CAP GROUP LTD             COM              03937L105      192    12200 SH      SHARED      01         12200                  
D ARCH CHEMICALS INC             COM              03937R102      268    14700 SH      SHARED                 14700                  
D ARCH CHEMICALS INC             COM              03937R102      636    34888 SH      SHARED      01         34888                  
D ARCH CHEMICALS INC             COM              03937R102       27     1500 SH      SHR/OTHR    01                            1500
D ARCH COAL INC                  COM              039380100      422    42215 SH      SHARED      01         42114               101
D ARCH COAL INC                  COM              039380100        0       12 SH      SHARED      02                              12
D ARCH COAL INC                  COM              039380100        4      400 SH      SHARED      05           400                  
D ARCH COMMUNICATIONS GROUP INC  COM NEW          039381504       17     3500 SH      SHARED                  3500                  
D ARCHER DANIELS MIDLAND CO      COM              039483102     1542   178842 SH      SHARED                178842                  
D ARCHER DANIELS MIDLAND CO      COM              039483102    40621  4709701 SH      SHARED      01       4709701                  
D ARCHER DANIELS MIDLAND CO      COM              039483102      145    16840 SH      SHR/OTHR    01                   7008     9832
D ARCHER DANIELS MIDLAND CO      COM              039483102     2734   317044 SH      SHARED      04        317044                  
D ARCHER DANIELS MIDLAND CO      COM              039483102       79     9230 SH      SHARED      05          9230                  
D ARCHSTONE CMNTYS TR            SH BEN INT       039581103     1655    67400 SH      SHARED                 67400                  
D ARCHSTONE CMNTYS TR            SH BEN INT       039581103     8326   339000 SH      SHARED      01        339000                  
D ARCHSTONE CMNTYS TR            SH BEN INT       039581103       47     1934 SH      SHARED      02          1714               220
D ARCHSTONE CMNTYS TR            SH BEN INT       039581103      214     8746 SH      SHARED      04          8746                  
D ARCTIC CAT INC                 COM              039670104      875    69363 SH      SHARED      01         69363                  
D ARDEN GROUP INC                CL A             039762109       19      400 SH      SHARED      01           400                  
D ARDEN RLTY INC                 COM              039793104     2808   104743 SH      SHARED      01        104743                  
D AREA BANCSHARES CORP NEW       COM              039872106      352    15900 SH      SHARED      01         15900                  
D AREMISSOFT CORP DEL            COM              040026106      985    26271 SH      SHARED      01         22481              3790
D ARGENTINA FD INC               COM              040112104       37     3596 SH      SHARED                  3596                  
D ARGENTINA FD INC               COM              040112104       64     6300 SH      SHARED      01          6300                  
D ARGENTINA FD INC               COM              040112104       64     6300 SH      SHR/OTHR    01                            6300
D ARGENTINA FD INC               COM              040112104     1361   132000 SH      SHARED      04        132000                  
D ARGONAUT GROUP INC             COM              040157109      548    31350 SH      SHARED      01         31350                  
D ARGONAUT GROUP INC             COM              040157109       28     1600 SH      SHR/OTHR    01                   1600         
D ARGOSY GAMING CO               COM              040228108      206    11400 SH      SHARED                 11400                  
D ARGOSY GAMING CO               COM              040228108      750    41431 SH      SHARED      01         41431                  
D ARGUSS COMMUNICATIONS INC      COM              040282105      392    19200 SH      SHARED      01         19200                  
D ARIAD PHARMACEUTICALS INC      COM              04033A100      950    75700 SH      SHARED      01         75700                  
D ARIEL CORP                     COM              04033M104       29    14100 SH      SHARED      01         14100                  
D ARIBA INC                      COM              04033V104      974     6800 SH      SHARED                  6800                  
D ARIBA INC                      COM              04033V104    42750   298400 SH      SHARED      01        298100               300
D ARIBA INC                      COM              04033V104       14      100 SH      SHR/OTHR    01                             100
D ARIBA INC                      COM              04033V104     6934    48404 SH      SHARED      02         37344             11060
D ARIBA INC                      COM              04033V104     1839    12841 SH      SHARED      04         12841                  
D ARIBA INC                      COM              04033V104      558     3900 SH      SHARED      05          3900                  
D ARIS CORP                      COM              04040A101        2     1000 SH      SHARED      02          1000                  
D ARISTOTLE CORP                 COM NEW          040448201      347    51500 SH      SHARED                 51500                  
D ARISTOTLE CORP                 COM NEW          040448201        0       10 SH      SHARED      02                              10
D ARKANSAS BEST CORP DEL         COM              040790107       51     3332 SH      SHARED                  3332                  
D ARKANSAS BEST CORP DEL         COM              040790107      526    34262 SH      SHARED      01         34262                  
D ARMOR HOLDINGS INC             COM              042260109      270    18000 SH      SHARED                 18000                  
D ARMOR HOLDINGS INC             COM              042260109      252    16843 SH      SHARED      01         16843                  
D ARMSTRONG HLDGS INC            COM              042384107      452    37900 SH      SHARED                 37900                  
D ARMSTRONG HLDGS INC            COM              042384107     4354   364817 SH      SHARED      01        364817                  
D ARMSTRONG HLDGS INC            COM              042384107      206    17301 SH      SHARED      04         17301                  
D ARMSTRONG HLDGS INC            COM              042384107       47     4000 SH      SHARED      05          4000                  
D ARNOLD INDS INC                COM              042595108      591    35050 SH      SHARED      01         35050                  
D ARNOLD INDS INC                COM              042595108      141     8400 SH      SHARED      04          8400                  
D ARNOLD INDS INC                COM              042595108       54     3200 SH      SHARED      05          3200                  
D ARQULE INC                     COM              04269E107      245    14400 SH      SHARED                 14400                  
D ARQULE INC                     COM              04269E107       87     5100 SH      SHARED      01          5100                  
D ARROW ELECTRS INC              COM              042735100      100     2942 SH      SHARED                  2942                  
D ARROW ELECTRS INC              COM              042735100     4653   136607 SH      SHARED      01        136607                  
D ARROW ELECTRS INC              COM              042735100       35     1050 SH      SHARED      02                            1050
D ARROW ELECTRS INC              COM              042735100     1411    41429 SH      SHARED      04         41429                  
D ARROW ELECTRS INC              COM              042735100      752    22100 SH      SHARED      05         22100                  
D ARROW FINL CORP                COM              042744102        8      531 SH      SHARED      01           531                  
D ARROW INTL INC                 COM              042764100       49     1347 SH      SHARED                  1347                  
D ARROW INTL INC                 COM              042764100      556    15300 SH      SHARED      01         15300                  
D ARROW INTL INC                 COM              042764100        0       18 SH      SHARED      04            18                  
D ARROW MAGNOLIA INTL INC        COM              042768101        0      217 SH      SHARED      02           217                  
D ART TECHNOLOGY GROUP INC       COM              04289L107       18      200 SH      SHARED                   200                  
D ART TECHNOLOGY GROUP INC       COM              04289L107     5315    56100 SH      SHARED      01         56100                  
D ART TECHNOLOGY GROUP INC       COM              04289L107       21      230 SH      SHARED      02           230                  
D ART TECHNOLOGY GROUP INC       COM              04289L107      403     4263 SH      SHARED      04          4263                  
D ART TECHNOLOGY GROUP INC       COM              04289L107      217     2300 SH      SHARED      05          2300                  
D ARTISAN COMPONENTS INC         COM              042923102       25     2000 SH      SHARED      02          2000                  
D ARTESYN TECHNOLOGIES INC       COM              043127109       46     1600 SH      SHARED                  1600                  
D ARTESYN TECHNOLOGIES INC       COM              043127109     2430    83457 SH      SHARED      01         83457                  
D ARTESYN TECHNOLOGIES INC       COM              043127109        2      100 SH      SHARED      04           100                  
D ARTHROCARE CORP                COM              043136100      855    44024 SH      SHARED                 44024                  
D ARTHROCARE CORP                COM              043136100      944    48600 SH      SHARED      01         42323              6277
D ARTHROCARE CORP                COM              043136100     2017   103800 SH      SHARED      03        103800                  
D ARTHROCARE CORP                COM              043136100       25     1300 SH      SHARED      04          1300                  
D ARTISTDIRECT INC               COM              04315D103       20    17600 SH      SHARED      02         17200               400
D ARVINMERITOR INC               COM              043353101     2296   156377 SH      SHARED      01        156377                  
D ARVINMERITOR INC               COM              043353101      211    14371 SH      SHARED      02          7115              7256
D ARVINMERITOR INC               COM              043353101      355    24200 SH      SHARED      04         24200                  
D ARVINMERITOR INC               COM              043353101      158    10785 SH      SHARED      05         10785                  
D ASHFORD COM INC                COM              044093102       16     4800 SH      SHARED      01          4800                  
D ASHFORD COM INC                COM              044093102       38    11300 SH      SHARED      02         11200               100
D ASHFORD COM INC                COM              044093102        5     1600 SH      SHARED      04          1600                  
D ASHLAND INC                    COM              044204105     1348    40038 SH      SHARED                 40038                  
D ASHLAND INC                    COM              044204105    16231   481837 SH      SHARED      01        481837                  
D ASHLAND INC                    COM              044204105        1       50 SH      SHARED      02                              50
D ASHLAND INC                    COM              044204105     1430    42450 SH      SHARED      04         42450                  
D ASHLAND INC                    COM              044204105      296     8800 SH      SHARED      05          8800                  
D ASIA PAC FD INC                COM              044901106       52     6000 SH      SHARED      01          6000                  
D ASIA PAC FD INC                COM              044901106      958   109500 SH      SHARED      04        109500                  
D ASHWORTH INC                   COM              04516H101       62     7900 SH      SHARED      01          7900                  
D ASIA TIGERS FD INC             COM              04516T105     2533   329600 SH      SHARED      04        329600                  
D ASIA PULP & PAPER LTD          SPONSORED ADR    04516V100      788   450600 SH      SHARED                450600                  
D ASIA SATELLITE TELECOMMUNCNT   SPONSORED ADR    04516X106       47     1900 SH      SHARED                  1900                  
D ASIA SATELLITE TELECOMMUNCNT   SPONSORED ADR    04516X106       37     1500 SH      SHARED      04          1500                  
D ASK JEEVES INC                 COM              045174109      965    50300 SH      SHARED      01         50300                  
D ASK JEEVES INC                 COM              045174109     2354   122730 SH      SHARED      02        118250              4480
D ASK JEEVES INC                 COM              045174109      201    10500 SH      SHARED      05         10500                  
D ASIAINFO HLDGS INC             COM              04518A104        8      430 SH      SHARED      01           430                  
D ASIAINFO HLDGS INC             COM              04518A104       21     1150 SH      SHARED      02          1150                  
D ASIAINFO HLDGS INC             COM              04518A104      369    19498 SH      SHARED      04         19498                  
D ASPECT COMMUNICATIONS CORP     COM              04523Q102      212    10306 SH      SHARED                 10306                  
D ASPECT COMMUNICATIONS CORP     COM              04523Q102     1403    68050 SH      SHARED      01         68050                  
D ASPECT COMMUNICATIONS CORP     COM              04523Q102       85     4164 SH      SHARED      04          4164                  
D ASPECT MED SYS INC             COM              045235108      163    13200 SH      SHARED      01         10434              2766
D ASPECT MED SYS INC             COM              045235108       19     1554 SH      SHARED      02          1191               363
D ASPEN TECHNOLOGY INC           COM              045327103      379     8400 SH      SHARED                  8400                  
D ASPEN TECHNOLOGY INC           COM              045327103     2883    63896 SH      SHARED      01         63896                  
D ASPEN TECHNOLOGY INC           COM              045327103     1099    24355 SH      SHARED      02         24355                  
D ASPEON INC                     COM              045354107       15     8900 SH      SHARED      01          8900                  
D ASPEON INC                     COM              045354107        1     1000 SH      SHARED      02                            1000
D ASSISTED LIVING CONCEPTS INC   COM              04543L109        3     5300 SH      SHARED      01          5300                  
D ASSOCIATED BANC CORP           COM              045487105     2630   100191 SH      SHARED      01        100191                  
D ASSOCIATED BANC CORP           COM              045487105       28     1093 SH      SHARED      02          1093                  
D ASSOCIATED BANC CORP           COM              045487105      796    30351 SH      SHARED      04         30351                  
D ASSOCIATED BANC CORP           COM              045487105      238     9100 SH      SHARED      05          9100                  
D ASSOCIATED ESTATES RLTY CORP   COM              045604105       84    10500 SH      SHARED      01         10500                  
D ASSOCIATED ESTATES RLTY CORP   COM              045604105        4      500 SH      SHARED      02                             500
D AT HOME CORP                   SB DB CV 144A 18 045919AA5     5007 11700000 PRN     SHARED              11700000                  
D AT HOME CORP                   SB DB CV0.525%18 045919AC1     1070  2500000 PRN     SHARED               2500000                  
D AT HOME CORP                   SB DB CV0.525%18 045919AC1      856  2000000 PRN     SHARED      01       2000000                  
D AT HOME CORP                   SB DB CV0.525%18 045919AC1     6437 15040000 PRN     SHARED      04      15040000                  
D AT HOME CORP                   SB NT CV 144A 06 045919AD9     2004  3000000 PRN     SHARED               3000000                  
D AT HOME CORP                   SB NT CV 144A 06 045919AD9      668  1000000 PRN     SHARED      01       1000000                  
D AT HOME CORP                   SB NT CV 144A 06 045919AD9       26    40000 PRN     SHARED      04         40000                  
D AT HOME CORP                   SUB NT CV4.75%06 045919AF4     1336  2000000 PRN     SHARED               2000000                  
D AT HOME CORP                   SUB NT CV4.75%06 045919AF4     2922  4375000 PRN     SHARED      04       4375000                  
D AT HOME CORP                   COM SER A        045919107      197    13972 SH      SHARED                 13972                  
D AT HOME CORP                   COM SER A        045919107     4354   308261 SH      SHARED      01        308261                  
D AT HOME CORP                   COM SER A        045919107       21     1500 SH      SHR/OTHR    01                   1500         
D AT HOME CORP                   COM SER A        045919107      774    54811 SH      SHARED      02         51825              2986
D AT HOME CORP                   COM SER A        045919107     4489   317867 SH      SHARED      04        317867                  
D AT HOME CORP                   COM SER A        045919107      110     7800 SH      SHARED      05          7800                  
D ASSOCIATES FIRST CAP CORP      CL A             046008108    99296  2613057 SH      SHARED               2613057                  
D ASSOCIATES FIRST CAP CORP      CL A             046008108   205735  5414081 SH      SHARED      01       5413401               680
D ASSOCIATES FIRST CAP CORP      CL A             046008108      898    23634 SH      SHR/OTHR    01                   3830    19804
D ASSOCIATES FIRST CAP CORP      CL A             046008108      366     9652 SH      SHARED      02          1106              8546
D ASSOCIATES FIRST CAP CORP      CL A             046008108    28601   752668 SH      SHARED      04        752668                  
D ASSOCIATES FIRST CAP CORP      CL A             046008108      608    16000 SH      SHARED      05         16000                  
D ASSOCIATES FIRST CAP CORP      CL A             046008108      703    18520 SH      SHARED      06         18520                  
D ASTEC INDS INC                 COM              046224101       31     2900 SH      SHARED                  2900                  
D ASTEC INDS INC                 COM              046224101      323    29560 SH      SHARED      01         29560                  
D ASTEC INDS INC                 COM              046224101       10     1000 SH      SHARED      02                            1000
D ASTORIA FINL CORP              COM              046265104     1251    32400 SH      SHARED                 32400                  
D ASTORIA FINL CORP              COM              046265104    25747   666608 SH      SHARED      01        665758               850
D ASTORIA FINL CORP              COM              046265104      668    17300 SH      SHARED      04         17300                  
D ASTORIA FINL CORP              COM              046265104      262     6800 SH      SHARED      05          6800                  
D ASTRAZENECA PLC                SPONSORED ADR    046353108        7      150 SH      SHR/OTHR    01                             150
D ASTRAZENECA PLC                SPONSORED ADR    046353108      325     6200 SH      SHARED      02           300              5900
D ASTRO-MED INC NEW              COM              04638F108       65    13000 SH      SHARED      02         13000                  
D ASTROPOWER INC                 COM              04644A101      296     7487 SH      SHARED                  7487                  
D ASTROPOWER INC                 COM              04644A101      309     7800 SH      SHARED      01          7800                  
D ASTROPOWER INC                 COM              04644A101      118     3000 SH      SHR/OTHR    01                   3000         
D ASTROPOWER INC                 COM              04644A101     4122   104050 SH      SHARED      03        104050                  
D ASYST TECHNOLOGY CORP          COM              04648X107       11      590 SH      SHARED                   590                  
D ASYST TECHNOLOGY CORP          COM              04648X107     1206    59600 SH      SHARED      01         59600                  
D AT & T LATIN AMER CORP         COM              04649A106       48     5800 SH      SHARED      01                            5800
D AT & T LATIN AMER CORP         COM              04649A106        3      357 SH      SHARED      02                             357
D ATALANTA SOSNOFF CAP CORP      COM              046499109        0      100 SH      SHARED      01           100                  
D ATLANTIC COAST AIRLINES HLDGS  COM              048396105    15732   488777 SH      SHARED      01        488777                  
