It was a mixture. Stations were cut & cover, running tunnels between them were bored by TBM. Photos and an article about the construction, and why a mixture of methods were used here:Ironically one of the few US city centres with similar urban density to European ones is San Francisco. But even there they managed to put two decks of tunnel under Market Street in the 1970s - BART below and MUNI streetcars above - by cut and cover I presume.
Building San Francisco's BART tunnels - FoundSF
www.foundsf.org