D ATLANTIC COAST AIRLINES HLDGS  COM              048396105        6      200 SH      SHARED      02           200                  
D ATLANTIC COAST AIRLINES HLDGS  COM              048396105     3419   106250 SH      SHARED      03        106250                  
D ATLANTIC DATA SERVICES         COM              048523104        4     1000 SH      SHARED      02          1000                  
D ATLANTIC RLTY TR               SH BEN INT       048798102       21     2500 SH      SHARED      01          2500                  
D ATLAS AIR INC                  COM              049164106      392     9300 SH      SHARED                  9300                  
D ATLAS AIR INC                  COM              049164106     2197    52010 SH      SHARED      01         52010                  
D ATLAS AIR INC                  COM              049164106       95     2250 SH      SHR/OTHR    01                            2250
D ATLAS AIR INC                  COM              049164106      549    13000 SH      SHARED      04         13000                  
D ATLAS PIPELINE PARTNERS LP     UNIT L P INT     049392103       43     2500 SH      SHARED      01          2500                  
D ATLAS PIPELINE PARTNERS LP     UNIT L P INT     049392103      155     9000 SH      SHR/OTHR    01                            9000
D ATMEL CORP                     SB DB CV ZRO  18 049513AC8     7731  8766000 PRN     SHARED      04       8766000                  
D ATMEL CORP                     COM              049513104      851    56069 SH      SHARED                 56069                  
D ATMEL CORP                     COM              049513104    10586   697090 SH      SHARED      01        697090                  
D ATMEL CORP                     COM              049513104     5213   343290 SH      SHARED      02        313390             29900
D ATMEL CORP                     COM              049513104     3521   231867 SH      SHARED      04        231867                  
D ATMEL CORP                     COM              049513104     1164    76700 SH      SHARED      05         76700                  
D ATMOS ENERGY CORP              COM              049560105      367    17800 SH      SHARED                 17800                  
D ATMOS ENERGY CORP              COM              049560105     1330    64510 SH      SHARED      01         64510                  
D ATMOS ENERGY CORP              COM              049560105       15      750 SH      SHARED      02           750                  
D ATPLAN INC                     COM              04962Q100       10     1200 SH      SHARED      01          1200                  
D ATWOOD OCEANICS INC            COM              050095108     1517    36400 SH      SHARED                 36400                  
D ATWOOD OCEANICS INC            COM              050095108     1104    26500 SH      SHARED      01         26500                  
D ATWOOD OCEANICS INC            COM              050095108      125     3000 SH      SHARED      02          1000              2000
D AUDIBLE INC                    COM              05069A104        1     1000 SH      SHARED      02          1000                  
D AUDIO VISUAL SVCS CORP         COM              050727106        1     2700 SH      SHARED      01          2700                  
D AUDIOHIGHWAY COM               COM              050740109        0      700 SH      SHARED      01           700                  
D AUDIOVOX CORP                  CL A             050757103      375    24963 SH      SHARED                 24963                  
D AUDIOVOX CORP                  CL A             050757103     1128    74900 SH      SHARED      01         74900                  
D AULT INC                       COM              051503100       41     5000 SH      SHARED      02                            5000
D AURORA FOODS INC               COM              05164B106       61    18500 SH      SHARED      01         18500                  
D AURORA FOODS INC               COM              05164B106      165    50000 SH      SHARED      04         50000                  
D AURORA BIOSCIENCES CORP        COM              051920106     8942   131500 SH      SHARED      01        131500                  
D AURORA BIOSCIENCES CORP        COM              051920106       68     1000 SH      SHR/OTHR    01                   1000         
D AURORA BIOSCIENCES CORP        COM              051920106     2536    37300 SH      SHARED      02         14550             22750
D AURORA BIOSCIENCES CORP        COM              051920106       27      404 SH      SHARED      04           404                  
D AUSPEX SYS INC                 COM              052116100       64     5200 SH      SHARED      01          5200                  
D AUSTRALIA&NEW ZEALAND BKG GRP  SPONSORED ADR    052528304       10      300 SH      SHARED                   300                  
D AUTOBYTEL COM INC              COM              05275N106        6     1400 SH      SHARED      01          1400                  
D AUTOBYTEL COM INC              COM              05275N106       70    15600 SH      SHARED      02         12550              3050
D AUTOBYTEL COM INC              COM              05275N106        0       57 SH      SHARED      04            57                  
D AUTODESK INC                   COM              052769106     1121    44191 SH      SHARED                 44191                  
D AUTODESK INC                   COM              052769106    11392   448967 SH      SHARED      01        448967                  
D AUTODESK INC                   COM              052769106      131     5170 SH      SHARED      02          5170                  
D AUTODESK INC                   COM              052769106      661    26063 SH      SHARED      04         26063                  
D AUTOIMMUNE INC                 COM              052776101       53    21700 SH      SHARED      01         21700                  
D AUTOLIV INC                    COM              052800109       13      700 SH      SHARED                   700                  
D AUTOLIV INC                    COM              052800109     1782    91428 SH      SHARED      01         91428                  
D AUTOLIV INC                    COM              052800109        7      391 SH      SHR/OTHR    01                    153      238
D AUTOLIV INC                    COM              052800109       29     1508 SH      SHARED      02           408              1100
D AUTOLIV INC                    COM              052800109      164     8427 SH      SHARED      04          8427                  
D AUTOMATIC DATA PROCESSING INC  LYON SUB ZERO 12 053015AC7     8004  4700000 PRN     SHARED      04       4700000                  
D AUTOMATIC DATA PROCESSING INC  COM              053015103     7950   118890 SH      SHARED                118890                  
D AUTOMATIC DATA PROCESSING INC  COM              053015103   337596  5048177 SH      SHARED      01       4975311             72866
D AUTOMATIC DATA PROCESSING INC  COM              053015103     3492    52226 SH      SHR/OTHR    01                  48326     3900
D AUTOMATIC DATA PROCESSING INC  COM              053015103      801    11986 SH      SHARED      02           485             11501
D AUTOMATIC DATA PROCESSING INC  COM              053015103    20486   306342 SH      SHARED      04        306342                  
D AUTOMATIC DATA PROCESSING INC  COM              053015103     1758    26300 SH      SHARED      05         26300                  
D AUTONOMY CORP PLC              ADR              05329Q105       33      600 SH      SHARED      02           600                  
D AUTONATION INC                 COM              05329W102     2078   346367 SH      SHARED      01        346367                  
D AUTONATION INC                 COM              05329W102      166    27755 SH      SHARED      04         27755                  
D AUTOTOTE CORP                  CL A             053323101       11     2807 SH      SHARED      01          2807                  
D AUTOZONE INC                   COM              053332102      353    15600 SH      SHARED                 15600                  
D AUTOZONE INC                   COM              053332102    21873   964134 SH      SHARED      01        964134                  
D AUTOZONE INC                   COM              053332102     1343    59208 SH      SHARED      04         59208                  
D AUTOZONE INC                   COM              053332102       63     2800 SH      SHARED      05          2800                  
D AVADO BRANDS INC               COM              05336P108        4     5900 SH      SHARED      01          5900                  
D AVADO BRANDS INC               COM              05336P108        6     9000 SH      SHARED      02                            9000
D AVADO BRANDS INC               COM              05336P108      307   410300 SH      SHARED      03        410300                  
D AVANIR PHARMACEUTICALS         CL A             05348P104      241    29500 SH      SHARED      01         29500                  
D AVANIR PHARMACEUTICALS         CL A             05348P104       40     5000 SH      SHARED      02          5000                  
D AVANEX CORP                    COM              05348W109       21      200 SH      SHARED                   200                  
D AVANEX CORP                    COM              05348W109     7888    73250 SH      SHARED      01         71900              1350
D AVANEX CORP                    COM              05348W109      731     6793 SH      SHARED      02          6193               600
D AVANEX CORP                    COM              05348W109       53      496 SH      SHARED      04           496                  
D AVALONBAY CMNTYS INC           COM              053484101     1807    37900 SH      SHARED                 37900                  
D AVALONBAY CMNTYS INC           COM              053484101    12544   263052 SH      SHARED      01        263052                  
D AVALONBAY CMNTYS INC           COM              053484101      589    12362 SH      SHARED      02          2702              9660
D AVALONBAY CMNTYS INC           COM              053484101      298     6252 SH      SHARED      04          6252                  
D AVANT CORP                     COM              053487104     2017   110565 SH      SHARED      01        110565                  
D AVANT CORP                     COM              053487104        4      219 SH      SHARED      02           219                  
D AVANT IMMUNOTHERAPEUTICS INC   COM              053491106     1247   115370 SH      SHARED      01        106569              8801
D AVATAR HLDGS INC               COM              053494100       19     1000 SH      SHARED      01          1000                  
D AVAX TECHNOLOGIES INC          COM PAR $0.004   053495305      103    13292 SH      SHARED      02         13292                  
D AVENTIS                        SPONSORED ADR    053561106     1943    25800 SH      SHARED                 25800                  
D AVENTIS                        SPONSORED ADR    053561106      105     1400 SH      SHARED      01          1400                  
D AVENTIS                        SPONSORED ADR    053561106       30      406 SH      SHARED      02                             406
D AVENTIS                        SPONSORED ADR    053561106       90     1200 SH      SHARED      05          1200                  
D AVENUE A INC                   COM              053566105       35     7000 SH      SHARED      01          6660               340
D AVERT INC                      COM              053596102      882    44100 SH      SHARED      01         44100                  
D AVERY DENNISON CORP            COM              053611109      745    16084 SH      SHARED                 16084                  
D AVERY DENNISON CORP            COM              053611109    70901  1528882 SH      SHARED      01       1352270            176612
D AVERY DENNISON CORP            COM              053611109     6333   136570 SH      SHR/OTHR    01                  69593    66977
D AVERY DENNISON CORP            COM              053611109      138     2987 SH      SHARED      02           100              2887
D AVERY DENNISON CORP            COM              053611109     2533    54630 SH      SHARED      04         54630                  
D AVERY DENNISON CORP            COM              053611109     2226    48000 SH      SHARED      05         48000                  
D AVICI SYS INC                  COM              05367L109       19      200 SH      SHARED                   200                  
D AVICI SYS INC                  COM              05367L109     5420    56978 SH      SHARED      01         56978                  
D AVID TECHNOLOGY INC            COM              05367P100       75     5400 SH      SHARED                  5400                  
D AVID TECHNOLOGY INC            COM              05367P100     3625   258950 SH      SHARED      01        258950                  
D AVIATION SALES CO              COM              053672101       15     2900 SH      SHARED                  2900                  
D AVIATION SALES CO              COM              053672101       26     5000 SH      SHARED      01          5000                  
D AVIATION SALES CO              COM              053672101       10     2000 SH      SHARED      02          2000                  
D AVIGEN INC                     COM              053690103     1021    25700 SH      SHARED      01         25700                  
D AVIGEN INC                     COM              053690103       39     1000 SH      SHARED      05          1000                  
D AVIRON                         COM              053762100     2506    42978 SH      SHARED      01         42978                  
D AVIRON                         COM              053762100       23      400 SH      SHARED      04           400                  
D AVISTA CORP                    COM              05379B107     2144    95321 SH      SHARED      01         95321                  
D AVISTA CORP                    COM              05379B107        0       42 SH      SHARED      04            42                  
D AVISTAR COMMUNICATIONS CORP    COM NEW          05379X208      538    79800 SH      SHARED      01         79800                  
D AVIS GROUP HLDGS INC           CL A             053790101     7406   250000 SH      SHARED                250000                  
D AVIS GROUP HLDGS INC           CL A             053790101     3516   118689 SH      SHARED      01        118689                  
D AVIS GROUP HLDGS INC           CL A             053790101       62     2100 SH      SHARED      02                            2100
D AVIS GROUP HLDGS INC           CL A             053790101       29     1000 SH      SHARED      05          1000                  
D AVNET INC                      COM              053807103     1177    41494 SH      SHARED                 41494                  
D AVNET INC                      COM              053807103     4099   144476 SH      SHARED      01        144476                  
D AVNET INC                      COM              053807103     1096    38636 SH      SHARED      04         38636                  
D AVNET INC                      COM              053807103     1413    49800 SH      SHARED      05         49800                  
D AVOCENT CORP                   COM              053893103      187     3400 SH      SHARED                  3400                  
D AVOCENT CORP                   COM              053893103    33691   611176 SH      SHARED      01        611176                  
D AVOCENT CORP                   COM              053893103      810    14700 SH      SHARED      04         14700                  
D AVOCENT CORP                   COM              053893103      308     5600 SH      SHARED      05          5600                  
D AVON PRODS INC                 COM              054303102     4394   107500 SH      SHARED                107500                  
D AVON PRODS INC                 COM              054303102    89721  2195030 SH      SHARED      01       2106963             88067
D AVON PRODS INC                 COM              054303102     4018    98313 SH      SHR/OTHR    01                  27496    70817
D AVON PRODS INC                 COM              054303102       85     2100 SH      SHARED      02                            2100
D AVON PRODS INC                 COM              054303102     4697   114927 SH      SHARED      04        114927                  
D AWARE INC MASS                 COM              05453N100      617    16050 SH      SHARED                 16050                  
D AWARE INC MASS                 COM              05453N100     1434    37261 SH      SHARED      01         37261                  
D AWARE INC MASS                 COM              05453N100       19      500 SH      SHARED      02                             500
D AXA                            SPONSORED ADR    054536107      239     3700 SH      SHARED                  3700                  
D AXA                            SPONSORED ADR    054536107      161     2500 SH      SHR/OTHR    01                   2500         
D AXA                            SPONSORED ADR    054536107        4       70 SH      SHARED      02                              70
D AXA                            SPONSORED ADR    054536107       97     1500 SH      SHARED      05          1500                  
D AXCELIS TECHNOLOGIES INC       COM              054540109      124    10500 SH      SHARED      01         10500                  
D AXENT TECHNOLOGIES INC         COM              05459C108     1381    64069 SH      SHARED                 64069                  
D AXENT TECHNOLOGIES INC         COM              05459C108     1771    82136 SH      SHARED      01         81936               200
D AXENT TECHNOLOGIES INC         COM              05459C108        2      100 SH      SHARED      02                             100
D AXENT TECHNOLOGIES INC         COM              05459C108     4025   186700 SH      SHARED      04        186700                  
D AXONYX INC                     COM              05461R101       97     7000 SH      SHARED      02          7000                  
D AXYS PHARMACEUTICALS INC       COM              054635107       79    11700 SH      SHARED      01         11700                  
D AXYS PHARMACEUTICALS INC       COM              054635107        1      200 SH      SHARED      02                             200
D AZTEC TECHNOLOGY PARTNERS INC  COM              05480L101       14    13810 SH      SHARED      01         13810                  
D AZTEC TECHNOLOGY PARTNERS INC  COM              05480L101        0      110 SH      SHR/OTHR    01                             110
D AZTEC TECHNOLOGY PARTNERS INC  COM              05480L101        0      444 SH      SHARED      02           222               222
D AZTAR CORP                     COM              054802103      262    17083 SH      SHARED                 17083                  
D AZTAR CORP                     COM              054802103      978    63610 SH      SHARED      01         63610                  
D AZTAR CORP                     COM              054802103       32     2100 SH      SHARED      05          2100                  
D BB&T CORP                      COM              054937107       93     3100 SH      SHARED                  3100                  
D BB&T CORP                      COM              054937107    76437  2537359 SH      SHARED      01       2537359                  
D BB&T CORP                      COM              054937107      202     6721 SH      SHR/OTHR    01                   2800     3921
D BB&T CORP                      COM              054937107     3662   121575 SH      SHARED      02         91879             29696
D BB&T CORP                      COM              054937107     5779   191863 SH      SHARED      04        191863                  
D AZURIX CORP                    COM              05501M104      122    34368 SH      SHARED      01         34368                  
D AZURIX CORP                    COM              05501M104       23     6700 SH      SHARED      02          6700                  
D B A S F  A G                   SPONSORED ADR    055262505        3      100 SH      SHARED                   100                  
D BCE INC                        COM              05534B109    18901   808637 SH      SHARED                808637                  
D BCE INC                        COM              05534B109      308    13200 SH      SHARED      01         13200                  
D BCE INC                        COM              05534B109      500    21400 SH      SHARED      04         21400                  
D BCE INC                        COM              05534B109      575    24600 SH      SHARED      05         24600                  
D BEI TECHNOLOGIES INC           COM              05538P104        8      200 SH      SHARED      01           200                  
D BFX HOSPITALITY GROUP INC      COM              055412100        9     4500 SH      SHARED      02          4500                  
D BG PLC                         ADR FIN INST N   055434203       67     2100 SH      SHARED                  2100                  
D BG PLC                         ADR FIN INST N   055434203      221     6910 SH      SHARED      01          3136              3774
D BG PLC                         ADR FIN INST N   055434203      327    10192 SH      SHR/OTHR    01                   1567     8625
D BHA GROUP HLDGS INC            COM              055446108        3      266 SH      SHARED      01           266                  
D BHC COMMUNICATIONS INC         CL A             055448104     1680    10676 SH      SHARED      01         10676                  
D BHC COMMUNICATIONS INC         CL A             055448104       62      398 SH      SHARED      04           398                  
D B I INCORPORATED               COM NEW          055467203        0      100 SH      SHARED      01           100                  
D BISYS GROUP INC                COM              055472104     8318   107600 SH      SHARED      01        106600              1000
D BISYS GROUP INC                COM              055472104       46      600 SH      SHR/OTHR    01                             600
D BISYS GROUP INC                COM              055472104      538     6960 SH      SHARED      02          6960                  
D BISYS GROUP INC                COM              055472104      245     3181 SH      SHARED      04          3181                  
D BKF CAP GROUP INC              COM              05548G102      391    20100 SH      SHARED                 20100                  
D BKF CAP GROUP INC              COM              05548G102        2      108 SH      SHARED      01           108                  
D BKF CAP GROUP INC              COM              05548G102        1       83 SH      SHARED      04            83                  
D BJS WHOLESALE CLUB INC         COM              05548J106      337     9882 SH      SHARED                  9882                  
D BJS WHOLESALE CLUB INC         COM              05548J106    29416   862019 SH      SHARED      01        836950             25069
D BJS WHOLESALE CLUB INC         COM              05548J106     1045    30651 SH      SHARED      04         30651                  
D BJ SVCS CO                     COM              055482103     1629    26651 SH      SHARED                 26651                  
D BJ SVCS CO                     COM              055482103    42091   688616 SH      SHARED      01        688616                  
D BJ SVCS CO                     COM              055482103       78     1280 SH      SHARED      02          1280                  
D BJ SVCS CO                     COM              055482103     2411    39446 SH      SHARED      04         39446                  
D BJ SVCS CO                     COM              055482103     1925    31500 SH      SHARED      05         31500                  
D BMC INDS INC MINN              COM              055607105       67     9827 SH      SHARED      01          9827                  
D BOK FINL CORP                  COM NEW          05561Q201      207    11200 SH      SHARED      01         11200                  
D BOC GROUP PLC                  SPONSORED ADR    055617609       13      500 SH      SHARED                   500                  
D BP AMOCO P L C                 SPONSORED ADR    055622104      168     3176 SH      SHR/OTHR                                  3176
D BP AMOCO P L C                 SPONSORED ADR    055622104     3392    64000 SH      SHARED                 64000                  
D BP AMOCO P L C                 SPONSORED ADR    055622104   160288  3024306 SH      SHARED      01       2876904     6352   141050
D BP AMOCO P L C                 SPONSORED ADR    055622104    41575   784438 SH      SHR/OTHR    01                 424539   359899
D BP AMOCO P L C                 SPONSORED ADR    055622104     4143    78186 SH      SHARED      02         22094             56092
D BP AMOCO P L C                 SPONSORED ADR    055622104     9730   183600 SH      SHARED      04        183600                  
D BP AMOCO P L C                 SPONSORED ADR    055622104    20622   389100 SH      SHARED      05        389100                  
D BP PRUDHOE BAY RTY TR          UNIT BEN INT     055630107       38     2800 SH      SHARED      01          2800                  
D BP PRUDHOE BAY RTY TR          UNIT BEN INT     055630107       26     1900 SH      SHR/OTHR    01                   1900         
D BRE PROPERTIES INC             CL A             05564E106     2928    91509 SH      SHARED      01         91509                  
D BRE PROPERTIES INC             CL A             05564E106      510    15960 SH      SHR/OTHR    01                  10260     5700
D BRE PROPERTIES INC             CL A             05564E106      107     3350 SH      SHARED      02          2250              1100
D BNP RESIDENTIAL PPTYS INC      COM              05564T103       50     5900 SH      SHARED      02          4900              1000
D BRT RLTY TR                    SH BEN INT NEW   055645303       19     2400 SH      SHARED      01          2400                  
D BSB BANCORP                    COM              055652101       69     3100 SH      SHARED                  3100                  
D BSB BANCORP                    COM              055652101      307    13726 SH      SHARED      01         13726                  
D BSB BANCORP                    COM              055652101       20      900 SH      SHR/OTHR    01                             900
D BT FINL CORP                   COM              055763106      357    19328 SH      SHARED      01         19328                  
D BMC SOFTWARE INC               COM              055921100      941    49227 SH      SHARED                 49227                  
D BMC SOFTWARE INC               COM              055921100    38308  2003062 SH      SHARED      01       1999112              3950
D BMC SOFTWARE INC               COM              055921100      330    17272 SH      SHR/OTHR    01                   6200    11072
D BMC SOFTWARE INC               COM              055921100      889    46500 SH      SHARED      02          6450             40050
D BMC SOFTWARE INC               COM              055921100     2930   153220 SH      SHARED      04        153220                  
D B2B INTERNET HOLDRS TR         DEPOSTRY RCPT    056033103        9      200 SH      SHR/OTHR    01                             200
D BACOU USA INC                  COM              056439102        2      100 SH      SHARED                   100                  
D BACOU USA INC                  COM              056439102      220     8500 SH      SHARED      01          8500                  
D BADGER METER INC               COM              056525108        5      200 SH      SHARED      01           200                  
D BAIRNCO CORP                   COM              057097107        0      100 SH      SHARED      01           100                  
D BAKER HUGHES INC               SR LYON ZERO  08 057224AH0      465   600000 PRN     SHARED      04        600000                  
D BAKER HUGHES INC               COM              057224107     1526    41110 SH      SHARED                 41110                  
D BAKER HUGHES INC               COM              057224107    97529  2627057 SH      SHARED      01       2611437             15620
D BAKER HUGHES INC               COM              057224107       44     1200 SH      SHR/OTHR    01                            1200
D BAKER HUGHES INC               COM              057224107      238     6434 SH      SHARED      02          1000              5434
D BAKER HUGHES INC               COM              057224107     8076   217548 SH      SHARED      04        217548                  
D BAKER HUGHES INC               COM              057224107     1399    37700 SH      SHARED      05         37700                  
D BALCHEM CORP                   COM              057665200        5      450 SH      SHARED      01           450                  
D BALDOR ELEC CO                 COM              057741100      927    45672 SH      SHARED      01         45672                  
D BALDWIN & LYONS INC            CL A             057755100       11      600 SH      SHARED      01           600                  
D BALDWIN & LYONS INC            CL B             057755209      360    18600 SH      SHARED      01         18600                  
D BALL CORP                      COM              058498106       76     2400 SH      SHARED                  2400                  
D BALL CORP                      COM              058498106     7229   228141 SH      SHARED      01        228041               100
D BALL CORP                      COM              058498106       15      500 SH      SHARED      02                             500
D BALL CORP                      COM              058498106      361    11400 SH      SHARED      04         11400                  
D BALLARD PWR SYS INC            COM              05858H104      273     2500 SH      SHARED      04          2500                  
D BALLY TOTAL FITNESS HLDG CORP  COM              05873K108     8561   342455 SH      SHARED      01        340262              2193
D BALLY TOTAL FITNESS HLDG CORP  COM              05873K108        6      250 SH      SHARED      02                             250
D BALTEK CORP                    COM              058822107        4      600 SH      SHARED      01           600                  
D BANCFIRST CORP                 COM              05945F103      146     4600 SH      SHARED      01          4600                  
D BANCO BILBAO VIZCAYA ARGENTARI SPONSORED ADR    05946K101        9      600 SH      SHARED      02                             600
D BANCO BILBAO VIZCAYA ARGENTARI SPONSORED ADR    05946K101        2      166 SH      SHARED      04           166                  
D BANCO FRANCES DEL RIO DE LA PL SPONSORED ADR    059591107      323    15600 SH      SHARED                 15600                  
D BANCO GANADERO S A             SP ADR PREF C    059594507      423   141200 SH      SHARED                141200                  
D BANCO SANTANDER CENT HISPANO   ADR              05964H105       26     2448 SH      SHARED      01          1224              1224
D BANCO SANTANDER CENT HISPANO   ADR              05964H105        2      200 SH      SHARED      02           200                  
D BANCO SANTANDER CHILE          SPON ADR SER A   05965F108       86     5900 SH      SHARED                  5900                  
D BANCO SANTANDER CHILE          SPON ADR SER A   05965F108       57     3900 SH      SHARED      01          3900                  
D BANCORPSOUTH INC               COM              059692103      376    26200 SH      SHARED                 26200                  
D BANCORPSOUTH INC               COM              059692103     1255    87363 SH      SHARED      01         87363                  
D BANCROFT CONV FD INC           COM              059695106      209     8800 SH      SHARED      04          8800                  
D BANCWEST CORP NEW              COM              059790105      464    23900 SH      SHARED                 23900                  
D BANCWEST CORP NEW              COM              059790105     1189    61176 SH      SHARED      01         56300              4876
D BANCWEST CORP NEW              COM              059790105      163     8427 SH      SHARED      04          8427                  
D BANDAG INC                     COM              059815100       82     2300 SH      SHARED                  2300                  
D BANDAG INC                     COM              059815100     1027    28600 SH      SHARED      01         28600                  
D BANDAG INC                     COM              059815100        7      200 SH      SHARED      02           200                  
D BANDAG INC                     COM              059815100      255     7100 SH      SHARED      04          7100                  
D BANDAG INC                     COM              059815100       97     2700 SH      SHARED      05          2700                  
D BANGOR HYDRO ELEC CO           COM              060077104      147     6100 SH      SHARED                  6100                  
D BANGOR HYDRO ELEC CO           COM              060077104        4      200 SH      SHARED      01           200                  
D BANK OF AMERICA CORPORATION    COM              060505104   114271  2181800 SH      SHARED               2181800                  
D BANK OF AMERICA CORPORATION    COM              060505104   663937 12676609 SH      SHARED      01      12675621               988
D BANK OF AMERICA CORPORATION    COM              060505104     1638    31283 SH      SHR/OTHR    01                   4835    26448
D BANK OF AMERICA CORPORATION    COM              060505104     5004    95550 SH      SHARED      02         46739             48811
D BANK OF AMERICA CORPORATION    COM              060505104    54348  1037680 SH      SHARED      04       1037680                  
D BANK OF AMERICA CORPORATION    COM              060505104    13166   251386 SH      SHARED      06        251386                  
D BANK OF GRANITE CORP           COM              062401104      432    18846 SH      SHARED      01         18846                  
D BANK MONTREAL QUE              COM              063671101      456    10100 SH      SHARED                 10100                  
D BANK MONTREAL QUE              COM              063671101       17      393 SH      SHARED      01           393                  
D BANK NEW YORK INC              COM              064057102       56     1000 SH      SHR/OTHR    01                    500      500
D BANK NEW YORK INC              COM              064057102    68191  1216352 SH      SHARED               1216352                  
D BANK NEW YORK INC              COM              064057102   423133  7547602 SH      SHARED      01       6903798    11000   632804
D BANK NEW YORK INC              COM              064057102    17438   311054 SH      SHR/OTHR    01                 199607   111447
D BANK NEW YORK INC              COM              064057102     2001    35707 SH      SHARED      02          2120             33587
D BANK NEW YORK INC              COM              064057102    20438   364562 SH      SHARED      04        364562                  
D BANK NEW YORK INC              COM              064057102     1227    21900 SH      SHARED      05         21900                  
D BANK ONE CORP                  COM              06423A103    63194  1636100 SH      SHARED               1636100                  
D BANK ONE CORP                  COM              06423A103   367355  9510821 SH      SHARED      01       9506786              4035
D BANK ONE CORP                  COM              06423A103    21086   545925 SH      SHR/OTHR    01                 543495     2430
D BANK ONE CORP                  COM              06423A103      371     9615 SH      SHARED      02          3500              6115
D BANK ONE CORP                  COM              06423A103    21070   545516 SH      SHARED      04        545516                  
D BANK ONE CORP                  COM              06423A103     1123    29100 SH      SHARED      06         29100                  
D BANK PLUS CORP                 COM              064446107       21     5400 SH      SHARED      01          5400                  
D BANK TOKYO-MITSUBISHI LTD      SPONSORED ADR    065379109      294    25200 SH      SHARED                 25200                  
D BANK TOKYO-MITSUBISHI LTD      SPONSORED ADR    065379109       64     5500 SH      SHARED      02          4000              1500
D BANK UTD CORP                  CL A             065412108     4054    80000 SH      SHARED                 80000                  
D BANK UTD CORP                  CL A             065412108    24095   475374 SH      SHARED      01        475374                  
D BANK UTD CORP                  CL A             065412108     6589   130000 SH      SHARED      04        130000                  
D BANKATLANTIC BANCORP           CL A             065908501        0        1 SH      SHARED      01             1                  
D BANKNORTH GROUP INC NEW        COM              06646R107      228    12800 SH      SHARED                 12800                  
D BANKNORTH GROUP INC NEW        COM              06646R107     3448   192906 SH      SHARED      01        192906                  
D BANKNORTH GROUP INC NEW        COM              06646R107     1092    61097 SH      SHARED      04         61097                  
D BANKNORTH GROUP INC NEW        COM              06646R107      343    19200 SH      SHARED      05         19200                  
D BANKUNITED FINL CORP           CL A             06652B103     1408   191000 SH      SHARED      01        191000                  
D BANTA CORP                     COM              066821109     1600    65674 SH      SHARED      01         65674                  
D BANTA CORP                     COM              066821109      207     8500 SH      SHARED      04          8500                  
D BANTA CORP                     COM              066821109       80     3300 SH      SHARED      05          3300                  
D BAR HBR BANKSHARES             COM              066849100        1      100 SH      SHARED      02                             100
D BARCLAYS BK PLC                ADR UNIT SERD2   06738C802       25     1000 SH      SHARED      02                            1000
D BARCLAYS BK PLC                AM DEP NT RCPT   06738C836        4      200 SH      SHARED      02                             200
D BARCLAYS PLC                   ADR              06738E204       33      300 SH      SHARED      01                             300
D BARD C R INC                   COM              067383109     3401    80500 SH      SHARED                 80500                  
D BARD C R INC                   COM              067383109    15258   361156 SH      SHARED      01        360856               300
D BARD C R INC                   COM              067383109      130     3100 SH      SHARED      02          2300               800
D BARD C R INC                   COM              067383109     1101    26064 SH      SHARED      04         26064                  
D BARNES & NOBLE INC             COM              067774109       13      700 SH      SHARED                   700                  
D BARNES & NOBLE INC             COM              067774109     2111   107248 SH      SHARED      01        107248                  
D BARNES & NOBLE INC             COM              067774109       29     1500 SH      SHARED      02                            1500
D BARNES & NOBLE INC             COM              067774109      431    21900 SH      SHARED      04         21900                  
D BARNES & NOBLE INC             COM              067774109      151     7700 SH      SHARED      05          7700                  
D BARNES GROUP INC               COM              067806109      406    22100 SH      SHARED                 22100                  
D BARNES GROUP INC               COM              067806109     2191   119246 SH      SHARED      01         24200             95046
D BARNESANDNOBLE COM INC         CL A             067846105      435    88800 SH      SHARED      01         72474             16326
D BARRICK GOLD CORP              COM              067901108     1184    77700 SH      SHARED                 77700                  
D BARRICK GOLD CORP              COM              067901108    38081  2497172 SH      SHARED      01       2497172                  
D BARRICK GOLD CORP              COM              067901108    16669  1093100 SH      SHARED      04       1093100                  
D BARRICK GOLD CORP              COM              067901108      128     8400 SH      SHARED      05          8400                  
D BARNWELL INDS INC              COM              068221100       27     1600 SH      SHARED      01          1600                  
D BARR LABS INC                  COM              068306109      205     3100 SH      SHARED                  3100                  
D BARR LABS INC                  COM              068306109     3392    51162 SH      SHARED      01         51162                  
D BARR LABS INC                  COM              068306109       26      400 SH      SHARED      04           400                  
D BARR LABS INC                  COM              068306109      507     7650 SH      SHARED      05          7650                  
D BARRA INC                      COM              068313105      319     5143 SH      SHARED                  5143                  
D BARRA INC                      COM              068313105     1688    27200 SH      SHARED      01         27200                  
D BARRETT RES CORP               COM PAR $0.01    068480201     2825    74727 SH      SHARED      01         74727                  
D BARRETT RES CORP               COM PAR $0.01    068480201      465    12300 SH      SHARED      05         12300                  
D BARRINGER TECHNOLOGIES INC     COM NEW          068509603        0      100 SH      SHARED      01           100                  
D BARRY R G CORP OHIO            COM              068798107        1      442 SH      SHARED      01           442                  
D BASIN EXPL INC                 COM              070107107     1378    70706 SH      SHARED      01         70706                  
D BASSETT FURNITURE INDS INC     COM              070203104       39     2813 SH      SHARED      01          2813                  
D BATTLE MTN GOLD CO             COM              071593107      586   334857 SH      SHARED      01        334857                  
D BATTLE MTN GOLD CO             COM              071593107        1     1100 SH      SHARED      02                            1100
D BATTLE MTN GOLD CO             COM              071593107     5303  3030800 SH      SHARED      04       3030800                  
D BAUSCH & LOMB INC              COM              071707103      144     3700 SH      SHARED                  3700                  
D BAUSCH & LOMB INC              COM              071707103    14462   371429 SH      SHARED      01        370729               700
D BAUSCH & LOMB INC              COM              071707103     2316    59488 SH      SHARED      04         59488                  
D BAXTER INTL INC                COM              071813109   141075  1767600 SH      SHARED               1767600                  
D BAXTER INTL INC                COM              071813109   194306  2434549 SH      SHARED      01       2426483              8066
D BAXTER INTL INC                COM              071813109     6327    79283 SH      SHR/OTHR    01                  77288     1995
D BAXTER INTL INC                COM              071813109      761     9542 SH      SHARED      02          3255              6287
D BAXTER INTL INC                COM              071813109    18914   236988 SH      SHARED      04        236988                  
D BAY ST BANCORP INC             COM              072611106      723    30000 SH      SHARED                 30000                  
D BAY VIEW CAP CORP DEL          COM              07262L101      322    30000 SH      SHARED                 30000                  
D BAY VIEW CAP CORP DEL          COM              07262L101     1413   131505 SH      SHARED      01        131505                  
D BAY VIEW CAP CORP DEL          COM              07262L101      645    60000 SH      SHARED      02         50000             10000
D BE AEROSPACE INC               COM              073302101      772    47935 SH      SHARED                 47935                  
D BE AEROSPACE INC               COM              073302101       67     4200 SH      SHARED      01          4200                  
D BE FREE INC                    COM              073308108      208    49142 SH      SHARED      01         47800              1342
D BE FREE INC                    COM              073308108       81    19200 SH      SHARED      02                           19200
D BE INC                         COM              073309106     2648   652100 SH      SHARED      02        652100                  
D BEA SYS INC                    SB NT CV144A4%06 073325AC6    34671 14623000 PRN     SHARED              14623000                  
D BEA SYS INC                    SB NT CV144A4%06 073325AC6     4742  2000000 PRN     SHARED      01       2000000                  
D BEA SYS INC                    SB NT CV    4%06 073325AD4    42851 18073000 PRN     SHARED              18073000                  
D BEA SYS INC                    SB NT CV    4%06 073325AD4     2371  1000000 PRN     SHARED      01       1000000                  
D BEA SYS INC                    COM              073325102     2024    26000 SH      SHARED                 26000                  
D BEA SYS INC                    COM              073325102    42691   548200 SH      SHARED      01        548200                  
D BEA SYS INC                    COM              073325102     3917    50300 SH      SHARED      02         24700             25600
D BEA SYS INC                    COM              073325102     3118    40047 SH      SHARED      04         40047                  
D BEA SYS INC                    COM              073325102      739     9500 SH      SHARED      05          9500                  
D BEAR STEARNS COS INC           COM              073902108     3515    55800 SH      SHARED                 55800                  
D BEAR STEARNS COS INC           COM              073902108    50863   807358 SH      SHARED      01        807358                  
D BEAR STEARNS COS INC           COM              073902108       87     1393 SH      SHARED      02                            1393
D BEAR STEARNS COS INC           COM              073902108     5954    94523 SH      SHARED      04         94523                  
D BEAR STEARNS COS INC           COM              073902108    11144   176900 SH      SHARED      05        176900                  
D BEASLEY BROADCAST GROUP INC    CL A             074014101       10     1100 SH      SHARED      01          1100                  
D BEASLEY BROADCAST GROUP INC    CL A             074014101       17     1800 SH      SHARED      02          1800                  
D BEAZER HOMES USA INC           COM              07556Q105       27     1000 SH      SHARED      01          1000                  
D BEAZER HOMES USA INC           COM              07556Q105      340    12500 SH      SHARED      04         12500                  
D BEBE STORES INC                COM              075571109      220    14811 SH      SHARED      01         14811                  
D BECKMAN COULTER INC            COM              075811109     1312    17017 SH      SHARED                 17017                  
D BECKMAN COULTER INC            COM              075811109     4379    56781 SH      SHARED      01         56635               146
D BECKMAN COULTER INC            COM              075811109        8      109 SH      SHR/OTHR    01                             109
D BECKMAN COULTER INC            COM              075811109     4079    52900 SH      SHARED      02          4300             48600
D BECKMAN COULTER INC            COM              075811109      993    12881 SH      SHARED      04         12881                  
D BECKMAN COULTER INC            COM              075811109      300     3900 SH      SHARED      05          3900                  
D BECTON DICKINSON & CO          COM              075887109     3306   125073 SH      SHARED                125073                  
D BECTON DICKINSON & CO          COM              075887109    55408  2095885 SH      SHARED      01       2091085     2600     2200
D BECTON DICKINSON & CO          COM              075887109     2116    80068 SH      SHR/OTHR    01                  32868    47200
D BECTON DICKINSON & CO          COM              075887109      387    14650 SH      SHARED      02          6900              7750
D BECTON DICKINSON & CO          COM              075887109     4143   156716 SH      SHARED      04        156716                  
D BED BATH & BEYOND INC          COM              075896100      550    22552 SH      SHARED                 22552                  
D BED BATH & BEYOND INC          COM              075896100    49523  2030414 SH      SHARED      01       2013214             17200
D BED BATH & BEYOND INC          COM              075896100      777    31870 SH      SHARED      02           600             31270
D BED BATH & BEYOND INC          COM              075896100     4205   172431 SH      SHARED      04        172431                  
D BED BATH & BEYOND INC          COM              075896100      107     4400 SH      SHARED      05          4400                  
D BEDFORD BANCSHARES INC         COM              076014109       53     5900 SH      SHARED      01          5900                  
D BEDFORD PPTY INVS INC          COM PAR $0.02    076446301       28     1400 SH      SHARED                  1400                  
D BEDFORD PPTY INVS INC          COM PAR $0.02    076446301     2248   110700 SH      SHARED      01        110700                  
D BEDFORD PPTY INVS INC          COM PAR $0.02    076446301       20     1000 SH      SHARED      02                            1000
D BEL FUSE INC                   CL A             077347201        8      200 SH      SHARED      01           200                  
D BEL FUSE INC                   CL B             077347300      477    12395 SH      SHARED      01         12395                  
D BELCO OIL & GAS CORP           COM              077410108      225    25459 SH      SHARED      01         25459                  
D BELCO OIL & GAS CORP           COM              077410108       71     8100 SH      SHARED      04          8100                  
D BELCO OIL & GAS CORP           PFD CONV         077410207      113     7500 SH      SHR/OTHR    01                   7500         
D BELDEN INC                     COM              077459105     2450   103731 SH      SHARED                103731                  
D BELDEN INC                     COM              077459105     1672    70783 SH      SHARED      01         70783                  
D BELDEN INC                     COM              077459105       18      800 SH      SHR/OTHR    01                             800
D BELL & HOWELL CO NEW           COM              077852101      678    31000 SH      SHARED      01         31000                  
D BELL & HOWELL CO NEW           COM              077852101        6      300 SH      SHARED      02           300                  
D BELL INDS INC                  COM              078107109        5     2400 SH      SHARED      01          2400                  
D BELLSOUTH CORP                 COM              079860102     6430   159756 SH      SHARED                159756                  
D BELLSOUTH CORP                 COM              079860102  1947740 48391070 SH      SHARED      01      14841534          33549536
D BELLSOUTH CORP                 COM              079860102     9329   231789 SH      SHR/OTHR    01                 124890   106899
D BELLSOUTH CORP                 COM              079860102     2230    55419 SH      SHARED      02         12620             42799
D BELLSOUTH CORP                 COM              079860102    38931   967231 SH      SHARED      04        967231                  
D BELLSOUTH CORP                 COM              079860102     3179    79000 SH      SHARED      05         79000                  
D BELLSOUTH CORP                 COM              079860102     1150    28580 SH      SHARED      06         28580                  
D BELO A H CORP DEL              COM SER A        080555105      154     8400 SH      SHARED                  8400                  
D BELO A H CORP DEL              COM SER A        080555105     8269   448545 SH      SHARED      01        289935            158610
D BELO A H CORP DEL              COM SER A        080555105      944    51229 SH      SHARED      04         51229                  
D BELO A H CORP DEL              COM SER A        080555105      291    15800 SH      SHARED      05         15800                  
D BEMIS INC                      COM              081437105    10644   331352 SH      SHARED      01        330852               500
D BEMIS INC                      COM              081437105      859    26765 SH      SHARED      04         26765                  
D BENCHMARK ELECTRS INC          SUB NT CV 144A06 08160HAA9    17725 12500000 PRN     SHARED              12500000                  
D BENCHMARK ELECTRS INC          SUB NT CONV 6%06 08160HAC5     1418  1000000 PRN     SHARED               1000000                  
D BENCHMARK ELECTRS INC          COM              08160H101      806    15500 SH      SHARED                 15500                  
D BENCHMARK ELECTRS INC          COM              08160H101     1735    33383 SH      SHARED      01         33208               175
D BENCHMARK ELECTRS INC          COM              08160H101       52     1000 SH      SHARED      04          1000                  
D BENCHMARK ELECTRS INC          COM              08160H101       57     1100 SH      SHARED      05          1100                  
D BENETTON GROUP SPA             ADR NEW          081795403       36     1000 SH      SHARED                  1000                  
D BENIHANA INC                   COM              082047101        2      200 SH      SHARED      01           200                  
D BENTLEY PHARMACEUTICALS INC    COM              082657107       64     6000 SH      SHARED      02                            6000
D BENTON OIL & GAS CO            COM              083288100       16     6400 SH      SHARED      01          6400                  
D BERGEN BRUNSWIG CORP           CL A             083739102     3348   286522 SH      SHARED      01        286522                  
D BERGEN BRUNSWIG CORP           CL A             083739102        9      800 SH      SHARED      02           400               400
D BERGEN BRUNSWIG CORP           CL A             083739102      537    46000 SH      SHARED      04         46000                  
D BERGEN BRUNSWIG CORP           CL A             083739102      209    17900 SH      SHARED      05         17900                  
D BERGSTROM CAP CORP             COM              084093103       44      200 SH      SHARED      02           200                  
D BERGSTROM CAP CORP             COM              084093103       66      300 SH      SHARED      04           300                  
D BERINGER WINE ESTATES HOLDINGS CL B             084102102      215     3885 SH      SHARED                  3885                  
D BERINGER WINE ESTATES HOLDINGS CL B             084102102     1059    19077 SH      SHARED      01         19077                  
D BERINGER WINE ESTATES HOLDINGS CL B             084102102       13      250 SH      SHARED      02           250                  
D BERKLEY W R CORP               COM              084423102     1477    42741 SH      SHARED      01         42741                  
D BERKSHIRE HATHAWAY INC DEL     CL A             084670108        0      924 SH      SHARED      01           609               315
D BERKSHIRE HATHAWAY INC DEL     CL A             084670108        0       40 SH      SHR/OTHR    01                     32        8
D BERKSHIRE HATHAWAY INC DEL     CL A             084670108        0        2 SH      SHARED      02                               2
D BERKSHIRE HATHAWAY INC DEL     CL B             084670207     4965     2399 SH      SHARED      01          2114               285
D BERKSHIRE HATHAWAY INC DEL     CL B             084670207     1943      939 SH      SHR/OTHR    01                    607      332
D BERKSHIRE HATHAWAY INC DEL     CL B             084670207      856      414 SH      SHARED      02           135               279
D BERKSHIRE HILLS BANCORP INC    COM              084680107      143    10000 SH      SHARED                 10000                  
D BERLITZ INTL INC NEW           COM              08520F100        6      808 SH      SHARED      01           808                  
D BERRY PETE CO                  CL A             085789105      189    10509 SH      SHARED                 10509                  
D BERRY PETE CO                  CL A             085789105      516    28600 SH      SHARED      01         28600                  
D BEST BUY INC                   COM              086516101     2813    44214 SH      SHARED                 44214                  
D BEST BUY INC                   COM              086516101    91631  1440173 SH      SHARED      01       1440173                  
D BEST BUY INC                   COM              086516101      146     2300 SH      SHARED      02          1200              1100
D BEST BUY INC                   COM              086516101    38345   602678 SH      SHARED      04        602678                  
D BESTFOODS                      COM              08658U101   744848 10238468 SH      SHARED              10238468                  
D BESTFOODS                      COM              08658U101   223482  3071927 SH      SHARED      01       3045339             26588
D BESTFOODS                      COM              08658U101     6926    95206 SH      SHR/OTHR    01                  49340    45866
D BESTFOODS                      COM              08658U101     1892    26018 SH      SHARED      02          4200             21818
D BESTFOODS                      COM              08658U101    58592   805398 SH      SHARED      04        805398                  
D BESTFOODS                      COM              08658U101      414     5700 SH      SHARED      05          5700                  
D BETHLEHEM STL CORP             COM              087509105     4487  1495774 SH      SHARED      01       1495774                  
D BETHLEHEM STL CORP             COM              087509105        6     2100 SH      SHARED      02                            2100
D BETHLEHEM STL CORP             COM              087509105      152    50700 SH      SHARED      04         50700                  
D BETHLEHEM STL CORP             COM              087509105        8     2900 SH      SHARED      05          2900                  
D BEVERLY ENTERPRISES INC        COM NEW          087851309     2062   347396 SH      SHARED      01        347396                  
D BEYOND COM CORP                COM              08860E101       29    29000 SH      SHARED                 29000                  
D BEYOND COM CORP                COM              08860E101        8     8800 SH      SHARED      01          8800                  
D BILLING CONCEPTS CORP          COM              090063108      418   131400 SH      SHARED      01        131400                  
D BINDLEY WESTN INDS INC         COM              090324104     1926    60200 SH      SHARED                 60200                  
D BINDLEY WESTN INDS INC         COM              090324104    13860   433126 SH      SHARED      01        433126                  
D BINDLEY WESTN INDS INC         COM              090324104       32     1000 SH      SHARED      04          1000                  
D BINDVIEW DEV CORP              COM              090327107      774   102422 SH      SHARED      01        102422                  
D BINDVIEW DEV CORP              COM              090327107      181    24000 SH      SHARED      02         16000              8000
D BIO RAD LABS INC               CL B             090572108        3      150 SH      SHARED      01           150                  
D BIO RAD LABS INC               CL A             090572207      314    13950 SH      SHARED      01         13632               318
D BIO TECHNOLOGY GEN CORP        COM              090578105      376    32900 SH      SHARED                 32900                  
D BIO TECHNOLOGY GEN CORP        COM              090578105     1634   142891 SH      SHARED      01        136991              5900
D BIOCHEM PHARMA INC             COM              09058T108       59     2700 SH      SHARED                  2700                  
D BIOCHEM PHARMA INC             COM              09058T108       41     1900 SH      SHARED      04          1900                  
D BIOCRYST PHARMACEUTICALS       COM              09058V103     1145    55050 SH      SHARED                 55050                  
D BIOCRYST PHARMACEUTICALS       COM              09058V103      364    17509 SH      SHARED      01         17509                  
D BIOGEN INC                     COM              090597105     2013    33011 SH      SHARED                 33011                  
D BIOGEN INC                     COM              090597105    66879  1096382 SH      SHARED      01       1091207              5175
D BIOGEN INC                     COM              090597105      780    12800 SH      SHR/OTHR    01                   2000    10800
D BIOGEN INC                     COM              090597105      632    10375 SH      SHARED      02          1750              8625
D BIOGEN INC                     COM              090597105    11638   190793 SH      SHARED      04        190793                  
D BIOGEN INC                     COM              090597105      286     4700 SH      SHARED      05          4700                  
D BIOMATRIX INC                  COM              09060P102      777    44400 SH      SHARED                 44400                  
D BIOMATRIX INC                  COM              09060P102      490    28000 SH      SHARED      01         28000                  
D BIOMARIN PHARMACEUTICAL INC    COM              09061G101      438    23849 SH      SHARED      01         23849                  
D BIOMET INC                     COM              090613100      544    15547 SH      SHARED                 15547                  
D BIOMET INC                     COM              090613100    45804  1308691 SH      SHARED      01       1308691                  
D BIOMET INC                     COM              090613100     3982   113784 SH      SHARED      04        113784                  
D BIOMET INC                     COM              090613100      131     3750 SH      SHARED      05          3750                  
D BIONX IMPLANTS INC             COM              09064Q106      126    40475 SH      SHARED      03         40475                  
D BIOPURE CORP                   CL A             09065H105      464    25729 SH      SHARED      01         25729                  
D BIOSOURCE INTL INC             COM              09066H104      260     8400 SH      SHARED      01          8400                  
D BIOTIME INC                    COM              09066L105       38     5600 SH      SHARED      01          5600                  
D BIOTECH HOLDERS TR             DEPOSTRY RCPTS   09067D201       58      300 SH      SHARED      01                             300
D BIOTECH HOLDERS TR             DEPOSTRY RCPTS   09067D201       19      100 SH      SHR/OTHR    01                             100
D BIOTECH HOLDERS TR             DEPOSTRY RCPTS   09067D201      136      700 SH      SHARED      02           700                  
D BIOVAIL CORP                   COM              09067J109     2939    36100 SH      SHARED                 36100                  
D BIOVAIL CORP                   COM              09067J109       55      685 SH      SHARED      02           560               125
D BIOVAIL CORP                   COM              09067J109       40      500 SH      SHARED      04           500                  
D BIOVAIL CORP                   COM              09067J109      350     4300 SH      SHARED      05          4300                  
D BIOVAIL CORP                   PFD EQ SBDB CV   09067J208    10275   137000 SH      SHARED                137000                  
D BIOSHIELD TECHNOLOGIES INC     COM              09068A107       42     5300 SH      SHARED      01          5300                  
D BIO VASCULAR INC               COM              090923103       94    18800 SH      SHARED      01         18800                  
D BIOSITE DIAGNOSTICS INC        COM              090945106     1132    28400 SH      SHARED                 28400                  
D BIOSITE DIAGNOSTICS INC        COM              090945106     1209    30331 SH      SHARED      01         30331                  
D BIOSITE DIAGNOSTICS INC        COM              090945106      857    21510 SH      SHARED      02         15000              6510
D BIOSITE DIAGNOSTICS INC        COM              090945106       83     2102 SH      SHARED      04          2102                  
D BIRMINGHAM STL CORP            COM              091250100       16     6100 SH      SHARED      01          6100                  
D BITSTREAM INC                  CL A             091736108       36    10100 SH      SHARED      01         10100                  
D BITSTREAM INC                  CL A             091736108      103    28669 SH      SHR/OTHR    01                           28669
D BITWISE DESIGNS INC            COM              091747105       21     5500 SH      SHARED      01          5500                  
D BITWISE DESIGNS INC            COM              091747105       19     5000 SH      SHR/OTHR    01                            5000
D BLACK & DECKER CORP            COM              091797100     2447    71600 SH      SHARED                 71600                  
D BLACK & DECKER CORP            COM              091797100    21317   623541 SH      SHARED      01        622241              1300
D BLACK & DECKER CORP            COM              091797100      225     6600 SH      SHR/OTHR    01                            6600
D BLACK & DECKER CORP            COM              091797100       34     1000 SH      SHARED      02           300               700
D BLACK & DECKER CORP            COM              091797100     1396    40840 SH      SHARED      04         40840                  
D BLACK BOX CORP DEL             COM              091826107     1044    22395 SH      SHARED                 22395                  
D BLACK BOX CORP DEL             COM              091826107     2257    48424 SH      SHARED      01         48424                  
D BLACK HILLS CORP               COM              092113109      117     4200 SH      SHARED                  4200                  
D BLACK HILLS CORP               COM              092113109     1385    49383 SH      SHARED      01         49383                  
D BLACK HILLS CORP               COM              092113109       63     2250 SH      SHARED      02                            2250
D BLACK HILLS CORP               COM              092113109      218     7800 SH      SHARED      04          7800                  
D BLACK HILLS CORP               COM              092113109       78     2800 SH      SHARED      05          2800                  
D BLACKROCK ADVANTAGE TERM TR    COM              09247A101       27     3000 SH      SHARED      02                            3000
D BLACKROCK INCOME TR INC        COM              09247F100     2033   319000 SH      SHARED                319000                  
D BLACKROCK FL INSD MUN 2008 TRM COM              09247H106       17     1300 SH      SHARED      02                            1300
D BLACKROCK INVT QUALITY TERM TR COM              09247J102       35     4400 SH      SHARED                  4400                  
D BLACKROCK INVT QUALITY TERM TR COM              09247J102        8     1000 SH      SHARED      02                            1000
D BLACKROCK STRATEGIC TERM TR    COM              09247P108      495    54700 SH      SHARED                 54700                  
D BLACKROCK STRATEGIC TERM TR    COM              09247P108        7      800 SH      SHARED      01           800                  
D BLACKROCK BROAD INVT GRD 2009  COM              09247Q106       73     6300 SH      SHARED      02                            6300
D BLACKROCK INC                  CL A             09247X101      880    27514 SH      SHARED      01         27514                  
D BLACKROCK TARGET TERM TR INC   COM              092476100     1545   156500 SH      SHARED                156500                  
D BLACKROCK TARGET TERM TR INC   COM              092476100       11     1200 SH      SHARED      02                            1200
D BLACKROCK 2001 TERM TR INC     COM              092477108     2937   317600 SH      SHARED                317600                  
D BLANCH E W HLDGS INC           COM              093210102     1162    56000 SH      SHARED                 56000                  
D BLANCH E W HLDGS INC           COM              093210102      700    33760 SH      SHARED      01         33760                  
D BLANCH E W HLDGS INC           COM              093210102       43     2100 SH      SHARED      04          2100                  
D BLAZE SOFTWARE INC             COM              09347T109      234    18600 SH      SHARED      01         18600                  
D BLOCK DRUG INC                 CL A             093644102     1196    27749 SH      SHARED      01         25639              2110
D BLOCK H & R INC                COM              093671105      185     5000 SH      SHARED                  5000                  
D BLOCK H & R INC                COM              093671105    26722   721027 SH      SHARED      01        720427               600
D BLOCK H & R INC                COM              093671105       14      400 SH      SHR/OTHR    01                    400         
D BLOCK H & R INC                COM              093671105       80     2185 SH      SHARED      02                            2185
D BLOCK H & R INC                COM              093671105     1761    47533 SH      SHARED      04         47533                  
D BLOCK H & R INC                COM              093671105       88     2400 SH      SHARED      05          2400                  
D BLOCKBUSTER INC                CL A             093679108      663    75300 SH      SHARED      01         75300                  
D BLOCKBUSTER INC                CL A             093679108       21     2478 SH      SHARED      04          2478                  
D BLOUNT INTL INC NEW            COM              095180105      259    23091 SH      SHARED      01         23091                  
D BLUE MARTINI SOFTWARE INC      COM              095698106      257     7600 SH      SHARED      01          7600                  
D BLUE RIV BANCSHARES INC        COM              09602P107      244    58500 SH      SHARED                 58500                  
D BLUE WAVE SYS INC              COM              096081104      515   102400 SH      SHARED      01          7700             94700
D BLUE WAVE SYS INC              COM              096081104      101    20200 SH      SHARED      02          4700             15500
D BLUE ZONE INC                  COM              096084108        4     1000 SH      SHARED      02          1000                  
D BLUESTONE SOFTWARE INC         COM              09623P102      649    37400 SH      SHARED      01         37400                  
D BLUESTONE SOFTWARE INC         COM              09623P102     2854   164290 SH      SHARED      02        153120             11170
D BLUESTONE SOFTWARE INC         COM              09623P102        8      500 SH      SHARED      04           500                  
D BLUEGREEN CORP                 COM              096231105       29    10300 SH      SHARED      01         10300                  
D BLUEGREEN CORP                 COM              096231105       14     5000 SH      SHARED      02                            5000
D BLYTH INC                      COM              09643P108      168     7200 SH      SHARED                  7200                  
D BLYTH INC                      COM              09643P108     2223    94864 SH      SHARED      01         94864                  
D BLYTH INC                      COM              09643P108        5      250 SH      SHARED      02           250                  
D BLYTH INC                      COM              09643P108      384    16400 SH      SHARED      04         16400                  
D BLYTH INC                      COM              09643P108      147     6300 SH      SHARED      05          6300                  
D BOB EVANS FARMS INC            COM              096761101     1625    87874 SH      SHARED      01         87874                  
D BOB EVANS FARMS INC            COM              096761101      223    12100 SH      SHARED      04         12100                  
D BOB EVANS FARMS INC            COM              096761101       90     4900 SH      SHARED      05          4900                  
D BOCA RESORTS INC               CL A             09688T106      460    41900 SH      SHARED      01         41900                  
D BOCA RESH INC                  COM              096888102       34    11900 SH      SHARED      01         11900                  
D BOCA RESH INC                  COM              096888102       18     6200 SH      SHARED      02                            6200
D BOEING CO                      COM              097023105   112251  1781764 SH      SHARED               1781764                  
D BOEING CO                      COM              097023105   438905  6966757 SH      SHARED      01       6934088             32669
D BOEING CO                      COM              097023105     5048    80137 SH      SHR/OTHR    01                  36876    43261
D BOEING CO                      COM              097023105     2516    39937 SH      SHARED      02          4418             35519
D BOEING CO                      COM              097023105    29335   465645 SH      SHARED      04        465645                  
D BOISE CASCADE CORP             COM              097383103      940    35400 SH      SHARED                 35400                  
D BOISE CASCADE CORP             COM              097383103    11036   415516 SH      SHARED      01        415516                  
D BOISE CASCADE CORP             COM              097383103      745    28061 SH      SHARED      04         28061                  
D BOISE CASCADE CORP             COM              097383103       58     2200 SH      SHARED      05          2200                  
D BOLDER TECHNOLOGIES CORP       COM              097519102        5     1400 SH      SHARED      01          1400                  
D BOMBAY CO INC                  COM              097924104        7     3000 SH      SHARED      02                            3000
D BONE CARE INTL INC             COM              098072101      170     8198 SH      SHARED      01          8198                  
D BOOKHAM TECHNOLOGY PLC         SPONSORED ADR    09856Q108    13918   324620 SH      SHARED      01        324195               425
D BOOKHAM TECHNOLOGY PLC         SPONSORED ADR    09856Q108      117     2750 SH      SHARED      02           300              2450
D BOOKS-A-MILLION INC            COM              098570104       34    13000 SH      SHARED      01         13000                  
D BORDEN CHEMS&PLASTIC LTD PARTN DEPOS COM UNIT   099541203     1172   670200 SH      SHARED                670200                  
D BORDEN CHEMS&PLASTIC LTD PARTN DEPOS COM UNIT   099541203        1     1100 SH      SHARED      01          1100                  
D BORDERS GROUP INC              COM              099709107     1821   130723 SH      SHARED                130723                  
D BORDERS GROUP INC              COM              099709107     2126   152611 SH      SHARED      01        152611                  
D BORDERS GROUP INC              COM              099709107      131     9400 SH      SHARED      02          4800              4600
D BORDERS GROUP INC              COM              099709107      373    26800 SH      SHARED      04         26800                  
D BORDERS GROUP INC              COM              099709107      144    10400 SH      SHARED      05         10400                  
D BORG WARNER INC                COM              099724106       39     1200 SH      SHARED                  1200                  
D BORG WARNER INC                COM              099724106     2060    62190 SH      SHARED      01         62190                  
D BORG WARNER INC                COM              099724106      357    10800 SH      SHARED      04         10800                  
D BORON LEPORE & ASSOCS INC      COM              10001P102       37     3700 SH      SHARED      01          3700                  
D BOSTON ACOUSTICS INC           COM              100534106        2      150 SH      SHARED      01           150                  
D BOSTON ACOUSTICS INC           COM              100534106        1      100 SH      SHARED      02                             100
D BOSTON BEER INC                CL A             100557107        0      100 SH      SHARED      02                             100
D BOSTON COMMUNICATIONS GROUP    COM              100582105        9      500 SH      SHARED      02                             500
D BOSTON LIFE SCIENCES INC       COM NEW          100843408       88    11800 SH      SHARED      01         11800                  
D BOSTON LIFE SCIENCES INC       COM NEW          100843408        3      500 SH      SHARED      02                             500
D BOSTON PROPERTIES INC          COM              101121101     1852    43150 SH      SHARED      01         43150                  
D BOSTON PROPERTIES INC          COM              101121101      481    11225 SH      SHARED      02         11225                  
D BOSTON PROPERTIES INC          COM              101121101      517    12061 SH      SHARED      04         12061                  
D BOSTON SCIENTIFIC CORP         COM              101137107     4989   303535 SH      SHARED                303535                  
D BOSTON SCIENTIFIC CORP         COM              101137107    51032  3104746 SH      SHARED      01       3102446              2300
D BOSTON SCIENTIFIC CORP         COM              101137107      146     8900 SH      SHR/OTHR    01                            8900
D BOSTON SCIENTIFIC CORP         COM              101137107       23     1400 SH      SHARED      02                            1400
D BOSTON SCIENTIFIC CORP         COM              101137107     4273   259994 SH      SHARED      04        259994                  
D BOSTON SCIENTIFIC CORP         COM              101137107      161     9800 SH      SHARED      05          9800                  
D BOSTONFED BANCORP INC          COM              101178101      532    25000 SH      SHARED                 25000                  
D BOTTOMLINE TECH DEL INC        COM              101388106     9251   247937 SH      SHARED      01        247937                  
D BOTTOMLINE TECH DEL INC        COM              101388106      123     3300 SH      SHARED      02           900              2400
D BOTTOMLINE TECH DEL INC        COM              101388106       44     1192 SH      SHARED      04          1192                  
D BOUYGUES OFFSHORE S A          SPONSORED ADR    102112109       18      700 SH      SHARED                   700                  
D BOWATER INC                    COM              102183100     4908   105700 SH      SHARED                105700                  
D BOWATER INC                    COM              102183100    19209   413660 SH      SHARED      01        413660                  
D BOWATER INC                    COM              102183100       62     1350 SH      SHARED      02          1300                50
D BOWATER INC                    COM              102183100     1038    22364 SH      SHARED      04         22364                  
D BOWATER INC                    COM              102183100      520    11200 SH      SHARED      05         11200                  
D BOWNE & CO INC                 COM              103043105       20     2100 SH      SHARED                  2100                  
D BOWNE & CO INC                 COM              103043105      723    74250 SH      SHARED      01         74250                  
D BOYD GAMING CORP               COM              103304101      240    48800 SH      SHARED      01         48800                  
D BOYDS COLLECTION LTD           COM              103354106      627    85132 SH      SHARED      01         85132                  
D BOYKIN LODGING CO              COM              103430104      329    31736 SH      SHARED      01         31736                  
D BOYKIN LODGING CO              COM              103430104       15     1500 SH      SHARED      02          1500                  
D BRADLEY REAL ESTATE INC        COM              104580105        0     3255 SH      SHARED      01          3255                  
D BRADLEY REAL ESTATE INC        PFD CV A 8.40%   104580204        0       84 SH      SHARED      01            84                  
D BRADY CORP                     CL A             104674106      235     7800 SH      SHARED                  7800                  
D BRADY CORP                     CL A             104674106     1104    36500 SH      SHARED      01         36500                  
D BRADY CORP                     CL A             104674106       30     1000 SH      SHR/OTHR    01                            1000
D BRANDYWINE RLTY TR             SH BEN INT NEW   105368203      202    10000 SH      SHARED                 10000                  
D BRANDYWINE RLTY TR             SH BEN INT NEW   105368203      988    48800 SH      SHARED      01         48800                  
D BRASCAN CORP                   CL A LTD VT SH   10549P606       12     1000 SH      SHARED      01          1000                  
D BRASCAN CORP                   CL A LTD VT SH   10549P606       77     6000 SH      SHARED      02          1950              4050
D BRANTLEY CAP CORP              COM              105494108       25     3000 SH      SHARED      02          3000                  
D BRANTLEY CAP CORP              COM              105494108      540    62700 SH      SHARED      04         62700                  
D BRASIL TELECOM PARTICIPACOES   SPON ADR PFD     105530109       29      500 SH      SHARED      01           500                  
D BRASIL TELECOM PARTICIPACOES   SPON ADR PFD     105530109      122     2100 SH      SHARED      04          2100                  
D BRAUN CONSULTING INC           COM              105651103      289    14600 SH      SHARED      01         14600                  
D BRAZIL FD INC                  COM              105759104       42     2470 SH      SHARED                  2470                  
D BRAZIL FD INC                  COM              105759104       34     2000 SH      SHARED      04          2000                  
D BRAZILIAN EQUITY FD INC        COM              105884100       18     3300 SH      SHARED      04          3300                  
D BREAKAWAY SOLUTIONS INC        COM              106372105      230    25900 SH      SHARED      01         25900                  
D BREAKAWAY SOLUTIONS INC        COM              106372105        4      550 SH      SHARED      02           550                  
D BREAKAWAY SOLUTIONS INC        COM              106372105        4      500 SH      SHARED      05           500                  
D BRENTON BKS INC                COM              107211104      644    53400 SH      SHARED                 53400                  
D BRENTON BKS INC                COM              107211104      177    14686 SH      SHARED      01         14686                  
D BRIGGS & STRATTON CORP         COM              109043109     1319    34900 SH      SHARED                 34900                  
D BRIGGS & STRATTON CORP         COM              109043109     8387   221818 SH      SHARED      01        221818                  
D BRIGGS & STRATTON CORP         COM              109043109        7      200 SH      SHARED      02           200                  
D BRIGGS & STRATTON CORP         COM              109043109      529    14000 SH      SHARED      04         14000                  
D BRIGGS & STRATTON CORP         COM              109043109       18      500 SH      SHARED      05           500                  
D BRIGHT HORIZON FAMILY SOLUTION COM              109195107      616    24100 SH      SHARED      01         24100                  
D BRIGHT HORIZON FAMILY SOLUTION COM              109195107     1426    55800 SH      SHARED      03         55800                  
D BRIGHTPOINT INC                COM              109473108      661   131498 SH      SHARED      01        131498                  
D BRILLIANCE CHINA AUTO HLDG LTD SPONSORED ADR    10949Q105       97     3200 SH      SHARED                  3200                  
D BRILLIANT DIGITAL ENTERTAINMNT COM              109502104       33    10200 SH      SHARED      01         10200                  
D BRINKER INTL INC               COM              109641100     2709    89929 SH      SHARED                 89929                  
D BRINKER INTL INC               COM              109641100     2890    95956 SH      SHARED      01         95956                  
D BRINKER INTL INC               COM              109641100        7      250 SH      SHARED      02           250                  
D BRINKER INTL INC               COM              109641100      911    30254 SH      SHARED      04         30254                  
D BRINKER INTL INC               COM              109641100      256     8500 SH      SHARED      05          8500                  
D BRIO TECHNOLOGY INC            COM              109704106      652    61733 SH      SHARED      01         54085              7648
D BRISTOL MYERS SQUIBB CO        COM              110122108     6841   119762 SH      SHARED                119762                  
D BRISTOL MYERS SQUIBB CO        COM              110122108  1243831 21773849 SH      SHARED      01      21192932   118328   462589
D BRISTOL MYERS SQUIBB CO        COM              110122108   182443  3193751 SH      SHR/OTHR    01                2730022   463729
D BRISTOL MYERS SQUIBB CO        COM              110122108    14110   247016 SH      SHARED      02         47639            199377
D BRISTOL MYERS SQUIBB CO        COM              110122108    69927  1224115 SH      SHARED      04       1224115                  
D BRISTOL MYERS SQUIBB CO        COM              110122108     2022    35400 SH      SHARED      05         35400                  
D BRISTOL MYERS SQUIBB CO        COM              110122108    26134   457500 SH      SHARED      06        457500                  
D BRITESMILE INC                 COM              110415106       10     1200 SH      SHARED      02                            1200
D BRITISH AWYS PLC               ADR 2ND INSTAL   110419306        8      200 SH      SHARED                   200                  
D BRITISH AWYS PLC               ADR 2ND INSTAL   110419306       59     1400 SH      SHARED      01          1400                  
D BRITISH AWYS PLC               ADR 2ND INSTAL   110419306       34      800 SH      SHR/OTHR    01                    800         
D BRITISH AWYS PLC               ADR 2ND INSTAL   110419306        8      200 SH      SHARED      04           200                  
D BRITISH AMERN TOB PLC          SPONSORED ADR    110448107       43     3300 SH      SHARED      01          3300                  
D BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST   111021408      460     4300 SH      SHARED                  4300                  
D BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST   111021408      881     8237 SH      SHARED      01          6247              1990
D BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST   111021408      194     1817 SH      SHR/OTHR    01                    400     1417
D BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST   111021408       70      659 SH      SHARED      02           100               559
D BROADBASE SOFTWARE             COM              11130R100      901    66500 SH      SHARED      01         66500                  
D BROADBASE SOFTWARE             COM              11130R100     6361   469050 SH      SHARED      02        468950               100
D BROADBASE SOFTWARE             COM              11130R100        1       74 SH      SHARED      04            74                  
D BROADCOM CORP                  CL A             111320107    61005   250280 SH      SHARED                250280                  
D BROADCOM CORP                  CL A             111320107   399611  1639432 SH      SHARED      01       1636239              3193
D BROADCOM CORP                  CL A             111320107       48      200 SH      SHR/OTHR    01                             200
D BROADCOM CORP                  CL A             111320107    10738    44057 SH      SHARED      02         28485             15572
D BROADCOM CORP                  CL A             111320107    41704   171096 SH      SHARED      04        171096                  
D BROADCOM CORP                  CL A             111320107     1316     5400 SH      SHARED      05          5400                  
D BROADVISION INC                COM              111412102      860    33500 SH      SHARED                 33500                  
D BROADVISION INC                COM              111412102     7969   310250 SH      SHARED      01        310250                  
D BROADVISION INC                COM              111412102     2359    91840 SH      SHARED      02         52185             39655
D BROADVISION INC                COM              111412102     7580   295100 SH      SHARED      03        295100                  
D BROADVISION INC                COM              111412102     1329    51761 SH      SHARED      04         51761                  
D BROADVISION INC                COM              111412102       79     3100 SH      SHARED      05          3100                  
D BROADWING INC                  COM              111620100     3790   148300 SH      SHARED                148300                  
D BROADWING INC                  COM              111620100     7002   273945 SH      SHARED      01        273945                  
D BROADWING INC                  COM              111620100       81     3200 SH      SHR/OTHR    01                            3200
D BROADWING INC                  COM              111620100        1       55 SH      SHARED      02                              55
D BROADWING INC                  COM              111620100     2671   104497 SH      SHARED      04        104497                  
D BROADWING INC                  COM              111620100      723    28300 SH      SHARED      05         28300                  
D BROADWING INC                  PFD CV DEP1/20   111620407     1044    22400 SH      SHARED                 22400                  
D BROADWING INC                  PFD CV DEP1/20   111620407    11474   246100 SH      SHARED      04        246100                  
D BROCADE COMMUNICATIONS SYS INC COM              111621108     2737    11600 SH      SHARED                 11600                  
D BROCADE COMMUNICATIONS SYS INC COM              111621108    41741   176871 SH      SHARED      01        174750              2121
D BROCADE COMMUNICATIONS SYS INC COM              111621108      153      650 SH      SHR/OTHR    01                    650         
D BROCADE COMMUNICATIONS SYS INC COM              111621108     6987    29607 SH      SHARED      02         24797              4810
D BROCADE COMMUNICATIONS SYS INC COM              111621108    18165    76971 SH      SHARED      04         76971                  
D BROCADE COMMUNICATIONS SYS INC COM              111621108      236     1000 SH      SHARED      05          1000                  
D BROKEN HILL PROPRIETARY LTD    SPONSORED ADR    112169602      168     8200 SH      SHARED                  8200                  
D BROKEN HILL PROPRIETARY LTD    SPONSORED ADR    112169602       49     2420 SH      SHR/OTHR    01                   2420         
D BROOKFIELD PPTYS CORP          COM              112900105      144     8900 SH      SHARED                  8900                  
D BROOKLINE BANCORP INC          COM              113739106      172    15100 SH      SHARED      01         15100                  
D BROOKLINE BANCORP INC          COM              113739106       11     1000 SH      SHARED      02                            1000
D BROOKS AUTOMATION INC          COM              11434A100      702    21200 SH      SHARED                 21200                  
D BROOKS AUTOMATION INC          COM              11434A100      956    28883 SH      SHARED      01         28883                  
D BROOKS AUTOMATION INC          COM              11434A100      265     8000 SH      SHARED      02          8000                  
D BROOKS AUTOMATION INC          COM              11434A100        6      200 SH      SHARED      05           200                  
D BROOKSTONE INC                 COM              114537103        1      100 SH      SHARED      01           100                  
D BROOKSTONE INC                 COM              114537103      134     9632 SH      SHARED      02          9632                  
D BROOKTROUT INC                 COM              114580103     1297    39383 SH      SHARED      01         39383                  
D BROWN & SHARPE MFG CO          CL A             115223109       12     3100 SH      SHARED      02          3100                  
D BROWN & BROWN INC              COM              115236101       28      900 SH      SHARED                   900                  
D BROWN & BROWN INC              COM              115236101     1189    37400 SH      SHARED      01         37400                  
D BROWN FORMAN CORP              CL A             115637100       48      900 SH      SHARED      01           900                  
D BROWN FORMAN CORP              CL B             115637209      321     5868 SH      SHARED                  5868                  
D BROWN FORMAN CORP              CL B             115637209    21726   396827 SH      SHARED      01        395127              1700
D BROWN FORMAN CORP              CL B             115637209     1635    29867 SH      SHARED      04         29867                  
D BROWN FORMAN CORP              CL B             115637209       87     1600 SH      SHARED      05          1600                  
D BROWN TOM INC                  COM NEW          115660201     1448    59110 SH      SHARED      01         59110                  
D BROWN TOM INC                  COM NEW          115660201        0        5 SH      SHARED      02             5                  
D BROWN TOM INC                  COM NEW          115660201        0        2 SH      SHARED      04             2                  
D BROWN SHOE INC NEW             COM              115736100      915    99604 SH      SHARED      01         99604                  
D BROWN SHOE INC NEW             COM              115736100      551    60000 SH      SHR/OTHR    01                  60000         
D BRUKER DALTONICS INC           COM              116795105     2400    54100 SH      SHARED      01         54100                  
D BRUNSWICK CORP                 COM              117043109     2317   127000 SH      SHARED                127000                  
D BRUNSWICK CORP                 COM              117043109    12182   667555 SH      SHARED      01        667555                  
D BRUNSWICK CORP                 COM              117043109        1      100 SH      SHARED      02                             100
D BRUNSWICK CORP                 COM              117043109      796    43641 SH      SHARED      04         43641                  
D BRUNSWICK CORP                 COM              117043109       40     2200 SH      SHARED      05          2200                  
D BRUSH ENGINEERED MATLS INC     COM              117421107       73     3400 SH      SHARED                  3400                  
D BRUSH ENGINEERED MATLS INC     COM              117421107      683    31598 SH      SHARED      01         31598                  
D BRYN MAWR BK CORP              COM              117665109       16      800 SH      SHARED      01           800                  
D B2BSTORES COM INC              COM              11776S107       16     8700 SH      SHARED      01          8700                  
D BSQUARE CORP                   COM              11776U102      351    22700 SH      SHARED      01         22700                  
D BUCA INC                       COM              117769109       97     9200 SH      SHARED      01          9200                  
D BUCKEYE PARTNERS L P           UNIT LTD PARTN   118230101      385    13400 SH      SHARED      01         13400                  
D BUCKEYE PARTNERS L P           UNIT LTD PARTN   118230101       83     2900 SH      SHR/OTHR    01                   2900         
D BUCKEYE PARTNERS L P           UNIT LTD PARTN   118230101      399    13900 SH      SHARED      02          5100              8800
D BUCKEYE TECHNOLOGIES INC       COM              118255108      448    21600 SH      SHARED                 21600                  
D BUCKEYE TECHNOLOGIES INC       COM              118255108      827    39900 SH      SHARED      01         38900              1000
D BUCKEYE TECHNOLOGIES INC       COM              118255108       10      500 SH      SHARED      02                             500
D BUCKLE INC                     COM              118440106       10      900 SH      SHARED                   900                  
D BUCKLE INC                     COM              118440106      115     9900 SH      SHARED      01          9900                  
D BUDGET GROUP INC               CL A             119003101       17     4400 SH      SHARED      01          4400                  
D BUFFETS INC                    COM              119882108     1152    83818 SH      SHARED      01         83818                  
D BUFFETS INC                    COM              119882108     1663   121000 SH      SHARED      02         15000            106000
D BUFFETS INC                    COM              119882108      196    14300 SH      SHARED      04         14300                  
D BUILDING MATLS HLDG CORP       COM              120113105       34     3878 SH      SHARED                  3878                  
D BUILDING MATLS HLDG CORP       COM              120113105        3      450 SH      SHARED      01           450                  
D BUNZL PUB LTD CO               SPONSORED ADR    120738307       43     1600 SH      SHARED                  1600                  
D BURLINGTON COAT FACTORY        COM              121579106       64     4500 SH      SHARED                  4500                  
D BURLINGTON COAT FACTORY        COM              121579106      412    28850 SH      SHARED      01         28850                  
D BURLINGTON INDS INC            COM              121693105        2     1800 SH      SHARED                  1800                  
D BURLINGTON INDS INC            COM              121693105       15    12167 SH      SHARED      01         12167                  
D BURLINGTON INDS INC            COM              121693105      468   374800 SH      SHARED      04        374800                  
D BURLINGTON NORTHN SANTA FE CP  COM              12189T104     2657   123257 SH      SHARED                123257                  
D BURLINGTON NORTHN SANTA FE CP  COM              12189T104    76676  3556109 SH      SHARED      01       3554309              1800
D BURLINGTON NORTHN SANTA FE CP  COM              12189T104     4232   196272 SH      SHR/OTHR    01                 172737    23535
D BURLINGTON NORTHN SANTA FE CP  COM              12189T104     1547    71767 SH      SHARED      02         20487             51280
D BURLINGTON NORTHN SANTA FE CP  COM              12189T104     4109   190605 SH      SHARED      04        190605                  
D BURLINGTON RES INC             COM              122014103      404    11000 SH      SHARED                 11000                  
D BURLINGTON RES INC             COM              122014103    60456  1642312 SH      SHARED      01       1641567               745
D BURLINGTON RES INC             COM              122014103     3152    85638 SH      SHR/OTHR    01                  76447     9191
D BURLINGTON RES INC             COM              122014103     2992    81280 SH      SHARED      02         15072             66208
D BURLINGTON RES INC             COM              122014103     7121   193444 SH      SHARED      04        193444                  
D BURLINGTON RES INC             COM              122014103      397    10800 SH      SHARED      05         10800                  
D BURNHAM PAC PPTYS INC          COM              12232C108      318    52600 SH      SHARED      01         52600                  
D BURNHAM PAC PPTYS INC          COM              12232C108       38     6400 SH      SHR/OTHR    01                   2000     4400
D BURNHAM PAC PPTYS INC          COM              12232C108      908   149800 SH      SHARED      04        149800                  
D BUSH BOAKE ALLEN INC           COM              123162109       57     1200 SH      SHARED                  1200                  
D BUSH BOAKE ALLEN INC           COM              123162109    15763   329700 SH      SHARED      01        329700                  
D BUSH INDS INC                  CL A             123164105      142    12360 SH      SHARED      01         12360                  
D BUSINESS OBJECTS S A           SPONSORED ADR    12328X107    40982   362479 SH      SHARED      01        362479                  
D BUSINESS OBJECTS S A           SPONSORED ADR    12328X107     4390    38834 SH      SHARED      02         10234             28600
D BUSINESS OBJECTS S A           SPONSORED ADR    12328X107     5077    44912 SH      SHARED      04         44912                  
D BUSINESS OBJECTS S A           SPONSORED ADR    12328X107       56      500 SH      SHARED      05           500                  
D BUTLER INTL INC NEW            COM              123649105        0      150 SH      SHARED      01           150                  
D BUTLER MFG CO DEL              COM              123655102       27     1200 SH      SHARED                  1200                  
D BUTLER MFG CO DEL              COM              123655102       27     1200 SH      SHARED      01          1200                  
D BUY COM INC                    COM              124269101       40    14610 SH      SHARED      01         14610                  
D BUY COM INC                    COM              124269101      139    50300 SH      SHARED      02         50300                  
D C&D TECHNOLOGIES INC           COM              124661109    11912   209920 SH      SHARED      01        209920                  
D C&D TECHNOLOGIES INC           COM              124661109      686    12090 SH      SHARED      02         12090                  
D CAIS INTERNET INC              COM              12476Q102      164    33706 SH      SHARED      01         31506              2200
D CB BANCSHARES INC HAWAII       COM              124785106        1       61 SH      SHARED      01            61                  
D CBL & ASSOC PPTYS INC          COM              124830100       85     3400 SH      SHARED                  3400                  
D CBL & ASSOC PPTYS INC          COM              124830100      824    32900 SH      SHARED      01         32900                  
D CCC INFORMATION SVCS GROUP INC COM              12487Q109      280    34800 SH      SHARED      01         34800                  
D CB RICHARD ELLIS SVCS INC      COM              12489L108      334    27300 SH      SHARED      01         27300                  
D CBRL GROUP INC                 COM              12489V106     1897   131967 SH      SHARED      01        131967                  
D CBRL GROUP INC                 COM              12489V106       21     1500 SH      SHARED      02                            1500
D CBRL GROUP INC                 COM              12489V106      280    19500 SH      SHARED      04         19500                  
D CBRL GROUP INC                 COM              12489V106      110     7700 SH      SHARED      05          7700                  
D CFW COMMUNICATION CO           COM              124923103      483    17900 SH      SHARED                 17900                  
D CFW COMMUNICATION CO           COM              124923103      545    20200 SH      SHARED      01         20200                  
D C BRIDGE INTERNET SOL INC      COM              12500B105      127     6800 SH      SHARED      01          6800                  
D C BRIDGE INTERNET SOL INC      COM              12500B105        4      250 SH      SHARED      02           250                  
D CCBT FINL COS INC              COM              12500Q102        7      400 SH      SHARED      01           400                  
D CCBT FINL COS INC              COM              12500Q102       14      800 SH      SHARED      02                             800
D C-CUBE MICROSYSTEMS INC NEW    COM              12501N108     3370   164400 SH      SHARED                164400                  
D C-CUBE MICROSYSTEMS INC NEW    COM              12501N108     1672    81578 SH      SHARED      01         81578                  
D C-CUBE MICROSYSTEMS INC NEW    COM              12501N108      432    21082 SH      SHARED      02         20682               400
D C COR NET CORP                 COM              125010108     1577   103000 SH      SHARED                103000                  
D C COR NET CORP                 COM              125010108      876    57266 SH      SHARED      01         57266                  
D C COR NET CORP                 COM              125010108       61     4000 SH      SHARED      02          4000                  
D C D I CORP                     COM              125071100      148     9300 SH      SHARED                  9300                  
D C D I CORP                     COM              125071100      662    41425 SH      SHARED      01         41425                  
D CD WHSE INC                    COM              12512W105        3     4200 SH      SHARED      01          4200                  
D CDW COMPUTER CTRS INC          COM              125129106       66      960 SH      SHARED                   960                  
D CDW COMPUTER CTRS INC          COM              125129106     6596    95600 SH      SHARED      01         95600                  
D CDW COMPUTER CTRS INC          COM              125129106       80     1160 SH      SHARED      02          1160                  
D CDW COMPUTER CTRS INC          COM              125129106     2336    33865 SH      SHARED      04         33865                  
D CDW COMPUTER CTRS INC          COM              125129106      786    11400 SH      SHARED      05         11400                  
D CEC ENTMT INC                  COM              125137109      136     4267 SH      SHARED                  4267                  
D CEC ENTMT INC                  COM              125137109     1672    52253 SH      SHARED      01         52253                  
D CFS BANCORP INC                COM              12525D102      206    20000 SH      SHARED                 20000                  
D CH ENERGY GROUP INC            COM              12541M102       19      500 SH      SHARED                   500                  
D CH ENERGY GROUP INC            COM              12541M102     1404    35219 SH      SHARED      01         35119               100
D CH ENERGY GROUP INC            COM              12541M102      187     4700 SH      SHR/OTHR    01                   4700         
D C H ROBINSON WORLDWIDE INC     COM              12541W100      441     7825 SH      SHARED                  7825                  
D C H ROBINSON WORLDWIDE INC     COM              12541W100     7574   134400 SH      SHARED      01        130900              3500
D C H ROBINSON WORLDWIDE INC     COM              12541W100     1005    17841 SH      SHARED      04         17841                  
D C H ROBINSON WORLDWIDE INC     COM              12541W100      315     5600 SH      SHARED      05          5600                  
D CIGNA CORP                     COM              125509109     3038    29100 SH      SHARED                 29100                  
D CIGNA CORP                     COM              125509109   132921  1273190 SH      SHARED      01       1266390              6800
D CIGNA CORP                     COM              125509109      791     7584 SH      SHR/OTHR    01                    600     6984
D CIGNA CORP                     COM              125509109      971     9307 SH      SHARED      02          1731              7576
D CIGNA CORP                     COM              125509109     7814    74847 SH      SHARED      04         74847                  
D CIGNA HIGH INCOME SHS          SH BEN INT       12551D109       14     3000 SH      SHR/OTHR    01                   3000         
D CIGNA HIGH INCOME SHS          SH BEN INT       12551D109       88    18000 SH      SHARED      02         18000                  
D CIT GROUP INC                  CL A             125577106     1886   107822 SH      SHARED                107822                  
D CIT GROUP INC                  CL A             125577106    30856  1763230 SH      SHARED      01       1763230                  
D CIT GROUP INC                  CL A             125577106      492    28125 SH      SHARED      02           250             27875
D CIT GROUP INC                  CL A             125577106     2899   165666 SH      SHARED      04        165666                  
D CIT GROUP INC                  CL A             125577106       94     5400 SH      SHARED      05          5400                  
D CKE RESTAURANTS INC            COM              12561E105        3     1270 SH      SHARED      01          1270                  
D CKE RESTAURANTS INC            COM              12561E105      457   149342 SH      SHARED      02        149342                  
D CLECO CORP NEW                 COM              12561W105    11984   256348 SH      SHARED      01        253348              3000
D CLECO CORP NEW                 COM              12561W105       93     2000 SH      SHR/OTHR    01                   2000         
D CLECO CORP NEW                 COM              12561W105      359     7700 SH      SHARED      04          7700                  
D CLECO CORP NEW                 COM              12561W105      140     3000 SH      SHARED      05          3000                  
D CMGI INC                       COM              125750109     1181    42301 SH      SHARED                 42301                  
D CMGI INC                       COM              125750109    15975   571836 SH      SHARED      01        509161             62675
D CMGI INC                       COM              125750109      419    15005 SH      SHR/OTHR    01                   3700    11305
D CMGI INC                       COM              125750109     3014   107906 SH      SHARED      02         99960              7946
D CMGI INC                       COM              125750109     4458   159575 SH      SHARED      04        159575                  
D CMGI INC                       COM              125750109      187     6700 SH      SHARED      05          6700                  
D CMS ENERGY CORP                COM              125896100      113     4200 SH      SHARED                  4200                  
D CMS ENERGY CORP                COM              125896100    32937  1222760 SH      SHARED      01       1217860              4900
D CMS ENERGY CORP                COM              125896100      437    16243 SH      SHR/OTHR    01                   8343     7900
D CMS ENERGY CORP                COM              125896100       22      822 SH      SHARED      02           127               695
D CMS ENERGY CORP                COM              125896100     1656    61484 SH      SHARED      04         61484                  
D CMS ENERGY CORP                COM              125896100     1039    38600 SH      SHARED      05         38600                  
D CMS ENERGY CORP                ADJ CV TR8.75%   125896308      487    15300 SH      SHARED                 15300                  
D CMS ENERGY CORP                ADJ CV TR8.75%   125896308       63     2000 SH      SHR/OTHR    01                   2000         
D CPI CORP                       COM              125902106      212    10000 SH      SHARED                 10000                  
D CPI CORP                       COM              125902106      349    16425 SH      SHARED      01         16425                  
D CPB INC                        COM              125903104      283    10500 SH      SHARED      01         10500                  
D CSS INDS INC                   COM              125906107      418    20850 SH      SHARED      01         18500              2350
D CPI AEROSTRUCTURES INC         COM NEW          125919308       23     7566 SH      SHARED      01          7566                  
D C-MAC INDS INC                 COM              125920108      316     5500 SH      SHARED                  5500                  
D C-MAC INDS INC                 COM              125920108    27100   471320 SH      SHARED      01        471320                  
D CSK AUTO CORP                  COM              125965103       75    16700 SH      SHARED                 16700                  
D CSK AUTO CORP                  COM              125965103      131    29260 SH      SHARED      01         29260                  
D CNA FINL CORP                  COM              126117100     2207    57700 SH      SHARED                 57700                  
D CNA FINL CORP                  COM              126117100     1784    46650 SH      SHARED      01         46650                  
D CNA FINL CORP                  COM              126117100       75     1983 SH      SHARED      04          1983                  
D CNA FINL CORP                  COM              126117100      290     7600 SH      SHARED      05          7600                  
D CNA INCOME SHS INC             COM              126119106       12     1514 SH      SHARED                  1514                  
D CNA INCOME SHS INC             COM              126119106       17     2200 SH      SHARED      02                            2200
D CNB FLORIDA BANCSHARES INC     COM              12612H107       68     8600 SH      SHARED      01          8600                  
D CNA SURETY CORP                COM              12612L108      250    21800 SH      SHARED      01         21800                  
D CNA SURETY CORP                COM              12612L108       34     3034 SH      SHARED      02                            3034
D CNF TRANSN INC                 COM              12612W104     1797    80800 SH      SHARED                 80800                  
D CNF TRANSN INC                 COM              12612W104     2647   118976 SH      SHARED      01        118586               390
D CNF TRANSN INC                 COM              12612W104        6      300 SH      SHR/OTHR    01                             300
D CNF TRANSN INC                 COM              12612W104        1       50 SH      SHARED      02                              50
D CNF TRANSN INC                 COM              12612W104      369    16600 SH      SHARED      04         16600                  
D CNF TRANSN INC                 COM              12612W104      120     5400 SH      SHARED      05          5400                  
D CNET NETWORKS INC              COM              12613R104       46     1900 SH      SHARED                  1900                  
D CNET NETWORKS INC              COM              12613R104     1690    69404 SH      SHARED      01         69404                  
D CNET NETWORKS INC              COM              12613R104     4915   201777 SH      SHARED      02        200472              1305
D CNET NETWORKS INC              COM              12613R104      767    31515 SH      SHARED      04         31515                  
D C P & L ENERGY INC             COM              12614C106       46     1109 SH      SHARED                  1109                  
D C P & L ENERGY INC             COM              12614C106    49650  1191031 SH      SHARED      01       1189801              1230
D C P & L ENERGY INC             COM              12614C106      127     3070 SH      SHR/OTHR    01                   1500     1570
D C P & L ENERGY INC             COM              12614C106      161     3883 SH      SHARED      02           800              3083
D C P & L ENERGY INC             COM              12614C106     3263    78284 SH      SHARED      04         78284                  
D C P & L ENERGY INC             COM              12614C106     1167    28000 SH      SHARED      05         28000                  
D CPAC INC                       COM              126145101        2      327 SH      SHARED      01           327                  
D C P CLARE CORP                 COM              12615K107       37     8600 SH      SHARED      01          8600                  
D C-PHONE CORP                   COM              12616P105        8    10400 SH      SHARED      01         10400                  
D CSG SYS INTL INC               COM              126349109      990    34167 SH      SHARED                 34167                  
D CSG SYS INTL INC               COM              126349109     2363    81500 SH      SHARED      01         81500                  
D CSG SYS INTL INC               COM              126349109      330    11400 SH      SHARED      02          8400              3000
D CSG SYS INTL INC               COM              126349109     1709    58965 SH      SHARED      04         58965                  
D CSG SYS INTL INC               COM              126349109      200     6900 SH      SHARED      05          6900                  
D CSX CORP                       COM              126408103     2102    96400 SH      SHARED                 96400                  
D CSX CORP                       COM              126408103    44848  2056123 SH      SHARED      01       1987923    68200         
D CSX CORP                       COM              126408103      663    30412 SH      SHR/OTHR    01                  24012     6400
D CSX CORP                       COM              126408103      491    22532 SH      SHARED      02         10338             12194
D CSX CORP                       COM              126408103     2238   102641 SH      SHARED      04        102641                  
D CTC COMMUNICATIONS GROUP INC   COM              126419100      891    44000 SH      SHARED                 44000                  
D CTC COMMUNICATIONS GROUP INC   COM              126419100      825    40748 SH      SHARED      01         40748                  
D CT COMMUNICATIONS INC          COM NEW          126426402      461    22700 SH      SHARED      01         22700                  
D CTS CORP                       COM              126501105     2561    50598 SH      SHARED                 50598                  
D CTS CORP                       COM              126501105     3581    70748 SH      SHARED      01         70148               600
D CTS CORP                       COM              126501105        5      100 SH      SHARED      02                             100
D CUNO INC                       COM              126583103      371    16700 SH      SHARED                 16700                  
D CUNO INC                       COM              126583103      794    35700 SH      SHARED      01         35700                  
D CVB FINL CORP                  COM              126600105      336    20034 SH      SHARED      01         20034                  
D CVS CORP                       COM              126650100       37      800 SH      SHR/OTHR    01                    500      300
D CVS CORP                       COM              126650100     1263    27278 SH      SHARED                 27278                  
D CVS CORP                       COM              126650100   469169 10130633 SH      SHARED      01       8070422           2060211
D CVS CORP                       COM              126650100   102639  2216260 SH      SHR/OTHR    01                1049831  1166429
D CVS CORP                       COM              126650100      861    18612 SH      SHARED      02          2000             16612
D CVS CORP                       COM              126650100     9767   210916 SH      SHARED      04        210916                  
D CVS CORP                       COM              126650100     1194    25800 SH      SHARED      05         25800                  
D CVS CORP                       COM              126650100    36655   791500 SH      SHARED      06        791500                  
D CV THERAPEUTICS INC            COM              126667104     3074    39522 SH      SHARED      01         39522                  
D CV THERAPEUTICS INC            COM              126667104       23      300 SH      SHARED      04           300                  
D CABCO TR FOR J C PENNEY DEBS   CTF TR 7.625%    126797208       29     2000 SH      SHARED      02                            2000
D CABLE & WIRELESS PUB LTD CO    SPONSORED ADR    126830207     1825    42900 SH      SHARED                 42900                  
D CABLE & WIRELESS PUB LTD CO    SPONSORED ADR    126830207        0        7 SH      SHARED      02                               7
D CABLEVISION SYS CORP           CL A             12686C109     8063   121600 SH      SHARED                121600                  
D CABLEVISION SYS CORP           CL A             12686C109     7420   111900 SH      SHARED      01        111900                  
D CABLEVISION SYS CORP           CL A             12686C109      988    14900 SH      SHARED      02          2450             12450
D CABLEVISION SYS CORP           CL A             12686C109      572     8632 SH      SHARED      04          8632                  
D CABLEVISION SYS CORP           CL A             12686C109     2400    36200 SH      SHARED      05         36200                  
D CABLETRON SYS INC              COM              126920107     2320    79000 SH      SHARED                 79000                  
D CABLETRON SYS INC              COM              126920107    38406  1307445 SH      SHARED      01       1302495              4950
D CABLETRON SYS INC              COM              126920107     3108   105814 SH      SHARED      02        100114              5700
D CABLETRON SYS INC              COM              126920107     4720   160682 SH      SHARED      04        160682                  
D CABLETRON SYS INC              COM              126920107       11      400 SH      SHARED      05           400                  
D CABLE DESIGN TECHNOLOGIES CORP COM              126924109      652    26828 SH      SHARED                 26828                  
D CABLE DESIGN TECHNOLOGIES CORP COM              126924109     2204    90684 SH      SHARED      01         90684                  
D CACHEFLOW INC                  COM              126946102     5333    37300 SH      SHARED      01         37300                  
D CACHEFLOW INC                  COM              126946102       85      600 SH      SHARED      02           400               200
D CACHEFLOW INC                  COM              126946102      184     1290 SH      SHARED      04          1290                  
D CABOT CORP                     COM              127055101     2088    65900 SH      SHARED                 65900                  
D CABOT CORP                     COM              127055101     2809    88670 SH      SHARED      01         88670                  
D CABOT CORP                     COM              127055101     4735   149452 SH      SHARED      04        149452                  
D CABOT CORP                     COM              127055101      304     9600 SH      SHARED      05          9600                  
D CABOT INDUSTRIAL TRUST         COM              127072106      183     9200 SH      SHARED                  9200                  
D CABOT INDUSTRIAL TRUST         COM              127072106     1192    59800 SH      SHARED      01         59800                  
D CABOT MICROELECTRONICS CORP    COM              12709P103      499    10400 SH      SHARED      01         10400                  
D CABOT MICROELECTRONICS CORP    COM              12709P103       81     1706 SH      SHARED      04          1706                  
D CABOT MICROELECTRONICS CORP    COM              12709P103      148     3100 SH      SHARED      05          3100                  
D CABOT OIL & GAS CORP           CL A             127097103      134     6600 SH      SHARED                  6600                  
D CABOT OIL & GAS CORP           CL A             127097103     1539    75541 SH      SHARED      01         75541                  
D CACI INTL INC                  CL A             127190304      418    19500 SH      SHARED      01         19500                  
D CADBURY SCHWEPPES PLC          ADR              127209302      418    17400 SH      SHARED                 17400                  
D CADBURY SCHWEPPES PLC          ADR              127209302       33     1400 SH      SHARED      01          1400                  
D CADBURY SCHWEPPES PLC          ADR              127209302       48     2000 SH      SHARED      05          2000                  
D CADENCE DESIGN SYSTEM INC      COM              127387108      418    16300 SH      SHARED                 16300                  
D CADENCE DESIGN SYSTEM INC      COM              127387108     8793   342331 SH      SHARED      01        342331                  
D CADENCE DESIGN SYSTEM INC      COM              127387108     7703   299896 SH      SHARED      02        299896                  
D CADENCE DESIGN SYSTEM INC      COM              127387108     4688   182521 SH      SHARED      04        182521                  
D CADENCE DESIGN SYSTEM INC      COM              127387108      832    32400 SH      SHARED      05         32400                  
D CADIZ INC                      COM              127537108      575    57500 SH      SHARED      01         57500                  
D CAGLES INC                     CL A             127703106        2      250 SH      SHARED      01           250                  
D CAL DIVE INTL INC              COM              127914109      451     7900 SH      SHARED                  7900                  
D CAL DIVE INTL INC              COM              127914109     1695    29641 SH      SHARED      01         29641                  
D CALDERA SYS INC                COM              128780103      128    31300 SH      SHARED      01         31300                  
D CALGON CARBON CORP             COM              129603106      452    66450 SH      SHARED      01         66450                  
D CALICO COMM INC                COM              129897104      173    28300 SH      SHARED      01         28300                  
D CALIFORNIA AMPLIFIER INC       COM              129900106      593    25810 SH      SHARED                 25810                  
D CALIFORNIA AMPLIFIER INC       COM              129900106      936    40700 SH      SHARED      01         40700                  
D CALIBER LEARNING NETWORK INC   COM              129914107       20     6000 SH      SHARED      02          2000              4000
D CALIBER LEARNING NETWORK INC   COM              129914107        0       39 SH      SHARED      04            39                  
D CALIFORNIA COASTAL CMNTYS INC  COM NEW          129915203       84    14902 SH      SHARED      01         14902                  
D CALIFORNIA FED BK FSB LOS ANGL 2ND CONT LITIG   130209703        0      110 SH      SHARED      01           110                  
D CALIFORNIA FED BK FSB LOS ANGL 2ND CONT LITIG   130209703       50    70800 SH      SHARED      04         70800                  
D CALIFORNIA MICRO DEVICES CORP  COM              130439102       80     5718 SH      SHARED      01          5718                  
D CALIFORNIA PIZZA KITCHEN INC   COM              13054D109      131     4700 SH      SHARED      02          3400              1300
D CALIFORNIA PIZZA KITCHEN INC   COM              13054D109        0       10 SH      SHARED      04            10                  
D CALIFORNIA WTR SVC GROUP       COM              130788102      548    20500 SH      SHARED      01         20500                  
D CALIPER TECHNOLOGIES CORP      COM              130876105    17415   300600 SH      SHARED      01        300600                  
D CALLAWAY GOLF CO               COM              131193104      493    32100 SH      SHARED                 32100                  
D CALLAWAY GOLF CO               COM              131193104     3425   222780 SH      SHARED      01        221780              1000
D CALLAWAY GOLF CO               COM              131193104      396    25800 SH      SHARED      04         25800                  
D CALLAWAY GOLF CO               COM              131193104      155    10100 SH      SHARED      05         10100                  
D CALLON PETE CO DEL             COM              13123X102     1881   119000 SH      SHARED      01        119000                  
D CALLON PETE CO DEL             PFD A CV EXCH    13123X201     2468    66500 SH      SHARED                 66500                  
D CALPINE CORP                   COM              131347106     1116    10700 SH      SHARED                 10700                  
D CALPINE CORP                   COM              131347106    22521   215774 SH      SHARED      01        215774                  
D CALPINE CORP                   COM              131347106      194     1860 SH      SHR/OTHR    01                   1860         
D CALPINE CORP                   COM              131347106     1994    19105 SH      SHARED      02         10600              8505
D CALPINE CORP                   COM              131347106    10113    96899 SH      SHARED      04         96899                  
D CALPINE CORP                   COM              131347106     4749    45500 SH      SHARED      05         45500                  
D CALYPTE BIOMEDICAL CORP        COM              131722100       27    12200 SH      SHARED      01         12200                  
D CALYPTE BIOMEDICAL CORP        COM              131722100       18     8200 SH      SHARED      02          8200                  
D CAMBREX CORP                   COM              132011107       35      972 SH      SHARED                   972                  
D CAMBREX CORP                   COM              132011107     1465    39603 SH      SHARED      01         39603                  
D CAMBRIDGE TECH PARTNERS MASS   COM              132524109      859   196342 SH      SHARED      01        196342                  
D CAMBRIDGE TECH PARTNERS MASS   COM              132524109       40     9300 SH      SHARED      02           200              9100
D CAMBRIDGE TECH PARTNERS MASS   COM              132524109       94    21535 SH      SHARED      04         21535                  
D CAMBRIDGE TECH PARTNERS MASS   COM              132524109       36     8300 SH      SHARED      05          8300                  
D CAMDEN NATL CORP               COM              133034108       46     2953 SH      SHARED      01          2953                  
D CAMDEN PPTY TR                 SH BEN INT       133131102     1345    43400 SH      SHARED                 43400                  
D CAMDEN PPTY TR                 SH BEN INT       133131102    11841   381969 SH      SHARED      01        381969                  
D CAMDEN PPTY TR                 SH BEN INT       133131102       31     1000 SH      SHARED      02                            1000
D CAMECO CORP                    COM              13321L108       80     6100 SH      SHARED                  6100                  
D CAMINUS CORP                   COM              133766105      385     9700 SH      SHARED      01          5448              4252
D CAMINUS CORP                   COM              133766105       73     1850 SH      SHARED      02           700              1150
D CAMINUS CORP                   COM              133766105       47     1200 SH      SHARED      04          1200                  
D CAMPBELL SOUP CO               COM              134429109      528    20414 SH      SHARED                 20414                  
D CAMPBELL SOUP CO               COM              134429109    76835  2969495 SH      SHARED      01       2965095              4400
D CAMPBELL SOUP CO               COM              134429109      623    24100 SH      SHR/OTHR    01                   6800    17300
D CAMPBELL SOUP CO               COM              134429109       28     1100 SH      SHARED      02                            1100
D CAMPBELL SOUP CO               COM              134429109     4807   185787 SH      SHARED      04        185787                  
D CAMPBELL SOUP CO               COM              134429109     1244    48100 SH      SHARED      05         48100                  
D CANADIAN PAC LTD NEW           COM              135923100     1045    40210 SH      SHARED                 40210                  
D CANADIAN PAC LTD NEW           COM              135923100      156     6000 SH      SHARED      04          6000                  
D CDN IMPERIAL BK OF COMMERCE    COM              136069101      339    10400 SH      SHARED                 10400                  
D CDN IMPERIAL BK OF COMMERCE    COM              136069101       67     2076 SH      SHARED      04          2076                  
D CANADIAN NATL RY CO            COM              136375102      882    30100 SH      SHARED                 30100                  
D CANADIAN NATL RY CO            COM              136375102       21      749 SH      SHARED      01           749                  
D CANADIAN NATL RY CO            COM              136375102     1618    55200 SH      SHARED      04         55200                  
D CANADIAN NATL RY CO            COM              136375102      161     5500 SH      SHARED      05          5500                  
D CANADIAN NATL RY CO            PFD CV 063029    136375409     1468    32900 SH      SHARED                 32900                  
D CANADIAN NAT RES LTD           COM              136385101      107     3200 SH      SHARED                  3200                  
D CANADIAN OCCIDENTAL PETE LTD   COM              136420106      304    12100 SH      SHARED                 12100                  
D CANANDAIGUA BRANDS INC         CL A             137219200      553    10200 SH      SHARED                 10200                  
D CANDIES INC                    COM              137409108       13    12400 SH      SHARED      01         12400                  
D CANNONDALE CORP                COM              137798104        0      100 SH      SHARED      01           100                  
D CANON INC                      ADR              138006309        4      100 SH      SHARED      04           100                  
D CANTEL MEDICAL CORP            COM              138098108       85     8500 SH      SHARED      01          8500                  
D CAPITAL CITY BK GROUP INC      COM              139674105      127     6500 SH      SHARED      01          6500                  
D CAPITAL AUTOMOTIVE REIT        COM SH BEN INT   139733109      240    18488 SH      SHARED                 18488                  
D CAPITAL AUTOMOTIVE REIT        COM SH BEN INT   139733109      414    31904 SH      SHARED      01         31904                  
D CAPITAL CROSSING BK            COM              140071101        7      800 SH      SHARED      01           800                  
D CAPITAL ONE FINL CORP          COM              14040H105     2277    32500 SH      SHARED                 32500                  
D CAPITAL ONE FINL CORP          COM              14040H105   107486  1534158 SH      SHARED      01       1533558               600
D CAPITAL ONE FINL CORP          COM              14040H105      404     5775 SH      SHR/OTHR    01                            5775
D CAPITAL ONE FINL CORP          COM              14040H105     1175    16776 SH      SHARED      02                           16776
D CAPITAL ONE FINL CORP          COM              14040H105     6673    95258 SH      SHARED      04         95258                  
D CAPITAL ONE FINL CORP          COM              14040H105     1373    19600 SH      SHARED      05         19600                  
D CAPITAL ONE FINL CORP          COM              14040H105    38379   547800 SH      SHARED      06        547800                  
D CAPITAL PPTYS INC R I          COM              140430109       10     1400 SH      SHARED      01          1400                  
D CAPITAL SR LIVING CORP         COM              140475104       95    37400 SH      SHARED      01         37400                  
D CAPITAL SOUTHWEST CORP         COM              140501107       11      200 SH      SHARED      01           200                  
D CAPITOL FED FINL               COM              14057C106     1023    70000 SH      SHARED                 70000                  
D CAPITOL FED FINL               COM              14057C106      745    51000 SH      SHARED      01         51000                  
D CAPROCK COMMUNICATIONS CORP    COM              140667106      407    79900 SH      SHARED      01         79900                  
D CAPSTONE TURBINE CORP          COM              14067D102      554     8000 SH      SHARED      01          8000                  
D CAPSTONE TURBINE CORP          COM              14067D102       48      700 SH      SHARED      02           500               200
D CAPSTEAD MTG CORP              COM NEW          14067E407      425    47330 SH      SHARED      01         47330                  
D CAPSTEAD MTG CORP              COM NEW          14067E407        2      300 SH      SHR/OTHR    01                             300
D CAPTEC NET LEASE REALTY INC    COM              140724105     4546   399700 SH      SHARED      04        399700                  
D CARBIDE/GRAPHITE GROUP INC     COM              140777103       21     5900 SH      SHARED      01          5900                  
D CARBIDE/GRAPHITE GROUP INC     COM              140777103       66    18500 SH      SHARED      02         18500                  
D CARBO CERAMICS INC             COM              140781105      544    20500 SH      SHARED                 20500                  
D CARBO CERAMICS INC             COM              140781105      151     5700 SH      SHARED      01          5700                  
D CARAUSTAR INDS INC             COM              140909102      455    41211 SH      SHARED      01         41211                  
D CARAUSTAR INDS INC             COM              140909102        8      800 SH      SHARED      02                             800
D CAPSTAR HOTEL CO               SUB NT CV4.75%04 140918AC7     1170  1500000 PRN     SHARED      04       1500000                  
D CARDIAC SCIENCE INC            COM NEW          141410209        4      500 SH      SHARED      02                             500
D CARDINAL HEALTH INC            COM              14149Y108    10132   114900 SH      SHARED                114900                  
D CARDINAL HEALTH INC            COM              14149Y108   185181  2099878 SH      SHARED      01       2099278               600
D CARDINAL HEALTH INC            COM              14149Y108      226     2564 SH      SHR/OTHR    01                    249     2315
D CARDINAL HEALTH INC            COM              14149Y108      310     3521 SH      SHARED      02           321              3200
D CARDINAL HEALTH INC            COM              14149Y108    11825   134100 SH      SHARED      04        134100                  
D CARDINAL HEALTH INC            COM              14149Y108     1737    19700 SH      SHARED      05         19700                  
D CARDIODYNAMICS INTL CORP       COM              141597104      243    46599 SH      SHARED      01         46599                  
D CAREDATA COM INC               COM              14166W100        1     4500 SH      SHARED      01          4500                  
D CAREER EDUCATION CORP          COM              141665109     2068    46492 SH      SHARED      01         46492                  
D CAREMARK RX INC                COM              141705103    42108  3742961 SH      SHARED      01       3742961                  
D CAREMARK RX INC                COM              141705103        3      302 SH      SHR/OTHR    01                    302         
D CAREMARK RX INC                COM              141705103       25     2265 SH      SHARED      02                            2265
D CARESCIENCE INC                COM              141726109     1428   476175 SH      SHARED      02        471275              4900
D CARESCIENCE INC                COM              141726109       61    20348 SH      SHARED      04         20348                  
D CARLISLE COS INC               COM              142339100      302     7300 SH      SHARED                  7300                  
D CARLISLE COS INC               COM              142339100     2477    59709 SH      SHARED      01         59709                  
D CARLISLE COS INC               COM              142339100      427    10300 SH      SHARED      04         10300                  
D CARLISLE COS INC               COM              142339100      166     4000 SH      SHARED      05          4000                  
D CARLTON COMMUNICATIONS PLC     ADR              142872209       32      800 SH      SHARED                   800                  
D CARMEL CONTAINER SYS LTD       ORD              143269108        0      100 SH      SHARED      01           100                  
D CARMIKE CINEMAS INC            CL A             143436103        1     1800 SH      SHARED      01          1800                  
D CARNIVAL CORP                  COM              143658102     2867   116435 SH      SHARED                116435                  
D CARNIVAL CORP                  COM              143658102   100605  4085493 SH      SHARED      01       4082993     2140      360
D CARNIVAL CORP                  COM              143658102       87     3566 SH      SHR/OTHR    01                   1916     1650
D CARNIVAL CORP                  COM              143658102     6111   248200 SH      SHARED      04        248200                  
D CARNIVAL CORP                  COM              143658102      408    16600 SH      SHARED      05         16600                  
D CARRIAGE SVCS INC              CL A             143905107       22     9900 SH      SHARED      01          9900                  
D CARPENTER TECHNOLOGY CORP      COM              144285103     1252    43004 SH      SHARED      01         43004                  
D CARPENTER TECHNOLOGY CORP      COM              144285103       37     1272 SH      SHARED      02          1272                  
D CARPENTER TECHNOLOGY CORP      COM              144285103      218     7500 SH      SHARED      04          7500                  
D CARPENTER TECHNOLOGY CORP      COM              144285103       84     2900 SH      SHARED      05          2900                  
D CARRAMERICA RLTY CORP          COM              144418100     2144    70900 SH      SHARED      01         70900                  
D CARRAMERICA RLTY CORP          COM              144418100      105     3500 SH      SHR/OTHR    01                            3500
D CARRAMERICA RLTY CORP          COM              144418100      161     5352 SH      SHARED      04          5352                  
D CARREKER CORP                  COM              144433109     9883   506846 SH      SHARED      01        259273            247573
D CARRIER ACCESS CORP            COM              144460102     1313    66300 SH      SHARED                 66300                  
D CARRIER ACCESS CORP            COM              144460102      616    31100 SH      SHARED      01         31100                  
D CARRIER ACCESS CORP            COM              144460102       39     2000 SH      SHARED      05          2000                  
D CARROLLTON BANCORP             COM              145282109       32     2244 SH      SHARED      02                            2244
D CARTER WALLACE INC             COM              146285101      943    38600 SH      SHARED                 38600                  
D CARTER WALLACE INC             COM              146285101     1728    70742 SH      SHARED      01         70742                  
D CARTER WALLACE INC             COM              146285101      378    15500 SH      SHARED      04         15500                  
D CARTER WALLACE INC             COM              146285101      144     5900 SH      SHARED      05          5900                  
D CASCADE NAT GAS CORP           COM              147339105      208    11900 SH      SHARED                 11900                  
D CASCADE NAT GAS CORP           COM              147339105      266    15200 SH      SHARED      01         15200                  
D CASELLA WASTE SYS INC          CL A             147448104      337    33300 SH      SHARED      01         33300                  
D CASEYS GEN STORES INC          COM              147528103     1323   101836 SH      SHARED      01        101836                  
D CASH AMER INTL INC             COM              14754D100      257    35240 SH      SHARED      01         35240                  
D CASTLE A M & CO                COM              148411101       42     4462 SH      SHARED      01          4462                  
D CATALINA MARKETING CORP        COM              148867104     1708    45406 SH      SHARED                 45406                  
D CATALINA MARKETING CORP        COM              148867104     3162    84050 SH      SHARED      01         84050                  
D CATALINA MARKETING CORP        COM              148867104      145     3867 SH      SHARED      04          3867                  
D CATALYST INTL INC              COM              14887T105       26     5700 SH      SHARED      01          5700                  
D CATALYTICA INC                 COM              148885106     1037    83819 SH      SHARED      01         83819                  
D CATALYTICA INC                 COM              148885106       18     1500 SH      SHR/OTHR    01                   1500         
D CATALYTICA INC                 COM              148885106       18     1500 SH      SHARED      02          1500                  
D CATALYTICA INC                 COM              148885106        0       10 SH      SHARED      04            10                  
D CATELLUS DEV CORP              COM              149111106     1604    91700 SH      SHARED                 91700                  
D CATELLUS DEV CORP              COM              149111106     3565   203733 SH      SHARED      01        203733                  
D CATELLUS DEV CORP              COM              149111106       70     4054 SH      SHARED      02           318              3736
D CATELLUS DEV CORP              COM              149111106       70     4000 SH      SHARED      04          4000                  
D CATERPILLAR INC DEL            COM              149123101     1168    34630 SH      SHARED                 34630                  
D CATERPILLAR INC DEL            COM              149123101    87976  2606714 SH      SHARED      01       2606164               550
D CATERPILLAR INC DEL            COM              149123101      597    17700 SH      SHR/OTHR    01                           17700
D CATERPILLAR INC DEL            COM              149123101      439    13015 SH      SHARED      02          1200             11815
D CATERPILLAR INC DEL            COM              149123101    20143   596848 SH      SHARED      04        596848                  
D CATHAY BANCORP INC             COM              149150104      560    11500 SH      SHARED      01         11500                  
D CATO CORP NEW                  CL A             149205106      549    43950 SH      SHARED      01         43950                  
D CATSKILL FINL CORP             COM              149348104     3393   150000 SH      SHARED                150000                  
D CAVALIER HOMES INC             COM              149507105        1      731 SH      SHARED      01           731                  
D CAVALIER HOMES INC             COM              149507105      185   123800 SH      SHARED      04        123800                  
D CEDAR FAIR L P                 DEPOSITRY UNIT   150185106       40     2200 SH      SHARED      01          2200                  
D CEDAR FAIR L P                 DEPOSITRY UNIT   150185106       44     2400 SH      SHARED      02           300

Taunus Corp · 13F-HR · For 9/30/00

Filed On 11/14/00 3:41pm ET · SEC File 28-04987 · Accession Number 9749-0-29

Quarterly Holdings or Combination Report by an Institutional Money Manager · Form 13FFiling Table of Contents

Quarterly Holdings or Combination Report by an Institutional Money Manager · Form 13F
Filing Table of Contents